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# Local eigenstates and parametric excitations of a simple atom-molecule Bose-Einstein condensate

## I Introduction

Bose-Einstein condensation (BEC) in weakly interacting atomic gases continues to be of considerable experimental and theoretical interest. BEC dynamics strongly depends on atom-atom interactions, which is quite accurately described by their s-wave scattering length $`a`$. It was argued Dalfovo and Stringari (1996); Duine and Stoof (2001); Gerton et al. (2000); Donley et al. (2001); Duine and Stoof (2003) that BEC with $`a<0`$ may collapse in finite time Wadati and Tsurumi (1998) resulting in a gas-liquid phase transition Stoof (1994); Timmermans et al. (1999a); Koh (2001). Controlling the collapse is one way of controlling the atom-atom interactions Cornish et al. (2000); Donley et al. (2001); Kokkelmans et al. (2002); Weber et al. (2003). As is known, atom-atom interactions can be manipulated through Feshbach resonances in magnetic field or through photo-association Fedichev et al. (1996); Bohn and Julienne (1999); Koštrun et al. (2000); Roberts et al. (2001). Either mechanism can be described as a coupling of atomic pair to a molecular dimer Drummond et al. (1998); Javanainen and Mackie (1998); Kaplan et al. (1996).

The dynamics of dilute atomic BEC can be described using the mean-field theory Parkins and Walls (1998), in which the macroscopic condensate wave function $`\mathrm{\Phi }=\mathrm{\Phi }(𝐫)`$ is a solution of a Gross-Pitaevskii equation (GPE),

$$\begin{array}{ccc}\hfill i\mathrm{}\frac{\mathrm{\Phi }(𝐫,t)}{t}& =& \left(\frac{\mathrm{}^2}{2m}^2+V_0(𝐫,t)\right)\mathrm{\Phi }(𝐫,t)\hfill \\ & +& \frac{4\pi \mathrm{}^2aN}{m}\left|\mathrm{\Phi }(𝐫,t)\right|^2\mathrm{\Phi }(𝐫,t).\hfill \end{array}$$
(1)
Here, we choose $`\mathrm{\Phi }`$ normalized to unity with $`N`$ being the number of atoms in the condensate, $`V_0`$ the trapping potential, while $`m`$ is the mass of an atom and $`a>0`$ atom-atom s-wave scattering length.

It has been recognized that the mean-field approach of Eq. (1) may fail in certain situations, however, the cause of failure is embedded in the mean-field equations themselves: E.g., so-called collapse of the condensate for $`a\stackrel{<}{}0.67`$ is a parametric excitation of Eq. (1) in which the (non-linear) eigenstate present and continuous for $`a\stackrel{>}{}0.67`$ disappears. One can thus conjecture for single-species BEC that the mean-field approximation is likely to fail if it predicts parametric excitations of some sort. A renormalization of negative scattering length calls for coupled atomic and molecular dimer BEC, so their mean-field theory needs to be examined with respect to parametric excitations.

We build phenomenological mean-field theory of atom-molecule BEC (AMBEC) from three parameters: $`K`$, coupling strength between a pair of atoms and a molecule, $`\delta `$, the detuning of the molecular state111Here the detuning $`\delta `$ is given by $`\delta =\nu _1E_b/\mathrm{}`$, where $`\nu _1`$ is the laser frequency and $`E_b`$ the energy of the molecular state$`E_b`$. We choose this convention so that the sign of the effective atom-atom scattering length conveniently coincides with the sign of detuning. , and the background atom-atom scattering length Timmermans et al. (1999b). However, close to the resonance the atom-atom scattering length is dominated by the resonant contribution so there the background scattering length can be safely ignored. Their Gross-Pitaevskii equations read,

$`i{\displaystyle \frac{\phi }{\tau }}`$ $`=`$ $`H_a\phi K\phi ^{}\psi ,`$ (2a)
$`i{\displaystyle \frac{\psi }{\tau }}`$ $`=`$ $`\left(H_m\delta \right)\psi K\phi ^2.`$ (2b)
The Hamiltonians $`H_a`$ and $`H_m`$ correspond to the center-of-mass energies for atoms and molecules, respectively,

$`H_a`$ $`=`$ $`{\displaystyle \frac{1}{2}}^2+{\displaystyle \frac{1}{2}}𝐫^2,`$ (3a)
$`H_m`$ $`=`$ $`{\displaystyle \frac{1}{4}}^2+𝐫^2.`$ (3b)
For simplicity, we assume that both atomic and molecular trap are isotropic with the same trap frequency $`\omega `$, which we then use to scale all the other frequencies. Similarly, we use characteristic length of the atomic trap $`L_0=\sqrt{\frac{\mathrm{}}{m\omega }}`$ to scale all the distances. Lastly, we scale the fields with respect to the total number of particles, so that the normalization reads

$$\phi |\phi +\psi |\psi =1.$$
(4)
The expression for the conserved total energy of the system is then

$$E=\phi |H_a|\phi +\frac{1}{2}\psi |H_m\delta |\psi +E_I,$$
(5)
where

$$E_I=\frac{1}{2}K\left(\phi ^2|\psi +\psi |\phi ^2\right).$$
(6)
In this paper we examine two collections of eigenstates of AMBEC (2) that are symmetric with respect to the resonant detuning $`\delta `$: the ground state and its “twin state.” We use zero-dimensional analysis to find the local eigenstates in parameter space, and examine their stability. We then extend analysis to the full mean-field AMBEC equations numerically and analytically. We find the extent of local eigenstates comprising each collection, and examine $`(i)`$, their parametric excitations; and $`(ii)`$, how in certain parametric sweeps the same excitations can be avoided.

## II Zero-dimensional AMBEC

For zero-dimensional analysis, we assume free condensates, which are described by plane waves of varying amplitudes Timmermans et al. (1999b); Koštrun et al. (2000); Wu and Côté (2002). We absorb all the constants in $`\delta \delta /K`$, so the atomic $`\alpha =\alpha (t)`$ and the molecular $`\beta =\beta (t)`$ amplitude are the solutions of

$`i\dot{\alpha }`$ $`=`$ $`\alpha ^{}\beta ,`$ (7a)
$`i\dot{\beta }`$ $`=`$ $`\delta \beta \alpha ^2.`$ (7b)
We expand time dependency of the amplitudes as $`\alpha =x\mathrm{exp}(i\mu t)`$ and $`\beta =y\mathrm{exp}(i\mathrm{\hspace{0.17em}2}\mu t)`$, with $`x`$ and $`y`$ real, and normalize them so that $`x^2+y^21`$.

We find the stationary solutions of Eq. (7) as:

* The all-molecule state:

$$y\pm 1,$$
(8)
which exists for $`\delta `$, and with $`\mu =\delta /2`$.
* The mixed atom-molecule states:

$$y^{()}(\delta )=\frac{\delta }{6}+\frac{\sqrt{\delta ^2+12}}{6},$$
(9)
which exists for $`\delta 2`$, and

$$y^{(+)}(\delta )=\frac{\delta }{6}\frac{\sqrt{\delta ^2+12}}{6},$$
(10)
which exists for $`\delta 2`$.
For both mixed states we have $`\mu ^{(\pm )}=y^{(\pm )}`$.

In Fig. 1 we show $`\mu =\mu (\delta )`$ for all stationary solutions.

To examine their stability we rewrite Eq. (7) in terms of the positive molecular amplitude $`y=|\beta |`$, and the phase difference $`\theta =2\mathrm{arg}(\alpha )\mathrm{arg}(\beta )`$,

$`\dot{y}`$ $`=`$ $`(1y^2)\mathrm{sin}\theta ,`$ (11a)
$`\dot{\theta }`$ $`=`$ $`\delta +\left({\displaystyle \frac{1}{y}}3y\right)\mathrm{cos}\theta .`$ (11b)
The stationary solutions have $`\theta =0`$ or $`\pi `$. The all-molecule state $`y1`$ can have either $`\theta `$. The two mixed atom-molecule states are given for $`\theta =0`$ by $`y^{()}`$ from Eq. (9), and for $`\theta =\pi `$ by $`y^{(+)}`$ from Eq. (10). We find the frequency of small oscillations $`\lambda `$ near the stationary states $`y^{(\pm )}`$ as,

$$\lambda ^2=\mathrm{cos}^2\theta (1y^2)(\frac{1}{y^2}+3),$$
(12)
which is always non-negative. We thus conclude that the mixed states are stable.
The all-molecule state we find stable everywhere except for $`|\delta |<2`$, cf. Wu and Côté (2002). In the limit $`|\delta |1`$ we find $`\theta \delta t`$, while $`\delta y(t)=1y(t)`$ behaves as,

$$\delta y(t)\delta y(0)\mathrm{exp}\left[\frac{\sqrt{2}}{\delta }(1\mathrm{cos}(\delta t))\right].$$
(13)
Thus, in the limit $`t\mathrm{}`$ small oscillations between atoms and molecules persist and do not die out.

From the all-molecule and the mixed states we construct the ground state around $`\theta =0`$, and which exists for $`\delta `$: $`y_{GS}=y^{()}`$ for $`\delta <2`$, and $`y_{GS}=1`$ for $`\delta >2`$. We construct the second eigenstate around $`\theta =\pi `$, which we call the twin state: $`y_{TW}=y^{(+)}`$ for $`\delta >2`$, and $`y_{TW}=1`$ for $`\delta <2`$. One can see that the twin state is symmetric to the ground state with respect to $`\delta \delta `$ and $`yy`$. We remark that $`\delta =\pm 2`$ are the critical points where the mixed state coincides with the all-molecule state but the transition is non-smooth: In parameter sweeps these points act as a source of parametric excitations.

## III Numerical Investigation

We turn to numerical methods Koštrun and Javanainen (2001) to find the AMBEC (2) ground state and examine the properties of the underlying stationary states, the ground state and the twin state, by parameter sweeps in $`K`$ and $`\delta `$ directions. For compactness of presentation, in our calculations we limit ourselves to spherically symmetric trap, that is, the atomic and molecular Hamiltonians contain only radial operators.

### III.1 Ground State

We find the ground state through numerical iteration in complex time, followed by renormalization. We focus on the integer mesh $`\delta =30\mathrm{}30`$, and $`K=0.1,1\mathrm{}30`$, where we use $`K=0.1`$ as an approximation of the limit $`K0`$. For each pair $`(\delta ,K)`$ we find the condensate wave functions of atoms $`\phi `$, and of molecules $`\psi `$. We present features of the atomic condensate in terms of its fraction $`N_a=\phi |\phi `$, and the half-size $`R_{1/2}`$,

$$\frac{_0^{R_{1/2}}𝑑rr^2|\phi (r)|^2}{_0^{\mathrm{}}𝑑rr^2|\phi (r)|^2}=\frac{1}{2}.$$
(14)
$`N_a`$ and $`R_{1/2}`$ calculated for the ground state that we show in Figs. 2 and 3 strongly suggest that the ground state comprises three local eigen-states: mostly-atom state, mixed atom-molecule state, and the all-molecule state. We surmise the existence of two boundaries, one $`f_{GS}^1`$, between the mostly-atom and mixed state, and the other $`f_{GS}^2`$, between the all-molecules and the mixed state.

We confirm presence of the boundaries $`f_{GS}^1`$ and $`f_{GS}^2`$ through parametric sweeps: They act as a source of parametric excitations.
Firstly, in Fig. 4 we show that the sweep of $`K=0\mathrm{}18`$ for fixed $`\delta =30`$ reveals a parametric excitation near $`K=17`$, which we associate with $`f_{GS}^1`$.
Secondly, in Fig. 5 we show that the sweep of $`\delta =30\mathrm{}30`$ for fixed $`K=10`$ reveals a parametric excitation near $`\delta =8`$, which we associate with $`f_{GS}^2`$. Interestingly, for $`\delta <0`$ we do not see the evidence of $`f_{GS}^1`$.

We address the differences between excitations at $`f_{GS}^1`$ and $`f_{GS}^2`$ in Sec. V, when we present our analytic treatment of the boundaries.

### III.2 Twin State

Based on the zero-dimensional model, the twin state is an all-atom state for $`\delta >0`$. We create it by adiabatically evolving an all-atom state found for $`\delta >0`$ and$`K0`$, to desired value of $`K`$. We demonstrate the effectiveness of this technique in Fig. 6, where we start from an all-atom state and sweep $`K=0\mathrm{}36`$ for fixed $`\delta =100`$. This also demonstrates that the twin state is not fully symmetric with the ground state as an equivalent of the boundary $`f_{GS}^1`$ that would be constructed by changing the sign of $`\delta `$, is missing.

However, in parameter sweep in $`\delta =50\mathrm{}30`$ for fixed $`K=10`$, which we show in Fig. 7, we do find parametric excitations near $`\delta =3`$. This suggests presence of the boundary $`f_{TW}`$, which is analogous to $`f_{GS}^2`$.

## IV Analytic Treatment of the Boundaries

### IV.1 Boundary $`f_{GS}^1`$ and the extent of the all-atom state

We start by recalling that in the limit $`K0`$ and $`\delta K`$, we can write the approximate solution of AMBEC(2) for mean-field $`\psi `$ as, $`\psi \frac{K}{\delta }\phi ^2`$. This then appears in the atomic GPE (1) as a tunable atom-atom s-wave scattering length $`a_f=\frac{K^2}{4\pi \delta }<0`$. In the literature, it is known that atomic BEC can exist with small negative $`a_f`$. When this $`a_f`$ is manipulated (increased in absolute value) to the critical value $`a_f0.67`$ the atomic BEC collapses.

The expression for the effective scattering length $`a_f`$ above is singular near $`\delta =0`$. We now show how singularities can be removed under the assumption that both mean-fields are stationary. We start by writing the equation for $`\psi `$ in AMBEC,

$$\left(i\frac{}{t}+\delta H_m\right)\psi =K\phi ^2,$$
(15)
In the limit in which the fraction of the atoms is much greater than the fraction of the molecules, $`\phi |\phi \psi |\psi `$, the evolution of $`\psi `$ is completely dominated by $`\phi ^2`$. We assume that the eigen-energy is $`ϵ`$, so that the time dependence is $`\phi e^{iϵt}`$ and $`\psi e^{i\mathrm{\hspace{0.17em}2}ϵt}`$, and that we can neglect other terms in expansion of $`\psi `$, that is, $`H_m\psi E_{0,m}\psi `$, where $`E_{0,m}=\psi \left|H_m\right|\psi /\psi |\psi `$. Then, we can solve Eq. (15) for the mean-field $`\psi `$ as,

$$\psi \frac{K}{2ϵ+\delta E_{0,m}}\phi ^2.$$
(16)
We can now use the atomic part of AMBEC(2) to write the equation for $`ϵ`$ as,

$$ϵ=E_{0,a}+\frac{K^2}{2ϵ+\delta E_{0,m}}\frac{\phi ^2|\phi ^2}{\phi |\phi }.$$
(17)
Here we use $`H_a\phi E_{0,a}\phi `$, where $`E_{0,a}=\phi \left|H_a\right|\phi /\phi |\phi `$, similarly to what we have done for the molecules. The two solutions of Eq. (17) are $`ϵ^\pm `$, where

$$ϵ^\pm =\frac{1}{4}\left(2E_{0,a}+E_{0,m}\delta \right)\pm \frac{1}{4}\sqrt{\left(2E_{0,a}E_{0,m}+\delta \right)^2+8K^2\frac{\phi ^2|\phi ^2}{\phi |\phi }}.$$
(18)
where the negative branch corresponds to the ground state, while the positive branch to the twin state. We remark that $`ϵ^\pm `$ in Eq. (18) are everywhere well behaved, and that $`ϵ^\pm `$ differ in sign of $`2ϵ+\delta E_{0,m}`$.

We use variational technique Timmermans et al. (1999b); Dalfovo et al. (1999); Parkins and Walls (1998) to find $`ϵ=ϵ(s)`$ for the all-atom state, $`\phi |\phi =1`$, where $`\phi `$ is given by

$$\phi (r;s)=\frac{1}{\left(\pi s^2\right)^{3/4}}e^{\frac{r^2}{2s^2}}.$$
(19)
The variational energies are

$$E_{0,a}=\frac{3(1+s^4)}{4s^2}=E_{0,m},$$
(20a)
$$\phi ^2|\phi ^2=\frac{1}{2\sqrt{2}\pi ^{3/2}s^3},$$
(20b)
which then enter the expression for $`ϵ`$, Eq. (18). We find roots of $`ϵ/s=0`$ that are real and positive, and determine which of them are local minima of $`ϵ(s)`$. We keep in mind that $`s\stackrel{>}{}1`$ is a signature of an all-atom state, while $`s1`$ of the mixed- or all-molecule state.

In Fig. 8 we show the variational size $`s`$ as a function of $`\delta `$ and $`K`$ for the negative branch of $`ϵ`$, which corresponds to the ground state. We see that for larger negative $`\delta `$’s the boundary $`f_{GS}^1`$ of the all-atom state coincide with the expected $`\frac{K^2}{4\pi \delta }0.67`$. However, for $`K\stackrel{<}{}15`$ the boundary disappears near $`\delta 10`$, just as we have seen in the numerical simulations, cf. Fig. 5. The reason why is because by approaching the expected boundary the fraction of atoms $`N_a`$ begins to decrease, and this modulates the coupling as $`KN_a`$. This effect is so small, however, that it is accessible only for small initial magnitudes of coupling $`K`$.

An equivalent analysis for the twin state is utterly uninsightful: continuous variational solution exists in the entire parameter space. We thus turn our attention to the opposite limit - that of the all-molecule state.

### IV.2 Boundaries $`f_{GS}^2`$ and $`f_{TW}`$ of the all-molecule state

#### IV.2.1 Existence of variational solutions for the atoms

We examine stability of the all-molecule ground state in the presence of infinitesimal atomic configurations. The all-molecule state is the ground state of $`H_m`$,

$$\psi (r)=\left(\frac{2}{\pi }\right)^{3/4}e^{r^2}.$$
(21)
Its eigen-energy is easily found in the absence of atomic mean-field,

$$\mu =\frac{1}{2}\left(\frac{3}{2}\delta \right).$$
(22)
The atomic mean-field small in fraction, $`\phi |\phi 1`$, is then described by,

$$\mu \phi =H_a\phi K\phi ^{}\psi ,$$
(23)
where $`\mu `$ is given by Eq. (22). We now approximate the atomic mean-field with Eq. (19), and define difference $`\lambda ^{GS}(s)`$, where

$$\lambda ^{GS}(s)\phi |\phi =\phi \left|H_a\right|\phi \mu K\phi ^2|\psi .$$
(24)
We notice that for (real) $`\phi `$ the atomic norm cancels out. Valid sizes for the atomic condensates $`s`$ satisfy,

$$\lambda ^{GS}(s)=0.$$
(25)
We find that Eq. (25) has either two solutions for $`s`$ (we write this as $`\lambda ^{GS}\stackrel{>}{<}0`$, that is, $`\lambda _{GS}`$ is positive for some values of $`s`$ and negative for the others), or has no solution ($`\lambda ^{GS}(s)>0,s`$). We identify as $`f_{GS}^2`$ the boundary between the two regions, for which $`s`$ is a double root. In Fig. 9 we show the boundary $`f_{GS}^2`$ in the parameter space.

For the twin state, the phase shift between the molecular amplitude $`\psi `$ and the matrix element $`K`$ is $`1`$, so the new difference $`\lambda ^{TW}`$ now reads,

$$\lambda ^{TW}\phi |\phi =\phi \left|H_a\right|\phi \mu +K\phi ^2|\psi .$$
(26)
Again, valid sizes for the atomic condensates $`s`$ satisfy,

$$\lambda ^{TW}(s)=0.$$
(27)
The rest of the analysis is identical to what we have done for the ground state. In Fig. 9 we combine the findings for the ground state ($`K>0`$) and the twin state ($`K<0`$). Here, we identify the boundary as $`f_{TW}`$.

In Table 1 we give $`f_{GS}^2`$ as $`K`$ for various detunings $`\delta `$, where $`K_{num}`$ are the numerical values we find by solving the full AMBEC, while $`K_{var}`$ are the variational solutions. For comparison, we also give numerical values for the fraction ($`N_a^{mix}`$) and the half-size ($`R_{1/2}^{mix}`$) of the atomic distribution on the mixed side (on the atomic side both values are near unity). From Table 1 we see that across $`f_{GS}^2`$ the size and the fraction of atomic condensate change discontinuously. The boundary thus acts as a source of parametric excitations for parameter sweeps crossing it.

We numerically examine $`f_{TW}`$ through parameter sweeps of the twin state for $`K=10,20`$. In Table 2 we list the detunings at which the condensates disintegrate as $`\delta _{num}`$ and the fraction of atoms at the onset of the instability as $`N_a^{mix}`$. We see that the mixed state disintegrates very close to $`\delta =0`$. In this region the effective scattering length is large positive number. The analysis of $`ϵ^+`$ suggests that at $`f_{TW}`$ the variational size $`s`$ of the atomic condensate is maximal.

We show how these traits are related to the stability of the all-molecule state.

#### IV.2.2 Stability of the all-molecule state

We write the solution of Eq. (2a) in the form

$$\phi (\tau )=\left(a(\tau )+ib(\tau )\right)\phi (r;s)\mathrm{exp}(i\mu \tau ),$$
(28)
where $`\phi (r;s)`$ is the unit-normalized variational atomic amplitude, Eq. (19), and $`\mu `$ is the eigen-energy of the all-molecule state, Eq. (22). The time dependent real functions satisfy $`|a(\tau )|1`$ and $`|b(\tau )|1`$. We integrate out the eigenstate $`\phi `$ to yield a system of ordinary differential equations,

$$\begin{array}{cccc}\hfill \dot{a}& =& \hfill \left(\phi \left|H_a\right|\phi \mu +K\phi ^2|\psi \right)& b,\hfill \\ \hfill \dot{b}& =& \hfill \left(\phi \left|H_a\right|\phi \mu K\phi ^2|\psi \right)& a.\hfill \end{array}$$
(29)
The frequency $`\lambda `$ of small excitations is given by,

$$\begin{array}{ccc}\hfill \lambda ^2(s)& =& \left(\phi \left|H_a\right|\phi \mu \right)^2K^2|\phi ^2|\psi |^2\hfill \\ & =& \lambda ^{GS}(s)\lambda ^{TW}(s).\hfill \end{array}$$
(30)
Stability of the molecular mean-field $`\psi `$ then requires that $`\lambda ^2(s)>0,s>0`$. Conversely, if $`s^{}>0`$ such that $`\lambda ^2(s^{})<0`$, then this particular atomic mean-field may grow in fraction exponentially, and so destroy the “all-molecule” character of the eigenstate. Interestingly, this also means that if the molecular mean-field is stable ($`\lambda ^2>0`$) then there are no available variational solutions for the atomic mean-field (it requires $`\lambda ^{GS}=0`$ or $`\lambda ^{TW}=0`$), and vice versa. Unavailability of of the atomic configurations in the vicinity of all-molecule state has been hinted by the zero-dimensional AMBEC, where the same occurs, cf. Eq. (13)

We combine these findings in Fig. 10 where we show the stability regions of the all-molecule state. We identify three regions (I, II and III) separated by two boundaries, $`f_{TW}`$ between I and II, and $`f_{GS}^2`$ between II and III. We conclude that the all-molecule state of the ground state is stable only in Region III, while the twin state does not have stable all-molecule configurations.

### IV.3 Summary of AMBEC eigenstates

We construct the maps of the ground state and the twin state from the analysis of their two limiting configurations, all-atom and all-molecule, as follows:

* Ground state: In Fig. 11 we show the outline of the ground state proposed in this report. It comprises three stationary states: all-atom, mixed and all-molecule state. The three stationary states are separated by two boundaries, $`f_{GS}^2`$ (between the mixed state and the all-molecule state) and $`f_{GS}^1`$ (partially separates all-atoms from mixed). For large negative detunings $`f_{GS}^1`$ is given by the single GPE collapse boundary $`\frac{K^2}{4\pi \delta }=0.67`$.
The AMBEC(2) interprets the collapse as that by crossing $`f_{GS}^1`$ for large $`K`$ by increasing $`\delta `$, the size of atomic mean-field reduces drastically and discontinuously. This boundary, however, does not extend to the origin. So, at least in principle, it is possible to perform a parameter sweep around the boundary and produce controllably narrow atomic mean-field without parametric excitations.
* Twin State: We show its outline in Fig. 12. It comprises the all-atom state and the mixed state, and disappears in a region of parameter space between $`\delta 0`$ and $`f_{TW}`$.

## V Discussion

We have studied the stationary states of the simple atom-molecule Bose-Einstein Condensate (AMBEC) numerically and analytically. We have shown that, while the ground state remains a global eigenstate, the twin state does not. Non-linearity of AMBEC equations implies that all stationary states need not be eigenstates: For that they also have to be stable under small perturbations. The boundaries of the stationary states are a likely source of parametric excitations in sweeps as across such a boundary the properties of the stationary state may change discontinuously.

In parametric sweeps we have seen two types of parametric excitations near the all-molecule stationary state. In the first one type, the fraction of the atomic condensate remains small, while the size varies erratically. We saw that in the ground state near the boundary $`f_{GS}^2`$. In the second type, the atomic condensate grows in fraction and in size erratically which in some regions of parameter space may resemble an explosion. This is what we see in the decay of the twin state near $`f_{TW}`$.

A parameter sweep that follows the twin state in parameter space, has been realized in the “Bosenova” experiments Donley et al. (2001). The excitations of the BEC in a near-resonant region, observed on that occasion, followed by the loss of the atomic condensate makes a tempting parallel to the chaotic behavior we are predicting. The AMBEC we have examined suggests that the decay occurs because we have created a system in a local eigenstate, and have swept the parameters out of the bounds in which the eigenstate exists. While the onset of parametric excitations is in the scope of the mean-field approach, analysis of its final products may require inclusion of quantum corrections Mackie et al. (2002); Kokkelmans and Holland (2002); Duine and Stoof (2003); Köhler et al. (2003).

We have presented a way to calculate system energy even near resonance, where the standard expansions in $`\delta `$ fail. In addition, our result in the case of simple AMBEC hints an exciting possibility to create almost-all atom state of various sizes while avoiding the parametric excitation tied to $`a_{crit}`$ of the all-atom state (as accessible in Feshbach resonance experiments). Interestingly, our findings suggest that the disintegration of the simple AMBEC twin state might be even more spectacular. Studies of a trapped AMBEC on the time scale of the trap, both experimental and theoretical, might have other such intriguing surprises in store.

###### Acknowledgements.

This work is supported in part by NSF (PHY-0097974) and NASA (NAG8-1428).

## Figures and Captions

## Tables and Captions


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# MONTE-CARLO SIMULATION OF EXCLUSIVE CHANNELS IN 𝑒⁺𝑒⁻ ANNIHILATION AT LOW ENERGY

## 1 Introduction

Simulation of hadron production at low energies ($`\sqrt{s}13`$ GeV) is relevant for various physical problems. As the cross-section in this region is considered to be saturated with intermediate resonances, it is possible to study the properties of these resonances through mass, momentum and angular distributions. Simulation of different channels allows one to better account for selection rules and interference effects. In particular, the problem of measuring R (total cross-section of $`e^+e^{}`$ annihilation into hadrons) is a crucial information for contemporary high energy physics, especially for the $`\frac{g_\mu 2}{2}`$ problem . At low energies this value can only be obtained from an experiment. Simulation allows to calculate the ratios between different channels and estimate the accuracy of measurements.

Of other related problems we can highlight the studies of $`e^+e^{}6\pi `$ at $`\sqrt{s}<m_\tau `$ and $`\tau ^{}(6\pi )^{}\nu _\tau `$ decays allowing to check the vector current conservation hypothesis in the Standard Model , studies of the $`\rho ^{\prime \prime }6\pi `$ decay mode as well as $`D`$\- and $`B`$-meson decays.

## 2 Package features

At this moment there is no theory, describing the strong interactions reliably at low energies. We used a common phenomenological approach, assuming the production of a final state in consequent resonance decays:
$``$ only tree-level diagrams including 2- and 3-body decays, are considered;
$``$ there may be several interfering mechanisms (e.g. $`\gamma ^{}\pi ^\pm a_1^{},\rho _0\sigma `$) which may contribute to different final states (e.g. $`2\pi ^+2\pi ^{}`$,$`\pi ^+\pi ^{}2\pi ^0`$) in accordance with charge and strong isospin conservation;
$``$ possible permutations of final particles are taken into account.
To simplify adding new matrix elements, we introduced the following requirements:
$``$ the tensor structures are chosen according to the field transformation properties (spin, isospin, parities);
$``$ expressions for matrix elements are written in gauge-invariant form with the help of specialized tensor library (e.g., $`ϵ_{\xi \theta \sigma \tau }P_{\rho _{init}}^\sigma ϵ_{\xi \theta \vartheta \delta }P_{a_1\vartheta }ϵ_{\mu \nu \gamma \delta }P^{a_1\gamma }ϵ_{\mu \nu \alpha \beta }P_{\rho _{12}\alpha }(P_{\pi _1}P_{\pi _2})_\beta `$);
$``$ indices’ contraction and particles permutations are performed by the software.
Allowed charge states and relative phases of permutations are based on the strong isospin part of the matrix element. Scalar parts of propagators may have arbitrary forms, including form-factors and dependence of width on virtuality. In case of the vector intial state ($`\gamma ^{}`$), the absolute value of the transverse part of hadronic current is used as the value of matrix element. Several interfering matrix elements with arbitrary complex relative coefficients may be used.

## 3 Comparison with experimental data

By now the package has been used to calculate 4 and 6-pion production cross-sections in $`e^+e^{}`$-collisions. Some distributions of simulated data vs. experimental results  are given in Fig. 1 (parameters not fitted). Comparison with analytical calculations given in Ref.  show a reasonable agreement.
At the VEPP-2000 collider (the major upgrade of VEPP-2M, BINP, Novosibirsk) $`6\pi `$ production will become possible. Despite the lack of absolute normalization factor in matrix elements, the ratio of cross-sections of different final charge states with the same production mechanism can be tested for $`6\pi `$ data.

## 4 Conclusion

The package for simulation of multipion production has been developed. It includes generators for $`\gamma ^{}`$ $`\rho \pi 3\pi `$, $`a_1\pi ,\rho f_04\pi `$, $`\omega \pi \pi 5\pi `$, and $`\omega \pi ,\rho f_0(\rho \rho ,\sigma \sigma )6\pi `$ production mechanisms. This tool may be useful for many problems involving production of multipion final states.

## 5 Acknowledgements

We are thankful to O.Yu. Dashevskij, I.F. Ginzburg, P.P. Krokovny, A.S. Kuzmin, A.I. Milstein and N.I. Root for useful discussions and helpful contributions. D.A. thanks DFG foundation for support of his participation in PIC2003. The work is supported by RFBR grants 02-02-17884-a and 03-02-06651-mac.


text:
# Charge transport in poly(dG)-poly(dC) and poly(dA)-poly(dT) DNA polymers

## 1 Introduction

Particularly with view to possible applications in molecular electronics based on biomaterials electronic transport (ET) through DNA has recently become of intensified interest ,. Although the debate whether DNA constitutes a conductor is still ongoing, there exist already strong experimental evidence that DNA forms an effectively one-dimensional molecular wire . Among several theoretical attempts to describe the charge transport mechanism in DNA the polaron approach has turned out lately to be a promising candidate for modeling constructive interplay between the charge carrying system and vibrational degrees of freedom of the DNA conspiring to establish coherent ET -. Recent experiments are in support of the polaron mechanism for ET in DNA polymers . The present study deals with the theoretical description of ET in synthetically produced DNA polymers consisting of a single type of base pairs, i.e. either poly(dG)-poly(dC) or poly(dA)-poly(dT) DNA polymers . Utilizing a nonlinear approach based on the concept of breather and polaron solutions we explore whether conductivity depends on the type of the DNA polymer which might be of interest for the design of synthetic molecular wires. Moreover, we ameliorate preceding studies of ET in DNA , in the sense that, instead of adjusting the coupling parameters, we use now credible estimates for them derived with the help of quantum-chemical methods.

## 2 Model for polaron-like charge transport in DNA

Our model of charge transport in DNA is based on the finding that the charge migration process is dominantly influenced by the transverse vibrations of the bases relative to each other in radial direction within a base pair plane . In fact, the impact of other vibrational degrees of freedom (e.g. twist motions, helical pitch changes and longitudinal acoustic phonons along the strands which are significantly restrained by the backbone rigidity) can be expected to be negligible with respect to ET in DNA. Hence, the motion can be viewed as confined to the base pair planes .

The Hamiltonian for the ET along a strand in DNA comprises two parts

$$H=H_{el}+H_{vib},$$
(1)
with $`H_{el}`$ is the part which describes the ET over the base pairs and $`H_{vib}`$ represent the dynamics of radial vibrations of the base pairs . The electronic part is given by a tight-binding system

$$H_{el}=\underset{n}{}E_n|c_n|^2V_{nn1}\left(c_n^{}c_{n1}+c_nc_{n1}^{}\right).$$
(2)
The index $`n`$ denotes the site of the $`n`$th base on a strand and $`|c_n|^2`$ determines the probability to find the electron (charge) residing at this site. $`E_n`$ is the local electronic energy and $`V_{nn1}`$ is the transfer matrix element mediating the transport of the electron along the stacked base pairs. We make the usual assumption that ET takes place only along the base pair sequence on a strand excluding inter-strand ET.

The vibronic part of the Hamiltonian $`H_{vib}`$ models dynamical changes of the radial equilibrium positions of the bases. Supposing that these radial vibrations can be treated classically and harmonically we represent $`H_{vib}`$ as

$$H_{vib}=\frac{1}{2}\underset{n}{}\left[\frac{1}{M}\left(p_n^r\right)^{\mathrm{\hspace{0.17em}2}}+M\mathrm{\Omega }_r^2r_n^2\right].$$
(3)
The radial coordinates $`r_n`$ quantify the radial displacements of the base units from their equilibrium positions along the line bridging two bases of a base pair within the base pair plane. $`M`$ denotes the reduced mass and $`\mathrm{\Omega }_r`$ is the harmonic frequency. Due to the constraint enforced by the sugar-phosphate backbone radial displacements lead not only to changes of the equilibrium lengths of the hydrogen bonds (bridging two bases of a base pair) but are also connected with a change of the three-dimensional distance between two consecutive bases on a strand entailing deformations of the corresponding covalent bonds. In an expansion up to first order around the equilibrium positions  this stacking-distance is determined by

$$d_{nn1}=\frac{R_0}{l_0}(\mathrm{\hspace{0.17em}1}\mathrm{cos}\theta _0)(r_n+r_{n1}).$$
(4)
The geometrical parameters $`R_0`$, $`\theta _0`$ and $`l_0`$ determine the equilibrium value of the radius, the twist angle between two adjacent base pairs, and the equilibrium length of the covalent bond linking two consecutive bases along a strand, respectively. The latter is given by

$$l_0=\sqrt{a^2+4R_0^2\mathrm{sin}^2(\theta _0/2)},$$
(5)
with $`a`$ being the distance between neighboring base pairs measured along the orientation of the helix axis. A sketch of the structure of the DNA model and the designation of the geometrical parameters $`R_0`$, $`l_0`$, $`\theta _0`$, $`r_n`$ and $`d_{nn1}`$ is presented in Figure $`1`$.

With respect to the interaction between the electronic and the vibrational degrees of freedom variable, $`c_n`$ and $`r_n`$, respectively, it is assumed that the electronic parameters $`E_n`$ and $`V_{nn1}`$ are modified by displacements of the bases within the base pairs. As a quantum-chemical computation of the geometry dependence of the electronic parameters $`E_n`$ and $`V_{nn1}`$ reveals their most significant modulation originates from radial distortions of the helix which are related with hydrogen and covalent bond deformations, respectively. However, the influence of small angle deformations on the values of the electronic parameters can be discarded (see also further below).

The modulation of the on-site electronic energy $`E_0`$ by the radial vibrations of the base pairs is expressed as

$$E_n=E_0+kr_n.$$
(6)
On the other hand the actual charge occupation has its impact on the local radial distortion of the helix. Furthermore, the transfer matrix elements $`V_{nn1}`$ are assumed to depend on the three-dimensional stacking-distance between two consecutive bases on a strand as follows

$$V_{nn1}=V_0(1\alpha d_{nn1}).$$
(7)
The quantity $`\alpha `$ regulates how strong $`V_{nn1}`$ is influenced by the distance.

As typical parameters for DNA molecules one finds ,: $`a=3.4\AA `$, $`R_010\AA `$, $`\theta _0=36^{}`$, $`E_0=0.1eV`$, $`\mathrm{\Omega }_r=6.252\times 10^{12}s^1`$, $`V_00.1eV`$ and $`M=4.982\times 10^{25}kg`$.

After scaling the time as $`t\mathrm{\Omega }_rt`$ one passes to the dimensionless quantities:

$`\stackrel{~}{r}_n`$ $`=`$ $`\sqrt{{\displaystyle \frac{M\mathrm{\Omega }_r^2}{V_0}}}r_n,\stackrel{~}{k}={\displaystyle \frac{k}{\sqrt{M\mathrm{\Omega }_r^2V_0}}},\stackrel{~}{E_0}={\displaystyle \frac{E_0}{V_0}},`$ (8)
$`\stackrel{~}{\alpha }`$ $`=`$ $`\sqrt{{\displaystyle \frac{V_0}{M\mathrm{\Omega }_r^2}}}\alpha ,\stackrel{~}{R}_0=\sqrt{{\displaystyle \frac{M\mathrm{\Omega }_r^2}{V_0}}}R_0,`$ (9)
and for the sake of convenience the tildes are omitted in the following. The values of the scaled parameters are obtained as $`R_0=34.862`$ and $`l_0=24.590`$.

The set of coupled equations of motion read as

$`i\tau \dot{c}_n`$ $`=`$ $`(E_0+kr_n)c_n`$ (10)
$``$ $`(1\alpha d_{n+1,n})c_{n+1}(1\alpha d_{nn1})c_{n1}`$
$`\ddot{r}_n`$ $`=`$ $`r_nk|c_n|^2{\displaystyle \frac{R_0}{l_0}}(1\mathrm{cos}\theta _0)`$ (11)
$`\times `$ $`\alpha \left([c_{n+1}^{}c_n+c_{n+1}c_n^{}]+[c_n^{}c_{n1}+c_nc_{n1}^{}]\right)`$
and the ratio $`\tau =\mathrm{}\mathrm{\Omega }_r/V_0=0.0411`$ determines the time scale separation between the slow electron motion and the fast bond vibrations. (Notice that any $`E_0c_n`$ term on the r.h.s. of Eq. (10) can be eliminated by a gauge transformation $`c_n\mathrm{exp}(iE_0t/\tau )c_n`$.)

Contrary to previous studies we use for our computations credible values for the electron-mode coupling strengths $`k`$ and $`\alpha `$ as a result of our a quantum-chemical computational procedure.

In this work, we perform quantum-chemical calculations on symmetrical homodimers consisting of two nucleoside Watson-Crick base pairs (adenosine-thymidine (AT) and guanosine-cytidine (GC) base pair steps (BPS)) stacked over each other to mimic the conventional A-DNA and B-DNA conformations (for a schematic view see ). Taking into account DNA backbone at least in form of intact sugar moieties, instead of substituting it by protons or methyl groups, is necessary for the consistency of the calculations  and to correctly describe charge transfer through DNA duplexes . We use semiempirical all-valence-electron PM3 Hamiltonian  within the MOPAC7 version of CI (configuration interaction) approximation, as described in detail in . We chose here PM3-CI method, but not an ab initio one, since

a) The molecular fragments involved are very large;

b) Similar ab initio calculations even for smaller segments experience difficulties with SCF convergence ;

c) The work  used similar semiempirical Hamiltonian (AM1) for analogous molecular fragments;

d) PM3-CI approximation is good at describing excited states of nucleoside base pair steps ;

e) CI approximation is indispensable when charged states of nucleic acid bases are considered using semiempirical quantum chemistry (cf., e.g.,  and references therein).

Here the effects of small, but non-negligible (up to 0.1 ), radial stretching and compressing of Watson-Crick hydrogen bonds (WC H-bonds) on the MO energies of the BPS under study have been estimated. Specifically, we perturbed in the above sense the equilibrium lengths of the WC H-bonds in only one of the base pairs in all the BPS involved and monitored the resulting changes in the energies of the highest occupied molecular orbital and of the occupied molecular orbital next to the highest one (HOMO and HOMO-1, respectively), as compared with the equilibrium values of these energies. According to the Koopmans theorem well known in quantum chemistry (cf., e.g.,  and references therein), the HOMO energy is approximately equal to molecular ionisation potential and in the tight-binding approximation could be viewed as the site energy, whereas the difference between the HOMO and HOMO-1 energies is approximately twice the hopping integral. With this in mind, we were able to estimate $`k`$ and $`\alpha `$ parameters of our model by calculating linear regression of the corresponding site energy and hopping integral changes, respectively, onto WC H-bond distance perturbations. We were able to arrive at a very tight linear correlation between the former and the latter ones. Interestingly, we failed to reveal any correlation between the tight-binding Hamiltonian parameter changes and BPS twist angle/helical pitch perturbations (’helical pitch’ is the distance $`a`$ in Eq. (5)). The perturbations in the two latter parameters were also relatively small (up to 10 degrees and 0.1 , respectively). For the coupling parameters of the poly(dA)-poly(dT) DNA polymer we obtain: $`k=0.0778917eV/\AA `$ and $`\alpha =0.053835\AA ^1`$. The corresponding values for the poly(dG)-poly(dC) DNA polymer are determined as $`k=0.090325eV/\AA `$ and $`\alpha =0.383333\AA ^1`$.

That we are equipped with the quantum-chemical estimates of the coupling parameters $`\alpha `$ and $`k`$ is a definite step forward and distinguishes the present study from previous ones ,. We emphasize that the quantum-chemical estimates for the coupling parameters differ significantly from the ones used for the model study in , where these parameters, in lack of reliable values for them, were treated as adjustable. As a consequence there is a difference between the ET scenario described in , and the one we are going to illustrate in the following.

## 3 Stationary localized electron-vibron states

Caused by the nonlinear interplay between the electronic and the vibrational degrees of freedom of the helix the formation of polaronic electron-vibration compounds is possible -,,. We construct such localized stationary solutions of the coupled system (10),(11) with the help of the nonlinear map approach explained in detail in . In Figure $`2`$ we depict the profiles of the (standing) polaron states for the poly(dA)-poly(dT) and the poly(dG)-poly(dC) DNA polymer, respectively. In both cases the polarons are of fairly large extension (width). Regardless of the DNA polymer type the electronic wave function is localized at lattice site and the envelope of the amplitudes decays monotonically and exponentially with growing distance from this central site (base pair). However, the electronic wave function of the poly(dG)-poly(dC) DNA polymer is stronger localized than the one of its poly(dA)-poly(dT) counterpart.

Accordingly, the attributed radial displacement patterns are exponentially localized at the central lattice site. Concerning the resulting static radial helix deformations we find that there is a drastic difference between the poly(dA)-poly(dT) and the poly(dG)-poly(dC) DNA polymers. In the former case the overall non-positive radial amplitudes imply that the H-bridges experience contractions. In contrast, in the latter case the H-bridges get stretched. Nevertheless, these deformations are rather weak, i.e. on the order of $`\mathrm{1.5\hspace{0.17em}10}^3\AA `$.

## 4 Charge transport

We study now the ET achieved by moving polarons. In fact, since the constructed polaron solutions are of fairly large extension (the half-width involves $`100`$ lattice sites) we can expect them to be mobile. In order to activate polaron motion we used the discrete gradient method  to obtain suitable initial perturbations of the momentum coordinates $`p_n^r`$ which initiate coherent motion of the polaron compound.

We consider first the case of the poly(dG)-poly(dC) DNA polymer. The propagation features are illustrated in Figure $`3`$ where the spatio-temporal evolution of the electronic and the vibrational radial breather are shown. For a DNA lattice consisting of $`300`$ sites (base pairs) the set of coupled equations (10),(11) was integrated using a fourth-order Runge-Kutta method and periodic boundary conditions were imposed. Maintenance of the norm conservation $`_n|c_n(t)|^2=1`$ served to assure accurate computations.

The electronic component sets off to move directionally along the lattice in unison with the vibrational amplitude pattern. However, there remains a small amplitude vibrational breather at the initial position. In both cases the localized structures are practically preserved apart from the arising amplitude breathing indicating a periodic energy exchange between the electronic and vibrational degrees of freedom. Hence, long-range ET is achievable. With the initial injection of kinetic energy the (vibrational) system possesses now increased energy content so that we observe vibrational breathers with amplitudes being larger than those of their static equivalents (cf. Figures $`2(b)`$ and $`3(b)`$).

As the poly(dA)-poly(dT) DNA polymer is concerned we found that it does not exhibit such good conductivity as its poly(dG)-poly(dC) counterpart. The different propagation scenarios are properly illustrated using the time evolution of the first momentum of the electronic occupation probability defined as $`\overline{n}(t)=_nn|c_n(t)|^2`$. One can clearly observe that in the(dG)-(dC) case electron propagation proceeds unrestrictedly and unidirectionally with uniform velocity (see Figure $`4`$). Distinctly, the (dA)-(dT) electron moves itinerantly in a confined region, comprising not more than five bases, around the starting site restraining conductivity.

Regarding the energy storing capacity we monitored the normalized participation number defined as

$$p(t)=\frac{P(t)}{P(0)}$$
(12)
with

$$P(t)=\frac{1}{_n\left|c_n(t)\right|^4}.$$
(13)
Since the electronic wave function is normalized the electron breather is completely confined at a single site if $`p=1`$ and is uniformly extended over the lattice if $`p`$ is of the order $`N`$, viz. the number of lattice sites. Hence, $`p`$ measures how many sites are excited to contribute to the electronic breather pattern. From Figure $`5`$ we infer that the (dG)-(dC) electron breather extension performs oscillations the maximal amplitudes of which correspond to slight growth of the spatial width up to merely $`1.2`$ times its starting value. In comparison, the width of the (dA)-(dT) electronic amplitude pattern experiences stronger broadening leading to a more extended electron state.

Considering the energy exchange between the electronic and vibrational subsystems we observe that this process evolves with frequency $`\mathrm{\Omega }_r`$. Hence, the dynamical distribution between the electronic and vibrational energy is driven by the radial harmonic vibrations. In particular, the amount of kinetic energy flowing from the vibrational system into the electronic subsystem (initially the electronic kinetic energy is zero) is governed by the strength of the coupling $`\alpha `$. Apparently, in the (dG)-(dC) case the energy sharing is by far more pronounced than in the (dA)-(dT) case due to the fact that the coupling strengths differ by almost an order of magnitude, that is $`\alpha _{(dG)(dC)}=0.110`$ and $`\alpha _{(dA)(dT)}=0.0154`$. This explains the large content of kinetic energy injected from the vibrational degrees of freedom into the electronic ones inducing high electron mobility. Furthermore, the $`k`$’s have opposite sign, i.e. $`k_{(dA)(dT)}=0.2591`$ and $`k_{(dG)(dC)}=0.2234`$, which leads to the sign difference in the radial distortion patterns $`r_n^{(dA)(dT)}`$ and $`r_n^{(dG)(dC)}`$.

An open question which is subject of further research is whether the polarons survive at ambient temperature. In spite of the values of the radial variables being small the polaron is a compound object and the fact that the transfer integral elements $`V_{nn1}0.1\mathrm{eV}`$ are larger than $`k_BT0.025\mathrm{eV}`$ at $`T=300\mathrm{K}`$, suggests that they would survive. Equally the effect of an electric field during the whole movement of the polaron is currently investigated.

In conclusion, we have found that conductivity in synthetically produced DNA molecules depends on the type of the single base pair of which the polymer is built of. While a polaron-like mechanism, relying on the nonlinear coupling between the electron amplitude and radial vibrations of the base pairs, is responsible for long-range and stable ET in (dG)-(dC) DNA polymers, the conductivity is comparatively weaker in the case of (dA)-(dT) DNA polymers. Especially when it comes to designing synthetic molecular wires these findings might be of interest. In fact, recent experiments suggest that ET through DNA molecules proceeds by polaron hopping . Furthermore, our results comply with the findings of these experiments which show also that poly(dG)-poly(dC) DNA polymers forms a better conductor than their poly(dA)-poly(dT) counterparts.

## Acknowledgments

One of the authors (D.H.) acknowledges support by the Deutsche Forschungsgemeinschaft via a Heisenberg fellowship (He 3049/1-1). Three of the authors (D.H., J.F.R.A. and F.P.) would like to express their gratitude to the support under the LOCNET EU network HPRN-CT-1999-00163. E.B.S. wishes to express his gratitude to Prof. L. Nilsson (CSB NOVUM, Karolinska Institute, Sweden) for his keen interest and stimulating discussions on the theme of this work.


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# 1 Introduction

## 1 Introduction

Let us consider the Fuchsian equation

$$^2\psi (z)+\frac{1}{2}T(z)\psi (z)=0,$$
(1)
where

$$T(z)=\underset{j=1}{\overset{n}{}}\left[\frac{\mathrm{\Delta }_j}{(zz_j)^2}+\frac{c_j}{zz_j}\right].$$
(2)
In the context of the Liouville field theory $`T(z)`$ plays the role of the $`zz`$-component of the energy–momentum tensor and the real positive numbers $`\mathrm{\Delta }_j`$ are conformal weights. The complex numbers $`c_j`$ are called accessory parameters. The requirement that $`T(z)`$ is regular at the infinity implies the relations

$$\underset{j=1}{\overset{n}{}}c_j=0,\underset{j=1}{\overset{n}{}}z_jc_j=\underset{j=1}{\overset{n}{}}\mathrm{\Delta }_j,\underset{j=1}{\overset{n}{}}z_j^2c_j=2\underset{j=1}{\overset{n}{}}z_j\mathrm{\Delta }_j.$$
(3)
The Polyakov conjecture concerns the following version of the Riemann-Hilbert problem . For a given set of positive weights $`\{\mathrm{\Delta }_j\}_{j=1}^n`$ one has to adjust the accessory parameters in such a way that the Fuchsian equation (1) admits a fundamental system of solutions with $`SU(1,1)`$ monodromies around all singularities.

The interest to this problem comes from its close relation to the Liouville equation on the punctured Riemann sphere $`X=(\{\mathrm{}\})\{z_1,\mathrm{},z_n\}`$. If $`\chi _1(z),\chi _2(z)`$ are linearly independent solutions of (1) then the function $`\phi (z,\overline{z})`$ determined by the relation

$$e^{\phi (z,\overline{z})}=\frac{4|w^{}|^2}{(1|w|^2)^2},w(z)=\frac{\chi _1(z)}{\chi _2(z)},$$
(4)
satisfies the Liouville equation

$$\overline{}\phi =\frac{1}{2}\mathrm{e}^\phi $$
(5)
for all that $`z`$ for which $`w(z)`$ is well defined. It is convenient to use normalized solutions with Wronskian satisfying:

$$\chi _1(z)\chi _2(z)\chi _1(z)\chi _2(z)=\mathrm{\hspace{0.33em}1},$$
(6)
so that the relation (4) can be written in a simple form

$$e^{\frac{\phi (z,\overline{z})}{2}}=\pm \frac{1}{2}\left(\overline{\chi _2(z)}\chi _2(z)\overline{\chi _1(z)}\chi _1(z)\right).$$
(7)
Note that $`\phi (z,\overline{z})`$ is real by construction. If in addition $`\chi _1(z),\chi _2(z)`$ satisfy the $`SU(1,1)`$ monodromy condition then $`\phi (z,\overline{z})`$ is single-valued.

Under some restrictions on conformal weights the relation above can be made more precise. The case of all parabolic singularities was analyzed by Poincaré in the context of the uniformization problem . He showed that the Liouville equation (5) has a unique real-valued regular on $`X`$ solution with the following behavior at the punctures:

$$\phi (z,\overline{z})=\{\begin{array}{ccc}2\mathrm{log}|zz_j|2\mathrm{log}|\mathrm{log}|zz_j||+O(1)\hfill & \mathrm{as}\hfill & zz_j,\hfill \\ 4\mathrm{log}|zz_j|+O(1)\hfill & \mathrm{as}\hfill & z\mathrm{}.\hfill \end{array}$$

This solution defines a metric $`ds^2=\mathrm{e}^\phi |dz|^2`$ which is complete on $`X`$. It has constant negative curvature $`1`$ and parabolic singularities at each $`z_j`$. The energy–momentum tensor of the solution $`\phi ,`$

$$T_\phi (z)=\frac{1}{2}(\phi )^2+^2\phi =2\mathrm{e}^{\frac{\phi }{2}}^2\mathrm{e}^{\frac{\phi }{2}},$$
(8)
is a holomorphic function on $`X`$ of the form (2) with the conformal weights

$$\mathrm{\Delta }_j=\frac{1}{2},j=1,\mathrm{},n.$$

It follows from (8) that there exists a pair of solutions $`\chi _1,\chi _2`$ to the Fuchsian equation (1) related to $`\phi `$ by (4) . Since $`\phi `$ is real and single-valued this solves the $`SU(1,1)`$ Riemann-Hilbert problem.

The existence and the uniqueness of the solution to the Liouville equation with the elliptic singularities,

$$\phi (z,\overline{z})=\{\begin{array}{ccc}2\left(1\frac{\theta _i}{2\pi }\right)\mathrm{log}|zz_j|+O(1)\hfill & \mathrm{as}\hfill & zz_j,\hfill \\ 4\mathrm{log}|zz_j|+O(1)\hfill & \mathrm{as}\hfill & z\mathrm{},\hfill \end{array}$$

was proved by Picard  (see also  for the modern proof). The solution can be interpreted as the conformal factor of the complete, hyperbolic metric on $`X`$ with the conical singularities of the opening angles $`0<\theta _j<2\pi `$ at the punctures $`z_j`$. The energy–momentum tensor takes the form (2) with

$$\mathrm{\Delta }_j=\frac{1}{2}\frac{1}{2}\left(\frac{\theta _j}{2\pi }\right)^2,j=1,\mathrm{},n.$$

As in the parabolic case one can show that there exists a solution to the corresponding $`SU(1,1)`$ monodromy problem .

The Polyakov conjecture states that the (properly defined and normalized) Liouville action functional $`S[\varphi ]`$ evaluated on the classical solution $`\phi (z,\overline{z})`$ is a generating function for the accessory parameters of the monodromy problem described above :

$$c_j=\frac{S[\phi ]}{z_j}.$$
(9)
This formula was derived within path integral approach to the quantum Liouville theory as the quasi-classical limit of the conformal Ward identity . In the case of the parabolic singularities on $`n`$-punctured Riemann sphere a rigorous proof based on the theory of quasiconformal mappings was given by Zograf and Takhtajan . It was also pointed out that the same technique applies for the elliptic singularities of finite order. Note that only in these two cases the monodromy group of the Fuchsian equation is (up to conjugation in $`SL(2,)`$) a discrete subgroup in $`SU(1,1)`$, and the map $`w(z)`$ defined by (4) solves the uniformization problem .

An alternative method, working both in the case of parabolic and general elliptic singularities, was recently developed by Cantini, Menotti and Seminara . Yet another proof, based on a direct calculation of the regularized Liouville action for parabolic and general elliptic singularities, was proposed by Takhtajan and Zograf in .

The aim of this Letter is to find the action which satisfies (9) for the singularities of the hyperbolic type. The $`SU(1,1)`$ monodromy problem is well posed in this case, but whether it has a solution for arbitrary conformal weights $`\mathrm{\Delta }_j>\frac{1}{2}`$ and arbitrary locations of punctures $`z_j`$ is up to our knowledge an open problem. In the present Letter we assume that such solution exists.

As one can expect from the case of two punctures  the corresponding solution to the Liouville equation determined by the relation (4) develops concentric line singularities around each puncture. We assume that these line singularities do not intersect and that they are the only singularities of the classical solution.

The singular behavior around punctures can be described in terms of local conformal maps. This allows for the construction of an appropriately regularized Liouville action functional. One can then apply the method of Takhtajan and Zograf  to prove the Polyakov conjecture. The problem of the existence and the uniqueness of the solution to the Fuchsian equation with the properties stated above goes beyond the scope of the present letter. Let us only mention that in the case of three hyperbolic singularities an explicit solution in terms of the hypergeometric functions exists . There is also a simple geometrical construction yielding a large class of solutions with an arbitrary number of hyperbolic singularities .

The choice of the Fuchsian equation (1) as a starting point for the construction of the Liouville field theory is a convenient way to impose the crucial constraint on admissible classical solutions — the holomorphic form (2) of their energy–momentum tensor $`T(z)`$. We hope that the singular hyperbolic solutions and the corresponding Liouville action will be helpful in understanding the factorization problem in the geometrical approach to the Liouville theory developed by Takhtajan . This was actually our main motivation for the present paper.

Finally let us note that the hyperbolic solutions provide multi black hole solutions of the 3-dim gravity .

## 2 Hyperbolic singularities

Let us assume that $`\{\chi _1,\chi _2\}`$ is a normalized solution to the $`SU(1,1)`$ monodromy problem for hyperbolic weights

$$\mathrm{\Delta }_j=\frac{1+\lambda _j^2}{2},\lambda _j.$$

Then the fundamental system defined by

$$\left(\begin{array}{c}\psi _1\\ \psi _2\end{array}\right)=\sqrt{\frac{i}{2}}\left(\begin{array}{cc}1& \hfill 1\\ i& \hfill i\end{array}\right)\left(\begin{array}{c}\chi _1\\ \chi _2\end{array}\right)$$

is also normalized and has $`SL(2,)`$ monodromy around all punctures. In terms of $`\{\psi _1,\psi _2\}`$ the formula (7) reads

$$e^{\frac{\phi (z,\overline{z})}{2}}=\pm \frac{i}{2}\left(\psi _1(z)\overline{\psi _2(z)}\overline{\psi _1(z)}\psi _2(z)\right).$$
(10)
The advantage of using solutions with $`SL(2,)`$ monodromy is that any hyperbolic element $`MSL(2,)`$ ($`\mathrm{tr}(M)>2`$) is $`SL(2,)`$-conjugate to a diagonal matrix. Thus for each singularity $`z_j`$ there exists an element $`B_jSL(2,)`$ such that the system

$$\left(\begin{array}{c}\psi _+^j\\ \psi _{}^j\end{array}\right)=B_j\left(\begin{array}{c}\psi _1\\ \psi _2\end{array}\right)$$

has a diagonal monodromy at $`z_j`$. It follows that $`\psi _\pm ^j`$ have the canonical form

$`\psi _\pm ^j(z)`$ $`=`$ $`{\displaystyle \frac{\mathrm{e}^{\pm i\frac{\vartheta _j}{2}}}{\sqrt{i\lambda _j}}}(zz_j)^{\frac{1\pm i\lambda _j}{2}}u_\pm ^j(z),`$ (11)
where $`\vartheta _j`$, and $`u_\pm ^j(z)`$ are analytic functions

$`u_\pm ^j(z)`$ $`=`$ $`{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}u_{\pm ,l}^j(zz_j)^l,u_{\pm ,\mathrm{\hspace{0.17em}0}}^j=\mathrm{\hspace{0.33em}1},`$
on the disc $`D_j=\{zX:|zz_j|<\underset{i,ij}{\mathrm{min}}|z_iz_j|\}`$. Expanding the energy–momentum tensor

$$T(z)=\underset{j=1}{\overset{n}{}}\left[\frac{\mathrm{\Delta }_j}{(zz_j)^2}+\frac{c_j}{zz_j}\right]=\underset{k=0}{\overset{\mathrm{}}{}}t_k^j(zz_j)^{k2},$$

one gets

$$t_0^j=\mathrm{\Delta }_j,t_1^j=c_j,t_k^j=\underset{i,ij}{}\left[\frac{(k1)\mathrm{\Delta }_i}{(z_iz_j)^k}\frac{c_i}{(z_iz_j)^{k1}}\right]\mathrm{for}k2.$$
(12)
The Fuchsian equation (1) then implies

$$u_{\pm ,l}^j=\frac{1}{2l(1\pm i\lambda _j)}\underset{k=1}{\overset{l}{}}t_k^ju_{\pm ,lk}^j\mathrm{for}l1.$$
(13)
It is a well known property of the Schwarz derivative

$$\{f(z),z\}\frac{f^{(3)}(z)}{f^{}(z)}\frac{3}{2}\left(\frac{f^{\prime \prime }(z)}{f^{}(z)}\right)^2$$

and the Fuchsian equation (1) that the ratio

$$A_j(z)=\frac{\psi _+^j(z)}{\psi _{}^j(z)}$$

satisfies the relation

$$T(z)=\{A_j(z),z\}.$$
(14)
For each hyperbolic singularity we define

$$\rho _j(z)=\left(A_j(z)\right)^{\frac{1}{i\lambda _j}}.$$
(15)
It follows from (11,12,13) that $`\rho _j(z)`$ is an analytic function on $`D_j`$ and:

$$\rho _j(z)=\mathrm{e}^{\frac{\vartheta _j}{\lambda _j}}\left[zz_j+\frac{c_j}{2\mathrm{\Delta }_j}(zz_j)^2+𝒪\left((zz_j)^3\right)\right].$$
(16)
Using (14) and the properties of the Schwarz derivative one gets

$$T(z)=\{\left(\rho _j(z)\right)^{i\lambda _j},z\}=\left(\frac{d\rho _j(z)}{dz}\right)^2\stackrel{~}{T}^j\left(\rho _j(z)\right)+\{\rho _j(z),z\},$$
(17)
where

$$\stackrel{~}{T}^j(\rho )=\{\rho ^{i\lambda _j},\rho \}=\frac{\mathrm{\Delta }_j}{\rho ^2}.$$
(18)
Let us consider the Fuchsian equation

$$^2\psi (\rho )+\frac{1}{2}\stackrel{~}{T}^j(\rho )\psi (\rho )=0$$

on the complex $`\rho `$ plane and a normalized fundamental system of solutions with the diagonal monodromy at $`\rho =0`$ of the following form

$$\stackrel{~}{\psi }_\pm ^j(\rho )=(i\lambda _j)^{\frac{1}{2}}\rho ^{\frac{1\pm i\lambda _j}{2}}.$$
(19)
The corresponding solution of the Liouville equation reads

$$\stackrel{~}{\phi }_j(\rho ,\overline{\rho })=\mathrm{log}\left[\frac{\lambda _j^2}{|\rho |^2\mathrm{sin}^2\left(\lambda _j\mathrm{log}|\rho |\right)}\right].$$
(20)
The metric $`\mathrm{e}^{\stackrel{~}{\phi }_j}d^2\rho `$ has infinitely many closed geodesics:

$$\stackrel{~}{𝒢}_l=\{\rho :\lambda _j\mathrm{log}|\rho |=\pi (l\frac{1}{2})\},l,$$

and infinitely many singular lines:

$$\stackrel{~}{𝒮}_l=\{\rho :\lambda _j\mathrm{log}|\rho |=\pi l\},l.$$

Using the transformation rule (17) and the expansion (16) one can show that on $`D_jX`$ the metric $`\mathrm{e}^\phi d^2z`$ coincides with the pull-back of the metric $`\mathrm{e}^{\stackrel{~}{\phi }_j}d^2\rho `$ by the map $`\rho _j(z)`$. As $`\rho _j(D_j)`$ is an open neighborhood of 0 there are infinitely many geodesics $`\stackrel{~}{𝒢}_l`$ and singular lines $`\stackrel{~}{𝒮}_l`$ contained in $`\rho _j(D_j)`$. Their inverse images $`𝒢_l=\rho _j^1(\stackrel{~}{𝒢}_l)`$, $`𝒮_l=\rho _j^1(\stackrel{~}{𝒮}_l)`$, are closed singular lines and closed geodesics of the metric $`\mathrm{e}^\phi d^2z`$ on $`X`$. This provides a detailed description of the singular hyperbolic geometry in a sufficiently small neighborhood of the hyperbolic singularity: an alternating sequence of the concentric closed geodesics and closed singular lines. Let us stress that all these geodesic have the same length, uniquely determined by the conformal weight:

$$\mathrm{}_j=2\pi \lambda _j.$$

The question arises what happens to this geometry when one goes away from the singularity. We assume that there exists a set $`\left\{\mathrm{\Gamma }_j\right\}_{j=1}^n`$ of closed geodesics with the following properties:

* $`\mathrm{\Gamma }_j`$ separates $`z_j`$ from all other geodesics $`\mathrm{\Gamma }_i`$ ($`ij`$);
* the map $`\rho _j`$ extends to a conformal invertable map on the hole $`H_j`$ around  $`z_j`$ defined as the part of $`\widehat{}`$ containing $`z_j`$ and bounded by $`\mathrm{\Gamma }_j`$;
* the metric $`\mathrm{e}^\phi d^2z`$ is regular on the surface $`M\widehat{}\underset{j=1}{\overset{n}{}}H_j`$.

The assumption is well justified by the properties of the general 3-puncture solution and by the geometric construction of the $`n`$-puncture solutions . In particular, it implies that each $`\mathrm{\Gamma }_j`$ is an inverse image by $`\rho _j`$ of one of the standard closed geodesics $`𝒢_l`$ in the $`\rho `$-plane. It can be parameterized as

$$\gamma _j(t)=\rho _j^1\left(r_j\mathrm{e}^{it}\right),r_j\mathrm{e}^{\frac{\pi }{\lambda _j}(l+\frac{1}{2})},$$
(21)
for some $`l`$. The orientation of the $`j`$-th boundary component $`M_j\mathrm{\Gamma }_j`$ corresponds to the parameter $`t`$ decreasing from $`2\pi `$ to 0. Using (16) one gets for $`\rho \rho _j(H_j)`$

$$\rho _j^1(\rho )=z_j+\mathrm{e}^{\frac{\vartheta _j}{\lambda _j}}\rho \frac{c_j}{2\mathrm{\Delta }_j}\mathrm{e}^{2\frac{\vartheta _j}{\lambda _j}}\rho ^2+𝒪(\rho ^3).$$
(22)
## 3 Liouville action

The standard Liouville action on a surface $`M`$ with regular boundary components reads

$$S_\mathrm{L}[M,\varphi ]=\frac{1}{2\pi }\underset{M}{}d^2z\left(\varphi \overline{}\varphi +\mathrm{e}^\varphi \right)+\frac{1}{2\pi }\underset{M}{}|dz|\kappa _z\varphi ,$$
(23)
where $`d^2z=\frac{i}{2}dz\overline{d}z`$ and $`\kappa _z`$ is a geodesic curvature of $`M`$ (computed in the flat metric on the complex plane). It yields the boundary conditions

$$n^a_a\varphi +2\kappa _z=0$$
(24)
and the equation of motion (5). The classical solution $`\phi (z,\overline{z})`$ defines on $`M`$ a hyperbolic metric $`\mathrm{e}^\varphi d^2z`$ with geodesic boundaries. If $`M`$ is unbounded one has to impose an appropriate asymptotic conditions on admissible solutions. It can be done by means of a modified action

$`S_\mathrm{L}^{\mathrm{}}[M,\varphi ]`$ $`=`$ $`\underset{R\mathrm{}}{lim}S_\mathrm{L}^R[M,\varphi ],`$ (25)
$`S_\mathrm{L}^R[M,\varphi ]`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{M^R}{}}d^2z\left(\varphi \overline{}\varphi +\mathrm{e}^\varphi \right)+{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{M}{}}|dz|\kappa _z\varphi +{\displaystyle \frac{1}{\pi R}}{\displaystyle \underset{|z|=R}{}}|dz|\varphi +4\mathrm{log}R,`$
where $`M^R=\{zM:|z|R\}`$. The presence of the additional boundary terms forces $`\varphi (z,\overline{z})`$ to behave asymptotically as

$$\varphi (z,\overline{z})2\mathrm{log}|z|^2\mathrm{for}|z|\mathrm{}.$$
(26)
This implies that $`T(z)`$ is regular at infinity and the limit (25) exists.

Let $`\phi (z,\overline{z})`$ denote a solution of the Liouville equation (5) with the holomorphic component of the energy–momentum tensor of the form (2) and satisfying the regularity conditions formulated at the end of Sect.2. It defines a surface $`M`$ with holes $`H_j`$ around each hyperbolic singularity $`z_j`$. The shape of $`M`$ depends on the conformal weights $`\mathrm{\Delta }_j`$ and the location of singularities $`z_j`$. The starting point of our construction is the Liouville action $`S_\mathrm{L}^{\mathrm{}}[M,\varphi ]`$ on this particular surface. We shall regard $`S_\mathrm{L}^{\mathrm{}}[M,\varphi ]`$ as a functional on the space of all conformal factors $`\varphi (z,\overline{z})`$ on $`M`$ with the asymptotic behavior (26) and satisfying the boundary conditions (24). The stationary point coincides by construction with the solution $`\phi (z,\overline{z})`$ restricted to $`M`$. The classical action $`S_\mathrm{L}^{\mathrm{}}[M,\phi ]`$ (i.e. the action (25) evaluated at the classical solution $`\phi (z,\overline{z})`$ on $`M`$)333 We shall reserve the symbol $`\phi (z,\overline{z})`$ for the classical solution of the equation of motion, denoting by $`\varphi (z,\overline{z})`$ a general, “fluctuating” field.  does not satisfy the Polyakov conjecture. It turns out that the terms one has to add to $`S_\mathrm{L}^{\mathrm{}}[M,\phi ]`$ are independent of the ”fluctuating field” $`\varphi (z,\overline{z})`$ and therefore alter neither the boundary conditions nor the equation of motion.

On each hole $`H_j`$ there exists a unique flat metric with the only singularity at $`z_j`$ such that the boundary $`H_j=\mathrm{\Gamma }_j`$ is geodesic and its length is $`2\pi \lambda _j`$. It can be constructed as the pull-back by $`\rho _j(z)`$ of the metric $`\frac{\lambda _j^2}{|\rho |^2}d^2\rho `$ which yields the following formula for its conformal factor

$$\phi _j(z,\overline{z})=\mathrm{log}\left[\frac{\lambda _j^2}{\left|\rho _j(z)\right|^2}\left|\frac{d\rho _j(z)}{dz}\right|^2\right].$$
(27)
Using the expansion (16) one gets

$$\phi _j(z,\overline{z})=\mathrm{log}\lambda _j^2\mathrm{log}|zz_j|^2+\frac{c_j}{2\mathrm{\Delta }_j}(zz_j)+\frac{\overline{c_j}}{2\overline{\mathrm{\Delta }}_j}(\overline{z}\overline{z_j})+𝒪\left(|zz_j|^2\right).$$
(28)
Let us note that $`\phi _j(z,\overline{z})`$ satisfies $`𝒞^1`$ sewing relations along the boundary

$$\phi (z,\overline{z})=\phi _j(z,\overline{z}),n^a_a\phi (z,\overline{z})=n^a_a\phi _j(z,\overline{z})\mathrm{for}z\mathrm{\Gamma }_j.$$
(29)
We define on $`H_j`$ the regularized classical action

$$S_\mathrm{L}^ϵ[H_j,\phi _j]=\frac{1}{2\pi }\underset{H_j^ϵ}{}d^2z\phi _j\overline{}\phi _j+\frac{1}{2\pi }\underset{\mathrm{\Gamma }_j}{}|dz|\kappa _z\phi _j+\mathrm{log}ϵ,$$

where $`H_j^ϵ`$ denotes $`H_j`$ with a disc of radii $`ϵ`$ around $`z_j`$ cut out. With this notation our proposal for the Liouville action in the case of hyperbolic singularities can be written in the following form:

$`S_\mathrm{L}\left[\varphi \right]`$ $`=`$ $`\underset{ϵ0}{lim}S_\mathrm{L}^ϵ\left[\varphi \right],`$ (30)
$`S_\mathrm{L}^ϵ\left[\varphi \right]`$ $`=`$ $`S_\mathrm{L}^{\mathrm{}}[M,\varphi ]+{\displaystyle \underset{k=1}{\overset{n}{}}}S_\mathrm{L}^ϵ[H_k,\phi _k]{\displaystyle \underset{k=1}{\overset{n}{}}}\lambda _k^2\mathrm{log}\left|r_k^1{\displaystyle \frac{d\rho _k}{dz}}(z_k)\right|.`$ (31)
It should be stressed that the Polyakov conjecture determines the classical Liouville action $`S_\mathrm{L}\left[\phi \right]`$ only up to an arbitrary function of conformal weights. This freedom is tacitly assumed in the formula above. Using the sewing relations (29) one can rewrite the classical action $`S_\mathrm{L}^ϵ\left[\phi \right]`$ (31) in the form

$`S_\mathrm{L}^ϵ\left[\phi \right]`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{M}{}}d^2z\left(\phi \overline{}\phi +\mathrm{e}^\phi \right)+{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{H_k^ϵ}{}}d^2z\phi _k\overline{}\phi _k`$
$``$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}\lambda _k^2\mathrm{log}\left|r_k^1{\displaystyle \frac{d\rho _k(z_k)}{dz}}\right|+n\mathrm{log}ϵ.`$
The modifications of the action related to the asymptotic behavior at infinity are independent of the locations of singularities and are irrelevant for our derivation of the Polyakov conjecture. For the sake of brevity they are suppressed in the formula above.

## 4 Polyakov conjecture

Using the equations of motion

$$\overline{}\phi =\frac{1}{2}\mathrm{e}^\phi ,\overline{}\phi _j=\mathrm{\hspace{0.33em}0},$$
(33)
and the sewing relations (29) one gets

$`{\displaystyle \frac{}{z_j}}S_\mathrm{L}^ϵ\left[\phi \right]`$ $`=`$ $`{\displaystyle \frac{i}{4\pi }}{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{M_k}{}}\mathrm{e}^\phi \left({\displaystyle \frac{\gamma _k}{z_j}}d\overline{\gamma }_k{\displaystyle \frac{\overline{\gamma }_k}{z_j}}d\gamma _k\right)+{\displaystyle \frac{i}{4\pi }}{\displaystyle \underset{|zz_j|=ϵ}{}}𝑑\overline{z}\phi _j\overline{}\phi _j`$
$`+`$ $`{\displaystyle \frac{i}{4\pi }}{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{|zz_k|=ϵ}{}}{\displaystyle \frac{\phi _k}{z_j}}\left(\overline{}\phi _kd\overline{z}\phi _kdz\right){\displaystyle \underset{k=1}{\overset{n}{}}}\lambda _k^2{\displaystyle \frac{}{z_j}}\mathrm{log}\left|{\displaystyle \frac{d\rho _k}{dz}}(z_k)\right|.`$
The first term on the r.h.s. of (4) results from the change of the shape and the position of the boundary components $`M_k`$ induced by the change of $`z_j`$. The second one is due to the change of the position of the circle $`|zz_j|=ϵ`$ (by construction, all the remaining “small holes” preserve their positions; their radii, equal to $`ϵ,`$ are fixed). The third term follows (after integration by parts) from the expression

$$\frac{1}{2\pi }\underset{M}{}d^2z\left(\frac{\phi }{z_j}\overline{}\phi +\phi \overline{}\frac{\phi }{z_j}+\mathrm{e}^\phi \frac{\phi }{z_j}\right)+\frac{1}{2\pi }\underset{k=1}{\overset{n}{}}\underset{H_k^ϵ}{}d^2z\left(\frac{\phi _k}{z_j}\overline{}\phi _k+\phi _k\overline{}\frac{\phi _k}{z_j}\right)$$

resulting from the change of the integrands in (30) due to $`z_jz_j+\delta z_j.`$ Using (21), (27), (29) and (22) one gets:

$`\mathrm{e}^\phi d\overline{\gamma }_k={\displaystyle \frac{\lambda _k^2}{r_k^2}}{\displaystyle \frac{1}{(\rho _k^1)^{}}}d\overline{\rho }|_{\overline{\rho }=r_k\mathrm{e}^{it}}`$ $`=`$ $`i{\displaystyle \frac{\lambda _k^2}{r_k}}\left(\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}\mathrm{e}^{it}+r_k{\displaystyle \frac{c_k}{\mathrm{\Delta }_k}}\right)dt+𝒪\left(\mathrm{e}^{it}\right),`$
$`\mathrm{e}^\phi d\gamma _k={\displaystyle \frac{\lambda _k^2}{r_k^2}}{\displaystyle \frac{1}{\overline{(\rho _k^1)^{}}}}d\rho |_{\rho =r_k\mathrm{e}^{it}}`$ $`=`$ $`i{\displaystyle \frac{\lambda _k^2}{r_k}}\left(\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}\mathrm{e}^{it}+r_k{\displaystyle \frac{\overline{c}_k}{\overline{\mathrm{\Delta }}_k}}\right)dt+𝒪\left(\mathrm{e}^{it}\right).`$
From (22) and (21) one also has:

$`{\displaystyle \frac{\overline{\gamma }_k}{z_j}}`$ $`=`$ $`{\displaystyle \frac{}{z_j}}\overline{\rho _k^1}|_{\overline{\rho }=r_k\mathrm{e}^{it}}={\displaystyle \frac{}{z_j}}\left(\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}\right)r_k\mathrm{e}^{it}+𝒪\left(\mathrm{e}^{2it}\right),`$
$`{\displaystyle \frac{\gamma _k}{z_j}}`$ $`=`$ $`{\displaystyle \frac{}{z_j}}\rho _k^1|_{\rho =r_k\mathrm{e}^{it}}=\delta _{kj}+{\displaystyle \frac{}{z_j}}\left(\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}\right)r_k\mathrm{e}^{it}+𝒪\left(\mathrm{e}^{2it}\right),`$
and

$`{\displaystyle \frac{i}{4\pi }}{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{M_k}{}}\mathrm{e}^\phi \left({\displaystyle \frac{\gamma _k}{z_j}}d\overline{\gamma }_k{\displaystyle \frac{\overline{\gamma }_k}{z_j}}d\gamma _k\right)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{\lambda _k^2}{2\pi }}{\displaystyle \underset{0}{\overset{2\pi }{}}}𝑑t\left[{\displaystyle \frac{c_k}{2\mathrm{\Delta }_k}}\delta _{kj}+\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}{\displaystyle \frac{}{z_j}}\left(\mathrm{e}^{\frac{\vartheta _k}{\lambda _k}}\right)+\mathrm{}\right]`$ (35)
$`=`$ $`{\displaystyle \frac{\lambda _j^2}{2\mathrm{\Delta }_j}}c_j+{\displaystyle \underset{k=1}{\overset{n}{}}}\lambda _k{\displaystyle \frac{}{z_j}}\vartheta _k.`$
The terms in the first line of (35) denoted by dots contain non-zero, integer powers of $`\mathrm{e}^{it}`$ and vanish upon integration. The expansion (28) implies

$`\phi _k`$ $`=`$ $`{\displaystyle \frac{1}{zz_k}}+{\displaystyle \frac{c_k}{2\mathrm{\Delta }_k}}+𝒪(zz_k),`$
$`\overline{}\phi _k`$ $`=`$ $`{\displaystyle \frac{1}{\overline{z}\overline{z}_k}}+{\displaystyle \frac{\overline{c}_k}{2\overline{\mathrm{\Delta }}_k}}+𝒪(\overline{z}\overline{z}_k),`$
$`{\displaystyle \frac{}{z_j}}\phi _k`$ $`=`$ $`\delta _{kj}\left({\displaystyle \frac{1}{zz_k}}{\displaystyle \frac{c_k}{2\mathrm{\Delta }_k}}\right)+𝒪(|zz_k|).`$
Hence, up to the terms that vanish in the limit $`ϵ0`$ :

$$\frac{i}{4\pi }\underset{|zz_j|=ϵ}{}𝑑\overline{z}\phi _j\overline{}\phi _j+\frac{i}{4\pi }\underset{k=1}{\overset{n}{}}\underset{|zz_k|=ϵ}{}\frac{\phi _k}{z_j}\left(\overline{}\phi _kd\overline{z}\phi _kdz\right)=\frac{c_j}{2\mathrm{\Delta }_j}.$$
(36)
Substituting (35) and (36) in (4) and taking into account the relation

$$\mathrm{log}\left|\frac{d\rho _k}{dz}(z_k)\right|=\frac{\vartheta _k}{\lambda _k}$$

one finally gets

$$\frac{}{z_j}S_\mathrm{L}\left[\phi \right]=\underset{ϵ0}{lim}\frac{}{z_j}S_\mathrm{L}^ϵ\left[\phi \right]=c_j.$$
(37)
## Acknowledgements

The work of L.H. was supported by the EC IHP network HPRN-CT-1999-000161. Laboratoire de Physique Théorique is Unité Mixte du CNRS UMR 8627.


text:
# From Rolle’s theorem to the Sturm-Hurwitz theorem

## Abstract.

We present a proof of the Sturm-Hurwitz theorem, using basic calculus.

Let $`f:`$ be a continuous $`2\pi `$-periodic function, and let us assume that its Fourier series is given by

(1)
$$f(x)\underset{k=n}{\overset{\mathrm{}}{}}[a_k\mathrm{cos}(kx)+b_k\mathrm{sin}(kx)],$$

with $`a_n^2+b_n^20`$. In other words we assume that all the harmonic components of order less than $`n`$ vanish. The Sturm-Hurwitz theorem states that

###### Theorem 1.

Assuming (1), the function $`f`$ has at least $`2n`$ distinct zeroes in the interval $`[0,2\pi )`$.

Sturm stated this result for the case of trigonometric polynomials, while Hurwitz generalized it to periodic functions. The interest and importance of the Sturm-Hurwitz theorem has been highlighted in several recent works of V.I. Arnold , both in that it is a simple manifestation of the ‘topological economy principle’, and in that it can be applied to prove various geometrical results. Interestingly, Arnold comments that “There are many known proofs of this Sturm theorem but all of them are incomprehensible. Of course I can reproduce them, but you get no intuition from those proofs” . Approaches used to prove the Sturm-Hurwitz theorem of which I am aware are: (i) proof by contradiction based on orthogonality (,  II-141), (ii) proof using the argument principle of complex analysis ( III-184), (iii) proof based on the heat equation , and, most recently (iv) a ‘geometrical’ proof based on the theory of hedgehogs, for the case that $`f`$ is $`C^2`$ .

This note presents yet a proof of the Sturm-Hurwitz theorem, which is very elementary in that it uses only simple results of calculus and basic facts on Fourier series (if one restricts to trigonometric polynomials the proof becomes even simpler, with no need for any prerequisites on Fourier series). Although I arrived at this proof independently, I have learned from correspondence with colleagues subsequent to the publication of the first version of this note on the Arxiv that it is actually not new. Professor A. Chambert-Loir has informed me that this proof was used some 10-15 years ago in France as a standard (but difficult) exercise for second-year undergraduates. Professor Y. Martinez-Maure has explained to me that the proof presented below is in fact the same as the proof presented in , although this fact is somewhat disguised by the geometrical tools and terminology - indeed the aim of  was precisely to offer a geometric interpretation of the Sturm-Hurwitz theorem. Thus I make no claim to originality in this note, but hope that it will be of interest to teachers and students of calculus as a nice application of the standard theorems.

Some remarks on variations of the Sturm-Hurwitz theorem for non-periodic functions will be made at the end of this note, after presenting the proof.

Rolle’s theorem, which tells us that between any two zeroes of a differentiable function $`f:`$ there is a zero of $`f^{}`$, plays a key role in our proof of the Sturm-Hurwitz theorem. Rolle’s theorem implies that if $`f`$ has at least $`m`$ zeroes, $`f^{}`$ has at least $`m1`$ zeroes. But for a $`2\pi `$-periodic function one can easily see that we have the following stronger result: if $`f`$ has at least $`m`$ zeroes in $`[0,2\pi )`$, than $`f^{}`$ also has at least $`m`$ zeroes in this interval (just consider $`f`$ as a function defined on a circle). An advantage of this statement is that the differentiation can be iterated as many times as we please without ‘losing’ zeroes, to obtain

###### Lemma 2.

Let $`f:`$ be a $`C^{\mathrm{}}`$ ($`\mathrm{}1`$) $`2\pi `$-periodic function. If $`f`$ has at least $`m`$ zeroes in the interval $`[0,2\pi )`$, then so do $`f^{(j)}`$, $`1j\mathrm{}`$.

We now introduce some useful notation. Given a continuous $`2\pi `$-periodic function $`f:`$ with mean-value $`0`$:

$$<f>=\frac{1}{2\pi }_0^{2\pi }f(x)𝑑x=0,$$

we denote by $`f^{(1)}`$ the antiderivative of $`f`$. We fix the constant of integration by assuming that $`<f^{(1)}>=0`$. We note that the assumption that $`<f>=0`$ implies that $`f^{(1)}`$ is also $`2\pi `$-periodic. For each negative integer $`\mathrm{}`$ we define, recursively, $`f^{(\mathrm{})}=(f^{(\mathrm{}+1)})^{(1)}`$, so that $`f^{(\mathrm{})}`$ is the $`\mathrm{}`$-th antiderivative of $`f`$.

The strategy of our proof of the Sturm-Hurwitz theorem is as follows: we assume that $`n1`$ (otherwise the result is trivial), which means that $`<f>=0`$. We will show that for sufficiently large $`\mathrm{}`$, the $`2\pi `$-periodic function $`f^{(\mathrm{})}`$ has at least $`2n`$ zeroes. By lemma 2, this implies that $`f=(f^{(\mathrm{})})^{(\mathrm{})}`$ has at least $`2n`$ zeroes, which is what we want to show.

To prove the above claim we note that when $`\mathrm{}`$ is a multiple of $`4`$, the Fourier series of $`f^{(\mathrm{})}`$ is

$$f^{(\mathrm{})}(x)=\underset{k=n}{\overset{\mathrm{}}{}}\frac{1}{k^{\mathrm{}}}[a_k\mathrm{cos}(kx)+b_k\mathrm{sin}(kx)]$$

(when $`\mathrm{}`$ is not a multiple of $`4`$ we can also write down the Fourier series of $`f^{(\mathrm{})}`$, but for our purposes we can just assume henceforth that $`\mathrm{}`$ is a multiple of $`4`$). We note that the series on the right-hand side indeed uniformly converges to the function on the left-hand side, since that function is continuously differentiable. A key observation for our proof is that when $`\mathrm{}`$ is large, the first term in the above series becomes ‘dominant’ in such a way as to force the function $`f^{(\mathrm{})}`$ to have $`2n`$ zeroes. To explain what we mean by this, let us define

$$g(x)=a_n\mathrm{cos}(nx)+b_n\mathrm{sin}(nx).$$

Since $`g^{(\mathrm{})}(x)=\frac{1}{n^{\mathrm{}}}[a_n\mathrm{cos}(nx)+b_n\mathrm{sin}(nx)]`$ is simply a translate of the function $`\frac{1}{n^{\mathrm{}}}\sqrt{a_n^2+b_n^2}\mathrm{sin}(nx)`$, the maximum and the minimum values of $`g^{(\mathrm{})}(x)`$ are $`\pm \frac{1}{n^{\mathrm{}}}\sqrt{a_n^2+b_n^2}`$, and each is attained $`n`$ times in the interval $`[0,2\pi )`$, with maxima and minima alternating. Thus if we can show that, for sufficiently large $`\mathrm{}`$, we have

(2)
$$d_{\mathrm{}}\underset{x}{\mathrm{max}}|f^{(\mathrm{})}(x)g^{(\mathrm{})}(x)|<\frac{1}{n^{\mathrm{}}}\sqrt{a_n^2+b_n^2},$$

then we conclude that $`f^{(\mathrm{})}`$ is positive at the maxima of $`g^{(\mathrm{})}`$ and negative at its minima, so that by the intermediate value theorem $`f^{(\mathrm{})}`$ vanishes $`2n`$ times in $`[0,2\pi )`$.

To prove that (2) holds for sufficiently large $`\mathrm{}`$, we set $`M=\mathrm{max}_x|f(x)|`$ and we note that from the formula for Fourier coefficients we have that $`|a_k|,|b_k|<2M`$ for all $`k`$, so that we can estimate $`d_{\mathrm{}}`$ from above as follows:

$`d_{\mathrm{}}`$ $`=`$ $`\underset{x}{\mathrm{max}}\left|{\displaystyle \underset{k=n+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k^{\mathrm{}}}}[a_k\mathrm{cos}(kx)+b_k\mathrm{sin}(kx)]\right|4M{\displaystyle \underset{k=n+1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k^{\mathrm{}}}}`$
$``$ $`4M{\displaystyle _n^{\mathrm{}}}{\displaystyle \frac{du}{u^{\mathrm{}}}}={\displaystyle \frac{4M}{(\mathrm{}1)n^\mathrm{}1}}.`$
It is easy to check that the right-hand side of (From Rolle’s theorem to the Sturm-Hurwitz theorem) is smaller than the right hand side of (2) for sufficiently large $`\mathrm{}`$, implying that (2) holds and completing our proof.

Finally, we remark on some analogues of the Sturm-Hurwitz theorem, for non-periodic functions. One direction is to consider trigonometric sums of the form

(4)
$$f(x)=\underset{i=1}{\overset{N}{}}[a_i\mathrm{cos}(\lambda _ix)+b_i\mathrm{sin}(\lambda _ix)],$$

where $`0<\lambda _1<\lambda _2<\mathrm{}<\lambda _N`$ or, more generally, almost-periodic functions. Analogues of the Sturm-Hurwitz theorem give a lower bound on the ‘density’ of zeroes in terms of $`\lambda _1`$. Such results are closely related to the theory of ‘mean motions’ . The method used in our proof of the Sturm-Hurwitz theorem can indeed be adapted to prove such a result for functions of the form (4), and the interested reader can do this as an exercise.

Another direction is to assume that the Fourier transform of a function $`f:`$ vanishes in an interval $`(a,a)`$ and deduce results about the density of zeroes. This is investigated in the recent paper . It is interesting to note that the authors of  use some of the ideas used in previous proofs of the Sturm-Hurwitz theorem, enumerated at the beginning of this note. It would be interesting to know whether the method of proof used here can be adapted to yield results in this direction.