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# 1 Introduction

## 1 Introduction

Various authors have put forward the idea that a ‘Holographic Principle’ should be incorporated into any attempt to construct a quantum theory of gravity. This principle, which was first developed in papers by ’t Hooft  and Susskind , is on the surface a radical statement about how many degrees of freedom there are in Nature. In essence, the principle asserts that a physical system can be completely described by information which is stored at the boundary of the system, without exceeding one bit of information per unit Planck area. Much study has been devoted to the related topics of black holes, entropy bounds, and holography, and we will not be able to do justice to the bulk of prior work in the field. For reviews see, for example,  and references therein.

For some time, there was no precise covariant statement of the Holographic Principle; however, this situation was rectified in a series of elegant papers by Fischler and Susskind  and Bousso . In particular, by choosing appropriate lightlike surfaces (called ‘lightsheets’) where the entropy of a given system can reside, Bousso was able to develop a mathematically precise covariant entropy conjecture. Bousso defined a lightsheet $`\mathrm{\Gamma }`$ associated with a spacelike two-surface $`B`$ as a null congruence orthogonal to $`B`$. The lightsheet is terminated at caustics, spacetime boundaries and singularities. A Bousso lightsheet has the further property that the expansion $`\theta `$ (see , for example) is everywhere nonpositive. The covariant entropy bound is then the statement that the entropy contained in a Bousso lightsheet is bounded by the area of its initial boundary $`B`$, or simply (suppressing $`\mathrm{}`$ and Newton’s constant $`G`$),

$$S(\mathrm{\Gamma })A(B)/4.$$
(1.1)
Soon after the work of Fischler, Susskind and Bousso (FSB), a proof of various classical versions of Bousso’s bound was provided by Flanagan, Marolf and Wald (FMW) . In order to make a mathematically precise statement, which could consequently be proven, they took the step of introducing an entropy flux vector, denoted $`s^a`$. The total entropy through a given lightsheet $`\mathrm{\Gamma }`$ is then defined to be the integral of $`s^a`$ over the surface of the lightsheet. They showed that FSB-type bounds could be proven, provided the entropy flux vector satisfied one of the following two sets of criteria:

Either,

$$s_\mathrm{\Gamma }k(1\lambda )(\pi k_aT^{ab}k_b+\sigma _{ab}\sigma ^{ab}/8),$$
(1.2)
or

$$\{\begin{array}{c}(s_ak^a)^2T_{ab}k^ak^b/(16\pi )+\sigma _{ab}\sigma ^{ab}/(128\pi ^2),\hfill \\ \\ |k^ak^b_as_b|\pi T_{ab}k^ak^b/4+\sigma _{ab}\sigma ^{ab}/32,\hfill \end{array}$$
(1.3)
where $`k^a`$ denotes the tangent vector to a given null geodesic generating the light sheet in question, $`T_{ab}`$ denotes the stress-energy tensor, and $`\sigma _{ab}`$ denotes the shear tensor of the null congruence . The affine parameter $`\lambda `$ is normalized to range from 0 to 1 over the lightsheet. The first condition (1.2) is defined for each lightsheet $`\mathrm{\Gamma }`$, while the second set of conditions (1.3) are defined pointwise. The condition (1.2) is reminiscent of the Bekenstein bound,

$$S2\pi ER,$$
(1.4)
where $`E`$ is the energy contained in a system of size $`R`$. (Reference  also discusses the Bekenstein bound and its relation to the Bousso bound. In particular, a version of the Bekenstein bound is derived from the Bousso bound, reversing the logic discussed here.) We will refer to the relation (1.2) as the covariant Bekenstein bound. Indeed, we will note in the next section that for spherically symmetric systems the condition (1.2) is quite similar to (1.4). A stronger form of the Bousso bound follows from (1.2), but not (1.3). If the lightsheet $`\mathrm{\Gamma }`$ is terminated on some spacelike 2-surface $`B^{}`$, then given (1.2) the entropy in the lightsheet was shown in  to satisfy,

$$S\frac{A(B)A(B^{})}{4}.$$
(1.5)
In fact, we will find that this bound can never be saturated unless $`A(B^{})=0`$.

Flanagan, Marolf and Wald chose to consider somewhat stronger conditions on the entropy flux vector than (1.2) or (1.3) by suppressing the terms proportional to $`\sigma _{ab}^2`$, although the neglected terms can be included without violating the Bousso bound. It is suggested in  that the neglected terms might be related to gravitational entropy, an idea which we will explore further in this paper. The possible relation betwen the shearing of null congruences and gravitational entropy is reminiscent of Penrose’s suggestion that the shear should be interpreted as a measure of gravitational energy . The Weyl tensor acts as a source for the shear tensor, and hence the shearing of null rays can naturally be interpreted as due to a gravitational contribution to the energy. Amusingly, some of the ideas in Penrose’s paper are tantalizingly similar to those of Fischler, Susskind and Bousso if one replaces the concept of entropy with energy. Indeed, quoting from :

“..it is suggested that the resultant focusing power of spacetime curvature along a null ray is a good measure of the total energy flux (matter plus gravitation) across the ray ..”

In other words, Penrose was interested in the idea of measuring the total energy (as opposed to entropy) which can flow through a given lightsheet. Generically there are two different types of focusing which may occur along a Bousso lightsheet: anastigmatic focusing due to the stress-energy tensor $`T_{ab}`$, and purely astigmatic focusing due to the shear tensor $`\sigma _{ab}`$. According to Penrose, the latter is to be interpreted as due to gravitational energy, and indeed a relation similar to (1.4) would then imply a relation between the shear and gravitational entropy. The intuition that the Weyl tensor should somehow count gravitational degrees of freedom is also reflected in .

The physical interpretation of the entropy flux vector is somewhat obscure, and in general it is certainly not clear that a quasi-local entropy current should exist. However, if an entropy flux vector can be suitably defined, both sets of conditions (1.2) and (1.3) are reasonable under a large class of situations . It should also be noted that these conditions could be violated in situations in which the number of species of matter is large enough. Hence, by assuming either of the above sets of conditions the species problem is swept under the rug. Be that as it may, in the hope that it will indeed follow from a fundamental theory including gravity, at least in a large class of situations, we would like to take the Bekenstein-like relation (1.2) seriously and further explore its consequences.

In particular, we will investigate how the shear tensor of a given lightsheet might be a measure of the number of gravitational degrees of freedom. On the surface, this seems counterintuitive because many null geodesic congruences will have vanishing shear, even though the spacetime may have large curvature. Indeed, spherically symmetric lightsheets in Schwarzschild spacetime are shear-free. As a result, the potential relationship between shear and entropy is a priori dubious, and leads us to consider less symmetric Bousso lightsheets. We introduce the concept of a maximal entropy lightsheet, and are led to a type of ultraviolet-infrared duality between matter and gravitational entropy.

## 2 Consequences of the covariant Bekenstein bound

In this section we will consider the properties of the covariant Bekenstein bound (1.2) and its relation to the Bousso bound. Flanagan, Marolf and Wald  derived the Bousso bound (1.1) from the covariant Bekenstein bound (1.2). It is interesting that saturation of the inequality (1.2) does not imply saturation of the Bousso bound (1.1). We begin by studying the conditions for saturation of the Bousso bound. Black holes are expected to saturate “useful” entropy bounds, and as black holes provide the motivation for most of these ideas, we would like to learn what we can about them from reasonable assumptions like the covariant Bekenstein bound. To this end, we first review the derivation of the Bousso bound from (1.2), following .

The area factor $`𝒜(\lambda )`$ is given by,

$$𝒜(\lambda )=\mathrm{exp}_0^\lambda 𝑑\overline{\lambda }\theta (\overline{\lambda }),$$
(2.6)
where $`\theta `$ is the expansion along a null ray in the congruence (see, for example, ). $`𝒜(\lambda )`$ measures the ratio of the area of the spacelike slice of the lightsheet at affine parameter $`\lambda `$ to the area of the boundary 2-surface, $`A(B)`$. It is helpful to define, as in ,

$$G(\lambda )=\sqrt{𝒜(\lambda )}.$$
(2.7)
The entropy $`S(\mathrm{\Gamma })`$ is given by :

$$S(\mathrm{\Gamma })=A(B)_0^1𝑑\lambda s_ak^a𝒜(\lambda ).$$
(2.8)
From this and (1.2), the generalized Bousso bound (1.5) is equivalent to the statement that along each null ray $`k`$ in the congruence,

$$I_\gamma \frac{1}{8}_0^1𝑑\lambda (1\lambda )(\sigma ^2+8\pi kTk)𝒜(\lambda )<\frac{1}{4}(1𝒜(1)).$$
(2.9)
Using the Raychaudhuri equation,

$$\frac{d\theta }{d\lambda }=\frac{1}{2}\theta ^2+8\pi k_aT^{ab}k_b+\sigma _{ab}^2,$$
(2.10)
and integrating by parts, we can rewrite $`I_\gamma `$ as,

$`I_\gamma `$ $`=`$ $`{\displaystyle \frac{1}{4}}d\lambda (1\lambda )G^{\prime \prime }(\lambda )G(\lambda )`$ (2.11)
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _0^1}𝑑\lambda (1\lambda )G^{\prime \prime }(\lambda )+{\displaystyle \frac{1}{4}}{\displaystyle _0^1}𝑑\lambda (1\lambda )G^{\prime \prime }(\lambda )(1G(\lambda ))`$ (2.12)
$`=`$ $`{\displaystyle \frac{1}{4}}\left[G(0)G(1)+G^{}(0)\right]+{\displaystyle \frac{1}{4}}{\displaystyle _0^1}𝑑\lambda (1\lambda )G^{\prime \prime }(\lambda )(1G(\lambda )).`$ (2.13)
But $`G(0)=1`$ and $`G(1)=\sqrt{𝒜(1)}`$, so we can now write $`I_\gamma `$ as,

$$I_\gamma =\frac{1}{4}(1𝒜(1))+\frac{1}{4}G^{}(0)\frac{1}{4}\left(\sqrt{𝒜(1)}𝒜(1)\right)\frac{1}{4}_0^1𝑑\lambda (1\lambda )G^{\prime \prime }(\lambda )(G(\lambda )1).$$
(2.14)
The term in (2.14) proportional to $`G^{}(0)`$ is nonpositive because $`G^{}=1/2\theta G`$ is manifestly nonpositive along ingoing null rays. The next to last term in (2.14) is negative because $`𝒜(1)<1`$. The last term is negative if we assume the null energy condition,

$$k_aT^{ab}k_b0,$$
(2.15)
because then $`G^{\prime \prime }=1/2(\sigma ^2+8\pi kTk)G`$ is manifestly negative. Equation (2.9) follows.

This demonstrates that the Bousso bound follows from the covariant Bekenstein bound with the additional assumption of the null energy condition, and also demonstrates under what conditions the Bousso bound can be saturated. Namely, to saturate the Bousso bound in this situaion it is necessary that:

1. $`𝒜(1)=0`$.
2. $`\theta |_{\lambda =0}=0`$.
3. $`\sigma ^2+8\pi kTk`$ vanishes if $`\lambda 1`$ or $`𝒜(\lambda )1.`$

The first requirement implies that the Bousso bound can be saturated only in its weak form, (1.1), and not its stronger form, (1.5) (except when the cutoff 2-surface $`B^{}`$ vanishes so that (1.5) and (1.1) are equivalent). Hence, we consider lightsheets which are terminated only at caustics. The second requirement is that the expansion vanish at the lightsheet boundary $`B`$, as would be the case for the past directed lightsheet from just inside the horizon of a black hole. Notice that the second requirement is a condition on the choice of the boundary two-surface, and is violated infinitessimally if a two-surface satisfying the condition is deformed infinitessimally. This will be important when we consider the contribution of shear to the entropy bounds. Finally, the third requirement necessitates that there be no “source” of entropy except at points of vanishing expansion. This is reminiscent of the membrane paradigm , and also of an operational definition of black hole entropy by Pretorius, Vollick and Israel (PVI). PVI define the entropy of a black hole as the entropy that must be given to a thin shell of matter brought from infinity to its Schwarzschild horizon in order to maintain mechanical and thermal equilibrium (with the local acceleration temperature on the shell) during the process. It may be possible to formulate such a definition covariantly making use of these ideas, although we will not be more precise about such a relation here. We also point out reference , where it was also argued that a thin spherical shell held in mechanical and thermodynamic equilibrium at its horizon would have entropy $`S_{BH}=A/4`$.

It is necessary a priori to distinguish between the Bousso bound (1.1) and the area law for black holes,

$$S_{BH}=A_h/4,$$
(2.16)
where $`A_h`$ is the area of the black hole horizon. In a black hole spacetime we would like it to be the case that an entropy bound somehow be related to the horizon area $`A_h`$, as opposed to the lightsheet boundary area $`A(B)`$. Note that the entropy, $`S=_\mathrm{\Gamma }sk𝑑\lambda d^2x`$, can be broken up into sections as in Figure 1, so that $`S=_iS_i`$, where $`S_i`$ is the entropy in the $`i`$th section, $`S_i=A(B_i)_{\mathrm{\Gamma }_i}sk𝒜(\lambda )𝑑\lambda d^2x`$. Intuitively, if matter and black hole horizons are confined to a particular $`\mathrm{\Gamma }_i`$ then we would expect the entropy in a lightsheet which contains $`\mathrm{\Gamma }_i`$ to depend only on $`\mathrm{\Gamma }_i`$. It would be still better if the maximal entropy satisfying the covariant Bekenstein bound, and hence $`I_\gamma `$ in (2.9), depended only on $`\mathrm{\Gamma }_i`$. If we include the shear in our analysis this is not strictly true, as we will discuss, but in the absence of shear this result follows immediately from (1.2). To see how this works explicitly in a specific case, consider a static, spherically symmetric, thin shell of matter (Figure 2).

We will assume the geometry is Minkowski space inside the shell and Schwarzschild outside. Both geometries have metrics of the form,

$$ds^2=f(r)dt^2h(r)dr^2r^2d\mathrm{\Omega }^2.$$
(2.17)
We assume the shell of matter is at $`r=R`$, and we require that the induced metric be equivalent on both sides of the shell. For the Schwarzschild region we have,

$$f_{Sch}(r)=1\frac{2M}{r},h_{Sch}(r)=1/f_{Sch}(r),$$
(2.18)
and for the Minkowski region we have,

$$f_{Mink}(r)=1\frac{2M}{R}f_0,h_{Mink}(r)=1.$$
(2.19)
The existence of a Killing vector $`_t`$ implies a constant of the motion $`e`$, such that

$$\frac{dt}{d\lambda }=eg^{tt}=e/f.$$
(2.20)
Vanishing of $`ds^2`$ along the null path then implies that,

$$\frac{dr}{d\lambda }=\frac{e}{\sqrt{f(r)h(r)}}.$$
(2.21)
Suppose the spherically symmetric null congruence reaches the shell at $`r=R`$ when the affine parameter takes the value $`\lambda =\lambda _0`$. Then $`r`$ goes from $`R`$ to 0 when $`\lambda `$ goes from $`\lambda _0`$ to 1. Hence,

$$e=\frac{R\sqrt{f_0}}{(1\lambda _0)}.$$
(2.22)
The stress tensor has the form,

$$8\pi T_a^b=S_a^b\frac{\delta (rR)}{\sqrt{g_{rr}}}.$$
(2.23)
The Israel junction condition  determines $`S_a^b`$. If $`h_{ij}`$ is the induced metric on the shell, and $`K_{ij}`$ is the extrinsic curvature at the shell, we find that the combination $`K_{ij}Kh_{ij}`$ (where $`K=K_{ij}h^{ij}`$) takes the values,

$$K_{ij}Kh_{ij}\mathrm{diag}(\frac{2f}{r\sqrt{h}},\mathrm{\hspace{0.17em}0},\frac{r(2f+rf^{})}{2f\sqrt{h}},\frac{r\mathrm{sin}^2(\theta )(2f+rf^{})}{2f\sqrt{h}}),$$
(2.24)
in the spherical basis $`(t,r,\theta ,\varphi )`$. The Israel junction condition relates the change in the extrinsic curvature across the shell to the localized stress tensor on the shell:

$$\mathrm{\Delta }(K_{ij}Kh_{ij})=S_{ij},$$
(2.25)
where $`\mathrm{\Delta }(\mathrm{})`$ refers to the difference in the quantity $`(\mathrm{})`$ evaluated just inside and just outside the shell. Using (2.24) we find,

$$S_t^t=\frac{2}{R}\left(h_{Mink}^{1/2}(R)h_{Sch}^{1/2}(R)\right).$$
(2.26)
Note also that the shear vanishes on a spherically symmetric lightsheet in a spherically symmetric spacetime. We now have all of the information required to calculate $`I_\gamma `$ defined in (2.9). The result is,

$`I_\gamma /𝒜(\lambda _0)`$ $`=`$ $`{\displaystyle \frac{1}{8}}{\displaystyle _0^1}𝑑\lambda \mathrm{\hspace{0.17em}8}\pi k^aT_{ab}k^b={\displaystyle \frac{1}{4}}(1\sqrt{f_0})`$ (2.27)
$`=`$ $`{\displaystyle \frac{1}{4}}\left(1\sqrt{1{\displaystyle \frac{2M}{R}}}\right).`$ (2.28)
As expected the Bousso bound is saturated, i.e. $`I_\gamma =1/4`$, when the matter shell approaches its Schwarzschild radius. Note also that this result is independent of the size of the boundary of the Bousso lightsheet (as long as it is larger than the matter shell). This is consistent with our expectation that only the region “containing” the source of entropy contributes to the entropy in the lightsheet.

In this setting, we can also be more precise as to the relation between the original Bekenstein bound and its covariant version. For the thin static shell the entropy is written in terms of the entropy flux vector as,

$`{\displaystyle \frac{S}{A}}`$ $`=`$ $`{\displaystyle 𝑑\lambda s^tk_t}`$ (2.29)
$`=`$ $`{\displaystyle 𝑑r\frac{s^tk_t}{k^r}},`$ (2.30)
where in (2.30) we used $`k^r=dr/d\lambda `$. Using (2.20) and (2.21) we can write,

$$s^t=\frac{S}{A}\frac{1}{\sqrt{f}}\frac{\delta (rR)}{\sqrt{g_{rr}}}.$$
(2.31)
In the limiting case that the shell forms a black hole $`R=2M`$, and comparing $`S_t^t`$ with the black hole energy $`E_{BH}=M`$, we define the energy of the shell $`E`$ via,

$$S_t^t=\frac{16\pi E}{A}.$$
(2.32)
With this definition of $`E`$, and using (2.20) and (2.22), the covariant Bekenstein bound (1.2) can be written exactly as the original Bekenstein bound (1.4). But notice from (2.26) that $`EM`$ except for the case when the shell is at its Schwarzschild radius. In fact, from (2.32) we can determine that $`E_{fall}2E`$ is the mass as seen by a local freely falling observer, so the Bekenstein bound should more precisely be written as,

$$S<\pi E_{fall}R.$$
(2.33)
Although it is nice to have rederived some familiar results, we are immediately led to a puzzle. What if there was no matter shell? In Schwarzschild spacetime there is no stress tensor, and so no source of entropy if we assume the covariant Bekenstein bound. We will see in the next section that the singularity does not provide an escape to this conclusion, as long as we assume the covariant Bekenstein bound. Then where might the entropy be, and how is this situation related to the case of a matter shell sitting at its horizon? We will suggest a solution to this puzzle without denouncing the covariant Bekenstein bound in the next section.

## 3 Shear and gravitational entropy

At the end of the last section we argued that if we assume a covariant Bekenstein bound of the form (1.2) then the entropy contained in a spherically symmetric lightsheet in Schwarzschild spacetime vanishes. Thus, the horizon, and all other possible lightsheets with the same symmetry, will remain shear-free. One can also imagine arranging a spherically symmetric impulsive gravitational wave front  which passes through the light sheet. However, this wavefront would also not impart any shear to a spherically symmetric null geodesic congruence, and hence could not contribute any entropy to a spherically symmetric lightsheet by the argument above.

This would be in contradiction to the intuition that such a lightsheet which “contains” a black hole should measure its entropy. One might be concerned that the singularity should somehow contribute to the Bousso bound in the presence of a black hole, but this is not the case. One can consider a deformation of the spherically symmetric Bousso lightsheet which avoids the singularity at all but a finite number of points.

The easiest way to see that the entropy vanishes in the spherical limit is by using the derivation of the Bousso bound described in the previous section and in . For the case of the spherically symmetric lightsheet we find $`G^{}(0)=1`$, which exactly cancels the first term in (2.14). (We assume that $`𝒜(1)=0`$ on our lightsheet.) Because $`G^{}(0)`$ varies smoothly as the lightsheet is deformed, it must approach its spherical value of -1 in the spherical limit. $`I_\gamma `$ is manifestly positive, so the last term in (2.14) must therefore vanish in the spherical limit. Hence, avoiding the singularity by an infinitessimal deformation of the lightsheet boundary does not alter the result that the entropy “inside” the black hole vanishes assuming the covariant Bekenstein bound. Notice that this analysis relied only on the behavior of the lightsheet at its boundary, and we were able to eliminate all reference to the bulk of the lightsheet.

Given this result, rather than reject the covariant Bekenstein bound we would like to point out that two lightsheets which “contain” all matter and black holes in a given spacetime need not observe the same entropy. In this sense, the entropy of a spacetime is observer dependent. Indeed, a generic lightsheet in the Schwarzschild geometry will be sheared, and may have a nonvanishing entropy according to (1.2). This line of thinking begs the question, is there a maximal entropy lightsheet, perhaps with entropy given by the black hole horizon, in the case of a black hole spacetime? In this general sense the answer is clearly no, because even if we only consider Bousso lightsheets with connected boundaries, the lightsheet may fold back on itself (as in Figure 3a) and overcount the entropy in a given spacelike region.

Hence, a poor choice of Bousso lightsheet can have as large an entropy as desired, while still satisfying the Bousso bound. We would like to consider lightsheets which do not overcount the entropy. Similar concerns also appear in . One choice of lightsheet which satisfies this intuitive restriction is a crinkly lightsheet which wraps back on itself many times, extending out to scri (Figure 3b). The lightsheet can be approximated by a large number of smaller lightsheets, which are space-filling in the appropriate sense as the lightsheet becomes suitably crinkled (Figure 3c). Alternatively, at least for static spacetimes we can consider a Bousso lightsheet formed from a disconnected set of boundary balls in a space-filling limit. Perhaps such a lightsheet could have an entropy given by the black hole entropy. We will argue that, assuming saturation of the covariant Bekenstein bound, the entropy in such a lightsheet indeed scales with the black hole area. Then we will discuss the interpretation of this result.

The explicit calculation of $`I_\gamma `$ for closely packed small lightsheets depends on two regulators, and potentially the shape of the lightsheet boundaries. The two regulators are the size of the small lightsheets, and how close to the black hole horizon the lightsheets should be allowed to probe. We will choose both regulators to be Planck size in the static frame. For notation, we take the size of the small lightsheets to be $`L`$, and we will integrate over such lightsheets to the position $`r=2M+ϵ`$ in Schwarzschild coordinates. In that case, as an order of magnitude $`k_tL`$ because each null ray traverses a distance on the order of L when the affine parameter goes from 0 to 1. In Schwarzschild metric, the tensor $`B_{ab}_ak_b`$, which contains the shear, contains the term,

$$B_{tr}\frac{LM}{r^2}\frac{1}{(12M/r)}.$$
(3.34)
The leading term in the shear squared is,

$$(\sigma _{ab})^2B_{tr}B_{tr}g^{tt}g^{rr}=B_{tr}^2.$$
(3.35)
Multiplying this by the number of balls in a shell of radius $`r`$ gives a factor of $`r^2/L^2`$, and integrating over the size of a ball gives a factor $`L^2`$, so

$$S_{shell}(\sigma _{ab})^2\frac{r^2}{L^2}L^2\frac{L^2M^2}{r^2(12M/r)^2}.$$
(3.36)
Now we want to integrate $`S_{shell}`$ out to infinity. If we regulate the lightsheets as suggested above, then integrating over shells gives ,

$`S`$ $``$ $`{\displaystyle _{2M+\delta }^{\mathrm{}}}{\displaystyle \frac{dr}{L}}S_{shell}`$ (3.37)
$`=`$ $`M^2L/\delta .`$ (3.38)
Note that we chose to regulate the size of the lightsheets in the static frame, so that there are no additional metric factors in the integral. If we choose the two regulators $`\delta `$ and $`L`$ to be the Planck length, then from (3.38) it follows that,

$$SM^2A_h.$$
(3.39)
Notice that the shear (or Weyl) contribution to $`S`$ comes entirely from the region within a Planck length of the black hole horizon. We could have chosen the size of the outermost shell arbitrarily, and as long as it is much larger than the Planck scale the resulting entropy in our approximation would be unchanged. This is consistent with the intuitive notion that the entropy should be contained within a thin shell around the horizon (the membrane paradigm). In this sense, the calculation of the entropy for the thin shell of matter in the previous section is analogous to the calculation in this section of the Weyl entropy.

We have argued that the entropy in a space-filling lightsheet (in the sense described above) is proportional to the horizon area, but we have not calculated the coefficient. It would be nice to understand under which circumstances the black hole entropy $`S_{BH}=A_h/4`$ would be obtained. The dependence of such a result on the shape of the lightsheets would also be interesting to explore, but is beyond the scope of this paper. A numerical exploration of these issues is in progress .

It is worth mentioning that there is another logical possibility concerning the entropy contained on this space-filling light sheet: it could be the case that this lightsheet measures purely gravitational degrees of freedom, which sit just outside the horizon, and which have not been properly included in previous discussions of black hole entropy. This interpretation is suggested by the example of the thin spherically symmetric shell of matter sitting just at the Schwarzschild horizon (which we considered above). In addition to the contribution from the matter shell on a very thin spherically symmetric Bousso lightsheet, we could include the contributions from the small, closely packed lightsheets exterior to the shell. We would then have two contributions to the entropy, both of which scale precisely like the area of the horizon. If this is the correct way to think about the contribution to the entropy from the small, closely packed lightsheets, then it suggests a ‘new’ version of the generalized second law (GSL): In addition to the usual matter ($`S_{matter}`$) and horizon ($`S_{BH}`$) contributions to the total entropy, $`S_{Total}`$, perhaps we should also include a purely gravitational term $`S_{grav}`$:

$$S_{Total}=S_{matter}+S_{BH}+S_{grav}$$
(3.40)
The statement of the GSL would then be that $`S_{Total}`$ can never decrease. Note that this would imply that the process of Hawking evaporation does not necessarily generate a huge amount of entropy. This is because a lot of entropy could already be contained in $`S_{grav}`$, and hence both $`S_{grav}`$ and $`S_{BH}`$ could be converted to pure $`S_{matter}`$ (thermal radiation) at the endpoint of the evaporation process.

## 4 Discussion

We have studied Bousso’s covariant entropy bound and its relation to the covariant Bekenstein bound. We found that a thin spherically symmetric shell of matter, which saturates the covariant Bekenstein bound and sits at its Schwarzschild horizon, gives rise to the expected black hole entropy on a large spherically symmetric lightsheet. We also found that a more fine grained lightsheet which explores the region outside the black hole gives a result proportional to the black hole area, and we conjecture that an appropriate choice of lightsheet would give the correct coefficient of 1/4 in the entropy-area relation.

If this is indeed correct, and if we are to interpret this result as due to gravitational entropy as suggested in the last section, then we are led to a remarkable conclusion. In the formation of a black hole by a thin shell of matter, the question of where the entropy of the black hole is contained is ambiguous. The question depends on a choice of lightsheet and is not the same for all lightsheets, even for space-filling lightsheets (when the notion of space-filling is well defined). The black hole entropy can be interpreted either as gravitational entropy, which is bounded by the shear on fine grained lightsheets; or it can be interpreted as due to matter entropy in the case of the thin shell discussed above. The latter interpretation is similar to the operational definition of entropy given by Pretorius, Vollick and Israel , as discussed in the text. On the other hand, the gravitational interpretation suggests that in order to probe the entropy gravitationally short distance probes are required, as opposed to the long distance probes which measure the matter entropy. This indicates a sort of ultraviolet-infrared duality, although different in nature to the ultraviolet-infrared duality of .

Alternatively, as discussed at the end of the previous section, it may be the case that the shear entropy through the little lightsheets is to be interpreted as an addition to the usual black hole entropy. In this case the generalized second law should be further generalized to reflect this gravitational contribution to the entropy. It would be interesting to make such a statement more precise, by finding an appropriate class of lightsheets and studying the time evolution of the entropy through those lightsheets, assuming the covariant Bekenstein bound as we did in this paper. Even if in a particular time slicing and a clever choice of lightsheet a generalized second law could be deduced, the challenge will be making such a statement generally covariant.

To be fair, we have not precisely calculated the contribution of the shear to the Bousso bound, but only argued that this contribution is proportional to the area of the black hole horizon. It would be interesting to do a more explicit calculation, and also to study the effect of modifying the shape and size of the fine-grained lightsheets. There are many “derivations” of the black hole entropy law and various formulations of entropy bounds in the literature. Most of them are not covariant. It is necessary to compare older approaches to black hole entropy to modern covariant approaches in the hope of better understanding gravity. Much remains to be done in this regard.

In addition, it is worth commenting that there is a nice separation of “quantum” and “gravitational” effects in the covariant Bekenstein bound. Putting $`\mathrm{}`$ and $`G`$ back into (1.2) gives,

$$\mathrm{}s_\mathrm{\Gamma }k(1\lambda )(\pi k_aT^{ab}k_b+G\sigma _{ab}\sigma ^{ab}/8).$$
(4.41)
Although the parameters $`\mathrm{}`$ and $`G`$ are dimensionful and can be rescaled to one, it is tempting to interpret the covariant entropy bound as due to a purely quantum mechanical constraint on the entropy of matter and a quantum gravitational constraint with regards to the gravitational Weyl entropy. As there is no $`G`$ appearing in the part of the covariant Bekenstein bound related to the stress tensor, the entropy-area relation we found for the spherical matter shell relies on gravity only clasically. This is similar in spirit to previous studies of spherical shells . We also note that such a separation of $`\mathrm{}`$ and $`G`$ does not follow from the second set of constraints under which the Bousso bound has been proven, (1.3).

## Acknowledgments

We thank Raphael Bousso, Gary Gibbons, Ted Jacobson, Andreas Karch, Ami Katz, Matt Strassler, Robert Wald, and Neal Weiner for useful discussions. We are especially grateful to Tanmoy Bhattacharya for collaboration on much of this project. AC is supported by a PPARC Advanced Research Fellowship at Queen Mary, University of London. JE is supported by the DOE under contract DE-FGO3-96-ER40956.


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# Correlated long-term optical and X-ray variations in NGC 5548

## 1 Introduction

It is commonly supposed that the X-ray and optical emission in Seyfert 1 galaxies is produced by different, but possibly related physical processes. The X-rays are thought to be produced by Comptonization of lower energy ‘seed photons’ by a hot optically thin corona, while optical photons arise as thermal emission from the cooler, optically thick accretion disk. The relationship between flux variations in the optical and X-ray band can be used to probe the relationship between the X-ray and optical emitting regions. Optical/X-ray correlations might be produced if the emitting regions are somehow connected, e.g. if variable optical emission is caused by X-rays heating the disk, or if the optical photons are the seed photons in the X-ray Comptonization process. On the other hand, if the emitting regions are physically separated, we might expect to see no correlation between optical and X-ray variations.

The current picture regarding correlated optical/X-ray variability in AGN is ambiguous. In early work on the optical/X-ray correlation in NGC 4051, Done et al. (1990) showed there was very little optical variability ($`<1`$%) on time-scales of days, and no apparent correlation with the much larger amplitude X-ray variability, although a possible short-term UV/X-ray correlation in this source has been recently reported by Mason et al. (2002). Also, using long-term optical and X-ray monitoring observations of NGC 4051, Peterson et al. (2000) suggested that the optical and X-ray light curves were correlated on time-scales of months-years. Early, sparsely-sampled monitoring suggested a correlation between ultraviolet and X-ray variations in NGC 5548 (Clavel et al., 1992) and NGC 4151 (Edelson et al., 1996). A possible 100 day X-ray-to-optical lag in NGC 3516, based on $`1.5`$ yr duration optical and X-ray monitoring lightcurves (Maoz et al., 2000), was not confirmed with further monitoring over an additional 3.5 yr (Maoz et al., 2002). An intensive 3 day observation of NGC 3516 found no correlation between optical (HST) and X-ray variations (Edelson et al., 2000). Intensive X-ray and IUE monitoring of NGC 7469 showed no correlation between X-ray and UV flux (Nandra et al., 1998), but there does appear to be a correlation between UV flux and X-ray energy spectral index (Nandra et al., 2000). In Ark 564, a possible weak optical/X-ray correlation (based on a single flaring event) was observed (Shemmer et al., 2001). In general, the amplitude of optical variations in AGN appears to be less than that of X-ray variations, especially on short time-scales (Peterson et al., 2000; Shemmer et al., 2001; Maoz et al., 2002).

In this Letter, we re-examine the optical-X-ray correlation in NGC 5548, combining 6 years of Rossi X-ray Timing Explorer (RXTE) monitoring observations with the corresponding optical light curve from the International AGN Watch monitoring campaign.

## 2 Observations and data reduction

For 13 years, from late 1988 until the end of 2001, NGC 5548 was monitored in the optical band by the International AGN Watch in order to reverberation map its broad line region (Korista et al., 1995; Peterson et al., 2002). Since 1996 May, NGC 5548 has been monitored in X-rays by the Rossi X-ray Timing Explorer (RXTE), using sampling intervals ranging from 8 times daily to every two weeks, primarily to measure its X-ray variability power spectrum (Uttley, McHardy & Papadakis, 2002; Markowitz et al., 2002).

We obtained the latest optical 5100Å continuum flux light curve from the International AGN Watch public archive111available at URL http://www.astronomy.ohio-state.edu/$``$agnwatch/.. Note that all light curves from the International AGN Watch are corrected for aperture effects which might otherwise lead to spurious variability, e.g. due to varying host galaxy starlight contamination (see Peterson et al. 2002 for calibration details). We used data from the PCA instrument on board RXTE, reduced in the standard manner and with model background data generated using the latest background models and the ftools v5.0 software (see Lamer, Uttley & McHardy 2000, for details). Changes in the instrument gain throughout the lifetime of the RXTE mission mean that it is not straightforward to simply compare instrument photon count rates in a given band. Therefore, for each RXTE monitoring observation (which are snapshots of length $`3001000`$ s), we extracted a spectrum and fitted a simple power-law plus 6.4 keV Gaussian model to determine the flux in the 2–10 keV band. Note that for the purposes of measuring the correlation between the light curves, neither the optical or X-ray light curves are corrected for the contaminating contributions due to host-galaxy starlight ($`3.4\times 10^{15}`$ erg s-1 cm-2 Å-1 at 5100Å accounting for $`34`$% of the mean total 5100Å flux, Romanishin et al. 1995) or the presence of a BL Lac object in the RXTE PCA field of view ($`10`$% of observed flux or $`6\times 10^{12}`$ erg s-1 cm-2, extrapolated from data in Chiang et al. 2000). Clearly the constant contribution from starlight will not affect any correlation, while the additional X-ray variability due to the BL Lac will act to reduce any correlation that we see, rather than produce a spurious correlation.

## 3 Light Curves and Cross-correlation Function

The optical 5100Å and X-ray 2-10 keV light curves are shown in Figure 1. On short time-scales (days), the X-rays show more rapid variations than the optical light curve. But despite this difference, and the relatively sparse X-ray sampling throughout the first half of the RXTE campaign, an apparent correlation of the long-time-scale X-ray and optical variations can be discerned. To show this correlation more clearly, we smooth out the short time-scale variations by binning both light curves into 30 d bins, and plot the resulting light curves, renormalized by their respective means, in Figure 2. The correlation extends not just to the general rising then falling trend of the light curve, but also to variations on shorter time-scales.

We confirm the apparent strong correlation between the X-ray and optical light curves by measuring the cross-correlation function (CCF) of the 30-d binned light curves (see Figure 3), using the Discrete Correlation Function (DCF) method of Edelson & Krolik (1998). The peak value, $`r_{\mathrm{max}}`$ of the 30-d binned lightcurve’s CCF, at zero lag, is $`r_{\mathrm{max}}=0.95`$, compared to $`r_{\mathrm{max}}=0.85`$ observed in the CCF of the unbinned lightcurves. Using the Flux Randomization/Random Subset Selection (FR/RSS) method of Peterson et al. (1998), with both binned and unbinned light curves, we find the lag of the CCF peak is consistent with $`0\pm 15`$ d (1-$`\sigma `$ error).

Unfortunately, we cannot assess the significance of this correlation directly from $`r_{\mathrm{max}}`$, since that assumes that individual data points in each light curve are uncorrelated with adjacent points, when in fact they are correlated, ‘red-noise’ data. Thus, the effective number of data points in the correlation, and hence its significance, is reduced by an amount which depends on the sampling pattern and power-spectral shape of both light curves, and cannot be determined analytically. We therefore test the significance of the correlation using Monte-Carlo simulations of uncorrelated red-noise light curves. We used the method of Timmer & König (1995) to simulate $`10^4`$ pairs of continuous red-noise light curves (one for each band) of time resolution 0.1 d, assuming appropriate power spectral shapes and normalization for each band222We assumed a broken power-law shape power spectrum, with high-frequency slopes of -1.6 and -2.5 in X-ray and optical bands respectively and identical slopes of -1 in both bands below a break frequency of $`\nu <0.01`$ d-1, as implied by scaling to the power spectra of black hole X-ray binaries (Uttley, McHardy & Papadakis, 2002) and assuming a $`10^8`$ M black-hole mass estimated from reverberation mapping (Wandel, Peterson & Malkan, 1999). The high-frequency power-spectral slopes and assumed normalization are the best-fits to the data assuming this break frequency and low-frequency shape (see Uttley, McHardy & Papadakis (2002) for details of the power-spectral fitting procedure).. Each simulated light curve was resampled to the sampling pattern of the corresponding observed light curve and observational noise added, in the form of a Gaussian deviate with mean zero and standard deviation equal to the average error of the observed light curve. We then rebinned the simulated, resampled light curves to the same 30 d bins as used in our real analysis, measured the CCF using the DCF method, and counted the number of simulated CCFs containing peak values $`r_{\mathrm{max}}>0.95`$.

When searching for peaks in the plausible lag range of $`\pm 200`$ d, peak CCF values with $`r_{\mathrm{max}}>0.95`$ were observed in zero out of $`10^4`$ simulations. We conclude that the observed long-term correlation between the optical continuum and X-ray bands in NGC 5548 is significant at better than 99.99% confidence.

## 4 Amplitudes of variability

As is apparent in Figure 2, the amplitude of variations in both bands is comparable on long-time-scales ($`>`$months). In fact, when one subtracts the estimated contaminating contributions in the X-ray and optical bands from BL Lac object and host-galaxy starlight respectively, one finds that the optical 30 d binned light curve is more variable than the 30 d binned X-ray light curve (fractional rms variability $`F_{var}=43\pm 0.2\%`$ versus $`31\pm 0.1\%`$ respectively, where errors are statistical errors due to observational noise only). This result is particularly robust, since even assuming the 68% confidence lower limit on optical contamination from the host galaxy ($`2.83\times 10^{15}`$ erg s-1 cm-2 Å-1, Romanishin et al. 1995 and references therein), any constant, contaminating component in the X-ray lightcurve would have to contribute $`29`$% of the observed X-ray flux, simply for the underlying X-ray variability amplitude to match that in the optical band. Note that the BL Lac contribution to the X-ray lightcurve is likely to be only 10% of the total flux, and is not constant (Chiang et al., 2000), so it may in fact contribute to the observed X-ray variability, rather than simply reducing its fractional amplitude. The unbinned lightcurves (Figure 1) show that, on short time-scales ($`<30`$ d) the amplitude of X-ray variations is larger than the amplitude of optical variations, contributing $`10`$% of the total rms variability in the X-ray band, as opposed to $`2`$% contributed by short-time-scale variations in the optical band. This result is also implied by the X-ray power spectrum being flatter than the optical power spectrum at high frequencies (e.g. Uttley et al. 2002, Collier & Peterson 2001).

## 5 Discussion

We have shown that the long-term X-ray and optical continuum light curves of NGC 5548 are both highly variable and highly correlated. This result contrasts with the situation so far observed in other AGN, where X-ray and optical/UV lightcurves are either not very well correlated (e.g. Nandra et al. 1998, Shemmer et al. 2001, Maoz et al. 2002), or a long-term optical/X-ray correlation is seen but the optical lightcurves are only weakly variable compared to the X-ray lightcurves (NGC 4051, Peterson et al. 2000). Note also that although the absolute time-scales (months-years) for correlated optical/X-ray variability in NGC 5548 are similar to those observed in NGC 4051, the relative time-scales (in terms of characteristic time-scales of the system) are much shorter, since NGC 5548 has a factor $`100`$ larger black hole mass than NGC 4051 (Wandel, Peterson & Malkan, 1999).

It is possible that the X-ray/optical production mechanisms in NGC 5548 are physically different to those in other AGN. Perhaps the optical variability in NGC 5548 is driven by X-ray reprocessing, whereas other processes are dominant in other AGN. However, the large amplitude of optical variability poses problems for the reprocessing model. One would expect that any reprocessed emission would exist in addition to a non-reprocessed component due to intrinsic thermal emission from the disk, so that the amplitude of long-term optical variability should be less than the amplitude of X-ray variations. In contrast, we see that on long time-scales, the optical variations in NGC 5548 are larger than the X-ray variations. The problem for reprocessing models is further compounded by the spectral variability in the optical and X-ray bands. Specifically, the X-ray spectrum softens as the 2-10 keV flux increases (Chiang et al., 2000), so that the broadband X-ray luminosity probably varies less than the 2-10 keV variations we observe here. At the same time, the UV continuum is strongly correlated with and even more variable than the optical (with $`F_{\mathrm{UV}}F_{\mathrm{opt}}^{1.8}`$, Peterson et al. 2002), so that the total optical/UV luminosity is even more variable than the 5100Å continuum lightcurve we show here. In defence of reprocessing models, one could invoke a large variable component available for reprocessing in the hidden EUV band which may itself be Comptonized thermal emission (Magdziarz et al., 1998). However, the response of the H$`\beta `$ emission line to changes in the optical/UV continuum is consistent with photoionization calculations, which assume the ionizing (EUV ) continuum simply tracks the UV continuum (Gilbert & Peterson, 2002). Therefore it is unlikely that the EUV continuum is much more variable than the UV.

Assuming the standard disk-corona model for the continuum emission in AGN, it is almost certain that at least some component of the optical variability is associated with X-ray reprocessing. However, an additional component is probably required to explain the high amplitude of optical variability in NGC 5548. The simplest possibility is that both X-ray and optical variations are tracking some other, more fundamental variations in the accretion flow, for example thermal instabilities in the inner disk (Treves, Maraschi & Abramowicz, 1988). Provided that the X-ray and optical emission regions are close together, such variations could lead to correlated X-ray variability, e.g. through optical seed photon variations modulating X-rays directly (as suggested by the correlated X-ray spectral and UV variability seen in NGC 7469, Nandra et al. 2000), or through simple viscous heating in the disk correlating with coronal heating by magnetic reconnection. The additional short-term X-ray variability may be caused by additional variability processes in the X-ray emitting region (e.g. magnetic reconnection) or by the X-rays being relatively more concentrated towards the centre of the accretion flow, where variability time-scales are shorter.

It is apparent that, in this picture, the relation between optical and X-ray variability in an AGN should depend on the location of the optical emitting region relative to the X-ray emitting region. Comparisons of the X-ray variability power spectra of AGN and black hole X-ray binaries are consistent with the interpretation that, in units of Schwarzschild radii ($`R_\mathrm{S}`$), the size of the X-ray emitting region is independent of black hole mass (Uttley, McHardy & Papadakis, 2002; Markowitz et al., 2002). However, since the disk temperature is dependent on the black hole mass and accretion rate, with AGN with lower mass black holes or higher accretion rates having higher disk temperatures, the region of peak optical emission should occur at larger radii (in $`R_\mathrm{S}`$ units) in these AGN. It follows that in AGN with lower black hole mass and/or higher accretion rate, the optical emitting region exists further from the X-ray emitting region, where variability time-scales are longer than the inner regions and/or the disk may be more stable, so that the optical emission varies less than the X-ray emission and may also respond to variations which the X-ray emitting region does not even see (and vice versa).

We illustrate this simple physical picture by considering the emission from a standard thin disk. At each small increment of disk radius, we assume local black body emission with a temperature determined assuming the radial temperature dependence of a thin disk (Frank, King & Raine, 1992):

$$T=3.53\times 10^7\left(\frac{\dot{m}}{\eta M_{\mathrm{BH}}R^3}\right)^{\frac{1}{4}}\mathrm{K}$$
(1)
where $`\dot{m}`$ is the specific accretion rate, i.e. mass accretion rate expressed as a fraction of the Eddington rate, $`\eta `$ is the efficiency of accretion (here we assume the canonical value of $`\eta =6`$% for accretion on to a non-rotating black hole, e.g. Frank et al. 1992), $`M_{\mathrm{BH}}`$ is the black hole mass in solar mass units, and $`R`$ is the radius in terms of Schwarzschild radii. By integrating the derived flux at 5100Å over a range of radii, we determine where most of the 5100Å emission originates. Assuming a black hole mass in NGC 5548 of $`10^8`$ M (from reverberation mapping, Wandel et al. 1999), and accretion rate $`\dot{m}0.01`$ (Wandel, Peterson & Malkan, 1999), we find that 50% of the 5100Å emission is contained within 42 $`R_\mathrm{S}`$ of the central black hole. Given the relatively rapid X-ray variability, it is likely that most of the X-ray emission originates within this radius. Assuming a viscosity parameter $`\alpha =0.1`$, the corresponding thermal time-scale at this radius is $`280`$ d (Treves, Maraschi & Abramowicz, 1988), consistent with the timescales of variability we observe here. By contrast, in NGC 4051 if we assume $`M_{\mathrm{BH}}10^6`$ M and $`\dot{m}0.1`$ (Wandel, Peterson & Malkan, 1999), we find that only 4% of the 5100Å continuum flux is emitted within $`R=42`$ $`R_\mathrm{S}`$. Similarly, in NGC 3516 ($`M_{\mathrm{BH}}2\times 10^7`$ M, Onken et al. 2002, and $`\dot{m}0.1`$), only 14% of the 5100Å emission originates within $`R=42`$ $`R_\mathrm{S}`$. The precise numbers we quote here should be taken very lightly, since the optical continuum of NGC 5548 likely consists of a Comptonized component, in addition to the black body emission we assume here (Magdziarz et al., 1998). Furthermore, the thin disk model we use is almost certainly too naive, as it does not account for, e.g. dissipation of accretion power in a corona (Svensson & Zdziarski, 1994), or the possibility that the inner disks of the higher $`\dot{m}`$ AGN may in fact be geometrically thick. However, regardless of the details of the model, it is reasonable to assume that high mass, low $`\dot{m}`$ AGN such as NGC 5548 should have lower temperature disks and hence more centrally-concentrated optical emitting regions (i.e. closer to the X-ray emitting region) than low mass, high $`\dot{m}`$ AGN. This difference may help to explain the confusing range of optical/X-ray correlations seen in Seyfert galaxies so far.

RE and AM acknowledge support from NASA grant NAG 5-9023. We thank the anonymous referee for many helpful comments.


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# One-Way Hysteresis in the Depinning Transition

(January 23, 2003)

## Abstract

We identify a mechanism for a type of hysteresis which we predict to occur in a variety of depinning transitions. We show that the phenomenon of one-way hysteresis is generic to stress-overshoot models of the depinning transition, and we show how to calculate the size of the hysteresis gap exactly in a large class of models. Unlike thermodynamic phase transitions, the dynamic phase transition is still continuous despite the presence of hysteresis because the terms which produce the hysteresis are renormalization group irrelevant. We discuss the experimental and numerical signatures of one-way hysteresis, which includes microscopic nucleation.

Many dynamical phase transitions display hysteresis in the transition from the static to the moving phase. The most familiar of these is solid-on-solid friction– the value of the applied force which causes a solid to start sliding is greater than the force at which a moving solid will stop. Another well studied example is the propagation of cracks in stressed solids. The crack moves forward at a nonzero velocity when the force on the solid exceeds a critical value crack1 (1), and as the force is reduced, it is likely that the crack stops moving at a second critical force lower than the first. However, the crack front posesses a well-defined roughness exponent in a variety of experiments rough (2), which suggests that the depinning transition is continuous.

Hysteresis also occurs in other dynamical depinning transitions transitions: the current-flow transition in charge-density wave solids cdw (3), the depinning of vortex-lines in type II superconductors vortex (4), the onset of motion in hetereogeneous faults earth (5), and the wetting of a rough surface by helium-4 contact (6). Previously it had always been assumed that the hysteresis implies that the transition is discontinuous, by analogy with the world of thermodynamic phase transitions where hysteresis only occurs in the first-order ones. We show that in nonequilibrium phase transitions this is not so, and that a particular one-way hysteresis of the type observed naturally occurs in continuous phase transitions. This suggests that, among the systems we observe to have one-way hysteresis, a number of them can still be described by a statistical field theory at their critical point. We can show this because the perturbation that generates one-way hysteresis is renormalization group irrelevant, so the models with hysteresis remain in the same universality class with the same critical exponents as in the absence of the perturbation. The universal region is in a hard-to-reach corner of parameter space, however. To get there, we must first increase the applied force to start the system moving, and then decrease it until the velocity is small. If a large fluctuation causes the system to stop, we must repeat the procedure. This makes both numerical and experimental measurements of transition quantities arduous.

The source of the hysteresis in our model is the nonadditive component of the transient stresses in the system, and we can subtract it out by a simple procedure. The subtracted models are equivalent to the unsubtracted ones, not only in the universal region but everywhere, except that the one-way hysteresis is removed. The subtraction procedure is the main calculation tool, and it allows us to demonstrate that the hysteresis gap exists, and to calculate the size of the gap in our models exactly. Performing the subtraction makes numerical analysis of the transition much simpler, and the subtracted models allow us to investigate the phase diagram of the continuum limit more easily.

The models we analyze are minor generalizations of the stress-overshoot model introduced by Schwarz and Fisher over1 (7), over2 (8). Earlier, Fisher et al. fish (9) had suggested that models of this sort might possess a nonvanishing hysteresis gap. Surprisingly, for the particular stress-overshoot model in over2 (8), this is not so— the hysteresis vanishes in the infinite system limit. But the hysteresis is abnormally persistent, and this indicates that a small modification should produce true hysteretic behavior.

Our models have a finite hysteresis gap in the infinite system limit, proving Fisher’s conjecture. Furthermore, the one-way hysteresis occurs in the generic case— earlier models had been accidentally fine-tuned so that the hysteresis was a finite-size effect. But the existence of the gap is paradoxical– the term that produces it is irrelevant in the renormalization group sense, and should not affect the critical behavior. We resolve the contradiction by showing precisely how an irrelevant perturbation can introduce one-way hysteresis without otherwise altering the critical behavior foot1 (10). The close relation between the stress-overshoot models and our models provides an explanation for the persistence of the finite-size hysteresis in over2 (8).

The model describes a surface whose position $`h(𝐱)`$ increases by jumps. The position of the surface describes the contact of two solids, or the position of a crack front, or the phase in a charge-density wave. There are pinning forces which hold the surface back, and a global driving force which pushes the surface forward. When the total force on a site is greater than the pinning force, the site jumps. The sites communicate via an elastic force, which is linear, as if every site was connected to its nearest neighbor by springs. In addition, there are transient velocity-dependent forces on neighboring sites which vanish after a short period of time. These stresses are analogous to inertial terms in highly dissipative equations, and like those terms they are generically irrelevant. These are the stress overshoots which are responsible for the hysteresis.

The stress overshoots model a variety of very different physical effects. In a propagating crack front, the stress overshoots model the effect of the acoustic wave which propagates in the solid whenever a segment of the crack moves forward. This acoustic wave pushes on nearby segments, possibly causing them to depin. In models of solid-on-solid friction, a stress overshoot can model the transient component of the adhesive force between the solids, which rises to a maximum value over a period of time.

To study these effects, on every site $`𝐱`$ of a $`d`$-dimensional lattice define:
$`h(𝐱)`$ – the position (height) of a $`d`$-dimensional surface, initially zero.
$`v(𝐱)`$ – the velocity, either zero or one.
$`f(𝐱)`$ – a pinning force uniformly random in $`[0,P]`$.

There are three global parameters:
$`P`$– the maximum strength of the pinning. $`P>2d`$ to avoid lattice artifacts.
$`F`$– the global applied force
$`M`$– the magnitude of the stress overshoots.

To update the model:
1. Calculate the elastic-stress $`E`$ as the sum of $`h(𝐲)h(𝐱)`$ over all nearest neighbors $`𝐲`$.
2. Calculate the overshoot-stress $`S`$ as the sum of $`v(𝐲)`$ over all the nearest neighbors $`𝐲`$ including $`𝐱`$ itself in the sum foot2 (11).
3. At every site xwhere $`E(𝐱)+MS(𝐱)+F>f(𝐱)`$, set $`v`$ to one, elsewhere set it to zero.
4. Add $`v`$ to $`h`$ at every site. Wherever $`v`$ is nonzero, the site is said to have hopped.
5. At every $`𝐱`$ that hopped, generate a new pinning force $`f`$ in $`[0,P]`$.

This model is a discrete form of a standard model for the depinning transition. The parameter we vary is the applied force $`F`$, and the order-parameter is the average velocity $`\overline{v}`$. When no overshoots are present ($`M=0`$), it has a continuous transition at the critical force $`F_c`$. This transition has been extensively studied, and the critical exponents have been calculated to first- onutt1 (12),natt1 (13),onutt2 (14) and second- wiese (15) order in epsilon.

The key to understanding the transition in the $`M=0`$ model is the no-passing rule of Middleton nopass (16). To state the no-passing rule, we must imagine that the random forces $`f`$ have been pregenerated at the beginning of the simulation, and they are discovered as the surface moves forward. The pregenerated force may be thought of as a random function of the height $`h(𝐱)`$. The no-passing rule states that when two surfaces $`h_1(𝐱)`$ and $`h_2(𝐱)`$ move in the same pregenerated pinning, the surface which is initially behind will at no time overtake the surface that is initially ahead.

The proof is by induction in the time. Assuming that $`h_1`$ is ahead of $`h_2`$ at time $`t`$, in order to determine whether $`h_1`$ is still ahead at time $`t+1`$ we only need to examine the points where $`h_1`$ and $`h_2`$ coincide. At these points, the pinning force on $`h_1`$ and $`h_2`$ are equal because the pinning is a function of the height. The elastic force on $`h_1`$ is greater than or equal to the elastic force on $`h_2`$ because the elastic force is an increasing function of the position of the neighbors. Therefore, wherever $`h_2`$ jumps, $`h_1`$ jumps too, and $`h_2`$ is not ahead at time $`t+1`$.

Only assuming that the steady-state behavior of the surface is motion with a constant velocity, the no-passing rule allows us to conclude that the velocity must be a single-valued function of the applied force $`F`$, since at any force where two velocities may coexist, a surface moving with the faster velocity will overtake a surface moving with the slower velocity, even if it is initially behind. Since it is intuitively clear that the velocity is an increasing function of the applied force, the no-passing rule also makes it all-but-certain that the transition in this model is continuous, since at any jump-discontinuity the limits $`\overline{v}(F+)`$ and $`\overline{v}(F)`$ are different, and we may start two surfaces at two infinitesimally different forces and let the faster overtake the slower specialcase (17). While these arguments as stated are not mathematically rigorous, they are significant, because this transition is one of the few whose order may be established theoretically.

From the proof, it is clear that no-passing is a generic feature of any elastic force law for which the elastic force increases when the height of the neighbors increases. This implies that adjusting the elasticity law in any reasonable way cannot produce hysteresis — a new physical mechanism is needed. Because the stress overshoots are transient, they can circumvent no-passing. A moving surface can move past a stationary one because the stationary one feels no overshoots.

Now we will demonstrate that the addition of stress overshoots of the type we have considered gives rise to hysteresis. To make the proof transparent, we will introduce three simple models, one of which has no hysteresis, and the other two which have a one-way hysteresis gap of exactly $`M`$ units of force. We will show that they are all related by a subtraction procedure that removes $`M`$ units of one-way hysteresis. Applying the subtraction procedure to our model we will arrive at a subtracted model which possesses a hysteresis gap which is exactly $`M`$ units of force smaller. Irrelevance of the perturbation implies that there is no hysteresis at all in the subtracted model, from which we conclude that our model has exactly $`M`$ units of hysteresis.

The first model we introduce has a stress overshoot which makes it trivial to calculate the hysteresis gap. The model is defined with an overshoot stress $`S(𝐱)`$ which is a global OR of all the Boolean velocities, that is, it is equal to $`1`$ if there is a single nonzero velocity anywhere in the lattice, and it is equal to zero only if the surface is motionless. This is a global perturbation of the model, and so we have no right to expect that the behavior is unchanged. But the behavior of this model at any $`M`$ is obvious — the overshoots simply shift the critical force by $`M`$ units downward when the interface is moving, and they do nothing at all when the interface is static. The effect of the global overshoot is trivial– the model will start moving at a critical force $`F_c`$ at a finite velocity, and it will stop moving at a critical force $`F_cM`$ where it will display identical behavior (site by site and hop by hop) to the $`M=0`$ model. The transition remains continuous and the critical exponents are unchanged.

The second model we introduce is local, and is superficially different from the first. In this model, which we call the nonadditive model, the overshoot stress is a local OR of the neighboring sites’ velocities– $`S(𝐱)=1`$ only if $`v(𝐱)`$ is nonzero or $`v(𝐲)`$ is nonzero for one of the nearest neighbors $`𝐲`$ of $`𝐱`$. But difference is superficial– the nonadditive model is (site by site and hop by hop) equivalent in the steady state to the global model. In particular, it has a continuous phase transition and a one-way hysteresis gap of width exactly $`M`$.

To prove this assertion, start the global model moving, and let it reach a steady-state at a nonzero velocity. Whenever a site hops in the steady state, its local environment has necessarily changed on the previous time step– either it has itself hopped on the previous step, or one of it’s nearest neighbors have. Conversely, any site whose nearest neighbor hasn’t hopped cannot hop, despite the global stress overshoot. So we may apply the overshoot stress only to the sites whose environment has changed– to those sites that hopped on the previous step and their nearest neighbors– with no change in the dynamics, and this is the definition of the nonadditive model. This completes the proof.

The nonadditive overshoot model is a local irrelevant perturbation of the $`M=0`$ model, which introduces precisely $`M`$ units of one-way hysteresis and does nothing else. It does not change the order of the transition or the critical exponents.

The subtraction procedure is inducted from the two models defined above. To find a model with no one-way hysteresis from a given model, remove the non-additive component of the stress overshoots. The nonadditive component is the minimum value of stress overshoot on any of the sites that are capable of hopping. Since motion propagates locally from site to site, any model in which the stress overshoots are positive and propagate faster than the elasticity will have one-way hysteresis of the type described. For our specific model at nonzero $`M`$, we produce the subtracted model by subtracting the nonadditive component of the stress overshoot. In the subtracted model, the overshoot stress $`S(𝐱)`$ is zero if zero or one neighbor hops, and $`S(𝐱)=n1`$ if $`n`$ neighbors of a site hop (recall that a site is its own neighbor). To recover our original model, we must add $`S_2(𝐱)`$– a nonadditive stress overshoot. In other words, $`S_2(𝐱)`$ is the Boolean OR of all $`2d+1`$ neighboring velocities. Because in steady-state every site that hops has a neighbor that hops, the only effect of $`S_2`$ is to add one-way hysteresis of gap size exactly $`M`$ meanfield (18).

The subtracted model is a local perturbation of the $`M=0`$ model, and the perturbation is necessarily irrelevant in a renormalization group sense, since it is local and breaks no symmetry. We conclude that any hysteresis in the subtracted model is a finite-size effect in this regime, a result confirmed by numerical simulation (see Fig. 1).

Any model which propagates motion from one site to another and which includes a stess-overshoot will generically display one-way hysteresis. The appropriate subtracted model removes the minimum stress overshoot which is applied to any moving site. The remaining perturbation is irrelevant, and does not change the critical behavior for small values of $`M`$. Since the phenomenon is so general, we believe that it explains the origin of one-way hysteresis in at least some of the systems that display it. This implies that one-way hysteretic transitions are still continuous, despite appearances.

Simulating our original model and the subtracted model at large values of the parameter $`M`$, we find that there is a tricritical point at a finite value $`M_c`$ of $`M`$, beyond which the hysteresis changes character. For $`M>M_c`$, subtraction no longer removes the hysteresis, and the transition is truly discontinuous. At $`M=M_c`$, the universality class of the transition is changed. The tricritical point is a generic feature of overshoot depinning models.

There are two peculiar properties of the hysteresis in the unsubtracted models. First, the nucleation radius is not infinite as it is in first-order thermal transitions. If one well-placed site were to hop when the applied force is in the hysteresis gap, the whole surface would start to move. Second, the hysteresis loop does not vanish for large systems as the inverse logarithm of the system size. When the surface is static, the probability of nucleation is zero because there is no dynamics. If we were to add a small amount of spontaneous hopping, the hysteresis loop would vanish as a power of the system size and the time. In first-order transitions, the nucleation bubbles becomes larger and exponentially more improbable as the critical point is approached; here, a nucleation bubble may be microscopic. It stays microscopic even at the critical transition.

The characteristics of one-way hysteresis are:
1. The stationary phase is unstable.
2. The nucleation radius is finite at the transition point
3. With local fluctuations, the probability of nucleating a bubble vanishes as a power of the system size like a finite-size effect, not logarithmically like a first-order hysteresis loop.
4. The stable phase is described by a continuum theory at the critical point.
The one-way hysteresis which we have seen occurs is, in some sense, a phony hysteresis. The reason is that it is only present because when the interface is static, all overshoots are absent and do not contribute to the motion. If we were to add a small amount of spontaneous hopping, the hysteresis gap would vanish as a power of the system size. The only reason we may observe this effect is because in many depinning transitions thermal fluctuations may be ignored.

An earlier model over2 (8) included stress-overshoots only on nearest neighbors, but did not include overshoots on the site itself. Because of this, the nonadditive component of the stress overshoots is zero. If a small amount of self-stress overshoot is added, the system acquires a small amount of one-way hysteresis. Without the self-stress, a site which hops twice in a row without being triggered by its nearest-neighbors on the second hop does not feel the stress overshoot the second time around. The site then has a chance to land and be pinned very weakly, and a weakly pinned site may serve as nucleation centers when the force is increased in the static phase. The result is that the hysteresis gap vanishes as the system size grows, albeit slowly because the nucleation centers are so rare. The interesting observation is that the nucleation centers are one (well-placed) site wide. This is the numerical and experimental signature of phony hysteresis. A scattering of microscopic seeds will destroy it. In solid-on-solid friction, for example, a sound wave with a fixed frequency and amplitude should destroy any phony hysteresis, while it would only reduce, but not eliminate, the hysteresis in a true first-order transition such as the one that occurs for $`M>M_c`$.

For completeness, we note that when $`S(𝐱)=v(𝐱)`$, that is, when a site only applies a stress overshoot to itself, there is no hysteresis of any kind for any value of $`M`$ no matter how large. This is an accident of the parametrization of the lattice model. If the overshoot stress is decays exponentially over many time steps, for sufficiently slow decay rates we approach the tricritical point in these models as well. There is no one-way hysteresis in this model of course, because the nonadditive stress overshoot is zero, since the overshoot stress is not applied to the neighbors.

The authors would like to thank Daniel S. Fisher and Alan Middleton for very useful discussions, and Alan Middleton for comments on an earlier manuscript. R.M. is supported by Gene Network Sciences Inc. J.M.S. is supported by NSF via grants DMR-0109164, DMR-9805818.


text:
# Some remarks about Cauchy integrals and totally real surfaces in 𝐂^𝑚

Let us begin by reviewing some geometrically-oriented linear algebra, about which Reese Harvey once tutored me. Fix a positive integer $`m`$. The standard Hermitian inner product on $`𝐂^m`$ is defined by

(1)
$$v,w=\underset{j=1}{\overset{m}{}}v_j\overline{w_j},$$

where $`v`$, $`w`$ are elements of $`𝐂^m`$ and $`v_j`$, $`w_j`$ denote their $`j`$th components, $`1jm`$. This expression is complex-linear in $`v`$, conjugate-complex-linear in $`w`$, and satisfies

(2)
$$w,v=\overline{v,w}.$$

Of course $`v,v`$ is the same as $`|v|^2`$, the square of the standard Euclidean length of $`v`$.

Define $`(v,w)`$ to be the real part of $`v,w`$. This is a real inner product on $`𝐂^m`$, which is real linear in both $`v`$ and $`w`$, symmetric in $`v`$ and $`w`$, and such that $`(v,v)`$ is also equal to $`|v|^2`$. This is the same as the standard real inner product on $`𝐂^m𝐑^{2m}`$.

Now define $`[v,w]`$ to be the imaginary part of $`v,w`$. This is a real linear function in each of $`v`$ and $`w`$, and it is antisymmetric, in the sense that

(3)
$$[w,v]=[v,w].$$

Also, $`[v,w]`$ is nondegenerate, which means that for each nonzero $`v`$ in $`𝐂^m`$ there is a $`w`$ in $`𝐂^m`$ such that $`[v,w]0`$. Indeed, one can take $`w=iv`$.

Let $`L`$ be an $`m`$-dimensional real-linear subspace of $`𝐂^m`$. We say that $`L`$ is totally-real if $`L`$ is transverse to $`iL`$, where $`iL=\{iv:vL\}`$. Transversality here can be phrased either in terms of $`LiL=\{0\}`$, or in terms of $`L+iL=𝐂^m`$.

An extreme version of this occurs when $`iL`$ is the orthogonal complement of $`L`$. Because we are assuming that $`L`$ has real dimension $`m`$, this is the same as saying that elements of $`iL`$ are orthogonal to elements of $`L`$. This is equivalent to saying that $`[v,w]=0`$ for all $`v`$, $`w`$ in $`L`$. Such a real $`m`$-dimensional plane is said to be Lagrangian.

As a basic example, $`𝐑^m`$ is a Lagrangian subspace of $`𝐂^m`$. In fact, the Lagrangian subspaces of $`𝐂^m`$ can be characterized as images of $`𝐑^m`$ under unitary linear transformations on $`𝐂^m`$. The images of $`𝐑^m`$ under special unitary linear transformations, which is to say unitary transformations with complex determinant equal to $`1`$, are called special Lagrangian subspaces of $`𝐂^m`$.

Now suppose that $`M`$ is some kind of submanifold or surface in $`𝐂^m`$ with real dimension $`m`$. We assume at least that $`M`$ is a closed subset of $`𝐂^m`$ which is equipped with a nonnegative Borel measure $`\mu `$, in such a way that $`M`$ is equal to the support of $`\mu `$, and the $`\mu `$-measure of bounded sets are finite. One might also ask that $`\mu `$ behave well in the sense of a doubling condition on $`M`$, or even Ahlfors-regularity of dimension $`m`$. One may wish to assume that $`M`$ is reasonably smooth, and anyway we would ask that $`M`$ is at least rectifiable, so that $`\mu `$ can be written as the restriction of $`m`$-dimensional Hausdorff measure to $`M`$ times a density function, and $`M`$ has $`m`$-dimensional approximate tangent spaces at almost all points.

Let us focus on the case where $`M`$ is totally real, so that its approximate tangent planes are totally real, at least almost everywhere. In fact one can consider quantitative versions of this. Namely, if

(4)
$$d\nu _m=dz_1dz_2\mathrm{}dz_m$$

is the standard complex volume form on $`𝐂^m`$, then a linear subspace $`L`$ of $`𝐂^m`$ of real dimension $`m`$ is totally real if and only if the restriction of $`d\nu _m`$ to $`L`$ is nonzero. In any event, the absolute value of the restriction of $`d\nu _m`$ to $`L`$ is equal to a nonnegative real number times the standard positive element of $`m`$-dimensional volume on $`L`$, and positive lower bounds on that real number correspond to quantitative measurements of the extent to which $`L`$ is totally real. In the extreme case when $`L`$ is Lagrangian, this real number is equal to $`1`$. For the surface $`M`$, one can consider lower bounds on this real coefficient at each point, or at least almost everywhere.

From now on let us assume that $`M`$ is oriented, so that the approximate tangent planes to $`M`$ are oriented. This means that reasonably-nice complex-valued functions on $`M`$ can be integrated against the restriction of $`d\nu _m`$ to $`M`$. One can then define pseudo-accretivity and para-accretivity conditions for the restriction of $`d\nu _m`$ to $`M`$ as in , which basically mean that classes of averages of the restriction of $`d\nu _m`$ to $`M`$ have nice lower bounds for their absolute values compared to the corresponding averages of the absolute value of the restriction to $`d\nu _m`$ to $`m`$. This takes into account the oscillations of the restriction of $`d\nu _m`$ to $`M`$.

Note that if $`M`$ is a smooth submanifold of $`𝐂^m`$ of real dimension $`m`$, then $`M`$ is said to be Lagrangian if its tangent spaces are Lagrangian $`m`$-planes at each point. This turns out to be equivalent to saying that $`M`$ can be represented locally at each point as the graph of the gradient of a real-valued smooth function on $`𝐑^m`$ in an appropriate sense, as in . If the tangent planes of $`M`$ are special Lagrangian, then $`M`$ is said to be a special Lagrangian submanifold. See  in connection with these.

It seems to me that there is a fair amount of room here for various interesting things to come up, basically concerning the geometry of $`M`$ and aspects of several complex variables on $`𝐂^m`$ around $`M`$. When $`m=1`$, this would include the Cauchy integral operator applied to functions on a curve and holomorphic functions on the complement of the curve. In general this can include questions about functional calculi, as in , and $`\overline{}`$ problems with data of type $`(0,m)`$, as well as relations between the two.


text:
# Remarks about an “exact” RG theory of Goldstone modes

## 1 Introduction

Recently, our theory of grouping of Feynman diagrams  has been extended to include the region below the critical point . The two–point correlation function in Fourier representation has been studied, which depends on the wave vector $`𝐤`$. Based on our method of systematic consideration of all diagrams, we have shown in  that the behavior of the longitudinal ($`G_{}(𝐤)`$) and transverse ($`G_{}(𝐤)`$) correlation functions in $`O(n>1)`$–symmetric $`\phi ^4`$ model below the critical temperature $`T_c`$ is non–Gaussian. It means that $`G_{}(𝐤)ak^\lambda _{}`$ and $`G_{}(𝐤)bk^\lambda _{}`$ with exponents $`d/2<\lambda _{}<2`$ and $`\lambda _{}=2\lambda _{}d`$ is the long–wave (at $`k0`$) solution of our equations at the spatial dimensionality $`2<d<4`$. These results coincide also with a non–perturbative renormalization group (RG) analysis provided in our paper.

It turns out, however, that some perturbative RG theory , which is claimed to be exact by its founders, contradicts our results – it predicts a purely Gaussian behavior with $`\lambda _{}=2`$. We have put some effort to clarify this question and have found that the Gaussian behavior in this theory originates from a rough error in mathematics.

## 2 The critical analysis

We consider a $`\phi ^4`$ model with the Hamiltonian

$$H/T=\left(r_0\phi ^2(𝐱)+c(\phi (𝐱))^2+u\phi ^4(𝐱)𝐡\phi (𝐱)\right)𝑑𝐱,$$
(1)
where the order parameter $`\phi (𝐱)`$ is an $`n`$–component vector with components $`\phi _i(𝐱)`$, depending on the coordinate $`𝐱`$, $`T`$ is the temperature, $`𝐡`$ is an external field. The $`\phi ^4`$ model exhibits a nontrivial behavior in close vicinity, as well as below the critical temperature $`T_c`$, if the order parameter is an $`n`$–component vector with $`n>1`$. The related long–wave divergence of the longitudinal and transverse correlation functions (in Fourier representation) at $`T<T_c`$ has been studied in  based on the hydrodynamical (Gaussian) approximation. Essentially the same problem has been studied before in  in terms of the Gaussian spin–wave theory . Later perturbative renormalization group (RG) studies  support the Gaussian approximation. The RG method is claimed to be asymptotically exact. Hence, we disprove this statement. Our analysis in  predicts a non–Gaussian behavior, and we show by general physical arguments that it must be the true behavior to coincide with the know rigorous results for the classical $`XY`$ model.

According to the conventional believ , the transverse correlation function $`G_{}(𝐤)`$ diverges like $`k^\lambda _{}`$ with $`\lambda _{}=2`$ at $`k0`$ below $`T_c`$ for the systems with $`O(n>2)`$ rotational symmetry. It corresponds to the $`G_{}(𝐤)k^{d4}`$ divergence of the longitudinal correlation function. Besides, the singular structure of the correlation functions is represented by an expansion in powers of $`k^{4d}`$ and $`k^{d2}`$ . Formally, our analysis in  is consistent with these results at $`\lambda _{}=2`$, although in reality $`\lambda _{}<2`$ holds. Below we will show that $`\lambda _{}<2`$ holds near two dimensions at $`n=2`$.

As usually accepted in lattice models, here we define that all the parameters of the normalized Hamiltonian $`H/T`$ (1) are proportional to the inverse temperature $`1/T`$. In this case $`r_0`$ is negative. The assumption that $`G_{}(𝐤)a(T)k^2`$ holds (with some temperature–dependent amplitude $`a(T)`$) in the stable region below the critical point, i. e., at $`TT_c/C`$, where $`C`$ is an arbitrarily large constant, leads to a conclusion that the critical temperature $`T_c`$ continuously tends to zero at $`d2`$ (supposed $`d>2`$). Really, at $`\lambda _{}=2`$ we have

$`\phi ^2(𝐱)={\displaystyle \frac{1}{V}}{\displaystyle \underset{i,𝐤}{}}G_i(𝐤)M^2`$ (2)
$`+(2\pi )^d\left[{\displaystyle G_{}^{}(𝐤)𝑑𝐤}+{\displaystyle \frac{(n1)S(d)\mathrm{\Lambda }^{d2}a(T)}{d2}}\right],`$
where $`G_i(𝐤)=\phi _i(𝐤)^2`$ is the $`i`$–th component (one of which is longitudinal, other ones – transverse) of the correlation function, $`M`$ is the magnetization, $`\mathrm{\Lambda }`$ is the upper cutoff of the wave vector magnitude, and $`S(d)`$ is the area of unit sphere in $`d`$ dimensions. Here $`G_{}(𝐤)=G_{}^{}(𝐤)+\delta _{𝐤,\mathrm{𝟎}}M^2V`$ is the Fourier transform of the real–space correlation function $`\phi _{}(\mathrm{𝟎})\phi _{}(𝐱)`$, whereas $`G_{}^{}(𝐤)`$ denotes the Fourier transform of $`\phi _{}(\mathrm{𝟎})\phi _{}(𝐱)M^2`$, where $`\phi _{}(𝐱)`$ is the longitudinal component of the order–parameter field. Since the amplitude of the transverse fluctuations never can vanish at a finite temperature, Eq. (2) implies that the average $`\phi ^2(𝐱)`$ diverges at $`T=T_c/C`$ when $`d2`$, if $`T_c`$ remains finite. Thus, we obtain an unphysical result unless the critical temperature $`T_c`$ and, therefore, $`a(T_c/C)`$ tend to zero at $`d2`$.

On the other hand, it is a rigorously stated fact  that the classical 2D $`XY`$ model undergoes the Kosterlitz–Thouless phase transition at a finite temperature $`T_{\text{KT}}`$. It means that a certain structural order without the spontaneous magnetization exists within the temperature region $`T<T_{\text{KT}}`$. There is a general tendency of disordering with decreasing the spatial dimensionality $`d`$, and not vice versa. Thus, since the structural order exists at $`T<T_{\text{KT}}`$ and $`d=2`$, some kind of order necessarily exists also at $`T<T_{\text{KT}}`$ and $`d>2`$. Since the classical $`XY`$ model undergoes the disorder $``$ long–range order phase transition at $`d>2`$, this obviously is the long–range order. Thus, the critical temperature at $`d=2+\epsilon `$ is $`T_cT_{\text{KT}}0`$ for an infinitesimal and positive $`\epsilon `$, and it drops to zero by a jump at $`d=2\epsilon `$, as consistent with the rigorous consideration in .

The classical $`XY`$ model belongs to the same universality class as the actual $`\phi ^4`$ model at $`n=2`$, which means that both models become fully equivalent after a renormalization (a suitable renormalization has been discussed in ). Thus, $`T_c`$ does not vanish at $`d2`$ (for $`d>2`$) also in the $`\phi ^4`$ model. In such a way, the assumption $`G_{}(𝐤)a(T)k^2`$ leads to a contradiction. In the stable region $`T<T_c/C`$, the Gaussian approximation $`G_{}(𝐤)1/(2ck^2)`$ makes sense at finite not too small values of $`k`$. The above contradiction means that the Gaussian approximation with $`\lambda _{}=2`$ cannot be extended to $`k0`$ in vicinity of $`d=2`$. The contradiction is removed only if $`\lambda _{}<2`$ holds at $`d2`$ in the actual case of $`n=2`$.

It has been stated in  that the essentially Gaussian result $`\lambda _{}=2`$ of the perturbative RG theory should be exact. However, the underlying method is not rigorous: it is assumed without proof that the renormalized Hamiltonian has the form of the Landau–Ginzburg–Wilson expansion with few terms included, as in the original Hamiltonian (1). Besides the “exact” rusult is obtained by cutting (at one loop order) a purely formal divergent perturbation series, where the expansion parameters are in no sense small. One claims  that the one–loop–diagram approximation provides asymptotically exact results at $`r_0\mathrm{}`$ (which corresponds to $`m_0\mathrm{}`$ or $`m\mathrm{}`$ in ) and, according to the provided there renormalization group arguments, also in the long–wavelength limit $`k0`$. However, some of these “exact” results are rather unphysical. In particular, we find from Eq. (3.6) in  and from the formula $`\pi ^2=6A/u_0`$ given in the line just below that

$$\pi ^2(𝐱)=(N1)\frac{d^dq}{q^2}$$
(3)
holds, where $`\pi (𝐱)`$ is the transverse $`(N1)`$–component field. Eq. (3) represents a senseless result, since $`\pi ^2(𝐱)`$ given by this equation diverges at $`d2`$. It is clear that $`\pi ^2(𝐱)`$ cannot diverge in reality, as it follows from the Hamiltonian density (2.1) in  (Hamiltonian (1) in our paper): any field configuration with diverging $`\pi ^2(𝐱)`$ provides a divergent $`\pi (𝐱)`$–dependent term

$$\frac{1}{2}\pi (𝐱)^2+\frac{u_0}{4!}(\pi ^2(𝐱))^2$$
(4)
in the Hamiltonian density and, therefore, gives no essential contribution to the statistical averages. The result (3) corresponds to a poor approximation where the second term in (4) is neglected. In a surprising way, based on Ward identities, authors of  and related papers have lost all the purely transverse diagrams, generated by the term $`\frac{u_0}{4!}(\pi ^2(𝐱))^2`$, and stated that this is the exact result at $`r_0\mathrm{}`$. These diagrams, evidently, cannot vanish due to $`r_0\mathrm{}`$, simply, because they are independent of $`r_0`$. According to , the actual transverse term appears to be hiden in a shifted longitudinal field $`\overline{s}`$, which is considered as an independent Gaussian variable (cf. Eqs. (3.5) and (3.6) in ). Obviously, this is the fatal trivial error which leads to the above discussed unphysical result (3), since $`\overline{s}`$ is not an independent field in reality – the determinant of the transformation Jacobian (from $`\pi `$, $`s`$ to $`\pi `$, $`\overline{s}`$) is omitted in the relevant functional integrals! Such an introduction of the shifted field to obtain a formally Gaussian Hamiltonian does not make any sense, because the transformation Jacobian then must be included and the resulting model all the same is not Gaussian. Since (3) comes from

$$\pi ^2(𝐱)=(N1)(2\pi )^dG_{}(𝐤)d^dk,$$
(5)
the unphysical divergence of $`\pi ^2(𝐱)`$ means that the predicted Gaussian form of the transverse correlation function $`G_{}(𝐤)`$ is incorrect. Another aspect is that the method used in  gives $`\lambda _{}2`$ also at $`n=2`$ in contradiction with our previous discussion concerning the known rigorous results for the $`XY`$ model.

Our consideration does not contradict the conventional statement (see  and references therein) that the Gaussian spin–wave theory  becomes exact at low temperatures, but only in the sense that it holds for any given nonzero $`𝐤`$ at $`T0`$, and in the limit $`\underset{k0}{lim}\underset{T0}{lim}`$ in particular. However, the actual limit of interest is $`k0`$ or, equally, $`\underset{T0}{lim}\underset{k0}{lim}`$. Therefore, it is impossible to make any rigorous conclusion regarding the exponent $`\lambda _{}`$ (or any related exponent) based on the fact that the Gaussian spin–wave theory becomes exact at $`T0`$. One has to prove that the limits can be exchanged! This problem persists also in the classical treatment of the many–particle systems in  which, in essence, is based on the Gaussian spin wave theory at $`T0`$. This treatment, evidently, is not exact, since it breaks down at $`d2`$ for the two–component ($`n=2`$) vector model (where $`T_c`$ remains finite and we fix the temperature $`0<T<T_c`$) just like we have discussed already – the average $`\pi ^2(𝐱)`$ is given by the integral (6.8) in  which diverges in this case (supposed $`(2\pi )^3d^3k(2\pi )^dd^dk`$).

A slightly different perturbative RG approach has been developed in  to analyze the nonlinear $`\sigma `$ model. In this case the modulus of $`\phi (𝐱)`$ is fixed which automatically removes the divergence of $`\pi ^2(𝐱)`$. A finite external field $`h`$ has been introduced there to make an expansion. The correlation functions have the power–like singularities of interest only at $`h=+0`$, which means that in this case we have to consider the limit $`\underset{k0}{lim}\underset{h0}{lim}`$, i. e., the limit $`h0`$ must be taken first at a fixed nonzero $`k`$ ($`p`$ in formulae used in ). The results in  are not rigorous since the expansions used there are purely formal, i. e., they break down in this limit. Besides, the renormalization of  is no more than an uncontrolled approximation scheme: contrary to the assumptions in , it should be clear that the exact renormalization is a fairly nontrivial problem which cannot be reduced to a finding of only two renormalization constants. If, e. g., we make a real–space renormalization of the Heisenberg model, say, with the scaling factor $`s=2`$, then the statistically averaged block–spins of the Kadanoff transformation (composed of $`s^d`$ original spins) do not have a fixed modulus – simply, the original model does not include the constraint $`\phi (𝐱)=const`$ for the block averages. It means that the transformation with any finite $`s`$ yields a Hamiltonian of form different from the original one, i. e., the original Hamiltonian with merely renormalized coupling constant can never be the fixed–point Hamiltonian. This is the common problem in the perturbative RG theory that the renormalized Hamiltonian is assumed (or even “proved” like in ) to have the same form as the original one. This, however, appears to be wrong in view of the exact renormalization.

In absence of rigorous proofs, theoretical predictions can be supported by appropriate empirical data. However, the experimental measurements of susceptibility $`\chi `$ depending on field $`h`$ in isotropous ferromagnets like high–purity polycrystalline Ni  are incompatible with the prediction $`\chi h^{(d4)/2}`$ of the “exact” RG theory. An explanation has been given in  that the divergence of the susceptibility is not observed in real crystals due to the symmetry breaking perturbations causing easy axes. However, this argument is not valid for polycrystalline materials, since they are practically isotropous in a length scale which exceeds remarkably the size of grains. Thus, the theory should work at $`h0`$, where the relevant length measure, i. e. the correlation length, diverges.

## 3 Conclusions

The “exact” RG theory of Goldstone modes developed in  and related papers is not exact, it is unphysical and mathematically erroneous. The essential claims about the Gaussian character of the $`O(n>1)`$–symmetric $`\phi ^4`$ model below $`T_c`$ are based in  on the fact that the Hamiltonian can be formally written in an apparently Gaussian form. The author, however, forgot to include the determinant of the transformation Jacobian in the relevant functional integrals, according to which the resulting model all the same is not Gaussian. Surprisingly, the experts in the perturbative RG theory have not mentioned this evidently rough error in their theory till now. Other versions of the perturbative RG theory do not have any rigorous mathematical basis, as well. Besides, the prediction of the “exact” RG theory that the susceptibility below $`T_c`$ diverges as $`h^{1/2}`$ in three dimensions evidently disagree with the experimental measurements in isotropous ferromagnets.