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# Influence of a 𝑍⁺(1540) resonance on 𝐾⁺𝑁 scattering

## Abstract

The impact of a ($`I=0`$, $`J^P=\frac{1}{2}^+`$) $`Z^+`$(1540) resonance with a width of 5 MeV or more on the $`K^+N`$ (I=0) elastic cross section and on the $`P_{01}`$ phase shift is examined within the $`KN`$ meson-exchange model of the Jülich group. It is shown that the rather strong enhancement of the cross section caused by the presence of a $`Z^+`$ with the above properties is not compatible with the existing empirical information on $`KN`$ scattering. Only a much narrower $`Z^+`$ state could be reconciled with the existing data – or, alternatively, the $`Z^+`$ state must lie at an energy much closer to the $`KN`$ threshold.

PACS NUMBERS: 13.75.Jz, 12.39.Pn, 14.20.Jn, 21.30.-x, 12.40.-y

KEYWORDS: Pentaquark, Strangeness, Meson-exchange Models

Recently the LEPS collaboration at Spring-8 presented evidence for the existence of a narrow baryon resonance with strangeness $`S=+1`$ . In the following four other collaborations from different laboratories announced the observation of a similar structure in their experiments . The observed structure was immediately brought into connection with an exotic pentaquark state called $`Z^+`$ whose existence had been proposed since long time in the context of different quark models ***We follow the historical nomenclature adopted in the particle data tables. More recently the resonance is being called $`\mathrm{\Theta }^+`$.. Specifically, the resonance parameters with a peak position around $`1540`$ MeV and a width around $`20`$ MeV, extracted from these experiments, lie convincingly close to a theoretical prediction based on the chiral quark-soliton model of Diakonov et al. , who had proposed the existence of a $`Z^+`$ state with a mass around $`1530`$ MeV and a width of around $`15`$ MeV. Due to its quantum numbers, $`S=+1`$, $`I=0`$, and $`J^P=\frac{1}{2}^+`$, their $`Z^+`$ state can only decay (hadronically) into the $`K^+n`$ or $`K^0p`$ channels.

First cautious words about this interpretation were, however, raised by S. Nussinov  soon after the experimental result  was published. He pointed out that the existence of such a $`Z^+`$ state at around 1540 MeV should also be seen in the available $`K^+d`$ scattering data. Though some “intriguing fluctuations” exist in the total $`K^+d`$ cross section in the energy range which corresponds to $`KN`$ cms energies of 1500-1600 MeV  Nussinov’s conclusion was that the lack of a prominent $`Z^+`$ signature in $`K^+d`$ collisions restricts the width of the $`Z^+`$ to be smaller than 6 MeV. Similar but even more restrictive conclusions were drawn not long afterwards by Arndt and collaborators . These authors reexamined the available $`K^+N`$ scattering data basis with the aim of exploring the possibility of accommodating a $`Z^+`$-like resonance structure in their partial wave analysis. In an earlier analysis of the same data by the VPI group  this resonance has not been explicitly considered. The work of Ref.  confirmed that the existing $`K^+N`$ data excludes $`Z^+`$ widths beyond the few-MeV level. Indeed their results even suggest that a $`Z^+`$ around 1540 MeV should have a width of $`\mathrm{\Gamma }`$ = 1 MeV or even less in order to be compatible with the $`K^+N`$ and $`K^+d`$ data basis.

In the present note we use the Jülich meson-exchange model for the $`KN`$ interaction to investigate the effect of including in the model a $`Z^+`$-like resonance structure on the description of the experimental data. Within a realistic potential model the open parameters are fixed by a simultaneous fit to all $`KN`$ partial waves and therefore the contributions to the $`P_{01}`$ channel (we use the standard spectral notation $`L_{I2J}`$), which provide the background for the $`Z^+`$(1540) resonance, are strongly constrained by the empirical information in the other partial waves and that means also from the other isospin channel. Furthermore, the use of a model allows one to produce a resonance structure from a bare pole interaction by dressing the bare baryon-meson vertex, with a width generated from self-energy loops, i.e. the non-pole and the pole part of the reaction amplitude can be treated consistently.

A detailed description of the Jülich $`KN`$ model can be found in Refs. . The model was constructed along the lines of the (full) Bonn $`NN`$ model  and its extension to the hyperon-nucleon ($`YN`$) system . Specifically, this means that one has used the same scheme (time-ordered perturbation theory), the same type of processes, and vertex parameters (coupling constants, cut-off masses of the vertex form-factors) fixed already by the study of these other reactions.

The diagrams considered for the $`KN`$ interaction are shown in Fig. 1. Obviously the Jülich model contains not only single-meson (and baryon) exchanges (Fig. 1a), but also higher-order box diagrams involving $`NK^{}`$, $`\mathrm{\Delta }K`$ and $`\mathrm{\Delta }K^{}`$ intermediate states (Fig. 1b). Based on these diagrams a $`KN`$ potential $`V`$ is derived, and the corresponding reaction amplitude $`T`$ is then obtained by solving a Lippmann-Schwinger type equation defined by time-ordered perturbation theory:

$$T=V+VG_0T.$$
(1)
From the reaction amplitude $`T`$ phase shifts and observables (cross sections, polarizations) can be obtained in the usual way.

In the present investigation we use the $`KN`$ model I described in Ref. . (Note that we have performed also exploratory calculations with the other models in Refs.  and we obtained essentially the same results.) Results for phase shifts and also for cross sections and polarizations can be found, e.g., in Ref. . Evidently this model yields a good overall reproduction of all presently available empirical information on $`KN`$ scattering. Specifically, it describes the data up to beam momenta of $`p_{lab}`$ 1 GeV/c, i.e. well beyond the region of the observed $`Z^+`$(1540) resonance structure which corresponds to the momentum $`p_{lab}`$ = 0.44 GeV/c. Thus, this model provides a solid basis for studying the influence of the $`Z^+`$(1540) resonance on the $`KN`$ observables. As already emphasized above the parameters of the model are fixed by a simultaneous fit to all $`KN`$ partial waves and therefore the contributions to the $`P_{01}`$ channel, where the $`Z^+`$ pentaquark state is supposed to occur , are constrained by the empirical information in the other partial waves.

The $`Z^+`$(1540) resonance is included in the model by adding a pole diagram, as depicted in Fig. 1c, with a bare mass $`M_{Z^+}^{(0)}`$ and a bare coupling constant $`g_{KNZ^+}^{(0)}`$ to the other diagrams that contribute to $`V`$. When this interaction is then iterated in the Lippmann-Schwinger equation (1) the $`KNZ^+`$ vertex gets dressed by the non-pole part of the interaction and the $`Z^+`$ acquires a width and also its physical mass via self-energy loops. For the present investigation we prepared two different models, one with a width of 20 MeV, as found in the experiment , and one with a width of just 5 MeV, that was given in Ref.  as the most favorable width of the chiral quark-solition model, and which corresponds roughly to the upper limit given in the paper by Nussinov . The width of the $`Z^+`$ and also the resonance mass are calculated from a speed plot, but we must say that for such a narrow structure the resonance position basically coincides with the energy where the phase passes through 90 degrees. Note that the bare mass and bare coupling constant are free parameters that are used to adjust the desired physical mass and width of the $`Z^+`$. The cutoff mass occurring in the vertex form factor, cf. Eq. (2.23) of Ref. , was fixed to 2 GeV.

The elastic cross sections (for the isospin channels $`I=0,1`$) predicted by the two models with a $`Z^+`$ are shown in Fig. 2 together with the results of the original Jülich model I and the available experimental information . The $`I=1`$ channel is shown here only to demonstrate the quality of the Jülich model. The $`Z^+`$ is, of course, assumed to be a $`I=0`$ resonance and therefore it does not change the results in the $`I=1`$ channel.

The Jülich model provides also a decent description of the data in the $`I=0`$ channel. Its prediction might lie slightly too low at higher energies, however, one has to take into account that the data scatter also somewhat. In any case, it is obvious that the deviation of the Jülich model and also the variations between the different data sets are by no means comparable to the impact of the $`Z^+`$ on the $`KN`$ ($`I=0`$) cross section. It is also clear that the $`Z^+`$ as predicted by  and as supposedly seen in the experiments  lies well within the energy range covered by $`KN`$ data. Indeed there are even data points from two independent experiments .

There is no way to reconcile the present $`KN`$ ($`I=0`$) cross section data with the existence of a $`Z^+`$(1540) with a width of 5 MeV or more. In view of the curves shown in Fig. 2 it is clear why Arndt and collaborators saw such a strong increase of the $`\chi ^2`$ in their partial wave analysis once the $`Z^+`$ (with $`\mathrm{\Gamma }`$ = 5 MeV or more) was included . One of their conclusions was that the $`Z^+`$ could have a width of order 1 MeV or less. We did not consider such a small width within our model. However, it is clear that reducing the width significantly would eventually lead to results that coincide with the ones of the Jülich model – besides an isolated narrow peak somewhere. Since there are no data below $`p_{lab}`$ = 0.336 GeV/c there is indeed also room for the $`Z^+`$ at energies much closer to the $`KN`$ threshold. However, then one would need to find a dynamical explanation why the structure seen in the experiments  appears at a significantly higher $`KN`$ invariant mass there – provided, of course, that it has something to do with the pentaquark state predicted in Ref. .

Results for the $`P_{01}`$ phase shift are shown in Fig. 3. Note that the phases for the models with the $`Z^+`$ resonance pass through 90 degrees around $`p_{lab}`$ = 0.44 GeV/c and then continue to rise beyond 180 degrees. Therefore we show them here modulo $`\pi `$ so that they fit on the same graph and approach the Jülich model and the results of the phase shifts analyses again at higher energies. Also here it is clear that the existence of a $`Z^+`$ with a width of 5 MeV or more would lead to a tremendous change.

In summary, we have demonstrated the impact of a $`Z^+`$(1540) with a width of 5 MeV or more on the $`KN`$ (I=0) elastic cross section and on the $`P_{01}`$ phase shift. Even though the $`KN`$ data in the relevant energy range show sizeable uncertainties it is evident that the rather strong enhancement of the cross section caused by the presence of a $`Z^+`$(1540) would be in clear contradiction to the experiments. Only a much narrower $`Z^+`$(1540) state could be reconciled with the existing empirical information on $`KN`$ scattering  – or the predicted pentaquark state must occur at an energy much closer to the $`KN`$ threshold. In any case it would be desirable to re-measure $`KN`$ scattering around the energy of the suspected $`Z^+`$(1540) resonance using present-days much more advanced accelerators and detector systems.

###### Acknowledgements.

Work partially financed by CNPq and FAPESP.

Fig. 1

Fig. 2

Fig. 3


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# Adaptation and Regulation with Signal Detection Implies Internal Model

## 1 Introduction

Suppose that one knows that a certain system $`\mathrm{\Sigma }`$ regulates against all those external input signals $`u`$ which belong to a predetermined class $`𝒰`$ of time-functions. (Input signals $`u`$ are often thought of as disturbances to be rejected or signals to be tracked, depending on the application.) In biology, one often uses the term adaptation for this property. It means that a certain quantity $`y(t)`$ associated to the system, called its output (also called a regulated variable or an error) has the property that $`y(t)0`$ as $`t\mathrm{}`$ whenever the system is subject to an input signal from the class $`𝒰`$ (Figure 1).

The internal model principle (IMP) states, roughly, that the system $`\mathrm{\Sigma }`$ necessarily must contain a subsystem $`\mathrm{\Sigma }_{\text{im}}`$ which can itself generate all disturbances in the class $`𝒰`$. The terminology arises when thinking of $`\mathrm{\Sigma }_{\text{im}}`$ as a “model” of a system which generates the external signals.

For example, if $`y(t)0`$ as $`t\mathrm{}`$ whenever the system is subject to any external constant signal (i.e., the class $`𝒰`$ consists of all constant functions), then the system $`\mathrm{\Sigma }`$ must contain a subsystem $`\mathrm{\Sigma }_{\text{im}}`$ which generates all constant signals (typically an integrator, since constant signals are generated by the differential equation $`\dot{u}=0`$). Of course, the choice of $`y=0`$ as the “adaptation value” is merely a matter of convention; by means of a change of variables, one may always reduce a given regulation objective “$`y(t)y_0`$” where $`y_0`$ is some predetermined value, to the special case $`y_0=0`$.

In addition, the IMP specifies that, in an appropriate sense, the subsystem $`\mathrm{\Sigma }_{\text{im}}`$ must only have $`y`$ as its external input, receiving no other direct information from other parts of the system nor the input signal $`u`$. One intuitive interpretation is that $`\mathrm{\Sigma }_{\text{im}}`$ generates its “best guess” of the external input $`u`$ based on how far the output $`y`$ is from zero. Pictorially, if we have the situation shown in Figure 1, then there must be a decomposition of the system $`\mathrm{\Sigma }`$ into two parts, as shown in Figure 2,

where the system $`\mathrm{\Sigma }_{\text{im}}`$ (with $`y0`$) is capable of reproducing all the functions in $`𝒰`$.

The internal model principle originates in the biological cybernetics literature. But, as with any “principle” in control theory (like dynamic programming, the maximum principle, etc.) and more generally in mathematics, the IMP is not a theorem but rather a “mold” for many possible theorems, each of which will hold under appropriate technical assumptions, and whose conclusions will depend upon the precise meaning of “class of external signals”, “reproducing all functions”, and so on.

The best known instance of an internal model theorem is due to Francis and Wonham, who in a series of beautiful and deep papers in the mid 1970s proved a theorem for linear systems which showed, in essence, that structurally stable or “robust” adaptation forces the existence of embedded internal models. Partial generalizations of their work to nonlinear systems were later obtained by Wonham and Hepburn, see ,,,-. The Francis/Wonham theory applies to systems $`\mathrm{\Sigma }`$ which are already partitioned into a “plant” plus a “controller”. The robustness assumption amounts to the requirement that the given controller should perform appropriately (in the sense that the regulation objective $`y(t)0`$ is achieved) even when the plant subsystem – but most definitely not the controller subsystem – is arbitrarily perturbed. The conclusion is that the controller is driven by $`y`$ and incorporates a model of the external signals. That some additional condition – such as structural stability – must be imposed is obvious, since the system $`\mathrm{\Sigma }`$ which simply outputs $`y=0`$ for every possible input signal $`u`$ does not contain any subsystem generating the signals $`u`$. We will impose instead a condition which amounts to a signal detection property: the output must reflect sudden changes in the input.

Note that this type of objective is very different from what would be typical in control design: in the latter field, one would ideally not even notice disturbances (for instance a change in the road grade, in an automobile’s cruise-control system, or a bump in the road, in an active suspension system) In contrast, in biological applications, signal detection is often an objective, to be followed by a return to default values. This subtle difference in desired behaviors, while dealing with what are otherwise similar problems, is characteristic of many applications of control-theory ideas in biology.

Recent work in molecular biology, cf. , has suggested that the IMP could help guide experimentalists and modelers: if certain characteristics of a system adapt to signals in a given class (in all the examples so far, constant inputs, such as for instance $`y(t)=`$ the relative “activity” of enzymes controlling motors in E.coli chemotaxis, with respect to $`u(t)=`$ concentration of extracellular ligand, but similar considerations may apply to periodic inputs and circadian clocks as internal models of day/night periods) then the IMP could, in principle, help distinguish among mathematical models which do or do not contain internal models.

With a view toward such biological applications, it is desirable to have available a theorem which (a) applies to nonlinear systems $`\mathrm{\Sigma }`$, at least under reasonable technical assumptions, and (b) does not require the system $`\mathrm{\Sigma }`$ to be split between “plant” and “controller” subsystems, nor (c) requires structural stability (robustness) in the sense of the Francis/Wonham theory (which would imply, in the case of the E.coli motor control network, that the system should perfectly adapt even if there are arbitrary direct connections between the external ligands and the motor signals, a matter which seems difficult to check experimentally), and relies instead upon a signal detection property. We present one very elementary and self-contained such result in this note. It basically just picks from and “repackages” some of the basic concepts and techniques developed by previous researchers for the same problems, in particular: the use of differential geometric techniques and “output-zeroing” sets (, -, ), dynamical systems notions like omega-limit sets (,,), and system decompositions motivated by the Center Manifold Theorem (,,,). Isidori’s excellent textbooks , should be consulted for a far deeper discussion of many of the issues raised here.

Precise mathematical definitions are provided in Section 2. On the other hand, since the linear version of the result is very easy to explain, we sketch that case first. (The discussion assumes some familiarity with frequency domain techniques, and may be skipped without loss of continuity.)

### 1.1 Linear Case

Let us denote by $`S`$ the transfer function of the system $`\mathrm{\Sigma }`$: if $`y`$ is the output produced when $`\mathrm{\Sigma }`$ starts at the zero initial state and is fed input $`u`$, then the relation $`\widehat{y}(s)=S(s)\widehat{u}(s)`$ holds between the Laplace transforms $`\widehat{y}(s)`$, $`\widehat{u}(s)`$ of the output and input. One expresses $`S(s)=\frac{p(s)}{q(s)}`$ as the quotient of two relatively prime polynomials, with the degree of $`p`$ less than the degree of $`q`$. (An equivalent discussion using differential operators instead of Laplace transforms is also possible, see e.g. Section 6.7 in .) The first observation, a well-known fact in systems theory, is that the zeroes of $`p`$ can be viewed, alternatively, as poles of a feedback subsystem. To see this, we assume that $`p`$ is not identically zero, and divide the polynomial $`q`$ by $`p`$, obtaining $`q=ap+b`$, where $`b`$ is some polynomial of degree less than $`p`$. Now, as the algebraic equality $`y=\frac{p}{q}u`$ is equivalent to $`y=\frac{1}{a}(u\frac{b}{p}y)`$, we conclude that the system $`\mathrm{\Sigma }`$ can be decomposed as in Figure 3.

For example, if $`s=0`$ is a zero of $`S`$ (that is, $`0`$ is a root of $`p`$), which amounts to the property that constant signals get differentiated by $`\mathrm{\Sigma }`$ (the “DC gain” of $`\mathrm{\Sigma }`$ is zero), then the factor $`1/s`$ appears in the feedback box $`b/p`$, and can be interpreted as an integrator of the output $`y`$.

We will show that, in general, the subsystem with transfer function $`\frac{b}{p}`$ models all inputs which $`\mathrm{\Sigma }`$ adapts to. Let us suppose that the class $`𝒰`$ of inputs can be described as the set of all possible solutions of a fixed linear differential equation

$$u^{(\mathrm{})}(t)+b_1u^{(\mathrm{}1)}(t)+\mathrm{}+b_\mathrm{}1u^{}(t)+b_{\mathrm{}}u(t)=\mathrm{\hspace{0.33em}0}$$

for some integer $`\mathrm{}`$, and which has no stable modes. (Stable modes, giving components of $`u`$ which converge to zero, are less interesting, since they do not represent persistent disturbances.) We view these signals $`u`$ as the outputs of an “exosystem” $`\mathrm{\Gamma }`$ which is obtained by rewriting the differential equation as a system of $`\mathrm{}`$ first order equations. Figure 4 shows a cascade consisting of the original system $`\mathrm{\Sigma }`$ and the exosystem $`\mathrm{\Gamma }`$ which generates the inputs in $`𝒰`$.

(If, for example, $`𝒰=`$ constant inputs, then one would let $`\mathrm{\Gamma }`$ be the system with equation $`\dot{w}=0`$ and output $`u=w`$, and for each initial condition $`w(0)=u^0`$, one obtains a different constant output $`u(t)u^0`$.) The regulation objective is now simply that $`y(t)0`$ for all possible initial conditions of the composite system, i.e. for all initial conditions of the original system $`\mathrm{\Sigma }`$ and all initial conditions of the exosystem $`\mathrm{\Gamma }`$, the latter corresponding to all possible inputs in $`𝒰`$ being fed to $`\mathrm{\Sigma }`$.

Next, we reformulate this regulation property by adding an external input $`v()`$ to the exosystem, and requiring now that $`y(t)0`$ for all possible stable inputs ($`v(t)0`$ as $`t\mathrm{}`$) but only when starting from the zero initial state. (Such replacements of initial states by stable forcing inputs – assuming natural controllability/observability conditions – are elementary exercises in linear systems theory, see e.g. the proof of Theorem 33 in .) In other words, we have now the situation illustrated by Figure 5.

We denote by $`G`$ the transfer function of the exosystem $`\mathrm{\Gamma }`$: $`G=\frac{1}{\pi }`$, where

$$\pi (s)=s^{\mathrm{}}+b_1s^\mathrm{}1+\mathrm{}+b_\mathrm{}1s+b_{\mathrm{}}.$$

To see that the subsystem with transfer function $`b/p`$ includes an internal model of $`\mathrm{\Gamma }`$, we argue as follows. The regulation property for the cascade in Figure 5 means that the product rational function $`GS`$ is stable (all poles have negative real parts), while the assumption that $`G`$ had no stable modes means that all the poles of $`G`$ (i.e, the roots of the polynomial $`\pi `$) have nonnegative real parts. Therefore, these poles must be canceled in the product $`GS`$; in other words, $`S`$ must have among its zeroes all the poles of $`G`$, so that we can write $`p=\pi p_0`$ for some polynomial $`p_0`$. Thus $`b/p=b/(\pi p_0)`$. One may now factor $`b=b_1b_2`$ in such a way that the degree of $`b_2`$ is less than the degree of $`\pi `$, so that $`b/p=(b_1/p_0)(b_2/\pi )`$ and now the system with transfer function $`b/p`$ can be written itself in the cascade form in Figure 6.

The subsystem with transfer function $`b_2/\pi `$ generates all the inputs in $`𝒰`$, since one may write a set of differential equations for it which is exactly the same as for the exosystem $`\mathrm{\Gamma }`$, changing only the output mapping (“controller form” realization).

Since the tools of transfer functions are not available for nonlinear systems, a different approach is required in general.

## 2 Definitions and Statement of Result

We consider single-input single-output systems $`S`$, affine in inputs:

$$\dot{x}(t)=f(x(t))+u(t)g(x(t)),y(t)=h(x(t))$$
(1)
(dot indicates derivative with respect to time, and the arguments $`t`$ will be omitted from now on; see  for general definitions and properties of systems with inputs). Here $`x(t)`$, $`u(t)`$, and $`y(t)`$ represent the state, input, and output at time $`t`$, $`f`$ and $`g`$ are smooth vector fields on $`^n`$ ($`n`$ is the dimension of the system), $`h`$ is a scalar smooth function $`^n`$, and $`f(0)=h(0)=0`$. (Several assumptions on $`f`$ and $`g`$ will be made later.) A special case is that of linear systems

$$\dot{x}=Ax+ub,y=cx$$
(2)
where $`A`$ is an $`n\times n`$ matrix, $`b`$ is a column $`n`$-vector, and $`c`$ is a row $`n`$-vector.

Suppose given a class $`𝒰`$ of functions $`[0,\mathrm{})`$ (such as for example the set of all constant functions). We say that $`\mathrm{\Sigma }`$ adapts to inputs in $`𝒰`$ (a more appropriate technical control-theoretic term would be “asymptotically rejects disturbances in $`𝒰`$”) if the following property holds: for each $`u𝒰`$ and each initial state $`x^0^n`$, the solution of (1) with initial condition $`x(0)=x^0`$ exists for all $`t0`$ and is bounded, and the corresponding output $`y(t)=h(x(t))`$ converges to zero as $`t\mathrm{}`$.

We will say that $`S`$ contains an output-driven internal model of $`𝒰`$ if there is a change of coordinates which brings the equations (1) into the following block form:

$$\begin{array}{ccc}\hfill \dot{z}_1& =& f_1(z_1,z_2)+ug_1(z_1,z_2)\hfill \\ \hfill \dot{z}_2& =& f_2(y,z_2)\hfill \\ \hfill y& =& \kappa (z_1)\hfill \end{array}$$
(3)
(the subsystems with variables $`z_1`$ and $`z_2`$ correspond respectively to $`\mathrm{\Sigma }_0`$ and $`\mathrm{\Sigma }_{\text{im}}`$ in Figure 2), and in addition the subsystem with state variables $`z_2`$ is capable of generating all functions in $`𝒰`$, meaning the following property: there is some scalar function $`\phi (z_2)`$ so that, for each possible $`u𝒰`$, there is some solution of

$$\dot{z}_2=f_2(0,z_2)$$
(4)
which satisfies $`\phi (z_2(t))u(t)`$.

The precise meaning of “change of coordinates” is as follows. There must exist an integer $`rn`$, differentiable manifolds $`Z_1`$ and $`Z_2`$ of dimensions $`r`$ and $`nr`$ respectively, a smooth function $`\kappa :Z_1`$, vector fields $`F`$ and $`G`$ on $`Z_1\times Z_2`$ which take the partitioned form

$$F=\left(\begin{array}{c}f_1(z_1,z_2)\\ f_2(\kappa (z_1),z_2)\end{array}\right),G=\left(\begin{array}{c}g_1(z_1,z_2)\\ 0\end{array}\right)$$

and a diffeomorphism $`\mathrm{\Phi }:^nZ_1\times Z_2`$, such that

$$\mathrm{\Phi }_{}(x)f(x)=F(\mathrm{\Phi }(x)),\mathrm{\Phi }_{}(x)g(x)=G(\mathrm{\Phi }(x)),\kappa (\mathrm{\Phi }_1(x))=h(x)$$

for all $`x^n`$, where $`\mathrm{\Phi }_1`$ is the $`Z_1`$-component of $`\mathrm{\Phi }`$ and star indicates Jacobian.

Our result will hold under additional conditions on the vector fields defining the system. The first condition is the fundamental one from an intuitive point of view, namely that the system is able to detect changes in the input signal:

Assumption 1: a uniform relative degree exists.

This means that there exists some positive integer $`r`$ such that

$$L_gL_f^kh0k<r1$$

and

$$L_gL_f^{r1}h(x)0x^n$$

where, as usual, $`L_Xh`$ indicates the directional derivative (“Lie derivative”) of a function $`h`$ along the direction of the vector field $`X`$, that is $`(L_Xh)(x)=h(x)X(x)`$. The integer $`r`$, if it exists, is called the relative degree of $`\mathrm{\Sigma }`$. It is possible to prove (see ) that when $`r`$ exists, necessarily $`rn`$.

For a linear system (2), existence of a relative degree amounts to simply asking that $`cA^ib`$ is nonzero for some $`i`$, or equivalently that the transfer function $`c(sIA)^1b`$ is not identically zero. For general systems (1), the assumption is equivalent to the statement that the output derivatives $`y^{(k)}(t)`$ must be independent of the value of the input at time $`t`$, for all $`k<r`$, but that $`y^{(r)}(t)=b(x(t))+a(x(t))u(t)`$ for some function $`a(x)`$ which is everywhere nonzero (so that the system can be “inverted” to obtain the instantaneous value $`u(t)`$ from instantaneous derivatives). See also  for a discussion of the characterization of $`r`$ in terms of smoothness of outputs when inputs are discontinuous (change detection).

The next two conditions are of a technical nature. They are automatically satisfied for linear systems. For nonlinear systems, we need such conditions in order to guarantee the existence of a change of variables exhibiting the system $`\mathrm{\Sigma }_{\text{im}}`$. (See Remark 3.2 for ways of weakening these assumptions.) We are guided by conditions which appear in Isidori’s book .

Assuming that the degree is $`r`$, we introduce the following vector fields:

$$\stackrel{~}{g}(x)=\frac{1}{L_gL_f^{r1}h(x)}g(x),\stackrel{~}{f}(x)=f(x)\left(L_f^rh(x)\right)\stackrel{~}{g}(x),\tau _i:=\mathrm{ad}_{\stackrel{~}{f}}^{i1}\stackrel{~}{g},i=1,\mathrm{}r,$$

where $`\mathrm{ad}_X`$ is the operator $`\mathrm{ad}_XY=[X,Y]=`$ Lie bracket of the vector fields $`X`$ and $`Y`$. Recall that a vector field $`X`$ is said to be complete if the solution of the initial value problem $`\dot{x}=X(x)`$, $`x(0)=x^0`$ is defined for all $`t`$, for any initial state $`x^0`$, and that two vector fields $`X`$ and $`Y`$ are said to commute if $`[X,Y]=0`$. The assumptions are:

Assumption 2: $`\tau _i`$ is complete, for $`i=1,\mathrm{},r`$.

Assumption 3: the vector fields $`\tau _i`$ commute with each other.

Finally, we must define the allowed classes of inputs $`𝒰`$. As usual in control theory (see also the discussion in Section 1.1), we will assume that inputs are generated by exosystems. That is, there is given a system $`\mathrm{\Gamma }`$:

$$\dot{w}=Q(w),u=\theta (w)$$
(5)
(let us say evolving on some differentiable manifold, $`Q`$ a smooth vector field, and $`\theta `$ a real-valued smooth function, although far less than smoothness is needed) such that the input class $`𝒰`$ consists exactly of those inputs $`u(t)=\theta (w(t))`$, $`t0`$, for all possible solutions of $`\dot{w}=Q(w)`$. For example, if we are interested in constant signals, we pick $`\dot{w}=0`$, $`u=w`$ and if we are interested in sinusoidals with frequency $`\omega `$ then we use $`\dot{x}_1=x_2`$, $`\dot{x}_2=\omega ^2x_1`$, $`u=x_1`$. It is by now standard in nonlinear studies of necessary conditions for regulation to impose conditions on omega limits sets for trajectories of the exosystem, see ,; we will follow the approach in - and assume that the exosystem is Poisson-stable: for every state $`w^0`$, the solution $`w()`$ of $`\dot{w}=Q(w)`$, $`w(0)=w^0`$ is defined for all $`t>0`$ and it satisfies that $`w^0`$ is in the omega-limit set of $`w`$, that is, there is a sequence of times $`t_i\mathrm{}`$ such that the sequence $`w(t_i)`$ converges to $`w^0`$ as $`t\mathrm{}`$. This means that the exosystem is almost-periodic in the sense that trajectories keep returning to neighborhoods of the initial state.

This theorem is proved in Section 3:

###### Theorem 1

If Assumptions 1-3 hold and the system $`\mathrm{\Sigma }`$ adapts to inputs in a class $`𝒰`$ generated by a Poisson-stable exosystem, then $`S`$ contains an output-driven internal model of $`𝒰`$.

### 2.1 An Example

As an example, consider the model for E.coli chemotaxis adaptation to constant inputs given in , Section 2.2. Letting $`x_1=R`$ and $`x_2=RL`$ be the concentrations of unbound and bound receptors respectively, and taking the external ligand concentration $`u=L`$ as input, we have the following equations:

$$\begin{array}{ccc}\hfill \dot{x}_1& =& a_1a_2x_1+a_3x_2a_4x_1u\hfill \\ \hfill \dot{x}_2& =& a_5a_6x_2+a_4x_1u\hfill \end{array}$$
(6)
for suitable positive constants $`a_1,\mathrm{},a_6`$. In terms of vector fields,

$$f=\left(\begin{array}{c}a_1a_2x_1+a_3x_2\\ a_5a_6x_2\end{array}\right),g=\left(\begin{array}{c}a_4x_1\\ a_4x_1\end{array}\right)$$

and, still as in , we take as output $`y`$ the difference between the total concentration of active receptors and a steady state level of this activity. In terms of the notations used here, and up to multiplication by a suitable constant, this amounts to the following choice:

$$h(x)=A_0A=[a_1+a_5][a_2x_1+(a_6a_3)x_2].$$

We note that $`L_gh=Dx_1`$, where $`D=a_2a_4+(a_3a_6)a_4`$. Except in the accidental case when this constant $`D`$ vanishes (in terms of the notations in , $`D=k_1I_Tk_r(\alpha _1\alpha _2)`$, so $`D`$ can only vanish if $`\alpha _1=\alpha _2`$), we have that $`L_gh(x)0`$ for all $`x`$ ($`x_1>0`$, as it represents a concentration), and so it follows that $`\mathrm{\Sigma }`$ has well-defined relative degree $`r=1`$. Moreover, $`\tau _1=\stackrel{~}{g}`$ is a constant vector, so Assumptions 2 and 3 hold as well.

A minor technicality concerns the assumptions that our systems (1) evolve in all of Euclidean state space (not just $`x_i>0`$) and that $`f(0)=h(0)=0`$. However, this is just a matter of picking the right coordinates. Notice that $`f`$ vanishes at $`x^0=(x_1^0,x_2^0)`$, where $`x_1^0=(a_1a_6+a_3a_5)/(a_2a_6)`$ and $`x_2^0=a_5/a_6`$, and $`h`$ vanishes at $`x^0`$ too. In order to fit into the general theory, one simply changes variables, mapping the positive orthant into all of $`^2`$ and $`x^0`$ into the origin by means of $`x_i^{}=\mathrm{ln}x_i\mathrm{ln}x_i^0`$. (Of course, there is no need to actually perform the coordinate change, since conditions expressed in terms of Lie derivatives are covariant.)

Finally, letting $`B:=x_1+x_2`$ (as done in ), one obtains a system of equations in terms of the new variables $`A`$ and $`B`$, for which $`\dot{B}=y`$. This last equation represents an integrator (internal model of a system which produces constant inputs) driven by the output $`y`$. (Of course, there is no point in applying the theorem, since once that the model is given we can find the internal model explicitly.)

## 3 Proof of Theorem 1

Suppose that the system $`\mathrm{\Sigma }`$ adapts to inputs in $`𝒰`$, which are produced by a Poisson stable exosystem $`\mathrm{\Gamma }`$. We consider the interconnected system consisting of the cascade of $`\mathrm{\Gamma }`$ and $`\mathrm{\Sigma }`$, as shown in Figure 4, namely:

$$\begin{array}{ccc}\hfill \dot{w}& =& Q(w)\hfill \\ \hfill \dot{x}& =& f(x)+\theta (w)g(x)\hfill \end{array}$$
(7)
and let $`𝒵`$ denote the set consisting of those states $`x`$ of $`\mathrm{\Sigma }`$ for which $`h(x)=0`$ (the “output-zeroing” subset).

###### Lemma 3.1

For each $`w^0`$ there is some solution $`\sigma =(w(),x())`$ of the composite system (7) such that $`w(0)=w^0`$ and $`x(t)𝒵`$ for all $`t0`$.

Proof. We start by picking an arbitrary solution $`\sigma _0=(w(),x())`$ of the composite system (7) such that $`w(0)=w^0`$, and let $`\mathrm{\Omega }=\mathrm{\Omega }^+[\sigma _0]`$ be the omega-limit set of this trajectory. We claim that, for each point $`(\omega ,\xi )\mathrm{\Omega }`$ (we partition coordinates into those for $`\mathrm{\Gamma }`$ and $`\mathrm{\Sigma }`$) it must be the case that $`\xi 𝒵`$. Indeed, by definition of $`\mathrm{\Omega }`$ there is some sequence of times $`t_i\mathrm{}`$ such that $`x(t_i)\xi `$. Since $`h(x(t_i))0`$ because of the adaptation property and $`h`$ is continuous, it follows that $`h(\xi )=0`$, as claimed. Next, we claim that there is some $`x^0`$ such that $`(w^0,x^0)\mathrm{\Omega }`$. To see this, we first pick a sequence of times $`t_i\mathrm{}`$ such that $`w(t_i)w^0`$ (Poisson stability is used here); as $`\{x(t_i)\}`$ is bounded, we may pick a subsequence $`t_{i_j}`$ of the $`t_i`$ so that $`x(t_{i_j})x^0`$ for some $`x^0`$, and this proves that $`(w^0,x^0)\mathrm{\Omega }`$, as wanted.

Finally, we let $`\sigma `$ be the solution $`\sigma =(w(),x())`$ of the composite system (7) for which $`w(0)=w^0`$ and $`x(0)=x^0`$, where $`x^0`$ is so that $`(w^0,x^0)\mathrm{\Omega }`$. Omega-limit sets are invariant, so $`\sigma (t)\mathrm{\Omega }`$ for all $`t0`$, and we already proved that this last property implies that $`x(t)𝒵`$.

Proposition 9.1.1 in  shows that there is a global diffeomorphism $`\mathrm{\Phi }`$ so that, in the new coordinates, the system $`\mathrm{\Sigma }`$ takes the form shown in Display (3). Moreover, the subsystem described by $`z_1`$ evolves in $`^r`$ and, using coordinates $`z_1=(\zeta _1,\mathrm{},\zeta _r)`$, the equations for $`z_1`$ can be written as follows:

$$\begin{array}{ccc}\hfill \dot{\zeta }_1& =& \zeta _2\hfill \\ & \mathrm{}& \\ \hfill \dot{\zeta }_{r1}& =& \zeta _r\hfill \\ \hfill \dot{\zeta }_r& =& b(z_1,z_2)+a(z_1,z_2)u\hfill \end{array}$$
(8)
where the output is $`y=\kappa (z_1)=\zeta _1`$ and $`a,b`$ are smooth functions with $`a(z)=L_gL_f^{r1}h(\mathrm{\Phi }^1(z))0`$ for all $`z`$. We let

$$\phi (z_2):=\frac{b(0,z_2)}{a(0,z_2)}$$

and show that for each possible $`u𝒰`$ there is some solution of (4) which satisfies $`\phi (z_2(t))u(t)`$.

We pick $`w^0`$ such that $`u(t)=\theta (w(t))`$ and $`w(0)=w^0`$, and view the interconnection (7) of $`\mathrm{\Gamma }`$ and $`\mathrm{\Sigma }`$ in terms of the coordinate change given by $`\mathrm{\Phi }`$ on $`\mathrm{\Sigma }`$:

$`\dot{w}`$ $`=`$ $`Q(w)`$
$`\dot{z}_1`$ $`=`$ $`f_1(z_1,z_2)+\theta (w)g_1(z_1,z_2)`$
$`\dot{z}_2`$ $`=`$ $`f_2(y,z_2).`$
Lemma 3.1 gives us the existence of a solution $`\sigma =(w(),z_1(),z_2())`$ such that $`\theta (w(t))=u(t)`$ and $`\zeta _1(t)0`$. Because of the form (8) of the $`z_1`$-subsystem, this implies that $`z_1(t)0`$ and that $`\dot{\zeta }_r(t)0`$. Thus, along the solution $`\sigma `$ one has $`b(0,z_2(t))+a(0,z_2(t))u(t)0`$, and this is precisely what we wished to prove.

###### Remark 3.2

Assumptions 2 and 3 are automatically satisfied for linear systems, since the vector fields $`\tau _i`$ are all constant, so that they are indeed complete and pairwise commutative. For general nonlinear systems, these assumptions, especially 3, are quite strong. Weaker conditions may be given, if one is merely interested in a local result, or if one is willing to accept a subsystem $`\mathrm{\Sigma }_{\text{im}}`$ which is driven by not just $`y`$ but also several derivatives of $`y`$. Indeed, assuming merely a well-defined relative degree around a given point $`x^0`$, we obtain a decomposition as in (3) (see Section 4.3 in ) except that the change of coordinates is now only valid in a neighborhood of $`x^0`$, and $`f_2`$ now depends on $`(z_1,z_2)`$ (as opposed to $`(y,z_2)`$. Note that, from the form (8), $`z_1`$ is the vector consisting of the derivatives $`y,y^{},\mathrm{}y^{(r)}`$. If condition 2 holds, but 3 does not, then a global decomposition is possible, but $`f_2`$ still depends on derivatives of $`y`$ (cf. , Proposition 9.1.1). $`\mathrm{}`$

#### A Remark on Subsystems

We expressed our theorem in terms of the existence of solutions which reproduce all inputs. Under additional and stronger hypotheses, one could also obtain an actual embedding of the exosystem in the internal model $`\mathrm{\Sigma }_{\text{im}}`$. A full nonlinear version would involve abstract quotients of systems under suitable equivalence relations, and may follow along the lines of the work in  (based on ). However, the necessary steps are easy to understand and prove in the case of linear systems. We start by showing the following elementary fact from linear systems theory

###### Lemma 3.3

Suppose given an observable linear system $`\dot{w}=Qw`$, $`y=\theta w`$ and another linear system $`\dot{z}_2=Fz_2+Gy`$, $`u=\phi z`$, and assume that for each $`w^0`$ there is some $`z^0`$ such that $`\phi e^{tF}z^0=\theta e^{tQ}w^0`$ for all $`t0`$. Then, the matrix $`F`$ is similar to a matrix with this block structure:

$$\left(\begin{array}{ccc}Q& 0& 0\\ D& E& 0\\ F& G& H\end{array}\right).$$
(9)
Proof. We first assume that the pair $`(F,\phi )`$ is observable, and claim that for each $`w^0`$ there is a unique $`z^0`$ such that $`\phi e^{tF}z^0\theta e^{tQ}w^0`$. This is because $`\phi e^{tF}z^0\phi e^{tF}z^1`$ implies $`z^0=z^1`$ (observability). So we can define a map $`T:w^0z^0`$. This map is one-to-one, by observability of the pair $`(Q,\theta )`$. It is also linear, since $`\theta e^{tQ}(\alpha w^0+w^1)=\alpha \theta e^{tQ}w^0+\theta e^{tQ}w^1=\alpha \phi e^{tF}Tw^0+\phi e^{tF}Tw^1=\phi e^{tF}(\alpha Tw^0+Tw^1)`$ means that $`\alpha w^0+w^1\alpha Tw^0+Tw^1`$. It also satisfies $`FT=TQ`$, since taking derivatives in $`\phi e^{tF}Tw^0\theta e^{tQ}w^0`$ gives $`\phi e^{tF}FTw^0\theta e^{tQ}Qw^0`$ which means that $`Qw^0FTw^0`$. Thus, on some invariant subspace (the range of $`T`$), $`F`$ can be written as $`Q`$, which means that we can write $`F`$ up to similarity in the form $`\left(\begin{array}{cc}Q& \\ 0& \end{array}\right)`$. Since $`F`$ is similar to its transpose, and $`Q`$ is similar to its transpose, $`F`$ is also similar to a matrix in the form $`\left(\begin{array}{cc}Q& 0\\ & \end{array}\right)`$. An observability decomposition (, Chapter 6) then reduces to the observable case.

Without loss of generality, one may assume that linear exosystems are observable (there always exists an observable equivalent). We now apply Lemma 3.3 to the exosystem and the internal model $`\mathrm{\Sigma }_{\text{im}}`$, assumed linear. There results a change of variables for $`\mathrm{\Sigma }_{\text{im}}`$ so that, in the new variables, a subset $`\zeta `$ of the variables $`z_2`$ of $`\mathrm{\Sigma }_{\text{im}}`$, corresponding to the first block in (9), evolves according to an equation of the form $`\dot{\zeta }=Q\zeta +by`$, for a suitable vector $`b`$. This provides the desired embedding of the exosystem in the internal model.


text:
# Mass and redshift dependence of dark halo structure

## 1 Introduction

High-resolution $`N`$-body simulations have shown that the density profiles of cold dark matter (CDM) halos can be described reasonably well by a universal form,

$$\rho (r)=\frac{4\rho _s}{(r/r_s)\left(1+r/r_s\right)^2},$$
(1)
where $`r_s`$ is a characteristic “inner” radius, and $`\rho _s`$ is the density at $`r_s`$ (Navarro, Frenk and White 1996, 1997; NFW hereafter), although there is still debate about the exact value of the inner slope (e.g. Fukushige & Makino 1997, 2003; Moore et al. 1998; Jing & Suto 2000). For a halo of radius $`R`$, this profile is characterized by the concentration parameter $`c=R/r_s`$, which is found to be dependent on halo mass (smaller halos have, on average, higher concentrations). NFW developed a simple model to account for this mass dependence. The NFW model for the mass dependence of $`c`$ was later found to be inconsistent with results obtained from a simulation of the concordance low-density CDM model (LCDM) at high redshift (Bullock et al., B01 hereafter). B01 found that $`c`$ is proportional to the cosmic scale factor $`a`$ for a given halo mass. Based on this, B01 and Eke et al. (2001; E01 hereafter) proposed new empirical prescriptions to predict $`c`$ as a function of redshift and halo mass.

It must be noticed, however, that all these prescriptions only give the mean concentration of all halos of a given mass at a given redshift. Since the density profiles are found to vary significantly from one halo to another even for a given halo mass (Jing 2000; B01), it is important to have a recipe to predict $`c`$ for individual halos. Jing has examined the density profiles for halos in different dynamical states, and found that the halo density profiles are closely related to the halo formation history. The connection between halo concentration and halo formation history was explored further by Wechsler et al. (2002; W02). Assuming that $`c=4.1`$ at their defined “formation redshift” and $`ca`$, W02 found that their model prediction for $`c`$ is in good agreement with their simulation results for the LCDM model.

In a recent paper, Zhao et al. (2003; hereafter ZMJB) found that, for a given halo, there is a tight correlation between the inner scale radius $`r_s`$ and the mass within it, $`M_s`$, for all its main progenitors, and that this correlation can be used to predict the concentration of a dark halo at any time without making any ad hoc assumption about the form of the mass accretion history. The ZMJB model predicts that the evolution of $`c`$ of individual halos are not just a function of $`a`$ (such as $`ca`$ as W02 assumed), but tightly connected to their mass growth rate: the faster the mass grow, the slower the $`c`$ increase.

In this Letter we use a combination of high-resolution simulations of different boxsizes to directly explore the halo structures for a wide range of halo mass in a wide range of redshifts. This allows us to study in detail how halo concentration depends on halo mass at various redshifts, and to test the accuracy of the various empirical models mentioned above. We will show that at high redshift the simulated mass dependence of $`c`$ is much different from some previous results, and is quantitatively in good agreement with ZMJB prediction.

## 2 Simulation results

The cosmological simulations used in this paper are generated with a parallel-vectorized Particle-Particle/Particle-Mesh code (see Jing & Suto 2002). The concordance CDM model with the density parameter $`\mathrm{\Omega }_0=0.3`$ and the cosmological constant $`\lambda _0=0.7`$ is considered. The linear power spectrum has the shape parameter $`\mathrm{\Gamma }=\mathrm{\Omega }_0h=0.20`$ and the amplitude $`\sigma _8=0.9`$, where $`h`$ is the Hubble constant in $`100\mathrm{km}\mathrm{s}^1\text{Mpc}^1`$, and $`\sigma _8`$ is the rms top-hat density fluctuation within a sphere of radius $`8h^1\mathrm{Mpc}`$ at the present time. We use $`256^3`$ particles for the simulation of boxsize $`L=25h^1\mathrm{Mpc}`$, and $`512^3`$ particles for the other two simulations of $`L=100`$ and $`300h^1\mathrm{Mpc}`$ (Table 1). The simulations with $`L=25h^1\mathrm{Mpc}`$ and $`100h^1\mathrm{Mpc}`$ have been evolved by 5000 time steps with a force softening length $`\eta `$ (the diameter of the S2 shaped particles, Hockney & Eastwood 1981) equal to $`2.5h^1\mathrm{kpc}`$ and $`10h^1\mathrm{kpc}`$, respectively. As a result, there are many halos with more than $`3000`$ particles in these simulations, and these halos are resolved similarly to or better than the individual halo simulations in early studies of the density profiles (e.g. NFW). It has been shown that the resolution at this level is sufficient for determining the concentration parameter (Jing 2000; E01), though it may not be good enough for addressing the issues with regard to the slope of the density profile in the central region of a halo (e.g. Fukushige & Makino 1997, 2003; Moore et al. 1998; Jing & Suto 2000). The simulation of $`L=300h^1\mathrm{Mpc}`$ is a typical cosmological simulation, evolved by 1200 steps and with a force softening length of $`30h^1\mathrm{kpc}`$. The halo sample constructed from these simulations is big, which is essential for accurately determining the mean halo concentration. There is a sufficient overlap in mass between the halos of different simulations, from which the resolution effect can be reliably estimated. The halos are defined according to the spherical virialization criterion (Kitayama & Suto 1996; Bryan & Norman 1998), so the radius $`R`$ of a halo in this paper is the virial radius $`r_{\mathrm{vir}}`$. The halos are identified from simulations using the potential minimum method as described in Jing & Suto (2002), and the particle with the minimum potential in each halo is chosen as the halo center. We use all halos identified this way without applying any further selection criteria.

### 2.1 The mass accretion history

Following ZMJB, we construct the main branch of the merger tree for each halo identified at redshift $`z=0`$, and work out the mass accretion history. In Figure 1, we plot the mass accretion histories for 20 randomly selected halos at each of the following mass scales: $`M_{\mathrm{vir},0}=7\times 10^{10}h^1M_{}`$, $`1.3\times 10^{13}h^1M_{}`$, and $`1.4\times 10^{15}h^1M_{}`$. As in ZMJB, the mass accretion history of each halo is divided into a fast accretion phase and a slow accretion phase, and we denote the transition redshift between the two by $`z_{tp}`$. With the mass $`M_{\mathrm{vir}}(z)`$ in units of $`M_{\mathrm{vir},\mathrm{tp}}=M_{\mathrm{vir}}(z_{\mathrm{tp}})`$ and the physical virial density $`\rho _{\mathrm{vir}}(z)`$ in units of $`\rho _{\mathrm{vir},\mathrm{tp}}=\rho _{\mathrm{vir}}(z_{\mathrm{tp}})`$ 111For the LCDM model, $`\rho _{\mathrm{vir}}(z)`$ is 180 times at high redshift and 101 times at $`z=0`$ of the critical density. Both $`\rho _{\mathrm{vir}}(z)`$ and $`1+z`$ can be used to denote the cosmic time for a given cosmology. We found the relation between $`M_{\mathrm{vir}}`$ and $`\rho _{\mathrm{vir}}(z)`$ is better behaved than the $`M_{\mathrm{vir}}`$ \- $`z`$ relation, especially for low-density universes at $`z0`$., we found that the mass accretion history has a universal form for halos of different mass, and the mean accretion history can be accurately represented by the thick smooth line for the halo masses covered by the simulations (from $`7\times 10^{10}h^1M_{}`$ to $`1.3\times 10^{15}h^1M_{}`$). Mathematically, the average accretion history can be expressed in the form:

$$\frac{M_{\mathrm{vir}}(z)}{M_{\mathrm{vir},\mathrm{tp}}}=\frac{x^{0.3}}{1a+ax^{1.8a}},$$
(2)
where $`x=\rho _{\mathrm{vir},\mathrm{tp}}/\rho _{\mathrm{vir}}(z)`$ and $`a=0.75`$ ($`0.42`$) for the fast (slow) accretion phase. The universal mass history has interesting implications for galaxy formation and halo structure formation. Here because of the limited space, we will only discuss its implications for halo structure in §3.

### 2.2 Halo concentrations

We select halos with more than $`800`$ particles at redshifts $`z=0`$, $`1`$, $`2`$ and $`4`$, and determine the concentration parameter for each of them by fitting the density profile to the NFW form (see ZMJB for the fitting procedure). The halos are grouped in mass bins of $`\mathrm{\Delta }\mathrm{log}_{10}M_{\mathrm{vir}}=0.2`$, and the median concentration is calculated for each mass bin. The median concentrations determined this way are presented in Figure 2 for masses larger than $`6.4\times 10^{10}h^1M_{}`$, together with their errorbars (standard deviation among different halos in the bin divided by the square root of the halo number). Note that there is always quite a large overlap in halo mass between simulations of different boxsizes, and that the median concentrations from different simulations are in good agreement in the overlapping mass range. This agreement suggests that our results are not significantly affected by the finite numerical resolution, because for a given halo mass both the mass and force resolutions decrease with the increase of the simulation boxsize.

As one can see, at low redshift, the median concentration decreases rapidly with halo mass, from $`c20`$ for $`M_{\mathrm{vir}}10^{11}h^1M_{}`$ to $`c4`$ for $`M_{\mathrm{vir}}10^{15}h^1M_{}`$. This mass dependence is similar to that found in earlier analyses (e.g. NFW; Jing & Suto 2000; B01 ). The mass dependence is weaker for halos at higher redshifts and becomes insignificant at $`z3`$. This change in behavior is mainly due to the fact that the median concentrations of small halos decrease rapidly with increasing redshift while the concentrations of massive halos change little. Note that the decrease of $`c`$ with $`z`$ is slower at higher $`z`$ and there seems to be a minimum value $`c3`$ for the median concentration of dark halos. This is true even for a few halos at $`z9`$ that are not included here.

## 3 Comparison with empirical models

Based on results from numerical simulations, ZMJB found that the scale radius $`r_s`$ of a halo and its scale mass $`M_s`$ (i.e. the mass within $`r_s`$) are tightly correlated, with a relation well represented by a simple power law:

$$\frac{M_s}{M_{s,0}}=\left(\frac{r_s}{r_{s,0}}\right)^{3\alpha },$$
(3)
where $`M_{s,0}`$ and $`r_{s,0}`$ are the scale mass and scale radius at some chosen epoch. The value of $`\alpha `$ is found to be $`0.52`$ in the slow accretion phase, and $`0.64`$ for the rapid accretion phase. As shown in ZMJB, this $`M_s`$-$`r_s`$ relation can be used to derive $`c`$ from the halo mass accretion history according to

$$\frac{[\mathrm{ln}(1+c)c/(1+c)]c^{3\alpha }}{[\mathrm{ln}(1+c_0)c_0/(1+c_0)]c_0^{3\alpha }}=\left[\frac{\rho _{\mathrm{vir}}(z)}{\rho _{\mathrm{vir},0}}\right]^\alpha \left[\frac{M_{\mathrm{vir}}(z)}{M_{\mathrm{vir},0}}\right]^{1\alpha }.$$
(4)
This relation can be calibrated by fixing $`c_{\mathrm{tp}}`$ at $`z=z_{tp}`$. ZMBJ have calibrated $`c_{\mathrm{tp}}`$ with five high resolution halos, and adopted $`c_{\mathrm{tp}}=4.0`$. With our current large sample, we find $`c_{\mathrm{tp}}=3.5`$ to be more accurate.

With the universal mass accretion history obtained from our simulations, this recipe can be used to predict the median concentration as a function of redshift. The result is shown as the smooth dashed line in Figure 1. As one can see, the halo concentration has a value about $`3.5`$ in the fast accretion phase, and scales roughly as $`c\rho _{\mathrm{vir}}^{1/3}(z)`$ in the slow-accretion phase. This is consistent with our simulation results, that halos with masses between $`10^{13}`$$`10^{14}h^1M_{}`$ have median concentrations independent of $`z`$ at $`z1`$. Most of these massive halos are in the fast accretion phase at these high redshifts. Note that the median concentration obtained from the simulations never drops below 3 even for the most massive halos at the highest redshift probed by our simulations, in agreement with the ZMJB model. The strong increase of $`c`$ with decreasing $`z`$ for low-mass halos at low redshift observed in the simulations is also consistent with the model prediction, because most of those halos are in their slow accretion phases.

We generate samples of mass accretion histories from the simulations, and apply the ZMJB model to predict the concentrations for each of these halos (Figure 2). The model prediction reproduces well the mass and redshift dependence of halo concentrations obtained from the simulations. The distribution of the concentrations for given halo mass and redshift is well described by the log-normal distribution with $`\sigma _{\mathrm{ln}c}0.3`$ (Jing 2000, B01). We also compute mass accretion histories using the PINOCCHIO code of Monaco et al. (2002). This code identifies dark matter halos and their merging histories by applying an ellipsoidal collapse model to an initial cosmic density field. It has been shown to be quite accurate in reproducing many properties of the halo population. All parameters are kept the same as in the simulaitons, and also we apply the ZMJB model to predict the halo concentrations. Again the agreement with our simulation results is satisfactory with an accuracy better than $`10\%`$ (Figure 2). In a forthcoming paper (Zhao et al., in preparation), we will show that the ZMJB prediction is valid for a wide range of cosmological models, including the SCDM model, an OCDM model, and scale-free models.

The increase of the halo concentration with decreasing redshift in the slow accretion phase is qualitatively consistent with the relation $`c(M_{\mathrm{vir}},z)(1+z)^1`$ found by B01, because $`\rho _{\mathrm{vir}}(z)`$ is approximately proportional to $`(1+z)^3`$. It is however important to note that the evolution we obtained is along the main branches of merger trees, while the relation $`c(M_{\mathrm{vir}},z)(1+z)^1`$ obtained by B01 is for the median concentration of a halo population of a given mass $`M_{\mathrm{vir}}`$. There is a marked difference of the prediction of the ZMJB model from that of B01: while ZMJB predicts that $`c`$ does not change in the fast accretion, B01 predicts $`c(1+z)^1`$ for a given mass.

In Figure 2, we compare our results to the predictions of the empirical models given by B01 and E01. The B01 model agrees with our simulation results well at redshift $`z=0`$ for $`M_{\mathrm{vir}}10^{14}h^1M_{}`$. Note that this is approximately the mass range that their simulation can effectively explore; their simulation uses $`256^3`$ particles in a box of $`60h^1\mathrm{Mpc}`$. The B01 model also agrees with the redshift dependence of $`c`$ for low-mass halos, but it fails to match our simulation results at the high mass ends. The model of E01 fits our simulation data better for $`z=1`$ and $`2`$, but worse for $`z=0`$ than the B01 model. Since the Eke et al. model adopted a redshift-dependence of $`c`$ similar to that of B01 model, it also underestimates the concentration for massive halos at high redshift.

It should be pointed out that the models of B01 and E01 both match their own simulations to redshift $`4`$ and $`2`$, respectively, and so there seems to be a discrepancy among the different simulation results. Our results are consistent with the simlation results of E01 over the mass and redshift ranges probed by their simulations. Note that the very low concentrations obtained by E01 are for a warm dark matter spectrum. There is a marked difference between B01’s simulation results and ours for $`z>2`$; as comparison we plot in the low-right panel of Figure 2 their simulation results for $`z=4`$ (green pentagons). As one can see, the discrepancy between B01 and our simulation results becomes significant at $`M_{\mathrm{vir}}5\times 10^{12}h^1M_{}`$ for this redshift. Unfortunately, the origin of this discrepancy is unknown. Our $`100h^1\mathrm{Mpc}`$ box simulation has a mass resolution slightly better than their main ($`60h^1\mathrm{Mpc}`$) simulation, and in terms of halo number, our sample is more than 4 times larger. Since the number density of massive halos is low at high $`z`$, and since halo concentration can differ substantially for halos with the same mass at the same redshift, a large sample might be crucial to get reliable results. We are confident about our results, because our halo sample is large and our simulations with different resolutions and boxsizes agree with each other very well.

As mentioned earlier, the consistency of the results obtained for different simulation boxsizes indicates that our determination of halo concentrations should not be affected significantly by the limited simulation resolution. As shown by Moore et al. (1998) and Diemand et al. (2003), the finite resolution should reduce the halo concentration. Comparing our results for different boxsizes, it appears that the resolution effect can lead to an underestimate of $`c`$ by $`5\%`$ at the lower halo mass end in each simulation. The slight systematic difference between the simulation results and the ZMJB model predictions may be caused by this resolution effect, and correcting for this may give a better agreement between the simulation data and model predictions. We have also examined the validity of the NFW profile for halos that are in the fast accretion phase, and found that most of these halos can be fitted by this profile (Zhao et al. in preparation).

## 4 Discussion and conclusions

We have studied the dependence on mass and redshift of the concentration of cold dark matter (CDM) halos in high resolution simulations, and discovered that at early times the mass dependence of halo concentrations which is pronounced at present, becomes insignificant, and at $`z3`$ halos of mass $`>10^{11}h^1M_{}`$ have in the mean the same density profile with $`c3.5`$. Our results indicate that the median concentration of halos cannot decrease with redshift or/and halo mass to a value less than $`3`$. Massive cluster halos at present have higher concentrations than some previous models predicted.

The good agreement between the results of $`c`$ from different simulations demonstrates that the simulation resolution effect has been well controlled in our analysis.

For the mass accretion histories of halos with masses from $`10^{10}`$ to $`10^{15}h^1M_{}`$, we have found that they are well expressed by the universal function \[Eq(2)\].

All these results can be quantitatively matched by the empirical model of ZMJB. In that model the concentration of a halo is related to its mass accretion history through the scaling relation they found for $`r_s`$ and $`M_s`$. It predicts that all halos in the fast accretion phase have similar concentrations, regardless of their mass or their redshift . The ZMJB model reproduces our results both in the fast and the slow accretion phases. Since directly modelling halo density profiles in numerical simulations is both expensive and time consuming, the ZMJB model provides a practically useful technique for modeling internal structures of individual CDM halos.

While the model of Bullock et al. (B01) agrees with our results for halos in slow accretion, it seriously underestimates the concentration of halos in the fast accretion phase. The models of E01 have the same weakness as B01, since they all adopt a similar assumption that $`c(M_{\mathrm{vir}},a)a`$.

The implications for galaxy formation models, and for the interpretation of observations, such as strong and weak lensing surveys, are interesting. According to our results, massive cluster halos at the present time, galactic halos at $`z3`$, and halos of the first collapsed objects in the universe at $`z15`$ (such as POP III stars) should all have about the same concentration.

We are grateful to S. White and L. Gao for helpful discussions. Numerical simulations presented in this paper were carried out at ADAC (the Astronomical Data Analysis Center) of the National Astronomical Observatory, Japan. The work is supported in part by NKBRSF (G19990754) and by NSFC (No.10125314). We are grateful to the PINOCCHIO team for making their software publicly available, and to James Bullock and Julio Navarro for providing their codes to compute $`c`$.


text:
# ITEP-LAT/2003-20 September, 2003 Geometry of the monopole clusters at different scales Talk presented by P.Yu.B. at Lattice 2003, Tsukuba

## 1 INTRODUCTION

The monopoles of the maximal Abelian projection of SU(2) gluodynamics seem to be adequate dynamical variables for the description of confinement mechanism (for a review and references see, e.g.) and further investigation of their properties is important. The monopoles are observed as trajectories closed on the dual lattice. Moreover, these trajectories form two types of clusters, the percolating cluster and finite ones, for a review and references see, e.g. . In particular, the percolating cluster, spreading over the whole of the lattice is responsible for the confinement.

Although phenomenology of the monopoles is quite rich, there is no understanding of the nature of the monopoles on the fundamental level. Thus, further accumulation of the data on the monopoles and tests of various models seems to be the best strategy available now. Here we report on observation of scaling properties of various geometrical characteristics of the monopole clusters. We perform calculations on various lattices at different values of $`\beta `$, the number of gauge fields configurations is given below in Table 2. Further details can be found in .

In Sect. 2 we discuss the scaling behavior of the various characteristics of the percolating monopole cluster. The geometrical properties of finite clusters are presented in Sect. 3. The density of clusters is discussed in Sect 4. Conclusions are given in Sect. 5.

## 2 PERCOLATING CLUSTER GEOMETRY

### 2.1 Segments and Crossings

The percolating cluster consists of segments (that is, trajectories between crossings) and crossings. The natural parameters to be measured are the average length of the segment, $`l_{\mathrm{segm}}`$ and the average Euclidean distance between the end points of the segments, $`d`$. The data on $`l_{\mathrm{segm}}`$ we obtained demonstrate scaling :

$$l_{\mathrm{segm}}1.60fm.$$
(1)
The value of $`d`$ exhibits stronger variation with the lattice spacing $`a`$ and can be fitted as:

$$d\left(0.3+(a/fm0.11)\right)fm,$$
(2)
for the values of $`a`$ tested, $`0.06fm<a<0.16fm`$.

Scaling of the average segment length implies scaling of the number of the cluster self-crossings per unit physical length of the monopole trajectory, $`N_{cross}/l_{perc}`$. In Fig. 1 the number of crossing points per unit length of the monopole trajectory is shown by filled circles. According to direct measurements : $`N_{cross}/l_{perc}0.3fm^1`$. This number changes if we exclude the closed loops of finite length (in lattice units) connected to the percolating cluster. The number of crossings reduces and is compatible with zero in the continuum limit if we exclude the loops of the length up to 8 (or up to larger length), see Fig. 1.

### 2.2 Angular Correlations

On a hypercubic lattice one can measure three different angular correlations between tangents to the monopole trajectory. Namely, two links connected by $`l`$ cluster links may have the same, the opposite and neither the same nor the opposite (”the other”) directions. We normalize these probabilities to unity for the random walk case. It was reported in  that the probability $`P_{\mathrm{other}}`$ is equal to unity within error bars for $`l`$ larger than several lattice spacings while the probability $`P_{\mathrm{same}}`$ converges exponentially to unity:

$$P_{\mathrm{same}}1=A_se^{\mu _sla}.$$
(3)
By definition the sum of all three probabilities is equal to 3. This means that the difference $`P_{\mathrm{opposit}}1`$ falls off exponentially with the same (up to statistical errors) decay parameter and amplitude:

$$P_{\mathrm{oppos}}1=A_oe^{\mu _ola}.$$
(4)
$$\mu _s\mu _o,A_sA_o.$$
(5)
As it is seen from the Table 1 this is indeed true for $`\mu _s`$ and $`\mu _o`$, which are also independent of $`\beta `$ within the errors, and thus correspond to the continuum limit.

## 3 FINITE CLUSTERS GEOMETRY

A set of finite clusters is characterized by its spectrum, an average number of clusters as the function of their length, $`l`$. First measurements of the spectrum were reported for one value of $`\beta `$ in ref.  and it was found that the spectrum has $`1/l^3`$ form. Our data confirm this behavior for all the values of $`a`$ considered, see Table 2. As for the cluster radius, we observe:

$$r\sqrt{la}.$$
(6)
For interpretation of the data on finite clusters see .

## 4 DENSITY OF CLUSTERS

The standard definition of the densities of the percolating and the finite clusters is:

$`<l_{\mathrm{perc}}>4\rho _{\mathrm{perc}}a^4N_{\mathrm{sites}},`$ (7)
$`<l_{\mathrm{fin}}>4\rho _{\mathrm{fin}}a^4N_{\mathrm{sites}},`$ (8)
where $`<l_{\mathrm{perc}}>`$ and $`<l_{\mathrm{fin}}>`$ is the average length of the corresponding clusters, $`N_{\mathrm{sites}}`$ is the number of the lattice sites.

In Fig. 2 we show the monopole density $`\rho _{\mathrm{perc}}`$ as a function of the lattice spacing $`a`$. Our results are in agreement with those of ref.  but obtained with higher statistics. The dependence on $`a`$ is rather weak and the fit of the data by a constant for $`\beta >2.35`$ gives:

$$\rho _{\mathrm{perc}}=7.70(8)fm^3.$$
(9)
The density of the finite clusters can be perfectly fitted (dashed curve on Fig.2) as

$$\rho _{\mathrm{fin}}=C_1+\frac{C_2}{a},$$
(10)
where $`C_1=6.1(5)fm^3,C_2=1.55(4)fm^2`$. The negative value of the constant $`C_1`$ means that the fit is not valid for large (unphysical) values of the lattice spacing.

## 5 CONCLUSIONS

The observed scaling behavior of geometrical characteristics of the monopole clusters supports a conjecture that the monopoles might correspond to gauge invariant objects. Most remarkable, the scaling behaviour holds for small $`a`$. With implication that the monopole size can be very small, see also . Moreover, the $`1/a`$ divergence of the finite clusters density means that these clusters are associated with two dimensional surfaces embedded into the four dimensional space . This relation between monopoles and surfaces is in a sense very close to the relation between P-vortices and monopoles observed in ref. , see also discussion in the talk presented by S.N. Syritsyn at this conference .


text:
# NuRules and Objective/Observer Measurement

## Introduction

The argument of a previous paper leads to an absurdity when an *objective measurement* is combined in a certain way with an *observer measurement* . This was taken as an indication that objective measurements do not exist in Nature - because they conflict with empirically verifiable observer measurements. It was concluded that the rules of measurement must require the presence of a conscious observer. The author had previously published a set of rules (1-4) that meet this requirement .

I subsequently discovered that rules (1-4) in ref. 2 could be modified in such a way as to overcome the difficulties in ref. 1. The modified rules are called *nuRules (1-4)*. The nuRules are the same as the original rules (in ref. 2), except that the *basis states of reduction* are extended to allow the possibility of a wave collapse in systems in which there are no observers.

NuRule (1) is identical with rule (1) in ref. 2.

nuRule (1): *For any subsystem of n components in an isolated system with a square modulus equal to s, the probability per unit time of a stochastic choice of one of those components at time t is given by $`(\mathrm{\Sigma }_nJ_n)/s`$, where the net probability current $`J_n`$ going into the $`n^{th}`$ component at that time is positive.*

The difference between the old and new rules begins with nuRule (2). This defines the new *basis states* of a reduction (called *ready* states) and provides for their introduction into solutions of the Schrödinger equation.

nuRule (2): *If the Hamiltonian gives rise to new components that are locally incoherent with, and are discontinuous with the old components or with each other, then all states that are included in the new components will be ready states.*

If a state is not a ready state it will be called a *realized* state. A realized brain state is understood to be a *conscious* brain state. We therefore preserve the dual categories ‘conscious’ and ‘ready’ applied to brains in ref. 2, and extend the dualism to all objects in the form of ‘realized’ and ‘ready’.

NuRule (3) is the same as rule (3) in that it provides for a collapse of a wave function, changing a stochastically chosen ready state to a realized state.

nuRule (3): *If a component containing ready states is stochastically chosen, then all of the states in that component will become realized, and all other components will be immediately reduced to zero.*

NuRule (4) is different from Rule (4) in that it applies to *all* ready states, not just to ready brain states.

nuRule (4): *A transition between two components is forbidden if each is an entanglement containing a ready state of the same object.*

It is nuRule (4) that resolves the difficulty found in the previous paper (ref. 1) by allowing state reduction to occur across the board.

## The Interaction

Let a particle and detector interact. The state of the system prior to interaction is given by

$$\mathrm{\Phi }(t)=exp(iHt)\psi _iD_i$$

where $`\psi _i`$ is the initial state of the particle, and $`D_i`$ is the initial state of the detector. After interaction at time $`t_0`$, the particle and detector will become entangled and evolve into two decoherent components

$$\mathrm{\Phi }(tt_0)=\psi (t)D_0+\underset{¯}{D}_1(t)$$
(1)
where the first is the partially scattered particle together with the detector in its ground state, and the second is the detector in its excited or capture state. The second component will be zero at $`t_0`$ and increase with time. This interaction will be called the ‘primary’ interaction.

The underline $`\underset{¯}{D}_1(t)`$ in eq. 1 means that this detector is a “ready” state as required by nuRule (2), as opposed to $`D_0`$ which is a “realized” state in this equation. In my mind, a realized state has a higher reality status than a ready state, although this ontological distinction has no operational significance in this treatment.

Similarly, an underlined brain state $`\underset{¯}{B}`$ is now understood to be a ready brain state, and an un-underlined or realized brain state $`B`$ is a conscious brain state. This reverses the underline convention in ref. 2.

As in ref. 1, the interaction in eq. 1 can persist for an indefinite period of time, depending on the cross section of the interaction and the length of time it takes for the particle to pass over the detector. The system may not collapse at all, corresponding to there being no capture. As before, the possibility of capture and its timing is a function of the probability current flowing into the second component from the first component.

## Application of the NuRules

As in ref. 1, we imagine that the approaching particle has a total probability of capture equal to 60%, and we let an observer look at the detector at a time when there is only a 50% probability of capture. So the observer looks at the primary interaction before it is complete.

Prior to that observation, the primary interaction is given by

$$\mathrm{\Phi }(t_{ob}>tt_0)=[\psi (t)D_0+\underset{¯}{D}_1(t)]X$$
(2)
where $`X`$ is the unknown brain state of the observer before the observer and the detector interact at $`t_{ob}`$. Current flows from the first to the second component inside the square bracket. It is given that 50% of the time there will be a nuRule (1) stochastic choice of the ready state $`\underset{¯}{D}_1(t)`$, and that that will lead to a nuRule (3) state reduction of eq. 2 at the time $`t_{sc(pr)}`$.

$$\mathrm{\Phi }(t_{ob}>tt_{sc(pr)}>t_0)=D_1(t)X$$
(3)
The observation begins sometime later, initiating the observer’s physiological interaction

$$\mathrm{\Phi }(tt_{ob}>t_{sc(pr)}>t_0)=D_1(t)X+\underset{¯}{D}_1^{}(t)\underset{¯}{B}_1$$
(4)
where the entangled component $`\underset{¯}{D}_1^{}(t)\underset{¯}{B}_1`$ is zero at $`t_{ob}`$ and increases with time. The nuRule (1) stochastic trigger then hits the second component of eq. 4 at time $`t_{sc(ob)}`$.

$$\mathrm{\Phi }(tt_{sc(ob)}>t_{ob}>t_{sc(pr)}>t_0)=D_1B_1$$
(5)
This happens 50% of the time. So the observer becomes initially conscious of the detector in its capture state 50% of the time.

The remaining 50% of the time, the observer interaction begins *before* there is a stochastic hit of any kind. The initial physiological interaction is therefore

$`\mathrm{\Phi }(tt_{ob}>t_0)`$ $`=`$ $`\psi (t)D_0X+\underset{¯}{D}_1X`$
$`+`$ $`\underset{¯}{\psi }^{}(t)\underset{¯}{D}_0\underset{¯}{B}_0+\underset{¯}{D}_1^{}(t)\underset{¯}{B}_1`$
The states in the second row are equal to zero at $`t_0`$ and increase with time. According to nuRule (2), the second row states are all ready states including the ready brain states $`\underset{¯}{B}_0`$ and $`\underset{¯}{B}_1`$; so the observer is not yet conscious of the detector in either its ground state or its capture state.

The effect of nuRule (4) is to *eliminate the fourth component* in eq. 6. Current cannot flow from the second to the fourth component, or from the third to the fourth component, because they all contain ready states of the detector. NuRule (4) therefore removes the fourth component from the picture, thereby avoiding the absurdity found in ref. 1. We then have

$`\mathrm{\Phi }(tt_{ob}>t_0)`$ $`=`$ $`\psi (t)D_0X+\underset{¯}{D}_1X`$
$`+`$ $`\underset{¯}{\psi }^{}(t)\underset{¯}{D}_0\underset{¯}{B}_0`$
In this equation, current will flow from the first component to the second and from the first to the third. The total time integral of flow into these components is equal to 1.0. Since we assumed that the second component was not stochastically chosen prior to $`t_{ob}`$, and because we will exclude the possibility of a particle capture *during* the observer’s physiological interaction, a stochastic hit on the third component at a time $`t_{sc(ob)}>t_{ob}`$ is a certainty. This will give the reduction

$$\mathrm{\Phi }(t=t_{sc(ob)}>t_{ob}>t_0)=\psi (t)D_0B_0$$

which means that the other 50% of the time the observer will initially see the detector in its ground state, so there hasn’t yet been a particle capture. The interaction will continue giving

$$\mathrm{\Phi }(tt_{sc(ob)}>t_{ob}>t_0)=\psi (t)D_0B_0+\underset{¯}{D}_1(t)\underset{¯}{B}_1$$
(8)
where the second component is zero at $`t_{sc(ob)}`$ and increases with time.

According to the initially given conditions, there is still a 10% possibility of a subsequent stochastic hit on that component, or an over-all probability of capture equal to 60%. If there is no capture in the remaining time, then eq. 8 will be the final result, leaving $`\underset{¯}{D}_1(t)\underset{¯}{B}_1`$ a dormant phantom component that will serve no further useful purpose222If a second observer looks at eq. 8, the phantom component will not result in a measurement of any kind because nuRule (4) will forbid current flow out of the phantom. See appendix. . However, if the particle is captured during the remaining time that the observer looks at the detector, then there will be another stochastic hit at time $`t_{sc(f)}`$ due to the primary interaction current flowing into the second component in eq. 8. This will give

$$\mathrm{\Phi }(tt_{sc(f)}>t_{sc(ob)}>t_{ob}>t_0)=D_1B_1$$
(9)
The net result of these nuRules is that when the observer first looks at the detector, he will experience it in its capture state 50% of the time (eq. 5), and in its ground state 50% of the time (eq. 8). However, in the latter case, there may still be a particle capture during the time that remains for the primary interaction. If that happens, the observer will see the detector in its capture state (eq. 9).

There is no observational absurdity as was found in ref. 1. This is avoided because nuRule (4) eliminates the fourth component in eq. 6.

## Significance of NuRule (4)

Common sense would expect the first three nuRules to appear in any collection of rules that govern measurement in quantum mechanics. The first one provides for the existence of a stochastic trigger, the second provides for the definition and introduction of the basis states of reduction, and the third provides for the collapse itself. However, the fourth nuRule is unexpected. It was originally introduced to avoid an anomaly when the (old) rules were applied to a situation involving two observers (in ref. 2 see section: Two Observers - Rule 4). A similar anomaly appears in the appendix of the present paper. In addition, the original rule (4) was used repeatedly to good effect in an earlier paper involving Schrödinger s cat  as is explained in ref. 2.

A physical significance of the fourth rule (or nuRule) began to emerge in the Schrödinger cat paper (ref. 3), but it is more clearly expressed in another paper involving the observation of a $`\beta `$-counter . It is shown there that a conscious observer subject to the rules (old or new) is fully and continuously integrated into the observed system. However, that will be true only when the fourth rule is included. Without this rule, an observer might miss one or more of the scale readings on the counter, for skipping over states is a natural consequence of second order transitions quantum mechanics. But with this rule or nuRule in effect, ‘ready’ second order transitions are not possible. So each reading 0, 1, 2, 3, etc. on the face of the counter will be witnessed sequentially by a conscious observer.

Another interesting application of nuRule (4) concerns *florescent pulsing* in the case of the 3-level atom. If the transition to one excited state of the atom is very strong relative to the other, then it is known experimentally that the atom will alternate from one radiation decay mode to the other . It will radiate repeatedly at the strong frequency for a time, then it will become dark for a time corresponding to its taking a long time to decay in the weak mode. It is common to appeal to the notion of a “null” measurement to explain the dark period. But there is no such thing as a null measurement in this treatment. Instead, nuRule (4) explains the onset and persistence of the dark period in a florescent pulse .

## Appendix

Suppose a second observer is standing by while the first observer consciously interacts with the detector prior to a capture. The state is then

$$\mathrm{\Phi }(tt_{sc(ob)}>t_{ob}>t_0)=[\psi (t)D_0B_0+\underset{¯}{D}_1(t)\underset{¯}{B}_1]X$$
(10)
where the expression in the brackets is eq. 8, and $`X`$ is an unknown state of the second observer prior to his interacting with the system. When a product of brain states appears in the form $`BB`$ or $`BX`$, the first term will refer to the first observer and the second to the second observer. If the second observer interacts with the detector at $`t_{ob2}`$ before the interaction is over, his physiological interaction according to nuRule (2) will be

$`\mathrm{\Phi }(tt_{ob2}>t_{sc(ob)}>t_{ob}>t_0)`$ $`=`$ $`\psi (t)D_0B_0X+\underset{¯}{D}_1(t)\underset{¯}{B}_1X`$
$`+`$ $`\underset{¯}{\psi }^{}(t)\underset{¯}{D}_0\underset{¯}{B}_0\underset{¯}{B}_0+\underset{¯}{D}_1^{}(t)\underset{¯}{B}_1\underset{¯}{B}_1`$
where the second row is zero at $`t_{ob2}`$, and increases with time. NuRule (4) forbids current flow into the fourth component, so the interaction is really

$`\mathrm{\Phi }(tt_{ob2}>t_{sc(ob)}>t_{ob}>t_0)`$ $`=`$ $`\psi (t)D_0B_0X+\underset{¯}{D}_1(t)\underset{¯}{B}_1X`$
$`+`$ $`\underset{¯}{\psi }^{}(t)\underset{¯}{D}_0\underset{¯}{B}_0\underset{¯}{B}_0`$
The integral of current flow to the second and third components is equal to 1.0. Since we assumed that the second component was not stochastically chosen prior to $`t_{ob2}`$, and because we will exclude the possibility of a particle capture *during* the second observer’s physiological interaction, a stochastic hit on the third component at a time $`t_{sc(ob2)}>t_{ob2}`$ is a certainty. This gives the reduction

$$\mathrm{\Phi }(t=t_{sc(ob2)}>t_{ob2}>t_{sc(ob)}>t_{ob}>t_0)=\psi (t)D_0B_0B_0$$

Both observers are here conscious of the detector in its ground state, which means that the second observer agrees with the first that the particle has not yet been captured. Since the interaction is not yet over, it will continue in the form

$$\mathrm{\Phi }(tt_{sc(ob2)}>t_{ob2}>t_{sc(ob)}>t_{ob}>t_0)=\psi (t)D_0B_0B_0+\underset{¯}{D}_1(t)\underset{¯}{B}_1\underset{¯}{B}_1$$

where the second component is zero at $`t_{sc(ob2)}`$ and increases with time. This means that there is still the possibility that both observers will experience a capture.

NuRule (4) therefore spares us another anomalous result. If the fourth component in eq. 11 had not been eliminated, there would have been a finite probability that both observers would witness a capture at time $`t_{ob2}`$, simply because the second observer makes his observation at that time. That of course is absurd. The phantom component in eqs. 8 and 11 played to part in this result.


text:
# Brane World Moduli and the CMB

## 1 Introduction

Extra spatial dimensions appear naturally in models, which aim to combine the principles of Quantum Mechanics and General Relativity. Among the possible models, brane world scenarios have attracted a lot of attention recently . The cosmological evolution of brane worlds are of considerable interest, because some scenarios predict observable consequences, such as the variation of the fine structure constant, the gravitational coupling or masses of particles. This is due to the existence of massless scalar degrees of freedom (moduli fields), which couple to the matter sector in the theory. Variations of masses or Newton’s constant have an important impact in cosmology. In the following, the effects of moduli fields appearing in brane world scenarios on the anisotropies in the cosmic microwave background radiation are summarized (details can be found in ). As we will show, cosmological observations put stringent constraints on parameters in the low energy effective theory. As such, cosmological observations can be used complementarily to local experiments, i.e. experiments in the solar system, in order to constrain the coupling of scalar degrees of freedom to matter.

## 2 The low energy effective action

We begin by summarizing the properties of the low energy effective action of a two brane system with a bulk scalar field. At low energy, there are two scalar degrees of freedom. Their higher–dimensional interpretation is as follows: first, there is the bulk scalar field, which propagates in all spatial directions. The zero mode, i.e. the massless excitation of the bulk scalar field is one degree of freedom in the low energy effective action. The other scalar degree of freedom in the low energy effective action is the physical distance between the branes. These two scalar degrees of freedom generally evolve during the cosmological evolution. Apart from the two scalar degrees of freedom, there might be some forms of matter, confined on the individual branes.

There are different ways of obtaining the low energy effective action, see e.g.  and . Here, we write down the effective action in the Einstein frame, obtained with the help of the moduli space approximation in :

$`S_{\mathrm{EF}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi G_N}}{\displaystyle d^4x\sqrt{g}\left[\frac{12\alpha ^2}{1+2\alpha ^2}(\phi )^2\frac{6}{2\alpha ^2+1}(R)^2V(\phi ,R)\right]},`$ (1)
and the matter action:

$$S_{\mathrm{Matter}}=S_{\mathrm{Matter},1}(\psi _1,A(\phi ,R)^2g_{\mu \nu })+S_{\mathrm{Matter},2}(\psi _2,B(\phi ,R)^2g_{\mu \nu }),$$
(2)
The moduli fields $`\phi `$ and $`R`$ are non–trivial combinations of the bulk scalar field zero mode and the physical distance between the branes. The functions $`A(\phi ,R)`$ and $`B(\phi ,R)`$ describe the coupling of the two moduli fields to the matter fields confined on each branes. Because of the warping of the extra dimension, the functions $`A`$ and $`B`$ are generally different, i.e. matter on the individual branes couple differently to the matter on the branes. There is only one free parameter in the low energy effective theory which we will denote by $`\alpha `$. This parameter has to be small in order for the theory to be consistent with local experiments . For generality, we have included a potential energy, $`V(\phi ,R)`$, for the fields.

## 3 Moduli Evolution and the CMB

Solving the field equations derived from the action above, shows that the field $`R`$ decays, i.e. it approaches zero in the matter dominated era. This is a valuable feature of the model as local experiments demand that the field value today has to be small .

Both fields evolve during the cosmological evolution and each will contribute to the expansion rate of the universe and the evolution of perturbations within the universe. We have studied the effect on the evolution of perturbations of each individual field , discussing one field at each time only. The cosmological parameter are chosen such that the cosmological model today is the $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_{\mathrm{CDM}}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`h=0.7`$.

We begin first with the field $`\phi `$, i.e. the field with constant coupling.

### 3.1 The case of constant coupling

In this case, the coupling of the field to matter is determined by the free parameter $`\alpha `$. In Figure 1 we plot the unnormalized power spectra for different values of $`\alpha `$. As it can be seen, both the amplitude as well as the positions of all peaks are affected. The case for $`\alpha =0`$ corresponds to the $`\mathrm{\Lambda }`$CDM model based on General Relativity.

It can be shown that the field contributes to the distance to the last scattering surface as well as to the scaling of the dark matter density : whereas in the standard model $`\rho _{\mathrm{CDM}}a^3`$, where $`a`$ is the scale factor, this no longer true in the case when $`\alpha `$ is not zero. Thus, at the time of last scattering the matter content is different from the standard case. As known, the matter content determines both the positions and the amplitude of the peaks . We also found that the coupling has an impact on the magnitude on the integrated Sachs-Wolfe effect.

In Figure 2 we plot the COBE normalized curves. It can be seen that increasing the parameter $`\alpha `$ implies that there will be less power on small angular scales (i.e. large multipole number). Only on very large scales ($`l10`$) there is more power than in the model with $`\alpha =0`$.

### 3.2 The case of field-dependent coupling

We now turn our attention to the field $`R`$, which coupling function depends on the field value. As already mentioned, if $`R`$ is zero initially, it remains zero. However, deep in the radiation dominated epoch, it might well be that the field was different from zero.

In Figure 3 we plot the unnormalized power spectrum for different initial conditions of the field $`R`$. On large angular scales (low multipole number) one can see that the integrated Sachs–Wolfe effect is not as pronounced as in the case of constant coupling. This is because at low redshift ($`z<1.5`$) the field value of $`R`$ is quite small already, so that coupling to matter is small, too. We refer to  for details (see also  for a discussion on cosmological perturbations in some classes of dilatonic dark energy models).

In Figure 4 we plot the COBE normalized figures. The most obvious difference to the case of constant coupling (Figure 2) is the region $`2l10`$. This is because the integrated Sachs–Wolfe effect is not as pronounced as in the case of constant coupling.

## 4 Conclusions

Given that observations of anisotropies in the CMB will have very high accuracy, they will also provide vital constraints on models based on higher dimensions. In the case of brane world scenarios with bulk scalar field it can be said that highly warped bulk geometries are favoured (which corresponds to small $`\alpha `$, see ). Furthermore, the initial distance between the branes at the time of nucleosynthesis will be severely constrained by CMB experiments.

Both moduli fields affect the CMB. However, their effect is quite different, due the fact that in the case of the $`R`$–field the coupling to matter is decreasing in the cosmological history.

An interesting possibility would be to extend our analysis by giving the moduli fields a potential. They may then play the role of dark energy in the universe . It is unlikely, however, that this can be done without fine tuning of some parameters in the potential. On the other hand, the origin of such a potential might come from a repulsion of the second brane from a singularity . It would be interesting to investigate the effect of such a potential on the results presented here. In particular it would be important to investigate some possibilities: first, one could imagine a situation, where visible matter is located on our brane only, but dark matter only on the second brane. In this case, baryons and dark matter couple differently to dark energy. The second possibility is where dark matter and baryons live on our brane only, and the second brane is empty. This essentially the case studied here and in  for constant potential energy (i.e. cosmological constant). Finally, there might be two types of dark matter, one lives on our brane and the other dark matter type lives on the other. In this case, the masses of both types vary differently in time. This could imply some novel effects for structure formation not only on large scales.

Another effect neglected here is the variation of the fine structure constant $`\alpha _{\mathrm{em}}`$. If $`\alpha _{\mathrm{em}}`$ varies, the Thomson cross section changes with time. Therefore the scattering between photons and free electrons is modified. It is known that this leaves an imprint in the CMB anisotropies. It might be interesting to investigate the magnitude of this effect in the theory presented here .

In conclusion, cosmological considerations will provide useful complementary information to local experiments about extra dimensions, especially about the size of extra dimensions. This will not only hold for the class of brane world models discussed here, but also for other, maybe more exotic, models. In any case, cosmology continues to play a significant role in constraining theories beyond the standard model of particle physics.

Acknowledgements: The authors were supported in part by PPARC.