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# Dimensional Reduction of Fermions in Brane Worlds of the Gross-Neveu Model

## 1 Introduction

Why is gravity so weak? Or equivalently, why are the proton (and other hadrons) so light compared to the Planck scale? As Wilczek has explained nicely , the solution to this hierarchy puzzle results from asymptotic freedom. Without any fine-tuning of the bare gauge coupling at distances as short as the Planck length, a 4-d non-Abelian gauge theory like QCD produces a correlation length $`\xi `$ that is larger than the shortest length scale in the problem, by a factor exponentially large in the inverse coupling. The inverse correlation length defines a mass scale $`m=1/\xi `$ — the proton mass in Wilczek’s example — that is hence exponentially smaller than the Planck scale. Since we consist mostly of these very light particles (protons and neutrons) in natural units of their mass we experience gravity as a very weak force.

Lattice gauge theorists benefit from the absence of a hierarchy problem in numerical simulations of gauge theories. In this case the shortest length scale (and hence the analog of the Planck length) is the lattice spacing. Again, thanks to asymptotic freedom, without any fine-tuning of the bare gauge coupling, the physical correlation length can be made arbitrarily large in lattice units. Hence, putting aside practical difficulties due to the limited power of computers, there is no problem of principle in approaching the continuum limit in 4-d Yang-Mills theories on the lattice. Unfortunately, the situation is not as simple in full lattice QCD including quarks. In fact, for a long time lattice field theorists have suffered from a hierarchy problem in the fermion sector. This problem arises when one removes the unwanted doubler fermions by breaking chiral symmetry explicitly, for example, by introducing a Wilson term in the lattice fermion action. Recovering chiral symmetry in the continuum limit then requires a delicate fine-tuning of the bare fermion mass. This is not only a pain in practical numerical computations, but should be considered a serious problem of principle at the heart of the nonperturbative regularization of theories with a chiral symmetry. When one works in the continuum, one often takes chiral symmetry for granted because it can be maintained in dimensional regularization. However, the subtleties related to the definition of $`\gamma _5`$ in the framework of dimensional regularization are just another aspect of the same deep problem of chiral symmetry that is obvious on the lattice.

Returning to the hierarchy puzzle, we should ask why the quarks inside the proton are light. In particular, we should still be puzzled by the fact that we consist of not just of gluons, but also of light quarks. Certainly, if one imagines Wilson’s lattice QCD as a (highly simplified) model for the short distance physics of our world, without unnatural fine-tuning, quarks would live at the lattice spacing scale, while gluons (or, more precisely, glueballs) are naturally light. Fortunately, the long-standing hierarchy problem of lattice fermions — and hence of the nonperturbative regularization of chiral symmetry — has recently been solved. Based on work of Callan and Harvey , the first step in this direction was taken by Kaplan  who realized that massless lattice fermions arise naturally, i.e. without fine-tuning, as zero-modes localized on a domain wall embedded in a higher-dimensional space-time. For example, left-handed fermions in four dimensions can be localized on a domain wall that represents a 3-brane embedded in a 5-d space-time. Similarly, right-handed fermions can be localized on an anti-wall. By keeping the wall and the anti-wall at a sufficiently large distance, i.e. by spatially separating left- and right-handed fermions in the extra dimension, they are prevented from mixing strongly with one another. Thus, they are protected from picking up a large mass and are naturally light. Since $`\gamma _5`$ appears in its action, the 5-d theory itself does not even have a chiral symmetry. Hence, in contrast to four dimensions, a Wilson term in the 5-d lattice action removes the doubler fermions without doing damage to chiral symmetry. Overlap lattice fermions  also live in an extra dimension and are closely related to domain wall fermions. When one integrates out the extra dimension, the 4-d version of overlap fermions satisfies the so-called Ginsparg-Wilson relation . As Lüscher first realized, this relation implies a lattice version of chiral symmetry  which led him to a spectacular breakthrough: the nonperturbative construction of lattice chiral gauge theories . Perfect and classically perfect lattice fermion actions  also obey the Ginsparg-Wilson relation . However, the explicit construction of such actions is a delicate problem that can itself be considered a form of fine-tuning. Fermion actions that naturally obey the Ginsparg-Wilson relation without fine-tuning, on the other hand, can be related to the physics in a higher-dimensional space-time. The existence of light 4-d fermions may hence be a hint to the physical reality of extra dimensions. Indeed, brane worlds embedded in a higher-dimensional space-time provide a very interesting perspective on ordinary 4-d physics .

In present lattice QCD applications of domain wall or overlap fermions the extra dimension is not taken physically seriously. In particular, the gluon field is usually frozen in the fifth dimension, thus violating locality in the extra dimension. For left- and right-handed domain wall fermions localized on a wall and an anti-wall, one takes the chiral limit by separating the wall from the anti-wall in the extra dimension, while the gluonic correlation length is kept fixed. Consequently, one approaches the chiral limit before the continuum limit, and the extra dimension does not have a physically meaningful extent. In order to cancel singularities resulting from the 5-d bulk, one introduces ghost fields violating the spin-statistics theorem. While all this is not wrong if one only wants to construct 4-d QCD, it is unnatural if one takes the fifth dimension seriously.

There is an alternative nonperturbative formulation of QCD (and other field theories) — D-theory  — in which the extra dimension is used in a more natural way. In D-theory the familiar classical fields emerge dynamically from discrete variables (such as quantum spins or quantum links) which undergo dimensional reduction. In this formulation of QCD, gluons emerge dynamically from higher-dimensional physics. Starting with a 5-d quantum link model from which a non-Abelian Coulomb phase with massless gluons emerges, compactification of the fifth dimension leads to a correlation length (i.e. an inverse glueball mass) that is exponentially large in the size of the extra dimension. As a consequence of asymptotic freedom of 4-d QCD, the size of the extra dimension then shrinks to zero in physical units as one approaches the continuum limit. Domain wall fermions fit naturally into this framework. In particular, the chiral and continuum limits are reached simultaneously, the theory is fully local in the extra dimension, no unphysical ghost fields are needed, and the extra dimension completely disappears in the continuum limit via dimensional reduction. If one imagines the D-theory regularization of QCD as an (again highly simplified) short distance model of our world, not just gluons, but also quarks are naturally light. This solves the second part of the hierarchy puzzle: if we assume the existence of a fifth dimension, we need no longer be puzzled why we also consist of light quarks.

In this paper we use the 3-d Gross-Neveu model  at large $`N`$ as an analytically soluble toy model for illustrating the issues discussed above. Using the standard procedure, domain wall fermions were applied to the Gross-Neveu model in Ref. . In that calculation the fermionic left- and right-handed zero-modes localized on a wall and an anti-wall are coupled by hand. While this is sufficient if one just wants to construct the 2-d Gross-Neveu model, it violates locality in the extra dimension. This is unnatural if one takes that dimension seriously. In this paper, in the spirit of D-theory, we do take the extra dimension physically seriously and let the left- and right-handed zero-modes communicate through the bulk of the extra dimension by a locally implemented 4-fermion interaction. Then, just as in QCD, the D-theory mechanism of dimensional reduction leads to naturally light fermions without fine-tuning. In our calculation not even the domain walls on which fermion states can be localized are put by hand. They arise dynamically from the spontaneous breakdown of the $`𝖹𝖹(2)`$ chiral symmetry of the Gross-Neveu model. The walls play the role of branes and hence our construction can be viewed as an attempt to construct stable brane worlds. We find exact brane world solutions just relying on the dynamics of the underlying higher-dimensional theory, without making ad-hoc assumptions about where the branes shall be located. In realistic brane world constructions stabilizing the branes is a highly non-trivial issue. In our model we construct an exact solution for a fully consistent and stable wall-anti-wall configuration. Although our toy model is very simple, it reveals an interesting mechanism for brane stabilization: if branes are made of fermions (and thus have a baryon asymmetry) baryon number conservation in the higher-dimensional theory may imply brane stability. Unfortunately, in our toy “world” the baryon asymmetry is so large that all states are occupied with fermions and any potentially non-trivial physics is completely Pauli-blocked.

In Section 2 basic features of the 2-d Gross-Neveu model are reviewed, while Section 3 discusses the 3-d Gross-Neveu model. In Section 4 the 3-d Gross-Neveu model is considered in the chirally symmetric phase. After compactification of the third dimension, the model undergoes dimensional reduction to the 2-d Gross-Neveu model by the generation of a correlation length that is exponentially large in the size of the extra dimension. Section 5 discusses dimensional reduction from the chirally broken phase of the 3-d model, using configurations with either one wall or a wall-anti-wall pair. In the wall-anti-wall case a naturally light Dirac fermion is generated with its left- and right-handed components being localized on the two walls. Again, the theory undergoes dimensional reduction to the 2-d Gross-Neveu model. The emerging chiral order parameter of the 2-d theory as well as the brane tensions and the issue of brane world stability are also discussed. Finally, Section 6 contains our conclusions. A synopsis of this work is given in Ref. .

## 2 The 2-d Gross-Neveu Model

In this Section, we introduce the 2-d Gross-Neveu model  as the target theory which we will later obtain from dimensional reduction of the corresponding 3-d model. Various 2-d field theories, including the Gross-Neveu model, were recently reviewed in . We consider the Gross-Neveu model at large $`N`$ in the continuum. Its Euclidean action is given by

$$S[\overline{\psi },\psi ]=d^2x\left[\overline{\psi }\gamma _\mu _\mu \psi \frac{g}{2N}\left(\overline{\psi }\psi \right)^2\right].$$
(2.1)
We have suppressed a flavor index that runs from 1 to $`N`$ and gives rise to a global $`U(N)`$ flavor symmetry. The parameter $`g`$ is the dimensionless 4-fermion coupling which remains fixed in the ’t Hooft limit $`N\mathrm{}`$. The explicit factor $`1/N`$ ensures that the interaction term stays of the same magnitude as the kinetic term in this limit. In addition to the $`U(N)`$ flavor symmetry, the model has a $`𝖹𝖹(2)`$ chiral symmetry

$`\psi _L(x)^{}=\pm \psi _L(x),\overline{\psi }_L(x)^{}=\pm \overline{\psi }_L(x),`$
$`\psi _R(x)^{}=\psi _R(x),\overline{\psi }_R(x)^{}=\overline{\psi }_R(x),`$ (2.2)
where

$$\psi _{R,L}(x)=\frac{1\pm \gamma _3}{2}\psi (x),\overline{\psi }_{R,L}(x)=\overline{\psi }(x)\frac{1\gamma _3}{2}.$$
(2.3)
Let us consider the $`N=\mathrm{}`$ limit and derive a gap equation that describes the spontaneous breakdown of the $`𝖹𝖹(2)`$ symmetry of eq.(2). First, we introduce an auxiliary scalar field

$$\varphi (x)=\frac{g}{N}\overline{\psi }(x)\psi (x),$$
(2.4)
representing the chiral order parameter $`\overline{\psi }\psi `$. It linearizes the 4-fermion interaction, such that

$$S[\overline{\psi },\psi ,\varphi ]=d^2x\left[\overline{\psi }\gamma _\mu _\mu \psi \overline{\psi }\psi \varphi +\frac{N}{2g}\varphi ^2\right].$$
(2.5)
The partition function then takes the form

$$Z=𝒟\overline{\psi }𝒟\psi \mathrm{exp}(S[\overline{\psi },\psi ])=𝒟\overline{\psi }𝒟\psi 𝒟\varphi \mathrm{exp}(S[\overline{\psi },\psi ,\varphi ]).$$
(2.6)
In the large $`N`$ limit we may restrict $`\varphi (x)`$ to a space-time-independent constant $`\varphi `$ . Doing so, the action in momentum space takes the form

$$S[\overline{\psi },\psi ,\varphi ]=\frac{1}{(2\pi )^2}d^2k\overline{\psi }(k)[i\gamma _\mu k_\mu \varphi ]\psi (k)+\frac{NV}{2g}\varphi ^2,$$
(2.7)
where $`V`$ is the volume of space-time. We integrate out the fermion fields

$$𝒟\overline{\psi }𝒟\psi \mathrm{exp}(S[\overline{\psi },\psi ,\varphi ])=\mathrm{exp}(NVV_{eff}(\varphi )),$$
(2.8)
in order to obtain the effective potential $`V_{eff}(\varphi )`$ of the chiral order parameter. In the infinite volume limit the fermion integration yields

$$V_{eff}(\varphi )=\frac{1}{(2\pi )^2}d^2k\mathrm{log}\left(k^2+\varphi ^2\right)+\frac{1}{2g}\varphi ^2.$$
(2.9)
Using eq.(2.9), the minimum $`\varphi _0`$ of the effective potential is determined by

$$\frac{dV_{eff}}{d\varphi }(\varphi _0)=\frac{1}{(2\pi )^2}d^2k\frac{2\varphi _0}{k^2+\varphi _0^2}+\frac{\varphi _0}{g}=0,$$
(2.10)
which implies the gap equation

$$\frac{1}{(2\pi )^2}d^2k\frac{2}{k^2+\varphi _0^2}=\frac{1}{g}.$$
(2.11)
In order to solve the gap equation, a cut-off $`\mathrm{\Lambda }_2`$ is introduced in 2-d momentum space. The ultraviolet limit $`\mathrm{\Lambda }_2\varphi _0`$ is reached for $`g1`$ and one then obtains

$$\varphi _0=m=\mathrm{\Lambda }_2\mathrm{exp}(\frac{\pi }{g}).$$
(2.12)
The exponential factor in eq.(2.12) is a manifestation of asymptotic freedom of the 2-d Gross-Neveu model. The factor $`\pi `$ in the exponent is the inverse of the corresponding 1-loop $`\beta `$-function coefficient. Due to spontaneous chiral symmetry breaking, the fermions pick up a mass $`m=\varphi _0`$. The cut-off $`\mathrm{\Lambda }_2`$ is removed by varying the bare coupling $`g`$ such that the physical fermion mass $`m`$ remains fixed. After removing the cut-off, the effective potential takes the form

$$V_{eff}(\varphi )=\frac{\varphi ^2}{4\pi }(\mathrm{log}\frac{\varphi ^2}{\varphi _0^2}1),$$
(2.13)
which is depicted in Figure 1.

## 3 The 3-d Gross-Neveu Model

Next we consider the 3-d Gross-Neveu model  with the Euclidean action

$$S[\overline{\mathrm{\Psi }},\mathrm{\Psi }]=d^3x\left[\overline{\mathrm{\Psi }}\gamma _\mu _\mu \mathrm{\Psi }+\overline{\mathrm{\Psi }}\gamma _3_3\mathrm{\Psi }\frac{G}{2N}\left(\overline{\mathrm{\Psi }}\mathrm{\Psi }\right)^2\right].$$
(3.1)
In three dimensions the 4-fermion coupling $`G`$ has the dimension of a length. We will soon compactify the third direction or endow it with domain walls and obtain the 2-d Gross-Neveu model by means of dimensional reduction. Hence, in this case, the 3-direction is not Euclidean time but just an additional spatial dimension which will ultimately become invisible. Instead, we choose the 2-direction to represent Euclidean time. In three dimensions there is no chiral symmetry because $`\gamma _3`$ appears explicitly in the action. Still, the 3-d action has a $`𝖹𝖹(2)`$ symmetry which reduces to the chiral symmetry of the 2-d Gross-Neveu model after dimensional reduction, but which also involves a spatial inversion in the 3-direction,

$`\mathrm{\Psi }_L(x_1,x_2,x_3)^{}=\pm \mathrm{\Psi }_L(x_1,x_2,x_3),\overline{\mathrm{\Psi }}_L(x_1,x_2,x_3)^{}=\pm \overline{\mathrm{\Psi }}_L(x_1,x_2,x_3),`$
$`\mathrm{\Psi }_R(x_1,x_2,x_3)^{}=\mathrm{\Psi }_R(x_1,x_2,x_3),\overline{\mathrm{\Psi }}_R(x_1,x_2,x_3)^{}=\overline{\mathrm{\Psi }}_R(x_1,x_2,x_3).`$ (3.2)
Later we will consider the $`x_3`$-independent zero-mode that determines the physics of the dimensionally reduced 2-d Gross-Neveu model. Then eq.(3) reduces to the usual 2-d $`𝖹𝖹(2)`$ chiral symmetry of eq.(2).

As in the 2-d case, we take the large $`N`$ limit and derive a gap equation

$$\frac{1}{(2\pi )^3}d^3k\frac{2}{k^2+\mathrm{\Phi }_0^2}=\frac{1}{G}.$$
(3.3)
Introducing a cut-off $`\mathrm{\Lambda }_3`$ in 3-d momentum space, and assuming $`\mathrm{\Phi }_00`$, in the ultraviolet limit $`\mathrm{\Lambda }_3\mathrm{\Phi }_0`$ we obtain

$$\frac{1}{\pi ^2}(\mathrm{\Lambda }_3\frac{\pi }{2}\mathrm{\Phi }_0)=\frac{1}{G}\mathrm{\Phi }_0=2\pi \left(\frac{1}{G_c}\frac{1}{G}\right).$$
(3.4)
We have introduced the critical coupling constant $`G_c=\pi ^2/\mathrm{\Lambda }_3`$. At strong coupling, $`G>G_c`$, one has $`\mathrm{\Phi }_0>0`$, so we are in the broken phase. For weak coupling, $`G<G_c`$, on the other hand, we are in the symmetric phase. For large $`\mathrm{\Lambda }_3`$ (and up to a trivial additive constant) the effective potential reduces to

$$V_{eff}(\mathrm{\Phi })=\frac{1}{6\pi }|\mathrm{\Phi }|^3\frac{1}{2}\left(\frac{1}{G_c}\frac{1}{G}\right)\mathrm{\Phi }^2.$$
(3.5)
In the symmetric phase the effective potential $`V_{eff}(\mathrm{\Phi })`$ has a single minimum at $`\mathrm{\Phi }=0`$, while in the broken phase it has two degenerate minima at $`\mathrm{\Phi }=\pm \mathrm{\Phi }_0`$. The effective potential in the symmetric and broken phases is depicted in Figures 2 and 3, respectively.

## 4 Dimensional Reduction from the Chirally Symmetric Phase

In this Section we start from the symmetric phase of the 3-d Gross-Neveu model. By compactifying the third dimension to a circle of circumference $`\beta `$, the system is dimensionally reduced to the 2-d Gross-Neveu model. Interestingly, the massless fermion that exists in the bulk of the 3-d Gross-Neveu model cannot remain massless after compactification. If it would, the size $`\beta `$ of the extra dimension would be negligible compared to the then infinite fermionic correlation length, and the model would become a massless 2-d Gross-Neveu model. However, as we have seen, in the 2-d Gross-Neveu model the $`𝖹𝖹(2)`$ chiral symmetry is spontaneously broken for all values of the coupling constant $`g`$. Hence, as the third dimension is compactified, the previously massless 3-d fermion must necessarily pick up a mass. Consequently, its correlation length $`\xi =1/m`$ will become finite. Then the question arises if $`\xi `$ is large or small compared to $`\beta `$.

Let us study the mechanism of dimensional reduction from the symmetric phase in some detail. The 3-d gap equation with periodic boundary conditions in the third direction takes the form

$$\frac{1}{(2\pi )^3}d^2k\frac{2\pi }{\beta }\underset{n𝖹𝖹}{}\frac{2}{k_1^2+k_2^2+(2\pi n/\beta )^2+\mathrm{\Phi }_0^2}=\frac{1}{G}.$$
(4.1)
To evaluate the sum, we use the Poisson resummation formula and we obtain

$$\underset{n𝖹𝖹}{}\frac{2}{k_1^2+k_2^2+(2\pi n/\beta )^2+\mathrm{\Phi }_0^2}=\frac{\beta \mathrm{coth}\left(\beta \sqrt{k_1^2+k_2^2+\mathrm{\Phi }_0^2}/2\right)}{\sqrt{k_1^2+k_2^2+\mathrm{\Phi }_0^2}}.$$
(4.2)
The gap equation then reads

$$\frac{1}{(2\pi )^2}d^2k\frac{\mathrm{coth}\left(\beta \sqrt{k_1^2+k_2^2+\mathrm{\Phi }_0^2}/2\right)}{\sqrt{k_1^2+k_2^2+\mathrm{\Phi }_0^2}}=\frac{1}{G}.$$
(4.3)
Again, we introduce the cut-off $`\mathrm{\Lambda }_2`$ in 2-d momentum space and perform the integral. For large $`\mathrm{\Lambda }_2`$ we obtain

$$\mathrm{sinh}\frac{\beta \mathrm{\Phi }_0}{2}=\mathrm{exp}(\pi \beta \left(\frac{\mathrm{\Lambda }_2}{2\pi }\frac{1}{G}\right)).$$
(4.4)
In order to match the 2-d cut-off $`\mathrm{\Lambda }_2`$ to the 3-d cut-off $`\mathrm{\Lambda }_3`$, for a moment we consider the broken phase of the 3-d model. Then $`\mathrm{\Phi }_0`$ approaches its constant bulk value as $`\beta \mathrm{}`$, such that eq.(4.4) implies

$$\mathrm{\Phi }_0=2\pi \left(\frac{\mathrm{\Lambda }_2}{2\pi }\frac{1}{G}\right).$$
(4.5)
We match this with the previous result of eq.(3.4) by identifying

$$\frac{\mathrm{\Lambda }_2}{2\pi }=\frac{1}{G_c}=\frac{\mathrm{\Lambda }_3}{\pi ^2}.$$
(4.6)
Returning to the symmetric phase of the 3-d model, $`\mathrm{\Phi }_0`$ vanishes as $`\beta \mathrm{}`$ and eq.(4.4) implies

$$\xi =\frac{1}{m}=\frac{1}{\mathrm{\Phi }_0}=\frac{\beta }{2}\mathrm{exp}(\pi \beta \left(\frac{1}{G}\frac{1}{G_c}\right)).$$
(4.7)
Interestingly, the correlation length $`\xi `$ becomes exponentially larger than $`\beta `$ as $`\beta `$ itself goes to infinity. Hence, counter-intuitively, as the size of the third dimension becomes large (in units of the inverse cut-off $`1/\mathrm{\Lambda }_3`$) the physical correlation length of the fermion increases exponentially and the low-energy physics reduces to the one of the 2-d Gross-Neveu model. There is a hierarchy of three separate length scales in this problem. The shortest length scale is determined by the inverse cut-off $`1/\mathrm{\Lambda }_3`$. The next scale $`\beta 1/\mathrm{\Lambda }_3`$ is the size of the extra dimension. Finally, the largest length scale $`\xi \beta `$ is dynamically generated by spontaneous chiral symmetry breaking in the dimensionally reduced 2-d model. In fact, the size $`\beta `$ of the extra dimension plays the role of the inverse cut-off for the 2-d Gross-Neveu model that arises by means of dimensional reduction. Identifying the coupling constant of the dimensionally reduced model as

$$\frac{1}{g}=\beta \left(\frac{1}{G}\frac{1}{G_c}\right),$$
(4.8)
eq.(4.7) turns into

$$m=\frac{1}{\xi }=\frac{2}{\beta }\mathrm{exp}(\frac{\pi }{g}),$$
(4.9)
which is nothing but the asymptotic freedom relation eq.(2.12) of the 2-d Gross-Neveu model. In particular, we identify $`2/\beta `$ as the effective cut-off of the dimensionally reduced model. The same subtle mechanism of dimensional reduction was first observed in the 3-d $`O(3)`$ sigma model . However, in that case dimensional reduction results only when one starts in the broken phase of the 3-d model, which contains massless Goldstone bosons. As a consequence of the Mermin-Wagner-Coleman Theorem, these particles cannot remain massless as the theory dimensionally reduces to two dimensions. Since the $`𝖹𝖹(2)`$ symmetry of the Gross-Neveu model is discrete, the Theorem does not apply in this case. In the 3-d Gross-Neveu model the massless phase is the one without spontaneous symmetry breaking. Still, both the 2-d $`O(3)`$ model and the 2-d Gross-Neveu model are massive, although for different reasons. In the next Section we will see how dimensional reduction arises starting from the broken phase of the 3-d Gross-Neveu model. Figure 4 shows the chiral condensate (or equivalently the mass gap) as a function of $`G`$ both for finite and for infinite $`\beta `$.

From the point of view presented in the Introduction, the way we have obtained the 2-d Gross-Neveu model by means of dimensional reduction from the symmetric phase of the 3-d model is not really satisfactory. Since we studied the large $`N`$ limit, an analytic calculation was possible in the continuum using a momentum cut-off that does not break chiral symmetry explicitly. On the other hand, a fully nonperturbative treatment at finite $`N`$ would require a formulation on the lattice, which leads to the fermion doubling problem. For even $`N`$ this problem can be avoided using staggered fermions. However, for odd $`N`$ one would use Wilson fermions <sup>2</sup><sup>2</sup>2Taking the square-root of the staggered fermion determinant is unsatisfactory, unless one can show that this procedure does not lead to a violation of locality in the continuum limit. and thus break chiral symmetry explicitly by the regulator. Recovering chiral symmetry in the continuum limit then requires unnatural fine-tuning of the bare fermion mass. The idea of domain wall fermions is to construct naturally light fermions via dimensional reduction from a higher dimension. In the next Section, we will see explicitly how this works in the broken phase of the 3-d Gross-Neveu model. Dimensional reduction from the symmetric phase, on the other hand, requires a 3-d massless fermion to begin with. In a fully nonperturbative lattice calculation at finite $`N`$ this would require unnatural fine-tuning at the level of the 3-d theory. Hence, the above mechanism of dimensional reduction from the symmetric phase does not work naturally (i.e. without fine-tuning) when the cut-off violates chiral symmetry. This is why we now turn to the chirally broken phase.

## 5 Dimensional Reduction from the Chirally Broken Phase

In this Section we describe how the 2-d Gross-Neveu model can arise via dimensional reduction from the broken phase of the 3-d model. If one would again compactify the third dimension to a circle, the finite correlation length $`\xi =1/m=1/\mathrm{\Phi }_0`$ of the fermion in the 3-d bulk would never become large compared to $`\beta `$. Hence, with periodic boundary conditions, dimensional reduction would not happen from the broken phase, even in the $`\beta 0`$ limit, because the ratio $`\beta /\xi =\beta \mathrm{\Phi }_02\mathrm{log}(1+\sqrt{2})`$ remains non-zero in this limit.

Light fermions in $`2n`$ dimensions can arise naturally by dimensional reduction from a massive theory in $`(2n+1)`$ dimensions as zero-modes localized on a domain wall . Interestingly, domain walls indeed exist as stable topological objects in the broken phase of the 3-d Gross-Neveu model. We will see that a system with a single domain wall has a free massless left-handed 2-d fermion living on the wall. A system with a stable wall-anti-wall pair separated by a distance $`\beta `$, on the other hand, supports a left-handed fermion living on the wall as well as a right-handed fermion living on the anti-wall. The left- and right-handed fermionic zero-modes communicate with each other through the 3-d bulk between the wall and the anti-wall and pick up a mass $`m`$. Interestingly, in analogy to the mechanism of dimensional reduction discussed before, the corresponding correlation length $`\xi =1/m`$ grows exponentially with $`\beta `$ when one separates the wall from the anti-wall. Hence, in units of the 2-d fermion correlation length $`\xi `$, the size $`\beta `$ of the bulk between the walls shrinks to zero. Consequently, from the low-energy point of view of a 2-d observer living on the walls, the wall-anti-wall system — although truly 3-dimensional — looks exactly like a 2-d space-time.

### 5.1 A Brane World with a Single Domain Wall

First we consider a system with a single domain wall separating two distinct broken phases with chiral condensate values $`\mathrm{\Phi }_0`$ and $`\mathrm{\Phi }_0`$. The domain wall itself is described by a field configuration $`\mathrm{\Phi }(x_3)`$ that interpolates between the two vacuum states, $`\mathrm{\Phi }(\pm \mathrm{})=\pm \mathrm{\Phi }_0`$. Determining the shape $`\mathrm{\Phi }(x_3)`$ of the domain wall is a non-trivial problem. Fortunately, a similar problem has been solved a long time ago by Dashen, Hasslacher, and Neveu  in the 2-d Gross-Neveu model. In that case, the topological object is not a domain wall but simply a solitonic particle. As we will see, the 2-d soliton solution of Ref.  naturally extends to three dimensions. In order to determine $`\mathrm{\Phi }(x_3)`$ we apply the following strategy. First, we make an educated guess (the 2-d soliton solution) for $`\mathrm{\Phi }(x_3)`$. Second, we integrate out the fermions in the given non-trivial background, and we verify explicitly that the resulting $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ self-consistently reproduces $`\mathrm{\Phi }(x_3)`$. Our approach is a 3-d generalization of work by Pausch, Thies, and Dolman  and by Feinberg , and is also related to work by Chandrasekharan .

The ansatz for the domain wall profile which is obvious from what we know about 2-d solitons is given by the standard kink profile

$$\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0\mathrm{tanh}(\mathrm{\Phi }_0x_3).$$
(5.1)
We have arbitrarily centered the domain wall at $`x_3=0`$. Of course, there is a trivial translational zero-mode which does not concern us here. In Minkowski space-time the fermions propagating in the non-trivial domain wall background field $`\mathrm{\Phi }(x_3)`$ are described by the single-particle Dirac Hamiltonian

$$H=\gamma _2[\gamma _1_1+\gamma _3_3\mathrm{\Phi }(x_3)].$$
(5.2)
We choose the Euclidean Dirac matrices to coincide with the Pauli matrices, $`\gamma _i=\sigma _i`$. After dimensional reduction the 1-direction will remain and — from the low-energy point of view of a 2-d observer — the spatial 3-direction becomes invisible. Using translation invariance of the Dirac equation in both, the spatial 1-direction and in time, we make the separation ansatz

$$\mathrm{\Psi }(x_1,x_3,t)=\mathrm{\Psi }(x_3)\mathrm{exp}(ik_1x_1)\mathrm{exp}(iEt),$$
(5.3)
which implies

$$\left(\begin{array}{cc}k_1& i_3+i\mathrm{\Phi }(x_3)\\ i_3i\mathrm{\Phi }(x_3)& k_1\end{array}\right)\left(\begin{array}{c}\mathrm{\Psi }_R(x_3)\\ \mathrm{\Psi }_L(x_3)\end{array}\right)=E\left(\begin{array}{c}\mathrm{\Psi }_R(x_3)\\ \mathrm{\Psi }_L(x_3)\end{array}\right).$$
(5.4)
There is a localized state

$$\mathrm{\Psi }_0(x_3)=\sqrt{\frac{\mathrm{\Phi }_0}{2}}\left(\begin{array}{c}0\\ \mathrm{cosh}^1(\mathrm{\Phi }_0x_3)\end{array}\right),$$
(5.5)
with the energy eigenvalue $`E_0=k_1>0`$. This state describes a free massless left-handed fermion with spatial momentum $`k_1`$ localized on the domain wall. Note that the localized states of positive energy are left-movers with $`k_1<0`$. Since in 2-d there is no spin, a left-handed particle is indeed simply moving to the left. Similarly, the particles localized on an anti-wall with the profile $`\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0\mathrm{tanh}(\mathrm{\Phi }_0x_3)`$ are right-movers. The wall profile as well as the wave function of the localized state are illustrated in Figure 5.

The spectrum of the Dirac equation also includes a continuum of bulk states

$$\mathrm{\Psi }_{k_3}(x_3)=\frac{\mathrm{exp}(ik_3x_3)}{\sqrt{2E(E+k_1)}}\left(\begin{array}{c}i(E+k_1)\\ \mathrm{\Phi }_0\mathrm{tanh}(\mathrm{\Phi }_0x_3)ik_3\end{array}\right),$$
(5.6)
with the energy eigenvalues $`E=\pm \sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}`$. The localized and bulk states together form a complete orthonormal basis of the single particle Hilbert space.

In the next step, we verify explicitly that the solutions from above self-consistently reproduce the domain wall profile of eq.(5.1). For this purpose we evaluate

$`\overline{\mathrm{\Psi }}_0(x_3)\mathrm{\Psi }_0(x_3)=\mathrm{\Psi }_0^{}(x_3)\gamma _2\mathrm{\Psi }_0(x_3)=0,`$
$`\overline{\mathrm{\Psi }}_{k_3}(x_3)\mathrm{\Psi }_{k_3}(x_3)={\displaystyle \frac{1}{E}}\mathrm{\Phi }_0\mathrm{tanh}(\mathrm{\Phi }_0x_3)={\displaystyle \frac{1}{E}}\mathrm{\Phi }(x_3).`$ (5.7)
Summing over the filled Dirac sea of negative energy states, in the limit $`\mathrm{\Lambda }_2\mathrm{\Phi }_0`$ one finds

$$\frac{G}{N}\overline{\mathrm{\Psi }}(x_3)\mathrm{\Psi }(x_3)=\mathrm{\Phi }(x_3)\frac{G}{2\pi }_0^{\mathrm{\Lambda }_2}\frac{kdk}{\sqrt{k^2+\mathrm{\Phi }_0^2}}=\mathrm{\Phi }(x_3)\frac{G}{2\pi }(\mathrm{\Lambda }_2\mathrm{\Phi }_0)=\mathrm{\Phi }(x_3),$$
(5.8)
i.e. the ansatz of eq.(5.1) for the profile of the domain wall is indeed reproduced by the actual $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ of the fermions living in the corresponding background field. The factor $`1/N`$ has canceled because each negative energy state is filled with $`N`$ fermions. We have also used eq.(4.5) to eliminate the cut-off $`\mathrm{\Lambda }_2`$ in favor of $`G`$ and $`\mathrm{\Phi }_0`$.

Since the modes localized on the wall have $`\overline{\mathrm{\Psi }}_0\mathrm{\Psi }_0=0`$, they have no effect on the self-consistency of the domain wall solution itself. In particular, one can also fill the negative energy states for those modes and thus construct the usual vacuum for the 2-d physics on the brane. By occupying a localized state $`\mathrm{\Psi }_0(x_3)`$ with spatial momentum $`k_1`$, we then obtain a left-moving particle with energy $`E_0=k_1`$. At low energies $`E_0\mathrm{\Phi }_0`$ the fermions that are localized on the brane do not feel the extra dimension and see just a 2-d space-time. At sufficiently large energies $`E_0>\mathrm{\Phi }_0`$, on the other hand, fermions can escape into the extra dimension. From the point of view of a 2-d observer, this process seems to violate fermion number conservation.

At this point we have explicitly constructed a topologically stable brane on which massless left-handed fermions can propagate as free particles. In the case of a single domain wall, the dimensional reduction of fermions from three to two dimensions is straightforward. In the next Subsection we will construct a brane world consisting of a wall-anti-wall pair. In that case, the mechanism of dimensional reduction is more subtle.

### 5.2 A Brane World Consisting of a Wall-Anti-Wall Pair

As we have seen, left-handed fermions can be localized on a domain wall. Similarly, right-handed fermions can be localized on an anti-wall. A world that contains both left- and right-handed fermions should hence contain a wall-anti-wall pair. In order to keep the fermions light, the wall and the anti-wall must be separated in the extra dimension by a sufficient distance. If the low-energy physics of the dimensionally reduced theory happens simultaneously on the wall and the anti-wall, the question arises how the brane separation $`\beta `$ compares with the natural length scale $`\xi `$ on the branes. Interestingly, in analogy to the mechanism of dimensional reduction from the symmetric phase that was discussed in Section 4, we will find that, as $`\beta `$ increases, the length scale $`\xi `$ grows exponentially such that the brane separation becomes small in the natural physical units of a low-energy observer.

Again inspired by the corresponding soliton solution of the 2-d Gross-Neveu model, we now make the ansatz

$$\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0[a\mathrm{tanh}(a\mathrm{\Phi }_0x_3+c)a\mathrm{tanh}(a\mathrm{\Phi }_0x_3c)1].$$
(5.9)
As before, we need to solve the Dirac equation in the given background field. Remarkably, this is still possible in closed form. The following relations are important for the derivation of the results presented below

$`[1+a\mathrm{tanh}(yc)][1a\mathrm{tanh}(y+c)]=1a^2,`$
$`{\displaystyle \frac{\mathrm{cosh}(y+c)}{\mathrm{cosh}(yc)}}={\displaystyle \frac{1}{\sqrt{1a^2}}}[1+a\mathrm{tanh}(yc)],`$
$`{\displaystyle \frac{\mathrm{cosh}(yc)}{\mathrm{cosh}(y+c)}}={\displaystyle \frac{1}{\sqrt{1a^2}}}[1a\mathrm{tanh}(y+c)],`$
$`{\displaystyle \frac{a}{\mathrm{cosh}(y+c)\mathrm{cosh}(yc)}}=\sqrt{1a^2}[\mathrm{tanh}(y+c)\mathrm{tanh}(yc)].`$ (5.10)
Here we have put $`a\mathrm{\Phi }_0x_3=y`$. The Dirac equation, as well as the above relations, are satisfied only if

$$\mathrm{tanh}(a\mathrm{\Phi }_0\beta )=\mathrm{tanh}(2c)=a.$$
(5.11)
The parameter $`a[0,1]`$ determines the brane separation $`\beta `$ and will later be fixed self-consistently. At zero distance we have $`a=0`$ and hence $`\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0`$, so that we are in one of the two vacua of the 3-d theory. As $`a`$ approaches 1, on the other hand, $`\beta `$ goes to infinity. Then $`\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0`$ and we are in the other vacuum state of the 3-d theory. Hence, by varying $`a`$ we can change the brane separation and interpolate smoothly between the two vacua.

In the wall-anti-wall case one obtains the states

$$\mathrm{\Psi }_0(x_3)=\frac{\sqrt{a\mathrm{\Phi }_0}}{2\sqrt{E_0(E_0+k_1)}}\left(\begin{array}{c}i(E_0+k_1)\mathrm{cosh}^1(a\mathrm{\Phi }_0x_3c)\\ m\mathrm{cosh}^1(a\mathrm{\Phi }_0x_3+c)\end{array}\right),$$
(5.12)
localized on the branes. Here

$$m=\sqrt{1a^2}\mathrm{\Phi }_0,$$
(5.13)
is the mass of the particles propagating on the branes and

$$E_0=\pm \sqrt{k_1^2+(1a^2)\mathrm{\Phi }_0^2}=\pm \sqrt{k_1^2+m^2},$$
(5.14)
is the corresponding energy. These states describe a Dirac fermion of momentum $`k_1`$ whose left-handed component propagates on the wall, while its right-handed component propagates on the anti-wall. The wall-anti-wall profile, as well as the wave function for the left- and right-handed components of a localized state at rest, are depicted in Figure 6.

For a particle moving to the left at high speed one has $`E_0k_1`$. Then the upper component of the wave function, which is localized on the anti-wall, tends to zero, and the particle is almost entirely located on the wall. This is illustrated in Figure 7.

The wave function of a fast right-mover, on the other hand, is concentrated on the anti-wall.

At $`a=0`$, i.e. at distance $`\beta =0`$ between the branes, we end up in the vacuum $`\mathrm{\Phi }=\mathrm{\Phi }_0`$ and the mass of the Dirac fermion is simply given by the 3-d fermion mass $`m=\mathrm{\Phi }_0`$. When the branes are separated by a large distance $`\beta 1/\mathrm{\Phi }_0`$, i.e. for $`a1`$, on the other hand, the mass of the Dirac fermion goes to zero as

$$m=2\mathrm{\Phi }_0\mathrm{exp}(\beta \mathrm{\Phi }_0).$$
(5.15)
Consequently, when the branes are separated at a large distance $`\beta `$, the 2-d correlation length $`\xi =1/m\beta `$ again grows exponentially with $`\beta `$ and the system dimensionally reduces. In particular, from the point of view of a low-energy 2-d observer, the left- and right-handed modes propagating simultaneously on the wall and the anti-wall are indistinguishable from an ordinary point-like Dirac fermion. At the same time, a 3-d high-energy observer whose natural length scale is $`1/\mathrm{\Phi }_0`$ would say that the Dirac particle consists of a left-handed and a right-handed constituent, both separated by a large distance $`\beta 1/\mathrm{\Phi }_0`$.

In the wall-anti-wall configuration the bulk states take the form

$$\mathrm{\Psi }_{k_3}(x_3)=\frac{\mathrm{exp}(ik_3x_3)}{\sqrt{2E(E+k_1)(k_3^2+a^2\mathrm{\Phi }_0^2)}}\left(\begin{array}{c}i(E+k_1)[a\mathrm{\Phi }_0\mathrm{tanh}(a\mathrm{\Phi }_0x_3c)ik_3]\\ (\mathrm{\Phi }_0+ik_3)[a\mathrm{\Phi }_0\mathrm{tanh}(a\mathrm{\Phi }_0x_3+c)ik_3]\end{array}\right),$$
(5.16)
with the energy eigenvalues $`E=\pm \sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}`$.

We still need to verify the self-consistency of the wall-anti-wall profile. As before, we need to sum $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ over all occupied states. First of all, we fill all bulk states with negative energy, and we obtain

$`\overline{\mathrm{\Psi }}_{k_3}(x_3)\mathrm{\Psi }_{k_3}(x_3)=`$
$`{\displaystyle \frac{1}{E}}\mathrm{\Phi }_0\left({\displaystyle \frac{k_3^2+\mathrm{\Phi }_0^2}{k_3^2+a^2\mathrm{\Phi }_0^2}}[a\mathrm{tanh}(a\mathrm{\Phi }_0x_3+c)a\mathrm{tanh}(a\mathrm{\Phi }_0x_3c)]1\right)=`$
$`{\displaystyle \frac{1}{E}}\mathrm{\Phi }(x_3){\displaystyle \frac{1}{E}}{\displaystyle \frac{a\mathrm{\Phi }_0m^2}{k_3^2+a^2\mathrm{\Phi }_0^2}}[\mathrm{tanh}(a\mathrm{\Phi }_0x_3+c)\mathrm{tanh}(a\mathrm{\Phi }_0x_3c)].`$ (5.17)
As in the case of a single wall, the first term, $`\mathrm{\Phi }(x_3)/E`$, contributes

$$\frac{G}{N}\overline{\mathrm{\Psi }}(x_3)\mathrm{\Psi }(x_3)=\mathrm{\Phi }(x_3)\frac{G}{2\pi }_0^{\mathrm{\Lambda }_2}\frac{kdk}{\sqrt{k^2+\mathrm{\Phi }_0^2}}=\mathrm{\Phi }(x_3)\frac{G}{2\pi }(\mathrm{\Lambda }_2\mathrm{\Phi }_0)=\mathrm{\Phi }(x_3),$$
(5.18)
which is just what we need for self-consistency. However, in the wall-anti-wall case, there is also the second term. Performing the $`k_3`$-integration, that term contributes

$$_{\mathrm{}}^{\mathrm{}}𝑑k_3\frac{1}{\sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}}\frac{a\mathrm{\Phi }_0}{k_3^2+a^2\mathrm{\Phi }_0^2}=\frac{1}{\sqrt{k_1^2+m^2}}\left(\pi 2\mathrm{arcsin}(\frac{a\mathrm{\Phi }_0}{\sqrt{k_1^2+\mathrm{\Phi }_0^2}})\right),$$
(5.19)
which needs to be canceled by an appropriate contribution from the states localized on the branes. For these states one obtains

$$\overline{\mathrm{\Psi }}_0(x_3)\mathrm{\Psi }_0(x_3)=\frac{1}{E_0}\frac{m^2}{2}[\mathrm{tanh}(a\mathrm{\Phi }_0x_3+c)\mathrm{tanh}(a\mathrm{\Phi }_0x_3c)].$$
(5.20)
First, let us fill all negative energy states localized on the branes. Those have energy $`E_0=\sqrt{k_1^2+m^2}`$ and exactly cancel the contribution $`\pi `$ in eq.(5.19). In order to cancel the $`\mathrm{arcsin}`$-term in eq.(5.19) as well, we also need to fill some positive energy states (or, equivalently, empty some negative energy states). Hence, in contrast to the single wall case, the wall-anti-wall configuration is unstable if the 2-d brane world is in its vacuum state. In order to stabilize the brane configuration, we occupy all positive energy states localized on the wall (with energy $`E_0=\sqrt{k_1^2+m^2}`$) up to some Fermi momentum $`k_F`$. The cancellation condition, which determines the value of $`k_F`$, then takes the form

$$_{k_F}^{k_F}\frac{dk_1}{\sqrt{k_1^2+m^2}}=_{\mathrm{}}^{\mathrm{}}\frac{dk_1}{\sqrt{k_1^2+m^2}}\frac{2}{\pi }\mathrm{arcsin}(\frac{a\mathrm{\Phi }_0}{\sqrt{k_1^2+\mathrm{\Phi }_0^2}})=\mathrm{log}\frac{1+a}{1a}k_F=a\mathrm{\Phi }_0.$$
(5.21)
Consequently, the energy of the particles at the Fermi-surface

$$\sqrt{k_F^2+m^2}=\sqrt{a^2\mathrm{\Phi }_0^2+(1a^2)\mathrm{\Phi }_0^2}=\mathrm{\Phi }_0,$$
(5.22)
is equal to the lowest energy $`\mathrm{\Phi }_0`$ of states propagating in the 3-d bulk of the extra dimension. Any fermion that one adds to the brane world has enough energy to escape into the extra dimension. Thus, our brane world — which indeed contains naturally light fermions — is necessarily completely packed with these particles. Hence, any potentially interesting physics of the light fermions is entirely Pauli-blocked, and this “world” can only exist in one (physically quite uninteresting) state. This is in contrast to the single-wall case, where any fermion occupation of the localized states was self-consistent with the wall profile. It should be noted that we have assumed the configuration to be constant in the spatial 1-direction along the brane. The results of Ref.  show that, at non-zero fermion density, translation invariance may break by the spontaneous formation of a crystal lattice. If this happens here as well, it is still possible that our brane world displays some non-trivial physics. This could be investigated along the lines of Ref. .

### 5.3 Chiral Order Parameter of the 2-d Theory

As we have seen, in the wall-anti-wall case a light fermion mode is localized on the branes. In this Subsection we raise the question about the dynamical origin of the fermion mass. In particular, we ask if it arises as a consequence of chiral symmetry breaking in the dimensionally reduced theory.

Let us first discuss the single wall case. Obviously, the wall configuration arises as a consequence of the broken $`𝖹𝖹(2)`$ symmetry in the 3-d bulk. This $`𝖹𝖹(2)`$ symmetry is a combination of a 2-d chiral transformation and a reflection about a 2-d plane perpendicular to the 3-direction. It is interesting to note that the wall profile $`\mathrm{\Phi }(x_3)=\mathrm{\Phi }_0\mathrm{tanh}(\mathrm{\Phi }_0x_3)`$ is invariant against the transformation

$$\mathrm{\Phi }(x_1,x_2,x_3)^{}=\mathrm{\Phi }(x_1,x_2,x_3),$$
(5.23)
which combines a 2-d chiral transformation with a reflection at the domain wall center. Together with the transformation of eq.(3), this particular $`𝖹𝖹(2)`$ symmetry indeed remains intact even in the presence of the domain wall. From the point of view of a 2-d observer living on the brane, this $`𝖹𝖹(2)`$ symmetry is nothing but 2-d chiral symmetry. As a consequence of this unbroken $`𝖹𝖹(2)`$ chiral symmetry, the fermion localized on the brane is massless.

Next we discuss the wall-anti-wall case in which the wall profile is no longer invariant under the transformation of eq.(5.23). As a consequence, there is no exact $`𝖹𝖹(2)`$ chiral symmetry from the point of view of the 2-d brane world. Still, as the wall and the anti-wall are separated by a large distance $`\beta `$, an approximate chiral symmetry emerges which turns into an exact symmetry at infinite brane separation. The fermion mass $`m=2\mathrm{\Phi }_0\mathrm{exp}(\beta \mathrm{\Phi }_0)`$ decreases exponentially with $`\beta `$. Is this mass due to explicit or spontaneous breaking of the emerging approximate $`𝖹𝖹(2)`$ symmetry? In order to clarify this question, we now compute the value of the chiral order parameter of the dimensionally reduced 2-d theory on the brane. First, we define an effective 2-d fermion field

$`\psi _R(x_1,x_2)={\displaystyle 𝑑x_3\mathrm{\Psi }_R(x_1,x_2,x_3)\sqrt{\frac{a\mathrm{\Phi }_0}{2}}\mathrm{cosh}^1(a\mathrm{\Phi }_0x_3c)},`$
$`\psi _L(x_1,x_2)={\displaystyle 𝑑x_3\mathrm{\Psi }_L(x_1,x_2,x_3)\sqrt{\frac{a\mathrm{\Phi }_0}{2}}\mathrm{cosh}^1(a\mathrm{\Phi }_0x_3+c)},`$ (5.24)
by smearing the 3-d fermion field with the wave function of the modes localized on the right or left side of the brane world. Note that the 2-d fermion field, defined in this way, indeed has the correct dimension.

Next, we calculate the 2-d chiral condensate $`\overline{\psi }\psi `$. It is straightforward to show that only the modes localized on the branes contribute to this quantity. The contribution takes the form

$$\overline{\psi }_0\psi _0=\frac{m}{E_0},$$
(5.25)
where again $`E_0=\pm \sqrt{k_1^2+m^2}`$ and $`m=\sqrt{1a^2}\mathrm{\Phi }_0`$. The domain wall height $`\mathrm{\Phi }_0`$ serves as a natural cut-off for the physics in the brane world. Hence, we occupy all states with negative energies $`E_0\mathrm{\Phi }_0`$, and (for $`\mathrm{\Phi }_0m`$) we obtain

$$\varphi _0=\frac{g}{N}\overline{\psi }\psi =m\frac{g}{2\pi }_{\mathrm{\Phi }_0}^{\mathrm{\Phi }_0}\frac{dk_1}{\sqrt{k_1^2+m^2}}=\frac{gm}{\pi }\mathrm{log}(\frac{2\mathrm{\Phi }_0}{m}).$$
(5.26)
Using eq.(5.15) we identify

$$\frac{1}{g}=\frac{\beta \mathrm{\Phi }_0}{\pi }=2\beta \left(\frac{1}{G_c}\frac{1}{G}\right),$$
(5.27)
as the effective 2-d coupling constant, and we then indeed obtain

$$m=|\varphi _0|,$$
(5.28)
just as in the 2-d Gross-Neveu model. As we have seen in the previous Subsection, for reasons of consistency, our brane world cannot exist in its vacuum state. Thus, the actual (non-vacuum) value of the chiral condensate also receives contributions from states with positive energies $`E_0\mathrm{\Phi }_0`$ and, in fact, even vanishes. Still, since for large $`\beta `$ the vacuum value of the chiral condensate $`\varphi _0`$ agrees with the dynamically generated fermion mass $`m`$, we conclude that this mass actually results from the spontaneous breakdown of the emergent $`𝖹𝖹(2)`$ chiral symmetry.

### 5.4 Brane Tension and Brane World Stability

Let us consider the question of stability of the brane world. Obviously, unlike the single wall, the wall-anti-wall configuration is not topologically stable. For example, one might worry that the wall and the anti-wall attract each other and annihilate through a continuous deformation of the profile $`\mathrm{\Phi }(x_3)`$ into the trivial vacuum $`\mathrm{\Phi }(x)=\mathrm{\Phi }_0`$. The energy stored in the brane tension would then be released and turned into heavy 3-d fermions. Such a catastrophic event would clearly be the end of our brane world. Alternatively, if the wall and the anti-wall repel each other, they would simply drift apart in the extra dimension. Remarkably, in the Gross-Neveu model the wall-anti-wall configuration is stable against both annihilation and drifting apart. What is the dynamical mechanism responsible for the stability? The key observation is that the wall and the anti-wall themselves consist of fermions — what else could they possibly be made of in this model?

In the wall-anti-wall case, the fermion density is given by

$$\frac{F}{L}=\frac{N}{2\pi }_{k_F}^{k_F}𝑑k_1=\frac{Na\mathrm{\Phi }_0}{\pi }.$$
(5.29)
Let us also calculate the brane tension $`\sigma =E/L`$, i.e. its energy per unit length. The brane tension receives contributions from three different sources: the filled bulk states, the filled surface states localized on the branes, and the $`\mathrm{\Phi }^2`$ term. The latter contributes

$$\sigma _1=\frac{N}{2G}_{\mathrm{}}^{\mathrm{}}𝑑x_3[\mathrm{\Phi }(x_3)^2\mathrm{\Phi }_0^2]=\frac{2Na\mathrm{\Phi }_0}{G},$$
(5.30)
while the surface states localized on the branes yield

$$\sigma _2=\frac{N}{2\pi }𝑑k_1\sqrt{k_1^2+m^2}+\frac{N}{2\pi }_{k_F}^{k_F}𝑑k_1\sqrt{k_1^2+m^2}.$$
(5.31)
The calculation of the fermionic contribution of the bulk states requires special care. Following Refs. , we impose periodic boundary conditions in the 3-direction over a finite extent $`L`$. Note that, in contrast to a single wall, the wall-anti-wall configuration is indeed consistent with periodic boundary conditions. In the finite box only discrete values for $`k_{3,n}`$ are allowed. These values are determined by the scattering phase shift $`\delta `$ as

$$k_{3,n}L+\delta (k_{3,n})=2\pi n,$$
(5.32)
with $`n𝖹𝖹`$. For sufficiently large $`L`$ (such that $`\mathrm{tanh}(a\mathrm{\Phi }_0L/2+c)1`$) the $`k_{3,n}`$ values are given by

$$\mathrm{exp}(ik_{3,n}L)=\mathrm{exp}(i\delta (k_{3,n}))=\frac{ik_{3,n}+a\mathrm{\Phi }_0}{ik_{3,n}a\mathrm{\Phi }_0}.$$
(5.33)
In the next step we sum the energy differences between occupied bulk states in the wall-anti-wall and the vacuum configuration

$`\sigma _3`$ $`=`$ $`{\displaystyle \frac{N}{2\pi }}{\displaystyle 𝑑k_1\underset{n}{}\left[\sqrt{k_1^2+k_{3,n}^2+\mathrm{\Phi }_0^2}\sqrt{k_1^2+(2\pi n/L)^2+\mathrm{\Phi }_0^2}\right]}`$ (5.34)
$`=`$ $`{\displaystyle \frac{N}{2\pi }}{\displaystyle 𝑑k_1\underset{n}{}\left(k_{3,n}\frac{2\pi n}{L}\right)\frac{d\sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}}{dk_3}}|_{k_3=2\pi n/L}`$
$`=`$ $`{\displaystyle \frac{N}{2\pi }}{\displaystyle 𝑑k_1\frac{1}{L}\underset{n}{}\delta (\frac{2\pi n}{L})\frac{d\sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}}{dk_3}}|_{k_3=2\pi n/L}`$
$`=`$ $`{\displaystyle \frac{N}{(2\pi )^2}}{\displaystyle 𝑑k_1𝑑k_3\delta (k_3)\frac{d\sqrt{k_1^2+k_3^2+\mathrm{\Phi }_0^2}}{dk_3}}.`$
In these manipulations, we have Taylor expanded around $`k_3=2\pi n/L`$ and, at the end, we have taken the $`L\mathrm{}`$ limit. Performing a partial integration, using

$$\frac{d\delta (k_3)}{dk_3}=\frac{2a\mathrm{\Phi }_0}{k_3^2+a^2\mathrm{\Phi }_0^2},$$
(5.35)
and summing up all contributions to the brane tension, one finally obtains

$$\frac{E}{L}=\sigma =\sigma _1+\sigma _2+\sigma _3=\frac{Na\mathrm{\Phi }_0^2}{\pi }.$$
(5.36)
Remarkably, the energy per fermion, $`E/F=\mathrm{\Phi }_0`$, is independent of the separation of the walls and equals the mass of a fermion in the 3-d bulk. Consequently, given a fixed number of fermions, they can be divided arbitrarily into some that form the brane world and others that remain at rest in the 3-d bulk. This explains how our brane world is protected from the dooms-day scenario of wall-anti-wall annihilation. The branes can accrete fermions that fall onto them, coming from the bulk of the extra dimension. This process increases the brane separation $`\beta `$ as well as the Fermi-momentum $`k_F`$, but it also decreases the fermion mass $`m`$, such that the energy of the states at the Fermi-surface $`\mathrm{\Phi }_0`$ remains fixed. The thickness of the world $`\beta `$ increases only logarithmically with the fermion density.

At infinite brane separation, $`\beta \mathrm{}`$, i.e. for $`a1`$, the fermion density and the energy density approach two times the corresponding values of a single wall brane world that is completely packed with fermions. The brane tension for this object is given by $`N\mathrm{\Phi }_0^2/2\pi `$. Interestingly, once the wall and the anti-wall are separated by an infinite distance, they can support configurations with any value of the Fermi-momentum $`k_F\mathrm{\Phi }_0`$. The corresponding brane tension is then given by

$$\sigma (k_F)=\frac{N}{4\pi }(\mathrm{\Phi }_0^2+k_F^2).$$
(5.37)
For instance, an empty single-wall brane world (in its vacuum state) costs an energy $`\sigma (0)=N\mathrm{\Phi }_0^2/4\pi `$ per unit length.

## 6 Conclusions

As we discussed in the Introduction, light fermions can arise naturally from higher dimensions as states localized on domain walls. Following the ideas behind D-theory, in contrast to standard applications of domain wall fermions in lattice field theory, we have taken the extra dimension physically seriously. In particular, we have maintained locality in the bulk of the extra dimension, and we have used dimensional reduction to make the extra dimension invisible to a low-energy observer. The 3-d Gross-Neveu model at large $`N`$ has been used as a toy model in which one can obtain analytical insight into these phenomena. In particular, the Gross-Neveu model with a discrete $`𝖹𝖹(2)`$ chiral symmetry provides domain walls dynamically through spontaneous chiral symmetry breaking. Interestingly, fermionic zero-modes can be localized on these walls which themselves consist of fermions. An exact analytic solution was found for a stable wall-anti-wall configuration, and indeed light fermions arise naturally via dimensional reduction in this brane world. Remarkably, the wall-anti-wall configuration is stable (although not topologically stable) due to the baryon asymmetry of the fermions that the brane is made of. This mechanism of brane stabilization may be interesting for realistic brane world constructions. Ironically, in our toy model the “world” is stable only if the baryon asymmetry is so large that all fermion states are occupied and all physics is completely Pauli-blocked. We take this as a lesson for brane world model building. Our toy “world” was free to follow its own dynamics, without us making any ad-hoc assumptions about where branes should be located. Perhaps not surprisingly, the “world” then behaved in some — but not in all respects — as its builders had intended.

## Acknowledgements

We would like to thank S. Chandrasekharan, N. Graham, P. Hasenfratz, and R. L. Jaffe for very interesting discussions. W.B. thanks the Universität Bern for kind hospitality during several visits. This work was supported in part by funds provided by the Schweizerischer Nationalfond (SNF), by the European Community’s Human Potential Programme under contract HPRN-CT-2000-00145, and by the DFG Sonderforschungsbereich Transregio 9, “Computergestützte Theoretische Teilchenphysik”.


text:
# Three Interesting 15th and 16th Century Comet Sightings in Kashmiri Chronicles

## Introduction

Indian chronicles have not been properly studied for their astronomical references. In particular, the reports of great comet sightings can help with chronological questions and also provide information that is useful to the astronomer. Here we consider the medieval Kashmiri chronicles, in particular the continuation of the Rājataraṅgiṇī by Śrīvara and Prājyabhaṭṭa and Śuka, for their comet references. For those who cannot read the original Sanskrit, one may consult Jogesh Chunder Dutt’s English translation (Dutt, 1898).

As background, Kashmir has a long tradition of historical writing. The Rājataraṅgiṇī of Kalhaṇa (Stein, 1900) gives an account of kings from their mythical beginnings until 1150. Jonarāja, Śrīvara, Prājyabhaṭṭa and Śuka bring the narrative forward to the time of the incorporation of Kashmir in the Mughal Empire by Akbar in 1586.

The dates in the Kashmiri texts are by the Laukika (Saptarṣı) calendar. This calendar begins with 3076 BC, the year starting in March-April (Kak, 2000). The equation of conversion is, therefore,

4500 Laukika = 1424-5 AD

Comets are a commonly discussed subject in the Indian literature. One of the longest chapters in Varāhamihira’s encyclopaedic Bṛhat Saṃhitā (505 AD) is on comets (Bhat, 1981). A background to Indian astronomy and its relationship with Mesopotamian and Greek astronomy is available elsewhere (Kak, 2003a, 2003b).

## The Comet of 1468

The reign of the good king Zain-ul-abidin (Jainollābhadīna in Sanskrit chronicles), or Badashah, who ruled from 1420 to 1470, is described in the books by Jonarāja and Śrīvara. Jonarāja died in 1459 and the subsequent account by Śrīvara, who was the king’s minister, continues the story.

Śrīvara describes his comet in the last of the seven chapters of the book that he devoted to the king’s reign. (He has three more books describing the successors to this king.) This indicates that the comet made its visitation near the end of the king’s rule. The description sets the stage for the succession struggle between the king’s sons.

Here’s the description of the comet in Dutt’s translation:

> A comet was seen at night in the north. Its long tail was of resplendent beauty. For a period of two months the comet was visible in the clear sky. \[Page 153\]

This is interspersed with the supposed calamitous effects of the comet. For example: “The people saw signs of a severe calamity to the country which had hitherto been happy under good government. \[The comet\] is the cause of the destruction of men, even as excessive rain is of embankments. The king remained anxious through fear of mischief that might happen.”

Śrivara does not explicitly mentioned the Laukika year when speaking of the comet. But since the king died in 1470 and the succession war appears to have taken several months, the year 1468 becomes clear. The comet appears at about the winter harvesting, as its appearance comes at about the same time as the entry into Kashmir of refugees from a famine in another, unnamed country. The foreign refugees are likely to have become more numerous the following spring as the text describes. This is followed by a series of events that include the burning of the city of Suyyapura, the death of the queen, the death of the king’s nephew in the province of Sindhu, and the drama of the struggle for power between his three sons over a period of several months. This brings us to 1470, when the king dies.

In summary, the description suggests that the comet arrived in the autumn of 1468 and it lingered for two months.

A later passage further informs us:

> An eclipse of the moon and of the sun took place within a fortnight, as if meant to upset the king and thereby to destroy the kingdom in which there had hitherto been no division. \[Page 154\]

This provides further evidence that can date the comet.

### Confirmation of the date

Modern tables on comets confirm that in 1468, comet S1 was first seen on 18 September with the maximum brightness date of 2 October. The comet was visible for 56 days, confirming the approximately stated period of two months by Śrīvara. The magnitude of this comet is estimated to be 1-2.

Calculations of solar eclipses reveal that soon after this period occurred the solar eclipse of 9 July 1469 centered at the latitude of 69.3N and 134.8E with a path width of 380 km and center duration of 4 minutes and 6 seconds. The lunar eclipse of July 24, 1469 (fifteen days later) confirms the other description in the text. Although the eclipses may not have been seen by Śrivara personally, one must remember that the astronomy almanacs then, as now, provided dates for the eclipses.

## The Comets of 1531 and 1533

The comets of 1531 and 1533 are described in the book by Prājyabhaṭṭa and Śuka. The year and the month is mentioned. The first of these is sighted in the Laukika year 4607. The text reads:

> In the year 4607, Kāca Cakrapati, intending to fight with the Mārgapatis, moved his army and a comet appeared in the west. \[Page 369\]

The Laukika 4607 is March-April 1531 to March-April 1532. But since the Kashmiri winters are harsh, one must assume that this movement would have occurred sometime before winter. That makes it the year 1531.

The Laukika year 4608 (1532) has continuing war and the sacking of the towns by foreign invaders from the northwest. Next,

> In the year 9, in the month of Jyeṣṭha, the Mughals returned to their country, taking with them by force the wealth of the people, and by treaty the daughter of the king. In this way calamity befell the sinful people of the Satīsara country \[Kashmir\], and a comet was seen continuously in the sky on the east and on the west... Stars fell from the sky on the fields where the full harvest of rice was ripening, and the comet became again visible. \[Page 373\]

This second comet foreshadows a terrible famine, caused, no doubt, by rains that destroyed the crops. This second comet, therefore, must have been seen in the rains in July and later.

The comet 1531 was the Halley’s comet that had a maximum magnitude of 1 and was visible starting August 5 for a period of 34 days is clearly the one mentioned first.

The next comet appears to have been 1533 M1, with maximum magnitude of 0, that became visible on June 27, 1533 for a period of 83 days. We see how its arrival is coincident with the ripening rice in the fields. One may imagine that incessant rains beginning mid July, the skies remained overcast and the rice crop was ruined. When the rain stopped, the comet was seen again, for it remained visible until late September.

## Discussion

We now know that another bright comet was observed in 1532, but it does not find a mention in the Chronicle. This was the comet R1 of maximum magnitude -1 that became visible on September 2 for a period of 120 days. But this omission is understandable in light of the perilous situation in Kashmir that year. According to the Chronicle, in the month of Agrahāyaṇa in autumn, the Kāskāra king Saida Khana sent a general with twelve thousand cavalry to sack Kashmir. The reputation for barbarity of the Kāskārians (from the mountains between east Afghanistan and Chitral) being worse than that of the Turks, the Kashmiris simply fled their homes. The Kāskārians attacked the twin capital cities. According to the Chronicle, “Hundreds of thousands of low houses were burnt, and the brilliant city became like the ground for burning the dead, fearful to look at its charred wood. Where will kings get two such capitals in which millions had been spent in lime, wood, brick and painting?” \[Page 370-1\]

The Kashmiri army regrouped in the south and the battles went on, in one area, for three months. Ultimately, after many futile stands the Kashmiris submitted to the invaders.

Having fled their homes, in constant danger for their lives, attention was not given to the arrival of the new comet in the sky.

#### Acknowledgement

I would like to thank Professor Narahari Achar of University of Memphis for discussion of the eclipse dates.

## Bibliography

M.R. Bhat, 1981. Varāhamihira’s Bṛhat Saṃhitā. Motilal Banarsidass, Delhi.

J.C. Dutt, 1898. The Rājataraṇgiṇī of Jonarāja. Gian Publishing House, Delhi, Reprinted 1986.

S. Kak, 2000. “Birth and early development of Indian astronomy,” In Astronomy Across Cultures: The History of Non-Western Astronomy. H. Selin (ed.). Kluwer Academic, Boston, 2000, pp. 303-340; arXiv: physics/0101063

S. Kak, 2003a. “Babylonian and Indian astronomy: early connections.” arXiv: physics/0301078

S. Kak, 2003b. “Greek and Indian cosmology: review of early history.” arXiv: physics/0303001

M.A. Stein, 1900. Kalhaṇa’s Rājataraṇgiṇī. Motilal Banarsidass, Delhi, Reprinted 1979.


text:
# Nonequilibrium phase transition in a model for the propagation of innovations among economic agents

## I Introduction

In the past few years there has been an increasing interest among theoretical physicists in complex phenomena occurring in fields that are far apart from the traditional realm of Physics like Social and Economic sciences albert ; newman ; econo ; bouchaud . The main reason being that social and economic systems often exhibit many instances of complex dynamics, including self-organization, pattern formation, synchronization and phase transition-like phenomena that closely resemble those observed in nonequilibrium physical systems arenas ; fernando ; castellano ; klemm . Physicists approach to these systems usually provides insights into the basic ingredients that should be included in simple models in order to obtain the dynamics observed. Although it is clear that Physics inspired models of socioeconomic phenomena are often very simplistic views of very complicated systems, the aim is to show how complex macroscopic dynamics might arise from rather simple rules operating at the ’microscopic’ level of individual agents and their mutual interactions.

In this paper we consider a very simple model of innovation propagation dynamics in an economic system formed by agents guardiola ; Ebeling . The aim is to describe in a simple way the adoption of innovations that occurs among industries, firms or individuals. Once a brand new product appears in the market, the agents should decide whether or not they will incorporate the new technology. Adopting the new technology (in the form of a software, device, gadget, etc) has a cost, but at the same time it may improve business performance in the case of firms, or may level off life quality for individuals. Innovations are regarded here in a broad sense and stand for any device or tool. For instance, a firm can decide to incorporate WWW technology by creating or revamping its WWW page, or going into e-commerce for the first time. A layman observation is that, if not always, in most cases, when the new technology actually improves performance its use will spread all over.

In this approach two main mechanisms for the propagation of innovations are considered. Firstly, external pressure can push an agent to adopt an innovation. This mechanism intends to mimic exogenous influence, such as advertising, and is independent of the network structure. Secondly, there is the interaction among agents, which depends on the underlying network structure and is introduced in the model by considering local coupling rules. A single tunable parameter $`C`$, which is fixed and the same for all agents, accounts for the agents’ resistance to change and controls the dynamical behavior of the system. In earlier studies, some of us have already focused on the several outcomes of the model in the social and economic context guardiola ; guardiola2 ; llas . From the economic point of view, the main result is that the system presents an optimal behavior for an intermediate value of $`C`$, and that this can be quantified with a macroscopic observable. This feature is closely related with the statistical properties of the profile of technological levels of the agents and its dynamical evolution. A proper characterization of these properties can be done with the tools of statistical mechanics and it is the main aim of this work.

In this paper we show that this model can be interpreted as a surface growth model. Such interpretation allows us to analyze the dynamical behavior of the model as a kinetic roughening process akin to other nonequilibrium surface growth systems. We find that the model exhibits a continuous phase transition between a rough and a flat phase at a critical value $`C_{th}`$ of the control parameter. We focus on the scaling properties at the threshold in order to determine the critical exponents at the transition. By defining a convenient order parameter and studying its finite-size scaling properties near criticality we are able to show that the horizontal correlation length diverges as $`\xi |CC_{th}|^\nu `$, where $`\nu 2.5`$. Close to the threshold, relaxation dynamics to the stationary regime is characterized by diverging correlation times $`\tau \xi ^z`$, where $`z0.57`$ is the dynamic exponent. The existence of a nonequilibrium roughening transition in a 1+1 dimension model makes it interesting also for statistical mechanics. It is known that phase transitions in nonequilibrium $`1+1`$ dimensional systems are usually associated with systems with absorbing states hinrichsen:review . In this case, the number of absorbing states and symmetries among them determine the universality class to which a particular system belongs to. Thus, it is of great interest to find models far from equilibrium which do not possess absorbing states but still display a phase transition. As we will see below, our model lacks absorbing states and the measured critical exponents suggest that this model belongs to a new universality class. Finally, we discuss the physical mechanisms behind the critical transition in this model.

## II The model

We consider $`N`$ agents placed at the sites of a one-dimensional lattice with periodic boundary conditions. Each site (agent) $`i`$ is characterized by a real variable $`h_i`$. In general, we can consider this quantity as a characteristic of a given individual that other agents might want to imitate. When an agent has adopted a new feature (innovation), her neighbors become aware of the change and balance their interest (quantified as $`h_ih_j`$) with their resistance to change $`C`$ to decide if they would like to imitate this change. In this way $`C`$ controls the mechanism of imitation. This parameter is constant and the same for all the agents in the system.

The system is updated as follows guardiola2 :

1. At each time step an agent $`h_i`$ is randomly selected and

$$h_ih_i+\mathrm{\Delta },$$
(1)
where $`\mathrm{\Delta }`$ is a random variable uniformly distributed in $`[0,1]`$111This election of the noise distribution is the only difference with model in guardiola . The main properties of the model, among them the roughening transition, are robust under this change.. The driving process accounts for the external pressure that may lead an individual to spontaneously update by adopting a new technology. This mechanism keeps the system out of equilibrium.
2. The agents $`j\mathrm{\Gamma }(i)`$, being $`\mathrm{\Gamma }(i)`$ the set of nearest-neighbours of agent $`i`$, upgrade if $`h_ih_jC`$. If the latter is satisfied, agent $`j`$ imitates agent $`i`$ by setting $`h_j=h_i`$. In this way the information of an update may spread beyond the neighbors of the originally perturbed site. This procedure is repeated until no one else wants to change, concluding an avalanche of imitation events. We thus assume that the time scale of the imitation process is much shorter than the one corresponding to the external driving.

Starting from a flat initial condition, $`h_i=0`$ for all $`i`$, the system evolves to a stationary regime. In Fig. 1 we present snapshots of the surface profile in the stationary regime for four different values of $`C`$.

The time scale separation –namely, slow driving versus fast relaxation in the form of avalanches of activity– is similar to that occurring in self-organized critical (SOC) systems and dynamically drives the system towards a stationary state henrik . We will see below that, at variance with most SOC systems, two different stable phases are possible: an ordered (flat) phase and a disordered (rough) phase with scale invariant properties. For small $`C`$, the driving process easily triggers avalanches that cover the whole system, leading to a uniform advance and a flat phase. On the contrary, for large $`C`$, there are almost no avalanches, and the system advances mostly due to the random updates, thus presenting an extremely heterogeneous and rough profile. For intermediate values of C one can clearly see the presence of large avalanches and new updates. In fact, in the intermediate regime one can find the optimal growth regime in which the agents reach a given average level with a minimum number of upgrades guardiola .

## III Critical roughening transition

### III.1 Stationary regime

In order to characterize the different morphological phases we have performed extensive numerical simulations of the model. The fluctuations of the profile height are measured by means of the global interface width barabasi ,

$$W(N,t)=\sqrt{(1/N)\underset{i=1}{\overset{N}{}}[h_i(t)\overline{h}(t)]^2}$$
(2)
Where $``$ stands for average over noise realizations. At each time step the mean height value

$$\overline{h}(t)=(1/N)\underset{i=1}{\overset{N}{}}h_i(t)$$
(3)
is also calculated. It is important to stress here that time is always measured in the external driving temporal scale, so that one time step $`t`$ corresponds to an external update. As a consequence, the number of agents that change their state may vary from a single one (which changes from $`h`$ to $`h+\mathrm{\Delta }`$) to any number of agents in the system if the update generates an avalanche.

In the following we report on the behavior of the width in the two different phases. On the top panel of Fig. 2 we show the behavior of $`W(N,t)`$ for $`C=0.5`$. The saturation value does not depend on the system size, which indicates that the system is in the smooth phase. On the bottom panel of Fig. 2 we show the numerical results in the rough phase, for $`C=2.0`$. In this case the saturation value $`W_{sat}(N)`$ scales with the system size, as is shown in the inset. We find that in the rough phase the height fluctuations seem to fit reasonable well with a scaling as $`W_{sat}(N)N^{0.15}`$, which actually cannot be distinguished from a possibly logarithmic dependence. These results strongly suggest the presence of a roughening transition.

In order to study the critical behavior at the transition threshold we introduce a convenient order parameter. When looking at the profile snapshots in the stationary regime in Fig. 1, one can easily notice the presence of large plateaux, i.e. finite connected regions of agents that have the same height. The size of these flat regions decreases as $`C`$ grows, since for $`C\mathrm{}`$ the model has to become equivalent to the random deposition model barabasi . We found that the size of the largest plateau can be used as an order parameter. In the following, we shall call $`M`$ to the size of the largest plateau in the system, normalized by the system size $`N`$. In this way, a completely flat profile corresponds to $`M=1`$. We have also tried other common choices, as the often used Ising-like magnetization (1/N) $`_i(1)^{h_i(t)}`$ and its variations hinrichsen ; juanma . However, we found that our election has better scaling properties for this particular case, since it takes into account the singular behavior of the flat phase in this model.

Starting from a flat initial condition $`M(t)`$ evolves until it reaches a stationary value. In Fig. 3 we show the behavior of the stationary value of the order parameter $`M_{stat}(N,C)`$ vs. $`C`$ for four different system sizes. The order parameter allows us to distinguish the two phases discussed above. Note that for small values of the control parameter, the system gets ordered, implying a flat phase. On the contrary, the stationary value of the order parameter goes to zero for large values of $`C`$ as the system size becomes larger. Critical behavior is expected close to the threshold $`C_{th}`$ and, as usual, it can be studied numerically by finite-size scaling techniques png ; hinrichsen ; juanma  as follows. For any value of the control parameter $`C`$, there exists a horizontal correlation length $`\xi `$, which diverges as $`\xi ϵ^\nu `$ when the distance to the critical threshold goes to zero $`ϵ=|CC_{th}|0`$. In finite systems this actually occurs for values of $`C`$ close to, but not exactly at, the threshold since the finite-size critical behavior is encountered as long as $`\xi N`$, or equivalently when $`ϵN^{1/\nu }`$. Close to the threshold, $`ϵ0`$, for sufficiently large values of the system size, $`M_{stat}`$ converges to a finite value obeying $`M_{stat}(N,ϵ)ϵ^\beta `$. Just at the critical point $`ϵ=0`$ we expect the order parameter to decay as a power-law with the system size

$$M_{stat}(N,ϵ=0)N^{\beta /\nu }.$$
(4)
In Fig. 4 we plot our numerical results for $`M_{stat}(N,ϵ)`$ vs. $`N`$ for different values of the distance to the threshold $`ϵ`$. Only for $`C=C_{th}`$ a power-law with the system size can be obtained and the slope of the straight line in a log-log plot gives an estimation of the ratio $`\beta /\nu =0.44\pm 0.05`$ between critical exponents. We can thus identify $`C_{th}=1.0\pm 0.1`$ with the critical point. After having determined the critical point, numerical data for different system sizes can be cast in the finite-size scaling ansatz

$$M_{stat}(N,ϵ)=N^{\beta /\nu }g\left(ϵN^{1/\nu }\right),$$
(5)
where the scaling function $`g(y)\mathrm{const}`$ for $`y1`$, and $`g(y)y^\beta `$ if $`y1`$. In Fig. 5 we plot a data collapse that allows us to determine the values of the exponents $`1/\nu =0.40\pm 0.05`$ and $`\beta /\nu =0.44\pm 0.05`$. From these, we then have $`\beta 1.10`$ and $`\nu 2.50`$.

### III.2 Dynamics

Since the model is out of equilibrium our study is completed next with an analysis of the dynamic behavior, which contains much information about the universality of the roughening transition. In Fig. 6 we show the temporal behavior of the order parameter $`M(t,N,C)`$ for three different values of $`C`$ (above, below and at the critical threshold). Again, only at the critical point we may expect to find a power-law decay $`M(t,N,ϵ=0)t^{\beta /\nu _t}`$, where $`\nu _t`$ is the exponent associated with the diverging correlation time $`\tau ϵ^{\nu _t}`$ as $`ϵ0`$. The correlation time corresponds to the typical time that correlations survive in the system and is given by $`\tau \xi ^z`$, where $`z`$ is the dynamic exponent. The three exponents are related by the usual scaling relation $`z=\nu _t/\nu `$ provided dynamic scaling holds. In Fig. 6 we can see that only at the critical point a power-law behavior is observed, while deviations occur for $`CC_{th}`$. The fit to a straight line in a log-log plot, as shown Fig. 7, leads to a determination of the ratio $`\beta /\nu _t=0.77\pm 0.05`$. One can write the dynamic scaling ansatz

$$M(t,N,ϵ)=N^{\beta /\nu }\mathrm{\Phi }(ϵt^{1/\nu _t},t/N^z)$$
(6)
for the order parameter, which at the critical point, $`ϵ=0`$, reads

$$M(t,N,ϵ=0)=N^{\beta /\nu }f\left(t/N^z\right),$$
(7)
where the scaling function $`f(u)\mathrm{const}`$ for $`u1`$ and $`f(u)u^{\beta /\nu _t}`$ for $`u1`$. We can then use the values of the exponents just obtained to collapse our data as shown in Fig. 8 with exponents $`\nu _t1.43`$ and $`z0.57`$.

Nonequilibrium phase transitions have been mostly related to the universality class of directed percolation (DP), with very few exceptions hinrichsen:review . In particular, there are many examples of roughening transitions far from equilibrium that have been linked to DP, examples include polynuclear growth models png , solid-on-solid models with evaporation at the edges of terraces hinrichsen  and the fungal growth model juanma . In all these systems, the DP process emerges at a particular reference height of the interface. In this case, the critical exponents characterizing the roughening transition can be obtained from those of DP, which in 1+1 dimension are given by $`\nu =\nu _{}^{DP}=1.10`$ for the correlation length exponent, $`\nu _t=\nu _{}^{DP}=1.73`$ for the time correlation exponent, and $`z=z^{DP}=1.58`$ the dynamic exponent hinrichsen:review . Our results clearly suggest that the roughening transition occurring in the innovation propagation model does not belong to the DP class.

The relation of many nonequilibrium critical models to DP has led to the proposal of the conjecture due to Janssen and Grassberger janssen ; grassberger , which states that a model belongs to DP under the following assumptions hinrichsen:review :

1. The model displays a continuous phase transition from a fluctuating active phase into a unique absorbing state.
2. The transition is characterized by a positive one-component order parameter.
3. The dynamic rules involve only short-range interactions.
4. Finally, the system has no special attributes like additional symmetries or quenched randomness.

Any model satisfying all above four conditions has been found to belong to DP universality class, with no exception to date. However, it is known that at least some of the above DP conditions can be relaxed. In fact, there are a few examples of systems that, despite exhibiting no absorbing states png ; hinrichsen ; juanma  or having quenched disorder tang ; buldyrev  also display nonequilibrium phase transitions that belong to the DP universality class. Our model does not have absorbing states, since in both the rough and the flat phase the interface keeps fluctuating. Also and perhaps most importantly, interaction is not short-ranged, because of the avalanches of activity that give rise to nonlocal effects with finite probability. Their influence in the dynamics is reflected by the extremly low value of the dynamic exponent, $`z=0.57`$ $`<2`$, signature of a highly super-diffusive behavior. It appears that this nonlocal interaction mechanism is the responsible for the deviation of the DP critical behavior.

We believe that the transition takes place exactly at $`C=1.0`$. This is directly related to the dynamical evolution rules of the model. We have defined the external driving by choosing a random number from a uniform distribution in $`[0,1]`$. As a consequence, for $`C<1.0`$, a random update on any site can generate an avalanche. On the other hand, for $`C>1.0`$, only a small fraction of sites will be able to generate an avalanche with a single update. In order to quantify this effect we have studied the fraction of sites which can generate an avalanche with a single update. A site $`i`$ with this property will satisfy

$$h_ih_{i\pm 1}+1>C$$
(8)
In Fig. 9 we present the fraction of sites $`f`$ which are able to generate an avalanche as a function of C. The figure clearly shows that this fraction remains close to one for $`C<1.0`$ and drops abruptly to a small value for $`C>1.0`$.

## IV Conclusions

In this work we have studied a simple model of innovation propagation dynamics in an economic system as a surface growth model. This has allowed us to characterize different morphological phases and also to analyze the dynamical behavior of the model as a kinetic roughening process. We have characterized a roughening transition and determined its critical exponents by finite-size scaling techniques. The value of the exponents do not coincide with known universality classes. We believe that the avalanche driven dynamics with its long-range effects is the reason why this model does not belong to the DP universality class. We have also presented a possible mechanism for the transition occurring exactly at $`C_{th}=1`$.

###### Acknowledgements.

We would like to thank X. Guardiola, J. J. Ramasco, M. A. Rodríguez, A. Arenas, C. J. Pérez, and F. Vega-Redondo for fruitful discussions at the earliest stages of this work. M. Llas, P. M. Gleiser, and A. Díaz-Guilera acknowledge financial support from MCYT, grant number BFM2000-0626, and also from European Commission, Fet Open Project COSIN IST-2001-33555. P. M. G. acknowledges financial support from Fundación Antorchas. J. M. L. acknowledges support from the Ministerio de Ciencia y Tecnología (Spain) and FEDER under project BFM2000-0628-C03-02.