text:
# A new class of linearizable equations

## 1 Introduction

We consider the problem of classification of PDEs

$$q_{tt}=q_{xxx}+F(q,q_x,q_t,q_{xx},q_{tx}).$$
(1)
having higher symmetries. These equations possess an unusual dispersion law $`\omega (k)=k^{\frac{3}{2}}.`$ Moreover one can prove that for such equations there are no higher conserved densities and therefore they are nonhamiltonian.

The first example

$$q_{tt}=q_{xxx}+3q_xq_{tx}+(q_t3q_x^2)q_{xx}$$
(2)
of such equations has been found in . Particular solutions of (2) feature moving branch-points singularities. For instance, the simplest self-similar solutions of the form $`q=q(x+kt)`$ satisfy the ODE

$$y^{}=y(yk)^2+const$$

where $`q_x=y`$. It is obvious that they have singularities of such type.

Nevertheless, equation (2) possesses a degenerate Lax representation which implies infinitely many higher symmetries and corresponding invariant solutions . Three higher symmetries are as follows

$`q_{t_1}=q_{xx}+2q_xq_tq_x^3`$
$`q_{t_2}=q_{xt}+q_xq_{xx}+q_t^2+q_x^2q_tq_x^4`$
$`q_{t_3}=q_{tt}+3q_xq_t^22q_x^3q_t.`$
The whole hierarchy of symmetries can be reproduced by a recursion operator

$$_0=q_x+2D^1q_{xx}+D^1D_t=A+BD_t$$
(3)
acting on the seed symmetries $`q_x`$ and $`q_t`$.

In Section 2 we generalize the main concepts of the symmetry approach, such as the formal recursion operator and canonical conserved densities for the case of non-evolutionary equations of the form

$$q_{tt}=F(q,q_1,q_2,\mathrm{},q_n,q_t,q_{t1},q_{t2},\mathrm{},q_{tm}).$$
(4)
Such type of equations were excluded from consideration in works , where only evolution equations were investigated. Obviously, equation (4) can be rewritten as a system of two evolution equations. For example, equation (2) is equivalent to

$$u_t=(v_xuv)_x,v_t=(uv^2)_x,$$

where $`v=q_x`$. However the matrix coefficients of leading derivatives for such systems have the structure of a Jordan block, whereas in papers , devoted to systems of evolution equations, the leading matrix was supposed to be diagonalizable.

Using the technique of canonical conserved densities, we find all equations (1) possessing infinitely many higher symmetries. It turns out (see Section 3) that all these equations are related to second order evolution equations

$$u_t=H(x,u,u_x,u_{xx})$$
(5)
having higher symmetries. It was shown by Sergey Svinolupov  that any such equation (5) can by reduced to one of the following equations

$$u_t=u_{xx}+f(x)u,$$

$$u_t=u_{xx}+2uu_x+g(x),$$

$$u_t=\left(\frac{u_x}{u^2}+\lambda x\right)_x,$$

$$u_t=\left(\frac{u_x}{u^2}+\lambda _1xu+\lambda _2u\right)_x$$

by a contact (or point) transformation

$$\overline{x}=\varphi (x,u,u_x),\overline{u}=\psi (x,u,u_x),$$
(6)
where

$$\frac{\varphi }{u_x}\left(\frac{\psi }{u}u_x+\frac{\psi }{x}\right)=\frac{\psi }{u_x}\left(\frac{\varphi }{u}u_x+\frac{\varphi }{x}\right).$$

All these equations can be linearized by simple differential substitutions (see ).

In Section 3 we show that all equations (1) from our list admit a parametrization of the form

$$q_x=K(q,q_y,q_{yy}),q_t=S(q,q_y,q_{yy},q_{yyy}),$$
(7)
where $`q_x=K`$ is a linearizable equation of second order and $`q_t=S`$ is a higher symmetry of this equation. For example, the parametrization (7) of equation (2) is given by

$$q_x=\frac{q_{yy}}{q_y^2},q_t=\frac{q_{yyy}}{q_y^3}+3\frac{q_{yy}^2}{q_y^4}.$$

Any common solution $`q(x,t,y)`$ of system (7) gives us an one-parameter family of solutions for the integrable equation (1). However, the general solution of (7) depends on one function $`q_0(y)=q(0,0,y)`$ of one variable, whereas the general solution of (1) depends on two functions of one variable.

Although a general idea of such parametrization is contained in , explicit formulas for linearization of equation (2) were obtained first by V. E. Adler.

Acknowledgements. The authors are grateful to V. Adler for useful discussions. This research was partly supported by the Russian Fund for Basic Research (grants 01-01-00874-A, 02-01-00431-A and 00-15-96007-L) and Spanish project DGICYT PB98-0821.

## 2 Classification of third order equations.

### 2.1 Integrability conditions.

For equation (4) all mixed derivatives of $`q`$ containing at least two time differentiation can be expressed in terms of

$$q,q_x,q_{xx},\mathrm{},q_i,\mathrm{},q_t,q_{t1}=q_{tx},q_{t2}=q_{txx},\mathrm{},q_{ti},\mathrm{}$$
(8)
in virtue of (4). The derivatives (8) are regarded as independent variables.

An equation

$$q_\tau =G(q,q_1,q_2,\mathrm{},q_r,q_t,q_{t1},q_{t2},\mathrm{},q_{ts})$$
(9)
compatible with (4) is called infinitesimal (local) symmetry of (4). Compatibility implies that the function $`G`$ satisfies the equation $`(G)=0`$, where

$$=D_t^2\underset{i=0}{\overset{n}{}}\frac{F}{q_i}D_x^i\left(\underset{i=0}{\overset{m}{}}\frac{F}{q_{ti}}D_x^i\right)D_t\stackrel{\text{def}}{=}D_t^2(M+ND_t)$$

is the linearization operator for equation (4).

In order to rewrite consistency conditions of (4) and (9) in terms of a series of conservation laws

$$(\rho _i)_t=(\sigma _i)_x$$
(10)
for (4), one can use a formal Lax representation of the problem. The linearization of equations (4), (9) gives rise to the compatibility problem for linear equations

$$\varphi _{tt}=(M+ND_t)\varphi ,\varphi _\tau =(A+BD_t)\varphi $$

or, equivalently,

$$\mathrm{\Phi }_t=F_{}\mathrm{\Phi },\mathrm{\Phi }_\tau =G_{}\mathrm{\Phi },\mathrm{\Phi }=\left(\begin{array}{c}\varphi \\ \varphi _t\end{array}\right),F_{}=\left(\begin{array}{cc}0& 1\\ M& N\end{array}\right)$$

where

$$G_{}=\left(\begin{array}{cc}A& B\\ \widehat{A}& \widehat{B}\end{array}\right),\widehat{A}\stackrel{\text{def}}{=}A_t+BM,\widehat{B}\stackrel{\text{def}}{=}B_t+BN+A$$
(11)
The cross differentiation yields

$$D_t(G_{})=[F_{},G_{}]+D_\tau (F_{})$$
(12)
where $`F_{},G_{}`$ are matrix differential operators. The crucial step in the symmetry approach (see  and references there) is to consider instead of above equation one as follows

$$D_t(R)=[F_{},R],$$
(13)
where $`R`$ is matrix pseudo-differential operator. We call $`R`$ matrix formal recursion operator.

Denoting as before $`R_{11}=A,R_{12}=B`$ we can rewrite (13) as follows

$$A_{tt}NA_t+[A,M]+(2B_t+[B,N])M+BM_t=0$$
(14)
$$B_{tt}+2A_t+[B,M]+[A,N]+([B,N]+2B_t)N+BN_tNB_t=0.$$
(15)
If $`R_1,R_2`$ are formal matrix recursion operators, then $`R_3=R_1R_2`$ is a formal recursion operator as well and we find using (11) that

$$A_3=A_1A_2+B_1B_2M+B_1A_{2,t},B_3=A_1B_2+B_1A_2+B_1B_2N+B_1B_{2,t}.$$
(16)
Identities (14),(15) mean that the scalar pseudo-differential operator $`=A+BD_t`$ is related to the linearization $``$ of equation (4) by

$$(A+BD_t)=(\overline{A}+BD_t),$$
(17)
where $`\overline{A}=A+2B_t+[B,N]`$. The pseudo-differential operator $`=A+BD_t`$, whose components

$$A=\underset{\mathrm{}}{\overset{n}{}}a_iD_x^i,B=\underset{\mathrm{}}{\overset{m}{}}b_iD_x^i$$

satisfy (14) and (15), is called scalar formal recursion operator for equation (4). If $`A`$ and $`B`$ are differential operators (or ratios of differential operators), condition (17) implies the fact that operator $``$ maps symmetries of equation (4) to symmetries. However we are using the notion of formal recursion operator for a completely different aim.

Let $`_1=A_1+B_1D_t`$ and $`_2=A_2+B_2D_t`$ be two scalar formal recursion operators. Then the product $`_3=_1_2`$, in which $`D_t^2`$ is replaced by $`(M+ND_t)`$ is also a scalar formal recursion operator whose components are given by (16).

An operator $`𝒮=P+QD_t`$ is said to be implectic if

$$^{}S+\overline{𝒮}=0,\overline{𝒮}=\overline{P}+\overline{Q}D_t.$$

Here and in the sequel the superscript $``$ denotes the adjoint operator. If $`𝒮`$ can be applied to symmetries, then it maps symmetries to cosymmetries. In the symmetry approach $`P`$ and $`Q`$ are supposed to be formal non-commutative series with respect to $`D_x`$.

The operator equations of components of the formal implectic operator $`𝒮=P+QD_t`$ have the following form

$$P_{tt}+U^{}P_t+2Q_tV+QV_t=V^{}PPV(QU+U^{}Q)VU_t^{}P,$$
(18)
$$Q_{tt}+2P_t+2Q_tU+U^{}Q_t=V^{}QQV(QU+U^{}Q)U(PU+U^{}P)(U_t^{}Q+QU_t).$$
(19)
The linearization $`P+QD_t`$ of a variational derivative of any conserved density for equation (4) satisfies equations (18), (19) up to a “small” rest (see ).

Let us consider equations of the form (1). It follows from formulas (18), (19) that equation (1) has no higher conservation laws. Moreover, it is easy to prove that the density of any conservation law, up to total derivatives, is of the form

$$\rho =r_1(q,q_x)q_t+r_2(q,q_x).$$

All statements presented below can be easily reformulated for general equations (4).

Theorem 1. If equation (1) possesses an infinite sequence of higher symmetries of the form

$$q_{\tau _i}=G_i(q,q_1,q_2,\mathrm{},q_{r_i},q_t,q_{t1},q_{t2},\mathrm{},q_{ts_i})$$
(20)
then there exists a formal recursion operator of the form

$$=(a_0+a_1D^1+\mathrm{})+(D^1+b_2D^2+\mathrm{})D_t,$$
(21)
where $`a_i,b_i`$ are some functions of the variables (8).

For scalar evolution equations one can use (see ) the residues of powers of the formal recursion operator to derive the canonical conservation laws (10). Unfortunately for equations (1) this technique does not work and we present a different way (cf.) to get necessary integrability conditions (10).

Let $``$ be a formal recursion operator of the form (21). It is then possible to find an operator

$$^1=(\alpha _1D^1+\alpha _2D^2\mathrm{})+(D^2+\beta _3D^3+\mathrm{})D_t$$
(22)
such that $`^1=^1=1`$. Recall that we eliminate $`D_t^2`$ in virtue of $`=0`$ in the product of scalar recursion operators. The operator $`^1`$ is uniquely defined.

Theorem 2. If $``$ is a formal recursion operator of the form (21) for equation (1), then there is a unique representation of the total derivative operators $`D_x`$ and $`D_t`$ of the form

$$D_x=\underset{\mathrm{}}{\overset{2}{}}\rho _i^i,D_t=\underset{\mathrm{}}{\overset{3}{}}\sigma _i^i.$$
(23)
Functions $`\rho _i`$ and $`\sigma _i`$ are densities and fluxes of some (maybe trivial) conservation laws (10) for equation (1).

The next formulas define five integrability conditions (10) for equations (1):

$$\rho _1=u_1,$$

$$\rho _2=v_2+\frac{2}{3}\sigma _1,$$

$$\rho _3=6\sigma _2u_1\sigma _1+9u_03u_1v_2\frac{1}{3}u_1^3,$$

$$\rho _4=6\sigma _39u_1\sigma _2+3\sigma _1^2+27u_0u_1u_1^4+81v_19u_1^2v_227v_2^2.$$

$$\rho _5=2\sigma _4+18\sigma _1\sigma _227(\sigma _1)_t3\sigma _1^2u_13\sigma _3u_19\sigma _1u_1v_2\sigma _1u_1^3+27\sigma _1u_0.$$

The conditions mean that $`\rho _i`$ are densities of local conservation laws for equation (1). In other words, for any $`\rho _i`$ there exists a corresponding function $`\sigma _i`$ depending on variables (8).

### 2.2 List of integrable equations.

Lemma 1. If equation (1) satisfies conditions (10) with $`i=1,2,3,4`$ then it is of the form

$$\begin{array}{c}q_{tt}=q_{xxx}+(A_1q_t+A_2)q_{tx}+A_3q_{xx}^2+(A_4q_t^2+A_5q_t+A_6)q_{xx}+\hfill \\ +A_7q_t^4+A_8q_t^3+A_9q_t^2+A_{10}q_t+A_{11},\hfill \end{array}$$
(24)
where the functions $`A_i`$ depend on $`q`$ and $`q_x`$ only.

It is easy to verify that the class of equations (24) is invariant with respect to point transformations $`q\phi (q)`$. Moreover, if all functions $`A_i`$ do not depend on $`q`$, then the shifts of the form $`qq+\lambda _1x+\lambda _2t,`$ where $`\lambda _i`$ are arbitrary constants, are also allowed.

Theorem 3. Up to the transformations described above, any nonlinear equation (1) satisfying integrability conditions with $`i=1,2,\mathrm{},7`$, coincides with the equation

$$q_{tt}=q_{xxx}+(3q_x+k)q_{xt}+(q_t3q_x^22kq_x+6𝒫)q_{xx}2𝒫^{}q_t+6𝒫^{}q_x^2+(𝒫^{\prime \prime }+k𝒫^{})q_x,$$
(25)
where $`𝒫(q)`$ is any solution of equation of the form

$$𝒫^2=8𝒫^3+k^2𝒫^2+c_1𝒫+c_0$$
(26)
or with the equation

$$q_{tt}=q_{xxx}+\left(\frac{3q_t}{q_x}+\frac{3}{2}X\right)q_{xt}\frac{1}{q_x}q_{xx}^2\left(\frac{2q_t^2}{q_x^2}+\frac{3q_t}{2q_x}X\right)q_{xx}+c_2\left(q_xq_t+\frac{3}{2}q_x^2X\right),$$
(27)
where $`X(q)=c_2q+c_1`$ and $`c_i`$ are arbitrary constants.

Remarks. Actually, any equation (27) can be reduced to the equation with $`X(q)=const`$ or to the equation with $`X(q)=q`$. The integrability conditions 6 and 7 have quite long expressions and we do not present them in the paper. We have only used these conditions to prove that any equation (1) for which all conservation laws (10) are trivial is equivalent to a linear one.

### 2.3 Recursion operators.

In this Section we present a closed form of recursion operators for models (25) and (27). The existence of these recursion operators implies the fact that all integrability conditions with $`i1`$ are fulfilled for these equations.

Let us consider equation (25). This equation has the only non-trivial conserved density given by

$$\rho =q_tq_x^2+2𝒫(q).$$
(28)
The simplest higher symmetries of (25) are

$$q_\tau =q_{xx}+2q_xq_tq_x^3kq_x^2+4𝒫q_x$$

and

$$q_\tau =q_{xt}+q_xq_{xx}+q_t^2+(q_x^2+2𝒫)q_tq_x^4kq_x^3+6𝒫q_x^2+(𝒫^{}+k𝒫)q_x$$

They are generated by the following recursion operator

$$=D+(q_t2q_x^2kq_x+2𝒫)+q_xD^1(D_t+2q_{xx}+2𝒫^{})$$

acting on the seed symmetries $`q_x`$ and $`q_t`$. A direct calculation shows that this recursion operator satisfies (14) and (15). In the degenerate case $`𝒫0,k=0`$ we have $`=_0^2,`$ where $`_0`$ is defined by (3). The operator $`D_t+2q_{xx}+2𝒫^{}`$ corresponds to the variational derivative of the function (28) and therefore if we apply $``$ to any local symmetry admitting the conservation law with density (28), the result should be local.

Another recursion operator for (25) has the form

$$𝒮=D_t+(q_{xx}q_x^3kq_x^2+6𝒫q_x+k𝒫+𝒫^{})+q_tD^1(D_t+2q_{xx}+2𝒫^{})$$

One can verify that

$$𝒮^2=^3k𝒮\frac{c_1}{2}c_0.$$

For equation (27) a recursion operator is given by

$$=\left(\frac{q_t}{q_x}+\frac{1}{2}X\right)q_xD^1\left(\frac{1}{q_x}D_t+\frac{q_{xt}}{q_x^2}\frac{2q_tq_{xx}}{q_x^3}+\frac{c_2}{2}\right).$$

The non-trivial conserved density for this equation is given by

$$\rho =\frac{q_t}{q_x}+\frac{1}{2}X(q).$$
(29)
In the case $`X(q)=0,c_1=0`$ the nonlocal variable $`Q=D_x^1(\rho )`$ satisfies equation (2).

## 3 Linearization procedure.

Each of equations (25) and (27) has only one non-trivial conserved local density. The Burgers equation $`u_t=u_{xx}+2uu_x`$ possesses the same property: $`D_t(u)=D_x(u_x+u^2)`$ is the only conservation law for this equation. The crucial step in the linearization of the Burgers equation is to introduce the potential $`W`$ of this conservation law. By definition the variable $`W`$ satisfies conditions $`W_x=u,W_t=u_x+u^2`$. It is easy to verify that the function $`U=\mathrm{exp}(W)`$ satisfies the heat equation $`U_t=U_{xx}`$.

For equations (25) and (27) the potentials of the conservation laws also play a key role in linearization. However the procedure of linearization is not so straightforward. To illustrate this procedure, let us consider the simplest version $`X=0`$ of equation (27). The potential of the conservation law for this equation satisfies the conditions

$$W_x=\frac{q_t}{q_x},W_t=\frac{q_{xx}}{q_x}+\frac{q_t^2}{q_x^2}.$$

A simple computation shows that the equation admits the following non-local symmetry $`q_y=W`$. Since

$$D_y\left(\frac{q_t}{q_x}\right)=\frac{q_{xx}}{q_x^2},$$

we have

$$q_{yy}=W_y=\frac{1}{q_x},q_{yyy}=\frac{q_t}{q_x^3}$$

or

$$q_x=\frac{1}{q_{yy}},q_t=\frac{q_{yyy}}{q_{yy}^3}.$$

After the Legendre transformation

$$y=U_z,q=UzU_z$$

the latter pair of compatible equations becomes

$$U_x=U_{zz},U_t=U_{zzz}.$$

For the more complicated equation

$$q_{tt}=q_{xxx}+\frac{3q_t}{q_x}q_{xt}\frac{1}{q_x}q_{xx}^2\frac{2q_t^2}{q_x^2}q_{xx}+c\left(q_{xt}\frac{q_t}{q_x}q_{xx}\right)$$
(30)
corresponding to the case $`X=const0`$ the same linearization scheme works also. The potential is defined by

$$W_x=\frac{q_t}{q_x},W_t=\frac{q_{xx}}{q_x}+\frac{q_t^2}{q_x^2}+c\frac{q_t}{q_x},$$

the non-local symmetry is given by $`q_y=\mathrm{exp}(cW).`$ It is not hard to check that

$$q_x=c^2\frac{q_y^2}{q_{yy}},q_t=c^3\frac{q_y^3q_{yyy}2q_y^2q_{yy}^2}{q_{yy}^3}.$$

After a contact transformation

$$y=\frac{1}{2}\mathrm{exp}(z)(U_z+U),q=\frac{1}{2}\mathrm{exp}(z)(U_zU)$$

these equations become

$$U_x=\frac{c^2}{2}(U_{zz}U),U_t=\frac{c^3}{4}(U_{zzz}+U_{zz}U_zU).$$

The most non-trivial case is $`X=q`$. In this case the potential $`W`$ is defined by

$$W_x=\frac{q_t}{q_x}+\frac{q}{2},W_t=\frac{q_{xx}}{q_x}+\frac{q_t^2}{q_x^2}+\frac{3q_t}{2q_x}q+\frac{3}{4}q^2$$

but non-local symmetries of the form $`q_y=F(q,W)`$ do not exist. However there exists a new non-local conservation law with potential $`Z`$ defined by

$$Z_x=q^22Wq_x,Z_t=\frac{1}{2}q^32q_x2Wq_t.$$

Using these two potentials, we find a non-local symmetry $`q_y=2q\mathrm{exp}(\frac{Z}{4}\frac{qW}{2}).`$ Expressing $`q_x`$ and $`q_t`$ in terms of the $`y`$-derivative, we get

$$q_x=\frac{q^3q_y^2}{4(qq_{yy}2q_y^2)},q_t=\frac{q^4q_y^3(q^2q_{yyy}9qq_yq_{yy}+12q_y^3)}{8(qq_{yy}2q_y^2)^3}.$$

After the contact transformation $`y=z+\frac{U}{U_z}`$, $`q=\frac{U_z}{U^2}`$ we do not obtain linear equations but

$$U_x=\frac{1}{4}D_z\left(\frac{U_z}{U^2}\right),U_t=\frac{1}{8}D_z\left(\frac{U_{zz}}{U^3}\frac{3U_z^2}{U^4}\right).$$

To linearize the latter system one can introduce the potential $`Y`$ such that $`Y_z=U,Y_x=\frac{U_z}{4U^2}`$ and after that make a point transformation $`Yz`$.

Equation (25) can be linearized as follows. It is easy to verify that it has a non-local symmetry $`q_y=A(q)\mathrm{exp}(W)`$, where

$$W_x=q_tq_x^2+2𝒫,W_t=q_{xx}q_x^3+q_tq_x+k(q_tq_x^2+𝒫)+6𝒫q_x+𝒫^{}+w$$

and

$$B^2=B^4+\frac{k^2}{2}B^2+8wB+b_0,B=\frac{A^{}}{A}+\frac{k}{2}.$$

It can be checked that

$$q_x=\frac{q_{yy}}{q_y^2}+2B(q),$$
(31)
$$q_t=\frac{q_{yyy}}{q_y^3}+3\frac{q_{yy}^2}{q_y^4}+3\frac{q_{yy}}{q_y^2}B(q)+\frac{k}{2}\left(\frac{q_{yy}}{q_y^2}+2B(q)\right)\frac{3}{2}\left(B^{}(q)B(q)^2\right)\frac{k^2}{8}.$$
(32)
Function $`𝒫`$ from equation (25) is given by

$$𝒫=\frac{1}{4}B^{}+\frac{1}{4}B^2\frac{k^2}{48},$$

where the parameters of the elliptic functions $`𝒫`$ and $`B`$ are related by

$$c_1=\frac{k^416b_0}{32},c_0=w^2.$$

After change of variables $`z=q,u=y`$ equations (31), (32) take the following linear form

$$u_x=u_{zz}2B(z)u_z,$$

$$u_t=u_{zzz}+3B(z)u_{zz}+\frac{3}{2}\left(B^{}(z)B(z)^2\right)u_z+\frac{k}{2}\left(u_{zz}2B(z)u_z\right)+\frac{k^2}{8}u_z.$$

We see that in all cases there exists a non-local symmetry $`q_y=G`$ depending on the potentials such that $`q_x`$ and $`q_t`$ can be expressed in terms of $`y`$-derivatives by formulas (7). Using this parametrization, one can construct particular solutions of equations (25) and (27).

A parametrization of such kind arises not only for linearizable equations but also for equations of KdV-type and associated linear spectral problems. For example, let us consider the spectral problem

$$\mathrm{\Psi }_{xx}=(\lambda ^3+u_1\lambda ^2+u_2\lambda +u_3)\mathrm{\Psi }$$
(33)
For a non-local symmetry of this linear equation one can take (see )

$$\overline{\mathrm{\Psi }}_{yy}=\frac{\lambda }{a^2}\overline{\mathrm{\Psi }},\overline{\mathrm{\Psi }}=\frac{1}{\sqrt{a}}\mathrm{\Psi }.$$

Then

$$u_1=\frac{1}{4}a_y^2\frac{1}{2}aa_{yy},u_2=a\left(\mathrm{log}(a)\right)_{xy},u_3=\frac{a_{xx}}{2a}+\frac{3a_x^2}{4a^2},$$

where $`a(x,y)`$ satisfies the Harry-Dym equation

$$a_x=a^3a_{yyy}.$$

At least on the local level the general solution of the latter equation depends on three arbitrary functions $`a_0(x)=a(x,0),a_1(x)=a_y(x.0),a_2(x)=a_{yy}(x,0)`$ of $`x`$ and therefore this parametrization provides a generic potential in (33). Multi-phase solutions of the Harry-Dym equation lead to special potentials of the spectral problem (33).


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# Stiffness of Finite Free Resolutions and the Canonical Element Conjecture

## 1 Introduction

Throughout, $`(A,𝔪,k)`$ stands for a (commutative) noetherian local ring with its maximal ideal and residue class field. We’ll only deal with such rings, and all modules will be finitely generated unless otherwise stated. For a $`d`$-dimensional ring, let $`𝐅`$ be a free resolution of $`k`$. Let $`𝐱`$ = $`x_1,\mathrm{},x_d`$ be any system of parameters in $`A`$; the surjection of $`A/(x_1,\mathrm{},x_d)`$ onto $`k`$ lifts to a map from the Koszul complex $`𝐊(𝐱,A)`$ to $`𝐅`$. One says that the ring $`A`$ satisfies the Canonical Element Conjecture (CEC) provided the map $`K_d(𝐱,A)F_d`$ is never null.

This conjecture was introduced by M. Hochster in  and proved for equicharacteristic rings. Thanks to Heitmann’s recent breakthrough, the result is known in the unequal characteristic case when dim $`A3`$ ; also various special cases have been proved. Furthermore, there are several versions of CEC, which boil down to the same thing. Finally, Hochster and others have shown that CEC is equivalent with a number of conjectures, which at first sight appear rather distinct. The present note will not take up any of this; instead, it will add one more item to the list.

In order to prepare for the other notion in the title, consider an $`A`$-homomorphism $`f:A^m`$$`A^n`$ between free modules. Choosing bases for these, we can describe $`f`$ as an $`n\times m`$ matrix with coefficients in $`A`$. As an example, take $`A=k[[X,Y]]/(XY)`$ with $`k`$ a field of characteristic $`2`$. On certain bases, suppose the map $`f:A^2`$$`A`$ is given by the matrix $`(x,y)`$, where the lower case letters denote the images of $`X`$ and $`Y`$ in $`A`$. A change of base in $`A^2`$ achieves the row matrix $`(x+y,xy)`$ as description of $`f`$. Both $`x`$ and $`y`$ are zero divisors in $`A`$, but $`x+y`$ and $`xy`$ are not.

In such a rectangular matrix, the elements in each particular column generate an ideal $`𝔠`$ $`A`$ which we call a column ideal. We write $`gr𝔠`$ for the length of a longest regular sequence contained in $`𝔠`$; in case $`𝔠=A`$, we put $`gr𝔠=\mathrm{}`$. In our example, the grade depends on base choice. This motivates

###### Definition 1

Let

$$𝐅=0F_s\mathrm{}F_i\stackrel{d_i}{}F_{i1}\mathrm{}F_0$$

be an acyclic complex of free’s over $`(A,𝔪,k)`$ which is minimal in the sense that $`k_A𝐅`$ has null differentials. We say that $`𝐅`$ is ‘stiff’ if, regardless of base choice, $`gr𝔠i`$ for every column ideal belonging to $`d_i`$ for $`i=1,\mathrm{},s`$. We call the ring $`A`$ stiff if every such complex over it is stiff.

We prove

###### Theorem 1

Every noetherian local ring of equal characteristic is stiff.

###### Theorem 2

Consider rings $`(A,𝔪,k)`$ of a fixed residual characteristic. Then every ring of this type satisfies CEC if and only if every Gorenstein ring of this type is stiff.

Half a year after we had done this work, we belatedly discovered that Theorem 1, albeit in a different formulation, had already been obtained in \[12, Th. 6.12\] and \[7, Th. 2.4\]. The first of these articles uses the Frobenius endomorphism in finite characteristic and ‘lifts’ to characteristic 0 using Artin approximation. This argument is sketched in the second paper, but then another proof is given using big Cohen-Macaulay modules. Our proof in essence was the same as the latter. However, we believe it is more direct and transparent, and include it for this reason.

## 2 Preliminaries

Before embarking on the proof of Theorem 1, we need to establish a few notational conventions and preliminary facts. Many of these topics were discussed in , so we use this as a blanket reference.

Let $`(A,𝔪,k)`$ be our usual ring, which we drop from notation unless confusing. Since we shall also deal with infinitely generated modules, it is convenient to work with Ext-depth. Write $`ext^{}(X,Y)=inf\{n:Ext^n(X,Y)0\}`$ for two modules $`X`$ and $`Y`$; this number is a nonnegative integer or $`\mathrm{}`$, as in other cases where we follow the same convention. For any $`A`$-module $`X`$ we write $`\mathrm{E}\text{-}\mathrm{dp}X=ext^{}(k,X)`$; when $`X`$ is finitely generated, this is equal to the usual depth of $`X`$ by way of regular sequences, for which we now write $`dpX`$. Let $`𝔭`$ be a prime ideal in $`A`$, and put $`k(𝔭)`$ for the residue field of the local ring $`A_𝔭`$. Then there are the Bass numbers $`\mu ^n(𝔭,X)=dim_{k(𝔭)}Ext_{A_𝔭}^n(k(𝔭),X_𝔭)`$ \[17, Th. 3.3.3\]. Also $`\mu ^n(𝔭,X)=\mu ^n(𝔭A_𝔭,X_𝔭)`$. Bringing into play local cohomology $`\mathrm{H}_𝔪^n`$, we find $`\mathrm{h}_𝔪^{}(X)=\mathrm{E}\text{-}\mathrm{dp}X=\mu ^{}(𝔪,X)`$, the first identity being taken care of by \[17, Prop. 5.3.15\]. If $`\mathrm{E}\text{-}\mathrm{dp}X<\mathrm{}`$, then $`\mathrm{E}\text{-}\mathrm{dp}XdimA`$ \[17, Cor. 10.2.2\], and if $`A`$ maps onto any ring $`B`$, then $`\mathrm{E}\text{-}\mathrm{dp}_AY=\mathrm{E}\text{-}\mathrm{dp}_BY`$ for every $`B`$-module $`Y`$ \[17, Prop. 4.1.4\]. We also write $`tor_+(X,Y)=sup\{n:Tor_n(X,Y)0\}`$; this time it is a nonnegative integer or $`\mathrm{}`$.

We record an immediate consequence of the Acyclicity Lemma, e.g. \[17, Th. 6.1.1\], as

###### Lemma 3

In a non-exact complex of modules, not necessarily finitely generated, $`𝐗`$ = $`0X_m\mathrm{}X_1X_0`$, for every $`i1`$ let either $`\mathrm{H}_i(𝐗)=0`$ or $`\mathrm{E}\text{-}\mathrm{dp}\mathrm{H}_i(𝐗)=0`$, and also $`\mathrm{E}\text{-}\mathrm{dp}X_i=q`$. Then $`q<m`$.

The next inequality has presumably been noticed before.

###### Lemma 4

For any of our rings $`A`$, let $`𝔭`$ be a prime ideal. Then

$$dpAdpA_𝔭+dimA/𝔭.$$

###### Proof

Put $`r`$ = dp $`A_𝔭`$, $`t`$ = dim $`A/𝔭`$. Let $`𝔭`$ = $`𝔭_0`$ $`\mathrm{}𝔭_t=𝔪`$ be a strict saturated chain of prime ideals. Then $`\mu ^r(𝔭,A)=\mu ^r(𝔭A_𝔭,A_𝔭)0`$ and iterated use of Bass’ Lemma \[17, Prop. 3.3.4\] gives us $`\mu ^{r+t}(𝔪,A)0`$. Therefore
dp $`Ar+t`$.

A big Cohen-Macaulay module $`C`$ over $`A`$ is defined to be a not necessarily finitely generated module on which some system of parameters in $`A`$ forms a regular sequence. Then $`C𝔪C`$ and E-dp $`C`$ = dim $`A`$ for such a module. A big Cohen-Macaulay module $`C`$ is called ‘balanced’ if every system of parameters in $`A`$ is regular on $`C`$. Hochster constructed big Cohen-Macaulay modules whenever $`A`$ is equicharacteristic \[10, Th. 5.1\], and also constructed balanced ones. Bartijn and Strooker showed that the completion of a big Cohen-Macaulay module with respect to the maximal ideal of $`A`$ is always balanced \[2, Th. 1.7 & Th. 2.6\], \[17, Th. 5.2.3\].

Dealing with infinitely generated modules, we need the small support, a selection of primes at which localization behaves decently. Let $`X`$ be an $`A`$-module, then $`suppX=\{𝔭SpecA:\mathrm{E}\text{-}\mathrm{dp}_{A_𝔭}X_𝔭<\mathrm{}\}`$. Small supports go back to Foxby \[8, §2\] who used $`tor_{}`$ rather than $`ext^{}`$, but this amounts to the same thing \[17, Cor. 6.1.10\]. Sharp showed in \[14, Th. 3.2\] that, for a balanced big Cohen-Macaulay module, $`supp`$ has good properties with respect to height and dimension. For our purposes we record

###### Proposition 5

Let $`C`$ be a balanced big Cohen-Macaulay module over $`A`$ and let $`𝔭suppC`$. Then

$$\mathrm{E}\text{-}\mathrm{dp}_{A_𝔭}C_𝔭=ht𝔭=dimA_𝔭\text{ and }ht𝔭+dimA/𝔭=dimA,$$

while $`𝔭C_𝔭C_𝔭.`$

## 3 Towards Theorem 1

First we sharpen a result of Evans-Griffith \[6, Th. 1.11\], replacing their $`ht𝔭`$ by $`dpA_𝔭`$. It seems also that the original proof required some mild condition on the ring.

###### Theorem 6

Let $`M`$ be a finitely generated $`A`$-module of finite projective dimension and $`𝔭`$ a prime ideal in $`A`$. Assume that C is a balanced big Cohen-Macaulay module over $`A/𝔭`$. Then $`tor_+^A(C,M)dpA_𝔭`$.

###### Proof

Since $`C𝔪C`$ and $`C_AM0`$, putting $`t=tor_+(C,M)`$, we see that $`0tdpA`$, as $`t`$ does not exceed the projective dimension of $`M`$ which in turn is not greater than $`dpA`$ by the Auslander-Buchsbaum identity. Let $`𝔮`$ be a prime which is minimal in $`SuppTor_t(C,M)`$, so that $`𝔮𝔭`$. Thus the nonnull $`A_𝔮`$-module $`Tor_t^{A_𝔮}(C_𝔮,M_𝔮)=Tor_t^A(C,M)_𝔮`$ is only supported in the maximal ideal of the local ring $`A_𝔮`$, so $`\mathrm{E}\text{-}\mathrm{dp}_{A_𝔮}`$ of this module is 0.

Let

$$𝐅=0F_s\mathrm{}F_1\stackrel{d_1}{}F_0$$

be a minimal free $`A_𝔮`$-resolution of the module $`M_𝔮=cokerd_1`$. This module’s projective dimension is $`sdpA_𝔮`$. By our choice of $`𝔮`$, we also know that $`ts`$.

Now consider the complex $`C_𝔮_{A_𝔮}𝐅_𝔮`$ which we truncate at degree $`t1`$, writing $`F_1=0`$ in case $`t=0`$. Its homology is concentrated in degree $`t`$, where its Ext-depth is 0. The Ext-depth of all its chain modules is $`\mathrm{E}\text{-}\mathrm{dp}_{A_𝔮}C_𝔮`$, so Lemma 3 tells us that $`\mathrm{E}\text{-}\mathrm{dp}_{A_𝔮}C_𝔮st<\mathrm{}`$. In particular, $`𝔮suppC`$.

We apply Proposition 5 to the ring $`A/𝔭`$ to obtain $`\mathrm{E}\text{-}\mathrm{dp}_{A_𝔮}C_𝔮=\mathrm{E}\text{-}\mathrm{dp}_{(A/𝔭)_𝔮}C_𝔮=dim(A/𝔭)_𝔮=dimA_𝔮/𝔭A_𝔮`$. Next we invoke Lemma 4 for the ring $`A_𝔮`$ and find $`dpA_𝔮dpA_𝔭+dimA_𝔮/𝔭A_𝔮`$.

Tying all this together we establish the result

$$ts\mathrm{E}\text{-}\mathrm{dp}_{A_𝔮}C_𝔮=sdimA_𝔮/𝔭A_𝔮dpA_𝔮dimA_𝔮/𝔭A_𝔮dpA_𝔭.$$

The statement we want is now an easy corollary.

###### Proof  (of Theorem 1)

Let $`𝐅`$ be a complex as in Definition 1 over an equicharacteristic ring $`A`$, and consider its $`i`$-th boundary map $`d_i`$, $`1is`$. Let $`𝔠`$ be, say, the first column ideal in some matrix description of $`d_i`$. Take a prime ideal $`𝔭𝔠`$ with $`gr𝔠=dpA_𝔭`$. There exists a balanced big Cohen-Macaulay module $`C`$ over $`A/𝔭`$. The $`i`$-th boundary map of the complex $`C_A𝐅`$ maps the first copy of $`C`$ in $`C_AF_i`$ to 0 since $`𝔠C`$ = 0. This first copy itself is not in the image of the previous map because the complex $`𝐅`$ is minimal and $`C𝔪C`$. Putting $`M=cokerd_1`$, we see that $`Tor_i^A(C,M)0`$. With Theorem 6 then $`idpA_𝔭=gr𝔠`$.

At this point, what can one do in mixed characteristic? If $`p`$ is the residual characteristic, we can replace a column ideal $`𝔠`$ belonging to the $`i`$-th map $`d_i`$ by the ideal $`𝔠+(p)=𝔞`$ and take a prime ideal $`𝔮`$ containing it such that $`dpA_𝔮=gr𝔞`$. Tensoring $`𝐅`$ with a balanced big Cohen-Macaulay module over $`A/𝔮`$, and taking into account that $`gr𝔠gr𝔞gr𝔠+1`$, we obtain

###### Proposition 7

Let $`𝐅`$ be a complex as in Definition 1. Then the column ideals belonging to $`d_i`$ always have grade at least $`i1`$.

## 4 Stiffness depends on first syzygies

In order to prepare for Theorem 2, we explain what we mean by this title and provide a straightforward proof of the appropriate statement.

###### Definition 2

Let $`\mathrm{\Gamma }`$ be a class of rings such that, if $`A\mathrm{\Gamma }`$ and $`x𝔪`$ is a non zerodivisor, then $`A/(x)\mathrm{\Gamma }`$. We call such a class ‘consistent’.

Examples of consistent classes would be all rings of positive residual characteristic, the class of all Gorenstein rings, or their intersection.

###### Proposition 8

Let $`\mathrm{\Gamma }`$ be a consistent class of rings. Then every $`A\mathrm{\Gamma }`$ is stiff if and only if for every complex $`𝐅`$ as in Definition 1 over every such ring, $`gr𝔠1`$ for every column ideal belonging to the first boundary map $`d_1`$, no matter what bases.

###### Proof

Assume the second condition and let $`𝐅`$ be a complex of length $`s`$ as in Definition 1 over a ring $`A`$ in $`\mathrm{\Gamma }`$. We have to show that $`𝐅`$ is stiff.

For $`s=1`$ this is our assumption. So take $`s2`$ and suppose that the result has been proved for complexes of lesser length. Let $`𝔠`$ be a column ideal in some matrix description of $`d_i`$, $`2is`$. By our assumption, this ideal contains a non zerodivisor $`x𝔪`$. Write $`M=cokerd_1`$; then $`Tor_j^A(A/(x),M)=0`$ for $`j2`$. Therefore, when we tensor with $`A/(x)`$ and clap bars on the $`F_i`$’s and $`d_i`$’s,

$$0\overline{F}_s\mathrm{}\overline{F}_2\stackrel{\overline{d}_2}{}\overline{F}_1$$

becomes a minimal acyclic complex of free’s over the ring $`A/(x)`$. The ideal $`𝔠/(x)`$ is a column ideal of the ($`i1`$)-st map in this new complex. The induction hypothesis allows us to conclude that its grade is at least $`i1`$. But $`x`$ was chosen in $`𝔠`$, so $`gr𝔠i`$, and we are done.

This proposition tells us that ‘in bulk’ the column ideals of the first boundary map are in control of stiffness. A form of ‘reduction to first syzygies’ is already present in \[7, Lemma 2.5\].

In the proposition, there is a sufficient condition that $`gr𝔠1`$ for each column ideal $`𝔠`$ in any matrix description of $`d_1`$ for every complex $`𝐅`$ as in Definition 1. For use in the next section, we state this as: in any syzygy $`Z`$ of finite projective dimension, $`Annz=0`$ for every minimal generator $`z`$ of $`Z`$. Indeed, the columns of the matrix describe minimal generators of $`Z=imd_1`$ as a syzygy in $`F_0`$, and the equivalence becomes evident.

## 5 Towards Theorem 2

In , we developed various concepts stemming from the seminal paper  of M. Auslander and R.-O. Buchweitz, and showed how they intertwine with several of the Homological Conjectures, including CEC. Auslander-Buchweitz theory essentially works for Cohen-Macaulay rings with dualizing module, and becomes even nicer for Gorenstein rings. For some time now, our point of view has been that these homological conjectures for all rings, can be interpreted as statements about modules over Gorenstein rings , , . Thus ‘representation theory’ of Gorenstein rings becomes pivotal. In this vein we quote from \[15, §4\] and \[16, §6.4\]

###### Theorem 9

The Canonical Element Conjecture is true for all rings of a certain residual characteristic, if and only if for every unmixed nonnull ideal $`𝔟`$ of zerodivisors in a Gorenstein ring $`R`$ of this residual characteristic, one has $`\delta (R/𝔟)=0`$.

Here $`\delta `$ is Auslander’s invariant. For a module $`M`$ over a Gorenstein ring $`R`$, the expression $`\delta (M)=0`$ means that there exists a maximal Cohen-Macaulay module over $`R`$, which has no free direct summand and which surjects onto $`M`$. In general, $`\delta (M)=n`$ means that among all maximal Cohen-Macaulay modules mapping onto $`M`$, the integer $`n`$ is the smallest rank of their free summand which occurs, e.g. \[16, Prop. 4.2\]. In the proof of the above theorem, however, a new and somehow related characterization of the $`\delta `$-invariant is crucial. This time look at all possible surjections $`p:R^tM`$ from finitely generated free modules onto $`M`$. Put $`d`$ for the dimension of $`R`$, then $`Ext_R^d(k,R^t)`$ is a $`t`$-dimensional vector space over $`k`$. For every such $`p`$, the dimension of its image under $`Ext_R^d(k,p)`$ equals $`\delta (M)`$ \[16, Th. 4.1 (iv)\]. Covertly, this description of $`\delta `$ also plays a role in our treatment of the next result.

Before stating and proving this, we recall a few facts about modules over a Gorenstein local ring $`R`$ which are just about standard. A module $`M`$ is a syzygy iff it is torsionless iff $`AssMAssR`$. For a cyclic module $`R/𝔟`$ this is the case iff $`𝔟`$ consists of zero divisors and is unmixed iff $`𝔟`$ is an annihilator ideal, i.e. $`𝔟=Ann𝔞`$ for some ideal $`𝔞R`$. We also indiscriminately speak of finite injective dimension or finite projective dimension, since over a Gorenstein ring these designations apply to the same modules, e.g. \[17, Th. 10.1.9\]. This allows for a quick proof of

###### Proposition 10

Let $`R`$ be a Gorenstein ring. Then $`\delta (R/𝔟)=0`$ for every unmixed nonnull ideal of zero divisors $`𝔟`$ if and only if $`Annz=0`$ for every minimal generator $`z`$ of every syzygy of finite projective dimension.

###### Proof

Suppose the condition on the $`\delta `$’s is satisfied, and let $`Z`$ be a syzygy of finite projective dimension and $`zZ`$. Since $`z`$ also lives in a free module, $`Annz=𝔟`$ is an annihilator ideal, so that $`\delta (Rz)=0`$ unless $`𝔟=0`$. If not, the injection of $`Rz`$ into $`Z`$ takes $`z`$ into $`𝔪Z`$ by \[16, Prop. 4.5 (iii)\], so $`z`$ is not a minimal generator.

Now assume the condition on minimal generators, and let $`𝔟R`$ be a nonnull unmixed ideal of zero divisors. Take a hull of finite injective dimension of $`R/𝔟`$ \[1,§0\], \[16, §1 & §3\]. In other words, there is a short exact sequence

$$0R/𝔟ZC0$$

where $`Z`$ has finite injective dimension and $`C`$ is maximal Cohen-Macaulay. Since $`AssZAssR/𝔟AssC`$ and all the primes on the right hand side belong to $`AssR`$, we see that $`Z`$ is a syzygy. By assumption, $`R/𝔟`$ cannot hit a minimal generator of $`Z`$, so lands in $`𝔪Z`$, which means that $`Z/𝔪ZC/𝔪C`$. Hence $`\delta (R/𝔟)=0`$ by \[16, Prop. 4.4\].

We are poised to clinch the second claim in the Introduction.

###### Proof  (of Theorem 2)

Combine Theorem 9, Propositions 8 and 10 with the remark at the end of section 4 which interprets columns as minimal generators of syzygies.

With Theorem 1 and the fact that CEC holds in equal characteristic, one notices that the word ‘residual’ in the statement of Theorem 2 may be replaced by ‘mixed’.

## 6 More about stiffness

Very recently, we became aware that Hochster and Huneke had continued their investigations on topics around stiffness after . In their long and exciting article , §10.7-10.12 contain extensions of their earlier results and of  which we briefly present from our point of view.

Their work, like that of Evans and Griffith, is based on order ideals. Let $`M`$ be an $`A`$-module, and $`mM`$. Put $`M^{}=Hom_A(M,A)`$. Then $`M^{}(m)`$ is the ideal which is generated in $`A`$ by the images of $`m`$ under all the maps in $`M^{}`$. This order ideal used to be denoted by $`O_M(m)`$, but fashion appears to be changing. Their main result in this direction \[13, Th. 10.8\] reads: let $`A`$ be of positive characteristic, and let $`z`$ be a minimal generator in an $`i`$-th syzygy $`Z`$ of finite projective dimension. Then $`grZ^{}(z)i`$. We argue that every stiff ring has this property.

Indeed, let $`𝐆`$ be a finite free resolution of some $`M`$ in which $`Z`$ is an $`i`$-th syzygy of which $`z`$ is a minimal generator. By an old but basic result of Eilenberg \[5, Th. 8\], $`𝐆`$ is a direct sum of a minimal free resolution $`𝐅`$ of $`M`$ and a free resolution $`𝐇`$ of 0. Then $`Z=UV`$ where $`U`$ and $`V`$ are $`i`$-th syzygies in $`𝐅`$ resp. $`𝐇`$. Let $`z=u+v`$ be the corresponding decomposition. Since $`𝔪Z=𝔪U𝔪V`$, $`u`$ and/or $`v`$ needs to be a minimal generator of the syzygy to which it belongs. In case $`V0`$ and $`v`$ is a minimal generator, $`grV^{}(v)=\mathrm{}`$ because $`𝐇`$ splits and $`V`$ is free. If $`u`$ is a minimal generator of $`U`$, then by stiffness its column ideal $`𝔠`$ has grade $`i`$ for any choice of bases in the complex $`𝐅`$. But $`𝔠=F_{i1}^{}(u)U^{}(u)`$. By the canonical projections of $`Z`$ onto its components one sees that $`Z^{}(z)U^{}(u)+V^{}(v)`$, so $`grZ^{}(z)i`$ in all cases.

For the next two theorems we first derive a couple of immediate consequences of stiffness. In a stiff complex $`𝐅`$ of length $`s`$ take $`i<s`$. Then $`gr𝔠i`$ for all column ideals belonging to $`d_i`$, regardless of bases, so such an ideal contains a regular sequence of length at least $`i`$. The number of nonnull generators of the ideal is at most the number of rows in the matrix $`X`$ depicting $`d_i`$, say $`f_{i1}=rkF_{i1}`$. Therefore $`f_{i1}i`$. Since also $`f_ii+1`$, we see that $`Z=imd_i`$ requires at least $`i+1`$ generators and also that $`i\times i`$ minors occur in $`X`$. In Theorem 14 we shall denote by $`𝔠_{i,t},1ti`$, the ideal generated by all the $`t\times t`$ minors which occur in $`t`$ fixed columns of $`X`$. Notice that, and this is the point of the exercise, we are not concerned with bases nor with which $`t`$ columns we concentrate on.

In \[13, Cor. 10.10\] a considerable strengthening of the Evans-Griffith syzygy theorem \[6, Cor. 3.16\] is proved for rings of positive characteristic using \[13, Th. 10.8\]. With the above, one can state

###### Theorem 11

Let $`Z`$ be an i-th syzygy of finite projective dimension over a stiff ring. If $`Z`$ is not free, then it requires at least $`i+1`$ generators. In any case, if $`z_1,\mathrm{},z_t`$, $`1ti`$, form part of a minimal system of generators for $`Z`$, then they generate a free submodule G of $`Z`$. Moreover the factor module Z/G is an ($`it`$)-th syzygy.

The next result we aim for is a stiff version of \[13, Cor. 10.11\]. Since we’ll offer a slightly different proof, we make some preparations. Among ways to recognize syzygies of finite projective dimension, this one is useful \[13, Lemma 10.9\]:

###### Lemma 12

For a module $`M`$ of finite projective dimension over a ring $`A`$, the following conditions are equivalent.

1. $`M`$ is an $`i`$-th syzygy;
2. For every prime ideal $`𝔭`$ in $`A`$, either $`dpM_𝔭i`$ or $`M_𝔭`$ is free.

###### Corollary 13

If in a short exact sequence of modules the two outer terms are $`i`$-th syzygies of finite projective dimension, so is the middle term.

Next recall the celebrated Buchsbaum-Eisenbud criterion \[4, Th.\], \[17, Th. 6.2.3\] which tells us when a finite free complex is exact. Let $`𝐅`$ be such a complex of length $`s`$ with boundary maps $`d_i`$. For any map $`\varphi `$ between free modules, put $`I_u(\varphi )`$ for the ideal of $`A`$ generated by the $`u\times u`$ minors in a matrix description of $`\varphi `$; this does not depend on choice of bases. The rank of $`\varphi `$ then is the largest $`u`$ for which $`I_u(\varphi )0`$. Put $`r_i=f_if_{i+1}+\mathrm{}\pm f_s,1is`$. Then $`𝐅`$ is acyclic if and only if $`grI_{r_i}(d_i)i`$ for all $`i`$. In this case, moreover, $`rkd_i=r_i`$ \[3, Th. 1\]. Observe that here minimality nor characteristic are mentioned.

Now comes the assertion we’re after, which paraphrases \[13, Cor. 10.11\]. We keep notation.

###### Theorem 14

Let $`𝐅`$ be a complex of length $`s`$ as in Definition 1 over a stiff ring $`A`$. Then $`gr𝔠_{i,t}it+1`$ for $`1ti<s`$.

###### Proof

A set of $`t`$ columns of a matrix describing $`d_i`$ corresponds to a part $`z_1,\mathrm{},z_t`$ of a minimal set of generators of $`Z_i=imd_i`$. The submatrix formed by these columns describes the injection $`g`$ of the module $`G=Az_1+\mathrm{}Az_t`$, which is free by Theorem 11, into $`F_{i1}`$. There is an exact sequence $`0Z_i/GF_{i1}/GZ_{i1}0`$. In this sequence, the modules $`Z_i/G`$ and $`Z_{i1}`$ are ($`it`$)-th syzygies, the former by Theorem 11. In view of Corollary 13, so is $`F_{i1}/G`$. Hence $`g`$ is the last boundary map in an acyclic complex of free’s of length $`it+1`$. We conclude with the Buchsbaum-Eisenbud criterion.

###### Question 15

For $`t=1`$, the conclusion of the theorem just reasserts stiffness. As $`t`$ grows, larger and larger submatrices come into play, but in $`t`$ fixed columns at a time. And their determinants generate smaller and smaller ideals. What is the connexion with the Buchsbaum-Eisenbud criterion, which we playfully employed in our proof? Aficionado’s of multilinear algebra are kindly invited to shed light on this.

| Anne-Marie Simon | Jan R. Strooker |
| --- | --- |
| Service d’Algebre C.P. 211 | Mathematisch Instituut |
| Universite Libre de Bruxelles | Universiteit Utrecht |
| Campus Plaine | Postbus 80010 |
| Boulevard du Triomphe | 3508 TA Utrecht, |
| B-1050 Bruxelles, Belgique | The Netherlands |
| e.mail: amsimon@ulb.ac.be | e.mail: strooker@math.uu.nl |


text:
# PROPAGATION MODEL FOR COSMIC RAY SPECIES IN THE GALAXY

## INTRODUCTION

The spectrum and origin of antiprotons in CR has been a matter of active debate since the first reported detections in balloon flights (Golden et al., 1979; Bogomolov et al., 1979). There is a consensus that most of the CR antiprotons observed near the Earth are “secondaries” produced in collisions of energetic CR particles with interstellar gas (e.g., Mitchell et al., 1996).

The spectrum of secondary antiprotons has a peak at about 2 GeV decreasing sharply towards lower energies. This unique shape distinguishes antiprotons from other CR species. Over the last few years the accuracy has been improved sufficiently (BESS 1995–2000, Orito et al., 2000; Sanuki et al., 2000; Asaoka et al., 2002) that we can restrict the spectrum of the secondary component accurately enough to test Galactic CR propagation models, and the heliospheric modulation.

It has been recently shown (Moskalenko et al. 2001, 2002; see also Molnar and Simon 2001; Sina et al. 2002) that accurate antiproton measurements during the last solar minimum 1995–1997 (BESS, Orito et al., 2000) are inconsistent with existing propagation models at the $`40`$% level at about 2 GeV while the stated measurement uncertainties in this energy range are now $`20`$%. The conventional models based on local CR measurements, simple energy dependence of the diffusion coefficient, and uniform CR source spectra throughout the Galaxy fail to reproduce simultaneously both the secondary to primary nuclei ratio and antiproton flux.

The reacceleration model designed to match secondary to primary nuclei ratios, e.g., boron/carbon (Simon et al., 1986; Seo and Ptuskin, 1994) produce too few antiprotons because, e.g., matching the B/C ratio at all energies requires the diffusion coefficient to be too large. The models without reacceleration can reproduce the antiproton flux, however they fall short of explaining the low-energy decrease in the secondary to primary nuclei ratio. To be consistent with both, the introduction of breaks in the diffusion coefficient and the injection spectrum is required, which would suggest new phenomena in particle acceleration and propagation.

This forces us to developing a more sophisticated treatment of wave-particle interaction in a course of CR propagation in the turbulent interstellar medium. (An alternative idea of a local “unprocessed” nuclei component in low-energy CR is evaluated in Moskalenko et al. 2003.) In particular, we suggest a new approach which includes the interaction of particles with waves in the interstellar medium in a self-consistent way and take into account the wave damping on energetic particles. This requires numerical methods and iterative procedure to derive the diffusion coefficient at arbitrary energy. Secondary-to-primary elements ratios and antiproton flux should be used as final indicators of the consistency. In our calculations we use CR propagation code GALPROP. This work is currently in progress.

## BASIC FEATURES OF THE GALPROP MODELS

The cylindrically symmetric GALPROP models have been described in detail elsewhere (Strong and Moskalenko, 1998); here we summarize their basic features.

The models are three dimensional with cylindrical symmetry in the Galaxy, and the basic coordinates are $`(R,z,p)`$ where $`R`$ is Galactocentric radius, $`z`$ is the distance from the Galactic plane and $`p`$ is the total particle momentum. In the models the propagation region is bounded by $`R=R_h`$, $`z=\pm z_h`$ beyond which free escape is assumed.

The propagation equation we use for all CR species is written in the form:

$$\frac{\psi }{t}=q(𝐫,p)+(D_{xx}\psi 𝐕\psi )+\frac{}{p}p^2D_{pp}\frac{}{p}\frac{1}{p^2}\psi \frac{}{p}\left[\dot{p}\psi \frac{p}{3}(𝐕)\psi \right]\frac{1}{\tau _f}\psi \frac{1}{\tau _r}\psi ,$$
(1)
where $`\psi =\psi (𝐫,p,t)`$ is the density per unit of total particle momentum, $`\psi (p)dp=4\pi p^2f(𝐩)`$ in terms of phase-space density $`f(𝐩)`$, $`q(𝐫,p)`$ is the source term, $`D_{xx}`$ is the spatial diffusion coefficient, $`𝐕`$ is the convection velocity, reacceleration is described as diffusion in momentum space and is determined by the coefficient $`D_{pp}`$, $`\dot{p}dp/dt`$ is the momentum loss rate, $`\tau _f`$ is the time scale for fragmentation, and $`\tau _r`$ is the time scale for radioactive decay. The numerical solution of the transport equation is based on a Crank-Nicholson (Press et al., 1992) implicit second-order scheme. The three spatial boundary conditions $`\psi (R_h,z,p)=\psi (R,\pm z_h,p)=0`$ are imposed on each iteration, where we take $`R_h=30`$ kpc.

For a given $`z_h`$ the diffusion coefficient as a function of momentum and the reacceleration or convection parameters is determined by boron-to-carbon (B/C) ratio data. The spatial diffusion coefficient is taken as $`D_{xx}=\beta D_0(\rho /\rho _0)^\delta `$ if necessary with a break ($`\delta =\delta _1`$ below rigidity $`\rho _0`$, $`\delta =\delta _2`$ above rigidity $`\rho _0`$). The injection spectrum of nucleons is assumed to be a power law in momentum, $`dq(p)/dpp^\gamma `$ for the injected particle density. For the case of reacceleration the momentum-space diffusion coefficient $`D_{pp}`$ is related to the spatial coefficient $`D_{xx}`$ (Berezinskii et al., 1990; Seo and Ptuskin, 1994) via the Alfvén speed $`v_A`$. The convection velocity (in $`z`$-direction only) $`V(z)`$ is assumed to increase linearly with distance from the plane ($`dV/dz>0`$ for all $`z`$). This implies a constant adiabatic energy loss.

The interstellar hydrogen distribution uses H i and CO surveys and information on the ionized component; the helium fraction of the gas is taken as 0.11 by number. The H2 and H i gas number densities in the Galactic plane are defined in the form of tables, which are interpolated linearly. The extension of the gas distribution to an arbitrary height above the plane is made using analytical approximations.

The distribution of CR sources is chosen to reproduce the CR distribution determined by analysis of EGRET $`\gamma `$-ray data (Strong and Mattox, 1996) and was described in Strong and Moskalenko (1998).

Energy losses for nucleons by ionization and Coulomb interactions are included, and for electrons by ionization, Coulomb interactions, bremsstrahlung, inverse Compton, and synchrotron.

Positrons and electrons (including secondary electrons) are propagated in the same model. Positron production is computed as described in Moskalenko and Strong (1998), that paper includes a critical reevaluation of the secondary $`\pi ^\pm `$\- and $`K^\pm `$-meson decay calculations.

Gas-related $`\gamma `$-ray intensities are computed from the emissivities as a function of $`(R,z,E_\gamma )`$ using the column densities of H i and H2. The interstellar radiation field, used for calculation of the inverse Compton emission and electron energy losses, is calculated based on stellar population models and COBE results, plus the cosmic microwave background.

### New Developments

The experience gained from the original fortran–90 code allowed us to design a new version of the model, entirely rewritten in C++, that is much more flexible. It allows essential optimizations in comparison to the older model and a full 3-dimensional spatial grid. It is now possible to explicitly solve the full nuclear reaction network on a spatially resolved grid. The code can thus serve as a complete substitute for the conventional “leaky-box” or “weighted-slab” propagation models usually employed, giving many advantages such as the correct treatment of radioactive nuclei, realistic gas and source distributions etc. It also allows stochastic SNR sources to be included. It still contains an option to switch to the fast running cylindrically symmetrical model which is sufficient for many applications such as the present one.

In the new version, we have updated the cross-section code to include the latest measurements and energy dependent fitting functions. The nuclear reaction network is built using the Nuclear Data Sheets. The isotopic cross section database consists of thousands of points collected from the literature. This includes a critical re-evaluation of some data and cross checks. The isotopic cross sections are calculated using the author’s fits to major beryllium and boron production cross sections $`p+\mathrm{C},\mathrm{N},\mathrm{O}\mathrm{Be},\mathrm{B}`$. Other cross sections are calculated using phenomenological approximations by Webber et al. (1990) and/or Silberberg et al. (1998) renormalized to the data where it exists. The cross sections on the He target are calculated using a parametrization by Ferrando et al. (1988).

The reaction network is solved starting at the heaviest nuclei (i.e., 64Ni). The propagation equation Eq. (1) is solved, computing all the resulting secondary source functions, and then proceeds to the nuclei with $`A1`$. The procedure is repeated down to $`A=1`$. In this way all secondary, tertiary etc. reactions are automatically accounted for. To be completely accurate for all isotopes, e.g., for some rare cases of $`\beta ^\pm `$-decay, the whole loop is repeated twice. Our preliminary results for all CR species $`Z28`$ are given in Strong and Moskalenko (2001).

## COSMIC RAYS IN INTERSTELLAR TURBULENCE: A SELF-CONSISTENT APPROACH

It is known that galactic CR have relatively high energy density and they can not always be treated as test particles moving in given interstellar magnetic fields, see Berezinskii et al. (1990). In particular, when the stochastic reacceleration of CR is considered, one has to take into account the damping of waves, which loose energy on particle acceleration. The damping causes the change of the wave spectrum that in its turn affects the particle transport. Thus in principle the study of CR propagation may need a self-consistent consideration. We shall see from the numerical estimates below that the back reaction of CR on interstellar turbulence should be taken into account at particle energies below 10 GeV/nucleon.

It is assumed that the wave-particle interaction in the interstellar plasma has a resonant character (the cyclotron resonance). The scattering of energetic particles by random hydromagnetic waves leads to the spatial diffusion of CR in the Galaxy. The CR diffusion coefficient is determined by the following approximate equation (Berezinskii et al., 1990):

$$D(p)=\frac{vr_gB^2}{12\pi k_{res}W(k_{res})},$$
(2)
where $`v`$ is the particle velocity, $`r_g=pc/\left(ZeB\right)`$ is the particle Larmor radius in the average magnetic field $`B`$ ($`Ze`$ is the particle charge), $`k_{res}=1/r_g`$ is the resonant wave number, and $`W(k)`$ is the spectral energy density of waves defined as $`𝑑kW(k)=\delta B^2/4\pi `$ ($`\delta B`$ is the random magnetic field, $`\delta BB`$).

In its simplified form, the steady state equation for hydromagnetic waves with a nonlinear energy transfer in $`k`$-space can be written as

$$\frac{}{k}\left(C_Ak^2W(k)\sqrt{\frac{kW(k)}{4\pi \rho }}\right)=2\mathrm{\Gamma }_{cr}(k)W(k)+S\delta (kk_L),$$
(3)
$`kk_L`$ (e.g., Landau and Lifschitz, 1987; Norman and Ferrara, 1996). Here the l.h.s. of equation describes the Kolmogorov type nonlinear cascade from small $`k`$ to large $`k`$, $`C_A`$ is a constant and according to the numerical simulations of magnetohydrodynamical turbulence by Verma et al. (1996) the magnitude of $`C_A`$ is very roughly equal to $`0.3`$, $`\rho `$ is the interstellar gas density. The r.h.s. of Eq. (3) includes the wave damping on CR and the source term which works on a large scale $`1/k_L`$ and describes the generation of turbulence by supernova bursts, powerful stellar winds, and superbubbles expansion. In the limit of negligible damping, $`\mathrm{\Gamma }_{cr}=0`$, the solution of Eq. (3) gives the Kolmogorov spectrum $`W(k)k^{5/3}`$ at $`k>k_L`$. The latter leads to the diffusion coefficient $`D(p)v(p/Z)^{1/3}`$.

The expression for wave amplitude attenuation is given by (Berezinskii et al., 1990):

$$\mathrm{\Gamma }_{cr}=\frac{\pi e^2V_a^2}{2kc^2}_{p_{res}(k)}^{\mathrm{}}\frac{dp}{p}\mathrm{\Psi }(p),$$
(4)
where $`V_a=B/\sqrt{4\pi \rho }`$ is the Alfven velocity, $`p_{res}=ZeB/ck`$ is the resonant momentum.

The solution of Eqs. (3), (4) at $`k>k_L`$ gives

$$\frac{kW(k)}{B^2}=\left[\left(\frac{k_L}{k}\right)^{1/3}\left(\frac{k_LW(k_L)}{B^2}\right)^{1/2}\frac{\pi e^2V_a}{3C_Ac^2k^{1/3}}_{k_0}^k𝑑k_1k_1^{8/3}_{p_{res}(k_1)}^{\mathrm{}}\frac{dp}{p}\mathrm{\Psi }(p)\right]^2.$$
(5)
The wave damping on CR is essential only at relatively small scales $`k^1<k_d^1`$, $`k_dk_L^1`$ (in fact, $`k_d^110^{12}`$ cm, $`k_L^110^{20}`$ cm). The turbulence at $`k_d^1k^1<k_L^1`$ obeys the Kolmogorov scaling $`W(k)k^{5/3}`$. It is clear from Eq. (5) that the dissipation of waves on CR described by the second term in square brackets makes the wave spectrum at large wave numbers steeper than the Kolmogorov spectrum.

The diffusion mean free path $`l(p)`$, as defined by $`D(p)=vl(p)/3`$, is now given by:

$$l(p)=r_g^{2/3}(p_L)r_g^{1/3}(p)\left[\left(\frac{r_g(p_L)}{l(p_L)}\right)^{1/2}\frac{2\pi ^{3/2}V_ap_L^2}{3C_AB^2}_{p/p_L}^1𝑑tt^{2/3}_{tp_L}^{\mathrm{}}\frac{dp_1}{p_1}\mathrm{\Psi }(p_1)\right]^2,$$
(6)
where we use the resonant conditions $`p=p_{res}(k)`$ and introduce $`p_L=p_{res}(k_L)`$. Eq. (6) is formally valid at $`p<p_L10^{17}`$ eV/c. The second term in square brackets reflects the modification of diffusion mean free path due to the wave dissipation on CR. It increases with decreasing the particle energy. It is easy to estimate that the second term in square brackets is small at high energies but it is comparable with the first term in square brackets at $`p1`$ GeV/c (at $`l=3`$ pc, $`V_a=30`$ km s-1, $`B=3`$ $`\mu `$G). So, the nonlinear modification of CR diffusion is expected at $`E<10`$ GeV/nucleon.

As the most abundant specie, the CR protons mainly determine the wave dissipation. Their distribution function $`\mathrm{\Psi }(p)`$ should be used to calculate $`W(k)`$ and $`l(p)`$. The self-consistent treatment of CR propagation implies the solution of transport Eq. (1) for $`\mathrm{\Psi }(p)`$ with the diffusion mean free path Eq. (6), which is a function of $`\mathrm{\Psi }(p)`$.

To demonstrate the effect of wave damping, let us consider a simple case of one-dimensional diffusion model of CR propagation with the source distribution $`q(r,p)=q_0(p)\delta (z)`$ (that corresponds to the infinitely thin disk of CR sources located at $`z=0`$) and the flat CR halo of height $`H`$, see Berezinskii et al. (1990), Jones et al. (2001). The CR source spectrum is of the form $`q_0(p)p^{\gamma _s}`$ and the index is estimated as $`\gamma _s=2.0\mathrm{}2.4`$.

Let us assume that stochastic reacceleration does not essentiallly change the CR spectrum on the characteristic time of CR leakage from the Galaxy. We also ignore ionization energy losses and losses for nuclear fragmantation and assume that the equilibrium density of CR protons is determined by the balance between their production in the sources and the free diffusion leakage from the Galaxy. The solution of the diffusion equation for the relativistic protons in the galactic disk is then

$$\mathrm{\Psi }(p)=\frac{3q_0(p)H}{2vl(p)}.$$
(7)
We simplify Eq. (6) by using the approximation $`_{tp_L}^{\mathrm{}}\frac{dp_1}{p_1}\mathrm{\Psi }(p_1)\mathrm{\Psi }(tp_L)`$ and write it down as

$$l(p)l_K(p)\left[1\frac{2\pi ^{3/2}V_ap^{1/3}}{3C_AB^2}\left(\frac{l_K(p)}{r_g(p)}\right)^{1/2}_p^{p_L}𝑑p_1p_1^{2/3}\mathrm{\Psi }(p_1)\right]^2,$$
(8)
where $`l_K(p)`$ is the diffusion mean free path in the turbulence with Kolmogorov spectrum, which is not modified by the wave damping on CR.

Now one can obtain the following solution of Eqs. (7) and (8) for the diffusion mean free path in the case of a power law source spectrum:

$$l(p)=l_K(p)\left(1+\frac{\pi ^{3/2}V_aHp^{1/3}}{C_AB^2}\left(\frac{l_K(p)}{r_g(p)}\right)^{1/2}_p^{p_L}𝑑p_1p_1^{2/3}\frac{q_0(p_1)}{v(p_1)l_K(p_1)}\right)^2$$
(9)
The last expression together with Eq. (7) presents the self-consistent solution of the considered simple problem.

The low-energy asymptotic mean free path Eq. (9) is $`l(p)v^2p^{32\gamma _s}`$. The high-energy asymptotic mean free path Eq. (9) is $`l(p)l_K(p)p^{1/3}`$ that correspons to a Kolmogorov spectrum of waves. One can check that the wave spectrum preserves the Kolmogorov scaling $`W(k)k^{5/3}`$ at small $`k`$ and it is modified as $`W(k)`$ $`k^{12\gamma _s}`$ at large wave numbers.

## CONCLUSION

The back reaction of energetic particles on interstellar turbulence may change the spectrum of hydromagnetic waves at large wave numbers that leads to the change of CR diffusion coefficient. In particular, the modification of Kolmogorov type spectrum of turbulence leads to the CR diffusion coefficient which goes through a minimum at particle magnetic rigidity about a few GV, so that the diffusion coefficient has the power law asymptotics $`D(p)vp^{1/3}`$ and $`D(p)`$ $`v^1p^{32\gamma _s}`$ at large and small $`p`$ respectively (the exponent of CR source spectrum $`\gamma _s2.2`$). Such a behaviour reduces the rate of stochastic reacceleration of CR in the interstellar medium that is needed to reproduce the observerd peaks in the secondary-to-primary elements ratios in CR at these rigidities. The reduced rate of reacceleration may help to explain the antiproton data.

In a future work, we plan to undertake a full scale self-consistent modeling of CR transport in the turbulent interstellar medium in the frameworks of the realistic galactic model described here and with the damping of waves on energetic particles included.

## ACKNOWLEDGEMENTS

V. S. P., I. V. M., and S. G. M. acknowledge partial support from NASA Astrophysics Theory Program grants. The work of V. S. P. was also supported by RFBR-01-02-17460 grant at IZMIRAN.

E-mail address of I.V. Moskalenko: imos@milkyway.gsfc.nasa.gov

Manuscript received ; revised ; accepted


text:
# Optical Spin Orientation under Inter- and Intra-Subband Transitions in QWs

## 1 Introduction

Absorption of circularly polarized light in semiconductors may result in spin polarization of photoexcited carriers. This phenomenon of optical orientation is well known for interband transitions in semiconductors . In this paper we show that the absorption of terahertz radiation with photon energies much less than the energy gap also leads to spin orientation of free carriers. This optical orientation may be referred to as ‘monopolar’ because only one type of carriers, electrons or holes, is excited.

We present theoretical and experimental results on monopolar optical orientation of a two-dimensional electron gas or hole gas. Both direct inter-subband and indirect (Drude-like) intra-subband transitions induced by circularly polarized radiation are considered for $`n`$\- and $`p`$-type QWs based on zinc-blende-structure semiconductors. A transfer of the photon angular momentum to the electron spin is linked to the spin-orbit interaction. Therefore, monopolar optical orientation of electrons can be obtained if an admixture of the $`\mathrm{\Gamma }_7`$ and $`\mathrm{\Gamma }_8`$ valence band states to the conduction band wave functions is taken into account.

Generally the expression for the generation rate of electron spin polarization due to optical excitation can be written as

$$\dot{S}=s(\eta I/\mathrm{}\omega )P_{circ},$$
(1)
where $`s`$ is the average electron spin generated per one absorbed photon of circularly polarized radiation, $`\eta `$ is the fraction of the energy flux absorbed in the QW, $`I`$ is the light intensity, $`\mathrm{}\omega `$ is the photon energy, and $`P_{circ}`$ is the degree of circular polarization. While optical orientation at interband excitation has been widely studied, it is not obvious that inter-subband and intra-subband transitions can result in a spin polarization. Below we show that for both kinds of transitions within one band - valence or conduction band - absorption of circularly polarized light leads to spin polarization which has not been considered previously.

## 2 Experimental technique

The experiments have been carried out on MBE (001)-grown $`n`$-GaAs/AlGaAs QW of 7 nm width, $`n`$-GaAs/AlGaAs single heterojunction, In0.2Ga0.8As QWs of 7.6 nm width, and on $`p`$-type GaAs/AlGaAs QWs of 20 nm width MOCVD grown on (001)-miscut substrates as well as (113)-MBE-grown samples with QWs of various widths between 7 and 15 nm. Samples with free carrier densities of about $`210^{11}`$ cm-2 were studied in the temperature range from liquid helium to room temperature. A pair of ohmic contacts was centered on opposite sample edges along the direction $`x[1\overline{1}0]`$ (see inset in Fig. 1).

A high power pulsed mid-infrared (MIR) TEA-CO2 laser and a far-infrared (FIR) NH3 laser were used as radiation sources delivering 100 ns pulses with radiation power $`P`$ up to 100 kW. Several lines of the CO2 laser between 9.2 $`\mu `$m and 10.6 $`\mu `$m and of the NH3-laser  between $`\lambda `$ = 76 $`\mu `$m and 280 $`\mu `$m were chosen for excitation in the MIR and FIR range, respectively. In $`n`$-type samples the MIR radiation induces direct optical transitions between the first and the second subband of QWs. Direct transitions between heavy-hole and light-hole subbands have been achieved in $`p`$-type samples applying FIR radiation in the spectral range between 76 $`\mu `$m and 148 $`\mu `$m. In both $`n`$\- and $`p`$-type samples application of FIR radiation with photon energies less than the separation of subbands leads to absorption caused by indirect optical transitions in the lowest subband (Drude absorption).

The laser light polarization was modified from linear to circular using a Fresnel rhombus and quartz $`\lambda /4`$ plates for MIR and FIR radiation, respectively. The helicity of the incident light was varied according to $`P_{circ}=\mathrm{sin}2\phi `$ where $`\phi `$ is the angle between the initial plane of linear polarization and the optical axis of the polarizer. Spin polarization has been investigated making use of the circular photogalvanic effect (CPGE)  and the spin-galvanic effect . For investigation of spin-galvanic effect an in-plane magnetic field $`B`$ up to 3 T has been applied as shown in the inset of Fig. 1. The samples were placed in a magneto-optical cryostat with a split-coil superconducting magnet. The current $`j`$ generated by polarized light in the unbiased structures was measured via the voltage drop across a 50 $`\mathrm{\Omega }`$ load resistor in a closed circuit configuration. The voltage was recorded with a storage oscilloscope. The measured current pulses of 100 ns duration reproduce the temporal structure of the laser pulses.

## 3 Direct inter-subband transitions

With illumination of (001)-oriented $`n`$-type GaAs and InAs QWs at oblique incidence of MIR radiation of the CO2 laser a current signal proportional to the helicity $`P_{circ}`$ has been observed indicating the circular photogalvanic effect . At normal incidence of radiation, at which the CPGE effect vanishes, the spin-galvanic current  is also observed applying an in-plane magnetic field. Both effects are due to spin orientation, therefore the observation of the CPGE and the spin-galvanic effect clearly gives evidence that the absorption of infrared circularly polarized radiation results in spin orientation. The wavelength dependence of the spin-galvanic effect obtained between 9.2 $`\mu `$m and 10.6 $`\mu `$m repeats the spectral behaviour of direct inter-subband absorption between the first and the second subbands measured in transmission by Fourier spectroscopy in multipath geometry. This unambiguously demonstrates that in this case the spin orientation of $`n`$-type QWs is obtained by inter-subband transitions.

We would like to emphasize that spin sensitive inter-subband transitions in $`n`$-type QWs have been observed at normal incidence when there is no component of the electric field of the radiation normal to the plane of the QW. Generally it is believed that inter-subband transitions in $`n`$-type QWs can only be excited by infrared light polarized in the growth direction $`z`$ of the QWs . Furthermore such transitions are spin insensitive and, hence, do not lead to optical orientation. Since the argument leading to these selection rules is based on the effective mass approximation in a single band model, the selection rules are not rigorous.

In order to explain the observed spin orientation as well as the absorption of light polarized in the plane of the QW we show that a $`𝐤𝐩`$ admixture of valence band states to the conduction band wave functions has to be taken into account. Calculations yield that inter-subband absorption of circularly polarized light propagating along $`z`$ induces only spin-flip transitions resulting in 100% optical orientation of photoexcited carriers, $`s=1`$. In this geometry the fraction of the energy flux absorbed in the QW by transitions from the first subband $`e1`$ to the second subband $`e2`$ has the form

$$\eta =\frac{128\alpha }{9n_\omega }\frac{\mathrm{\Delta }_{so}^2(2E_g+\mathrm{\Delta }_{so})^2(E_2E_1)E_1}{E_g^2(E_g+\mathrm{\Delta }_{so})^2(3E_g+2\mathrm{\Delta }_{so})^2}\frac{\mathrm{}^2n_e}{m^{}}\delta (\mathrm{}\omega E_1+E_2),$$
(2)
where $`\alpha `$ is the fine structure constant, $`n_\omega `$ is the refraction index, $`n_e`$ is the 2D electron concentration, $`m^{}`$ is the effective mass, $`\mathrm{}\omega `$ is the photon energy, $`E_g`$ is the energy gap, $`\mathrm{\Delta }_{so}`$ is the valence band spin-orbit splitting, $`E_1`$ and $`E_2`$ are the energies of size-quantization of the $`e1`$ and $`e2`$ subbands, respectively. The $`\delta `$-function describes the resonant behaviour of the inter-subband transitions.

The helicity dependent current of the CPGE has also been observed in $`p`$-type GaAs QWs due to transitions between heavy-hole (hh1) and light-hole (lh1) subbands demonstrating spin orientation of holes. The measurements were carried out on (001)-miscut QWs and (113)-oriented QWs which, in contrast to (001)-oriented samples and in accordance to the phenomenological theory of the CPGE, yield a maximum of the CPGE at normal incidence of radiation. QWs with various widths in the range from 7 to 20 nm were investigated. For direct inter-subband transitions photon energies between 35 meV and 8 meV of FIR radiation corresponding to these QW widths were applied. Due to the different effective masses of light and heavy holes the absorption does not show narrow resonances. A spin-galvanic current in $`p`$-type QWs could not be detected because of the very small in-plane $`g`$-factor for heavy holes  which makes the effect of the magnetic field negligible . Optical orientation caused by heavy-hole to light-hole absorption of circularly polarized radiation occurs for transitions at in-plane wavevector $`𝐤0`$ due to the mixing of heavy-hole and light-hole subbands

## 4 Intra-subband transitions

In the far-infrared range, where the photon energy is not enough for direct inter-subband transition in $`n`$\- or even in $`p`$-type samples, the absorption of light by free carriers occurs by indirect intra-subband transitions where momentum conservation law is satisfied due to acoustic or optical phonons, static defects etc. In the case of such free carrier absorption spin orientation is obtained as well. This is proved by the observation of the CPGE in both $`n`$\- and $`p`$-type samples in response to FIR radiation. For $`n`$-type samples also the spin-galvanic effect caused by spin orientation was detected (Fig. 2).

The experiments were carried out on $`n`$-type (001)-oriented GaAs and InAs QWs applying FIR radiation in the range from 76 $`\mu `$m to 280 $`\mu `$m (16 meV - 4.4 meV which is much less than $`E_2E_1`$ = 120 meV). For $`p`$-type materials long wavelength laser lines from 280 $`\mu `$m to 496 $`\mu `$m (4.4 meV-2.5 meV) were used to ensure free carrier intra-subband absorption for all QW widths. In this case the photon energies are less than hh1-lh1 energy separation.

The intra-subband optical transitions in QWs involving both the electron-photon interaction and momentum scattering are described by second-order processes with virtual intermediate states. A dominant contribution to the optical absorption is caused by processes with intermediate states in the same subband. This is the channel that determines the coefficient of intra-subband absorption, $`\eta `$. However such transitions conserve the electronic spin and, hence, do not lead to an optical orientation.

In order to obtain optical orientation due to intra-subband transitions we considered virtual interband transitions with intermediate states in the valence band. Taking into account the spin-orbit splitting of the valence band and the selection rules for interband transitions, the absorption of circularly polarized light gives rise to the spin orientation of electrons.

For this particular mechanism of monopolar optical orientation one can derive the following expression for the spin generated per one absorbed photon of right-handed circularly polarized radiation

$$s\frac{V_{cv}^2}{V_c^2}\frac{\mathrm{}\omega \mathrm{\Delta }_{so}^2}{E_g(E_g+\mathrm{\Delta }_{so})(3E_g+2\mathrm{\Delta }_{so})}.$$
(3)
Here $`V_c`$ and $`V_{cv}`$ are the intraband and interband matrix elements of scattering, respectively. The prefactor in Eq.(3) depends on the mechanism of momentum scattering. An estimation for typical GaAs/AlGaAs QWs shows that $`s10^6`$ for acoustic phonon assisted indirect optical transitions at the photon energy $`\mathrm{}\omega =10`$ meV.

In conclusion, our results demonstrate that in both $`n`$\- and $`p`$-type QWs monopolar spin orientation can be achieved applying radiation with photon energies less than the fundamental energy gap. Spin orientation has been observed by direct inter-subband transitions as well as by Drude-like intra-subband absorption. It is shown that monopolar spin orientation in n-type QWs becomes possible if an admixture of valence band states to the conduction band wave function and the spin-orbit splitting of the valence band are taken into account. We emphasize that the spin generation rate under monopolar optical orientation depends strongly on the energy of spin-orbit splitting of the valence band, $`\mathrm{\Delta }_{so}`$. It is due to the fact that the valence band $`\mathrm{\Gamma }_8`$ and spin-orbit split band $`\mathrm{\Gamma }_7`$ contribute to the matrix element of spin-flip transitions with opposite signs.

## 5 Acknowledgements

We thank D. Weiss and W. Wegscheider for many helpful discussions. Financial support from the DFG, the RFFI, the Russian Ministry of Science and the NATO linkage program is gratefully acknowledged.


text:
# Forming giant planets via fragmentation of protoplanetary disks

## 1

About 100 extrasolar planets have been detected by the wobble they induce on their star$`(\mathit{1},\mathit{2})`$. Their masses range from about one Jupiter mass ($`M_J`$) to more than 10 $`M_J`$ and have orbits ranging from nearly circular to very eccentric. In the standard core-accretion model giant planets might require longer than $`10^6`$ years to form$`(\mathit{3},\mathit{4})`$, which could exceed observed disk lifetimes $`(\mathit{5}\mathit{7})`$. In particular, more than 80% of the stars in the Galaxy probably formed in dense clusters like those in the Orion nebula$`(\mathit{8})`$ where the ultraviolet radiation of bright stars can ablate the gaseous disk in far less than a million years$`(\mathit{5},\mathit{6})`$. Hence giant planet formation must occur quickly or such planets would be rare. Even in the case where a large solid core is assembled rapidly enough, torques acting between the disk and the protoplanets are believed to induce its complete inward migration in a few thousand years$`(\mathit{9},\mathit{10})`$ — planets could sink towards the star before being able to accrete the large gaseous masses observed $`(\mathit{11},\mathit{12})`$. Alternatively, giant planets could coagulate directly in the gas component as a result of gravitational instabilities in a cold disk with a mass comparable to that adopted in the core-accretion model$`(\mathit{13},\mathit{14})`$. Simulations done with codes that solve the hydrodynamical equations on a fixed grid show that slightly perturbed disks form strong spiral arms and overdensities at $`R>10`$ AU$`(\mathit{15},\mathit{16})`$ where the temperature can be lower than 60 K$`(\mathit{17},\mathit{18})`$. The trigger of the instability might come from material of the protostellar cloud infalling onto the disk$`(\mathit{13})`$. If these condensations are long-lasting and can contract to planetary densities, gravitational instability would be the prevailing formation mechanism for giant planets because it takes less than a thousand years$`(\mathit{13},\mathit{15})`$. Solid cores with masses as low as currently estimated for Jupiter (between 0 and 10 Earth masses$`(\mathit{19})`$) could then form inside the gaseous protoplanets due to dust and planetesimals driven there by local pressure gradients in a few thousand years$`(\mathit{20})`$.

However, due to the limitations of the techniques, simulations have not yet been able to show convincingly that the overdensities are not sheared apart by the tidal field of the star, nor that they can collapse into protoplanets$`(\mathit{16})`$. One needs to achieve a high spatial resolution for such a purpose. Smoothed particle hydrodynamics (SPH) simulations$`(\mathit{21})`$ describe the gaseous medium as a collection of particles and can follow arbitrarily high densities. Disks have been simulated with this technique in the past but with less than $`10^5`$ particles $`(\mathit{22}\mathit{24})`$; with such a low mass resolution the evolution of the density distribution is considerably noisy and artificial fragmentation can take place$`(\mathit{23})`$.

Here we report on the results of new 3D SPH simulations of marginally unstable disks of molecular hydrogen using as many as 1 million particles. The disks extend from 4 to 20 AU initially and are in nearly keplerian rotation around a solar mass star represented by a point mass. They have a minimum Toomre Q parameter of either $`1.4`$ or $`1.75`$, and masses of, respectively, $`0.1`$ and $`0.08M_{}`$ (see caption of Fig.1 for details). In the initial stage the disks are evolved using a locally isothermal equation of state; the initial temperature decreases with radius following a power law profile predicted by detailed calculations of thermal balance between the central star, the disk and the protostellar cloud$`(\mathit{17})`$ and is then held fixed locally. This approximation is based on the assumption that the cooling time is so short that the disk radiates away any thermal energy injection on a time-scale shorter than the orbital time. This seems to be supported by recent grid-based simulations that include radiative transfer in the diffusion approximation$`(\mathit{16})`$ but neglect the irreversible heating that can be generated by shock waves in a strongly unstable disk$`(\mathit{25},\mathit{26})`$. While further investigation on the balance between heating and cooling in realistic disks will be needed in the future $`(\mathit{26})`$, here we concentrate on showing that actual protoplanets can form if the disk remains cold long enough$`(\mathit{27})`$.

After $`150`$ years, corresponding to about 5 orbital times at a radius of 10 AU, the disks develop trailing spiral arms and local overdensities at $`R>10`$ AU. In the lighter disk the spiral arms grow in amplitude up to about 300 years, and then they settle down to a nearly stationary pattern (Fig.1). In the most massive disk ($`Q=1.4`$) a two-armed mode grows in amplitude up to the point where, after about 200 years, fragmentation occurs along the arms, and more than one distinct clump appears (Fig.1); then additional strong arms appear even at $`R\stackrel{>}{}78`$ AU, and more clumps are formed. Inside this radius the disk is too hot for condensations to form. Clumps quickly contract, reaching central densities of more than $`10^5`$ times the local density in a matter of a few orbital times (tens of years). These condensations are self-gravitating, their masses being larger than the local Jeans mass $`(\mathit{28})`$, and easily resist stellar tides.

Such dense objects would be optically thick and would be unable to cool radiatively as efficiently as assumed by the locally isothermal approximation$`(\mathit{16},\mathit{25})`$. Therefore, we run again the same initial conditions changing the equation of state to adiabatic$`(\mathit{29})`$ as soon as the spiral modes approach fragmentation, namely when they reach a density around ten times higher than the initial local density$`(\mathit{16},\mathit{26})`$. The equation of state is changed throughout the disk. After 350 years non-axisymmetric features in the disk are weaker compared to the isothermal simulation, yet clump formation has proceeded. Nearly as many clumps as in the locally isothermal run are still present at $`R>10`$ AU and have central densities still $`10^5`$ times higher than the local density. The clumps are rapidly rotating spheroids; assuming conservation of angular momentum, bodies of about a Jupiter mass would have a rotation period of a few hours if they were allowed to contract further and reach the density of Jupiter.

The masses of the clumps shortly after all of them are in place (after $`350`$ years) range from 1 to 5 $`M_J`$ (all gas at densities at least ten times higher than the initial local density is identified as a clump), comparable to the masses of extrasolar planets$`(\mathit{1})`$. Clumps formed along the same spiral arm collide and merge into a more massive object sooner or later. In addition, all clumps accrete gas from the disk and begin to clear gaps.

Time-steps can be as small as a few hours inside the clumps, and this slows down the simulation considerably. To keep following the clumps on a longer timescale we resort to simulations with a resolution 5 times lower. By 350 years 7 clumps with masses comparable to the largest among the 13 clumps present in the higher resolution simulation have formed and are then followed for about 1000 years. We run both a locally isothermal and an adiabatic simulation to determine the role of the thermal structure of the disk in shaping the dynamics of clumps.

Clumps are born on orbits with a wide range of eccentricities driven by the underlying strongly non-axisymmetric disk potential. These orbits then evolve in a variety of ways (Fig.2). The smoother disk in the adiabatic run leads to less eccentric orbits; also, the higher pressure of the gas reduces considerably gas accretion by clumps. Slightly more circular orbits reduce the rate of close encounters and mergers between clumps relative to the isothermal run. After nearly a thousand years three clumps are left in the adiabatic run (Fig.2) as opposed to two clumps in the isothermal run. These numbers are comparable to those of extrasolar giant planets in multiple systems$`(\mathit{1})`$. The masses of the surviving clumps, located between 3 and 20 AU, are in the range 2-6 Jupiter masses in the adiabatic case and twice as big in the isothermal case. Most of the clumps have orbits with final eccentricities between 0.1 and 0.3 (Fig.2) as many of the observed extrasolar planets (Fig.2). The simulated protoplanets enter a rather quiescent evolutionary phase (no more mergers occur) several orbital times before the end of the simulations. However, inward migration might continue on time-scales longer than those explored here$`(\mathit{10}\mathit{12})`$, and orbits can also change due to interactions between the planets$`(30)`$.

This work shows that gravitational instability can actually form self-gravitating protoplanets and that long-lived systems with masses and orbits consistent with those of extrasolar planets arise. All this requires is to start with a marginally unstable disk ($`Q_{min}=1.41.5`$) in which radiative cooling is efficient during the initial growth of the overdensities. We tested that hotter disks starting from a considerably higher $`Q_{min}`$ ($`2`$) can also become strongly unstable and form clumps if they are slowly cooled to temperatures comparable to those used in the disks that start with $`Q_{min}1.4(\mathit{31})`$. Therefore, clump formation does not depend on how the disk reaches the state used in our initial conditions. Ice giant planets, like Uranus and Neptune, might also be formed by the same mechanism after a strong ultraviolet flux from nearby bright stars has photoionized the envelopes of protoplanets more massive than Jupiter, leaving a mostly metallic core$`(\mathit{20})`$. Because instabilities occur quickly, future observations of planets around very young stars will be a test for this model. In addition, direct imaging of giant planets at large distances ($`R>`$ 50 AU) from the stars$`(\mathit{32})`$ could also provide support to this model; as the outermost regions of the disk would be even cooler (and surface density and angular velocity fall equally with radius, i.e. as $`r^{3/2}`$) $`Q`$ will be still decreasing at $`R>`$ 20 AU, and thus fragmentation should occur out to these large distances. On the contrary, Jupiter-like planets would not form at such large distances in the core-accretion model because coagulation of planetesimals into a solid core would take too long with the small surface densities involved$`(\mathit{33})`$. Future observations of the gaseous medium in disks at different evolutionary stages, for example with the Space Infrared Telescope Facility (SIRTF), will help constrain the evolution of disk structure and will show whether it is consistent with the gravitational instability picture.

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35. The authors thank Gregory Laughlin, David Hollenbach and Alan Boss for useful and stimulating discussions. Simulations were carried out at the Pittsburgh Supercomputing Center and at CINECA. This research was supported by a grant from the NSF and by the NASA Astrobiology Institute.