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# The Loewner equation: maps and shapes

## I Conformal Maps

It all starts with the Riemann mapping theorem which gives a method for characterizing shapes by using the theory of analytic functions of a complex variable. High school students know how to characterize a point $`(x,y)`$ in two-dimensional space by a complex number $`z=x+iy`$. With a little more thought they can understand how a region $`𝒟`$ in the $`z`$-plane that region might be mapped into another region $``$ of the $`w`$-plane by the function $`w=g(z)`$.

More advanced analysis considers the case in which $`g`$ is a function which is analytic and univalent within $`𝒟`$. The last property means that different points in $`𝒟`$ have different images under the action of $`g`$ (or that $`g`$ does not “glue” points together). In this case it follows that the derivative of $`g(z)`$ does not vanish within the region $`𝒟`$. Then the mapping is called  conformal, and it takes the boundary of $`𝒟`$ into the boundary of $``$. Thus an analysis of functions of complex variables automatically connects to a theory of the shapes of regions and curves in two dimensions.

The Riemann mapping theorem states that any simply connected region whose boundary has more then one point can be transformed in an essentially unique manner into any other such region by a conformal transformation. We shall use the theorem to convert a region of interest, for example a region contained in the upper half plane, into a reference region, for example the entire upper half plane, conventionally written as $``$. To get all the theorems we want, we shall need a few more constraints: our regions are simply connected and contain the point at infinity. The mappings take the form

$`g(z)z+{\displaystyle \frac{a}{z}}+O(z^2)`$ (1)
as $`z`$ goes to infinity.

The conformal mapping functions have a very important composition property. Let the functions $`g_A`$ and $`g_B`$ respectively map the regions $`𝒟^A`$ and $`𝒟^B`$ into the upper half plane. Then the composition of the two $`g_{AB}(z)=g_B(g_A(z))`$ maps a region $`𝒟^{AB}`$ which is contained within $`𝒟^A`$ into the upper half plane (in the set-theoretic notation $`𝒟^{AB}=𝒟^A\backslash g_A^1(\backslash 𝒟^B)`$, see Fig. 1 for an illustration). Another composition, giving $`g=g_Cg_Bg_A`$ maps a subset of $`𝒟^{AB}`$ into the reference region. Successive iterations gives us successively “smaller” regions.

## II Loewner equation

To study this situation, Loewner defined families of maps, $`g_t`$, defined by a real parameter $`t`$, which we might call time, and by a real “driving” function $`\xi (t)`$. The Loewner equation

$$\frac{d}{dt}g_t(z)=\frac{2}{g_t(z)\xi (t)},g_{t=0}(z)=z$$
(2)
defines a family of conformal maps $`w=g_t(z)`$ which take a subregion of the upper half $`z`$-plane into the upper half $`w`$-plane. The equation (2) is written for a somewhat arbitrary (but convenient) choice of the time variable, such that the map $`g_t(z)`$ satisfies the asymptotic condition (1) with $`a=2t`$.

At time zero, $`g_{t=0}`$ is the identity map which maps $``$ into itself. The boundary curve is the real axis and that too maps into itself. At each subsequent time $`t`$, $`g_t(z)`$ defines a new mapping-region $`𝒟_t`$ which maps into $``$. Equally, the boundary of this region maps into the real axis of the $`w`$-plane.

The most important properties of $`g_t(z)`$ arise from the composition properties of conformal maps. Consider two maps $`g_t^A(z)`$ and $`g_t^B(z)`$ generated respectively by the forcing functions $`\xi ^A(t)`$ and $`\xi ^B(t)`$ which exist in the respectively exist in intervals $`[0,t_A]`$ and $`[0,t_B]`$. Now, write $`g_A=g_{t_A}^A(z)`$ and $`g_B=g_{t_B}^B(z)`$ for the maps generated by Eq. (2) for each forcing and consider the composite forcing:

$`\xi (t)`$ $`=`$ $`\xi ^A(t)\text{ for }(0<t<t_A)`$ (3)
$`=`$ $`\xi ^B(tt_A)\text{ for }(t_A<t<t_A+t_B).`$
Then the composition rule indicates that the composite forcing generates a map $`g_t`$ such that by the time $`t_A+t_B`$ it is simply

$$g_{t_A+t_B}(z)=g_B(g_A(z)).$$
(4)
Indeed, fix $`z`$ and calculate $`g_t(z)`$ for $`0<tt_A`$ from Eq. (2) using the initial condition $`g_{t=0}(z)=z`$. Then repeat the calculation for $`t_A<tt_B`$ with the initial condition $`g_{t=t_A}(z)=g_A(z)`$. The result at $`t=t_B`$ is precisely described by the composition in the Eq. (4).

An immediate consequence of this composition rule is that the mapping sets $`𝒟_t`$ continually get “smaller” as $`t`$ gets larger. More properly stated if $`s`$ is greater than $`t`$ then $`𝒟_t`$ contains $`𝒟_s`$.

In some sense, we can watch the mapping region get smaller. This happens at time $`t`$ when some points $`z_c(t)`$ pass out of the domain of analyticity of $`g_t`$. From the Loewner equation that will happen as the denominator in equation (2) passes through zero or at the points which obey

$$g_t(z_c(t))=\xi (t).$$
(5)
Since $`\xi (t)`$ is real, that is, always on the boundary of $``$, its pre-image $`z_c(t)`$ always sits on the edge of the region $`𝒟_t`$ that is mapped to $``$ by the function $`g_t(z)`$. If $`\xi (t)`$ is continuous, as time goes on the singularities trace out a continuous curve in $``$, which we call simply the trace. The composition property implies that if a point is in the trace now, it will remain in it for all subsequent times. The trace is then a permanent path which shows where the singularities arise and what points have been removed from the mapping region.

The properties of the bounding curve composed of the trace and the real axis, are absolutely amazing:

* if $`\xi (t)`$ is smooth enough so that its derivative exists everywhere, the bounding curve never intersects itself.
* if $`\xi (t)`$ is periodic, the bounding curve is a self-similar object. See Figure 2 for an example.
* the curve can intersect itself at finite time only if $`\xi (t)`$ is sufficiently singular. The condition required reftoAmsterdam  is that for some $`t`$

$$\underset{\tau 0^+}{lim}\left|\frac{\xi (t\tau )\xi (t)}{\tau ^{0.5}}\right|$$
(6)
goes to a value greater than 4.

Thus the topological properties of the generated curve are directly, but non-trivially, related to the analytic properties of the forcing function $`\xi (t)`$.

To see what happens in a specific example choose $`\xi (t)`$ to be a constant, say $`c`$, independent of time. Then equation (2) has the solution:

$$g_t(z)=c+\left((zc)^2+4t\right)^{1/2}$$
(7)
As we can see in Figure 3 the singularity at time $`t`$ is at $`z_c(t)=c+2it^{1/2}`$. Thus, the trace is a straight line which extends from $`z=c`$ to $`z=c+2it^{1/2}`$.

More complex generating functions give much more complex boundary curves. For example, imagine that at some time, $`\xi (t)`$ has a discontinuous jump. The boundary then gains a new segment, see Figure 4, either having the new curve coming out of the horizontal base or having it branch from the old segment. On the other hand, if $`\xi (t)`$ varies sufficiently smoothly, the boundary curve retains the topology shown in Figure 4a. It is a smooth curve which is extended further and further as time progresses, but never crosses itself. A few exact solutions of the Loewner equation were obtained in a recent paper NKK .

## III From Loewner to Critical Phenomena

The years following Loewner’s initial work showed many applications of complex analytic methods to the study of problems involving fractal or quasi-fractal objects in the plane.

One major approach was reformulation by Hastings and Levitov Hastings-Levitov  of the DLA model originally put forward by Witten and Sander Witten-Sander . The latter authors considered a step by step process in which an aggregate composed of many soot particles grew into a large, fractal object. A new tiny piece of soot would appear far away from the aggregate and undergo a random walk, ending when the piece touched the aggregate and stuck on. Iterations of this process made for a very large and interesting object. Hastings and Levitov represented the addition process by a conformal map from a circle to a circle with a bump upon it. When such process is iterated many times, the composition rule for conformal maps produced a continually growing object. Since the random walk and conformal function both obey the Laplace equation, DLA can be represented by choosing the addition point at random. Hence Hastings and Levitov constructed a stochastic procedure within the general class considered by Loewner. This reformulation might well have spurred people on to think about what would happen if one combined Loewner and stochasticity.

Another major use of analytic function theory for two dimensional fractals involved noticing that behavior near critical points had many invariance properties, including invariance under conformal transformations. According to the work of Polyakov Polyakov  and others BPZ , the scale invariance characteristic of behavior near critical points could be quite naturally generalized to include all non-local shear-free transformations cardy  which then implied conformal invariance. A wide variety of critical problems were analyzed using conformal methods, but with a few exceptions the work was limited to the behavior of thermodynamic functions and of point operators like the magnetization. As noted above, conformal methods were also applied to such problems as Brownian motion, self-avoiding walks, percolation and DLA since these were all considered to be somehow close to critical phenomena. Indeed several of these problems were shown to be limiting cases of the critical models. But, in recent years, work on critical phenomena slowed down somewhat because it was felt that most of the leading problems had been investigated.

## IV Schramm-Loewner Evolution

However, this view has proven wrong. The area of two-dimensional (2D) critical phenomena has enjoyed a recent breakthrough. A radically new development, called the Schramm-Loewner Evolution or SLE (also previously called “stochastic Loewner evolution”) schramm ; LSW  has provided us new tools and new questions for criticality in 2D, and also provides us with a new interpretation of the traditional conformal field theory (CFT) approach.

Examples of systems described by SLE include familiar statistical models — Ising, Potts, $`O(n)`$ model, polymers, — as well as “geometric” critical phenomena like percolation, self-avoiding random walks, spanning trees and others. The new description focuses directly on non-local structures that characterize a given system, be it a boundary of an Ising or percolation cluster, or loops in the $`O(n)`$ model. This description uses the fact that all these non-local objects become random curves at a critical point in the continuum limit, and these curves may be precisely characterized by the stochastic dynamics which we shall describe in a moment.

This is an exciting development in that SLE complements the earlier approaches to problems in critical phenomena. It appears that questions that are difficult to pose and/or answer within CFT are easy and natural in the SLE framework, and vice versa. One of the challenges of the near future is to extend the overlap between the two approaches as far as possible and see whether they are really equivalent.

So what is SLE? It is simply the study of the Loewner equation with stochastic driving, specifically driving by a $`\xi (t)`$ which a Gaussian random variable, obeying the familiar Langevin equations of Brownian motion,

$$\dot{\xi }(t)\dot{\xi }(s)=\kappa \delta (ts).$$
(8)
or equivalently in more integrated form

$$(\xi (t)\xi (s))^2=\kappa |ts|.$$
(9)
Here $`\kappa `$ is a dimensionless constant whose value is very important determinant of the behavior. It is usual to refer to SLE at a particular value of $`\kappa `$ as SLEκ.

It was Schramm’s idea schramm  that one can use Loewner equation to describe conformally-invariant random curves if one chooses $`\xi (t)`$ to be a random function that satisfies certain conditions. First, $`\xi (t)`$ must be continuous with probability one. Secondly, to produce a conformally-invariant curve, the process $`\xi (t)`$ has to have independent identically distributed increments, since one can construct the required map $`g_t(z)`$ by iterations of some infinitesimal identically-distributed conformal maps. Further natural requirement of the invariance of $`g_t(z)`$ with respect to reflection $`x+iyx+iy`$ makes the choice of $`\xi (t)`$ essentially unique: it can only be a scaled version of the Brownian motion without drift of Eq. (8).

We have already seen that if we chose $`\xi (t)`$ to be a smooth real-valued function, the solution $`g_t(z)`$ of Eq. (2) would give a conformal map from $``$ cut along a segment traced out by a simple, non self-intersecting, curve $`\gamma `$. Similarly, in SLE $`g`$ gives a map from a $`𝒟_t`$ in $``$ onto $``$. This region is $``$ with some part cut away by the singularities generated in $`g`$. The cut out part might be a simple curve which avoids the real line (for $`0<\kappa 4`$), a self-intersecting one (for $`4<\kappa <8`$), or a filled in region (for $`\kappa 8`$). For pictures of these possibilities see Figure 5. There are theorems and speculations saying that the trace of the cut-out singularities or the curves which surround the self-intersection trace, or the filled in region gives direct and useful information about the clusters and other geometrical objects formed in critical phenomena and other associated scale-invariant processes.

The theorems apply to percolation, the so-called loop-erased random walks, and the uniform spanning trees, which are related, correspondingly, to SLE6, SLE2, and SLE8. They state essentially that the ensemble of all the appropriate SLE objects is identical to the conformally-invariant scaling limit of the critical cluster boundaries for percolation, or of paths — for loop-erased random walks and the space-filling curves winding along the uniform spanning trees. It is also known that if self-avoiding walks have a conformally-invariant continuum limit, this limit must be described by SLE8/3.

The corresponding critical phenomena statements (conjectures) are equally straightforward. They start by connecting each phase transition problem with a value of $`\kappa `$. For example, the standard critical Ising model is said to corresponds to $`\kappa =3`$. Various $`\kappa `$-values are similarly ascribed to the $`O(n)`$ model, the $`q`$-state Potts model (in which case $`\sqrt{q}=2\mathrm{cos}(4\pi /\kappa )`$), …each at their critical point. The the ensemble of traces or boundaries for the SLE process is argued to be identical with the ensemble of scaling-limit cluster boundaries for the critical problem. Cardy cardy-1  has suggested that the correlation functions of boundary operators in critical phenomena could be explicitly calculated by using SLE methods. One of the first SLE-style calculations was due to Duplantier Duplantier , who was interested in the ensemble of field strengths which would be realized in the neighborhood of a Potts model or Ising model cluster if that cluster were a charged conductor. He needed solutions to the Laplace equation in the exterior of the conductor, but any analytic function automatically provides such solutions. Hence the mapping functions $`g`$ would provide the necessary information. All three of these calculations, and many more are new results, unexpectedly available from SLE methods.

We shall not summarize the many important advances made with the aid of SLE methods, nor speculate about the like advances to come. Instead we simply say that this is a beautiful area of work, begun but not completed, where statistical scientists and analysts may hope to make further important advances. A bibliography on the subjects discussed in this paper is included in the appendix.

A review for physics audience on SLE and its relation to discrete models by Wouter Kager and Bernard Nienhuis is planned for a later issue of this journal.

## V Acknowledgements

This work was primarily supported by the NSF MRSEC Program under DMR-0213745. At various times the authors have had helpful interactions with Michel Bauer, Marko Kleine Berkenbusch, Denis Bernard, John Cardy, Isabelle Claus, Wouter Kager, Bernard Nienhuis, Ilia Rushkin, and Paul Wiegmann on subjects related to this note. Figure 2 was produced by Wouter Kager, who has kindly given us permission to use it. We thank Michel Bauer and Denis Bernard for permitting us to use their sketch in figure 5.

*

## Appendix A References on SLE and related subjects.

### A.1 History

The Loewner equation first appeared in the paper

1. K. Löwner (C. Loewner), Untersuchungen über schlichte konforme Abbildungen des Einheitskreises, I. MAth. Ann. 89, 103, 1923.

The equation was proposed as a way of attacking the so called Bieberbach’s conjecture. The conjecture was stated in 1916, and was finally proven in 1984 by de Branges. The proof relies heavily on the Loewner’s method. There are several books with accounts of the Loewner’s method and the proof of the conjecture. We list three:

2. L. V. Ahlfors, Conformal invariants: topics in geometric function theory, New York, McGraw-Hill, 1973.

3. P. L. Duren, Univalent functions, New York, Springer-Verlag, 1983.

4. Sheng Gong, The Bieberbach conjecture, Providence, R.I. American Mathematical Society: International Press, 1999.

### A.2 Pure math papers

#### A.2.1 Reviews.

5. G. F. Lawler, Conformally invariant processes in the plane, a draft of a book available online at URL `http://www.math.cornell.edu/~lawler/book.ps`

6. G. F. Lawler, Conformally invariant processes in the plane, available online at URL `http://www.math.cornell.edu/~lawler/papers.html`

7. G. F. Lawler, Conformal invariance, universality, and the dimension of the Brownian frontier, Proceedings of the International Congress of Mathematicians, Vol. III, 63–72 (Higher Ed. Press, Beijing, 2002); arXiv: math.PR/0304369.

8. G. Lawler, Introduction to the stochastic Loewner evolution, available online at URL `http://www.math.cornell.edu/~lawler/papers.html`

9. O. Schramm, Scaling limits of random processes and the outer boundary of planar Brownian motion, Current developments in mathematics, 2000, 233–253 (Int. Press, Somerville, MA, 2001).

10. W. Werner, Critical exponents, conformal invariance and planar Brownian motion, arXiv: math.PR/0007042.

11. W. Werner, Random planar curves and Schramm-Loewner evolutions, arXiv: math.PR/0303354.

12. W. Werner, Conformal restriction and related questions, arXiv: math.PR/0307353.

#### A.2.2 Research papers.

The original paper where the SLE was introduced is

13. O. Schramm, Scaling limits of loop-erased random walks and uniform spanning trees, Israel J. Math., 118, 221–288, 2000; arXiv: math.PR/9904022.

Many more papers followed.

14. R. O. Bauer, Loewner’s equation in noncommutative probability, arXiv: math.PR/0208212.

15. R. O. Bauer, Discrete Loewner evolution, arXiv: math.PR/0303119.

16. R. O. Bauer, Chordal Loewner families and univalent Cauchy transforms, arXiv: math.PR/0306130.

17. V. Beffara, On conformally invariant subsets of the planar Brownian curve, arXiv: math.PR/0105192.

18. V. Beffara, Hausdorff Dimensions for $`SLE_6`$, arXiv: math.PR/0204208.

19. V. Beffara, The dimension of the SLE curves, arXiv: math.PR/0211322.

20. L. Carleson and N. Makarov, Aggregation in the Plane and Loewner s Equation, Commun. Math. Phys. 216, 583 (2001).

21. L. Carleson and N. Makarov, Laplacian path models, J. Anal. Math. 87, 103–150 (2002).

22. J. Dubedat, SLE and triangles, Electron. Comm. Probab. 8, 28–42 (2003); arXiv: math.PR/0212008.

23. J. Dubedat, Reflected planar Brownian motions, intertwining relations and crossing probabilities, arXiv: math.PR/0302250.

24. J. Dubedat, $`SLE(\kappa ,\rho )`$ martingales and duality, arXiv: math.PR/0303128.

25. J. Dubedat, Critical percolation in annuli and $`SLE_6`$, arXiv: math.PR/0306056.

26. R. Friedrich, W. Werner, Conformal fields, restriction properties, degenerate representations and SLE. C. R. Math. Acad. Sci. Paris 335, 947–952 (2002); arXiv: math.PR/0209382.

27. R. Friedrich, W. Werner, Conformal restriction, highest-weight representations and SLE, arXiv: math.PR/0301018.

28. P. Kleban and D. Zagier, Crossing probabilities and modular forms, arXiv: math-ph/0209023.

29. G. F. Lawler, O. Schramm, W. Werner, Values of Brownian intersection exponents I: Half-plane exponents, Acta Math. 187, 237–273 (2001); arXiv: math.PR/9911084.

30. G. F. Lawler, O. Schramm, W. Werner, Values of Brownian intersection exponents II: Plane exponents, Acta Math. 187, 275–308 (2001); arXiv: math.PR/0003156.

31. G. F. Lawler, O. Schramm, W. Werner, Values of Brownian intersection exponents III: Two sided exponents, Ann. Inst. H. Poincar e Probab. Statist. 38, no 1, 109–123 (2002); arXiv: math.PR/0005294.

32. G. F. Lawler, O. Schramm, W. Werner, Analyticity of intersection exponents for planar Brownian motion, Acta Math. 189, 179–201 (2002); arXiv: math.PR/0005295.

33. G. F. Lawler, O. Schramm, W. Werner, The dimension of the planar Brownian frontier is 4/3, Math. Res. Lett. 8, 401–411 (2001); arXiv: math.PR/0010165

34. G. F. Lawler, O. Schramm, W. Werner, Sharp estimates for Brownian non-intersection probabilities, in “In and out of equilibrium” (Mambucaba, 2000), 113–131, Progr. Probab. 51 (Birkh user Boston, Boston, MA, 2002); arXiv: math.PR/0101247.

35. G. F. Lawler, O. Schramm, W. Werner, One-arm exponent for 2D critical percolation, Electr. J. Pobab. 7, no 2, 13 pp. (electronic) (2002); arXiv: math.PR/0108211.

36. G. F. Lawler, O. Schramm, W. Werner, Conformal invariance of planar loop-erased random walks and uniform spanning trees, Ann. Probab., to appear; arXiv: math.PR/0112234.

37. G. F. Lawler, O. Schramm, W. Werner, On the scaling limit of planar self-avoiding walk, arXiv: math.PR/0204277.

38. G. F. Lawler, O. Schramm, W. Werner, Conformal restriction: the chordal case, J. Amer. Math. Soc., to appear; arXiv: math.PR/0209343.

39. G. F. Lawler, W. Werner, Intersection exponents for planar Brownian motion, Ann. Probab. 27, 1601-1642.

40. G. F. Lawler, W. Werner, Universality for conformally invariant intersection exponents, J. European Math. Soc. 2, 291–328.

41. G. F. Lawler, W. Werner, The Brownian loop soup, arXiv: math.PR/0304419.

42. D. Marshall and S. Rohde, The Loewner differential equation and slit mappings, available online at URL `http://www.math.washington.edu/~rohde/`

43. S. Rohde, O. Schramm, Basic properties of SLE, arXiv: math.PR/0106036.

44. O. Schramm, A percolation formula, Electr. Comm. Probab. 6, 115–120 (2001); arXiv: math.PR/0107096.

45. S. Smirnov, Critical percolation in the plane: conformal invariance, Cardy s formula, scaling limits, C.R. Acad. Sci. Paris Sér. I Math. 333, 239–244 (2001).

46. S. Smirnov, Critical percolation in the plane. I. Conformal invariance and Cardy s formula. II. Continuum scaling limit, available online at URL `http://www.math.kth.se/~stas/papers/`

47. S. Smirnov, W. Werner, Critical exponents for two-dimensional percolation, Math. Res. Lett. 8, 729–744, 2001; arXiv: math.PR/0109120.

48. W. Werner, Girsanov’s transformation for SLE$`(\kappa ,\rho )`$ processes, intersection exponents and hiding exponents, arXiv: math.PR/0302115.

49. W. Werner, SLEs as boundaries of clusters of Brownian loops, arXiv: math.PR/0308164.

### A.3 Physics and computational papers

#### A.3.1 Reviews.

50. J. Cardy, Conformal invariance in percolation, self-avoiding walks and related problems, arXiv: cond-mat/0209638.

51. B. Duplantier, Conformal fractal geometry and boundary quantum gravity, arXiv: math-ph/0303034.

#### A.3.2 Research papers.

52. M. Aizenman, B. Duplantier, and A. Aharony, Path-Crossing Exponents and the External Perimeter in 2D Percolation, Phys. Rev. Lett. 83, 1359 (1999); arXiv: cond-mat/9901018.

53. M. Bauer, D. Bernard, SLEk growth processes and conformal field theories, Phys. Lett. B 543, 135–138 (2002); arXiv: math-ph/0206028

54. M. Bauer, D. Bernard, Conformal field theories of stochastic Loewner evolutions, to appear in Commun. Math. Phys.; arXiv: hep-th/0210015.

55. M. Bauer, D. Bernard, SLE martingales and the Virasoro algebra, Phys. Lett. B 557, 309–316 (2003); arXiv: hep-th/0301064.

56. M. Bauer, D. Bernard, Conformal transformations and the SLE partition function martingale, arXiv: math-ph/0305061.

57. J. Cardy, Crossing formulae for critical percolation in an annulus, J. Phys. A: Math. Gen. 35, L565–L572 (2002); arXiv: math-ph/0208019.

58. J. Cardy, Stochastic Loewner evolution and Dyson’s circular ensembles, J. Phys. A: Math. Gen. 36, L379–L386 (2003); arXiv: math-ph/0301039.

59. B. Duplantier, Two-dimensional copolymers and exact conformal multifractality, Phys. Rev. Lett. 82, 880 (1999); arXiv: cond-mat/9812439.

60. B. Duplantier, Harmonic measure exponents for two-dimensional percolation, Phys. Rev. Lett. 82, 3940 (1999); arXiv: cond-mat/9901008.

61. B. Duplantier, Conformally invariant fractals and potential theory, Phys. Rev. Lett. 84, 1363 (2000); arXiv: cond-mat/9908314.

62. B. Duplantier, Higher conformal multifractality, J. Stat. Phys. 110, 691–738 (2003); arXiv: cond-mat/0207743.

63. B. Duplantier and I. A. Binder, Harmonic measure and winding of conformally invariant curves, Phys. Rev. Lett. 89, 264101 (2002); arXiv: cond-mat/0208045.

64. M. B. Hastings, Exact multifractal spectra for arbitrary laplacian random walks, Phys. Rev. Lett. 88, 055506 (2002); arXiv: cond-mat/0109304.

65. M. B. Hastings and L. S. Levitov, Laplacian growth as one-dimensional turbulence, Physica D 116, 244 (1998); arXiv: cond-mat/9607021.

66. T. Kennedy, Monte Carlo tests of SLE Predictions for the 2D self-avoiding walk, arXiv: math.PR/0112246

67. T. Kennedy, Conformal invariance and stochastic Loewner evolution predictions for the 2D self-avoiding walk - Monte Carlo tests, arXiv: math.PR/0207231.

68. M. G. Stepanov and L. S. Levitov, Laplacian growth with separately controlled noise and anisotropy, Phys. Rev. E 63, 061102 (2001); arXiv: cond-mat/0005456.


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# New limits on Planck scale Lorentz violation in QED

## Acknowledgements

This work was supported in part by the NSF under grants PHY-9800967 and PHY-0300710, and by the CNRS at the Institut d’Astrophysique de Paris.

Note added in proof.—If the charges producing the Crab nebula gamma rays consist of positrons as well as electrons, our earlier argument implies only that one of the four values $`\pm \eta _{R,L}`$ satisfies the combined synchrotron and Čerenkov constraints. We are investigating whether a more complete analysis of the effect on the synchrotron and IC spectra provides a stronger constraint.


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# The Higgs Mass Bound in Gauge Extensions of the Minimal Supersymmetric Standard Model

## 1 Introduction

The minimal supersymmetric standard model (MSSM) is perhaps the best motivated example of new physics at the weak-scale. Among its virtues are its elegant explanation of the stabilization of the electroweak scale, its dramatic prediction of gauge coupling unification and its low impact on electroweak precision measurements. In fact, the MSSM prediction of a light Higgs is favored by current data .

However, the MSSM is getting squeezed. The lightest Higgs is, at tree-level, lighter than the $`Z`$ boson. This mass range has been excluded by LEP-II, and would rule out the MSSM if not for the fact that large quantum corrections from the top sector can raise the Higgs mass to 130 GeV—though only in the case of large $`\mathrm{tan}\beta `$ (the ratio of the VEV’s of the two Higgses), 1 TeV stop masses, and a maximal stop mixing angle . The tension in the MSSM comes from the dual role played by the stops. On the one hand, the stops cut off the quadratic divergence of the top loops and thus should be no heavier than the electroweak scale to avoid fine-tuning. On the other hand, they must be heavy enough to generate a Higgs mass above the LEP-II bound.

The current experimental situation naturally leads one to consider extensions of the MSSM which relieve this tension. In particular, the tree-level bound on the Higgs mass is a direct consequence of the strength of the Higgs quartic coupling. In the MSSM, the Higgs quartic coupling comes only from the $`D`$-terms of the electroweak gauge groups and is therefore a fixed function of the (relatively small) electroweak gauge couplings.

The physical Higgs mass can be increased by enhancing the quartic coupling through extended gauge sector and/or new superpotential Higgs couplings . This has been widely studied in the context of extra singlet or triplet Higgses . For singlet and triplet soft masses of 1 TeV the bound on the Higgs mass is found to be approximately 150 GeV and 200 GeV respectively. A thorough analysis of the electroweak precision and fine-tuning constraints in both types of models would be worthwhile.

Such models are limited in the bound on the Higgs mass by requiring perturbativity of all couplings up to the GUT scale. The issue: every contribution to the Higgs quartic coupling is infrared free. Couplings run from an already perturbative value at the GUT scale to smaller values near the weak scale. Thus we argue that in order to significantly increase the bound, the Higgs must be charged under an asymptotically-free group. This will require extending the gauge group of the MSSM.

The additional contribution to the quartic potential here is the $`D`$-term of the asymptotically free group. When the full gauge group breaks down to that of the standard model just above the weak scale, this new $`D`$-term would quickly decouple in the supersymmetric limit. Therefore, the field responsible for breaking the gauge symmetry must have a supersymmetry-breaking mass at or above the breaking scale. The effect is to retain the $`D`$-term in the potential at low energies. To avoid large unwanted contributions to electroweak precision measurements from the new gauge bosons, the breaking scale, and therefore the soft mass, should be in the multi-TeV range.

In our scenario, supersymmetry breaking can be much larger than the weak scale while retaining naturalness due to the (amazing) properties of $`D`$-terms:

* After integrating out the field which breaks the gauge symmetry at the multi-TeV scale, we have an effective hard breaking of supersymmetry in the quartic sector of the model while the gauge and top sectors are still supersymmetric (broken softly). There is no one-loop quadratically divergent contribution to the Higgs mass parameter from the top sector cut off by this higher scale, but there is one proportional to the additional quartic term.
* While breaking a gauge symmetry in a non-supersymmetric way would in principle produce both quartic and mass terms for the Higgs fields from the $`D`$-term, a VEV in a $`D`$-flat direction leaves all fields without VEVs at that scale (e.g., the Higgs) massless at tree-level.
* The multi-TeV soft mass for the breaking field feeds into the Higgs mass renormalization group equations only at two loops and does not destabilize the weak scale. In addition, the breaking field quantum numbers typically disallow any renormalizable superpotential couplings to MSSM fields.

## 2 Warm-up: $`U(1)_x`$

Before we present our model we present a warm-up version with an extra $`U(1)`$ in which the non-decoupling of the $`D`$-term is in effect, though the group is of course non-asymptotically free. We then present a model with an asymptotically-free $`SU(2)`$. The dominant constraint on this model comes from electroweak precision measurements and the desire for naturalness in couplings.

Now take the MSSM and gauge a $`U(1)_x`$. A simple choice of charges is the $`\tau ^3`$ generator of $`SU(2)_R`$, namely $`Q,U^c,D^c,L,E^c`$ have charges $`0,\frac{1}{2},+\frac{1}{2},0,+\frac{1}{2}`$ respectively, $`\overline{H},H`$ have charges $`\pm \frac{1}{2}`$ and three generations of right-handed neutrinos $`N^c`$ are added with charges $`\frac{1}{2}`$ to cancel the $`U(1)_x^3`$ anomaly.

In addition to the MSSM $`D`$-terms,

$$\frac{g^2}{8}\left(H^{}\sigma ^aH\overline{H}\sigma ^a\overline{H}^{}+\mathrm{}\right)^2+\frac{g_Y^2}{8}\left(|\overline{H}|^2|H|^2+\mathrm{}\right)^2,$$
(1)
we have an additional contribution to the Higgs potential coming from the new $`U(1)_x`$ $`D`$-term:

$$\frac{g_x^2}{2}\left[\frac{1}{2}\left|\overline{H}\right|^2\frac{1}{2}\left|H\right|^2+q\left|\varphi \right|^2q\left|\varphi ^c\right|^2+\mathrm{}\right]^2$$
(2)
where the ellipsis represents the rest of the charged MSSM scalars. The $`\varphi ,\varphi ^c`$ fields, responsible for breaking $`U(1)_x`$, are uncharged under the MSSM gauge group and have charges $`\pm q`$ under $`U(1)_x`$. Their scalar potential comes from the superpotential $`𝒲=\lambda S(\mathrm{\Phi }\mathrm{\Phi }^cw^2)`$ and a soft mass $`m_\varphi ^2`$, giving a potential

$$V_\varphi =\lambda ^2\left|\varphi \right|^2\left|\varphi ^c\right|^2B\varphi \varphi ^c+h.c.+m_\varphi ^2\left(\left|\varphi \right|^2+\left|\varphi ^c\right|^2\right),$$
(3)
where $`B\lambda w^2`$ and all couplings are made real and positive from field redefinitions (except $`m_\varphi ^2`$ which is automatically real and taken to be positive). We assume $`\varphi `$ and $`\varphi ^c`$ soft masses are the same due to ultraviolet dynamics.

For $`B>m_\varphi ^2`$, we have $`\varphi ^2=\varphi ^c^2=(Bm_\varphi ^2)/\lambda ^2`$. Taking $`Bv^2`$, we integrate out the $`\varphi `$ fields at tree-level and find an extra contribution to the MSSM Higgs potential:

$`{\displaystyle \frac{g_x^2}{2}}\left({\displaystyle \frac{1}{2}}\left|\overline{H}\right|^2{\displaystyle \frac{1}{2}}\left|H\right|^2\right)^2`$ $`\times `$ $`\left(1+{\displaystyle \frac{M_Z^{}^2}{2m_\varphi ^2}}\right)^1,`$ (4)
where $`M_Z^{}=2qg_x\varphi `$. In order to maximize the contribution to the Higgs mass, we would like a large but perturbative $`g_x`$ and a small $`U(1)_x`$ gauge boson mass compared to $`m_\varphi `$. At the same time we don’t want a soft mass so large that it destabilizes the weak scale.

Electroweak symmetry breaking occurs under the same conditions as in the MSSM. The adjusted tree-level bound for the CP-even Higgs mass is

$$m_{h^0}^2<\left(\frac{g^2}{2}+\frac{g^2}{2}+\frac{g_x^2}{2}\left(1+\frac{M_Z^{}^2}{2m_\varphi ^2}\right)^1\right)v^2\mathrm{cos}^22\beta ,$$
(5)
where the inequality is saturated in the “decoupling limit” when the CP-odd Higgs mass $`m_A^2`$ is much larger than $`m_{h^o}^2`$.

Electroweak precision measurements put a lower limit on the $`Z^{}`$ mass as a function of its couplings. There are oblique corrections at order $`v^2/\varphi ^2`$ to the $`Z`$ boson mass through its mixing with the $`Z^{}`$, and non-oblique corrections to the $`Z`$ coupling to right-handed fermions at the same order. We perform a global fit to the low energy data (see  for details as to how the fit is implemented) provides the $`95\%`$ C.L. $`q\varphi `$ 2 TeV, whereas the bound on the 4-lepton contact-interaction from LEP-II  is $`q\varphi `$ $`3.75`$ TeV.

We therefore take the following example parameters:

* $`\alpha _xg_x^2/4\pi =1/35`$ at a few TeV. The beta-function coefficient for the gauge coupling $`g_x`$ is $`b_x=7+2q^2`$. For the value $`q=1/2`$, the coupling runs semi-perturbatively at the GUT scale (i.e., $`\alpha _x(\mathrm{\Lambda }_{GUT})1`$).
* A $`Z^{}`$ mass of 2.2 TeV (q=1/2), just above the current LEP lower bound.
* $`m_\varphi =6.6`$ TeV at low energies. One loop corrections to the Higgs mass parameter from the supersymmetry breaking are finite and relatively small ($`<250`$ GeV). The two-loop RGE contribution from $`m_\varphi ^2`$ is smaller.

The superpotential coupling $`\lambda `$ stays perturbative throughout the range of scales for this choice of parameters (without fine-tuning the value of $`B`$). The tree-level prediction for the Higgs mass can be computed from equation 5. In the decoupling limit with large $`\mathrm{tan}\beta `$, we find $`m_{h^0}=116`$ GeV, consistent with the electroweak fits. The top-stop contribution to the one-loop effective potential results in an actual Higgs mass which is larger than this value. Thus for most of the parameter space consistent with other direct SUSY searches, the current direct search bound on the Higgs mass is satisfied.

Unification of the standard three gauge couplings is still predicted to the percent level as the new $`U(1)_x`$ coupling affects the running only at two loops.

We have presented a model which exemplifies a extra $`D`$-term contribution to the quartic potential of the Higgs. Since this section is intended as a warm-up, we have neither included the effects of kinetic mixing of this $`U(1)`$ with hypercharge, 111We thank Hitoshi Murayama for reminding us of this point. nor have we given details of how $`D`$-flatness is protected in the ultraviolet. Kinetic mixing will mix the $`U(1)_x\mathrm{and}U(1)_Y`$ $`D`$-terms and can be cancelled by a suitable counterterm. If $`(m_\varphi ^2m_{\varphi ^c}^2)/\lambda 300`$ GeV then the $`U(1)_x`$ $`D`$-term generates a tree-level mass for the Higgs field which introduces $`10\%`$ fine-tuning into the Electroweak VEV. In the models below, neither of these points are relevant.

## 3 An extra $`SU(2)`$

In place of an extra $`U(1)`$, we now gauge an extra $`SU(2)`$ group. The standard-model fields are charged under $`SU(2)_1`$ as the normal weak group and there is an additional group $`SU(2)_2`$. To break the $`SU(2)_1\times SU(2)_2`$ to the diagonal subgroup we add an extra bi-doublet $`\mathrm{\Sigma }`$ which transforms as a $`(2,\overline{2})`$. Above the scale of diagonal symmetry breaking, the $`SU(2)_1\times SU(2)_2`$ $`D`$-term is

$$\frac{g_1^2}{8}\left(\mathrm{Tr}\left[\mathrm{\Sigma }^{}\sigma ^a\mathrm{\Sigma }\right]+H^{}\sigma ^aH\overline{H}\sigma ^a\overline{H}^{}+\mathrm{}\right)^2+\frac{g_2^2}{8}\left(\mathrm{Tr}\left[\mathrm{\Sigma }\sigma ^a\mathrm{\Sigma }^{}\right]\right)^2.$$
(6)
The superpotential $`𝒲=\lambda S\left(\frac{1}{2}\mathrm{\Sigma }\mathrm{\Sigma }+w^2\right)`$ with an additional soft-mass $`m^2`$ for $`\mathrm{\Sigma }`$ leads to the scalar potential

$`V_\mathrm{\Sigma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}B\mathrm{\Sigma }\mathrm{\Sigma }+h.c.+m^2|\mathrm{\Sigma }|^2+{\displaystyle \frac{\lambda ^2}{4}}|\mathrm{\Sigma }\mathrm{\Sigma }|^2.`$ (7)
Here, $`\mathrm{\Sigma }\mathrm{\Sigma }`$ is contracted with two epsilon tensors and $`B=\lambda w^2`$. For suffiently large $`B`$, $`\mathrm{\Sigma }`$ acquires a VEV, $`\mathrm{\Sigma }=u\mathrm{𝟏}`$, with $`u^2=(Bm^2)/\lambda ^2`$, which breaks $`SU(2)_1\times SU(2)_2`$ to the diagonal subgroup. The minimum lies in a $`D`$-flat direction, leaving both Higgs fields massless.

Under the remaining $`SU(2)`$, $`\mathrm{\Sigma }`$ contains a complex triplet, $`T`$, along with a complex singlet. Integrating out the real part of the heavy triplet at tree-level gives the effective Higgs potential below the triplet mass,

$`{\displaystyle \frac{g^2}{8}}\mathrm{\Delta }\left(H^{}\stackrel{}{\sigma }H\overline{H}\stackrel{}{\sigma }\overline{H}^{}\right)^2+{\displaystyle \frac{g_Y^2}{8}}\left(|\overline{H}|^2|H|^2\right)^2,`$
$`\mathrm{with}\mathrm{\Delta }={\displaystyle \frac{1+\frac{2m^2}{u^2}\frac{1}{g_2^2}}{1+\frac{2m^2}{u^2}\frac{1}{g_1^2+g_2^2}}}\mathrm{and}{\displaystyle \frac{1}{g^2}}={\displaystyle \frac{1}{g_1^2}}+{\displaystyle \frac{1}{g_2^2}}.`$ (8)
The MSSM $`D`$-term is recovered in the limit $`u^2m^2`$ (no SUSY breaking), for which SUSY protects the $`D`$-term below the gauge-breaking scale.

As in the $`U(1)`$ case, electroweak symmetry breaking occurs under the same conditions as in the MSSM. We find the tree-level $`W`$ and $`Z`$ masses are corrected by the same relative amount, $`(1g^4v^2/2g_2^4u^2+\mathrm{})`$ while the tree-level Higgs mass satisfies

$$m_{h^o}^2<\frac{1}{2}\left(g^2\mathrm{\Delta }+g_Y^2\right)v^2\mathrm{cos}^22\beta .$$
(9)
To maximize the upper bound, $`\mathrm{\Delta }`$ should be made as large as possible by sending $`g_1\mathrm{}`$, $`g_2g`$ and $`m^2u^2`$ by as much as possible without introducing fine-tuning.

Precision electroweak constraints were analyzed in  resulting in the $`95\%`$ C.L. constraint $`(1/2)(g/g_2)^4(v/u)^22.1\times 10^3`$. However, our setup has an additional contribution to the oblique parameter $`T`$ due to a small triplet VEV. This results in a contribution $`\mathrm{\Delta }T(4\pi /s_W^2c_W^2)(g_1^4/g^4)(M_W^2u^2/M_T^4)`$, where $`M_T`$ is the triplet mass. The triplet VEV and larger $`m_{h^0}`$ partially compensate each other in the $`\mathrm{\Delta }T`$ piece of the electroweak fit.

A sample point in which perturbative unification is achieved with the right matter content at the GUT scale (see below for more details) is $`g_1(u)=1.05`$ and $`g_2(u)=0.83`$. Precision electroweak constraints and fine-tuning bounds are avoided for $`m=2u=3.3`$ TeV, which implies $`m_Z^{}=m_W^{}=2.5`$ TeV. For this sample point, $`\mathrm{\Delta }=2.3`$ and $`m_{h^0}=129`$ GeV at tree-level in the large $`\mathrm{tan}\beta `$ and decoupling limits. Again this Higgs mass, while large enough to comfortably evade the LEP-II bounds, is consistent with the electroweak fits.

The size of $`g_1`$ (and therefore $`\mathrm{\Delta }`$) in the $`SU(2)`$ scenario was limited by its large positive beta-function coefficient. One can ameliorate this situation by instead dividing the matter between the two $`SU(2)`$ groups such that $`g_1`$ runs asymptotically-free and is thus larger at the weak scale— leading to a larger value of $`\mathrm{\Delta }`$. We consider a non-universal model with the Higgses and third family charged under $`SU(2)_1`$, while the first two families are charged under $`SU(2)_2`$.

Yukawa couplings for the first two generations can be generated by adding a massive Higgs-like pair of doublets $`\overline{H}^{},H^{}`$, that are charged under $`SU(2)_2`$. They couple to the first two generations via Yukawa-type couplings and mix with the regular Higgses via superpotential operators such as $`\lambda ^{}\overline{H}\mathrm{\Sigma }H^{}`$. A supersymmetric mass $`\mu _H^{}>\mathrm{\Sigma }`$ for the new doublets generates naturally small Yukawa couplings for the first two generations at low energies.

The constraints on a non-universal model, however, are more severe, as there are tree-level non-oblique corrections to the third family couplings . We fit the precision data, including the additional contribution to $`\mathrm{\Delta }T`$ from the triplet VEV and find the ($`95\%`$ C.L.) constraint on $`u`$ as a function of $`g/g_2`$. The strongest constraints occur for $`g^2/g_2^20,1`$.

We take the following example parameters:

* $`g_1(u)=1.80,g_2(u)=.70`$, inspired by a GUT with $`g_1(\mathrm{\Lambda }_{GUT})=.97`$. Additional spectator fields (see the full description at the end of the section for details) are included in the running to aid in unification.
* $`u=2.4`$ TeV, above the lower limit from electroweak constraints, giving $`M_W^{},M_Z^{}4.5`$ TeV.
* $`m=10\mathrm{TeV}`$. One-loop finite corrections to the Higgs mass parameter from supersymmetry breaking are $`<300`$ GeV whereas two-loop RGE contributions can be somewhat larger if one assumes high-scale supersymmetry breaking.

We find $`\mathrm{\Delta }=6.97`$ and $`m_h=214`$ GeV at tree-level in the large $`\mathrm{tan}\beta `$ and decoupling limits. Loop corrections to the effective potential from the top sector and the additional physics will make a relatively small shift in the tree-level result.

Since $`SU(2)_1`$ is asymptotically free, we can push $`\alpha _1(u)`$ to the perturbative limit, $`\alpha _1(u)=1`$, by adjusting its high-scale value. Electroweak precision constraints for this $`g/g_2`$ require $`u3.1`$ TeV, while fine-tuning at the GUT-scale increases as we tune the confinement scale and $`u`$ to coincide. For $`g_1(u)=3.75`$ and $`g_2(u)=.66`$, we choose $`g_1(\mathrm{\Lambda }_{GUT})=1.1`$, tuned to be within $`1\%`$ of its critical value. For $`m=10`$ TeV, we find $`\mathrm{\Delta }20`$ and $`m_h350`$ GeV in the large $`\mathrm{tan}\beta `$ and decoupling limits. While the large Higgs mass gives a small positive contribution to the S-parameter and a large negative contribution to the T-parameter, this effect is offset in the global fit by a positive T-parameter contribution from the small triplet VEV. Quantum contributions to the Higgs mass parameter are of order $`1.3`$ TeV which represents a fine-tuning of around 7%.

One interesting feature of this model is that because there is a gauge coupling larger than that of $`SU(3)`$ color, the top yukawa “fixed point” has a much larger value than in the MSSM. In this sense, a favorable region of parameter space includes some of $`\mathrm{tan}\beta <1`$ which can both be consistent with the Higgs mass bound and avoid a Landau pole for the top Yukawa.

This model can also be made consistent with gauge coupling unification. The full group $`SU(3)_c\times SU(2)_1\times SU(2)_2\times U(1)_Y`$ can be embedded in $`SU(5)\times SU(5)`$  broken by a bi-fundamental field at the GUT scale with a vev $`\mathrm{\Xi }=diag\{M,M,M,0,0\}`$. Gauge coupling unification is predicted (with theoretical uncertainty beyond one-loop) because the standard model gauge couplings are only a function of the diagonal gauge coupling. At one loop, one can track the diagonal $`SU(2)`$ through its beta-function coefficient $`b`$ as it is the sum of those of the two $`SU(2)_i`$. It receives an extra $`6`$ from the additional triplet of gauge bosons. We include two triplets charged under $`SU(2)_2`$ which, with the diagonal-breaking $`\mathrm{\Sigma }`$ field, contribute +6 to the diagonal beta function. We have also added an additional vector-like pair of triplets to effectively complete a $`5`$ and $`\overline{5}`$ with the extra pair of Higgs-like fields (however, they should be from a split multiplet as they must not share the Yukawa couplings with the doublets due to proton decay). With these additions, the $`SU(2)`$ model achieves the same unification accuracy as in the MSSM at one loop. Though there is a gauge coupling that gets relatively strong, its two-loop effect is still small as $`g_1`$ is quite perturbative for nearly all of the running.

## 4 Conclusions and Outlook

The point of this paper is to show that asymptotically-free gauge extensions of the MSSM can produce significant contributions to the Higgs quartic coupling — and therefore the physical Higgs mass — without destabilizing the weak scale. Breaking extra gauge groups in the multi-TeV range with a soft mass for the breaking field at the same scale leaves a non-decoupling contribution to the Higgs quartic potential. Because of the $`D`$-term structure, there are no $`\mathrm{log}`$-enhanced one-loop contributions to the Higgs soft mass and thus even after running from high-scales, the electroweak scale remains natural.

While technically natural, what could be the source of this higher scale (few - 10 TeV) which is necessary for the extra gauge breaking and the breaking-field’s soft mass? In fact, models of anomaly-mediated supersymmetry breaking  and gaugino-mediated supersymmetry breaking  provide such a scale. Specifically, $`\mu `$-like terms are enhanced by a loop factor in the former, while soft masses for bulk scalars are enhanced by a volume factor in the latter.

In addition, there currently exists in the literature supersymmetric models which make use of extended gauge sectors. For example, extra gauge groups are used to avoid negative squared masses for sleptons in models of anomaly-mediated supersymmetry breaking . It would be interesting to calculate how much the quartic coupling can be enhanced in these models. If Higgs mass bounds increase, they may turn out to be more natural than the MSSM.

An interesting question to ask is what happens if we allow the $`SU(2)_1`$ coupling to blow up at the preferred breaking scale. From arguments involving “complementarity” , we speculate that the composite theory in the infrared mimics the weakly coupled theory in the Higgs phase. The Higgs and the third generation would be composite and strongly coupled and therefore arbitrary Higgs masses (consistent with unitarity bounds) would appear possible. One remarkable property of this model would be that gauge coupling unification would still only be affected at the few percent level, as in . Of course it is crucial that supersymmetry breaks at the same scale so a severe fine-tuning of scales would be required. It would be interesting to see to what extent that accident could have a dynamical origin.

The natural regions of parameter space in these models leave behind extra gauge bosons with masses of order 2-5 TeV. Due to the stronger gauge coupling, these may be accessible at the LHC. Thus, if superpartners are discovered, a search for an extended gauge sector could be fruitful even if the Higgs mass is below 130 GeV.
Note: Half a plenary talk at SUSY02 by L. Randall (who cited work in progress by N . Arkani-Hamed, N. Weiner and herself) was devoted to an idea involving non-decoupling $`D`$-terms .

###### Acknowledgments.

The authors have benefitted from discussions and general abuse from J.R. Espinosa A. Nelson, M. Quiros, and C.E.M. Wagner, and are grateful to the Aspen Center for Physics, at which much of this work was envisioned. A.D., D.E.K. and P.B. are supported by NSF Grants P420D3620414350 and P420D3620434350. Fermilab is operated by Universities Research Association Inc. under contract no. DE-AC02-76CH02000 with the DOE.


text:
# The 𝜎 problem of the Crab pulsar wind

## 1. Introduction

A puzzling feature of the relativistic MHD wind of the Crab pulsar is that it appears to arrive at its termination shock as a particle dominated flow (Rees & Gunn 1974; Kennel & Coroniti 1984; Emmering & Chevalier 1987). This is difficult to understand, because the wind almost certainly carries its energy by Poynting flux close to the star, and, given that relativistic MHD winds collimate only weakly (Beskin, Kuznetsova & Rafikov 1998; Chiueh, Li, & Begelman 1998; Bogovalov & Tsinganos 1999; Lyubarsky & Eichler 2001, Lyubarsky 2002) it is not obvious how the transformation to particle-born flux can occur, or why it is apparently not observed. The acceleration intrinsic to axisymmetric force-free winds (Buckley 1977; Contopoulos & Kazanas 2002) does not alleviate the difficulty, since the flow is still magnetically dominated outside the sonic point where such solutions lose their validity.

An obliquely rotating neutron star drives a wind which, near the equatorial plane, consists of alternating stripes of magnetic field of opposite polarity. The magnetic field is linked alternately to the open field lines emerging from different magnetic hemispheres, as these are swept around the rotational equator. This led Coroniti (1990) to suggest that reconnection or, more accurately, dissipation at the current sheet separating the alternating polarities, might effect the required conversion. He estimated the dissipation rate by assuming the thickness of the current sheet was approximately equal to the gyro radius of the hot particles it contained and found that the magnetic field could be annihilated before the wind reached the termination shock. However, Coroniti’s treatment neglected the acceleration of the wind flow. Using the same micro-physics estimate for dissipation, Lyubarsky & Kirk (2001) showed that this effect results in an annihilation rate far too small to be effective.

Kirk & Skjæraasen (2003) recently identified the dissipation estimate of Coroniti as a lower limit and examined the effect of alternative micro-physics prescriptions, including an upper limit on the dissipation rate. Their findings, which we paraphrase in this paper, re-open the possibility that the conversion of Poynting flux to particle-born flux occurs through dissipation of magnetic field energy at the current sheet of a striped wind.

## 2. Small wavelength approximation and dissipation prescriptions

The approach of Lyubarsky & Kirk (2001) and Kirk & Skjæraasen (2003) is based on computing the slow evolution of an entropy wave as it is convected outwards by the stellar wind. The method employs a separation of length scales into a short one, identified with the wavelength of the magnetic field reversals, and a long one, identified with the radius, i.e., the scale on which the density changes as a result of the spherically expanding flow. The equations of conservation of particles and energy/momentum are then ordered in the small parameter formed from the ratio of these lengths. The entropy wave whose evolution is sought can be described in several ways. One is in terms of the parameters which describe the Harris sheath (Harris 1962; Hoh 1968); another is in terms of the parameters of two uniform fluid layers — one hot and unmagnetized, the other cold and magnetized — separated from each other by discontinuities in density, velocity and magnetic field, but having equal pressures. Each of these configurations satisfies the zeroth order conservation equations, indicating that the wave does not evolve on this short length-scale.

On the long length scale, however, evolution of the wave is possible. It is computed by regularising the expansion, i.e., by demanding that the secular terms in the first-order equations vanish. The conservation equations by themselves are not sufficient to solve for all the parameters of the wave as a function of radius — an additional constraint is required, reflecting the need for new physics input to determine the rate at which dissipation proceeds. In MHD simulations, the new input needed to describe dissipation is a functional relation between the current and the electric field: an anomalous conductivity. For our computations, however, it suffices to prescribe one of the wave parameters (the thickness of the Harris sheath, for example) in terms of the others.

The Coroniti (1990) prescription implies a relative drift speed of the oppositely charged species roughly equal to that of light. In other words, there exists no Harris equilibrium for a sheath thinner than that assumed by Coroniti. The thinner the sheet, the slower the dissipation, so that Coroniti’s prescription provides a lower limit on the dissipation rate. Kirk & Skjæraasen (2003) consider two alternative prescriptions: that the sheath thickness is governed by the (linear) growth rate of the tearing instability, as suggested by Lyubarsky (1996), and that the expansion speed of the sheath is limited to its internal sound speed. The motivation for the latter choice stems from the observation that only the oscillating component of the magnetic field in the entropy wave can be dissipated. This suggests that the boundaries of the hot fluid must be in causal contact in order to guarantee that they advance into regions of opposite magnetic polarity at equal speeds. Thus, expansion at the internal sound speed provides an upper limit to the dissipation rate.

## 3. Implications for the Crab pulsar wind

The dissipation of the magnetic field in the wind of the Crab pulsar depends on the particle load carried by the wind. For a particle loss rate of $`\dot{N}<6\times 10^{38}\text{s}^1`$, the theoretical upper limit on the dissipation rate lies below the lower limit given by the Coroniti prescription, so that the treatment is inconsistent. In this case, slow evolution of the entropy wave is impossible. Presumably the system adjusts by either becoming unsteady or by steadily converting the flux into a mode which propagates in the fluid frame (e.g., an electromagnetic mode). For $`6\times 10^{38}\text{s}^1<\dot{N}<3\times 10^{40}\text{s}^1`$ none of the three dissipation prescriptions succeeds in converting significant amounts of Poynting flux before the termination shock is encountered. For $`\dot{N}>3\times 10^{40}\text{s}^1`$, however, dissipation at the fastest permitted rate, as depicted in Fig. 1, results in complete conversion before the termination shock is encountered. This rather high level of pair injection into the Nebula cannot be explained in terms of current theories of cascade formation in the inner magnetosphere (Hibschmann & Arons 2001), but is nevertheless consistent with the observed number of radio-emitting electrons (Gallant et al 2002).

Can the conversion of Poynting flux to particle-born flux be observed directly? Arons (1979) noticed that conditions in the wind will make such a signal pulse at the rotation frequency of the star. The obvious implication that the optical to gamma-ray pulses are indeed the signature of this conversion is further supported by the approximate correspondence of the sheet geometry to the observed pulse form (Kirk, Skjæraasen, & Gallant 2002).

### Acknowledgments.

We thank Yves Gallant and Yuri Lyubarsky for helpful discussions.

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text:
# Oscillations of a rapidly rotating annular Bose-Einstein condensate

## I Introduction

One of the most characteristic features of neutral superfluids is their inability to rotate uniformly with solid-body velocity $`𝐯_{\mathrm{sb}}=𝛀\times 𝐫`$. Instead, a rotating superfluid contains one or more singly quantized vortex lines with circulation $`h/M`$, where $`M`$ is the atomic mass. This phenomenon is familiar in rotating superfluid 4He Donn91 , although visualization of the resulting vortex arrays is quite difficult Yarm79 . The creation of the first Bose-Einstein condensate (BEC) in dilute 87Rb gas Ande95  challenged experimentalists to demonstrate the existence of similar quantized vortices in dilute BECs and to study their properties. After the development of techniques for creating a single vortex Matt99  and small vortex arrays Madi00 , rapid progress led to large vortex lattices Abo01  and rotating condensates with large angular momentum Halj01 .

One recent method to increase the angular momentum has used an intense focused laser beam to remove the central region of a rotating condensate Enge03 ; Enge03a . This method notes that the particles near the center have relatively little angular momentum, so that the resulting annular condensate has an increased angular momentum per particle. In this way, it has been feasible to reach rotation rates $`\mathrm{\Omega }0.97\omega _{}`$, where $`\omega _{}`$ is the radial confining trap frequency. This process creates a relatively long-lived “giant vortex core” that contains a large number of phase singularities, resulting in a macroscopic circulation around its boundary. The remaining annular fluid has a dense vortex lattice that rotates at the angular velocity $`\mathrm{\Omega }`$. In addition, the radius of the core oscillates at a frequency of order 3-3.5 $`\omega _{}`$, with relatively weak damping Enge03 ; Enge03a . Recently, a theoretical study of this behavior has relied on numerical simulation of the time-dependent Gross-Pitaevskii (GP) equation in two dimensions Simu03  and found an oscillation frequency $`2.6\omega _{}`$, somewhat smaller than the observed values. The present work provides an alternative theoretical study of the same phenomenon using a variational Lagrangian that contains the inner radius and the amplitude of the radial velocity as time-dependent parameters. The resulting Lagrange’s equations yield an undamped oscillation with definite amplitude and a frequency that varies between 0.6 and 0.8 of various measured values Enge03 ; Enge03a . Although the two theoretical approaches appear quite different, they both rely on the GP equation and both predict oscillation frequencies that are definitely smaller than the observed ones.

Section II reviews the variational Lagrangian procedure and applies it to the present problem. Sections III and IV contain analyses of two specific models. The first is a quasi-two-dimensional Thomas-Fermi (TF) condensate with tight confinement in the $`z`$ direction; the two-dimensional character of the condensate wave function simplifies the analysis considerably. The second is a more realistic three-dimensional TF condensate, but the final results are rather similar in both cases. The comparison with the experimental observations is discussed in Sec. V.

## II Basic procedure

The approach here is the variational Lagrangian method, in which a trial condensate wave function $`\mathrm{\Psi }`$ includes various parameters whose time dependence follows from Lagrange’s equations for the Lagrangian

$$L=\frac{1}{2}i\mathrm{}𝑑V\left(\mathrm{\Psi }^{}\frac{\mathrm{\Psi }}{t}\mathrm{\Psi }\frac{\mathrm{\Psi }^{}}{t}\right)E[\mathrm{\Psi }],$$
(1)
where $`E[\mathrm{\Psi }]`$ is the energy functional. This flexible procedure has served successfully to study the low-lying collective modes of a condensate Pere96  and the precession of a single vortex line Svid00 ; Lund00 ; Fett01 ; Fett01a  in a trapped condensate. It is convenient here to work in the laboratory frame of reference, and to impose conservation of particle number and angular momentum explicitly.

The experiment Enge03  studies $`N10^6`$ atoms of 87Rb in an axisymmetric trap with $`\omega _{}/2\pi =8.3`$ Hz and $`\omega _z/2\pi =5.4`$ Hz, so that the relevant oscillator lengths are $`d_{}3.73\mu `$m and $`d_z4.62\mu `$m. Thus the nonrotating condensate is somewhat elongated, with TF dimensions $`R_z(0)/R_{}(0)=\omega _{}/\omega _z1.54`$. When the condensate rotates rapidly, however, it expands radially and contracts axially according to Fett01b

$$\frac{R_{}(\overline{\mathrm{\Omega }})}{R_{}(0)}=(1\overline{\mathrm{\Omega }}^2)^{3/10},\text{and}\frac{R_z(\overline{\mathrm{\Omega }})}{R_z(0)}=(1\overline{\mathrm{\Omega }}^2)^{1/5},$$
(2)
where $`\overline{\mathrm{\Omega }}=\mathrm{\Omega }/\omega _{}`$. Taking $`\overline{\mathrm{\Omega }}=0.97`$ Enge03 , the standard TF expressions Fett01  yield $`R_{}(\overline{\mathrm{\Omega }})/d_{}19.9`$ and $`R_z(\overline{\mathrm{\Omega }})/d_{}7.45`$, with $`R_z(\overline{\mathrm{\Omega }})/R_{}(\overline{\mathrm{\Omega }})=(1\overline{\mathrm{\Omega }}^2)^{1/2}R_z(0)/R_{}(0)0.37`$. Thus the rotating condensate is definitely disk shaped.

In the TF limit, the gradient of the density $`|\mathrm{\Psi }|^2`$ is small, and the energy functional becomes

$$E[\mathrm{\Psi }]𝑑V\left(\frac{1}{2}Mv^2|\mathrm{\Psi }|^2+V_{\mathrm{tr}}|\mathrm{\Psi }|^2+\frac{2\pi \mathrm{}^2a}{M}|\mathrm{\Psi }|^4\right),$$
(3)
where $`v^2`$ is the squared velocity of the superfluid, $`V_{\mathrm{tr}}`$ is the trap potential, and $`a5.77`$ nm is the $`s`$-wave scattering length. The density $`|\mathrm{\Psi }|^2`$ is taken as the familiar quadratic TF distribution with an empty core of radius $`r_c`$

$$|\mathrm{\Psi }|^2=|\mathrm{\Psi }_{TF}|^2\theta (rr_c).$$
(4)
The core radius $`r_c`$ serves as one dynamical variable, and the resulting radial motion requires a time-dependent radial velocity $`v_r=(\mathrm{}/M)S/r`$ in addition to the azimuthal component $`v_\varphi =(\mathrm{}/Mr)S/\varphi `$, where $`S`$ is the phase of the condensate wave function.

## III quasi-two-dimensional condensate

To simplify the analysis, the condensate is first assumed to be thin in the axial direction with a Gaussian dependence, so that $`\mathrm{\Psi }(𝐫,z)\mathrm{\Psi }_{2\mathrm{d}}(𝐫)\psi _0(z)`$. Here, $`\psi _0(z)=(\sqrt{\pi }d_z)^{1/2}\mathrm{exp}(\frac{1}{2}z^2/d_z^2)`$, where $`d_z=\sqrt{\mathrm{}/M\omega _z}`$. For the two-dimensional wave function $`\mathrm{\Psi }_{2\mathrm{d}}(𝐫)`$, it is convenient to use dimensionless variables with frequencies (and inverse time) scaled by the radial trap frequency $`\omega _{}`$, energies scaled by $`\mathrm{}\omega _{}`$, distances scaled by the radial oscillator length $`d_{}=\sqrt{\mathrm{}/M\omega _{}}`$, and the condensate wave function $`\psi =\mathrm{\Psi }/\sqrt{N}`$ normalized to 1.

The trial wave function used here corresponds to a radial TF two-dimensional density for $`rR`$ with the central region of radius $`r_c`$ removed, so that

$$|\psi _{2\mathrm{d}}(r)|^2=C_{2\mathrm{d}}^2\left(1\frac{r^2}{R^2}\right)\theta (Rr)\theta (rr_c),$$
(5)
where $`R=R_{}/d_{}`$ is now dimensionless and $`C_{2\mathrm{d}}`$ is a normalization constant. The phase $`S`$ of the wave function is assumed to have the radial part

$$S_r=\alpha (\frac{1}{2}r^2rR)$$
(6)
to allow for the oscillatory radial motion, where $`\alpha `$ is a time-dependent parameter. In addition, the phase has the familiar contribution $`S_v`$ from the vortices plus the circulation $`\nu _0`$ around the hole representing the missing vortices

$$S_v(𝐫)=\underset{j}{}\mathrm{arctan}\left(\frac{yy_j}{xx_j}\right)+\nu _0\varphi ,$$
(7)
where the sum is over all vortices $`j`$.

The radial velocity $`v_r=S_r/r=\alpha (rR)`$ vanishes at the outer boundary, which remains fixed in this model. For simplicity, only $`r_c`$ and $`\alpha `$ are taken as dynamical variables. In contrast, the vortices are not treated as dynamical variables; instead, they are assumed to have uniform dimensionless areal density $`\rho `$ and to move with the local azimuthal velocity. In detail, the azimuthal component of the dimensionless velocity is

$$v_\varphi =\underset{j}{}\frac{r\widehat{r}𝐫_j}{|𝐫𝐫_j|^2}+\frac{\nu _0}{r},$$
(8)
where $`\nu _0=\pi \rho _0r_0^2`$ is the constant quantum number of the circulation around the hole of initial radius $`r_0`$ with initial vortex density $`\rho _0`$. The sum can be approximated by an integral

$`v_\varphi `$ $``$ $`\rho {\displaystyle d^2r^{}\frac{rr^{}\mathrm{cos}\varphi ^{}}{r^22rr^{}\mathrm{cos}\varphi ^{}+r^2}}+{\displaystyle \frac{\nu _0}{r}}={\displaystyle \frac{2\pi \rho }{r}}{\displaystyle _{r_c}^r}r^{}𝑑r^{}+{\displaystyle \frac{\nu _0}{r}}`$ (9)
$`=`$ $`\pi \rho r\pi \rho {\displaystyle \frac{r_c^2}{r}}+{\displaystyle \frac{\nu _0}{r}}.`$
Note that the initial azimuthal component of velocity $`\pi \rho _0r`$ represents a pure solid-body rotation at a dimensionless angular velocity $`\overline{\mathrm{\Omega }}=\pi \rho _0`$ since the last two terms of Eq. (9) cancel for $`r_c=r_0`$ (when $`\rho =\rho _0`$).

The analysis is carried out in the laboratory frame, and the conservation of particle number and angular momentum are explicitly incorporated into the resulting Lagrangian. It is straightforward to obtain the normalization constant

$$C_{2\mathrm{d}}^2=\frac{2}{\pi R^2(1y^2)^2},$$
(10)
where $`yr_c/R`$ determines the instantaneous position of the core radius. Similarly, the angular momentum per particle (in units of $`\mathrm{}`$) is

$$l_{2\mathrm{d}}=d^2rrv_\varphi |\psi _{2\mathrm{d}}|^2=\frac{1}{3}\pi \rho R^2(1y^2)+\nu _0=\frac{1}{3}\pi \rho _0R^2(1+2y_0^2),$$
(11)
expressed in terms of the initial parameters $`\rho _0`$ and $`y_0`$. Since $`l_{2\mathrm{d}}`$ and $`\nu _0`$ are taken as constants, this relation determines the actual vortex density

$$\rho =\frac{3}{\pi R^2}\frac{l_{2\mathrm{d}}\nu _0}{1y^2}$$
(12)
as the core radius $`y`$ changes with time. Note that the total number of vortices $`\pi \rho R^2(1y^2)=\pi \rho (R^2r_c^2)`$ in the annular region $`r_crR`$ remains constant, so that the vortex density changes only because the inner radius $`r_c`$ changes. Correspondingly, the initial conditions fix the quantity $`l_{2\mathrm{d}}\nu _0=\frac{1}{3}R^2\overline{\mathrm{\Omega }}(1y_0^2)`$. Assuming typical values $`R20`$, $`\overline{\mathrm{\Omega }}0.97`$, and $`y_01/3`$, I find $`l_{2\mathrm{d}}158`$ and $`\nu _043`$.

After the $`z`$ integration is carried out with the tightly confined Gaussian, the dimensionless Lagrangian per particle becomes

$$L_{2\mathrm{d}}=\frac{1}{2}id^2r\left(\psi _{2\mathrm{d}}^{}\frac{\psi _{2\mathrm{d}}}{t}\psi _{2\mathrm{d}}\frac{\psi _{2\mathrm{d}}^{}}{t}\right)E_{2\mathrm{d}}[\psi _{2\mathrm{d}}],$$
(13)
where

$$E_{2\mathrm{d}}[\psi _{2\mathrm{d}}]=d^2r\left[\frac{1}{2}\left(v_r^2+v_\varphi ^2\right)|\psi _{2\mathrm{d}}|^2+\frac{1}{2}r^2|\psi _{2\mathrm{d}}|^2+\sqrt{2\pi }\frac{Na}{d_z}|\psi _{2\mathrm{d}}|^4\right]$$
(14)
is the two-dimensional energy functional. All the integrals can be performed analytically and Eqs. (10) and (11) ensure the conservation of particles and angular momentum. Note that the same Lagrangian also describes a condensate that is uniform along a length $`L`$ in the $`z`$ direction. In this case, the coefficient of the quartic term in $`E_{2\mathrm{d}}`$ is changed to $`2\pi Na/L`$, where $`N/L`$ is the number of particles per unit length.

The resulting Lagrangian depends on two dynamical variables: $`\alpha `$ that fixes the radial component of velocity and $`yr_c/R`$ that fixes the position of the inner core radius. It is convenient to use the equivalent quantity

$$_{2\mathrm{d}}=L_{2\mathrm{d}}/R^2=\dot{\alpha }\left[f_{2\mathrm{d}}(y)\frac{1}{2}\right]+\alpha ^2f_{2\mathrm{d}}(y)+_{2\mathrm{d}}(y)$$
(15)
where the first term arises from the explicit time derivative in (13), the second is the radial kinetic energy, and $`_{2d}`$ constitutes the remaining terms in the energy. It has the explicit form

$`_{2\mathrm{d}}(y)`$ $`=`$ $`\overline{\mathrm{\Omega }}^2(1y_0^2)^2\left[g_{2\mathrm{d}}(y)+{\displaystyle \frac{h(y)}{1y^2}}+h(y)^2j_{2\mathrm{d}}(y)\right]`$ (16)
$`+{\displaystyle \frac{1}{6}}(1+2y^2)+{\displaystyle \frac{4\sqrt{2}}{3\sqrt{\pi }}}{\displaystyle \frac{Na}{d_zR^4}}{\displaystyle \frac{1}{1y^2}},`$
where the first term (proportional to $`\overline{\mathrm{\Omega }}^2`$) is the azimuthal kinetic energy, the second is the trap energy, and the last is the interaction energy (note that this term is typically small, despite the large value of $`Na/d_z`$ a few thousand, owing to the factor $`R^46\times 10^6`$). To be very specific, $`_{2\mathrm{d}}`$ involves the following functions

$`f_{2\mathrm{d}}(y)`$ $`=`$ $`{\displaystyle \frac{(1y)^2(2+8y+5y^2)}{15(1+y)^2}},`$ (17)
$`g_{2\mathrm{d}}(y)`$ $`=`$ $`{\displaystyle \frac{1+2y^2}{6(1y^2)^2}},`$ (18)
$`h(y)`$ $`=`$ $`{\displaystyle \frac{1}{1y_0^2}}{\displaystyle \frac{1}{1y^2}},`$ (19)
$`j_{2\mathrm{d}}(y)`$ $`=`$ $`{\displaystyle \frac{2\mathrm{ln}(1/y)}{(1y^2)^2}}{\displaystyle \frac{1}{1y^2}}.`$ (20)
## IV three-dimensional Thomas-fermi condensate

Before studying Lagrange’s equations for $`_{2\mathrm{d}}`$, it is convenient to consider the corresponding case of a three-dimensional Thomas-Fermi condensate, where

$$|\psi _{TF}(r,z)|^2=C_{TF}^2\left(1\frac{r^2}{R^2}\frac{z^2}{R_z^2}\right)\theta \left(1\frac{r^2}{R^2}\frac{z^2}{R_z^2}\right)\theta (rr_c),$$
(21)
using the same scale factors $`\omega _{}`$ and $`d_{}`$ to define dimensionless variables. The normalization integral gives

$$C_{TF}^2=\frac{15}{8\pi R^2R_z(1y^2)^{5/2}},$$
(22)
which can be compared to Eq. (10). Similarly, the angular momentum becomes

$$l_{TF}=\frac{2}{7}\pi \rho R^2(1y^2)+\nu _0,$$
(23)
and the conservation of angular momentum then yields the vortex density

$$\rho =\frac{7}{2\pi R^2}\frac{l_{TF}\nu _0}{1y^2}.$$
(24)
All the terms in the Lagrangian can be evaluated analytically, and the resulting expression has the same form as Eq. (15) but with different functions

$$_{TF}=\dot{\alpha }\left[f_{TF}(y)\frac{1}{2}\right]+\alpha ^2f_{TF}(y)+_{TF}(y).$$
(25)
In particular,

$$f_{TF}(y)=\frac{9+5y^2}{14}\frac{5}{32}\frac{\pi +\frac{2}{3}y(1y^2)^{1/2}(314y^2+8y^4)2\mathrm{arcsin}y}{(1y^2)^{5/2}}$$
(26)
and

$`_{TF}(y)`$ $`=`$ $`\overline{\mathrm{\Omega }}^2(1y_0^2)^2\left[g_{TF}(y)+{\displaystyle \frac{h(y)}{1y^2}}+h(y)^2j_{TF}(y)\right]+`$ (27)
$`{\displaystyle \frac{1}{14}}[2+5y^2+(1\overline{\mathrm{\Omega }}^2)(1y^2)]+{\displaystyle \frac{15}{7}}{\displaystyle \frac{Na}{d_{}}}{\displaystyle \frac{1}{R^4R_z}}{\displaystyle \frac{1}{(1y^2)^{3/2}}},`$
The extra factor of $`R_z^1`$ in the interaction term will be seen to eliminate the dependence of the number of atoms (assuming only that the condensate remains in the TF limit). In addition, the remaining functions have the altered forms

$`g_{TF}(y)`$ $`=`$ $`{\displaystyle \frac{2+5y^2}{14(1y^2)^2}},`$ (28)
$`j_{TF}(y)`$ $`=`$ $`{\displaystyle \frac{5}{6}}{\displaystyle \frac{(1y^2)^{1/2}(4+y^2)3\mathrm{ln}y+3\mathrm{ln}[1+(1y^2)^{1/2}]}{(1y^2)^{5/2}}}.`$ (29)
## V Discussion of resulting motion

Variation of the effective Lagrangian $``$ with respect to $`\alpha `$ yields the dynamical equation

$$\dot{y}\frac{df(y)}{dy}=2f(y)\alpha ,$$
(30)
which expresses $`\alpha `$ in terms of $`y`$ and $`\dot{y}`$. Similarly, variation with respect to $`y`$ yields a more complicated equation

$$\frac{}{y}=\left(\dot{\alpha }+\alpha ^2\right)\frac{df(y)}{dy}+\frac{d(y)}{dy}=0$$
(31)
that expresses $`\dot{\alpha }`$ and $`\alpha `$ in terms of $`y`$.

Unfortunately, it is not easy to interpret this pair of coupled dynamical equations, and it is preferable to assume small oscillations about the initial conditions $`y(0)=y_0`$ and $`\dot{y}(0)=0`$ (namely the hole in the rapidly rotating condensate starts from rest). Consequently, $`\alpha `$ itself is a small quantity, as is $`\delta =y_0y`$, which is positive when the hole contracts from its initial scaled radius $`y_0`$. In this way, Eq. (30) becomes

$$\dot{\delta }=\frac{2f(y_0)}{f^{}(y_0)}\alpha ,$$
(32)
where the prime denotes a derivative with respect to $`y`$. Similarly, Eq. (31) has the linearized form

$$\dot{\alpha }=\frac{^{}(y_0)+\delta ^{\prime \prime }(y_0)}{f^{}(y_0)}$$
(33)
A combination of these two linearized equations yields a simple dynamical equation

$$\ddot{\delta }+\omega ^2\delta =\omega ^2A,$$
(34)
where

$$\omega ^2=\frac{2^{\prime \prime }(y_0)f(y_0)}{\left[f^{}(y_0)\right]^2},$$
(35)
and

$$A=\frac{^{}(y_0)}{^{\prime \prime }(y_0)}.$$
(36)
They depend on the initial radius $`y_0=r_0/R`$ and on the small parameters $`Na/d_zR^4`$ in the two-dimensional case and $`Na/d_{}R_zR^4`$ for the three-dimensional TF case (these latter contributions come from the interaction energy, which is small because the expanded outer radius reduces the particle density far below its value for a nonrotating condensate).

Equation (34) has the solution

$$\delta (t)=A(1\mathrm{cos}\omega t).$$
(37)
It represents an inward oscillation of the core radius with angular frequency $`\omega `$ (measured in units of $`\omega _{}`$) and amplitude $`A`$ (like $`y`$, $`A`$ is measured in units of $`R=R_{}/d_{}`$). As a result, conservation of angular momentum and the parabolic trap potential dominate the dynamical motion because the interaction term makes only a small contribution; this is the effect of the Coriolis force mentioned in Enge03 . In all cases, the amplitude $`A`$ is relatively small, partially justifying the expansion through quadratic contributions to $``$. Note, however, that the minimum core size is $`r_02AR`$, which corresponds to a significant shrinkage for the smaller rotation rates $`\overline{\mathrm{\Omega }}0.9`$.

Table I contains typical calculated values for some of the experimental parameters used in Enge03 , using the functions for a quasi-two-dimensional condensate. Since the present theory is rather crude, however, the general three-dimensional TF radii have been used even for the rotating quasi-two-dimensional condensate. The choice $`N=2.2\times 10^6`$ corresponds to Fig. 4 of Ref. Enge03 , which shows a rotating condensate with $`\overline{\mathrm{\Omega }}=0.9`$; the core executes weakly damped oscillations with dimensionless frequency $`\omega /\omega _{}=3.5`$. This frequency is higher than the value $`\omega /\omega _{}=2.32`$ found here for a core radius $`1/3`$ of the condensate radius, but the dependence of the oscillation frequency and amplitude on the rotation frequency $`\overline{\mathrm{\Omega }}`$ both show the observed trend (namely, “decreasing the initial rotation rate of the condensate leads to faster core-oscillation frequencies and increases the amplitude of this oscillation” Enge03 ). The corresponding values for $`N=3.0\times 10^6`$ illustrate the extremely weak dependence on the number of atoms. In fact, if strict two-dimensional TF radii were used, the dependence on $`N`$ would cancel completely, as will be seen to hold for the three-dimensional TF condensate.

Table II is similar to Table I except that it is evaluated for the three-dimensional Thomas-Fermi condensate density. In this case, it is not difficult to use the standard TF expressions for the condensate radii Fett01  to verify that the ratio $`(15Na/d_{})(R^4R_z)^1`$ in fact reduces to the value $`1\overline{\mathrm{\Omega }}`$, so that the $`N`$ dependence indeed drops out. In all the cases considered, the three-dimensional TF condensate yields somewhat lower oscillation frequencies and smaller amplitude for the motion.

To provide a more detailed comparison between the theoretical predictions and experimental values, Table III contains 5 sets of measured frequencies Enge03a  along with the corresponding predictions of both models. For the quasi-two-dimensional condensate, the ratio of predicted value $`\omega _{\mathrm{th}}`$ to measured value $`\omega _{\mathrm{obs}}`$ varies between 0.61 and 0.79, whereas for the three-dimensional TF condensate, the same ratio varies between 0.49 and 0.76. In both cases, the agreement improves considerably at the fastest rotations. This trend may reflect the present use of a spatially averaged velocity for that induced by the vortices and the macroscopic circulation, ignoring the discrete character of the vortices; such an approximation should work best at large $`\overline{\mathrm{\Omega }}`$.

One possible explanation for the discrepancy between the experimental values and the results of the present variational Lagrangian formalism is that the actual dynamical condensate does not conserve the number of vortices; in this case, angular momentum would not strictly be conserved. At present, it is not clear how to incorporate such additional dynamical variables into the analysis. In any case, it is notable that the numerical simulation of Simula et al. Simu03  also seems to predict an oscillation frequency that is too small by a comparable amount. Conceivably, the quite dramatic perturbation caused by the intense laser beam in burning a relatively large hole may well produce significant depletion, so that a theory based solely on the time-dependent GP equation would need to be modified to include noncondensate contributions.

###### Acknowledgements.

I thank P. Engels for providing me with the data sets used in Table III, and both P. Engels and V. Schweikhard for valuable discussions and comments. I am grateful for the hospitality of the Aspen Center for Physics, where part of this work originated.


text:
# COSMOLOGICAL PARAMETERS FROM COSMIC SHEAR

## 1 Introduction

For a thorough introduction to cosmic shear, see the review of Réfrégier  in this volume.

Since its first detection in 2000, cosmic shear has proven to be a valuable tool for cosmology. Constraints on cosmological parameters, in particular the (dark+luminous) matter density $`\mathrm{\Omega }_\mathrm{m}`$ and the power spectrum normalization $`\sigma _8`$ has been obtained from cosmic shear surveys with observed areas of up to several dozen square degrees (see Table 1).

A cosmic shear survey has to cover a large area containing hundreds of thousands of galaxies, whose shapes can be determined. Because telescope time is limited, one has to carefully choose the locations of the pointings, in other words, the geometry of the survey: On the one hand, many independent lines-of-sight are preferable, lowering the sampling or “cosmic variance”. On the other hand, it is important to measure the shear on a large range of angular scales. Even with modern wide-field imaging cameras, separations of more than $``$ 1 degree cannot be accessed by individual fields-of-view — one has to observe some fields near to each other and measure galaxy shape correlations across fields. Thus, a tradeoff between “clustering” and wide separation of pointings has to be found. In this contribution, we present a method to compare different survey configurations with respect to their ability to constrain cosmological parameters. For a more detailed description, see .

The survey geometries considered here consist of $`n`$ images which are placed into $`P`$ patches of radius $`R`$, each patch containing $`N`$ pointings (thus $`n=PN`$). The individual patches are assumed to be uncorrelated i.e. widely separated and randomly placed on the sky. The largest scale on which cosmic shear can be probed in these cases is $`2R`$. In addition to these patch geometries, a survey is considered where all $`n`$ individual fields are uncorrelated. For a given $`n`$, this survey has the smallest possible cosmic variance, but the largest scale to probe cosmic shear is only $`\sqrt{2}`$ times the image size.

We use a total image number of $`n=300`$. The individual images are $`13^{}\times 13^{}`$-fields (which is roughly the field-of-view of VIMOS). This corresponds to a survey area of about 14 square degrees. The number of galaxies, for which a shape measurement is feasible, is set to 30 per square arc minute, corresponding to a limiting $`R`$-band magnitude of about 25.5.

## 2 Cosmological model

For the power spectrum of the matter fluctuations, we assume an initial power law $`P_\mathrm{i}k^{n_\mathrm{s}}`$, the transfer function for Cold Dark Matter from  and the fitting formula for the non-linear evolution of . The redshift distribution of the source galaxies is set to

$$p(z)\mathrm{d}z=\frac{\beta }{z_0\mathrm{\Gamma }\left(3/\beta \right)}\left(\frac{z}{z_0}\right)^2\mathrm{e}^{\left(z/z_0\right)^\beta }\mathrm{d}z,$$
(1)
where $`\mathrm{\Gamma }`$ denotes the Eulerian gamma function. Our reference cosmology is a flat $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`n_\mathrm{s}=1`$, the shape parameter $`\mathrm{\Gamma }=0.21`$ and the normalization $`\sigma _8=1`$. The parameters of the redshift distribution are $`z_0=1`$ and $`\beta =1.5`$, which corresponds to a mean source redshift of $`1.5`$.

## 3 Covariance of two-point statistics of cosmic shear

We use three different second order statistics of cosmic shear for our analysis, the two two-point correlation functions $`\xi _\pm `$ and the aperture mass $`M_{\mathrm{ap}}^2`$.

The covariance matrices of the two-point correlation functions are defined as follows:

$$\mathrm{Cov}_{\pm \pm }\mathrm{Cov}(\widehat{\xi }_\pm ,\theta _i;\widehat{\xi }_\pm ,\theta _j)=\left(\widehat{\xi }_\pm (\theta _i)\xi _\pm (\theta _i)\right)\left(\widehat{\xi }_\pm (\theta _j)\xi _\pm (\theta _j)\right),$$
(2)
where $`\widehat{\xi }_\pm `$ are unbiased estimators of $`\xi _\pm `$. The covariance of the aperture mass is defined in complete analogy.

The covariance matrices of the correlation functions consist of three different terms: a shot noise term ($`D`$) which appears only on the diagonal and depends solely on the intrinsic ellipticity dispersion, a term which depends on cosmic variance only ($`V`$) and a mixed term ($`M`$). In Fig. 1, the diagonal elements of the covariance matrices are plotted, split up into the individual terms. For $`\text{Cov}_{++}`$, the cosmic variance $`V`$ dominates on scales larger than about one arc minute, whereas $`\text{Cov}_{}`$ is dominated by $`D`$. As shown in the upper row of Fig. 1, there is about a factor of two in $`V_{++}`$ between the two extreme geometries regarding cosmic variance. The lower row of panels of Fig. 1 compares patch geometries with the same radius, but with a low ($`N=10`$) and a high ($`N=60`$) image density in the patches. In the first case, there is a sharp transition at the image boundary scale, which is not present for the denser patches.

## 4 Analysis

### 4.1 Maximum likelihood

Using the covariance matrices, we construct a figure-of-merit

$$\chi ^2(p)\underset{ij}{}\left(\xi _i(p)\xi _i^\mathrm{t}\right)\text{Cov}_{ij}^1\left(\xi _j(p)\xi _j^\mathrm{t}\right),\xi _i\xi (\theta _i),$$
(3)
where the superscript t denotes the fiducial model (see Sect. 2) and $`p`$ is a set of cosmological parameters which is tested against this model. This figure-of-merit can be calculated using the two correlation functions $`\xi _+`$ and $`\xi _{}`$ separately, or the combination of both; the resulting functions are called $`\chi _+^2`$, $`\chi _{}^2`$ and $`\chi _{\mathrm{tot}}^2`$, respectively.

We calculated (3) for a number of different survey geometries. The most interesting constraints on cosmological parameters from cosmic shear are those on $`\mathrm{\Omega }_\mathrm{m}`$ and $`\sigma _8`$. We kept all other parameters fixed and reparametrized $`\sigma _8`$ to $`\mathrm{\Sigma }_8\sigma _8/[0.41+0.59\left(\mathrm{\Omega }_\mathrm{m}/0.3\right)^{0.68}]`$ in order to compensate for the high elongation of the $`\mathrm{\Omega }_\mathrm{m}`$-$`\sigma _8`$\- likelihood contours.

In Fig. 2, the $`\mathrm{\Omega }_\mathrm{m}`$-$`\mathrm{\Sigma }_8`$-likelihood contours of (3) are plotted, for two extreme geometrical configurations regarding cosmic variance: the uncorrelated images and the $`(N=60,R=80^{})`$-patch geometry. Clearly, the $`\chi _{}^2`$-contours are more extended in the case of the uncorrelated images than for the patch geometry. This is because $`\xi _{}`$ contains much information on large scales which is absent in the case of the uncorrelated images. In contrast, the $`\chi _+^2`$-contours are tighter in this case than for the patch geometry.

Furthermore, in both cases, the difference between $`\chi _+^2`$ and $`\chi _{\mathrm{tot}}^2`$ are small. Thus, most of the information concerning these two cosmological parameters is contained in $`\xi _+`$; the additional information coming from $`\xi _{}`$ is relatively small.

### 4.2 Fisher information matrix

The Fisher information matrix $`F`$ is defined as the expectation value of the second derivative of the likelihood function. From the Cramér-Rao inequality, we get a minimum variance bound (MVB) $`\sigma (p_i)=\sqrt{(F^1)_{ii}}`$ for any unbiased estimator of a parameter $`p_i`$.

In Fig. 3, we compare the MVB from the Fisher matrix with the 1-$`\sigma `$-contours of the likelihood, using $`\xi _+`$ in both cases. As expected, the likelihood contours are larger than the 1-$`\sigma `$-ellipse from the Fisher matrix. The orientation of the Fisher ellipse coincides with the likelihood shapes, i.e. the direction of the minimal and maximal degeneracy of parameters is recovered. The larger the degeneracy between two parameters, the larger is the deviation between the local approximation by the Fisher matrix and the likelihood function.

Next, we assume that the parameters $`\mathrm{\Omega }_\mathrm{m},\sigma _8,\mathrm{\Gamma }`$ and $`n_\mathrm{s}`$ are to be determined simultaneously from the survey and calculate the MVB for these parameters, using different survey geometries. We now perform the analyses using the $`M_{\mathrm{ap}}`$-statistics which is thought to be the most useful statistics for cosmic shear because of its ability to separate E- from B-modes.

The MVB for these parameters for a variety of survey geometries is plotted in Fig. 4. The smallest values for the MBVs are obtained for a configuration with $`N=30`$ and $`R=60^{}70^{}`$. Note the similarity of the curves for $`\mathrm{\Omega }_\mathrm{m}`$ and $`\sigma _8`$ which both determine more or less the amplitude of the power spectrum, and those for $`\mathrm{\Gamma }`$ and $`n_\mathrm{s}`$ which are responsible for the shape.

## 5 Conclusions

The best constraints on cosmological parametes are obtained for a survey with $`N=30`$ images distributed in patches on the sky. The dependence on the patch radius is quite small. The MVBs of some combinations of cosmological parameters to be determined from a cosmic shear survey with $`N=30`$ and $`R=60^{}`$ are given in Table 2. The cosmological constant is only poorly constrained. For $`\mathrm{\Omega }_\mathrm{m},\sigma _8,\mathrm{\Gamma }`$ and $`n_\mathrm{s}`$, the optimal survey consists of small patches of about $`R=60`$ arc minutes of radius, with $`N=30`$ images randomly distributed in each patch. The difference of the MVB makes up to 25 percent for different survey geometries, thus a 25 percent improvement on the determination on cosmological parameters can be obtained solely by choosing the appropriate survey geometry.

Acknowledgements.  We thank Peter Schneider for useful discussions and helpful comments on the manuscript.