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# The optical and X-ray flickering of XTE J1118+480

## 1 Introduction

The X-ray nova XTE J1118+480 (=V KV UMa), was discovered by the Rossi X-Ray Timing Explorer (RXTE) All-Sky Monitor (ASM) on 2000 March 29 (Remillard et al. remillard (2000)) as a slowly rising source. The outburst lasted a few months with a plateau-like X-ray light-curve that rapidly fell down around mid-July. A post-analysis revealed an an earlier outburst in January 2000. The optical spectrophotometry proved a low mass X-ray binary system containing a black hole of at least 6 $`M_{\mathrm{}}`$ (Mc Clintock al. 2001a , Wagner et al. wagner2001 (2001)). The interstellar extinction towards the source is exceptionally low (Garcia et al. garcia2000 (2000)). This fact allowed an unprecedented wavelength coverage (Mauche et al. mauche2000 (2000); Hynes et al. hynes2000 (2000); McClintock et al. 2001b ; Hynes et al. hynes2003 (2003); Chaty et al. chaty2003 (2003) and reference therein). In the radio to optical bands, a strong non-thermal component was associated with synchrotron emission from a powerful jet or outflow (Fender et al. fender2001 (2001)). In the optical to EUV bands the spectral energy distribution is dominated by a thermal component from the accretion disc. The X-ray emission consists in a typical powerlaw spectrum with photon index $`\mathrm{\Gamma }1.8`$. Such a spectrum is generally associated with Comptonisation in the hot inner part of the disc or corona. In the case of XTE J1118+480, other interpretations in terms of jet emission through inverse Compton (Georganopoulos, Aharonian & Kirk, georganopoulos2002 (2002)) or synchrotron (Markoff, Falcke & Fender markoff2001 (2001)) were also put forward.

The X-ray variability is characterized by a flaring activity on time-scales of a few seconds typical of accreting black hole sources (Revnivtsev et al. revnivtsev2000 (2000)). A $`0.1`$ Hz quasi-periodic oscillation (QPO) was reported by the same authors and subsequently confirmed by the ASCA data (Yamaoka et al. yamaoka2000 (2000)) as well as other RXTE observations where it appeared to be variable (Wood et al. wood2000 (2000)). The simultaneous RXTE/HST observations showed that a similar QPO is also present in the HST data and that the X-rays and optical/UV bands are correlated on time-scales of seconds (Haswell et al. haswell2000 (2000), Hynes et al. in preparation).

Kanbach et al. (kanbach2001 (2001), hereafter K01) performed 4 observations on the nights of 4, 5, 6, and 7 July 2001, shortly before the end of the outburst. They combined simultaneous observations with RXTE and the rapid optical photo-meter OPTIMA (Straubmeier et al. straubmeier2001 (2001)) attached to the 1.3 m telescope on Mt Skinakas, Crete. They studied the X-ray and optical auto-correlation functions (ACFs) and X-ray/optical cross-correlation (CCFs). They found the optical ACF to be significantly narrower than the X-ray ACF. The full width at mid height (FWMH) of the two ACFs differs by factor $`>2`$. They found the correlation between the optical and X-ray light curves to be surprisingly complex. The CCF rises very quickly at positive optical lags, peaks around $`0.5`$ s and then declines slowly at larger lags. Therefore, the optical light curve tends to be delayed relatively to the X-rays by a relatively long time (of order of 1 s). Strikingly, the two bands appear to be anti-correlated at negative optical lags indicating a systematic optical dip 1-2 s before the X-rays reach their maximum. As this feature suggests that the optical band ’knows’ about what will happen in the X-rays about 1 second later, it was named ‘precognition dip’ by K01. K01 further showed that the detailed shape of the CCF is variable on time-scales as short as 30 s. Spruit & Kanbach (2002, hereafter SK02) analyzed this variability of the CCF in terms of a principal component analysis. They found that there are two systematic components which vary statistically independently. Both have the shape of a broad dip followed by a sharper peak, but their duration differs by a factor of about 3.

K01 argued that those characteristics rule out reprocessing as the origin of the optical variability and favors synchrotron emission. Merloni, Di Matteo and Fabian (merloni2000 (2000)) had previously interpreted the correlated X-ray/optical variability in terms of thermal Comptonisation of synchrotron radiation in an accretion disc corona. It is not clear however how such a model could reproduce the complicated shape of the cross-correlation function. K01 proposed a somewhat different scenario where the X-rays are produced within a few hundred Schwarzschild radii from the black hole and the optical is produced by synchrotron effect at much larger distance, in a magnetic outflow. In this framework the optical lags would be due to the travel-time of a perturbation from the disc to the optical photo-sphere of the outflow. This scenario however (as well as reprocessing models) does not explain the ‘precognition dip’.

The only other source for which simultaneous X-optical observations at millisecond time resolution have been reported is GX 339-4, where an anti-correlation between the X-rays and optical, similar to the ’precognition’ dip, was observed (Motch et al. motch1982 (1982)). Fabian et al. (fabian1982 (1982)) interpreted the optical emission as cyclo-synchrotron radiation produced in the inner parts of the accretion flow.

In this paper we use the data of K01 to investigate further the optical X-ray correlation in XTE J1118+480. The optical observations and data processing are described in K01 and SK02. The PCA X-ray light curves used in these previous analyses were decomposed into 3 energy bands: 2–5.9 keV (referred hereafter as b1), 5.9–15.5 keV (b2) and 15.5–44.4 keV (b3). In order to study a range of time-scales, we used only the data for which we had a sufficiently long continuous exposure. The analysis was performed over 11 light curves segments of 590 s duration and 3 ms resolution taken during the four observation nights. Most of the results shown in this paper are averaged over all these data segments. The paper is divided into three sections presenting successively the results from the time-domain, Fourier domain and superposition analysis. These results are then summarized and briefly discussed in Sect. 5.

## 2 Time domain analysis

### 2.1 X-ray properties

We first examine the properties of the X-ray light curves in the time domain. The X-ray ACFs in the three energy bands are, within the uncertainties, indistinguishable from the total X-ray ACF and broader than the optical ACF (as shown in Fig. 1). The FWMH of the X-ray CCFs is $`1s`$ while that of the optical is only of $`0.4`$ s. The X-ray CCFs of the different energy bands, shown in the panels (a) and (b) of Fig. 2, are all strongly peaked at lags $`<30`$ ms with a shape very similar to that of the ACFs. The different energy bands are thus strongly correlated at (nearly) 0 lag. These results are very similar to that of Maccarone, Coppi & Poutanen (maccarone2000 (2000)) for Cygnus X-1.

We then searched for correlations between variations of the X-ray hardness and the X-ray flux. We computed the ratio of the two light curves in two energy bands b3 and b1. The resulting time series represents the time dependent hardness b3/b1. Then we computed its CCF with the third energy band b2. In practice, the hardness ratio b3/b1 cannot be computed for the b1 time bins containing 0 counts. We thus rebinned the light curves with a 90 ms resolution before estimating b3/b1, so that zero count bins are reduced to a negligible fraction of the total number of bins. For the few remaining bins with zero count, b3/b1 was arbitrarily set to the time averaged hardness ratio.

Panel of (c) of Fig. 2 displays the resulting hardness vs flux CCF. Clearly the count rate in the b2 band is strongly anti-correlated with hardness at (almost) zero lags. The source is thus softer when brighter for fluctuations of time-scale of seconds. We note also that this CCF shape is similar to the shape of the X-ray ACFs, suggesting that spectral variations map very closely the flux. We also computed the hardness-flux correlation for the different combinations between our three energy bands and found very similar results. The b2/b1-b3 CCF appeared noisier indicating that the amplitude of the fluctuations of the b2/b1 hardness is lower than that of b3/b1 or b3/b2. Such a hardness/flux anti-correlation looks similar to what found in Cygnus X-1 in the hard state (see e.g. Li et al li1999 (1999); Feng et al. feng1999 (1999))

The antisymmetrized CCFs (i.e. CCF(t)-CCF(-t)), also shown in Fig. 2, indicate that the X-ray CCFs as well as the hardness flux CCF are asymmetric for lags in the approximate range 1–5 s (outside this range the poor statistics in the XTE J1118+480 data did not enable us to firmly establish any asymmetry). The shape of the asymmetries suggests that the spectrum is relatively harder during the rising phase of a flare than its decay. In term of lags between X-ray bands this implies that the soft band is delayed with respect to the hard one. This kind of asymmetry is thus opposite to that found by Maccaronne, Coppi & Poutanen (maccarone2000 (2000)) in the X-ray CCFs of Cygnus X-1, and more generally to the hard lags often reported in hard-state sources.

### 2.2 Optical/X-ray correlations

We then investigated the dependence of the optical/X-ray correlation on the X-ray energies. We found that the optical/X-ray CCF does not depend significantly on the X-ray band considered. Actually, our 3 optical/X-ray CCF are identical within the uncertainties, as shown in Fig. 3a.

The optical/X-ray *hardness* CCF (shown in Fig. 3b) is qualitatively similar to the optical/X-ray *flux* CCFs modulo a mirror symmetry around the X-ray axis. The optical flux and X-ray hardness are indeed anti-correlated at positive optical lags and positively correlated at negative lags. This feature derives naturally from the X-ray flux hardness anti-correlation demonstrated in the previous section. It follows that the optical flux is correlated not only with the X-rays count rate but also with the X-ray spectral variability. Similar results were found for the hardness ratios computed with the different combinations of the 3 bands.

The time-domain analysis presented above provides only information (such as time lags) that is averaged over all times-scales present in the signal. However, in general, the properties of time-series or the correlation between two time-series does depend on the time-scale considered. In order to study the dependence of the optical/ X-ray CCF on the time-scale of the fluctuations we thus filtered the light curves before computing the CCF keeping only a small range of time-scales in both signals.

The results are displayed in Fig. 4. For all of the different time-scales considered, both the anti-correlation at negative lags and positive correlation at positive lags is present. The characteristics lags appears to depend on the time scale of the fluctuations. The lag of the optical peak increases from $``$ 30 ms for time-scales shorter than 0.1 s to $``$ 3 s for the 10–100 s fluctuations. Similarly the optical dip ranges from $``$ -6 ms to $``$ -30 s, so that, in the rescaled plot, we see both the optical peak and dip shifting toward negative lags as the time-scale of the fluctuations increases. Still in the rescaled plot, the optical flare appears narrower at longer fluctuations.

Despite these significant differences, the overall shape of the CCF appears similar but rescaled over a range covering more than three decades of time-scales.

## 3 Fourier analysis

In the following, we will use a Fourier analysis to explore more quantitatively the dependence of the optical/X-ray correlation in XTE J1118+480 on the time-scale of the fluctuations.

### 3.1 Power density spectra

Fig. 5a shows the X-ray and optical power density spectra (PDS). The PDS were computed, averaged, rebinned and normalized to the total rms variability as described in Nowak et al. nowak1999 (1999). The counting noise was approximated by a white noise component that was then subtracted from the total PDS.

The fractional rms variability amplitude integrated over the frequency range 10-3$`10^2`$ Hz is about 26 % in the X-rays and 13 % in the optical. The optical and total X-ray power spectra were already shown and discussed in SK02. Here we will just note the similarities of the X-ray PDS with that of other black hole candidates in the hard state such as the plateau like shape up to $``$ 0.1 Hz and then a power law component. We note also that in our July observation the X-ray PDS is slightly different from that found in the earlier observation of Revnivtsev et al. (revnivtsev2000 (2000)) with a break at higher frequencies ($`0.1`$ Hz instead of $`0.03`$ Hz) a flatter power-law component with slope $`1.4`$ as compared to the $`1.6`$ slope reported by Revnivtsev et al. revnivtsev2000 (2000). This evolution of the power spectrum was accompanied by a significant reduction of the total rms amplitude that was 40 % during the observation of Revnivtsev et al. More strikingly, the power spectra of Fig. 5a show little to no evidence for the QPO reported in previous observations both in the X-ray and optical (see e.g. for comparison Fig. 1 of Revnivtsev et al. revnivtsev2000 (2000)). This is however consistent with the previously reported trend in the evolution of the timing properties of the source during the outburst. Indeed the RXTE monitoring campaign showed that all the characteristics frequencies increased with time and the QPO became much weaker (Wood et al. wood2000 (2000); Hynes et al. in prep).

As shown in Fig. 6, the X-ray PDS depends only slightly on energy. We find that the PDS in the two lower energy bands (b1 and b2) are extremely similar. On the other hand, at higher energy (b3) the shape of the PDS differs significantly at low frequency and the integrated rms amplitude is lower (19 % instead of $``$ 30 % in b1 and b2). A similar energy dependence of the rms variability amplitude is reported in Cygnus X-1 in the hard state (e.g. Nowak et al. nowak1999 (1999)).

### 3.2 Coherence and lags

The coherence function represents the degree of linear correlation between two time series as a function of Fourier frequency (Vaughan and Nowak vaughan1997 (1997)). The coherence function between different X-ray bands appears to be unity over a wide range of frequencies in black hole candidates (Nowak et al. nowak1999 (1999)). We found a similar behaviour in XTE J1118+480 as shown in Fig. 7a.

The X-ray phase lags between energy bands are shown on Fig. 7b. Due to the poor statistics of the data, the phase lags are very difficult to measure. In order to improve the statistic we averaged the frequency bins over a broad range of frequencies (nearly a decade). Even so, we get essentially upper limits that are above the typical amplitude of the hard lags reported in Cyg X-1 or GX 339-4 in the hard state. There is however an indication that the lags are increasing with frequency, and surprisingly, the lags tend to be negative at low frequency. In particular in the frequency range 2 10-3–2 10-2 Hz, the phase lag between b3 and b1, is detected at the 3 sigma level and is negative. This implies that the soft band leads the hard band by 2 to 20 s in this frequency range. This is qualitatively consistent with the asymmetry found in the X-ray CCFs (see Sect. 2.1). This result should however be regarded with caution since it involves frequencies that correspond to time scales approaching the duration of the light-curve segments. In an attempt to improve the statistics, we used public *RXTE* archive data to compute the phase-lag spectra with a longer exposure time. These additional data consisted in a set of observations made between April 15 and May 23 2000 with a total exposure time of 33 ks. Unfortunately, although we found a similar trend for negative lags at low frequencies, the results were still inconclusive.

On the other hand, the data enable us to clearly detect the optical light curve lagging the X-ray one. The optical phase lags as a function of Fourier frequency are displayed in Fig. 5c. These phase-lags increase significantly with the Fourier frequency covering a broad range of angles centered around $`\pi /2`$. This leads to time lags (shown in Fig. 8) decreasing with frequency approximately like $`f^{0.8}`$ in the range 10-2$`10`$ Hz and spanning roughly 10-2–10 s over this frequency range. The frequency dependence of the lags is not exactly a power law as additional structures are apparent, in particular around 0.5 Hz. Such structures are even more apparent in the phase lag diagram. Interestingly, as in the case of X-ray lags the data suggest the presence of negative lags at low frequencies. The significance of these negative lags is however very low.

The optical vs X-ray coherence function (shown in Fig. 5b) is frequency dependent as well. It reaches a maximum in the 0.1–1 Hz range and decreases rapidly both at lower and higher frequency. The overall coherence is not very high ($`<0.3`$) indicating that only a relatively small fraction of the optical and X-ray variability are actually correlated. As the coherence gives only the *relative* importance of correlated variability, it is not clear whether the observed frequency dependence is a property of of the physical process producing the correlation, or if it is driven mainly by changes in the amplitude of the uncorrelated fraction of the variability. We note that part of the loss of coherence around 10 Hz is due to the artifact QPO visible in the optical power spectrum that is due to telescope oscillations (see Spruit & Kanbach 2002).

This Fourier analysis is consistent with the CCF shape. Basically the CCF plots the coherence as a function of time-lags weighted with the fractional amplitudes of variability at the frequencies producing such lags. The CCF indeed appears to peak at values $`0.3`$ at lags $`0.5`$ s i.e. roughly corresponding to the frequency range where coherence is maximum.

In addition, the reduction of the optical time-lags with frequency while the phase-lags increase is qualitatively consistent with the changes of the optical peak lag in the CCF at different time-scales of the fluctuations (shown in Fig. 4 and discussed in Sect. 2.2). On the other hand the Fourier time-lag diagram does not show any evidence for the optical dip at negative lags apparent in the optical X-ray CCF. Indeed, since in the Fourier method, the light curves are decomposed over cosine functions, an anti-correlation at negative optical lags appears exactly in the same way as a positive correlation at positive lags. Thus, the optical dip and peak information are all mixed together in the Fourier representation.

## 4 Superposed shot and dip analysis

Besides Fourier and time domain analysis, there is a third method occasionally used to study the variability of X-ray binaries. It is based on the selection and averaging of flares events in the light curves.

In the following we will apply a method similar to that used by Negoro, Kitamoto & Mineshige (negoro2001 (2001)) to study the average shot profile in Cyg X-1. We select flare events in the lower energy light curve (b1, 2–5.9 keV). These shots are selected according to the same criteria as those used by Negoro, Kitamoto & Mineshige (negoro2001 (2001)): the peak count rate of the shot is $`f`$ times the local count rate as obtained from an average over time $`t_m`$. The peak bin is further required to have the maximum count-rate over bins within $`t_p`$ before and after the peak bin. The selected shots are then peak aligned and averaged. The corresponding pieces of light curves in the b2, b3 and optical band are centered on the time bin corresponding to the b1 peak and averaged in the same way.

Fig. 9a shows the results for $`f`$$`=`$2, $`t_p`$$`=`$8 s and $`t_m`$$`=`$32 s. The light curves were rebinned on 30 ms time bins before applying the shot selection. For such parameters the resulting average X-ray shot is slightly asymetric, with a duration of $`10`$ s. The b2 and b3 bands appears to present shots that are similar to that in the b1 band. This illustrates the high degree of coherence between the different energy bands.

The shot in the b3 band has a lower amplitude than the b1 and b2 shots. This is consistent with the energy dependent power spectrum indicating a lower amplitude of variability in the higher energy band. In addition, this enables us to see in a more direct way the spectral evolution leading to the anti-correlation between X-ray hardness and flux discussed in Sect. 2. The average optical light curve corresponding to the shots is similar in shape to that of the optical/ X-ray CCF. This suggests, as previously noted by Spruit and Kanbach (spruit2002 (2002)), that the shape of the CCF is representative of the shape of the optical light curve as a response to a shot event.

Then it is interesting to see whether the optical light curve responds only to X-ray flares or is also correlated to other types of events occuring in the X-ray light curve. We thus performed a similar analysis but instead of flares, we selected dips in the b1 band. The selecting criteria were that the minimum count rate of the dip is lower than $`1/f`$ times the local count rate as obtained from an average over $`t_m`$. The minimum bin is further required to have the minimum count-rate over the bins within $`t_p`$ on either side.

The results are shown in Fig. 9b. Surprisingly, the answer is that the optical responds to X-ray dips in a similar but inverted way as it responds to the X-ray flares. The optical flux rises a few seconds before the minimum in the X-ray light curve, at t=0 it decays abruptly with a minimum half a second after the X-ray dip. The panels (a) and (b) of Fig. 9 are actually very similar but with inverted count-rate axis.

To learn about the response of the X-rays to optical fluctuations we performed a similar shot and dip analysis using the optical band as the selecting light curve. The results are shown in Fig. 10. The X-ray shots and dips are not simply the same as in Fig. 9 shifted by $``$ 0.5 s as one would expect if the correlation was linked only to the X-ray dips and shots. The X-ray response to optical shots and dips is very asymmetric. The optical shots are associated with an X-ray flux that rises slowly during a few seconds and decays sharply in $``$ $`0.5`$ s. There is an indication for the presence of an X-ray dip after the peak in the optical. A similar asymmetry is apparent in the dip analysis. Thus from Figs. 9 and 10, it appears that the correlated optical and X-ray shots and dips all have a profile resembling that of the optical/X-ray CCF (modulo the relevant symmetries).

The superposition method is far less rigorous than usual time-domain and Fourier techniques. In particular the results are affected by strong biases. It tends to favor a certain range of time-scales and amplitude depending on the selection criteria. In general, the selected events are not representative of the whole variability of the source. It could be also, that the light curves are not made of a superposition of shots at all. Moreover a description of the variability of accreting black hole sources in terms of shots models (e.g. Poutanen & Fabian 1999 and reference therein) requires, in general, events with a broad range of time-scales and amplitude. The superposed events are not representative of a clearly defined scale, rather, they represent an average over a range of scales that is poorly controlled.

The drawbacks of the method can be taken into our advantage. By changing the selection criteria one can select (in a very qualitative way) the time-scale and amplitude of the typical selected events. For instance, Fig. 11 shows the results of the shot and dip superposition for $`t_p`$$`=`$0.5 s and $`t_m`$$`=`$5 s and $`f`$$`=`$1.8 selected in the b1 band. The resulting average profiles have clearly a lower amplitude and shorter duration ($`<1`$) s. The interesting thing is that the both the X-ray and optical light curves look like a rescaled version of Fig. 9. In particular, the softening of the spectrum with the enhanced count rate, and the presence of an optical dip and flare respectively before and after the X-ray peak.

The superposition analysis thus confirms that both the optical pre-dip and post-peak are present over a wide range of time-scales.

More importantly, the superposition method, despite all its biases, reveals that the optical/X-ray correlation is not triggered by a single type of event (flare or dip) in the light curves. The correlation is thus a global property of the light curves. Flares and dips of different shapes and time-scales appear to contribute to the shape of the total optical X-ray CCF. Strikingly, they all contribute in a similar way to the formation of the pre-dip and post-peak features.

Also, when comparing the superposed light curves we see that the changes occur on similar time-scales, and almost at the same time in the different bands. The general impression is that high (low) optical fluxes are associated with a sharp decay (rise) in the X-rays. In other words the optical appears to be proportional to the opposite of the time derivative of the X-rays. If such a relation was to hold strictly, we would expect a constant optical phase-lag of value $`\pi /2`$ (due to the fact that a derivation in the time domain translates into a constant phase factor in the Fourier domain). In contrast, we found (see Fig. 5) that the phase-lags do depend on Fourier frequency and approximatively cover the range 0–$`\pi `$. Nevertheless, we see that the phase lags are close to $`\pi /2`$ in the frequency range 0.1–1 Hz where the coherence is significant. Therefore, in the frequency range where most of the correlation occurs, the optical is indeed related to the time derivative of the correlated X-ray flux. Equivalently, the $`\pi /2`$ lags can be interpreted as the X-ray light curve scaling like the time derivative of its correlated optical counterpart. Due to the remarkable symmetry of the correlation, this interpretation would be also roughly consistent with the general trend observed in the superposition analysis (Fig. 9,10, 11). There is thus a ’differential’ relation between the optical and the X-rays: the variability of a light curve appears related to the time derivative of the correlated fraction of the other.

With this regard, rather than using concepts like ‘precognition’ dip and delays, the shape of the superposed light curves and CCF could be interpreted as the signature of a process affecting at the same time, both the X-ray and optical emitting region. In this context, it is not clear whether the ’differential’ relation reflects an intrinsic ’differential’ property of the underlying physical process, or on the contrary, emerges casually from the fact that the phase-lags are close to $`\pi /2`$ in the frequency range where coherence is important.

## 5 Discussion

Several studies already emphasized the similarity of the X-ray power spectrum in XTE J1118+480 with that of typical black hole candidates in the hard state. Here we find that the similarity extends to other X-ray timing features, namely:

* the weak energy dependence of the power spectrum,
* the reduction of the integrated rms amplitude at high energy,
* the shape of the X-ray ACF and CCFs,
* the presence of an anti-correlation between the X-ray flux and hardness,
* the unity coherence between X-ray bands over a wide range of frequencies.

Together with the presence of striking spectral similarities (Frontera et al. frontera2001 (2001), frontera2003 (2003)), this probably makes XTE J1118+480 a typical hard state source. On the other hand our study suggests that XTE J1118+480 might differ from typical hard states sources by the presence of soft lags at frequencies below 0.1 Hz apparent both in the Fourier analysis and through the asymmetry found in the X-ray CCFs.

Our study of the correlated optical/X-ray flickering reveals that:

* the optical X-ray CCF is independent of the X-ray band.
* the optical band is correlated not only to the X-ray flux but also, and in a similar way, to the rapid X-ray spectral fluctuations. This is shown by the computation of the optical flux vs X-ray hardness CCF and the superposition analysis.
* the optical phase-lags increase significantly with Fourier frequency covering the range 0–$`\pi `$. This leads to time-lags decreasing roughly like $`f^{0.8}`$.
* the optical/X-ray coherence is maximum ($`0.3`$) for fluctuations in the range 1-10 s and decreases sharply both at shorter and longer time-scales.
* the shape of the X-ray CCFs asymmetry (Fig. 2) is reminiscent of the asymmetry of the optical/X-ray CCF (Fig. 3a). This may indicate a connection between the X-ray and optical lags. This suggestion is strengthened by the dependence of the optical time-lags at higher frequency $`f^{0.8}`$ that is comparable to the dependence of the X-ray lags in hard state black holes.
* the filtered CCF analysis as well as the superposition technique shows that the underlying process, giving rise to the correlated variability, acts in a similar but rescaled way at different time- and amplitude-scales of the fluctuations.
* the superposition technique shows that the optical response is not triggered by a specific type of event in the X-ray light curve (shot or dip). Rather, events of very different shapes and time-scales contribute in a similar way to the shape of the optical/X CCF. In the range of frequencies where the optical/X-ray coherence is maximum, the light curve in one band is related to the time derivative of its correlated counterpart.

One of the main result of this work is that the optical/X-ray correlation can be described as self-similar. We note that this scaling in time is consistent with what SK02 find by the completely independent method of principal component analysis (PCA). With this analysis, the X-ray/optical cross correlation is computed on short segments of data (25s long), yielding a large number of samples (300) of the cross correlation, which turn out to somewhat variable in shape. With the PCA (e.g. Kendall, 1980), the similarities and difference between samples are analyzed by finding linear combinations of the samples which are statistically uncorrelated. If the variability of the signal comes about as a mixture of a few signals of fixed shape but independently varying amplitudes, the PCA will extract these shapes as the ‘principal components’. In SK02, two significant components were found, both of which were of the dip-plus-spike shape but on time scales differing by a factor 3. This is similar to the results presented here (compare Fig 9 lower left with Fig 11 lower left panel). The ‘scaling’ of the components suggests that there is just one underlying process, but that it can take place on different time scales, possibly in a continuous fashion. The filtered CCF analysis (see Fig. 4) and the power-law dependence of optical time-lag on Fourier frequency (Fig. 8), suggest that indeed, this underlying process is continuously self-similar. Actually, the PCA is not well suited to study such a continuous variations. If the signal shape varies in a continuous way, the PCA will represent this continuum by a number of discrete components. These components will be representative of the range of variation through this continuum. Moreover, the PCA is sensitive to the coherence and amplitude of variability of the two signals at a given time-scale. Only the time-scales where both the coherence and the amplitude of variability is high will contribute significantly to the variability of the CCF. The finding of SK02 that there are only two significant components simply reflects the fact that the coherence is high only in a relatively narrow range of Fourier frequencies. In other words, the *shape* of CCF at different time-scales appears to be continuously self-similar, but the *amplitude* of the average CCF is dominated by the two time-scales evidenced by the PCA of SK02 and our shot selection analysis.

This scaling is not readily explained by the current accretion models. The ideas that were proposed so far to explain the long optical lags were based on the propagation time between two distinct X-ray and optical emitting regions that are causally connected. In the reprocessing models the lags are interpreted as the light travel-time between the corona and the disc. In the Kanbach et al. kanbach2001 (2001) scenario a perturbation propagates from the X-ray corona to the optical outflow photo-sphere. In such propagation models, the nearly scale-invariant correlation then requires that the small-scale fluctuations have a large propagation speed (outflow model) or alternatively that there are numerous pairs of X-ray/optical emitting regions at different distances from each other, the small-scale perturbation being produced in the closest pairs. Propagation models thus appear strongly constrained and require some complications to fit the scale-invariance. Also as discussed in K01 the propagations models encounter important difficulties in producing features such as a precognition dip that occurs together with a post-peak.

Although the lags indicate a form of causal connection between the X-rays and optical emitting regions they do not necessarily involve a propagation process. Rather, the event superposition analysis suggests that the complicated correlation could be the signature for a self-similar process acting *simultaneously* in both emitting regions with different manifestations in both bands.

The apparent advances/delays of the optical signal with respect to the X-rays could then be a consequence of a (somewhat complex) evolution of the spectral shape of the emitted radiation during an X-ray event. Such an explanation has already been proposed for the lags observed between hard and soft X-rays in Cyg X-1 (e.g. Poutanen & Fabian 1999). In this case the hard and soft X-rays are be produced by a single emission mechanism and in the same physical volume. In our case however the situation is more complex. The optical/X CCF is much more complex than the X-ray CCFs and the emission process in the two band is probably different. It is also not clear whether the X-ray and optical emission are produced in the same physical region. Finding a consistent physical scenario that would make such a model predictive and testable is very challenging.

In the jet model of Markoff, Falcke & Fender (markoff2001 (2001)), the X-rays and optical are both formed through synchrotron emission in the jet. The X-ray CCF could be, in principle due to a characteristic time-evolution of of the distributions of the emitting particles in the jet. The difficulty, here, is that no obvious physical mechanism can produce such a spectral evolution.

In other models, such as the ADAF model of Esin et al. (esin2001 (2001)) or the coronal model of Merloni, Di Matteo & Fabian (merloni2000 (2000)) both the optical and X-rays are emitted in the hot inner part of the accretion disc. For instance, if we assume that the optical is self-absorbed synchrotron radiation produced by the Comptonising cloud itself (with a temperature $`kT_e100`$ keV as estimated by Frontera et al. frontera2001 (2001), frontera2003 (2003)). Then, the observed optical flux implies a size of the emitting region of a few hundred Schwarzschild radii. Incidentally, this dimension is of the same order as the cold disc inner radius estimated in XTE J1118+480 from fits of the optical to EUV spectra (see Chaty et al. 2003). Then the correlated variability could be caused, for instance, by temporal fluctuations of the magnetic field and/or optical depth of the comptonising plasma. The details are however to be precised and physically motivated. This scenario also encounter a problem to reproduce the observed optical spectrum. This spectrum indeed appears much flatter than that produced through self-absorbed synchrotron. Thus, again, some complications (e.g. strong gradients of magnetic field and/or plasma temperature of the Comptonising plasma) would be required to fit the spectral data.

It could be also that, contrary to what is assumed in the above mentioned models, the X-ray and optical are produced in two distinct regions (e.g. disc+jet). In this case a spectral evolution scenario could also, in principle, account for the correlated X-ray optical variability. Then, the two regions should be physically connected on a time-scale shorter than $``$ 0.1 s, that is the shortest time-scale on which we have been able to observe the typical spectral evolution. The complication with such a model is that it should provide a physical description of the connection between the two regions that is well beyond the simple radiation physics. In the case where the X-rays come from the disc and the optical from the jet, the optical X-ray CCFs, their self-similarity and the apparent ’differential’ relation between the two light curves would constitute important signatures of the underlying accretion-ejection process.

###### Acknowledgements.

This work was partly supported by the European Commission (contract number ERBFMRX-CT98-0195, TMR network ”Accretion onto black holes, compact stars and protostars”). JM also acknowledges fundings from the MURST (COFIN98-02-15-41) and PPARC. We thank Andrea Merloni for valuable discussion.


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# 1 Introduction

## 1 Introduction

In the $`AdS_5\times S^5`$ conjecture , it was argued that the anomalous dimension of a generic gauge invariant operator scales as

$$\gamma (\lambda )^{1/4}\sqrt{\mathrm{}},$$
(1.1)
where $`\lambda =g_{\mathrm{YM}}^2N`$ is the ’t Hooft coupling and $`\mathrm{}`$ is the string level . However, there are some operators which do not behave like (1.1) even for large values of $`\lambda `$ . One example are the half-BPS operators whose dimensions are protected by supersymmetry.

Another example are the BMN operators, which are nearby to the half-BPS operators . These operators have been heavily studied . For these operators, one starts with a half-BPS operator $`Tr(Z^J)`$ where $`Z=\varphi _5+i\varphi _6`$, and then inserts “impurities”. The impurities, e.g. the scalars $`X=\varphi _1+i\varphi _2`$ and $`Y=\varphi _3+i\varphi _4`$, are inserted in various positions in the operator

$$𝒪=TrZ\mathrm{}ZXZ\mathrm{}ZXZ\mathrm{}ZYZ\mathrm{}Z$$
(1.2)
Alternatively, one can think of this as an operator with $`L`$ scalar fields, where $`LJ`$ of the original $`Z`$’s are converted to one of the other scalars. One-loop effects mix the operators among themselves and the operators with definite scaling dimension, along with their anomalous dimensions, are obtained by diagonalizing a matrix. This matrix of anomalous dimensions is particularly easy to compute by analyzing the action of the dilatation operator , even in the non-planar sector and at higher-loops.

In the BMN limit, where the number of impurities is small compared to $`L`$, it was shown that the eigenstates of this dilatation operator are isomorphic to particles on a circle of length $`L`$, with the number of particles equal to the number of impurities. With a small number of impurities one can safely ignore the particle interactions and use the dilute gas approximation. The total momentum of the particles has to be zero in order to guarantee cyclicity of the trace, and one finds that the one-loop anomalous dimension behaves like

$$\gamma =\frac{\lambda }{8\pi ^2}\underset{i}{}ϵ(p_i)=\frac{\lambda }{8\pi ^2}\underset{i}{}(p_i)^2$$
(1.3)
where $`p_i`$ are the individual particle momenta and $`ϵ(p_i)`$ can be thought of as their energies. Quantization on a circle of length $`L`$ then gives

$$\gamma =\frac{\lambda }{2L^2}\underset{i}{}(n_i)^2$$
(1.4)
where the $`n_i`$ are integers.

Remarkably, these results can be directly related to a string calculation on $`AdS_5\times S^5`$ , since one can choose $`\lambda `$ large but $`L`$ also large such that $`\lambda ^{}=\lambda /L^2`$ is small. One then finds a one to one map of the BMN operators to string states propagating in the plane wave limit  of $`AdS_5\times S^5`$. These states can be written as

$$\underset{i}{}(\alpha _{n_i}^{\mu _i})^{}|p_+$$
(1.5)
where $`p_+=L`$ in appropriate units. In the limit of small $`\lambda ^{}`$, the results then match with (1.4).

More recently, it has been suggested that other operators can be compared with semiclassical string calculations . The operators of  have order $`L`$ impurities, with each impurity carrying momentum of order $`1/L^2`$. The anomalous dimension is now of order $`\lambda /L`$. The corresponding string states are expected to have order $`L`$ creation operators.

In particular, Frolov and Tseytlin considered operators that have $`J^{}`$ of the $`Z`$ scalars and an equal number $`J`$ of the $`X`$ and $`Y`$ scalars . Assuming that these are highest weight states, one finds that these are operators in the $`[0,J^{}J,2J]`$ representation of $`\mathrm{SO}(6)`$ if $`J^{}J`$, or the $`[JJ^{},0,J+J^{}]`$ representation if $`J>J^{}`$, up to conjugation. In the extreme case where $`J^{}=0`$, one finds a semiclassical result which is twice the BMN prediction . That there is a difference from BMN is not surprising – the density of impurities is of order 1, so the dilute gas approximation is naively expected to break down.

The case of a very large operator with a high density of impurities is not easily accessible by field theoretic means. Nevertheless we can still make progress in computing the one-loop planar anomalous dimension for these types of operators. This is because the planar one-loop dilatation operator for scalars, representing the interaction found in , is isomorphic to the Hamiltonian for an integrable system  and one can then use all of the machinery that goes along with it.

In particular, if one restricts the operators to be composed only of $`Z`$ and $`X`$ scalars, then the problem simplifies dramatically111Operators with only $`Z`$ and $`X`$ scalars are special as they only mix amongst themselves due to charge conservation .. This is because the dilatation operator can be mapped directly to the Hamiltonian of the Heisenberg spin chain, which was solved long ago by Bethe. The $`Z`$ scalars inside $`𝒪`$ are the up spins and the $`X`$ scalars are the down spins. The field theory representation $`[J,L2J,J]`$ corresponds to a configuration of total spin $`L/2J`$. The eigenstates for the spin chain can be found by solving the Bethe equations. These are easy to solve for the case of two spin flips222In the context of $`𝒩=4`$ SYM these are the finite $`J`$ versions of the two-impurity BMN operators which were identified and diagonalized in ., but for more than two flips these are in general only solvable numerically.

Solving for a finite number of $`L/2`$ spin flips with total spin $`0`$ looks almost hopeless. However, in the large $`L`$ limit, there is some hope of making progress since here one can convert the Bethe equations to an integral equation. This is how the ground state of the *antiferromagnetic* Heisenberg spin chain was solved; it has total spin $`0`$ and energy proportional to $`L`$.

To make contact with the proposal of  the low-lying states of the *ferromagnetic* spin chain with total spin $`0`$ and energy proportional to $`1/L`$ are of particular interest. Here, the antiferromagnetic ground state is the state with the highest energy. In contrast, the semiclassical string configuration is expected to correspond to the state of the lowest energy, or at least much lower energy.

In this paper we solve this problem for $`[J,L2J,J]`$ representations where $`J`$ and $`L`$ are assumed to be large. This corresponds to operators of the form (modulo ordering of fields)

$$𝒪=TrZ^{LJ}X^J+\mathrm{}$$
(1.6)
As in the solution for the antiferromagnet ground state, this is solved by converting the Bethe equations to an integral equation. However, unlike the case of the antiferromagnetic ground state, the Bethe roots do not lie on the real line, but instead extend into the complex plane.

We consider two classes of $`[J,L2J,J]`$ operators. The first class has two contours of Bethe roots symmetric about the imaginary axis which we call the double contour solution. The second class has all Bethe roots on the imaginary axis which we call the imaginary root solution. These latter Bethe states are “singular” in the sense that the Bethe equations need to be regularized. One of the main results of this paper is to identify the $`[J,0,J]`$ (spin $`0`$) imaginary root solution as the SYM dual of the string solution found by Frolov and Tseytlin .

The agreement between the SYM and semiclassical string theory calculations is remarkable: the anomalous dimension exactly coincides with the energy of the string, and the spectrum of nearby operators coincides with the spectrum of small fluctuations around the classical string solution. Furthermore, the semiclassical analysis indicates that there is an instability in the string solution. This is consistent with our analysis, where we show that the imaginary root solution is not the lowest energy $`[J,0,J]`$ state. Instead we show that the double contour solution is the ground state for this representation333Strictly speaking, the double contour solution is valid only for even $`J`$ while the imaginary root solution is valid only for odd $`J`$. Indeed, the ground state for odd $`J`$ has its Bethe roots in a completely different configuration than the double contour, and we have yet to determine the even $`J`$ analog of the imaginary root solution. However, in the thermodynamic limit (large $`L`$), there should be no distinction between even and odd and we will provide strong evidence for this in Sec. 3..

We first consider the double contour Bethe state. In the limit of small $`J`$, this state approaches the BMN states with $`J/2`$ each of $`\alpha _1`$ and $`\alpha _{+1}`$ oscillators. We are able to solve this problem by first considering the unphysical region where $`J<0`$, and then analytically continuing to $`J>0`$. The problem then reduces to solving for two elliptic equations which is easily done numerically to any desired precision. For the case where $`J=L/2`$, and in the strict $`J\mathrm{}`$ limit, we find that the anomalous dimension is given by

$$\gamma =\frac{\lambda J}{L^2}\beta =\frac{\lambda }{4J}\beta ,\text{with }\beta =0.7120321458\mathrm{}$$
(1.7)
The result in (1.7) is bigger than the BMN result (1.4) where one finds $`\beta =1/2`$. However, (1.7) is smaller than the semiclassical string result $`\beta =1`$ in . Hence, we conclude that this double contour solution is not the gauge dual to the semiclassical string.

To help us find the gauge dual to the semiclassical string, we compare our result in (1.7) to actual numerical computations of $`[J,0,J]`$ ground states. We find very close agreement when $`J`$ is even. However, when $`J`$ is odd, we find that while the result in (1.7) appears correct, the configuration of Bethe roots is completely different from the even case. In this case there are two curving contours in the complex plane connected by a straight line of roots along the imaginary axis. It would be interesting to solve the integral equation describing this distribution of Bethe roots.

Nevertheless, it turns out that there are also solutions where all Bethe roots lie on the imaginary axis. With all imaginary roots, the relative coefficients in the sum over states for the spin chain (or gauge invariant operator) are real. For $`J`$ small compared to $`L`$, the roots form two overlapping “strings” where the separation between roots is very close to $`i/2`$. If $`J`$ is of the same order as $`L`$, then the outer roots spread out. If we then take the limit of large $`J`$ and $`L`$, we can reduce the Bethe equations to an integral equation which is very similar to the equation found by Douglas and Kazakov for two-dimensional QCD on the sphere . We find that when $`J=L/2`$ there is a critical point and for this value the anomalous dimension matches the prediction in . Unlike the case of the double contour, as the number of roots is reduced, the state does not approach a BMN state.

To further verify that this imaginary root solution is the gauge dual of the semiclassical string, we consider spinless fluctuations about the solution. This is done by pulling roots off of the imaginary axis and onto (or close to) the real axis. Here we find a spectrum that is consistent with that found in .

In section two we solve for the solution with a double contour of roots in the large $`L`$ limit. We find $`\gamma `$ as a function of $`L`$ and show that it gives (1.7). In section three we compare this result to actual numerical computations of $`[J,0,J]`$ states. Here we show the surprising difference between the even and odd configurations. In section four we consider and solve for the imaginary root solution in the large $`L`$ limit. We show that it matches the predictions in  for the anomalous dimension and the fluctuation spectrum. In section five we consider an analogous solution to an $`\mathrm{SO}(6)`$ singlet configuration and show that it matches a semiclassical prediction made in . In section six we present our conclusions.

## 2 The double contour solution

In this section we describe the ground state for the $`[J,L2J,J]`$ representations. Strictly speaking, this solution is valid only if $`J`$ is even. If $`J`$ is odd and $`L>2J`$, then the true ground state is doubly degenerate. But it approaches the double contour solution in the limit of large $`L`$. In the next section, we will argue that if $`J`$ is odd and $`L=2J`$, then the ground state will have a completely different root configuration than the solution described in this section. However, the anomalous dimension appears to be the same.

We begin with the Bethe equations, which read444For a nice review see .

$$\left(\frac{u_j+i/2}{u_ji/2}\right)^L=\underset{\genfrac{}{}{0.0pt}{}{k=1}{kj}}{\overset{J}{}}\frac{u_ju_k+i}{u_ju_ki}$$
(2.1)
Here $`L`$ is the total length of the spin chain and $`J`$ is the number of impurities555Note that this connotation has recently been introduced in the BMN literature. This is different from impurities in condensed matter theory, where one would rather speak, equivalently, of “excitations”, “particles” or “magnons”. Or even simpler, “spins down”!. The complex numbers $`u_j`$ are the rapidities of the upside down spins ($`2u_j=\mathrm{cot}p_j`$, where $`p_j`$ is the momentum of $`j`$th impurity). Normally the rapidities are real, but the impurities can form bound states in which case their rapidities acquire imaginary parts. In the literature on the Bethe ansatz the bound states of impurities are usually referred to as “strings”. We shall study bound states of a macroscopically large number of impurities and shall argue that these large “strings” in the Heisenberg model are dual to strings in $`AdS_5\times S^5`$ spinning around the five-sphere. The state with $`J`$ impurities belongs to the representation $`[J,2LJ,J]`$ of $`\mathrm{SO}(6)`$ and we define the filling fraction

$$\alpha =\frac{J}{L}\frac{1}{2}.$$
(2.2)
We can also write down the logarithmic version of the Bethe equations

$$L\mathrm{log}\frac{u_j+i/2}{u_ji/2}=2\pi in_j+\underset{\genfrac{}{}{0.0pt}{}{k=1}{kj}}{\overset{J}{}}\mathrm{log}\frac{u_ju_k+i}{u_ju_ki}$$
(2.3)
where the numbers $`n_j`$ reflect the ambiguity of the branches of the logarithm. These numbers can be interpreted as the lattice momentum of the $`j`$-th ‘particle’.

Since the spin chain corresponds to an operator with a trace, we are only interested in states that are invariant under shifts. This forces us to set the trace condition

$$\underset{j=1}{\overset{J}{}}\frac{u_j+i/2}{u_ji/2}=1.$$
(2.4)
The eigenvalues of the planar dilatation operator can be found by solving the system of Bethe equations for the roots $`u_j`$ ($`j=1,\mathrm{},J`$) . This is somewhat cumbersome for chains of small length, but very advantageous for long chains where a direct diagonalization  is no longer feasible. The planar anomalous dimensions are then given to one-loop, for general $`L`$ and $`J`$, by

$$\mathrm{\Delta }=L+\gamma \mathrm{with}\gamma =\frac{\lambda }{8\pi ^2}\underset{j=1}{\overset{J}{}}\frac{1}{u_j^2+1/4}$$
(2.5)
In the “thermodynamic limit” where $`L\mathrm{}`$, the roots are of order $`u_j=𝒪(L)`$. Let us therefore rescale them as

$$u_jLu_j$$
(2.6)
Then one easily proves that the Bethe equations (2.3) simplify for $`L\mathrm{}`$ to

$$\frac{1}{u_j}=2\pi n_j+\frac{2}{L}\underset{\genfrac{}{}{0.0pt}{}{k=1}{kj}}{\overset{J}{}}\frac{1}{u_ju_k}.$$
(2.7)
Here, the term on the left corresponds to a global potential, while the second term on the right corresponds to pairwise repulsion of roots. As is standard when taking the thermodynamic limit of the Bethe equations, eq. (2.7) can be conveniently turned into an integral equation.

In order to turn the Bethe equations (2.7) into a single integral equation we need to understand the structure of the distribution of Bethe roots in the complex plane. To gain some intuition, let us concentrate on the case that $`L`$ and $`J`$ are large but the filling fraction $`\alpha 1/2`$. We will also assume for now that $`J`$ is even. The trickier case of odd $`J`$ will be discussed (but not analyzed to the end) below. As can be seen from (2.7), to a reasonable approximation the Bethe roots may be placed around the positions $`u_i=1/(2\pi n_i)`$, as long as no two $`n_i`$ are the same. However, we wish to lower the energy as much as possible, which means setting all $`n_i`$ to $`\pm 1`$ with an equal number of each to satisfy the condition in (2.4). The interaction term in (2.7) pushes the roots apart. It is well known that the roots are pushed in the imaginary direction and form “strings” roughly parallel to the imaginary axis with the separation between the $`u_i`$ of order $`1/\sqrt{L}`$ . It is clear from the Bethe equations that given a root $`u_i`$, there has to be a root $`u_j=u_i^{}`$, therefore the distribution of roots is invariant under reflection about the real axis.

It was also shown that there was a $`1/L`$ correction in the real direction towards the imaginary axis, where the correction is larger the further the root is from the real line. Finally, it was argued that placing the roots like this led to corrections to $`\gamma `$ which were of order $`1/L^3`$, while changing the branch gives a $`1/L^2`$ correction. Hence, at least for small $`J/L`$, it is energetically favorable to evenly distribute the roots on the $`\pm 1`$ branches and hence the distribution looks like that in Fig. 1.

If $`J`$ is of order $`L`$, then adding a root to the heavily populated $`\pm 1`$ branches costs an energy of order $`1/L^2`$. However, we will assume that for $`\alpha 1/2`$ it is still favorable to place the roots in these branches. We can also make a slight generalization and place all of the roots in the branches $`\pm n`$. From the semiclassical string perspective, we expect this to correspond to a string that winds $`n`$ times around itself. The net effect of this is to multiply $`\sqrt{\lambda }`$, the effective string tension, by a factor of $`n`$.

Assuming that $`J`$ is still even, the roots are distributed so that they are symmetric under reflection about the imaginary axis. Hence we only need to consider the first $`J/2`$ roots $`u_j`$ with $`j=1,\mathrm{},J/2`$, since we can now assign $`u_{j+J/2}=u_j`$. Based on our previous argument, we now assume that $`n_j=n=1,2,\mathrm{}`$. Let us introduce a density

$$\rho (u)=\frac{2}{J}\underset{k=1}{\overset{J/2}{}}\delta (uu_k)$$
(2.8)
describing the distribution of roots with positive real part in the complex plane. This is expected to turn into a smooth function in the limit of large $`L`$, with a continuous support tracing a curve $`𝒞^+`$ (see Fig. 1). The density is normalized to one:

$$_{𝒞^+}𝑑u\rho (u)=1$$
(2.9)
One easily verifies that the Bethe equations (2.7) can be reexpressed with the help of the density as

$$\text{ }_{𝒞^+}𝑑v\rho (v)\frac{v^2}{u^2v^2}=\left(\frac{1}{2\alpha }1\right)\frac{\pi n}{\alpha }u$$
(2.10)
Here the integral has to be understood in the principal part sense, as we need to omit the case $`k=j`$ in equation (2.7). The anomalous dimension, cf eq. (2.5) becomes (remember the rescaling $`u_jLu_j`$)

$$\gamma =\frac{\lambda }{8\pi ^2}\frac{\alpha }{L}_{𝒞^+}𝑑u\frac{\rho (u)}{u^2}$$
(2.11)
Therefore all we need to do is invert the singular integral equation (2.10); this yields the density, and therefore, in light of eq. (2.11), the anomalous dimension. Luckily, similar equations have appeared previously in the case of large $`N`$ matrix models (which, incidentally, are also integrable models of sorts). In particular, equation (2.10) is a close relative of the equations describing the solution of Kostov’s $`\mathrm{O}(n)`$ multi-matrix model666 see  and references therein.. An inconvenient feature of (2.10) is that the precise shape of the contour $`𝒞^+`$ is unknown. The situation can be improved by first solving the equation in the unphysical regime $`\alpha <0`$, corresponding to a negative number of down spins. Here we expect the cuts to lie on the real axis, as is shown in the matrix model problems. The contour $`𝒞^+`$ becomes the real interval $`[a,b]`$ while the mirror contour $`𝒞^{}`$ turns into the flipped interval $`[b,a]`$, as in the left half of Fig. 2.

This way we merely need to determine the endpoints $`a,b`$ but not the shape of the contour. After solving the equation for general negative $`\alpha `$ we can subsequently analytically continue back to the physical regime $`\alpha [0,1/2]`$. Next, let us apply the same folding map as in the case of the $`\mathrm{O}(\pm 2)`$ matrix model :

$$u=\sqrt{A+Bx}\mathrm{with}A=\frac{1}{2}(b^2+a^2)\mathrm{and}B=\frac{1}{2}(b^2a^2)$$
(2.12)
This maps the two cuts $`[a,b]`$ and $`[b,a]`$ on top of each other, and to the interval $`[1,1]`$. Our equation becomes,

$$\text{ }_1^1𝑑y\rho (y)\frac{\sqrt{A+By}}{xy}=\left(\frac{1}{\alpha }2\right)\frac{2\pi n}{\alpha }\sqrt{A+Bx}$$
(2.13)
where $`\rho (u)\rho (x(u))`$. Equation (2.13) is a standard one-matrix model (or airfoil) equation with a non-polynomial potential involving $`\sqrt{A+Bx}`$. The new cut $`𝒞^{}`$ with branchpoints at $`x=\mathrm{}`$ and $`x=A/B`$ appears due to the above folding map, as shown in the right part of Fig. 2. The latter branchpoint lies for $`\alpha <0`$ to the left of $`1`$ on the negative real axis, while for $`\alpha >0`$ it sits on the imaginary axis. The solution for the density is immediately obtained by an inverse finite Hilbert transform:

$$\rho (x)=\frac{1}{\pi ^2}\frac{\sqrt{1x^2}}{\sqrt{A+Bx}}\text{ }_1^1𝑑y\frac{1}{xy}\frac{1}{\sqrt{1y^2}}\left[\left(\frac{1}{\alpha }2\right)\frac{2\pi n}{\alpha }\sqrt{A+By}\right].$$
(2.14)
It simplifies to

$$\rho (x)=\frac{2n}{\pi \alpha }\frac{\sqrt{1x^2}}{\sqrt{A+Bx}}\text{ }_1^1𝑑y\frac{1}{xy}\frac{\sqrt{A+By}}{\sqrt{1y^2}}.$$
(2.15)
This is nearly the solution to our problem, except that we still need to determine the parameters $`A,B`$ as a function of the filling fraction $`\alpha `$. These are determined from the normalization condition (2.9) which reads in the new variables

$$\frac{B}{2}_1^1𝑑x\frac{\rho (x)}{\sqrt{A+Bx}}=1$$
(2.16)
and the further condition

$$_1^1𝑑x\frac{1}{\sqrt{1x^2}}\left[\left(\frac{1}{\alpha }2\right)\frac{2\pi n}{\alpha }\sqrt{A+Bx}\right]=0$$
(2.17)
which ensures the positivity of the density on the cut. It simplifies to

$$_1^1𝑑x\frac{\sqrt{A+Bx}}{\sqrt{1x^2}}=\frac{1}{n}\left(\frac{1}{2}\alpha \right).$$
(2.18)
This completes the solution: $`A`$ and $`B`$ are determined through the two equations (2.16), (2.18), which one could express through elliptic integrals of the first and second kind, while the density is given by equation (2.15), which could be found explicitly in terms of an elliptic integral of the third kind. However, as we are chiefly interested in the anomalous dimension (2.11), we can simply eliminate the density. Plugging (2.15) into both the normalization condition (2.16) and the expression for the anomalous dimensions (2.11), we respectively find, after exchanging orders of integration,

$$_1^1𝑑x\frac{1}{\sqrt{1x^2}\sqrt{A+Bx}}=\frac{1}{2n}\frac{1}{\sqrt{A^2B^2}}$$
(2.19)
and

$$\gamma =\frac{\lambda }{16\pi ^2L}\left(\frac{12\alpha }{\sqrt{A^2B^2}}\frac{A}{A^2B^2}\right).$$
(2.20)
Thus $`\gamma `$ is explicitly given by the parameters $`A,B`$ which in turn are implicit functions of $`\alpha `$ and $`n`$, as stated in eqs. (2.18), (2.19). It is now a straightforward exercise to invert these equations in terms of a series in $`\alpha `$ to any desired order, one finds

$$\gamma =\frac{\lambda n^2J}{2L^2}\left(1+\frac{1}{2}\alpha +\frac{3}{8}\alpha ^2+\frac{21}{64}\alpha ^3+\frac{159}{512}\alpha ^4+\frac{315}{1024}\alpha ^5+\frac{321}{1024}\alpha ^6\mathrm{}\right)$$
(2.21)
While we derived this result for negative $`\alpha `$, we see that the function is perfectly analytic at $`\alpha =0`$ and we can immediately analytically continue to the correct Bethe phase $`\alpha [0,1/2]`$. The leading order $`𝒪(\alpha )`$ result correctly reproduces the dilute gas approximation (1.4) and the famous BMN result $`\lambda n^2/L^2`$ for $`J=2`$. Let us also note that the leading $`1/L`$ correction to the BMN limit

$$\gamma =\frac{\lambda n^2J}{2L^2}\left(1+\frac{J+2}{2L}+𝒪(1/L^2)\right)$$
(2.22)
was obtained in ; it agrees with the $`𝒪(\alpha ^2)`$ term in (2.21) and thus yields a nice check of our method. The above series (2.21) converges rather rapidly in the interval $`\alpha [0,1/2]`$ allowing us to obtain the anomalous dimension to arbitrary precision for any $`\alpha `$. We can also expand the anomalous dimension around $`\alpha =1/2`$, where we find

$$\gamma =\frac{\lambda }{2L}\left[0.71201.0916(12\alpha )+\mathrm{}\right]$$
(2.23)
A plot of these results in presented in Fig. 3 in the next section.

An alternative method for solving (2.18) and (2.19) is to analytically continue $`\alpha `$ first, thus moving $`B`$ onto the imaginary axis. For small values of $`\alpha `$, $`A`$ is positive, but decreases as $`\alpha `$ is increased and eventually changes sign for a critical value of $`\alpha `$. At this value the branch point on the imaginary axis touches the cut along the real line.

To avoid this collision, we simply deform the integration on the real line to an integration along the cut on the imaginary axis. If we define $`C=iB`$, then the equation in (2.19) becomes

$$2_{A/C}^{\mathrm{}}𝑑y\frac{1}{\sqrt{1+y^2}\sqrt{CyA}}=\frac{1}{2n}\frac{1}{\sqrt{A^2+C^2}}.$$
(2.24)
Defining a new variable $`\omega =\sqrt{CyA}`$, (2.24) can be reexpressed as

$$_{\mathrm{}}^{\mathrm{}}𝑑\omega \frac{1}{\sqrt{(\omega ^2+A)^2+C^2}}=\frac{1}{2n}\frac{1}{\sqrt{A^2+C^2}}.$$
(2.25)
We then do the same with (2.18), although now there will be a divergent piece that needs to be subtracted off. Deforming the contour, redefining variables and subtracting off the infinite piece, we find

$$_{\mathrm{}}^{\mathrm{}}𝑑\omega \left(1\frac{\omega ^2}{\sqrt{(\omega ^2+A)^2+C^2}}\right)=\frac{1}{n}\left(\frac{1}{2}\alpha \right).$$
(2.26)
If we set $`A`$ to zero, then the elliptic integrals reduce to ordinary integrals and we can find an analytic solution. In this case

$`\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{4\pi ^2}{(\mathrm{\Gamma }(1/4))^4}}0.2715<{\displaystyle \frac{1}{2}},`$
$`\gamma `$ $`=`$ $`{\displaystyle \frac{\lambda n^2}{2\pi L}}.`$ (2.27)
Hence $`A`$ becomes negative before $`\alpha `$ reaches $`\alpha =1/2`$. Assuming that $`A<0`$ and letting $`\eta =C/A`$ we define the integrals

$`I_1(\eta )`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑z\left(1{\displaystyle \frac{z^2}{\sqrt{(z^21)^2+\eta ^2}}}\right)`$
$`I_2(\eta )`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dz}{\sqrt{(z^21)^2+\eta ^2}}}.`$ (2.28)
We then find from (2.25) and (2.26) that

$$\alpha =\frac{1}{2}\left(1\frac{1}{\sqrt{1+\eta ^2}}\frac{I_1(\eta )}{I_2(\eta )}\right).$$
(2.29)
While it is possible to solve this for all physical values of $`\alpha `$, let us only consider the case $`\alpha =1/2`$, which corresponds to setting $`I_1`$ to zero. This is easily done numerically, where one finds $`\eta =1.16220056`$. From this it is straightforward to show that the value for $`\gamma `$ is that in (1.7) and that the values for $`A`$ and $`C`$ are

$$A=0.086987288C=0.10109667.$$
(2.30)
In terms of our original variable $`u`$, we see then that the branch points are at

$$u=\pm 0.1523\pm 0.3319i.$$
(2.31)
The exact distribution of the roots is found by starting from the branch points and finding the contour where $`du\rho (u)`$ is positive definite. The positivity of the density unambiguously determines the shape of the contour . Here, $`\rho (u)`$ is the analytic continuation of (2.15). In terms of $`x`$, this means

$$\frac{B\rho (x)}{\sqrt{A+Bx}}dx$$
(2.32)
is positive definite. While we have not solved for this over the whole contour, we have determined that the slope of the contour away from the upper right branch point in (2.31) is $`0.743`$. Hence the distribution has the general form in Fig. 1.

## 3 Comparison of results

We now compare our results of the previous section to the exact anomalous dimensions of operators of the form (1.6) for reasonably large values of $`L`$. These can be obtained directly using the dilatation operator or using the exact Bethe equations.

### 3.1 Dilatation operator

For given $`L`$ and $`J`$ we collect all operators of the form $`TrZ^{LJ}X^J+\mathrm{}`$ and act on them with the dilatation operator . In this way the matrix of anomalous dimensions is generated and we subsequently diagonalize it. A slight complication is that the set of operators (1.6) comprises not only the operators in the representation $`[J,L2J,J]`$, but also the ones for smaller values of $`J`$. These additional eigenvalues have to be removed as some of them are generically smaller than the one we are interested in. An easy way to achieve this is to repeat the analysis for the operators $`TrZ^{LJ+1}X^{J1}+\mathrm{}`$ and remove the corresponding eigenvalues777 One of the benefits of the Bethe ansatz is that states of a lower representation are easily identified, they have roots at infinity, and discarded.. What remains are exactly the anomalous dimensions of the operators in the representation $`[J,L2J,J]`$ 888For the representation $`[9,1,9]`$ of $`\mathrm{SU}(4)`$ this involved 4862 states. Out of these, 884 belong to the representation $`[9,1,9]`$, the other belong to $`[J,192J,J]`$ with $`J<9`$..

In this way we have obtained the anomalous dimensions for all operators of length $`L19`$. We give the numerical values for the lowest eigenvalue operators in Tab. 1 and Fig. 3. We note that the behavior of the anomalous dimensions is significantly different for even and odd values of $`J`$. We will therefore treat them separately in what follows.

Already for $`J=8`$ the accuracy is very good compared to the numerically exact result (1.7) at $`J\mathrm{}`$. We can improve the estimate for $`J\mathrm{}`$ by linearly expanding around $`J=\mathrm{}`$,

$$\gamma =\left(a+b/J+\mathrm{}\right)\frac{\lambda J}{L^2}$$
(3.1)
We fit the coefficients $`a`$, $`b`$ to the available data for $`J=4,6,8`$ and get

$$\gamma =\left(0.7120.22/J+\mathrm{}\right)\frac{\lambda J}{L^2}$$
(3.2)
The estimates depend on the selected set of data and the fit function, overall the agreement with (1.7) seems to be within $`1\%`$.

Unlike the even case, we see from Tab. 1 that for odd values of $`J`$ the energies seem to approach an asymptotic value of $`𝒪(\gamma L^2/J)`$ from above. A fit for odd $`J`$ with (3.1) yields $`\gamma =\left(0.743+0.49/J\right)\lambda J/L^2`$. While the even and odd case seems to asymptote to a different value, this could be due to the paucity of data points in the fit. In the thermodynamic limit where $`J`$ is large, it is hard to believe there should be a distinction between even and odd. Further down in this section, we will present evidence that indeed the difference vanishes, see (3.9).

We can make further observations on the obtained data for $`L19`$. An important feature of the one-loop planar dilatation generator or of integrable spin chains in general is that states may come in pairs, see . We observe that

* the energy of the ground state is $`𝒪(1/L)`$,
* for even $`J`$ the ground state is unpaired,
* for odd $`J`$ the ground state is paired unless $`J=L/2`$,
* for odd $`J`$ the energy of the lowest unpaired state is $`𝒪(1/J)`$,
* for odd $`J`$ and $`L`$ all states are paired.

It is also interesting to investigate the operators of lowest energy. For $`\alpha =1/2`$ the operators are

$$𝒪=aTrZ^JX^J+\underset{m,n=1}{\overset{J1}{}}b_{m,n}TrZ^mX^nZ^{Jm}X^{Jn}+\mathrm{}$$
(3.3)
where $`a`$ and $`b`$ are mixing coefficients. We find that $`a`$ is by far the most dominant coefficient. The coefficients $`b_{m,n}`$ are less important, while the remaining coefficients are almost negligible. This is in analogy to the Weiss domains configuration of a ferromagnet. We find that alike spins cluster in domains with only the domain walls contributing to the energy. For a minimal energy solution the number of domains must therefore be as small as possible.

### 3.2 Bethe roots

The Bethe equations are non-linear equations of multiple variables $`u_j`$. It is therefore a difficult task to find solutions to them. A numerical solution requires the knowledge of the approximate position of the roots $`u_j`$. It would therefore be useful to know how the roots arrange in general. We have worked out solutions for small values of $`J`$ and $`L`$ to obtain some intuition in this respect.

First of all we note that the Bethe equations (2.1), the trace condition (2.4) and the energy (2.5) are invariant under negation of roots $`u_ju_j`$. Therefore each solution $`\{u_j\}`$ has a partner $`\{u_j\}`$ of equal energy unless $`\{u_j\}=\{u_j\}`$. This is the same pairing discussed in the previous subsection. Here we will concentrate on the unpaired states. This is also simplifies the analysis because now there are only half as many equations to solve.

For unpaired solutions we must distinguish between an even and an odd number of roots $`J`$. For even $`J`$ all roots come in pairs $`u_{J/2+j}=u_j`$ and the trace condition (2.4) is automatically satisfied. The important feature for odd $`J`$ is that one of the roots must be zero, while the others come in pairs. At first glance, this would seem to violate the trace condition since the zero Bethe root contributes a factor $`1`$ while $`u_j`$ and $`u_j`$ together contribute a factor of $`1`$.

There is one way around this problem, which is to also place two Bethe roots at the singular positions $`\pm i/2`$. These roots need to be regularized since the Bethe equations diverge for these values999The existence of these singular solutions to the Bethe equations was recognized by Bethe himself  and has drawn certain attention with regard to the completeness of the Bethe ansatz . . Hence we may assume that there are three roots

$$u_J=0,u_{J1,J2}=i(\pm 1/2+\epsilon \pm \delta ),$$
(3.4)
where $`\delta =𝒪(\epsilon ^L)`$. The Bethe equations associated to the singular roots and the trace condition are satisfied in the limit $`\epsilon 0`$. The Bethe equation associated to the zero root implies that $`L`$ must be even. This is in agreement with the observation of the last subsection. The contribution of the special roots to $`\gamma `$ is finite and is given by

$$\gamma =\frac{\lambda }{8\pi ^2}\underset{\epsilon 0}{lim}\left(4\frac{1}{\epsilon +\epsilon ^2}\frac{1}{\epsilon +\epsilon ^2}\right)=\frac{3\lambda }{4\pi ^2}.$$
(3.5)
If $`J=3`$ then there are no other roots and this state corresponds to the special three impurity operators discussed in .

We have determined the root configurations for all unpaired states of the $`[J,0,J]`$ spin chain for $`2J7`$. The positions of the roots were found by rewriting the Bethe equations in polynomial form. These equations were combined into a single polynomial equation of one variable using the resultant. All Bethe roots are then among the solutions to this equation. We summarize our findings in Tab. 2 and Tab. 56 at the end of this paper.

We make the following observations. All the roots of a given mode number $`n`$ form a vertical string of roots approximately at the real coordinate $`L/2\pi n`$. This is in agreement with . What is different is the distance of roots in the imaginary direction. For a low density of roots $`\alpha `$, the roots of equal mode number $`n`$ should be separated by $`i𝒪(\sqrt{L})`$. For a high density the separation is very close to $`i`$ if the roots are close to the real axis, but spreads out as we move away from the axis.

### 3.3 The odd ground state

Since the three roots in (3.4) contribute a finite amount to $`\gamma `$, the other roots must somehow cancel off most of this contribution to leave a $`\gamma `$ of order $`𝒪(1/L)`$. We note that if a Bethe root is on the imaginary axis with $`|u_i|>1/2`$, then this root contributes a negative amount to $`\gamma `$.

Let us examine more closely the Bethe roots for relatively small odd $`J`$. Assuming the presence of the singular roots in (3.4), the $`[5,0,5]`$ state has two more roots which are the negative of each other and which have to be either real or imaginary in order to be invariant under the shift operator. Hence, the Bethe equations in (2.1) reduce to a single equation

$$\left(\frac{u+i/2}{ui/2}\right)^8=\frac{(u+i)(u+3i/2)}{(ui)(u3i/2)}.$$
(3.6)
One then finds that the solution that gives the entry in Tab. 1 is imaginary and very close to $`i`$. A similar analysis for the ground state of the $`[7,0,7]`$ operator shows that two more roots are placed very close to $`\pm 3i/2`$ and that the other two roots move even closer to $`\pm i`$. This pattern continues up to and including the $`[11,0,11]`$ operator, where roots are added near half integer imaginary values and where the lower roots move closer to the half integers as higher roots are added.

The half-integer periodicity of imaginary roots can be explained by the same argument that leads to the string hypothesis for the structure of Bethe states in the thermodynamic limit . If $`u_n=iq_n`$, then the Bethe equations in (2.1) take the form

$$\left(\frac{q_n+1/2}{q_n1/2}\right)^L=\underset{mn}{}\frac{q_nq_m+1}{q_nq_m1}.$$
(3.7)
For $`q_n`$ of order one and positive, the exponentially large factor on the l.h.s. of (3.7) has to be compensated by a small denominator on the r.h.s., which arises when two roots are separated by an amount which is close to 1. Since we are starting with the roots in (3.4), this tends to put the new roots close to the half-integers. We can also see that increasing $`L`$ forces the lower roots closer to the half-integers.

One can also see that with this configuration of roots $`\gamma `$ will be of order $`𝒪(1/L)`$. If we assume that the roots are equally distributed along half-integer imaginary values, then from (2.5) we find

$`\gamma `$ $`=`$ $`{\displaystyle \frac{\lambda }{8\pi ^2}}\left(68{\displaystyle \underset{j=2}{\overset{\frac{J1}{2}}{}}}{\displaystyle \frac{1}{n^21}}\right)`$ (3.8)
$`=`$ $`{\displaystyle \frac{\lambda }{8\pi ^2}}\left(68{\displaystyle \underset{j=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^21}}+8{\displaystyle \underset{j=\frac{J+1}{2}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^21}}\right)`$
$``$ $`{\displaystyle \frac{8}{\pi ^2}}{\displaystyle \frac{\lambda }{4J}}.`$
The prefactor in (3.8) is quite close to the values in Tab. 1. It is also in agreement with the observation of Sec. 3.1 that the energy of odd unpaired solutions is of order $`𝒪(1/J)`$.

However, for large enough $`J`$ and $`q_n`$ we expect this picture to break down since the l.h.s. of (3.7) will then be of order 1. In fact, for the $`[13,0,13]`$ case we found that the ground state has 9 roots on the imaginary axis and 4 split off from it into the complex plane. For higher values of $`J`$, more roots will break off from the imaginary axis, see Fig. 4. In Tab. 3 we show the ground state values for $`\gamma `$ up to $`J=23`$. If we fit the higher data points starting with $`J=13`$ to the curve in (3.1) we find

$$\gamma =\left(0.715+0.77/J\right)\frac{\lambda J}{L^2}$$
(3.9)
indicating that the odd result is asymptoting to (1.7). Hence the even and odd cases are approaching the same result even though the configuration of Bethe roots is totally different.

### 3.4 States with imaginary roots

Even though they will not give the smallest value for $`\gamma `$, there still can be solutions to the Bethe equations with all roots on the imaginary axis. These remain interesting objects, because they still correspond to some string states in $`AdS_5\times S^5`$. What one finds is that the lower roots are very close to the half-integers, but the higher roots tend to spread out. In fact, for a given value of $`J>3`$, there seem to be multiple solutions of imaginary Bethe roots. Results for $`\gamma `$ where the state has all imaginary roots are shown in Tab. 4.

Let us consider all imaginary solutions for a given value of $`J`$, we label them $`U_{k,J}`$. Comparing this to the case $`J+2`$, it seems that for each solution $`U_{k,J}`$ there is a corresponding solution $`U_{k,J+2}`$. In the examples considered in Tab. 4 this solution has a similar distribution of roots with two additional roots. Often, these roots are also on the imaginary axis, in some cases, however, they can spread out into the complex plane. For example, this happens in $`U_{1,13}`$, see the discussion in the last subsection. Although the roots cease to be exclusively on the imaginary axis, the energy $`\gamma _{1,13}`$ continues to follow the extrapolated trajectory, see Tab. 3. However, when we discard these states we notice that the value of $`\gamma L^2/J`$ jumps up, see Tab. 4.

We can therefore assume the following picture: Trajectories of imaginary solutions $`U_{k,J}`$ appear at some value of $`J`$. At a higher value of $`J`$ some roots of $`U_{k,J}`$ split off of the imaginary axis. When we discard such states, which have a relatively low energy, the state with the minimum energy will be $`U_{k+1,J}`$ and the lowest $`\gamma L^2/J`$ lurches upward. But one can also see in Tab. 4 that as $`J`$ becomes large, there is some indication that the result is approaching the semiclassical result of Frolov and Tseytlin for the spinning string. We show that this is the case in the following section.

## 4 The gauge dual of the semiclassical string

In this section, we show that the state with all imaginary roots has the expected properties of the dual to the semiclassical string in . We first show that the anomalous dimension has the expected behavior in the limit of large $`L`$. We then consider spinless fluctuations about the solution and show that they too have the expected behavior.

### 4.1 A solution for imaginary roots in the large $`L`$ limit

In the previous section, we saw evidence that if all roots have the form $`u_j=iq_jL`$ with $`q_j`$ real, then the roots close to the real line are very close to the imaginary half integers, but those further away begin to spread out. We will call those roots separated by half integers the “condensate”. When $`L`$ becomes large (2.3) becomes

$$\frac{1}{q_j}=\frac{2}{L}\underset{\genfrac{}{}{0.0pt}{}{k=\frac{J1}{2}}{kj}}{\overset{\frac{J1}{2}}{}}\frac{1}{q_jq_k}$$
(4.1)
where (4.1) is valid for $`q_j`$ outside the condensed region. Note in particular that there is no integer on the r.h.s. due to a branch ambiguity. The equation in (4.1) can be rewritten as an integral equation

$$\frac{1}{q}=\text{ }𝑑q^{}\frac{\sigma (q^{})}{qq^{}},$$
(4.2)
which is valid for $`q`$ outside the condensate and where the root density $`\sigma (q^{})`$ is given by

$$\sigma (q^{})=\frac{2}{L}\underset{k=\frac{J1}{2}}{\overset{\frac{J1}{2}}{}}\delta (q^{}q_k).$$
(4.3)
We now make the ansatz that the roots are condensed in the interior region, but start spreading out at some point of order $`L`$ from the origin. This means that the root density is of the form

$$\sigma (q)=\{\begin{array}{cc}4\hfill & s<q<s,\hfill \\ \stackrel{~}{\sigma }(q)\hfill & s<q<t,\hfill \\ \stackrel{~}{\sigma }(q)\hfill & t<q<s,\hfill \\ 0\hfill & q<t\mathrm{or}t<q\hfill \end{array}$$
(4.4)
where $`t`$ and $`s`$ are to be determined. Notice that this configuration is very similar to one considered by Douglas and Kazakov for the strongly coupled phase of $`\mathrm{QCD}_2`$ on the sphere , where the density also has a condensed region. The problem considered here is somewhat different since the $`\mathrm{QCD}_2`$ equations would have $`q`$ on the l.h.s. of (4.2) instead of $`1/q`$. In terms of $`\stackrel{~}{\sigma }(q)`$, (4.2) becomes

$$\frac{1}{q}4\mathrm{ln}\frac{q+s}{qs}=\text{ }_s^t𝑑q^{}\stackrel{~}{\sigma }(q^{})\left(\frac{1}{qq^{}}+\frac{1}{q+q^{}}\right).$$
(4.5)
The solution of this integral equation can be written in the form

$$\stackrel{~}{\sigma }(q)=\frac{1}{\pi }\sqrt{(q^2s^2)(t^2q^2)}\left(\frac{1}{qst}+4_s^s\frac{dv}{(qv)\sqrt{(s^2v^2)(t^2v^2)}}\right).$$
(4.6)
If we plug (4.6) back into (4.5), we see that $`s`$ and $`t`$ must satisfy a consistency condition

$$4_s^s\frac{dv}{\sqrt{(s^2v^2)(t^2v^2)}}=\frac{1}{st}.$$
(4.7)
We also have the normalization condition for $`\sigma (q)`$

$$𝑑q\sigma (q)=8s+2_s^t𝑑q\stackrel{~}{\sigma }(q)=2\alpha ,$$
(4.8)
where $`\alpha `$ is the previously defined filling factor. If we now insert (4.6) into (4.8) and use (4.7) we find the equation

$$4_s^s\frac{dvv^2}{\sqrt{(s^2v^2)(t^2v^2)}}=12\alpha .$$
(4.9)
The anomalous dimension is found by using (2.5), (3.8) and (4.4), which gives

$`\gamma `$ $`=`$ $`{\displaystyle \frac{\lambda }{8\pi ^2}}\left(62{\displaystyle \underset{n=2}{\overset{2sL}{}}}{\displaystyle \frac{4}{n^21}}2{\displaystyle \underset{n=sL}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{q_n^2}}\right)+𝒪(1/L^2)`$ (4.10)
$`=`$ $`{\displaystyle \frac{\lambda }{8\pi ^2}}\left({\displaystyle \frac{4}{sL}}{\displaystyle \frac{1}{L}}{\displaystyle _s^t}𝑑v{\displaystyle \frac{\stackrel{~}{\sigma }(v)}{v^2}}\right)+𝒪(1/L^2).`$
The integral inside (4.10) is found by using (4.6), (4.7) and (4.9), which leads to

$$\gamma =\frac{\lambda }{32\pi ^2L}\left(\frac{1}{s^2}+\frac{1}{t^2}2\frac{12\alpha }{st}\right).$$
(4.11)
Let us now focus on the limiting case $`\alpha =1/2`$ which corresponds to the $`[J,0,J]`$ representation. Using (4.9) and (4.7), we see that in the limit $`\alpha 1/2`$, $`t`$ and $`s`$ approach

$$t\mathrm{}s\frac{1}{4\pi }.$$
(4.12)
Therefore, setting $`\alpha =1/2`$, we find

$$\gamma =\frac{\lambda }{2L}=\frac{\lambda }{4J},$$
(4.13)
which is precisely the string theory prediction in . Starting from this result we can also expand the energy around $`\alpha =1/2`$. We get

$$\gamma =\frac{\lambda }{2L}\left(1+8(\frac{1}{2}\alpha )^2+24(\frac{1}{2}\alpha )^4+96(\frac{1}{2}\alpha )^6+408(\frac{1}{2}\alpha )^8+\mathrm{}\right)$$
(4.14)
Interestingly, the energy is symmetric around $`\alpha =1/2`$ and reaches a maximum at $`\alpha =1/2`$.

We can also see that the solutions for the $`[J,L2J,J]`$ representations do not approach a BMN limit when $`JL`$. The easiest way to see this is to realize that the roots are all close to imaginary half-integers and so we can borrow the result in (3.8), giving101010The same results can be derived from eqs. (4.7), (4.8), (4.11) by noticing that $`st\alpha /4`$ and $`ts\mathrm{exp}(4/\alpha ^2)`$ as $`\alpha 0`$. $`\gamma =2\lambda /\pi ^2J`$ if $`JL`$. Hence, for finite $`J`$ the anomalous dimension is finite in the large $`L`$ limit.

Note also that for $`\alpha =1/2`$, the root density simplifies to

$$\stackrel{~}{\sigma }(q)=4\left(1\sqrt{1\frac{1}{(4\pi q)^2}}\right).$$
(4.15)
Hence, $`4\stackrel{~}{\sigma }(q)`$ has a Wigner distribution in $`1/q`$. This is like the critical point for Douglas-Kazakov, where the eigenvalue distribution changes to a Wigner distribution at the critical area.

### 4.2 Fluctuations

We can also show that the fluctuations of the solution in the previous section are consistent with the Frolov-Tseytlin prediction. The fluctuations we consider are spinless, that is, they do not change the $`\mathrm{SO}(6)`$ representation. Hence, these fluctuations are found by moving Bethe roots around in the complex plane, but not actually changing the net total of roots.

With this in mind, let us suppose that two roots are moved from the imaginary axis. If we assume that the remaining roots stay on the axis then in order to satisfy the trace condition, the two roots must be at $`\pm \mu `$ where $`\mu `$ is positive real. In the large $`L`$ limit, $`\mu `$ satisfies the equation

$$\frac{1}{\mu }=2\pi n+𝑑q\frac{\sigma (q)}{\mu iq},$$
(4.16)
where we have again rescaled the roots by a factor of $`L`$. The integer $`n`$ corresponds to the different branch choice for the log. The root at $`\mu `$ is on the $`n`$ branch. We may also assume that the function $`\sigma (q)`$ is the same one computed in the previous section. Using $`\sigma (q)=\sigma (q)`$ and the expression in (4.15), we obtain the equation

$$\frac{1}{\mu }=2\pi n+_{\mathrm{}}^{\mathrm{}}𝑑q\frac{4\mu }{\mu ^2+q^2}4\mu \left(_{\mathrm{}}^s𝑑q+_s^{\mathrm{}}𝑑q\right)\frac{\sqrt{q^2s^2}}{q(q^2+\mu ^2)}$$
(4.17)
Deforming the contour, we then find

$$\mu ^1=2\pi \sqrt{n(n+4)}.$$
(4.18)
Hence, we see that $`n>0`$ for $`\mu `$ to be positive real. The contribution of these roots to the anomalous dimension is

$$\gamma _\mu =\frac{2\lambda }{8\pi ^2L^2\mu ^2}=\frac{n(n+4)\lambda }{L^2}.$$
(4.19)
The roots at $`\pm \mu `$ also back react on the imaginary axis roots. To find this effect, we note that the roots at $`\mu `$ modify the equation in (4.5) to

$$\frac{1}{q}4\mathrm{ln}\frac{q+s}{qs}\frac{4q}{L(q^2+\mu ^2)}=\text{ }_s^t𝑑q^{}\stackrel{~}{\sigma }(q^{})\left(\frac{1}{qq^{}}+\frac{1}{q+q^{}}\right).$$
(4.20)
We can then solve for $`\stackrel{~}{\sigma }(q)`$ with the new term on the l.h.s. of the equation in (4.20). Thus, we have

$$𝑑q\sigma (q)=8s+2_s^t𝑑q\stackrel{~}{\sigma }(q)=2\alpha \frac{4}{L},$$
(4.21)
$$4_s^s\frac{dv}{\sqrt{(s^2v^2)(t^2v^2)}}=\frac{1}{st}\frac{4}{L}\frac{1}{\sqrt{(s^2+\mu ^2)(t^2+\mu ^2)}},$$
(4.22)
and the same equation in (4.9). Hence, we see that the distribution still has $`t\mathrm{}`$ if $`\alpha =1/2`$, but the position of s is shifted to

$$s\frac{1}{4\pi }\left(1\frac{4}{L}\frac{1}{\sqrt{1+(4\pi \mu )^2}}\right).$$
(4.23)
We now compute the contribution of the imaginary roots to the anomalous dimension, where we find

$$\gamma _{\mathrm{ir}}=\frac{\lambda }{32\pi ^2L}\left(\frac{1}{s^2}+\frac{1}{t^2}2\frac{12\alpha }{st}\frac{2}{L\mu }\left(1\frac{st}{\sqrt{(s^2+\mu ^2)(t^2+\mu ^2)}}\right)\right).$$
(4.24)
If we now let $`\alpha =1/2`$, use (4.18) and (4.23), and then add (4.19) to (4.24), we find that the change in the anomalous dimension from (4.13) is

$$\mathrm{\Delta }\gamma =\frac{\lambda }{L^2}(n+2)\sqrt{n(n+4)}.$$
(4.25)
This is the prediction of Frolov and Tseytlin, where our definition of $`n`$ is shifted by 2 from theirs, and with extra factor of 2 since this configuration is essentially two fluctuation quanta.

In their semiclassical analysis, Frolov and Tseytlin also identified an unstable mode, that is, a mode with an imaginary frequency. Since we are considering eigenstates of a Hermitian Hamiltonian we will not see this directly. It would seem that $`\mathrm{\Delta }\gamma `$ is imaginary if $`n=1`$ or $`3`$. However, in this case $`\mu `$ would also be imaginary. But the derivation of (4.18) assumed that $`Re(\mu )>0`$. Hence the imaginary $`\mu `$ solution is not actually a solution to the Bethe equations.

On the other hand, we have already established that there are states with lower energy and in the large $`L`$ limit we would expect them to form a continuum, see Sec. 3.4. Hence there can be a superposition of states centered about the imaginary root solution that will decay. If the superposition is spread out over solutions with width $`𝒪(1/L^2)`$, then this will lead to frequencies with imaginary parts of the same order.

Even though the imaginary $`\mathrm{\Delta }\gamma `$ do not correspond to solutions to the Bethe equations, they still give the predicted imaginary frequencies of Frolov and Tseytlin. Hence a possible interpretation is that the states constructed with these values of $`\mu `$ are precisely these superpositions of energy eigenstates.

Placing roots at $`\pm \mu `$ is consistent with level matching of the fluctuations. If we were to consider a finite number of roots removed from the axis and placed at $`\pm \mu _i`$, we may ignore their interactions among themselves and so the change in the anomalous dimension is additive. If we were to put two roots on the same cut $`n`$, they would split off from the real line , but the splitting is of order $`1/\sqrt{L}`$ and so this can also be ignored at order $`1/L^2`$.

From the string perspective, there can be nonsymmetric configurations of roots that are still consistent with level matching. Assuming that such states exist, then the imaginary roots will also be nonsymmetric, which means that they must stray from the imaginary axis. It would be interesting to find these solutions. Also it would be interesting to find an analog of the semiclassical string configuration for even $`J`$.

## 5 An $`\mathrm{SO}(6)`$ singlet solution

It turns out that we can find a solution for an $`\mathrm{SO}(6)`$ singlet that is very similar to the solution in the last section. Once we consider the full $`\mathrm{SO}(6)`$, then it is necessary to introduce two other types of Bethe roots . If we assume that all roots are imaginary and that the distribution of the two new sets of roots are the same, then the full $`\mathrm{SO}(6)`$ Bethe equations become

$`\left({\displaystyle \frac{q_n+1/2}{q_n1/2}}\right)^L`$ $`=`$ $`{\displaystyle \underset{mn}{}}{\displaystyle \frac{q_nq_m+1}{q_nq_m1}}{\displaystyle \underset{k}{}}\left({\displaystyle \frac{q_nr_k1/2}{q_nr_k+1/2}}\right)^2`$
$`1`$ $`=`$ $`{\displaystyle \underset{kj}{}}{\displaystyle \frac{r_jr_k+1}{r_jr_k1}}{\displaystyle \underset{m}{}}{\displaystyle \frac{r_jq_m1/2}{r_jq_m+1/2}}`$ (5.1)
where $`r_j`$ refer to the new set of roots. Taking logs, rescaling by $`L`$ and converting these equations to integral equations, we find

$`{\displaystyle \frac{1}{q}}`$ $`=`$ $`\text{ }{\displaystyle 𝑑v\frac{\sigma (v)}{qv}}\text{ }{\displaystyle 𝑑v\frac{\omega (v)}{qv}}`$
$`0`$ $`=`$ $`\text{ }{\displaystyle 𝑑v\frac{\omega (v)}{rv}}{\displaystyle \frac{1}{2}}\text{ }{\displaystyle 𝑑v\frac{\sigma (v)}{rv}}`$ (5.2)
where $`\sigma (q)`$ is the same as (4.3) and $`\omega (q)`$ is

$$\omega (r)=\frac{2}{L}\underset{k}{}\delta (rr_k).$$
(5.3)
Therefore, we have

$$\frac{2}{q}=\text{ }𝑑v\frac{\sigma (v)}{qv}$$
(5.4)
and so we have almost the same equation as in the previous section. The factor of $`2`$ leads to the modified equations

$`4{\displaystyle _s^s}{\displaystyle \frac{dv}{\sqrt{(s^2v^2)(t^2v^2)}}}={\displaystyle \frac{2}{st}}`$
$`4{\displaystyle _s^s}{\displaystyle \frac{dvv^2}{\sqrt{(s^2v^2)(t^2v^2)}}}=22\alpha `$
$`\gamma ={\displaystyle \frac{\lambda }{16\pi ^2L}}\left({\displaystyle \frac{1}{s^2}}+{\displaystyle \frac{1}{t^2}}2{\displaystyle \frac{1\alpha }{st}}\right).`$ (5.5)
In the $`\mathrm{SO}(6)`$ integrable chain there can be as many as $`L`$ of the $`q`$ type roots and $`L/2`$ of the $`r`$ type. In this case, the representation is a singlet. Hence we see that the maximum filling fraction is $`\alpha =1`$, which is reflected in the r.h.s. of (5). We also see that $`s=1/(2\pi )`$ when $`\alpha =1`$. Therefore, the anomalous dimension is

$$\gamma =\frac{1}{4L},$$
(5.6)
which matches the semiclassical prediction for a circular string pulsating on $`S_5`$ .

## 6 Conclusions

In this paper we have constructed two types of gauge invariant operators which are in $`[J,L2J,J]`$ representations. The first type is a limit of BMN operators and was shown to have the smallest anomalous dimension for this representation. The second type of solution had a higher anomalous dimension, but was shown to have the same anomalous dimension and fluctuation spectrum as the semiclassical string, strongly suggesting that this is the gauge dual.

The fact that the semiclassical string result in  does not correspond to the operator with smallest anomalous dimension is mildly surprising; one usually expects a state with a large amount of symmetry to have a low, if not the lowest energy. It suggests that there are other semiclassical solutions to be found. It also suggests that these semiclassical solutions will involve elliptic integrals in order to reproduce the anomalous dimension.

It would be very important, in order to check and complete our ideas, to find the solution of the Bethe integral equation for the ground state in the case of odd $`J`$, *c.f.* section 3.3. Likewise, it would be exciting to find the analog of the purely imaginary solutions for even $`J`$. On physical grounds, we expect no difference in the energies between even and odd for large $`J`$, but as we have seen, the root distributions are certainly very different.

The computations presented here are one-loop calculations, but nevertheless not ones that would be accessible to standard Feynman diagram and combinatorial techniques, as the real difficulty is the diagonalization of the states. This nicely illustrates the power of using the Bethe ansatz to do one-loop computations of anomalous dimensions in SYM and suggests that it might be applicable to even more gauge invariant operators. It also illustrates the extremely rich mathematical structure hidden in $`𝒩=4`$.

Finally, let us stress the fact that the problems solved in this paper are quite different from the ones considered by condensed matter theorists. For magnetic chains one is either interested in the ferromagnetic or the antiferromagnetic phase. The Bethe vacuum (corresponding to the BPS states in gauge theory) is the true vacuum of the ferromagnet, but only a “fake” vacuum of the antiferromagnet. For finite filling fraction $`\alpha `$, the two-contour states we considered are hybrids – they are “antiferromagnetic” in the sense that they have low spin, but ferromagnetic in the sense that they have the smallest energy, i.e. anomalous dimension, for fixed $`\alpha `$. For this reason and to the best of our knowledge, despite all the work on the XXX Heisenberg chain since its invention more than 70 years ago, this problem has not previously been solved.

Note Added: After this paper was completed we learned that Frolov and Tseytlin have studied fluctuations around the stable counterparts of the string soliton dual to the Bethe states discussed here. They found that the $`𝒪(\lambda /L)`$ term in the anomalous dimension is indeed not renormalized by the string corrections .

Second Note Added: After this paper was submitted to the arXiv we were informed that Frolov and Tseytlin were able to find classical string configurations which are dual to the double contour solution presented here. .

### Acknowledgments

We are grateful to S. Frolov and A. Tseytlin for correspondence. N.B. and M.S. would like to thank the Department of Theoretical Physics in Uppsala for hospitality. J.A.M. would like to thank the CTP at MIT for hospitality. The work of J.A.M. and K.Z. was supported in part by the Swedish Research Council. The work of K.Z. was also supported in part by RFBR grant 01-01-00549 and in part by grant 00-15-96557 for the promotion of scientific schools. N.B. dankt der *Studienstiftung des deutschen Volkes* für die Unterstützung durch ein Promotionsförderungsstipendium.

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