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# On Duality Walls in String Theory

## 1 Introduction

Supersymmetric gauge theories are the most promising candidates for grand unification in particle physics, and their dynamics is therefore an important area of research. An even more interesting subclass are gauge theories that can be embedded into string theory, i.e., theories describing the low energy dynamics of (decoupled subsectors of) appropriately compactified and branified superstring theories. This subclass is distinguished by the fact that string theory provides, in principle, the unification with gravity.

At the basis of unification of course lie the phenomenon and generalized notion of scale dependence of physical theories. Effective gauge couplings and other physical parameters depend on the energy scale at which they are measured, in a way that is determined by renormalization group (RG) flow. Moreover, at certain energy scales, even the elementary degrees of freedom can change, leading to confinement and chiral symmetry breaking. Prominent in supersymmetric gauge theories is the possibility of duality. In particular, Seiberg duality  is the statement that a collection of different $`𝒩=1`$ supersymmetric gauge theories with gauge group and matter content related in a particular way can provide different microscopic definitions of one and the same underlying theory. Which microscopic description is appropriate depends, again, on the energy scale.

We will here be concerned with one class of four-dimensional gauge theories that can be embedded in string theory, namely through D-branes at singularities of Calabi-Yau threefolds. For such theories, some of the above questions have been entirely reformulated in recent years in the light of the AdS/CFT correspondence. For example, RG flow and duality can be realized directly as the dependence of certain supergravity fields on the portion of the dual geometry one is considering. Seiberg duality, in particular, arises from the fact that a gauge theory interpretation is possible only if the periods of supergravity form fields lie in a certain range . Using gauge symmetries to shift the periods corresponds on the D-brane side to a change of basis of fractional branes at the singularity, as recently explained in .

In this paper, we consider quiver gauge theories arising from D-branes at the $`_3/_3`$ orbifold singularity. This is an interesting example because it is among the simplest singularities that is intrinsically three-dimensional (i.e., not related to an ADE singularity on K3), and some of the important ingredients of $`𝒩=1`$ theories in four dimensions, such as chiral anomaly cancellation, appear there for the first time. Of importance to us here is the fact that the associated quiver is hyperbolic, i.e., with indefinite Cartan matrix, whereas for simple singularities the quiver is elliptic or at best parabolic. See  for a definition and discussion of these terms.

The goal underlying our study is to understand RG flows, their cascades, and their walls, for quivers of generic threefold singularities. Here, as in , we refer as a duality cascade to the sequence of Seiberg dualities that are necessary along the RG flow in order to keep a gauge theory interpretation at every energy scale. Such a cascade was studied in , where the theory was the affine $`A_1`$ quiver, dual to the conifold geometry. More such flows were analyzed from a purely gauge theory point of view by Fiol . It is pointed out in  that for a generic hyperbolic quiver, the scales at which one has to perform Seiberg duality pile up at a certain finite energy scale called a duality wall . The existence of this wall casts some doubt at the possible UV completion of the theory.

All quivers whose cascades have been analyzed so far in  are non-chiral, and either are elliptic or parabolic, or else are hyperbolic but have no apparent embedding into string theory, which might make the existence of the wall a little less worrisome. Our example is probably the simplest that is at the same time chiral, hyperbolic, and can be embedded in string theory. The naive procedure that we will use illustrates the behavior of duality cascades, and in particular the appearance of walls, in such theories.

Our present results can, however, not be viewed as support for the existence of duality walls in string theory.111We thank Andreas Karch for a discussion on the role of anomalous dimensions. The only anomaly-free brane configuration at the $`_3/_3`$ orbifold is the regular D$`3`$-brane, and this theory is conformal. After Seiberg duality, the naive beta functions do not vanish anymore, and one might be led to the conclusion that one can induce a cascade in this way. But a more careful analysis involving the exact beta function shows that the Seiberg dual theories are, in fact, also conformal and do not flow. In contrast, our prescription involves following the unphysical flow induced by the naive beta functions. This is the same procedure that was also used in  for the same quiver as ours, and in  for other theories, for which it is actually more justified. In , the possible set of Seiberg dualities was presented as a tree originating in the IR with an infinite number of branch points as one proceeds to the UV. In fact there is no RG flow along this tree. Using the exact beta functions it is easy to see that all theories on this tree are conformal. One can view the naive flows that we study here as an organizing principle for trees of Seiberg dualities.

The question we shall ask is a simple thermodynamical one. Along the flow, how does the number of degrees of freedom depend on the scale? Obviously, this question only makes sense before the wall, so we first have to know its position. As we shall see, the position of the wall depends on the initial conditions that we specify. For our example, this dependence is, surprisingly, simply piecewise linear, see Fig. 2 in section 5. On the other hand, the approach to the wall appears to be universal. The critical exponent measuring the number of degrees of freedom is one, independent of initial conditions.

As mentioned above, the appearance of walls is unphysical in our example. This is the simplest example of a del Pezzo quiver, as mentioned in . It would be interesting to analyze the RG flow behavior of the higher del Pezzos. Since there is more freedom regarding anomaly cancellation, one can imagine that some configurations will actually exhibit physical duality walls. On the other hand, it might be true that walls are simply absent generically in the UV behavior of gauge theories that appear in string theory. We hope to return to this problem in the future.

We conclude this introduction with a few speculations concerning the physical relevance of duality walls. If duality walls turn out to exist in string theory, this raises a number of interesting questions. For example, in a holographic picture, counting the number of degrees of freedom is related to the entropy of black holes (branes). See  for an exposition of this philosophy in the context of the Klebanov-Strassler flow. If the number of degrees of freedom diverges at a certain energy scale, the corresponding black holes must be very peculiar. Moreover, the divergence of the number of degrees of freedom for an observer probing at the scale of the wall would imply the existence of highly mysterious singular points in the closed string moduli space. This might also indicate the emergence of new effective degrees of freedom as the UV completion of the theory.

Last but not least, we mention another, more mathematical, aspect of our work. It is by now well-appreciated that quivers, their algebras and their representations have an intrinsic connection to geometry in the context of D-branes. see e.g.,  The representation theory of quivers is a rather important but very hard, branch of mathematics, see e.g., . Just to mention one aspect, the group of Seiberg duality transformations is the natural analog of the Weyl group whose role in the representation theory of Lie algebras is familiar. Understanding this group can be very difficult. It is a natural question to ask whether the duality cascades (subgroups of the duality group) induced by RG flow play any particular role in the general representation theory of quivers.

## 2 The underlying quiver

In this paper, we study the properties of the tree of Seiberg dualities of certain four-dimensional $`𝒩=1`$ supersymmetric gauge theories embeddable in string theory through fractional branes at singularities. Specifically, our gauge theory will be a quiver theory, with quiver depicted in Fig. 1. The gauge group contains three factors $`U(n_i)`$, $`i=1,2,3`$, and there are $`f_i`$ chiral multiplets in bifundamentals as shown.

There is also a superpotential, which is very important for understanding the moduli space and the dynamics of the quiver. In particular, it determines the anomalous dimensions of various chiral fields. As mentioned in the introduction, we shall here use naive beta functions without taking into account the effect of the superpotential.

### 2.1 D-brane interpretation

The gauge theory that canonically describes $`N`$ (regular) D$`3`$-branes on the $`_3/_3`$ orbifold is a quiver theory of the above type with $`(n_1,n_2,n_3)=(N,N,N)`$ and $`(f_1,f_2,f_3)=(3,3,3)`$ . This has the D-brane interpretation that the D$`3`$-brane can be obtained as a bound state of the three fractional branes $`e_i`$ associated with each of the nodes in Fig. 1, i.e., the $`e_i`$ correspond to the gauge theories with $`n_i=1`$ and $`n_j=0`$ for $`ji`$.

More generally, we can study arbitrary bound states $`(n_1,n_2,n_3)`$ of the three fractional branes, with $`f_i=3`$ held fixed. In fact, it is claimed that all (spacetime filling) branes on the $`_3/_3`$ orbifold can be constructed as bound states of the elementary branes $`(e_i)`$, at least at zero string coupling. One can also discuss, along similar lines, the spectrum of D-branes at different points in the Kähler moduli space of the non-compact Calabi-Yau $`𝒪_^2(3)`$ into which the orbifold can be blown up. We refer to  for a general investigation of the D-geometry of $`_3/_3`$.

The point of interest here is that the $`(n_1,n_2,n_3)=(N,N,N)`$, $`f_i=3`$ quiver is not the only possible theory whose moduli space yields $`_3/_3`$. Indeed, there is an infinite number of possible duality transformations that one can apply to the above quiver which give entirely equivalent descriptions. The D-brane interpretation of this is that of a change of basis of elementary branes . In other words, a given brane can be constructed either as bound state of $`(n_1,n_2,n_3)`$ elementary branes $`e_i`$ with $`f_i`$ chiral multiplets, or as bound state of $`(n_1^{},n_2^{},n_3^{})`$ branes $`e_i^{}`$ with $`f_i^{}`$ chiral multiplets. Since the Ramond-Ramond charge of the given brane does not depend on the way we write it, we require that at the level of RR charges, $`n_ie_i=n_i^{}e_i^{}`$. In other words, if we have,

$$e_i^{}=B_{ij}e_j,$$
(1)
then

$$n_i^{}=n_jB_{ji}^1.$$
(2)
To determine the number of chiral multiplets after the change of basis, we note that we can assemble the $`f_i`$ into a $`3\times 3`$ matrix $`I_{ij}`$ which has the natural interpretation of intersection form of cycles in the resolution $`𝒪_^2(3)`$ of the orbifold singularity $`_3/_3`$, see e.g., . As a consequence, we can read off the number of chiral multiplets $`f_i^{}`$ from the intersection form in the new basis, i.e.,

$$I^{}=BIB^T.$$
(3)
In the case at hand, as in many other examples, it turns out that the total collection of quivers that give $`_3/_3`$ can be characterized by the solutions of a certain Diophantine equation, which here is

$$n_1^2+n_2^2+n_3^2=3n_1n_2n_3.$$
(4)
Namely, if $`(n_1,n_2,n_3)`$ is a solution of this equation with $`\mathrm{g}.\mathrm{c}.\mathrm{d}.(n_1,n_2,n_3)=1`$, then $`N`$ D$`3`$-branes on $`_3/_3`$ are given by the quiver with charge vector $`N(n_1,n_2,n_3)`$ and $`f_i=3n_i`$. In this way, each solution of (4) gives rise to a basis of fractional branes on $`_3/_3`$. Of course, it does not specify the superpotential, but as we noted before, we shall neglect it here.

### 2.2 Comments on RG flow

Not every possible representation of the quiver gives rise to a physical gauge theory at non-zero coupling. We also need to satisfy the anomaly cancellation condition for every node (number of incoming arrows equals number of outgoing arrows), i.e.,

$$n_{i+1}f_{i1}=n_{i1}f_{i+1}$$
(5)
for $`i=1,2,3`$ (we take $`i=1,2,3mod3`$), in other words, we must have $`(f_1,f_2,f_3)(n_1,n_2,n_3)`$. Thus, there is only one configuration for which anomalies are cancelled, which are exactly the D$`3`$-branes. We shall therefore restrict ourselves to these configurations.

The gauge theory on these D$`3`$-branes is a conformal theory. For the canonical description, $`(n_1,n_2,n_3)=(N,N,N)`$, this follows immediately from the naive beta functions, which read in general

$$\frac{d(1/g_i^2)}{d\mathrm{ln}\mu }=\beta _i=3N_{c,i}N_{f,i},$$
(6)
where $`N_{c,i}`$ and $`N_{f,i}`$ are the number of colors and flavors, respectively, on the $`i`$-th node.

Seiberg duality gives rise to equivalent theories and in particular preserves the property of conformal invariance. To compute the anomalous dimensions one can, for example, use the Leigh-Strassler procedure.222We thank Andreas Karch for a discussion on this point. Denote the anomalous dimension of the $`i`$-th fields by $`\gamma _i`$. These are related to the scaling dimension by $`D_i=1+\frac{1}{2}\gamma _i`$. Using the fact that the superpotential is always cubic we have $`\gamma _1+\gamma _2+\gamma _3=0`$. The numerator of the NSVZ beta function then reads

$$\beta _i=3n_i3n_{i1}n_{i+1}+\frac{3}{2}n_{i1}n_{i+1}(\gamma _{i1}+\gamma _{i+1})=3n_i3D_in_{i1}n_{i+1},$$
(7)
Equating this to zero gives the expression for the scaling dimensions

$$D_i=\frac{n_i^2}{n_1n_2n_3}.$$
(8)
As a check of this result we can verify that only solutions to the Diophantine equation (4) satisfy $`D_1+D_2+D_3=3`$ as required by the existence of such terms in the superpotential.

In all the computations which follow we will consider Seiberg duality which applies only to cases in which the gauge group factors are non-Abelian. For this reason we will need to have at least 2 and in general $`N`$ D3 branes placed at the singularity. However the value of $`N`$ does not play any crucial role in the subsequent discussion and we will set it to $`1`$ for convenience of the computation. We should have in mind that at any step of the computation it is possible to restore $`N`$ to any desired value and that any discussion about Seiberg duality which make sense apply only to the SU part of the group and to $`N2`$.

With this said, we will consider the gauge theory for a single D$`3`$-brane, i.e., $`(n_1,n_2,n_3)=(1,1,1)`$, with respect to the canonical basis of fractional branes. Applying Seiberg duality on various nodes leads to other descriptions with different gauge groups and matter content. All these theories are presumably conformal, as explained above. In order to obtain a relation between these various Seiberg dual theories, we introduce a fictitious scale $`\mu `$, and let the couplings of the gauge theory flow with $`\mu `$ according to the naive beta functions (6), applying Seiberg duality whenever one of the gauge couplings diverges. In this way, we obtain a well-defined duality cascade, that ends in the ’IR’, $`\mu \mu _0`$, at the canonical description $`(N,N,N)`$. Going back towards the ’UV’, our cascade then depends on the initial conditions at the scale $`\mu _0`$, i.e., the gauge couplings, one of which must diverge. We imagine $`\mu _0`$ being much smaller than the Planck scale.

We note that in the physical theory, the expected behavior is that for any given initial conditions in any Seiberg dual quiver description of the $`(N,N,N)`$ quiver, the theory will flow to the conformal fixed point that is Seiberg dual to the original one. While this is difficult to show in practice, the above arguments make it plausible.

## 3 Duality cascades

### 3.1 Seiberg duality transformations

Consider applying Seiberg duality to the gauge group on the $`i`$-th node of the quiver. The number of colors and flavors for the $`i`$-th node are given by $`N_{c,i}=n_i`$ and $`N_{f,i}=n_{i+1}f_{i1}=n_{i1}f_{i+1}`$. Seiberg duality maps $`N_{c,i}N_{f,i}N_{c,i}`$. Using the anomaly cancellation condition (5), this translates into

$`(n_{i1},n_i,n_{i+1})(n_{i1}^{},n_i^{},n_{i+1}^{})`$ $`=(n_{i1},3n_{i+1}n_{i1}n_i,n_{i+1})`$ (9)
$`(f_{i1}^{},f_i^{},f_{i+1}^{})`$ $`=3(n_{i1}^{},n_i^{},n_{i+1}^{})`$ (10)
Equation (9) is really the simplest way of writing the elementary duality transformation. However, to understand in general what is going on at the level of D-branes, their charges, and the relation to closed strings, it is necessary to keep in mind that there are various other more powerful descriptions of this duality. These formulations include Picard-Lefshetz monodromy, toric duality, Weyl reflections, tilting equivalence of derived categories, etc.. We will not go into full details here, but just mention that the precise relation between these various duality transformations is rather intricate and apparently not fully understood at present.

### 3.2 Coupling constants and energy scale

We define $`t=\mathrm{ln}\mu `$ and parameterize the gauge coupling of the $`i`$-th gauge group by

$$x_i=\frac{1}{g_i^2}.$$
(11)
We then have the RG flow equation (6)

$$\dot{x}_i=\frac{dx_i}{dt}=\beta _i=3N_{c,i}N_{f,i},$$
(12)
where $`N_{c,i}`$ and $`N_{f,i}`$ are the number of colors and flavors on the $`i`$-th node, respectively,

$`N_{c,i}`$ $`=n_i`$ (13)
$`N_{f,i}`$ $`=n_{i+1}f_{i1}=n_{i1}f_{i+1}=3n_{i+1}n_{i1}.`$ (14)
Thus,

$$\dot{x}_i=3n_i3n_{i+1}n_{i1}.$$
(15)
It is instructive to check the beta function for the string coupling $`g_s`$. In the canonical description of the $`_3/_3`$ orbifold ($`n_i=1`$) the relation between the inverse gauge couplings and the string coupling is given by

$$\frac{1}{g_s}=\underset{i=1}{\overset{3}{}}\frac{1}{g_i^2}.$$
(16)
This formula generalizes to the quiver of Fig. 1 as

$$x\frac{1}{g_s}=\underset{i=1}{\overset{3}{}}x_in_i.$$
(17)
From this and equation (15) we can compute the corresponding beta function for the string coupling

$$\dot{x}=3(\underset{i=1}{\overset{3}{}}n_i^23n_1n_2n_3)=0.$$
(18)
The expression in brackets vanishes since it is precisely the Diophantine equation (4) for the $`_3/_3`$ orbifold as explained in detail in . The result is that the string coupling stays constant along the flow.

### 3.3 The cascade

As explained above, we start our (inverse) duality cascade at $`(n_i)=(1,1,1)`$, $`(f_i)=(3,3,3)`$ by specifying three gauge couplings, i.e., $`x_1^{(0)},x_2^{(0)},x_3^{(0)}`$, and applying Seiberg duality to one of the nodes (without loss of generality, let us say the third). We note immediately that this actually requires $`x_3^{(0)}=0`$ at the scale $`\mu _0`$, so that we have one less initial condition. At the first step, we then get $`(n_i)=(1,1,2)`$, $`(f_i)=(3,3,6)`$ (henceforth, we shall suppress the $`f_i`$). The theory starts flowing according to (15) with $`t=\mathrm{ln}\mu `$. We have

$$\dot{x}=(\beta _1,\beta _2,\beta _3)=(3,3,3)$$
(19)
so that two couplings grow and one decreases. The next step in the cascade happens when one of the two inverse couplings $`x_1`$, $`x_2`$ reaches zero. Which node we dualize on will depend in the initial conditions. Let us assume that $`x_1^{(0)}>x_2^{(0)}`$. Then the second dualization will happen after $`\mathrm{\Delta }t=x_2^{(0)}/3`$, a point at which $`x_1=x_1^{(0)}x_2^{(0)}`$, $`x_3=x_2^{(0)}`$, and $`n=(1,5,2)`$, and so on.

Before we proceed, we show that always two of the couplings grow towards the UV, and one decreases . Consider an arbitrary step in the cascade, say we dualize on the second node at $`t=t_{}`$. For $`t<t_{}`$, $`\beta _2/3=n_2n_1n_3<0`$, and we assume that one of $`\beta _{1,3}`$ is positive, and one negative. After the duality, $`t>t_{}`$, we have

$`\beta _1^{}/3`$ $`=n_1^{}n_2^{}n_3^{}=n_3(n_2n_1n_3)+n_1(12n_3^2)<0`$ (20)
$`\beta _2^{}/3`$ $`=n_2^{}n_1^{}n_3^{}=2n_1n_3n_2>0`$ (21)
$`\beta _3^{}/3`$ $`=n_3^{}n_1^{}n_2^{}=n_1(n_2n_1n_3)+n_3(12n_1^2)<0.`$ (22)
By induction, we see that at every stretch of the cascade, two couplings grow towards the UV, and one decreases.

Our cascade is essentially a dynamical system given by (15), with the prescription to apply the duality (9) whenever any of $`x_i=0`$. One may view this dynamical system as a “billiard”, in which $`x_i=0`$ behave like walls, with nonelastic reflections at the walls (but note that also the position of the walls of the billiard change after each reflection). The question we would like to answer is how the $`n_i`$ behave as a function of “time” $`t`$, for given initial conditions $`x_i^{(0)}`$. One might suspect this dependence to be rather sensitive, and the billiard to display “fractal” behavior. We will see that this need not be and that there are some quantities with rather simple behavior.

We make contact with  by noting that one can represent all possible cascades by a “tree”, in which at each node one ingoing branch splits into two outgoing branches, encoding the sequence of nodes of the quiver that one dualizes on. Our point of view here is that this tree can be organized in a very efficient and physically well motivated way by using the naive beta functions. More precisely, the initial conditions select a specific branch of the tree, making the system deterministic.

## 4 One branch of the tree

Instead of being general, we now analyze one particular branch of the above mentioned tree, in which only nodes $`2`$ and $`3`$ participate. We will see below that this can only be achieved by choosing the singular initial condition $`1/x_1^{(0)}=0`$. To this end, we will first give a slight reformulation of the dualities that involves moving the nodes. Then we solve for this branch of the tree explicitly.

### 4.1 The cascade in terms of $`(p,q)`$ charges

One systematic way of describing the duality cascade is by using the method of $`(p,q)`$ webs which was introduced in  and was discussed in detail in . Let us review the essential details needed for the present discussion.

Given a set of charges, $`(p_i,q_i),i=1\mathrm{}3`$, define the intersection matrix $`I_{ij}`$ by

$$I_{ij}=p_iq_jp_jq_i.$$
(23)
This intersection matrix is an antisymmetric matrix with entries that encode the quiver data,

$$f_i=ϵ_{ijk}I_{jk}.$$
(24)
This equation implies that the set of ranks of the gauge groups, $`n_i`$, is a null vector of the intersection matrix $`I_{ij}`$ as required by the anomaly cancellation condition (5),

$$I_{ij}n_j=0.$$
(25)
In terms of $`(p,q)`$ charges, this anomaly cancellation condition gets the form

$`p_in_i`$ $`=0,`$ (26)
$`q_in_i`$ $`=0.`$ (27)
To make connection with the RR charges $`e`$ discussed in section 2.1 we note that setting

$`e_1`$ $`={\displaystyle \frac{(pq)^29(q^21)}{18q}},`$ (28)
$`e_2`$ $`={\displaystyle \frac{pq}{3}},`$ (29)
$`e_3`$ $`=q,`$ (30)
provides a consistent set of the RR charges as expressed in section 2.1.

Seiberg duality on a single node in the quiver is a Picard-Lefshetz monodromy on the $`(p,q)`$ charges. Suppose we start by dualizing node 3. This is done by a monodromy action of the $`(p_2,q_2)`$ charges on the charges $`(p_3,q_3)`$. Define $`d`$ to be

$$d=p_2q_3p_3q_2.$$
(31)
(We really have $`d=3`$, but the discussion for general $`d`$ is the same.) Then the matrix $`B`$ in equation (1) is

$$B=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 1\\ 0& 1& \text{d}\end{array}\right).$$
(32)
The new charges $`(p^{},q^{})`$ are given by the matrix action

$`p_i^{}`$ $`=B_{ij}p_j,`$ (33)
$`q_i^{}`$ $`=B_{ij}q_j.`$ (34)
The first row just keeps the charges $`(p_1,q_1)`$ as spectators, not involved in the monodromy action. The second row replaces position of the 3rd set of charges with the second. An additional minus sign comes from the fact that the ranks, or node numbers, $`n_i`$, change sign in order to satisfy the anomaly cancellation condition, (26). The third row corresponds to the Picard-Lefshetz monodromy. Note that the 2nd and 3rd gauge groups have replaced their label. It is reassuring to find that using these notations the new intersection matrix $`I^{}`$ is given in equation (3), and the new node numbers are given in equation (2). Furthermore, the new node numbers $`n^{}`$ and new charges $`(p^{},q^{})`$ satisfy the anomaly cancellation conditions (26). It is easy to verify that the 23 matrix entry is not changed, $`I_{23}=I_{23}^{}`$.

### 4.2 Explicit solution

The next step in the cascade that we are describing is given by another application of the matrix $`B`$, (32) on the charges $`(p^{},q^{})`$, and the full duality cascade simply becomes the successive application of the matrix $`B`$. In order to solve explicitly this ‘one branch of the tree’ let us denote the node numbers $`n_i`$ after the $`k`$-th step of the duality cascade by $`n_i^{(k)}`$. They are simply obtained from the initial node numbers $`n_i^{(0)}=1`$ by the application of the $`k`$-th power of the matrix $`B`$ to the initial charges $`(p,q)`$, i.e.,

$$n_i^{(k)}=n_j^{(0)}B_{ji}^k.$$
(35)
By diagonalizing $`B`$, one can get an expression for these numbers in terms of the eigenvalues $`\lambda `$ of the matrix $`B`$. These eigenvalues are the solutions of the quadratic equation

$$\lambda ^2d\lambda +1=0,\lambda _\pm =\frac{1}{2}(d\pm \sqrt{d^24})$$
(36)
We then obtain for the node numbers

$`n_1^{(k)}`$ $`=1,`$ (37)
$`n_2^{(k)}`$ $`=n_3^{(k+1)},`$ (38)
$`n_3^{(k)}`$ $`={\displaystyle \frac{\lambda _+^k\lambda _{}^k+\lambda _{}^{k1}\lambda _+^{k1}}{\lambda _+\lambda _{}}}.`$ (39)
Before we proceed it is interesting to observe the behavior of the cascade as a function of $`d`$. Clearly, $`d=2`$ is a critical number which gives eigenvalues 1 and therefore produces a linear growth of $`n^{(k)}`$ as a function of $`k`$. For $`d3`$ there is an exponential growth while for $`d=1`$ the eigenvalues are complex and we expect some critical change in behavior. These phenomena do not happen for the present case of study which is for $`_3/_3`$. In more complicated geometries we would expect to find some of this interesting pattern to appear. In the terminology of  which is mentioned in the introduction, the cases $`d=2,d>2,d<2`$ correspond to an elliptic, hyperbolic and parabolic Cartan matrix, respectively. Furthermore, the duality cascade studied in  has $`d=2`$ and therefore is elliptic, corresponding to a linear growth of the rank in the number of duality steps.

In order to trace the (unphysical) energy scale $`\mu `$ along the cascade, we need to compute the naive beta functions at each step. We denote the beta function of the $`i`$-th group between the $`k`$-th and $`k+1`$-st step of the duality cascade, as in equation (12), by $`\beta _i^{(k)}`$, and similarly, the inverse gauge couplings of equation (11) by $`x_i^{(k)}=\frac{1}{(g_i^{(k)})^2}`$. The beta functions after the $`k`$-th step of the cascade are then

$`\beta _1^{(k)}`$ $`=3\left(1n_2^{(k)}n_3^{(k)}\right)=3\left(n_2^{(k)}n_3^{(k)}\right)^2<0,`$ (40)
$`\beta _2^{(k)}`$ $`=3\left(n_2^{(k)}n_3^{(k)}\right)>0,`$ (41)
$`\beta _3^{(k)}`$ $`=3\left(n_3^{(k)}n_2^{(k)}\right)=\beta _2^{(k)}<0.`$ (42)
The second equality in the first line is made using the Diophantine equation in (18). It is easy to see that $`\beta _1`$ and $`\beta _3`$ are negative while $`\beta _2`$ is positive, independent of $`k`$. To write down the solution of the equations $`\dot{x}_i^{(k)}=\beta _i^{(k)}`$, we define the energy scale at which the $`k`$-th step of the duality cascade is performed by $`t_k`$. The initial conditions for these equations are the inverse gauge couplings $`x_1^{(1)}(t_1)=x_1^{(0)}`$, $`x_2^{(1)}(t_1)=x_3^{(0)}`$, and $`x_3^{(1)}(t_1)=x_2^{(0)}`$, where $`t_1=\mathrm{ln}\mu _0`$ is the (arbitrary) scale at which we start the cascade. Taking into account the permutation of the 2nd and 3rd gauge groups at each step of the cascade, we find for $`t_k<t<t_{k+1}`$

$`x_1^{(k)}(t)`$ $`=\beta _1^{(k)}(tt_k)+x_1^{(k1)}(t_k),`$ (43)
$`x_2^{(k)}(t)`$ $`=\beta _2^{(k)}(tt_k)+x_3^{(k1)}(t_k),`$ (44)
$`x_3^{(k)}(t)`$ $`=\beta _3^{(k)}(tt_k)+x_2^{(k1)}(t_k).`$ (45)
The $`k+1`$-st step of the cascade is done when one gauge coupling diverges. The signs of the beta function then imply that it is always the third gauge group which is dualized. The condition becomes $`x_3^{(k)}(t_{k+1})=0,k1`$. Taking this into account and combining the second and third equation after setting $`t=t_k`$ we find that, using (42),

$`\beta _2^{(k)}(t_{k+1}t_k)`$ $`=\beta _2^{(k1)}(t_kt_{k1})=\mathrm{}=\beta _2^{(2)}(t_3t_2)`$ (46)
$`=\beta _2^{(1)}(t_2t_1)+x_3^{(0)}=x_2^{(0)}+x_3^{(0)}.`$ (47)
This difference equation then solves for the energy scale at the $`k+1`$-st step

$$t_{k+1}=t_1\frac{x_3^{(0)}}{\beta _2^{(1)}}+\left(x_2^{(0)}+x_3^{(0)}\right)\underset{j=1}{\overset{k}{}}\frac{1}{\beta _2^{(j)}}$$
(48)
This result can be rewritten using the explicit expressions for the beta functions in terms of the eigenvalues of the monodromy matrix. We have

$$\beta _2^{(k)}=3\frac{\lambda _+^{k+1}\lambda _{}^{k+1}+2\lambda _{}^k2\lambda _+^k\lambda _{}^{k1}+\lambda _+^{k1}}{\lambda _+\lambda _{}}=3(d2)\frac{\lambda _+^k\lambda _{}^k}{\lambda _+\lambda _{}},$$
(49)
and hence

$$t_{k+1}=t_1\frac{x_3^{(0)}}{3}+\left(x_2^{(0)}+x_3^{(0)}\right)\frac{(\lambda _+\lambda _{})}{3(d2)}\underset{j=1}{\overset{k}{}}\frac{1}{\lambda _+^j\lambda _{}^j}.$$
(50)
Let us study the values of the inverse gauge couplings at the energy scales $`t_k`$. According to our boundary condition, $`x_3^{(k)}(t_{k+1})=0`$. Using equations (44) and (46) we find that $`x_2^{(k)}(t_{k+1})=x_2^{(0)}+x_3^{(0)}`$, independent of $`k`$. The most interesting result is for $`x_1^{(k)}(t_{k+1})`$. We can either compute it directly using equations (43) and (48), or by observing that the weighted sum of the couplings, equation (17), is constant along the flow. This value can simply be computed for $`k=1`$ and we summarize the results below.

$`x_1^{(k)}(t_{k+1})`$ $`=x_1^{(0)}(n_2^{(k)}1)x_2^{(0)}(n_2^{(k)}2)x_3^{(0)},`$ (51)
$`x_2^{(k)}(t_{k+1})`$ $`=x_2^{(0)}+x_3^{(0)},`$ (52)
$`x_3^{(k)}(t_{k+1})`$ $`=0,`$ (53)
$`{\displaystyle \frac{1}{g_s}}`$ $`={\displaystyle \underset{i=1}{\overset{3}{}}}n_i^{(k)}x_i^{(k)}=x_1^{(0)}+2x_3^{(0)}+x_2^{(0)}.`$ (54)
Since $`n_2^{(k)}`$ grows without bounds, this computation demonstrates that the inverse coupling of the first gauge group, the one which is not participating in the cascade along the specific branch that we have been considering, reaches zero at some point, and does so in an exponential fashion. Therefore, this cascade can not go on forever without involving the first gauge group—unless we had actually made $`x_1^{(0)}=\mathrm{}`$. In this case, which is a special case of the ones considered in , we easily see from (50) and the fact that $`\lambda _+>1`$ for $`d=3`$, that $`lim_k\mathrm{}t_k<\mathrm{}`$. This is the simplest illustration of the wall phenomenon.

## 5 The Wall

The conclusion of the previous section forces us to consider cascades that involve all three nodes. Unfortunately, the combinatorics become quite involved, and we have not been able to solve explicitly for the general cascade. But our systems lends itself naturally to a numerical study, since, as it turns out, the dualities converge exponentially towards the wall.

### 5.1 The position of the wall

The (numerical) determination of the position of the wall becomes extremely simple once we remove the redundancy from the initial conditions. Recall that we were already forced to make $`x_3^{(0)}=0`$. Moreover, it is easy to see from the homogeneity of the equations (12), and from the explicit computation in the previous section that we may rescale $`x_2^{(0)}`$ to one. From the point of view of the dynamical system, this simply amounts to a rescaling of “time” $`t`$. From a physical point of view, this rescaling is not the choice of an energy scale, which is $`t_1=\mathrm{ln}\mu _0`$, but rather amounts to a rescaling of the string coupling $`g_s`$. In any case, this leaves us with a single initial condition $`x_1^{(0)}`$. Finally, we note that we may also restrict ourselves to $`x_1^{(0)}>1`$, since otherwise we simply exchange $`x_1^{(0)}`$ and $`x_2^{(0)}`$.

With these initial conditions, the cascade proceeds as follows. As long as $`x_1>0`$, we are on the ‘branch of the tree’ described in the previous section. When $`x_1`$ reaches zero between the $`k`$-th and $`k+1`$-st step of the cascade, we have to start including the first node in the cascade, and we do not know the general solution.

Our findings for the position of the wall $`t_{\mathrm{wall}}=\mathrm{ln}\mathrm{\Lambda }_{\mathrm{wall}}`$ as a function of the initial condition are shown in Fig. 2. Surprisingly, the function $`t_{\mathrm{wall}}(x_1^{(0)})`$ is simply piecewise linear. The points of discontinuity can be traced back to the explicit solution of the ‘branch of the tree’ in the previous section. More precisely, it appears that the cascade becomes singular for those initial conditions for which the first node starts to play a role, i.e., $`x_1`$ reaches $`0`$, at the same time $`t_{k+1}`$ at which we would have had to perform the next step of dualizing node $`3`$. In other words, the breaking points in Fig. 2 can be found by setting $`x_1^{(k)}(t_{k+1})`$ to zero in (51) and solving for $`x_1^{(0)}`$. One then finds, using $`x_2^{(0)}=1`$ and $`x_3^{(0)}=0`$, that the special initial conditions are given by

$$x_1^{(0),k}=n_2^{(k)}1,$$
(55)
where $`n_2^{(k)}`$ is given by equations (38) and (39). For $`d=3`$, this becomes the sequence $`1,4,12,33\mathrm{}`$. (in Fig. 2, there are also breaking points at the inverses of these numbers, because of the symmetry $`12`$). Moreover, we note that the position of the wall for these special initial conditions $`x_1^{(0),k}`$ can also be determined from the results of the previous section and are given by equation (50).

At present, we do not understand the precise mechanism that leads to discontinuities in $`t_{\mathrm{wall}}(x_1^{(0)})`$ at these special points, nor the linear behavior between them. In fact, given the origin of the $`x_1^{(0),k}`$ mentioned above, it would have been natural to suspect that there be further breaking points whenever two inverse couplings reach zero at the same time, possibly after a fairly complicated sequence of dualities involving all three nodes. We have not been able to detect such a ‘fractal’ behavior.

### 5.2 Critical exponent

Given that we have found a simple description for the position of the duality wall as a function of the initial condition $`x_1^{(0)}`$, it is a natural question to ask how the wall is approached, i.e., how do the node numbers $`n_i`$’s diverge as $`tt_{\mathrm{wall}}`$. Most naively, one expects a power law behavior

$$n_i(t)\frac{1}{(t_{\mathrm{wall}}t)^{\gamma _i}},$$
(56)
and one can ask how the $`\gamma _i`$ depend on the initial conditions. From a physical point of view, the ‘critical exponents’ $`\gamma _i`$ measure the growth in the number of degrees of freedom during the approach of the wall. We can then also reduce (56) to a single number, and study

$$n_1(t)n_2(t)n_3(t)\frac{1}{(t_{\mathrm{wall}}t)^\gamma },$$
(57)
with $`\gamma =_{i=1}^3\gamma _i`$. It is clear that (57) is not the only possible definition of $`\gamma `$, and that one could imagine other measures of the ‘number of degrees of freedom’. In a thermodynamical approach, however, the precise definition should not matter too much.

As an example, let us look at the vicinity of the breaking points in $`t_{\mathrm{wall}}(x_1^{(0)})`$. It is easy to see that, say for $`k=2`$, the sequence of nodes that we dualize on is given by

$`(321313131\mathrm{})`$ for $`x_1^{(0)}x_1^{(0),2}`$ (58)
$`(323131313\mathrm{})`$ $`\text{for }x_1^{(0)}x_1^{(0),2}.`$ (59)
From this, one might be tempted to conclude that the second node is not dualized on close to the wall, and $`n_2`$ is constant, which would imply that $`\gamma _2`$ goes to zero at $`x_1^{(0),2}`$. However, as we have seen in the previous section, as long as the initial conditions are not singular (as for example at $`x_1^{(0)}=x_1^{(0),2}`$), the cascade cannot proceed only with nodes $`1`$ and $`3`$. The second node must eventually participate again.

In fact, it seems that rather than depending on initial conditions, the critical exponents are actually constant. More precisely, the numerics indicate that

$$\frac{\mathrm{ln}n_1^{(k)}n_2^{(k)}n_3^{(k)}}{\mathrm{ln}(t_{\mathrm{wall}}t_k)}1\text{as }k\mathrm{}\text{,}$$
(60)
where $`k`$ numbers the steps in the general cascade starting at initial condition $`x_1^{(0)}`$ and ending at $`t_{\mathrm{wall}}`$. We do not have an analytical proof of (60), but the following heuristic arguments show that it is a sensible result.

We have seen that in the generic cascade, we must always include all three nodes, and therefore all three node numbers should grow in roughly equal proportions. It makes sense, therefore, to consider appropriately averaged quantities333In the general context of billiards and similar dynamical systems, one has to be extremely careful with averagings of this sort. Here, they seem to give sensible results., which we will denote by dropping the subscript $`i`$. For example, in view of (57), one could consider the geometric average, i.e., $`n^{(k)}=(n_1^{(k)}n_2^{(k)}n_3^{(k)})^{1/3}`$, etc.. Let us assume that in this averaged sense, the node numbers grow exponentially with $`k`$, i.e.,

$$\frac{\mathrm{\Delta }n^{(k)}}{\mathrm{\Delta }k}n^{(k)}.$$
(61)
Furthermore, we know from (17) that the $`x_i`$ are inversely proportional to the $`n_i`$’s, i.e., $`x^{(k)}1/n^{(k)}`$, while the beta functions grow quadratically in $`n^{(k)}`$. Hence,

$$\frac{\mathrm{\Delta }t_k}{\mathrm{\Delta }k}x^{(k)}/\beta ^{(k)}\left(n^{(k)}\right)^3.$$
(62)
Combining (61) and (62), we find

$$\frac{\mathrm{\Delta }n(t)}{\mathrm{\Delta }t}n(t)^4,$$
(63)
which indeed yields (60), i.e., $`n(t)1/(t_{\mathrm{wall}}t)^{1/3}`$.

We note one caveat toward the result (60), which comes from the asymptotics along the special ‘branch of the tree’ described in the previous section. Indeed, from (38), (39), and (50), we find that for $`k\mathrm{}`$, $`t_{\mathrm{}}t_k1/\lambda _+^k`$, while $`n_1^{(k)}=1`$, and $`n_2^{(k)},n_3^{(k)}\lambda _+^k`$. This would imply $`\gamma =2`$. We attribute the discrepancy to the fact that $`x_1^{(0)}\mathrm{}`$ is a singular initial condition.

## 6 Conclusions and open questions

In this paper, we have studied some simple properties of the dynamical system (15) associated by naive RG flow with the quiver describing D$`3`$-branes at the $`_3/_3`$ orbifold singularity. The system exhibits the phenomenon of duality walls. The number of degrees of freedom grows exponentially as a function of the number of steps in the cascade. On the other hand, the growth in scale decreases exponentially at the same rate as the number of degrees of freedom. This results in the piling up of dualities at a “duality wall”, i.e., the number of degrees of freedom grows faster than exponential as a function of energy scale.

As mentioned in the introduction, our results do not have any direct implications concerning the existence of duality walls in string theory. These duality walls, introduced in  and studied in more detail in , thus await their realization in string theory. While one could imagine that D$`3`$-branes at a generic threefold singularity with a hyperbolic quiver would be the appropriate framework for this, our present results are insufficient. Nevertheless, our results give an illustration of the phenomenon, and at the very least our flows can be viewed as an organizing principle for the tree of Seiberg dualities.

We have in particular studied the dependence of the position of the wall on the initial conditions of the cascade, and have found that after the appropriate rescalings, the dependence is simply piecewise linear. Moreover, the approach to the wall is found to be governed by a simple scaling behavior (60). While these results are intriguing, in absence of a deeper understanding of the duality walls, it is hard to give a physical interpretation for them.

We can imagine several approaches to the goal of answering some of these physical questions. For instance, it would be useful to understand the generic cascade analytically, generalizing our results for the ‘branch of the tree’ involving only two nodes. In particular, one could try to verify more rigorously the results on the position of the wall and the approach to it. In the quest for further structure, and for a possible physical realization of the walls, it will be helpful to repeat this analysis for other quivers from branes at singularities, such as those arising from contracting del Pezzos in Calabi-Yau threefolds.

More input can also be expected from looking for possible holographic duals of our theory. Admittedly, since the theory on regular D$`3`$-branes at the $`_3/_3`$ orbifold singularity is conformal, the holographic dual is simply $`\mathrm{𝐴𝑑𝑆}_5\times S^5/_3`$. Our cascades might be related to duals of irrelevant deformations of such a background, and should make predictions, for instance, about black hole entropy in this context.

Finally, we note that it would be interesting to look for the special points in the Kähler moduli space corresponding to the duality walls. Such points will be found because $`x_1^{(0)}`$ is the (appropriately rescaled) gauge coupling, hence related to the B-field. What does the position of the wall $`t_{\mathrm{wall}}(x_1^{(0)})`$ mean in Kähler moduli space?

Acknowledgements We like to thank Alex Buchel, Sebastian Franco, Pavlos Kazakopoulos, and Sonny Mantry for useful discussions. We would like to thank Andreas Karch and David Tong for discussions on the physical interpretation of our results. A. H. would like to thank the Institute of Theoretical Physics at the Technion and the Institute for Advanced Study at the Hebrew University for their kind hospitality during various stages of this project. J. W. would like to thank the Perimeter $`\widehat{\text{ }\text{PI}}`$ Institute for hospitality during the final stages of this work. A. H. is partially supported by the DOE under grant no. DE-FC02-94ER40818, by the Reed Fund Award and by a DOE OJI award. The work of J. W. was supported in part by the National Science Foundation under Grant No. PHY99-07949.


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# 1 Introduction: the flavour problem

## 1 Introduction: the flavour problem

Despite the Standard Model (SM) provides a successful description of particle interactions, it is natural to consider it only as the low-energy limit of a more general theory, or as the renormalizable part of an effective field theory valid up to some still undetermined cut-off scale $`\mathrm{\Lambda }`$. Since the SM is renormalizable, we have no direct indications about the value of $`\mathrm{\Lambda }`$. However, theoretical arguments based on a natural solution of the hierarchy problem suggest that $`\mathrm{\Lambda }`$ should not exceed a few TeV.

One of the strategies to obtain additional clues about the value of $`\mathrm{\Lambda }`$ is to constrain (or find evidences) of the effective non-renormalizable interactions, suppressed by inverse powers of $`\mathrm{\Lambda }`$, which encode the presence of new degrees of freedom at high energies. These operators should naturally induce large effects in processes which are not mediated by tree-level SM amplitudes, such as $`\mathrm{\Delta }F=1`$ and $`\mathrm{\Delta }F=2`$ flavour-changing neutral current (FCNC) transitions. Up to now there is no evidence of these effects and this implies severe bounds on the effective scale of dimension-six FCNC operators. For instance the good agreement between SM expectations and experimental determinations of $`K^0`$$`\overline{K}^0`$ mixing leads to bounds above $`10^2`$ TeV for the effective scale of $`\mathrm{\Delta }S=2`$ operators, i.e. well above the few TeV range suggested by the Higgs sector.

The apparent contradiction between these two determinations of $`\mathrm{\Lambda }`$ is a manifestation of what in many specific frameworks (supersymmetry, techincolour, etc.) goes under the name of flavour problem: if we insist with the theoretical prejudice that new physics has to emerge in the TeV region, we have to conclude that the new theory possesses a highly non-generic flavour structure. Interestingly enough, this structure has not been clearly identified yet, mainly because the SM, i.e. the low-energy limit of the new theory, doesn’t possess an exact flavour symmetry. Then we should learn this structure from data, using the experimental information on FCNCs to constrain its form.

Recently the flavour problem has been considerably exacerbated by the new precise data of $`B`$-factories, which show no sizable deviations from SM expectations also in $`B_d`$$`\overline{B}_d`$ mixing and in a clean $`\mathrm{\Delta }B=1`$ FCNC processes such as $`BX_s\gamma `$. One could therefore doubt about the need for new tests of the SM in the sector of (quark) flavour physics. However, there are at least two arguments why the present status cannot be considered conclusive and a deeper study of FCNCs is still very useful:

* The information used at present to test the CKM mechanism  and, in particular, to constrain the unitary triangle, is obtained only from charged currents (i.e. from tree-level amplitudes) and $`\mathrm{\Delta }F=2`$ loop-induced processes (see Fig. 1). In principle, rare $`K`$ and $`B`$ decays mediated by $`\mathrm{\Delta }F=1`$ FCNCs could also be used to extract indirect information on the unitary triangle, or to constrain new-physics effects. However, with the exception of the $`BX_s\gamma `$ rate, the quality of this information is very poor at present, either because of experimental difficulties or because of theoretical problems. Since new physics could affect in a very different way $`\mathrm{\Delta }F=2`$ and $`\mathrm{\Delta }F=1`$ loop-induced amplitudes \[e.g. with $`𝒪(100\%)`$ effects in the former and $`𝒪(10\%)`$ in the latter\], it is mandatory to improve the quality of the $`\mathrm{\Delta }F=1`$ information.
* The most reasonable (but also most pessimistic) solution to the flavour problem is the so-called Minimal Flavour Violation (MFV) hypothesis. Within this framework, which will be discussed in detail in the next section, flavour- and CP-violating interactions are linked to the known structure of Yukawa couplings also beyond the SM. This implies that deviations from the SM in FCNC amplitudes rarely exceed the $`𝒪(10\%)`$ level, or the level of irreducible theoretical errors in most of the presently available observables. Moreover, theoretically clean quantities such as $`a_{\mathrm{CP}}(BJ/\mathrm{\Psi }K_S)`$ and $`\mathrm{\Delta }M_{B_d}/\mathrm{\Delta }M_{B_s}`$, which measure only ratios of FCNC amplitudes, turn out to be insensitive to new-physics effects. Within this framework the need for additional clean and precise information on FCNC transitions is therefore even more important. As we shall discuss in the following, the measurements of $`\mathrm{\Gamma }(K\pi \nu \overline{\nu })`$ would offer a unique opportunity in this respect (see Ref.  and references therein for a more extensive discussion).

## 2 The Minimal Flavour Violation hypothesis

The pure gauge sector of the SM is invariant under a large symmetry group of flavour transformations: $`G_F\mathrm{SU}(3)_q^3\mathrm{SU}(3)_{\mathrm{}}^2U(1)^5`$, where $`\mathrm{SU}(3)_q^3=\mathrm{SU}(3)_{Q_L}\mathrm{SU}(3)_{U_R}\mathrm{SU}(3)_{D_R}`$, $`\mathrm{SU}(3)_{\mathrm{}}^2=\mathrm{SU}(3)_{L_L}\mathrm{SU}(3)_{E_R}`$ and three of the five $`U(1)`$ charges can be identified with baryon number, lepton number and hypercharge . This large group and, particularly the $`\mathrm{SU}(3)`$ subgroups controlling flavour-changing transitions, is explicitly broken by the Yukawa interaction

$$_Y=\overline{Q}_LY_DD_RH+\overline{Q}_LY_UU_RH_c+\overline{L}_LY_EE_RH+\mathrm{h}.\mathrm{c}.$$
(1)
Since $`G_F`$ is broken already within the SM, it would not be consistent to impose it as an exact symmetry of the additional degrees of freedom present in SM extensions: even if absent a the tree-level, the breaking of $`G_F`$ would reappear at the quantum level because of the Yukawa interaction. The most restrictive hypothesis we can make to protect the breaking of $`G_F`$ in a consistent way, is to assume that $`Y_D`$, $`Y_U`$ and $`Y_E`$ are the only source of $`G_F`$-breaking also beyond the SM.

To implement and interpret this hypothesis in a natural way, we can assume that $`G_F`$ is indeed a good symmetry, promoting the $`Y`$ to be dynamical fields with non-trivial transformation properties under $`G_F`$:

$$Y_U(3,\overline{3},1)_{\mathrm{SU}(3)_q^3},Y_D(3,1,\overline{3})_{\mathrm{SU}(3)_q^3},Y_E(3,\overline{3})_{\mathrm{SU}(3)_{\mathrm{}}^2}.$$
(2)
If the breaking of $`G_F`$ occurs at very high energy scales — well above the TeV region where the new degrees of freedom necessary to stabilize the Higgs sector appear — at low-energies we would only be sensitive to the background values of the $`Y`$, i.e. to the ordinary SM Yukawa couplings. Employing the effective-theory language, we then define that an effective theory satisfies the criterion of Minimal Flavour Violation if all higher-dimensional operators, constructed from SM and $`Y`$ fields, are invariant under CP and (formally) under the flavour group $`G_F`$ .

According to this criterion one should in principle consider operators with arbitrary powers of the (adimensional) Yukawa fields. However, a strong simplification arises by the observation that all the eigenvalues of the Yukawa matrices are small, but for the top one, and that the off-diagonal elements of the CKM matrix ($`V_{ij}`$) are very suppressed. It is then easy to realize that, similarly to the pure SM case, the leading coupling ruling all FCNC transitions with external down-type quarks is :

$$(\lambda _{\mathrm{FC}})_{ij}=\{\begin{array}{cc}\left(Y_UY_U^{}\right)_{ij}\lambda _t^2V_{3i}^{}V_{3j}\hfill & ij,\hfill \\ 0\hfill & i=j.\hfill \end{array}$$
(3)
As a result, within this framework the bounds on the scale of dimension-six FCNC effective operators turn out to be much less severe than in the general case (see table 1).

The idea that the CKM matrix rules the strength of FCNC transitions also beyond the SM has become a very popular concept in the recent literature and has been implemented and discussed in several works (see e.g. Refs. ). However, it is worth to stress that the CKM matrix represent only one part of the problem: a key role in determining the structure of FCNCs is also played by quark masses, or by the Yukawa eigenvalues. In this respect the above MFV criterion provides the maximal protection of FCNCs (or the minimal violation of flavour symmetry), since the full structure of Yukawa matrices is preserved. We finally emphasize that, contrary to other approaches, the above MFV criterion is based on a renormalization-group-invariant symmetry argument and is completely independent of specific new-physics framework.

## 3 $`K\pi \nu \overline{\nu }`$ decays

The $`sd\nu \overline{\nu }`$ transition is one of the rare examples of weak processes whose leading contribution starts at $`𝒪(G_F^2)`$. At the one-loop level it receives contributions only from $`Z`$-penguin and $`W`$-box diagrams, as shown in Fig. 2, or from pure quantum electroweak effects. Separating the contributions to the one-loop amplitude according to the intermediate up-type quark running inside the loop, we can write

$`𝒜(sd\nu \overline{\nu })={\displaystyle \underset{q=u,c,t}{}}V_{qs}^{}V_{qd}𝒜_q\{\begin{array}{cc}𝒪(\lambda ^5m_t^2)+i𝒪(\lambda ^5m_t^2)\hfill & _{(q=t)}\hfill \\ 𝒪(\lambda m_c^2)+i𝒪(\lambda ^5m_c^2)\hfill & _{(q=c)}\hfill \\ 𝒪(\lambda \mathrm{\Lambda }_{\mathrm{QCD}}^2)\hfill & _{(q=u)}\hfill \end{array}`$ (7)
where $`V_{ij}`$ denote the elements of the CKM matrix. The hierarchy of these elements would favour up- and charm-quark contributions; however, the hard GIM mechanism of the perturbative calculation implies $`𝒜_qm_q^2/M_W^2`$, leading to a completely different scenario. As shown on the r.h.s. of (7), where we have employed the standard CKM phase convention ($`\mathrm{}V_{us}=\mathrm{}V_{ud}=0`$) and expanded the $`V_{ij}`$ in powers of the Cabibbo angle ($`\lambda =0.22`$), the top-quark contribution dominates both real and imaginary parts. This structure implies several interesting consequences for $`𝒜(sd\nu \overline{\nu })`$: it is dominated by short-distance dynamics, therefore its QCD corrections are small and calculable in perturbation theory; it is very sensitive to $`V_{td}`$, which is one of the less constrained CKM matrix elements; it is likely to have a large CP-violating phase; it is very suppressed within the SM and thus very sensitive to possible new sources of quark-flavour mixing.

Short-distance contributions to $`𝒜(sd\nu \overline{\nu })`$, both within the SM and within MFV models, can efficiently be described by means of a single effective dimension-6 operator: $`Q_L^\nu =\overline{s}_L\gamma ^\mu d_L\overline{\nu }_L\gamma _\mu \nu _L.`$ Within the SM both next-to-leading-order (NLO) QCD corrections  and $`𝒪(G_F^3m_t^4)`$ electroweak corrections  to the Wilson coefficient of $`Q_L^\nu `$ have been calculated. The simple structure of $`Q_L^\nu `$ leads to two important properties of $`K\pi \nu \overline{\nu }`$ decays:

* The relation between partonic and hadronic amplitudes is exceptionally accurate, since hadronic matrix elements of the $`\overline{s}\gamma ^\mu d`$ current between a kaon and a pion can be derived by isospin symmetry from the measured $`K_{l3}`$ rates.
* The lepton pair is produced in a state of definite CP and angular momentum, implying that the leading SM contribution to $`K_L\pi ^0\nu \overline{\nu }`$ is CP-violating.

The dominant theoretical error in estimating the $`K^+\pi ^+\nu \overline{\nu }`$ rate is due to the subleading, but non-negligible charm contribution. Perturbative NNLO corrections in the charm sector have been estimated to induce an error in the total rate of around $`10\%`$ , which can be translated into a $`5\%`$ error in the determination of $`|V_{td}|`$ from $`(K^+\pi ^+\nu \overline{\nu })`$. Non-perturbative effects introduced by the integration over charmed degrees of freedom have been discussed in Ref. : a precise estimate of these contributions is not possible, but they are expected to be within the error of NNLO terms. Genuine long-distance effects associated to light-quark loops have been shown to be much smaller .

The case of $`K_L\pi ^0\nu \overline{\nu }`$ is even cleaner from the theoretical point of view . Because of the CP structure, only the imaginary parts in (7) –where the charm contribution is absolutely negligible– contribute to $`𝒜(K_2\pi ^0\nu \overline{\nu })`$. Thus the dominant direct-CP-violating component of $`𝒜(K_L\pi ^0\nu \overline{\nu })`$ is completely saturated by the top contribution, where QCD corrections are suppressed and rapidly convergent. Intermediate and long-distance effects in this process are confined only to the indirect-CP-violating contribution  and to the CP-conserving one , which are both extremely small. Taking into account the isospin-breaking corrections to the hadronic matrix element , we can write an expression for the $`K_L\pi ^0\nu \overline{\nu }`$ rate in terms of short-distance parameters, namely

$$(K_L\pi ^0\nu \overline{\nu })_{\mathrm{SM}}=4.16\times 10^{10}\times \left[\frac{\overline{m}_t(m_t)}{167\mathrm{GeV}}\right]^{2.30}\left[\frac{\mathrm{}(V_{ts}^{}V_{td})}{\lambda ^5}\right]^2,$$
(8)
which has a theoretical error below $`3\%`$.

The high accuracy of the theoretical predictions of $`(K^+\pi ^+\nu \overline{\nu })`$ and $`(K_L\pi ^0\nu \overline{\nu })`$ in terms of modulus and phase of $`\lambda _t=V_{ts}^{}V_{td}`$ clearly offers the possibility of very interesting tests of flavour dynamics. Within the SM, a measurement of both channels would provide, two independent pieces of information on the unitary triangle, or a complete determination of $`\overline{\rho }`$ and $`\overline{\eta }`$ from $`\mathrm{\Delta }S=1`$ transitions. As illustrated in Fig. 2, the high sensitivity of these two modes to short-distance dynamics makes them extremely efficient probes of MFV scenarios.

At present the SM predictions of the two $`K\pi \nu \overline{\nu }`$ rates are not extremely precise owing to the limited knowledge of $`\lambda _t`$. Taking into account all the indirect constraints in a global Gaussian fit, the allowed range reads

$`(K^+\pi ^+\nu \overline{\nu })_{\mathrm{SM}}`$ $`=`$ $`(0.72\pm 0.21)\times 10^{10}`$ (9)
$`(K_L\pi ^0\nu \overline{\nu })_{\mathrm{SM}}`$ $`=`$ $`(0.28\pm 0.10)\times 10^{10}`$ (10)
The search for processes with missing energy and branching ratios below $`10^{10}`$ is definitely a very difficult challenge, but has been proved not to be impossible: two $`K^+\pi ^+\nu \overline{\nu }`$ candidate events have been observed by the BNL-E787 experiment . The branching ratio inferred from this result,

$$(K^+\pi ^+\nu \overline{\nu })=\left(1.57_{0.82}^{+1.75}\right)\times 10^{10},$$
(11)
is consistent with SM expectations, although the error does not allow precision tests of the model yet. In a few years this result should be substantially improved by the BNL-E949 experiment, whose goal is to collect about 10 events (at the SM rate). In the longer term, a high-precision result on this mode will arise from the CKM experiment at Fermilab, which aims at a measurement of $`(K^+\pi ^+\nu \overline{\nu })`$ at the $`10\%`$ level .

Unfortunately the progress concerning the neutral mode is much slower. No dedicated experiment has started yet (contrary to the $`K^+`$ case) and the best direct limit is more than four orders of magnitude above the SM expectation . An indirect model-independent upper bound on $`\mathrm{\Gamma }(K_L\pi ^0\nu \overline{\nu })`$ can be obtained by the isospin relation

$$\mathrm{\Gamma }(K^+\pi ^+\nu \overline{\nu })=\mathrm{\Gamma }(K_L\pi ^0\nu \overline{\nu })+\mathrm{\Gamma }(K_S\pi ^0\nu \overline{\nu })$$
(12)
which is valid for any $`sd\nu \overline{\nu }`$ local operator of dimension $`8`$ (up to small isospin-breaking corrections). Using the BNL-E787 result (11), this implies $`(K_L\pi ^0\nu \overline{\nu })<1.7\times 10^9(90\%\mathrm{CL})`$. Any experimental information below this figure can be translated into a non-trivial constraint on possible new-physics contributions to the $`sd\nu \overline{\nu }`$ amplitude. In a few years this goals should be reached by E931a at KEK: the first $`K_L\pi ^0\nu \overline{\nu }`$ dedicated experiment. The only approved experiment that could reach the SM sensitivity on $`K_L\pi ^0\nu \overline{\nu }`$ is KOPIO at BNL, whose goal is a SES of $`10^{13}`$, or the observation of about 50 signal events (at the SM rate) with signal/background $`2`$ .

## 4 Other Rare $`K`$ decays

As far as theoretical cleanliness is concerned, $`K\pi \nu \overline{\nu }`$ have essentially no competitors. FCNC transitions where the neutrino pair is replaced by a charged-lepton pair have a very similar short-distance structure. However, in these processes the size of long-distance contributions is usually much larger because of electromagnetic interactions. Only in few cases (mainly in CP-violating observables) we can extract the interesting short-distance information with reasonable accuracy (see Ref.  and references therein).

$`\underset{¯}{K\pi \mathrm{}^+\mathrm{}^{}}`$ The GIM mechanism of the $`sd\gamma ^{}`$ amplitude is only logarithmic . As a result, the $`K\pi \gamma ^{}\pi \mathrm{}^+\mathrm{}^{}`$ amplitude is completely dominated by long-distance dynamics and provides a large contribution to the CP-allowed transitions $`K^+\pi ^+\mathrm{}^+\mathrm{}^{}`$ and $`K_S\pi ^0\mathrm{}^+\mathrm{}^{}`$ . Rate and form factor of the charged mode have been measured with high accuracy by BNL-E865 . However, this information is not sufficient to predict the rate of the neutral mode. The latter is usually parameterized as $`(K_S\pi ^0e^+e^{})=5\times 10^9\times |a_S|^2`$ where $`a_S`$ is a low-energy free parameter expected to be $`𝒪(1)`$ . The present experimental bound $`(K_S\pi ^0e^+e^{})<1.4\times 10^7`$  is still one order of magnitude above the most optimistic expectations, but a measurement or a very stringent bound on $`|a_S|`$ will soon arise from the $`K_S`$-dedicated run of NA48 and/or from the KLOE experiment at Frascati.

Apart from its intrinsic interest, the determination of $`(K_S\pi ^0e^+e^{})`$ has important consequences on the $`K_L\pi ^0e^+e^{}`$ mode. Here the long-distance part of the single-photon exchange amplitude is forbidden by CP invariance and the sensitivity to short-distance dynamics in enhanced. The direct-CP-violating part of the $`K_L\pi ^0\mathrm{}^+\mathrm{}^{}`$ amplitude is conceptually similar to the one of $`K_L\pi ^0\nu \overline{\nu }`$: it is calculable with high precision, being dominated by the top-quark contribution , and is highly sensitive to non-standard dynamics. This amplitude interfere with the indirect-CP-violating contribution induced by $`K_L`$$`K_S`$ mixing, leading to

$$(K_L\pi ^0e^+e^{})_{\mathrm{CPV}}=10^{12}\times \left[15.3|a_S|^2\pm 6.8\frac{\mathrm{}\lambda _t}{10^4}|a_S|+2.8\left(\frac{\mathrm{}\lambda _t}{10^4}\right)^2\right]$$
(13)
where the $`\pm `$ depends on the relative sign between short- and long-distance contributions, and cannot be determined in a model-independent way. Given the present uncertainty on $`(K_S\pi ^0e^+e^{})`$, at the moment we can only set a rough upper limit of $`5.4\times 10^{10}`$ on the sum of all the CP-violating contributions to this mode, to be compared with the direct limit of $`5.6\times 10^{10}`$ obtained by KTeV at Fermilab .

An additional contribution to $`K_L\pi ^0\mathrm{}^+\mathrm{}^{}`$ decays is generated by the CP-conserving long-distance processes $`K_L\pi ^0\gamma ^{}\gamma ^{}\pi ^0\mathrm{}^+\mathrm{}^{}`$ . This amplitude does not interfere with the CP-violating one, and recent NA48 data on $`K_L\pi ^0\gamma \gamma `$ (at small dilepton invariant mass) indicate that it is very suppressed, with an impact on $`(K_L\pi ^0e^+e^{})`$ below the $`10^{12}`$ level .

At the moment there exist no definite plans to improve the KTeV bound on $`(K_L\pi ^0e^+e^{})`$. The future information on $`(K_S\pi ^0e^+e^{})`$ will play a crucial role in this respect: if $`a_S`$ were in the range that maximizes the interference effect in (13), we believe it would be worthwhile to start a dedicated program to reach sensitivities of $`10^{12}`$.

$`\underset{¯}{K_L\mathrm{}^+\mathrm{}^{}}`$ Both $`K_L\mu ^+\mu ^{}`$ and $`K_Le^+e^{}`$ decays are dominated by the two-photon long-distance amplitude $`K_L\gamma ^{}\gamma ^{}\mathrm{}^+\mathrm{}^{}`$. The absorptive part of the latter is determined to good accuracy by the two-photon discontinuity and is calculable with high precision in terms of the $`K_L\gamma \gamma `$ rate. On the other hand, the dispersive contribution of the two-photon amplitude is a source of considerable theoretical uncertainties.

In the $`K_Le^+e^{}`$ mode the dispersive integral is dominated by a large infrared logarithm \[$`\mathrm{ln}(m_K^2/m_e^2)`$\], the coupling of which can be determined in a model-independent way from $`\mathrm{\Gamma }(K_L\gamma \gamma )`$. As a result, $`\mathrm{\Gamma }(K_Le^+e^{})`$ can be estimated with good accuracy but is almost insensitive to short-distance dynamics .

The $`K_L\mu ^+\mu ^{}`$ mode is certainly more interesting from the short-distance point of view. Here the two-photon long-distance amplitude is not enhanced by large logs and is almost comparable in size with the short-distance one, sensitive to $`\mathrm{}\lambda _t`$ . Actually short- and long-distance dispersive parts cancel each other to a good extent, since the total $`K_L\mu ^+\mu ^{}`$ rate (measured with high precision by BNL-E871 ) is almost saturated by the absorptive two-photon contribution.

The accuracy on which we can bound the two-photon dispersive integral determines the accuracy of possible bounds on $`\mathrm{}\lambda _t`$. A partial control of the $`K_L\gamma ^{}\gamma ^{}`$ form factor, which rules the dispersive integral, can be obtained by means of $`K_L\gamma \mathrm{}^+\mathrm{}^{}`$ and $`K_Le^+e^{}\mu ^+\mu ^{}`$ spectra; additional constraints can also be obtained from model-dependent hadronic ansatze and/or perturbative QCD . Combining these inputs, significant upper bounds on $`\mathrm{}\lambda _t`$ (or lower bounds on $`\overline{\rho }`$) have recently been obtained . The reliability of these bounds has still to be fully investigated, but some progress can be expected in the near future. In particular, the extrapolation of the form factor in the high-energy region, which so far requires model-dependent assumptions, could possibly be limited by means of lattice calculations.

## 5 Beyond the MFV hypothesis

To conclude this discussion about kaon physics, we summarize in Fig. 4 (left) the present impact of rare $`K`$ decays in constraining the $`\overline{\rho }`$$`\overline{\eta }`$ plane. As can be noted, the bounds from these modes are substantially less precise than those from $`B`$-physics. As a result, we are still far from precision tests of the main MFV prediction: the universality of non-standard effects in $`bd`$, $`bs`$ and $`sd`$ FCNC transitions . On the other hand, the comparison is already quite non-trivial concerning non-MFV scenarios. In particular, present rare-$`K`$-decay constrains put severe bounds on realistic scenarios with large new sources of flavour mixing in $`sd`$ transitions (see e.g. Ref. ).

Interestingly enough, non-MFV models with $`𝒪(1)`$ effects in $`sd`$, $`bs`$, and even $`bd`$ FCNC transitions are still far from being excluded. As an example, in Fig. 4 (right) we show the result of a fit allowing arbitrary new-physics contributions to $`B_d`$$`\overline{B}_d`$ mixing. As can be noted, all remaining constraints are in good agreement; however, the large central value of $`(K^+\pi ^+\nu \overline{\nu })`$ tends to flavour a CKM structure rather different from the standard case . This indication is not statistically significant yet, but it provides a good illustration of the main points of this discussion: there is still a lot to learn about FCNC transitions and the measurements of $`K\pi \nu \overline{\nu }`$ rates provide a unique opportunity in this respect.

## Acknowledgments

It is a pleasure to thank Giancarlo D’Ambrosio, Gian Giudice, and Alesandro Strumia for useful discussions and an enjoyable collaboration. I am also grateful to the organizers of TH2002 for the invitation to this interesting and unique conference. This work is partially supported by IHP-RTN, EC contract No. HPRN-CT-2002-00311 (EURIDICE).


text:
# Low-speed impact craters in loose granular media

## Abstract

We report on craters formed by balls dropped into dry, non-cohesive, granular media. By explicit variation of ball density $`\rho _b`$, diameter $`D_b`$, and drop height $`H`$, the crater diameter is confirmed to scale as the $`1/4`$ power of the energy of the ball at impact: $`D_c(\rho _bD_{b}^{}{}_{}{}^{3}H)^{1/4}`$. Against expectation, a different scaling law is discovered for the crater depth: $`d(\rho _{b}^{}{}_{}{}^{3/2}D_{b}^{}{}_{}{}^{2}H)^{1/3}`$. The scaling with properties of the medium is also established. The crater depth has significance for granular mechanics in that it relates to the stopping force on the ball.

Sand is fragile: If you set down a ball, no matter how gingerly or how roughly, the sand can barely support the ball’s weight; one slight tap and the ball digs in deeper. At the same time, sand can be very strong: If you drop the ball from some height, the sand can stop it quickly, forming a shallow crater in the process; a higher drop height will lead to only a slightly deeper crater. Similarly intriguing combinations of toughness and fragility have led to tremendous recent research activity into the physics of granular media in general Jaeger et al. (1996); Duran (2000). At the scale of grain-grain interactions, there are only a few possible forces. There can be normal forces perpendicular to the contact plane, there can be static and sliding friction parallel to the contact plane, and there can be inelastic collisions. Since granular packings are random, the normal forces are random too but can be correlated over long distances in so-called “force chains.” Dissipation can be either through inelastic collisions or sliding friction. But which of these is responsible for taking up the energy of an impacting ball?

Geophysicists have long been interested in the craters formed by impact or explosion Roddy et al. (1978); Melosh (1989); Holsapple (1993). Since meteorites generally strike at non-normal angles but nevertheless produce circular craters, it is believed that impacts can be likened to explosions. Extensive data for buried explosives and high-speed (km/s) ballistics impact indicate that the crater diameter $`D_c`$ often scales as a power of energy. For example, the exponent is $`1/3`$ when the energy is dissipated by plastic flow of the medium throughout a volume $`D_{c}^{}{}_{}{}^{3}`$; it is $`1/4`$ when the energy goes into lifting a volume $`D_{c}^{}{}_{}{}^{3}`$ by a distance $`D_c`$ against the force of gravity. This “gravity-limited” regime was recently observed in low-speed laboratory impact experiments Amato and Williams (1998). There, steel balls of various diameters $`D_b`$ were dropped into sand from various heights $`H`$; the resulting crater diameters scaled as $`D_c(D_{b}^{}{}_{}{}^{3}H)^{1/4}`$. For high-speed impacts in loose sand, however, ballistics data support $`D_c\rho _{b}^{}{}_{}{}^{1/3}D_{b}^{}{}_{}{}^{5/6}H^{1/6}`$ Holsapple (1993); Melosh and Beyer (1999).

Here we focus on the depth of craters formed by projectile impact. By contrast, the diameter has traditionally been the primary observable. Prior literature assumes that depth is proportional to diameter, as in explaining the scaling with energy, but this has not been checked in laboratory experiments. There are few actual observations, but “simple craters” formed by meteorite impact are thought to be parabolic with a depth equal to $`1/5`$ of the diameter Melosh (1989) (“complex craters” are larger and exhibit flat floors or central peaks). The crater depth is also a key physical quantity because it relates to the force exerted by the medium onto the projectile. Specifically, if a ball of mass $`m`$ is dropped from rest and forms a crater of depth $`d`$, then the average stopping force satisfies

$$Fd=mgH.$$
(1)
Note that $`H`$ is the total drop distance, equal to the sum of initial height above the medium plus the depth of the crater. This simple experiment therefore gives a direct signature of the dissipation mechanics. We find that the depth $`d`$ can be much less than the drop height $`H`$; therefore, to a suprising extent, the dissipation force can far exceed the ball weight. We also find that crater depth and diameter do not exhibit the same scaling with ball density, ball diameter, and total drop distance. This contradicts common assumption Roddy et al. (1978); Melosh (1989); Holsapple (1993). Our observations could lead to new insight both into fundamental granular forces, and perhaps as well as into geophysical impact and explosion cratering. Analogy may also be found for impact on metals van Valkenburg et al. (1956); Zukas (1990).

Our experimental procedures are as follows. First, either a 1 L or 2 L beaker is filled half way with a granular medium (results are independent of beaker size). The container is then horizontally swirled and lightly tapped in order to level the surface without noticeable compaction. Next a ball is fixed in the jaws of a wrench mounted to a ringstand. The ball is released with zero translational and rotational speed directly above the center of the beaker. It splashes into the granular medium and comes to rest with some of its lower portion buried and its top fully exposed. This produces a crater with a circular rim that extends above the original horizontal surface of the medium. As is standard, we define the crater diameter by the location of maximum rim height. But now, we also measure the crater depth. Useful definitions might include the depth above which the ball is exposed, or the depth below which grains are not disturbed. Rather, to make contact with Eq. (1) and the average stopping force on the ball, we define the crater depth as the distance of the bottom of the ball below the initial horizontal surface of the medium. This is determined to $`\pm 0.5`$ mm by measuring the location of the top exposed surface of the ball. Before proceeding, two bounds on the measured quantities should be noted. First, it is not possible to measure the crater diameter if it is less than the ball diameter. But even if the diameter is less than this minimum, the depth is still easily measured. Second, a ball dropped from infinitesimally above the surface of the medium can still penetrate to a non-zero depth, more so for denser balls. This defines a minimum crater depth, and corresponds to a minimum in total drop distance $`H`$. Our dynamic range for $`H`$ is $`11000`$ mm at best, but is more typically a factor of one hundred.

In Fig. 1 we show crater size vs loss in ball energy, $`E=mgH`$, for a variety of balls dropped into dry, monodisperse, 0.2 mm diameter glass beads. When so plotted, the diameter data collapse onto a power-law curve, $`D_c=(0.24\mathrm{cm}/\mathrm{erg}^{1/4})E^{1/4}`$. The crater diameter scaling is thus $`D_c(\rho _bD_{b}^{}{}_{}{}^{3}H)^{1/4}`$. This agrees with the gravity-limited scaling observation of Ref. Amato and Williams (1998). Our data also extend that work, both in dynamic range and in explicit variation of the ball density. However, the most striking feature of Fig. 1 is that the crater depth data do not show a similar collapse! Apparently, the crater depth does not scale with the ball energy. Furthermore, it appears to follow a different power-law with total drop distance, $`dH^{1/3}`$. The weighted average of the exponents for power-law fits vs $`H`$ are $`0.231\pm 0.005`$ for diameter and $`0.318\pm 0.005`$ for depth; for individual data sets, the average uncertainty is $`0.03`$. Against natural expectation and contrary to prior assumption Roddy et al. (1978); Melosh (1989); Holsapple (1993); Amato and Williams (1998), the crater depth and diameter are separate length scales set by different physics.

Before further analyzing the data in Fig. 1, two specific comparisons should be noted. First, the smaller nylon ball and the silicon rubber ball have nearly the same density and diameter, but have very different surface properties: nylon is slick and silicon rubber is tacky. But as seen in Fig. 1, the crater depth data for these two balls ($`\mathrm{}`$ and $`+`$, respectively) are indistinguishable. Therefore, friction between the ball and grains cannot be the dissipation mechanism responsible for stopping the ball. Second, the “live” and “dead” balls have nearly the same density and diameter, but have very different restitution coefficients. But as seen in Fig. 1, the depth data for these two balls ($``$ and $`\mathrm{}`$, repectively) are indistinguishable. Therefore, no significant energy is transfered to internal degrees of freedom of the ball.

We now explore the full form of the scaling laws for crater size. If the ball diameter and drop height are the only relevant length scales, then the simplest dimensionally-correct laws consistent with the $`H`$-dependence of Fig. 1 would be $`D_cD_{b}^{}{}_{}{}^{3/4}H^{1/4}`$ and $`dD_{b}^{}{}_{}{}^{2/3}H^{1/3}`$. To test this, we deduce the dimensionless proportionality constants for all the size vs $`H`$ data. The results are plotted in Fig. 2(a) as a function of ball density. For the crater diameter, we find $`D_c\rho _{b}^{}{}_{}{}^{1/4}`$ as expected from the above $`E^{1/4}`$ collapse. However, this trend is violated by the three densest balls (stainless steel, lead, and tungsten carbide), which were omitted from Fig. 1. For these three, the crater diameter is $`D_c1.5D_{b}^{}{}_{}{}^{3/4}H^{1/4}`$ with no apparent dependence on ball density. For the crater depth, we have no a priori expectation other than that denser balls should penetrate deeper. The data in Fig. 2(a) are consistent with a simple power-law form, $`d\rho _{b}^{}{}_{}{}^{1/2}`$; the uncertainty in the exponent is conservatively $`\pm 0.05`$. Note that this holds for all balls, even the three densest where $`D_c\rho _{b}^{}{}_{}{}^{1/4}`$ fails. As a final consistency check, the explicit dependence of crater size on ball diameter is shown in Fig. 2(b). Though the dynamic range is only a factor of four, the data are consistent with expectation, $`D_cD_{b}^{}{}_{}{}^{3/4}`$ and $`dD_{b}^{}{}_{}{}^{2/3}`$.

Next we vary the properties of the granular medium, studying craters formed by a 1-inch diameter nylon ball dropped into the media listed in Table 1. Besides grain size, the other specifications are the (bulk) grain density $`\rho _g`$, and the angle of repose $`\theta _r`$. Since identical cratering is found in 0.2 and 1 mm diameter glass beads, the grain size is not an important length scale (as suspected already based on the ball diameter and drop height scaling). Unless the ambient air plays a crucial role, the dependence on $`\rho _g`$ must be the reciprocal of the dependence on $`\rho _b`$. We have no such guess for behavior vs $`\theta _r`$. But since $`\mathrm{tan}\theta _r`$ is roughly the coefficient of friction between grains, it must play a role. To test all this we divide out the expected $`\rho _g`$ dependence and plot the results vs $`\mathrm{tan}\theta _r`$ in Fig. 3. The dynamic range is only a factor of two for both $`\rho _g`$ and $`\mu =\mathrm{tan}\theta _r`$, so power-law fits give exponents to within only $`\pm 0.3`$. Nevertheless, the data are consistent with $`D(\rho _g\mu ^2)^{1/4}`$ for the crater diameter and $`d(\rho _g\mu ^2)^{1/2}`$ for the crater depth. Comfortingly, the same combination of material properties appears in both results, and also leads to a stopping force that is proportional to $`\mu `$ (next).

The final crater diameter and depth laws established by Figs. 1-3 are, respectively:

$`D_c`$ $`=`$ $`0.92[\rho _b/(\rho _g\mu ^2)]^{1/4}D_{b}^{}{}_{}{}^{3/4}H^{1/4},`$ (2)
$`d`$ $`=`$ $`0.16[\rho _b/(\rho _g\mu ^2)]^{1/2}D_{b}^{}{}_{}{}^{2/3}H^{1/3}.`$ (3)
Whereas the depth law holds for all our observations, the diameter law fails for dense balls, $`\rho _b>4`$ g/cm3 (at least for glass beads - the materials dependence of this breakdown has not been investigated). For a fixed granular material, the diameter data collapse onto a $`1/4`$ power-law when plotted vs $`\rho _bD_{b}^{}{}_{}{}^{3}H`$ (as in Fig. 1); therefore, the diameter scales with ball energy at impact. By contrast, the depth data collapse onto a $`1/3`$ power-law when plotted vs $`\rho _{b}^{}{}_{}{}^{3/2}D_{b}^{}{}_{}{}^{2}H`$ (not shown - but since the scatter for depth and diameter is the same in Figs. 2-3, the quality of collapse is also comparable); therefore, the depth scales as neither ball energy nor ball momentum at impact. The diameter and depth are separate lengths set by separate physics.

The crater depth $`d`$ may be the more fundamental length scale, in that it naturally relates to the underlying granular mechanics. Energy conservation, Eq. (1), and the depth law, Eq. (3), give the average stopping force acting on the ball as

$$\frac{F}{mg}=6.3\mu \left(\frac{\rho _g}{\rho _b}\right)^{1/2}\left(\frac{H}{D_b}\right)^{2/3}.$$
(4)
Evidently, it can be much greater than the ball weight, $`mg`$, which the granular medium can barely support in a static situation. These results help constrain the form of the instantaneous stopping force on the ball throughout the impact process. If it varies only with ball speed, independent of depth, then it must scale as $`Fv^{4/3}`$. Alternatively, if the stopping force varies only with ball depth, independent of speed, then it must scale as $`Fz^2`$. Solution of $`F=ma`$ gives $`dH^{1/3}`$ for both cases.

We now discuss these possible force laws in the context of the current understanding of granular mechanics. First, the kinetic theory of granular hydrodynamics gives a rate-dependent stopping force Bagnold (1954); Savage and Sayed (1984). In Ref. Thoroddsen and Shen (2001) it was used to analyze the peak height of the granular jet formed when a heavy ball strikes the medium and becomes deeply submerged. There, the viscosity of the medium is proportional to the shear rate, which scales as ball speed divided by diameter. This gives a stopping force of $`F\rho _gD_{g}^{}{}_{}{}^{2}v^2`$, where $`D_g`$ is the grain diameter and the numerical constant is set by the grain-grain restitution coefficient. This cannot account for our observations, since the dependencies on grain density, grain size, ball size, and ball speed are all wrong. Furthermore, a $`Fv^2`$ drag force is not even strong enough to bring an object to rest! A modification, whereby the viscosity increases with packing fraction Bocquet et al. (2002), would be required.

Second, the lateral drag force on an object slowly pulled through a granular medium at constant depth is rate-independent, as in plowing a field. Recently it was found to scale as the product of the object’s cross section and the hydrostatic pressure at that depth Albert et al. (2001). If this applies to our work, where the ball moves down rather than sideways, then the instantaneous drag force is proportional to the weight of displaced grains: $`F=\eta \rho _gg\pi (D_bz^2/2z^3/3)`$. Here $`z`$ is the depth of the bottom of the ball, the volume of displaced grains equals the submerged volume of the ball, and $`\eta `$ is a materials parameter like $`\mu `$. For $`zD_b`$, the leading term is $`Fz^2`$ and the final crater depth is $`d=[(\rho _b/\rho _g)D_{b}^{}{}_{}{}^{2}H/\eta ]^{1/3}`$. This is quite similar to our observation, Eq. (3); however the ball- and grain density dependencies are incorrect. The parameter range in Fig. 2(a) is great enough to easily rule out $`d\rho _{b}^{}{}_{}{}^{1/3}`$ in favor of $`d\rho _{b}^{}{}_{}{}^{1/2}`$.

Altogether, it appears that our observation for the scaling of crater depth, Eq. (3), cannot be explained using prior work. Friction at the ball surface, collisional granular hydrodynamics, and the plowing of hydrostatic grains, are all ruled out. One possible scenario is that as the ball crashes into the medium, it jams together the grains underneath. The normal force between these grains thus becomes much greater than the hydrostatic pressure. As the ball moves, the grain contacts slide so that each dissipates a total amount of energy given by the normal force times grain size. New contacts are formed as the old ones break. This loading and breaking of force chains gives rise to the dissipation force that ultimately stops the ball. Another possibility is that dissipation is due to sliding friction between force chains and the surrounding unloaded grains. Further work is needed to model either effect. Perhaps the scaling of crater diameter, Eq. (2), could then be explained as a consequence of the stopping force between ball and grains.

We thank R.P. Behringer, S.R. Nagel, and J.A. Rudnick for helpful suggestions. This material is based upon work supported by the National Science Foundation under Grant No. 0070329.

Note added in proof. A similar experiment has been reported, in which a steel ball was dropped into glass beads of several different sizes Walsh et al. (2003). There, the impact energy was greater and the granular packing may have been looser, so that the ball always became submerged. The crater diameter scaled as $`H^{1/4}`$; the crater depth (measured to the bottom of the crater, not the bottom of the ball) was about $`1/8`$ the diameter but increased with $`H`$. The crater morphology and the analogy with planetary craters were emphasized.