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# Bona Fide Thermodynamic Temperature in Nonequilibrium Kinetic Ising Models

## Abstract

We show that a nominal temperature can be consistently and uniquely defined everywhere in the phase diagram of large classes of nonequilibrium kinetic Ising spin models. In addition, we confirm the recent proposal that, at critical points, the large-time “fluctuation-dissipation ratio” $`X_{\mathrm{}}`$ is a universal amplitude ratio and find in particular $`X_{\mathrm{}}0.33(2)`$ and $`X_{\mathrm{}}=\frac{1}{2}`$ for the magnetization in, respectively, the two-dimensional Ising and voter universality classes.

The fluctuation-dissipation theorem (FDT), which relates the correlation and response (or susceptibility) functions during the return to equilibrium following a small perturbation, may be used to provide an absolute definition of the temperature of a physical system. However, there are many instances, such as glassy materials and coarsening systems, where the standard form of the FDT breaks down, because the equilibration timescales are astronomical or even infinite in the thermodynamic limit. Relaxation properties then depend upon both $`t`$, the time at which perturbations are applied, and $`t^{}`$, at which measurements are taken, giving rise to “aging phenomena”. In this context, guided by the dynamics of some mean-field spin glass models, Cugliandolo and Kurchan CUKU  have proposed a generalized form of the FDT:

$$R(t,t^{})=\frac{X(t,t^{})}{T}\frac{C(t,t^{})}{t},$$
(1)
where the two-time response and auto-correlation functions $`R(t,t^{})`$ and $`C(t,t^{})`$ of some physical observable, as well as the so-called FDT ratio $`X(t,t^{})`$, are not functions of the $`t^{}t`$, and, moreover, $`X`$ depends functionally on $`C`$. The limit value $`X_{\mathrm{}}`$ often taken by $`X`$ at large times is usually interpreted as the emergence of an “effective temperature” $`T_{\mathrm{eff}}=T/X_{\mathrm{}}`$ CUKUPE\_PRE97 .

The picture suggested by the above generalized FDT scenario has received a large number of confirmations REVIEW\_LETICIA , both from experimental EXPERIMENTS  and numerical STRUCTURAL ; GRANULAR ; SHEAREDFLUIDS  studies of structural and spin glasses, granular matter, and gently sheared fluids, to quote a few examples. In these situations, the physical systems under consideration, though they may never achieve equilibration, evolve subject to a temperature $`T`$. However, this “nominal” temperature is generally not even defined for intrinsically nonequilibrium systems, e.g. stochastic models for which detailed balance is violated, although such systems are known to behave much like their equilibrium counterparts, including critical behavior and non-stationary properties of their two-time autocorrelation and response functions.

In this Letter, we show that a nominal temperature can be consistently and uniquely defined everywhere in the phase diagram of large classes of nonequilibrium kinetic Ising models. We explain how both a “dynamical” definition of temperature (using Eq. (1)) and a “geometrical” approach (in terms of the density of states) lead to an ambiguity that can be lifted using a maximum-entropy argument. This results in a unique, bona fide thermodynamic temperature which takes the same value for different observables and coincides with the usual one when detailed balance is satisfied. In addition, considering the critical points of our models, we confirm the proposal GODRECHE\_1 ; GODRECHE\_2  that $`X_{\mathrm{}}`$ is, in this context, a universal amplitude ratio of dynamic scaling functions and find in particular $`X_{\mathrm{}}[M]0.33(2)`$ and $`X_{\mathrm{}}[M]=\frac{1}{2}`$ for the magnetization $`M`$ in, respectively, the two-dimensional Ising and voter VOTPRL  classes.

For simplicity, we illustrate our approach by considering the family of two-dimensional nonequilibrium kinetic spin models introduced some time ago in OLIVEIRA  which are defined by the following evolution rules. During an elementary timestep, an Ising-like spin ($`\sigma _r=\pm 1`$) on a square lattice is randomly picked up, and flipped with a probability $`W[E_r=\frac{1}{2}\sigma _rH_r]`$ where $`E_r\{2,1,0,1,2\}`$ is the local (pseudo-)energy, $`H_r=_{\mu =1}^4\sigma _{r+e_\mu }`$ being the local (Weiss-like) field calculated over the four nearest neighbors of $`\sigma _r`$. The local $`Z_2`$-symmetry of the dynamical rules is enforced by demanding that $`W(E)=1W(E)`$ (the system being homogeneous, we drop spatial indexes whenever possible) and thus $`W(0)=\frac{1}{2}`$, leaving a two-parameter family defined by $`W(1)=\frac{1}{2}(1+x)`$ and $`W(2)=\frac{1}{2}(1+y)`$, with —to favor ferromagnetic ordering— $`0x,y1`$. An alternative convenient parameterization DROUFFE  is to match the flip rate $`W`$ with the corresponding expression for Glauber dynamics ($`W=\frac{1}{2}(1+\mathrm{tanh}2\beta E)`$ at temperature $`T=1/\beta `$). This is only possible if one introduces two parameters $`\beta _1\beta _{E=1}`$ and $`\beta _2\beta _{E=2}`$, such that $`x=\mathrm{tanh}2\beta _1`$ and $`y=\mathrm{tanh}4\beta _2`$, which measure respectively the strength of interfacial and bulk noise NOTE00 . The usual Glauber dynamics then corresponds to $`\beta _1=\beta _2=1/T`$, or, equivalently, $`y=2x/(1+x^2)`$. Other well-studied models in the $`(x,y)`$-plane comprise the majority model ($`y=x`$), the “noisy voter” or linear model ($`y=2x`$), and the “extreme” model ($`x=1`$). Except on the Glauber line, models in the $`(x,y)`$-plane do not obey detailed balance or possess an underlying short-range Hamiltonian. Nevertheless, in agreement with a long-lasting conjecture backed up by field-theoretic arguments GRINSTEIN85 ; VIRGINIATECH , there exists a critical line $`y_\mathrm{c}(x)`$ separating a disordered (paramagnetic) from an ordered (ferromagnetic) phase and along which Ising static and dynamic critical exponents are numerically found (Fig. 1a) OLIVEIRA ; EXPONENTSP1P2 ; DROUFFE . This line terminates at the voter model critical point $`(\frac{1}{2},1)`$, across which the transition occurs in the absence of bulk noise ($`y=1`$) VOTPRL .

The gist of our argument to define an effective temperature is the observation that, even if the FDT may be broken at large times, there always exists, for small time-differences ($`t^{}t𝒪(1)`$ and $`t1`$), an equilibrium-like regime where the standard form (1) is valid with $`X=1`$. Thus, in this two-time sector, and in particular for $`t^{}t1`$, we view (1) as a means of obtaining a dynamical definition of an effective temperature NOTEXX :

$$\frac{1}{T_{\mathrm{dyn}}}\underset{t\mathrm{},t^{}t0}{lim}\frac{R(t,t^{})}{_tC(t,t^{})}.$$
(2)
To really make sense of (2), we must of course specify the response function $`R(t,t^{})`$, i.e. we have to implement, for a generic $`(x,y)`$-model, the effect of a symmetry-breaking external field $`h_r`$ linearly conjugated to the local spin variable $`\sigma _r`$. Probably the simplest choice is to make the substitution $`\sigma _rH_r\sigma _r(H_r+h_r)`$ in the original expression of $`W_r`$, this simple recipe being also consistent with the natural redefinition $`E_rE_{r}^{}{}_{}{}^{(h)}=E_r\sigma _rh_r`$ of the energy in this case. This yields:

$$W_r^{(h)}=\frac{1}{2}\left(1\sigma _r\mathrm{tanh}[\beta _{|E_r|}(H_r+h_r)]\right).$$
(3)
The problem we face now is that an extra parameter $`\beta _0`$ appears, which governs the fate, under the influence of the applied field $`h_r`$, of configurations where $`H_r=0`$. One might think that the arbitrariness in the choice of $`\beta _0`$ for a generic $`(x,y)`$-model could be resolved by demanding that (2) would give the same effective temperature for all observables. This is not the case: in fact, general properties of the spin-flip dynamics we consider automatically guarantee that, for any given value of $`\beta _0`$, our definition (2) of $`\beta _{\mathrm{dyn}}=1/T_{\mathrm{dyn}}`$ does not depend on the observable chosen to evaluate the corresponding correlation and response functions since it can be re-expressed as

$$\beta _{\mathrm{dyn}}=\frac{\sigma _r(_hW_r^{(h)})_{h=0}}{W_r}=\frac{2\beta _{|E_r|}W_r(1W_r)}{W_r},$$
(4)
where the average is over all lattice sites NOTE0 .

The way out of this quandary is deceptively simple: as for the Glauber model, where $`\beta _0`$ is of course equal to the inverse of the true temperature, one has to tune $`\beta _0`$ such that any FDT measurement with a probing field yields precisely $`\beta _0`$ as the effective temperature. That is to say, for any $`(x,y)`$-model, $`\beta _0`$ is the solution of

$$\beta _{\mathrm{dyn}}(\beta _0)=\beta _0.$$
(5)
Because $`\beta _0`$ only appears, in Eqs.(2)-(4), in the initial condition $`R(t,t^+)`$ of the response function NOTE1 , the dependence of $`\beta _{\mathrm{dyn}}`$ on $`\beta _0`$ is simply linear, and the solution of (5) is therefore unique.

The reason why Eq.(5) is the correct prescription is a profound, geometric one, and is incidentally the same as for the Glauber model: this choice of $`\beta _0`$ actually maximizes the entropy of the spin configurations. To understand this point, recall that at equilibrium the canonical Botzmann-Gibbs distribution can also be obtained from the microcanonical ensemble under an information-theoretic, maximum-entropy condition JAYNES57 , where the Lagrange multiplier $`\beta _{\mathrm{geo}}`$ (identified with the inverse temperature in units where $`k_B=1`$) imposing the mean value of the energy reweights with an exponential prefactor $`e^{\beta _{\mathrm{geo}}E}`$ the bare probabilities of the spin configurations. Then, for any $`(x,y)`$-model on a finite system a steady-state is always attained, and it is perfectly legitimate to define a microcanonical entropy $`S_{\mathrm{mic}}(M,E)\mathrm{ln}\mathrm{\Omega }(M,E)`$ where the density of states $`\mathrm{\Omega }(M,E)`$ simply counts the number of configurations having a prescribed magnetization $`M`$ and energy $`E`$ as reached by the spin-flip dynamics. But in this “microcanonical” ensemble, the only spin-flip allowed are those which do not change the energy, that is the ones corresponding to $`W(0)=\frac{1}{2}`$, a value common to all $`(x,y)`$-models. In other words, the influence of distinct $`(x,y)`$-values can only be felt if one lets the energy fluctuates, in which case — and for exactly the same reasons as above — one should expect to actually observe the configurations with an effective reweighting $`e^{\beta _{\mathrm{geo}}E}`$, leading to a “canonical” entropy $`S_{\mathrm{can}}`$. Now, if one works with a non-zero external field $`h`$ in the microcanonical ensemble (in particular around the most probable values of $`M`$ and $`E`$), to lowest-order in $`h`$, once again, only the spin-flips with $`H_r=0`$ will be allowed, with a probability (3) which can be rewritten as $`W^{(h)}(0)=\frac{e^{\sigma _r\beta _0h}}{e^{\beta _0h}+e^{\beta _0h}}`$. This expression shows that a consistent reweighting can be achieved if and only if $`\beta _{\mathrm{geo}}=\beta _0`$, an equality that (5) also recovers if one restricts the average to zero local-field configurations.

To check the validity of the above scenario, we have computed the density of states (reweighted) using an efficient algorithm HUELLER  which allows to determine, with high accuracy, the ratios $`\frac{\mathrm{\Omega }(M^{},E^{})}{\mathrm{\Omega }(M,E)}e^{\beta _0(E^{}E)}`$ for neighboring (i.e. connected by a single spin-flip) magnetization and energy levels. This method is applicable anywhere in the $`(x,y)`$-plane, except of course for $`y=1,1/2x1`$ when no fluctuations are present. It produces, in particular, fast and accurate estimates by restricting the calculations to a narrow interval centered around the stationary (and most probable) values $`M_{\mathrm{sta}}`$ and $`E_{\mathrm{sta}}`$, with or without an external field. The above ratios also provide a direct access to an estimate of $`\frac{S_{\mathrm{can}}(M,\beta _0h)}{M}`$ which — if the above effective thermodynamic picture is valid — should be equal to $`h\beta _{\mathrm{geo}}`$ in the disordered phase (where for any system size $`M_{\mathrm{sta}}=0`$). This is indeed verified for sufficiently small $`h`$ and, most importantly, it is only so when one has tuned $`\beta _0`$ according to (5) (Fig. 2a).

In the ordered phase or along the critical line, finite-size fluctuations of the energy bring in another term (stemming from the differentiation of $`e^{\beta _{\mathrm{geo}}E^{(h)}}`$ in the effective occupation probabilities) which cannot be evaluated simply with the present method. But one can nevertheless have an indirect access to the dependence of the absolute entropy on $`\beta _0`$ by working, with and without magnetic field, along the magnetization direction in an interval comprising both $`M_{\mathrm{sta}}^{(0)}`$ and $`M_{\mathrm{sta}}^{(h)}`$, because this last quantity depends on $`\beta _0`$. In particular, if the selected value of $`\beta _0`$ is the extremalizing one, the difference $`\delta S(M)=\frac{S_{\mathrm{can}}(M,E,\beta _0h)}{M}\frac{S_{\mathrm{can}}(M,E,0)}{M}`$ should be as flat as possible. This is confirmed in Fig. 2b for the critical point of the majority model.

To sum up, our nominal temperature is unique and can be determined in two equivalent ways for any $`(x,y)`$ model (see Fig. 1b for an example). We note in passing that two models sharing the same stationary energy (e.g. Glauber and linear for which this quantity is known exactly TBP ) are usually not at the same effective temperature. Of particular interest is the non-monotonous variation of the temperature $`T_\mathrm{c}`$ along the critical line (Fig. 1c). Once $`T_\mathrm{c}`$ determined, one can study the long-time behavior of $`X`$. Using a now-standard method BARRAT98 , the parametric representation of Fig.3a yields the universal limit $`X_{\mathrm{}}=0.33(2)`$. This value while in disagreement with GODRECHE\_2 , has also been obtained independently in BERTHIER\_X ; CHATELAIN , and is consistent with the two-loop RG results of X\_EPS .

Further (analytical) insight can be gained for the linear and critical voter model: along the line $`y=2x`$, all correlation functions do not couple to higher-order ones, and verify diffusion equations. Using standard Laplace-Fourier methods much as for the Glauber $`1d`$-Ising chain, one can not only calculate exactly the stationary energy, but also obtain many exact results for the correlation and response functions. Skipping all technical details TBP , the two-time two-point correlation function $`C_r(t,t^{})=\sigma _0(t)\sigma _r(t^{})`$, is compactly expressed in terms of a double Laplace transform $`\widehat{C}_r(s,s^{})=\frac{1}{s\widehat{q}_0(s/2)}\frac{\widehat{q}_r(s/2)\widehat{q}_r(s^{})}{s^{}s/2}`$ ($`st,s^{}t^{}`$), where $`q_r(t)=e^{(12x)t}p_r(2xt)`$, $`p_r(t)`$ being the probability that a simple random walk goes from $`0`$ to $`x`$ during a length of time $`t`$ ($`p_0(t)=e^tI_0^2(t/2)1/(\pi t)`$, where $`I_0`$ is a modified Bessel function). Specializing to the autocorrelation function $`C(t,t^{})C_0(t,t^{})`$, this gives for $`x<1/2`$ when $`t`$ is large and $`t^{}t`$ arbitrary $`C(t,t^{})1_0^{t^{}t}𝑑uq_0(u)/\widehat{q}_0(0)`$, a function of $`t^{}t`$ decaying exponentially on a timescale $`\tau _x=1/(12x)`$ . At the voter critical point, both $`\widehat{q}_0(0)`$ and $`\tau _x`$ diverge, and the previous expression crosses over to a non-trivial two-time scaling form, with $`C(t,t^{})1(\mathrm{ln}t)^1_0^{t^{}t}𝑑up_0(u)`$ in the first temporal regime $`t1,t^{}t𝒪(1)`$ , which matches at large time differences the result $`C(t,t^{})=(\mathrm{ln}t)^1\mathrm{ln}(\frac{t^{}+t}{t^{}t})`$ valid in the second regime $`t,t^{}t1`$. As for the autoresponse function $`R(t,t^{})`$ it simply reads $`R(t,t^{})=q_0(t^{}t)R(t,t^+)`$. For $`x<1/2`$, $`R(t,t^+)`$ tends to a finite and non-zero constant, and an effective FDT is obeyed at all times, with $`X(t,t^{})=1`$. For the voter model, $`R(t,t^+)(\pi /\mathrm{ln}t)[\beta _0\frac{3c_4}{8}(\beta _0\beta _1)]`$ in the long-time limit, where the numerical constant $`c_4`$ is such that $`_{\mu =1}^4\sigma _\mu (t)1c_4\pi /\mathrm{ln}t`$. Hence (4) reads $`\beta _{\mathrm{dyn}}(\beta _0)=\beta _0\frac{3}{8}(\beta _0\beta _1)c_4`$, and the prescription (5) is realized when $`\beta _0=\beta _1`$, thus bypassing the evaluation of $`c_4`$. Therefore the strength of interfacial noise driving the voter order-disorder transition can be unambiguously associated with a temperature exactly given by $`1/T_c=\frac{\mathrm{ln}3}{4}=0.27465\mathrm{}`$, and the FDT ratio $`X(t,t^{})\frac{p_0(t^{}t)}{p_0(t^{}+t)+p_0(t^{}t)}X_{\mathrm{}}=\frac{1}{2}`$ NOTE3 . While $`T_\mathrm{c}`$ is easily measured for both $`M`$ and $`E`$ and found equal to the exact value above (Fig. 3b), the long-time regime is difficult to reach numerically. For the magnetization, we find $`X_{\mathrm{}}[M]=0.50(5)`$ (not shown), which gives an indication of the accuracy of the Ising value above. For the energy, however, the signal is too weak to estimate $`X_{\mathrm{}}[E]`$ so that we cannot test the conjecture BERTHIER\_X  that $`X_{\mathrm{}}`$ is the same for all observables, which seems unlikely to us given that critical static amplitudes ratios usually depend on the observable considered.

Summarizing, we have shown how to measure the “strength of noise” via a bona fide thermodynamic temperature in kinetic spin models and confirmed the universality of the FDT ratio $`X_{\mathrm{}}`$ at critical points. Ongoing work aims at extending our method to even more general nonequilibrium systems such as chaotic map lattices.

F. S. thanks Conacyt (México) for financial support.


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# 1 Introduction

## 1 Introduction

It is generally believed that a fundamental theory including quantum gravity should be free of divergences. In this paper we want to study the implications of the UV finiteness of the fundamental theory. What are the properties the theory should possess in order to be UV finite? Finding answers to such questions may help us to construct the fundamental theory; and even after the fundamental theory is found, this kind of questions may help us understand it better.

We will assume that the UV completeness of the fundamental theory holds perturbatively, i.e., the theory is still UV finite after turning off all interactions among the matter fields. This is obviously a technical necessity. If the UV completeness is a nonperturbative feature of the fundamental theory, we will not be able to derive any implication from it until knowing the exact nonperturbative definiton of the theory.

As a first step toward understanding what is needed for the quantum gravity to be UV finite, we consider the gravitational coupling of a free scalar field to the background geometry. With the standard minimal coupling to a curved spacetime, the quantum loop diagrams diverges, and we would like to know what kind of modifications to the standard theory will regularize it.

More specifically, in a curved background, the path integral of a matter field $`\varphi `$ generates a Hilbert-Einstein term in its effective action. This leads to a quantum correction to the Newton constant

$$G^1=G_0^1+\delta G^1,$$
(1)
where $`G_0`$ is the bare coupling constant, and $`\delta G^1`$ is the coefficient of the Hilbert-Einstein term in the effective action. In the theory of induced gravity , $`G_0^1=0`$, and the full Newton constant arises as quantum corrections. With the standard coupling of matter fields to gravity, $`\delta G^1`$ diverges and needs to be regularized.

In a UV-complete theory, both the bare coupling $`G_0^1`$ and the quantum correction should be finite. In the following we will derive constraints on the unknown fundamental theory by requiring $`\delta G^1`$ to be finite.

A matter field’s quantum contribution to Newton constant is closely related to that to the black hole entropy . Previous works  proposed to suitably modify dispersion relations at high energies to regularize the black hole entropy. 111 An exception is  in which Pauli-Villars regularization was used to calculate Hawking radiation. Hypothetical relations between Hamiltonian and momentum can make Newton constant finite, but its obvious disadvantage is that general covariance is broken. We would like to preserve the general covariance as an exact symmetry although it is logically possible that it is only an approximate symmetry at low energies. Another technical disadvantage of modifying dispersion relations is that, as a result of the loss of general covariance, one needs to propose dispersion relations separately for each class of backgrounds, and calculations may need to be carried out independently for each case.

Instead of modifying the dispersion relation, we consider modification to the Lagrangian by higher derivatives. At the zeroth order approximation with respect to all other interactions, the Lagrangian of a scalar field is quadratic, and is characterized by the correpsonding propagator. The finiteness of the Newton constant imposes constraints on the propagator, assuming that the quantum contribution of each field is finite. Remarkably, our calculation shows that the propagator has to approach to a nonvanishing constant in the limit of large momentum $`k^2\mathrm{}`$.

This is in contrast with the situation for Yukawa type interactions in which the propagator needs to approach to zero fast enough as $`k^2\mathrm{}`$, so that Feynman loop diagrams converge. Because of this difference between gravitational and Yukawa interactions, one can not make both Newton constant and Yukawa couplings finite by propagator modification.

Hence we are forced to reexamine our assumptions. A possibility is that some symmetry among all matter fields, such as supersymmetry, ensures that the infinities coming from different fields cancel each other. A more complete set of alternatives will be examined in Sec. 3.

## 2 One Loop Calculation

In the zeroth order approximation with respect to all couplings except the gravitational coupling to the background geometry, the action of the fundamental theory is a sum of free field actions for each particle field. For a scalar field, the action is of the form

$$S=\frac{1}{2}d^dx\varphi 𝒟\varphi ,$$
(2)
where $`𝒟`$ is a pseudodifferential operator. The effective action $`W`$ is defined by the path integral

$$e^W=D\varphi e^{\frac{1}{2}{\scriptscriptstyle d^dx\varphi 𝒟\varphi }}.$$
(3)
Note that $`W`$ is defined up to an (infinite) constant in the above. Apart from this constant, terms involving physical interactions should be finite in a UV complete theory.

On a slightly curved space, one can express the effective action as a power expansion of the spacetime curvature

$$W=\delta \mathrm{\Lambda }_0𝑑V+\delta \lambda _0𝑑\sigma +\delta G^1(𝑑VR2𝑑\sigma K)+\mathrm{},$$
(4)
where $`d\sigma `$ is the volume element on the boundary of the 4 dimensional spacetime, and $`K`$ is the curvature on the boundary.

Due to general covariance, the effective action $`W`$ is always of the form (4) in the weak curvature expansion, with possibly different coefficients.

The first two terms in (4) correspond to the quantum contribution of $`\varphi `$ to the cosmological constant in the bulk and on the boundary. The rest are the lowest order generally invariant terms in the weak curvature expansion, and they contribute to Newton constant. The standard choice of $`𝒟`$ in (2) is the Laplace operator for a massless scalar field, for which all the coefficients in $`W`$ are UV divergent.

The boundary term $`K`$ in (4) has to be present for the following reason. In canonical formulation, the Lagrangian should be a function of the dynamical variables and their first derivatives. Since the curvature $`R`$ involves second derivatives of the metric, we should apply integration by parts to the bulk term so that it only has first derivatives. The boundary term in (4) then cancels the boundary term generated by the integration by parts, so that the full action is of the standard form. For this reason the coefficient of the boundary term is determined by that of the bulk term. The fact that the ratio of the coefficients is fixed has very significant physical implications. It provides a low energy argument  for the compatibility between renormalization of Newton constant and that of the Bekenstein Hawking entropy .

Let us digress a little to explain this point as it will also shed light on possible applications of the results of this paper to the black hole entropy. As we just saw, quantum fluctuations of a matter field contribute to the Newton constant. At the same time it contributes to the black hole entropy. The Bekenstein-Hawking relation

$$S=\frac{A}{4G}$$
(5)
is therefore corrected on both sides. In  it was suggested that the renormalized entropy and the renormalized Newton constant always cooperate to keep (5) intact in the low energy limit. A low energy argument for this claim was given in  as follows. We saw above that the low energy effective action (4) determines the quantum correction to the Newton constant. In fact $`W`$ also determines the entropy, at least according to one of its definitions. For a black hole background, as a vacuum solution to Einstein gravity, the Hilbert-Einstein term in (4) vanishes, and $`W`$ is thus determined by the boundary term. Hence the entropy is proportional to the coefficient of the boundary term in $`W`$, while Newton constant to the bulk term coefficient. The fixed ratio of the coefficients is thus translated to the fixed ratio of the renormalization of $`S`$ and $`G^1`$. This connection between the quantum correction of Newton cosntant and that of black hole entropy is part of the motivation of this work.

Now we calculate the quantum correction to Newton constant due to a scalar field with the action (2). In the fundamental theory, the operator $`𝒟`$ should produce finite coefficients in $`W`$. The most general quadratic generally covariant Lagrangian for $`\varphi `$ allowing higher derivatives is

$$=\varphi f(^2)\varphi .$$
(6)
Although higher derivatives are notorious for introducing various problems to the canonical formulation, from the viewpoint of effective theories, the proper way to deal with higher derivatives is to treat it perturbatively , and various problems may be resolved.

The gravitational coupling of the scalar field to the background geometry is hidden in the inverse propagator

$$f(^2)=f(^2)++\mathrm{},$$
(7)
where $``$ is the first order term in the weak curvature expansion. At this point we can already see the origin of the drastic difference between gravitational coupling and Yukawa coupling. While Yukawa coupling is independent of the propagator, the gravitational coupling is determined by the propagator because of the requirement of general covariance. A propagator that decays to zero sufficiently fast over some energy scale effectively cuts off the integration over momentum for a Feynman diagram. This helps the Yukawa coupling to be UV finite. However, if the propagator is modified to have steeper slopes, the gravitational coupling $``$ is enhanced, and it is not clear whether the Feynman integral will be more divergent or less divergent. We need to calculate the loop diagrams explicitly to decide.

An advantage of our approach is that since the calculation is generally covariant, we do not have to do it for every background. We can choose any background with nontrivial curvature. For simplicity, we choose the background to be a (large) sphere $`S^d`$. In normal coordinates, the metric of a sphere is

$$g_{ij}=(1+\alpha x^2)\delta _{ij}+\mathrm{}$$
(8)
in the neighborhood of the north pole. The parameter $`\alpha `$ is proportional to the constant curvature on the sphere. One can easily check that

$$^2=\frac{1}{\sqrt{g}}_i\sqrt{g}g^{ij}_j=^2+\mathrm{\Delta },$$
(9)
where

$$\mathrm{\Delta }=\alpha \left((d2)xx^2^2\right)+\mathrm{}.$$
(10)
Using the identity

$$[(^2)^n,\mathrm{\Delta }]=4n\alpha \left(n+x\right)(^2)^n,$$
(11)
one can show that for a generic $`f(^2)`$, $``$ defined by (7) is of the form

$$=_0(^2)+(x)_1(^2)+x^2_2(^2).$$
(12)
We will only need the expressions of $`_0`$ and $`_2`$ below. For any smooth function $`f`$,

$`_0(y)`$ $`=`$ $`\alpha \left(2y^2{\displaystyle \frac{d^3}{dy^3}}+3y{\displaystyle \frac{d^2}{dy^2}}\right)f(y)=2\alpha y^{1/2}{\displaystyle \frac{d}{dy}}\left(y^{3/2}{\displaystyle \frac{d^2}{dy^2}}f(y)\right),`$ (13)
$`_2(y)`$ $`=`$ $`\alpha y{\displaystyle \frac{d}{dy}}f(y),`$ (14)
where we have denoted $`k^2`$ by $`y`$. The $`_1`$ term does not contribute because it is odd under $`kk`$ and we will integrate over $`k`$ for the one loop diagram.

It is straightforward to find the one-loop effective action

$$W=\frac{1}{2}d^dx\frac{d^dk}{(2\pi )^d}\frac{_0(k^2)+x^2_2(k^2)}{f(k^2)}+\text{constant}.$$
(15)
The first term is the Hilbert Einstein term as it is proportional to $`\alpha `$, which is proportional to the constant curvature. The contribution of quantum fluctuations of $`\varphi `$ to Newton constant is thus proportional to

$$d^dx(w+x^2v),$$
(16)
where

$$w=𝑑yy^{\frac{d2}{2}}\frac{_0(y)}{f(y)},v=𝑑yy^{\frac{d2}{2}}\frac{_2(y)}{f(y)}.$$
(17)
For this quantum correction to be finite, we need both $`w`$ and $`v`$ to be finite.

We check the finiteness of $`w`$ and $`v`$ by dividing the integral over $`y=k^2`$

$$w=w_0+w_1+w_{\mathrm{}},v=v_0+v_1+v_{\mathrm{}},$$
(18)
to the region of small $`y`$, the region of finite $`y`$ and the region of infinite $`y`$. The middle region usually contributes a finite number to the Newton constant for a well defined $`f(y)`$. We need to examine the small $`y`$ region and large $`y`$ region more carefully.

For the integral over $`y`$ around $`y=0`$, we can approximate $`f(y)`$ by the canonical expression

$$f(y)y,$$
(19)
and find

$$w_0=0,v_0_0𝑑yy^{\frac{d2}{2}},$$
(20)
which is finite if $`d2`$.

For the integral over $`y`$ to $`y\mathrm{}`$, we need to examine various asymptotic bahaviors of $`f(y)`$. Assuming that $`f(y)y^n`$ for large $`y`$, we find

$$w_{\mathrm{}}^{\mathrm{}}𝑑yy^{\frac{d4}{2}},v_{\mathrm{}}^{\mathrm{}}𝑑yy^{\frac{d2}{2}}.$$
(21)
The expressions above are not valid if $`n=0,1/2`$ or $`1`$, in which case $`w_{\mathrm{}}`$ vanishes according to (13). Similarly $`v`$ vanishes if $`n=0`$ according to (14). Therefore the only case with finite quantum correction to Newton constant is $`n=0`$. That is, we need

$$f(k^2)\text{constant}\text{as}k^2\mathrm{}.$$
(22)
In addition, this constant has to be nonzero for $`w`$ and $`v`$ to be finite.

One can try a more general ansatz for $`f(y)`$ such as

$$f(y)=y^ne^{\beta y},$$
(23)
but we will only arrive at the same conclusion that we need $`f`$ to approach to a nonzero constant. Although $`0`$ is also a constant and $`0`$ if $`f0`$, the factor $`y^{(d2)/2}`$ in $`v_{\mathrm{}}`$ (21) keeps us from finding examples for which $`v_{\mathrm{}}`$ is finite while $`f0`$.

Examples of inverse propagators which give finite quantum contribution to Newton constant include

$`f(^2)`$ $`=`$ $`{\displaystyle \frac{M^2(^2+m^2)}{^2+M^2}},`$ (24)
$`f(^2)`$ $`=`$ $`M^2(1e^{^2/M^2})+m^2,`$ (25)
$`f(^2)`$ $`=`$ $`^2e^{^2/M^2}+m^2,`$ (26)
where $`m`$ is a constant determining the low energy effective mass of $`\varphi `$, and $`M`$ is the fundamental energy at which the wave equation is significantly modified. These examples satisfy the following desirable properties

1. The wave eqution is covariant.
2. The low energy wave equation is canonical, i.e., $`f(k^2)(k^2+m_0^2)`$ for small $`k`$.
3. The contribution of quantum fluctuation to Newton constant is finite.

What we see here is quite surprising at first sight. Naively, people expect that the quantum loop calculation is UV finite if we impose a cutoff in the propagator, that is, if the propagator goes to zero quickly above some scale $`k^2=\mathrm{\Lambda }^2`$. Our calculation shows however that the UV finiteness of Newton constant requires instead that the propagator $`f^1(k^2)`$ approaches to a nonvanishing constant.

As we commented above, this is due to the fact that gravitational coupling is determined by the propagator. When we turn on a curvature in the background, the new interaction term $`\varphi \varphi `$ appearing in the Lagrangian is larger when $`f(k^2)`$ varies faster with $`k^2`$, because $``$ is roughly proportional to the derivative of $`f`$. The exponential decay factor in (23), for example, will make both the denominator $`f`$ and the numerator $``$ to increase exponentially with $`y`$ in the expressions of $`w`$ and $`v`$. It is therefore not helpful to have the propagator $`f^1`$ to vanish quickly above some scale.

Without any calculation, one can easily see that if the propagator is a constant, the field is decoupled from gravity. Our calculation shows that this extreme decoupling is needed at high energies for the UV convergence of gravitational interaction. Once this conclusion is made, we expect that all higher order terms in the curvature expansion of the effective action will also be finite.

As a side remark, since gauge field interactions are also encoded in the kinetic term of a scalar field, a propagator that approaches to a nonzero constant also defines a UV finite gauge field interaction.

## 3 Remarks

The main result of the previous section is that the propagator has to approach to a nonzero constant for the Newton constant to be UV finite. By itself the result can have many applications to high energy physics and cosmology. Here we discuss its implications on the logical possibilities for a UV complete theory of quantum gravity.

1. $`f`$ constant:

In this case the Newton constant is finite for any field content in the free field limit of the theory.

1. If there is Yukawa coupling in the theory, one needs a mechanism, possibly a large symmetry among all the fields, to make loop diagrams involving Yukawa interactions finite.
    2. There is no Yukawa coupling in the theory. The Yukawa coupling in the standard model arises from other types of interactions in the high energies.
2. $`f\mathrm{}`$:

In this case we need a symmetry, such as supersymmetry, among the field content of the fundamental theory to cancel each field’s contribution to the Newton constant. It will be interesting to calculate higher order terms in the effective action $`W`$. A tempting scenerio is that infinitely many constraints are arrived and the spectrum is uniquely fixed.
3. Neither of the above:

A symmetry or symmetries among all the fields of the theory is responsible for making both gravitational interaction and other interactions UV finite.

Except the possibility (1a), all possibilities above imply the necessity of a symmetry among the particles of the theory. An inventive reader might also point out other possibilities. Another simple possibility which admits a finite Newton constant without requiring the propagator to approach to a constant is to add nonminimal couplings to $`R`$ for some scalar fields. However, a perfect cancellation of the divergences from all species by the nonminimal coupling constants for part of the particle spectrum is unnatural without a symmetry.

Furthermore, unless the propagator goes to a nonzero constant, the UV problem for gravitational coupling becomes more serious when we consider higher order terms in the curvature expansion of the effective action. As we go to higher and higher order terms, we will need to fine tune more and more couplings. This is apparently highly unnatural.

On the contrary, if the propagator approaches to a constant, we can easily argue that all higher order terms will also be finite because in the high energy limit the free field Lagrangian is simply decoupled from the background geometry.

The possibility (1) seems to provide the simplest way to construct a UV finite theory of quantum gravity. A toy model can be built on two scalar fields. Gravity is induced by integrating out one of the scalar field. Then we obtain a UV finite quantum gravity coupled to a single scalar field. Such toy models may be useful in the future to understand conceptual puzzles about quantum gravity.

Another remarkable property of the possibility 1 is that the large $`k`$ behavior of the propagator is almost completely determined. This kind of information for trans-Planckian physics is very precious and can be applied to cosmological models for the very early universe. Possible effects of higher derivatives in cosmology have been discussed in .

For the possibility (2), the finiteness of the Newton constant leads to a strong constraint on this symmetry we need. For example, the contribution of minimally coupled fields of spin $`0`$, $`1/2`$ and $`1`$ to the Newton constant have been calculated

$`\delta G^1=\{\begin{array}{c}\frac{1}{12\pi }\frac{1}{ϵ^2}\text{spin 0},\hfill \\ \frac{s}{24\pi }\frac{1}{ϵ^2}\text{spin 1/2},\hfill \\ \frac{d8}{12\pi }\frac{1}{ϵ^2}\text{spin 1},\hfill \end{array}`$ (30)
where $`s`$ is the dimension of fermion representation, 222For instance, $`s=2`$ for a Weyl spinor in 4 dimensions. and $`ϵ`$ is a parameter of regularization. For a field theory in which no fields of higher spin are present (gravity is induced), we need

$$N_0+\frac{s}{2}N_{1/2}+(d8)N_1=0,$$
(31)
where $`N_0`$, $`N_{1/2}`$ and $`N_1`$ are the number of fields of spin $`0`$, $`1/2`$ and $`1`$, respectively. Obviously this is impossible if $`d8`$, in which case fields of higher spins are needed.

String theory is classified as the possibility (2). In Witten’s bosonic open string field theory , all fields have the canonical kinetic term, and they appear in the cubic interaction terms in the form of

$$\stackrel{~}{\varphi }=e^{a^2^2}\varphi ,$$
(32)
where $`a^2=\mathrm{ln}(3\sqrt{3}/4)\alpha ^{}`$. Similarly, in the bosonic closed string field theory we have $`a^2=\frac{1}{2}\mathrm{ln}(3\sqrt{3}/4)\alpha ^{}`$ . We can rewrite the action in terms of $`\stackrel{~}{\varphi }`$, and then the interactions are Yukawa couplings. The kinetic term now gets an exponential factor of derivatives. The quadratic part of the Lagrangian is $`\varphi 𝒟\varphi `$ with $`𝒟`$ of the form

$$𝒟=(k^2+m^2)e^{2a^2k^2}.$$
(33)
This give a propagator which exponentially decays to zero at large $`k^2`$, and is good for making Feynman loop diagrams finite. But its quantum contribution to Newton constant diverges. The conclusion is again that there is a conspiracy among the different species in the particle spectrum of string theory, a picture consistent with the wide spread belief that there is big symmetry yet to be understood .

String theory also serves as an example in which our assumption of a zeroth order approximation is valid. Although string theory has a universal coupling constant that determines all couplings, one can turn on the background and turn off the string coupling at the same time such that in a double scaling limit the coupling to the background geometry is finite. A well known example is the Anti de Sitter space with RR flux. The radius of the Anti de Sitter space is determined by the flux $`N`$ and the string coupling constant $`g_s`$. One can take the limit $`g_s0`$ and $`N\mathrm{}`$ simultaneous such that the radius is fixed and large.

## Acknowledgment

The author thanks Chong-Sun Chu, Herbert Fried, Jong-Ping Hsu, Kyungsik Kang, Hsien-chung Kao, Albion Lawrence, Feng-Li Lin, Horatiu Nastase, Sanjaye Ramgoolam, Andrew Strominger and Nicolaos Toumbas for helpful discussions. This work is supported in part by the National Science Council, the National Center for Theoretical Sciences, the CosPA project of the Ministry of Education, Taiwan, R.O.C., and the Center for Theoretical Physics at National Taiwan University.


text:
# Naturally Light Fermions from Dimensional Reduction

## 1 Motivation

In Yang-Mills gauge theory on a lattice of spacing $`a`$, one naturally obtains for the correlation length $`\xi _ga`$ based on asymptotic freedom. However, if one includes quarks, say as Wilson fermions, one would naturally arrive at $`\xi _q=O(a)`$, i.e. a small quark mass $`\xi _q^1`$ requires an unnatural process of fine tuning. In this sense, Domain Wall Fermions  approach the chiral limit in a “natural” way, starting from a higher dimension. However, there the “extra dimension” is just technical: it does not host gauge fields, and one separates the walls at fixed glueball mass $`\xi _g^1`$.

Here we try to construct a brane world in an odd dimension, which is endowed with a mechanism for dimensional reduction to an even dimension with light fermions. This would represent an all natural mechanism for the hierarchy of scales.

In particular we are going to study the Gross-Neveu model at large $`N`$ and its reduction from $`d=3`$ to 2. Details will be presented in Ref. .

## 2 The 2-d Gross-Neveu model

The Euclidean action of our target theory reads

$$S[\overline{\mathrm{\Psi }},\mathrm{\Psi }]=d^2x\left[\overline{\mathrm{\Psi }}\gamma _\mu _\mu \mathrm{\Psi }\frac{g}{2N}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2\right],$$
(1)
where we suppress the flavor index $`1\mathrm{}N`$. It has a discrete chiral $`Z(2)`$ symmetry

$$(\overline{\mathrm{\Psi }}_L,\mathrm{\Psi }_L)\pm (\overline{\mathrm{\Psi }}_L,\mathrm{\Psi }_L),(\overline{\mathrm{\Psi }}_R,\mathrm{\Psi }_R)(\overline{\mathrm{\Psi }}_R,\mathrm{\Psi }_R).$$

With an auxiliary scalar field $`\mathrm{\Phi }=\frac{G}{N}\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ the action (1) is equivalent to

$$S[\overline{\mathrm{\Psi }},\mathrm{\Psi },\mathrm{\Phi }]=d^2x\left[\overline{\mathrm{\Psi }}\gamma _\mu _\mu \mathrm{\Psi }\mathrm{\Phi }\overline{\mathrm{\Psi }}\mathrm{\Psi }+\frac{N}{2g}\mathrm{\Phi }^2\right].$$

In the limit $`N\mathrm{}`$, $`\mathrm{\Phi }`$ freezes to a constant, and $`\overline{\mathrm{\Psi }},\mathrm{\Psi }`$ can be integrated out. This yields an effective potential $`V_{eff}(\mathrm{\Phi })`$ with the minima $`\pm \mathrm{\Phi }_0`$, which obey the gap equation

$$\frac{1}{g}=\frac{1}{\pi }_0^{\mathrm{\Lambda }_2}𝑑k\frac{k}{k^2+\mathrm{\Phi }_0^2}.$$
(2)
At weak coupling $`g1`$ we have $`\mathrm{\Lambda }_2\mathrm{\Phi }_0`$ and

$$m=\mathrm{\Phi }_0=\mathrm{\Lambda }_2e^{\pi /g}$$
(3)
represents the fermion mass, which is generated by the spontaneous breaking of the $`Z(2)`$ symmetry. The exponent expresses asymptotic freedom.

## 3 The 3-d Gross-Neveu model

The 3-d action

$$S[\overline{\mathrm{\Psi }},\mathrm{\Psi }]=d^3x\left[\overline{\mathrm{\Psi }}\gamma _\mu _\mu \mathrm{\Psi }+\overline{\mathrm{\Psi }}\gamma _3_3\mathrm{\Psi }\frac{G}{2N}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2\right]$$

still has a $`Z(2)`$ symmetry,

$`(\overline{\mathrm{\Psi }}_L,\mathrm{\Psi }_L)|_{(\stackrel{}{x},x_3)}`$ $``$ $`\pm (\overline{\mathrm{\Psi }}_L,\mathrm{\Psi }_L)|_{(\stackrel{}{x},x_3)},`$
$`(\overline{\mathrm{\Psi }}_R,\mathrm{\Psi }_R)|_{(\stackrel{}{x},x_3)}`$ $``$ $`(\overline{\mathrm{\Psi }}_R,\mathrm{\Psi }_R)|_{(\stackrel{}{x},x_3)},`$ (4)
which turns into the discrete chiral symmetry after dimensional reduction.

The 3-d gap equation reads

$$\frac{1}{G}=\frac{1}{(2\pi )^3}d^3k\frac{2}{k^2+\mathrm{\Phi }_0^2},$$
(5)
and for a cut-off $`\mathrm{\Lambda }_3\mathrm{\Phi }_0`$ one identifies a critical coupling $`G_c=\pi ^2/\mathrm{\Lambda }_3`$. At $`G>G_c`$ we are in the broken phase with

$$\mathrm{\Phi }_0=2\pi (1/G_c1/G),$$
(6)
whereas weak coupling $`GG_c`$ corresponds to a symmetric phase ($`\mathrm{\Phi }_0=0`$).

## 4 Dimensional reduction from the symmetric phase

We compactify $`x_3`$ with periodicity $`\beta `$. Summing up the momenta $`k_3`$ in the gap equation (5) leads to

$$\frac{1}{G}=\frac{1}{(2\pi )^2}d^2k\frac{\mathrm{coth}(\beta \sqrt{\stackrel{}{k}^2+\varphi _0^2}/2)}{\sqrt{\stackrel{}{k}^2+\varphi _0^2}}.$$
(7)
The remaining 2-d integral involves again the cut-off $`\mathrm{\Lambda }_2`$. Consistency now requires the cut-off matching $`\mathrm{\Lambda }_2=1/G_c=\mathrm{\Lambda }_3/\pi ^2`$, and $`1/g=\beta (1/G1/G_c)`$. Thus we arrive at the 2-d fermion mass

$$m=\frac{2}{\beta }e^{\pi \beta (1/G1/G_c)}=\frac{2}{\beta }e^{\pi /g},$$
(8)
where $`2/\beta `$ takes the rôle of an effective cut-off in the reduced system. The 2-d correlation length $`\xi =1/m`$ grows exponentially as $`\beta \mathrm{}`$, hence we obtain dimensional reduction at large $`\beta `$.

This result seems fine, but the procedure is not satisfactory in view of our motivation: e.g. a non-perturbative treatment at finite $`N`$ (on the lattice) should not start from the symmetric phase, because this just shifts the problem of fine tuning to $`d=3`$. Therefore we now focus on dimensional reduction from the broken phase.

## 5 A single domain wall

Starting from the 3-d broken phase, the limit $`{}_{\beta 0}{}^{lim}\beta /\xi =2\mathrm{ln}(1+\sqrt{2})`$ does not provide light fermions. Hence we proceed differently and generate a light 2-d fermion as the $`k_3=0`$-mode on a domain wall. For the latter we make the ansatz $`\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0\mathrm{tgh}(\mathrm{\Phi }_0x_3)`$, which is inspired by Refs. . We choose $`x_2`$ as the time direction, hence the Hamiltonian reads

$$H=\gamma _2[\gamma _1_1+\gamma _3_3\mathrm{\Phi }(x_3)].$$
(9)
The ansatz $`\mathrm{\Psi }(x_3)e^{ik_1x_1}e^{iEt}`$ (and the chiral representation for $`\gamma _i`$) reveals one localized eigenstate of $`H`$,

$$\mathrm{\Psi }_0(x_3)=\sqrt{\frac{\mathrm{\Phi }_0}{2}}\left(\begin{array}{c}0\\ \mathrm{cosh}^1(\mathrm{\Phi }_0x_3)\end{array}\right)$$
(10)
with energy $`E_0=k_1>0`$, i.e. a left-mover. (On an anti-wall $`\mathrm{\Phi }(x_3)`$ one would obtain a right-mover with $`E_0=k_1>0`$ and exchanged components in $`\mathrm{\Psi }_0(x_3)`$).

In addition there are bulk states (not localized in $`x_3`$),

$$\mathrm{\Psi }_{k_3}(x_3)=\frac{e^{ik_3x_3}}{\sqrt{2E(E+k_1)}}(\begin{array}{c}i(E+k_1)\\ \mathrm{\Phi }_0\mathrm{tgh}(\mathrm{\Phi }_0x_3)ik_3\end{array})$$

with $`E=\pm \sqrt{\stackrel{}{k}^2+\mathrm{\Phi }_0^2}`$, which form together with $`\mathrm{\Psi }_0`$ an orthonormal basis for the 1-particle Hilbert space.

To verify the consistency of the wall profile we have to consider the chiral condensate $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$. $`\mathrm{\Psi }_0`$ does not contribute to it, and if we sum up the bulk contributions of $`E<0`$ we reproduce exactly $`\mathrm{\Phi }(x_3)`$, which confirms the self-consistency of this single brane world.

In addition we are free to fill up some of the $`\mathrm{\Psi }_0`$ states. Those with $`E_0<\mathrm{\Phi }_0`$ are confined to the $`(1+1)`$-d world, whereas states with $`E_0\mathrm{\Phi }_0`$ can escape in the 3-direction. For the low energy observer on the brane this event appears as a fermion number violation.

## 6 A brane world with wall and anti-wall

We now want to include both, $`\mathrm{\Psi }_L`$ and $`\mathrm{\Psi }_R`$, to be localized on a wall and an anti-wall separated by $`\beta `$. For the profile we make the ansatz

$`\mathrm{\Phi }(x_3)`$ $`=`$ $`\mathrm{\Phi }_0\{a[\mathrm{tgh}_+\mathrm{tgh}_{}]1\}`$
$`\mathrm{tgh}_\pm `$ $`:=`$ $`\mathrm{tgh}(a\mathrm{\Phi }_0[x_3\pm \beta /2]),a[0,1].`$ (11)
The ansatz for a bound state with the same form as for single walls,

$$\mathrm{\Psi }_0(x_3)=c\left(\begin{array}{c}\alpha _1\mathrm{cosh}^1(a\mathrm{\Phi }_0[x_3\beta /2])\\ \alpha _2\mathrm{cosh}^1(a\mathrm{\Phi }_0[x_3+\beta /2])\end{array}\right),$$
(12)
implies the condition $`\mathrm{tgh}(a\mathrm{\Phi }_0\beta )=a`$. Hence the parameter $`a`$ controls the brane separation, such that $`a0`$ and $`a1`$ correspond to $`\beta 0`$ resp. $`\beta \mathrm{}`$.

Remarkably, the Dirac equation in this background still has an analytic solution, which is given by the ansatz (12) with

$`c={\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{a\mathrm{\Phi }_0}{E_0(E_0+k_1)}}},\alpha _1=i(E_0+k_1),`$
$`\alpha _2=m=\sqrt{1a^2}\mathrm{\Phi }_0,E_0=\pm \sqrt{k_1^2+m^2}.`$
This $`\mathrm{\Psi }_0(x_3)`$ represents a Dirac fermion with components $`\mathrm{\Psi }_L`$, $`\mathrm{\Psi }_R`$ localized on the wall resp. the anti-wall. For a fast motion to the left (right) we have $`0<E_0k_1(+k_1)`$, so that the lower (upper) component dominates. The mass $`m`$ measures the extent of the $`L,R`$ mixing. The limit $`a0`$ does not provide a light fermion, $`m=\mathrm{\Phi }_0`$. However, the opposite limit $`a1`$ achieves this, since $`L,R`$ mixing is suppressed,

$$m2\mathrm{\Phi }_0e^{\beta \mathrm{\Phi }_0}.$$
(13)
As in the case of the symmetric phase, large $`\beta `$ implies $`\xi \beta `$ and therefore dimensional reduction. A low energy observer in $`d=1+1`$ now perceives a point-like Dirac fermion composed of $`L`$ and $`R`$modes. On the other hand, a high energy observer in $`d=2+1`$ refers to the scale $`\mathrm{\Phi }_0`$ (the 3-d fermion mass) and observes a Dirac fermion with strongly separated $`L`$ and $`R`$constituents.

Also the bulk states can be determined analytically . Summing up again their $`E<0`$ contributions to $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ leads to

$$\frac{G}{N}𝑑k_3\overline{\mathrm{\Psi }}_{k_3}\mathrm{\Psi }_{k_3}|_{E<0}=\mathrm{\Phi }(x_3)+𝒜,$$
(14)
i.e. the desired result up to a term $`𝒜`$ , which has to be canceled by $`\mathrm{\Psi }_0`$. This requires all the bound states with energies $`E_0\mathrm{\Phi }_0`$ to be filled, i.e. exactly up to the threshold energy for the escape into the third dimension. Hence this wall anti-wall brane world does contain naturally light fermions, but it is completely packed with them, so that its physics is blocked by Pauli’s principle.

We also checked if the wall and anti-wall repel or attract each other, which could lead to a disastrous end of this brane world. However, it turns out that the brane tension energy per fermion always amounts to $`\mathrm{\Phi }_0`$, hence it does not depend on the brane separation, so this toy world is stable.

Finally we studied the possibility of adding a fermion mass term $`M\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ to the Lagrangian, so that the $`Z(2)`$ symmetry is also explicitly broken in $`d=3`$ (which is actually realistic for a lattice formulation at finite $`N`$). This lifts the degeneracy of the minima of $`V_{eff}(\mathrm{\Phi })`$. If we still insert the profile (11), the condition for $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ requires the bound fermion states to be filled even beyond $`\mathrm{\Phi }_0`$, hence in this case there is no stable configuration.

## 7 Summary

We studied the reduction $`d=32`$ in the Gross-Neveu model at large $`N`$. In $`d=3`$ it splits into a symmetric phase with massless fermions and a broken phase, while the 2-d model is always broken and asymptotically free. Our question was if a natural setting in $`d=3`$ can reduce to $`d=2`$ with light fermions ($`m\mathrm{\Lambda }_2`$), and thus solve the hierarchy puzzle all by itself ?

Such a reduction from the symmetric phase does occur at large $`\beta `$, but this is not the “natural” starting point we were looking for.

Hence we start from the 3-d broken phase and build a brane world to achieve the desired mechanism. A single domain wall with a standard profile has a localized left-handed bound state. The bulk states then establish full self-consistency.

By means of a wall anti-wall pair we can accommodate left- and right-handed fermion components, localized on the wall resp. anti-wall. If their separation $`\beta `$ is large, this appears to the $`(1+1)`$-d observer indeed as a point-like, light Dirac fermion. This world is stable, but consistency requires to fill the bound states up to the threshold for an escape into the 3-direction. Therefore the construction is basically successful, but unfortunately this world does not enjoy any flexibility for physical processes.


text:
# On multidimensional F. Riesz’s ”Rising Sun” Lemma

## Abstract.

A multidimensional version of the Riesz rising sun lemma is proved by means of a generalized dyadic process.

###### Key words and phrases:

”Rising sun” lemma, dyadic property, differential basis  The work of the first author is partially supported by the France-Ukraine program of the scientific collaboration ”DNIPRO”

The ”rising sun” lemma of F. Riesz  is very important in the differentiation theory, in the theory of the one-dimensional Hardy-Littlewood maximal function (see ), and, as was mentioned by E.M. Stein, ”…had implicitly played a key role in the earlier treatment of the Hilbert transform”.

Lemma (F. Riesz (cf. )). Let $`f`$ be a summable function on some interval $`I_0`$, and suppose $`|I_0|^1_{I_0}f(x)𝑑xA`$. Then there is a finite or countable set of pairwise disjoint subintervals $`I_jI_0`$ such that $`\left|I_j\right|^1_{I_j}f(x)𝑑x=A(j=1,2,\mathrm{})`$, and $`f(x)A`$ for almost all $`xI_0\left(_{j1}I_j\right)`$.

All known proofs of this lemma (and its variants) are based on the topological structure of the real line. In particular the lemma does not rely on Lebesgue measure and works for arbitrary absolutely continuous measure. This fact can be used, for example, to show that the one-dimensional Hardy-Littlewood maximal function with respect to any measure is of weak type $`(1,1)`$. As is well known, for $`n2`$ the situation is quite different .

A classical multidimensional substitute of Riesz’s lemma is the Calderón-Zygmund lemma , which probably one of the most important propositions of harmonic analysis.

Lemma (Calderón-Zygmund). Let $`f0`$ be a summable function on some cube $`Q_0^n`$, and suppose $`|Q_0|^1_{Q_0}f(x)𝑑xA`$. Then there is a finite or countable set of pairwise disjoint subcubes $`Q_jQ_0`$ such that $`A<\left|Q_j\right|^1_{Q_j}f(x)𝑑x2^nA`$ $`(j=1,2,\mathrm{}),`$ and $`f(x)A`$ for almost all $`xQ_0\left(_{j1}Q_j\right)`$.

In the one-dimensional case an ”interval” and a ”cube” are the same, thus Riesz’s lemma is a more precise result than the Calderón-Zygmund lemma. This makes the use of Riesz’s lemma is more preferable for obtaining some sharp results. For instance, sharp estimates of non-increasing rearrangements of functions from $`BMO`$ , of functions satisfying Gehring, Muckenhoupt, and Gurov-Reshetnyak type conditions  were obtained by means of Riesz’s lemma.

A natural question arises whether one can improve the Calderón-Zygmund lemma for $`n2`$, in other words, whether one can get a multidimensional variant of Riesz’s lemma where by an ” interval” we mean a ”cube”. Unfortunately, simple examples show that this is not the case. Indeed, it suffices to consider $`f(x)=1\chi _{[1/2,1]^2}(x),Q_0=[0,1]^2`$, and a number close to $`1`$, for instance, $`A=7/8`$.

It is well known that the geometry of rectangular intervals $`I=_{i=1}^n[a_i,b_i)`$ (which we will simply call rectangles) is much richer in comparison with cubes. Therefore, it is either very surprising or very natural that rectangles play a main role in an actual multidimensional analogue of Riesz’s lemma, and this is the result which we shall prove.

Lemma. Let $`I_0`$ be a rectangle in $`^n`$, and let $`\mu `$ be an absolutely continuous Borel measure on $`I_0`$. Let $`fL_\mu (I_0)`$ and $`\frac{1}{\mu (I_0)}_{I_0}f(x)𝑑\mu A`$. Then there is a finite or countable set of pairwise disjoint rectangles $`I_jI_0`$ with $`(\mu \left(I_j\right))^1_{I_j}f(x)𝑑\mu =A`$ $`(j=1,2,\mathrm{}),`$ and $`f(x)A`$ for $`\mu `$\- almost all points $`xI_0\left(_{j1}I_j\right)`$.

Before proving this lemma, several remarks are in order. Remark 1. Crucial steps in this direction were made by the first author who suggested some weak version of Riesz’s lemma in the multidimensional case .

Remark 2. In the two-dimensional case the lemma contains implicitly in Besicovitch’s paper \[1, Lemma 1\]. However, an attempt to extend the method of that paper to $`n3`$ allows us only to get the lemma with an additional restriction on grows $`f`$, namely, $`f`$ must belong to $`L(\mathrm{log}^+L)^{n2}`$.

Remark 3. As we mentioned above, known proofs of Riesz’s lemma are essentially based on the order structure of the real line. The proof of the Calderón-Zygmund lemma is different, namely, it relies on conception of dyadic cubes and on stopping-time argument. Nevertheless, both proofs are unified by the fact that the required intervals or cubes are form the level set $`\{xP_0:\stackrel{~}{M}f(x)>A\}`$. In case of Riesz’s lemma, $`P_0=I_0`$ and $`\stackrel{~}{M}f`$ is the one-sided (left or right) Hardy-Littlewood maximal function. In case of the Calderón-Zygmund lemma, $`P_0=Q_0`$ and $`\stackrel{~}{M}f`$ is the dyadic maximal function. Our proof does not rely on the strong maximal function. More precisely, our main idea is a generalized dyadic process, that is, for any number $`A`$ we construct an individual differential basis of rectangles which has nice covering properties like the basis of dyadic cubes.

Remark 4. In the case $`n=1`$ we get a new simple proof of Riesz’s lemma itself.

###### Proof of the lemma..

If $`f_{I_0}=A`$, then the lemma is obvious. Assume that $`f_{I_0}<A`$. Divide $`I_0`$ into two rectangles by the $`(n1)`$-dimensional hyperplane passing through the middle of the largest side. The mean value of $`f`$ over at least one of the partial rectangles must be less then $`A`$. If the mean value of $`f`$ over both rectangles is less then $`A`$, we continue the division of each of them. Otherwise we obtain that the mean value of $`f`$ over one of them is less then $`A`$, while over the another one is bigger then $`A`$. In this case we move the hyperplane parallel to itself until we get two rectangles such that the mean value of $`f`$ over one of them is exactly equal to $`A`$, while over the another one is less then $`A`$ (here we take in mind the absolutely continuity of $`\mu `$). We put the bigger rectangle (over which the mean value is equal to $`A`$) into the family $`\left\{I_j\right\}`$, while the smaller one will be further divided. Thus we have described the division argument.

We will continue the above process applying each time the division argument to the rectangle which should be divided. As a result we will get two family of rectangles: a finite or countable family of pairwise disjoint rectangles $`\left\{I_j\right\}`$, such that $`f_{I_j}=A(j1)`$, and a countable family of rectangles $`\left\{J_j\right\}`$ for which $`f_{J_j}<A(j1)`$.

We now observe that the rectangles from $`\left\{J_j\right\}`$ have the following ”dyadic” property: if $`J_iJ_k\mathrm{}`$, then either $`J_iJ_k`$ or $`J_kJ_i`$ for all $`J_i,J_k\left\{J_j\right\}`$. Since, by the division argument, each time we divided the biggest side at least on half, we get that for any $`x_jI_j`$ there is a sequence of rectangles $`J_m\left\{J_j\right\}`$ containing $`x`$ and such that their diameters tend to zero. Therefore, rectangles $`\left\{J_j\right\}`$ form a differential basis (see \[4, Ch. 2,§2\] for definitions) on the set $`EI_0\left(_{j1}I_j\right)`$ with nice covering properties. In particular, clearly that ”dyadic” property implies the Vitaly covering property \[4, Ch. 1\], and hence the basis $`=\left\{J_j\right\}`$ differentiates $`L^1(E)`$. By the standard differentiation argument we obtain $`f(x)A`$ for $`\mu `$-almost all $`x`$ from $`E`$. ∎


text:
# Local criticality close to a quantum Lifshitz point

## Abstract

Near quantum Lifshitz points the stiffness of the lifetime of the spin fluctuations is very small. This gives rise to a regime where the critical fluctuations are local in space but extended along the time directions. The Fermi liquid properties in this local quantum regime is governed by a single energy scale, the coherence temperature. These results are relevant for heavy fermions and frustrated systems whenever there is a competition between different instabilities in $`q`$-space.

Keywords: Heavy fermions; quantum Lifshitz points.

PACS: 71.27.+a

The Gaussian free energy density near a quantum Lifshitz point (QLP) can be written as ,

$$\frac{f}{V}=\frac{3T}{\pi }\frac{d^dq}{(2\pi )^d}\frac{d\lambda }{e^\lambda 1}\mathrm{tan}^1[\frac{\lambda (T/T_{coh})}{1+q^2\xi ^2+q^4\xi _{}^4}]$$

where the coherence temperature, $`k_BT_{coh}=\mathrm{\Gamma }_L\chi _L|\delta |^{\nu z}`$ and $`|\delta |=|J_QJ_Q^c|`$ measures the distance to a quantum critical point (QCP) (not to the QLP; this is approached making a stiffness to vanish as discussed below). The crossover exponent takes the value $`\nu z=1`$ for the problem considered here. The quantity $`\mathrm{\Gamma }_L\chi _L`$ is defined through the dynamic susceptibility of the local moments, $`\chi _L(\omega )=\chi _L(1+i\omega /\mathrm{\Gamma }_L)^1`$. Also near the wavevector $`Q`$ of the incipient antiferromagnetic instability at the QCP, the $`q`$-dependent interaction is written as, $`J_QJ_{Q+q}=Aq^2+Bq^4`$. For $`T<<T_{coh}`$, the free energy can be written as,

$$f=\frac{3V}{\pi }\frac{T^2}{T_{coh}}\frac{d^dq}{(2\pi )^d}\frac{d\lambda }{e^\lambda 1}\frac{\lambda }{1+q^2\xi ^2+q^4\xi _{}^4}$$

which is quadratic in temperature and shows that the coherence temperature marks the onset of Fermi liquid (FL) behavior for $`T<<T_{coh}`$. In the equation above, $`\xi ^2=A/|\delta |`$ and $`\xi _{}^4=B/|\delta |`$. In the case the stiffness $`A0`$, the $`q^4`$-term is irrelevant  and we have the usual Gaussian free energy of a nearly antiferromagnetic (AF) system in the FL regime . In three dimensions, $`d=3`$, the free energy can be integrated and we have for the specific heat in the FL regime,

$$C/T=\frac{4\pi ^2}{\mathrm{\Gamma }_L\chi _LA}\frac{V}{(2\pi )^3}q_c\left(1\frac{\mathrm{tan}^1q_c\xi }{q_c\xi }\right)$$

where $`q_c1/a`$, with $`a`$ the lattice spacing is a cut-off in momentum space. In the limit $`q_c\xi >>1`$, for $`d=3`$, this yields,

$$C/T=6\pi ^2Nk_B^2/Aq_c^2$$
(1)
which is the usual, non-universal, cut-off dependent result for a $`d=3`$, nearly AF system.

We are interested here in the opposite limit, $`q_c\xi <<1`$ . If the stiffness $`A`$ is small, as is the case close to a QLP, this regime is relevant even close to the QCP, i.e., for $`\delta `$ small. We find in this limit,

$$C/T=\frac{\pi Nk_B^2}{\mathrm{\Gamma }_L\chi _L}\frac{1}{|J_QJ_Q^c|}=\frac{\pi Nk_B}{T_{coh}}$$

which is independent of $`A`$. In the same regime the uniform susceptibility is given by,

$$\chi _0=\frac{3N\mu ^2}{2\pi \mathrm{\Gamma }_L\chi _L}\frac{1}{|J_QJ_Q^c|}=\frac{3N\mu ^2}{2\pi k_BT_{coh}}$$

such that, the Wilson ratio ,

$$\frac{\chi _0/\mu ^2}{C/\pi ^2k_B^2T}=\frac{3}{2}=1.5$$

The electrical resistivity, for $`T<<T_{coh}`$ and $`q_c\xi <<1`$, is given by,

$$\rho (T<<T_{coh})=\rho _0\mathrm{\Gamma }_L\chi _L\frac{\pi ^2}{3}(\frac{T}{T_{coh}})^2=A_RT^2$$

and the Kadowaki-Woods ratio, $`A_R/(C/T)^2`$,

$$\frac{A_R}{(C/T)^2}=\frac{\rho _0\mathrm{\Gamma }_L\chi _L}{3(Nk_B)^2}$$

is a constant in this regime . The results above could have been obtained, from a local free energy density,

$$f_{sf}^L=\frac{3}{\pi }NT_0^{\mathrm{}}\frac{d\lambda }{e^\lambda 1}\mathrm{tan}^1\left(\frac{\lambda T}{T_{coh}}\right)$$
(2)
which can be written in the scaling form $`f_{sf}^L=|g|^{\nu z}F[T/T_{coh}]`$, such that, $`2\alpha =\nu z`$. The hyperscaling relation, $`2\alpha =\nu (d+z)`$ , in this case is satisfied for an Euclidean dimension $`d=0`$. This allows to identify the regime $`q_c\xi <<1`$ as a non-trivial *quantum local* (QL) regime where the critical correlations although being localized in space are extended in the time directions. The effective dimension of the critical fluctuations is consequently, $`d_{eff}=z`$. Let us examine in more detail the condition $`q_c\xi <<1`$ or $`q_c\sqrt{A/|\delta |}<<1`$. This implies that, for example, in the $`T|\delta |`$ plane there is a crossover line in the non-critical side of the phase diagram, $`q_c\xi (T)=1`$ which separates two regimes: the true critical regime where $`q_c\xi (T)>>1`$ and the quantum local, for $`q_c\xi (T)<<1`$, where correlations are mainly in the time directions. It is interesting that as the stiffness $`A0`$, the critical region shrinks and the quantum local regime holds closer and closer to the quantum critical point. The Fermi liquid energy scale in this regime is the coherence temperature, which is independent of the stiffness $`A`$ and the characteristic time scale is, $`\mathrm{}\tau _\xi ^1=k_BT_{coh}`$. Eventually, when $`A=0`$, the QLP is reached and the critical behavior is governed by the associated fixed point . On the other side of the QLP, for $`A<0`$, the function $`f(q)=Aq^2+Bq^4`$, vanishes for $`q_0=\pm \sqrt{|A|/2B}`$. Near $`q_0`$, we have, $`f(q)=A^2/4B+(2|A|)(qq_0)^2`$. The first term is incorporated in $`\delta _h=\delta +A^2/4B`$, such that, the correlation length now diverges at the *helicoidal* transition, $`|\delta _h|=0`$ . The QLP governs the critical behavior only for $`A=0`$. $`A`$ is a relevant perturbation and for any $`|A|0`$ the quantum critical behavior is controlled by the usual Hertz fixed point associated with spin-density wave transitions . The zero temperature transition from the paramagnetic to the helicoidal metal is in the same universality class of the para-antiferromagnetic metal transition ($`z=2`$). For $`d=3`$ they are above the critical dimension and are described by a Gaussian theory .

In the nearly helicoidal metal the correlation length, $`\xi _h^2=2|A|/|\delta _h|`$. There is also in this case a crossover line $`q_c\xi _h(T)=1`$, such that, for $`q_c\xi _h(T)<1`$ a quantum local regime exits where the system presents a similar behavior as in the nearly AF metal.

There are both direct  and indirect evidence that heavy fermions and frustrated magnets are close to quantum Lifshitz points. The most dramatic is the heaviness of the quasi-particles which indicates the smallness of the stiffness $`A`$ (Eq.1). How quantum local behavior manifests along the usual non-Fermi liquid path, $`|\delta |=0`$, $`T0`$ and the role of dangerously irrelevant variables are the subject of present investigations.

We have shown the existence of a significant region in the phase diagram of systems close to a QLP where the physics is governed by fluctuations local in space but extended in time.


text:
# Space charge limited transport and time of flight measurements in tetracene single crystals: a comparative study.

## I Introduction

Organic devices for electronic applications are usually based on thin film technology Deleeuw00 ; Dimitrakopoulos02 . This is particularly advantageous, as thin films of organic molecules and polymers can be manufactured easily and cheaply in different ways. Over the past few years, an intense research effort has resulted in rapid improvement of the manufacturing processes, which has allowed the commercialization of products based on organic devices, i.e. organic electronics.

In spite of the rapid progress that has taken place on the applied side, the rather low chemical and structural purity of the thin films used in device fabrication has so far prevented a systematic study of the intrinsic electronic properties of organic semiconductors. That is because for these films, it is the defects that determine the behavior observed experimentally Campbell01 . As a consequence, our basic understanding of the electronic properties of organic materials is still limited.

Improved chemical and structural purity in organic conductors can be obtained by using single crystals of small conjugated organic molecules. Electronic transport through single crystals of different organic molecules has been investigated in the past by means of time of flight (TOF) measurements Karl85 ; Karl99 . It has been found that the hole mobility is approximately 1 cm2/Vs at room temperature, increasing up to values in excess of 100 cm2/Vs with decreasing temperature. Since these observations have been reported only in the highest purity crystals, it is believed that this is the intrinsic behavior of charge carrier mobility in organic conductors. So far however, this intrinsic behavior has never been observed in conventional DC transport measurements.

In this paper we report an experimental study of DC transport through tetracene single crystal and show that our results exhibit some of the features expected for the intrinsic behavior of organic conductors. Our investigations are based on the study of the current-voltage ($`I`$-$`V`$) measurements in the space charge limited current regime and on their comparison to TOF measurements performed on identically grown crystals. As we will show, we find overall agreement between the results obtained with the two different methods. In particular, both $`I`$-$`V`$ and TOF measurements show that the room-temperature effective hole-mobility reaches values close to $`\mu 1`$ cm2/Vs. Both measurement techniques also show that, within a range of temperatures, the mobility increases with decreasing temperature. For the best samples probed by $`I`$-$`V`$ measurements this range extends down to approximately 200 K, below which a structural phase transition known to occur in tetracene causes a sudden drop of the mobility. The experimental results further allow the characterization of different aspects of the tetracene crystals. In particular, we observe the effect of both deep and shallow traps 11endnote: 1We define shallow traps as traps with an energy within a few times $`k_BT`$ from the edge of the valence band. Deep traps are further separated from the valence band.. For the former, the measurement of the $`I`$-$`V`$ characteristics give us an upper bound on their bulk density ($`N_t^d<510^{13}`$ cm-3) and an estimate of their depth ($`E_t^d700`$ meV relative to the edge of the valence band). The concentration of shallow traps is substantially larger and only a very rough estimate can be obtained from TOF experiments.

The paper is organized as follows. We first describe the most important aspects of the tetracene crystals growth and of the sample preparation (section II). The behavior of the measured $`I`$-$`V`$ curves is presented in section III. In this section we also discuss the basic aspects of the theoretical concepts necessary to interpret the experimental data. Section IV is devoted to TOF experiments. Finally, in section V we summarize and compare the outcome of TOF and DC transport measurements and we present our conclusions.

## II Crystal growth and sample preparation

Single tetracene crystals are grown by means of physical-vapor deposition in a temperature gradient (see fig. 1), in the presence of a stream of carrier gas, using a set-up similar to that described in reference Laudise98 . Both Ar and H2 were used. All experiments discussed in this paper are performed on Ar grown crystals on which we have obtained the highest values of charge carrier mobility. Crystal growth is performed in the dark to minimize possible photo-activated chemical reaction of tetracene with remnant O2. These photo-induced reaction with O2 are known to occur for most polyacenes Dabestani96  and result in chemical impurities that can act as traps for charge carriers.

The source material for the first crystal growth is $`98\%`$ pure tetracene purchased from Sigma-Aldrich. Crystals grown from as-purchased tetracene are used as source material for a subsequent growth process. For the first and second growth steps the results of the growth processes are shown in fig. 1. Note the large residues of impurity molecules clearly visible after the first process (fig. 1b) but not after the second (fig. 1c), which directly demonstrate the usefulness of the second regrowth process.

Tetracene crystals grown by physical-vapor deposition are large platelets, with surfaces parallel to the ab plane. Typical dimensions range from few square millimeters to $`1\times 1`$ cm2 or larger. For crystals grown by letting the growth process proceed overnight, the typical crystal thickness ranges between $`10\mu `$m and $`200\mu `$m. We have performed X-ray structural study on a few of our thickest crystals and found a structure consistent with known literature data Monteath61 ; Holmes99 .

Multiply regrown crystals are inspected under an optical microscope with polarized light. As it is typical for many organic conjugated molecules, tetracene crystals are birefringent. This allows us to select single crystals to be used for transport experiments by choosing those samples that become uniformly dark when changing the orientation of cross-polarizers Vrijmoeth98 .

All $`I`$-$`V`$ and TOF measurements discussed in this paper have been performed in the direction perpendicular to the crystal ab plane, using electrical contacts on the two opposite faces of crystals. Electrodes for $`I`$-$`V`$ measurements are fabricated by connecting gold wires to the crystal surface using a two-component, solvent-free silver epoxy, so that the epoxy is in direct contact with the crystal. The contact area is measured under the microscope and it is typically of the order of 0.1 mm2. We use silver epoxy CW2400 (Circuitworks), which hardens at room temperature in a few hours. This contact fabrication method is very quick and it was chosen because it allows the investigation of many samples in relatively short time. Other types of contacts were tested as well, i.e. metal evaporated contacts and colloidal graphite paint contacts, but they did not result in any improvement of the observed electrical properties. For TOF measurements we used silver electrodes prepared by thermal evaporation through a shadow mask.

## III DC transport through tetracene single crystals

In this section we discuss the results obtained by studying the $`I`$-$`V`$ characteristics of approximately 100 tetracene single crystals. We have found that the measured $`I`$-$`V`$ curves exhibit large sample-to-sample deviations so that particular care has to be taken in the interpretation of the experimental data. For this reason, we first discuss how the charge carrier mobility can be estimated using concepts of space charge limited current theory of general validity, i.e. not sensitive to the detailed behavior of our samples. After having presented the experimental results in terms of the concept previously introduced, we discuss the role of deep traps present in the bulk of the crystals and at the metal/organic contact interface. We argue that the latter provide the most likely explanation of the large sample to sample variation observed in the measured $`I`$-$`V`$ characteristics.

### III.1 Estimate of the carrier mobility

Since the band-gap of tetracene is approximately $`E_g3`$ eV Grosso , high-purity tetracene crystals containing a negligible amount of dopants essentially behave as insulators. It is still possible to pass a current through tetracene crystals by applying a sufficiently large voltage, which acts both to transfer charge from the electrodes into the crystal and to accelerate that charge. When the charge injected from the contacts is larger than the charge present in the material in equilibrium the $`I`$-$`V`$ characteristics become non-linear and transport is said to occur in the space charge limited regime Lampert70 .

For materials in which current is carried by only one carrier type (holes in our tetracene crystals; see section IV.2), there exists an upper limit to the current that can be carried in the space charge limited regime. This is due to electrostatics that, at any given voltage $`V`$, fixes the maximum amount of charge that can be injected into the material. For the geometry used in our experiments, the resulting maximum current that can flow in the space charge limited regime in the presence of an applied voltage $`V`$ is Lampert70 :

$$I=A\frac{9ϵϵ_0\mu V^2}{8L^3},$$
(1)
with $`A`$ and $`L`$ respectively electrode area and separation and $`ϵ`$ relative dielectric constant of the material ($`ϵ3`$ for tetracene). This upper limit is intrinsic and it is not sensitive to any of the specific sample details that determine the shape of the $`I`$-$`V`$ curves. For any applied voltage, contact effects, defects or traps can only reduce the current below the value given by equation 1.

We use these considerations to obtain experimentally a lower limit $`\mu _{\mathrm{min}}`$ for the mobility of charge carrier, by measuring the current $`I`$ induced by a voltage $`V`$ and by ”inverting” equation 1. We obtain:

$$\mu _{\mathrm{min}}=\frac{8IL^3}{9Aϵϵ_0V^2}$$
(2)
If $`\mu _{\mathrm{min}}`$ is very low - e.g., at room temperature, much lower than the intrinsic value 1 cm2/Vs typical of organic semiconductors - this approach does not provide any useful information. However, if the value of $`\mu _{\mathrm{min}}`$ is close to 1 cm2/Vs, this analysis indicates that the quality of the crystal is high (since the intrinsic mobility $`\mu >\mu _{\mathrm{min}}`$).

### III.2 Measurements of $`I`$-$`V`$ characteristics

All the measurements of $`I`$-$`V`$ characteristics of tetracene crystals discussed in this paper have been performed in vacuum ($`P<10^5`$ mbar) and in the dark, in a two-terminal configuration. We have used a Keithley 237 source-measure unit that permits to apply up to 1100 V across our samples and to measure currents as small as 10 fA. Measurements at lower temperature were performed in the vacuum chamber of a flow cryostat. Approximately 100 samples have been measured at room temperature. Temperature dependent measurements have been performed on most samples in which a high value for $`\mu _{\mathrm{min}}`$ (0.1 cm2/Vs or better) has been found and on few of the others.

The precise shape of the $`I`$-$`V`$ characteristics measured on different samples exhibit large deviations, whose possible origin is discussed in the next section. Here, we focus on some important common features observed in many of the samples investigated ($`100`$). In particular, we often observe that in the lower voltage range ($`V<10100`$ V, depending on the sample) the current increases with voltage is approximately quadratic 22endnote: 2In samples with low $`\mu _{\mathrm{min}}`$ this regime may not be visible, as the current is below the sensitivity of the measuring apparatus.. At higher voltage, the current increases by many decades (typically six to eight, depending on the sample) for a one-decade increase in voltage (fig. 2). In most cases samples fail as the voltage is increased in this part of the $`I`$-$`V`$ curve, either because too much power is dissipated through the crystals (samples with high $`\mu _{\mathrm{min}}`$) or because the electrical contacts detach from the crystal (samples with low $`\mu _{\mathrm{min}}`$). In a few cases, however, we have observed that the rapid current increase terminates by crossing over into an approximately quadratic dependence on voltage (fig. 2, inset).

The value of the current measured at the maximum applied voltage is used to calculate $`\mu _{\mathrm{min}}`$ from equation 2. The calculation requires the knowledge of the crystal thickness, which, in this geometry, corresponds to the electrode separation $`L`$. The measurement of $`L`$ is done by inspecting the crystals under an optical microscope. The uncertainty of $`L`$ (typically $`10`$ to $`20\%`$) is rather large and due to the difficulty of the measurement and to the opposite crystals surfaces not being parallel to each other. In calculating $`\mu _{\mathrm{min}}`$ we have used lower estimates of $`L`$, in order to be sure not to over-estimate the crystal mobility.

The histogram shown in fig. 3 provides an overview of the values of $`\mu _{\mathrm{min}}`$ obtained from all measured samples. The spread in the calculated values of $`\mu _{\mathrm{min}}`$ is large, as a consequence of the large deviations observed in the measured $`I`$-$`V`$ characteristics. In what follows we concentrate on those samples for which the lower limit to the mobility is $`\mu _{\mathrm{min}}>0.1`$ cm2/Vs 33endnote: 3$`I`$-$`V`$ measurements performed on crystals that were regrown three or more times do not show a statistically significant difference from crystals that were regrown twice..

For most high-quality samples that did not fail during the room-temperature measurements we have performed $`I`$-$`V`$ measurements at different temperatures. We reproducibly find that $`\mu _{\mathrm{min}}`$ increases upon lowering temperature in all the samples in which $`\mu _{\mathrm{min}}>0.1`$ cm2/Vs at room temperature (fig. 4). The same behavior has also been observed in a couple of samples in which $`\mu _{\mathrm{min}}0.01`$ cm2/Vs, although normally samples for which $`\mu _{\mathrm{min}}<0.1`$ cm2/Vs at room temperature exhibit a decrease in current as the temperature is lowered. We conclude that samples in which the room-temperature mobility is sufficiently close to the value of 1 cm2/Vs exhibit the behavior expected for high-quality organic semiconductors, i.e. an increasing mobility with lowering temperature. This is the first time that this behavior is reported in simple two-terminal DC $`I`$-$`V`$ characteristics.

In all the high-mobility samples measured we observe that below $`T180K`$, $`\mu _{\mathrm{min}}`$ starts to decrease when the temperature is decrease further. In most samples, the change in the temperature dependence of $`\mu _{\mathrm{min}}`$ is very sharp (fig. 4). This suggests that the origin of this change is a structural phase transition, which is known to occur in tetracene in this temperature range.

Past studies of this transition Sondermann85  have shown that the precise transition temperature depends on details, such as the stress induced by the adhesion between a crystal and the substrate on which the crystal is mounted 44endnote: 4The presence of stress is also responsible for entire crystals breaking into small pieces upon cooling to low temperature. The temperature at which crystals beak can be very different for different crystals and it seems to depend on the cooling speed.. These studies have also shown that the phase transition does not occur uniformly, with two different crystalline structures coexisting in different parts of a same crystal in a large interval of temperatures below the transition. The coexistence of different crystal phases is detrimental for transport, since it introduces grain boundary junctions and regions with different bandwidth that can trap large amounts of charge carriers. This explains the observed temperature dependence of the mobility. The observation of the effect of this structural phase transition on the transport properties of tetracene provides one additional indication that the crystal quality is high and that we are probing intrinsic effects in the material.

### III.3 Deep traps in the bulk and at the contacts

The interpretation of experimental data in terms of $`\mu _{\mathrm{min}}`$ is of general validity and it does not require any assumption regarding the sample characteristics. Additional information can be extracted from the measurements if one considers the behavior of the measured $`I`$-$`V`$ curves in more detail. Here we consider the effect of deep traps present in the bulk of the tetracene crystals and at their surface.

In general, deep traps suppress current flow by localizing charge carriers. In the space charge limited transport regime, it can be easily shown Lampert70  that when the applied voltage $`V`$ is approximately equal to

$$V_{\mathrm{TFL}}=\frac{N_t^deL^2}{ϵϵ_0}$$
(3)
the charge injected by the contacts is sufficient to fill all the traps and transport occurs in the so-called trap-filled limit. At this point (i.e., with increasing $`V`$ from below to above $`V_{\mathrm{TFL}}`$) the measured current exhibits a large sudden increase given by:

$$\frac{N_v}{N_t^d}\mathrm{exp}\left(\frac{E_t^d}{k_BT}\right)$$
(4)
In this expression, $`N_v`$ is the number of states in the valence band which we take to be of the order of one state per molecule Lampert70 .

Essentially all samples exhibit a large, steep increase in current around a given (sample dependent) voltage (fig. 2), which we interpret as due to the transition to the trap filled limit. Using equation 3 we obtain $`N_t^d510^{13}`$ cm-3. We find that different samples all give comparable values. Introducing this value for $`N_t^d`$ in equation 4 we then find, taking the magnitude of current increase measured on samples with the highest value of $`\mu _{\mathrm{min}}`$, $`E_t^d700`$ meV.

The estimate of $`N_t^d`$ is based on the assumption, not usually emphasized in literature, that the deep traps are uniformly distributed throughout the entire crystal bulk. In actual samples, due to the contact preparation process, it is likely that more traps are present at the crystal surface under the electrodes. A small amount of traps located close to the surface can have a large effect in suppressing current flow. This is because charges trapped at the surface can substantially affect the electrostatic profile in the bulk of the crystal, which determines the current flow in the space charge limited current regime.

To make this point more explicit, consider a $`20\mu `$m thick crystal in which no traps are present apart from in the first monolayer of molecules close to the surface. Suppose that, in this monolayer, one deep trap per every 1000 molecules is present. This will result in a very large current suppression, as populating these traps results in an electric field through the crystal which corresponds, in the case considered, to approximately 1000 Volts applied between the electrodes. For an $`I`$-$`V`$ measurement this would imply that, as the voltage across the electrodes is increased, the surface traps are initially filled and no current flows until more than 1000 Volts are applied. For comparison, for a $`20\mu `$m thick crystal with no surface traps and a bulk density of traps of $`510^{13}`$ cm-3 transport already occurs in the trap free limit when 200 V are applied across it. For this reason, our estimate of $`N_t^d`$ is a higher limit to the bulk density of deep traps.

The strong sensitivity of the $`I`$-$`V`$ curves to traps located at the metal/organic interface makes these traps a logical explanation for the large sample to sample variation observed in the experiments. Evidence for the relevance of contact effects is provided by the rather good sample-to-sample reproducibility observed in TOF measurements (see section IV.2) as compared to DC transport measurements.

## IV TOF experiments on tetracene single crystals

### IV.1 Technical aspects of TOF experiments

The time of flight (TOF) spectroscopy is based on two fundamental steps. First, by photo-excitation electron hole pairs are generated near the crystal surface. Second, in the applied electric field the charge carriers move to the electrodes and the corresponding displacement current is measured Grosso . Therefore, studies on the transport behavior are free of contact effects and the technique is selective on the respective type of charge carrier by choice of the polarity of the external voltage.

For the TOF measurements the tetracene crystals are covered on both sides by a thin layer of Ag thermally evaporated and, afterwards, mounted on a Cu support acting as back-electrode as well as thermal contact for the temperature dependent studies. The $`1520`$ nm thick Ag contacts showing almost bulk conductivity but are still sufficiently transparent for photo-induced generation of charge carriers at the front electrode. As light source for the charge carrier generation, a nitrogen laser in single shot mode ($`\lambda `$ = 337 nm, pulse width 0.76 ns) is used. The suitability of the used wavelength for photo-excitation has been proven by UV-VIS absorption measurements on the crystals. In addition, from the TOF pulse shape and the absorption spectra we can conclude that charge carrier generation takes place in the topmost fraction of the crystals mainly, i.e. the depth of charge carrier generation (several $`\mu `$m) can be neglected with respect to the thickness of the crystals ($`100\mu `$m).

The displacement current is measured as a voltage drop across a resistor connected in parallel to the crystal. The resistor is chosen in such a way that the time constant of the RC-part is much smaller than the transit time $`\tau `$. TOF studies in the range from room temperature up to 450 K were carried out in a heating stage at ambient pressure, the upper temperature limit caused by sublimation of tetracene at around 450 K Cox70 .

### IV.2 Measurement of TOF transients

Temperature dependent TOF measurements have been performed on three different single crystals giving essentially identical results. The room-temperature mobility values obtained from the different crystals were very close to each other (ranging from $`0.5`$ cm2/Vs to $`0.8`$ cm2/Vs) and their temperature dependence was qualitatively identical. This is in net contrast with the large sample-to-sample variations observed in DC transport measurements. From the outcome of the TOF experiments we conclude that the quality of the grown crystals is rather reproducible and that the sample to sample variations observed in the DC $`I`$-$`V`$ originates from irreproducibility in the contact preparation 55endnote: 5Additional evidence for contact effects is given by the asymmetry in the $`I`$-$`V`$ curves and polarity dependent hysteresis often observed in samples with low $`\mu _{\mathrm{min}}`$.. This is consistent with the fact that TOF experiments are not very sensitive to the contact quality whereas DC $`I`$-$`V`$ measurements are.

Representative TOF pulses for positive charge carriers measured at various temperatures in one of the three tetracene single crystals are shown in fig. 5, from which the transit time $`\tau `$ can be easily extracted. In contrast to these well-defined TOF pulses measured for hole transport, only dispersive transport is observed for electrons throughout the measured temperature range. This indicates strong trapping for electrons, which is why in section III we have used single carrier space charge limited current theory to interpret the behavior of the measured $`I`$-$`V`$ curves.

Assuming a constant electric field E across the crystal, the mobility of the holes is related to the transit time and to the crystal thickness $`L`$ by:

$$\mu =\frac{L}{E\tau }$$
(5)
For the values of electric field used in our studies $`\tau ^1`$ depends linearly on $`E`$ (see fig. 6) so that $`\mu `$ does not depend on electric field. All the mobility values discussed in this paper have been estimated from this ohmic regime only.

In the absence of traps equation 5 represents the intrinsic mobility $`\mu `$ of the organic material, which typically varies as an inverse power of temperature, i.e. $`\mu T^n`$ ($`n23`$ depending on the specific organic molecules Grosso ). If shallow traps 66endnote: 6The impact of a low density of deep traps ($`E_t^dk_BT`$) is of minor importance for TOF experiments, contrary to the case of $`I`$-$`V`$ measurements, since for these traps the relaxation time is much longer than the transit time and hole captured by deep traps do not give any signal. are present, however, the measured mobility is just an ”effective” mobility $`\mu _{\mathrm{eff}}`$ related to the $`\mu `$ by Grosso :

$$\mu _{\mathrm{eff}}(T)=\frac{\mu (T)}{1+\frac{N_t^s}{N_v}\left[\mathrm{exp}\left(\frac{E_t^s}{k_BT}\right)1\right]}$$
(6)
where $`N_t^s/N_v`$ is the density ratio between shallow traps and organic molecules in the crystal and it is assumed that all the shallow traps have the same energy depth $`E_t^s`$ relative to the valence band. A plot of the measured $`\mu _{\mathrm{eff}}`$ vs. $`T`$ is shown in fig. 7. The saturation with lowering temperature is a characteristic signature of shallow traps.

The effect of shallow traps is not only visible in the temperature dependence of the mobility, i.e. of the transit time of TOF pulses, but also in their shape. Specifically, fig. 5 shows that the signal intensity increases with increasing temperature and that the pulse becomes more rectangular. Both effects are due to reduced trapping at elevated temperature, which make the sample behave more closely to the ideal trap-free condition.

We have attempted to use equation 6 to fit the measured temperature dependence of $`\mu _{\mathrm{eff}}`$ and to determine the values of $`N_t^s`$ and $`E_t^s`$. However, the limited temperature range which is experimentally accessible, the unknown intrinsic room-temperature mobility of tetracene and of the value $`n`$ determining its temperature dependence make it impossible to determine trap density and concentration precisely. Even when we set $`\mu `$(300 K) = 1 cm2/Vs and $`n=2`$, we find that different combinations of $`N_t^s`$ and $`E_t^s`$ produce a satisfactory fit of our data. From this analysis we can however roughly estimate that $`N_t^s10^{18}`$ cm-3 and $`E_t^s100`$ meV. A more precise determination of these parameters would require to extend the temperature dependent measurements over a wider temperature range. In practice, however, the temperature range is limited by sublimation of tetracene ($`T>450`$ K) on the high end and by the blurring of the TOF pulse on the low end ($`T<300`$ K).

## V Summary

This is the first time that systematic DC transport measurements and TOF experiments have been performed on identically grown single crystals of organic molecules and it is interesting to find overall agreement in the comparison of the results obtained with the two techniques. Specifically, from both measurement techniques we conclude that the room temperature hole mobility is close to 1 cm2/Vs and that its temperature dependence is non-monotonic 77endnote: 7Although the general trend in the $`T`$ dependence of the mobility is similar in both the $`I`$-$`V`$ and TOF experiments, the temperature at which the mobility reaches its optimum value is different. We suggest that the cause of this difference is that, in the case of $`I`$-$`V`$ measurements, a much larger amount of charge is being injected, so that more (shallow) traps are filled.. For TOF measurements on tetracene, this behavior had been observed previously Berrehar76 . On the contrary, an increase in mobility with lowering temperature observed by measuring the DC $`I`$-$`V`$ curves in the space charge limited transport regime had not been reported previously neither for tetracene nor, to the best of our knowledge, for any organic un-doped semiconductor. This observation, together with the observed effect of the structural phase transition on the hole mobility, indicate that signatures of the intrinsic electronic properties are visible in the $`I`$-$`V`$ measurements, which demonstrates the high quality of the crystals.

In spite of the crystal quality, the effect of imperfections is still clearly visible. In particular, $`I`$-$`V`$ and TOF measurements provide complementary information about the presence of deep and shallow traps. $`I`$-$`V`$ measurements allow us to infer an upper limit for the bulk density of deep traps and their activation energy (see section III.3). For shallow traps the observation of a maximum in mobility in TOF measurements around room temperature indicates that the typical activation energy is $`100`$ meV, but a more precise value as well as a reliable estimate of the density cannot be presently obtained. We believe that these shallow traps originate from local deformations of the crystals, such as those due to mechanical stress or to electrically-inactive chemical impurities as well as from chemical impurities interacting only weakly with the surrounding host molecules. Within a conventional band picture it is easy to see that these deformations would have an important effect, as they can change locally the band gap of tetracene and form spatially localized ”pockets” of holes. This mechanism could account for a fairly large density of shallow traps and for a trapping energy of $`100`$ meV Silinsh94 , which corresponds to only a few percent change in the 3 eV tetracene gap.

Not only the similarities but also the differences between $`I`$-$`V`$ and TOF measurements provide useful information. Particularly noticeable is the reproducibility of TOF measurements in contrast to the large sample to sample deviations observed in the $`I`$-$`V`$ characteristics. Three out of three crystals studied by means of TOF gave $`\mu 0.50.8`$ cm2/Vs, whereas out of approximately 100 sample measured only 5 to 10% gave a mobility larger than 0.1 cm2/Vs. The reproducibility obtained in TOF measurements indicate that different tetracene crystals grown in our set-up exhibit only minor differences in their properties and that these differences cannot account for the large spread of $`I`$-$`V`$ characteristics observed experimentally.

We conclude that the large sample to sample variations observed in the measurement of $`I`$-$`V`$ characteristics mainly originate from the quality of the electrical contacts. As mentioned above, this is critically important for $`I`$-$`V`$ measurements, but not for TOF measurements. Since the large values of $`\mu _{\mathrm{min}}`$ obtained in the best samples indicate that it is possible to fabricate ”high-quality” contacts using silver epoxy, we infer that the effects determining the contact quality in our samples are mainly of extrinsic nature. Our estimates suggest that deep-traps present under the contacts at the crystal surface (introduced during the contact fabrication) play an important role. This is because even a very small surface density of these traps can substantially perturb the electrostatic profile in the crystal bulk that determines the current flow in the space charge limited transport regime.

## VI Acknowledgments

We gratefully acknowledge N. Karl for his invaluable help and support. This work was financially supported by FOM and by DFG-Schwerpunkt (project No. KA 427/8). The work of AFM is part of the NWO Vernieuwingsimpuls 2000 program.