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# 1 Introduction

## 1 Introduction

Over the past three decades the Standard Model (SM) of particle physics has been surprisingly successful. Although the precision of the experimental tests improved by orders of magnitude no significant deviation from the SM predictions has been observed besides the compelling evidence for non–zero neutrino masses. Still, there are many questions which the Standard Model does not answer and problems it can not solve. Among the most important ones are the origin of the electro-weak symmetry breaking, hierarchy of scales, unification of fundamental forces and the nature of gravity. Precise measurements of physics at highest $`p_T^2`$ and $`Q^2`$ values should finally help us to solve the puzzles of the Standard Model. The discovery of the Higgs particle and the measurement of its properties is the most important challenge of future experiments. However, the signs of “new physics” can be also looked for in many other channels.

In this paper we will report on the status of the experimental Standard Model tests, including searches for top physics and searches for the SM Higgs boson. Searches for supersymmetry, low-scale gravity, leptoquarks and other new phenomena beyond the Standard Model, are reviewed. Finally, the prospects for discovering “new physics” at existing and future colliders are discussed.

## 2 Precision tests of the Standard Model

Over the last decade the electroweak physics has entered the era of precision measurements, resulting in experimental accuracies better than the per mille level : examples are the W-boson mass, measured at LEP and the TeVatron, and the effective weak mixing angle at the Z resonance, measured by SLD and at LEP.

The comparison of electroweak precision measurements with accurate theory predictions allows to test the electroweak theory at the quantum level, where all parameters of the model enter. In this way it has been possible to obtain indirect constraints on the top-quark mass prior to the top-quark discovery, which turned out to be in remarkable agreement with the direct observation carried out at the TeVatron. With the knowledge of the top-quark mass and further improved experimental and theoretical precisions, it is now possible to obtain constraints on the Higgs boson mass within the Standard Model, which enters the precision observables in leading order only logarithmically in contrast to the quadratic dependence on the top quark mass.

As an example for the comparison between theory and experiment, Fig. 2 shows the currently most accurate prediction for the W-boson mass within the Standard Model , derived from the prediction for muon decay, in comparison with the current experimental value for $`M_W`$ and the experimental exclusion limit on the Higgs-boson mass, $`M_H>114.4`$ GeV at 95% C.L.. The theory uncertainty is dominated by the experimental error of the top-quark mass, which enters the theory prediction as input parameter, while the present uncertainty from unknown higher-order corrections is smaller by about a factor 5 . The figure clearly shows the preference for a light Higgs boson within the Standard Model; at the $`1\sigma `$ level there is no overlap between the allowed regions of experimental result and theory prediction for $`M_H>114.4`$ GeV.

Fig. 2 displays the experimental values from LEP and the TeVatron and the world average obtained from combining these two measurements, as well as indirect predictions from a Standard Model fit to the LEP1+SLD data and the LEP1+SLD data supplemented by the $`m_t`$ measurement. Furthermore shown is the prediction within the Standard Model corresponding to the measurement from the NuTeV collaboration, which has recently published its final result on the ratio of neutral current to charged current reactions in neutrino-nucleon scattering. This measurement, when interpreted as a measurement of the mass of the W boson, shows an interesting deviation, at the level of three standard deviations, from the direct measurement. The NuTeV experiment has extracted the electroweak parameter, $`\mathrm{sin}^2\theta _W`$, from the high precision measurement of the ratio of neutral-current to charged-current cross sections in deep-inelastic neutrino and anti-neutrino scattering off a steel target. Their measurement, $`\mathrm{sin}^2\theta _W^{onshell}=0.2277\pm 00013(stat)\pm 0.0009(syst)`$, is $`3\sigma `$ above the Standard Model prediction. The plausibility of the hypothesis that this discrepancy is due to unaccounted QCD effects, especially a strange and anti-strange sea asymmetry has been evaluated by taking into account results from NuTeV, CCFR, and charged-lepton deep-inelastic cross section measurements. The NuTeV collaboration does not find support for this hypothesis .

The current result of the global fit to all data in the Standard Model is shown in Fig. 3, where the $`\mathrm{\Delta }\chi ^2`$ curve is given as a function of the Higgs boson mass. The blue band indicates the theory uncertainty from unknown higher-order corrections. The preferred value for the Higgs-boson mass within the Standard Model, corresponding to the minimum of the curve, is around 81 GeV, while the 95% C.L. upper limit (one-sided, corresponding to $`\mathrm{\Delta }\chi ^2=2.7`$) obtained from the fit is about 193 GeV. It should be noted that the result for the Higgs-boson mass from the fit is strongly correlated to the value of $`m_t`$. Changing $`m_t`$ by 5 GeV, corresponding to the present $`1\sigma `$ error, gives rise to a shift in the upper bound for $`M_H`$ of about 35%.

In the above fit results it has been assumed that the Standard Model provides the correct description of the data. A measure of how well the Standard Model describes the data is given by the fit probability. This probability is presently only 1.3%. It should be noted that the preference for a light Higgs boson within the Standard Model is not induced by those observables which significantly deviate from the Standard Model prediction. Omitting the NuTeV measurement from the fit leads to almost unchanged results for the fitted parameters, while the fit probability is improved to 11.4%. Enlarging the errors of different measurements entering the effective weak mixing angle at the Z resonance in order to take into account their spread by almost $`3\sigma `$ leads to a further significantly improved fit probability and a more pronounced tendency towards a light Higgs boson.

QCD is in a very good shape within the framework of the SM. Jet production has been measured at HERA for $`0<Q^2<10^4`$ GeV2 and $`4<E_T<100`$ GeV . The jet data have then been used at HERA I to test QCD and make precise measurements of the gluons and $`\alpha _s`$. The detector and theory systematic errors have been well understood showing that jet measurements can be made to better than 10% level if the $`E_T`$ is high enough (high $`Q^2`$ is needed also). Low $`Q^2`$ regime is rich but require more precise theoretical calculations. HERA II will start soon, and one can expect a large increase of the high $`E_T`$ high $`Q^2`$ samples which will enable to measure the proton PDFs at higher x, measure $`\alpha _s`$ with better precision, BFKL and of course search for new physics.

The TeVatron hadron collider provides as well a unique opportunity to study QCD at the highest energies . The results on jet production are used extensively to derive new parton distribution functions and photon data are used to discriminate between different approaches for understanding their disagreement of the theory with data relative to photon production at small transverse momentum, Figs. 5 and 5.

## 3 Top physics

The top quark was predicted in the Standard Model of electroweak interactions as a partner of the b-quark in a SU(2) doublet of the weak isospin, in the third family of quarks . The top quark was observed at the TeVatron by the CDF and D0 collaboration during the Run I data taking (1992-1996). The CDF and D0 top mass averages, obtained from measurements in several channels and based upon 100 pb-1 data from $`p\overline{p}`$ collisions at $`\sqrt{s}`$ = 1.8 TeV which were collected by each experiment in Run I. The combined TeVatron measurement of the top quark mass is $`M_{top}`$ = 174.3 $`\pm 3.2`$ (stat)$`\pm 4.0`$ (sys) GeV/c2. The CDF measurement of the $`t\overline{t}`$ cross section (assuming $`M_{top}`$ = 175 GeV/c2) is $`\sigma _{t\overline{t}}`$ = 6.5$`\pm _{1.4}^{1.6}`$ pb and the D0 value (assuming $`M_{top}`$ = 172.1 GeV/c2) is $`\sigma _{t\overline{t}}=5.9\pm 1.7`$ pb.

All mass measurement techniques assume that each selected event contains a pair of massive objects of the same mass (top and anti-top quarks) which subsequently decay as predicted in the SM. A variety of fitting techniques use information about the event kinematics. A one-to-one mapping between the observed leptons and jets and the fitted partons is assumed . Of course, it is assumed that the selected sample of events contains just the $`t\overline{t}`$ events and the SM background. This is the simplest and the most natural hypothesis since top quark is expected in the SM. On the other hand, the samples of $`t\overline{t}`$ and single top candidates are among the best places to look for new physics. Because of the top quark mass being large, event selection cuts in top analyses are practically identical to those applied in many analyses looking for physics beyond the SM (Supersymmetry, Technicolor, Leptoquarks, etc). Both CDF and D0 made numerous comparisons between various distributions of the reconstructed top quarks, and especially those of the $`t\overline{t}`$-system, with the SM predictions. No significant disagreements were found.

The increased integrated luminosity expected at the TeVatron Run II (about a factor of 20 in respect to Run I), combined with improvements to CDF and D0 detectors and larger $`t\overline{t}`$ cross section, will allow the experiments to collect a number of reconstructed top events 20–70 times larger than in Run I, depending on the final state and tagging requirements. The systematic effects will dominate uncertainties in the measurements of $`\sigma _{tt}`$ and Mt. Both experiments estimate that the error on Mt will reach $`\mathrm{\Delta }M_{top}`$= 2–3 GeV/c2 (compared with 7 GeV/c2 in Run I). The $`t\overline{t}`$ cross section should be measured with an error of about 8% (about 30% in Run I). Analysis of single top production offers a direct access to the $`Wtb`$ vertex and should allow the measurement of the $`|V_{tb}|`$ element of the Cabibbo-Kobayashi-Maskawa matrix. Anomalous couplings would lead to anomalous angular distributions and larger production rates. The expected SM cross sections are of the order of 1–2 pb. Of course the increased statistics will allow the TeVatron experiments to finally test the underlying hypothesis that the top candidate events are just the $`t\overline{t}`$ events and not events from new physics .

## 4 The quest for the Higgs boson

The Higgs mechanism is one of the basic ingredients of the Standard Model theory of fundamental interactions, allowing the introduction of masses for the observed particles, without violating the local gauge invariance. Still the Higgs boson is probably the most elusive particle to be found. Within the SM a single neutral scalar is predicted, whose mass is an arbitrary parameter, although unitarity of the model imposes an upper limit of about 1 TeV. Precision electroweak measurement indicate that the mass of the Standard Model Higgs boson should be around 81 GeV/c2 and the 95% C.L. upper limit is set at 193 GeV/c2. The Higgs boson has still to be found. It has been searched for extensively at LEP. In particular, in the years 1998-2000 the four LEP collaborations have collected 2465 pb of data from $`e^+e^{}`$ collisions at $`\sqrt{s}`$ between 189 and 209 GeV. The SM Higgs boson is produced via Higgs-strahlung or vector boson fusion and decays mainly into $`b\overline{b}`$. The searches at LEP are based on the following topologies: fully hadronic decay ($`Hb\overline{b}Zq\overline{q}`$), decay of the Z into $`\nu \overline{\nu }`$ and decays of the Z into $`l\overline{l}`$ or $`\tau \overline{\tau }`$. The fully hadronic channel has the largest cross section and the possibility of detection is dominated by the b-tagging capabilities of the detectors.

The Higgs search at the highest c.m. energies at LEP resulted in an excess of signal-like events above the background expectations with a statistical significance of about $`1.7\sigma `$, compatible with the production of a Standard Model Higgs of about $`M_H=116`$ GeV. The exclusion bound on the Standard Model Higgs obtained by combining all LEP data is $`M_H>114.4`$ GeV at 95% C.L. .

The quest for Higgs will now move to the TeVatron, where a new data taking phase started in March 2001 (Run II) . At the TeVatron Run II the $`ggH`$ production mode dominates over all mass ranges, but the huge irreducible QCD background makes it impossible to use this production channel for a measurement. So, for low Higgs mass ($`M_H`$ $`<`$ 130 GeV/c2) the associated production with a vector boson ($`W`$ or $`Z`$) and the subsequent decay into $`b\overline{b}`$ is the most promising channel, with an estimated cross section production of order 0.1 pb. The double b-tagging of the 2 jets coming from the Higgs decay, together with the signature of the additional boson helps to discriminate from the background. From the trigger point of view, channels with one high $`p_T`$ lepton coming from the vector boson decay are not a concern, since the rate can be easily controlled. On the other hand channel where the vector boson decays into quarks (W/Z) or neutrinos (Z) have an higher branching ratios and trigger strategies need to be devised to control data taking rates. It has been shown in preliminary studies  that a trigger strategy based on the use of SVT tracks is crucial in selecting a sample enriched in heavy flavors, keeping the rate at a reasonable level. Improved offline b-tagging efficiency (a factor 1.3 is already achieved only due to the increased geometrical coverage of the silicon detector) will then help in discriminating signal from background.

In Fig. 6 the expected discovery reach in Run II for the Standard Model Higgs boson from the study carried out during the Run II workshop at Fermilab . Based on a simple detector simulation, the integrated luminosity necessary to discover the SM Higgs in the mass range 100-190 GeV was estimated. The first phase of the Run II Higgs search, with a total integrated luminosity of 2 fb-1 per detector, will provide a 95% C.L. exclusion sensitivity comparable to that one obtained at LEP. With 10 fb-1 per detector, this exclusion will extend up to Higgs masses of 180 GeV, and a tantalizing 3 sigma effect will be visible if the Higgs mass lies below 125 GeV. With 25 fb-1 of integrated luminosity per detector, evidence for SM Higgs production at the 3 sigma level is possible for Higgs masses up to 180 GeV. However, the discovery reach is much less impressive for achieving a 5 sigma Higgs boson signal. Even with 30 fb-1 per detector, only Higgs bosons with masses up to about 130 GeV can be detected with 5 sigma significance.

## 5 Beyond the Standard Model

Although the Standard Model is remarkably successful in describing all experimental results, there are theoretical arguments to believe that it is only a low-energy effective theory. Searches for “new physics”, which could reveal the true fundamental theory of particles and interactions are among most interesting subjects in present and future colliders. Large variety of results was presented at this conference.

### 5.1 SUSY

Supersymmetry (SUSY) is believed to be the best motivated candidate for a theory beyond the Standard Model. It solves the hierarchy problem and provides a framework for consistent gauge unification. Supersymmetry predicts that for each fermion and gauge boson of the SM a supersymmetric partner with spin different by 1/2 unit exists. This opens a wide field for discoveries at present and future colliders.

The Minimal Supersymmetric extension of the Standard Model (MSSM) requires two Higgs doublets, giving rise to five physical Higgs bosons, $`h`$, $`H`$, $`A`$, $`H^\pm `$. In contrast to the Standard Model, the mass of the lightest CP-even Higgs boson in the MSSM is not a free parameter, but can be predicted within the model. This leads to the tree-level upper bound of $`m_h<M_Z`$, which however is affected by large radiative corrections. Taking into account corrections up to the two-loop level, an upper bound of about $`m_h<135`$ GeV can be established . This bound is valid for $`m_t=175`$ GeV and is shifted upwards by about 5 GeV if $`m_t`$ is shifted by $`+5`$ GeV. The exclusion limits obtained from the Higgs search at LEP are shown in the plane of $`m_h`$ and $`\mathrm{tan}\beta `$, the ratio of the vacuum expectation values of the two Higgs doublets, for two MSSM benchmark scenarios  in Fig. 7 . Note that in these benchmark scenarios $`m_t=174.3`$ GeV is used. A shift in $`m_t`$ would significantly affect the upper bound on $`m_h`$ as function of $`\mathrm{tan}\beta `$ (the “theoretically inaccessible” region for high $`m_h`$ values in the plots). The Higgs searches at the TeVatron can probe a significant part of the MSSM parameter space. In fact, the discovery of a Higgs boson with non-SM couplings could be a first sign of supersymmetry. While the upper bound on $`m_h`$ can be somewhat relaxed in non-minimal SUSY models (up to about 200 GeV), the prediction of a light Higgs boson is generic to all SUSY models which stay in the perturbative regime up to the GUT scale.

LEP covered most of the MSSM parameter space, but the Higgs boson was not found.

LEP searches for other supersymmetric particles have shown no evidence for a signal. Therefore exclusion bounds under certain model assumptions can be derived and e.g. stop, selectron and chargino masses are excluded up to 96, 99.4 and 103.5 GeV, respectively . The Lower 95% C.L. limit on the neutralino LSP mass is about 45 GeV. The LEP squark mass limits are compared with new CDF squark and gluino search results in Fig. 8 (left). New analysis of CDF data exclude gluino masses below about 180 GeV . Complementary results are obtained by LEP and TeVatron as for the search for stop decaying to sneutrino ($`\stackrel{~}{t}bl\stackrel{~}{\nu }`$), as shown in Fig. 8 (right). Stop masses up to about 140 GeV are excluded by D0 under this assumption , whereas LEP experiments give limits for models with low stop-sneutrino mass difference.

Both HERA collaborations searched for squark production  and investigated different possible decay channels. In the SUSY models with $`R_P`$-violation resonant squark production is possible at HERA . Resulting limits on the $`R_P`$-violating coupling $`\lambda _{1j1}^{}`$ as a function of the squark mass are shown in Fig. 9. For coupling of electro-magnetic strength ($`\lambda _{1j1}^{}`$=0.3) squark masses up to 260 GeV are ruled out.

### 5.2 Large Extra Dimensions

Another possibility of solving the hierarchy problem of the Standard Model has been proposed recently. The problem is avoided if additional compactified spacial dimensions are introduced. If the extra dimensions are large the effective Planck scale $`M_S`$ can be in the TeV range .

The propagation of graviton in extra dimensions $`n`$ can lead to effects observable at high energy colliders. The signature for real graviton production is single vector boson or monojet with large transverse momentum and large missing transverse momentum due to the escaping graviton. For $`n=2`$ limits on $`M_S`$ between 1 and 1.4 TeV are set by LEP experiments from search for $`e^+e^{}\gamma G`$ events . For $`n5`$ best limits on $`M_S`$ of the order of 600–650 GeV (slowly decreasing with $`n`$) are obtained from monojet events at the TeVatron .

Virtual graviton exchange could also contribute to fermion-pair and boson-pair production at LEP and TeVatron, as well as to NC DIS at HERA. Fig. 10 (left) shows the cross section for Bhabha scattering $`e^+e^{}e^+e^{}`$ measured by L3, compared with the SM predictions and predictions of the ADD (Arkani–Hamed, Dimopoulos, Dvali) model . From analysis of $`e^+e^{}`$ and $`\gamma \gamma `$ events combined LEP limit on $`M_S`$ is 1.13 (1.39) TeV, for positive (negative) coupling . Similar analysis of $`e^+e^{}`$ and $`\gamma \gamma `$ events at the TeVatron resulted in the 95% C.L. limit on $`M_S`$ of 1.1 (1.0) TeV .

A combined analysis of the $`e^+p`$ and $`e^{}p`$ data at HERA resulted in $`M_S`$ limits of about 0.8 TeV from H1 and ZEUS . H1 $`e^{}p`$ data compared with 95% exclusion limits for $`M_S`$ is shown in Fig. 10 (right).

### 5.3 Leptoquarks

The striking symmetry between quarks and leptons suggests that there could exist a more fundamental relation between them. Such lepton-quark ”unification” is achieved for example in different theories of grand unification and in compositeness models. Quark-lepton bound states, called leptoquarks, carry both colour and fractional electric charge and a lepton number. A general classification of leptoquark states used in many analyses has been proposed by , where 7 scalar and 7 vector leptoquarks are considered.

At HERA leptoquarks could be resonantly produced via fusion of the incoming lepton (electron or positron) and a quark (or antiquark) from the proton, with subsequent decay into $`e^\pm `$-quark or $`\nu (\overline{\nu })`$-quark. For large leptoquark masses, $`m_{LQ}>\sqrt{s}`$ the $`t`$-channel leptoquark exchange and the interference with SM processes become important. Both experiments H1 and ZEUS see no evidence for a resonant LQ production or cross section deviations due to high mass LQ exchange . Fig. 11 compares the H1 and ZEUS results for two scalar leptoquarks with results from LEP and TeVatron.

The combined analysis of CDF and D0 data exclude scalar leptoquark masses below 242 GeV, for leptoquarks decaying to electron-quark only ($`\beta =1`$) . This limit is based on a leptoquark pair-production in strong interactions and is independent on the leptoquark Yukawa coupling $`\lambda `$. Included in Fig. 11 are also indirect limits from LEP, based on the measurement of $`q\overline{q}`$ production cross section, which is sensitive to the virtual $`t`$-channel leptoquark exchange . In the high mass region, beyond the kinematical limits, HERA and LEP provide comparable limits.

### 5.4 Other searches

Effects coming from ”new physics” at high energy scales can be described in the most general way by four-fermion contact interactions. This includes the possible existence of second generation heavy weak bosons, heavy leptoquarks as well as electron and quark compositeness. At HERA, $`eeqq`$ contact interactions would modify NC DIS cross sections at high $`Q^2`$. Since no deviations from SM predictions are found, exclusion limits on the compositeness scale $`\mathrm{\Lambda }`$ of 1.8 to 7.0 TeV are set by H1 and ZEUS experiments, based on the data collected in 1994-2000 . Comparable limits are also obtained from measurement of Drell-Yan lepton-pair production at the TeVatron  and hadronic cross section and charge asymmetries at LEP . Limits on four-lepton contact interactions $`eell`$ set by LEP experiments range from 8.5 to 26.2 TeV.

Observation of the Lepton-Flavour Violation (LFV) in the neutrino oscillations suggests that LFV processes could also be observed in the charged lepton sector. Both H1 and ZEUS experiments searched for events with high-transverse-momentum muon or tau production, $`ep\mu (\tau )X`$. LFV at HERA could be due to the $`s`$-channel production or $`u`$-channel exchange of a leptoquark coupling to different lepton and quark generations. No events consistent with LFV LQ production or exchange were found . Fig. 12 (left) shows the upper limit on the LFV leptoquark Yukawa coupling, for $`S_{1/2}^L`$ scalar leptoquark decaying into $`\mu q`$. HERA results are competitive with those from low energy experiments when heavy quarks are involved. Assuming the Yukawa coupling $`\lambda _{eq1}=0.3`$ LFV leptoquarks with masses up to about 300 GeV can be excluded at HERA.

The observation of heavy excited fermions would be a clear evidence for fermion substructure. H1 and ZEUS experiments reported results from excited electron and excited neutrino searches at HERA . Decay channels involving $`\gamma `$, $`Z`$ and $`W`$ boson emission were considered. No excess of data events over the expected background has been observed. Limits on the excited electron coupling over the compositeness scale ratio, $`f/\mathrm{\Lambda }`$ are shown in Fig.12 (right plot). Combined LEP limits from direct production $`e^+e^{}e^{}e`$ and from indirect searches in $`e^+e^{}\gamma \gamma `$ (virtual $`e^{}`$ exchange) are included for comparison.

First measurement of the high-$`p_T`$ multi-electron production at HERA was reported by the H1 Collaboration . The dominant Standard Model contribution is the interaction of two photons radiated from the incident electron and proton. The observed events are in general agreement with Monte Carlo predictions. However, for highest $`p_T`$ and electron pair invariant masses above 100 GeV three events classified as di-electrons, and three tri-electrons are observed where from the SM only 0.25$`\pm `$0.05 and 0.23$`\pm `$0.04 are expected, respectively. The distributions of the mass $`M_{12}`$ of the two highest $`p_T`$ electrons for di-electron and tri-electron events are shown in Fig. 13. This observation, which could be a hint of “new physics” beyond SM, needs confirmation with independent data samples. 555ZEUS Collaboration presented results on multi-electron production at HERA in July 2002 . In the combined 1994-2000 data sample two di-electron and no tri-electron events are observed, compared to SM expectations of $`0.77\pm 0.08`$ and $`0.37\pm 0.04`$, respectively.

## 6 Future prospects

Both the TeVatron and HERA underwent major upgrades of the machines in the last several years, and are currently coming online with a new phase of data taking. At HERA it is now also possible to carry on experiments with polarized lepton beams. In section 6.1 and 6.2 the physics potential of these two upgrades is discussed.

In addition we have an outlook on future machines, the LHC and a future LC. LHC is scheduled to have its first run in 2007, and physics results will follow within a year or two as the energy frontier will be extended in the following years. In particular for searches for physics beyond the Standard Model the LHC will have great impact mainly in searches for scalar quarks and gluinos in SUSY. As for scalar leptons as well as the gaugino/higgsino sector additional help will be provided by a future Linear Collider (LC) with its first phase in the energy range of $`\sqrt{s}=500`$ GeV and upgrade possibilities to about 1 TeV. Due to the clean environment the LC will provide measurements with unprecedented precision so that the underlying structure of the physics can be unambigously revealed. We summarize in section 6.3 and 6.4 some highlights about the expected physics potential of these future machines.

### 6.1 HERA upgrade

The luminosity system of H1 and ZEUS as well as the detectors itself have been decisively improved . The expected integrated luminosity of HERA II will be 1000 pb-1. Moreover new spin rotators and polarimeters have been installed at Zeus and H1 so that also colliding experiments with longitudinally polarized $`e^\pm `$ beams will be done. The luminosity will be equally shared between $`e^+p`$ and $`e^{}p`$ and $`L`$ and $`R`$ polarizations. The detectors have both been improved, e.g. by introducing new or upgraded micro–vertex detector and improved triggering. In addition for both experiments the tracking in forward direction has been upgraded.

Within the SM the NC and CC cross sections are affected by the charge and by the longitudinal polarization of the incoming lepton. Therefore the use of polarized leptons is very promising. With different choices of the lepton charge as well as the polarization one can get complementary information about PDFs as well as the electro–weak couplings in NC in particular at high $`Q^2`$ GeV2, see also Fig. 15. For the measurements of the $`Z^0`$ boson couplings to light quarks $`u`$, $`d`$ the beam polarization improves significantly the accuracy. A run with 250 pb-1 will lead to $`\delta (a_u)=0.04`$, $`\delta (a_d)=0.10`$ and with an $`e^\pm `$ polarization of $`50\%`$ a precise extraction of the vector couplings with $`\delta (v_u)=0.015`$ and $`\delta (v_d)=0.04`$ is reachable. The measurements of HERA are complementary to those of LEP where c–quark couplings were probed.

Furthermore, also for the analysis of the left–handed charged currents the use of polarized beams will be decisive. Cross sections of charged currents depend linearly on the beam polarization and any deviation from this behaviour would be a sign for physics beyond the SM, Fig. 15.

#### 6.1.1 Polarization at HERA

The HERMES fixed gas target experiment used successfully polarized beams since 1994. In a storage ring the $`e^\pm `$ beams become ‘naturally’ polarized via the Sokolov–Ternov effect. In an exactly planar ring, e.g., the (time–dependent) polarization is vertically orientated. Spin rotators before and after the intersection region turn the polarization in the longitudinal direction. Since in reality the storage ring is not planar depolarizing effects occur and turn the natural maximum polarization of 92.4% into 50%–60% degree which is expected to be reached at HERA II. For the HERA upgrade two more regions with spin rotators at H1 and ZEUS have been installed but not yet commissioned. For further details see .

As mentioned before not only the degree of polarization is decisive but also the accuracy with which this polarization can be measured. For this purpose significant improvements of the Longitudinal Polarimeter (LPOL) as well as the Transversal Polarimeter (TPOL) have been made. The LPOL needs only an energy measurement of the Compton scattered photon, whereas the TPOL needs to measure its vertical position in addition and measures then the up–down asymmetry.

At the HERA II upgrade the LPOL is improved by a Fabry–Perot cavity in order to run in a few photon mode which allows for an improved analysis and leads to high statistics. The TPOL on the other hand is upgraded in a two–fold way. In order to improve the angular resolution a silicon strip detector has been installed in front of the calorimeter which allows a continous position calibration during the measurement. Furthermore, due to a new data acquisition a bunch to bunch measurement will be possible so that altogether an accuracy of $`\delta P/P1\%`$ can be reached. Further details can be found in .

#### 6.1.2 Searches at HERA II

For an integrated luminosity of more than $`500`$ pb-1 the upgraded HERA II experiment could make a discovery if the H1 effects for the isolated leptons with $`p_T^{miss}`$ persists in $`W`$ production.

Also other regions of physics beyond the Standard Model, comparable to the reachable regions at TeVatron II, are open at the run HERA II. In particular for the search for scalar leptoquarks the search can be increased up to a mass scale of about $`M_{LQ}300`$ GeV. But also in the search for R-parity violating mSUGRA the limits for large $`\mathrm{tan}\beta `$ parameters are competitive to the other experiments.

Very interesting channels are those of excited leptons, in particular neutrinos. For low masses $`M_\nu ^{}200`$ GeV HERA II will be unique to discover this physics beyond the Standard Model. For higher masses the DELPHI results will overtake.

Concluding one can state that after the detector commissioning the HERA II upgrade is complete and has real chance of discovering new physics beyond the Standard Model. The use of polarized beams will provide an important tool.

### 6.2 TeVatron upgrades

The Run I data taking period at the TeVatron ended in February 1996. Since then the collider and both the detectors (CDF and D0) underwent substantial upgrades.

The energy of the beams has been increased from 900 GeV to 980 GeV. A new synchrotron (“ main injector”) has been built in a new tunnel. The main injector together with a debuncher-accumulator-recycler complex allows for faster production of antiprotons and the possibility of reusing them after they are rescued in the recycler. In Run I the luminosity reached 1.5$`\times `$1031cm-2sec-1 and was obtained with a 6 on 6 proton-antiproton bunches in the collider with an interbunch time of 3.5 $`\mu `$sec. The luminosity ultimately planned for Run II is 2.0$`\times 10^{32}`$cm-2sec-1 and it will be obtained with 36 on 36 proton-antiproton bunches with interbunch time of 396 ns. Eventually, in order to decrease the number of average interactions per bunch crossing below 2, the number of bunches in the antiproton beam will be increased to 108 with 140 bunches in the proton beam and a reduced interbunch time of 132 ns.

We have already mention that the quest for Higgs will be the main topic of research at the TeVatron in the next several years.

For top physics an extra 30-35% in the cross section is gained (1.8 to 2 TeV). There will also be a gain from acceptance and efficiency: 100 pb-1 in Run II is equivalent to 150-300 pb-1 in Run I). At this time work is still ongoing to finalize b-tagging software algorithms and the complete understanding of associated background. Top mass and W mass measurements will be updated from Run I results in winter 2003. The precision expected on the W mass is of order 20-30 GeV/$`c^2`$. The top mass measurement will be improved to a level of 2-3 GeV/$`c^2`$. Indirect constraints on the Higgs mass will be of course derived. In addition one of the goals of Run II is to search for $`t\overline{t}`$ resonances, rare decays and deviations from the expected patterns of top decays. The decay mode where both the W’s from top decay leptonically will be the first to be looked at: in fact a moderate excess of events in Run I, especially at large missing energy, is driving the investigation with an eye to signal for new physics .

Beauty and charm physics will also receive special attention at the TeVatron, since the new capabilities of the detectors (possibility of triggering on displaced vertex tracks) are making the TeVatron comparable to a dedicated $`b/c`$ factory. CP violation in the b sector is of particular interest as evidence of physics beyond the SM. In the framework of the Standard Model, the source of CP violation and B mixing are the transitions between quarks described by the Cabibbo-Kobayashi-Maskawa matrix. In this model CP violation arises due to the irreducible phases in the CKM matrix. A precision measurement of the $`B_s^0`$ flavor oscillations is very important for testing the unitarity of the CKM matrix . The measurement of $`sin2\beta `$, one of the angles of the unitarity triangle, is obtained by extracting the amplitude of the CP asymmetry in the decay $`B^0/\overline{B^0}J/\psi K_s^0`$. CDF has measured $`sin2\beta `$ with a precision comparable to that of dedicated B-factories and the TeVatron Run II will provide the conditions to perform this measurement with better precision . The Standard Model favors a value of the parameter $`x_s`$ between 22.55 and 34.11 at 95$`\%`$ C.L. CDF plans to use the fully reconstructed hadronic $`B_s^0`$ decays ( $`B_s^0D_s^{}\pi ^+\pi ^{}\pi ^+`$ with $`D_s^{}`$ reconstructed as $`\varphi \pi ^{}`$, $`K^0,K^{}`$ and $`K_s^{},K^{}`$). These signals will come from data taken with the triggers based on displaced-vertex tracks. CDF expects 75000 reconstructed $`B_s^0`$ decays in 2 fb-1 using the above decay modes for an estimated signal-to-background ratio in the range 1:2 to 2:1. In Figs. 17 and 17 the expectations for an integrated luminosity of order 50 pb-1 are shown. The proper time resolution is expected to be in the range 45-60 fs and the flavor tag effectiveness ($`ϵD^2`$) around 11%. This value includes same-side tagging, soft lepton tagging and opposite-side jet tagging, as well as kaon tagging now made possible by the use of the TOF detector.

The expected total integrated luminosity for Run II will allow to search more efficiently for physics beyond the Standard Model. CDF will search for SUSY particles in first place. Assuming that SUSY breaking results in universal soft breaking parameters at the grand unification scale, and that the lightest supersymmetric particle is stable and neutral, with 30 fb-1 luminosity and one detector, charginos and neutralinos, as well as third generation squarks, can be seen if their masses are not larger than 200-250 GeV, while first and second generation squarks and gluinos can be discovered if their masses do not significantly exceed 400 GeV .

Models where SUSY is broken at low scale including gauge-mediated supersymmetry breaking are generally distinguished by the presence of a nearly massless Goldstino as the lightest supersymmetric particle. The next-lightest supersymmetric particle(s) (NLSP) decays to its partner and the Goldstino. Depending on the supersymmetry breaking scale, these decays can occur promptly or on a scale comparable to or larger than the size of a detector. A systematic analysis based on a classification in terms of the identity of the NLSP and its decay length has been presented for example in . The various scenarios have been discussed in terms of signatures and possible event selection criteria. Analysis are starting in CDF with the aim of understanding the datasets in terms of background contribution and possible deviation from it as a sign of new physics. Signatures involving photons are of particular interest to look for deviations from the SM predictions in the context of GMSB models. CDF is also using photon signatures as a first follow-up and check of strange events seen in Run I: in Fig. 18 the spectra of single photons candidate is reported using approximately 8 pb-1 of Run II data.

### 6.3 LHC

The LHC will offer a large range of physics opportunities due to the high energy, $`\sqrt{s}`$ = 14 TeV, and a high luminosity up to $`=10^{34}`$ cm-2 s-1. The first physics run is foreseen to start in 2007. The cross sections and expected production rates of many relevant physics processes are large, as can be seen in Fig. 19. Event samples, which will be collected at the LHC, will allow to perform many precision measurements of the Standard Model and possible beyond-SM scenarios .

Large $`t\overline{t}`$ samples will allow to measure the top quark mass up to 1–2 GeV, the production cross section of about 5% and also provide the detailed study of branching ratios, couplings and rare decays such as the flavour–changing neutral current reactions down to branching ratios of about $`10^4`$. The SM Higgs boson production cross section is larger than 100 fb up to 1 TeV, and the discovery is possible over the full mass range from the LEP2 lower limit up to the TeV range, already with 10 fb-1. After few years of LHC running with high luminosity ATLAS+CMS would measure the Higgs boson mass and width, as well as production rates (with a precision of $``$10%), and moderate measurements of some couplings with certain model–assumptions ($``$10-25%).

Searches beyond the Standard Model are among the important goals of the ATLAS and CMS experiments. LHC has a large discovery potential for Higgs bosons in the MSSM Higgs sector, two or more Higgs bosons should be observable over large portions of parameter space. However, there remains a region at $`m_A>200`$ GeV and $`4\mathrm{tan}\beta 10`$ where only the $`h^{}`$ would be seen and it would be indistinguishable from a SM Higgs.

Excited quarks and leptons should be observable in different channels up to masses of about 7 TeV. New gauge bosons can be discovered up to masses of 5 TeV. The existence of right-handed W or heavy Majorana neutrinos can be assessed up to a few TeV, and charged heavy leptons can be discovered up to masses of about 1.1 TeV.

In theories of large extra dimensions the fundamental Planck scale can be of the order of TeV. Large effects from real graviton production or virtual graviton exchange are expected at the LHC. Jets or photons in conjunction with missing transverse energy are considered as a signature for graviton emission. A signal will be observable at LHC if the Planck scale in $`4+\delta `$ dimensions is below 9 TeV for $`\delta =2`$, or 6 TeV if $`\delta =4`$. The decay mode $`Gl^+l^{}`$ gives a good signal of narrow graviton resonances up to 2.1 TeV, if the Randall-Sundrum scenario is used. The presence of the virtual graviton exchange contribution to Drell-Yan processes can lead to a significant excess in the production of dilepton and diphoton events, if the fundamental Planck scale is below 8 TeV.

If the fundamental Planck scale is below few TeV, LHC could then turn into a black hole factory. The non-perturbative process of black hole formation and decay by Hawking evaporation gives rise to spectacular events with up to many dozens of relatively hard jets and leptons . For production of black holes more massive than 5 TeV at the LHC with $`M_p=1`$ TeV and $`\delta =10`$, the integrated cross section function would be of the order of $`10^5`$ fb, corresponding to a production rate of a few Hz. Even for black holes more massive than 10 TeV a production rate of a few per day might be expected. With TeV scale gravity, black hole production could become the dominant process at hadron colliders beyond the LHC.

### 6.4 Linear Collider

An $`e^+e^{}`$ Linear Collider with $`\sqrt{s}=500\mathrm{}1000`$ GeV has been recognized to be the next major machine to be built for high energy physics research. It offers the possibility of a very precise analysis of the physics at the TeV scale. In this context the recently formed LHC / LC Study Group , which works out the optimal path for a hand–in–hand research of the hadron machines and the LC, has already revealed a large number of topics where using the results of one machine as input for the analysis at the other machine can be very fruitful.

The use of polarized beams , tunable center of mass energy as well as the different options $`e^+e^{}`$, $`e^{}e^{}`$, $`e^\pm \gamma `$, $`\gamma \gamma `$  offers a high degree of flexibility.

#### 6.4.1 Top physics

Due to the high precision reachable at the LC, the mass and couplings of the top quark will be improved by at least one order of magnitude w.r.t. the LHC. At a threshold scan with an integrated luminosity of about $`100`$ fb-1 and both beams polarized ($`|P_e^{}|=80\%`$, $`|P_{e^+}|=60\%`$) the mass will be measured with an accuracy of about $`\delta (m_t)=100`$ MeV, Fig. 21, and $`\delta (\mathrm{\Gamma }_t)/\mathrm{\Gamma }_t=0.05`$. The vector coupling to a relative precision of 2% (or even 0.8% with $`300`$ fb-1)  will become sensitive to quantum corrections.

#### 6.4.2 Higgs physics

The properties of the Higgs bosons can be determined with high precision and all essential elements of the mechanism of electroweak symmetry breaking can be established. The model independent determination of the Higgs mass, Fig. 21, the total width and the measurement of all relevant couplings to bosons and fermions can be performed at the per cent level. The quantum numbers ($`J^{CP}`$) can be uniquely determined. Even all self–coupling of the Higgs boson, which proves the shape of the Higgs potential, can be measured.

A very interesting option is the use of the $`e^\pm \gamma `$ and the $`\gamma \gamma `$ beams at a LC where in particular the production of the Higgs bosons in the s–channel is possible, Fig. 23.

#### 6.4.3 Anomalous gauge couplings

Triple gauge couplings can be measured with an superior accuracy at the LC providing a high sensitivity to any kind of new physics effects. In Fig. 23 the accuracy for triple gauge couplings at different LC energies are compared to the TeVatron and LHC potential.

#### 6.4.4 Physics beyond the SM

As for physics beyond the SM, the LC has a large discovery potential for supersymmetric particles, in particular for the non–coloured particles. Due to its clean signatures and low background processes, the LC can shed light on the structure of the underlying theory very precisely.

Since SUSY is not an exact symmetry, but has to be broken at low–energy, there are 105 new SUSY parameters in addition to the free 19 SM parameters. Therefore the LC is a unique tool for revealing the underlying structure of the model and has the challenging task of the precise determination of these parameters. Experimental and theoretical strategies have been worked out to determine precisely the low–energy electro weak parameters and after determining these free parameters powerful consistency tests are possible in order to understand the SUSY breaking scheme.

A lot of studies for other kinds of physics beyond the SM as phenomena of R–parity violating SUSY, large extra dimension, extended gauge boson sectors have been made and demonstrate the rich physics program of a LC .

## 7 Conclusions

It has been a very interesting session and we look forward to new data from HERA II and the TeVatron! Let’s thank all our speakers: J. Boehme, S. Chivucula, N. De Filippis, P. Deglon, K. Desch, M. Ellerbrock, C. Foudas, C. Genta, E. Gianfelice, S. Grijpink, J. Haller, M. Helbich, J. Kalinowski, M. Krawczyk, Z. Lalak, N. Malden, S. Mattingly, A. Mehta, C. Mesropian, S. Moch, M. Moritz, M. Petteni, K. Piotrzkowski, T. Pratt, T. Saeki, S. Schmidt, K. Sliwa, P. Spentzouris, R. Stroehmer, J. Sztuk, C. Vallee, A. Weber, G. Weiglein, M. Wolter, G. Wrochna, P. Zalewski.

## Acknowledgements

The authors thank Jan Kwiecinski and the other organizers of DIS 2002 for the extremely hostly and friendly atmosphere during the Conference. GMP thanks J. Böhme, K. Desch, E. Elsen, H.-C. Schultz-Coulon, H. Spiesberger and G. Weiglein for interesting discussions. GMP was partially supported by the Graduiertenkolleg ‘Zukünftige Entwicklungen in der Teilchenphysik’ of the University of Hamburg, Project No. GRK 602/1. AFZ was partially supported by the Polish State Committee for Scientific Research (KBN) grant No. 2 P03B 070 22.


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# ORIGIN OF THE VIOLATION OF THE FLUCTUATION-DISSIPATION THEOREM IN SYSTEMS WITH ACTIVATED DYNAMICS

## Abstract

We analyze the validity of the fluctuation-dissipation theorem for slow relaxation systems in the context of mesoscopic nonequilibrium thermodynamics. We demonstrate that the violation arises as a natural consequence of the elimination of fast variables in the description of a glassy system, and it is intrinsically related to the underlying activated nature of slow relaxation. In addition, we show that the concept of effective temperature, introduced to characterize the magnitude of the violation, is not robust since it is observable-dependent, can diverge, or even be negative.

Many nonequilibrium systems in nature evolve in time following slow relaxation processes. Examples of this behavior are usually encountered in glassy systems sitges , polymers angell2 , granular flows nagel , foams cates , and crumpled materials nagel2  to mention just a few. A complete and satisfactory characterization of these systems constitutes nowadays one of the most challenging issues of nonequilibrium statistical physics. The main feature of slow processes is that the relaxation time may exceed significantly the observation time scale in such a way that the system can be considered as being permanently out of equilibrium. This peculiarity is the origin of a distinctive behavior which differs markedly from the case in which relaxation occurs in shorter time scales. The existence of aging regimes kurchan  and the violation of the fluctuation-dissipation theorem (FDT) cugliand-pre  constitute examples of this behavior.

For all these reasons, the straightforward application of equilibrium concepts, appropriate to describe fast relaxation processes, to out of equilibrium situations, inherent to slow relaxation dynamics, becomes in principle doubtful. However, our purpose in this Letter is to show that, when nonequilibrium thermodynamic concepts are applied at the mesoscopic level jm , one may justify many of the peculiarities of the behavior observed in glassy systems. In particular, we will show that the violation of FDT is a natural consequence of the activated nature of the dynamics of a slow relaxing system. Starting from a more detailed description in which the system can be safely considered as near equilibrium and evolves via a diffusion process, we will show that the implicit elimination of the fast variables, leads to an activated regime where the system becomes far from equilibrium and consequently the FDT is not fulfilled. Coarsening the level of description is then the origin of the violation of the FDT in strong glasses. Precisely, one way to characterize this violation is through the concept of effective temperature. We will also discuss the validity and robustness of this concept.

It is well established that the evolution of many systems can be described in terms of its energy landscape angell ; debene-stilinger , representing the (free) energy as a function of an order parameter or reaction coordinate $`\gamma `$ oppenheim . Complex systems exhibit a very intricate landscape with a great multiplicity of wells separated by barriers. Whereas at high temperatures the system may explore the whole landscape at low enough temperatures the dynamics reduces basically to two elementary processes: a fast relaxation toward the local minima via a diffusion process, and a slow activated process in which the system overcomes the barrier toward the next minimum. The presence of the barriers is thus the cause for the slow evolution of the system. Hence, the case of a single barrier captures the essential mechanism of the slow dynamics. To show how the activated nature of the slow evolution of the system can be responsible of some of the peculiarities of the response of glasses we will then focus on the simplified model of a bistable potential.

It is then plausible to assume that the evolution of the system occurs via a diffusion process through its potential landscape parameterized by the $`\gamma `$-coordinate, which will be characterized by the diffusion current $`J(\gamma ,t)`$ and the corresponding chemical potential $`\mu (\gamma ,t)`$. As any diffusion process, it can be treated in the framework of nonequilibrium thermodynamics degroot . Assuming local equilibrium in $`\gamma `$-space, variations of the entropy $`\delta s`$ related to changes in the probability density $`\rho (\gamma ,t)`$ are given through the Gibbs equation

$$\delta s=\frac{1}{T}\mu (\gamma ,t)\delta \rho (\gamma ,t)𝑑\gamma ,$$
(1)
where $`T`$ is the temperature.

The entropy production inherent to the diffusion process, $`\sigma s/t`$,

$$\sigma =\frac{1}{T}J(\gamma ,t)\frac{}{\gamma }\mu (\gamma ,t)𝑑\gamma ,$$
(2)
follows from Eq. (1), after using the continuity equation in $`\gamma `$-space,

$$\frac{}{t}\rho (\gamma ,t)=\frac{}{\gamma }J(\gamma ,t).$$
(3)
From that expression one then infers the relation between current and thermodynamic “force” $`J(\gamma ,t)=\frac{1}{T}L(\gamma ,\gamma ^{})\frac{}{\gamma ^{}}\mu (\gamma ^{},t)𝑑\gamma ^{}.`$ The assumptions of locality in $`\gamma `$-space, for which $`L(\gamma ,\gamma ^{})=L(\gamma )\delta (\gamma \gamma ^{})`$, and ideality, imposing the form of the chemical potential $`\mu (\gamma ,t)=k_BT\mathrm{ln}\rho (\gamma ,t)+\mathrm{\Phi }\left(\gamma \right)`$, with $`k_B`$ being the Boltzmann constant, and $`\mathrm{\Phi }\left(\gamma \right)`$ the bistable potential, provide the diffusion current in $`\gamma `$-space

$$J(\gamma ,t)=De^{\mathrm{\Phi }/k_BT}\frac{}{\gamma }e^{\mu /k_BT},$$
(4)
where $`D=k_BL/\rho `$ is the diffusion coefficient, taken to be constant as a first approximation. When this phenomenological relation is substituted into the continuity equation (3) one obtains the diffusion equation

$$\frac{}{t}\rho (\gamma ,t)=\frac{}{\gamma }D\left(\frac{}{\gamma }\rho (\gamma ,t)+\frac{\rho (\gamma ,t)}{k_BT}\frac{}{\gamma }\mathrm{\Phi }(\gamma )\right),$$
(5)
which governs the evolution of the average probability density. This result agrees with the one derived from a master equation oppenheim , and indicates that nonequilibrium thermodynamics can be used at mesoscopic level to provide the fundamental kinetic laws of the Fokker-Planck type governing the dynamics.

The probability density is subjected to fluctuations, which may be introduced through a random contribution to the current, $`J^r(\gamma ,t)`$, in Eq. (3) ignacio , satisfying the fluctuation-dissipation theorem in $`\gamma `$-space

$$J^r(\gamma ,t)J^r(\gamma ^{},t^{})=2D\rho (\gamma ,t)\delta (\gamma \gamma ^{})\delta (tt^{}),$$
(6)
where $`\rho (\gamma ,t)`$ is the solution of Eq. (5). The formulation of a FDT is intimately related to the fact that the system is in local equilibrium in $`\gamma `$-space.

When the height of the energy barrier separating the two minima of the potential is large compared to thermal energy, which happens at low enough temperatures, a fast relaxation toward the local minima occurs, and the system achieves a state of quasi-equilibrium characterized by equilibration in each well*.* The chemical potential then becomes a piece-wise continuous function of the coordinates, *$`\mu (\gamma ,t)=\mu (\gamma _1,t)\mathrm{\Theta }\left(\gamma _o\gamma \right)+\mu (\gamma _2,t)\mathrm{\Theta }\left(\gamma \gamma _o\right),`$* and consequently the probability density achieves the form

$`\rho (\gamma ,t)`$ $`=`$ $`\rho _1\left(t\right)e^{\left\{\mathrm{\Phi }\left(\gamma \right)\mathrm{\Phi }\left(\gamma _1\right)\right\}/k_BT}\mathrm{\Theta }\left(\gamma _o\gamma \right)`$ (7)
$`+`$ $`\rho _2\left(t\right)e^{\left\{\mathrm{\Phi }\left(\gamma \right)\mathrm{\Phi }\left(\gamma _2\right)\right\}/k_BT}\mathrm{\Theta }\left(\gamma \gamma _o\right).`$
Here *$`\rho _1\left(t\right)\rho (\gamma _1,t)`$* and *$`\rho _2\left(t\right)\rho (\gamma _2,t)`$* are the values of the probability density at the minima, *$`\mathrm{\Theta }\left(x\right)`$* is the unit step function, and $`\gamma _o`$, $`\gamma _1`$, and $`\gamma _2`$ are the coordinates of the maximum, and the minima of the potential, respectively.

Hence, once the fast relaxation toward the local minima has occurred, the evolution of the system proceeds by jumps from one well to the other undergoing an activated process. In this situation, a contracted description performed in terms of the populations at the wells can be adopted. This description corresponds to that of the two level model for a glass fisher ; langer , a minimal model which evolves according to an activated dynamics hanggi  conferring him the characteristic aging properties of glasses, closely related to hysteresis langer2 . Defining the integrated probability $`N(\gamma ,t)=_{\mathrm{}}^\gamma 𝑑\gamma ^{}\rho (\gamma ^{},t),`$ and by integration of the continuity equation (3) we obtain

$$\frac{}{t}N(\gamma ,t)=J^s(\gamma ,t)J^r(\gamma ,t).$$
(8)
To proceed with the contraction of the dynamics from the diffusion regime to the two level regime we will introduce the integral operator $`P`$ acting on a function in $`\gamma `$-space as

$$P\psi (\gamma )=\frac{1}{_{\gamma _1}^{\gamma _2}𝑑\gamma e^{\mathrm{\Phi }/k_BT}}_{\gamma _1}^{\gamma _2}𝑑\gamma e^{\mathrm{\Phi }/k_BT}\psi (\gamma ).$$
(9)
Projecting both sides of Eq. (8) with $`P`$, using Eqs. (4) and (7), and evaluating the integrals using the steepest descent approximation, we obtain the equation governing the dynamics of the two state systemignacio

$$\frac{dn_1}{dt}=\frac{dn_2}{dt}=J(t)J^r(t),$$
(10)
where $`n_1(t)N(\gamma _0,t)`$ and $`n_2(t)=1n_1(t)`$ are the “populations” at each side of the barrier. The value of the systematic current $`J(t)PJ(\gamma ,t)`$, which is the net current on top of the barrier, is given by

$$J(t)=k_{}n_1k_{}n_2J_{}J_{},$$
(11)
whereas $`J^r(t)=PJ^r(\gamma ,t)`$, is the random current, whose correlation follows from Eq. (6)

$$J^r(t)J^r(t^{})=\left(k_{}n_1+k_{}n_2\right)\delta \left(tt^{}\right).$$
(12)
In the previous expressions, $`k_{}`$ and $`k_{}`$ are the forward and backward rate constants

$$k_,=\frac{D\sqrt{\mathrm{\Phi }^{\prime \prime }(\gamma _{1,2})\mathrm{\Phi }^{\prime \prime }(\gamma _0)}}{2\pi k_BT}\mathrm{exp}\left\{\frac{\mathrm{\Phi }(\gamma _{1,2})\mathrm{\Phi }(\gamma _0)}{k_BT}\right\}.$$
(13)
It is important to highlight that Eq. (12) evidences that the fluctuation-dissipation theorem is violated in the activated process. Only for fluctuations around equilibrium this equation becomes $`J^r(t)J^r(t)=2k_{}n_1^{eq}\delta (tt^{}),`$

which is the formulation of the fluctuation-dissipation theoremzwanzig libro . In fact, Eq. (10) with this prescription constitutes a Orstein-Uhlenbeck process. The failure of the theorem, which was initially valid in $`\gamma `$-space, results from the coarsening of the description. When the dynamical description is carried out in terms of the reaction coordinate, the system progressively passes from one state to the other, which makes it possible the assumption of local equilibrium and the formulation of a mesoscopic nonequilibrium thermodynamics. However, when we describe the system in a characteristic time scale similar to the observation time, we are only capturing the activated process, which is not near equilibrium and accordingly the FDT does not hold.

The model we have introduced facilitates the analysis of the nonequilibrium response of the system. Let us consider, for example, the case of a dynamical observable $`O(\gamma )`$ (energy, density, magnetization, etc.). Its mean value, in the quasi-stationary regime, is $`\delta O(t)=O(\gamma )\delta \rho (\gamma ,t)𝑑\gamma =(O_1O_2)\delta n_1`$, where $`\delta O(t)=O(t)O_{eq},`$ and $`O_1`$ and $`O_2`$ constitute the values of $`O(\gamma )`$ in the states $`\gamma _1`$ and $`\gamma _2`$, respectively. The response to an external perturbation $`ϵO(\gamma )`$, plugged in at instant $`t_w`$, will be characterized by the response function $`R(t,t_w)=\delta O(t)/ϵ(t_w)|_{ϵ0}`$. This quantity can be calculated from Eq. (10), yielding

$`R_O(t,t_w)=e^{(tt_w)/\tau }(O_1O_2)`$
$`\left[J_{}(O_1O_0)J_{}(O_2O_0)\right]`$ , (14)
where $`\tau =\left(k_{}+k_{}\right)^1`$ is the relaxation time for the activated process, which in view of Eqs. (13) is of the Arrhenius type. From Eqs. (10) and (12) one can also calculate the correlation function risken , $`C_O(t,t_w)=\left(O(t)O(t)\right)\left(O(t_w)O(t_w)\right)`$, which for $`t>t_w`$ and in the limit of large $`t,t_w`$, is given by

$`C_O(t,t_w)=(O_1O_2)^2\tau e^{(tt_w)/\tau }`$
$`\left\{\left(k_{}k_{}\right)\delta n_1(t_w)+k_{}n_1^{eq}\right\}.`$ (15)
At equilibrium, *i.e. $`J_{}=J_{}`$*, the response reduces to

$$R_O^{eq}(t,t_w)=(O_1O_2)^2\frac{k_{}n_1^{eq}}{k_BT}e^{(tt_w)/\tau },$$
(16)
and is proportional to the time derivative of the equilibrium correlation obtained from Eq. (15),

$$\frac{C_O^{eq}(t,t_w)}{t_w}=(O_1O_2)^2k_{}n_1^{eq}e^{(tt_w)/\tau }.$$
(17)
We then recover the FDT relation $`R_O^{eq}=1/k_BT_{t_w}C_O^{eq}`$, which holds irrespective the observable we are considering. Out of equilibrium the FDT is not fulfilled, and its violation is usually quantified in terms of an effective temperature cugliand-pre , $`T_{eff}^O`$, defined as

$$R_O(t,t_w)\frac{1}{k_BT_{eff}^O}\frac{}{t_w}C_O(t,t_w).$$
(18)
For the model we are considering, the effective temperature, obtained from Eqs. (14) and (15), becomes

$$T_{eff}^O=T\frac{1}{Ae^{t_w/\tau }+\left(1e^{t_w/\tau }\right)},$$
(19)
being $`A=\frac{k_{}n_1(0)\left(O_1O_0\right)k_{}n_2(0)\left(O_2O_0\right)}{k_{}n_1^{eq}\left(O_1O_2\right)}.`$

This expression reveals important conclusions. The effective temperature $`T_{eff}^O`$ *does* depend on the observable $`O(\gamma )`$ and explicitly on the waiting time $`t_w`$. The dependence on the observable, which has also been found in a trap model for a glass sollich  and in experiments ciliberto-physica D , evidences that the effective temperature is not a robust quantity. Only for small deviation from equilibrium or when $`t_w\tau `$, one recovers the familiar result $`T_{eff}^O=T`$ for all observables. It should be noted that our results, obtained by means of a non-mean field approach, differ from the ones following from mean field models kurchan ; kurchan3  (which yield an effective temperature independent of the observable) because the latter do not take into account the activated nature of the dynamics sollich-jpcm ; kawasaki2 . It also is worth to mention that, since $`T_{eff}^O`$ depends on $`t_w`$, the value of the effective temperature inferred from the slope of the FD plots, which represent the integrated response of the system $`\chi (t,t_w)=_{tw}^t𝑑t^{}R(t,t^{})`$ against the correlation function, $`C(t,t_w)`$, it is *not* the same as the one defined through Eq. (18).

Several interesting behaviors can be identified upon variation of the parameter $`A`$ in Eq. (19). For $`0<A<1`$, the effective temperature is higher than the temperature of the bath $`T,`$ in agreement with the experimental measurements reported in israeloff . Contrarily, if $`A>1`$ the effective temperature is lower than the bath temperature $`T`$ ; whereas, if $`A<0`$, $`T_{eff}^O`$ may diverge as predicted in cugliand-pre , numerically verified in barrat , and experimentally suggested in ciliberto , or even become negative sollich-jpcm . All these cases are illustrated in Fig. 1, and arise from the peculiar behavior of the nonequilibrium response of an activated process. The effective temperature is essentially a measure of the ratio between the equilibrium and the nonequilibrium responses of the system. When this ratio is smaller (larger) than one, then $`T_{eff}^O<(>)T`$. A divergence in $`T_{eff}^O`$ occurs when the nonequilibrium response vanishes, and “negative” effective temperatures would be caused by nonequilibrium responses having a different sign than its equilibrium counterpart. These anomalous behaviors can be tuned by a proper choice of initial conditions and observables. To illustrate that fact, we have implemented our theory for two examples of bistable potentials: a quartic potential $`V(\gamma )=\gamma ^4/4+a\gamma ^3/3\gamma ^2/2a\gamma `$ , being $`a`$ an adjustable parameter responsible for its asymmetry, and the potential $`V(\gamma )=\epsilon \mathrm{cos}(\gamma )+1/2\mathrm{sin}^2(\gamma )`$, describing a monodomain magnetic particle agusti2 . Selecting different observables and initial conditions, we obtain in both cases the behaviors of the effective temperature shown in Fig. 1.

In summary, we have shown that the origin of the violation of the FDT is the drastic elimination of variables one tacitly performs to model the system in the experimental time scale. At this level, the system evolves undergoing an activated dynamics, requiring big amounts of energy to surmount the barriers. Consequently, it is always far from equilibrium and the FDT, a result strictly valid at or near equilibrium, is not fulfilled. In the more complete scenario, when instead of jumping between two states the system reaches a different state passing progressively from intermediate configurations, *i.e.* diffusing in a configuration space, local equilibrium can be established. One can then proceed with the formulation of a mesoscopic nonequilibrium thermodynamics david , perfectly compatible with the Fokker-Planck level of description, whose underlying stochastic kinetics satisfies FDT. A widely-used way of quantifying the FDT violation is through the definition of an effective temperature. Our analysis shows that this concept suffers from a lack of robustness, since its value depends on the dynamical variable we measure, and can diverge or even become negative. All these problems limit the scope and question the usefulness of this quantity in the description of glassy systems where the activated dynamics is an unavoidable ingredient.

The theory we have developed provides a useful framework to describe the behavior of systems with slow dynamic bridging the macroscopic and the mesoscopic descriptions, by indicating the way to generalize local equilibrium concepts.

###### Acknowledgements.

This work has been partially supported by DGICYT of the Spanish Government under grant PB98-1258, and by the NSF grant No. CHE-0076384. We gratefully acknowledge interesting discussions with D. Bedeaux, S. Kjelstrup, H. Reiss, and J.M. Vilar.


text:
# Dense Plasma Torus in the GPS Galaxy NGC 1052

## 1 Introduction

GHz-Peaked Spectrum (GPS) sources show a convex radio spectrum peaked at GHz frequency, as are named (e.g. O’Dea 1998). The spectral shape indicates that a power-law spectrum of optically thin synchrotron radiation is affected by low-frequency cutoff. It is a controversial issue what is origin of the low-frequency cutoff; synchrotron self-absorption (SSA) or free–free absorption (FFA).

Tight correlation between the peak frequency and the overall linear size (O’Dea & Baum 1997), and correlation between the equipartition size and the overall linear size (Snellen et al. 2000) indicates that SSA controls the the peak frequency, at which the equipartition size is derived by Scott & Readhead (1977).

Bicknell et al. (1997), on the other hand, pointed out that FFA through ionized gas surrounding radio lobes can also produce the correlation between the peak frequency and the overall size. Evidence for FFA was found via multi-frequency VLBI observations in particular GPS sources; 1946+708 (Peck et al. 1999), OQ 208 (Kameno et al. 2000; Xiang et al. 2002), 0108+388 (Marr et al. 2001), and NGC 1052 (Kameno et al. 2001).

We propose a clear method to discriminate the absorption mechanisms. In the case of SSA, the absorber is the synchrotron emitter itself such as jets or lobes. Sub-relativistic speeds of the emitter will cause significant Doppler shift of the peak frequency; approaching and receding jets will shows blue- and red-shifted spectra, respectively. Hence, we expect a higher peak frequency for an approaching jet. In the case of FFA, ambient cold dense plasma is an absorber whose speed is non-relativistic. We expect greater opacity towards receding jets, no matter how the absorber distributes, to produce a higher peak frequency. This picture was drawn towards some radio galaxies such as 3C 84 (Vermeulen et al. 1994; Walker et al. 1994; Walker et al. 2000), Cen A (Jones et al. 1996; Tingay & Murphy 2001), NGC 4261 (Jones et al. 2000; Jones et al. 2001), and NGC 6251 (Sudou et al. 2000). The opposite spectral behavior between SSA and FFA allows us to discriminate the absorption mechanisms by measurements of the peak frequencies towards approaching and receding jets. Multi-frequency observations towards GPS sources with double-sided jets are relevant to this issue.

We chose the nearest GPS source, NGC 1052, for this study. The redshift of this galaxy, $`z=0.0049`$ (Knapp et al. 1978), corresponds to the distance of 20 Mpc, if we assume $`H_0=75`$ km s-1 and $`q_0=0.5`$, and 1 milliarcsec (mas) corresponds to 0.1 pc. This object has parsec-scale twin jets in P.A. $`65^{}`$ (Claussen et al. 1998), so that it is suitable for the discrimination of the absorbing mechanism. Their observations also revealed that H2O maser spots distribute along the western jet with a velocity gradient.

Our previous trichromatic VLBA observations for the first time clarified the jet geometry and presence of a dense plasma torus that is responsible for FFA (Kameno et al. 2001). The eastern and western sides of the jet are approaching and receding with the velocity of $`\beta =0.25`$ at the viewing angle of $`50^{}`$. The western receding jet is obscured at lower frequencies, suggesting that a dense plasma torus covers the receding jet to produce FFA. Although the results were successful, three frequencies were not sufficient to obtain confident fit for the spectrum.

In this paper, we report new pentachromatic VLBI observations of NGC 1052, using the VSOP (Hirabayashi et al. 1998) and the VLBA.

## 2 Observations and Results

All pentachromatic observations have been carried out within 18 days during July 31 through August 31, 2001. We used the space-VLBI VSOP array at 1.6 and 4.8 GHz, and VLBA at 2.3, 8.4, and 15.4 GHz. This combination provides comparable resolutions of $`1`$ mas through an order of frequency magnitude except at 2.3 GHz.

Observations at 2.3, 8.4, and 15.4 GHz using VLBA, coded BK084, were done on August 7, 2001. We used the dual-frequency 2.3/8.4 and the 15.4 GHz receiving systems, switching by 22-min scan cycles. Total integration time consists of 10 and 11 scans for 2.3/8.4 and 15.4 GHz, respectively. Four 8-MHz baseband converters (BBCs) are allocated for 15.4 GHz, while 2 BBCs are used for 2.3 and 8.4 GHz, respectively. Fringes were detected with sufficient signal-to-noise ratios (SNRs) for all valid baselines and scans.

Space-VLBI VSOP observations at 1.6 GHz (W513A) and 4.8 GHz (W513B) were executed on August 7 and July 31, 2001, respectively. The spacecraft HALCA was linked to two tracking stations during each observation, Green Bank and Tidbinbilla for W513A, and Green Bank and Usuda for W513B. Though fringes within ground array were strong enough, those in space baselines were marginal at 4.8 GHz. While visibilities with the tracking pass using Green Bank were available, we missed them in the Usuda tracking pass. Fringes at 1.6 GHz were entirely detected within ground and space baselines.

Fringe fitting, passband correction, and a priori amplitude calibrations were taken using the NRAO AIPS. Image synthesis and self calibration were processed with Difmap. Image performance is listed in table 1.

Figure 1 shows images at five frequencies. Each image includes uncertainty in absolute position through self-calibration process. To register the images at different frequencies, we picked up 6 distinct components; A1, A2, and A3 in the approaching jet, and R1, R2, and R3 in the receding jet. We then measured positions $`(\xi _\mathrm{k}^\nu ,\eta _\mathrm{k}^\nu )`$ of them with respect to a tentative origin of each image. Here k and $`\nu `$ stand for indices of components and frequency, respectively. We then derived relative offsets $`(\delta \xi ^\nu ,\delta \eta ^\nu )`$ to minimize the positional residuals $`\chi _\nu ^2`$ defined as

$`\chi _\nu ^2={\displaystyle \underset{\mathrm{k}}{}}\left[{\displaystyle \frac{(\xi _\mathrm{k}^\nu \delta \xi ^\nu \xi _\mathrm{k}^{\nu _0})^2}{\sigma _{\xi _\mathrm{k}^\nu }^2+\sigma _{\xi _\mathrm{k}^{\nu _0}}^2}}+{\displaystyle \frac{(\eta _\mathrm{k}^\nu \delta \eta ^\nu \eta _\mathrm{k}^{\nu _0})^2}{\sigma _{\eta _\mathrm{k}^\nu }^2+\sigma _{\eta _\mathrm{k}^{\nu _0}}^2}}\right],`$ (1)
where $`\sigma _{\xi _\mathrm{k}^\nu }`$ and $`\sigma _{\eta _\mathrm{k}^\nu }`$ are standard positional errors of component k at frequency $`\nu `$, and $`\nu _0`$ is the frequency of the reference image. We take $`\nu _0=4.8`$ GHz, where the frequency is middle of our observing range, and where the synthesized beam is the narrowest. Standard errors of the registration are listed in table 2.

## 3 Discussion

First of all, we aim at clarifying the absorbing mechanism. Figure 2 shows continuum spectra of 6 components. Receding components R1, R2, and R3 show sharp cutoff at low-frequency ends. The spectral index of R2 between 1.6 and 2.3 GHz is $`\alpha _{1.6}^{2.3}=4.76\pm 0.48`$. Here we define the spectral index $`\alpha `$ as $`S_\nu \nu ^{+\alpha }`$, where $`S_\nu `$ is the flux density and $`\nu `$ is the frequency. The spectral index exceeds maximum attainable spectral index of 2.5 by SSA. For components R2 and R3 $`\alpha _{1.6}^{4.8}>2.56`$ and $`\alpha _{1.6}^{4.8}=2.43\pm 0.38`$, respectively, are close to the SSA limit. We evaluated the spectral indices between 1.6 and 4.8 GHz for these components because flux densities at 2.3 GHz is too weak to detect. The brightest approaching component, A3, shows $`\alpha _{1.6}^{4.8}=3.28\pm 0.05`$. These steeply rising spectra indicate significant presence of FFA, which can produce $`\alpha >2.5`$.

Component A1 shows a single power-law spectrum with $`\alpha =1.1`$, whose spectral peak should be at $`<1.6`$ GHz, while the spectral peak of its counter component R1 is between 2.3 and 4.8 GHz. Components A2 and A3 mark the spectral peaks at $`2.3`$ and $`8.4`$ GHz, respectively, whose counter components R2 and R3 show the spectral peaks at $`8.4`$ and $`>15.4`$ GHz. Every approaching component shows a lower peak frequency than each counterpart does. As is mentioned in the introduction, this manner clearly indicates that the receding jet is obscured by external absorber, say, FFA.

To illustrate spatial distribution of opacity, we applied spectral fit for the FFA model

$`S_\nu =S_0\nu ^{\alpha _0}\mathrm{exp}(\tau _0\nu ^{2.1}),`$ (2)
pixel by pixel. Here, $`S_\nu `$ is the observed flux density at the frequency $`\nu `$ in GHz, $`\alpha _0`$ is the intrinsic spectral index, $`S_0`$ is the absorption-corrected flux density at 1 GHz, and $`\tau _0`$ is the FFA coefficient. We fixed $`\alpha _0`$ to $`1.1`$, which is obtained from the spectral index of component A1. Figure 3 shows spatial distribution of $`\tau _0`$ and its profile along the jet. The maximum value of $`\tau _0300`$ is consistent with Kameno et al. (2001). The profile tails over $`1`$ pc towards the western receding jet, while it rapidly decreases towards the eastern approaching jet. This asymmetric profile is again consistent with Kameno et al. (2001), with more detailed structure at the hands of high resolution by VSOP.

Since the opacity coefficient, $`\tau _0`$, is related to the electron density, $`n_\mathrm{e}`$, and temperature, $`T_\mathrm{e}`$, along line of sight as

$`\tau _0=0.46{\displaystyle _{\mathrm{LOS}}}n_\mathrm{e}^2T_\mathrm{e}^{\frac{3}{2}}𝑑L,`$ (3)
it will be an indicator of cold dense plasma. Here, the integration stands for path length along the line of sight in unit of pc. When the aborber is homogeneous, $`\tau _0`$ is proportional to the path length through the ionized region. A simple model to explain the opacity profile is shown in figure 4 with a geometrically thick torus perpendicular to the jets. The inner surface of the torus is photo-ionized by illumination of ionizing photons from the nucleus, while outer region remains in neutral gas or dusts. The path length through the ionized region can produce the asymmetric profile of the opacity, when we look from the viewing angle of $`50^{}`$.

We can estimate physical condition of the absorber, if we assume the torus model. The maximum value of $`\tau _0300`$ towards nucleus gives

$`n_\mathrm{e}^2T_\mathrm{e}^{\frac{3}{2}}=650,`$ (4)
when the path length is the same the width of the absorbed area along the receding jet, say, $`L1`$ pc. The ionizing condition of $`T_\mathrm{e}10^4`$ K gives the lower limit of $`n_\mathrm{e}2.5\times 10^4`$ cm-3. The upper limit of $`T_\mathrm{e}`$ can be given by absence of significant free–free emission below the brightness temperature of $`T_\mathrm{b}4.9\times 10^6`$ K at 15.4 GHz or $`T_\mathrm{b}5.4\times 10^6`$ K at 8.4 GHz. Since the torus is optically thick, in terms of bremsstrahlung, we have $`T_\mathrm{e}T_\mathrm{b}4.9\times 10^6`$ K and then $`n_\mathrm{e}2.6\times 10^6`$ cm-3. This evaluation indicates that the FFA absorber consists of cold ($`10^4T_\mathrm{e}4.9\times 10^6`$ K) and dense ($`2.5\times 10^4n_\mathrm{e}2.6\times 10^6`$ cm -3) plasma. The average value of electron density derives the electron column density across the plasma torus ($`L1`$ pc),

$`n_\mathrm{e}L=0.8\times 10^{23}\left({\displaystyle \frac{T_\mathrm{e}}{10^4\mathrm{K}}}\right)^{\frac{3}{4}}\text{cm}^2.`$ (5)
This electron column density is comparable to the atomic column density of $`10^{23}`$ cm-2 measured by ROSAT and ASCA X-ray observations (Guainazzi & Antonelli 1999).

We mention that the location of water maser spots (Claussen et al. 1998) coincides with where the FFA opacity is large. The torus model explains results of the water masers; the H2O molecules survive inside the torus, shielded against exposure by the nucleus. The seed photon from the receding jet are amplified by excited molecules in the torus. Amplification does not work towards the approaching jet, because the torus is not in front of the jet, the seed photon supplier. Absence of masers towards the eastern jet can be understood by this model. A detailed monitoring program would verify this model by detection of orbital motion of maser spots within the torus.

## Acknowledgments

The authors gratefully acknowledge the VSOP Project, which is led by the Japanese Institute of Space and Astronautical Science in cooperation with many organizations and radio telescopes around the world. We the VLBA operated by the National Radio Astronomy Observatory, which is a facility of the National Science Foundation (NSF). This work was supported by Grant in Aid (c) 13640248 from Japan Society for the Promotion of Science.

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text:
# Finite-size Scaling of Correlation Ratio and Generalized Scheme for the Probability-Changing Cluster Algorithm

## Abstract

We study the finite-size scaling (FSS) property of the correlation ratio, the ratio of the correlation functions with different distances. It is shown that the correlation ratio is a good estimator to determine the critical point of the second-order transition using the FSS analysis. The correlation ratio is especially useful for the analysis of the Kosterlitz-Thouless (KT) transition. We also present a generalized scheme of the probability-changing cluster algorithm, which has been recently developed by the present authors, based on the FSS property of the correlation ratio. We investigate the two-dimensional quantum XY model of spin 1/2 with this generalized scheme, obtaining the precise estimate of the KT transition temperature with less numerical effort.

The development of efficient Monte Carlo algorithms is important for studying many-body problems in physics. We recently developed a cluster algorithm, which is called the probability-changing cluster (PCC) algorithm, of locating the critical point automatically PCC . It is an extension of the Swendsen-Wang (SW) algorithm SwWa , but we change the probability of cluster update (essentially, the temperature) during the Monte Carlo process. Since we do not have to make simulations for several parameters, we can extract information on critical phenomena with much less numerical effort. We applied the PCC algorithm to the 2D diluted Ising model dil2d , investigating the crossover and self-averaging properties. We also extended the PCC algorithm to the problem of the vector order parameter XY  with the use of Wolff’s embedded cluster formalism Wolff89 ; studying the 2D classical XY and clock models, we showed that the PCC algorithm is also useful for the Kosterlitz-Thouless (KT) transition KT .

In the original formulation of the PCC algorithm PCC , we used the cluster representation of the Ising model (generally, the Potts model) due to Kasteleyn and Fortuin KF  in two ways. First, we make a cluster flip as in the SW algorithm SwWa . Second, we change the probability of connecting spins of the same type, $`p`$, depending on the observation whether clusters are percolating or not. We use the finite-size scaling (FSS) relation for the probability that the system percolates, $`E_p`$,

$$E_p(p,L)=X(tL^{1/\nu }),t=(p_cp)/p_c,$$
(1)
to determine the critical point. Here, $`L`$ is the system size, $`p_c`$ is the critical value of $`p`$ for the infinite system, and $`\nu `$ is the correlation-length critical exponent. We may alternatively consider that $`t=(TT_c)/T_c`$, where $`T`$ is the temperature. With a negative feedback mechanism, we locate the size-dependent temperature, $`E_p`$ of which is 1/2. The point is that $`E_p`$ has the FSS property with a single scaling variable. We may use quantities other than $`E_p`$ which have a similar FSS relation. Then, we could generalize the PCC algorithm for a problem where the mapping to the cluster formalism does not exist.

In the FSS analysis of the simulation, we often use the Binder ratio Binder , which is essentially the ratio of the moments of the order parameter $`m`$. The moment ratio has the FSS property with a single scaling variable,

$$\frac{m^4}{m^2^2}=f(tL^{1/\nu }),$$
(2)
as far as the corrections to FSS are negligible. Here, the angular brackets indicate the thermal average. However, the moment ratio derived from a snapshot spin configuration is always one; therefore, the instantaneous moment ratio cannot be used for the criterion of judgment whether we increase or decrease the temperature.

In this Letter, we treat the correlation ratio, the ratio of the correlation functions with different distances. Studying the thermodynamic properties of the correlation ratio, we will show that it is a good estimator for determining the critical points of the second-order and KT transitions. We also propose a generalized scheme of the PCC algorithm based on the correlation ratio. Using this general scheme combined with the quantum Monte Carlo simulation of the continuous-time loop algorithm, we study the 2D quantum XY model of spin 1/2.

Let us start with considering the spin-spin correlation for the $`D`$ dimensional systems,

$$g(r)=\frac{1}{N}\underset{i}{}𝑺_i𝑺_{i+r},$$
(3)
where $`𝑺_i`$ is a spin at site $`i`$, and $`N=L^D`$ is the number of spins. Precisely, the distance $`r`$ is a vector, but we have used a simplified notation. We have assumed a translational invariance. For an infinite system at the critical point, the correlation function decays as a power of $`r`$,

$$g(r)r^{(D2+\eta )},(L=\mathrm{},t=0),$$
(4)
with the decay exponent $`\eta `$. Away from the critical point, the ratio of the distance $`r`$ and the correlation length $`\xi `$ plays a role in the scaling of the correlation function. Moreover, for finite systems, two length ratios come in the scaling form of the correlation function;

$$g(r,t,L)r^{(D2+\eta )}h(r/L,L/\xi ),(L\mathrm{},t0).$$
(5)
Then, the ratio of the correlation functions with different distances $`r`$ and $`r^{}`$ becomes

$$\frac{g(r,t,L)}{g(r^{},t,L)}=\left(\frac{r}{r^{}}\right)^{(D2+\eta )}\frac{h(r/L,L/\xi )}{h(r^{}/L,L/\xi )}.$$
(6)
If we fix two ratios, $`r/L`$ and $`r/r^{}`$, the correlation ratio takes the FSS form with a single scaling variable,

$$\frac{g(r,t,L)}{g(r^{},t,L)}=\stackrel{~}{f}(L/\xi ).$$
(7)
In case the correlation length diverges with a power law, $`\xi t^\nu `$, Eq. (7) becomes the same form as Eq. (2); however, we should note that Eq. (7) is also applicable to the case of the KT transition, where the correlation length diverges more strongly than the power-law divergence.

In order to examine the FSS properties of the correlation ratio, we simulate the 2D Ising model on the square lattice with the periodic boundary conditions. As for the distances $`r`$ and $`r^{}`$, we choose $`L/2`$ and $`L/4`$; we take the horizontal or vertical direction of the lattice for the orientation of two sites. We show the temperature dependence of the moment ratio $`m^4/m^2^2`$ and the correlation ratio $`g(L/2)/g(L/4)`$ in Fig. 1. From now on, we represent the temperature in units of $`J/k_B`$, where $`J`$ is the coupling constant and $`k_B`$ is the Boltzmann constant. The error bars are the order of the width of curves. We see from Fig. 1 that the crossing of the data of different sizes are better for the correlation ratio; in other words, the corrections to FSS for the correlation ratio are smaller than those for the moment ratio. We check the two ratios at the critical point for a quantitative comparison. The size dependence of the moment ratio for the 2D Ising model was carefully studied by Salas and Sokal Salas . The correlation functions of the critical 2D Ising model for $`L\mathrm{}`$ can be calculated with the use of the continuum field theory Francesco . The moment ratio is written in terms of the integral of the $`2n`$-point correlation functions, and the fourth-order moment ratio becomes

$$m^4/m^2^2=1.1679229(47)$$
(8)
in the limit $`L\mathrm{}`$ Salas , where the numbers in the parentheses denote the uncertainty in the last digits. Without performing an integral, the correlation ratio is simply written as

$$\frac{g(L/2)}{g(L/4)}=\frac{|\theta _1(1/2)|^{1/4}_{\nu =1}^4|\theta _\nu (1/4)|}{|\theta _1(1/4)|^{1/4}_{\nu =1}^4|\theta _\nu (1/8)|},$$
(9)
where $`\theta _\nu (z)`$ are the Jacobi $`\theta `$-functions. Thus, we can easily obtain the correlation ratio at the critical point as

$$g(L/2)/g(L/4)=0.943904982$$
(10)
in the limit $`L\mathrm{}`$. The critical values of two ratios for $`L=\mathrm{}`$, Eqs. (8) and (10), are shown by open circles in Fig. 1. The calculated correlation ratio at $`T_c=2/\mathrm{ln}(1+\sqrt{2})=2.269\mathrm{}`$ for $`L=8`$ is 0.9418(5). The deviation from the value for the infinite lattice is only 0.2% even for $`L=8`$, which is smaller than that for the moment ratio, 0.7%. We mention that the scaling plot of the correlation ratio as a function of $`(TT_c)L^{1/\nu }`$ with $`\nu =1`$ is very good. Our results suggest that the correlation ratio is a good estimator to determine $`T_c`$ using the FSS analysis.

Let us turn to the KT transition. As an example, we pick up the 2D 6-state clock model. It was shown that the 2D $`q`$-state clock model has two phase transitions of the KT type at $`T_1`$ and $`T_2`$ ($`T_1<T_2`$) for $`q>4`$ Jose . We here simulate the 2D 6-state clock model on the square lattice. We show the temperature dependence of the moment and correlation ratios in Fig. 2. For the correlation ratio, the curves of different sizes overlap in the intermediate KT phase ($`T_1<T<T_2`$), and spray out for the low-temperature ordered and high-temperature disordered phases, which is expected from the FSS form of Eq. (7). Then, we can make a FSS analysis based on the KT form of the correlation length,

$$\xi \mathrm{exp}(c/\sqrt{t}).$$
(11)
We try scaling plots of $`g(L/2)/g(L/4)`$ as a function of $`L/\mathrm{exp}(c_1/\sqrt{1T/T_1})`$ and $`L/\mathrm{exp}(c_2/\sqrt{T/T_21})`$ for the low- and high-temperature sides, respectively. Using the data for $`L`$=8, 12, 16, 24, 32, 48, and 64, we estimate two KT transition temperatures. The best-fitted estimates are $`T_1`$=0.6980(22) and $`T_2`$=0.9008(14), which are compatible with the recent results using the PCC algorithm XY , $`T_1`$=0.7014(11) and $`T_2`$=0.9008(6). On the contrary, as seen from Fig. 2, the corrections to FSS are larger for the moment ratio, which makes the FSS analysis difficult. We have shown that the correlation ratio is a good estimator especially for the KT transition. It is due to the fact that we only use the property of correlation function; the characteristic of the KT transition is that the correlation function shows a power-law decay at all the temperatures of the KT phase. We will discuss this point later.

We may use the FSS properties of the correlation ratio for the generalization of the PCC algorithm. Instead of checking whether the clusters are percolating or not, we ask whether the instantaneous correlation ratio $`g(L/2)/g(L/4)`$ is larger or smaller than some fixed value $`R_c`$. Of course, we can use other sets of distances. We decrease (increase) the temperature, if $`g(L/2)/g(L/4)`$ is smaller (larger) than $`R_c`$. We start the simulation with some temperature. We make the amount of the change of temperature, $`\mathrm{\Delta }T`$, smaller during the simulation; in the limit of $`\mathrm{\Delta }T0`$, the system approaches the canonical ensemble. In most cases near the critical temperature, $`g(L/2)`$ and $`g(L/4)`$ take some positive values for ferromagnetic systems. It sometimes happens that $`g(L/2)`$ and/or $`g(L/4)`$ becomes 0 or negative. We simply regard such a case that the system is disordered, and then increase the temperature.

Here, we apply the generalized scheme of the PCC algorithm to the study of the quantum spin system. The loop algorithm, especially the continuous-time loop algorithm Beard , has been successfully used for various quantum spin systems. We deal with the 2D $`S=1/2`$ quantum XY model as an example, and determine the critical point automatically. The Hamiltonian is written as

$$=J\underset{i,j}{}(\widehat{S}_i^x\widehat{S}_j^x+\widehat{S}_i^y\widehat{S}_j^y),$$
(12)
where the spin operators $`\widehat{S}^{x,y}`$ are one half of the Pauli matrices $`\sigma ^{x,y}`$. We are concerned with the correlation

$$g(r)=\frac{1}{N}\underset{i}{}(\widehat{S}_i^x\widehat{S}_{i+r}^x+\widehat{S}_i^y\widehat{S}_{i+r}^y),$$
(13)
which is an off-diagonal element if we take $`z`$ axis as a quantized axis. Although off-diagonal elements are difficult to calculate with the conventional quantum Monte Carlo simulation methods, they are calculated easily with the continuous-time loop algorithm Brower . We should note that when calculating the correlation with the improved estimator, the correlation becomes non-negative.

We treat the systems with linear sizes $`L`$ = 8, 12, 16, 24, 32, 48, 64, 96, and 128. We start with $`\mathrm{\Delta }T`$ = 0.005, and gradually decrease $`\mathrm{\Delta }T`$ to the final value, 0.0001. After 20,000 Monte Carlo sweeps of determining $`T_c(L)`$, we make 10,000 Monte Carlo sweeps to take thermal average; we make 100 runs for each size to get better statistics and to evaluate the statistical errors. We calculate $`g(L/2)/g(L/4)`$ to check whether it is larger than $`R_c`$ or not; the value of $`R_c`$ is set to be 0.8.

We follow the same procedure for analyzing the KT transition as the 2D classical XY model XY . Using the FSS form of the correlation ratio and KT form of the correlation length (Eqs. (7) and (11)), we have the relation

$$T_{\mathrm{KT}}(L)=T_{\mathrm{KT}}+\frac{c^2T_{\mathrm{KT}}}{(\mathrm{ln}bL)^2}.$$
(14)
We plot $`T_{\mathrm{KT}}(L)`$ as a function of $`l^2`$ with $`l=\mathrm{ln}bL`$ for the best-fitted parameters in Fig. 3. The error bars are smaller than the size of marks. Our estimate of $`T_{\mathrm{KT}}`$ is 0.340(1). We estimate the uncertainty by the $`\chi ^2`$ test of the data for 100 samples. This value is compatible with the estimate of the recent study, 0.3427(2) Harada . The constant $`c`$, in Eq. (14), is estimated as $`c`$ = 2.45(5).

To discuss the critical exponent $`\eta `$, let us consider the correlation $`g(L/2)`$ at $`T_{\mathrm{KT}}(L)`$. In Fig. 4, we plot $`g(L/2)`$ as a function of $`L`$ in a logarithmic scale. In order to estimate $`\eta `$, we use the FSS form including small multiplicative logarithmic corrections

$$g(L/2)=AL^\eta (\mathrm{ln}b^{}L)^{2r};$$
(15)
the existence of the multiplicative logarithmic corrections was pointed out for the KT transition Kosterlitz ; Janke97 . We should note that the logarithmic corrections are negligible for the correlation ratio. Using the above form, we obtain $`\eta `$ = 0.251(5) and $`r`$ = 0.055(9). We show the fitting curve obtained by using Eq. (15) in Fig. 4. This value of $`\eta `$ is consistent with the theoretical prediction, 1/4 (=0.25). Our logarithmic-correction exponent $`r`$ takes almost the same value as that for the classical XY model; 0.038(5) XY  and 0.0560(17) Janke97 .

It should be noted that Alet and Sørensen Alet  also applied the PCC algorithm to the quantum Monte Carlo simulation. One checks the ratio of the correlation length and the system size in their method.

In summarizing, we have shown that the correlation ratio is a good estimator to determine the critical points of both the second-order and the KT transitions. A generalized scheme of the PCC algorithm based on the FSS property of the correlation ratio has been also presented.

Although the study of the correlation ratio was partly motivated by a possible application to an efficient Monte Carlo algorithm, the FSS analysis of the correlation ratio itself is of great interest. The moment ratio Binder  has been employed in the study of various problems of the phase transition, from the lattice gauge theory to the polymer statistics. The use of the correlation ratio may help precise studies of the critical properties for complicated systems. The FSS analysis for the KT transition sometimes faces a difficulty due to the singular divergence of the correlation length and the logarithmic corrections Nomura95 , and may lead to false conclusions. As a way to escape from such a difficulty, the level-spectroscopy method Nomura94  was developed for treating quantum systems which show the KT transition. Nomura Nomura95  studied the renormalization of the correlation functions for the 2D sine-Gordon model, and elucidated the logarithmic corrections on the fixed lines. It can be shown that the leading corrections are canceled if we consider the ratio of the correlation. This is the reason why the correlation ratio is a very good estimator especially for the KT transition, which has not been noticed before. In contrast, the corrections may not be canceled for the moment ratio. In Fig. 2 we have given a direct demonstration of the intermediate KT phase of the 2D clock model with rather small sizes, which clearly indicates the superiority of the correlation ratio in the analysis of the KT transition. The FSS of the correlation ratio is very promising for the study of various systems which show the KT transition.

Our generalized scheme of the PCC algorithm is now free from the restriction of the cluster mapping. It can be applied to many problems. For example, the cluster formalism does not work well for frustrated systems, but we can use the generalized scheme of the PCC algorithm. We can also apply the generalized scheme to a wide variety of quantum systems.

We thank N. Kawashima, K. Harada, H. Otsuka, K. Nomura, S. Todo, C. Yasuda, Y. Ozeki, and F. Alet for fruitful discussions. This work was supported by a Grant-in-Aid for Scientific Research from the Japan Society for the Promotion of Science.