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# 1 Introduction

## 1 Introduction

The “little Higgs” models provide a new mechanism to stabilize the weak scale wherein the Standard Model Higgs is a pseudo Goldstone boson . The mass of the Higgs is protected by approximate non-linear global symmetries. Subsets of these global symmetries are broken by couplings in the theory; however, this breaking occurs in such a way that any single coupling preserves sufficient symmetry to keep the Higgs massless. This ensures that there are no one loop quadratic divergences to the Higgs mass and allows a two loop separation between the weak scale and new physics. The properties of these models allow for some distinct phenomenological signatures .

The dark matter problem is one that has long been optimistically tied to the theory of weak interactions. At present time, it is not certain exactly what constitutes the dominant portion of the matter density in the universe, but its non-baryonic nature is generally agreed upon. It happens that a stable neutral particle with Standard Model weak couplings and a weak scale mass gives roughly the correct amount of thermal dark matter. Such an intriguing coincidence should not be overlooked in any theory attempting to explain the breaking of electroweak symmetry. Since little Higgs (LH) models offer a mechanism to stabilize the weak scale, it is natural to ask if LH models have anything to say about the dark matter problem.

In this paper we investigate the possibility that LH models may explain the observed abundance of dark matter. We first review some general features of theory space LH models that are related to a dark matter analysis. Then we specialize to the case of the $`SO(5)`$ theory space LH model contained in . Next we perform a relic abundance calculation including couplings of the dark matter candidate to the gauge and Higgs sectors of the model. We find that a specific LH model allows proper dark matter abundances in two distinct interesting regions. First, the correct relic abundance is achieved when the dark matter candidate, $`N_1`$, has mass $`𝒪(100\mathrm{GeV})`$. A mass of $`𝒪(100\mathrm{GeV})`$ is allowed for either a weakly coupled or a ’super-weakly’ coupled $`N_1`$. By super-weak coupling we mean that it does not couple significantly to Standard Model (SM) weak vector bosons, it only couples to the TeV scale vector bosons. A second preferred regime exists where the dark matter candidate is heavy, with a mass greater than $`𝒪(500\mathrm{GeV})`$. The preferred couplings of $`N_1`$ in this regime vary from weak (at $`m_{N_1}`$ of $`𝒪(1\mathrm{TeV})`$) to ’super-weak’ (at $`m_{N_1}`$ of $`𝒪(500\mathrm{GeV})`$). We discuss possible additional effects on the relic density calculation (beyond couplings to the gauge and Higgs sectors) and find that they will usually only strengthen our conclusions.

## 2 Dark Matter Candidates in Little Higgs Models

In terms of dark matter, LH models come in several varieties. Some LH models, referred to as ‘theory space’ LH models , contain new possibly stable neutral particles. Many other LH models, especially non-theory space models , have no potential dark matter candidates associated with the little Higgs mechanism. For those theories that do contain the possibility of new stable neutral particles, one can place constraints on the LH model by requiring that this particle supply all of the necessary dark matter. In the very least, one must require that this particle not provide more than the required dark matter. If it provides less, then to explain the remaining dark matter there must be other stable particles from the ultraviolet completion to the LH model, potentially similar to particles in .

At this stage it is useful to state what specific characteristics of LH models allow for a possible dark matter candidate and to compare these with models of broken supersymmetry. In models of broken supersymmetry, it is usually R-parity that keeps the lightest supersymmetric particle (LSP) stable. One way to define the charge of a given particle under R-parity is: $`R=(1)^{2j+3B+L}`$. Here $`j`$ is the spin of the particle, $`B`$ is the baryon number of the particle and $`L`$ is the lepton number of the particle. This results in every ordinary particle being even under R-parity and every supersymmetric partner being odd under R-parity. If R-parity is a conserved quantity, the lightest R-odd particle must be stable. This stability is one of the crucial ingredients that allow the LSP in models of broken supersymmetry to be a possible dark matter candidate. Since the present number density of a thermal dark matter candidate is determined by the evolution of its abundance on a cosmological timescale, any sizable violation of R-parity will result in no observable present-day relic density. The other necessary ingredient for dark matter is the correct combination of mass and annihilation cross section. It is an intriguing, and much-studied, coincidence that a stable particle with a mass of order the weak scale and annhilation rate dominated by weak processes gives a present thermal relic abundance in the right range to explain the observed dark matter. In models of broken supersymmetry, the lightest neutralino and sneutrino have just these additional characteristics, on top of one of them frequently being the LSP.

What characteristics of LH models might allow for the right dark matter abundance? Are the requirements of stability, weak-scale masses, and weak coupling accurate and sufficient to provide the correct relic density? We will find the necessity of weak-scale masses and weak coupling to be model-dependent. However, let us repeat that the issue of stability is generally not a model dependent question. Since cosmological timescales govern the annihilation (and possible decay) of a dark matter candidate, any such candidate with a lifetime shorter than the age of the universe will have completely decayed by today, resulting in no relic abundance. Fortunately some LH models do contain symmetries that can protect the stability properties of some constituent fields.

Theory space LH models allow for a geometrical description of the group and field content. Such a geometrical description can also be used to illustrate some of the symmetries of the models. For instance, many theory space LH models contain a $`_4`$ symmetry that can interchange the non-linear sigma model fields among themselves. This symmetry is visualized in  as rotations of $`90^{}`$ on a square torus, though the symmetry exists in many theory space LH models without such a simple visualization. For instance, this symmetry is contained in the model  we study in greater detail later on in this paper. Because the lightest Higgs boson is contained in these non-linear sigma model fields, the $`_4`$ symmetry is broken once electroweak symmetry is broken by the development of a Higgs vacuum expectation value (vev). In the model we study in detail, the existence of the Higgs vev breaks this symmetry down to $`_2`$. It is the existence of this symmetry that allows theory space LH models to contain interesting dark matter candidates.

Given the freedom contained in many LH models, it is possible that the $`_4`$ and consequent $`_2`$ symmetries be approximate instead of exact. This is disastrous for the dark matter candidates we investigate, as has been explained above. Therefore, our results apply only to models in which these symmetries can be made exact. From here on we make the explicit assumption that at least the $`_2`$ symmetry is exact. As a result of our assumption, the lightest particle charged under this $`_2`$ will be stable. In theory space LH models, the Standard Model fields, including the Higgs, are even under this $`_2`$. In addition, theory space LH models always contain scalars $`\varphi `$ and $`\eta `$, which are both odd under the $`_2`$. Thus, the lightest of these two will be stable and will constitute the model’s only hope for a thermal dark matter candidate. Interestingly enough, $`\varphi `$ and $`\eta `$ are uncolored and also transform under the electroweak $`SU(2)_W\times U(1)_Y`$ as $`\mathrm{𝟑}_\mathrm{𝟎}`$ and $`\mathrm{𝟏}_\mathrm{𝟎}`$, respectively. So only the $`\varphi `$ can be considered a WIMP. Regardless, there are important similarities between particle characteristics that exist in theory space LH models and characteristics that allow the LSP in broken supersymmetric theories to provide roughly the correct amount of dark matter.

After electroweak symmetry breaking (EWSB), $`\varphi `$ and $`\eta `$ decompose into

$`\varphi (\varphi ^0,\varphi ^\pm )\eta \eta ^0.`$ (1)
Typically the $`\varphi ^0`$ and $`\eta ^0`$ mix after EWSB due to interactions of the form $`\eta h^{}\varphi h`$. We label the mass eigenstates $`N_1`$ and $`N_1^{}`$. Electrically charged particles cannot serve as dark matter so one must require $`m_{\varphi ^\pm }>m_{N_1}`$. The $`\varphi `$ and $`\eta `$ can either have the masses generated completely radiatively or have a tree-level mass from an “$`\mathrm{\Omega }`$ plaquette” . Schematically, the mass matrix is of the form:

$`_{\text{Mass}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(m_{\varphi \varphi }^2(\varphi ^0)^2+m_{\eta \eta }^2(\eta ^0)^22m_{\varphi \eta }^2\varphi ^0\eta ^0)m_{\varphi \varphi }^2|\varphi ^\pm |^2`$ (2)
with

$`m_{\varphi \varphi }^2`$ $`=`$ $`m_G^2+m_S^2+m_E^2+m_\mathrm{\Omega }^2`$
$`m_{\eta \eta }^2`$ $`=`$ $`m_S^2+m_E^2+m_\mathrm{\Omega }^2`$
$`m_{\varphi \eta }^2`$ $`=`$ $`m_E^2`$ (3)
where $`m_G^2`$, $`m_S^2`$, $`m_E^2`$ and, $`m_\mathrm{\Omega }^2`$ are the masses from gauge interactions, scalar interactions, electroweak symmetry breaking, and possibly a tree-level mass from an $`\mathrm{\Omega }`$ plaquette. Because $`\eta `$ is uncharged under the Standard Model gauge interactions, it does not receive a mass from this sector of the theory. The gauge contribution is typically the largest radiative contribution to the masses because

$`m_G^2{\displaystyle \frac{3g^2}{8\pi ^2}}m_W^{}^2\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }^2}{m_W^{}^2}}\right)m_S^2{\displaystyle \frac{\lambda }{8\pi ^2}}m_\varphi ^{}^2\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }^2}{m_\varphi ^{}^2}}\right)m_E^2{\displaystyle \frac{1}{4}}\lambda v^2,`$ (4)
with $`m_W^{}>\mathrm{\hspace{0.17em}1.8}\mathrm{TeV}`$ and $`m_\varphi ^{}1.5\mathrm{TeV}`$111The constraints on the masses of these particles come from precision electroweak constraints and limits on the breaking scale $`f`$ .. Here $`\varphi ^{}`$ are the heavy scalars needed to cancel the quadratic divergences of the Higgs quartic coupling and $`W^{}`$ are the heavy gauge bosons needed to cancel the divergences coming from the Standard Model gauge bosons. The parameter $`\lambda `$ determines the weight of the Higgs potential to be defined in Eqn. 17. As usual, $`v`$ is the magnitude of the two Higgs vevs, $`v^2=v_1^2+v_2^2`$ for the two Higgs doublet model we study in detail in the next section. The cut-off of the theory is $`\mathrm{\Lambda }4\pi f10`$ TeV and $`g`$ is the gauge coupling related to the TeV scale vector bosons. The mass matrix for $`\varphi ^0`$ and $`\eta ^0`$ can be diagonalized by an orthogonal transformation with a mixing angle, $`\vartheta _{\eta \varphi }`$. If contributions from $`\mathrm{\Omega }`$ plaquettes are ignored, the lightest eigenvalue of the mass matrix is of order $`100\mathrm{GeV}`$. Including $`\mathrm{\Omega }`$ plaquettes can lift the lightest eigenvalue up into the $`\mathrm{TeV}`$ range.

Depending on the full model, there can be a symmetry that interchanges $`\varphi ^0\eta ^0`$ in the absence of gauge interactions. For the $`SO(5)`$ model we study in the next section, this symmetry just exchanges the $`SU(2)_l`$ and $`SU(2)_r`$ subgroups of the $`SO(5)`$. This symmetry guarantees that the scalar ($`m_S^2`$) and EWSB ($`m_E^2`$) contributions between $`\varphi ^0`$ and $`\eta ^0`$ exactly cancel in the calculation of this mixing angle, now given by

$`\mathrm{tan}2\vartheta _{\eta \varphi }={\displaystyle \frac{2m_E^2}{m_G^2}}.`$ (5)
This angle becomes small when $`m_G^2`$ grows large. In this limit the dark matter candidate becomes predominantly $`\eta ^0`$-like and does not have gauge interactions with the electroweak vector bosons. However, $`\eta ^0`$ does have gauge interactions with the additional vector bosons of TeV-scale mass. It is for this reason we call this limit the “super-weakly” interacting limit. It is not uncommon to have $`m_G^2`$ large enough to yield $`\mathrm{cos}^2\vartheta _{\eta \varphi }0.95`$.

### 2.1 The Minimal Moose

The smallest theory space LH model is called the “Minimal Moose” . The total global symmetry structure of the theory is $`(G_L\times G_R)^4`$. This global symmetry structure is the essential feature that protects the Higgs from one loop divergences. The theory contains four non-linear sigma model (nl$`\sigma `$m) fields $`X_i`$, $`i=1,\mathrm{},4`$. The presence of each nl$`\sigma `$m field breaks a global $`G_L\times G_R`$ symmetry down to the diagonal group $`G_D`$. Under global symmetry transformations $`g_L`$ and $`g_R`$, the nl$`\sigma `$m fields transform as

$`X_ig_{Li}X_ig_{Ri}^{}.`$ (6)
In some models there is also an exact $`_4`$ discrete symmetry that interchanges the nl$`\sigma `$m fields. It is the $`_4`$ symmetry that will result in a stable dark matter candidate.

Only a subgroup of the entire global symmetry group is gauged. Inside $`G_R^4`$, $`SU(2)\times U(1)`$ is gauged while inside $`G_L^4`$, a group $`G`$ is gauged which also contains an $`SU(2)\times U(1)`$ subgroup. The four nl$`\sigma `$m fields break this extended gauge symmetry down to the diagonal $`SU(2)_W\times U(1)_Y`$. The nl$`\sigma `$m fields transform under gauge transformations as bi-fundamentals:

$`X_ig_GX_ig_{SU(2)\times U(1)}^{}.`$ (7)
In terms of the vocabulary of ’moose’ diagrams, this setup is a ‘two site - four link’ model with each ’site’ being a gauge group ($`G`$ and $`SU(2)\times U(1)`$, respectively ), and each ‘link’ being a nl$`\sigma `$m field. Since each link is charged under the gauge groups living at both sites, a geometrical picture can be drawn of the model as two dots connected by four lines. This model is closely related to the $`2\times 2`$ toroidal moose of , which is a four site model and is also easy to visualize. One views the $`2\times 2`$ toroidal moose as four dots, the corners of a square, connected by link fields to make the structure of a toroid. The minimal moose is related to the $`2\times 2`$ toroidal moose through orbifolding by a translation along each of the diagonals of the $`2\times 2`$ toroidal moose.

The gauge symmetries explicitly break the global symmetries. The breaking of the $`G_L^4`$ global symmetry is accomplished by only the $`G`$ gauge transformations. Similarly, the breaking of the $`G_R^4`$ global symmetry comes only from the $`SU(2)\times U(1)`$ gauge transformations. Since the gauge structure of the model is known, one can write down the kinetic terms in the Lagrangian:

$`_K={\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}f^2\mathrm{Tr}D_\mu X_iD^\mu X_i^{},`$ (8)
where $`f`$ is the ’pion decay constant’ of the nl$`\sigma `$m . The $`D_\mu `$ are the covariant derivatives, to be defined more explicitly below.

Up until this point we have kept the gauge group $`G`$ unspecified. We have done this because the minimal moose is, in some sense, modular. Many general properties are determined irrespective of which group is chosen, as long as $`G`$ contains $`SU(2)\times U(1)`$. However, each group offers different predictions for TeV-scale physics. As a result, some choices lead to tension with measurements of precision electroweak observables. For instance, in the original minimal moose , $`G`$ was chosen to be $`SU(3)`$. The theory resulting from this choice can be significantly constrained by precision electroweak physics . In  it was shown that $`SO(5)`$ (or equivalently $`Sp(4)`$) has a custodial $`SU(2)`$ symmetry that allows a simple limit where precision electroweak constraints are rather easily satisfied. There are several other groups that would work equally well such as $`SU(4)`$ or $`SO(7)`$, but we choose here to only pursue the $`SO(5)`$ model described in . This group has the added bonus that there is a symmetry in the gaugeless limit that interchanges $`\varphi ^0`$ and $`\eta ^0`$ so that Eq. 5 is valid. Another important motivation for $`SO(5)`$ is that the approximate $`_4`$ symmetry that is phenomenologically necessary to prevent unacceptably large triplet vevs can, and will, be lifted to an exact symmetry and will ensure the stability of the dark matter candidate.

Even though the $`SO(5)`$ model is relatively unconstrained by precision electroweak physics, some constraints from such considerations do exist. The most important comes from the breaking of custodial $`SU(2)`$ by electroweak symmetry breaking vevs. This breaking of custodial $`SU(2)`$ places a limit of $`700\mathrm{GeV}`$ on the nl$`\sigma `$m breaking scale, $`f`$. The custodial $`SU(2)`$ violation is proportional to $`\mathrm{sin}2\beta `$, where $`\mathrm{tan}\beta =v_2/v_1`$ is the ratio of the vevs of the two Higgs present in the model (see below). To suppress this effect, it is preferred for $`\beta `$ to be relatively small. In the $`_4`$ symmetric limit that we are pursuing to find dark matter, there are no issues of triplet vevs because there are no trilinear couplings between the Higgs doublets and the $`SU(2)_W`$ triplets. The effects upon the oblique $`S`$ and $`T`$ parameters from the new $`_4`$ symmetric top sector would need to be calculated in this model. However, it should be possible to make the effects small without significantly altering the limits. In addition to the mildness of precision electroweak constraints, another benefit of this model is that it has a relatively minimal set of particles.

Let us explicitly summarize some details about the symmetries and symmetry breaking in the model we are investigating. The $`SO(5)`$ minimal moose defined in  has the expected site group structure $`G\times G^{}=SO(5)\times [SU(2)\times U(1)]`$. The $`[SO(5)]^8`$ global symmetry is broken by the $`SO(5)\times [SU(2)\times U(1)]`$ gauge interactions. The aforementioned custodial $`SU(2)`$ is approximate and comes about from the gauging of $`SU(2)_r`$ in addition to the secondary $`SU(2)_l`$, both from the $`SO(5)`$. Thus, there exists a complete set of $`SO(5)`$ vector bosons with $`SU(2)_l\times SU(2)_r`$ representations $`W^l(\mathrm{𝟑}_l,\mathrm{𝟏}_r)`$, $`W^r(\mathrm{𝟏}_𝐥,\mathrm{𝟑}_r)`$, $`V(\mathrm{𝟐}_l,\mathrm{𝟐}_r)`$. Due to the embedding of $`U(1)_Y`$ inside the full $`SO(5)`$, the $`W^r`$ bosons split into $`W^{r,\pm }`$ and $`W^{r,3}`$. $`W^{r,3}`$ is the field responsible for cancelling the quadratic divergence of the $`U(1)_Y`$ gauge boson. If it is assumed that the $`SO(5)`$ gauge coupling is large, the Standard Model $`W`$ and $`B`$ are mainly composed of the $`[SU(2)\times U(1)]`$ gauge bosons. The heavier orthogonal combinations, $`W^{}`$ and $`B^{}`$ are thus mainly composed of the $`SO(5)`$ gauge bosons. The nl$`\sigma `$m fields $`X_i`$ break $`SO(5)\times [SU(2)\times U(1)]`$ down to the Standard Model $`SU(2)_W\times U(1)_Y`$, thereby giving $`W^{}`$ and $`B^{}`$ masses in the TeV range. At scale of the $`W^{}`$ mass, the entire $`_4`$ symmetry is still intact. As the energy scale is lowered, the standard Higgs mechanism breaks electroweak symmetry and the Higgs vevs break $`_4_2`$. However, as previously mentioned, this $`_2`$ is sufficient to preserve the stability of the lightest eigenstate of the $`(\eta ,\varphi )`$ system.

In the case of $`SO(5)`$ the covariant derivative acting on the nl$`\sigma `$m fields is

$`D_\mu X_i=_\mu X_iig_5X_iT^{\left[mn\right]}W_{5,\mu }^{\left[mn\right]}+i\left(g_2T^{l,a}W_\mu ^{l,a}+g_1T^{r,3}W_\mu ^{r,3}\right)X_i.`$ (9)
In this definition, $`W_{5,\mu }^{\left[mn\right]}`$ are the gauge bosons of the group $`SO(5)`$, $`W_\mu ^{l,a}`$ are the $`SU(2)`$ gauge bosons and $`W_\mu ^{r,3}`$ is the $`U(1)`$ gauge boson. Expanding the nl$`\sigma `$m fields around $`X_i=\text{1}\text{ }\text{1}`$, one finds that the kinetic term contains mass terms for the TeV-scale vector bosons with

$`m_W^{}^2={\displaystyle \frac{8g^2f^2}{\mathrm{sin}^22\theta }},m_B^{}^2={\displaystyle \frac{8g^{}{}_{}{}^{2}f_{}^{2}}{\mathrm{sin}^22\theta ^{}}}.`$ (10)
The mixing angles $`\theta `$ and $`\theta ^{}`$ are defined as

$`\mathrm{tan}\theta ={\displaystyle \frac{g_2}{g_5}},\mathrm{tan}\theta ^{}={\displaystyle \frac{g_1}{g_5}}.`$ (11)
At low energy the minimal moose has the same physics as any toroidal theory space . At tree level, two orthogonal combinations of pseudo-Goldstone boson multiplets are massless. In terms of the linearized modes $`X_i=\mathrm{exp}(ix_i/f)`$, we take the massless combinations to be $`x_1x_3`$ and $`x_2x_4`$. Continuing to follow the conventions of , these massless fields can be parametrized as

$`X_1=X_3^{}e^{2i\left(x+y\right)/f}`$ (12)
$`X_2=X_4^{}e^{2i\left(xy\right)/f}.`$ (13)
So in terms of the massless modes, there are two nl$`\sigma `$m fields, $`X=\mathrm{exp}(ix/f)`$ and $`Y=\mathrm{exp}(iy/f)`$, called the little Higgses, that transform as adjoints under the diagonal global $`SO(5)`$ symmetry. The low-energy Lagrangian in terms of these fields is:

$`_{LE}={\displaystyle \frac{f^2}{4}}\mathrm{Tr}|\widehat{D}_\mu X|^2+{\displaystyle \frac{f^2}{4}}\mathrm{Tr}|\widehat{D}_\mu Y|^2+\lambda f^4\mathrm{Tr}XYX^{}Y^{}.`$ (14)
The covariant derivative, $`\widehat{D}`$, acting on $`X`$ and $`Y`$, only contains the Standard Model $`SU(2)_W\times U(1)_Y`$ gauge fields. $`X`$ and $`Y`$ also have interactions with the TeV-scale $`W^{}`$ and $`B^{}`$ vector bosons, but these have not been included in Eq. 14. For dark matter calculations, the most important interactions are given by Eq. 14 and

$`_{W^{}\text{ Int}}=ig\mathrm{cot}2\theta \left(\mathrm{Tr}W_\mu ^{}X^{}\widehat{D}^\mu X+\mathrm{Tr}W_\mu ^{}Y^{}\widehat{D}^\mu Y\right)+\mathrm{h}.\mathrm{c}.+\mathrm{}`$ (15)
$`_{B^{}\text{ Int}}=ig^{}\mathrm{cot}2\theta ^{}\left(\mathrm{Tr}B_\mu ^{}X^{}\widehat{D}^\mu X+\mathrm{Tr}B_\mu ^{}Y^{}\widehat{D}^\mu Y\right)+\mathrm{h}.\mathrm{c}.+\mathrm{},`$ (16)
where interactions involving more than one heavy vector boson have been suppressed. The gauge mixing angles $`\theta `$ and $`\theta ^{}`$ have been given in Eq. 11. Bounds from non-oblique precision electroweak corrections require both $`\theta `$ and $`\theta ^{}`$ to be small . For simplicity we take the couplings of $`X`$ and $`Y`$ to $`W^{}`$ and $`B^{}`$ to be identical to the couplings to the Standard Model $`W`$ and $`B`$.

The potential in Eq. 14, when expanded in terms of the linearized modes to leading order, is:

$`V(x,y)=\lambda \mathrm{Tr}[x,y]^2.`$ (17)
The linearized fields, $`x`$ and $`y`$, are adjoints under the unbroken global $`G_D`$. Under the electroweak $`SU(2)_W\times U(1)_YG_D`$, the linearized fields decompose into several representations. These representations include $`\varphi `$ and $`\eta `$, which are in the $`\mathrm{𝟑}_\mathrm{𝟎}`$ and $`\mathrm{𝟏}_\mathrm{𝟎}`$ representations of $`SU(2)_W\times U(1)_Y`$, respectively. The decomposition also contains $`h`$, which is in the $`\mathrm{𝟐}_{\frac{\mathrm{𝟏}}{\mathrm{𝟐}}}`$ representation and is identified as the Standard Model Higgs. There can be additional matter fields as well, but those are unimportant for our present discussion.

The discrete $`_4`$ symmetry of the low energy theory in Eq. 14 takes

$`XY,YX^{}.`$ (18)
In  this symmetry is understood as $`90^{}`$ rotations on a square torus. It is possible to lift this symmetry to the entire high energy theory and also to make the symmetry exact, as is done in . In many models there will be a transformation that takes $`X\mathrm{\Omega }X\mathrm{\Omega }`$ and leaves the $`\eta `$ and $`\varphi `$ fields invariant but rotates the Higgs fields by $`e^{i\pi }`$. For instance, such a transformation can take the form of $`\mathrm{\Omega }=\text{diag}(1,1,1)`$ for $`G=SU(3)`$  or $`\mathrm{\Omega }=\text{diag}(1,1,1,1,1)`$ for our choice of $`G=SO(5)`$ . For the model of , this is just the $`_2`$ symmetry from the $`SU(2)_l`$ subgroup of $`SO(5)`$, different from the $`_4`$ symmetry of Eq. 18. After electroweak symmetry breaking the discrete $`_4\times _2`$ structure breaks leaving only an exact $`_2`$ symmetry:

$`X\mathrm{\Omega }X^{}\mathrm{\Omega }Y\mathrm{\Omega }Y^{}\mathrm{\Omega }.`$ (19)
Under this symmetry, the Standard Model fermions and Higgses are even, while $`\varphi \varphi `$ and $`\eta \eta `$. This symmetry will leave the lightest triplet or singlet scalar stable and can result in dark matter. It is important to note that to have a viable dark matter candidate it is necessary both that the $`_2`$ be exact and that the dark matter candidate be the lightest field transforming under this $`_2`$. Generally the stable scalars in $`X`$ do not mix significantly with the stable scalars in $`Y`$. This is because mixing is only generated at loop level through higher order interactions with the Higgs and the top quark. Each little Higgs, $`X`$ and $`Y`$, contains a neutral $`\eta `$ and a neutral $`\varphi `$, so there are four electrically neutral mass eigenstates that come from $`\eta _{x,y}`$ and $`\varphi _{x,y}`$. The interactions of the $`X`$ and $`Y`$ fields are the same at tree level, so the minimal moose has two almost-identical copies of the neutral $`\eta `$ and $`\varphi `$ fields. Thus we typically have two nearly degenerate scalars $`N_1`$ and $`N_2`$ and the two heavier admixtures $`N_1^{}`$ and $`N_2^{}`$. Since $`N_1`$ and $`N_2`$ are nearly degenerate, the evolution of their relic abundances are intertwined. Even though the heavier of the two (assumed to be $`N_2`$ for simplicity) will decay into the lighter one quickly (compared to the time scale involved in relic abundance evolution), both play important roles in the correct determination of the final dark matter density. When we perform the relic density analysis we take this complication into account.

It is also possible to deform the minimal moose by adding $`\mathrm{\Omega }`$ plaquettes. At low energies these deformations result in terms being added to Eq. 14, of the form

$`_{\mathrm{\Omega }\text{ Plaq}}=\kappa f^4\mathrm{Tr}\mathrm{\Omega }X\mathrm{\Omega }X+\kappa f^4\mathrm{Tr}\mathrm{\Omega }Y\mathrm{\Omega }Y+\mathrm{h}.\mathrm{c}..`$ (20)
These operators give tree-level masses for the scalars $`\eta `$ and $`\varphi `$ while leaving the Higgs massless. They can be made to be symmetric under the full $`_4\times _2`$ high-energy discrete global symmetry. Furthermore, these deformations allow us to lift the masses for the $`\varphi `$s and $`\eta `$s from the weak scale to the TeV scale without affecting naturalness.

It is important to remember that the mass matrix of the $`(\eta ,\varphi )`$ system is dominated by contributions from gauge interactions, and this frequently results in a lightest eigenstate that is mainly $`\eta `$-like. Due to this strong dominance in determining the mass eigenstates, the gauge interactions also have a dominant influence on the relic abundance, as will be clearly shown in the next section. For concreteness, we explicitly give the part of the $`\varphi `$ covariant derivative containing $`\varphi _{x,y}^0`$:

$`\widehat{D}_\mu \varphi _{x,y}{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}_\mu \varphi _{x,y}^0& igW_\mu ^2\varphi _{x,y}^0gW_\mu ^1\varphi _{x,y}^0\\ igW_\mu ^2\varphi _{x,y}^0+gW_\mu ^1\varphi _{x,y}^0& _\mu \varphi _{x,y}^0\end{array}\right)`$ (23)
The charged and neutral $`\varphi `$ fields also have interactions with the heavy vector bosons through interactions derived from Eq. 16:

$`_{W^{}\text{ Int}}=ig\mathrm{cot}2\theta \left(\mathrm{Tr}W_\mu ^{}\varphi _x^{}\widehat{D}^\mu \varphi _x+\mathrm{Tr}W_\mu ^{}\varphi _y^{}\widehat{D}^\mu \varphi _y\right)+\mathrm{h}.\mathrm{c}.+\mathrm{}`$ (24)
$`_{B^{}\text{ Int}}=ig^{}\mathrm{cot}2\theta ^{}\left(\mathrm{Tr}B_\mu ^{}\varphi _x^{}\widehat{D}^\mu \varphi _x+\mathrm{Tr}B_\mu ^{}\varphi _y^{}\widehat{D}^\mu \varphi _y\right)+\mathrm{h}.\mathrm{c}.+\mathrm{}.`$ (25)
We have left the $`\varphi `$ in its $`SU(2)`$ triplet form in Eqs. 24 and 25, but decomposition into $`\varphi ^\pm `$ and $`\varphi ^0`$ follows using the standard operations. One can easily find the interactions involving $`\varphi ^0`$ by realizing that the neutral field comes only from the $`a=3`$ part of $`\varphi =\varphi ^aT^a`$ where $`T^a`$ are the $`SU(2)`$ generators defined in the Appendix of Ref. .

The $`\eta ^0`$ has no direct gauge interactions except for terms like $`g^2\eta ^0\eta ^0B_\mu ^{}B^\mu `$. These terms do not contribute to an extent that suppresses the relic density into the cosmologically preferred range.

After the gauge interactions, the most important interactions come from the quartic potential. To determine the quartic potential, one must define the vevs for the linearized modes $`x`$ and $`y`$ which contain the Higgses. The directions of these vevs are:

$`x={\displaystyle \frac{v\mathrm{cos}\beta \mathrm{cos}\frac{\xi }{2}}{\sqrt{2}}}T^{v\mathrm{\hspace{0.17em}0}}{\displaystyle \frac{v\mathrm{cos}\beta \mathrm{sin}\frac{\xi }{2}}{\sqrt{2}}}T^{v\mathrm{\hspace{0.17em}3}}y={\displaystyle \frac{v\mathrm{sin}\beta \mathrm{cos}\frac{\xi }{2}}{\sqrt{2}}}T^{v\mathrm{\hspace{0.17em}0}}+{\displaystyle \frac{v\mathrm{sin}\beta \mathrm{sin}\frac{\xi }{2}}{\sqrt{2}}}T^{v\mathrm{\hspace{0.17em}3}}`$ (26)
where we are again using the generators in the Appendix of Ref. . The quartic potential cannot stabilize EWSB when $`\xi =0,\pi `$ because this is precisely where $`[x,y]=0`$. In  the angle $`\xi `$ was taken to be $`\frac{\pi }{2}`$ to simplify the analysis, but it is possible that a symmetry can enforce this. In this paper we use this limit as a simplifying assumption.

Below we give the interaction potential for the $`(\eta ,\varphi )`$ system that we use in part to compute the annihilation rate in the next section. This interaction potential can be derived directly from Eq. 17. The $`h^0`$ is the usual lightest Higgs, $`H^0`$ is the heavy CP-even Higgs and $`A^0`$ is the CP-odd Higgs. The $`h^0H^0`$ mixing angle, $`\alpha `$, is typically close to $`\beta `$ with this Higgs potential although our results are generally insensitive to this. Choosing $`\alpha =\beta `$ the potential is:

$`V=`$ $`{\displaystyle \frac{\lambda v}{8}}h^0(\mathrm{cos}^2\beta (\varphi _x^0\eta _x^0)^2+\mathrm{sin}^2\beta (\varphi _y^0\eta _y^0)^2)`$ (27)
$`+`$ $`{\displaystyle \frac{\lambda v}{4}}\mathrm{sin}2\beta H^0((\varphi _x^0\eta _x^0)^2+(\varphi _y^0\eta _y^0)^2)`$
$`+`$ $`{\displaystyle \frac{\lambda v}{4}}A^0\eta _x^0\eta _y^0`$
As can be seen in the above equation, it is only interactions with the CP-odd Higgs that allow the $`N_1`$ and $`N_2`$ eigenstates to coannihilate222Here we use the term coannihilation to refer to interactions between two different particle species in the thermal bath, such as $`N_1N_2X`$. When we speak of standard annihilation, we mean interactions between two particles of the same species, such as $`N_1N_1X`$.. Other than these interactions, the cosmological development of their relic densities is independent.

On the surface, the physical Higgs sector of this model resembles that in the MSSM. However, one notable exception is the coupling of $`b`$ quarks to the lightest Higgs. In the MSSM, the coupling of the lightest Higgs to $`b`$ has a fixed $`\mathrm{tan}\beta `$ dependence. In the minimal moose, there is a freedom as to whether the lightest Higgs couples to $`b`$ quarks proportional to $`\mathrm{tan}\beta `$ or proportional to $`\mathrm{cot}\beta `$. This can have a non-negligible effect on the relic density. In the analysis below, we choose the coupling to be proportional to $`\mathrm{tan}\beta `$, but we indicate how the allowed LH parameter space would change had we chosen the coupling to be proportional to $`\mathrm{cot}\beta `$.

## 3 Calculation of Relic Abundances

Now we will use the general properties of the possible LH dark matter candidate to calculate its relic abundance. We will include all of the interactions listed in the previous section. These would be expected to be the dominant contributions. Subdominant contributions might be expected from interactions with other heavy states in the theory. We will find that a proper relic density generally prefers $`N_1`$ to have a larger mass than estimated in the literature on LH models, though the notable exception exists of a super-weak eigenstate.

We start here by assuming that $`N_{1,2}`$ have some masses $`m_{N_1}=m_{N_2}`$ and can annihilate, as mentioned before, through a mixture of weak and super-weak gauge bosons and also the Higgs bosons333We remind the reader that we also include coannihilation effects since $`N_2`$ is assumed to be degenerate in mass with $`N_1`$. These effects are explained in more detail in Section 3.1.. We have given these interactions explicitly in Eqs. 14, 23, 24, 25 and 27. From this we can calculate a thermally averaged cross section $`\sigma v`$. The thermally averaged cross section is used in the evolution equation for the number density of $`N_1`$, the Boltzmann equation:

$`{\displaystyle \frac{dn}{dt}}=3Hn\sigma v\left[n^2\left(n^{eq}\right)^2\right]`$ (28)
The Boltzmann equation shows that universal expansion always dilutes the number density of a particle species, but also that annihilations only become important once the particle species has diverted from equilibrium with the rest of the universe. One would naturally expect this departure from thermal equilibrium to happen once the temperature of the universe has dropped below the mass of the particle, $`T<m_{N_1}`$. Once the particle has decoupled from the surrounding thermal bath, the number density is still being diluted by Hubble expansion. This expansion eventually shuts off the annihilation once the expansion rate, set by $`H`$, dominates over the annihilation rate, set by $`\mathrm{\Gamma }=n\sigma v`$. After this event occurs, called ’freeze-out,’ the number density of the particle species is essentially frozen except for further dilution from Hubble expansion. Thus, one of the most important calculations to be done to determine a relic density is the calculation of the temperature at which freeze-out occurs, $`T_F`$. This temperature is determined iteratively through its dimensionless inverse $`x_F=m_{N_1}/T_F`$:

$$x_F=\mathrm{ln}\left(\frac{0.038gm_{\text{Pl}}m_{N_1}\sigma v}{\sqrt{g_{}x_F}}\right).$$
(29)
Here $`g`$ is the number of degrees of freedom for the dark matter candidate, $`m_{Pl}`$ is the Planck mass, and $`g_{}`$ is the number of effective relativistic degrees of freedom at the time of freeze-out of the dark matter particle. For weakly interacting cold dark matter candidates, one normally finds $`x_F20`$. Having determined $`\sigma v`$ and $`x_F`$, the most important formula we need is

$$\mathrm{\Omega }_{dm}h^2=\frac{1.07\times 10^9\mathrm{GeV}^1}{g_{}^{1/2}m_{\text{Pl}}J\left(x_F\right)},$$
(30)
where $`J(x_F)=_{x_F}^{\mathrm{}}\sigma vx^2𝑑x`$.

In many supersymmetric theories, one finds $`m_{dm}100\mathrm{GeV}`$. Recall that in supersymmetric theories, many of the annihilation channels of neutralinos are suppressed by a velocity factor of $`(14m_{dm}^2/s)`$ because the initial state particles are fermions. Here $`s`$ is the squared center-of-mass energy. This suppression is even more severe in neutralinos because they are Majorana fermions, but the effect exists in some annihilation channels of Dirac fermions as well. Because the dark matter candidates are often scalars in theory space LH models, this suppression factor is absent. Therefore, the annihilation is more efficient and higher masses are required to achieve the correct relic density than in models involving neutralino dark matter. This absence of velocity suppression is also important in other models with scalar dark matter candidates  such as inelastic sneutrino dark matter . The heavier required masses can clearly be seen in Figure 1 where contours of constant relic density are plotted in the $`(\mathrm{cos}^2\vartheta _{\eta \varphi },m_{N_1})`$ plane. Here $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ is the mixing parameter defined in the discussion leading up to Eq. 5. It is the mixing parameter that determines the admixture of weak and super-weak strength with which $`N_1`$ can annihilate. In this and following plots, the green (light shaded) regions are cosmologically preferred with $`0.094\mathrm{\Omega }_{dm}h^20.129`$ . The red (dark shaded) regions are cosmologically excluded, having a relic density $`\mathrm{\Omega }_{dm}h^20.129`$. In Figs. 1 and 2 we have chosen $`\mathrm{tan}\beta =0.4`$, a moderate value that is still allowed by precision electroweak constraints . We have also fixed the lightest Higgs mass to be $`m_{h^0}=136\mathrm{GeV}`$, the heavy Higgs masses to be $`m_{H^0}=m_{H^\pm }=m_A=500\mathrm{GeV}`$, and the heavy super-weak gauge boson masses to be $`m_W^{}=m_B^{}=1800\mathrm{GeV}`$. Furthermore, here we take the Higgs boson to couple to the $`b`$ quark proportional to $`\mathrm{tan}\beta `$. As mentioned previously, this is an arbitrary choice. We explain below what happens if this choice is instead changed to $`\mathrm{cot}\beta `$.

In Figure 1 we can see that requiring the LH model to supply all required dark matter allows $`m_{N_1}100\mathrm{GeV}`$ for any value of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$, thus signalling a robust weak-scale dark matter candidate. However, it is important to note that $`\mathrm{cos}^2\vartheta _{\eta \varphi }0.8`$ is required to have $`m_{N_1}`$ not be constrained to lie on $`m_{h^0}/2\pm \delta `$ or $`m_W`$, where $`\delta `$ is roughly $`3\mathrm{GeV}`$. This behavior will be explained in the next paragraph. Between $`m_W`$ and $`m_{h^0}`$, a preferred region exists with the aforementioned $`\mathrm{cos}^2\vartheta _{\eta \varphi }0.8`$. Above $`m_{h^0}`$, annihilation to an $`hh`$ final state again reduces the relic density beyond relevancy. Once above $`m_{h^0}`$, one must go beyond $`m_{N_1}500\mathrm{GeV}`$ in order to find cosmologically preferred regions. Why are masses around $`400\mathrm{GeV}`$ required above $`m_{h^0}`$ for a general mixed $`N_{1,2}`$? The single most important influence causing this characteristic is the aforementioned lack of suppression in the thermally averaged cross section, due to $`N_{1,2}`$ being scalars.

First, below $`m_W`$, there are no efficient annihilation channels to deplete $`N_1`$ except for resonant annihilation through the lightest Higgs boson. As this resonance is approached from either above or below, the annihilation cross section rises rapidly until the dark matter constraint is satisfied for a brief range in $`m_{N_1}`$. This situation is different from other paradigms such as supersymmetry because $`N_1`$ has no direct coupling to the neutral gauge bosons, so there can be no s-channel annihilation through $`Z`$ or $`\gamma `$. Second, once $`m_{N_1}>m_W`$, efficient annihilation occurs to $`W^+W^{}`$. Such significant annihilation depresses the relic density below preferred values except for the high-$`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ region. It is this high-$`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ region where the $`N_1`$ is primarily an $`SU(2)`$ singlet, so it cannot annihilate effectively to $`W^+W^{}`$. Above $`m_W`$, the preferred region gradually starts to prefer lower values of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ as $`m_{N_1}`$ increases. This is because $`\mathrm{\Omega }_{DM}h^2m/\sigma v`$, so in order to keep $`\mathrm{\Omega }_{DM}h^2`$ constant for a higher mass, the thermally averaged annihilation cross section must also increase. This trend continues until $`m_{N_1}=m_{h^0}`$.

As was mentioned above, a region below $`200\mathrm{GeV}`$ exists with the right relic abundance. This region is below the $`t\overline{t}`$ and $`h^0h^0`$ production thresholds, so annihilation is not extremely efficient barring resonances. We display this low-$`m_{N_1}`$ region in greater detail in the right plot of Figure 2. Below $`m_W`$, there are no efficient annihilation channels to deplete $`N_1`$ except for resonant annihilation through the lightest Higgs boson. As this resonance is approached from either above or below, the annihilation cross section rises rapidly until the dark matter constraint is satisfied for a brief range in $`m_{N_1}`$. This situation is different from other paradigms such as supersymmetry because $`N_1`$ has no direct coupling to the neutral gauge bosons, so there can be no s-channel annihilation through $`Z`$ or $`\gamma `$. This can be seen from the explicit expression for the covariant derivative, Eq. 23. Second, once $`m_{N_1}>m_W`$, efficient annihilation occurs to $`W^+W^{}`$. Such significant annihilation depresses the relic density below preferred values except for the high-$`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ region. It is this high-$`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ region where the $`N_1`$ is primarily an $`SU(2)`$ singlet, so it cannot annihilate effectively to $`W^+W^{}`$. Above $`m_W`$, the preferred region gradually starts to move towards lower values of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ as $`m_{N_1}`$ increases. This is because $`\mathrm{\Omega }_{DM}h^2m/\sigma v`$, so in order to keep $`\mathrm{\Omega }_{DM}h^2`$ constant for a higher mass, the thermally averaged annihilation cross section must also increase. The trend continues until $`m_{N_1}=m_{h^0}`$. Finally, at $`m_{h^0}`$, the $`h^0h^0`$ production threshold is crossed and the relic density is uniformly reduced below a relevant level. If one can imagine this parameter space absent of the thresholds and resonances, a general trend towards heavier masses at lower $`\mathrm{cos}\vartheta _{\eta \varphi }`$ is apparent if $`m_{N_1}>m_W`$. This continues for the entire parameter space and is due to the strong $`\mathrm{cos}\vartheta _{\eta \varphi }`$ dependence in the couplings of $`N_{1,2}`$ to the Standard Model $`W^\pm `$.

Between $`200`$ and $`400\mathrm{GeV}`$ in Figure 1 a region is visible without a significant relic density. This is due primarily to efficient annihilation into $`t\overline{t}`$ and $`h^0h^0`$ final states. Preferred regions arise again above $`400\mathrm{GeV}`$ and move towards the weak end of the mixed region (low $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$) by $`800\mathrm{GeV}`$. This region between $`400`$ and $`800\mathrm{GeV}`$ is dominated by annihilations to $`W^+W^{}`$, so the $`\mathrm{cos}\vartheta _{\eta \varphi }`$ dependence comes directly from mixing angle effects on the gauge couplings of $`N_{1,2}`$. The main additional structure in this region is the slight kink at $`500\mathrm{GeV}`$ which is due to the production threshold for heavy Higgs final states. The region above $`1000\mathrm{GeV}`$ is excluded experimentally because annihilation is not efficient enough to reduce the relic density appropriately. It is possible that UV completions to this model may provide additional annihilation channels. However, the mass of the dark matter particle eventually becomes limited by partial-wave unitarity considerations and one has a difficult time avoiding the upper dark matter bound for a weakly coupled thermal relic of mass above $`2\mathrm{TeV}`$ .

How sensitive are these regions of parameter space to the assumptions we have made? The most robust regions are the super-weak area between $`m_{N_1}80\mathrm{GeV}`$ and $`m_{N_1}140\mathrm{GeV}`$ and the sliver of parameter space below $`m_{h^0}/2`$, shown in detail in the right plot in Figure 2. If one assumes that the $`b`$ quark couples proportional to $`\mathrm{cot}\beta `$ instead of $`\mathrm{tan}\beta `$, then the entire region between $`m_{h^0}/2`$ and $`m_W`$ becomes completely depleted of relevant dark matter, but the region between $`m_{N_1}80\mathrm{GeV}`$ and $`m_{N_1}140\mathrm{GeV}`$ remains unscathed and the $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$-independent sliver below $`m_{h^0}/2`$ remains, but drops down to around $`50\mathrm{GeV}`$. Additionally, if one takes a very small value for $`\mathrm{tan}\beta `$, say around $`0.1`$, then the preferred band in the region between $`400\mathrm{GeV}`$ and $`1000\mathrm{GeV}`$ in Figure 1 gets pushed up to values between $`1700\mathrm{GeV}`$ and $`2000\mathrm{GeV}`$, though the existence of the band is robust. So, regardless of the assumptions that are made, regions with an acceptable relic density exist below $`m_{h^0}/2`$ and between $`80`$ and $`140\mathrm{GeV}`$ for large values of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ and also above $`900\mathrm{GeV}`$ for any value of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$.

Dark matter direct detection limits depend on the mass of the relic particle. Direct detection experiments are designed to best detect particles roughly in the $`m_{N_1}=80140\mathrm{GeV}`$ range444 Direct detection possibilities for the super-weakly coupled dark matter candidate are suppressed compared to typical supersymmetric candidates for two important reasons. First, there are no intermediate colored states that couple the candidate to nuclear matter. Second, there are no couplings between $`N_{1,2}`$ and the neutral weak vector bosons. Thus, nuclear scattering will occur dominantly through s-channel Higgs bosons, which is suppressed by Yukawa couplings.. In this model, a mass in this range requires a high value of $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$. To achieve this, it requires a large gauge contribution to the $`\varphi `$ mass which translates into heavier super-weak vector bosons. This is the limit that precision electroweak observables prefer . A study of direct and indirect detection prospects is beyond the scope of this paper, but is the subject of current ongoing work .

Since gauge contributions dominate the mass matrix (Eq. 2) for the neutral $`(\eta ,\varphi )`$ system, Eq. 5 implies that large $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ happens easily. To investigate this region in more detail, we have focused on large $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ in the left plot in Figure 2. Taking this plot to represent the ‘natural’ portion of the full parameter space, we can see that over half of the region (the part with red coloring) is ruled out on cosmological grounds. Most of the rest of the parameter space has a relic density too low to be cosmologically relevant. The regions with acceptable relic density can be grouped into two categories. The first region occurs between $`400\mathrm{GeV}`$ and $`900\mathrm{GeV}`$ and is due mainly to final states $`W^+W^{}`$, $`t\overline{t}`$ and $`h^0h^0`$. This region does not require any tight relationship between $`N_{1,2}`$ and another particle. The second category is the low-$`m_{N_1}`$ region below $`m_{N_1}=200\mathrm{GeV}`$. If, for example, we take $`\mathrm{cos}^2\vartheta _{\eta \varphi }=0.95`$ and review Figure 2, we find that the dark matter candidate must take very specific mass values: $`m_{N_1}=m_{h^0}/2\pm \delta ,m_W,m_{h^0}`$, or $`400\pm 50\mathrm{GeV}`$. Again, $`\delta `$ is a small number around $`3\mathrm{GeV}`$. While it is possible for $`\mathrm{cos}^2\vartheta _{\eta \varphi }`$ to be large without being around $`0.95`$, the predictive power of such a scenario in terms of dark matter is intriguing.

In summary, we find that LH models with a general mixed $`N_1`$ state do not provide enough relic density to explain dark matter unless either additional $`\mathrm{\Omega }`$ plaquettes are included to lift $`m_{N_1}`$, or $`m_{N_1}`$ is chosen to have very specific values, namely $`m_W`$ or $`m_{h^0}/2\pm 3\mathrm{GeV}`$. However, we do find that the most likely scenario, that of a super-weakly interacting $`N_1`$ with $`m_{N_1}100\mathrm{GeV}`$, is able to provide for the correct relic density, although the preferred region is quite narrow.

### 3.1 Other Possible Effects

At this point it is natural to inquire about other contributions to the relic density calculations that might change our results. As we will describe, additional effects will likely only further reduce the available parameter space. Possible contributions fall into one of three categories: additional annihilation channels, coannihilation channels, and entropy generation after $`N_1`$ freeze-out. We will discuss each of these in turn.

There are almost certainly other ways that two $`N_1`$ particles can annihilate. These new channels may come from other loop-suppressed operators, or possibly from operators that appear in other specific models. Any time new annihilation channels are allowed, one expects the thermally averaged cross section to be increased. This will further suppress the relic density of $`N_1`$. We have already seen this in Figures 1 and 2 when the resonant annihilation and particle production thresholds were crossed.

As mentioned previously, it is also possible for the mass of $`\varphi _1^+`$ (the lighter of $`\varphi _x^+`$ and $`\varphi _y^+`$) to be degenerate with the mass of $`N_1`$ to within 5-10%. Such a scenario can occur when the mass contributions coming from the $`\mathrm{\Omega }`$-plaquettes dominate the mass matrices. While this situation is unlikely for light $`N_1`$s, it is not unnatural for heavy $`N_1`$s, whose masses can be prinicipally determined by $`\mathrm{\Omega }`$-plaquettes. When this degeneracy happens, the two particles freeze out of equilibrium at about the same time, and the interactions of $`\varphi _1^+`$ can significantly affect the resulting relic density of $`N_1`$ . We can make the normal assumption that $`\varphi _1^+`$ decays into $`N_1`$ on a time scale much shorter than the Hubble expansion time scale. Thus, instead of treating the evolution of the number density $`n_i`$ of each species separately, we can evolve the total number density $`n=n_{N_1}+n_{\varphi _1^+}`$. To do this, we need to approximate the thermally averaged cross section as

$$\sigma v=\underset{i,j}{}\sigma _{ij}\frac{n_i^{eq}}{n^{eq}}\frac{n_j^{eq}}{n^{eq}},$$
(31)
where the $`eq`$ superscript denotes values at equilibrium and $`i`$ and $`j`$ denote particle species to be summed over ($`N_1`$ and $`\varphi _1^+`$ for this example). From this formula we can see that just adding a coannihilator with equal annihilation cross sections to the original particle has little effect on the relic density. In fact, this is the case for our analysis already. We have included the fact that $`\eta _x`$ and $`\eta _y`$ (as well as $`\varphi _x^0`$ and $`\varphi _y^0`$) are very nearly degenerate in mass and can coannihilate. In order for coannihilation to have a significant effect on the relic density, it is necessary for some of the coannihilation channels to dominate over the normal annihilation channels. This happens in mSUGRA when the lightest neutralino can coannihilate with the lightest stau  or stop . It is also possible to have coannihilation with another neutralino  both in mSUGRA in the ’focus point’ region  and also in rSUGRA  and string derived models . In LH models, the net effect is expected to be qualitatively similar to supersymmetric models. Including coannihilation effects, like including additional annihilation channels, will reduce the relic density.

It is also possible that significant entropy can be generated between the freeze-out temperature of $`N_1`$ and the present temperature. When the relic density is calculated, the quantity that is evolved is the number density per comoving volume. This is computed by dividing the number density by the entropy density: $`Y_{N_1}=n_{N_1}/s`$. In making this redefinition, it is assumed that entropy is neither added to nor removed from the system under study. However, such an assumption about the entropy need not hold. If entropy is added to or taken away from the universe, then the number density per comoving volume will not obey the simple standard evolution. In terms of an existing relic density, the net effect will be to multiply a particle’s relic density by a factor of roughly $`S_{old}/S_{new}`$. $`S_{old}`$ is the entropy per comoving volume before the entropy change occurred and $`S_{new}`$ is the entropy per comoving volume after the change in entropy occurred. The end result is again a reduction in the relic density for the case of entropy generation555It is possible, however, to have both entropy production and relic density increase through the decay of a heavy modulus .. In some sense this generic reduction in relic density is good because it also reduces the amount of parameter space that is excluded on cosmological grounds (where $`\mathrm{\Omega }_{dm}h^2>0.129`$). However, it also results in a reduction in the amount of cosmologically preferred parameter space (where $`0.094<\mathrm{\Omega }_{dm}h^2<\mathrm{\hspace{0.17em}0.129}`$). Thus, only the regions with $`\mathrm{\Omega }_{dm}h^2<\mathrm{\hspace{0.17em}0.094}`$ are enlarged. Such regions do not supply enough relic density from the $`N_{1,2}`$ particles, so one might have to appeal to dark matter candidates outside of the LH model to meet current dark matter density measurements.

## 4 Conclusion

We have investigated the possibility of having a dark matter candidate arise from a ’little Higgs’ model. We found regions of parameter space which satisfy the relic density requirement
$`0.094<\mathrm{\Omega }_{dm}h^2<\mathrm{\hspace{0.17em}0.129}`$. These regions require a dark matter candidate that either has a mass between roughly $`m_{h^0}/2`$ and $`m_{h^0}`$ or has a mass above $`400\mathrm{GeV}`$. The low-mass parameter space additionally requires the candidate to have either ’super-weak’ coupling or very specific masses of $`m_{h^0}/2\pm 3\mathrm{GeV}`$ or $`m_W`$. This is somewhat different from the standard dark matter scenario in theories involving broken supersymmetry and stems from the LH dark matter candidate being a scalar and also not having any direct couplings to the neutral vector bosons. We discussed additional possible contributions to the relic density calculation of the dark matter candidate. We found that the additional contributions tended to result in an even lower relic abundance.

The standard estimate for dark matter gives that weak couplings and masses $`𝒪(10\mathrm{GeV})𝒪(1\mathrm{TeV})`$ result in the right order of magnitude for the dark matter abundance. This numerology indicates that dark matter might be related to electroweak symmetry breaking or the physics stabilizing the weak scale. In this note we have shown that it seems possible to accommodate sufficient dark matter for theory space models with exact discrete symmetries. If this had not been the case either by over-depletion or by a breaking of the discrete symmetry, then there would still be the usual dark matter problem. Through standard calculations using partial-wave unitarity it is possible to put an upper limit of $`550\mathrm{TeV}`$ on the mass of the dark matter particle. By using a more refined calculation assuming weak coupling, the limit can be brought down to about $`1.8\mathrm{TeV}`$ . If there is insufficient dark matter from such theory space models and if the dark matter is related to the weak scale, then it must come from physics in the ultraviolet and the particles must have masses roughly $`𝒪(f)`$ or less if they are weakly coupled. However, it should also be noted that it is possible that dark matter can originate from axions or also a sector unconnected to the Standard Model except through gravity.

In conclusion, we have found viable dark matter in a prototypical LH model. Requiring the correct relic density forces the LH model to one of three regions. First, $`N_{1,2}`$ can have masses of $`m_{h^0}/2\pm 3\mathrm{GeV}`$ or $`m_W`$, resulting in resonant and threshold annihilation, respectively. Second, it is possible to have a ’super-weak’ $`N_{1,2}`$ with $`\mathrm{cos}^2\vartheta _{\eta \varphi }1`$ (where the gauge contributions dominate in the $`\eta `$-$`\varphi `$ mass matrix). Lastly, the LH model can have large $`\mathrm{\Omega }`$ plaquettes to raise $`m_{N_{1,2}}`$. However, both the extreme ’super-weak’ regime and very large contributions from $`\mathrm{\Omega }`$ plaquettes appear to over-close the universe.

## Acknowledgments

A. B.-H. would like to thank Maxim Perelstein for numerous fruitful and enjoyable conversations. The work of A. B.-H. was supported in part by the DOE Contract DE-AC03-76SF00098 and in part by the NSF grant PHY-00988-40.


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# A Possible Correlation between Mass Ratio and Period Ratio in Multiple Planetary Systems

## 1 The correlation between the mass ratio and the period ratio

As of March 2003, $`101`$ extra-solar giant planets have been discovered, with minimum masses between $`0.12`$ and $`15`$ Jupiter masses and orbital periods between $`2.986`$ and $`5360`$ days111see http://exoplanets.org/almanacframe.html. The periods and the masses of the planets are apparently correlated. The emerging population has shown indications for a correlation that corresponds to a paucity of massive planets with short orbital periods. Furthermore, this correlation does not appear in the population of planets that have been found in stellar binary systems (Zucker & Mazeh 2002).

The known extra-solar planets include a special subgroup of $`22`$ planets found in $`10`$ multiple systems (Fischer et al. 2003), two of which consist of $`3`$ planets ($`\upsilon `$ And and 55 Cnc). In this Letter we focus on the masses and orbital periods of the planets found in the multiple systems, and present a distinctive correlation that characterizes this subsample.

The multiple systems provide us with a unique feature — the mass and period ratios between planets in adjacent orbits, ratios that can reflect general characteristics of the multiple systems. Although only the minimum masses are known for each planet, we assume the orbital inclinations of the planets in the same multiple system are similar, and therefore the ratio of the minumum masses is very close to the ratio of the actual masses. We therefore studied here the correlation between the (minimum) mass and the period ratios of all pairs of planets in adjacent orbits.

For each multiple system with two planets we derived one mass ratio and one orbital-period ratio. For each of the two systems with three known planets, we derived two sets of ratios — one set of ratios between the intermediate planet and the innermost one, and one set of ratios between the outermost and the intermediate one. Altogether, we have $`12`$ such pairs of extra-solar planets. In Figure 1 we plotted their mass ratios as a function of their period ratios.

The Solar System includes two giant planets, Jupiter and Saturn, within the mass range of the known extra solar planets. We added an open circle in the Figure to represent the mass and period ratios of the Saturn/Jupiter pair. The mass and period ratios are very similar to those of 47 UMa, as already pointed out by Fischer et al. (2002).

The Figure shows an intriguing correlation between the two ratios. Except for two points that lie exactly at the 1:2 orbital-period resonance, all points seem to fit a straight line in a log-log plot. Considering the extra-solar planets alone, the correlation between the logarithms of the two ratios is $`0.9415`$ and the best-fit line, which is also plotted in the Figure, has a slope of $`0.92\pm 0.10`$ — suspiciously close to unity. When the fit includes the solar-system point, the correlation rises to $`0.9498`$.

## 2 Significance

The number of points in Figure 1 is extremely small. We have altogether only $`12`$ points (excluding Saturn/Jupiter), out of which, we claim, $`2`$ points should be excluded, because of their unique period ratio. On top of that, the data are subject to a strong selection effect that thwarts the detection of extra-solar planets with small masses and long periods. On the other hand, the correlation is intriguingly high, even for such a small number of points.

To estimate the significance of our findings we performed two randomization tests. In the first one we have used the masses and orbital periods of all known planets, a set that is supposedly subject to similar observational selection effect. We chose at random $`8`$ pairs and $`2`$ triples of orbits from the $`101`$ extra-solar orbits, and calculated the correlation between their mass ratios and period ratios. We removed the two pairs that maximized the correlation for the remaining $`10`$ pairs. Out of $`1,000,000`$ random choices, only $`7921`$ (0.8%) yielded correlations higher than that obtained for the true data of the extra-solar pairs of planets.

The Monte-Carlo simulation described above shows the significance of the linear relation for the extra-solar planets alone. As we have seen in the previous section, the Saturn/Jupiter pair seems to agree with the same rule. In order to take account of this fact, we repeated the simulations, this time adding this pair to the randomly drawn $`10`$ pairs and $`2`$ triples, before rejecting two points. The significance implied by these modified simulations is $`0.3\%`$!

Note, however, that the selection effects of the single planets could have been quite different from the selection effects of the multiple systems. This might be the case mainly because once a planet has been discovered in a system, the observation strategy changes, leading to a different set of biases when additional planets are discovered in the same system. In general, large spread of a few radial velocity measurements of the stars in the sample is the first hint of the first planet, which usually entails further extensive series of observations. Large residuals relative to the derived orbit are a sign for a second planet, which can be the drive for additional observations that might detect and measure the orbital motion of the second (and third) planet.

Furthermore, the difficulty of extracting multiple signatures from the same data set probably introduces certain biases when looking for low mass planets in multiple systems. It might be more difficult to identify a low mass planet in a system which already contains a large planet if the orbital periods are similar rather than if they differ by a factor of 10 or more.

To try and overcome these difficulties we ran another randomization test in which we considered only the planets found in multiple systems. Again, we chose at random $`8`$ pairs and $`2`$ triples of orbits only from the $`22`$ extra-solar orbits found at the multiple systems, and calculated the correlation between their mass ratios and period ratios. The period and mass distributions of the inner and outer planet in our simulated population are very similar to those of the actual pairs. For each set of simulated pairs we removed the two pairs that maximized the correlation for the remaining $`10`$ pairs. Out of $`1,000,000`$ random choices, only $`6543`$ (0.65%) yielded correlations higher than that obtained for the true data of the extra-solar pairs of planets. In order to visualize the distribution of the simulated correlation coefficients, we applied the Fisher’s z-transformation (e.g., Kendall & Stuart 1973) to the simulated coefficients, resulting in an approximately symmetrical distribution. The result is depicted in Figure 2. The correlation obtained for the true data is marked by an arrow.

Note that our simulations rejected the points whose removal optimally improved the correlation. We therefore expect the resulting correlation to be relatively high. In the true data the rejected points shared the property of lying exactly on the 1:2 resonance. We therefore feel our claim for a relatively high significance is well established.

Obviously, the reality of the correlation can be proved only by additional multiple systems, hopefully to be found in the near future.

## 3 Discussion

Figure 1 shows that multiple systems with a large period ratio (and therefore large orbital-radius ratio) show also a large ratio between their masses, with the more massive planet on the outside. Within the migration paradigm (e.g., Goldreich & Tremaine 1980; Lin, Bodenheimer & Richardson 1996), the present orbital radii of the planets are substantially smaller than the distance of their formation sites from their parent stars. Therefore the correlation we found, if verified, could be the result of some correlation between the migration range of a planet and it’s mass. Massive planets might migrate slower (e.g., Ward 1997; Trilling et al. 1998; Nelson et al. 2000) and therefore are left far away when the disc evaporates. A similar effect could have caused the paucity of the massive planets with short periods (Zucker & Mazeh 2002). If this is true, any point that represents a pair of planets in our parameter space slides to the right during migration, when the period of the smaller planet gets shorter.

Planets that find themselves in a 1:2 orbital resonance interact strongly with each other. The interaction could keep the period ratio stable against different migration rates that tend to push the smaller planet further in (e.g., Snellgrove, Papaloizou & Nelson 2001). Therefore we suggest that if the migration scenario is responsible for the correlation we find, the pairs of planets with the 1:2 resonance did not succumb to this process, and therefore stayed at this resonance despite their large mass ratios.

The above general considerations do not explain why the correlation we found holds for more than two decades, and in particular why the exponent in the power law is so close to unity. Any theory of planetary formation and/or migration would have to explain these findings, if verified.

One other possibility to interpret the possible correlation is to assume the present periods reflect the original distances of the formation sites of the planets from their parent stars. Thus, the correlation we found may be related to a correlation between the location of the formation site of a planet and its mass. After all, the larger the disc radius at the formation site, the more mass is available for planetary accretion within a certain fraction of the planet original radius.

Interestingly enough, a similar idea has been proposed already by Laskar (2000), at a paper titled “On the Spacing of Planetary Systems”. In that paper, he suggested a power-law relation

$$\frac{m_1}{m_2}=\left(\frac{a_1}{a_2}\right)^{(2p+3)/6},$$

which translates into a power-law relation between the mass and the period ratios. However, Laskar theory differs from the present data in two crucial details. Laskar considered cases where $`p`$ is between $`0`$ and $`3/2`$, which translates into an exponent between $`1/3`$ and $`0`$ for the mass ratio — period ratio relation. The present data suggest an exponent which is close to unity. Furthermore, extension of Laskar relation goes, naturally, through the $`(m_2/m_1,p_2/p_1)=(1,1)`$ point, whereas ours does not. Therefore, Laskar theory by itself cannot explain the possible relation we suggest here, and we probably need a combination of models for formation and migration.

The present paper suffers from two drawbacks. First, although we have shown the effect seems to be statistically significant, the number of points in Figure 1 is still quite small. A few additional planetary systems are critically needed in order to establish the reality of the effect. Second, the authors do not claim to fully understand the possible correlation. If the effect is established in the future, we will need theoretical studies to understand the mechanism behind it.

We wish to thank M. Holman and the referee, J. Chambers, for important comments and advice. This work was supported by the Israeli Science Foundation (grant no. 40/00). S.Z. is grateful for partial support from the Jacob and Riva Damm Foundation.


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# Spontaneous Ratchet Effect in a Granular Gas

## Abstract

The spontaneous clustering of a vibrofluidized granular gas is employed to generate directed transport in two different compartmentalized systems: a *“granular fountain”* in which the transport takes the form of convection rolls, and a *“granular ratchet”* with a spontaneous particle current perpendicular to the direction of energy input. In both instances, transport is not due to any system-intrinsic anisotropy, but arises as a spontaneous collective symmetry breaking effect of many interacting granular particles. The experimental and numerical results are quantitatively accounted for within a flux model.

The conversion of random fluctuations into directed motion in a periodic system – termed ratchet effect – is of interest in a wide variety of physical, biological, and technological contexts Linke02 . Overall, two necessary conditions for the emergence of the effect have been identified Reimann02 , namely (i) the absence of thermal equilibrium and (ii) the breaking of the inversion symmetry. The most common realization of the latter condition is by means of an intrinsic anisotropy in the system, e.g. a spatially periodic but asymmetric potential, or a so-called dynamical asymmetry due to a time-dependent driving force with zero mean but non-vanishing higher moments Reimann02 . In this Letter, we are concerned with perfectly symmetric systems where the symmetry breaking arises spontaneously as a collective effect of many interacting particles via an ergodicity breaking non-equilibrium phase transition Julicher95 . While a proof of principle for this so-called spontaneous ratchet effect has been provided theoretically with several different “minimal models” Julicher95 ; Reimann02 , we explore here for the first time a *real* system, namely a vibrofluidized granular gas, experimentally, numerically, and analytically.

Transport in granular systems due to a ratchet effect has been previously demonstrated both for asymmetric potentials Farkas99  and for dynamical asymmetries Krulle . While in both these cases even a single granular particle moves in a preferential direction, the spontaneous ratchet effect we consider here is a genuine collective phenomenon. The underlying mechanism is the enhanced energy loss in already dense regions of a granular gas due to the inelastic collisions, resulting in a spontaneous separation into dense and dilute regions Goldhirsch-Jaeger-Kadanoff . This clustering effect can be controlled by confining the particles to a series of compartments that are connected by small apertures (slits) and subjected to gravity Eggers ; Brey . When the granular system is fluidized by shaking it vertically, the particles cluster into the compartments which are initially or due to random fluctuations slightly denser, until a dynamical equilibrium is established in which the particle flux out of a compartment is balanced by the influx coming from its neighbors.

Hence, all ingredients for a spontaneous ratchet effect are present: First, random fluctuations in the form of deterministic noise are created intrinsically by the chaotic dynamics. Second, the system is kept away from thermal equilibrium by the vertical vibrations. Third, in a perfectly symmetric, periodic compartmentalization, stable steady states with a spontaneously broken symmetry yet still respecting the periodicity seem possible, but are not at all obvious: their actual existence is the main finding of our present work.

We start with a granular gas in a container that is divided into $`K=2`$ equal compartments by a wall with a slit at a certain height $`h`$. At vigorous shaking, this system has a unique steady state with an equal population of both compartments Eggers . Upon reducing the driving, this symmetric state loses stability via a continuous phase transition, resulting in a pair of stable solutions with spontaneously broken symmetry: They are clustered states with one diluted and one crowded compartment Eggers . If we now add a sufficiently small hole at the bottom of the wall separating the compartments, the clustered states are expected to subsist (see Fig. 1a), resulting in a particle flow through the hole, balanced by a flow through the slit in the opposite direction. We thus expect a *“granular fountain”*, i.e. a spontaneous convective flow, imposed upon the system by the clustering phenomenon.

To verify these predictions, we conducted both experiments and molecular dynamics simulations. In the experiments we used $`N=407`$ beads of stainless steel (radius $`r=1.18`$ mm, normal restitution coefficient $`\nu 0.9`$) in a high perspex container with a ground surface of 41.5 $`\times `$ $`25.0`$ mm2. When the particles are at rest, this corresponds to a filling level of 2.0 layers. The box was divided into $`K=2`$ equal compartments by a wall, with a horizontal slit of 25.0 mm by 5.0 mm, starting at height $`h=25.0`$ mm, and a hole of dimensions $`3.0`$ mm $`\times `$ $`3.0`$ mm at the bottom. The entire device was subjected to vertical, sinusoidal vibrations with variable frequency $`f`$ (ranging from 47 Hz to 150 Hz) and fixed amplitude $`a=1.0`$ mm. The results are given in Fig. 2 in terms of the dimensionless control parameter

$$B=4\pi \frac{gh}{a^2f^2}(1\nu ^2)^2\left(\frac{r^2N}{\mathrm{\Omega }K}\right)^2,$$
(1)
which is motivated Eggers  from the kinetic theory for dilute granular gases (see also Eq. (Spontaneous Ratchet Effect in a Granular Gas) below). Here $`\mathrm{\Omega }`$ ($`=19.7\times 25.0`$ mm2) is the surface area of each compartment, and $`g=9.81`$ m/s2. As anticipated, *vigorous shaking* (small $`B`$) leads to a symmetric steady state, giving way to a clustered state with the predicted fountain effect for *intermediate driving*. For very *weak driving* (large $`B`$) the system returns to equipartition via the hole at the bottom of the container, since the flux through the slit (cf. Fig. 1a) becomes negligibly small. Furthermore, a pronounced hysteresis is observed in Fig. 2 for $`B`$-values between $`5.5`$ and $`8.2`$.

Fig. 2 also contains the results of molecular dynamics simulations in a setup comparable to the experiment: $`K=2`$ rectangular compartments with ground area $`19.4\times 25.0`$ mm2 and filled with $`N=400`$ particles of radius $`r=1.18`$ mm and normal restitution coefficient $`\nu =0.9`$ footnote0 . While the slit at height $`h`$ was as in the experiment, the hole at the bottom was chosen slightly larger ($`4.2\times 4.2`$ mm2) to compensate for the vanishing thickness of the apertures and the neglected dissipation from particle-wall collisions in the simulations. Experiments and simulations are seen to agree well.

These findings can be explained in the spirit of a previously established flux model Eggers  with the help of two flux functions $`F`$ and $`G`$ describing the number of particles which escape out of a compartment per time unit through the slit and the hole, respectively:

$`F(n_k)`$ $`=`$ $`An_k^2e^{BK^2n_k^2},`$
$`G(n_k)`$ $`=`$ $`A\lambda n_k^2.`$ (2)
Here, $`B`$ is defined in (1), $`n_k`$ is the fraction of particles in compartment $`k\{1,\mathrm{},K\}`$ (hence $`n_k[0,1]`$, $`\mathrm{\Sigma }_1^Kn_k=1`$), and $`A`$ essentially accounts for the size of the slit, $`[A]=`$ s-1. The flux $`F(n_k)`$ grows from zero for $`n_k=0`$ to a maximum at $`n_k=(BK^2)^{1/2}`$, and then decreases asymptotically towards zero as a result of the inelastic collisions between the particles. The flux through the hole, $`G(n_k)`$, is obtained by taking the limit $`h0`$ of $`F(n_k)`$. The ratio $`\lambda `$ of $`G(n_k)`$ and $`F(n_k)`$ in the low density limit is determined by the ratio of the surface areas of the hole and the slit, and also accounts for the anisotropy of the velocity distribution just above the bottom. Obviously, $`\lambda `$ should be chosen considerably smaller than unity, otherwise the flux through the hole will completely overpower that through the slit, and hence the clustering effect. For our experimental setup one finds as a rough estimate $`\lambda 0.02`$ under the assumption that the finite particle radius effectively reduces the dimensions of slit and hole by $`1.8`$ mm and neglecting any velocity anisotropies.

In the fountain geometry ($`K=2`$) from Fig. 1a the time-evolution of the relative populations $`n_1=n_1(t)`$ and $`n_2=1n_1`$ follows by adding up all the fluxes through slit and hole:

$$\dot{n}_1=F(1n_1)+G(1n_1)F(n_1)G(n_1)$$
(3)
The uniform distribution $`n_1=n_2=1/2`$ is a stationary solution for all $`B`$, but is linearly stable only if the Jacobian $`2F^{}(1/2)2G^{}(1/2)=2A[(1B)\mathrm{exp}(B)+\lambda ]`$ is negative. This is the case when $`B`$ is either small or large. If $`\lambda <e^2`$ there exists a $`B`$-interval for which the uniform distribution is unstable, and one can show that now the only stable solutions of (3) are a symmetric pair of clustered, fountain states. When fitting with $`\lambda =0.018`$, the comparison of the predictions of the flux model with the experiment in Fig. 2 is fairly good; especially the bifurcation and the hysteresis are well reproduced.

Convection rolls somewhat similar to our present granular fountain but governed by different physical mechanisms are well known for ordinary liquids and gases out of equilibrium and also for granular systems at very high densities. For a dilute granular gas, as we consider it here, convection in a single container has been reported recently Ramirez00 , but neither a compartmentalized setup nor a theoretical modeling have been addressed before.

We now proceed towards the *“granular ratchet”* setup in Fig. 1b: Starting with any number of copies of the granular fountain placed next to each other and closed cyclically, we then move each hole to its adjacent wall. Within the flux model (1) - (Spontaneous Ratchet Effect in a Granular Gas) this amounts to replacing (3) by

$`\dot{n}_k`$ $`=`$ $`G(n_{k+1})+F(n_{k1})F(n_k)G(n_k),\text{even }k\text{,}`$
$`\dot{n}_k`$ $`=`$ $`F(n_{k+1})+G(n_{k1})F(n_k)G(n_k),\text{odd }k`$ (4)
with an even number of compartments $`K`$ and periodic boundary conditions $`n_{K+k}=n_k`$. Due to (Spontaneous Ratchet Effect in a Granular Gas) it follows that any periodically continued steady state solution of the original fountain geometry translates into a steady state solution of the extended granular ratchet geometry; the particle currents through the slits remain unchanged, and those through the holes are simply inverted. Less obvious is the stability of these solutions and the possible coexistence of further stable solutions:

In the simplest case of a granular ratchet consisting of just $`K=2`$ periodically closed compartments, one obtains, as expected, a bifurcation diagram (not shown) which practically coincides with that in Fig. 2, and similarly for the particle currents. Turning to $`K=4`$ compartments as depicted in Fig. 1b, we have performed molecular dynamics simulations with the same dimensions of compartment, hole, and slit and the same average particle number $`N/K=200`$ per compartment as in the $`K=2`$ fountain case. The resulting bifurcation diagram in Fig. 3 displays as its most prominent new feature *two different types of coexisting stable states* with spontaneously broken symmetry for not too large $`B`$-values: (i) *Ratchet states* with alternating dense and dilute compartments and a resulting finite directed particle flux, as quantitatively exemplified in Fig. 4: As the system evolves towards its stable steady state, both fluxes in Fig. 4 converge to the same constant mean. Its finite value is the most immediate signature of a spontaneous ratchet effect. (ii) *Fluxless clustered states* with alternating pairs of dense and dilute compartments and no resulting net particle flux, see Fig. 4. Our experimental data (not shown) on the $`K=4`$ ratchet are in agreement with these findings.

The intricate bifurcation diagrams for even larger $`K`$ will be presented elsewhere. The main (and quite plausible) finding is that current carrying ratchet states with alternating dense and dilute compartments are always stable solutions within an entire interval of $`B`$-values. Moreover, one finds an increasing number of coexisting states with spontaneously broken symmetry. These are long-lived hybrid states, containing both ratchet-like regions (with alternating dense and dilute compartments) and fluxless clustered regions.

Which specific steady state solution the system will settle in strongly depends on the initial condition, and at phase boundaries also on random fluctuations. An interesting example of the latter type is a uniform initial distribution. The corresponding probability $`p_K`$ of ending up in a ratchet state is depicted in Fig. 5. For an intuitive explanation we view the system as $`K/2`$ identical “dimers”, each consisting of two compartments with a common slit at height $`h`$, and connected with each other by holes. Since the holes which connect neighboring dimers are much smaller than the slits, inside each dimer a quasi-steady distribution is approached much faster than the full equilibration between all dimers. Hence, an initially uniform distribution evolves inside each dimer towards either of two clustered states with probability $`q=1/2`$, independently of the other dimers. This implies that a granular ratchet system with $`K`$ compartments will end in one of the two ratchet states with alternating dense and dilute compartments with probability

$$p_K=2q^{K/2}.$$
(5)
This prediction is in excellent agreement with the linear best fit $`p_K=2.02(0.394)^{K/2}`$ in Fig. 5. The reduced $`q`$-value can be attributed to the fact that the dimers are actually not entirely independent due the finite hole size.

In practice, a ratchet state spontaneously arises only with a small probability for large $`K`$, as far as uniform initial conditions are concerned. This situation is comparable to other systems with spontaneous symmetry breaking, e.g. a ferromagnet footnote1 : Just like a piece of iron picked from the shelf normally appears to be “unmagnetized” and an external magnetic field is needed to produce a magnetization on a global scale, a ratchet state only emerges with appreciable probability for large $`K`$ if there is some initial bias towards this state. Without breaking the symmetry of the setup, this could be realized (in a reproducible direction, if so desired) by applying a periodically modulated initial particle distribution or a small external force in the horizontal direction in Fig. 1b, acting during a certain preparatory time span.

In conclusion, we have exploited the clustering effect to create spontaneous directed transport in symmetrically compartmentalized granular gases. In the granular fountain it takes the shape of a convection roll, and in the granular ratchet it appears as a current perpendicular to the vertical driving. In both cases, the directed transport arises as a collective effect of the stochastically colliding particles.

###### Acknowledgements.

We thank Christof Krülle for pointing out to us Refs. Krulle . This work is part of the research program of the Stichting FOM, which is financially supported by NWO. P.R. was supported by the Deutsche Forschungsgemeinschaft under SFB 613 (Teilprojekt K7) and HA-1517/13-4.


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# Overcoming Nonrenormalizability – Part 2

## Introduction

The present paper may be regarded as an addendum to a recent paper, , where proposals were advanced to overcome nonrenormalizability for $`\phi _n^4`$ models, quartic self-interacting scalar field models with spacetime dimension $`n5`$. (Similar techniques were also proposed to overcome triviality for the renormalizable but not asymptotically free model $`\phi _4^4`$.) In this short note we extend the same scheme to advance a proposal designed to overcome nonrenormalizability in models such as $`\phi _3^p`$, for $`n=3`$ and powers $`p=8,10,12,\mathrm{}`$, as well. (If the renormalizable model $`\phi _3^6`$ is trivial and not asymptotically free, then our proposals should work for this model as well.) For background as well as notational questions we urge the reader to consult .

The philosophy underlying our formulation is based on the hard-core picture of nonrenormalizable interactions. A brief introduction to this viewpoint is offered in ; a more detailed discussion appears in . As one important consequence we are led to consider renormalization counterterms that are entirely different from those suggested by conventional perturbation analyses. Let us start with an heuristic, motivational discussion.

We work entirely in Euclidean spacetime and assume the theories of interest arise as suitable continuum and infinite volume limits of a lattice model formulated on a large but finite cubic lattice with a dimensionless lattice spacing $`a`$ and periodic boundary conditions. From the viewpoint of critical phenomena the models in question involve multicritical points, and therefore upper critical dimensions, above which mean field arguments are generally applicable, depend on the choice of $`p`$. It is straightforward to show that several correlation functions of interest for $`\phi _3^p`$ models are given as follows (see, e.g., ):

$`\mathrm{\Sigma }_k\phi _0\phi _ka^2,`$
$`\mathrm{\Sigma }_kk^2\phi _0\phi _ka^4,`$
$`\mathrm{\Sigma }_{k_2,k_3,\mathrm{},k_{2r}}\phi _0\phi _{k_2}\phi _{k_3}\mathrm{}\phi _{k_{2r}}^Ta^{[2p4r(p1)]/[p2]},`$
for relevant $`r`$ values of the form $`r=1+j(p2)/2`$, $`j=0,1,2,\mathrm{}`$ , and where $`k^3`$ denotes a lattice site, $`T`$ denotes the truncated (or connected) component, and we have assumed all odd-order correlation functions vanish. It is conventional to recast these expressions into the single combination

$`g_r{\displaystyle \frac{\mathrm{\Sigma }_{k_2,k_3,\mathrm{},k_{2r}}\phi _0\phi _{k_2}\phi _{k_3}\mathrm{}\phi _{k_{2r}}^T}{[\mathrm{\Sigma }_k\phi _0\phi _k]^r[\mathrm{\Sigma }_kk^2\phi _0\phi _k/6\mathrm{\Sigma }_k\phi _0\phi _k]^{3(r1)/2}}}.`$
The expression for $`g_r`$ is dimensionless, enjoys rescaling invariance (i.e., $`\phi _kS\phi _k`$, $`S>0`$, for all $`k`$), and admits a meaningful continuum limit. In particular, for small $`a`$ it follows that

$`g_ra^{(r1)(p6)/(p2)}.`$
Therefore, when $`p8`$ and $`a0`$ we find that $`g_r0`$ for all relevant $`rp/2`$. This behavior – which is analogous to what one finds for $`\phi _n^4`$ models when $`n5`$  – strongly suggests, in the continuum limit, that the nonrenormalizable $`\phi _3^p`$ models exhibit “infidelity”. By infidelity we mean that the resultant quantum theory has a trivial classical limit, clearly differing from the original classical theory, and thus casting doubt on the quantization procedure itself. This result arises because (i) the quantization loses the $`\varphi _3^p`$ interaction (a conclusion supported by renormalization group analysis), and (ii) any surviving interactions, e.g., $`\varphi _3^4`$ and possibly $`\varphi _3^6`$, have been induced and therefore arise from one or more loop contributions. Such terms therefore have $`\mathrm{}`$-dependent coupling constants. Thus, in the classical limit where $`\mathrm{}0`$ all interactions disappear leading to classical triviality.

The dependence on the lattice spacing $`a`$ that has led to this claim has arisen from summing over the whole lattice and is based on divergent behavior that emerges near a second-order phase transition. If, by some procedure, we could simultaneously rescale all correlation functions uniformly so that

$`\phi _{k_1}\phi _{k_2}\mathrm{}\phi _{k_{2r}}a^{(p6)/(p2)},\mathrm{all}r1,`$
then, with this modification taken into account, it follows that $`g_ra^0=1`$, for all relevant $`r`$, and the door to fidelity is open. To achieve that uniform rescaling, we closely follow the scheme presented in .

## Alternative Lattice Model

The sought-for generating functional for lattice-space Schwinger functions $`S\{h\}`$ will be expressed in the form

$`S\{h\}[T\{h\}]^{N_R},`$
$`T\{h\}FN{\displaystyle e^{\mathrm{\Sigma }h_k\phi _ka^3𝔄𝔓}\mathrm{\Pi }𝑑\phi _k}.`$
Let us examine the ingredients in these expressions separately.

The conventional probability distribution for a $`\phi _3^p`$ model is given by

$`DNe^𝔄,`$
where

$`𝔄\frac{1}{2}\mathrm{\Sigma }(\phi _k^{}\phi _k)^2a+\frac{1}{2}m_o(a)^2\mathrm{\Sigma }\phi _k^2a^3+\lambda (a)\mathrm{\Sigma }\phi _k^pa^3,`$
and

$`N^1{\displaystyle e^𝔄\mathrm{\Pi }𝑑\phi _k}.`$
As before, $`k^3`$ denotes a lattice site, and $`k^{}`$ denotes each of the three positive nearest neighbors to $`k`$.

We now modify the distribution $`D`$ as follows. First, let

$`FKa^{(p6)/(p2)},`$
where $`K`$ is a positive constant, and focus on the region where $`F<1`$. Next, consider

$`FNe^𝔄,`$
which (due to $`F`$) is no longer a normalized distribution. To restore normalization, we introduce an auxiliary, nonclassical (proportional to $`\mathrm{}^2`$) term given by

$`𝔓\frac{1}{2}A(a)\mathrm{\Sigma }[\phi _k^2B(a)]/[\phi _k^2+B(a)]^2a^3`$
into the action to yield

$`D^{}FNe^{𝔄𝔓}.`$
The potential chosen for $`𝔓`$ is a regularized version of $`A/2\phi ^2(x)`$, which is the only “pure” counterterm that introduces no new dimensional coupling constant for any spacetime dimension. The factors $`A(a)`$ and $`B(a)`$ that appear in $`𝔓`$ are positive and, as discussed below, they are chosen so that $`D^{}`$ is a normalized distribution.

At this stage all the various correlation functions are small (of order $`F`$) and need to be brought back to normal size. To that end, we raise the generating functional $`T\{h\}`$ to the power $`N_R[[a^{(p6)/(p2)}]]`$, where $`[[]]`$ denotes the integral part of its argument. The result is a new generating functional, $`S\{h\}`$, all truncated correlation functions of which are increased in magnitude over those of $`T\{h\}`$ by the factor $`N_R`$. One may understand this procedure as allowing for the use of reducible sharp-time field operator representations, a liberalization well known to be important in advanced quantum field theory studies .

As the final step in our construction we take the continuum limit $`a0`$, accompanied by another limit in which the lattice size grows to eventually cover all of $`^3`$. In the continuum limit we require that $`B(a)0`$, while $`A(a)`$ may or may not diverge as $`a0`$. If $`A(a)`$ diverges we assume that it diverges at a rate slower than $`a^4`$ (see ); in that case, the discussion regarding how the form of $`𝔓`$ has been chosen is identical to the discussion presented in , and so it is not repeated here. As in , after the continuum and infinite volume limits, the final result for $`S\{h\}`$ corresponds to a generalized Poisson distribution .

It is noteworthy that an analogous construction has been carried out rigorously and successfully in one spacetime dimension, i.e., Euclidean time alone; see Chap. 10 in . This calculation was not motivated by a study of any of the usual nonrenormalizable theories, but it may be used to lend credence to the present proposal for such models when analyzed by similar methods.

### Approximate evaluation

In addition, in , we presented a crude approximation for evaluating the normalization condition that ensures that $`D^{}`$ is a probability distribution. That argument can also be carried over directly to the present situation. In this approximate calculation it was assumed that the entire lattice volume $`𝒱=(La)^3`$, where $`L`$ denotes the number of lattice points on one edge of the cubic lattice, is divided into $`M`$ cells of volume $`v=(\xi a)^3`$, where $`\xi `$ denotes an approximate correlation length. For simplicity in evaluation it was assumed that all field variables within a correlation volume $`v`$ were exactly correlated, while field variables in distinct correlation volumes were assumed to be entirely uncorrelated. Moreover, in any calculation establishing normalization of $`D^{}`$, one first chooses the behavior of $`B(a)`$ in a suitable way (see ), e.g., as

$`B(a)=|\mathrm{ln}(a)|^2,`$
and then determines $`A(a)`$ in relation to that choice. The strong simplifications that were made led to a rough, approximate expression for $`A(a)`$ given by

$`A(a)=(2/M)[(p6)/(p2)](La)^3|\mathrm{ln}(a)|^1,`$
Unfortunately, this result for $`A(a)`$ is only a leading order estimate, which is insensitive to important parameters such as $`m_0^2`$ and $`\lambda `$. More precise determination of $`A(a)`$ would include its dependence on such model parameters, in particular on the coupling constant $`\lambda `$.

## Pseudofree theory

It is important to note that the factor $`F`$ which rescales all the correlation functions is independent of $`\lambda `$. If we consider the limit of the interacting theory as $`\lambda 0^+`$, it must be kept in mind that the resultant limit will not be the conventional free theory. Instead, the limiting theory is what we call the pseudofree theory . The pseudofree theory is therefore the noninteracting theory to which the interacting theory is continuously connected. Stated otherwise, the conventional free theory is not even continuously connected to the interacting theory, and therefore perturbation-theoretic generated counterterms are not reliable! As a consequence, the pseudofree theory acquires interest in its own right, and from a computational point of view it would be a good place to begin because it has one less parameter than the interacting theory. Note as well that each power $`p`$ in the $`\phi _3^p`$ models seems to correspond to a different pseudofree theory since the parameter $`p`$ enters into $`F`$ and therefore into $`A(a)`$ in an apparently significant way. It would be of considerable interest if Monte Carlo methods could be used to satisfy the normalization condition and thereby to help determine the pseudofree theory for one or more $`p`$ values.

## Quantum Fields

We expect all the models discussed in this paper to correspond to quantum field theories after Wick rotation for the following reasons: The essential requirements to lead to a quantum field theory are Euclidean invariance, reflection positivity, moment growth, and clustering. These conditions are satisfied by the original theory and are not disturbed by an overall scaling ($`F`$) and an additional local interaction ($`𝔓`$). Multiple copies also preserve these properties. So long as there is a uniform lower bound on the mass, the continuum and infinite volume limits should have the desired effect.

## Other Models

Although we have confined our attention in this paper to $`\phi _3^p`$ models for values of $`p8`$, it should be evident that similar methods can be extended to multicritical points associated with other nonrenormalizable models such as $`\phi _n^p`$ whenever $`p>2n/(n2)`$ and $`n4`$. This analysis would therefore extend the class of models considered in . The essential changes to major formulas given in this paper would be that in this more general case

$`g_ra^{(r1)[n(p2)2p]/[p2]},`$
for all relevant $`r`$, which would involve a uniform rescaling such that

$`\phi _{k_1}\phi _{k_2}\mathrm{}\phi _{k_{2r}}a^{[n(p2)2p]/[p2]},\mathrm{all}r1.`$
To obtain this rescaling requires that

$`F=Ka^{[n(p2)2p]/[p2]},`$
and, correspondingly, that

$`N_R=[[a^{[n(p2)2p]/[p2]}]].`$
With these changes, the discussion is substantially similar to that given in the present paper, augmented when necessary by the contents of .

## Dedication

It is a pleasure to dedicate this article to the 70th birthday of Elliott Lieb. Elliott is a long-time friend and someone I have admired for his analytical skills and his remarkable originality for many years. I wish him a long life, full of happiness and continued quality research.

## Acknowledgements

Thanks are expressed to Sergei Obukhov for helpful comments. This work was partially supported by NSF Grant 1614503-12.