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# Molecular dynamics simulations of intensive plastic deformation

## I Introduction

A new methods of intensive plastic deformation for achievement of nano-structure in metals had been developed Pashinskaya et al. (2002). It is common knowledge that the main vehicle of plastic deformation is dislocation. In recent papers new vehicle of plastic deformation had been investigated widely for metal glasses. It is so called shear transformation zone (STZ) Edwards and Oakeshott (1989), Falk and Langer (1998), Falk (1999), Lemaitre (2002). On other hand, there is a large body of research of different dynamical objects in non-linear chains. They are moving breathers in different non-linear systems Cretegny et al. (1998) and kinks in acoustic chains Metlov (2001), Metlov and Eremeichenkova (2002). The main property of these objects is spontaneous concentration energy in the large excitations at cost of suppress of weak ones. It is possible to assume that such concentration in three-dimensional case can lead to rearrangement of internal structure of solid during intensive deformation.

## II Constitutive relations

For the check of mentioned above assumption numerical experiment on two-dimensional model was performed by means of MD-simulation. Model system of 18\*18 particles with Lennard-Jones potential is used:

$$U_{ijlk}=\frac{A}{6}(\frac{B}{2r_{ijlk}^{12}}\frac{1}{r_{ijlk}^6}),$$
(1)
where $`r_{ijlk}=\sqrt{(X_{ij}X_{lk})^2(Y_{ij}Y_{lk})^2}`$ \- is the distance between the particles numbered by $`i,j`$ and $`l,k`$ with Cartesian coordinates $`X_{ij},Y_{ij}`$ and $`X_{lk},Y_{lk}`$. Indexes $`i,l`$ numerate atoms in the lattice along the $`Y`$-direction, $`j,k`$ do the same along the $`X`$-direction. Let use a unit in which the constants are equal to $`A=0.0025J_cm_c^6`$ , $`B=1m_c^6`$, where $`J_c`$ and $`m_c`$ are conventional units of energy and length respectively. We put the mass of a particle to be $`M=0.01kg_c`$, where $`kg_c`$ is conventional unit of mass. The binding energy of pair interaction is found to be $`E_b=A/12B=0.00020833J_c`$ and equilibrium distance is $`r_0=\sqrt[6]{B}=1m_c`$. In case of real material it is necessary to perform the re-computation with account of real values of $`E_b,r_0`$ and the mass $`M`$. For example, in the case of copper $`E_b=0.549310^{19}J`$, $`r_0=2.6610^{10}m`$, $`M=1.054110^{25}kg`$. Then, $`1m_c=2.6610^{10}m`$, $`1kg_c=1.05410^{23}kg`$, $`1s_c=0.53210^{13}s`$. The time unit have the same order as the period of small vibrations $`T=2\pi m/U_{ijlm}^{\prime \prime }`$. Time step for simulation is chosen to be $`\mathrm{}t=0.18s_c`$.

## III Uniaxial loading

The first series of real time computer simulations is fulfilled for uniaxial loading of a crystallite sample. The system is placed on rigid platform constructed from the atoms identical with those in the sample (the lowermost line of atoms on the figures). The rigid atomic line (plane in a three-dimensional case) constructed from the same atoms moves downward with a constant velocity $`2.77810^4m_c/s_c`$ (the uppermost line of atoms on fig. 1). Initial atom configuration is hexagonal lattice with interatomic distance $`r_0=1m_c`$.

In the first stage the usual uniaxial elastic deformation goes (Fig.1a).

Further, two microscopic defects occur almost simultaneously in the left upper corner of the lattice and in the right down one (Fig.1b). Their Burgers vectors have identical direction (at a $`120^{}`$ angle with horizontal axis) and opposite signs. These defects are similar to usual dislocations Bailey et al. (2000). However each of them has two and only two inserted atomic lines. They can’t have one inserted atomic line since atomic configuration doesn’t permit it owing to very large energy of the defects. Two inserted lines and glide line are oriented at $`60^{}`$ angle each to another. Both of the inserted lines always lie on one and only one side of the glide line. It is pertinent to call a defect with two inserted atomic lines as bidislocation. Along with two-dimensional lattice, such defects may be observed in three-dimensional case on the planes of closely packed layers (planes $`\{1,1,1\}`$). In general case of hexagonal lattice six type of bidislocation having Burgers vectors with the angles $`0,\pi ,\pm \pi /3,\pm 2\pi /3`$ may take place. In complex plane these vectors are expressed as

$$\pm a_0,a_0\mathrm{exp}(\pm \frac{\pi }{3}i),a_0\mathrm{exp}(\pm \frac{2\pi }{3}i),$$
(2)
where $`a_0`$ \- is equilibrium distance in the crystallite.

In these terms, arisen bidislocations have following Burgers vectors:

$$a_0exp(\frac{\pi }{3}i)anda_0exp(\frac{2\pi }{3}i).$$
(3)
Under following loading the bidislocations move along their glide lines for as long as they reach the rigid lines of atoms (Fig. 1c). Then, the bidislocations stop for some time because the rigid lines play the role of obstacles for further moving. Owing to this retardation, the bidislocationons form the pair with zeroth total Burgers vector. In this case the rotation of the region between the bidislocations takes place. This region has approximately circle form. The bidislocations lie exactly on diametrically opposite sides of the circle boundary. In this nanoscopic region the orientation of atomic lines (planes) along Burgers vector changes continuously. Owing to this property, observed pair of bidislocations may be simplest two-dimensional model of displanation Konstantinova (1987), Konstantinova et al. (1992). The displanations are known as defects of mesoscopic level. It is clear from presented experiment that simplest modification of the displanations has nanoscopic nature.

Stopping of the bidislocations creates difficulties for repairing of ideal crystal symmetry. As a consequence, local concentration of elastic energy around defects takes places. It is clear that for finishing of symmetry repairing gliding lines must turn to the direction along rigid lines of atoms. What scenario does the system choice for it?

At the time of 600 time steps flashover-like puncture of the region between the bidislocations occurs (Fig. 1d). After it both the bidislocations are turned (Fig. 1e) and pressed out from the lattice in the direction parallel to rigid lines (Fig. 1f). Thereafter, the sample takes ideal crystal structure. Then, with continuing of loading the processes are qualitatively repeated.

It is known that different transformations of dislocations can be regarded as chemical Shizawa et al. (2001) or, better still, as elementary particle reactions. From this standpoint, in the case of two-dimensional hexagonal lattice any bidislocation may be considered as an elementary particle with vector charge (2) or as three particles (like quarks) with different own polarization and with internal coordinate (as spin). Let us denote the set of ”elementary particles” as

$$\pi _1^\pm =\pm a_0,\pi _2^\pm =a_0\mathrm{exp}(\frac{2\pi }{3}i),a_0\mathrm{exp}(\frac{\pi }{3}i),\pi _3^\pm =a_0\mathrm{exp}(\frac{\pi }{3}i),a_0\mathrm{exp}(\frac{2\pi }{3}i).$$
(4)
Then the transition with rotation of glide lines (fig. 1.d-f) can be written in the form of reaction:

$$\pi _2^++\pi _2^{}\pi _1^++\pi _1^{}.$$
(5)
Therewith, the law of conservation of charge is fulfilled:

$$a_0\mathrm{exp}(\frac{2\pi }{3}i)+a_0\mathrm{exp}(\frac{\pi }{3}i)=a_0a_0=const=0.$$
(6)
The law of conservation of charge momentum is fulfilled since the distances between glide lines pre and post-reaction are equal (7 lines between them on the fig. 1d,f). The law of conservation of energy is fulfilled since the system is Hamilton one. As own energy of each of two bidislocations pre and post-reaction doesn’t change (in consequence of their identic structure) accumulated elastic energy almost completely turns into kinetic energy (relaxation of stress).

Regarding all the pictures presented in the fig. 1, one can note that bidislocation nucleus isn’t localized in the point, but it is continuously smeared along the glide line in the region of several atomic sizes. The discrepancy of crystalline atomic lines begins with the distortion of them at bidislocation edges and increases gradually toward center. Near a glide line the chain of atoms viewed from the side of more rarefied region of crystallite is stretched. Let call this atomic chain as ”stretched” chain. The chain viewed from the opposite side of the glide line is termed as ”compressed” chain. The atoms in the stretched chain are localized in energetically unfavorable positions to ones in the compressed chain. However, the atoms are fixed in these positions owing to effective interaction with those in their own chains and with nearest atoms of the rest lattice.

Let set as 1 equilibrium interparticle distance in the region far from the bidislocations. Then, in the compressed chain interparticle distance is equal to 1.1 and to 0.95 in stretched chain. Moreover, all the simulations exhibit the next trend. In the chains parallel to compressed and stretched ones and viewed from the compressed chain interparticle distance takes its asymptotic value 1 rapidly, already in the first chain. Alternately, in parallel chains viewed from the stretched one several chains are markedly stretched. Thus, the region of compression is more localized then the region of rarefying. Owing to this, potential energy of any particle in the compressed chain is more large than one in asymptotic zone. This peculiarity is the main sign for structure defects of any nature and permits to separate bidislocations immediately during computer simulation. Moving colored bidislocations against the background of the rest atoms is very nice picture. Average potential energy per atom in the compressed chain consists of 60-70 percent of one on free surface of the sample. Potential energy of whole the system in initial state of lattice is chosen as zeroth level.

## IV ”Knife” loading

More interesting result is obtained in the second series of computer simulation for cutting the sample by three-atom knife (fig. 2).

Three atoms only are left from moving upper rigid line of atoms. Other parameters of the experiment remain as in the Sec. III.

In the first stage, in general, the picture qualitatively looks like to one obtained in the previous numerical experiments. Elastic stage of deformation isn’t so interest. Further, the pair of bidislocations is created in the upper left and right corners of the crystallite. Their glide lines are turned by $`60^o`$ each to another. The bidislocations occur in the region under three-atom indentor and move downward. Then, the bidislocations turn and they are pressed out from the sample.

Interesting phenomenon is observed at such pressing out (Fig. 2). The defect displayed on the figure has two additional lines and Burgers vector as the bidislocation does, but its form sufficiently differs. The stretched chain has gap in the center of bidislocation nucleus. That is, binding among centered atoms is broken and micropore arises.

Owing to the micropore, the bidislocation becomes more local and more sharp. Atomic lines in the regions separated by the normal to glide line are inclined at a big angle each to other. One can regard the line which separates such regions as an element of a boundary between grains.

During numerical experiment new bidislocations with micropores arise and disappeare again and again. Whole the picture is similar to formation of steam bubble at water boiling. Owing to this ”emission of the bubbles”, the solid take on ideal structure again after some deformation.

On the other hand, the movement of a such object through the lattice is similar to kink-like excitation in acoustic chain. Wave-like disruption and repairing of bonds between atoms give rapid pressing out of defects from a sample.

Thus, at intensive influence on metal it may release not only by well known shear deformation, but by wave-like (or excitation-like) bond disruption, which moves rapidly enough. One can assume that the micropore, namely, is the sign of new state of bidiislocation, which arises just during intensive deformation. In three-dimensional case the micropores can be spherical or elliptic bubbles. After stopping of deformation they disappear through the ”condensation” into usual dislocations. Probably, it is difficult to detect the bidislocations with micropores in experiment as separate objects. Usual X-ray diffraction analysis isn’t suitable for investigation of such states and structure re-arrangements for two reasons. By the first, such analysis is fulfilled much later after finish of intensive plastic deformation. By the second, the solid in such process can be in non-equilibrium amorphous state with large widening of X-ray spectrum line. For detection of such states and its changes, it is necessary to execute X-ray analysis just during intensive plastic deformation or, maybe, immediately after it.

## V Shear loading

A great amount of such objects occurs in the case of intensive deformation by shear scheme. This scheme is realized in the following way: the sample consisted from 28\*28 particles is placed in rigid two-dimensional box constructed from atoms identical with those of sample. The box is deformed by horizontal movement of upper and down rigid lines with constant velocity.

The created dislocations with micropores form boundary separated regions with different orientation of crystalline atomic lines (Fig.3). Such boundary can play important role for forming of nano-structural state by means of the methods of large shear deformation.

At the beginning stage of deformation single bidislocation is borne in the left down corner of the sample (Fig. 3a). It has the charge $`a_0\mathrm{exp}(2\pi i/3)`$ and moves along glide line toward the upper boundary. At the following stage, the second bidislocation with the charge $`a_0\mathrm{exp}(\pi i/3)`$ comes into being and moves along glide line toward the upper boundary too (Fig. 3b). The glide lines of both bidislocations are crossed at the same point exactly on the upper boundary. With the lapse of time the first bidislocation takes the form of microcrack (Fig. 3c) and preserves this form for a time (Fig. 3d). In the following lapse the first bidislocation begin to take the form of sharp bend (Fig. 3e). Upon it, pair of bidislocations arises instead the first one. One of them has the charge $`a_0`$ and another has the charge $`a_0\mathrm{exp}(\pi i/3)`$. Their total charge is equal to $`a_0\mathrm{exp}(2\pi i/3)`$, i.e. it is equal to the charge of the initial first bidislocation. Such transformation can be written as decay reaction in the form:

$$\pi _2^{}+energy\pi _1^{}+\pi _3^{}.$$
(7)
where the second term in the left part of equation is the energy of stress field which causes the birth of additional ”particle”. The rest of stress field energy transforms into thermal energy. As the result, almost full relaxation of elastic stress take place.

The dislocations with micropores form boundary separated regions with sharply different orientation of crystalline atomic lines (fig. 4). Such boundary can play important role for forming of nano-structural state by the methods of large shear deformation. Single, but very interesting result had been fixed in computer experiment when rotation of certain volume by scenario of phase transition takes place. At some deformation the boundary is formed as a chain of bidislocations with micropores. At following loading it moves steadily until escape from the sample. In this case the boundary separates phases of identical nature, but with different orientation of crystalline atomic lines only.

With my point of view, the defects described above have similar nature to them considered in ref. Edwards and Oakeshott (1989) \- Lemaitre (2002). Our ”STZs” differ from Edwards and Oakeshott (1989) \- Lemaitre (2002) ones because the former are observed in ideal crystallite, but no in amorphous metallic glass.

## VI Summary

Thus, quark-like behavior of bidislocations is observed in different numerical experiments. It is established that the bidislocations may have at least two different structural states. The first of them has whole stretched chains, the second has micropores. The bidislocations with micropores, as a rule, have pentagon form. The states with crack-like form of bidislocations are possible too (Fig. 3c,d). The transient bent form of microcrack arises at the decay of dislocation (Fig. 3e). The superhigh-speed soliton-like movement of bidislocations with micropore is noted.


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# The Bethe-Salpeter Equation and the Low Energy Theorems for 𝜋𝑁 Scattering

## 1 Introduction

The formulations of $`\pi N`$ scattering can be divided into two approaches. On the one hand, we have the Effective Field Theory (EFT) approach where the emphasis is on preserving the symmetries of QCD. This is achieved by the expansion for the amplitude in powers of the pion mass or external momenta divided by a typical QCD cut-off of $`1`$ GeV. For the $`\pi N`$ system the commonly used EFT is Chiral Perturbation Theory (ChPT) GL84  which results in an off-mass-shell amplitude that is consistent with the Low Energy Theorems (LET). These LET are based on current algebra and PCAC. On the other hand, we have the more traditional approach of using the two-body scattering equation (e g. the Bethe-Salpeter equation) in which the potential is based on $`s`$-, $`t`$-, and $`u`$-channel pole diagrams derived from a chirally invariant Lagrangian. In this case unitarity is the main uniting feature which allows the examination of $`\pi N`$ scattering at higher energies.

## 2 The Bethe-Salpeter Amplitude

With the advent of solutions to the Bethe-Salpeter (BS) equation for the off-mass-shell $`\pi N`$ amplitude,LA99  it is now possible to compare the results of the traditional approach based on two-body scattering, with the LET. Here we will present solutions to the BS equation based on a potential derived from the chirally invariant Lagrangian.LA99

$`_{\mathrm{int}}`$ $`=`$ $`{\displaystyle \frac{g_{\pi NN}}{2m_N}}\overline{\psi }_N\gamma _5\gamma ^\mu \stackrel{}{\tau }_\mu \stackrel{}{\pi }\psi _N`$ (1)
$`+{\displaystyle \frac{f_{\pi N\mathrm{\Delta }}}{m_\pi }}\overline{\psi }_\mathrm{\Delta }^\mu (g_{\mu \nu }+x_\mathrm{\Delta }\gamma _\mu \gamma _\nu )\stackrel{}{T}\psi _N^\nu \stackrel{}{\pi }+h.c.`$
$`+g_{\rho NN}\overline{\psi }_N{\displaystyle \frac{1}{2}}\stackrel{}{\tau }\left(\gamma ^\mu \stackrel{}{\rho }_\mu +{\displaystyle \frac{\kappa _\rho }{2m_N}}\sigma ^{\mu \nu }_\mu \stackrel{}{\rho }_\nu \right)\psi _N`$
$`+g_{\rho \pi \pi }\stackrel{}{\rho }_\mu (^\mu \stackrel{}{\pi }\times \stackrel{}{\pi })`$
$`+g_{\sigma NN}\overline{\psi }_N\psi _N\sigma `$
$`+{\displaystyle \frac{g_{\sigma \pi \pi }}{2m_\pi }}\sigma _\mu \stackrel{}{\pi }^\mu \stackrel{}{\pi }`$
The tree level diagrams that contribute to the potential include the $`s`$\- and $`u`$-channel diagrams with nucleon and $`\mathrm{\Delta }`$ poles, and $`t`$-channel diagrams with $`\rho `$ and $`\sigma `$ poles. To solve the four-dimensional BS equation, we have introduced form factors for each of the vertices in the Lagrangian. Here we considered two classes of form factors

$$f_{\alpha \beta \gamma }(p_\alpha ^2,p_\beta ^2,p_\gamma ^2)=f_\alpha (p_\alpha ^2)f_\beta (p_\beta ^2)f_\gamma (p_\gamma ^2)\text{(Type I)}$$
(2)
and

$$f_{\alpha \beta \gamma }(p_\alpha ^2,p_\beta ^2,p_\gamma ^2)=f_\pi (p_\pi ^2)\text{(Type II)}$$
(3)
where

$$f_\alpha (p_\alpha ^2)=\left(\frac{\mathrm{\Lambda }_\alpha ^2m_\alpha ^2}{\mathrm{\Lambda }_\alpha ^2p_\alpha ^2}\right)^{n_\alpha }.$$
(4)
In the above, $`m_\alpha `$ and $`\mathrm{\Lambda }_\alpha `$ are the mass and cut off associated with the hadron $`\alpha `$. The parameters in the Lagrangian are adjusted to fit the $`s`$\- and $`p`$-wave scattering data up to pion laboratory energy of 300 MeV. In Fig. 1 we present a fit to the data for the form factors type I and II(n=4). Similar fits are achieved for the form factors II(n=2) and II(n=10).

Here, the form factors determine the off mass shell behaviour of the BS amplitudes. In this way we can vary the off mass shell amplitudes when comparing the results of the BS equations with those based on current algebra and PCAC.

## 3 The Low Energy Theorems

The LET theorems for $`\pi N`$ scattering are based on current algebra and PCAC. The latter is implemented by defining the pion field, $`\pi ^a`$, in terms of the derivative of the axial vector current, i e. $`^\mu A_\mu ^a=f_\pi m_\pi ^2\pi ^a`$. This allows us to write the $`\pi N`$ amplitude in terms of the commutation relation of the currents. In this way we can use current algebra to determine the $`\pi N`$ amplitude in the soft pion limit.

The $`\pi N`$ amplitude with off shell pion can be written as

$$T_{\pi N}^{ab}=\overline{u}(p^{})\left\{T^{(+)}\delta _{ab}+{\scriptscriptstyle \frac{1}{2}}[\tau _a,\tau _b]T^{()}\right\}u(p),$$
(5)
where $`p`$ ($`p^{}`$) is the initial (final) on-shell nucleon momentum, and

$$T^{(\pm )}=D^{(\pm )}+\frac{i}{2m}\sigma ^{\mu \nu }q_\mu q_\nu ^{}B^{(\pm )}.$$
(6)
Here the $`(+)`$, $`()`$ refer to isospin even and odd components of the amplitude, and $`q`$ ($`q^{}`$) are the off mass shell pion initial (final) momentum. The amplitudes $`D`$ and $`B`$ with the pion off mass shell are a function of $`\nu `$, $`\nu _B`$, $`q^2`$ and $`q^2`$, i.e. $`D^{(\pm )}=D^{(\pm )}(\nu ,\nu _B,q^2,q^2)`$ with $`\nu =\frac{1}{4m}(su)`$ and $`\nu _B`$ being the value of $`\nu `$ at the $`s`$ channel nucleon pole, and $`s`$ and $`u`$ being the standard Mandelstam variables. Current algebra and PCAC can impose constraints on these off mass shell amplitudes. In particular, we can write the isospin even amplitude with the nucleon pole subtracted i e. $`\stackrel{~}{D}^+(\nu ,\nu _B,q^2,q^2)`$ at three off shell points. The amplitude at Weinberg (W)W66 , Adler (A)A65  and the Cheng-Dashen (CD)CD71  points are:

$`\stackrel{~}{D}^+(0,0,0,0)`$ $`=`$ $`{\displaystyle \frac{\sigma _{\pi N}(0)}{f_\pi ^2}}`$ (7)
$`\stackrel{~}{D}^+(0,0,m_\pi ^2,0)`$ $`=`$ $`0=\stackrel{~}{D}^+(0,0,0,m_\pi ^2)`$ (8)
$`\stackrel{~}{D}^+(0,0,m_\pi ^2,m_\pi ^2)`$ $`=`$ $`{\displaystyle \frac{\sigma _{\pi N}(0)}{f_\pi ^2}}+𝒪(m_\pi ^4)+\mathrm{},`$ (9)
respectively. Here we observe that the amplitude at the Weinberg and Cheng-Dashen points are opposite in sign, while that at the Adler point is zero. Since the sigma term $`\sigma _{\pi N}(0)`$ is a measure of chiral symmetry breaking i.e.

$$\sigma _{\pi N}(0)=\frac{1}{2}\underset{a=1}{\overset{3}{}}N(p)|[Q_a^5,[Q_a^5,H]]|N(p),$$
(10)
in the absence of any mechanism for chiral symmetry breaking, the $`\pi N`$ amplitude is zero at all three points.

## 4 Results

To examine the variation in the off mass shell BS amplitude when comparing with the results from the LET, we have considered four possible form factors for our potential. In Table 1 we have the parameters that give the optimum fit to the data up to pion energy of 300 MeV for the form factor types I(n=1), II(n=2), and II(n=4) and II(n=10). Also included in the table are the equivalent cut off mass for a monopole $`\mathrm{\Lambda }_\pi ^R`$, and the difference in the form factor at the pion pole and at $`q^2=0`$, i.e. $`\mathrm{\Delta }_\pi =1f_\pi ^R(0)`$. Here, $`R`$ refers to the fact that these quantities are calculated for the renormalised form factor. From the table we observe that the dressing of the nucleon and $`\mathrm{\Delta }`$ is substantially more for type I form factors than is the case for type II form factors. At the same time the type I form factors give a value for $`\mathrm{\Delta }_\pi `$ that is closer to the commonly accepted value of $`3\%`$ from the Goldberger-Treiman relation.

In Table 2 we present the off shell amplitude resulting from the solution of the BS equations at the Adler (A), Weinberg (W), and the Cheng-Dashen(CD) points for different choices for our form factor. Also included are the values for the $`\pi N`$ $`\sigma `$-term $`\sigma _{\pi N}(0)`$ and the isospin even scattering length $`a^+`$. Here we observe that:

1. The off mass shell amplitude is sensitive to the choice of cut off form factor, and in particular, model I gives a larger $`\sigma `$-term than model II.
2. The amplitude at the three off mass shell points are approximately the same. This is in contrast to the fact that the amplitude at the Weinberg and Cheng-Dashen points are equal and opposite in sign.
3. Finally, the amplitude at the Adler point is not zero.

To understand the difference between the amplitude resulting from the solution of the BS equation and the LET, we first examined the Born amplitude for the $`\pi N`$ potentials considered. Here we found that the Born amplitude at all three points is zero, consistent with the requirement of chiral symmetry conservation. (The $`\sigma `$-term is a measure of chiral symmetry breaking). This suggests that the higher terms in the multiple scattering series give all the contribution to the amplitude at the three off mass shell points. To examine the source of this chiral symmetry breaking contribution, we have examined the contribution of each term in the potential to the amplitude at the Adler, Weinberg and Cheng-Dashen points. This exercise revealed that the source of chiral symmetry breaking is the higher order multiple scattering $`t`$-channel $`\rho `$ exchange. In particular, it is the $`\rho \pi \pi `$ term in the Lagrangian that gives rise to the symmetry breaking. Since this $`\rho \pi \pi `$ Lagrangian is of the form $`g_{\rho \pi \pi }\stackrel{}{\rho }_\mu (^\mu \stackrel{}{\pi }\times \stackrel{}{\pi })`$, then the only time this term in the Lagrangian contributes to chiral symmetry breaking is when the external pion is represented by $`\stackrel{}{\pi }`$ rather than $`^\mu \stackrel{}{\pi }`$. It is possible to restore chiral symmetry to the amplitude by introducing a symmetric form for the coupling of the $`\rho `$ to the $`\pi `$, e.g. $`(_\mu \rho _\nu _\nu \rho _\mu )(^\mu \stackrel{}{\pi }\times ^\nu \stackrel{}{\pi })`$WZ67 , which is equivalent on the mass shell to the form employed in the present calculation. The resultant amplitude would then satisfy chiral symmetry. Chiral symmetry breaking could then be introduced in a controlled form via a non-derivative $`\sigma \pi \pi `$ coupling.

## 5 Conclusion

In the above analysis we have established that the Bethe-Salpeter amplitude for a Lagrangian that satisfies chiral symmetry is inconsistent with the Low Energy Theorems of current algebra. The source of the disagreement is the mode of chiral symmetry breaking via the higher order multiple scattering of $`t`$-channel $`\rho `$ exchange. This could be overcome with the introduction of a symmetric $`\rho \pi \pi `$ Lagrangian, and a mode of chiral symmetry breaking that is consistent with the LET.


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# 1 Introduction

## 1 Introduction

Quantum Chromodynamics describes the strong interactions of quarks of gluons. Nevertheless, these particles are not experimentally detected as the physical states are formed by hadrons. Few methods link the description in terms of QCD parameters to the properties of the hadronic bound states. Among these are QCD sum rules , lattice QCD , chiral perturbation theory  and the $`1/N_C`$-expansion . In this work we focus on the method of QCD sum rules where the notion of quark-hadron-duality (QHD) plays a dominant role.

The optical theorem provides the basis for connecting theoretical and phenomenological quantities. It relates physical measurable observables like the cross section for hadron production to theoretical quantities usually expressed by correlators of two- or three-point functions. In the Euclidean domain this correlator can be theoretically calculated by means of the operator product expansion (OPE) . The leading terms are given by the perturbative expansion which is supplemented by the condensate contributions. This can be compared to the corresponding quantity extracted from experiment and in this way it is possible to extract information about the system or the QCD parameters. One of the limitations of the sum rules already becomes visible. Approaching from a perturbative side, the correlator does not include real nonperturbative phenomena. Consequently the analysis must be performed in a so-called ‘sum-rule-window’ where the OPE of the correlator is under control and the system still reacts sensitive to the hadronic parameters. Furthermore, in practical applications the experimental spectral density is usually only known for the lowest ground states. To estimate the missing information on the phenomenological side, the integral over the experimental spectral density is then assumed to equal the integral over the theoretical spectral density above a certain threshold energy $`s_0`$. This is the assumption of global quark-hadron-duality. Though being one of the basic assumptions in QCD sum rules its range of applicability has only been scarcely explored. The foundation of QHD was laid in . Whereas in semileptonic decays and lepton scattering the concept of duality is under active investigation, e.g. , QHD in the context of QCD sum rules has only recently be reinitiated by Shifman, see  and references therein.

In this paper we will discuss both the practical and conceptual aspects related to QHD. The main part will focus on the charmonium system where new measurements from BES  in the region between 3.7 GeV and 4.8 GeV have improved the experimental situation significantly. Since also the theoretical spectral density can be calculated this allows a thorough comparison and a stringent test of QHD. We finally extend these investigations to the upsilon system.

The following section is dedicated to an estimate of the uncertainty related to the use of QHD. After a discussion of the theoretical contributions we give a description for the threshold parameter $`s_0`$. The error on $`s_0`$ indicates the uncertainty related to the assumption of QHD. In section 3 we investigate the charmonium cross section in more detail. Apart from the $`\psi `$-resonances the non-resonant $`D`$-production has a significant impact on the cross section. We present a model description for this background and extract the resonance parameters of the $`\psi (3)\psi (6)`$. Section 4 discusses the more conceptual issues since the notion of QHD in heavy-heavy-systems is far from trivial. The following section concentrates on the upsilon system. In particular, we give an estimate for the threshold parameter $`s_0`$, present a model for the non-resonant $`B`$-production and check the validity of the OPE. Finally we summarise the results.

## 2 Quark-hadron-duality in the charmonium system

In this work we investigate charm production in $`e^+e^{}`$-collisions

$$R_c(s)=\frac{\sigma (e^+e^{}c\overline{c})}{\sigma (e^+e^{}\mu ^+\mu ^{})}=12\pi \text{Im}\mathrm{\Pi }(s+iϵ).$$
(1)
Via the optical theorem, the experimental cross section is related to the imaginary part of the correlator $`\mathrm{\Pi }(s)`$ defined by

$$\mathrm{\Pi }_{\mu \nu }(q^2)=id^4xe^{iqx}T\{j_\mu (x)j_\nu ^{}(0)\}=(q_\mu q_\nu g_{\mu \nu }q^2)\mathrm{\Pi }(q^2).$$
(2)
The charm vector current is given by $`j_\mu (x)=e_c(\overline{c}\gamma _\mu c)(x)`$ where $`e_c`$ represents the electric charge of the charm quark.

In principle one can calculate $`\mathrm{\Pi }(q^2)`$ perturbatively, take the imaginary part and compare it to the measured cross section. However, a perturbative calculation of $`\mathrm{\Pi }(q^2)`$ is valid only in the Euclidean domain. An analytic continuation to the Minkowski region neglects terms which are small in Euclidean but can become important in Minkowski. Thus, with the assumption of global QHD, only smeared quantities can be compared. A further complication arises in the theoretical calculation of $`\mathrm{\Pi }(q^2)`$. In the deep Euclidean domain the perturbative expansion works well. However, usually one is interested in a region closer to threshold. Here the Coulomb-like behaviour of the charmonium system shows up and the theoretical expansion converges badly. These large terms can be resummed with the help of the theory of non-relativistic QCD (NRQCD) . Since we will employ the theoretical prediction for $`\mathrm{\Pi }(q^2)`$ and the theoretical spectral density in this and the following chapters, first we briefly discuss these contributions and then return to a discussion of QHD.

The theory of NRQCD provides a consistent framework to treat the problem of heavy quark-antiquark production close to threshold. The contributions can be described by a nonrelativistic Schrödinger equation and systematically calculated in time-independent perturbation theory. The correlator is expressed in terms of a Green’s function $`G(k)=G(0,0,k)`$ :

$$\mathrm{\Pi }(s)=\frac{N_c}{2M_c^2}\left(C_h(\alpha _s)G(k)+\frac{4k^2}{3M_c^2}G_C(k)\right),$$
(3)
where $`N_c`$ is the number of colours, $`k=\sqrt{M_c^2s/4}`$ and $`M_c`$ represents the pole mass. The constant $`C_h(\alpha _s)`$ is a perturbative coefficient needed for the matching between the full and the nonrelativistic theory. The contributions from NRQCD are summarised in the potential. The Green’s function obeys the corresponding Schrödinger equation

$$\left(\frac{\mathrm{\Delta }_x}{M_c}+V_C(x)+\mathrm{\Delta }V(x)+\frac{k^2}{M_c}\right)G(𝐱,𝐲,k)=\delta ^{(3)}(𝐱𝐲).$$
(4)
Here $`V_C(x)=C_F\alpha _s/|𝐱|`$ represents the Coulomb potential and $`\mathrm{\Delta }V(x)`$ contains the NLO and NNLO corrections. Details on the solution of this equation can be found in . The Green’s function contains pole contributions below threshold and a continuum above threshold. In order to construct the theoretical continuum spectral density for the full energy range it is not sufficient to use the spectral density from NRQCD which is only valid for low velocities. In addition, one must include the results from perturbation theory which gives $`R(s)`$ at large velocities. At intermediate velocities one can perform a matching between both regimes. In  this procedure is described in detail. The resulting theoretical spectral density is shown as a solid line in fig. 1 and we denote the spectral density by $`R^{theo}(s)`$.

This spectral density is supposed to give a good approximation to the experimental spectral density at high energies. Decreasing the energy, one approaches the resonance region. Here $`R^{theo}(s)`$ will fail to reproduce the resonances. But naively assuming QHD, a smearing of $`R^{exp}(s)`$ over a ‘sufficiently large’ energy range should give a good approximation to the same smearing with $`R^{theo}(s)`$. In fact, the notion of QHD is more subtle and the naive expectation is not correct. The optical theorem relates the two representations by a dispersion relation which includes all values of the energy. So only the complete phenomenological result can be compared to the full theoretical result which also includes the poles of the Green’s function. In section 4 we discuss the concept of QHD in more detail and present quantitative estimates for the individual contributions.

In fig. 1 we have plotted $`R^{theo}(s)`$ and the measured cross section in the energy range between $`3.7\text{GeV}<\sqrt{s}<4.8\text{GeV}`$. At these energies $`R^{theo}(s)`$ clearly lies above the data points. On the other hand, the contribution from the theoretical poles turns out to be smaller than the contribution from the lowest $`\psi `$-states.

To test the accuracy of QHD from a comparison of the theoretical and phenomenological spectral densities we choose the moments

$$W_n(\mathrm{\Delta },s_0,s_1)=_{s_0}^{s_1}𝑑s\frac{R(s)}{(s+\mathrm{\Delta })^{n+1}}.$$
(5)
The weight function $`w(s)=1/(s+\mathrm{\Delta })^{n+1}`$ corresponds to the one usually used in the moment sum rules to extract the quark masses. Another popular weight function is $`w_u(s)=e^{s/u}`$ which is used in the Borel sum rules. Since the analysis and the results are very similar in both cases we will not perform an independent analysis for the Borel sum rules in this work. $`\mathrm{\Delta }`$ and $`n`$ are free parameters which can be used to move the sum rules to a region convenient for the analysis. Large $`\mathrm{\Delta }`$ will improve the perturbative expansion while for small or even negative $`\mathrm{\Delta }`$ the analysis will react very sensitive to the bound states. Small $`n`$ will result in a relative flat weight function and high $`n`$ put the emphasis on the low energy region. As will be discussed in chapter 4, $`s_1`$ should be taken to infinity to establish a precise relation between the phenomenological and theoretical part where they are connected by an Euclidean quantity. However, in practice the cross section is only measured up to a certain energy so above this energy one has to rely on the theoretical prediction for $`R(s)`$. When comparing both parts the integral above this energy is then equal.

The experimental cross section can be interpreted as non-resonant background production of $`D^{()}`$-mesons and resonances of Breit-Wigner form. For a comparison to $`R^{theo}`$ it is interesting to separate these two contributions. In the next section we will give a model description of the background production which has been plotted as a dashed line in fig. 1 and discuss the charmonium cross section in more detail. In this section we focus our attention on the most important issue in actual sum rule calculations and the basic question of QHD: how well can the experimental cross section be approximated by the theoretical spectral density and how large is the error on $`W_n(\mathrm{\Delta },s_0,s_1)`$? The BES data have been given directly in terms of $`R^{\mathrm{BES}}(s)`$ and we will use these values as our reference for the experimental cross section. From the measured spectral density the light quark contribution must be subtracted. At these energies the light quarks can safely assumed to be massless and the high energy approximation  provides a good description. Apart from BES, the resonance properties of the $`\psi `$-states have been extracted in  and of the $`\mathrm{{\rm Y}}`$-states in .

In order to test a typical problem in the sum rules let us now assume that the only information we had from the experimental side were the resonance properties of the first $`p`$ bound states. With the assumption of QHD, the contribution from the higher states is then given by the integration of the theoretical spectral density $`R^{theo}(s)`$ above a threshold $`s_0`$. The above question can then be formulated in a different way: what value of $`s_0`$ must be taken?

Since the QCD sum rules are used to extract the heavy quark masses, the choice of $`s_0`$ influences the central value of the masses. Furthermore the uncertainty in $`s_0`$ translates directly to the error of the masses and it is therefore important to have a reliable estimate of this uncertainty. There is no rigorous justification for a particular choice of $`s_0`$. As a heuristic rule it is usually assumed that $`s_0`$ should be given by about 250 MeV above the highest included resonance. In this section we want to check if - and to what extend - this rule is valid. It will turn out that particular care must given to a possible background contribution. In chapter 5 we will then apply the results obtained in this section to estimate $`s_0`$ in the upsilon system where no experimental information is available to fix this parameter.

To determine $`s_0`$ in the charmonium system we now compare the quantities

$`{\displaystyle \frac{9\pi }{\alpha ^2}}{\displaystyle \underset{k=1}{\overset{2}{}}}{\displaystyle \frac{\mathrm{\Gamma }_{ee,k}E_k}{(E_k^2+\mathrm{\Delta })^{n+1}}}+{\displaystyle _{3.7^2}^{4.8^2}}𝑑s{\displaystyle \frac{R^{\mathrm{BES}}(s)}{(s+\mathrm{\Delta })^{n+1}}}`$ (6)
$`={\displaystyle \frac{9\pi }{\alpha ^2}}{\displaystyle \underset{k=1}{\overset{p}{}}}{\displaystyle \frac{\mathrm{\Gamma }_{ee,k}E_k}{(E_k^2+\mathrm{\Delta })^{n+1}}}+{\displaystyle _{s_0^{(p)}}^{4.8^2}}𝑑s{\displaystyle \frac{R^{theo}(s)}{(s+\mathrm{\Delta })^{n+1}}},`$
where $`\alpha `$ is the electromagnetic fine structure constant, $`\mathrm{\Gamma }_{ee,k}`$ is the partial decay width into $`e^+e^{}`$ and $`E_k`$ is the mass of the $`k^{th}`$ resonance. We have used the narrow-width approximation for the resonances. The sum over the resonances in the first line extends only over the first 2 resonances since the other known resonances $`\psi (3)\psi (6)`$ are included in $`R^{\mathrm{BES}}(s)`$. The upper limit of the integration is taken to infinity, $`s_1\mathrm{}`$. Since the BES data have only been measured up to 4.8 GeV we assume QHD above this energy so the integral from 4.8 GeV to infinity is identical on both sides and drops out. The first line represents the ‘exact’ result from the data. The second line is a typical phenomenological approximation using the assumptions of QHD in which $`s_0`$ is left as a free parameter. As mentioned above, it is usually assumed that $`s_0`$ should be given by the mass of the highest resonance $`E_p`$ plus about 250 MeV. In table 1 we have listed $`s_0`$ obtained from eq. (6) for different values of $`n`$ and $`\mathrm{\Delta }`$.

Let us first look on the behaviour of $`s_0`$ on $`n`$ and $`\mathrm{\Delta }`$. We see that $`s_0`$ depends on the choice of these parameters. Since $`R^{theo}`$ lies above the experimental cross section, larger values of $`n`$ will lower $`s_0`$. The difference between the largest ($`n=0`$) and smallest ($`n=7`$) value varies between $`\mathrm{\Delta }\sqrt{s_0}=190\text{MeV}`$ for $`p=1`$ and $`\mathrm{\Delta }\sqrt{s_0}=110\text{MeV}`$ for $`p=3`$ at $`\mathrm{\Delta }=0`$. At $`\mathrm{\Delta }=(4\text{GeV})^2`$ the analysis is in a more perturbative region. Therefore one expects less impact of $`n`$ on $`s_0`$, but still the difference remains sizeable: from $`\mathrm{\Delta }\sqrt{s_0}=170\text{MeV}`$ for $`p=1`$ to $`\mathrm{\Delta }\sqrt{s_0}=80\text{MeV}`$ for $`p=5`$. This is a remarkable result for applications of the sum rules. In analyses where the threshold $`s_0`$ has an important impact on the quantity one would like to extract, the change of $`s_0`$ with $`n`$ and $`\mathrm{\Delta }`$ might influence the final result.

Furthermore we note that the rule ‘highest resonance plus 250 MeV’ is strongly violated. Taking only the lowest pole, $`p=1`$, this is no surprise. Since the first two poles are very dominant on the experimental side, one cannot hope to give a good description of these poles by the perturbative spectral density without taking into account the pole contributions from the Green’s function. Also the reason for the violation of the rule for the higher states is clear: Using only the resonance parameters $`E_k`$ and $`\mathrm{\Gamma }_{ee,k}`$ in the second line of eq. (6) we have neglected the non-resonant $`D^{()}`$-production. There are two ways to estimate this background contribution. The first one is to give a model description for the background as has been depicted in fig. 1. In a second approach one could assume that QHD above the third pole already represents a reasonable description. In this case the phenomenological part is given by ‘3 poles plus $`R^{theo}`$ from a threshold of 250 MeV above the $`3^{rd}`$ pole’. Without background this description also applies to $`p`$ poles instead of three. Subtracting these two descriptions should therefore give an estimate of the background contribution.

The drawback of both methods is clear: in the first one the result is model dependent where in the second one it was assumed that QHD could already be used for states with $`p>3`$. To include the background contribution one could either add this background explicitly to the second part of eq. (6) and use $`\sqrt{s_0}=E_p+250\text{MeV}`$ or stick to eq. (6) and lower $`s_0`$ by the appropriate value. Since we want to compare the results with table 1, we use the second method. $`s_0`$ is then determined from the equation $`_{s_0}^{s_1}𝑑sR^{theo}(s)/(s+\mathrm{\Delta })^{n+1}=\text{‘background’}`$ where $`\sqrt{s_1}=E_p+250\text{MeV}`$ and the estimate of the background ranges up to $`s_1`$. The results for $`s_0`$ are shown in table 2. In the first row the background has been estimated by the model description from fig. 1 and the second row in parentheses shows the result assuming QHD already for $`p>3`$.

Let us now compare the ‘exact’ result for $`s_0`$ from table 1 which is needed for a correct description of the experimental moments to the QHD-based estimate of $`s_0`$ in table 2. For $`p=1`$ QHD cannot reproduce the correct value. This is expected since the theoretical spectral density will not give a good description for the second resonance. At $`p=2,3`$ the background has almost no influence on $`s_0`$ so it essentially lies 250 MeV above the resonance. For a relatively steep weight function, $`n=7`$, the results are similar to table 1, but for $`n=0`$ they differ up to 160 MeV. The estimates for $`s_0`$ agree well for $`p=4`$ and for $`p=5,6`$ they are a bit lower. In general, we see that the assumption of QHD with the corresponding choice for $`s_0`$ gives a reasonable description of the experimental moments, at least for the higher poles. It is interesting to note that in table 2 the change of $`s_0`$ with $`n`$ and $`\mathrm{\Delta }`$ is relatively small. With the background model it is smaller than in table 1 especially for a small number of poles $`p`$. In the second approach with QHD assumption for $`p>3`$ the value of $`s_0`$ remains almost constant. So this variation can easily be underestimated.

To summarise, we have estimated the uncertainty connected with the use of QHD. In the charmonium system QHD represents a reasonable good approximation if at least the first two poles are added explicitly to the phenomenological side. The moments can then be determined with the description ‘poles with resonance parameters plus background plus theoretical spectral density above $`s_0`$’. The threshold $`s_0`$ should be given by the energy of the highest pole $`E_p`$ plus 250-300 MeV. Estimating the uncertainty on $`s_0`$ one should take into account that the variation with $`n`$ and $`\mathrm{\Delta }`$ can easily amount to 100 MeV. In addition one should allow a variation of 100 MeV from its value ‘$`E_p`$ plus 250-300 MeV’. So we conclude that a reasonable error estimate for $`s_0`$ is given by $`\mathrm{\Delta }\sqrt{s_0}=200\text{MeV}`$ around its central value.

## 3 Charmonium cross section

In this section we investigate the charmonium cross section in more detail. The first two resonances are dominating the cross section clearly, the $`J/\psi `$ at 3.097 GeV with a partial decay width of $`\mathrm{\Gamma }_{ee}=5.26`$ keV and the $`\psi ^{}`$ at 3.686 GeV with $`\mathrm{\Gamma }_{ee}=2.19`$ keV. Since both resonances lie below open $`D`$-production their total widths are small, $`\mathrm{\Gamma }_{tot}=87`$ keV and $`\mathrm{\Gamma }_{tot}=300`$ keV  (264 keV ) respectively. At 3.74 GeV open $`D\overline{D}`$-production starts. In the continuum 4 more resonances have been identified: a relatively small resonance $`\psi (3.770)`$ just above $`D\overline{D}`$-threshold and three broader resonances, $`\psi (4.040)`$, $`\psi (4.159)`$ and $`\psi (4.415)`$. From the data it can be seen that in the energy range above 4 GeV the background continuum gives a significant contribution.

Now we want to give a model description for the background. Our motivation is twofold. As already seen in the last section, it is interesting to separate the background and resonance contributions to estimate the relative size and the importance of the higher resonances. Furthermore, in practical applications it is more convenient to deal with a smooth approximating function in terms of a few resonance parameters than with a large number of data points.

The next channel above $`D\overline{D}`$ starts at 3.88 GeV with $`D\overline{D}^{}`$ and $`D^{}\overline{D}`$-production. At higher energies open the $`D_s\overline{D_s}`$, $`D^{}\overline{D}^{}`$, $`D_s\overline{D_s}^{}`$, and $`D_s^{}\overline{D_s}^{}`$ channels. Since $`D^{}`$ has three spin directions, the production of $`D\overline{D}^{}`$ and $`D^{}\overline{D}^{}`$ is enhanced compared to $`D\overline{D}`$-production .

One could try to parametrise all these contributions by appropriate form factors. However, neither theory nor experiment provide sufficient information to predict these form factors. As a consequence, this ansatz would depend on many free parameters that had to be fitted from the used data. So the result would strongly depend on the data set and could not be generalised. Therefore we use a different approach based on perturbative QCD and model the non-resonant background production by

$`R_c^{BG}(s)`$ $`=`$ $`{\displaystyle \frac{4}{3}}\sqrt{1{\displaystyle \frac{M_{thre}^2}{s}}}\left(1+{\displaystyle \frac{M_{thre}^2}{2s}}\right)`$
$`\times \left(1+{\displaystyle \frac{\alpha _s(s)}{\pi }}+1.5245\left({\displaystyle \frac{\alpha _s(s)}{\pi }}\right)^211.686\left({\displaystyle \frac{\alpha _s(s)}{\pi }}\right)^3\right),`$
$`M_{thre}`$ $`=`$ $`M_{thre}^{DD^{}}=3.879\text{GeV}.`$ (7)
For $`\alpha _s(s)`$ we use the three-loop formula with $`\mathrm{\Lambda }=313\pm 27\text{MeV}`$ which corresponds to $`\alpha _s(M_Z)=0.1172\pm 0.002`$  and three light flavours. This background is plotted as a dashed line in fig. 1. For energies sufficiently above $`c\overline{c}`$-threshold we expect that the main process will be hard $`c\overline{c}`$-production which finally turns into $`D`$-mesons with unit probability. The higher order corrections in eq. (3) are based on perturbation theory in the massless limit  and show the correct high energy behaviour. For a finite charm quark mass the expansion contains soft gluons which are interchanged between the quarks at threshold. These soft gluon ladders, which can be resummed by means of NRQCD, lead to the formation of the $`\psi `$-states and are responsible for the resonance effects. Thus they must not be included in the background description.

It remains the choice of the threshold $`M_{thre}`$ which appears in the phase space factor. In a QCD-based picture it is given by the charm pole mass $`M_{thre}=2M_c`$. However, in this case we describe $`D`$-meson production, so the phase space should rather be given by the phase space the $`D`$-meson than that of the charm mass. As described above, the production of $`D\overline{D}`$ is suppressed to $`D\overline{D}^{}`$. In addition, for higher energies the other heavier thresholds open. Consequently a threshold of $`M_{thre}=M_{thre}^{DD}`$ would probably overestimate the background in the intermediate energy range. Therefore we fix the threshold parameter to $`M_{thre}=M_{thre}^{DD^{}}=3.879\text{GeV}`$. One of the limitations of this description is obvious: one cannot expect it to be a good approximation below and directly above the $`D\overline{D}^{}`$-threshold in the range of $`3.74\text{GeV}<\sqrt{s}<4.0\text{GeV}`$. Below $`3.88\text{GeV}`$ we obviously miss the small $`D\overline{D}`$-production which may also have some impact directly above the $`D\overline{D}^{}`$ threshold. However, we expect that (3) gives a good description of the background in the energy region between $`4.0\text{GeV}<\sqrt{s}<4.6\text{GeV}`$. Above $`\sqrt{s}\text{ }>4.6\text{GeV}`$ the resonance structure seems to level off into a continuum. Here one cannot separate the background and resonances any longer. Thus, instead of the background, one should use the full theoretical result to describe the spectral density for energies above 4.6 GeV.

Now we give a description of the cross section in terms of the background and Breit-Wigner resonances:

$$R_c(s)=R_c^{BG}(s)+\frac{9s}{\alpha ^2}\underset{k=3}{\overset{6}{}}\frac{\mathrm{\Gamma }_{ee}^k\mathrm{\Gamma }_{tot}^k}{(sE_k^2)^2+E_k^2\mathrm{\Gamma }_{tot}^{k\mathrm{\hspace{0.17em}2}}}.$$
(8)
We prefer to use a constant total width $`\mathrm{\Gamma }_{tot}^k`$ instead of a $`s`$-dependent one since the functional form close to threshold is not clear and the uncertainty connected with the background description is at least of the same order. With this formula one can extract the resonance parameters from the BES data  between 3.7 GeV and 4.6 GeV (75 data points). The statistical and systematic error have been added quadratically for each data point. In table 3 we have listed our results for $`E_k`$, $`\mathrm{\Gamma }_{tot}^k`$ and $`\mathrm{\Gamma }_{ee}^k`$ for the resonances $`\psi (3)\psi (6)`$. The fit gives a $`\chi ^2/dof=1.02`$.

In fig. 2 we have plotted the resulting spectral density together with the data points. It can be seen that the experimental spectral density is rather well approximated by the theoretical description. We can compare the results to former measurements where the estimate of the non-resonant $`D`$-production was fitted to the data . We see that the masses change only by several MeV. Whereas the change of $`\mathrm{\Gamma }_{tot}^k`$ and $`\mathrm{\Gamma }_{ee}^k`$ for the $`\psi (3)`$ is mild, these changes are larger for the higher resonances since these parameters are not only based on a different data set but also on a different background description.

To investigate closer the dependence of the resonance parameters on the background we now vary the threshold energy $`M_{thre}`$. We compare to the results obtained from a background with $`M_{thre}=3.74\text{GeV}`$ which would correspond to $`D\overline{D}`$-production and to $`M_{thre}=4.0\text{GeV}`$. Compared to the data, the first one seems to overestimate and the second one to underestimate the background.

We have listed the results in table 4. The statistical errors are very similar to table 3 and have therefore been omitted. The masses remain very stable. The masses of the $`\psi (3)`$ and $`\psi (6)`$ do not change, $`\psi (5)`$ changes by $`\mathrm{\Delta }E_5=\pm 3.5\text{MeV}`$ and the largest change is of the $`\psi (4)`$ with $`\mathrm{\Delta }E_4=5\text{MeV}`$ for $`M_{thre}=4.0\text{GeV}`$. For $`M_{thre}=3.74\text{GeV}`$ the widths of the $`\psi (3)`$ are reduced since the background already starts below the resonance. The widths of the $`\psi (5)`$ seem to be very stable against variation of the background and the change for the $`\psi (6)`$ is of a similar size as the statistical errors. The widths of the $`\psi (4)`$ are the most sensitive to a variation of the background. They show a significant change which is clearly larger than the statistical error. These changes of the resonance parameters are part of the systematic uncertainty connected with the background description and of the difficulty to separate these two contributions. However, the experimental cross section is well approximated by eqs. (3,8) and the resonance parameters of table 3.

## 4 Theoretical versus phenomenological moments

QCD sum rules provide a framework which relates a QCD-based description in terms of QCD parameters to measurable quantities in terms of hadron properties. In this section we discuss the different conceptions related to the theoretical and phenomenological description.

The advantage of using a weight function as in (5) is that the moments $`W_n`$ are directly connected with $`\mathrm{\Pi }(s)`$ at the Euclidean point $`s=\mathrm{\Delta }`$:

$$W_n(\mathrm{\Delta })=W_n(\mathrm{\Delta },s_{min},\mathrm{})=\frac{12\pi ^2}{n!}\frac{d^n}{ds^n}\mathrm{\Pi }(s)|_{s=\mathrm{\Delta }},$$
(9)
where $`s_{min}`$ indicates the lowest pole. In the Euclidean region the theoretical expansion is known to be valid by means of the OPE. In addition to the perturbative result, condensates of higher and higher power will appear. In a QCD-based picture the definition of the pole mass provides the natural description for the onset of the continuous spectral density and therefore the threshold is given by $`\sqrt{s}=2M_c`$. The theoretical expansion depends on the values of $`\mathrm{\Delta }`$ and $`n`$: large values of $`\mathrm{\Delta }`$ and small $`n`$ move the moments to a safe perturbative region and the expansion in $`\alpha _s`$ converges well. In principle, $`W_n`$ could thus be calculated to high accuracy. However, this region is of little phenomenological interest. Usually in sum rules analyses one is interested in extracting information on the ground state or the quark masses. In order to be sensitive to these parameters the analysis must be performed relatively close to threshold. In this case the perturbative expansion does not converge well any more since large terms appear reflecting the Coulombic structure of the charmonium system. These potentially large terms can be resummed with the method of NRQCD which sets up a systematic framework to treat these non-relativistic corrections. The result is expressed in terms of a Green’s function and can be directly evaluated at $`s=\mathrm{\Delta }`$. Its imaginary part shows poles below and a continuum spectral density above threshold.

This QCD-based theoretical description has to be confronted to the measured cross section to which it is related by the optical theorem. As described in the last section, its behaviour is very complicated: It contains two sharp resonances and several higher resonances which are shifted into the continuum. It is obvious that the theoretical and phenomenological spectral density do not equal each other. In the Euclidean region the theoretical expansion is truncated – as a series in $`\alpha _s`$ and in higher condensates. If one were able to calculate $`\mathrm{\Pi }(q^2)`$ in the Euclidean domain exactly, one could analytically continue the result to the Minkowski domain and take the imaginary part. The theoretical spectral density would equal the hadronic cross section. However, in practice only the truncated expansion is analytically continued to values of positive $`q^2`$. Small neglected terms in the Euclidean domain can become large in the Minkowski region and change the spectral density significantly. The origin and behaviour of such contributions have been discussed in .

In the OPE condensates appear, the leading contribution is given by the gluon condensate:

$$\mathrm{\Pi }_{FF}(s)=\frac{4}{9}\frac{\frac{\alpha _s}{\pi }FF}{16M_c^4}\left(C_{FF}^{(0)}(s)+\frac{\alpha _s}{\pi }C_{FF}^{(1)}(s)\right),$$
(10)
the analytic form of the functions $`C_{FF}^{(0)}`$ and $`C_{FF}^{(1)}`$ can be found in . However, its contribution to the moments is small for values of $`n`$ and $`\mathrm{\Delta }`$ used in this analysis. Its contribution grows if one comes very close to threshold, for $`\mathrm{\Delta }\text{ }>4M_c^2`$ or for very large $`n`$ since here the moments test the nonperturbative region.

Now we want to compare the size of the individual theoretical and phenomenological contributions. In fact, this comparison is done in QCD sum rules to extract the charm and bottom quark masses since the moments show a strong dependence on the value of the mass. We fix the $`\overline{\mathrm{MS}}`$-mass to $`m_c(m_c)=1.19\text{GeV}`$ . For the comparison we use a range of values for $`n`$ and $`\mathrm{\Delta }`$ somewhat larger than in typical sum rule applications. In table 5 we show the results for the theoretical and experimental moments.

The moments have been normalised to the total phenomenological moments. The poles represent the dominant contribution and they are even more pronounced on the phenomenological side. It can be clearly seen that small $`\mathrm{\Delta }`$ and large $`n`$ shift the analysis closer to the poles. For $`n=12`$ the continuum region is essentially cut off. For this value of the charm mass the moments show a good stability, which is no surprise since this stability criterion was used to extract the value of the charm mass . The total theoretical moments differ from the phenomenological ones by about 10%. The convergence is better for large values of $`\mathrm{\Delta }`$. Only for $`\mathrm{\Delta }=0`$ and $`n=12`$ they differ significantly, but here the theoretical moments are evaluated close to threshold and one cannot expect a reliable description of these moments.

It is interesting to investigate the dependence of the theoretical moments on the mass. With a $`\overline{\mathrm{MS}}`$-mass of $`m_c(m_c)=1.3\text{GeV}`$ the total theoretical moments normalised to the phenomenological ones for $`\mathrm{\Delta }=0`$ vary from 0.82 (for $`n=3`$) to 0.21 ($`n=12`$) and from 0.96 ($`n=3`$) to 0.68 ($`n=12`$) at $`\mathrm{\Delta }=(4\text{GeV})^2`$. For $`m_c(m_c)=1.1\text{GeV}`$ the relative theoretical moments for $`\mathrm{\Delta }=0`$ increase from 1.33 ($`n=3`$) to 2.27 ($`n=12`$) and from 0.97 ($`n=3`$) to 1.4 ($`n=12`$) at $`\mathrm{\Delta }=(4\text{GeV})^2`$. It can be seen that the sensitivity of the moments on the mass decreases for large values of $`\mathrm{\Delta }`$. The change is due to the pole contribution since the continuum spectral density is practically independent of the mass. These results confirm the significant effect of the mass on the moments and on the stability of the sum rules.

## 5 Upsilon system

In the upsilon system the experimental situation is unsatisfactory. Apart from the resonance parameters of the 6 $`\mathrm{{\rm Y}}`$-states  almost no direct information on the cross section above the $`\mathrm{{\rm Y}}(4)`$ is available. Therefore it is not possible to perform a check of QHD as has been done in section 2. However, we can use the results of the last sections to draw some conclusions for this energy region.

First we compare the size of resonance and background contribution. Analog to eq. (3) we make the following ansatz:

$`R_b^{BG}(s)`$ $`=`$ $`{\displaystyle \frac{1}{3}}\sqrt{1{\displaystyle \frac{M_{thre}^2}{s}}}\left(1+{\displaystyle \frac{M_{thre}^2}{2s}}\right)`$
$`\times \left(1+{\displaystyle \frac{\alpha _s(s)}{\pi }}+1.4092\left({\displaystyle \frac{\alpha _s(s)}{\pi }}\right)^212.805\left({\displaystyle \frac{\alpha _s(s)}{\pi }}\right)^3\right),`$
$`M_{thre}`$ $`=`$ $`M_{thre}^{BB^{}}=10.604\text{GeV}.`$ (11)
The strong coupling constant at three loop with 4 light flavours is determined from $`\mathrm{\Lambda }=278\pm 30\text{MeV}`$. Similar to the charm case, we fix the start of the threshold at the energy for $`BB^{}`$-production.

We can compare the background to the resonance contribution.

In fig. 3 we have plotted the background versus the spectral density using the resonance parameters $`\mathrm{{\rm Y}}(4)\mathrm{{\rm Y}}(6)`$ from . The data indicate  that in the region between $`11.0\text{GeV}<\sqrt{s_0}<11.2\text{GeV}`$ the cross section continues at values around the peak of the $`\mathrm{{\rm Y}}(6)`$. It can be seen that the resonance contribution exceeds the background contribution in the range until $`11.05`$ GeV. In the resonance region the influence of the background is not as strong as in the charmonium system. Above 11.05 GeV, since no further resonances are measured, one should use the full theoretical spectral density to describe the cross section.

An important parameter in sum rule calculations of the bottom mass is the threshold parameter $`s_0`$. The phenomenological moments are determined from the first six $`\mathrm{{\rm Y}}`$-resonances and the theoretical spectral density above $`s_0`$. With no background production this parameter would be estimated to lie about 250 MeV above the $`\mathrm{{\rm Y}}(6)`$. However, the non-resonant background, where it is not already included in the resonance parameters, will effectively lower this threshold. In chapter 2 two ways to estimate this parameter have been discussed, by a model description for the background and by assuming QHD already for states $`n>3`$. In the first one we use the background of eq. (5). In the region between $`10.7511.05\text{GeV}`$ the total cross section is well approximated by the $`5^{th}`$ and $`6^{th}`$ resonance. Calculating the background for the remaining interval the effective threshold lowers to $`\sqrt{s_0}=11.1511.20\text{GeV}`$. In the second approach we assume QHD for states with $`n>3`$. The background from this ansatz would reduce the threshold to $`\sqrt{s_0}=11.011.05\text{GeV}`$. Therefore, taking the average between both estimates, we suggest that a reasonable estimate for $`s_0`$ would be given by $`\sqrt{s_0}=11.1\pm 0.2\text{GeV}`$.

As in section 4 we can compare the contributions from the theoretical and phenomenological moments. Again we evaluate the moments in a region where threshold effects are important. In table 6 we have collected the moments from the different sources. As input parameter for the mass we have used $`m_b(m_b)=4.24\text{GeV}`$ . For the employed values of $`n`$ and $`\mathrm{\Delta }`$ the dominance of the poles is less pronounced than in the charmonium. The theoretical moments differ by about 5% from the phenomenological ones. Thus they show a better convergence than in the charmonium system. At $`\mathrm{\Delta }=0`$ and $`n=12`$ the theoretical calculation of the moments should not be trusted any more.

Now we look at the influence of the bottom mass on the moments. With a $`\overline{\mathrm{MS}}`$-mass of $`m_b(m_b)=4.34\text{GeV}`$ the total theoretical moments for $`\mathrm{\Delta }=0`$ vary from 0.93 (for $`n=3`$) to 0.47 ($`n=12`$) and from 0.99 ($`n=3`$) to 0.80 ($`n=12`$) at $`\mathrm{\Delta }=(10\text{GeV})^2`$. For $`m_b(m_b)=4.14\text{GeV}`$ the moments for $`\mathrm{\Delta }=0`$ increase from 1.19 ($`n=3`$) to 1.23 ($`n=12`$) and from 1.1 ($`n=3`$) to 1.24 ($`n=12`$) at $`\mathrm{\Delta }=(10\text{GeV})^2`$ thus showing again the strong influence of the quark mass.

## 6 Conclusions

In this work we have explored the cross section of $`e^+e^{}`$–collisions in the charmonium and upsilon energy region. The experimental situation for the charmonium has significantly improved with the new results from BES . This allows a thorough comparison of the theoretical and experimental description for this energy range. These investigations have been applied to heavy-heavy systems. Apart from the general discussions it is not clear if the concrete results could be generalised to e.g. heavy-light or light-light states since the underlying physical systems are different and their properties are rather determined from the dynamics of the light quarks.

The main part of the paper has investigated the charmonium energy range. We have given a prescription for the threshold parameter $`s_0`$ which is needed to describe the experimental spectral density for large energies. The error on this quantity was estimated to $`\mathrm{\Delta }\sqrt{s_0}=200\text{MeV}`$ which includes a possible variation of $`s_0`$ with $`n`$ and $`\mathrm{\Delta }`$. The phenomenological cross section can be described as Breit-Wigner resonances and a non-resonant background production of $`D^{()}`$-mesons. We have presented a model for this background production based on perturbative QCD. The masses, the hadronic widths and the partial $`e^+e^{}`$–widths of the states $`\psi (3)\psi (6)`$ have been extracted from the BES data. So we obtain a direct theoretical description of the experimental cross section in terms of few resonance parameters with a $`\chi ^2/dof=1.02`$. QCD sum rules use the identity of the theoretical and phenomenological moments related by the optical theorem and can be used to extract e.g. the quark masses or the ground state properties. In order to be sensitive to these parameters the moments must be evaluated in a region not too far from threshold. Thus the contributions from NRQCD form an essential part on the theoretical side reflecting the fact that the underlying system is a Coulombic one. The different contributions from the poles and the continuum part have been compared for different values of $`n`$ and $`\mathrm{\Delta }`$.

Section 5 has been devoted to the upsilon system. Here the experimental situation is dissatisfactory. However, the results of the previous sections could be used to investigate several properties of this system: a model description of non-resonant $`B^{()}`$-production has been presented and the threshold parameter $`s_0`$ estimated. We have compared the different contributions to the theoretical and phenomenological moments and investigated the effect of the bottom mass. Unfortunately the cross section is not well measured in the region above the $`\mathrm{{\rm Y}}(4)`$. A more detailed knowledge would allow a better test of QHD in this energy region.

The two basic pictures of QCD are related by QHD: the hadronic world and a description based on perturbative QCD in terms of quarks and gluons. Thus a better understanding of QHD could provide further insight into the structure and behaviour of nonperturbative contributions.

Acknowledgements

I would like to thank Antonio Pich for interesting discussions and reading the manuscript. This work has been supported in part by TMR, EC contract No. RTN2-2001-00199, by MCYT (Spain) under grant FPA2001-3031, and by ERDF funds from the European Commission. I thank the Deutsche Forschungsgemeinschaft for financial support.


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# The impressive complexity in the Nautilus pompilius shell

## 1 Introduction

Fractal analysis is being applied with increasing frequency to living organisms, trying to explain some of the complex forms found in nature. An astonishing example reveals that Ammonites continuously increased their complexity up to the point in which they became extinct . It is our purpose to study in this paper the amazing complexity of a close relative of the Ammonites, the Nautilus pompilius.

This pelagic species is a native of the western Indopacific ocean ($`30^o`$ N lat. to $`30^o`$ S lat. and $`90^o`$ to $`185^o`$ W long. ), and usually lives at a depth that varies from $`50`$ to $`480`$ meters (temperature ranges from $`24`$ to $`8`$ Celsius degrees). The Nautilus reaches sexual maturity at least $`15`$ years after hatching and then produces $`10`$-$`15`$ eggs per year (it is not known if the female breeds more than once), and it may live for $`20`$ years.

The shell is mother-of-pearl lined and pressure resistant (it implodes at approximately $`800m`$); its hardness has been the basis of various ornamental handicrafts . The vulnerability due to their slow reproduction rate, and the fact that its exploitation has increased so much at present, make it a possible new addition to the large list of endangered species. But the most striking characteristic of this thin, two layered, and spirally coiled shell is its internal subdivision in a series of successive chambers (phragmocone), starting from the very moment of hatching when there are already seven chambers present in the shell. As the cephalopod grows and requires more space, it creates a new chamber by sealing the space behind it with a calcareous septum and moves to live at the open, bigger end of the shell. The rate at which a new chamber is created varies, at the beginning it seems to take longer for the mollusc to seal the $`8^{th}`$ chamber but later on, the process takes from $`43`$ to $`77`$ days per chamber  and lasts up to the completion of approximately $`39`$ sealed chambers  plus the open space where the mollusc lives ; these changes in the growth rate are easily understood in terms of the food availability and other environmental variables. The sealing of the chambers however, is not complete, there is a small duct in the center of each wall, called siphuncle, that allows the living fossil to keep control of the pressure inside every previous chamber and thus to regulate its buoyancy , ; the heyday of the nautiluses is estimated to be around $`500`$ million years ago.

A transversal cut of the shell, Fig. 1, shows a perplexing spiral geometry, not found in any other natural object; this is a black & white image where the borders have been prepared to facilitate the box-counting analysis. The hemishell is $`96.1\times 106.2mm`$ and $`32.2mm`$ wide; the number of chambers is 30. Most amazing is the fact that its growth appears to be self-similar, and thus for the shell to possess a fractal dimension. We now proceed to confirm that this is indeed so.

## 2 Method

The digital image in Fig. 1 was obtained by placing half of the shell directly on a scanner bed; the cutting was performed going through half of the shell as accurately as possible. All measurements are performed on the digital images, in pixel units, and the conversion factor is given by the scanner resolution (72 pixels per inch). The borders of the edges in the hemishell were previously tinted to gain contrast and improve definition, and thus, making the contour threshold treatment unnecessary. It must be said that we are assuming a perfect symmetry of the shell with respect to this cut.

As usually done when applying the box-counting method, it is necessary to define a criterion for the size of the boxes, in particular for the maximum possible size of the grid. This last value is easily determined: the use of boxes bigger than the image size would produce constant values from there on and thus a break down of the method. The box counting method is applied to the original image and the fractal dimension of the whole shell is obtained via a linear fit to the data ,.

The previous selection however, means that the maximum possible size of the grid will change when analyzing portions instead of the whole image; this is precisely what happens if, in order to test the observed self-similarity, we analyze the fractal dimension of smaller fragments of the image, that is, if we check that its complex structure is the same regardless of the scale used to measure it. To accomplish this test, we proceeded as follows; once the box-counting method had been applied to the whole, bigger image, the last chamber was digitally eliminated from the initial image and the method reapplied to the new image after adjusting the maximum possible size to the new, smaller image size, Fig. 2. This procedure was repeated up to the point in which there were only the original seven chambers in the shell. The area of the circumscribed rectangle was calculated for each step and the results are shown in Fig. 3 in $`mm^2`$.

From the above procedure, we can also obtain the value of the different intersections of the various straight lines with the vertical axis, i. e., the ordinates of each one of the lines obtained by the self-similar test. Since these lines correspond to a different chamber number each, the result is a function that can be used to predict the position and time of appearance of the new chamber (and thus corroborate the average time mentioned earlier).

Now, according to the well known box-counting method, the fractal dimension of an object, $`D`$, is defined as :

$$D=\underset{\epsilon 0}{lim}\frac{\mathrm{ln}N(\epsilon )}{\mathrm{ln}1/\epsilon },$$
(1)
where $`N(\epsilon )`$ is the number of boxes of a square grid of side-size $`\epsilon `$ required to cover the object in question. This definition comes from the scaling law $`N(\epsilon )=C(1/\epsilon )^D`$, in which our knowledge on integer-dimension objects is clearly expressed (one needs $`c/\epsilon `$ boxes of side-length $`\epsilon `$ for each one of the $`D`$ dimensions of the object to be covered, where $`c`$ accounts for the ‘length’ in that dimension, and the $`\epsilon `$-independent constant $`C`$ is merely the product of the $`c`$’s). From this scaling law, a linear relation is obtained:

$$\mathrm{ln}N(\epsilon )=D\mathrm{ln}(1/\epsilon )+\mathrm{ln}C,$$
(2)
and from it, definition (1) follows (the $`\epsilon `$-independent, constant term becomes negligible as $`\epsilon 0`$). We then see that the ordinate of the linear relation (2) can be interpreted as the natural logarithm of the number of pixels of the original image (in practice, the grid can not be made smaller than a pixel when $`\epsilon 0`$).

To obtain adequate images for the use of the whole relation (2) is not an easy task, most of the known fractal objects do not have well defined features like borders or surfaces . In this case however, we have all the images that were digitally generated to test the self-similarity of the previously tinted shell (enabling us to avoid any contour threshold analysis ), and thus all the data to build the graph in Fig. 4, where we have plotted the image sizes (in $`mm^2`$) of the shell circumscribed by a rectangle up to the next sealed chamber (Fig. 2) which correspond to the ordinates in the linear relation (2) (it is perhaps worth recalling that the box-counting method only takes into account the pixels associated to the contour of the shell when the size of the box is unity). We have also used an average value for the time required for the construction of a new chamber in order to obtain the fractal dimension of the shell as a function of time, Fig. 5, this average value is $`60\pm 17`$ days per chamber.

Having corroborated the fractal dimension of the shell at various scales and the advantage of using the whole linear relation (2), we can now count the number of pixels (instead of boxes) inside each chamber; the results are plotted in Fig. 6, where a linear relation is also clearly seen.

All these data enables us to predict the size of the new chambers and the time of their appearance, that is, those chambers that would have formed in a living specimen. The easiest way is to measure the volume of each chamber and in order to achieve this, the hemishell was labelled on a Sartorius balance ($`5mg`$ precision) and each chamber was filled up with water by depositing one by one, $`0.005ml`$ drops; the volume is then multiplied by two to account for the other half of the shell. The internal surface of the shell inhibits the formation of menisci and thus, the level of water inside each shell is a flat surface that rises uniformly. The results are shown in Fig. 7.

As a final checking we fitted an equiangular spiral to the shell :

$$r=e^{\delta \theta },$$
(3)
where $`(r,\theta )`$ are the usual polar coordinates and $`\delta `$ is a parameter that can be determined by the quotient of the shell distance from the center in any direction and the same distance after a whole turn:

$$\mathrm{ln}\left(\frac{r_1}{r_2}\right)=2\pi \delta .$$
(4)
The value obtained from this quotient $`\delta =(1+\sqrt{5})/2`$, is the well known golden ratio and the resulting spiral is superimposed on the shell image and shown in Fig. 8; the spiral is represented by empty circles starting at the closing wall of the eighth chamber.

## 3 Results and Predictions

The fractal (box-counting) dimension of the original Nautilus shell shown in Fig. 1 is $`1.635\pm 0.006`$; the average of the self-similar fractal dimension of the shell (Fig. 5), obtained by the method exemplified in Fig. 2, is $`1.730\pm 0.019`$; this is an average over the life of the particular Nautilus and clearly depends on the accuracy of the available data on the shell growth. The lower value for fractal dimension of the original shell with respect to the average, is due to the fact that the shell extension where the mollusc lives is included in the original image (Fig. 1)

The other variables used in the preceding analysis show an exponential dependence on the number of chambers or, equivalently, on the age of the cephalopod:

$$y=\alpha _ie^{\beta _ix},$$
(5)
where $`y`$ is one of the properties described in Figs. 3, 4, 6, or 7, $`\alpha _i`$ is the exponential of the ordinate in the linear relation shown in figure $`i`$, $`\beta _i`$ is the slope in the corresponding relation (Fig. $`i`$), and $`x`$ is the number of chambers in the image under analysis (or equivalently, the age of the specimen). The relation obtained in Fig. 3 was subsequently used as the criterion for the box-counting interval. The results for the ordinates are: $`\alpha _3=113.863\pm 0.039mm^2,\alpha _4=46.016\pm 0.039mm^2,\alpha _6=4.852\pm 0.050mm^2,`$ and $`\alpha _7=0.030\pm 0.072ml`$; for the slopes the values are: $`\beta _3=0.132\pm 0.002,\beta _4=0.109\pm 0.002,\beta _6=0.143\pm 0.003,`$ and $`\beta _7=0.192\pm 0.003.`$ The correlation factors for the linear relations in the above mentioned figures are: $`0.996,0.996,0.992,`$ and $`0.997`$ (in this case the linear fit was performed from the $`11^{th}`$ chamber onwards, see Fig. 7), respectively.

From our findings and within the shell growth accuracy, we can also predict the appearance of a new chamber, the $`31^{st}`$ for the analyzed specimen, with a volume of $`11.347\pm 0.010ml,`$ or a transversal area of $`415.71\pm 0.005mm^2`$ at $`60\pm 17`$ days after the last one had been completed.

## 4 Conclusions

In the previous analysis, we have shown that the shell of the Nautilus pompilius that we have analyzed, possesses a fractal dimension, that its value is $`1.635\pm 0.006`$ ($`1.730\pm 0.019`$ on average), and that it does not depend on the number of chambers (or, equivalently, the age) used to calculate it. This establishes the self-similar structure of the shell at any scale/time, and how its growth follows the same self-similar criterion. Hence, we propose the measuring of the predicted appearance of a new chambers in living Nautilus, even if only in laboratory specimens. Recalling that the Ammonites, close relatives of the Nautilus, kept changing their structure and disappeared from the face of the earth, one could also conjecture that the preservation of the structure in the Nautilus has meant an evolutive advantage for this species. This facet might help to the conservation of this complex, living fossil. 111This work has been partially supported by DGAPA-UNAM (IN101100), CONACyT (32707-U), and UC-MEXUS.


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# 1 Introduction

## 1 Introduction

Quantum mechanical systems can undergo zero-temperature phase transitions upon variation of a non-thermal control parameter , where order is destroyed solely by quantum fluctuations. Quantum phase transitions occur as a result of competing ground state phases, and can be classified into first-order and continuous transitions. The transition point of a continuous quantum phase transition, the so-called quantum-critical point, is typically characterized by a critical continuum of excitations, and can lead to unconventional behavior – such as non-trivial power laws or non-Fermi liquid physics - over a wide range of the phase diagram (see Fig. 1a).

An interesting class of quantum phase transitions are so-called boundary transitions where only the degrees of freedom of a subsystem become critical. In this paper we consider impurity transitions – the impurity can be understood as a zero-dimensional boundary – where the impurity contribution to the free energy becomes singular at the quantum critical point. Such impurity quantum phase transitions require the thermodynamic limit in the bath system, but are completely independent of possible bulk phase transitions in the bath.

Our model systems are built from magnetic moments which show the Kondo effect . Originally, this effect describes the behavior of localized magnetic impurities in metals. The relevant microscopic models are the Kondo model and the single-impurity Anderson model. In the standard case (i.e. a single magnetic impurity with spin $`\frac{1}{2}`$ coupling to a single conduction band with a finite density of states (DOS) near the Fermi level) screening of the magnetic moment occurs below a temperature scale $`T_\mathrm{K}`$. The screening is associated with the flow to strong coupling of the effective interaction between impurity and host fermions. The Kondo temperature $`T_\mathrm{K}`$ depends exponentially on the system parameters.

In this paper we want to give a brief summary of impurity models where the flow to strong coupling is prevented by the competition with other processes, and, depending on the system parameters, weak and/or intermediate-coupling fixed points can be reached. We are particularly interested in intermediate-coupling fixed points, which typically show a finite ground-state entropy and are unstable, which means that to reach them requires either fine tuning of the couplings (typically associated with an impurity phase transition) or the presence of special symmetries (e.g., channel symmetry in multi-channel models). In the following sections we discuss single-impurity models with a coupling to a non-trivial fermionic bath (Sec. 2), to multiple fermionic baths (Sec. 3), to both fermionic and bosonic baths (Sec. 4), and finally systems of coupled magnetic impurities (Sec. 5). In quoting results, we refer to perturbative renormalization group (RG) treatments, to numerical RG (NRG) calculations, and to exact results if available. We restrict ourselves to models with spin-$`\frac{1}{2}`$ impurities.

## 2 Pseudogap Kondo and Anderson models

A straightforward possibility to suppress Kondo screening is to reduce the electron bath DOS at the Fermi level to zero – in a superconductor this can also be interpreted as competition between Kondo effect and superconducting pairing. Two cases have to be distinguished: so-called hard-gap and pseudogap (soft-gap) systems.

In the hard-gap case, the DOS $`\rho (\epsilon )`$ is zero in a finite energy interval around the Fermi level. Then, the absence of low-energy states prevents screening for gap values exceeding the energy gain due to Kondo screening. The resulting transition between a local-moment (LM) phase without Kondo screening, realized at small Kondo coupling $`J`$, and a screened strong-coupling (SC) phase, reached for large $`J`$, is of first order, and it occurs only in the presence of particle-hole (p-h) asymmetry. In the p-h symmetric case, the local-moment state persists for arbitrary values of the coupling .

The pseudogap case, first considered by Withoff and Fradkin , corresponds to a bath with $`\rho (\epsilon )|\epsilon |^r`$ ($`r>0`$), i.e., the DOS is zero only at the Fermi level. The corresponding Kondo and single-impurity Anderson models interpolate between the metallic case ($`r=0`$) and the hard-gap case ($`r\mathrm{}`$). The pseudogap case $`0<r<\mathrm{}`$ leads to a very rich behaviour, in particular to a continuous transition between a local-moment and a strong-coupling phase. Figure 1b shows a typical phase diagram for the pseudogap Anderson model. In the p-h symmetric case (solid) the critical coupling $`\mathrm{\Delta }`$, measuring the hybridization between band electrons and local moment, diverges at $`r=\frac{1}{2}`$, and no screening occurs for $`r>\frac{1}{2}`$ . No divergence occurs for p-h asymmetry (dashed) .

We now briefly describe the properties of the fixed points in the pseudogap Kondo problem . Due to the power-law conduction band DOS, already the stable LM and SC fixed points show non-trivial behavior . The LM phase has the properties of a free spin $`\frac{1}{2}`$ with residual entropy $`S_{\mathrm{imp}}=k_B\mathrm{ln}2`$ and low-temperature impurity susceptibility $`\chi _{\mathrm{imp}}=1/(4k_BT)`$, but the leading corrections show $`r`$-dependent power laws. The p-h symmetric SC fixed point has very unusual properties, namely $`S_{\mathrm{imp}}=2rk_B\mathrm{ln}2`$, $`\chi _{\mathrm{imp}}=r/(8k_BT)`$ for $`0<r<\frac{1}{2}`$. In contrast, the p-h asymmetric SC fixed point simply displays a completely screened moment, $`S_{\mathrm{imp}}=T\chi _{\mathrm{imp}}=0`$. The impurity spectral function follows a $`\omega ^r`$ power law at both the LM and the asymmetric SC fixed point, whereas it diverges as $`\omega ^r`$ at the symmetric SC fixed point – this “peak” can be viewed as a generalization of the Kondo resonance in the standard case ($`r=0`$), and scaling of this peak is observed upon approaching the SC-LM phase boundary . At the critical point non-trivial behavior corresponding to a fractional moment can be observed: $`S_{\mathrm{imp}}=k_B𝒞_S(r)`$, $`\chi _{\mathrm{imp}}=𝒞_\chi (r)/(k_BT)`$ with $`𝒞_S`$, $`𝒞_\chi `$ being universal functions of $`r`$ . The spectral function displays a $`\omega ^r`$ power law (for $`r<1`$) with a remarkable “pinning” of the critical exponent.

We note that the critical point at small $`r`$ is perturbatively accessible in a double expansion in $`r`$ and $`J`$. However, the NRG results suggest that the physics is different for $`r>\frac{1}{2}`$; in particular, $`r=1`$ appears to play the role of an upper critical “dimension” . The universal critical theory of the transitions in the pseudogap Kondo model is not yet known. A piece of information, provided by the numerical renormalization group method, is shown in Fig. 2. Here we plot the energies of the many-body states as a function of the iteration number $`N`$ of the NRG procedure. Increasing values of $`N`$ correspond to decreasing temperature, $`N\mathrm{ln}T`$, so we can easily recognize the three different fixed points for $`\mathrm{\Delta }<\mathrm{\Delta }_\mathrm{c}`$ (Fig. 2a), $`\mathrm{\Delta }=\mathrm{\Delta }_\mathrm{c}`$ (Fig. 2b), and $`\mathrm{\Delta }>\mathrm{\Delta }_\mathrm{c}`$ (Fig. 2c). The structure of the LM and SC fixed points can be easily understood as that of a free conduction electron chain . The combination of the single-particle states of the free chain leads to the degeneracies seen in the many-particle states of the LM and SC fixed points (Fig. 2a and Fig. 2c). In contrast, the structure of the quantum critical point is unclear. Degeneracies due to the combination of single-particle levels are missing, probably because the quantum critical point is not build up of non-interacting single-particle states.

The pseudogap Kondo model has been proposed  to describe impurity moments in $`d`$-wave superconductors ($`r=1`$), where signatures of Kondo physics have been found in NMR experiments . Furthermore, a large peak seen in STM tunneling near Zn impurities  can be related to the impurity spectrum in the asymmetric pseudogap Kondo model.

## 3 Multi-channel Kondo model

Kondo screening is strongly modified if two or more fermionic screening channels compete. Nozières and Blandin  proposed a two-channel generalization of the Kondo model, which shows overscreening associated with an intermediate-coupling fixed point and non-Fermi liquid behaviour in various thermodynamic and transport properties. In general, such behavior occurs for any number of channels $`K>1`$ coupled to a spin $`\frac{1}{2}`$, and does not require fine-tuning of the Kondo coupling, however, it is unstable w.r.t. a channel asymmetry .

The anomalous static properties at the two-channel non-Fermi liquid fixed point are  a residual entropy $`S_{\mathrm{imp}}=\frac{k_B}{2}\mathrm{ln}2`$ (indicating that ‘half’-fermionic excitations play a crucial role for the structure of the fixed point), a logarithmic divergence of the susceptibility $`\chi _{\mathrm{imp}}\mathrm{ln}T`$ and of the specific heat ratio $`\gamma =C_{\mathrm{imp}}/T\mathrm{ln}T`$, and an anomalous Wilson ratio $`R=\chi /\gamma =8/3`$, in contrast to the result for the standard Kondo model $`R=8/4=2`$.

Analogous to the discussion in the previous section the many-particle excitation spectrum of this intermediate-coupling fixed point cannot be decomposed in terms of usual free fermions , however, a description in terms of non-interacting Majorana fermions is possible . Many of the low-energy properties of the two-channel and related models have been studied using conformal field theory techniques . Interestingly, the multi-channel Kondo fixed point is perturbatively accessible in the limit of large channel number ($`K1`$) . Experimental realizations have been discussed in the context of rare-earth compounds ; furthermore, proposals based on quantum-dot devices have been put forward.

## 4 Bose-Fermi Kondo model

Novel phenomena occur for magnetic impurities coupled to both a fermionic and a bosonic bath, where the bosons represent collective host spin fluctuations. In the resulting Bose-Fermi Kondo model, the two interactions compete in a non-trivial manner . Particularly interesting is the case of a bosonic bath with zero or small gap, corresponding to the vicinity to a magnetic quantum critical point in the host. In $`(3ϵ)`$ dimensions, the bosonic spectral density then follows a power law $`\omega ^{1ϵ}`$. For $`ϵ>0`$, the interaction between the impurity and the bosonic bath can completely suppress fermionic Kondo screening. The resulting phase corresponds to an intermediate-coupling fixed point w.r.t. the impurity–boson interaction. Here, the impurity moment shows universal fluctuations, with local spin correlations characterized by a power law, $`S(\tau )S\tau ^ϵ`$, and a Curie contribution to the impurity susceptibility equivalent to a fractional spin, $`\chi _{\mathrm{imp}}=\stackrel{~}{𝒞}_\chi (ϵ)/(k_BT)`$ . On the other hand, large fermionic Kondo coupling leads to a strong-coupling phase with conventional Kondo screening.

The resulting phase diagram for the Bose-Fermi Kondo model thus shows a Kondo-screened phase, a bosonic fluctuating phase, and a continuous quantum phase transition in between. The boundary quantum critical point has magnetic properties similar to the bosonic fluctuating fixed point . Both intermediate-coupling fixed points are perturbatively accessible for small $`ϵ`$; it is likely that the structure of the phase diagram also applies to $`ϵ=1`$, however, no accurate numerical calculations are available to date. Both the critical and the bosonic fluctuating fixed points are unstable w.r.t. breaking of SU(2) symmetry, but the structure of the phase diagram is similar for both XY and Ising symmetries .

The Bose-Fermi Kondo model has recently received a lot of interest in the context of the extended dynamical mean-field theory  where a lattice model is mapped onto a self-consistent impurity model with both fermionic and bosonic baths. In particular, based on neutron scattering experiments on the heavy-fermion compound $`\mathrm{CeCu}_{5\mathrm{x}}\mathrm{Au}_\mathrm{x}`$ , a self-consistent version of the Bose-Fermi Kondo model has been proposed to describe a “local” critical point in Kondo lattice models.

We further note that the Bose Kondo model with Ising symmetry and an additional external field is related to the spin-boson model , which also shows phase transitions upon variation of the coupling between spin and dissipative bath. Spin-boson models have been studied extensively in the context of dissipative two-level systems, and have applications in many fields like glass physics, quantum computation etc.

## 5 Two-impurity Kondo models

Models of two impurities offer a new ingredient, namely the exchange interaction, $`I`$, between the two impurity spins which competes with Kondo screening of the individual impurities. This inter-impurity interaction, which can lead to a magnetic ordering transition in lattice models, arises both from direct exchange and from the Ruderman-Kittel-Kasuya-Yosida (RKKY) interaction mediated by the conduction electrons.

In the simplest model of two $`S=\frac{1}{2}`$ impurities, a ground state singlet ($`S_{\mathrm{tot}}=0`$) can be realized either by individual Kondo screening (if $`I<T_K`$) or by formation of an inter-impurity singlet (if $`I>T_K`$). It has been shown that these two parameter regimes are continuously connected (without a $`T=0`$ phase transition) as $`I`$ is varied in the generic situation without particle-hole symmetry. Notably, in the particle-hole symmetric case one finds a transition associated with an unstable non-Fermi liquid fixed point .

Quantum phase transitions generically occur in impurity models showing phases with different ground state spin. For two impurities, this can be realized by coupling to a single conduction band channel only . In this case, a Kosterlitz-Thouless-type transition between a singlet and a doublet state occurs, associated with a second exponentially small energy scale in the Kondo regime . The physics becomes even richer if multi-channel physics is combined with multi-impurity physics – here, a variety of fixed points including such with local non-Fermi liquid behavior can be realized.

Experimentally, quantum dots provide an ideal laboratory to study systems of two (or more) “impurities” – note that the local “impurity” states can arise either from charge or from spin degrees of freedom on each quantum dot. In particular, a number of experiments have been performed on coupled quantum dot systems which can be directly mapped onto models of two Kondo or Anderson impurities . In addition, experimental realizations of two-impurity models using magnetic adatoms on metallic surfaces appear possible.

## 6 Summary

We have reviewed a variety of interesting zero-temperature critical points, which exist in impurity models where conventional Kondo screening is suppressed by competing physics. Significant progress has been made in recent years, both in analytical and numerical work; however, in a number of cases our understanding concerning, e.g., the nature of the quantum critical points is rather limited. Clearly, a further development of theoretical techniques, both perturbative and non-perturbative, is essential.

It is a pleasure to acknowledge fruitful discussions and collaborations with A. Hewson, W. Hofstetter, D. Logan, Th. Pruschke, and S. Sachdev, as well as financial support by the DFG through SFB 484.