text:
# On a class of inhomogeneous extensions for integrable evolution systems11footnote 1This paper is published in Proceedings of 8^{𝑡ℎ} Intl. Conf. on Diff. Geometry and its Applications: Differential Geometry and its Applications (Proc. 8^{𝑡ℎ} Int. Conf.), Silesian University in Opava, Opava, Czech Republic, 2001, p.243–252.

## Introduction

It is well known that the existence of infinite number of generalized (or higher order) symmetries for a system of PDEs is one of the most important signs of its integrability, see for example . Moreover, for a long time it was generally believed that the existence of only one nontrivial local generalized symmetry implies the existence of infinitely many such symmetries, cf. .

However, the latter statement is not true, as shows the example of Bakirov system

$$\begin{array}{c}u/t=^4u/x^4+v^2,\hfill \\ v/t=(1/5)^4v/x^4.\hfill \end{array}$$
(1)
This system has only one non-Lie-point $`x,t`$-independent local generalized symmetry, as it was proved by Beukers, Sanders and Wang  using the sophisticated methods of number theory. What is more, the situation remains unchanged even if we pass to $`x,t`$-dependent local generalized symmetries, see .

Sanders and van der Kamp  have generalized this result and found a counterexample to the conjecture of Fokas  stating that if an $`s`$-component system of PDEs has $`s`$ non-Lie-point local generalized symmetries, then it has infinitely many symmetries of this kind. Namely, they have exhibited a two-component evolution system possessing only two non-Lie-point $`x,t`$-independent local generalized symmetries. This system is of the form

$$\begin{array}{c}u/t=au_7+bv_1v_2+7vv_3,\hfill \\ v/t=v_7,\hfill \end{array}$$
(2)
where $`a=(42\alpha ^5+280\alpha ^4+700\alpha ^3+798\alpha ^2+504\alpha +104)`$, $`b=7\alpha ^5+49\alpha ^4+133\alpha ^3+175\alpha ^2+126\alpha +56`$, and $`\alpha `$ is a root of the equation $`\alpha ^6+7\alpha ^5+19\alpha ^4+25\alpha ^3+19\alpha ^2+7\alpha +1=0`$, $`u_i=^iu/x^i`$, $`v_i=^iv/x^i`$.

Let us note that both systems (1) and (2) are exactly solvable. Indeed, one can find the general solution of the second equation for $`v`$, then plug it into the first equation and find its general solution for $`u`$.

Since the systems (1) and (2) possess only a finite number of non-Lie-point local generalized symmetries and at the same time are exactly solvable, it is interesting to find out whether they pass or fail other integrability tests. One of the most powerful and algorithmic tests of this kind is the existence of nondegenerate formal symmetry of infinite rank and nonzero degree, see  and Section 1 below for details. For the Bakirov system the existence of formal symmetry with these properties was proved by Bilge . It is natural to ask whether a similar result could be established for the system (2), as well as for other systems listed in .

In the present paper we show that this is indeed possible for quite a large class of evolution systems of the form (5), which naturally generalize the Bakirov system , and those of Sanders and van der Kamp , see Proposition 1 and Corollaries 35 below for details. Note that, in the terminology of Kupershmidt , the system (5) can be thought of as a particular case of inhomogeneous nonlinear extension of its last block, that is, $`\stackrel{}{u}^s/t=\stackrel{}{f}^s(x,t,\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_n^s)`$.

## 1 Basic definitions and structures

Consider a $`(1+1)`$-dimensional evolution system

$$𝐮/t=𝐅(x,t,𝐮,\mathrm{},𝐮_n)$$
(3)
for the $`q`$-component vector function $`𝐮=(u^1,\mathrm{},u^q)^T`$. Here $`𝐮_j=^j𝐮/x^j`$, $`𝐮_0𝐮`$, $`𝐅=(F^1,\mathrm{},F^q)^T`$, and the superscript $`T`$ denotes the matrix transposition. In what follows we assume that $`n2`$ and $`𝐅/𝐮_n0`$.

Let us recall that a function $`f`$ of $`x,t,𝐮,𝐮_1,\mathrm{},`$ is called local (cf. ) if it depends only on a finite number of variables $`𝐮_j`$. The operators of total derivatives with respect to $`x`$ and $`t`$ on the space of (smooth) local functions take the form $`D_xD=/x+_{i=0}^{\mathrm{}}𝐮_{i+1}/𝐮_i`$ and $`D_t=/t+_{i=0}^{\mathrm{}}D^i(𝐅)/𝐮_i`$, cf. .

Consider  a formal series in powers of $`D`$ of the form

$$=\underset{j=\mathrm{}}{\overset{q}{}}h_jD^j,$$

where $`h_j`$ are $`(p\times p)`$-matrix-valued local functions. The greatest $`m`$ such that $`h_m0`$ is called the degree of $``$ and is denoted by $`m=\mathrm{deg}`$. The formal series $``$ is called nondegenerate, if $`deth_m0`$, $`m=\mathrm{deg}`$. Following the usual convention , we assume that $`\mathrm{deg}0=\mathrm{}`$.

A formal series $`=_{j=\mathrm{}}^r\eta _jD^j`$, where $`\eta _j`$ are $`(q\times q)`$-matrix-valued local functions, is called a formal symmetry of infinite rank (see ) for (3), if it satisfies the equation

$$D_t()=[𝐅_{},].$$
(4)
Here we set $`D_t()=_{j=\mathrm{}}^rD_t(\eta _j)D^j`$, $`𝐅_{}=_{i=0}^n𝐅/𝐮_iD^i`$, and $`[,]`$ stands for the usual commutator of two formal series: $`[𝔄,𝔅]=𝔄𝔅𝔅𝔄`$.

The multiplication law $``$ (see for example ) is defined for monomials as

$$aD^ibD^j=a\underset{q=0}{\overset{\mathrm{}}{}}\frac{i(i1)\mathrm{}(iq+1)}{q!}D^q(b)D^{i+jq},i,j,$$

and is extended by linearity to the set of all formal series. In what follows we shall omit $``$ unless this leads to confusion. In particular, for $`k`$ we set $`^k=^{k1}`$.

## 2 The main result

Consider an evolution system (3) of the form

$$\begin{array}{c}\frac{\stackrel{}{u}^1}{t}=\stackrel{}{f}^1(x,t,\stackrel{}{u}^1,\stackrel{}{u}_1^1,\mathrm{},\stackrel{}{u}_n^1)+\stackrel{}{h}^1(x,t,\stackrel{}{u}^2,\stackrel{}{u}_1^2,\mathrm{},\stackrel{}{u}_{n1}^2,\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s),\hfill \\ \frac{\stackrel{}{u}^2}{t}=\stackrel{}{f}^2(x,t,\stackrel{}{u}^2,\stackrel{}{u}_1^2,\mathrm{},\stackrel{}{u}_n^2)+\stackrel{}{h}^2(x,t,\stackrel{}{u}^3,\stackrel{}{u}_1^3,\mathrm{},\stackrel{}{u}_{n1}^3,\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s),\hfill \\ \mathrm{}\hfill \\ \frac{\stackrel{}{u}^s}{t}=\stackrel{}{f}^s(x,t,\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_n^s),\hfill \end{array}$$
(5)
where $`n2`$, $`\stackrel{}{u}_j^\alpha =^j\stackrel{}{u}^\alpha /x^j`$, $`\stackrel{}{u}^\alpha =(u^{\alpha ,1},\mathrm{},u^{\alpha ,q_\alpha })^T`$, $`\stackrel{}{f}^\alpha =(f^{\alpha ,1},\mathrm{},f^{\alpha ,q_\alpha })^T`$, $`\stackrel{}{h}^\alpha =(h^{\alpha ,1},\mathrm{},h^{\alpha ,q_\alpha })^T`$.

The system (5) is nothing but a particular case of (inhomogeneous nonlinear) extension of $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$, cf. . It turns out that under some extra conditions the existence of formal symmetries of infinite rank and nonzero degree for the systems $`\stackrel{}{u}_t^\alpha =\stackrel{}{f}^\alpha `$, $`\alpha =1,\mathrm{},s`$, implies the same property for the system (5) with arbitrary $`\stackrel{}{h}^\alpha `$.

In what follows we assume the ground field to be algebraically closed, so that any matrix can be brought into Jordan’s normal form, see e.g. . Then we have the following result.

###### Proposition 1

Suppose that the matrices $`\stackrel{}{f}^\alpha /\stackrel{}{u}_n^\alpha `$ and $`\stackrel{}{f}^\beta /\stackrel{}{u}_n^\beta `$ have no common eigenvalues (i.e., the eigenvalues in question are distinct as functions) for all $`\alpha \beta `$, $`\alpha ,\beta =1,\mathrm{},s`$, and at least one of these matrices is nonzero. Further assume that each of the evolution systems $`\stackrel{}{u}_t^\alpha =\stackrel{}{f}^\alpha `$, $`\alpha =1,\mathrm{},s`$, has a formal symmetry $`𝔏_\alpha `$ of infinite rank and nonzero degree, and the coefficients of $`𝔏_\alpha `$ for $`\alpha =1,\mathrm{},s1`$ depend on $`x`$ and $`t`$ only.

Then the system (5) with arbitrary (smooth) functions $`\stackrel{}{h}^\alpha (x,t,\stackrel{}{u}^{\alpha +1},\stackrel{}{u}_1^{\alpha +1},\mathrm{},\stackrel{}{u}_{n1}^{\alpha +1},\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s)`$, $`\alpha =1,\mathrm{},s1`$, also possesses a formal symmetry of infinite rank and nonzero degree.

Moreover, if all $`𝔏_\alpha `$ are nondegenerate, then (5) possesses a nondegenerate formal symmetry of infinite rank and nonzero degree.

Proof.  Let us start with the following lemma (cf. \[11, Proposition 2.1\]).

###### Lemma 2

Suppose that the matrices $`\stackrel{}{f}^\alpha /\stackrel{}{u}_n^\alpha `$ and $`\stackrel{}{f}^\beta /\stackrel{}{u}_n^\beta `$ have no common eigenvalues (i.e., the eigenvalues in question are distinct as functions) for all $`\alpha \beta `$, $`\alpha ,\beta =1,\mathrm{},s`$, and at least one of these matrices is nonzero.

Then there exists a unique formal series

$$𝔗=\mathrm{𝟏}+\underset{i=\mathrm{}}{\overset{1}{}}T_iD^i$$

such that $`T_i`$ are upper block-triangular $`(q\times q)`$-matrix-valued local functions with zero diagonal blocks and we have

$$𝔙𝔗𝐅_{}𝔗^1+D_t(𝔗)𝔗^1=diag(𝔉_1,\mathrm{},𝔉_s).$$

Here $`\mathrm{𝟏}`$ is a $`q\times q`$ unit matrix, $`q=_{\alpha =1}^sq_\alpha `$, $`𝔉_\alpha =_{i=0}^n\stackrel{}{f}^\alpha /\stackrel{}{u}_i^\alpha D^i`$, and $`𝐅`$ stands for the right-hand side of (5).

Before we prove this lemma, let us apply it for the proof of Proposition 1. Equation (4) under the transformation $`𝔏=𝔗𝔗^1,𝐅_{}𝔙`$ becomes

$$D_t(𝔏)=[𝔙,𝔏].$$
(6)
For the system (5), using the assumption that the matrices $`\stackrel{}{f}^\alpha /\stackrel{}{u}_n^\alpha `$ have no common eigenvalues, it is easy to check (cf. ) that the coefficients of any solution $`𝔏`$ of (6) are block-diagonal matrices, i.e., $`𝔏=diag(_1,\mathrm{},_s)`$, where $`_\alpha `$ is a formal series whose coefficients are $`q_\alpha \times q_\alpha `$ matrices, and thus (6) is broken into $`s`$ blocks:

$$D_t(_\alpha )=[𝔉_\alpha ,_\alpha ].$$
(7)
Each of equations (7) for $`\alpha =1,\mathrm{},s`$ has a solution $`_\alpha =𝔏_\alpha `$. Thus, equation (6) has a solution $`𝔏=diag(𝔏_1,\mathrm{},𝔏_s)`$, and $`=𝔗^1𝔏𝔗`$, with $`𝔗`$ constructed in Lemma 2, is a formal symmetry of nonzero degree and infinite rank for (5).

If all $`𝔏_\alpha `$ are nondegenerate, then we can choose $`𝔏`$ to be $`𝔏=diag(𝔏_1^{p_1},\mathrm{},𝔏_s^{p_s})`$ and $`=𝔗^1𝔏𝔗`$, where $`p_\alpha =m/m_\alpha `$, $`m_\alpha =\mathrm{deg}𝔏_\alpha `$, and $`m`$ is the least common multiple of $`m_\alpha `$, $`\alpha =1,\mathrm{},s`$. Thus constructed $``$ obviously will be a nondegenerate formal symmetry of infinite rank and nonzero degree $`m`$ for (5). This remark completes the proof of Proposition 1. $`\mathrm{}`$.

Note that $`D_t`$ in (7) does not coincide with the operator $`/t+_{i=0}^{\mathrm{}}D^i(\stackrel{}{f}^\alpha )/\stackrel{}{u}^\alpha `$ (no sum over $`\alpha `$). Therefore, if the coefficients of $`𝔏_\alpha `$, $`\alpha =1,\mathrm{},s1`$, depend not only on $`x`$ and $`t`$, there is no obvious way to construct the solutions of (7) for $`\alpha =1,\mathrm{},s1`$ and to extend the result of Proposition 1 to this case.

Proof of Lemma 2. By the above, $`𝔗`$ is assumed to have the form

$$𝔗=\left(\begin{array}{ccccc}\mathrm{𝟏}_{q_1}& 𝔗_{12}& \mathrm{}& 𝔗_{1s}& \\ 0& \mathrm{𝟏}_{q_2}& \mathrm{}& 𝔗_{2s}& \\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \\ 0& 0& \mathrm{}& \mathrm{𝟏}_{q_s}& \end{array}\right),$$

where $`\mathrm{𝟏}_{q_\alpha }`$ stands for $`q_\alpha \times q_\alpha `$ unit matrix, $`𝔗_{\alpha \beta }`$ are formal series of degree not higher than $`1`$: $`𝔗_{\alpha \beta }=_{r=1}^{\mathrm{}}\tau _{\alpha \beta }^rD^r`$, and the coefficients $`\tau _{\alpha \beta }^r`$ are $`q_\alpha \times q_\beta `$ matrices.

It is clear that for $`𝐅`$ being the right-hand side of (5) $`𝐅_{}`$ has a similar structure:

$$𝐅_{}𝔙+𝔅=\left(\begin{array}{cccc}𝔉_1& 𝔅_{12}& \mathrm{}& 𝔅_{1s}\\ 0& 𝔉_2& \mathrm{}& 𝔅_{2s}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 𝔉_s\end{array}\right),$$

where $`𝔅_{\alpha \beta }`$ are formal series of degree not higher than $`n1`$:

$$𝔅_{\alpha \beta }=\underset{r=0}{\overset{n1}{}}b_{\alpha \beta }^rD^r,$$

and the coefficients $`b_{\alpha \beta }^r`$ are $`q_\alpha \times q_\beta `$ matrices.

Multiplying the equality $`𝔙=𝔗𝐅_{}𝔗^1+D_t(𝔗)𝔗^1`$ by $`𝔗`$ on the right, we find

$$𝔙𝔗=𝔗𝐅_{}+D_t(𝔗).$$

Inserting in this formula the expressions for $`𝔗`$, $`𝔙`$ and $`𝐅_{}`$ and equating “blockwise” its left-hand side and right-hand side, we obtain identities of the form $`𝔉_\alpha =𝔉_\alpha `$ or $`0=0`$ together with the following equations:

$$𝔉_\alpha 𝔗_{\alpha \beta }𝔗_{\alpha \beta }𝔉_\beta =\underset{\gamma =\beta +1}{\overset{s}{}}𝔗_{\alpha \gamma }𝔅_{\gamma \beta }+𝔅_{\alpha \beta }+D_t(𝔗_{\alpha \beta }),s\beta >\alpha 1.$$
(8)
Provided the coefficients of formal series $`𝔗_{\alpha \gamma }`$, $`\gamma >\beta `$, are known, we can find from (8) the coefficients of $`𝔗_{\alpha \beta }`$, solving algebraic equations only. Indeed, equating the coefficients at $`D^{np}`$ on the left- and right-hand side of (8) yields

$$a_n^\alpha \tau _{\alpha \beta }^p\tau _{\alpha \beta }^pa_n^\beta =\eta _{\alpha \beta }^p,$$

where $`a_n^\alpha \stackrel{}{f}^\alpha /\stackrel{}{u}_n^\alpha `$, and $`\eta _{\alpha \beta }^p`$ is a $`q_\alpha \times q_\beta `$ matrix whose entries are differential polynomials in the entries of the matrices $`\tau _{\alpha \beta }^j`$ with $`j<p`$, and in the entries of coefficients of the formal series $`𝔉^\alpha `$, $`𝔅_{\alpha \gamma }`$ and $`𝔗_{\alpha \gamma }`$ with $`\gamma >\beta `$.

Since the matrices $`a_n^\alpha `$ have no common eigenvalues by assumption, we always can (see ) successively solve the above equations with respect to $`\tau _{\alpha \beta }^p`$ for $`p=1,2,\mathrm{}`$, starting with the equations for $`\tau _{\alpha s}^p`$ and using previously solved equations, if any occur. What is more, the solution to these equations is unique . This completes the proof of the lemma. $`\mathrm{}`$

As an example, consider the system

$$\begin{array}{c}u_t=(1c)u_3+cv_3+3uu_1+3uv_1+3vu_1+3vv_1+g(w,w_1,w_2),\hfill \\ v_t=cu_3+(1c)v_3+3uu_1+3uv_1+3vu_1+3vv_1+h(w,w_1,w_2),\hfill \\ w_t=w_3+ww_1,\hfill \end{array}$$
(9)
where $`c`$ is a constant.

The system

$$\begin{array}{c}u_t=(1c)u_3+cv_3+3uu_1+3uv_1+3vu_1+3vv_1,\hfill \\ v_t=cu_3+(1c)v_3+3uu_1+3uv_1+3vu_1+3vv_1,\hfill \end{array}$$

discovered by Foursov , possesses a degenerate formal symmetry of infinite rank

$$𝔏_1=\left(\begin{array}{cc}\hfill 1& \hfill 1\\ \hfill 1& \hfill 1\end{array}\right)D^2,$$

and for $`c\frac{1}{2}`$ can be written in bi-Hamiltonian form in infinitely many ways, see .

The equation $`w_t=w_3+ww_1`$ is nothing but the fabulous KdV equation, which has a nondegenerate formal symmetry of infinite rank

$$𝔏_2=D^2+\frac{2}{3}u+\frac{1}{3}u_1D^1,$$

being in fact the recursion operator for this equation, see e.g. .

Thus, the requirements of Proposition 1 are met, and (9) with arbitrary (smooth) functions $`g`$ and $`h`$ has a degenerate formal symmetry of infinite rank and nonzero degree $`=𝔗^1𝔏𝔗`$, where $`𝔏=diag(𝔏_1,𝔏_2)`$.

It would be interesting to find out under which conditions the system (9) has a nondegenerate formal symmetry of infinite rank and nonzero degree, and we intend to analyse this problem in more detail elsewhere.

A fairly straightforward but quite useful application of Proposition 1 is given by the following result.

###### Corollary 3

Let $`\stackrel{}{f}^\alpha =_{i=0}^na_i^\alpha (x)\stackrel{}{u}_i^\alpha `$, $`\alpha =1,\mathrm{},s1`$, where $`a_i^\alpha (x)`$ are $`q_\alpha \times q_\alpha `$ matrices. Denote for convenience $`a_n^s=\stackrel{}{f}^s/\stackrel{}{u}_n^s`$, and suppose that the matrices $`a_n^\alpha `$ and $`a_n^\beta `$ have no common eigenvalues (i.e., the eigenvalues in question are distinct as functions) for all $`\alpha \beta `$, $`\alpha ,\beta =1,\mathrm{},s`$. Further assume that the evolution system $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$ possesses a formal symmetry $`𝔏_s`$ of infinite rank and nonzero degree, and at least one of the matrices $`a_n^\alpha `$ is nonzero.

Then the system (5) with arbitrary (smooth) functions $`\stackrel{}{h}^\alpha (x,t,\stackrel{}{u}^{\alpha +1},\stackrel{}{u}_1^{\alpha +1},\mathrm{},\stackrel{}{u}_{n1}^{\alpha +1},\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s)`$, $`\alpha =1,\mathrm{},s1`$, also possesses a formal symmetry of infinite rank and nonzero degree.

Proof. We just take $`𝔏_\alpha =𝔉_\alpha =_{i=0}^na_i^\alpha (x)D^i`$ for $`\alpha =1,\mathrm{},s1`$. $`\mathrm{}`$

## 3 Existence of nondegenerate formal symmetries

While applying the existence of formal symmetry of infinite rank as an integrability test one usually requires that the system in question should have a nondegenerate formal symmetry, cf. . The results that follow provide easily verifiable sufficient conditions for the existence of formal symmetry with this property.

###### Corollary 4

Under the assumptions of Corollary 3, suppose that the system $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$ has a nondegenerate formal symmetry $`𝔏_s`$ of infinite rank and of nonzero degree $`k`$. Further assume that at least one of the following conditions holds:

* $`deta_\alpha ^n0`$, $`\alpha =1,\mathrm{},s1`$;
* all matrices $`a_\alpha ^i`$, $`\alpha =1,\mathrm{},s1`$, $`i=0,\mathrm{},n`$, are constant matrices;
* one of the matrices $`a_\alpha ^n`$ (say, $`a_\delta ^n`$) is degenerate: $`deta_\delta ^n=0`$; $`deta_\alpha ^n0`$, $`\alpha \delta `$, $`\alpha =1,\mathrm{},s1`$, and either a) there exists $`m`$ such that $`m<n`$ and we have $`a_\delta ^{m+1}=0,\mathrm{},a_\delta ^n=0`$ while $`a_\delta ^m0`$ and $`deta_\delta ^m0`$, or b) all matrices $`a_\delta ^j`$, $`j=0,\mathrm{},n`$, are constant ones.

Then the system (5) with arbitrary (smooth) functions $`\stackrel{}{h}^\alpha (x,t,\stackrel{}{u}^{\alpha +1},\stackrel{}{u}_1^{\alpha +1},\mathrm{},\stackrel{}{u}_{n1}^{\alpha +1},\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s)`$, $`\alpha =1,\mathrm{},s1`$, possesses a nondegenerate formal symmetry $``$ of infinite rank and nonzero degree.

Proof. In all cases we can represent $``$ in the form $`=𝔗^1𝔏𝔗`$, where $`𝔏`$ solves (6), and the nondegeneracy of $`𝔏`$ clearly implies the same property for $``$. Therefore, it suffices to construct a nondegenerate solution $`𝔏`$ of nonzero degree $`r`$ for (6). We shall exhibit such solutions for all cases (i)–(iii). Their nondegeneracy will be obvious from the construction.

In the case (i) let $`r`$ be the least common multiple of $`n`$ and $`k`$, $`\stackrel{~}{n}=r/n`$, $`\stackrel{~}{k}=r/k`$, and we set $`𝔏=diag(𝔉_1^{\stackrel{~}{n}},\mathrm{},𝔉_{s1}^{\stackrel{~}{n}},𝔏_s^{\stackrel{~}{k}})`$.

Likewise, in the case (ii) we set $`𝔏=diag(\mathrm{𝟏}_{q_1}D^k,\mathrm{},\mathrm{𝟏}_{q_{s1}}D^k,𝔏_s)`$, where $`\mathrm{𝟏}_{q_\alpha }`$ is $`q_\alpha \times q_\alpha `$ unit matrix.

In the case (iii, a) let $`r`$ be the least common multiple of $`n`$, $`m`$ and $`k`$, and we set $`𝔏=diag(𝔉_1^{\stackrel{~}{n}},\mathrm{},𝔉_{\delta 1}^{\stackrel{~}{n}},𝔉_\delta ^{\stackrel{~}{m}},𝔉_{\delta +1}^{\stackrel{~}{n}},\mathrm{},𝔉_{s1}^{\stackrel{~}{n}},𝔏_s^{\stackrel{~}{k}})`$, where $`\stackrel{~}{n}=r/n`$, $`\stackrel{~}{m}=r/m`$, $`\stackrel{~}{k}=r/k`$.

Finally, in the case (iii, b), taking for $`r`$ the least common multiple of $`n`$ and $`k`$, we set $`𝔏=diag(𝔉_1^{\stackrel{~}{n}},\mathrm{},𝔉_{\delta 1}^{\stackrel{~}{n}},\mathrm{𝟏}_{q_\delta }D^r,𝔉_{\delta +1}^{\stackrel{~}{n}},\mathrm{},𝔉_{s1}^{\stackrel{~}{n}},𝔏_s^{\stackrel{~}{k}})`$, where $`\mathrm{𝟏}_{q_\delta }`$ is $`q_\delta \times q_\delta `$ unit matrix, $`\stackrel{~}{n}=r/n`$, $`\stackrel{~}{k}=r/k`$. $`\mathrm{}`$

###### Corollary 5

Let $`\stackrel{}{f}^\alpha =_{i=0}^na_i^\alpha (t)\stackrel{}{u}_i^\alpha `$, $`\alpha =1,\mathrm{},s1`$, where $`a_i^\alpha (t)`$ are $`q_\alpha \times q_\alpha `$ matrices. Again denote for convenience $`a_n^s=\stackrel{}{f}^s/\stackrel{}{u}_n^s`$, and suppose that the matrices $`a_n^\alpha `$ and $`a_n^\beta `$ have no common eigenvalues, i.e., the eigenvalues in question are distinct as functions, for all $`\alpha \beta `$, $`\alpha ,\beta =1,\mathrm{},s`$, and at least one of the matrices $`a_n^\alpha `$ is nonzero.

Then the system (5) with arbitrary smooth functions $`\stackrel{}{h}^\alpha (x,t,\stackrel{}{u}^{\alpha +1},\stackrel{}{u}_1^{\alpha +1},\mathrm{},\stackrel{}{u}_{n1}^{\alpha +1},\mathrm{},\stackrel{}{u}^s,\stackrel{}{u}_1^s,\mathrm{},\stackrel{}{u}_{n1}^s)`$, $`\alpha =1,\mathrm{},s1`$, possesses a (nondegenerate) formal symmetry $`𝔏_s`$ of infinite rank and of nonzero degree $`k`$, if so does the system $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$.

Proof. Let $`𝔏=diag(\mathrm{𝟏}_{q_1}D^k,\mathrm{},\mathrm{𝟏}_{q_{s1}}D^k,𝔏_s)`$ and $`𝔗`$ be a formal series constructed in Lemma 2. Then $`=𝔗^1𝔏𝔗`$ is a formal symmetry of infinite rank and of degree $`k0`$ for (5). Finally, if $`𝔏_s`$ is nondegenerate, then so does $``$. $`\mathrm{}`$

For instance, the Bakirov system (1) and the system (2), investigated by Sanders and van der Kamp , indeed meet the requirements of Corollaries 3, 4 and 5 and therefore have nondegenerate formal symmetries of infinite rank and nonzero degree. What is more, by Corollary 5 any system of the form

$$u_t=a(t)u_n+K(x,t,v,v_1,\mathrm{},v_{n1}),v_t=b(t)v_n$$

has a nondegenerate formal symmetry of infinite rank and nonzero degree, provided $`a(t)b(t)`$.

Following Kupershmidt , consider a system $`\stackrel{}{u}_t=\stackrel{}{F}(x,t,\stackrel{}{u},\mathrm{},\stackrel{}{u}_n)`$ with $`n2`$ and $`det\stackrel{}{F}/\stackrel{}{u}_n0`$, and its (vectorial) logarithmic extension

$$\stackrel{}{u}_t=\stackrel{}{F}(x,t,\stackrel{}{u},\mathrm{},\stackrel{}{u}_n),\stackrel{}{v}_t=\stackrel{}{G}(x,t,\stackrel{}{u},\mathrm{},\stackrel{}{u}_{n1}).$$
(10)
Here $`\stackrel{}{u}`$ and $`\stackrel{}{v}`$ are $`q_1`$\- and $`q_2`$-component vectors, respectively, and $`\stackrel{}{G}`$ is an arbitrary (smooth) $`q_2`$-component vector function.

By Corollary 5 the system (10) possesses a (nondegenerate) formal symmetry of infinite rank and nonzero degree if so does $`\stackrel{}{u}_t=\stackrel{}{F}(x,t,\stackrel{}{u},\mathrm{},\stackrel{}{u}_n)`$. This fact suggests that, in addition to the four types of extensions of integrable systems, introduced in , it is natural to consider the fifth one, namely, the extensions which “inherit” (nondegenerate) formal symmetry from the original system.

## 4 Conclusions and discussion

We have shown above that a fairly large class of evolution systems (5) has a (nondegenerate) formal symmetry of infinite rank and nonzero degree, provided so do all “building blocks” of (5), that is, $`\stackrel{}{u}_t^\alpha =\stackrel{}{f}^\alpha `$, and the coefficients of formal symmetries of the first $`s1`$ blocks depend on $`x`$ and $`t`$ only. In other words, under certain conditions the system (5) inherits some of integrability properties of its blocks.

Let us also mention that once a solution $`\stackrel{}{u}^s(x,t)`$ of $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$ is known, recovering the corresponding solution of (5) amounts to solving linear inhomogeneous PDEs, provided $`\stackrel{}{f}^\alpha `$, $`\alpha =1,\mathrm{},s1`$ are linear in $`\stackrel{}{u}_j^\alpha `$. In this case, if the system $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$ is exactly solvable, then the same is true for (5). However, as show the examples of the Bakirov system , and of the systems constructed by Sanders and van der Kamp in , if the system $`\stackrel{}{u}_t^s=\stackrel{}{f}^s`$ has infinitely many non-Lie-point local generalized symmetries, the system (5) does not necessarily have the same property even if it possesses a formal symmetry of infinite rank and nonzero degree. We encounter here an intriguing phenomenon of ‘disappearing’ of symmetries, which, surprisingly, is due to some subtle number-theoretical effects .

### Acknowledgements

It is my great pleasure to express deep gratitude to organizers of $`8^{\mathrm{th}}`$ ICDGA for the opportunity to present my results at this conference and for their kind hospitality. I also thank very much Prof. B.A. Kupershmidt for kindly sending me the preprint version of . Last but not least, I am sincerely grateful to Dr. E.V. Ferapontov and Dr. M. Marvan for the fruitful discussions on the results of the present paper.

This research was supported by DFG via Graduiertenkolleg “Geometrie und Nichtlineare Analysis” of Institut für Mathematik of Humboldt-Universität zu Berlin, Germany, where the author held a postdoctoral fellowship. I also acknowledge the partial support from the Ministry of Education, Youth and Sports of Czech Republic under Grant MSM:J10/98:192400002, and from the Czech Grant Agency under Grant No. 201/00/0724.


format: text

text:
# Fluctuating Commutative Geometry

## I Introduction

A possible approach to quantum gravity is to consider it as an Euclidean quantum field theory. In the functional integral approach, one tries to compute a sum over metrics $`g_{\mu \nu }`$ defined on a $`d`$-dimensional manifold $`M`$. The dynamics is fixed by a choice of an action that is usually taken to be the Einstein-Hilbert action. An exact computation of such functional integral is not available and several approximated methods have been developed. The main idea is to use some kind of discretization in order to approximate the functional integral by a large number of ordinary integrals or sums. One such method is known as the dynamical triangulation and consist in summing over the triangulations of a given manifold. The situation becomes more complicated when one wishes to include quantum topology change. In this case, the manifold itself is also not fixed and a sum over topologically non equivalent manifolds $`M`$ has to be included. The overall picture seems to be under control only for $`d=2`$ where a classification of topologies is possible. Such a classification is proven to be impossible for $`d=4`$ and it is an open problem for $`d=3`$.

The framework of noncommutative geometry is appropriate to explore some difficult questions in quantum gravity. We illustrate how noncommutative geometry can be used to generalize Euclidean quantum gravity, i.e, fluctuating geometry. Instead of considering ordinary geometry and its metric fluctuations, we consider the generalized geometries where besides the metric, topology and dimension can also fluctuate.

The basic idea coming from noncommutative geometry NCG  is that one can describe a Riemannian manifold $`(M,g_{\mu \nu })`$ in a purely algebraic way. There is no loss of information if, instead of the data $`(M,g_{\mu \nu })`$, one is given a triple $`(𝒜,,D)`$, where $`𝒜`$ is the C\*-algebra $`C^0(M)`$ of smooth functions on $`M`$, $``$ is the Hilbert space of $`L^2`$-spinors on $`M`$, and $`𝒟`$ is the Dirac operator acting on $``$. From the Gelfand-Naimark theorem it is known that the topological space $`M`$ can be reconstructed from the set $`\widehat{𝒜}`$ of irreducible representations of $`C^0(M)`$. Metric is also encoded, and the geodesic distance can be computed from $`𝒟`$. Here we will consider only commutative spectral triples - this is enough to go much beyond ordinary geometry. In particular one can treat all Hausdorff topological spaces in this way. Given a pair $`(M,g_{\mu \nu })`$, one can promptly construct the corresponding triple $`(C^0(M),L^2(M),𝒟)`$. However, not all commutative spectral triples, or generalized geometries, come from a pair $`(M,g_{\mu \nu })`$. Nevertheless one can always associate a Hausdorff space $`M=\widehat{𝒜}`$ to a commutative spectral triple, where $`\widehat{𝒜}`$ denotes the set of irreducible representations of $`𝒜`$. However, the space $`M`$ may not be a manifold. Once we trade the original Riemannian geometry for its corresponding commutative triple we need a replacement for the Einstein-Hilbert action $`S_{EH}`$. The so-called spectral action of Chamseddine and Connes CC  is one possible candidate. It depends only on the eigenvalues of $`𝒟`$ (the spectral principle) and contains $`S_{EH}`$ as a dominant term. In this paper however we shall use another spectral action.

The spectral action can be written for any triple, regardless of whether it comes from a manifold $`(M,g_{\mu \nu })`$ or not. In the spectral geometry approach it is conceivable to write the partition function

$$Z=\underset{x𝒳}{}e^{S[x]},$$
(1)
were the “sum” is over the set $`𝒳`$ of all possible commutative spectral triples and $`S`$ depends on the spectrum of $`𝒟`$. It includes all Hausdorff spaces and therefore all manifolds of all dimensions.

Apparently, there is no advantage in considering the partition function (1) since it is by no means easier to compute. However, the algebraic approach provides us with a natural way of defining discrete approximations for the theory. For that it is enough to replace the algebra $`𝒜`$ by a finite dimensional algebra $`A_n`$. In this approach to discretization there is no need to introduce a lattice or simplicial decomposition of the underlying space. The approximation of $`𝒜`$ by a finite algebra works even if the spectral triple does not come from a manifold. In this sense, it gives us a generalization of ordinary discretizations discrete . The simplest discrete model one can consider is a simplification of (1), where instead of summing over the set $`𝒳`$ of commutative spectral triples, we take a subset $`X𝒳`$. The set $`X`$ consists of points $`x=(𝒜,,D)`$ where $`𝒜`$ is a commutative algebra with a countable spectrum $`\widehat{A}`$, i.e., with a countable number of irreducible representations. Therefore the underlining space $`M=\widehat{𝒜}`$ has a countable and possibly finite number of points.

Most of the results discussed here were reported in ALT . In section 2 we reintroduce the discrete model of ALT . In section 3 we show that this simple model has two phases. The expectation value of the number of points diverges in one phase and it is finite in the other phase. The definition of dimension in noncommutative geometry is recalled in section 4. A estimate of the expectation value of the dimension is discussed in section 5. In section 6 we briefly discuss another model for random geometry where the dimension is fixed and equal to one, but the topology fluctuates. Further results and details on this second model will be reported elsewhere ATV .

## II Discrete model

The exact computation of (1) is a major goal, not yet accomplished. In this paper we discretize (1) by sampling the set $`𝒳`$ with finite commutative spectral triples. We will think of it as a useful toy model, which seems to capture some of the main features of the full one, Eq. (1). For instance, the key role played by the eigenvalues of the Dirac (or Laplace) operator in the spectral action approach was emphasized in Landi . In our model they are also the natural dynamical variables due to the connection with random matrix theory. An important ingredient of the model is that the number of points can fluctuate. Moreover, in our simple model the space-time dimension is a dynamical observable and its expectation value can be computable from first principles.

Let us describe the ensemble $`X𝒳`$ of geometries we will consider. A point of $`xX`$ is a commutative spectral triple $`x=(𝒜,,D)`$ where the commutative C\*-algebra $`𝒜`$ has a countable spectrum $`\widehat{𝒜}`$. We divide $`X`$ into subspaces $`X_n`$ consisting of triples $`(𝒜_n,_n,D)`$ such that $`\widehat{𝒜}_n`$ has a fixed number $`n`$ of points. From the Gelfand-Naimark theorem it follows that elements of $`𝒜_n`$ are the (possibly infinite) sequences $`a=(a_1,a_2,\mathrm{},a_n)`$, $`a_j`$. The Hilbert space $`_n`$ is given by vectors $`v=(v_1,\mathrm{},v_n)`$ with norm $`v^2_{i=1}^nv_i^2<\mathrm{}`$. The elements of $`𝒜`$ are represented by diagonal matrices $`\widehat{a}=\text{diag}(a_1,\mathrm{},a_n)`$ acting on $`_n`$. Finally, the operator $`D`$ is a $`n\times n`$ self-adjoint matrix. We will sample the space $`X`$ by $`X_1,X_2,\mathrm{},X_N`$ and eventually take the limit $`N\mathrm{}`$.

## III Dynamics

Let $`L`$ be a length scale such that the operator $`𝒟`$ given by $`𝒟=D/L`$ will be the analogue of the Dirac operator. The Chamseddine–Connes action depends on a cutoff function of the eigenvalues of $`D/L`$. The cutoff function is zero for eigenvalues of $`D`$ greater than $`L`$ and one otherwise CC ; Landi . In other words, the Boltzmann weight in Eq.(1) would be one outside a compact region in the eigenvalue space, leading to a divergent partition function (see Eq. (11)). Let us consider a quadratic action instead:

$$S[x]=\mathrm{Tr}\left(\frac{𝒟}{\mathrm{\Lambda }}\right)^2\beta \mathrm{Tr}(D^2),$$
(2)
where $`\mathrm{\Lambda }`$ is the inverse of Planck’s length $`l_p`$, and $`\beta =(l_p/L)^2`$. Finally, we define the partition function $`Z_N(\beta )=_{n=0}^Nz_n(\beta )`$ where

$$z_n(\beta )=[dD]e^{\beta \mathrm{Tr}(D^2)}$$
(3)
is the partition function restricted to $`X_n`$, in other words, an integral over all independent matrix elements $`D_{ij}`$, where $`[dD]`$ is the usual measure for $`n\times n`$ Hermitian matrices Meh . The partition function $`z_n(\beta )`$ defines the one-matrix Gaussian Unitary Ensemble Meh . A straightforward computation gives

$$z_n(\beta )=2^{\frac{n}{2}}(\frac{\pi }{2\beta })^{\frac{n^2}{2}}.$$
(4)
The expectation values of an observable $`𝒪(D_{ij})`$ restricted to $`X_n`$ and for the entire ensemble are

$`𝒪_{n,\beta }`$ $``$ $`{\displaystyle [dD]𝒪e^{\beta \mathrm{Tr}(D^2)}/z_n(\beta )\text{and}}`$ (5)
$`𝒪(\beta )`$ $``$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}P(n,\beta )𝒪_{n,\beta },`$ (6)
respectively, where the function

$$P(n,\beta )=\frac{z_n(\beta )}{_nz_n(\beta )}$$
(7)
is interpreted as the probability of having a universe with $`n`$ points. The simplest observable in our model is $`n`$, the number of points in $`\widehat{𝒜}`$. By definition, $`n`$ is constant in $`X_n`$, therefore $`n_{n,\beta }=n`$. Thus we get

$$n(\beta )=\frac{_nn2^{\frac{n}{2}}(\frac{\pi }{2\beta })^{\frac{n^2}{2}}}{_n2^{\frac{n}{2}}(\frac{\pi }{2\beta })^{\frac{n^2}{2}}}.$$
(8)
The mean $`n`$ (“average number of points in the universe”) is not a continuous function of $`\beta `$ at $`\beta _c=\pi /2`$, signaling the onset of a phase transition. Besides straightforward numerical calculation, there are other ways to show that the sum (8) converges for $`\beta >\beta _c`$ and diverges for $`\beta <\beta _c`$.

## IV Defining Dimension $`\delta `$

For $`\beta <\beta _c`$ the relevant universes have $`n=\mathrm{}`$ and $`\mathrm{\Delta }n/n=0`$. For a $`\mathrm{}`$-dimensional $`D`$ one can define the dimension $`\delta `$ of the space $`\widehat{𝒜}`$ from the eigenvalues of $`D`$. Let $`\{\mu _0(D),\mu _1(D),\mathrm{}\}`$ be the modules of the eigenvalues (i.e. the singular values) of $`D`$ organized in an increasing order. By the Weyl formula NCG , the dimension $`\delta `$ is related to the asymptotic behavior of the eigenvalues for large $`k`$: $`\mu _k(D)k^{\frac{1}{\delta }}`$. By definition $`\delta =0`$ for finite dimensional spectral triples. We can argue that $`\delta `$ is of the form

$$\delta (\beta )=\{\begin{array}{cc}f(\beta )\hfill & \text{if }\beta <\beta _c,\hfill \\ 0\hfill & \text{if }\beta >\beta _c.\hfill \end{array}$$
(9)
This follows from the fact that for $`\beta >\beta _c`$ the probability $`P(n,\beta )`$ is localized around some finite $`n`$. Hence $`\delta `$ works as an order parameter. The value $`\beta _c=\pi /2`$ separates $`\delta =0`$ from the rest.

In order to study the dimension we need to consider the spectral $`\zeta `$-function

$$\zeta (z)=\underset{n\mathrm{}}{lim}\underset{k=0}{\overset{n}{}}\mu _k^z=\mathrm{Tr}(|D|^z),$$
(10)
where $`D`$ is an $`\mathrm{}`$-dimensional matrix ($`\mu _0>0`$). The relation between the dimension and $`\zeta (z)`$ has been discussed in Connes . For large enough values of $`\alpha =\mathrm{Re}(z)`$, $`\mathrm{Tr}(|D|^z)`$ is well defined. One says that $`D`$ has dimension spectrum $`Sd`$ if a discrete subset $`Sd=\{s_1,s_2,\mathrm{}\}`$ exists, such that $`\zeta (z)`$ can be holomorphically extended to $`/Sd`$. This definition is consistent with the Weyl formula. The set $`Sd`$ has more than a single point when for example the geometry is the union of pieces of different dimensions Connes . In what follows we will look at an upper bound for the dimension: It may happens that $`\mathrm{Tr}(|D|^\alpha )=0`$ for large enough $`\alpha `$, whereas for small values of $`\alpha `$, $`\mathrm{Tr}(|D|^\alpha )=\mathrm{}`$. Eventually, there is a value of $`\alpha `$ (say, $`\alpha _c`$) for which $`\mathrm{Tr}(|D|^{\alpha _c})`$ is finite and non-zero. The upper bound for the dimension will be $`\delta =\alpha _c`$.

## V Computing $`\delta `$

In order to estimate $`\delta `$ by means of (10), we rewrite (3) and (5) as integrals over the eigenvalues $`\lambda _k`$ of $`D`$. The procedure is well-known Meh , and leads to ($`C_n\pi ^{\frac{n(n1)}{2}}/_{k=1}^nk!`$)

$$z_n(\beta )=C_n_{\mathrm{}}^{\mathrm{}}[d^n\lambda ]\mathrm{\Delta }^2(\lambda _k)e^{\beta _{i=1}^n\lambda _i^2}C_n\mathrm{\Psi }_{n,\beta },$$
(11)
$`𝒪(\lambda _i)_{n,\beta }`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}[d^n\lambda ]𝒪(\lambda _i)\left\{{\displaystyle \frac{2^{\frac{n(n1)}{2}}\beta ^{\frac{n^2}{2}}}{\pi ^{\frac{n}{2}}_{k=1}^nk!}}\mathrm{\Delta }^2(\lambda _k)e^{\beta _{i=1}^n\lambda _i^2}\right\}`$ (12)
$``$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}[d^n\lambda ]𝒪(\lambda _i)𝒫_{n,\beta }(\lambda _k),`$ (13)
where $`\mathrm{\Delta }(\lambda _k)=_{i<j}(\lambda _j\lambda _i)`$ is the Vandermonde determinant (Jastrow factor), and $`[d^n\lambda ]_{i=1}^nd\lambda _i`$.

In random matrix theory, $`\mathrm{\Psi }_{n,\beta }(\gamma )`$ is interpreted as the positional partition function of an ensemble of equal charged particles (with positions given by $`\lambda _i`$) in two dimensions, moving along an infinite line, in thermodynamic equilibrium at temperature $`\gamma `$ \- the so-called “Dyson gas” Dy . Then, $`𝒫_{n,\beta }(\lambda _1,\mathrm{},\lambda _n)`$ defined in (13) is the probability of finding one particle at $`\lambda _1`$, one at $`\lambda _2`$, etc. The value of $`\mathrm{\Psi }_{n,\beta }(\gamma )`$ is known from the Selberg’s integral.

In the region $`\beta \beta _c`$ the partition function $`Z(\beta )`$ is dominated by $`\mathrm{}`$dimensional matrices. Thus, one may try to select the $`\mathrm{}`$dimensional matrices out of the whole ensemble, and then compute the mean of the $`\zeta `$-functions following (10). However, from the standpoint of our statistical approach this procedure does not seems natural since the sum over $`n`$ is a key ingredient in the whole construction. Hence, we look for a quantity related to the $`\zeta `$-function that captures the statistical nature of our model. Let us compute the mean value

$$\mathrm{Tr}_\kappa |D|^\alpha _{n,\beta }=\underset{k=1}{\overset{n}{}}|\lambda _k|^\alpha \theta (|\lambda _k|\kappa )_{n,\beta }.$$
(14)
After some considerations one arrives at ALT

$$\mathrm{Tr}_{\kappa _{n,\beta }}|D|^\alpha _{n,\beta }\frac{2}{\pi }(2n)^{1\frac{\alpha }{2}}\beta ^{\frac{\alpha }{2}}_ϵ^1\frac{dy}{y^\alpha }\sqrt{1y^2}.$$
(15)
The asymptotic behavior of $`\mathrm{Tr}_{\kappa _{n,\beta }}|D|^\alpha _{n,\beta }`$ does not depend in an essential way on the particular choice of $`ϵ`$, as long as we keep $`ϵ0`$.

Now we use the asymptotic formula (15) and search for the value $`\alpha _c`$ for which, as $`N\mathrm{}`$ and $`\beta \beta _c`$, $`\mathrm{Tr}_{\kappa _{n,\beta }}|D|^\alpha `$ diverges (converges to zero) if $`\alpha <\alpha _c`$ ($`\alpha >\alpha _c`$), with $`\mathrm{Tr}_{\kappa _{n,\beta }}|D|^{\alpha _c}`$ finite and non-zero. This gives an upper bound for the dimension of the “condensed” manifold in the infinite phase ( $`\beta \beta _c`$), which is $`\delta <\alpha _c`$. We obtain:

$$\mathrm{Tr}_{\kappa _{n,\beta }}|D|^\alpha (\beta )\underset{N\mathrm{}}{lim}\underset{n=1}{\overset{N}{}}P(n,\beta )n^{1\frac{\alpha }{2}}.$$
(16)
In the finite phase ($`\beta >\beta _c`$) the sum in (16) converges for $`\alpha 0`$. We conclude that $`\alpha _c=0`$ (i.e. $`\delta =0`$) for $`\beta >\beta _c`$ , as expected. From the behavior of $`P(n,\beta )`$ in the infinite phase it follows that the convergence of the sum in (16) is dictated by the behavior of $`\mathrm{\Gamma }_{n,\alpha }=n^{1\frac{\alpha }{2}}`$ in the limit $`nN\mathrm{}`$. For $`\beta \beta _c`$ we get $`\mathrm{\Gamma }_{n,\alpha }\mathrm{}`$ if $`\alpha <2`$, and $`\mathrm{\Gamma }_{n,\alpha }0`$ if $`\alpha >2`$. For $`\alpha =2`$ it turns out that $`\mathrm{Tr}_{\kappa _{n,\beta }}|D|^2(\beta )1`$. Therefore, we obtain the upper bound $`\delta <2`$.

## VI One dimensional model

We would like to apply the ideas of last sections to spaces of dimension one instead of dimension zero. Let us consider a collection $`X`$ of $`n`$ one dimensional intervals. The corresponding spectral triple will be $`(A_X,_X,D)`$ where $`A_X`$ is the algebra of continuous functions on $`X`$ and $`_X=L^2(X)`$. The analogue of the Dirac operator will be the momentum operator $`i\frac{}{x}`$. We will keep $`X`$ fixed and fluctuate $`D`$.

Let us consider a simple example where $`X`$ is a pair of disjoint intervals $`I_1,I_2`$. The intervals will be parametrized by coordinate $`x[0,2\pi ]`$. An element $`\psi _X`$ is a pair of functions $`\psi _1(x),\psi _2(x)`$, $`\psi _i:I_i`$ and the scalar product is

$$(\psi ,\chi )=_0^{2\pi }𝑑x(\psi _1^{}\chi _1+\psi _2\chi _2)$$
(17)
We can write $`\psi `$ as a column vector and the operator $`D`$ as the following matrix

$$D=\left(\begin{array}{cc}i_x& 0\\ 0& i_x\end{array}\right)$$
(18)
We have not fixed completely the spectral triple. The operator $`D`$ is fixed only up to boundary conditions (BC’s) or self-adjoint extensions. The most general BC can be written as

$$\left(\begin{array}{c}\psi _1(2\pi )\\ \psi _2(2\pi )\end{array}\right)=\left(\begin{array}{cc}g_{11}& g_{12}\\ g_{21}& g_{22}\end{array}\right)\left(\begin{array}{c}\psi _1(0)\\ \psi _2(0)\end{array}\right),$$
(19)
where $`g`$ is a matrix in $`U(2)`$.

We may ask what geometrical properties of $`X`$ is determined by such BC’s. The point of view taken by Balachandran at all in Bal  is that a BC fixes the global topology. A couple of examples will illustrate their point of view. First let us suppose $`g_{ij}=\delta _{ij}`$. In this case $`\psi _i(0)=\psi _i(2\pi )`$. The two intervals fold into a pair of independent circles. Now suppose $`g_{11}=g_{22}=0`$ and $`g_{12}=g_{21}=1`$. Therefore $`\psi _1(2\pi )=\psi _2(0)`$ and $`\psi _2(2\pi )=\psi _1(0)`$. As one can see, the two intervals are connected to make a single circle of size $`4\pi `$. For a generic BC, however, topology is not localized as in these two examples but it is rather a superposition of both. We refer to Bal  for further details.

We would like to compute the partition function

$$Z_X(\beta )=\underset{D}{}e^{\beta TrD^2}$$
(20)
and look at the probability distribution for the BC’s. For finite values of $`\beta `$ the topology, as given by the BC, will fluctuate. We have evidence, however, that the BC gets localized as we increase $`\beta `$ and becomes a pair of circles in the infinite limit. The significance of this fact and generalizations of this one dimensional model will appear in ATV .

## VII Final Remarks

We proposed a discrete model for Euclidean quantum gravity, i.e, random geometry, based on the framework of noncommutative geometry. The first model contains the mean number of points, $`n`$, and the dimension of the space-time, $`\delta `$, as dynamical observables. We have shown that the discrete model has two phases: a finite phase with a finite value of $`n`$ and $`\delta =0`$, and an infinite phase with a diverging $`n`$ and a finite $`\delta 0`$. An upper bound for the order parameter $`\delta `$ was found, $`\delta <2`$. We also considered the simplest example of another model where dimension is fixed but topology fluctuates. In the limit of infinite $`\beta `$, however, topology gets localized .

## Acknowledgments

The work of L.C.A. was partially supported by FAPESP, grant 00/03277-3.


text:
# Auto-reverse nuclear migration in bipolar mammalian cells on micropatterned surfaces

### Running title:

Auto-reverse nuclear migration in mammalian cells.

### Keywords:

microtubule dynamics, centrosome, cell polarization, interkinetic nuclear migration, ventricular zone.

### Abbreviations:

AMP-PNP, 5’-adenylylimidodiphosphate; MLCK, myosin light-chain kinase; MT, microtubule; MTOC microtubule organizing center.

## Abstract

A novel assay based on micropatterning and time-lapse microscopy has been developed for the study of nuclear migration dynamics in cultured mammalian cells. When cultured on 10-20 $`\mu `$m wide adhesive stripes, the motility of C6 glioma and primary mouse fibroblast cells is diminished. Nevertheless, nuclei perform an unexpected auto-reverse motion: when a migrating nucleus approaches the leading edge, it decelerates, changes the direction of motion and accelerates to move toward the other end of the elongated cell. During this process cells show signs of polarization closely following the direction of nuclear movement. The observed nuclear movement requires a functioning microtubular system, as revealed by experiments disrupting the main cytoskeletal components with specific drugs. On the basis of our results we argue that auto-reverse nuclear migration is due to forces determined by the interplay of microtubule dynamics and the changing position of the microtubule organizing center as the nucleus reaches the leading edge. Our assay recapitulates specific features of nuclear migration (cell polarization, oscillatory nuclear movement), while allows the systematic study of a large number of individual cells. In particular, our experiments yielded the first direct evidence of reversive nuclear motion in mammalian cells, induced by attachment constraints.

## Introduction

Nuclear migration is an essential aspect of a number of cellular and developmental processes. Correct positioning of the nucleus within a eucaryotic cell can have various functions (Reinsch and Gönczy, 1998; Morris, 2000, 2003). For example, in budding yeast nuclear migration into the bud neck is required for correct segregation. In fission yeast a complex, oscillatory motion has been observed and interpreted with its relation to meiosis (Ding et al., 1998). Similar microtubule-dependent nuclear oscillations were reported in mutant budding yeast cells associated with a prolonged mitotic arrest (Thrower et al., 2003) In a number of non-vertebrate species the directed movements of the male and female pronuclei are also essential in zygote formation (Reinsch and Gönczy, 1998). Migration of nuclei to the cortex is the prerequisite for normal cellularization in the syntitial Drosophila embryo (Foe and Alberts, 1983).

Much less is known, however, about the role of and the mechanism by which the nucleus migrates in mammalian cells. The appropriate location of the nucleus can be relevant in several cell types: For instance, in the tightly packed pseudostratified epithelia nuclei of the elongated cells are arranged to avoid each other. In the pseudostratified ventricular epithelium of the developing and adult brain, nuclei of neuronal progenitor cells and radial glial cells oscillate between the ventricular and cortical surfaces (Nadarajah and Parnavelas, 2002; Alvarez-Buylla et al., 1998; Noctor et al., 2001). During this process, termed ‘interkinetic nuclear migration’, the position of the nucleus systematically depends upon the cell cycle phase and progenitor cells divide only at the ventricular surface. Although the mechanism of this remarkable phenomenon is still not clear (Murciano et al., 2002; Frade, 2002); maintaining a strongly polarized, elongated morhoplogy seems to be associated with the consistent work of the apparatus responsible for moving the nucleus (Fukushima et al., 2000).

Chemically micropatterned surfaces offer a nice and elegant way to manipulate cell shape and to a certain extent also cell function (Singhvi et al., 1994; Chen et al., 1997, 1998; Craighead et al., 2001). We have also shown previously that a method based on microcontact printing is well suited to manipulate cell-shape in a controlled way (Csúcs et al., 2003). In order to combine the advantages of time-lapse microscopy, the potential of in vitro manipulations and the necessary condition of the cell’s bipolarity we designed an in vitro nuclear migration assay made of micropatterned 10 to 20 micron wide, cell adhesive stripes separated from each other by attachment restricting stripes. The effects of such a confined geometry are twofold: cells assume an elongated morphology, while their locomotion is inhibited. As a result, we have a device in which motion of the nuclei can be followed in great detail over a long period of time. In turn, this enables us to characterize the nuclear motion both qualitatively and quantitatively. Our main observation is that cells under such conditions often exhibit a puzzling oscillatory motion of the nucleus. This process is seen in various mammalian cell cultures and characterized by continuous deceleration, change in the direction of motion and acceleration to move towards the other end of the elongated cell.

The questions we address in this work are concerned with the biophysical (forces, dynamics) and the cell biological (cytoskeletal proteins involved) background of this reversive nuclear migration. One motivation for this is the appreciation of the fact that in addition to being a tiny biochemical factory, our cells contain a number of microscopic machines performing mechanical work. With great advances in nanotechnology, there is an increasing potential and need in the quantitative understanding of this essential – forces versus motion – aspect of the cellular machinery.

## Materials and Methods

### Cell Cultures.

Cultures of C6, U87 gliomas, and 3T3 fibroblast cell lines were grown in Minimum Essential Medium (MEM; Sigma) supplemented with 10% fetal calf serum (FCS; Gibco), 4 mM glutamine and 40 $`\mu `$g/ml gentamycin in humidified air atmosphere containing 5% CO2, at 37 C. Primary fibroblasts were isolated from the bodies of 13 day old mouse embryos and were grown to confluency in DMEM (Sigma) containing 10% FCS. Prior to the time-lapse experiments cells were passaged over the micropatterned surfaces of 35 mm plastic petri dishes (Greiner) at a density of $`11.510^4`$ cell/cm2. In some experiments the stripe pattern was printed on a 25 mm glass coverslip, which was then placed into a petri dish.

### Microscopy.

Time-lapse recordings were performed on a computer-controlled Leica DM IRB inverted microscope equipped with 10x, 20x objectives and an Olympus Camedia 4040z digital camera. Cell cultures were kept at 37 C in humidified 5% CO2 atmosphere within a custom-made incubator attached to the microscope stage (Hegedűs et al., 2000; Czirók et al., 2002). Phase contrast images were acquired in every 5 min for 2-3 days.

### Micropatterning.

Chemically structured substrates containing 10-20 $`\mu `$m wide stripes permitting and restricting cell attachment were prepared by microcontact printing. Adhesive surfaces were coated with either 40 $`\mu `$g/ml fibronectin with 20 $`\mu `$g/ml Alexa488-labeled fibrinogen (Molecular Probes), or 50 $`\mu `$g/ml FITC-labeled poly-l-lysine (SIGMA). Blocking of protein/cell attachment was achieved by a subsequent covering the surfaces with poly-l-lysine-g-poly(ethylene glycol) (PLL-PEG) (Huang et al., 2001). For further details see (Csúcs et al., 2003).

### Drugs.

Specific drugs (SIGMA) were used to affect various cytoskeletal proteins. Microtubule (MT) disruption was induced by 20-100 nM vinblastine, MT dynamics was shifted towards polymerization by 10-100 nM taxol (Blagosklonny and Fojo, 1999; Grigoriev et al., 1999). Cytoplasmic dyneins were inhibited by 5 $`\mu `$M sodium-orthovanadate (Murray et al., 2000), kinesins by 100 $`\mu `$M 5’-adenylylimidodiphosphate (AMP-PNP) (Holzinger and Lutz-Meindl, 2002). F-actin was influenced by 100-500 nM cytochalasin-D (Wakatsuki et al., 2001). Myosin-II activity was inhibited by the myosin light-chain kinase (MLCK) inhibitor ML-7 at concentrations of 1 and 10 $`\mu `$M (Bain et al., 2003). Reagents were added to the culture medium after one day long time-lapse recording in normal medium. Drug effectiveness was tested by standard viability assays (Mosmann, 1983). Briefly, C6 cells treated for 24 hour with various concentrations of drugs were incubated with 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazolium bromide (MTT, 25 mg/ml). 2 hours later cells and formazan crystals were dissolved in acidic (0.08 M HCl) isopropanol and transferred onto 96 well plates. Optical density (OD) was determined at a measuring wavelenght of 570 nm against 630 nm as reference using an SLT 210 ELISA-reader. We administered the drugs in non-toxic concentrations in the time-lapse experiments. The use of vanadate in cell culture is not straightforward because the permeability of the cell membrane to vanadate can be problematic. We used vanadate in a concentration of 5 $`\mu `$M , as a dose, which still resulted in a reduction of overall cell viability. Time-lapse recordings did not show alterations in the rate of cell decay, cellular morphology or in the nuclear motility of cells upon treatment with 5 $`\mu `$M vanadate.

### Immunocytochemistry.

Cells grown on micropatterned glass coverslips were fixed immediately following the termination of the time-lapse recording (4% paraformaldehyde in PBS for 20 min at room temperature ). Membranes of fixed cells were permeabilized by treatment with Triton X-100 (5 min, 0,1% v/v in PBS). Non-specific antibody binding was blocked by incubation with 5% FCS in PBS at room temperature, for 1 hour. Antibodies to $`\alpha `$-tubulin (mouse; ExBio, Praha) and $`\gamma `$-tubulin (rabbit; Sigma) were used at dilutions of 1 to 1000-5000, respectively. Secondary antibodies to $`\alpha `$-tubulin were Cy3 (1:3000, Jackson) or Alexa488 labeled anti-mouse IgG-s (1:1000, Molecular Probes). $`\gamma `$-tubulin was visualised by 1.5 hour incubation with biotin-conjugated anti-rabbit IgG (1:1000, Vector) followed by 1 hour incubation with fluorescent avidin-TRITC (1:750, Sigma). The immunolabeled sample was compared to the last frame of the obtained recording. By locating the same cells in both images, we were able to identify the relationship between nuclear motion and the distribution of labeled protein complexes. Thus, each immunostained frame contained an assembly of cells with nuclei stopped at various stages of their motion.

### Data processing and analysis.

Cell nucleus positions together with the two process ends were determined manually in each time-lapse frame using a custom-written software. The procedure resulted in the nucleus position data $`x_i(t)`$, which denotes the location of the nucleus of cell $`i`$ along the stripe at a time point $`t`$. The duration of each nuclear migration period was determined as the elapsed time between the peaks of $`x_i(t)`$. Velocity of the nucleus was calculated from its net displacement in a 30 minute-long time interval as $`v_i(t)=[x_i(t+\tau /2)x_i(t\tau /2)]/\tau `$, where $`\tau =30`$min. The nuclear migration activity during a time period $`T`$ was characterized by the average magnitude of nuclear velocities as $`V_T=|v_i(t)|_{i,tT}`$, where the average $`_{i,tT}`$ is calculated over all nuclei $`i`$ which were oscillating within the time period $`T`$. Drug effects were characterized by comparing nuclear migration activity of the first day (control) to that of the second day (drug exposed) as $`V_{D2}/V_{D1}`$. To establish the statistical significance of the differences, velocity data was sampled at 1h intervals. The resulting velocity magnitudes (absolute values), characterizing the cell population before and after the drug exposure, were compared by two-sample t-tests.

### Online supplemental material.

Video 1 displays the motility of C6 cells on the surface of 20 $`\mu `$m wide Alexa488-labeled fibronectin-fibrinogen stripes. Video 2 shows the reversive nuclear motion in a single C6 cell on a similar stripe. Frame size: 270x60 $`\mu `$m2. Video 3 (frame size: 400x115 $`\mu `$m2), 4 (frame size: 250x50 $`\mu `$m2), and 5 (frame size: 630x480 $`\mu `$m2) show the effect of 30 nM taxol (administered at 16 h), 20 nM vinblastine (administered at 9 h), and 500 nM cytochalasin D (administered at 12 h) respectively on auto-reverse nuclear migration in C6 cells cultured on 20 $`\mu `$m wide stripes.

## Results

### Nuclear migration assay on micropatterned surfaces.

Various cell types were cultured on micropatterned substrates, consisting of alternating stripes permitting (fibronectin-fibrinogen or poly-l-lysine) and restricting (PLL-PEG) cell attachment. As Fig. 1 demonstrates, under these conditions cells assume a highly elongated, bipolar morphology. Cell cultures, grown on the micropatterned substrates, were recorded for two days with computer controlled microscopy. The recordings show that while net cell movements diminish, locomotory activity remains present: Both processes of the bipolar cells still exhibit – intermittently – a leading edge-like dynamics with membrane ruffling and filopodium activity (Video 1).

Surprisingly, cell nuclei often engage in an oscillatory movement. As shown in Fig. 2, when a migrating nucleus approaches one of the leading edges, it reverses direction and continues to move in the opposite direction without a lag period (Video 2). During direction reversals the nuclei do not rotate, but retain orientation (data not shown). Nuclei were often observed to perform multiple (up to 15) such cycles between cell divisions. The reversive nuclear motion is attachment constraint specific. It was exhibited in $`32\pm 7\%`$ of C6 cells when cultured on 20 $`\mu `$m wide stripes (data from 4 independent cultures). In non-micropatterned control cultures nuclear oscillation was found solely in elongated cells, never in flattened cells. Characteristic width of bipolar C6 cells is between 10 and 20 $`\mu `$m, which implies that on 20 $`\mu `$m or wider stripes bipolar cells do not respond to the full line width. They still show reversive nuclear motion.

### Cell polarization.

Cells with a migrating nucleus also show signs of polarization. Usually the front edge, toward which the nucleus moves, exhibits more membrane ruffling activity. At the same time the trailing edge narrows and occasionally detaches (Fig. 2). This polarization reverses together with the directionality of nuclear motion. Sister cell nuclei tend to oscillate with opposite polarization after mitosis, especially on the very narrow (10 $`\mu `$m) stripes (Fig. 3).

### Reversive nuclear motion in various cell types.

The extent of attachment constraint-induced nuclear oscillation is cell type specific. We found the phenomenon most prominently in C6 cells, where the average period length of the oscillation was $`4.6\pm 0.4`$ h (Fig. 4a). In primary fibroblast cells the nucleus reverses direction further from the leading edges, reducing thereby their average period length to $`1.8\pm 0.25`$ h (Fig. 4b). 3T3 nuclei are also motile, but usually fail to reverse direction. Finally, U87 cells exhibit a less elongated morphology and display less pronounced nuclear motility. A substantial variability was found among individual cells even within the same culture. The population standard deviation of period lengths is approximately $`40\%`$, i.e., 1.9 h and 0.6 h for C6 cells and primary fibroblasts, respectively.

### Temporal resolution of nuclear motion.

To better characterize the dynamics of reversive nuclear motion, cell nuclei and process ends were tracked on consecutive images. The resulting position data (Fig. 5) demonstrate that reversals in nuclear motion direction are coupled to the destabilization and partial detachment of the new trailing processes. Velocities, calculated from changes in nuclear positions, show that nuclei slow down, reverse direction and then accelerate in a smooth, continuous manner. Thus, the temporal changes in positions and velocities give no evidence for that the gradual deceleration and reversing direction could be attributed to distinct mechanisms.

Despite the differences in period lengths, the average speed (i.e., the average absolute value of the velocity) of the nuclei was found to be similar in both C6 ($`29\pm 13`$ $`\mu `$m/h) and primary fibroblast ($`26\pm 10`$ $`\mu `$m/h) cells. To extract the typical velocity of active nuclear movement, in each oscillatory period we determined its maximal speed. The distribution of these maximal velocities (Fig. 6) shows a peak around $`50\mu `$m/h. However, several nuclei were also observed moving faster than 100 $`\mu `$m/h.

### Microtubules are essential for nuclear migration.

To determine the underlying mechanism driving the adhesion constraint-induced nuclear motion, further experiments were carried out with C6 cells in our micropatterned assay. Population-averaged nuclear speeds were calculated as a quantitative measure of nuclear motion activity. The major force generating cytoskeletal elements were targeted with specific drugs: cytochalasin D (actin polymerization inhibitor), vinblastine (MT destabilizing agent), taxol (MT stabilizator), ML-7 (myosin-II MLCK inhibitor), vanadate (dynein inhibitor) and AMP-PNP (as kinesin inhibitor with low specificity).

Nuclear motion was strongly attenuated by both drugs that disrupt MT dynamics (Table 1, Fig. 7, Video 3 and Video 4). Taxol and vinblastine effectively blocked the motion of the nuclei above 10 nM and 20nM concentrations, respectively. These two drugs, however, have an opposite effect on cell morphology: while vinblastine reduces, taxol increases the elongation of the cell shape. After the administration of taxol, several cells could divide, which confirms the mildness of the intervention. Effect of vinblastine was more massive: cells stopped nuclear migration abruptly. Although cells lost their long processes, they remained bipolar, which suggests a moderate disassembly of microtubules.

Drugs affecting the actin cytoskeleton and the actin-myosin system altered nuclear motion only when administered at very high (above specific) concentrations. In particular, 500 nM cytochalasin D reduced nuclear motion without changing the cell shape (Video 5), at lower concentrations it was ineffective. Kinesin and cytoplasmic dynein inhibitors had no effect on nuclear motility. Finally, the replacement of the fibronectin-fibrinogen substrate to poly-l-lysine did not alter nuclear motion, either.

### MTOC position is correlated with the direction of nuclear motion.

At the end of time-lapse recordings the cultures were fixed for anti-$`\alpha `$ tubulin and anti-$`\gamma `$ tubulin immunolabeling. C6 cells, in which the nucleus was moving just prior the fixation, were selected from the time-lapse recordings. Subsequently, microtubules and MT organizing centers (MTOC) were visualized in these cells by epifluorescence and confocal microscopy. The MTOC was always located either behind or beside the nucleus, between the plasma and nuclear membranes, i.e., MTOC positions segregated into two groups, one group at the back, another group at the mid-point of the nucleus (Fig. 8). Generally, MTOC was positioned at the back of the nucleus, when the cell was fixed soon after the nucleus reversed its direction, and in cells with a nucleus at the middle of the cell, MTOC was found at the mid-point of the nucleus. Which means that those nuclei with MTOC at the mid-point moved faster. Nuclei were not moving in cells exhibiting two opposite MTOCs, each facing a different cell process. The anti-$`\alpha `$ tubulin immunostaining revealed densely packed microtubules, mainly parallel to the cell axis (image not shown).

## Discussion

### Nuclear motion is needed for proper development.

Active repositioning of the nucleus is an integral part of various cell biological processes including locomotion and division (Bray, 2000). Most of the in vivo occuring cases of nuclear motility has important developmental aspects including fertilization, zygote formation, cellularization and spatially and temporally regulated cell production. The most relevant example of oscillatory nuclear movement, interkinetic nuclear migration, seems to be essential in the proper timing and abundancy of neuron formation: The normal course of interkinetic nuclear migration can be blocked by a defective function of the human LIS1 gene. In such cases a severe disease, lissencephaly, develops which results in mental retardation, epilepsy and usually death at an early age (Dobyns and Truwit, 1995; Morris, 2000).

### Nuclear migration assay.

Capitalizing on the promising potential of micropatterned surfaces in biomedical engineering (Zhang et al., 1999; Folch and Toner, 2000), we developed an assay where cell shape and migratory activity can be systematically controlled (Brock et al., 2003). In particular, the narrow stripes of attachment-permitting surfaces effectively inhibited cellular locomotion, presumably as a result of hindered lamellipod formation. This suppression of locomotion helped us to uncouple the motion of the nucleus from that of the whole cell. Nevertheless cellular polarization, which we determined on the bases of MTOC position as well as membrane ruffling distribution along the cell perimeter, remained present. The resulting assay thus recapitulates most features of nuclear migration (cell polarization, reversive nuclear movement), while allows the systematic study of a large number of individual cells. Our experiments yielded the first direct evidence of attachment constraint-induced reversive nuclear motion in vertebrate cells.

### Nuclear positioning is MT-dependent.

Nuclear migration was blocked by low concentrations of vinblastine or taxol. These drugs are tubulin-specific, either depolymerizing or stabilizing MTs and thus inhibiting their normal dynamics. Therefore, a functioning MT system is essential for nuclear migration in our essay. This finding is in concert with results of recent studies performed in a variety of experimental systems, which clearly indicated the fundamental role of microtubules in nuclear positioning (Morris, 2000, 2003). The critical role of a perinuclear microtubule fork in nuclear translocation has been revealed in neurons (Xie et al., 2003). In vitro experiments with purified proteins demonstrated that microtubule polymerization alone is capable of pushing MTOC-like structures into the geometrical center of microfabricated chambers (Holly et al., 1997; Faivre-Moskalenko and Dogterom, 2002). The force generated by tubulin polymerization can be in the order of a few pN – similar to that of exerted by molecular motors (Dogterom and Yurke, 1997). MT polymerization and physical pushing of the nucleus was demonstrated to contribute to nuclear positioning in fission yeast (Tran et al., 2001).

In animal cells, gene products that affect MT stability like Lis1 (Sapir et al., 1997) and CLASP (Akhmanova et al., 2001) were uniquely found on MT plus ends. The role of Lis1 in nucleokinesis was directly demonstrated by altered migratory behavior of cerebellar granule cells explanted from a Lis1 knockout mouse (Hirotsune et al., 1998). A number of other proteins like dynactin and CLIP (Vaughan et al., 1999), which are known to be involved in nuclear positioning of mammalian cells, also specifically localize on MT plus ends. Nevertheless, the functional role of these proteins, as well as the operational integration of this multi-component process remains unclear. Experiments using vanadate and the ATP analogue AMP-PNP as inhibitory agents yielded negative results, which suggests that within our assay cytoplasmic dyneins and kinesins do not have a central role in nuclear migration. F-actin disruption by cytochalasin D and myosin-II inhibition by the MLCK inhibitor ML-7 shows that nuclear migration is not sensitively actin- or myosin-dependent, either.

### Cell polarization.

In accord with other observations on the directionality of cell movements and MTOC positioning, we found that cell polarization strongly correlated with the direction of nuclear movement. The MTOC was always located either behind or beside the nucleus, which reinforces a more complex relationship between MTOC position and the direction of cell movement than the general assumption that MTOC leads the way (Schütze et al., 1991; Schliwa and Höner, 1993; Ueda et al., 1997; Yvon et al., 2002). Moreover, the change in nuclear movement direction involved an immediate destabilization and partial collapse of the former leading edge. Further experiments may reveal the molecular connection between the change in cell polarization and the gradually decreasing nuclear velocity at the reversing points.

### Cell cycle.

The most prominent connection between cell cycle and oscillatory nuclear movement is exhibited in the interkinetic nuclear migration of avian and mammalian neural stem cells (Takahashi et al., 1996). In this case the cell cycle and the nuclear oscillation is so strongly coupled, that typically there is a single oscillation in each cell cycle. In fission yeast, oscillatory nuclear motion was also observed during the prophase of meiosis (Ding et al., 1998). In that case the cell shape was also strongly elongated, however, the period of the motion was much shorter (ca. 10 minutes) than the duration of the cell cycle (and even that of the prophase), allowing multiple nuclear oscillations per cell cycle. In our assay the period of the reversive nuclear motility was substantially longer, in the range of 2-5 h. This period is still much shorter than the typical cell cycle length, approximately a day. Moreover, nuclear oscillations could be observed practically during the entire cell cycle, not just prior mitosis. Therefore, in our assay we have no evidence for a strong coupling between cell cycle phases and nuclear positioning.

### Forces involved in nuclear migration.

Forces associated with moving the nucleus in a viscous medium can be estimated from the following considerations (Dogterom and Yurke, 1998). Cell plasma is not a homogeneous liquid as fibrous elements of the cytoskeleton have a significant impact on the drag sensed by the nucleus. Nevertheless, based on the Stokes formula, an effective viscosity value $`\eta `$ can be obtained from simultaneous measurements of the force $`F`$ acting on an intracellular passive test particle, its size $`r`$ and velocity $`v`$, as $`F=6\pi \eta rv`$. Such measurements resulted in $`\eta 100`$ Pas (Bausch et al., 1999; Caspi et al., 2002). Applying this result to the nucleus (r=5$`\mu `$m, $`v50\mu `$m/h) yields $`F100pN`$ for the driving force. We regard this value as an upper estimate, as it is highly likely that cytoskeletal components are disassembled in front of the moving nucleus, thus the apparent viscosity is less than that in the case of an inert test object. Although currently it is impossible to estimate the significance of cytoskeletal disassembly, we expect the driving force to be $`F10pN`$ . As 1 pN is the typical yield of molecular force generating mechanisms (molecular motors, tubulin polymerization, etc.), the nuclear motile force could be resulted by already a handful of molecular complexes.

### Model for nucleokinesis.

Based on our experiments we suggest that the force, which drives nuclear migration in elongated cells, is MT-dependent, and originates from MT polymerization. At the observed nuclear migration speeds, the force a single polymerizing MT can exert is $`1`$pN (Dogterom and Yurke, 1997), thus in the proposed model a few dozen MTs are expected to push the nucleus. For a steady, unidirectional motion the underlying left-right symmetry of the system has to be broken. Usually this is realized by molecular concentration gradients, or as in case of molecular motors, by the molecular polarity of the substrate.

In our case a plausible explanation for the origin of symmetry breaking is provided by the enforced narrow shape of the cell. In this configuration the microtubules emanating from the MTOC can preferably grow only in one direction (Fig. 9). As a result, the reactive force of their polymerization due to dynamic instability propels the MTOC together with the nucleus. When the nucleus encounters a larger resistance or becomes “stuck” at the “dead end” of the elongated cell, the force continues to act upon the MTOC and makes its former location behind the nucleus unstable. As the MTOC is pushed “over” the nucleus, gradually the MTOC-attached MTs are destabilizing while new ones are growing towards the closer cell edge, resulting in a new, backward-directed propulsive force.

The asymmetry needed for directional nuclear movement could also be generated by different MT polymerization rates at the front and rear cell process. The rate difference could be resulted by the presence of a molecular gradient, strongly coupled to cell polarization and motility. Such a gradient is exhibited, e.g., by the rho family GTPases, which are considered as constituents of a master controller of directional cell motility(Wittmann and Waterman-Storer, 2001) and their downstream targets like PKC$`\zeta `$ (Etienne-Manneville and Hall, 2003). In this framework, a feedback is predicted which makes the maintenance of the gradient incompatible with certain nuclear positions. The conjectured feedback may involve the interaction of nuclear membrane-localized proteins with cdc42 or its downstream targets.

## Conclusions

C6 glioma cells, where reversive nuclear motion was most prominently exhibited, share many properties with the radial glial cells, which were found to be neural stem cells (Friedlander et al., 1998; Campbell and Gotz, 2002). It has also been shown recently that microtubules, but not microfilaments, are critical for the polarized morphology of the C6 cells (Li et al., 2003). However, as reversive nuclear motion was not restricted to glia-derived cells, we presume the phenomenon is the result of a general cell biological mechanism, present in various cell types. Although the clarification of this point needs further studies, we predict that the elongated cell shape and an asymmetrically localized MTOC should lead to the directed motion of the attached nucleus in most cell types.

## Acknowledgements

The authors are most grateful to János Kovács and Balázs Hegedűs for their help in implementing the micropatterned technology. We thank Zsófia Jurányi, Gergely Nagy and Rita Vass for their valuable help in evaluating the time-lapse recordings. The useful comments of profs. János Kovács and Dennis Bray are greatly appreciated. The mouse primary fibroblasts were kindly provided by Károly Markó. We thank Emilia Madarász for providing the conditions for cell culturing and immunocytochemistry. This research was supported by Hungarian Science Research Funds, OTKA T034995 and F038110, and NKFP 3A/0005/2002.

### Legend for Video 1.

Motility of C6 cells on the surface of 20 $`\mu `$m wide Alexa488-labeled cell adhesive fibronectin-fibrinogen stripes (green). Frames were collected in every 5 minutes. Display rate: 10 frames/second. Video 1 is related to Fig. 1.

### Legend for Video 2.

Reversive nuclear motion in a single C6 cell on a 20 $`\mu `$m wide Alexa488-labeled cell adhesive fibronectin-fibrinogen stripe. Frame size: 270x60 $`\mu `$m2. Frames were collected in every 5 minutes. Display rate: 8 frames/second. Video 2 is related to Fig. 2.

### Legend for Video 3.

The effect of 30 nM taxol administered 16 h after the beginning of the movie on auto-reverse nuclear migration in C6 cells cultured on 20 $`\mu `$m wide stripes. Frames were collected in every 5 minutes. Display rate: 8 frames/second.

### Legend for Video 4.

The effect of 20 nM vinblastine administered 9 h after the beginning of the movie on auto-reverse nuclear migration in C6 cells cultured on 20 $`\mu `$m wide stripes. Frames were collected in every 5 minutes. Display rate: 8 frames/second.

### Legend for Video 5.

The effect of 500 nM cytochalasin D administered 12 h after the beginning of the movie on auto-reverse nuclear migration in C6 cells cultured on 20 $`\mu `$m wide stripes. Frames were collected in every 5 minutes. Display rate: 10 frames/second.


text:
# Spin correlations among the charge carriers in an ordered stripe phase

## Abstract

We have observed a diffuse component to the low-energy magnetic excitation spectrum of stripe-ordered La5/3Sr1/3NiO4 probed by neutron inelastic scattering. The diffuse scattering forms a square pattern with sides parallel and perpendicular to the stripe directions. The signal is dispersive, with a maximum energy of $`10`$ meV. Probed at 2 meV the scattering decreases in strength with increasing temperature, and is barely visible at 100 K. We argue that the signal originates from dynamic, quasi- one-dimensional, antiferromagnetic correlations among the stripe electrons.

preprint: ATB-1

The occurence of stripe correlations in superconducting cuprates and other doped antiferromagnets is well established from extensive experimental studies Stripes-expt  following earlier theoretical work Stripes-theory . The stripe phase is characterized by a segregation of charge carriers into narrow channels that act as antiphase domain walls separating antiferromagnetic regions of the host spins. Several theoretical scenarios have been presented in which a spin gap and pairing instabilities appear among the stripe electrons, opening the door to superconductivity Stripes-SC-theory . These findings suggest that stripes could play an important role in the physics of high-$`T_\mathrm{c}`$ superconductivity.

Given the characteristic spin and charge correlations associated with local stripe order it is natural to search the spin excitation spectrum for clues to the relationship between stripes and superconductivity. Neutron inelastic scattering has revealed a number of interesting features in the spin dynamics of the cuprate superconductors, some of which, e.g. excitations at incommensurate wavevectors cuprates-stripes , have been interpreted as evidence for dynamic stripe correlations Tranquada-Nature-1995 . At the same time, the characteristic spin excitation spectrum of ideal stripes has been probed in studies of non-superconducting compounds with well defined stripe order, especially La2-xSrxNiO4+δ INS-stripes-nickelates ; Boothroyd-PRB-2003 . In none of these previous studies, however, has any evidence been found for spin correlations among the stripe electrons themselves.

In this paper we report neutron inelastic scattering measurements on La5/3Sr1/3NiO4 which reveal a pattern of inelastic diffuse scattering consistent with the existence of quasi- one-dimensional (1D) antiferromagnetic (AF) correlations parallel to the stripe direction. The correlations are found to be dynamic, with a maximum energy $`10`$ meV. The results provide the first evidence for spin correlations among the charge carriers in a stripe phase.

The experiments were performed on single crystals of La5/3Sr1/3NiO4 grown by the floating-zone method Prabhakaran-JCG-2002 . Neutron inelastic scattering data were collected on the triple-axis spectrometers IN8, IN20 and IN22 at the Institut Laue-Langevin, and RITA-II at the Paul Scherrer Institut. Most of the data reported here were obtained with a fixed scattered neutron energy $`E_\mathrm{f}=14.7`$ meV and with a graphite filter installed after the sample to suppress higher orders. The exception is the inelastic scan shown in Fig. 2(a), which was measured with an incident energy $`E_\mathrm{i}=14.7`$ meV and with the filter before the sample. The incident and final neutron energies were selected by Bragg reflection from the $`(002)`$ planes of graphite. When neutron polarization analysis was required Heusler $`(111)`$ was used for the monochromator and analyzer.

Stripe ordering in La5/3Sr1/3NiO4 is observed below $`T_{\mathrm{SO}}200`$ K, and consists of parallel lines of doped holes separating AF-ordered bands of Ni2+ spins ($`S=1`$) LaSrNiO-x\_1/3 . The stripes run diagonally across the square lattice formed by the Ni sites on the NiO2 layers. As there is no reason to favour one diagonal over the other a bulk sample contains an equal proportion of spatially-separated domains with stripes along each diagonal.

Previous measurements have shown that the spin excitation spectrum of La5/3Sr1/3NiO4 is dominated by sharp propagating modes of the host Ni2+ spins Boothroyd-PRB-2003 . These spin-wave-like excitations are highly 2D in nature, and extend in energy up to $`80`$ meV. They disperse from the stripe superlattice zone centres, which have 2D wavevectors $`𝐐_\mathrm{s}=(h+\frac{1}{2},k+\frac{1}{2})\pm (\frac{1}{6},\frac{1}{6})`$ for one stripe domain and $`(h+\frac{1}{2},k+\frac{1}{2})\pm (\frac{1}{6},\frac{1}{6})`$ for the other, where $`h`$ and $`k`$ are integers indexed with respect to the body-centred tetragonal lattice (cell parameters $`a=3.8\mathrm{\AA }`$ and $`c=12.7\mathrm{\AA }`$).

In the present work we explored the low energy part of the spectrum over a more extended region of reciprocal space. Fig. 1(a) shows the variation in scattered intensity over a rectangular portion of the $`(h,k,0)`$ plane in reciprocal space, measured at an energy of 2.5 meV and at a temperature of 2 K. The region of reciprocal space covered by the measurements is shown in Fig. 1(b). The intensity map contains localized ‘hot spots’ of intensity centred on $`𝐐_\mathrm{s}`$ points such as $`(\frac{1}{3},\frac{2}{3}),(\frac{2}{3},\frac{2}{3})`$, etc, marked as circles on Fig. 1(b). This scattering is from spin wave excitations of the host Ni2+ spins, as described above.

More interestingly, the data in Fig. 1(a) also show a pattern of diffuse scattering distributed around the diagonal lines drawn on Fig. 1(b). The diffuse scattering does not pass through the stripe zone centres, and is in fact separated from them. This is illustrated in Fig. 2(a), which contains two scans measured along a line equivalent to that marked A in Fig. 1(b). In the 2 meV scan there are two resolved peaks, one centred on $`(0.27,0.27)`$, from the diffuse scattering, and the other centred on $`(\frac{1}{3},\frac{1}{3})`$ from spin wave excitations of the stripe superlattice. The other scan in Fig. 2(a) records elastic scattering along the same line, and contains only the Bragg peak due to the ordered stripe superlattice. This scan shows that the diffuse scattering does not have a static component. We have also scanned the 2.5 meV diffuse inelastic scattering parallel to the $`(0,0,l)`$ direction at fixed in-plane wavevector (not shown). The intensity was found to decrease monotonically away from $`l=0`$ without any detectable modulation with $`l`$.

We next describe two measurements made with neutron polarization analysis. First, we performed scans along lines equivalent to A and B at a constant energy of 2.5 meV, recording the spin-flip (SF) and non-spin-flip (NSF) scattering with the neutron polarization $`𝐏`$ parallel to the scattering vector $`𝐐`$. The B data are shown in Fig. 2(b). In both scans the diffuse scattering feature was observed only in the SF channel. We conclude from this that the diffuse scattering is magnetic in origin MRK-PR-1969 .

Second, we analyzed the polarization of the 2.5 meV diffuse scattering at two different wavevectors, $`𝐐_1=(0.25,0.25,3.5)`$ and $`𝐐_2=(0.75,0.75,0)`$. Neutrons scatter from spin fluctuation components perpendicular to $`𝐐`$, so at $`𝐐_1`$ the signal is mainly from in-plane fluctuations and at $`𝐐_2`$ the signal comes equally from in-plane and $`c`$-axis components. For each $`𝐐`$ we measured the SF intensity with $`𝐏𝐐`$ and with $`𝐏𝐐`$ in two orthogonal directions. Because SF scattering arises from spin fluctuations perpendicular to $`𝐏`$ these measurements allow us to determine the spin fluctuation anisotropy MRK-PR-1969 . From the $`𝐐_1`$ data we found that the spin fluctuations are isotropic within the NiO2 layers to within the experimental error of 20%. The $`𝐐_2`$ measurements revealed that the $`c`$-axis component of the magnetic response is a factor $`2.3\pm 0.4`$ larger than the in-plane response. In other words, the fluctuating spin components that give rise to the diffuse scattering are anisotropic, with a strong tendency to fluctuate towards the crystal $`c`$ axis. This conclusion is consistent with the observation of a decrease in scattering intensity in the out-of-plane direction mentioned earlier.

What can we infer from the results described so far for energies of 2–2.5 meV? The existence of ridges of inelastic magnetic scattering running along the diagonals of the $`(h,k)`$ reciprocal lattice plane implies the existence of dynamic spin fluctuations with a short correlation length along the ridge direction and a relatively long correlation length perpendicular to the ridge. The absence of any out-of-plane modulation in the scattering means the correlations along the $`c`$ axis are extremely weak. Hence, the spin fluctuations are quasi-1D, with the strongest correlations parallel to the diagonals of the square lattice, i.e. parallel to the stripe directions.

To understand the local pattern of spins responsible for the diffuse scattering we consider an array of 1D AF chains running parallel to the direction $`𝐝=[1,1,0]`$ with spins attached to the vertices of the square lattice — Fig. 1(c). In the absence of inter-chain correlations most of the spectral weight is concentrated near the lower bound of the spin excitation spectrum, which in the case of a spin-$`\frac{1}{2}`$ Heisenberg chain is given by dCP-PRB-1962

$$E(𝐐)=\pi J|\mathrm{sin}(2\pi 𝐐𝐝)|,$$
(1)
where $`J`$ is the exchange energy per spin. At vanishingly small energies, the scattering cross-section is largest when $`𝐐𝐝`$ is half an odd integer, and zero when $`𝐐𝐝`$ is an integer. Therefore, we expect the low-energy $`(E4JS)`$ scattering to be strongly peaked along the broken lines shown in Fig. 1(b), which intersect the scan direction marked A at $`𝐐=(\frac{1}{4},\frac{1}{4},0)`$, $`(\frac{3}{4},\frac{3}{4},0)`$, etc. Similarly, the low-energy scattering from spin chains oriented along the other diagonal $`𝐝^{}=[1,1,0]`$ would lie along the solid diagonal lines in Fig. 1(b).

It can be seen that the distribution of diffuse scattering we have observed is consistent this model. The main discrepancy is a slight meandering of the diffuse scattering shown in Fig. 1(a). For example, the peak position in the 2 meV scan shown in Fig. 2(a) is not quite at $`h=\frac{1}{4}`$. Looking in detail we find that the diffuse scattering closely follows the stripe superlattice zone boundary Boothroyd-PRB-2003 , which suggests the spin chains are weakly coupled and have the same periodicity as the stripes.

We now discuss measurements showing how the diffuse scattering varies with energy and temperature. In Fig. 3(a) we plot some of the raw data from a series of wavevector scans along line B, each scan having a fixed energy. The scan coordinate $`\zeta `$ corresponds to $`(𝐐𝐝^{})/2`$ for a spin chain parallel to $`𝐝^{}`$. With increasing energies above $`4`$ meV one can clearly observe two peaks separating from the 1D AF wavevector $`\zeta =\frac{1}{4}`$. On Fig. 3(b) we have plotted the dispersion of these two peaks. The peak centres were obtained by fitting each of the scans in Fig. 3(a) with two Gaussians on a linear background. The data are consistent with a dispersion described by Eq. (1) with a maximum energy of 10 meV.

Fig. 4 displays the temperature dependence of diffuse scattering at an energy of 2 meV, measured once again in a scan along line B in Fig. 1(b). With increasing temperature the intensity of the peak decreases and the width increases. These data show that the spin correlations become weaker with temperature, and are almost wiped out above 100 K.

The measurements reported here show that the new spin fluctuations we have found behave very differently from the low-energy spin excitations of the host Ni2+ spins studied previously Boothroyd-PRB-2003 . The latter are localized in $`𝐐`$, have in-plane polarization below an anisotropy gap of $`5`$ meV, and remain correlated up to the magnetic ordering temperature of $`200`$ K Lee\_Cheong-PRL-1997 . The diffuse scattering, on the other hand, is spread out in $`𝐐`$, shows predominant out-of-plane anisotropy, and survives only to $`100`$ K.

These differences imply that the diffuse scattering does not arise from the AF ordered Ni2+ spins located between the charge stripes, but instead originates from AF correlations in the charge stripes themselves. Our central conclusion, therefore, is that there exist quasi-1D AF fluctuations among the stripe electrons. These fluctuations are dynamic on the timescale probed by neutron scattering footnote1 , and from the half-width of the diffuse scattering ridge we estimate the correlation length of the fluctuations along the stripes to be $`15`$ Å. The charges are thought to be localized on Ni3+ ions Li-PRB-2003 , which means they would carry a spin $`S=\frac{1}{2}`$ in the strong crystal field limit. Hence, we can estimate the AF exchange parameter $`J`$ by fitting Eq. (1) to the data in Fig. 3(b). The result is $`J3.2`$ meV.

Attempts to explore the properties of stripe phases theoretically typically model the stripes as 1D electron liquids coupled via pair hopping or spin exchange to an insulating AF background Stripes-SC-theory . These models commonly predict a spin gap in the spectrum of the stripe electrons, allowing various instabilities to occur, including superconductivity, depending on the model parameters. The results described here represent the first measurements of the spin dynamics of stripe electrons, and are important because they provide data with which to constrain the above-mentioned charge-stripe models. Hence, this is a step towards understanding the role of stripes in the problem of cuprate high-$`T_\mathrm{c}`$ superconductivity.

Of course, one should be aware that stripes in the nickelates and cuprates differ somewhat in character. In the nickelates the stripes are very stable and are aligned along the diagonals of the square lattice, whereas in the superconducting cuprates the stripes are more dynamic and are aligned horizontally and verticallyTranquada-Nature-1995 . Also, the 1D band formed by the stripe electrons is half-filled in the nickelates (hence insulating stripes) Zaanen-Littlewood-PRB-1994 , but is quarter-filled in the cuprates (metallic stripes). Nevertheless, the discovery of AF correlations among the stripe electrons in a nickelate (in contrast to theoretical predictions of ferromagnetic stripes Zaanen-Littlewood-PRB-1994 ) raises general questions about the mechanism of intra-stripe spin exchange and about the coupling between the stripe electrons and the surrounding AF region. A grasp of these phenomena in a simple reference material such as La5/3Sr1/3NiO4 could contribute towards a better understanding of the stripe phase in other systems. Looking ahead, our results suggest it would be well worthwhile conducting a search for spin correlations among the stripe electrons in a stripe-ordered cuprate.

We thank L.-P. Regnault for help with the experiments on IN22. This work was supported by the Engineering & Physical Sciences Research Council of Great Britain, and was performed in part at the Swiss Spallation Neutron Source SINQ, Paul Scherrer Institute (PSI), Villigen, Switzerland.