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# Deep BVR Imaging of the Field of the Millisecond Pulsar PSR J0030+0451 with the VLTBased on observations performed at the European Southern Observatory, Paranal, Chile (ESO Programme 67.D-0519).

## 1 Introduction

Millisecond pulsars (hereafter MSPs) differ from ordinary radio pulsars by much shorter spin periods $`P`$, smaller period derivatives $`\dot{P}`$, higher dynamical ages $`\tau `$, weaker magnetic fields $`B`$, and evolution histories (see, e.g., recent review by Lorimer (2001)). Contrary to ordinary pulsars, only 9 of 56 MSPs currently known in the Galactic disk and 25 of 52 MSPs found in globular clusters are isolated objects (Lorimer (2001); Lorimer et al. (2002)); Possenti et al. (2001)). It is believed that the fast rotation of these neutron stars (NSs) was gained in the past by angular momentum transfer during mass accretion from a companion star (Bhattacharya & van den Heuvel (1991)). This was supported by the discoveries of three accretion-powered X-ray MSPs in low-mass X-ray binaries (e.g., SAX J1808.4-3658, see Wijnands & van der Klis (1998)).

Despite these differences, the distribution of integrated radio luminosities, as well as the luminosity dependence on $`P`$, $`\dot{P}`$, $`B`$, and spindown energy losses $`\dot{E}`$, are apparently similar for these much older and low-magnetized NSs, and for ordinary pulsars (Kuzmin & Losovsky (2001)). About a dozen radio MSPs have been detected in X-rays. It is remarkable that their efficiency in converting spindown energy to X-ray luminosity is roughly the same as for ordinary pulsars, $`L_\mathrm{X}/\dot{E}10^3`$ (Becker & Trümper (1997); Becker et al. (2000)). This suggests that the emission mechanisms responsible for the multi-wavelength radiation of MSPs and ordinary pulsars can be similar, and one could therefore expect to detect MSPs in other spectral ranges as well, as has been done for several ordinary pulsars. Detection of the first MSP in gamma-rays (Kuiper et al. (2000)) supports this idea.

To our knowledge, there are still no reports on optical detection of isolated MSPs. It is hardly possible to detect thermal emission from the entire surface of these old, $`10^810^{10}`$ yr, and cold NSs. However, the spindown energy, expected to power the nonthermal emission of pulsars, can be much higher for MSPs than for old ordinary pulsars, and may even rival that of young pulsars. Assuming the same efficiency of conversion of spindown energy to nonthermal optical luminosity as for ordinary pulsars, one can estimate that nearby MSPs may well be detectable in the optical with large telescopes. A problem is, however, that most of the nearby and energetic MSPs are components of close binary systems where the companion is predominantly either a white dwarf or main sequence star (Lorimer (2001)) which outshines the pulsar in the optical. Fortunately, there are at least nine solitary MSPs in Galactic disk whose companions are believed to have been either evaporated or ablated (see, e.g., Lommen et al. L00 (2000)).

Here we report on deep BVR imaging of the field of one of these solitary millisecond pulsars, PSR J0030+0451. This pulsar was only recently discovered with the Arecibo telescope (Lommen et al. L00 (2000)), and soon thereafter detected in X-rays during the final observations with the ROSAT/PSPC (Becker et al. (2000)). Recently it was re-observed in X-rays with the XMM-Newton (Becker & Aschenbach (2002)). This relatively nearby NS (see Table 1 for its parameters) is characterized by high X-ray flux, about $`(4.36.8)\times 10^{13}`$ erg s-1 cm-2 in the $`0.12.4`$ keV band, and low interstellar absorption, $`N_\mathrm{H}3\times 10^{20}`$ cm-2, corresponding to a color excess $`E(BV)0.06`$ mag. This makes it a promising candidate for optical detection. In Sect. 2 we present the observations and the data reduction. In Sect. 3 we discuss our results in the optical in conjunction with the available X-ray data.

## 2 Observations and data reduction

The field of PSR J0030+0451 was observed in service mode on July 26 and August 13, 2001, with the FOcal Reducer/low dispersion Spectrograph (FORS2) on the ESO/VLT/UT2 telescope111See http://www.eso.org/instruments/fors/ for details on the instrument., with a pixel scale of 0$`\stackrel{}{.}`$2. We used Bessel filters for B and V, and an ESO special filter for R (Rspecial, henceforth called Rs)222See http://www.eso.org/instruments/fors1/Filters/.. Unfortunately, some of the V images were corrupted by bad CCD columns near the expected position of the pulsar and were not used in the analysis. The images we used are listed in Table 2.

Bias subtraction and flatfielding were performed in a standard way, and the reduced individual images were aligned using a set of bright, non-saturated field stars. Standard utilities from the NOAO IRAF package were then used to combine the images applying the averaged sigma clipping algorithm avsigclip with the scale parameter equal to none. The pulsar vicinity is shown for B, V and Rs bands in Fig. 1.

The radio position of PSR J0030+0451 at the epoch of the VLT observations (for which 13.08.01 was adopted, see Table 1) was determined using recent radio ephemerides (A. Lommen 2001, private communication for additional Arecibo observations). Astrometrical referencing of our images was made with IRAF tasks ccmap/cctran using the positions of several dozens of reference stars from the USNO A-2.0 catalogue seen in the images and optimizing the astrometrical fit by removing step by step the reference stars with the largest residuals. For the 5 most suitable stars we finally got 1$`\sigma `$ rms-errors of 0$`\stackrel{}{.}`$05 and 0$`\stackrel{}{.}`$11, and maximum residuals of 0$`\stackrel{}{.}`$20 and 0$`\stackrel{}{.}`$24, in RA and Dec, respectively. Combining the rms-errors with the nominal USNO accuracy of 0$`\stackrel{}{.}`$24 and radio ephemeris uncertainties, we obtained the 3$`\sigma `$ pulsar VLT/FORS position uncertainties 0$`\stackrel{}{.}`$79 and 0$`\stackrel{}{.}`$88 in RA and Dec, respectively. The resulting 3$`\sigma `$ error ellipse is marked in the smaller images in Fig. 1. No reliable counterpart candidate was detected within, or close to the error ellipse of the expected pulsar position. We also double-checked the astrometry with 5 stars from the GSC-II catalog. The obtained rms errors were 0$`\stackrel{}{.}`$05 and 0$`\stackrel{}{.}`$11 in RA and Dec, respectively, and the expected pulsar position was moved 0$`\stackrel{}{.}`$06 west and 0$`\stackrel{}{.}`$14 north in respect to the USNO position. However, since the main source of errors is the catalog uncertainty, we accept the USNO results as more conservative estimate.

For the photometric calibrations we used the photometric standards from the PG1323$``$085 and SA109 fields (Landolt (1992)), observed at the second night of our observations, and average Paranal extinction coefficients333 http://www.eso.org/observing/dfo/quality/FORS2/qc/ photcoeff/photcoeffs\_fors2.html. We then derived $`3\sigma `$ detection limits as $`m=2.5\mathrm{log}\left(3\sigma \sqrt{A}/T_{\mathrm{exp}}\right)+m_0`$, where $`\sigma `$ is the standard deviation of the flux in counts per pixel, $`T_{\mathrm{exp}}`$ is the exposure time, $`A`$ is the area of an aperture (in pix2) with a radius of 1$`\mathrm{}`$ (corresponding to $`83`$% of the flux in a PSF of our images), and $`m_0`$ is the photometric zeropoint, including corrections for atmospheric extinction. The limits are: $`B=27.3`$, $`V=27.0`$, and $`R_\mathrm{s}=27.0`$.

In Table 3 we list BVRs magnitudes for several of the objects in the PSR J0030+0451 field. Object 1 is the USNO star U0900\_00118426 marked in the left panel of Fig. 1. It is oversaturated in our V and Rs images. Object 5 is the source seen at the bottom right of the blown-up images in Fig. 1. This is the closest object to the radio position of the pulsar clearly detected in all our images. Although it is too blue to be a normal star, it cannot be considered a pulsar counterpart candidate because of the large offset (3$`\stackrel{}{.}`$4) from the radio position, provided the radio astrometry is as accurate as claimed by Lommen et al. (L00 (2000)). Like most other blue objects in the field at this magnitude level (we found at least five objects roughly of the same color), it is most likely extragalactic, and similar to blue objects found in the HDF images. The object marked “6” in the upper right of the Rs image in Fig. 1, is only marginally detected at $`R_\mathrm{s}`$=27.45$`\pm `$0.61. It is not detected in the other bands and may well be an artefact of the reductions. It is also too far (3$`\stackrel{}{.}`$1) from the radio pulsar position to be an optical counterpart candidate.

## 3 Discussion

Based on the apparent similarity of the radiation properties of MSPs and ordinary pulsars, and assuming the same mechanisms to generate optical emission in both types of pulsar, we expected to detect the optical counterpart of PSR J0030+0451 at the $`m26`$ visual magnitude level, assuming a simple scaling of $`\dot{E}/d^2`$ from known optical fluxes of ordinary pulsars. Our observations were deeper, but still we did not detect any reliable counterpart candidate.

To try to understand what our optical non-detection implies, we have plotted the available information about the multiwavelength spectrum of PSR J0030+0451 including radio, optical, and X-ray data in Fig. 2. For the X-ray region we have included preliminary results of recent XMM-Newton observations (Becker & Aschenbach (2002)) where the pulsar was clearly detected in the $`0.37`$ keV range. The detection range is shown by a horizontal bar with arrows in Fig. 2. The overall spectrum compares well with multiwavelength spectra of ordinary pulsars (e.g., Koptsevich et al. (2001)), i.e., the pulsar flux is higher in the radio and fades toward the X-ray range. This can be explained by different emission mechanisms in the radio (coherent) and at shorter wavelengths (non-coherent). However, a more detailed inspection of the optical/X-ray range reveals a feature which has not been seen for ordinary pulsars. For the latter, the optical flux is usually close to an extrapolation of the nonthermal high energy tail of the X-ray emission, usually described by a power-law (PL). From Fig. 2 it is clear that this is not the case for the PSR J0030+0451.

Fig. 2 shows that in the XMM-Newton range the data can be fitted equally well by three different two-component spectral models: a blackbody + power-law model (BB+PL), a broken (or curved) PL model, or a model based on two different blackbodies (BB+BB) with $`N_\mathrm{H}2.5\times 10^{20}`$ cm-2. From the X-ray data alone it is difficult to discriminate between the three models, although the sharp X-ray pulse profile perhaps favors the domination of a nonthermal PL component (Becker & Aschenbach (2002)). The VLT upper limits allow additional constraints using an extrapolation of the X-ray model spectra toward the optical range.

From Fig. 2 it is seen that the low-energy extension of the BB+PL fit overshoots the optical flux upper limits of PSR J0030+0451 by $``$5 orders of magnitude. The broken PL extension, which implies a flatter spectrum in the soft X-ray energy band, is also 3-4 orders of magnitude higher. We have not corrected the data for interstellar extinction, which is low and does not play any significant role at such large differences. The strong suppression of the PL components in the optical range suggests that these two models either should be ruled out, or that their PL components must have a strong break or even a cutoff at a photon energy somewhere in the $`0.0030.1`$ keV range. Such a situation has never been observed for any ordinary pulsar. For example, the spectral index $`\alpha _\nu `$ (defined as $`F_\nu \nu ^{\alpha _\nu }`$) of the young Crab pulsar changes from $`0.5`$ for soft X-rays to zero in the FUV/optical/near-IR range (e.g., Sollerman et al. (2000); Sollerman & Flyckt (2002)). For the relatively young Vela-pulsar (Mignani & Caraveo (2001)), the middle-aged PSR B0656+14 (Koptsevich et al. (2001)) and PSR B1055$``$52 (Pavlov et al. (2002)), and even for the old ordinary pulsars PSR B0950+08 (Zharikov et al. (2002)) and PSR B1929+10 (Mignani et al. 2002a ), the extension of the PL X-ray component matches the optical flux, suggesting the same mechanism of nonthermal emission in the optical and X-ray ranges. It is not clear what could be the reason for such a strong change in the nonthermal spectral slope of PSR J0030+0451 from negative in X-rays to positive in the optical range. As seen from Fig. 2, the X-ray PL fits and our upper limits exclude any flat extension toward the optical range, even if we place a break point energy at the lower boundary of the XMM-Newton range $`0.1`$ keV. Note that the low-frequency extensions of the PL components overshoot even the radio fluxes. This is also not typical for ordinary pulsars. One can assume that nonthermal emission is due to synchrotron radiation of relativistic particles in the magnetosphere of the pulsar. In this case we obtain for the simplest monochromatic particle distribution over the energy a spectral flux of $`F_\nu \nu ^{1/3}`$ in the low frequency range below a maximum frequency $`\nu _\mathrm{m}B\gamma ^2`$. Here $`B`$ is the magnetic field, and $`\gamma `$ is the gamma-factor of the emitting particles. From the spectral shape suggested by the X-ray data and optical upper limits it is natural to put $`\nu _\mathrm{m}`$ near the maximum of the X-ray spectral flux at the low boundary of the XMM-Newton range. At typical gamma-factors of primary and secondary relativistic particles in pulsar magnetospheres, i.e. $`10^6`$ and $`10`$, respectively, and for the period of PSR J0030+0451 $`4.9`$ ms, the same peak frequency value is predicted by a model of synchrotron emission from the pulsar light cylinder suggested by Malov (2001). For the expected synchrotron flux below the adopted $`\nu _\mathrm{m}`$ value (see Fig. 2, dotted lines) we would likely hint the optical counterpart, but we did not.

The purely thermal BB+BB spectral model is consistent with our upper limits without any additional assumptions. Its Rayleigh-Jeans tail is about 6 stellar magnitudes fainter in the optical than our upper limits, and would hardly be detectable with present telescopes. Thermal photons can be emitted by hot polar caps of the pulsar. The two-blackbody fit indicates a non-uniformity in the temperature distribution over the caps. This could be described by heat propagation over the surface of the neutron star out of a hot cap core, including neutron star atmosphere effects, as has been done in the case of the MSP J0437$``$4715 (Zavlin et al. (2002)). An additional faint PL component is required to fit an excess over the thermal emission at high energy X-rays from PSR J0437$``$4715. If the same would be true for PSR J0030+0451, it could be brighter in the optical than estimated from the simple BB+BB model due to a contribution from a similar nonthermal component of magnetospheric origin. Deeper X-ray observations are probably needed to detect this component in the high energy tail of the PSR J0030+0451 spectrum. The similarity of X-ray and radio pulse profiles of this pulsar suggests that radio and X-ray peaks are in phase (Becker & Aschenbach (2002)), although direct timing to confirm this has not yet been done. In the frame work of the thermal model this means that radio emission is generated close to the polar cap surface and the similarity of the pulse shapes is likely caused by the same geometry of the emitting regions.

Based on our upper limits we can constrain also the efficiency of converting spindown power of PSR J0030+0451 to optical emission. The luminosity in the B band is $`L_\mathrm{B}=4\pi d^2F_\mathrm{B}\mathrm{\Delta }\nu _\mathrm{B}6.3\times 10^{26}d_{230}^2`$ erg s-1, and hence the optical efficiency $`\eta _\mathrm{B}=L_\mathrm{B}/\dot{E}1.9\times 10^7d_{230}^2`$. Here $`d_{230}=d/230`$ pc is the normalized distance to PSR J0030+0451. This upper limit is about half the efficiency of the middle-aged PSR B0656+14 (at 500 pc) and exceeds the efficiencies of the Geminga and Vela pulsars by about 1 and 2 orders of magnitude, respectively (see, e.g., Zharikov et al. (2002)). It is interesting to note that the expected efficiency in the BB+BB model in Fig. 2 is 2-3 orders of magnitude lower than the upper limit derived above from our optical data, and that the efficiency in the BB+BB model is comparable to that of the Vela pulsar. The comparison of the efficiencies makes sense here, since the thermal emission from hot polar caps and the nonthermal magnetospheric emission of the Vela-pulsar, both are powered by relativistic particles produced in magnetospheres of rapidly rotating NSs. Thus, we see that the optical efficiency of the PSR J0030+0451, as derived from our and X-ray observations, is not unusually low, but is compatible with the efficiency range of ordinary pulsars detected in the optical band.

It has been shown for ordinary pulsars that spectral index appears to became steeper with pulsar age in the optical range (Koptsevich et al. (2001); Mignani & Caraveo (2001)), while it flattens in gamma rays (e.g., Shearer & Golden (2002)). It has been noticed also across a restricted set of young and middle-aged pulsars detected in the optical and gamma regions that the gamma-ray efficiency increases with age, while the reverse is true for the optical efficiency (Goldoni et al. (1995)). This would suggest that there is a reprocessing of the gamma-photons into the optical in pulsar magnetospheres, and that it is more efficient for younger pulsars than for older ones (e.g., Shearer & Golden (2002)). Thus, it would be not surprising that very old PSR J0030+0451 is fainter in the optical than we expected. However, recent optical studies of old ordinary pulsars (Zharikov et al. (2002); Mignani et al. 2002a ; Mignani et al. 2002b ) have revealed nonmonotonous behavior of the optical efficiency vs age with a minimum at $`\tau 10^410^5`$ yr and further increase towards higher ages $`\tau 10^7`$ yr. Old pulsars can be actually much more efficient than the middle-aged ones and produce the optical photons with almost the same efficiency as young and energetic Crab-like pulsars. In this context low optical brightness of the MSP J0030$`+`$0451 remains puzzling.

A clue to what dominates the X-ray and optical spectrum would hopefully be found from observations of PSR J0030+0451 and other MSPs in the FUV and, in particular, in the EUV range. Even deep upper limits in these ranges would help to understand how strongly the multiwavelength emission and radiation properties of MSPs differ from those of ordinary pulsars.

###### Acknowledgements.

We are grateful to Andrea Lommen for access to the yet unpublished revised radio data on the proper motion of PSR J0030+0451 and for useful comments, and to George Pavlov for discussions. We are also grateful to the anonymous referee for comments which improved the paper presentation. Partial support for this work was provided by grant 1.2.6.4 of the Program “Astronomia”, and by RFBR (grants 02-02-17668 and 00-07-90183). Support was also given by The Royal Swedish Academy of Sciences, and the research of PL is further sponsored by the Swedish Research Council. ABK and YuAS are thankful to Stockholm Observatory and The Royal Swedish Academy of Sciences for hospitality. ABK also appreciates hospitality of the Astronomy Departments of the University of Washington and the Penn State. PL is a Research Fellow at the Royal Swedish Academy supported by a grant from the Wallenberg Foundation. NIS is supported by The Swedish Institute.


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# Crossover from Scale-Free to Spatial Networks

## Abstract

In many networks such as transportation or communication networks, distance is certainly a relevant parameter. In addition, real-world examples suggest that when long-range links are existing, they usually connect to hubs-the well connected nodes. We analyze a simple model which combine both these ingredients—preferential attachment and distance selection characterized by a typical finite ‘interaction range’. We study the crossover from the scale-free to the ‘spatial’ network as the interaction range decreases and we propose scaling forms for different quantities describing the network. In particular, when the distance effect is important (i) the connectivity distribution has a cut-off depending on the node density, (ii) the clustering coefficient is very high, and (iii) we observe a positive maximum in the degree correlation (assortativity) which numerical value is in agreement with empirical measurements. Finally, we show that if the number of nodes is fixed, the optimal network which minimizes both the total length and the diameter lies in between the scale-free and spatial networks. This phenomenon could play an important role in the formation of networks and could be an explanation for the high clustering and the positive assortativity which are non trivial features observed in many real-world examples.

Even if some networks are defined without any reference to an embedding space, it is not the case for most real-world networks. Most people have their friends and relatives in their neighborhood, transportation networks depend obviously on distance, many communication networks devices have short radio range, and the spread of contagious diseases is not uniform across territories. A particularly important example of such a spatial network is the Internet which is defined as a set or routers linked by physical cables with different lengths and latency times . From these examples, it appears important to define a realistic model in which nodes and links are embedded in a physical space which induces a distance between nodes, and we will designate these networks as ‘spatial’. More generally, the distance could be another parameter such as a social distance measured by salary, socio-professional category differences, or any quantity which measures the cost associated with the link formation. If the cost of a long-range link is high, most of the connections starting from a given node will link to the nearest neighbors. When a long-range link is existing, it will usually connect to a well-connected node—that is, a hub. This is for instance the case for airlines: Short connections go to small airports while long connections point preferably to big airport (ie. well connected nodes). This propensity to link to an already well connected node has been coined preferential attachment: The probability to link to a node is proportional to the connectivity of it. It is widely accepted that preferential attachment is the probable explanation for the power-law distribution seen in many networks. However, even if this process generates reasonably realistic networks, it misses the important element of the cost of links. We will study a simple model which incorporates such a cost with a typical scale $`r_c`$.

Several models including distance were previously proposed  but the case of preferential attachment with a finite scale $`r_c`$ was not considered before and more generally, the study of the interplay between preferential attachment and distance effects is still lacking. In this Letter, we study this interplay and we demonstrate the existence of a crossover from the scale-free network to the spatial network when the interaction range decreases. In particular, we propose scaling forms for the different quantities which characterize the network.

The $`N`$ nodes of the network are supposed to be in a $`d`$-dimensional space of linear size $`L`$ and we will assume that they are distributed randomly in space with uniform density $`\rho `$. One could use other distributions: For instance in cities the density decreases exponentially from the center. The case of randomly distributed points is interesting since on average it preserves natural symmetries such as translational and rotational invariance in contrast with lattices. For the sake of simplicity, we will choose for our numerical simulations the two-dimensional plane and the Euclidean distance. Once the nodes are distributed in this space, we have to construct the links and we use the following algorithm: (1) Select at random a subset of $`n_0`$ initial active nodes. (2) Take an inactive node $`i`$ at random an connect it with an active node $`j`$ with probability (up to a normalization factor)

$`p_{ij}{\displaystyle \frac{Z(k_j)}{\mathrm{\Delta }(d_{ij})}}`$ (1)
where $`k_j`$ is the connectivity of node $`j`$, $`d_{ij}`$ is the distance between nodes $`i`$ and $`j`$, and $`Z`$ and $`\mathrm{\Delta }`$ are given functions. Finally (3), make the node $`i`$ active and go back to $`(2)`$ until all nodes are active. For each node, we repeat $`m`$ times the steps $`(23)`$ so that the average connectivity will be $`k=2m`$ (numerically we choose $`m=3`$). There are essentially three different interesting cases: (i) Preferential attachment: When $`Z(k)=k+1`$, and $`\mathrm{\Delta }=\mathrm{const}.`$, we recover the usual preferential attachment problem: The connectivity distribution is a power law with exponent $`\gamma =3`$, the shortest path $`\mathrm{}`$ is growing with $`N`$ as $`\mathrm{}\mathrm{log}N`$, the assortativity is decreasing as $`\mathrm{log}^2N/N`$, and the clustering coefficient is decreasing as $`1/N`$. (ii) Distance selection: In this case $`Z=\mathrm{const}.`$: There is a distance effect only. Jost and Joy studied different functions $`\mathrm{\Delta }(d)`$, Dall and Christensen studied graphs in which each vertex is randomly located and connected with its adjacent points, while in, the authors study a (small-world) network constructed from re-wiring links with a probability that decreases as a power-law with distance. (iii) Preferential attachment and distance selection: It is the case where $`Z(k)=k+1`$ and $`\mathrm{\Delta }`$ is a increasing function of the distance. In most cases—such as transportation networks or social interactions—the range of interaction is limited, which is explained by the fact that there is a cost associated to long range links. Up to our knowledge, studies done so far in this case were concerned with the case where $`\mathrm{\Delta }`$ decreases as a power-law . The main result is then the existence of different regimes according to the value of the exponent describing the spatial decay of $`\mathrm{\Delta }`$. In contrast, in this Letter we will study the finite-range case for which the function $`\mathrm{\Delta }`$ is negligible above a finite scale $`r_c`$, a prototype being the exponential function

$$\mathrm{\Delta }(d)=e^{d/r_c}$$
(2)
Even if there is some controversy on the spatial decay of the linking probability for Internet cables, it seems that the range is relatively short and that when a new server (or router) adds to the network, it will connect preferably to the nearest node(s). One of the most important model of Internet topology relying on this argument and using Equ. (2) is the Waxman topology generator and the model considered here thus appears has the natural generalization of the Waxman case.

When the interaction range is of the order of the system size (or larger), we expect the distance to be irrelevant and the obtained network will be scale-free. In contrast, when the interaction range is small compared to the system size, we expect new properties and we would like to understand the crossover between these two regimes as well as the scaling for the different quantities describing the network.

Probability distribution. We did simulations for this model and as expected, when $`\eta r_c/L`$ is larger than one, the distance selection is in-operant and we recover the usual scale-free network obtained by preferential attachment. In particular, the probability distribution is a power law with exponent $`\gamma =3`$ independently of the actual value of $`\eta `$ (not shown). In the opposite situation $`\eta 1`$, the distance is relevant and we expect a cut-off in the (one minus the) cumulative connectivity distribution

$$F(k)k^{\gamma +1}f(\frac{k}{k_c})$$
(3)
where $`k_c`$ is the cut-off at large connectivity: $`f(x1)0`$ (see figure 1a). In this problem, we have two dimension-less parameters: The number of nodes $`N`$ and $`\eta `$. Our guess—a posteriori verified—is that the control parameter is the average number of points present in a sphere of radius $`r_c`$ (and of volume $`V_d(r_c)`$) as given by $`n=\rho V_d(r_c)`$. We thus propose the following scaling ansatz for the cut-off valid only for $`\eta 1`$

$$k_cn^\beta $$
(4)
In order to test these assumptions, we first plot the cumulative distribution for different values of $`N`$, $`r_c`$ and $`L`$ for $`d=2`$ (see Fig. 1b). We then use our scaling ansätze (3),(4) and we indeed obtain a good data collapse (Fig. 1c) with $`\beta 0.13`$. According to these results, the distance effect limits the choice of available connections thereby limiting the connectivity distribution for large values. More generally, the distance effect induces correlations which are known to affect the connectivity distribution.

Clustering coefficient. The clustering coefficient $`C`$ is defined as the average over all nodes of the percentage of existing links between neighbors. For the scale-free network $`C`$ is small and decreases as $`1/N`$. In contrast, when the distance effect is important we expect a higher cluster coefficient. Indeed, if two given nodes $`i`$ and $`j`$ are connected it means that the distance $`d_{ij}`$ is less or of the order of $`r_c`$. In the process of adding links, if a new node $`k`$ links to $`i`$, it means also that $`d_{ki}<r_c`$. This implies that $`j`$ and $`k`$ belongs to the disk of center $`i`$ and of radius $`r_c`$. The probability that $`k`$ and $`j`$ will link will depend on the distance $`d_{jk}`$. When we can neglect the preferential attachment and if we suppose that a given node is connected to all its neighbors, the probability that $`k`$ is also linked to node $`j`$ is given in terms of the area of the intersection of the the two spheres of radius $`r_c`$ centered on $`i`$ and $`j`$ respectively. This is a simple calculation done in and predicts that for $`d=2`$ the clustering coefficient is $`C_0=13\sqrt{3}/4\pi 0.59`$. We expect to recover this limit for $`\eta 0`$ and for an average connectivity $`k=6`$ which is a well-known result in random geometry. If $`\eta `$ is not too small, the preferential attachment is important and induces some dependence of the clustering coefficient on $`N`$. In addition, we expect that $`C`$ will be lower than $`C_0`$ since in our model the links don’t connect necessarily to the nearest neighbors. We first compute $`C`$ versus the number of nodes $`N`$ for different values of $`\eta `$ (not shown) and the same data versus $`n`$ (Fig. 2a) fall nicely on the same curve which is a decreasing function. In order to understand this variation, we consider one given node $`i_0`$. When $`n`$ is above $`1`$ and increasing, the number of neighbors of the node $`i_0`$ will increase and the probability that two of them will be linked is thus decreasing which explains the monotonic decay of $`C(n)`$.

Assortativity. We also compute the assortativity $`A`$ of the network which measures the correlation between the degree of the nodes. In this case, one way to measure this correlation is the Pearson correlation coefficient of the degrees at either ends of an edge. This quantity varies from $`1`$ (disassortative network) to $`1`$ (perfectly assortative network) and is decreasing towards zero as $`\mathrm{log}^2N/N`$ for the scale-free network. In the case $`\eta 1`$, we compute the assortativity coefficient versus $`N`$ and we plot the results versus $`n`$ (Fig. 2b). The data fall onto a single curve and exhibit a maximum for $`n0.1`$ where the network is also very clustered. In addition, this maximum is positive which indicates that the hubs are connected and not dispersed in the network. For very small $`n`$, the connectivity does not fluctuate and $`A0`$ while for large $`n`$ preferential attachment dominates and $`A`$ is also small. This could be a possible explanation for the maximum observed in the intermediate regime where distance selection and preferential attachment coexist. It is interesting to note that the value of the maximum ($`A_{\mathrm{max}}0.2`$) is in agreement with the empirical measurements for different networks which give $`A[0.20,0.36]`$. The cost of links thus induces positive correlations and could provide a simple explanation to the positive assortativity observed in social networks (actors, collaboration, or co-authorship). This fact is also very important from the point of view of the resilience of the network since it is very sensitive to the degree correlation. In particular, for the scale-free network, deleting hubs when $`A>0`$ is not as efficient when $`A0`$ or $`A<0`$. This means that for this type of networks, one has to adapt the best attack strategy to the value of the density.

Diameter. An important characterization of a network is its diameter $`\mathrm{}`$: It is the shortest path between two nodes averaged over all pairs of nodes and counts the number of hops between two points.

We propose the following scaling ansatz which describe the crossover from a spatial to a scale-free network

$$\mathrm{}(N,\eta )=[N^{}(\eta )]^\alpha \mathrm{\Phi }\left[\frac{N}{N^{}(\eta )}\right]$$
(5)
with $`\mathrm{\Phi }(x1)x^\alpha `$ and $`\mathrm{\Phi }(x1)\mathrm{log}x`$. The typical size $`N^{}`$ is depending on $`\eta `$ and its behavior is a priori complex. However, we can find its behavior in two extreme cases. For $`\eta 1`$, space is irrelevant and

$$N^{}(\eta 1)N_0$$
(6)
where $`N_0`$ is a finite constant. When $`\eta 1`$, the existence of long-range links will determine the behavior of $`\mathrm{}`$. If we denote by $`a=1/\rho ^{1/d}`$ the typical inter-node distance, we have to distinguish two regimes: If $`r_ca`$ then long-range links cannot exist and therefore $`NN^{}`$. If $`r_ca`$, long-range links can exist and we are in a small-world regime $`NN^{}`$. This argument implies that $`N^{}`$ is such that $`r_ca`$ which in turn implies

$$N^{}(\eta 1)\frac{1}{\eta ^d}$$
(7)
In Fig. 3a, we use the ansatz Equ. (5) together with the results Equ. (6), (7). The data are collapsing onto a single curve showing the validity of our scaling ansatz. This data collapse is obtained for $`\alpha 0.31`$ and $`N_0180`$ (for $`d=2`$). The scale-free network is a ‘small’ world: the diameter is growing with the number of points as $`\mathrm{}\mathrm{log}N`$. In the opposite case of the spatial network with a small interaction range, the network is much larger: To go from a point $`A`$ to a point $`B`$, we essentially have to pass through all points in between and the behavior of this network is much that of a lattice with $`\mathrm{}N^\alpha `$, although the diameter is here smaller probably due to the existence of some rare longer links (in the case of a lattice $`\alpha =1/d`$).

Total cost and optimization. Finally, we compute the average per node of the distances of all links

$$S=\frac{1}{N}\underset{links}{}d_{ij}$$
(8)
This quantity is a simple measure of the total cost of the network. For $`\eta 1`$, preferential attachment is irrelevant and the links distance is essentially distributed according to $`p(r)\mathrm{exp}(r/r_c)`$ which leads to $`SL\eta `$. In the opposite situation $`\eta 1`$, only preferential attachment is important and the links distance is distributed according to $`p(r)d\pi ^{d/2}r^{d1}/\mathrm{\Gamma }(d/2+1)`$ which gives for $`d=2`$ $`SL\pi /6`$ (figure 3b). When $`\eta `$ is increasing the total cost is thus increasing while $`N^{}`$ is decreasing. This implies that for fixed $`N`$, the network which simultaneously minimizes the total cost and the average diameter (ie. with small $`N^{}`$) is non-trivial and lies in between the ‘pure’ scale-free network (ie. without distance effect) and the ‘pure’ spatial network (ie. with no preferential attachment).

In summary, our results demonstrate the general importance of a cost in the formation of networks which induces a dependence of all quantities on the node density. In addition, the optimal network which minimizes both the total length and the diameter (at fixed number of nodes) will lie in between the scale-free and the spatial network. This result could thus provide a simple explanation to the large clustering coefficient and the positive correlations between node degrees as it is observed in some cases where creating a long link is costly such as social or transportation networks for example.

Acknowledgments. I thank Carl Herrmann and Paolo Provero for useful and stimulating discussions. I also thank for its hospitality the physics department of Torino-INFN where part of this work was performed.


text:
# The need to produce QFT

## The need to produce QFT

My goal is a theoretical machinery capable of producing a definite, specific spacetime quantum field theory.

Everything, or almost everything, that is presently known about the laws of physics is summarized in the Standard Model of particle physics combined with General Relativity. General Relativity is a classical field theory, but it can just as well be regarded as a cutoff quantum field theory which we observe only in its large distance, classical regime. From this point of view, almost everything that is presently known about the laws of physics is summarized in one particular quantum field theory. An enormous body of experimental data is summarized in this amazingly successful QFT.

Since the establishment of the Standard Model, theoretical speculation has lacked the guidance and correction of a rapid flow of new experimental results. Speculative exploration of large theoretical search spaces with many free parameters could drag on forever without such guidance and correction. We urgently need a theory that is definite and specific. We need a theory that gives a definite and specific explanation of the Standard Model combined with General Relativity, so its reliability will be supported securely by the body of existing experimental knowledge.

To have a chance of explaining the Standard Model and General Relativity, a theory must first be capable of producing a QFT. It is not enough merely to identify a QFT, say by matching to an S-matrix. An S-matrix is not a mechanics. An actual QFT must be constructed. The theoretical machinery must produce a quantum mechanical space of states and a hamiltonian operator or, equivalently, a functional integral over spacetime fields, cut off perhaps at an unnoticeably small spacetime distance.

My strategy has been to look first for a well-defined theoretical machinery that is capable of producing a specific spacetime QFT, without assuming in advance that QFT operates. The spacetime fields of the QFT should include the spacetime metric, some gauge fields, and some chiral fermion fields. The dynamics should be generally covariant and gauge invariant. But otherwise I have postponed worrying about the details of the QFT that is produced. Until now, I have only been concerned with the problems of formulating a theory. The task now is to figure out what the theory does, and eventually to check whether it does in fact produce the Standard Model plus General Relativity, in all known details. If it fails to do so, then of course the theory is wrong.

## The general nonlinear model

The theory is based on the renormalization of the 2d general nonlinear model, which was the subject of my first talk at Cargèse, as a student in the summer of 1979. The general nonlinear model is a functional integral over maps $`x(z,\overline{z})`$ from the plane to a given compact, riemannian target manifold. The action is

$$A(x)=\mathrm{d}^2z\frac{1}{2\pi }h_{\mu \nu }(x)x^\mu \overline{}x^\nu $$
(1)
where $`h_{\mu \nu }(x)`$ is a positive definite, riemannian metric on the target manifold. In local coordinates on the target manifold, the map $`x(z,\overline{z})`$ is described by coordinate maps $`x^\mu (z,\overline{z})`$. Expanding the metric coupling in Taylor series, the action takes the perturbative form

$$A(x)=\mathrm{d}^2z\frac{1}{2\pi }\left(h_{\mu \nu }x^\mu \overline{}x^\nu +h_{\mu \nu ,\sigma }x^\sigma x^\mu \overline{}x^\nu +\mathrm{}\right)$$
(2)
which describes interacting massless scalar fields $`x^\mu (z,\overline{z})`$. The matrix $`h_{\mu \nu }`$ governs the gaussian fluctuations around the origin of coordinates $`x^\mu =0`$. The propagator is

$$x^\mu (z_1,\overline{z}_1)x^\nu (z_2,\overline{z}_2)=h^{\mu \nu }\mathrm{ln}(\mu ^2\left|z_1z_2\right|^2)$$
(3)
where $`\mu ^1`$ is a reference 2d distance. The higher Taylor series coefficients of the metric are the perturbative couplings of the model. Free massless scalar fields are dimensionless in 2d, so all the couplings have naive scaling dimension 0. The general nonlinear model is a renormalizable 2d field theory with infinitely many naively renormalizable coupling constants.

I called it the *general* nonlinear model because the metric $`h_{\mu \nu }(x)`$ was not assumed to have any special symmetries and the renormalization of the model was generally covariant in the target manifold, and because the model contained all possible naively renormalizable couplings of the dimensionless scalar fields $`x^\sigma (z,\overline{z})`$.

Renormalize the model at 2d distance $`\mu ^1`$. The renormalized metric coupling follows the renormalization group equation

$$\mu \frac{}{\mu }h_{\mu \nu }(x)=\beta _{\mu \nu }(x)=2R_{\mu \nu }(x)+\mathrm{O}(R^2)$$
(4)
where $`R_{\mu \nu }(x)`$ is the Ricci tensor of the metric. The model is scale invariant when $`h_{\mu \nu }(x)`$ satisfies the fixed point equation $`\beta =0`$,

$$0=2R_{\mu \nu }+\mathrm{O}(R^2)$$
(5)
The appearance of Einstein’s equation (without matter) in this formal 2d setting, apparently unrelated to spacetime physics, seemed potentially a clue to an explanation of the physical Einstein equation. It became possible to imagine that spacetime physics might be explained by some theoretical structure based on the renormalization of the general nonlinear model. The target manifold would be spacetime. But the equation $`\beta =0`$ was only the fixed point equation of the renormalization group flow in a 2d model. It had the form of the spacetime field equation, but it was not the equation of motion of a mechanical system.

## The coupling constants $`\lambda ^i`$

The renormalization group flow of the general nonlinear model exposed a direct relationship between the short distance properties of the 2d model and the large distance geometry of its target manifold. Take a particular scale invariant model to serve as reference point. The metric $`h_{\mu \nu }^{\mathrm{ref}}(x)`$ of the reference model solves the fixed point equation $`\beta =0`$. A nearby model has metric $`h_{\mu \nu }(x)=h_{\mu \nu }^{\mathrm{ref}}(x)+\delta h_{\mu \nu }(x)`$. The scaling behavior of the perturbation $`\delta h_{\mu \nu }(x)`$ at short 2d distances is determined by the linearization of $`\beta `$, a covariant second order differential operator

$$\beta _{\mu \nu }=(^\sigma _\sigma +\mathrm{})\delta h_{\mu \nu }(x)+\mathrm{O}(\delta h^2).$$
(6)
The perturbation can be expanded in eigen-modes

$$\delta h_{\mu \nu }(x)=\lambda ^i\delta _ih_{\mu \nu }(x)$$
(7)
$$(^\sigma _\sigma +\mathrm{})\delta _ih_{\mu \nu }(x)=\gamma (i)\delta _ih_{\mu \nu }(x)$$
(8)
which form a discrete set because the target manifold was taken compact and riemannian. The summation convention is used for indices $`i,j`$ which range over the discrete set of wave modes. Each eigen-mode corresponds to a local 2d scaling field

$$\varphi _i(z,\overline{z})=\mu ^2\delta _ih_{\mu \nu }(x)x^\mu \overline{}x^\nu $$
(9)
whose scaling dimension is $`2+\gamma (i)`$. The eigenvalue $`\gamma (i)`$ is the anomalous dimension of $`\varphi _i(z,\overline{z})`$. The perturbation of the action is

$$\delta A=\mathrm{d}^2z\mu ^2\frac{1}{2\pi }\lambda ^i\varphi _i(z,\overline{z}).$$
(10)
The perturbed model is made by inserting

$$\mathrm{e}^{\delta A}=\mathrm{e}^{{\scriptscriptstyle \mathrm{d}^2z\mu ^2{\scriptscriptstyle \frac{1}{2\pi }}\lambda ^i\varphi _i(z,\overline{z})}}$$
(11)
into the reference model. The wave modes $`\lambda ^i`$ of the metric become the coupling constants that parametrize the 2d model. The renormalization group equation, written in terms of the $`\lambda ^i`$, is

$$\mu \frac{}{\mu }\lambda ^i=\beta ^i(\lambda )=\gamma (i)\lambda ^i+\mathrm{}$$
(12)
so the coupling constant $`\lambda ^i`$ has dimension $`\gamma (i)`$. The spectrum of dimensions $`\gamma (i)`$ is discrete and bounded above, because the target manifold is compact and riemannian.

Distances in the target manifold, which are to be spacetime distances, are pure numbers. Implicitly, there is a basic unit of spacetime distance. A distance is large when it is a large number in dimensionless units. The target manifold is *macroscopic* when it is very large in some of its dimensions, containing large regions where spacetime curvature and topology are negligible in the macroscopic dimensions. Locally in a macroscopic target manifold, the wave modes $`\lambda ^i`$ are approximated by plane waves with spacetime wave vectors $`p(i)`$. The anomalous dimensions, being the eigenvalues of a second order differential operator, are essentially

$$\gamma (i)=p(i)^2.$$
(13)
The eigenvalues $`\gamma (i)`$ become tightly packed near 0, approximating a continuus spectrum indexed by the wave vectors $`p(i)`$.

The wave modes of the spacetime metric are the coupling constants $`\lambda ^i`$ of the general nonlinear model. The anomalous dimensions $`\gamma (i)`$ of the 2d scaling fields are geometrical quantities in spacetime, essentially the squares of the spacetime wave vectors $`p(i)`$. A dictionary between spacetime physics and the general nonlinear model begins to take form.

## At short 2d distances $`\mathrm{\Lambda }^1`$

From now on, the reference 2d distance $`\mu ^1`$ at which the general nonlinear model is renormalized will be held fixed. Everything will happen at much shorter 2d distances $`\mathrm{\Lambda }^1`$, where the renormalized model is parametrized by running coupling constants $`\lambda _r^i`$,

$$\mathrm{e}^{{\scriptscriptstyle \mathrm{d}^2z\mu ^2{\scriptscriptstyle \frac{1}{2\pi }}\lambda ^i\varphi _i(z,\overline{z})}}=\mathrm{e}^{{\scriptscriptstyle \mathrm{d}^2z\mathrm{\Lambda }^2{\scriptscriptstyle \frac{1}{2\pi }}\lambda _r^i\varphi _i^\mathrm{\Lambda }(z,\overline{z})}}.$$
(14)
The $`\varphi _i^\mathrm{\Lambda }(z,\overline{z})`$ are the scaling fields normalized at the short 2d distance. The $`\lambda _r^i`$ run with $`\mathrm{\Lambda }^1`$ according to the renormalization group equation

$$\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\lambda _r^i=\beta ^i(\lambda _r)=\gamma (i)\lambda _r^i+\mathrm{}$$
(15)
whose integrated flow

$$\lambda _r^i=(\mathrm{\Lambda }/\mu )^{\gamma (i)}\lambda ^i+\mathrm{}$$
(16)
when expressed in terms of the large number

$$L^2=\mathrm{ln}(\mathrm{\Lambda }/\mu )$$
(17)
shows the exponential suppression

$$\lambda ^i=\mathrm{e}^{L^2\gamma (i)}\lambda _r^i=\mathrm{e}^{L^2p(i)^2}\lambda _r^i.$$
(18)
When $`\gamma (i)`$ is positive and large on the scale set by $`L^2`$, the short distance coupling constant $`\lambda _r^i`$ is *irrelevant*. It has no significant effects in the renormalized model. The corresponding $`\lambda ^i`$ has dimension $`\gamma (i)`$ which is significantly negative on the scale set by $`L^2`$. Such coupling constants $`\lambda ^i`$ are *non-renormalizable*. The non-renormalizable coupling constants play no role in the renormalized model. The renormalization puts them to zero. Only the *renormalizable* coupling constants matter in the renormalized model, whose dimensions $`\gamma (i)`$ are either non-negative or only slightly negative, the latter meaning close to zero on the scale set by $`L^2`$. All significant perturbations of the renormalized model at the short 2d distance $`\mathrm{\Lambda }^1`$ are parametrized by the renormalizable $`\lambda ^i`$, or, equivalently, by the $`\lambda _r^i`$ modulo the irrelevant $`\lambda _r^i`$.

To be specific, say that $`\lambda _r^i`$ is irrelevant if $`\mathrm{e}^{L^2\gamma (i)}<\mathrm{e}^{400}`$, the number $`400`$ being more or less arbitrary. This is equivalent to $`\gamma (i)>400/L^2`$ or $`p(i)>20/L`$. Then the renormalizable coupling constants $`\lambda ^i`$ are those with $`\gamma (i)400/L^2`$, which is $`p(i)20/L`$. The renormalizable coupling constants at the short 2d distance $`\mathrm{\Lambda }^1`$ are the spacetime wave modes at spacetime distances larger than $`L`$. The number $`L`$ acts as an ultraviolet cutoff distance in spacetime. It is a strong UV cutoff in the sense that the spacetime wave modes at distances smaller than $`L`$ are decoupled from the renormalized 2d model. There is no significant dependence on the irrelevant $`\lambda _r^i`$. The decoupling is accomplished in the renormalization of the model, when the non-renormalizable $`\lambda ^i`$ are forced to 0.

The large distance structure of spacetime is now translated into the short distance structure of the 2d model. Specifically, the general nonlinear model at 2d distances shorter than $`\mathrm{\Lambda }^1`$ represents the mechanical structure of spacetime at distances larger than $`L`$.

The distinction between renormalizable and non-renormalizable coupling constants is familiar. In a typical model, all the negative dimension coupling constants are non-renormalizable. Once the ratio $`\mathrm{\Lambda }/\mu `$ is sufficiently huge, it becomes effectively infinite. Only the zero and positive dimension coupling constants are renormalizable. All effects of irrelevant coupling constants at short distance are absorbed into shifts of the renormalizable coupling constants. The renormalized model is parametrized entirely by the fixed set of renormalizable coupling constants. The general nonlinear model is unusual in that its spectrum of scaling dimensions $`\gamma (i)`$ can crowd arbitrarily close to zero when its target manifold becomes arbitrarily large. The set of renormalizable coupling constants depends on the ratio $`\mathrm{\Lambda }/\mu `$, no matter how huge that ratio becomes.

## The manifold of general nonlinear models

The renormalizable coupling constants $`\lambda ^i`$ serve as local coordinates parametrizing the renormalized models in the vicinity of the reference model. The collection of all such local coordinate systems defines the manifold of renormalized general nonlinear models, $`M(L)`$. It depends on $`L`$ because the set of renormalizable $`\lambda ^i`$ depends on $`L`$. Locally, $`M(L)`$ is the manifold of spacetime fields at spacetime distances larger than $`L`$. Locally, $`M(L)`$ is finite dimensional, because the spectrum of $`\gamma (i)`$ is discrete and bounded below, which is because the target manifold, spacetime, is compact and riemannian. But the dimension of $`M(L)`$ grows without bound when the spacetime becomes large.

In the idealized limit $`\mathrm{\Lambda }^1=0`$, $`L=\mathrm{}`$, the only coupling constants that survive are the relevant coupling constants (positive dimension) and the marginal coupling constants (zero dimension). The marginal coupling constants are the $`\lambda ^i`$ that preserve scale invariance, at least infinitesimally. They parametrize the manifold $`M(\mathrm{})`$ of scale invariant models. The marginal $`\lambda ^i`$ are the zero modes, $`\gamma (i)=0`$, in spacetime.

## The general nonlinear model in string theory

The general nonlinear model found use in string theory, to construct the string worldsurface in a curved background spacetime. The general nonlinear model provides the local structure of the worldsurface. The target manifold is the background spacetime in which strings scatter. String theory uses somewhat elaborate versions of the general nonlinear model, incorporating 2d supersymmetry and 2d chiral asymmetry. The couplings of the model are the spacetime metric and also some additional spacetime fields, which include spacetime gauge fields, fermionic spacetime spinor fields and more. The $`\lambda ^i`$ are the wave modes of this entire collection of spacetime fields, all the coupling constants of the general nonlinear model of the worldsurface.

The perturbative algorithm for calculating the string S-matrix needs the worldsurface to be scale invariant. The equation $`\beta =0`$ again looks like a spacetime field equation, but it is still not the equation of motion of a mechanical system. It is only a consistency condition on the background spacetime. At low momenta and energies, the perturbative string S-matrix can be identified with the perturbative S-matrix of a spacetime QFT. The classical field equation of the QFT can be identified with the consistency condition $`\beta =0`$. These correspondences strongly suggested that there should be a mechanical means of producing an actual QFT with $`\beta =0`$ as its equation of motion, and that the means of production of the QFT should be related to the construction of the background spacetime for string scattering. To find such a means of producing an actual QFT has been an urgent problem for many years.

Take the heterotic string theory, to be specific. $`M(L)`$ is now the manifold of general nonlinear models of the heterotic worldsurface. The $`\lambda ^i`$ are the coupling constants of the heterotic worldsurface (after GSO projection), which are the spacetime wave modes of the spacetime metric, gauge fields, scalar fields, antisymmetric tensor field, and chiral fermion fields. Some of the $`\lambda ^i`$ are fermionic, so $`M(L)`$ is now a graded manifold. The absence of tachyons means that $`\gamma (i)0`$ for all $`\lambda ^i`$. There are no relevant coupling constants. The renormalization group flows inward to the manifold $`M(\mathrm{})`$ of exactly scale invariant models, the exact solutions of $`\beta =0`$. $`M(\mathrm{})`$ is essentially the manifold of 10d compact Calabi-Yau target spaces (with some additional geometric structure). These are the consistent background spacetimes for heterotic string theory.

Spacetime is kept compact and riemannian in order to keep the 2d model under control. The issue of analytic continuation to real time is put off indefinitely. The continuation can certainly be done in some extreme limits of 10d compact riemannian spacetimes, where at least one dimension becomes infinitely large.

## The infrared failure of string theory

String theory has failed as physics because of the manifold of consistent background spacetimes. String theory can make no definite predictions, because the background spacetime depends on continuously variable free parameters which have to be fixed by hand. Moreover, the existence of a manifold of possible background spacetimes implies that the low energy string modes are exactly massless particles. Few, if any, real particle masses are exactly zero. One of the most urgent problems in physics is to explain the precise small nonzero values of the particle masses in the Standard Model.

My purpose in pointing to the failure of string theory is diagnostic. The free parameters and the massless particles are signs of pathology, calling for a remedy. The pathology is in the infrared, its symptoms being the zero modes of the spacetime fields. The infrared properties of string theory are encoded in the background spacetimes. Something is wrong or missing in the specification of the possible background spacetimes. The need to select a background spacetime is the basic sign of deficiency. The background spacetime should not have to be selected by hand, from among a manifold of consistent possibilities. It should be produced mechanically. A mechanism is missing that constructs the background spacetime. One might hope that such a mechanism will remedy the infrared failure of string theory.

## Every handle diverges logarithmically

Consider a handle in the worldsurface, as pictured in figure 1. The handle is made by cutting two disks of radius $`r`$ from the worldsurface, then gluing the two boundary circles to each other. The positions $`z_1`$ and $`z_2`$ of the holes, and the radius $`r`$, are integration variables in the formula for string scattering amplitudes. The effect of the handle is to make a non-local insertion in the worldsurface,

$$\frac{1}{2}\mathrm{d}^2z_1\mu ^2\frac{1}{2\pi }\varphi _i(z_1,\overline{z}_1)\mathrm{d}^2z_2\mu ^2\frac{1}{2\pi }\varphi _j(z_2,\overline{z}_2)\underset{\mu \mathrm{\Lambda }^1}{}2\mathrm{d}(\mu r)(\mu r)^{\gamma (i)+\gamma (j)1}Tg^{ij}$$
(19)
which expresses the handle as a sum over the string states $`i`$, $`j`$ flowing through the two ends. The state $`i`$ flowing through the end at $`z_1`$ appears in the worldsurface as the local field $`\varphi _i(z_1,\overline{z}_1)`$. The state $`j`$ appears as $`\varphi _j(z_2,\overline{z}_2)`$. Each pair of states $`i,j`$ is weighted by a gluing matrix element $`Tg^{ij}`$. The form of the integral is dictated by 2d scale invariance. The 2d distance $`\mathrm{\Lambda }^1`$ acts as short distance cutoff on $`r`$. The handle gluing matrix $`Tg^{ij}`$ is the inverse of the metric

$$T^1g_{ij}=Z\varphi _i(z_1,\overline{z}_1)\varphi _j(z_2,\overline{z}_2)$$
(20)
which is the unnormalized two point function of the scaling fields, evaluated at the reference distance $`\left|z_1z_2\right|=\mu ^1`$ (on the complex plane compactified to form the 2-sphere). The number $`T^1`$ is the normalizing factor $`Z1`$, the partition function of the 2-sphere. In a macroscopic spacetime of volume $`V`$, the number $`T`$ is related to the string coupling constant $`g_s`$ by

$$T^1=g_s^2V.$$
(21)
The factor $`V`$ comes from the zero mode in the worldsurface functional integral over $`x^\mu (z,\overline{z})`$. The combination $`Vg_{ij}`$ is properly normalized to be the usual continuum inner product on the spacetime wave modes.

The kernel of the non-local insertion, is the factor in equation 19,

$$\underset{\mu \mathrm{\Lambda }^1}{}2\mathrm{d}(\mu r)(\mu r)^{2\gamma (i)1}Tg^{ij}$$
(22)
where $`\gamma (i)+\gamma (j)`$ is replaced by $`2\gamma (i)`$, because $`Tg^{ij}=0`$ unless $`\gamma (i)=\gamma (j)`$ (another consequence of 2d scale invariance). The cutoff dependent part of the kernel is

$$Tg^{ij}\left[\frac{(\mu \mathrm{\Lambda }_1^1)^{2\gamma (i)}(\mu \mathrm{\Lambda }^1)^{2\gamma (i)}}{\gamma (i)}\right]$$
(23)
where $`\mathrm{\Lambda }_1^1`$ is a second 2d distance, chosen arbitrarily, independent of $`\mathrm{\Lambda }^1`$, to be the upper limit in the integral over $`r`$.

The handle is logarithmically divergent in $`\mathrm{\Lambda }^1`$ if and only if there is at least one worldsurface field $`\varphi _i(z,\overline{z})`$ with $`\gamma (i)=0`$. The infrared failure of string theory, due to the existence of marginal coupling constants $`\lambda ^i`$, now appears as a technical pathology of the worldsurface, a logarithmic divergence in every string channel due to the discrete zero modes flowing through every handle.

Again, the spectrum is discrete because spacetime is compact and riemannian. The target manifold of the general nonlinear model was originally taken to be compact and riemannian so that the 2d model would be strictly well defined. The action was then bounded below and the fluctuating field $`x^\mu (z,\overline{z})`$ could not wander off uncontrollably in the target manifold. The motivation is essentially the same now. The background spacetime is taken to be compact and riemannian in order to control the spacetime infrared behavior of the string worldsurface, to be sure that nothing is missed in the spacetime infrared.

## Potentially realistic string scattering

When $`\gamma (i)`$ is small, the kernel of the handle insertion becomes

$$Tg^{ij}\left[\frac{1\mathrm{e}^{2L^2\gamma (i)}}{\gamma (i)}\right]$$
(24)
which is the string propagator, cutoff in the spacetime infrared at distance $`L`$. The large distance modes are cut off in the infrared at $`p(i)^2L^2`$. This is the usual demonstration of the well known principle that a worldsurface short distance cutoff is equivalent to an infrared spacetime cutoff. The infrared cutoff acts systematically, in every string channel.

When the worldsurface is cut off at short 2d distance $`\mathrm{\Lambda }^1`$, the manifold of consistent background spacetimes is the manifold $`M(L)`$. It is not necessary to satisfy $`\beta =0`$ exactly. The non-renormalizable coupling constants $`\lambda ^i`$ are zero in $`M(L)`$, so the equation $`\beta =0`$ is satisfied at spacetime distances smaller than $`L`$, which is all that is needed for consistent string scattering with infrared cutoff $`L`$. The spacetime wave modes at distances greater than $`L`$ can have $`\beta 0`$, so thay can act as sources and detectors for strings. They describe the physical environment, including the experimental apparatus and the observers. Spacetime can be pictured as in figure 2, tiled by cells of size $`L`$, which are experimental regions for string scattering.

The number $`L`$ now plays a double role. $`L`$ is the IR cutoff distance imposed systematically on string scattering. $`L`$ is also the UV cutoff distance in the background spacetime. The background spacetime is specified by the spacetime fields at distances larger than $`L`$. String scattering takes place within the background spacetime, at distances smaller than $`L`$.

This is a potentially realistic version of string scattering, in the sense that the scattering takes place at relatively small distance in a real physical environment. But the large distance mechanical environment is still described only by classical fields. The equation $`\beta =0`$ is still only a consistency condition. It is now the tree-level condition for extending the string scattering amplitudes to spacetime distances larger than $`L`$. Beyond the tree-level approximation, $`\beta =0`$ is not sufficient. The cutoff dependence of the handles gets in the way.

## Local handles

The logarithmic divergence is interpreted as symptom of a deficiency in the specification of the background spacetime, a deficiency in the construction of the string worldsurface. A new mechanism is to be added to the worldsurface, designed to cancel the logarithmic divergence. But we will not try to remove the divergence in every string channel. We have seen that the large distance structure of the background spacetime is encoded in the short distance, local structure of the general nonlinear model. We limit attention, therefore, to the *local handles*, the handles that are local in the worldsurface. These are the handles that connect a local region of the worldsurface to itself. Both endpoints lie within the same local neighborhood, as in figure 3. The cutoff dependent effects of local handles contribute to the local structure of the worldsurface, and depend only on the local structure of the worldsurface. They contribute to the large distance structure of the background spacetime, and depend only on the large distance structure of the background spacetime.

In limiting attention to the local handles, we keep the large distance physics, which is the physics of the background spacetime, independent from the small distance physics of string scattering. The principle of 2d locality is used to accomplish the separation systematically. A theory of large distance physics that does not depend on small distance physics is attractive because it seems unlikely that a theory of small distance physics could be reliable.

The strategy is to add a new local mechanism at short distance on the worldsurface, designed precisely to cancel the divergent effects of the local handles. By acting at short 2d distance, the new mechanism acts on the large distance structure of spacetime. Two dimensional locality is preserved, so the formulas for calculating string scattering amplitudes will remain consistent at small spacetime distance even after the new mechanism is added to the worldsurface.

The cutoff dependence of a local handle can be extracted naturally, using the separation $`\left|z_1z_2\right|`$ between the two endpoints in place of the arbitrary second 2d distance $`\mathrm{\Lambda }_1^1`$ of equation 23. The cutoff dependent effect of the local handle is the insertion

$`{\displaystyle \frac{1}{2}}{\displaystyle \mathrm{d}^2z_1\mu ^2\frac{1}{2\pi }\varphi _i(z_1,\overline{z}_1)\mathrm{d}^2z_2\mu ^2\frac{1}{2\pi }\varphi _j(z_2,\overline{z}_2)}`$ (25)
$`Tg^{ij}\left[{\displaystyle \frac{(\mu \left|z_1z_2\right|)^{2\gamma (i)}(\mu \mathrm{\Lambda }^1)^{2\gamma (i)}}{\gamma (i)}}\right].`$
It is bi-local rather than non-local, in the sense that the insertion points $`z_1`$ and $`z_2`$ range over the same local neighborhood of the worldsurface.

## Cancel the cutoff dependence of local handles

To cancel the cutoff dependence of the local handles, insert sources

$$\mathrm{e}^{{\scriptscriptstyle \mathrm{d}^2z\mu ^2{\scriptscriptstyle \frac{1}{2\pi }}\lambda ^i(z,\overline{z})\varphi _i(z,\overline{z})}}$$
(26)
in the worldsurface, then set them fluctuating with gaussian propagator

$$\lambda ^i(z_1,\overline{z}_1)\lambda ^j(z_2,\overline{z}_2)=Tg^{ij}(\mu \mathrm{\Lambda }^1)^{2\gamma (i)}\left[\frac{1(\mathrm{\Lambda }\left|z_1z_2\right|)^{2\gamma (i)}}{\gamma (i)}\right]$$
(27)
which is the negative of the kernel in equation 25. The sources inserted in the worldsurface, when contracted with the $`\lambda `$-propagator, make bi-local insertions that cancel the cutoff dependence of the gas of local handles, in the independent handle approximation. Interactions will have to be introduced to account for handle collisions.

Notice that the $`\lambda `$-fluctutations take place at 2d distances $`\left|z_1z_2\right|<\mathrm{\Lambda }^1`$, at the 2d distances where the $`\lambda `$-propagator is positive. The new mechanism is acting at 2d distances *shorter* than the characteristic distance $`\mathrm{\Lambda }^1`$. On the other hand, the worldsurface is constructed at 2d distances *longer* than $`\mathrm{\Lambda }^1`$. The local handles make insertions at 2d distances $`\left|z_1z_2\right|>\mathrm{\Lambda }^1`$, at the 2d distances where the kernel in equation 25 is positive.

Notice also that the insertions of the irrelevant scaling fields $`\varphi _i(z,\overline{z})`$ are suppressed by the appropriate factor $`(\mu /\mathrm{\Lambda })^{\gamma (i)}`$. There is no need for the non-renormalizable $`\lambda ^i`$ to fluctuate. Only the renormalizable $`\lambda ^i`$ have to be turned into fluctuating local sources $`\lambda ^i(z,\overline{z})`$. Thus only a finite number of sources $`\lambda ^i(z,\overline{z})`$ are needed to fluctuate at every short 2d distance $`\mathrm{\Lambda }^1`$.

The $`\lambda `$-propagator at 2d distance $`\left|z_1z_2\right|\mathrm{\Lambda }^1`$ is

$$\lambda ^i(z_1,\overline{z}_1)\lambda ^j(z_2,\overline{z}_2)Tg^{ij}(\mu \mathrm{\Lambda }^1)^{2\gamma (i)}\mathrm{ln}(\mathrm{\Lambda }^2\left|z_1z_2\right|^2)$$
(28)
which is the propagator of massless scalar fields governed by a metric $`(\mathrm{\Lambda }\mu ^1)^{2\gamma (i)}T^1g_{ij}`$ that depends on the 2d distance $`\mathrm{\Lambda }^1`$. After changing variables to the running coupling constants $`\lambda _r^i=(\mathrm{\Lambda }/\mu )^{\gamma (i)}\lambda ^i`$,

$$\lambda _r^i(z,\overline{z})=(\mathrm{\Lambda }\mu ^1)^{\gamma (i)}\lambda ^i(z,\overline{z})$$
(29)
$$\lambda _r^i(z_1,\overline{z}_1)\lambda _r^j(z_2,\overline{z}_2)Tg^{ij}\mathrm{ln}(\mathrm{\Lambda }^2\left|z_1z_2\right|^2),$$
(30)
the gaussian fluctuations of the $`\lambda _r^i(z,\overline{z})`$ are governed by the same metric $`T^1g_{ij}`$ at every 2d distance $`\mathrm{\Lambda }^1`$. They are produced by a functional integral over the $`\lambda _r^i(z,\overline{z})`$ with action

$$\mathrm{d}^2z\frac{1}{2\pi }T^1g_{ij}\lambda _r^i\overline{}\lambda _r^j$$
(31)
which has the same form at every 2d distance $`\mathrm{\Lambda }^1`$. The gaussian $`\lambda `$-fluctuations are therefore invariant under change of the 2d distance $`\mathrm{\Lambda }^1`$, when the change of scale is accompanied by a change of the variables $`\lambda ^i(z,\overline{z})`$, keeping the $`\lambda _r^i(z,\overline{z})`$ constant.

## The $`\lambda `$-model

Interactions have to be added to the gaussian action in order to account for collisions among the local handles. The form of the interactions is constrained by 2d scale invariance and locality. The fields $`\lambda _r^i(z,\overline{z})`$ are dimensionless massless scalar fields. The most general dimensionless local interactions are products of an arbitrary number of fields, with exactly two derivatives. The action must have the form

$$S(\lambda _r)=\mathrm{d}^2z\frac{1}{2\pi }\left(T^1g_{ij}\lambda _r^i\overline{}\lambda _r^j+T^1g_{ij,k}\lambda _r^k\lambda _r^i\overline{}\lambda _r^j+\mathrm{}\right)$$
(32)
which is that of a 2d nonlinear model.

The reference background spacetime loses its significance once the $`\lambda _r^i(z,\overline{z})`$ are set fluctuating. Each local 2d region can be described just as well by fluctuations around a nearby background spacetime $`\lambda _r`$. The gaussian fluctuations around $`\lambda _r`$ will cancel independent local handles in $`\lambda _r`$. So the gaussian fluctuations around $`\lambda _r`$ have to be governed by the metric in $`\lambda _r`$, $`T^1g_{ij}(\lambda _r)`$. The interactions are determined completely, given the gaussian fluctuations around every $`\lambda _r`$. The action has to be

$$S(\lambda _r)=\mathrm{d}^2z\frac{1}{2\pi }T^1g_{ij}(\lambda _r)\lambda _r^i\overline{}\lambda _r^j.$$
(33)
This argument avoids direct calculation in the gas of local handles. The $`\lambda `$-model is the functional integral

$$\mathrm{D}\lambda _r\mathrm{e}^{S(\lambda _r)}\mathrm{e}^{{\scriptscriptstyle \mathrm{d}^2z\mathrm{\Lambda }^2{\scriptscriptstyle \frac{1}{2\pi }}\lambda _r^i(z,\overline{z})\varphi _i^\mathrm{\Lambda }(z,\overline{z})}}.$$
(34)
It is a 2d nonlinear model whose target manifold is $`M(L)`$, the manifold of general nonlinear models of the worldsurface. The local sources $`\lambda _r^i(z,\overline{z})`$ are the component fields of a map $`\lambda _r(z,\overline{z})`$ from the worldsurface to $`M(L)`$. The $`\lambda `$-model is a functional integral over the maps $`\lambda _r(z,\overline{z})`$. It is inserted at short distance in the worldsurface to cancel the cutoff dependence of the local handles. The metric coupling $`T^1g_{ij}(\lambda _r)`$ is a natural mathematical object determined by the local properties of the worldsurface. It is the inverse of the gluing matrix of a local handle. Equivalently, it is the unnormalized two point function of the short distance fields $`\varphi _i^\mathrm{\Lambda }(z,\overline{z})`$, evaluated at the short 2d distance $`\mathrm{\Lambda }^1`$. The coupling strength of the $`\lambda `$-model is the string coupling constant, since $`T`$ is proportional to $`g_s^2`$.

The $`\lambda `$-model is scale invariant in the generalized sense. A change of $`\mathrm{\Lambda }^1`$ is merely equivalent to a change of variables in the functional integral. The action, written in terms of $`\lambda _r(z,\overline{z})`$, has the same form at every 2d distance $`\mathrm{\Lambda }^1`$. When written in terms of $`\lambda (z,\overline{z})`$, the action is invariant under an infinitesimal 2d scaling $`\mathrm{\Lambda }^1(1+ϵ)\mathrm{\Lambda }^1`$ when combined with the infinitesimal renormalization group transformation of the target manifold $`M(L)`$, $`\lambda ^i\lambda ^i+ϵ\beta ^i(\lambda _r)`$, which is only a change of variables in the functional integral defining the $`\lambda `$-model. The field $`\lambda _r(z,\overline{z})`$ is the natural variable in which to describe the fluctuations at the particular 2d distance $`\mathrm{\Lambda }^1`$. The field $`\lambda (z,\overline{z})`$ is the natural variable in which to describe the accumulation of fluctuations over a range of 2d distances $`\mathrm{\Lambda }^1`$, because the sources $`\lambda ^i(z,\overline{z})`$ couple to fields $`\varphi _i(z,\overline{z})`$ which are independent of $`\mathrm{\Lambda }^1`$.

The $`\lambda `$-model is a somewhat peculiar nonlinear model in that its target manifold $`M(L)`$ changes with the 2d distance $`\mathrm{\Lambda }^1`$, depending on $`L^2=\mathrm{ln}(\mathrm{\Lambda }/\mu )`$. The target manifold is parametrized by the coupling constants $`\lambda ^i`$ that are renormalizable at 2d distance $`\mathrm{\Lambda }^1`$, which are the spacetime wave modes at spacetime distances larger than $`L`$. Equivalently, the target manifold $`M(L)`$ is parametrized by the running coupling constants $`\lambda _r^i`$, modulo the irrelevant coupling constants, which are the wave modes at distances smaller than $`L`$. The dependence of the target manifold on $`\mathrm{\Lambda }^1`$ is unfamiliar, but poses no essential difficulty. The target manifold can be held fixed over any range of 2d distances, because extra irrelevant $`\lambda _r^i`$, at distances somewhat smaller than $`L`$, can be included without noticeable effect. They are decoupled from the renormalized worldsurface. The dependence of the target manifold on $`\mathrm{\Lambda }^1`$ arranges itself automatically.

## The *a priori* measure

A 2d statistical model, such as the $`\lambda `$-model, is made by accumulating fluctuations at longer and longer distances, starting at a very short cutoff distance $`\mathrm{\Lambda }_0^10`$ and proceeding up to the characteristic distance $`\mathrm{\Lambda }^1`$. Two pieces of data characterize the model at each 2d distance $`\mathrm{\Lambda }^1`$. The metric coupling $`T^1g_{ij}(\lambda _r)`$ governs the fluctuations at distances near $`\mathrm{\Lambda }^1`$. The a priori measure $`\mathrm{d}\rho _r(\mathrm{\Lambda },\lambda _r)`$ is the net distribution of all fluctuations that have already taken place, at 2d distances up to $`\mathrm{\Lambda }^1`$. The a priori measure is a measure on the target manifold $`M(L)`$.

The a priori measure is a familiar construct of statistical mechanics. In the 2d Ising model, for example, the target manifold consists of two points, the two possible phases of each domain. The characteristic 2d distance $`\mathrm{\Lambda }^1`$ is the lattice spacing. The action governs the correlations between nearby domains. The a priori measure is the statistical weight on the two possible phases at each site. The a priori measure summarizes the distribution of phase domains at 2d distances shorter than the lattice spacing. In models with internal symmetries, such as the Ising model, the a priori measure can be determined uniquely by the symmetry. In general, however, the a priori measure is produced by the accumulation of fluctuations over the range of short 2d distances up to $`\mathrm{\Lambda }^1`$. The a priori measure evolves under the renormalization group of the model as fluctuations at longer and longer 2d distances are included.

The a priori measure is determined by its expectation values, which are calculated as the one point expectation values in the $`\lambda `$-model,

$$\underset{M(L)}{}f(\lambda _r)d\rho _r(\mathrm{\Lambda },\lambda _r)=f=f(\lambda _r(z,\overline{z})),$$
(35)
including the $`\lambda `$-fluctuations at 2d distances up to $`\mathrm{\Lambda }^1`$. The renormalization group of the $`\lambda `$-model acts as a diffusion process,

$$\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\mathrm{d}\rho _r=_i\left[Tg^{ij}(\lambda _r)_j+\beta ^i(\lambda _r)\right]\mathrm{d}\rho _r$$
(36)
with diffusion “time” being the logarithm of the 2d distance. The measure diffuses in $`M(L)`$ because more and more fluctuations are included as $`\mathrm{\Lambda }^1`$ increases. At the same time, $`M(L)`$ flows under the renormalization group of the general nonlinear model, so the diffusion is driven inward along the vector field $`\beta ^i(\lambda _r)`$ towards the $`\beta =0`$ manifold.

At tree-level, the coefficients of the diffusion process are the metric coupling $`T^1g_{ij}(\lambda _r)`$ and the worldsurface $`\beta `$-function $`\beta ^i(\lambda _r)`$. These are constant in “time,” because the $`\lambda `$-model is classically scale invariant, in the generalized sense. A diffusion process with constant coefficients tends to equilibrium. The a priori measure will diffuse to an equilibrium measure under the renormalization group of the $`\lambda `$-model. The conditions that determine the a priori measure are the conditions of equilibrium, rather than symmetry conditions. The equilibrium measure can be determined explicitly, because $`\beta ^i(\lambda _r)`$ is the gradient of a potential function $`T^1a(\lambda _r)`$ on $`M(L)`$,

$$\beta ^i(\lambda _r)=Tg^{ij}_j\left(T^1a(\lambda _r)\right).$$
(37)
When a diffusion process is driven by a gradient flow, the equilibrium measure solves the first order equation

$$0=\left[Tg^{ij}_j+\beta ^i\right]\mathrm{d}\rho _r$$
(38)
whose solution is

$$\mathrm{d}\rho _r(\lambda _r)=\mathrm{e}^{T^1a(\lambda _r)}\mathrm{dvol}(\lambda _r)$$
(39)
where $`\mathrm{dvol}(\lambda _r)`$ is the metric volume element.

The a priori measure of the $`\lambda `$-model is a measure on the spacetime wave modes $`\lambda ^i`$, a functional integral over the spacetime fields. It is a quantum field theory in spacetime. Its equation of motion is $`\beta =0`$, as expressed by the equilibrium condition, equation 38. Its action is the potential function $`T^1a(\lambda _r)`$, as shown in equation 39. This QFT governs the large distance physics in spacetime, because the a priori measure of the $`\lambda `$-model governs the short distance structure of the worldsurface. Thus the $`\lambda `$-model mechanically produces a QFT with equation of motion $`\beta =0`$, which governs the large distance physics in spacetime.

The expectation values $`\lambda _r^{i_1}\lambda _r^{i_2}\mathrm{}`$ in the a priori measure are the correlation functions of the QFT. Each index $`i`$ represents a spacetime wave vector $`p(i)`$, along with whatever other properties label the spacetime wave mode $`\lambda ^i`$, so the expectation values in the a priori measure are the momentum space correlation functions of the spacetime QFT. For example, at tree level,

$`\lambda _r^i\lambda _r^j`$ $`=`$ $`\lambda _r^i(z_1,\overline{z}_1)\lambda _r^j(z_2,\overline{z}_2)_{/z_1=z_2}`$
$`=`$ $`Tg^{ij}\left[{\displaystyle \frac{1(\mathrm{\Lambda }\left|z_1z_2\right|)^{2\gamma (i)}}{\gamma (i)}}\right]_{/z_1=z_2}`$
$`=`$ $`Tg^{ij}{\displaystyle \frac{1}{\gamma (i)}}`$
which is the tree level spacetime propagator. The expectation values in the a priori measure can be transcribed directly into spacetime correlation functions by summing over the spacetime wave modes, as in

$$h_{\mu _1\nu _1}(x_1)h_{\mu _2\nu _2}(x_2)=\lambda _r^{i_1}\lambda _r^{i_2}\delta _{i_1}h_{\mu _1\nu _1}(x_1)\delta _{i_2}h_{\mu _2\nu _2}(x_2).$$
(41)
All of this structure carries over from the tree-level approximation to the full quantum $`\lambda `$-model. The fluctuations in the $`\lambda `$-model correct the metric coupling $`T^1g_{ij}`$ and the $`\beta `$-function $`\beta ^i`$, producing an effective metric coupling $`T^1g_{ij}^{\mathrm{eff}}`$ and an effective $`\beta `$-function $`\beta _{\mathrm{eff}}^i`$. I argue in  that the quantum $`\lambda `$-model is scale invariant, in the generalized sense, and that $`\beta _{\mathrm{eff}}^i`$ is the gradient of a potential function $`T^1a_{\mathrm{eff}}`$. The full a priori measure of the quantum $`\lambda `$-model is generated by the diffusion process whose constant coefficients are $`T^1g_{ij}^{\mathrm{eff}}`$ and $`\beta _{\mathrm{eff}}^i`$. The actual equilibrium a priori measure is a QFT whose action is $`T^1a_{\mathrm{eff}}`$ and whose equation of motion is $`\beta _{\mathrm{eff}}=0`$.

## Nonperturbative 2d effects in the $`\lambda `$-model?

The $`\lambda `$-model is merely a somewhat elaborate 2d nonlinear model. It seems reasonable to presume that it can be constructed nonperturbatively. Nonperturbative effects in the $`\lambda `$-model would be nonperturbative in the string coupling constant $`g_s`$, because $`Tg_s^2`$. Nonperturbative 2d effects in the $`\lambda `$-model might make useful corrections to the spacetime equation of motion $`\beta _{\mathrm{eff}}=0`$ and to the spacetime action $`T^1a_{\mathrm{eff}}`$. The most obvious source of nonperturbative 2d effects are the nontrivial classical solutions of the 2d equation of motion

$$0=\left(T^1g_{ij}(\lambda _r)\overline{}\lambda _r^j\right).$$
(42)
These are the harmonic surfaces in the manifold of spacetime fields. Solutions on the 2-sphere would be 2d instantons in the $`\lambda `$-model. Harmonic surfaces passing through singular points in $`M(L)`$ would appear as defects in the worldsurface. Condensation of such 2d defects in the $`\lambda `$-model might have interesting consequences, among which perhaps making spacetime macroscopic and dynamically inducing spacetime topology change. The crucial immediate question is whether there are 2d nonperturbative effects in the $`\lambda `$-model can eliminate the continuous degeneracy in the manifold of background spacetimes, violate spacetime supersymmetry, and produce realistic small particle masses.

## General covariance and gauge invariance

The renormalization of the general nonlinear model is generally covariant in its target manifold, which is spacetime. The reparametrizations of spacetime act on the wave modes of the spacetime fields, which are the coupling constants $`\lambda ^i`$. The renormalization of the general nonlinear model is invariant, as long as no anomalies intervene. The renormalization is similarly invariant under spacetime gauge transformations.

In the $`\lambda `$-model, the reparametrizations of spacetime and the spacetime gauge transformations become symmetries of *its* target manifold, $`M(L)`$. These symmetries of $`M(L)`$ are made into local 2d gauge symmetries in the $`\lambda `$-model, by introducing auxiliary spin-1 $`\lambda `$-fields coupled to the spin-1 worldsurface scaling fields, which are the generators of the spacetime gauge transformations. The renormalization of the $`\lambda `$-model needs to preserve these symmetries of its target manifold. In the general nonlinear model, the renormalization of special symmetries of the target manifold followed from the general covariance of the renormalization. In the $`\lambda `$-model, the renormalization of the symmetries of *its* target manifold should follow from the general covariance of *its* renormalization. General covariance in the target manifold of the $`\lambda `$-model is reparametrization invariance in the manifold of spacetime fields, a sort of *meta* general covariance. It must be shown that no anomalies intervene. The same formal technology that was used in the renormalization of the general nonlinear model should apply to the $`\lambda `$-model. If the renormalization of the $`\lambda `$-model is generally covariant in its target manifold, then its a priori measure, the spacetime QFT, will be generally covariant and gauge invariant in spacetime.

## The effective worldsurface

The $`\lambda `$-fluctuations act as fluctuating sources, making insertions in the worldsurface at 2d distances shorter than $`\mathrm{\Lambda }^1`$. These insertions produce corrections to the general nonlinear model. They produce an effective model of the worldsurface, at 2d distances longer than $`\mathrm{\Lambda }^1`$. It is invariant under an effective renormalization group, generated by the effective $`\beta `$-function $`\beta _{\mathrm{eff}}^i`$. The effective worldsurface, cut off at short 2d distance $`\mathrm{\Lambda }^1`$, is used to calculate effective string scattering amplitudes at spacetime distances smaller than $`L`$. This effective model of the worldsurface is the effective background spacetime for string scattering at spacetime distances smaller than $`L`$.

## The form of the theory

For each large value of the number $`L`$, the $`\lambda `$-model produces two complementary effective descriptions of spacetime physics: the a priori measure, a specific QFT at spacetime distances larger than $`L`$, and the effective worldsurface, a specific effective background spacetime for string scattering at distances smaller than $`L`$. The two descriptions agree where they overlap, at distances on the order of $`L`$. There is no single description that applies at all spacetime distances.

The two complementary descriptions are produced by the $`\lambda `$-model working downwards in $`L`$. The $`\lambda `$-model starts at some extremely short 2d distance $`\mathrm{\Lambda }_0^10`$ and works outward to $`\mathrm{\Lambda }^1`$. The characteristic spacetime distance slides downwards from $`L_0\mathrm{}`$ to $`L`$. There is no dependence on the 2d cutoff distance $`\mathrm{\Lambda }_0^1`$ because the $`\lambda `$-model is renormalizable, as a 2d nonlinear model. The $`\lambda `$-model works entirely at large distance in spacetime. QFT is not derived from a microscopic, small distance mechanics. Rather, it is constructed from the largest distances *downwards*. Such a method of producing QFT might turn out useful, given the need to explain the mysteriously small value of the cosmological constant, which is not natural in any microscopic QFT.

When the QFT is constructed downwards in distance, spacetime locality has to be demonstrated. I argue that spacetime locality is built into the a priori measure of the $`\lambda `$-model by the diffusion process that produces it. Locality is tested in the QFT by integrating out the small distance wave modes. In the $`\lambda `$-model, small distance wave modes $`\lambda ^i`$ start as non-renormalizable coupling constants, decoupled from the wave modes at larger distances and forced to zero. As $`\mathrm{\Lambda }^1`$ increases, as $`L`$ decreases, the wave modes at spacetime distances near $`L`$ become renormalizable couplings. They diffuse away from zero to their equilibrium distribution. Integrating out the small distance wave modes $`\lambda ^i`$ undoes that diffusion. The a priori measure at larger values of $`L`$ is recovered from the a priori measure at smaller values of $`L`$ by integrating out the small distance wave modes. This is spacetime locality in the QFT.

The renormalization of the general nonlinear model is valid only as long as $`L^2=\mathrm{ln}(\mathrm{\Lambda }/\mu )`$ is large enough to be treated as a divergence. Therefore the spacetime distance $`L`$ must stay large. It seems reasonable to suppose that $`L^2>10^{24}`$ or perhaps $`L^2>10^{20}`$ will be large enough. If so, and if the unit of distance is within a few orders of magnitude of the Planck length, then $`L`$ can be taken smaller than the smallest distance experimentally observable in practice. The a priori measure describes all spacetime physics at distances larger than $`L`$, so it will describe all observable physics, if this theory turns out to be right.

## Dynamical background independence

Figure 4 pictures schematically the production of the a priori measure and the effective background spacetime, which is written $`\mathrm{Back}(L)`$. The process starts at $`\mathrm{\Lambda }_0^10`$, $`L_0\mathrm{}`$, in a background spacetime arbitrarily chosen from the manifold $`M(L_0)`$. The initial choice of background spacetime does not matter, because the diffusion process forgets its initial condition. The $`\lambda `$-model is background independent, dynamically.

This formal argument rests on the intuition that the $`\lambda `$-model is merely a well-behaved scale invariant 2d statistical system. It is presumed to behave as if its target manifold $`M(L)`$ is globally finite dimensional, compact and connected, in the limit $`L\mathrm{}`$. The diffusion of the a priori measure will then go to a unique equilibrium. This is a very strong presumption. There will have to be nonperturbative 2d effects in the lambda model that regularize the singularities in $`M(L)`$, especially the places where spacetime becomes macroscopically large and the dimension of $`M(L)`$ grows without bound. There will have to be 2d effects in the lambda model that change the spacetime topology. It can be imagined that fluctuating 2d defects in the $`\lambda `$-model, associated with the singularities in $`M(L)`$, will regularize the singularities. But such effects are now only imagined.

## What the cancelling means

The $`\lambda `$-model was introduced to cancel the dependence on $`\mathrm{\Lambda }^1`$ of the local handles. But the local handles act at 2d distances longer than $`\mathrm{\Lambda }^1`$, while the $`\lambda `$-fluctuations act at 2d distances shorter than $`\mathrm{\Lambda }^1`$. It cannot be that the $`\lambda `$-fluctuations actually cancel the local handles, leaving no net effect. Rather, the incremental effects of the $`\lambda `$-fluctuations are opposite to those of the local handles, as $`\mathrm{\Lambda }^1`$ changes. Consider a small change, $`\mathrm{\Lambda }^1(1+ϵ)\mathrm{\Lambda }^1`$. The $`\lambda `$-fluctuations at 2d distances between $`\mathrm{\Lambda }^1`$ and $`(1+ϵ)\mathrm{\Lambda }^1`$ act on $`\mathrm{Back}(L)`$ to produce the effective background spacetime $`\mathrm{Back}(L\delta L)`$, where $`\delta L=ϵ/2L`$. Schematically,

$$\mathrm{Back}(L)+(\lambda \mathrm{fluctuations})=\mathrm{Back}(L\delta L).$$
(43)
The cancelling between the $`\lambda `$-fluctuations and the local handles at 2d distances between $`\mathrm{\Lambda }^1`$ and $`(1+ϵ)\mathrm{\Lambda }^1`$ is, schematically,

$$(\lambda \mathrm{fluctuations})+(\mathrm{local}\mathrm{handles})=0.$$
(44)
Therefore,

$$\mathrm{Back}(L)=\mathrm{Back}(L\delta L)+(\mathrm{local}\mathrm{handles}).$$
(45)
The local handles act on $`\mathrm{Back}(L\delta L)`$ to produce $`\mathrm{Back}(L)`$. The local handles *undo* the work of the $`\lambda `$-model.

In a macroscopic spacetime, with $`n`$ macroscopic dimensions of volume $`V`$, the discrete sums over wave modes become continuous momentum integrals

$`{\displaystyle \underset{i,j}{}}Tg^{ij}`$ $`=`$ $`{\displaystyle \underset{p(i)}{}}{\displaystyle \underset{p(j)}{}}g_s^2V\delta _{p(i),p(j)}`$ (46)
$`=`$ $`{\displaystyle \mathrm{d}^np(i)\mathrm{d}^np(j)g_s^2\delta ^n(p(i)p(j))}`$ (47)
writing here only the wave vector $`p(i)`$ for $`i=(p(i),\mathrm{})`$, leaving out all the other labelling of the wave modes. The kernel of the handle insertion (the string propagator) becomes

$$\delta ^n(p(i)p(j))g_s^2\left[\frac{1(\mu \mathrm{\Lambda }^1)^{2p(i)^2}}{p(i)^2}\right]$$
(48)
Take $`\mathrm{\Lambda }/\mathrm{\Lambda }`$ of this kernel to find that its 2d scale dependence

$$\delta ^n(p(i)p(j))g_s^2\left[2\mathrm{e}^{2L^2p(i)^2}\right]$$
(49)
is entirely at spacetime distances larger than $`L`$.

As the infrared cutoff is relaxed, as $`L`$ is increased, more and more large distance string modes pass through the local handles, modifying the background spacetime at distances larger than $`L`$. As $`L`$ increases, the background spacetime evolves, running back through the effective background spacetimes that were produced by the $`\lambda `$-model. The diffusion process runs backwards. But a diffusion process can run backwards only on states that have first been produced by the forward process. Thus string scattering at finite distances $`L`$ in spacetime is consistent only in the effective background spacetime produced by the $`\lambda `$-model.

## Physics at finite spacetime distance

The $`\lambda `$-model is, in principle, a realistic theory. By working at nonzero $`\mathrm{\Lambda }^1`$, it produces a mechanical description of spacetime at large finite distances $`L`$. It produces a QFT, an actual functional integral over spacetime fields, which describes the large distance physics. It produces an effective background spacetime for string scattering at every large distance $`L`$, evolving consistently with increasing $`L`$. String scattering takes place at finite distances in the mechanical large distance environment produced by the $`\lambda `$-model. States of the QFT can describe mechanical string scattering experiments which probe small distance physics, at least hypothetically.

Pure S-matrix string theory, on the other hand, describes strings scattering at infinite distance in an infinitely large spacetime. It is an idealized theory of perfectly asymptotic states, exactly on-shell. It assumes an ideal experimenter at infinity in spacetime. It has no room for mechanics. It has no room for a mechanical description of the physical environment in which scattering takes place, no room for a mechanical description of the experimental apparatus or the observers. The worldsurface is in the idealized continuum limit, $`\mathrm{\Lambda }^1=0`$, at an exact solution of $`\beta =0`$. The logarithmic dependence on $`\mathrm{\Lambda }^1`$ in the local handles is pushed away to $`L=\mathrm{}`$, outside the idealized scattering region, invisible in the S-matrix. There are no discrete zero modes to produce logarithmic divergences. (Logarithmic divergences can appear only in tadpole diagrams, where a non-local handle is attached at one of its ends to a vacuum diagram, which can make a contribution at the end of the handle proportional to $`\delta ^n(p)`$. These are *not* contributions to the background spacetime, since they come from non-local handles. They see the small distance string modes circulating in the vacuum diagram.)

The dependence of local handles on $`\mathrm{\Lambda }^1`$ is a signficant difficulty only in a potentially realistic theory of string scattering, which strives to describe scattering at finite spacetime distances $`L`$ within a mechanical environment. Taking the background spacetime to be compact and riemannian distills that difficulty down to the logarithmic divergence in local handles, coming from spacetime zero modes. Treating this logarithmic divergence is a way to treat the real difficulty, which is the dependence of the local handles on $`\mathrm{\Lambda }^1`$, at finite $`L`$. That difficulty cannot be avoided if string theory is to have a relation to the physics of the real world, because the real world *is* mechanical at large distances. There has to be a mechanical background spacetime at large finite distances $`L`$, which evolves consistently with $`L`$. String theory needs the $`\lambda `$-model to prepare the effective background spacetime within which string scattering at finite spacetime distance is consistent.

The conventional background spacetimes for pure S-matrix string theory are suspect as guides to the properties of the effective background spacetime. The conventional background spacetimes, the exact solutions of $`\beta =0`$, are idealized settings for pure string S-matrices. Properties such as exact spacetime supersymmetry might turn out to be artifacts of prematurely setting $`\mathrm{\Lambda }^1=0`$, $`L=\mathrm{}`$. A potentially physical S-matrix should derive from a theory which can describe finite mechanical experiments. Only in the limiting case of infinitely large experimental apparatus does an S-matrix emerge. This is how the S-matrix is derived from ordinary quantum field theories, such as the standard model.

The $`\lambda `$-model starts at $`L_0\mathrm{}`$. It starts at a background spacetime in $`M(L_0)`$, which is a solution of $`\beta =0`$ at distances smaller than $`L_0`$, so is essentially a conventional background spacetime. The renormalization group of the $`\lambda `$-model then runs, eliminating dependence on $`\mathrm{\Lambda }_0^1`$, forgetting the conventional background spacetime. The a priori measure reaches equilibrium by the time any finite value of $`L`$ is reached. Only after this process has taken place, only after 2d universality has set in, does it make sense to explore the limit $`\mathrm{\Lambda }^10`$, $`L\mathrm{}`$. The nature of that limit would become the most basic question, if this theory should turn out to be right.

## What needs to be done

The $`\lambda `$-model is a certain 2d nonlinear model. It is formulated, and its structure described, in abstract, general terms. The task now is to figure out what it actually does. This is a familiar kind of challenge in theoretical physics, to figure out what is to be calculated in a model, and how to do the calculations.

The general arguments for how the $`\lambda `$-model works need to be checked in detail. A first check can be made by calculating the one loop corrections in the lambda model, the corrections to the effective metric, the effective $`\beta `$-function, the a priori measure, and the effective worldsurface. It should be possible to check explicitly the generalized scale invariance of the $`\lambda `$-model, and the correspondence between the a priori measure and the effective string scattering amplitudes. One particular technical point to check is the equation $`R_{ij}=g_{ij}/4`$ on the graded manifold of supersymmetric background spacetimes, which follows from these general principles.

The most urgent task is to figure out the leading nonperturbative effects in the $`\lambda `$-model. In particular, do nonperturbative 2d effects remove spacetime supersymmetry? Do they generate small nonzero particle masses? Do they make spacetime macroscopic? If these questions have positive answers, it will become worthwhile to look for a definite, detailed explanation of the Standard Model and the rest of our current knowledge of the real physical world, to find out if the $`\lambda `$-model is physically useful. For now, it is only a speculative new way to do theoretical physics.

## Acknowledgments

I thank the organizers of the Cargèse 2002 ASI for inviting me to talk.