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# 1 Introduction

## 1 Introduction

One of predictions of perturbative QCD (pQCD) is that at high $`Q^2`$ the longitudinally polarized virtual photons $`\gamma _L^{}`$ fluctuate into hadronic components, e.g. $`q\overline{q}`$ pairs, whose transverse size $`b=\overline{r}_q\overline{r}_{\overline{q}}`$ decreases with $`Q^2`$, $`b^2(1/Q^2).`$ At large $`Q^2`$ the values of $`b`$ are significantly smaller than the size of the nucleon. Color transparency (CT) is a phenomenon of pQCD, whose characteristic feature is that small color-singlet objects interact with hadrons with small cross sections . Cross section for the interaction of such small object, or small size configuration (SSC), with a hadron target has been calculated in pQCD using the factorization theorem , as:

$$\sigma _{q\overline{q},N}=\frac{\pi ^2}{3}b^2\alpha _s(Q^2)xg(x,Q^2),$$
(1)
where $`g(x,Q^2)`$ is the gluon distribution function in the nucleon.

Observing CT in particular kinematics would prove experimentally the applicability of the pQCD factorization theorem for those kinematics. Such a proof provides important complementary support to a class of spin physics experiments, for example related to measurements of generalized parton distributions at COMPASS .

The prerequisite for observing CT is to select a sample containing SSC’s via a hard process (i.e. with large $`Q^2`$, high $`p_t`$, or large produced mass). For hard exclusive $`\rho ^0`$ leptoproduction, in addition to large $`Q^2`$, selection of the longitudinally polarized mesons is required. To probe the SSC–nucleon cross sections one should study absorption of the SSC propagating through nuclear matter. In order to clearly observe CT it is necessary that the SSC lives long enough to traverse distances larger than the size of the target nucleus, and that the SSC stays small while propagating through the nucleus. These requirements are characterized in terms of the coherence length $`l_c`$ (the distance traversed by the $`q\overline{q}`$ fluctuation of the virtual photon in the target nucleon/nucleus system) and by the formation length (the distance in the target system after a scattering needed for the $`q\overline{q}`$ fluctuation to develop into a hadron).

We consider here only exclusive coherent vector meson $`V`$ production at small $`|t|`$. We analysed the coherent and incoherent channels in Refs . For near-forward ($`t0`$) coherent production and complete CT, one expects that the cross section for the nuclear target is related to that for the nucleon target, provided that $`|t_{\mathrm{min}}<R_A^2>/3|1`$, by:

$$\frac{\mathrm{d}\sigma }{\mathrm{d}t}(\gamma ^{}AVA)|_{t0}=A^2\frac{\mathrm{d}\sigma }{\mathrm{d}t}(\gamma ^{}NVN)|_{t0}.$$
(2)
Usually in experiments the $`t`$-integrated coherent cross section is measured, for which CT predicts an approximate $`A^{4/3}`$ dependence. Without CT, if a hadron propagates in nuclear matter, the expected $`A`$-dependence is weaker; $`A^{2/3}`$ for the cross sections comparable to the pion–nucleon cross section.

In searches for CT a commonly used quantity, measured in experiments, is the nuclear transparency

$$T=\frac{\sigma _A}{A\sigma _N},$$
(3)
which is the ratio of the cross section per nucleon for a selected process on a nucleus $`A`$ to the corresponding cross section on a free nucleon.

We concentrate on exclusive coherent vector meson production (EVMP), which could be studied at the COMPASS experiment . Kinematic variables used in this paper are listed in Table 1.

In order to study CT for the exclusive production of mesons composed of light quarks (like $`\rho `$) one should select large $`Q^2`$, moderately small $`x`$ and longitudinally polarized mesons.

The $`t`$-dependence of the cross section for exclusive meson production on the nucleon is approximately exponential, $`e^{B(tt_{\mathrm{min}})}`$, where $`t_{\mathrm{min}}M_p^2x^2(1+m_V^2/Q^2)^2`$ and $`m_V`$ is the mass of the produced meson. For hard EVMP, if SSC’s are important, the slope $`B`$ significantly decreases with increasing $`Q^2`$, approaching a universal value ($`4.55`$ GeV-2) related to the nucleon radius. This is so because the transverse interquark distance in the SSC decreases with increasing $`Q^2`$.

For EVMP on a nucleus $`A`$ the $`t`$-dependence of the cross section is approximately reproduced by a sum of two exponential functions. The peak at the lowest $`|t|`$ values, with the slope proportional to the nucleus radius squared, $`<R_A^2>`$, is mostly due to the coherent production, whereas at somewhat larger $`|t|`$ the incoherent production on quasi-free nucleons dominates and the slope is almost equal to that for the production on free nucleons. Applying cuts on $`t`$ allows to select successfully samples of events, which are strongly dominated by either coherent or incoherent production, as discussed in Refs. .

Strong recent evidence for CT comes from Fermilab E791 experiment on the $`A`$-de- pendence of coherent diffractive dissociation of pions into two high-$`p_t`$ jets . Also the E691 experiment results on $`A`$-dependence of coherent $`J/\psi `$ photoproduction  and the NMC measurements of $`A`$-dependence of coherent and quasielastic $`J/\psi `$ muoproduction are consistent with CT, but don’t demonstrate it unambiguously.

## 2 Experimental method

We proposed  to study CT via exclusive coherent $`\rho `$ meson production $`\mu A\mu \rho A`$ on C and Pb nuclei, as well as the exclusive production of other vector mesons. The preferable decay modes are those into the charged particles such as $`\rho ^0\pi ^+\pi ^{}`$.

We propose to complement the initial setup of the COMPASS  for the muon-beam run with the polarized target by adding the nuclear targets downstream of the polarized target.

The high-intensity high-energy incident muon-beam will impinge on the polarized target and a downstream thin nuclear target. The momenta of the scattered muon and of the produced charged particles will be reconstructed in the two magnetic spectrometers, using the magnets SM1 and SM2, instrumented with various tracking detectors. In order to select exclusive events, we rely only on the kinematics of the scattered muon and the produced meson.

The trigger will use the information from hodoscopes registering the scattered muons, and from calorimeters registering deposits of energy of the particles in the final state.

The discrimination of non-exclusive events will be done by applying cuts on the inelasticity $`I`$ (for the definition see Table 1). In Fig. 1 the inelasticity distribution is shown for the SMC $`\rho ^0`$ sample  for the events with the invariant mass in the central part of the $`\rho ^0`$ peak. For the inelasticity distribution the peak at $`I=0`$ is the signal of exclusive $`\rho ^0`$ production. Non-exclusive events, where in addition to detected fast hadrons, slow undetected hadrons were produced, appear at $`I>0`$. With larger statistic in COMPASS it will be possible to apply more tight inelasticity cuts in order to further reduce the background.

The selections of coherent or incoherent production will be done on a statistical basis, using the $`t`$-distribution; at the lowest $`|t|`$ values coherent events predominate.

Separation of the $`\rho ^0`$ samples with the enhanced content of longitudinally or transversely polarized mesons will be done by applying cuts on the measured angular distributions of pions from the decays of the parent $`\rho ^0`$.

The minimal covered $`Q^2`$-range is expected to be $`0.05<Q^2<10\mathrm{GeV}^2`$. For the med- ium and large $`Q^2`$ values $`(Q^2>2\mathrm{GeV}^2)`$ the range $`0.006<x<0.1`$ will be covered with good acceptance.

The basic observable for each process studied will be the ratio of the nuclear transparencies for lead and carbon, $`R_\mathrm{T}=T_{\mathrm{Pb}}/T_\mathrm{C}=(\sigma _{\mathrm{Pb}}/A_{\mathrm{Pb}})/(\sigma _\mathrm{C}/A_\mathrm{C})`$.

## 3 Simulation of exclusive $`\rho ^0`$ events

We present details of the simulation of exclusive coherent $`\rho ^0`$ production $`(\mu A\mu \rho ^0A)`$ in the COMPASS experiment with the carbon and lead targets. The simulations were done with a dedicated fast Monte Carlo program which generates deep inelastic exclusive $`\rho ^0`$ events with subsequent decay $`\rho ^0\pi ^+\pi ^{}`$. At this stage there was no attempt to include any background in the event generators. Details of the used parameterization of the cross section for the production of $`\rho ^0`$ on the free nucleon, $`\mu N\mu \rho ^0N`$, with the subsequent decay $`\rho ^0\pi ^+\pi ^{}`$ were presented in Ref. . We relate the differential cross sections for the free nucleon to these for coherent production on the nucleus $`A`$ via

$$\text{(}\frac{\mathrm{d}\sigma _A^{\mathrm{coh}}}{\mathrm{d}t}\text{)}_i=A_{\mathrm{eff},\mathrm{coh}}^2e^{<R_A^2>t/3}\text{(}\frac{\mathrm{d}\sigma _N}{\mathrm{d}t}\text{)}_i.$$
(4)
Here $`<R_A^2>`$ is the mean squared radius of the nucleus, $`A_{\mathrm{eff},\mathrm{coh}}`$ takes account of nuclear screening for the coherent process, and $`i=L`$ or $`T`$ designates the polarization of $`\rho ^0`$. We used the approximation $`tt_{min}p_t^2`$.

We generated the cross sections for two models. For the complete color transparency model (CT model) we used $`A_{\mathrm{eff},\mathrm{coh}}=A`$. In another model we assumed a substantial nuclear absorption (NA model) and used $`A_{\mathrm{eff},\mathrm{coh}}=A^{0.75}`$.

Details of the simulation of the apparatus effects were given in . Here we discuss only the trigger simulation. To simulate the trigger acceptance a trajectory of the scattered muon behind the second magnet was calculated, and the hits in the muon hodoscopes were checked. We consider two different trigger acceptances, the Medium $`Q^2`$ range Trigger (MT) and the Full $`Q^2`$ range Trigger (FT). The $`Q^2`$-dependence of the trigger efficiency is denoted $`ϵ_{\mathrm{tr}}`$. For the MT trigger at 190 GeV beam, $`ϵ_{\mathrm{tr}}`$ decreases quickly with $`Q^2`$ from 0.7 at $`Q^2=2\mathrm{GeV}^2`$ to about 0.1 at $`Q^2=10\mathrm{GeV}^2`$. For the FT trigger the $`Q^2`$-dependence is weaker and the trigger acceptance is higher; it is always bigger than 0.5 for $`Q^2<70\mathrm{GeV}^2`$ at 190 GeV beam energy.

## 4 Results on exclusive $`\rho ^0`$ production

We considered 190 GeV muon beam. The simulations were done independently for the carbon $`(A=12)`$ and lead targets $`(A=207)`$, and for two triggers (MT and FT). For each target and each trigger we assumed two different models describing the nuclear effects for exclusive $`\rho ^0`$ production: CT model and NA model (cf. Section 3).

The kinematic range considered was the following:

$$2<Q^2<80\mathrm{GeV}^2,$$
(5)
$$35<\nu <170\mathrm{GeV}.$$
(6)
The upper cut on $`\nu `$ was chosen to eliminate the kinematic region where the amount of radiative events is large, whereas the lower one to eliminate the region where the acceptance for pions from $`\rho ^0`$ decay is low.

The total efficiency $`ϵ_{\mathrm{tot}}`$ to observe exclusive $`\rho ^0`$ events results from: the acceptance of the trigger $`(ϵ_{\mathrm{tr}})`$, acceptance to detect the pions $`(ϵ_{\mathrm{had}})`$, efficiency for tracks reconstruction $`(ϵ_{\mathrm{rec}})`$, cut on the invariant mass of two pions, $`0.62<M_{\pi \pi }<0.92\mathrm{GeV}`$, used for the selection of the samples ($`ϵ_{\mathrm{mass}}`$), and efficiency for an event to survive the secondary interactions $`(ϵ_{\mathrm{sec}})`$. The contributions of all these effects to $`ϵ_{\mathrm{tot}}`$ are similar to those presented in  for the polarized target, except for the effects of the secondary interactions. The approximate value of $`ϵ_{\mathrm{sec}}`$ is equal to 0.87 for the carbon target and 0.94 for the lead target. The total efficiency $`ϵ_{\mathrm{tot}}`$ is about 0.48 for the FT trigger and about 0.30 for the MT trigger.

The total expected cross section for exclusive $`\rho ^0`$ production on the nucleon is

$$\sigma _{\mu N\mu \rho ^0N}^{\mathrm{tot}}=_{\nu _{\mathrm{min}}}^{\nu _{\mathrm{max}}}_{Q_{\mathrm{min}}^2}^{Q_{\mathrm{max}}^2}\sigma _{\mu N\mu \rho ^0N}(Q^2,\nu )dQ^2d\nu ,$$
(7)
where the kinematic range was defined before. The value of $`\sigma _{\mu N\mu \rho ^0N}^{\mathrm{tot}}`$ is 283 pb. For nuclear targets the corresponding values depend on $`A`$ and on the assumed model for nuclear absorption.

The expected muon beam intensity will be about $`10^8/\mathrm{s}`$ during spills of length of about 2 s, which will repeat every 14.4 s. With the proposed thin nuclear targets, each of 17.6 g/cm2, the luminosity will be $`=12.6\mathrm{pb}^1\mathrm{day}^1`$. The estimates of the numbers of accepted events were done for a period of data taking of 150 days (1 year), divided equally between two targets. An overall SPS and COMPASS efficiency of 25% was assumed. The numbers of accepted events for the carbon and lead targets, assuming the two models for the nuclear absorption mentioned earlier, are given in Table 2.

The distributions of accepted exclusive events as a function of $`x`$, $`Q^2`$ and $`\nu `$ are similar to those presented in .

In Fig. 2 we present the $`p_t^2`$ distributions for both targets. We observe clear coherent peaks at small $`p_t^2`$ ($`<0.05\mathrm{GeV}^2`$) and less steep distributions for the incoherent events at larger $`p_t^2`$. The arrows at the top histograms indicate the cut $`p_t^2>0.1\mathrm{GeV}^2`$, used to select the incoherent samples. For the middle and bottom histograms the arrows indicate the cut $`p_t^2<0.02\mathrm{GeV}^2`$, used to select the samples which are dominated by coherent events — the so called coherent samples. For the samples defined by the latter cut the fraction of the incoherent events is at the level of up to 10%, depending on the nucleus and on the model for nuclear absorption.

The effect of the kinematical smearing on $`p_t^2`$ may be seen by comparing the distributions for the generated events (middle row) to the ones for measured events (bottom row) where the acceptance and smearing were included. The smearing of $`p_t^2`$ increases with increasing $`p_t^2`$; it is about $`0.006\mathrm{GeV}^2`$ for the coherent samples ($`p_t^2<0.02\mathrm{GeV}^2`$) and about $`0.03\mathrm{GeV}^2`$ for the incoherent samples ($`p_t^2>0.1\mathrm{GeV}^2`$).

The analysis of the $`\rho ^0`$ decay distributions allows us to study spin-dependent properties of the production process , in particular the polarization of $`\rho ^0`$. The $`\rho ^0`$ decay angular distribution $`W(\mathrm{cos}\theta ,\varphi )`$ is studied in the $`s`$-channel helicity frame. The $`\rho ^0`$ direction in the virtual photon–nucleon centre-of-mass system is taken as the quantization axis. The angle $`\theta `$ is the polar angle and $`\varphi `$ the azimuthal angle of the $`\pi ^+`$ in the $`\rho ^0`$ rest frame. The $`\mathrm{cos}\theta `$ distributions for pions from $`\rho ^0`$ decays are shown in Fig. 3 for the lead target. The distributions for longitudinally (dashed lines) and transversely (dotted lines) polarized parent $`\rho ^0`$’s are markedly different. Their sum is also indicated.

As $`Q^2`$ increases, the approach to the CT limit is expected to be different for EVMP by longitudinally polarized virtual photons from that by transversely polarized photons. To increase the sensitivity of the search for CT, we study $`A`$-dependence of the cross sections for samples with different $`\rho ^0`$ polarizations, which will be selected by cuts on $`\mathrm{cos}\theta `$. Such cuts will allow us to select the samples with enhanced contributions of the events initiated by the virtual photons of a desired polarization. Studies of the samples with different polarizations of the virtual photons are necessary for the unambiguous demonstration of CT.

Another aspect which is important for CT studies, is the covered range of the coherence length $`l_c`$ (cf. Section 1). We showed in Ref.  the correlation of $`l_c`$ vs. $`Q^2`$ for a sample of accepted events. At small $`l_c`$ values the effects of initial and final state interactions in the nuclei mimic CT . It is important to disentangle effects due to CT from those caused by the modified absorption at small $`l_c`$ values.

For a limited statistics, we may use the combined data at $`l_c`$ values exceeding the sizes of the target nuclei. The radius of the carbon nucleus is $`<r_\mathrm{C}^2>^{1/2}=2.5\mathrm{fm}`$ and that of the lead nucleus is $`<r_{\mathrm{Pb}}^2>^{1/2}=5.5\mathrm{fm}`$. Therefore, one may use the selection $`l_c>l_c^{\mathrm{min}}2<r_{\mathrm{Pb}}^2>^{1/2}=11\mathrm{fm}`$. About a half of events survive such a cut on $`l_c`$. These events cover the range of $`Q^2<6\mathrm{GeV}^2`$, which is expected to be sufficient to observe CT.

The estimated values and statistical precision of $`R_\mathrm{T}`$, the ratio of the nuclear transparencies for lead and carbon, are presented for different $`Q^2`$ bins in Fig. 4 for $`p_t^2<0.02\mathrm{GeV}^2`$. The $`Q^2`$ bins are specified in Table 3. Figure 4 comprises predictions for two models, CT and NA, and for 6 different samples of accepted events for each model. For each sample a set of ”measurements” in different $`Q^2`$ bins is shown. Sets A and B were obtained using the standard selections for the MT and FT triggers, respectively. Four remaining sets were obtained for the FT trigger with additional selections: C with $`\mathrm{cos}\theta <0.4`$, D with $`\mathrm{cos}\theta >0.7`$, E with $`\mathrm{cos}\theta <0.4`$ and $`l_c>11\mathrm{fm}`$, and F with $`\mathrm{cos}\theta >0.7`$ and $`l_c>11\mathrm{fm}`$. Note that for sets E and F only three lower $`Q^2`$ bins appear. One expects large differences in $`R_\mathrm{T}`$ for the two considered models. For coherent samples $`R_\mathrm{T}5`$ for CT model and $`1`$ for NA model. At $`Q^25\mathrm{GeV}^2`$ the precision of the measurement of $`R_\mathrm{T}`$ for coherent events will be better than 17%, even for the restricted samples E and F, thus allowing excellent discrimination between the two models for the nuclear absorption.

## 5 Comparison with previous experiments

We compare COMPASS capabilities to demonstrate CT to those of previous experiments in which exclusive coherent $`\rho ^0`$ leptoproduction on nuclear targets was studied. For the comparison we must also select experiments which covered $`Q^2`$ range extending to large values, bigger than 2 GeV2. The only experiment which published such high $`Q^2`$ exclusive coherent data is the NMC experiment .

NMC has published data on coherent exclusive $`\rho ^0`$ production on $`{}_{}{}^{2}\mathrm{H}`$, C and Ca targets. The muon beam energy was 200 GeV and the data cover the ranges $`2<Q^2<25\mathrm{GeV}^2`$ and $`1<l_c<30`$ fm. Due to the moderate statistics of the data the $`Q^2`$-dependence of nuclear absorption was not obtained at sufficiently large or at fixed $`l_c`$, which is necessary to unambigously demonstrate CT.

The COMPASS data at medium and large $`Q^2`$ (FT trigger) will cover the kinematic range similar to that of the NMC data. The expected statistics for the carbon target will be about 2 orders of magnitude higher than that of the NMC data for the same target. This increase is in particular due to higher beam intensity and larger acceptance in the COMPASS experiment. In addition COMPASS will use also lead target and will extend measurements to small $`Q^2`$. Due to large statistics splitting of COMPASS data in several $`Q^2`$ and $`l_c`$ bins as well as the selection of events with longitudinal or transverese $`\rho ^0`$ polarization will be possible.

## 6 Conclusions

We have simulated and analysed exclusive $`\rho ^0`$ muoproduction at the COMPASS experiment using thin nuclear targets of carbon and lead. For muon beam energy of 190 GeV and a trigger for medium and large $`Q^2`$, the covered kinematic range is $`2<Q^2<20\mathrm{GeV}^2`$ and $`35<\nu <170\mathrm{GeV}`$.

Good resolutions in $`Q^2`$, $`l_c`$, $`t`$ ($`p_t^2`$) and $`\mathrm{cos}\theta `$ are feasible. An efficient selection of coherent events is possible by applying cuts on $`p_t^2`$. In order to obtain the samples of events initiated with a probability of about 80% by either $`\gamma _L^{}`$ or $`\gamma _T^{}`$, the cuts on the $`\rho ^0`$ decay angular distribution of $`\mathrm{cos}\theta `$ will be used. The search for CT could be facilitated by using the events with $`l_c`$ values exceeding the sizes of the target nuclei. The fraction of such events is substantial and the covered $`Q^2`$ range seems sufficient to observe CT.

We showed high sensitivity of the measured ratio $`R_\mathrm{T}`$ of nuclear transparencies for lead and carbon for different models of nuclear absorption. Good statistical accuracy of the measured $`R_\mathrm{T}`$ may be achieved already for one year of data taking. These measurements, taken at different $`Q^2`$ intervals, may allow to discriminate between different mechanisms of the interaction of the hadronic components of the virtual photon with the nucleus.

In conclusion, the planned comprehensive studies of exclusive vector meson production on different nuclear targets at the COMPASS experiment are able to unambiguously demonstrate CT.

## 7 Acknowledgements

The authors gratefully acknowledge useful discussions with L. Frankfurt. The work was supported in part by the Israel Science Foundation (ISF) founded by the Israel Academy of Sciences and Humanities, Jerusalem, Israel and by the Polish State Committee for Scientific Research (KBN SPUB Nr 621/E-78/SPUB-M/CERN/P-03/DZ 298/2000 and KBN grant Nr 2 P03B 113 19). One of us (A.S.) acknowledges support from the Raymond and Beverly Sackler Visiting Chair in Exact Sciences during his stay at Tel Aviv University.


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# 𝜌 and 𝜎 Mesons in Unitarized Thermal 𝜒PT

## Abstract

We present our recent results for the $`\rho `$ and $`\sigma `$ mesons considered as resonances in pion-pion scattering in a thermal bath. We use chiral perturbation theory to order $`p^4`$ for the low energy behaviour, then extend the analysis via the unitarization method of the Inverse Amplitude into the resonance region. The width of the rho broadens about twice the amount required by phase space considerations alone, its mass staying practically constant up to temperatures of order 150 MeV. The sigma meson behaves in accordance to chiral symmetry restoration expectations.

Triggered by the possibility of exploiting the dilepton spectrum as a signal of the Quark and Gluon Plasma in Relativistic Heavy Ion Collisions, there have been numerous studies of the thermal behaviour of the $`\rho `$ resonance in a hot hadron medium. Some of these theoretical approaches are summarized in figure (1). The wide spread of predictions signals a strong model dependence in the various calculations, although a general (not universal) trend points to a natural broadening of the width due to a larger available phase space. In this work we apply chiral perturbation theory GaLe1984 ($`\chi `$PT) complemented with the Inverse Amplitude Method JRPAD  (IAM) to obtain predictions guided only by the principles of chiral symmetry and unitarity. These combined methods provide outstanding fits to low energy pion scattering data JRPAD  thus fixing the low energy constants of the chiral lagrangian. We use this same constants in our thermal amplitudes and all finite temperature results fall as predictions.

The starting point is a calculation of the thermal pion scattering amplitude to one loop in chiral perturbation theory, which includes calculating pion loops and tadpoles (where temperature dependence is included through Matsubara sums in the imaginary time formalism) and polynomial counterterms with arbitrary coefficients (the low energy constants) which are fitted to known pion scattering phase shifts. Since the thermal bath induces a preferred reference frame, our results ourplb  can be best written in terms of the $`\pi _+\pi _{}\pi _0\pi _0`$ scattering amplitude $`A(𝐒,𝐓,𝐔,\beta )`$ which depends on the four vectors $`𝐒=p_{\pi _+}+p_\pi _{}`$… generalizing the Mandelstam variables and allowing us to generate the other possible pion scattering amplitudes by crossing symmetry.

At finite temperature and for $`s>4m_\pi ^2`$ and below other thresholds, the partial wave projections obtained from our amplitude satisfy the unitarity relation perturbatively, that is

$$\mathrm{Im}a_2(s)=0,\mathrm{Im}a_4(s;\beta )=\sigma _\beta (𝐒_0)|a_2(s)|^2,𝐒_0>2m_\pi ,$$
(1)
with a thermal phase space

$$\sigma _\beta (E)=\sqrt{1\frac{4m_\pi ^2}{E^2}}\left[1+\frac{2}{\mathrm{exp}(\beta |E|/2)1}\right].$$
(2)
The temperature is of order $`p`$, $`M_\pi `$ in the chiral counting, and thus for small temperatures and momenta all corrections scale at least as the fourth power of the small quantity $`M_\pi /(4\pi f_\pi )`$, providing very good accuracy in this regime. Alas, the chiral expansion is intrinsically a polynomial with chiral logarithms (from pion loops) providing the imaginary parts in (1) only perturbatively, but violating severely exact unitarity already around the $`\rho `$ resonance region. Still, from the behaviour of the phase shifts at low energy, we find a model independent thermal enhancement of the low energy interactions, conserving their attractive or repulsive nature. This effect is consistent with a thermal increase of the rho width and an almost constant massourplb . To extend this approach to momenta and temperatures beyond the reach of one loop $`\chi `$PT, several unitarization methods have been proposed. Here we employ the well tested IAM (see littlebook  for a thorough introduction). In terms of the $`\chi `$PT momentum expansion, one approximates $`a(s)`$ by

$$a^{\mathrm{IAM}}(s;\beta )=\frac{a_2^2(s)}{a_2(s)a_4(s;\beta )}$$
(3)
satisfying

$$\mathrm{Im}a^{\mathrm{IAM}}=\sigma _\beta (s)|a^{\mathrm{IAM}}(s;\beta )|^2.$$
(4)
One can think of a particular unitarization method giving an exact treatment of the imaginary part of the inverse amplitude but just an approximation to the real part; the IAM uses the $`O(p^4)`$ $`\chi `$PT amplitude for the approximation and can be considered as the  Padé approximant for the $`\chi `$PT series in inverse powers of $`(4\pi f_\pi )^2`$. Further, the rational formula (3) allows the treatment of one pole resonance in each $`IJ`$ channel which can be tracked down in the second Riemann sheet for complex $`s`$. If we think of the doubly subtracted dispersion relation satisfied by $`a(s)`$, the left cut corresponding to $`t`$-channel pion loops is only approximately considered, whereas the right $`s`$-channel cut is exactly taken into account. This induces a small crossing violation, but its impact on the resonance region is numerically controlled because of the large distance of this cut to the $`\rho `$ or $`\sigma `$ poles in the complex plane.

Figure (2) displays the IAM $`\rho `$ channel phase shift in pion scattering, at zero temperature (compared to experimental data) and the finite temperature prediction. The results are consistent with the evolution of the $`\sigma `$ and $`\rho `$ poles in the complex plane shown in fig.(3) (the analytical extension of the loop and tadpole integrals to the complex plane is described in ourprc ).

The behaviour of the $`\sigma `$ hints at chiral symmetry restoration: observe how its mass decreases as the temperature raises and how its width, initially increasing, dramatically drops when approaching the relatively stable two pion threshold. On the other hand, the width of the $`\rho `$ increases in all the considered temperature range. This calculation, performed ab initio in the chirally broken phase, does not have direct access to the phase transition, but serves to pin down models which do have this capability providing them with a general behaviour at low temperatures.

Since in our approach resonances are not explicitly included, but arise dynamically, we can predict the temperature evolution of their masses and couplings. If we specifically concentrate on $`\rho `$ meson properties, replotted for convenience in figure 4, we find that the thermal width grows faster than the naive expectation from the well known 4  space phase in eqn.(2), the effective $`g_{\rho \pi \pi }`$ acquires a temperature dependence which was ignored in most of previous works, but in agreement at low temperatures with an old calculationSong  and significantly the $`\rho `$ mass, which stays practically constant, in agreement with Ko  and specially 4  (both papers offering an explanation of the dilepton excess below $`M_\rho `$).

Acknowledgements Work supported by grants FPA2000-0956, PB98-0782 and BFM2000-1326. J. R. P. acknowledges also support from the CICYT-INFN collaboration grant 003P 640.15.


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# Anomalous low-field classical magnetoresistance in two dimensions

## Abstract

The magnetoresistance of classical two-dimensional electrons scattered by randomly distributed impurities is investigated by numerical simulation. At low magnetic fields we find for the first time a negative magnetoresistance proportional to $`|B|`$. This unexpected behavior is shown to be due to a memory effect specific for backscattering events, which was not considered previously.

PACS numbers: 05.60.+w, 73.40.-c, 73.50.Jt

——————————————————————

The problem of magnetoresistance in metals and semiconductors has a long history, and a large amount of work, both experimental and theoretical, was devoted to this subject. Theoretically, the simplest situation is that of two-dimensional degenerate non-interacting electrons moving in a plane perpendicular to the magnetic field and scattered by static impurity potential (the 2D electron gas at low temperatures is also the situation for which most of the experiments were done). In this case the relevant electron energy is equal to the Fermi energy, and the conventional Boltzmann-Drude approach yields zero magnetoresistance, i.e. the longitudinal resistivity, $`\rho _{xx}`$, does not depend on magnetic field. Thus the origin of the observed magnetoresistance should be looked for beyond the Boltzmann theory.

Most of the research in this domain was focused on the low-field magnetoresistance arising from quantum interference effects (weak localization) . Although the pioneering work of of Baskin et al  long ago demonstrated the importance of non-Boltzmann classical memory effects in magnetotransport (see also Refs. ), only in recent years it was fully recognized that there are not only quantum, but also purely classical reasons for magnetoresistance, , which may be either negative or positive depending on the type of impurity potential. Whatever is the case, the classical magnetoresistance appears as a consequence of memory effects which are beyond the Boltzmann approach.

For the case of strong short-range scatterers, with which we are concerned, there is a large negative magnetoresistance at $`\beta `$$`\stackrel{>}{}`$$`1`$,  where $`\beta =\omega _c\tau `$, $`\omega _c`$ is the electron cyclotron frequency, and $`\tau `$ is the momentum relaxation time. This is related to the existence of ”circling” electrons, which never collide with the short-range scattering centers, the fraction of such electrons being

$$P=\mathrm{exp}(2\pi R/\mathrm{})=\mathrm{exp}(2\pi /\beta ),$$
$`(1)`$
where $`R=v/\omega _c`$ is the cyclotron radius, $`v`$ is the electron (Fermi) velocity, and $`\mathrm{}=v\tau =(Nd)^1`$ is the electron mean free path. For the case of isotropic scattering, the corresponding magnetoresistance is given by the simple formula (valid with an accuracy better than 2%):

$$\rho _{xx}=\rho _0(1P),$$
$`(2)`$
where $`\rho _0`$ is the zero-field resistivity. This formula is in good agreement with numerical simulation  in the limit $`d/\mathrm{}=Nd^20`$, where $`d`$ is the effective diameter of the scattering centers and $`N`$ is their concentration. Eq. (2), which is valid in this limit, predicts an exponentially small magnetoresistance at low fields, when $`\beta <<1`$. However for finite values of the parameter $`d/\mathrm{}`$ a parabolic negative magnetoresistance was found at $`\beta <<1`$.

The purpose of this Letter is to report a numerical study of the low-field classical magnetoresistance of a 2D electron gas with short-range scattering centers. Unexpectedly, our numerical simulation reveals a new characteristic magnetic field defined by the relation $`\beta =d/\mathrm{}<<1`$. For $`\beta <<d/\mathrm{}`$ the (negative) magnetoresistance is linear in $`B`$, while outside this interval, for $`d/\mathrm{}<<\beta <<1`$ the dependence is parabolic. We explain the physics of this previously unknown phenomenon and we discuss its relevance to the experimental results for magnetotransport in random antidot arrays.

In our simulation a point particle (electron) with a given absolute value of its velocity, $`v`$, is scattered by disks of diameter $`d`$ randomly positioned on a plane inside a square box with periodic boundary conditions (the box size is a thousand disk diameters). Both the hard-disk (Lorentz) model, which exhibits anisotropic scattering, and a modified model with isotropic scattering are studied. To characterize the coverage, we introduce a dimensionless concentration of scatterers $`c=\pi Nd^2/4<<1`$.

The simulation procedure is identical with the one described in Ref.  : an initial electron position is chosen at random with an initial velocity along the $`x`$ direction, the successive velocity directions are determined after each collision and the conductivity tensor is determined by calculating the integral of the velocity-velocity correlation function over a time of $`t=50\tau `$. For each value of field and disk concentration we take an average over 102 independent disk configurations and, for each configuration, over 107 independent trials for the initial electron position (10 time more than in ref. ).

Our main result is presented in Fig. 1, which shows a characteristic anomaly in magnetoresistance, $`\mathrm{\Delta }\rho =\rho _{xx}(B)\rho _0`$, around zero magnetic field followed by the anticipated parabolic dependence on $`\beta `$ (hard disk model). The anomaly is more visible when $`\mathrm{\Delta }\rho `$ is plotted against $`\beta ^2`$, see inset. For still higher fields the curve follows Eq. 2, as described in Ref. . Similar results were obtained for isotropic scattering and other values of $`c`$.

To understand this result we need to discuss in some detail the nature of the classical non-Boltzmann corrections to the Drude resistivity. The Boltzmann approach is equivalent to a random redistribution of all scatterers after each collision. In reality there are memory effects of two types: (i) the particle may re-collide with the same impurity and (ii) the particle’s trajectory may repeatedly pass through a space region which is free of impurities (the effect of circling electrons is of this type).

Consider first the case $`B=0`$. The classical corrections to the Boltzmann equation due to re-collisions with the same scatterer (i) were studied long ago.  These processes are responsible for the $`1/t^2`$ tail in the velocity correlation function  and for the increase of the resistivity compared to its Drude value. The relative correction for small $`c`$ is proportional to $`c\mathrm{ln}(1/c)`$ (or equivalently, to $`(d/\mathrm{})\mathrm{ln}(\mathrm{}/d)`$), the logarithmic term being due to the simplest re-collision process $`121`$, while longer return loops give a smaller correction on the order of $`c`$.

As to the type (ii) processes, their role for $`B=0`$ was not, to our knowledge, well understood so far. Consider a particle which, after going a distance $`x>>d`$ without collisions, experiences backscattering at an angle $`\varphi =\pi `$ and then returns to the initial point (Fig. 2$`a`$).  The probability of this round trip of length $`2x`$ is proportional to $`\mathrm{exp}(x/\mathrm{})`$, not to $`\mathrm{exp}(2x/\mathrm{})`$, as would suggest the conventional approach, since the existence of a free corridor of width $`d`$ allowing the first part of the journey guarantees a collision-less return. This is not the case for scattering angles outside the interval on the order of $`d/x`$ around the value $`\varphi =\pi `$, when the probabilities for a free path $`x`$ before and after collision become independent and equal to $`\mathrm{exp}(x/\mathrm{})`$ each (Fig. 2$`b`$).

Since typically $`x\mathrm{}`$, the probability of backscattering in the interval $`\mathrm{\Delta }\varphi d/\mathrm{}`$ around $`\varphi =\pi `$ is enhanced (the reversed velocity is conserved for a longer time), and this should lead to an additional increase of resistivity on the order of $`d/\mathrm{}c`$, i.e. same order of magnitude as the contribution of return loops involving two or more intermediate scattering. One can say that the existence of a free corridor effectively enhances backscattering in the interval $`\mathrm{\Delta }\varphi `$, roughly by a factor of 2, thus increasing the transport cross-section by an amount $`d\mathrm{\Delta }\varphi `$.

We attribute the low field anomaly in Fig. 1 to the influence of magnetic field on this effect. In the presence of even a small magnetic field the electron trajectories before and after collisions can not any more follow the same path (Fig. 2$`c`$). At high enough fields this kills the memory effect and, as a consequence, reduces the resistivity (Fig. 2$`d`$). Thus a negative magnetoresistance appears with a characteristic magnetic field defined by the relation $`\beta =d/\mathrm{}<<1`$.

We do not have a regular method for calculating analytically the magnetoresistance at low fields. However some qualitative conclusions may be drawn from simple geometric considerations presented in Fig. 2.

Consider again backscattering by an angle exactly equal to $`\pi `$ but in the presence of magnetic field (Fig. 2$`c`$). In order to have collision-less paths of length $`x`$ before and after scattering, the centers of all disks should be outside the corridor of width $`d`$ surrounding these paths. The probability of this is proportional to $`P=\mathrm{exp}(NS)`$, where $`N`$ is the disk concentration and $`S`$ is the joint area of the two corridors. The overlapping region should not be counted twice.

While at $`B=0`$ there is full overlap (Fig. 2$`a`$), $`S=xd`$ and $`P=\mathrm{exp}(x/\mathrm{})`$, in the presence of magnetic field the overlap diminishes and the relevant area increases. In the low-field limit, this increase can be easily calculated to be $`\mathrm{\Delta }S=x^3/(3R)B`$, so that $`P`$ decreases linearly with $`B`$. This means that the (negative) magnetoresistance is linear in $`B`$ for $`R>>\mathrm{}^2/d`$, or $`\beta <<d/\mathrm{}`$. For higher fields, such that $`\beta >>d/\mathrm{}`$ the two corridors practically cease to overlap (Fig. 2$`d`$) and one has $`S=2xd`$, $`P=\mathrm{exp}(2x/\mathrm{})`$. Similar considerations apply to backscattering in the interval $`\mathrm{\Delta }\varphi d/\mathrm{}`$.

A similar contribution comes from the influence of magnetic field on the probability of the simplest re-collision process $`121`$, which necessarily involves backscattering in the same angular interval $`\mathrm{\Delta }\varphi `$. At $`B=0`$ the memory effect increases the relative contribution of this process to the resistivity by an amount on the order of $`c`$, and again the curving of the trajectories in magnetic field will increase the total area $`S`$ and thus reduce the probability of this process. In the low-field limit one finds again that the area increase, $`\mathrm{\Delta }S`$, is linear in $`B`$. These qualitative considerations lead us to the following conclusions concerning low-field classical magnetoresistance in two dimensions in the presence of appreciable backscattering.

1) A new characteristic magnetic field exists, at which the classical parameter $`\beta =\omega _c\tau `$ is small: $`\beta _c=d/\mathrm{}c<<1`$.

2) The total drop of resistivity in the region $`\beta `$$`\stackrel{<}{}`$$`\beta _c`$ is on the order of $`d/\mathrm{}c`$.

3) At $`\beta <<\beta _c`$ the resistivity $`\rho _{xx}`$ is linear in magnetic field exhibiting the $`|B|`$ cusp observed in our simulation.

4) For $`\beta _c<<\beta <<1`$ only quadratic in $`B`$ corrections remain, which are on the order of $`c\beta ^2`$. (It can be shown that these corrections come from the influence of the magnetic field on the contribution of return loops).

This means that at low fields, $`\beta <<1`$, the magnetoresistance, $`\mathrm{\Delta }\rho `$, is described by the formula:

$$\mathrm{\Delta }\rho /\rho _0=c(f(\beta /c)+A\beta ^2),$$
$`(3)`$
where $`A`$ is a numerical constant and $`f(\xi )`$ is a function which behaves as $`|\xi |`$ for small values of its argument and saturates at some value on the order of 1 for $`|\xi |>>1`$. A complete theory should give the explicit form of the function $`f(\xi )`$ and the numerical value of the constant $`A`$. For the hard disk model, we find $`f(\xi )0.04|\xi |`$ for $`\xi `$$`\stackrel{<}{}`$$`2`$, and $`A0.3`$.

Note, that Eq. 3 implies that at low field the slope of $`\mathrm{\Delta }\rho /\rho _0`$ as a function of $`\beta `$ is independent of $`c`$ and that the derivative $`(d/d\beta )(\mathrm{\Delta }\rho /\rho _0)`$ has a jump at $`B=0`$ which is a numerical constant depending only on the relative efficiency of backscattering ($`0.08`$ for hard disks).

Since the conclusions above are not derived rigorously, we test them by plotting the relative magnetoresistance in units of $`c`$ as a function of the dimensionless magnetic field $`\beta /c`$ for several values of $`c`$. As follows from Eq. 3, in these units the magnetoresistance curves should coincide at low fields (where the function $`f(\xi )`$ is linear), but diverge for $`\beta `$$`\stackrel{>}{}`$$`c`$. This prediction is in excellent agreement with the simulation results, as presented in Fig. 3, which convinces us that our understanding is basically correct.

Finally, we compare our simulation with the experimental results for magnetoresistance of 2D electrons in a disordered array of antidots.  In these experiments the antidot diameter, $`d`$, is much greater than the Fermi wavelength, so that the classical approach is justified. Our numerical simulation exactly corresponds to the experimental situation at low temperatures.

Negative linear magnetoresistance at low fields, first observed in Ref. , quantitatively agrees with our results as seen in Fig. 4. The necessary data being given in Ref. , this comparison is done without any fitting parameters. (The main uncertainty is in the effective antidot diameter which is given in Ref.  as $`d=0.20.3\mu m`$. We take $`d=0.25\mu m`$. In order to re-plot the experimental curve we calculate $`c0.1`$ and $`\beta =12.5B`$(T)). It should be noted that while there is an excellent agreement for $`\beta `$$`\stackrel{<}{}`$$`1`$, strong deviations are found at $`\beta >1`$. The discrepancy may be due to the fact that the antidot array used in these experiments was, in fact, a strongly distorted regular lattice with a substantial long-range order.

In Ref.  the observed anomaly is attributed to the quantum (weak localization) effect. Direct comparison of our results with the experiment is difficult because of the way in which the data is presented, however we find, at least, a qualitative agreement both in the magnitude of the low-field anomaly and in the value of the characteristic magnetic field at T=1.2 K. This may be an indication that the experimental results are (at least partly) a manifestation of the classical phenomenon presented above. A strong temperature dependence of the low-field anomaly was observed in Ref. , which seems to support its interpretation as a result of weak localization. However, the observed shrinking of the low-field anomaly, as well as of the value $`\rho _0`$, with increasing temperature could be also due to the reduction of the memory effect by electron-electron and phonon scattering. The temperature dependence of the anomalous magnetoresistance needs further studies.

The artificial random antidot array is an interesting object, and a systematic experimental study of magnetoresistance in this system is highly desirable to separate the classical and quantum effects in magnetotransport.

A regular analytical calculation of the classical magnetoresistance at low fields remains a challenging task. It would also be important to understand the transition from classical to quantum behavior as the ratio of the Fermi wavelength to the scattering diameter increases.

Interestingly, a mechanism similar to the one considered here is responsible for the ”opposition effect”  \- the increase of the brightness of the Moon and other planets in a small angular interval around the position when the Sun, the planet, and the observer lie on the same straight line.

In summary, by numerical simulation we have found an anomalous low-field classical magnetoresistance of 2D electrons in the presence of strong short-range scattering. A new characteristic magnetic field is found, at which the classical parameter $`\beta =\omega _c\tau `$ is small: $`\beta _c=d/\mathrm{}<<1`$. For $`\beta <<\beta _c`$ the negative magnetoresistance is proportional to $`|B|`$, and the slope of $`\mathrm{\Delta }\rho /\rho _0`$ versus $`\beta `$ is independent of the impurity concentration. We have shown that this phenomenon is due to a specific memory effect associated with backscattering.

We appreciate useful discussions with D. Polyakov and Z.D. Kvon. We thank B. van Tiggelen for drawing our attention to the opposition effect and to Ref.


text:
# 1 Introduction

## 1 Introduction

Maldacena’s duality  was the first example of a string theory being exactly equivalent to a gauge theory. Both sides are governed by two parameters: one controlling the genus expansion ($`1/N`$ in the gauge theory and $`g_s`$ in the string theory) and one governing perturbation theory for the evaluation of the amplitude at a given genus ($`\lambda =g_{YM}^2N`$, the ’t Hooft coupling, and $`R^4/l_s^4`$, the curvature radius in string units respectively). While the genus expansion goes parallel on both sides, $`g_s1/N`$, in terms of the $`\lambda `$ expansion the gauge/gravity correspondence is a strong-weak duality: $`\lambda R^4/l_s^4`$, for small $`\lambda `$ the gauge theory is perturbative, for large $`\lambda `$ string theory reduces to gravity. Latter fact suggests that the bulk string theory should simplify dramatically not just in the large $`\lambda `$ but also in the $`\lambda 0`$ limit. After all, it is equivalent to a free field theory.

In this note we give evidence that this is indeed the case. Going to light cone gauge, we quantize the bosonic string, or equivalently the bosonic part of the superstring, on AdS space in the limit where the curvature radius in string units vanishes. We obtain the exact spectrum of the theory. We show that the result agrees with what one obtains for a gauge theory in light-front quantization: the spectrum of the string reproduces the spectrum of free partons. The momentum in the extra dimension encodes the fraction of lightcone momentum carried by the individual partons.

To get a YM theory as the dual theory we have to include the fermions on the string side. The free, purely bosonic theory is claimed to be dual to a matrix valued free scalar field with $`U(N)`$ gauge invariance. It should also be possible to find an example where the bosonic string has a stable highly curved AdS background beyond zero coupling, which then should map to an interacting scalar field theory, e.g. in 3 dimensions. Such a string sized AdS seems to be a reasonable outcome of the closed string tachyon condensation, since it at least satisfies the naive intuition that the potential energy decreases along the condensation process. Since we are working in light cone gauge, the conformal anomalies are quite subtle to detect and we hope to be able to come back to this issue in the future. As far as the superstring goes, Tseytlin showed  that for the full IIB string in $`AdS_5\times S^5`$ the light cone worldsheet action in the $`\lambda 0`$ limit simplifies dramatically as well. However the analysis won’t be quite as simple as the one we are going to present for the bosonic case.

Let us briefly comment on related work: Bardakci and Thorn have worked out a string representation for free scalars in . It is not clear yet how they work is related to our approach which is rooted in the AdS/CFT correspondence: their string does not seem to know about the extra dimension. It would be nice to make the connection more precise, since their approach was already extended to include fermions and perturbation theory by construction agrees with field theory . The idea that the tension of the string appears as a perturbation in strongly curved spacetimes already appeared in .

The paper is organized as follows: in the next section we will quantize the bosonic string (or the bosonic sector of the superstring) in light cone gauge on zero radius AdS and show how the theory can be treated perturbatively in a double expansion in $`g_s`$ and $`\lambda `$. In section 3 we give a very brief review of field theories in the light front and show that in the free limit, the field theory and the string theory give an identical spectrum. In section 4 we conclude.

## 2 The spectrum

### 2.1 Light Cone Gauge Hamiltonian

Consider the bosonic part of a string moving in a warped background geometry. The fermionic pieces of the superstring are not expected to alter the story significantly. Since we are working in light cone gauge, they don’t pose any conceptual problems: at least for type II strings we can treat them and their coupling to RR background fields in the GS formalism. Something similar should work for the non-critical type 0 examples as well. The $`D+1`$ dimensional background metric is taken to be of the general form

$$ds^2=G_{\mu \nu }dZ^\mu dZ^\nu =e^{2A(Y)}(2dX^+dX^{}+dX^idX^j\delta _{ij}+dY^2)$$
(1)
where $`\mu `$, $`\nu `$ run from 0 to $`D`$ and $`i`$, $`j`$ run over the transverse $`X`$s, that is from 2 to $`D1`$. We will also often use $`M`$, $`N`$ running from $`2`$ to $`D`$ to label the transverse $`X`$s and $`Y`$. We will be mostly interested in AdS backgrounds with $`e^{2A(Y)}=\frac{R^2}{Y^2}`$, which describe conformal examples and should also be relevant for the asymptotic free regime of QCD. In the bosonic part of the string action

$$S=\frac{1}{4\pi \alpha ^{}}_M𝑑\tau 𝑑\sigma (\gamma )^{1/2}\gamma ^{ab}_aZ_\mu _bZ_\nu G^{\mu \nu }$$
(2)
one can choose the light cone gauge

$`X^+`$ $`=`$ $`\tau `$ (3)
$`\gamma _{01}`$ $`=`$ $`0`$ (4)
to obtain a light cone Hamiltonian

$$H=\frac{1}{2}_0^{2\pi P_{}}𝑑\sigma \left\{P_XP_X+P_YP_Y+\frac{e^{4A}}{\alpha ^2}(X^{}X^{}+Y^{}Y^{})\right\}.$$
(5)
We will mostly focus on the case of AdS where the Hamiltonian becomes

$$H=\frac{1}{2}_0^{2\pi P_{}}𝑑\sigma \left\{P_XP_X+P_YP_Y+\frac{\lambda }{Y^4}(X^{}X^{}+Y^{}Y^{})\right\}.$$
(6)
where $`\lambda =R^4/l_s^4`$ measures the curvature radius in string units and is what becomes the ’t Hooft coupling of the dual gauge theory living on the boundary of AdS as in the correspondence of .

### 2.2 The zero curvature radius limit

First let us discuss the $`\lambda 0`$ limit in which the string theory should reproduce free field theory in the light cone frame. The Hamiltonian simply becomes

$$H=\frac{1}{2}_0^{2\pi P_{}}𝑑\sigma \left\{P_XP_X+P_YP_Y\right\}.$$
(7)
This is just the Hamiltonian of an infinite number of free particles. Since all $`\sigma `$ derivatives dropped out of the Hamiltonian, each spatial mode propagates on its own, independent of the others, basically ripping apart the string. As we will soon see, this is the stringy manifestation of the partons in the gauge theory! Note that the same Hamiltonian would govern formally the $`\alpha ^{}\mathrm{}`$ limit in flat space string theory. However, $`\alpha ^{}`$ has dimension of length, so taking it to infinity just means we are zooming in on the high energy states of the theory. On the contrary, in AdS we have a dimensionless coupling constant $`\lambda `$. In the strict $`\lambda 0`$ the full string theory is captured by the free parton Hamiltonian. Duality to weakly coupled field theory ensures that this limit is well behaved.

There is one difference between (7) and $`D1`$ towers of free particles: in the original metric the range of $`Y`$ was between $`\mathrm{}`$ and $`0`$, where $`Y=0`$ is the boundary of AdS. Even though the divergent $`1/Y^4`$ factor drops out in the $`\lambda 0`$ limit, we should still impose the finite range of $`Y`$. This is easiest done by imposing an orbifold projection on Y

$$YY$$
(8)
which just identifies negative values of Y to be positive values of $`Y`$. In the end we are only going to keep states that are invariant under the orbifold projection, that is the untwisted sector. We know that in general modular invariance forces us to introduce in addition a twisted sector living at the orbifold fixed plane, that is at $`Y=0`$. So the twisted sector fields would look like singletons, living only at the boundary of AdS. In the usual AdS spirit one would suspect that they correspond to the “decoupled center of mass motion”, that is the dynamics of the $`U(1)`$ part of $`U(N)`$. However it is not clear that our limiting procedure is valid at $`Y=0`$. We will leave a detailed analysis of the twisted sector for future work.

#### 2.2.1 Open String:

For the open string a general solution to the equations of motion satisfying Neumann boundary conditions can be written as

$$Z^M(\sigma ,\tau )=(z_0^M+\frac{p_0^M}{2\pi P_{}}\tau )+\underset{n>0}{}(2z_n^M+\frac{p_n^M}{\pi P_{}}\tau )\mathrm{cos}(\frac{n\sigma }{2P_{}}).$$
(9)
The canonical momentum is

$$P_M(\sigma ,\tau )=\dot{Z}^M=\frac{p_0^M}{2\pi P_{}}+\underset{n>0}{}\frac{p_n^M}{\pi P_{}}\mathrm{cos}(\frac{n\sigma }{2P_{}}).$$
(10)
Imposing canonical commutation relations on $`Z^M(\sigma ,\tau )`$ and $`P_M(\sigma ^{},\tau )`$ shows that all the $`z_n^M`$, $`p_n^M`$ are canonical coordinates and momenta themselves

$$[z_n^M,p_m^N]=i\delta _{nm}\delta ^{MN}.$$
(11)
Plugging back into the Hamiltonian (7), we indeed recover just a collection of free particles

$$2\pi H=\frac{1}{P_{}}(p_0^M)^2+\frac{1}{2P_{}}\underset{n>0,M}{}(p_n^M)^2.$$
(12)
So the states are just given by a tensor product of free particle momentum eigenstates, that is they are of the form

$$|\{(p^y)_0,(p^{})_0\};\mathrm{};\{(p^y)_n,(p^{})_n\};\mathrm{}$$
(13)
where $`(p^y)_n`$ and $`(p^{})_n`$ are the $`y`$ and transverse momentum of the particles respectively. Under the orbifold action all

$$(p^y)_n(p^y)_n,$$
(14)
so to impose the orbifold constraint we should only allow invariant states of the form

$$|\mathrm{};\{(p^y)_n,(p^{})_n\};\mathrm{}+|\mathrm{};\{(p^y)_n,(p^{})_n\};\mathrm{}$$
(15)
where we should now restrict to

$$p_n^y0$$
(16)
in order to avoid redundancy.

#### 2.2.2 Closed String:

For the closed string a general periodic solution to the equations of motion can be written as

$$Z^M=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\left[(z_n^M+\frac{p_n^M}{2\pi P_{}}\tau )e^{\frac{in\sigma }{P_{}}}\right]$$
(17)
where reality demands $`p_n^{}=p_n`$ and again we obtain a collection of free particles

$$2\pi H=\frac{1}{P_{}}\underset{n,M}{}p_n^Mp_n^M=\frac{1}{P_{}}(p_0^M)^2+\frac{2}{P_{}}\underset{n>0,M}{}|p_n^M|^2.$$
(18)
For the closed string we have to impose in addition the zero momentum constraint in order to insure gauge invariance under $`\sigma `$ translations

$$0=P=_0^{2\pi P_{}}𝑑\sigma \underset{M}{}P_M(Z^M)^{}=\underset{n,M}{}\frac{in}{P_{}}\left(x_n^Mp_n^M\right)$$
(19)
The orbifold action, as in the open case, just restricts all the $`p_y`$ to be non-negative.

### 2.3 Interactions

So far we have only quantized the theory in the $`g_s=0`$, $`\lambda =0`$ limit. But it is obvious that perturbation theory in those two parameters is conceptually straight forward. The $`\lambda `$ perturbation theory just amounts to good old fashioned quantum mechanical perturbation theory with the interaction Hamiltonian

$$H_1=\lambda _0^{2\pi P_{}}𝑑\sigma \frac{1}{Y^4}\left((X^{})^2+(Y^{})^2\right).$$
(20)
In order to reproduce the $`g_s`$ expansion we have to allow splitting and joining of strings. Given the simplicity of our Hamiltonian the corresponding string field theory vertex should be not too hard to construct. Note that the $`\lambda `$ perturbation theory becomes singular whenever $`Y`$ tends to zero. Some regularization procedure is necessary. One way would be to cut out regions from the worldsheet where $`Y<ϵ`$. Regularization is to be expected once we are describing the string theory dual to an interacting theory like YM: infinities arise and lead to dimensional transmutation of the coupling constant. In the case of $`𝒩=4`$ SYM all singularities in the $`ϵ0`$ limit have to cancel between the bosons and fermions. We want to emphasize again that the dual field theory makes it clear, that the $`\lambda 0`$ limit is smooth.

## 3 The dual field theory interpretation

### 3.1 Light Cone Quantization in Field Theory

The holographic dual is a free $`D`$-dimensional field theory of $`N\times N`$ matrices with $`U(N)`$ gauge invariance, that is we restrict physical observables to be $`U(N)`$ invariant. For the open string case there are in addition $`M`$ fundamental matter multiplets, where $`M`$ denotes the dimension of the Chan-Paton space (the number of spacetime filling D-branes). For the superstring case, this has to be augmented by free adjoint gauge fields, fermions and additional scalars, say to get $`𝒩=4`$ SYM, but the bosonic sector we quantized above is already supposed to be dual to a the free scalar matrix valued field with gauge invariance.

Quantizing the string theory in the light-cone gauge forces us onto the light cone on the field theory side as well. So we briefly need to review the structure of YM theory in light cone quantization , see  for a recent review. As is known to most string theorists from the study of (M)atrix theory , light cone quantization leads to a non-relativistic structure with $`P_{}`$ playing the role of mass in the Hamiltonian. In particular the vacuum is trivial. It’s whole complication gets hidden in the dynamics of the zero modes.

Let’s look at the quantization of a massless scalar field in the free limit. The light cone time translation generator becomes

$$P_+=\frac{1}{2}𝑑x_+𝑑x_{}^{D2}\left(\mathrm{\Phi }_i(i_{})^2\mathrm{\Phi }^i\right).$$
(21)
where $`i`$ is an adjoint $`U(N)`$ color index. One obtains a collection of free particles. One uses as a basis of states the free Fock space forming the eigenstates of the free Hamiltonian

$$|n:k_a^{i,+},k_a^{i,}$$
(22)
where $`n`$ denotes the number of particles in the Fock space and the $`k_a`$ are the momenta of the $`a`$-th particle. Usually one is only interested in gauge invariant states, but we kept the color label in order to distinguish partons with different contractions. At large $`N`$ the single trace states get singled out. It is a key property that all $`k_a^+`$ are positive

$$k_a^+0$$
(23)
since this implies the triviality of the vacuum, modulo the complications with the zero mode. The total $`P_+`$ in a Fock space state is given by a sum over all the partons, each of which is on shell

$$P_+=\underset{a}{}\frac{(k_a^{})^2}{k_a^+}.$$
(24)
We will treat the zero mode in a somewhat unusual fashion that resembles the treatment of soft quanta in standard perturbation theory. The standard light-front method would be to discretize the momenta and then to solve for the zero mode. In this case the ground state of the Fock space is the unique vacuum of the theory. The particles forming the Fock space are usually referred to as partons and it is precisely in this language that one can see the partonic behavior of QCD at high energies: any hadron can be written as a wavefunction in the Fock-space basis, and at high energies the parton constituents become the scattering centers. The light cone Hamiltonian can be numerically diagonalized in the interacting theory by truncating the Fock space. The resulting spectrum gives the masses of the bound states. This program has been carried out with some success in QCD .

Instead, in order to incorporate all zero momentum quanta, we want to focus on the special subset of parton states of the form

$$\mathrm{tr}|N:(k_a^+,k_a^{})$$
(25)
The claim is that these span the complete physical meaningful Hilbert space of single trace states. If $`Nk`$ of the momenta go to zero (the partons are on-shell, but since we are dealing with massless excitations the momenta can vanish), the state looks like a $`k`$ parton state together with several “soft photons” (wee partons). Replacing the $`k`$ parton state with the full $`N`$ parton state is the analog of always calculating inclusive cross-section with an arbitrary number of soft photons in order to get well defined cross-sections. States with more than $`N`$ partons can be rewritten as a multi-trace state due to $`U(N)`$ identities.

### 3.2 Map between String Theory and Field Theory

It follows that the spectrum we found on the string theory side precisely reproduces the $`U(N)`$ invariant single-trace spectrum of the free, massless scalar field theory, if we encode the momentum in the “5th dimension” (the $`Y`$ direction) of the $`n`$-th particle in the string Fock space in the $`k^+`$ of the $`n`$-th particle in the light-cone Fock space, as we will do in detail below. The closed string maps to $`N`$ gluon states,

$$\mathrm{tr}|ggggg\mathrm{}ggggg>.$$
(26)
Including fundamental matter, color singlets involving two fundamentals and $`N`$ adjoints,

$$|qgggg\mathrm{}gg\overline{q}>,$$
(27)
map to the open string spectrum. Multitrace states are, as usual, interpreted as multi-string states. Note that this implies that in the string theory at finite coupling the number of independent free particles has to truncate at $`N=\frac{1}{g_s}`$, that is it is a non-perturbative effect. This is the usual stringy exclusion principle .

Actually, at large $`N`$ one would expect the partons to be ordered along $`\sigma `$, whereas the free string modes we found are momentum modes in $`\sigma `$. For the transverse momenta the right identification seems to be to identify the momenta on the string side as waves on the single trace $`N`$ parton states, similar to the proposal of . That is

$$|0,0,\mathrm{},0,(p^{})_n,0,\mathrm{},0=\frac{1}{\sqrt{N}}\underset{a=1}{\overset{N}{}}e^{\frac{2\pi ian}{N}}\mathrm{tr}|0,0\mathrm{},0,k_a^{},0,\mathrm{},0.$$
(28)
This actually vanishes by cyclicity of the trace, the string state does not satisfy the zero momentum constraint (19). But in the same spirit we can identify

$$|0,0,\mathrm{},0,p_n^{},0,\mathrm{},0,p_m^{},0,\mathrm{},0=\frac{1}{\sqrt{N}}\underset{a,b=1}{\overset{N}{}}e^{\frac{2\pi i(an+bm)}{N}}\mathrm{tr}|0,0\mathrm{},0,k_a^{},0,\mathrm{},0,k_b^{},0,\mathrm{},0.$$
(29)
Cyclicity of the trace means that the right hand side is invariant under translations in $`\sigma =a/N`$. This translation invariance was the origin of (19) and hence we precisely reproduce the closed string spectrum, as long as $`p_y`$ is given by such a discrete Fourier transform as well, as we will find it to be the case below. The partons of the field theory become string bits  or a gluon chain . The open spectrum works in an analogous fashion.

The map between the momentum in the 5th dimension and the $`k^+`$ carried by the individual partons is more subtle. Note that by group theory we only know that the total momenta $`P_+`$, $`P_{}`$ and $`P_{}`$ have to map into each other. The counting of parameters works nicely: string theory has for each mode $`p_n^{}`$ and $`p_n^y`$, $`P_{}`$ has no modes by gauge choice and the $`p_n^{}`$ are solved for by the constraints. In field theory we have $`k_a^{}`$ and $`k_a^+`$, while $`k_a^{}`$ gets solved for as $`(k_a^{})^2/k_a^+`$. The total transverse momentum

$$P_{}=p_{}^0=\underset{a}{}k_{}^a$$
(30)
matches trivially. $`P_{}`$ is just a parameter on the string side, it matches on the field theory side to

$$P^+=\underset{a}{}k_a^+.$$
(31)
The map between $`p_n^y`$ and $`k_a^+`$ has to yield the matching of $`P_+`$. In detail, writing $`X^{}(\sigma ,\tau )`$ in the same form as the transverse coordinates, solving the constraints yields for the modes

$$(p^{})_n=\frac{1}{2\pi P_{}}\underset{m,M}{}p_m^Mp_{nm}^M.$$
(32)
These should be related to the $`(k^{})_a=\frac{(k_a^{})^2}{k_a^+}`$ by the Fourier transform

$$p_n^{}=\frac{1}{\sqrt{N}}\underset{a}{}e^{\frac{2\pi ian}{N}}k_a^{}=\frac{1}{\sqrt{N}}\underset{a}{}e^{\frac{2\pi ian}{N}}\frac{(k_a^{})^2}{k_a^+}.$$
(33)
Requiring those two expressions for $`p_n^{}`$ to agree yields the following map for $`p_n^y`$:

$$p_n^y=\frac{1}{\sqrt{N}}\underset{a}{}e^{\frac{2\pi ian}{N}}\alpha _a$$
(34)
where

$$\alpha _a=|k_a^{}|\left(\frac{1}{x_a}1\right)^{\frac{1}{2}}$$
(35)
and $`x_a`$ denotes the $`P^+`$ momentum fraction carried by the $`a`$-th parton,

$$x_a=\frac{k_a^+}{P^+}.$$
(36)
$`x`$ takes values between 0 and 1, so the $`\alpha _a`$ take values between $`+\mathrm{}`$ and $`0`$ just as we expect from the dual to $`p_y`$. A consistent picture emerges.

## 4 Conclusions

We quantized the bosonic string on AdS backgrounds in light-cone gauge in the zero curvature radius limit and obtained the exact spectrum. The string falls apart into free partons, which map precisely to what one would expect from a free field theory with $`U(N)`$ gauge invariance in the light front formalism. In order to promote the field theory to an interacting theory, one possibility is to add in the fermions and study the full AdS<sub>5</sub> $`\times `$ $`S^5`$ background of IIB around the zero radius limit in the GS formalism in the same spirit. The bosonic excitations will again show the partonic behavior of the dual theory. Another possibility that has to be explored is that maybe substringy AdS spaces are good backgrounds for the bosonic string in lower dimensions.

Acknowledgment I would like to thank Joe Polchinski for drawing my attention to the light cone quantization approach and for criticizing several misconceptions in an earlier draft. Many thanks also to Josh Erlich, Ami Katz, Pavel Kovtun, Gerry Miller, Steve Sharpe, Larry Yaffe and in particular Steve Ellis for helpful discussions. This work was partially supported by the DOE under contract DE-FGO3-96-ER40956.


text:
# A Remarkable Property of the Dynamic Optimization Extremals11footnote 1Presented at the contributed session Optimal Control and Calculus of Variations of the 4th International Optimization Conference in Portugal, Optimization 2001, Aveiro, July 23–25, 2001. Accepted for publication in the journal Investigação Operacional, Vol. 22, Nr. 2, 2002, pp. 253–263.

## 1 Introduction

A dynamic optimization continuous problem poses the question of what is the optimal magnitude of the choice variables, at each point of time, in a given interval. To tackle such problems, three major approaches are available: dynamic programming; the calculus of variations; and the powerful and insightful optimal control. The calculus of variations is a classical subject, born in 1696 with the brachistochrone problem, whose field of applicability is broadened with optimal control theory. Dynamic programming is based on the solution of a partial differential equation, known as the Hamilton-Jacobi-Bellman equation, in order to compute a value function. Dynamic programming is well designed to deal with optimization problems in discrete time. All these techniques are well known in the literature of operations research (see e.g. ), systems theory (see e.g. ), economics (see e.g.  and \[22, Capítulo 14\]) and management sciences (see e.g )). Here, we are concerned with the methods and procedures of optimal control. This approach allows the effective study of many optimization problems arising in such fields as engineering, astronautics, mathematics, physics, economics, business management and operations research, due to its ability to deal with restrictions on the variables and nonsmooth functions (see e.g. ).

At the core of optimal control theory is the Pontryagin maximum principle – the celebrated first order necessary optimality condition – whose solutions are called (Pontryagin) extremals and which are obtained through a function $`H`$ called Hamiltonian, akin to the Lagrangian function used in ordinary calculus optimization problems (see e.g. )). For autonomous problems of optimal control, i.e. when the Hamiltonian $`H`$ does not depend explicitly on time $`t`$, a basic property of the Pontryagin extremals is the remarkable feature that the corresponding Hamiltonian is constant along the extremals (see e.g. ). In classical mechanics this property corresponds to energy conservation (see e.g. ), while in the calculus of variations it corresponds to the second Erdmann necessary optimality condition (see e.g. ). For problems of optimal control that depend upon time $`t`$ explicitly (non-autonomous problems), the property amounts to the fact that the total derivative with respect to time of the corresponding Hamiltonian equals the partial derivative of the Hamiltonian with respect to time:

$`{\displaystyle \frac{\mathrm{d}H}{\mathrm{d}t}}(t,x(t),u(t),\psi _0,\psi (t))={\displaystyle \frac{H}{t}}(t,x(t),u(t),\psi _0,\psi (t))`$ (1)
for almost all $`t`$ (see e.g. ). This corresponds to the DuBois-Reymond necessary condition of the calculus of variations (see e.g. ). Recent applications, in many different contexts of the calculus of variations and optimal control, show the fundamental nature of the property (1). It has been used in  to establish Lipschitzian regularity of minimizers; in  to establish some existence results; and in  to prove some generalizations of first Noether’s theorem. The techniques used in the proof of the relation are also very useful, and have been applied in contexts far away from dynamic optimization (see e.g. ). In this note we give conditions under which a function $`F(t,x,u,\psi _0,\psi )`$ satisfies the equality

$`{\displaystyle \frac{\mathrm{d}F}{\mathrm{d}t}}={\displaystyle \frac{F}{t}}+{\displaystyle \frac{F}{x}}{\displaystyle \frac{H}{\psi }}{\displaystyle \frac{F}{\psi }}{\displaystyle \frac{H}{x}},`$ (2)
almost everywhere, along the Pontryagin extremals. For $`F=H`$ equality (2) reduces to (1). As a corollary, we obtain a necessary and sufficient condition for $`F(t,x,u,\psi _0,\psi )`$ to be a constant of the motion. From it, one is able to find constants of the motion that depend on the control and that are not momentum maps, that is, one can find preserved quantities $`F(t,x(t),u(t),\psi _0,\psi (t))`$ along the Pontryagin extremals $`(x(),u(),\psi _0,\psi ())`$ of the problem, which are not of the form $`\psi (t)C\left(x(t)\right)`$. This is in contrast with the results obtained in , where the conserved quantities are always of the form $`\psi (t)C\left(x(t)\right)`$. Our condition provides also a method for the characterization of optimal control problems with given constants of the motion. All these possibilities are illustrated with examples.

## 2 Preliminaries

Without loss of generality (see e.g. ), we will be considering the optimal control problems in Lagrange form with fixed initial time $`a`$ and fixed terminal time $`b`$ ($`a<b`$).

### 2.1 Formulation of the Optimal Control Problem

The problem consists of minimize a cost functional of the form

$`J[x(),u()]={\displaystyle _a^b}L(t,x(t),u(t))dt,`$ (3)
called the performance index, among all the solutions of the vector differential equation

$`\dot{x}(t)=\phi (t,x(t),u(t))\text{ for a.a. }t[a,b].`$ (4)
The *state trajectory* $`x()`$ is a $`n`$-vector absolutely continuous function

$`x()W_{1,1}([a,b];^n);`$
and the *control* $`u()`$ is a $`r`$-vector measurable and bounded function satisfying the control constraint $`u(t)\mathrm{\Omega }`$,

$`u()L_{\mathrm{}}([a,b];\mathrm{\Omega }).`$
The set $`\mathrm{\Omega }^r`$ is called the *control set*. In general, the problem may include some boundary conditions and state constrains, but they are not relevant for the present study: the results obtained are independent of those restrictions. We assume the functions $`L:[a,b]\times ^n\times \mathrm{\Omega }`$ and $`\phi :[a,b]\times ^n\times \mathrm{\Omega }^n`$ to be continuous on $`[a,b]\times ^n\times \mathrm{\Omega }`$ and to have continuous derivatives with respect to $`t`$ and $`x`$.

### 2.2 The Pontryagin Maximum Principle

We shall now formulate the celebrated Pontryagin maximum principle , which is a first-order necessary optimality condition. The maximum principle provides a generalization of the classical calculus of variations first-order necessary optimality conditions and can treat problems in which upper and lower bounds are imposed on the control variables – a possibility of considerable interest in operations research (see ).

###### Theorem 1 (Pontryagin maximum principle).

Let $`(x(),u())`$ be a minimizer of the optimal control problem. Then, there exists a nonzero pair $`(\psi _0,\psi ())`$, where $`\psi _00`$ is a constant and $`\psi ()`$ a $`n`$-vector absolutely continuous function with domain $`[a,b]`$, such that the following hold for almost all $`t`$ on the interval $`[a,b]`$:

the Hamiltonian system

$`\{\begin{array}{ccc}\dot{x}(t)\hfill & =& {\displaystyle \frac{H(t,x(t),u(t),\psi _0,\psi (t))}{\psi }},\hfill \\ \dot{\psi }(t)\hfill & =& {\displaystyle \frac{H(t,x(t),u(t),\psi _0,\psi (t))}{x}};\hfill \end{array}`$
the maximality condition

$`H(t,x(t),u(t),\psi _0,\psi (t))=\underset{v\mathrm{\Omega }}{\mathrm{max}}H(t,x(t),v,\psi _0,\psi (t));`$
with the Hamiltonian $`H(t,x,u,\psi _0,\psi )=\psi _0L(t,x,u)+\psi \phi (t,x,u)`$.

###### Definition 1.

A quadruple $`(x(),u(),\psi _0,\psi ())`$ satisfying the Hamiltonian system and the maximality condition is called a (Pontryagin) extremal.

###### Remark 1.

Different terminology for the function $`H`$ can be found in the literature. The Hamiltonian $`H`$ is sometimes called “unmaximized Hamiltonian”, “pseudo-Hamiltonian” or “Pontryagin function”.

###### Remark 2.

Transversality conditions may also appear in the Pontryagin maximum principle. These conditions depend on the specific boundary conditions under consideration. Our methods do not require the use of such transversality conditions and the results obtained are, as already mentioned, valid for arbitrary boundary conditions.

###### Remark 3.

The maximality condition is a static optimization problem. The method of solving the optimal control problem (3)–(4) via the maximum principle consists of finding the solutions of the Hamiltonian system by the elimination of the control with the aid of the maximality condition. The required optimal solutions are found among these extremals.

The proof of the following theorem can be found, for example, in .

###### Theorem 2.

If $`(x(),u(),\psi _0,\psi ())`$ is a Pontryagin extremal, then the function $`H(t,x(t),u(t),\psi _0,\psi (t))`$ is an absolutely continuous function of $`t`$ and satisfies the equality (1), where on the left-hand side we have the total derivative with respect to $`t`$, and on the right-hand side the partial derivative of the Hamiltonian with respect to $`t`$.

As a particular case of Theorem 2, when the Hamiltonian does not depend explicitly on $`t`$, that is when the optimal control problem is autonomous – functions $`L`$ and $`\phi `$ do not depend on $`t`$ – then the value of the Hamiltonian evaluated along an arbitrary Pontryagin extremal $`(x(),u(),\psi _0,\psi ())`$ of the problem turns out to be constant:

$`H(x(t),u(t),\psi _0,\psi (t))const,t[a,b].`$
We remark that Theorem 2 is a consequence of the Pontryagin maximum principle. We shall generalize Theorem 2 in Section 3. Before, we review some facts from functional analysis needed in the proof of our result.

### 2.3 Facts from Functional Analysis

First we introduce the concept of an absolutely continuous function in $`t`$ uniformly with respect to $`s`$.

###### Definition 2.

Let $`\varphi (s,t)`$ be a real valued function defined on $`[a,b]\times [a,b]`$. The function $`\varphi (s,t)`$ is said to be an absolutely continuous function in $`t`$ uniformly with respect to $`s`$ if, given $`\epsilon >0`$, there exists $`\delta >0`$, independent of $`s`$, such that for every finite collection of disjoint intervals $`(a_j,b_j)[a,b]`$

$`{\displaystyle \underset{j}{}}\left(b_ja_j\right)\delta {\displaystyle \underset{j}{}}\left|\varphi (s,b_j)\varphi (s,a_j)\right|\epsilon \left(s[a,b]\right).`$
The proof of the following two propositions can be found in \[14, p. 74\].

###### Proposition 3.

Let $`F(t,x,u,\psi _0,\psi )`$, $`F:[a,b]\times ^n\times \mathrm{\Omega }\times _0^{}\times ^n`$, be continuously differentiable with respect to $`t`$, $`x`$, $`\psi `$ for $`u`$ fixed, and assume that there exists a function $`G()L_1([a,b];)`$ such that

$`_{(t,x,\psi )}F(t,x(t),u(s),\psi _0,\psi (t))G(t)\left(s,t[a,b]\right).`$
Then $`\varphi (s,t)=F(t,x(t),u(s),\psi _0,\psi (t))`$ is absolutely continuous in $`t`$ uniformly with respect to $`s`$ on $`[a,b]`$.

###### Proposition 4.

Let $`\varphi (s,t)`$, $`\varphi :[a,b]\times [a,b]`$, be an absolutely continuous function in $`t`$ uniformly with respect to $`s`$ satisfying

$`\varphi (t,t)=\underset{s[a,b]}{\mathrm{max}}\varphi (s,t)`$
in a set dense in $`[a,b]`$. Then the function $`\varphi (t,t)`$ can be uniquely extended to a function $`m(t)`$ absolutely continuous on $`[a,b]`$.

## 3 Main Result

Our result is a generalization of the Theorem 2.

###### Theorem 5.

If $`F(t,x,u,\psi _0,\psi )`$ is a real valued function as in Proposition 3 and besides satisfies

$`F(t,x(t),u(t),\psi _0,\psi (t))=\underset{v\mathrm{\Omega }}{\mathrm{max}}F(t,x(t),v,\psi _0,\psi (t))`$ (6)
a.e. in $`t[a,b]`$ along any Pontryagin extremal $`(x(),u(),\psi _0,\psi ())`$ of the optimal control problem, then $`tF(t,x(t),u(t),\psi _0,\psi (t))`$ is absolutely continuous and the equality

$`{\displaystyle \frac{\mathrm{d}F}{\mathrm{d}t}}={\displaystyle \frac{F}{t}}+{\displaystyle \frac{F}{x}}{\displaystyle \frac{H}{\psi }}{\displaystyle \frac{F}{\psi }}{\displaystyle \frac{H}{x}}`$ (7)
holds along the extremals.

###### Proof.

Our proof is an extension of the standard proof of Theorem 2. Let $`(x(),u(),\psi _0,\psi ())`$ be a Pontryagin extremal of the problem. Setting $`v=u(s)`$ in (6) we obtain that $`\varphi (s,t)=F(t,x(t),u(s),\psi _0,\psi (t))`$ satisfies

$`\varphi (t,t)\varphi (s,t),s[a,b],`$ (8)
for $`t`$ in a set of full measure on $`[a,b]`$. Proposition 4 then implies that $`m(t)=\varphi (t,t)=F(t,x(t),u(t),\psi _0,\psi (t))`$ is an absolutely continuous function on $`[a,b]`$. It remains to prove that

$`\dot{m}(t)={\displaystyle \frac{F}{t}}\left(\pi (t)\right)+{\displaystyle \frac{F}{x}}\left(\pi (t)\right){\displaystyle \frac{H}{\psi }}\left(\pi (t)\right){\displaystyle \frac{F}{\psi }}\left(\pi (t)\right){\displaystyle \frac{H}{x}}\left(\pi (t)\right),`$
where $`\pi (t)=(t,x(t),u(t),\psi _0,\psi (t))`$. Since

$$\frac{m(t+h)m(t)}{h}=\frac{\varphi (t+h,t+h)\varphi (t,t+h)}{h}+\frac{\varphi (t,t+h)\varphi (t,t)}{h}$$

and by the hypotheses the left-hand side and the second term on the right-hand side have a limit as $`h0`$, one concludes that the first term on the right must have a limit as well. From (8) $`\varphi (t+h,t+h)\varphi (t,t+h)`$ and it follows that $`\frac{\varphi (t+h,t+h)\varphi (t,t+h)}{h}`$ is nonnegative when $`h>0`$ and nonpositive when $`h<0`$; thus, its limit must be zero when $`h0`$. In this way we obtain that

$`\dot{m}(t)`$ $`=`$ $`\underset{h0}{lim}{\displaystyle \frac{F(t+h,x(t+h),u(t),\psi _0,\psi (t+h))F(t,x(t),u(t),\psi _0,\psi (t))}{h}}`$
$`=`$ $`{\displaystyle \frac{F}{t}}\left(\pi (t)\right)+{\displaystyle \frac{F}{x}}\left(\pi (t)\right)\dot{x}(t)+{\displaystyle \frac{F}{\psi }}\left(\pi (t)\right)\dot{\psi }(t),`$
and the conclusion follows from the Hamiltonian system. ∎

###### Corollary 6.

Let $`F(t,x,u,\psi _0,\psi )`$, $`F:[a,b]\times ^n\times \mathrm{\Omega }\times _0^{}\times ^n`$, be continuously differentiable with respect to $`t`$, $`x`$, $`\psi `$ for $`u`$ fixed; and $`(x(),u(),\psi _0,\psi ())`$ be an extremal. If

$`F(t,x(t),u(t),\psi _0,\psi (t))`$ is absolutely continuous in $`t`$;

$`F(t,x(t),u(t),\psi _0,\psi (t))=\underset{v\mathrm{\Omega }}{\mathrm{max}}F(t,x(t),v,\psi _0,\psi (t))`$ a.e. in $`atb`$;

then the equality (7) holds along the extremal.

Possible applications of Theorem 5 follow in the next section.

## 4 Applications of the Main Result

Solving the Hamiltonian system by the elimination of the control with the aid of the maximality condition is typically a difficult task. Therefore, it is worthwhile to look for circumstances which make the solution easier. This is the case when the extremals don’t change the value of a given function. Indeed, the existence of such a function, called constant of the motion, may be used for reducing the dimension of the Hamiltonian system (see e.g. \[28, Módulo 5\]). In extreme cases, with a sufficiently large number of (independent) constants of the motion, one can solve the problem completely.

### 4.1 Constants of the Motion

From Theorem 5, one immediately obtains a necessary and sufficient condition for a function to be a constant of the motion.

###### Definition 3.

A quantity $`F(t,x,u,\psi _0,\psi )`$ which is constant along every Pontryagin extremal $`(x(),u(),\psi _0,\psi ())`$ of the problem, is called a *constant of the motion*.

###### Corollary 7.

Under the conditions of Theorem 5, $`F(t,x,u,\psi _0,\psi )`$ is a constant of the motion if and only if

$$\frac{F}{t}+\frac{F}{x}\frac{H}{\psi }\frac{F}{\psi }\frac{H}{x}=0$$
(9)
holds, almost everywhere, along the Pontryagin extremals of the optimal control problem.

###### Example 1.

($`n=4`$, $`r=2`$, $`\mathrm{\Omega }=^2`$) Let us consider the problem

$$_a^b\left(\left(u_1(t)\right)^2+\left(u_2(t)\right)^2\right)𝑑t\mathrm{min},$$

$$\{\begin{array}{cc}\dot{x_1}(t)=x_3(t)\hfill & \\ \dot{x_2}(t)=x_4(t)\hfill & \\ \dot{x_3}(t)=x_1(t)\left(\left(x_1(t)\right)^2+\left(x_2(t)\right)^2\right)+u_1(t)\hfill & \\ \dot{x_4}(t)=x_2(t)\left(\left(x_1(t)\right)^2+\left(x_2(t)\right)^2\right)+u_2(t).\hfill & \end{array}$$

The corresponding Hamiltonian function is

$$\begin{array}{c}H(x_1,x_2,x_3,x_4,u_1,u_2,\psi _0,\psi _1,\psi _2,\psi _3,\psi _4)=\psi _0\left(u_1^2+u_2^2\right)+\psi _1x_3\hfill \\ \hfill +\psi _2x_4\psi _3x_1\left(x_1^2+x_2^2\right)+\psi _3u_1\psi _4x_2\left(x_1^2+x_2^2\right)+\psi _4u_2.\end{array}$$

We claim that

$$F=\psi _1x_2+\psi _2x_1\psi _3x_4+\psi _4x_3$$
(10)
is a constant of the motion for the problem. Direct calculations show that

$$\frac{F}{t}+\underset{i=1}{\overset{4}{}}\frac{F}{x_i}\frac{H}{\psi _i}\underset{i=1}{\overset{4}{}}\frac{F}{\psi _i}\frac{H}{x_i}=\psi _4u_1\psi _3u_2.$$
(11)
From the maximality condition it follows that $`\frac{H}{u_1}=0`$ and $`\frac{H}{u_2}=0`$, that is, $`2\psi _0u_1+\psi _3=0`$ and $`2\psi _0u_2+\psi _4=0`$. Using these last two identities in (11) one concludes from Corollary 7 that (10) is a constant of the motion.

### 4.2 Characterization of Optimal Control Problems

We shall endeavor here to find a method to synthesize optimal control problems with given constants of the motion. If a function $`F`$ is fixed *a priori*, we can regard equality (9) as a partial differential equation in the unknown Hamiltonian $`H`$. Obviously, if this differential equation admits a solution, then an optimal control problem can be constructed with the constant of the motion $`F`$. We shall illustrate the general idea in special situations.

###### Example 2.

The Hamiltonian $`H`$ is a constant of the motion if and only if $`\frac{H}{t}=0`$. Condition is trivially satisfied for autonomous problems.

###### Example 3.

Function $`\psi x+Ht`$ is a constant of the motion if and only if $`H=\frac{H}{x}x\frac{H}{\psi }\psi \frac{H}{t}t`$. Condition is satisfied, for example, for problems of the form ($`0<a<b`$)

$$_a^b\frac{L(tx(t),u(t))}{t}𝑑t\mathrm{min},$$

$$\dot{x}(t)=\frac{\phi (tx(t),u(t))}{t^2}.$$

###### Example 4.

We conclude from Corollary 7 that a necessary and sufficient condition for $`H\psi x`$ to be a constant of the motion is

$$\psi x\frac{H}{t}+\psi H\frac{H}{\psi }Hx\frac{H}{x}=0.$$

A simple problem with constant of the motion $`H\psi x`$ is therefore

$$_a^bL\left(u(t)\right)𝑑t\mathrm{min},$$

$$\dot{x}(t)=\phi \left(u(t)\right)x(t).$$

###### Example 5.

The following optimization problem is important in the study of cubic polynomials on Riemannian manifolds (see \[6, p. 39\] and ). Here we consider the particular case when one has 2-dimensional state and $`n`$ controls:

$$_0^T\left(\left(u_1(t)\right)^2+\mathrm{}+\left(u_n(t)\right)^2\right)𝑑t\mathrm{min},$$
(12)
$$\{\begin{array}{cc}\dot{x_1}(t)=x_2(t),\hfill & \\ \dot{x_2}(t)=X_1\left(x_1(t)\right)u_1(t)+\mathrm{}+X_n\left(x_1(t)\right)u_n(t).\hfill & \end{array}$$

Functions $`X_i()`$, $`i=1,\mathrm{},n`$, are assumed smooth. The Hamiltonian for the problem is

$$H=\psi _0\left(u_1^2+\mathrm{}+u_n^2\right)+\psi _1x_2+\psi _2\left(X_1(x_1)u_1+\mathrm{}+X_n(x_1)u_n\right).$$

As far as the problem is autonomous, the Hamiltonian is a constant of the motion. We are interested in finding a new constant of the motion for the problem. We will look for one of the form

$$F=k_1\psi _1x_1+k_2\psi _2x_2,$$

where $`k_1`$ and $`k_2`$ are constants. This is a typical constant of the motion, known in the literature by *momentum map* (see ). First we note that

$$\frac{F}{t}=0,\frac{F}{x_1}=k_1\psi _1,\frac{F}{x_2}=k_2\psi _2,\frac{F}{\psi _1}=k_1x_1,\frac{F}{\psi _2}=k_2x_2,$$

and

$$\frac{H}{x_1}=\psi _2\left(X_1^{}(x_1)u_1+\mathrm{}+X_n^{}(x_1)u_n\right),\frac{H}{x_2}=\psi _1,$$

$$\frac{H}{\psi _1}=x_2,\frac{H}{\psi _2}=X_1(x_1)u_1+\mathrm{}+X_n(x_1)u_n.$$

Substituting these quantities into (9) we obtain that

$$\begin{array}{c}k_1\psi _1x_2+k_2\psi _2\left(X_1(x_1)u_1+\mathrm{}+X_n(x_1)u_n\right)\hfill \\ \hfill k_1x_1\psi _2\left(X_1^{}(x_1)u_1+\mathrm{}+X_n^{}(x_1)u_n\right)k_2x_2\psi _1=0.\end{array}$$

The equality is trivially satisfied if $`k_1=k_2`$ and $`X_i^{}(x_1)x_1=X_i(x_1)`$, $`i=1,\mathrm{},n`$. We have just proved the following proposition.

###### Proposition 8.

If the homogeneity condition $`X_i\left(\lambda x_1\right)=\lambda X_i(x_1)`$ ($`i=1,\mathrm{},n`$), $`\lambda >0`$, holds, then $`\psi _1(t)x_1(t)+\psi _2(t)x_2(t)`$ is constant in $`t[0,T]`$ along the extremals of the problem (12).

## Acknowledgments

The author is in debt to A. V. Sarychev for the many useful advises, comments and suggestions. The research was supported by the program PRODEP III 5.3/C/200.009/2000.