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# Whitney towers and gropes in 4–manifolds

## 1. Introduction

Many open problems and important theorems in low-dimensional topology, including the classification theory of topological 4–dimensional manifolds and the study of knots and links in 3–manifolds, have been formulated in terms of statements about smooth maps of certain 2–complexes called gropes. As suggested by its name, a grope is built inductively from layers of surfaces which “reach into” a 4–manifold in an attempt to approximate an embedded 2–disk (see ). The existence of generically embedded 2–disks in dimensions greater than 4 allows for use of the Whitney move, a vital part of the surgery programs which yield classification theorems for higher dimensional manifolds and knotted submanifolds. The failure in general of the Whitney move in dimension 4 is a defining characteristic of low-dimensional topology and this paper describes a precise correspondence between gropes and an approximation to the Whitney move via certain “towers” of iterated Whitney disks.

A Whitney move eliminates a pair of singularities between immersed surfaces in a 4–manifold but will also create new intersections if the guiding Whitney disk contains singularities in its interior. A Whitney tower is constructed by pairing such singularities in the interiors of Whitney disks with “higher order” Whitney disks in an attempt to find embedded Whitney disks via “higher order” Whitney moves (Figure 1 and Section 3).

The order of a Whitney tower (Definition 3.1) is determined by the number of layers of Whitney disks added to the immersed surfaces and the class of a grope (Figure 2 and Definition 2.1) measures its complexity in terms of the number of its layers or stages of surfaces.

In the case of gropes, all singularities are usually contained in caps which are 2–disks that are mapped in after all stages of embedded surfaces have been attached. The caps are attached along essential curves called tips (details in Section 2).

The correspondence between class and order is described by the following basic version of our main result:

###### Theorem 1.

For any collection of embedded closed curves $`\gamma _i`$ in the boundary of a 4–manifold $`X`$, the following are equivalent:

1. The $`\gamma _i`$ bound disjoint properly embedded class $`n`$ gropes $`g_i`$ with null-homotopic tips in $`X`$.
2. The $`\gamma _i`$ bound properly immersed 2–disks $`D_i`$ admitting an order $`(n1)`$ Whitney tower $`𝒲`$ in $`X`$.

The proof of Theorem 1 is given by a local construction meaning that, given caps for the $`g_i`$, the $`D_i`$ and $`𝒲`$ are constructed in a neighborhood of the capped gropes $`g_i^c`$ and, given the $`D_i`$ contained in $`𝒲`$, the gropes $`g_i`$ (and caps) are constructed in a neighborhood of $`𝒲`$. (This construction also applies to closed (boundaryless) gropes and Whitney towers.)

### Unitrivalent trees

In fact, a much more precise and more general correspondence between gropes and Whitney towers can be described in terms of unitrivalent trees (2.3, 3.5) which capture the essential structure of both gropes and Whitney towers. This correspondence is given in Theorem 5 and Theorem 6, which are stated and proved in Section 5 (and directly imply Theorem 1). The key element used in the proofs of these theorems and their corollaries is that the associated trees, embedded as subsets of the gropes and Whitney towers, can be preserved and controlled during modifications such as ambient surgery or Whitney moves.

###### Remark 1.1.

Besides providing an interpretation of gropes in terms of Whitney disks, the notion of Whitney towers comes equipped with an obstruction theory that generalizes the usual intersection theory for surfaces in 4–manifolds. The associated invariants $`\tau _n`$ take values in graded groups of trees which generalize the well-known target groups of finite type concordance invariants of links. These higher order intersection trees are enhancements of the trees discussed in this paper and are used in  to give a geometric description of Milnor’s $`\mu `$–invariants and the (reduced) Kontsevich integral for links, and are also used in  to obtain results on separating homotopy classes of surfaces in 4–manifolds. See also the more recent papers .

### Symmetric gropes and $`𝐧`$–solvability

It should be noted that the Whitney towers described here differ from the towers that appear in the theory of Casson handles  in that the latter always involve killing the so-called “accessory circles” that run through the singularities. The gropes that arise in the context of Casson handles are certain capped symmetric gropes whose singularities are restricted to intersections among the caps .

The notion of Whitney tower described here is related to general symmetric gropes (without restrictions on caps) and the recently discovered filtration of the classical knot concordance group in terms of n-solvability by Cochran, Orr and Teichner : A Whitney tower of height $`n`$ (resp. $`n.5`$) as defined in  is a Whitney tower of order $`2^n2`$ (resp. $`2^n+2^{(n1)}2`$) with certain additional restrictions on the type of allowable intersections (see Section 6). This definition of height is in rough correspondence with the usual definition of height for a symmetric (uncapped) grope and in  it is shown that a knot in the 3–sphere $`S^3=B^4`$ is $`n`$-solvable if it bounds an embedded symmetric grope of height $`n+2`$ or a Whitney tower of height $`n+2`$ in $`B^4`$. It is not known if these geometric conditions are equivalent to each other (or to being $`n`$-solvable) but we do have:

###### Corollary 2.

If a knot in $`S^3`$ bounds a properly embedded grope of height $`n`$ (resp. $`n.5`$) in $`B^4`$, then the knot bounds a Whitney tower of height $`n`$ (resp. $`n.5`$) in $`B^4`$.

The proof of Corollary 2 suggests that bounding a grope of height $`n`$ is probably a stronger condition than bounding a Whitney tower of height $`n`$ (see Section 6).

### Half-gropes, $`𝐤`$–cobordism and geometric IHX

In the general study of knot and link concordance (cobordism) the translation between gropes and Whitney towers can be helpful in understanding connections between algebraically and geometrically defined filtrations. This is the case in the next two corollaries which are proved by applying a geometric “IHX” Jacobi relation to manipulate the trees associated to a Whitney tower (Lemma 7.2).

In analogy with the fact that the $`n`$th term of the lower central series of a group is generated by simple (right- or left-normed) commutators  we have the following geometric result which implies in particular that class $`n`$ grope concordance is generated by class $`n`$ (annulus-like) half-gropes (details in Section 7):

###### Corollary 3.

If $`\gamma _i`$ bound disjoint properly embedded $`A_i`$–like class $`n`$ gropes $`g_i`$ with null-homotopic tips in a 4–manifold $`X`$, then the $`\gamma _i`$ bound disjoint properly embedded $`A_i`$–like class $`n`$ half-gropes $`h_i`$ with null-homotopic tips in $`X`$, with the $`h_i^c`$ contained in a neighborhood of $`g_i^c`$ for any choice of caps on the $`g_i`$.

Since a symmetric grope of height $`n`$ has class $`2^n`$, Corollary 3 also gives a geometric (embedded) analogue of the fact that the $`n`$th derived subgroup is contained in the $`2^n`$th lower central subgroup of a group.

In the case of knots in $`S^3`$, it was shown constructively in  (see also ) that the Arf invariant is the only obstruction to the existence of a (half)-grope concordance of arbitrarily high class. Thus, the Von Neumann signatures of  which obstruct $`n`$-solvability are obstructions to “inverting” the geometric manipulations of gropes and Whitney towers via geometric IHX constructions (as used, for instance, in the proof of Corollary 3 above) to convert class into height.

The filtration of link concordance classes by the notion of $`k`$-cobordism was introduced and studied in , ,  and . In particular, a link $`L`$ in $`S^3`$ is $`k`$-slice ($`k`$-null-cobordant) if the link components bound disjoint surfaces in $`B^4`$ which “look (algebraically) like” slice disks modulo the $`k`$th term of the lower central series of the link group $`\pi _1(S^3L)`$. This was shown in  to be equivalent to $`L`$ having vanishing Milnor $`\overline{\mu }`$-invariants up through length $`2k`$. The precise relation between grope concordance and Milnor’s invariants is not known, however class $`n`$ grope concordance implies length $`n`$ Milnor–equivalence . Evidence that class $`n`$ grope concordance is stronger than length $`n`$ Milnor–equivalence is provided by the easy proof of the following corollary, in contrast to the difficulties encountered in the just mentioned result in .

###### Corollary 4.

If the components of a link $`L`$ in $`S^3`$ bound disjoint properly embedded class $`2k`$ gropes in the $`B^4`$, then $`L`$ is $`k`$-slice.

The proof of Corollary 4 uses the flexibility of Whitney towers to “evenly distribute” the gropes’ higher surface stages over symplectic sets of circles on the bottom surfaces. In fact, the proof yields a stronger conclusion as described in Section 8. (The same proof also shows more generally that class $`2k`$ grope concordance implies $`k`$-cobordism.)

### Further applications

Although closely related, Whitney towers are slightly more general objects than gropes as is suggested by the association of rooted trees to gropes and unrooted trees to Whitney towers. This generality is conducive to defining geometric invariants associated to an obstruction theory (as mentioned in Remark 1.1) as well as manipulating the shape of gropes (as in Corollaries 3 and 4 above). However, in certain constructions it is useful to convert Whitney towers into gropes, for instance to take advantage of nice properties of embedded grope complements. This interplay is exploited in  which describes the geometry of Milnor’s $`\mu `$–invariants in terms of Whitney towers and grope concordance. Recent work of Conant and Teichner  suggests that the study of both 3– and 4–dimensional grope cobordism of restricted graph type can play an important role in the general theory of knots and links. The relevant graphs in 4–dimensions are the unitrivalent trees which occur here naturally in the context of Whitney towers. Perhaps an analogous notion of Whitney tower projected into 3-dimensions with associated unitrivalent graphs could be useful in understanding 3–dimensional grope cobordism.

### Outline

Gropes are discussed in Section 2. Section 3 covers Whitney towers, including two lemmas (3.5 and 3.6) which are used in subsequent constructions. Section 4 introduces the hybrid (split) grope subtowers which are used to interpolate between gropes and Whitney towers. Theorem 1 is then proved via the more detailed Theorem 5 and Theorem 6 which are stated and proved in Section 5. A proof of Corollary 2 is given in Section 6. A proof of Corollary 3 is given in Section 7, which also contains a geometric (IHX) construction (Lemma 7.2) which is used in . A proof of Corollary 4 is given in Section 8.

### Conventions

All maps and manifolds are assumed smooth and oriented. Surfaces in 4–manifolds are illustrated in figures showing a 3–dimensional slice of local 4–dimensional coordinates with the understanding that sheets of surfaces that appear as 1-dimensional arcs in the “present” 3–dimensional slice extend as a product into the “past and future” coordinate. Sheets of surfaces which are contained in the 3–dimensional slice may appear either translucent or opaque.

## 2. Gropes

This section contains mostly standard grope terminology for the purpose of fixing notation since there are subtle differences in definitions and approaches throughout the literature. See any of ,  or  for detailed discussions of gropes in 4–manifolds.

There will be however be a few mildly non-standard wrinkles which are worth pointing out: It will be convenient to consider the punctured starting surface $`A^0`$ of an $`A`$–like grope $`g`$ as a 0th stage of $`g`$, and it will be helpful think of $`g`$ as formed from $`A^0`$ by attaching many genus one gropes rather than a single higher genus grope. In light of these notational conventions, it turns out to be convenient to associate to each grope a disjoint union of unitrivalent trees (as in ,  and ) rather than the customary (single) multivalent tree (e.g. in ). This point of view is in line with Krushkal’s grope-splitting technique  which simplifies the combinatorics of gropes. Note also that what we will refer to as a dyadic grope is called a “grope with dyadic branches” in .

### 2.1. Grope terminology

###### Definition 2.1 ().

A grope is a special pair (2–complex, circle). A grope has a class $`n\{1,2,\mathrm{},\mathrm{}\}`$. A class 1 grope is defined to be the pair (circle, circle). A class 2 grope $`(S,S)`$ is a compact oriented connected surface $`S`$ with a single boundary component. For $`n>2`$, a grope of class $`n`$ is defined inductively as follows: Let $`\{\alpha _j,\beta _j,j=1,\mathrm{},\text{genus}\}`$ be a chosen standard symplectic basis of circles for a class 2 grope $`S`$. For any positive integers $`a_j,b_j`$, with $`a_i+b_jn`$ and $`a_{j_0}+b_{j_0}=n`$ for at least one index $`j_0`$, a grope of class $`n`$ is formed by attaching a class $`a_j`$ grope to each $`\alpha _j`$ and a class $`b_j`$ grope to each $`\beta _j`$ (See Figure 2).

Here “attaching a class 1 grope” is understood to mean “not attaching a grope at all”. The surfaces in a grope $`g`$ are called stages and the basis circles in (all stages of) $`g`$ which do not have a surface stage attached to them are the tips of $`g`$. Attaching 2–disks, called caps, to all the tips of $`g`$ yields a capped grope $`g^c`$ and the underlying uncapped grope $`g`$ is the body of $`g^c`$.

It is customary to omit the boundary of a grope from notation. We adopt the convention that the tip of a class 1 grope is the grope (a circle) itself, so a class one capped grope is just a circle bounding a disk.

Note that a class $`n`$ grope is not really also a grope of class $`m`$ for $`m<n`$, but can always be made into one by deleting some surface stages (in order to satisfy $`a_{j_0}+b_{j_0}=m`$ for at least one index $`j_0`$).

### 2.2. Dyadic $`𝑨`$–like gropes with 0th stages.

The gropes of Definition 2.1 are special cases of the more general $`A`$–like (capped) grope of class $`n`$ which is gotten from a starting surface $`A`$ by replacing disks in $`A`$ with (capped) gropes of class $`n`$ as defined above. All the notions such as stages, tips and caps apply to $`A`$–like gropes without change with the following addition: If $`g`$ is an $`A`$–like grope then the 0th stage of $`g`$ is defined to be the punctured surface $`A^0`$ which is $`A`$ minus the disks that were replaced by gropes to form $`g`$. The 0th stage is included in the body of an $`A`$–like capped grope. In this language, the gropes of Definition 2.1 can be thought of as disk-like gropes.

An $`A`$–like (capped) grope $`g`$ is dyadic if all surface stages of all gropes attached to the 0th stage $`A^0`$ are genus one surfaces (See Figure 3). Since we are allowing $`A^0`$ to have many punctures, any (capped) $`A`$–like grope can be converted to a (capped) dyadic $`A`$–like grope by Krushkal’s grope-splitting technique .

The notion of dyadic gropes was introduced in ; our terminology is slightly different in that instead of allowing higher genus in the first stage we attach many genus 1 gropes to the 0th stage. Also, for brevity we are using the term “dyadic grope” here instead of (the more precise) “grope with dyadic branches” as in .

### 2.3. Rooted trees for gropes

A tree is a connected graph without 1–cycles. A rooted tree has a single preferred univalent vertex called the root. To each $`A`$–like dyadic capped grope $`g^c`$, we associate a disjoint union $`t(g^c)`$ of rooted unitrivalent trees which is essentially the dual one-complex: The vertices of $`t(g^c)`$ are (dual to) the stages and caps of $`g^c`$, with two vertices joined by an edge if the corresponding stages/caps meet in a circle. The univalent vertices corresponding to the 0th stages are the roots.

It will be helpful to think of $`t(g^c)`$ as being embedded in $`g^c`$ in the following way. Choose a basepoint in each stage (including $`A^0`$) and a basepoint in each cap of $`g^c`$. If $`g^c`$ was formed by removing just one disk from $`A`$, then connecting basepoints in adjacent stages and caps by sheet-changing paths yields an embedded connected unitrivalent tree; here “adjacent” means “intersecting along a circle” so that dual stages/caps (having a single intersection point in their boundaries) are not considered to be adjacent. If $`g^c`$ was formed by replacing $`m`$ disks of $`A`$, then we get $`m`$ unitrivalent trees (each “sprouting from” the basepoint in the $`0`$th stage $`A^0`$) and $`t(g^c)`$ is the disjoint union of these $`m`$ trees (Figure 3). Each trivalent vertex of $`t(g^c)`$ corresponds to a genus one stage in $`g^c`$ and each univalent vertex of $`t(g^c)`$ corresponds to a cap of $`g^c`$, except for one univalent vertex on each connected component of $`t(g^c)`$ which corresponds to $`A^0`$. These univalent vertices on the $`A^0`$ are the root vertices of $`t(g^c)`$. To the underlying uncapped grope $`g`$ is associated the same disjoint union of rooted trees denoted $`t(g)`$.

Following the terminology of , define the order of a unitrivalent tree to be the number of trivalent vertices. Note that the class of $`g^c`$ is equal to one more than the minimum of the orders of the trees in $`t(g^c)`$.

The reader familiar with previous associations of multi-valent trees to arbitrary $`A`$–like gropes (e.g. ) can check that our definition of $`t(g^c)`$ is essentially what you would get after applying Krushkal’s grope-splitting procedure. In fact, a formal sum of vertex-oriented trees can be associated to an oriented grope ; although we will not work with orientations in this paper, the notation here has been chosen to be compatible with the just cited works.

### 2.4. Proper immersions of gropes

A surface is properly immersed in a 4–manifold if boundary is embedded in boundary and interior is immersed in interior. Immersions of (capped) gropes into a 4–manifold are required to factor through an embedding in 3–space followed by standard product thickenings and plumbings, so that a regular neighborhood of the immersion contains disjoint parallel copies of any embedded subsets of the (capped) grope. An immersion of (capped) gropes is proper if the bottom stage surfaces are properly immersed and all other stages (and caps) are immersed in the interior.

In much of the literature, a proper immersion of a capped grope in a 4–manifold will have restrictions on allowable grope/cap singularities. We will not make such restrictions, however it will be convenient to arrange for all intersections to occur among $`0`$th stages and between caps and $`0`$th stages .

## 3. Whitney towers

After defining Whitney towers, the main goal of this section is to show how the essential geometric structure of a Whitney tower $`𝒲`$ is captured by a disjoint union $`t(𝒲)`$ of unitrivalent (labelled) trees. The surfaces of $`𝒲`$ are indexed by brackets which correspond to rooted trees, and each intersection point $`p`$ of $`𝒲`$ is then assigned an unrooted tree $`t(p)`$ which is a pairing of the rooted trees that correspond to the intersecting surfaces. After introducing the notion of (split) subtowers, Lemma 3.5 then shows how $`𝒲`$ can be decomposed into essential parts which are described by the disjoint union $`t(𝒲)`$ of all the $`t(p)`$. Finally, Lemma 3.6, which will play a key role in later proofs, gives further evidence of the essential nature of $`t(𝒲)`$ by showing how the trees $`t(p)`$ are “stable” under certain Whitney moves.

All of the material in this section can be enhanced to take into account orientations as well as the fundamental group of the ambient manifold by adding vertex-orientations and edge-decorations to the trees. Such enhancements are used in the obstruction theory of , , , and . Notation in this paper has been chosen to be consistent with these papers where they overlap.

### 3.1. Whitney disks

We refer the reader to  for a detailed description of the Whitney move in dimension 4. For our purposes it is enough to understand the model Whitney move on an embedded Whitney disk in 4–space as illustrated in Figure 4, which shows the effect of a Whitney move on three local sheets of surfaces: The Whitney move is guided by an embedded Whitney disk labelled $`W_{(I,J)}`$ which pairs a (geometrically) cancelling pair of intersection points between sheets of surfaces labelled $`I`$ and $`J`$. In Figure 4, the $`I`$-sheet is locally contained in the 3–dimensional “present” and the $`J`$\- and $`K`$-sheets extend into “past and future”. The Whitney move eliminates the cancelling pair of intersections between $`I`$ and $`J`$ by an isotopy of $`I`$ across $`W_{(I,J)}`$ at the cost of introducing a new cancelling pair of intersection points between $`I`$ and the sheet labelled $`K`$ which intersected the interior of the guiding Whitney disk $`W_{(I,J)}`$.

### 3.2. Whitney towers

In general, a Whitney disk may have multiple interior self-intersections and intersections with other surface sheets; however we will require that arbitrary Whitney disks resemble the model near their boundaries. By pairing up interior intersections with higher order Whitney disks we are led to the notion of a Whitney tower:

###### Definition 3.1.

* A surface of order 0 in a 4–manifold $`X`$ is a properly immersed surface (boundary embedded in the boundary of $`X`$ and interior immersed in the interior of $`X`$). A Whitney tower of order 0 in $`X`$ is a collection of order 0 surfaces.
* The order of a (transverse) intersection point between a surface of order $`n`$ and a surface of order $`m`$ is $`n+m,`$.
* The order of a Whitney disk is $`(n+1)`$ if it pairs intersection points of order $`n`$.
* For $`n0`$, a Whitney tower of order $`(n+1)`$ is a Whitney tower $`𝒲`$ of order $`n`$ together with Whitney disks pairing all order $`n`$ intersection points of $`𝒲`$. The interiors of these top order disks are allowed to intersect each other as well as lower order surfaces.

The Whitney disks in a Whitney tower are required to be framed (see ) and have disjointly embedded boundaries. It will also be assumed that the order 0 surfaces are 0-framed (see 1.2 of ).

Thus, in an order $`n`$ Whitney tower all intersection points of order less than $`n`$ occur in cancelling pairs with respect to (arbitrarily) chosen orientations of all Whitney disks (see Figure 1). Note that the boundary of any Whitney disk is not allowed to change sheets except at the intersection points paired by the Whitney disk.

Some further terminology: If $`𝒲_0`$ is an order 0 Whitney tower and there exists an order $`n`$ Whitney tower $`𝒲_n`$ containing $`𝒲_0`$ as its order 0 surfaces, then $`𝒲_0`$ is said to admit an order $`n`$ Whitney tower and any one of the order 0 surfaces in $`𝒲_n`$ is said to support the $`n`$th order Whitney tower $`𝒲_n`$.

### 3.3. Rooted trees and brackets

Non-associative but commutative (unordered) bracketings of elements from some index set correspond to rooted labelled (unoriented) unitrivalent trees as follows. A bracketing $`(i)`$ of a singleton element $`i`$ from the index set corresponds to the rooted chord $`t(i)`$ having a single edge with one vertex labelled by $`i`$ and the other vertex designated as the root. A bracketing $`(I,J)`$ of brackets $`I`$ and $`J`$ corresponds to the rooted product $`t(I)t(J)`$ of the trees $`t(I)`$ and $`t(J)`$ which identifies together the roots of $`t(I)`$ and $`t(J)`$ to a single vertex and “sprouts” a new rooted edge at this vertex (Figure 5). Thus, the (non-root) univalent vertices of the tree $`t(I)`$ associated to a bracket $`I`$ are labelled by elements from the index set and the trivalent vertices correspond to sub-bracketings of $`I`$, with the trivalent vertex adjacent to the root corresponding to $`I`$.

### 3.4. Rooted trees for Whitney disks

The rooted trees and bracketings of the previous subsection are associated to the surfaces in a Whitney tower $`𝒲`$ both formally and geometrically as follows: A bracketing $`(i)`$ of a singleton element $`i`$ from the index set is associated to each order zero surface. The bracket $`(I,J)`$ is associated to a Whitney disk pairing intersections between surfaces with associated brackets $`I`$ and $`J`$. Using brackets as subscripts, we write $`A_i`$ for an order zero surface (dropping the brackets around the singleton $`i`$) and $`W_{(i,j)}`$ for a first order Whitney disk that pairs intersections between $`A_i`$ and $`A_j`$. In general, we write $`W_{(I,J)}`$ for a Whitney disk pairing intersections between $`W_I`$ and $`W_J`$, with the understanding that if a bracket $`I`$ is just a singleton $`(i)`$, then the surface $`W_I=W_{(i)}`$ is just the order zero surface $`A_i`$. The rooted labelled tree $`t(W_I)`$ associated to $`W_I`$ is defined to be $`t(I)`$, the tree that corresponds to the bracket $`I`$ as before (3.3). Note that the order of $`W_I`$ is equal to the order of $`t(W_I)`$ (i.e. the number of trivalent vertices).

In fact, the tree $`t(W_I)`$ can be mapped into $`𝒲`$ in a similar fashion to the case of gropes (2.3): First fix a basepoint in the interior of each surface (including the Whitney disks) of $`𝒲`$. (If an order zero surface is not connected put a basepoint in each component.) Now map the vertices (other than the root) of $`t(W_I)`$ to the basepoints of the surfaces corresponding to the sub-brackets of $`I`$ and map the edges (other than the edge adjacent to the root) of $`t(W_I)`$ to sheet-changing paths between these basepoints, as illustrated in Figure 6. Then embed the root and its edge anywhere in the interior of $`W_I`$.

### 3.5. Trees for intersection points

Given a pair $`t(I)`$ and $`t(J)`$ of rooted trees, define the inner product $`t(I)t(J)`$ to be the labelled unrooted tree gotten by identifying together the root vertices of $`t(I)`$ and $`t(J)`$ to a single (non-vertex) point. The tree $`t(p)`$ associated to a (transverse) intersection point $`pW_IW_J`$ between surfaces $`W_I`$ and $`W_J`$ in a Whitney tower $`𝒲`$ is defined to be the inner product $`t(W_I)t(W_J)`$ ($`=t(I)t(J)`$) of the rooted trees corresponding to $`W_I`$ and $`W_J`$ as illustrated in Figure 7. Note that the order of $`p`$ is equal to the order of $`t(p)`$.

The above mentioned mappings of $`t(W_I)`$ and $`t(W_J)`$ in $`𝒲`$ give rise to a mapping of $`t(p)`$ into $`𝒲`$: Just map the root vertices of $`W_I`$ and $`W_J`$ to $`p`$ and the adjacent edges become a path between the basepoints of $`W_I`$ and $`W_J`$ which changes sheets at $`p`$ (Figure 8). This mapping can be taken to be an embedding of $`t(p)`$ into $`𝒲`$ if all the Whitney disks “beneath” $`W_I`$ and $`W_J`$ (corresponding to sub-brackets of $`I`$ and $`J`$) are distinct.

It is sometimes convenient to keep track of the edge of $`t(p)`$ that corresponds to $`p`$ by marking that edge with a small linking circle as in Figure 7 and Figure 8; such a punctured tree will be denoted by $`t^{}(p)`$.

### 3.6. Trees for Whitney towers

For any Whitney tower $`𝒲`$ define $`t(𝒲)`$ to be the disjoint union of all the trees $`t(p)`$ for all unpaired intersection points $`p𝒲`$.

###### Remark 3.2.

As mentioned at the start of this section, $`t(𝒲)`$ can be enhanced with vertex-orientations and edge-decorations and is called the geometric intersection tree of $`𝒲`$. The invariants $`\tau _n`$ associated to the obstruction theory mentioned in Remark 1.1 are determined by such trees (e.g. ).

### 3.7. Split Subtowers

In order to simplify constructions and combinatorics it will be helpful to “split” a Whitney tower into split subtowers analogous to Krushkal’s grope splitting procedure  which splits a grope into genus one “branches” (higher stages).

###### Definition 3.3.

A subtower is a Whitney tower except that the boundaries of the immersed order zero surfaces in a subtower are allowed to lie in the interior of the 4–manifold. (The boundaries of the order zero surfaces in a subtower are still required to be embedded.) The notions of order for intersection points and Whitney disks are the same as in Definition 3.1.

###### Definition 3.4.

A subtower $`𝒲_p`$ is split if it satisfies all of the following:

1. $`𝒲_p`$ contains a single unpaired intersection point $`p`$,
2. the order zero surfaces of $`𝒲_p`$ are all embedded 2–disks,
3. the Whitney disks of $`𝒲_p`$ are all embedded,
4. the interior of any surface in $`𝒲_p`$ either contains $`p`$ or contains a single Whitney arc of a Whitney disk in $`𝒲_p`$,
5. $`𝒲_p`$ is connected (as a 2–complex in the 4–manifold).

The tree $`t(𝒲_p)`$ associated to such a split subtower $`𝒲_p`$ is just the tree $`t(p)`$ determined by its unpaired intersection point $`p`$ (3.5).

Note that the order of a split subtower $`𝒲_p`$ is equal to the order of $`p`$ and that a normal thickening of $`𝒲_p`$ in the ambient 4–manifold is just a 4–ball neighborhood of the embedded tree $`t(𝒲_p)=t(p)`$.

### 3.8. Split Whitney towers and their trees

###### Lemma 3.5.

Let $`𝒲`$ be a Whitney tower on order 0 surfaces $`A_i`$. Then, for any regular neighborhood $`N(𝒲)`$ of $`𝒲`$, there exists a Whitney tower $`𝒲_{\mathrm{split}}`$ contained in $`N(𝒲)`$ such that:

1. The order 0 surfaces $`A_i^{}`$ of $`𝒲_{\mathrm{split}}`$ only differ from the $`A_i`$ by finger moves.
2. All unpaired intersection points of $`𝒲_{\mathrm{split}}`$ are contained in disjoint split subtowers on sheets of the $`A_i^{}`$.
3. $`t(𝒲)`$ and $`t(𝒲_{\mathrm{split}})`$ are isomorphic.

Such a Whitney tower $`𝒲_{\mathrm{split}}`$ will be called a split Whitney tower. The disjoint union of trees $`t(𝒲_{\mathrm{split}})`$ (3.6) associated to $`𝒲_{\mathrm{split}}`$ is the disjoint union of the trees $`t(𝒲_p)`$ associated to the split subtowers in $`𝒲_{\mathrm{split}}`$. Also, $`t(𝒲_{\mathrm{split}})`$ sits as an embedded subset of $`𝒲_{\mathrm{split}}`$ via the description in 3.5.

###### Proof.

Starting with the highest order Whitney disks of $`𝒲`$, apply finger moves as indicated in Figure 9. Working down through the lower order Whitney disks yields the desired $`𝒲_{\mathrm{split}}`$. ∎

This decomposition of a Whitney tower into split subtowers corresponds to the idea that the disjoint union of trees associated to the Whitney tower captures its essential structure. The next lemma can be interpreted as justifying that this essential structure is indeed captured by the unpunctured trees rather than the punctured trees, in the sense that a punctured edge (corresponding to an unpaired intersection point) can be “moved” to any other edge of its tree.

###### Lemma 3.6.

Let $`𝒲`$ be a split subtower on order zero sheets $`s_i`$, with unpaired intersection point $`p=W_IW_J𝒲`$. Denote by $`\nu (𝒲)`$ a normal thickening of $`𝒲`$, so that $`s_i\nu (𝒲)\nu (𝒲)B^4`$. If $`I^{}`$ and $`J^{}`$ are any brackets such that $`t(I^{})t(J^{})=t(p)=t(I)t(J)`$, then after a homotopy (rel $``$) of the $`s_i`$ in $`\nu (𝒲)`$ the $`s_i`$ admit a split subtower $`𝒲^{}\nu (𝒲)`$ with single unpaired intersection point $`p^{}=W_I^{}W_J^{}T^{}`$.

###### Proof.

It is enough to show that the puncture in $`t^{}(p)`$ can be “moved” to either adjacent edge, since by iterating it can be moved to any edge of $`t(p)`$. Specifically, it is enough to consider the case where $`J=(J_1,J_2)`$, $`I^{}=(I,J_1)`$ and $`J^{}=J_2`$ so that $`I(J_1,J_2)=(I,J_1)J_2`$ as in Figure 10. (Here we are assuming that $`W_J`$ is not order zero, since if both $`W_I`$ and $`W_J`$ are order zero there is nothing to prove.) The proof is given by the maneuver illustrated in the upper part of Figure 11: Use the Whitney disk $`W_J`$ to guide a Whitney move on $`W_{J_1}`$. This eliminates the intersections between $`W_{J_1}`$ and $`W_{J_2}`$ (as well as eliminating $`W_J`$ and $`p`$) at the cost of creating a new cancelling pair of intersections between $`W_{J_1}`$ and $`W_I`$. This new cancelling pair can be paired by a Whitney disk $`W_{(I,J_1)}`$ having a single intersection point $`p^{}`$ with $`W_{J_2}`$. That this achieves the desired effect on the punctured tree is clear from the lower part of Figure 11. ∎

## 4. Grope subtowers

In this section a hybrid grope–Whitney tower combination is introduced which will be used to interpolate between gropes and Whitney towers in the proofs of the next section: A split grope subtower is a collection of capped gropes whose caps support certain split subtowers. We assume from now on that all gropes are dyadic (2.2).

The content of this section can essentially be grasped by inspecting Figure 12 and Figure 13, which illustrate split grope subtowers and their trees, and observing that the limiting cases reduce to gropes (4.3) and Whitney towers (4.4) respectively.

### 4.1. Split grope subtowers.

###### Definition 4.1.

Let $`g_i^c`$ be a collection of (dyadic) $`A_i`$–like capped gropes properly immersed in a 4–manifold such that:

1. The higher (greater than zero) stages of the $`g_i`$ are all disjointly embedded and disjoint from the interiors of all caps,
2. the interiors of all caps are disjointly embedded,
3. each cap $`c`$ supports a split subtower $`𝒲_c`$ whose other order 0 surfaces are sheets of the 0th stage surfaces $`A_i^0`$,
4. the $`𝒲_c`$ are disjoint and contain all singularities among the $`0`$th stages $`A_i^0`$.

Denote by $`g_i^𝒲`$ the union of the grope $`g_i^c`$ and the subtowers on its caps. The union $`g^𝒲`$ of all the $`g_i^𝒲`$ is a split grope subtower (see Figure 12).

The class of $`g_i^𝒲`$ is the class of the underlying grope $`g_i^c`$. The class of $`g^𝒲`$ is the minimum of the classes of the $`g_i^𝒲`$.

The order of $`g_i^𝒲`$ is defined inductively as follows: If $`g_i^𝒲`$ is class 1, then the order of $`g_i^𝒲`$ is the minimum of the orders of the split subtowers on the caps of $`g_i^𝒲`$ (the immersed disks that fill in the punctures of $`A_i^0`$). If $`g_i^𝒲`$ has class 2 and a single genus one first stage, then the order of $`g_i^𝒲`$ is the sum of the orders of the split subtowers on the dual pair of caps of $`g_i^𝒲`$. If $`g_i^𝒲`$ has class 2 and more than one first stage, then the order of $`g_i^𝒲`$ is the minimum of the orders of the first stages. If the class of $`g_i^𝒲`$ is greater than 2, then the order of $`g_i^𝒲`$ is defined (inductively) to be the minimum of the sums of the orders of the pairs of dual grope subtowers that are attached to the first stages of $`g_i^𝒲`$. The order of $`g^𝒲`$ is the minimum of the orders of the $`g_i^𝒲`$.

### 4.2. Trees for dyadic split grope subtowers.

For each $`g_i^𝒲`$ in a split grope subtower $`g^𝒲`$, construct the disjoint union of (rooted) unitrivalent trees $`t(g_i^𝒲)`$ from $`t(g_i^c)`$ (defined in 2.3) by gluing on the trees $`t(𝒲_c)`$ (defined in 3.3) along the univalent vertices that correspond to caps. Specifically, a univalent vertex of $`t(g_i^c)`$ which corresponds to a cap $`c`$ in $`g_i^c`$ is identified with the univalent vertex of $`t(𝒲_c)`$ which corresponds to $`c`$, where $`𝒲_c`$ is the subtower on $`c`$. This identification is to a single non-vertex point in an edge of $`t(g_i^𝒲)`$ (see the lower part of Figure 13). Doing this for all caps on $`g_i`$ and all $`i`$ yields all the $`t(g_i^𝒲)`$. The disjoint union of trees $`t(g^𝒲)`$ associated to the split grope subtower $`g^𝒲`$ is defined to be the disjoint union of the $`t(g_i^𝒲)`$ and sits as a subset of $`g^𝒲`$ (upper part of Figure 13).

### 4.3. Order 0 split grope subtowers.

If a class $`m`$ split grope subtower $`g^𝒲`$ has order 0, then all the split subtowers $`𝒲_c`$ in $`g^𝒲`$ are order 0 which just means that each cap of every $`g_i^c`$ has exactly one interior intersection point with a sheet of some $`A_j^0`$. In this case, the trees $`t(g_i^𝒲)`$ and $`t(g_i^c)`$ are clearly isomorphic for all $`i`$ and each univalent vertex corresponds to a sheet of some $`A_j^0`$.

### 4.4. Class 1 split grope subtowers.

If each $`g_i^𝒲`$ in an order $`m`$ grope subtower $`g^𝒲`$ has class 1, then the caps fill in the punctures in the $`0`$th stages $`A_i^0`$ to form the order 0 surfaces in an order $`m`$ split Whitney tower $`𝒲`$ on immersions of the $`A_i`$ extending the embedded $`A_i^0`$. The disjoint unions of trees $`t(g^𝒲)`$ and $`t(𝒲)`$ are isomorphic, with the root of each chord in $`t(g_i^c)`$ corresponding to an $`i`$-labelled vertex of a tree in $`t(𝒲)`$.

## 5. Proof of Theorem 1

The equivalence of the statements in Theorem 1 in the introduction follows directly from the more detailed Theorems 5 and 6 which are stated and proved in this section. A key element of these theorems is that when passing between gropes and Whitney towers, the associated trees are “preserved”. In this setting, an isomorphism between rooted and unrooted (disjoint unions of) trees will always mean an isomorphism between the underlying unrooted trees, but will also include a correspondence between the roots and certain specified univalent vertices, e.g. the roots in $`t(g_i)`$ will always correspond to $`i`$-labelled univalent vertices of $`t(𝒲)`$ when passing between gropes $`g_i`$ and a Whitney tower $`𝒲`$ on order zero surfaces $`A_i`$. (These isomorphisms also preserve the signed trees associated to gropes and Whitney towers as in .)

### 5.1. From Whitney towers to gropes.

###### Theorem 5.

Let $`𝒲`$ be an order $`(n1)`$ Whitney tower on properly immersed surfaces $`A_i`$ in a 4–manifold $`X`$. Then, for any regular neighborhood $`N(𝒲)`$ of $`𝒲`$, there exist class $`n`$ $`A_i`$–like capped gropes $`g_i^c`$ in $`X`$ such that:

1. The $`0`$th stage $`A_i^0`$ of each $`g_i^c`$ is $`A_i`$ minus (perhaps) some sheets containing Whitney arcs or intersection points of $`𝒲`$ in $`A_i`$.
2. The union of the $`g_i^c`$ are contained in $`N(𝒲)`$.
3. The $`g_i^c`$ have disjoint properly embedded bodies $`g_i`$.
4. Each cap of every $`g_i^c`$ has a single interior intersection with some $`A_j^0`$.
5. $`t(𝒲)`$ is isomorphic to the disjoint union of the $`t(g_i^c)`$, with $`j`$-labelled univalent vertices in $`t(𝒲)`$ corresponding to either vertices in the $`t(g_i^c)`$ associated to caps which intersect $`A_j^0`$ or roots in $`t(g_j^c)`$; furthermore, it may be arranged that this isomorphism takes any chosen preferred $`i`$-labelled univalent vertices on the trees in $`t(𝒲)`$ to the root vertices of the trees in $`t(g_i^c)`$.

The proof of Theorem 5 is well illustrated by Figure 14 together with the observation that the pictured case can always be arranged by Lemma 3.6.

###### Proof.

First split $`𝒲`$ (Lemma 3.5) so that $`t(𝒲)`$ is the disjoint union of the split subtower trees $`t(𝒲_p)`$ each of order at least $`n1`$. For each $`𝒲_p`$, choose a preferred univalent vertex of $`t(𝒲_p)`$ and let $`A_i^0`$ denote the punctured surfaces which are the complements of the sheets of the $`A_i`$ that correspond to the chosen preferred vertices. (Each of these sheets is either a neighborhood of a Whitney disk boundary arc or a neighborhood of an unpaired intersection point.) These chosen vertices will end up corresponding to root vertices in the $`t(g_i^c)`$ (which are associated to the 0th stages of the capped gropes $`g_i^c`$) as in statement (v) of the theorem.

Now $`𝒲`$ is a grope subtower $`g^𝒲`$ of class 1 and order $`(n1)`$: The $`0`$th stages of $`g^𝒲`$ are the $`A_i^0`$ and the caps of $`g^𝒲`$ are the sheets of the $`A_i`$ that correspond to the chosen preferred vertices. The trees $`t(𝒲)`$ and $`t(g^𝒲)`$ are isomorphic. In particular, the theorem is true for $`n=1`$ by 4.3.

Assume now that $`n2`$. The proof will be completed by the following construction which shows how to decrease the order of $`g^𝒲`$ while increasing the class of $`g^𝒲`$ in a manner that preserves the tree $`t(g^𝒲)`$. When each cap supports an order 0 split subtower the proof is done by 4.3.

### 5.2. Decreasing the order and increasing the class and of a split grope subtower.

Consider a cap $`c`$ attached to some stage $`S`$ in a grope subtower $`g^𝒲`$ such that the order of the split subtower $`𝒲_c`$ supported by $`c`$ is greater than or equal to 1. There are two cases to consider: Either $`c`$ contains a boundary arc of a Whitney disk in $`𝒲_c`$, or $`c`$ contains the unpaired intersection point $`p`$ of $`𝒲_c`$.

First assume that $`c`$ contains a boundary arc of a Whitney disk $`W_{(c,I)}`$ (see upper left of Figure 14). In this case, “tube” (0-surger) $`c`$ along the (other) boundary arc of $`W_{(c,I)}`$ that lies in $`W_I`$ as indicated in the upper right of Figure 14. This changes $`c`$ into a genus one capped surface stage $`S^{}`$. One cap $`c^{}`$ is $`W_{(c,I)}`$ minus a small collar and the other dual cap $`d^{}`$ is a meridional disk to $`W_I`$. Both of these caps support split subtowers of order strictly less than $`𝒲_c`$ since the trees $`t(𝒲_c^{})`$ and $`t(𝒲_d^{})`$ are gotten from $`t(𝒲_c)`$ by removing the edge adjacent to the vertex associated to $`c`$ and cutting $`t(𝒲_c)`$ at the vertex associated to $`W_{(c,I)}`$. The tree associated to the new grope subtower is the same as the original tree $`t(g^𝒲)`$ since the effect of creating $`S^{}`$ from $`c`$ just isotopes (in $`X`$) the trivalent vertex (basepoint) of $`t(g^𝒲)`$ in $`W_{(c,I)}`$ down to a trivalent vertex (basepoint) in $`S^{}`$ as illustrated in the lower part of Figure 14.

Now assume that $`c`$ contains the unpaired intersection point $`p`$ of $`𝒲_c`$. We may assume that $`p`$ is the intersection between $`c`$ and a Whitney disk $`W_{(I,J)}`$ since $`𝒲_c`$ has order greater than or equal to 1. Modify $`𝒲_c`$ by one iteration of the procedure of Lemma 3.6: Do the $`W_{(I,J)}`$ Whitney move on $`W_I`$. This creates a cancelling pair of intersections between $`c`$ and $`W_I`$ which are paired by a Whitney disk $`W_{(c,I)}`$ that has a single intersection with $`W_J`$ (as in Figure 11 but with different labels). The modified split subtower $`𝒲_c^{}`$ on $`c`$ has the same tree as $`𝒲_c`$ and we are back to the previous case where $`c`$ contains a boundary arc of $`W_{(c,I)}`$. (We remark that this step where $`c`$ contains the unpaired intersection point $`p`$ of $`𝒲_c`$ could alternatively be handled by building higher grope stages out of Clifford tori as in the grope duality constructions of ).) ∎

### 5.3. From gropes to Whitney towers.

The gropes in the statement of Theorem 1 can be arranged to satisfy the hypotheses of next theorem by using finger moves to push down cap-intersections (2.5 of ) into the order 0 surfaces and by applying Krushkal’s grope splitting technique .

###### Theorem 6.

Let $`g_i^c`$ be a collection of class $`n`$ $`A_i`$–like dyadic capped gropes in a 4–manifold $`X`$ with disjoint properly embedded bodies $`g_i`$ such that all the caps have disjointly embedded interiors and each cap contains only a single interior intersection point with some $`0`$th stage $`A_j^0`$. Then, for any regular neighborhood $`N(g_i^c)`$ of the union of the $`g_i^c`$, there exists an order $`(n1)`$ Whitney tower $`𝒲`$ in $`X`$ such that:

1. $`𝒲`$ is contained in $`N(g_i^c)`$.
2. The order 0 surfaces of $`𝒲`$ are immersions of the $`A_i`$ extending the embeddings $`A_i^0`$ up to regular homotopy (rel $``$).
3. $`t(𝒲)`$ is isomorphic to the disjoint union of the $`t(g_i^c)`$ with $`j`$-labelled univalent vertices in $`t(𝒲)`$ corresponding to either vertices in the $`t(g_i^c)`$ associated to caps which intersect $`A_j^0`$ or roots in $`t(g_j^c)`$.

The proof of Theorem 6 is well illustrated by Figure 15 together with the observation that the pictured case can always be arranged by Lemma 3.6:

###### Proof.

When $`n=1`$, the $`g_i^c`$ form a grope subtower $`g^𝒲`$ of class 1 and the Theorem is true by 4.4.

Assuming $`n2`$, the proof is completed by the following construction (essentially the inverse to the construction 5.2 in the proof of Theorem 5) which decreases the class and increases the order of a grope subtower $`g^𝒲`$ while preserving the associated trees. When each $`g_i^c`$ in $`g^𝒲`$ has class 1 the proof is complete by 4.4.

### 5.4. Decreasing the class and increasing the order of a grope subtower.

Let $`c`$ and $`d`$ be a pair of dual caps on a surface stage $`S`$ in a grope subtower $`g^𝒲`$ supporting split subtowers $`𝒲_c`$ and $`𝒲_d`$. By applying Lemma 3.6 to $`𝒲_c`$, we may arrange that $`c`$ contains the unpaired intersection point $`p=cW_I`$ in $`𝒲_c`$. Using $`c`$ to ambiently surger $`S`$ changes $`S`$ into a cap $`c^{}`$ on the stage $`S^{}`$ below $`S`$. This new cap $`c^{}`$ has a cancelling pair of intersections with $`W_I`$ (due to $`p`$, the intersection $`c`$ had with $`W_I`$), which can be paired with a Whitney disk $`W_{(c^{},I)}`$ formed from the old cap $`d`$ by attaching a thin band as pictured in the upper right of Figure 15. The cap $`c^{}`$ supports a split subtower $`𝒲_c^{}`$ and, as illustrated in the lower part of Figure 15, there is no change in $`t(g^𝒲)`$ since the effect of the surgery is just to isotope (in $`X`$) the unitrivalent vertex of $`t(g^𝒲)`$ that was in $`S`$ up into $`W_{(c^{},I)}`$. (Here we are still denoting the modified grope subtower by $`g^𝒲`$.) Repeated application of this construction eventually eliminates all dual pairs of caps so that each $`g_i^c`$ in $`g^𝒲`$ has class 1. ∎

## 6. Proof of Corollary 2

The idea of the proof of Corollary 2 in the introduction is to use Theorem 6 of Subsection 5.3 to convert the symmetric grope into a Whitney tower whose associated trees are all symmetric and then use Lemma 3.6 to create the desired Whitney tower by moving the unpaired intersection points appropriately. The gropes in this section are disk-like and assumed to be dyadic as can always be arranged by Krushkal’s splitting procedure .

### 6.1. Symmetric gropes and trees

Let $`Y^1`$ denote the order $`1`$ rooted $`Y`$–shaped tree that corresponds to a punctured torus viewed as a grope of class 2 (with the bottom univalent vertex designated as the root). For integers $`n>1`$, define $`Y^{(n+1)}`$ to be the rooted product $`Y^nY^n`$ (see Figure 16). A grope $`g`$ is symmetric and has height $`n`$ if all the trees in $`t(g)`$ are of the form $`Y^n`$. For $`n1`$, define the tree $`Y^{(n.5)}`$ to be the rooted product $`Y^{(n1)}Y^n`$ (where $`Y^0`$ is the rooted chord). A grope $`g`$ has height $`n.5`$ if all the trees in $`t(g)`$ are of the form $`Y^{(n.5)}`$. Note that a grope of height $`n`$ (resp. $`n.5`$) has class $`2^n`$ (resp. $`2^n+2^{(n1)}=(1.5)(2^n)`$).

### 6.2. The height of a Whitney tower

Translating the definition of height given in  into our language we have: An order $`(2^n2)`$ Whitney tower $`𝒲`$ has height $`n`$ ($`n1`$) if the interiors of all Whitney disks in $`𝒲`$ only intersect surfaces of the same order. Thus, the lowest order unpaired intersections in a Whitney tower of height $`n`$ are of order $`(2^{(n1)}1)+(2^{(n1)}1)=2^n2`$ and occur among the highest order Whitney disks (of order $`2^{(n1)}1`$).

A Whitney tower of height $`n.5`$ ($`n1`$) is a Whitney tower of height $`n`$, together with order $`2^n1`$ Whitney disks pairing all order $`2^n2`$ intersection points with the requirement that the interiors of these order $`2^n1`$ Whitney disks may intersect each other and the order $`2^{(n1)}1`$ Whitney disks but are disjoint from all surfaces of lower order. A Whitney tower of height $`n.5`$ has order $`2^n+2^{(n1)}2`$.

###### Proof.

(of Corollary 2) Applying Theorem 6 of Section 5 to a disk-like grope $`g`$ of height $`n`$ (resp. $`n.5`$) yields a Whitney tower $`𝒲`$ of order $`2^n1`$ (resp. $`2^{(n1)}+2^n1`$) with $`t(𝒲)`$ isomorphic to $`t(g)`$ so that all the connected trees in $`t(𝒲)`$ are of the form $`Y^n`$ (resp. $`Y^{(n.5)}`$). After splitting $`𝒲`$ (Lemma 3.5) and applying Lemma 3.6, we may arrange that the punctured edge in each punctured tree $`t^{}(p)`$ in $`t^{}(𝒲)`$ is adjacent to (what was) a root vertex, that is, the only unpaired intersection points of $`𝒲`$ occur between the order zero 2–disk and Whitney disks whose associated trees are of the form $`Y^n`$ (resp. $`Y^{(n.5)}`$) as in the far right of Figure 16. The Whitney disks of $`𝒲`$ correspond to the trivalent vertices of $`t(𝒲)`$ and one can check by examining the shape of the $`Y^n`$ trees which make up $`t^{}(𝒲)`$ that $`𝒲`$ satisfies the above definition of height $`n`$ (resp. $`n.5`$). In fact, $`𝒲`$ satisfies the stronger condition that its intersections of order $`2^n2`$ (between Whitney disks of order $`2^{(n1)}1`$), which are allowed to be unpaired in , are in fact all paired by order $`2^n1`$ Whitney disks (each of which corresponds to the trivalent vertex adjacent to the root of a $`Y^n`$). This is as expected by Theorem 1 since $`𝒲`$ should have order $`2^n1`$. However, these order $`2^n1`$ Whitney disks intersect the order zero 2–disk so that $`𝒲`$ does not have height $`n+1`$. The case of half-integer height $`n.5`$ is checked similarly. ∎

## 7. Proof of Corollary 3 and the Whitney move IHX construction

This section contains a proof of Corollary 3 which is based on a geometric realization of the IHX Jacobi relation in the setting of Whitney towers (Lemma 7.2 below).

A dyadic (capped) $`A`$–like grope $`g`$ is a half-grope if all the trees in $`t(g)`$ are simple (right- or left-normed) as illustrated in Figure 17; note that the roots (shown pointing down in the figure) are required to be at an “end” of the tree.

###### Proof.

To prove Corollary 3, choose caps for the class $`n`$ $`g_i`$ (which we may assume are dyadic) and use Theorem 6 of Section 5 to convert the $`g_i^c`$ into a Whitney tower $`𝒲`$ of order $`n1`$. By the following Proposition 7.1, $`𝒲`$ can be modified (rel boundary) to a Whitney tower $`𝒲^{}`$ (of the same order) with $`t(𝒲^{})`$ consisting of only simple trees. Then converting $`𝒲^{}`$ back into a grope via Theorem 5 of Section 5 yields the desired half gropes $`h_i`$ in $`X`$ bounded by $`\gamma _i`$. (Here we are using (v) of Theorem 5 to send chosen univalent “end vertices” to roots, while preserving trees.) ∎

###### Proposition 7.1.

Let $`𝒲`$ be any order $`n`$ Whitney tower on order 0 surfaces $`A_i`$. Then, after a regular homotopy (rel $``$), the $`A_i`$ admit an order $`n`$ simple Whitney tower $`𝒲^{}`$ contained in a neighborhood of $`𝒲`$, that is, $`t(𝒲^{})`$ consists of only simple trees.

The proof of Proposition 7.1 uses the geometric IHX Lemma 7.2 below to follow the algebraic proof that the usual group of unitrivalent trees occurring in finite type theory is spanned by simple trees as given in e.g. :

###### Proof.

The simple trees are characterized by the property that any maximal length chain of edges contains every trivalent vertex. Let $`t(p)=t(𝒲_p)t(𝒲)`$ be a tree associated to a split subtower $`𝒲_p𝒲`$ contained in a Whitney tower $`𝒲`$ (which we may assume is split by Lemma 3.5). If $`t(p)`$ contains a trivalent vertex $`v_1`$ which is of distance 1 away from a trivalent vertex $`v_0`$ contained in some maximal chain of edges not containing $`v_1`$, then we may assume, by Lemma 3.6, that $`v_0`$ corresponds to $`W_{(I,J)}`$ and $`v_1`$ corresponds to $`W_{((I,J),K)}`$ which is incident to some other sheet $`W_L`$ in $`𝒲_p`$ as in left hand side of Figure 18. Lemma 7.2 below shows how to modify $`𝒲`$ near $`𝒲_p`$ so as to replace $`t(p)t(𝒲)`$ by the two trees on the righthand side of Figure 18 having the same order as $`t(p)`$ but with longer length edge chains. By iterating this modification (for all components of $`t(𝒲)`$) we eventually arrive at the desired $`𝒲^{}`$ with all components of $`t(𝒲^{})`$ simple trees. ∎

###### Lemma 7.2 (Geometric IHX–Whitney move version).

Let $`𝒲_p`$ be a split subtower in a split Whitney tower $`𝒲`$. Let $`W_{((I,J),K)}`$ be a Whitney disk in $`𝒲_p`$ so that $`t(𝒲_p)`$ looks locally like the leftmost tree in Figure 18. Then $`𝒲`$ can be modified in a regular neighborhood $`\nu (𝒲_p)`$ of $`𝒲_p`$ yielding a split Whitney tower $`𝒲^{}`$, on the same order 0 surfaces, with $`𝒲_p`$ replaced by disjoint split subtowers $`𝒲_p^{}`$ and $`𝒲_{p^{\prime \prime }}`$ contained in $`\nu (𝒲_p)`$ such that the trees $`t(𝒲_p^{})`$ and $`t(𝒲_{p^{\prime \prime }})`$ are as pictured on the right hand side of Figure 18.

The modification involves Whitney moves, finger moves and taking parallel copies of some of the Whitney disks in $`𝒲_p`$. The reader familiar with the orientation and sign conventions of  can check by inserting signs and orientations in the figures that the following construction actually replaces an “I” tree with the difference “$`\mathrm{H}\mathrm{X}`$” as in the usual IHX relation of finite type theory. Note that this differs from the closely related 4–dimensional IHX construction in  which creates the trees $`\mathrm{I}\mathrm{H}+\mathrm{X}`$ for a Whitney tower on 2–spheres in 4–space by modifying the boundaries of Whitney disks.

###### Proof.

The first step in the modification is to do the $`W_{(I,J)}`$ Whitney move on $`W_I`$ (see Figure 19) and disregard, for the moment, the Whitney disks in the part of $`𝒲`$ corresponding to the sub-tree $`L`$. This eliminates the cancelling pair of intersections between $`W_I`$ and $`W_J`$ at the cost of creating two cancelling pairs of intersections between $`W_I`$ and $`W_K`$ which we pair by Whitney disks $`W_{(I,K)}`$ and $`W_{(I,K)}^{}`$ as illustrated in Figure 19. The new Whitney disks $`W_{(I,K)}`$ and $`W_{(I,K)}^{}`$ each have a single interior intersection with $`W_J`$ and the next step is to “transfer” (as illustrated in the upper part of Figure 20) the intersection point $`W_JW_{(I,K)}^{}`$ to create a cancelling pair $`W_JW_{(I,K)}`$ paired by $`W_{(J,(I,K))}`$ at the cost of also creating $`W_JW_K`$ paired by $`W_{(J,K)}`$ and $`W_IW_{(J,K)}`$ paired by $`W_{(I,(J,K))}`$ (as illustrated in the lower part of Figure 20). Note that Figure 20 differs from Figure 19 by a rotation of coordinates which brings the sheet of $`W_K`$ into the “present” slice of 3–space.

This transfer move was described in  (see also ) and is just a (non-generic) finger move applied to $`W_J`$. The important thing to note here is that the finger move is guided by an arc $`a`$ (see Figure 21) from $`W_{(I,K)}^{}`$ to $`W_{(I,K)}`$ in $`W_K`$ and we can take this arc to run along what used to be the part of $`W_{((I,J),K)}`$ lying in $`W_K`$. This is illustrated in the lower part of Figure 21 which gives a better picture of the situation before the finger move is applied.

The Whitney disks $`W_{(I,(J,K))}`$ and $`W_{(J,(I,K))}`$ can be taken to be parallel copies of the old $`W_{((I,J),K)}`$ as follows: The boundary of $`W_{(I,(J,K))}`$ (resp. $`W_{(J,(I,K))}`$) consists of arcs $`a^{}`$ and $`b^{}`$ (resp. $`a^{\prime \prime }`$ and $`b^{\prime \prime }`$) where $`a^{}`$ and $`a^{\prime \prime }`$ are tangential push-offs of $`a`$ in $`W_K`$ and $`b^{}`$ and $`b^{\prime \prime }`$ are normal push-offs of what was the boundary arc $`b`$ of $`W_{((I,J),K)}`$ in $`W_{(I,J)}`$. This is shown in both Figure 22 and Figure 23, where again it is easier to picture things before the transferring finger move. Since $`W_{((I,J),K)}`$ was framed and embedded, $`W_{(I,(J,K))}`$ and $`W_{(J,(I,K))}`$ can be formed from two disjoint parallel copies of $`W_{((I,J),K)}`$ which each intersect $`W_L`$ as $`W_{((I,J),K)}`$ did. Two parallel copies of each Whitney disk that was in the part of $`𝒲_p`$ corresponding to $`L`$ can be used to recover the order of the original Whitney tower (by pairing the new intersections “over” $`W_{(I,(J,K))}`$ and $`W_{(J,(I,K))}`$ corresponding to $`L`$), which means that exactly two new unpaired intersection points $`p^{}`$ and $`p^{\prime \prime }`$ have been created with corresponding trees $`t(p^{})`$ and $`t(p^{\prime \prime })`$ as shown locally in the right hand side of Figure 18. After the transferring finger move, the $`W_{(I,K)}^{}`$ Whitney move can be done (on either sheet) without affecting anything else. Finally, $`W_I`$, $`W_J`$ and $`W_K`$ will need to be split since they now each contain two boundary arcs of Whitney disks. Splitting $`W_I`$, $`W_J`$ and $`W_K`$ down into the lower order Whitney disks (as in Lemma 3.5) yields the two split subtowers $`𝒲_p^{}`$ and $`𝒲_{p^{\prime \prime }}`$.

## 8. Proof of Corollary 4

In this section the main theorems together with the geometric IHX construction of the previous section are used to prove Corollary 4 in the introduction. We refer the reader to  or  for the formal definition of $`k`$-null-cobordism or $`k`$-slice. It is enough to show that the link components in $`S^3=B^4`$ bound disjointly embedded surfaces $`A_i`$ such that each $`A_i`$ contains a symplectic basis of circles which bound continuous maps of class $`k`$ gropes in $`B^4_iA_i`$. In fact, we will find such $`A_i`$ with symplectic bases of circles bounding embedded class $`k`$ gropes in $`B^4_iA_i`$. The same proof shows that class $`2k`$ grope concordant links are $`k`$-cobordant.

###### Proof.

Apply Krushkal’s grope-splitting procedure  and Theorem 6 of Section 5 to the class $`2k`$ (disk-like) gropes (as in the hypotheses of Corollary 4) to get an order $`2k1`$ Whitney tower on immersed 2–disks bounded by the link components in $`B^4`$. Then apply Proposition 7.1 to get a Whitney tower $`𝒲`$ with $`t(𝒲)`$ consisting of only simple trees. Since the order of $`𝒲`$ is $`2k1`$, the order of each tree in $`t(𝒲)`$ is at least $`2k1`$. This means that we can specify a preferred univalent vertex in each simple tree in $`t(𝒲)`$ such that the trivalent vertex adjacent to the preferred univalent vertex is at least $`k1`$ trivalent vertices away from both ends of the simple tree, as illustrated in Figure 24. Now use Theorem 5 of Section 5 to convert back to disjointly embedded (disk-like) gropes $`g_i`$ with the preferred univalent vertices in $`t(𝒲)`$ going to the root vertices in the $`t(g_i)`$. As is seen in the shape of the trees $`t(g_i)`$ (Figure 24), the desired $`A_i`$ are the class 2 sub-gropes formed by the bottom (0th and 1st) stages of the $`g_i`$ and the higher ($`2`$) stages form class $`k`$ gropes which are attached to symplectic bases on the $`A_i`$ and disjointly embedded in $`B^4_iA_i`$. ∎


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# Spontaneous symmetry breaking in strong-coupling lattice QCD at high density

## I Introduction

The study of quantum chromodynamics at high baryon density, nearly as old Collins  as the theory itself, has gained impetus in recent years with new interest in the idea of color superconductivity (CSC) Barrois ; Bailin ; Alford ; Rapp . Recent work has led to a rich phase structure, including the possibilities of color-flavor locking Alford1  and crystalline superconductivity Alford2 . For a review see Krishna .

All this work depends on effective theories derived from (or at least motivated by) weak-coupling QCD. The running coupling, however, will become weak only at high densities; in fact it turns out that reliable calculations demand extremely high densities Son ; Shuster . If any of the predictions for moderate densities are to be believed, they must be confirmed by non-perturbative methods, or at least by models that incorporate QCD’s strong-coupling features.

In a previous paper paper1  we constructed a framework for introducing baryons to lattice QCD at strong coupling. Though the lattice theory is a way of defining QCD at the most fundamental level, this process requires weak coupling; the strong-coupling theory may be regarded as an effective theory at large distances. It displays the non-perturbative effects of color confinement and spontaneous breakdown of chiral symmetry (for suitably chosen fermion formulations). Our framework is based on the Hamiltonian approach. We use strong coupling perturbation theory to write an effective Hamiltonian for color singlet objects Smit ; SDQW . At lowest order we get an antiferromagnetic Hamiltonian that describes meson physics with a fixed baryon background distribution. (Baryons move only at higher order.) We study this Hamiltonian through its path integral, which takes the form of a nonlinear $`\sigma `$ model.

The strong-coupling theory has no color degrees of freedom. Its properties can be determined through study of its global symmetries. The global symmetry group of the action depends on the formulation of the lattice fermions. For naive, nearest-neighbor (NN) fermions the symmetry is $`U(N)`$ with

$$N=4N_f,$$
(1)
realized on the quark spinors by combining the Dirac index with the flavor index. This too-large symmetry is indicative of the doubling problem of naive fermions NN . Adding longer-range terms to the fermion kernel can reduce this artificial symmetry. We add a next-nearest-nearest neighbor (NNN) term inspired by the SLAC fermion formulation DWY ; SDQW . In weak coupling, of course, this theory is still doubled; in strong coupling, there are no apparent ill effects of this doubling, and the $`U(N)`$ symmetry is broken to the $`U(N_f)\times U(N_f)`$ symmetry of continuum QCD.111The axial $`U(1)`$ symmetry of the lattice theory is of course not present in continuum QCD, but it is inevitable on the lattice if we start with a local, chirally symmetric fermion theory NN . We can mend our effective theory by hand, by adding new terms derived from an ’t Hooft instanton vertex.

## II Effective Hamiltonian and $`\sigma `$ model

In paper1  we studied the NN theory only, and showed that its global $`U(N)`$ symmetry is spontaneously broken to a subgroup that depends on the baryon number. In this paper we add the NNN terms to the Hamiltonian and thus study a theory with the same symmetry as the continuum theory. The effective Hamiltonian in strong coupling is paper1

$$H=J_1\underset{𝒏i,\eta }{}Q_𝒏^\eta Q_{𝒏+\widehat{\mathit{ı}}}^\eta +J_2\underset{𝒏i,\eta }{}Q_𝒏^\eta Q_{𝒏+2\widehat{\mathit{ı}}}^\eta s_i^\eta .$$
(2)
Here $`Q_𝒏^\eta `$ are $`U(N)`$ charges at site $`𝒏`$, with $`\eta =1,\mathrm{},N^2`$. This Hamiltonian moves mesonic excitations around the lattice, leaving the baryon density fixed. The states at $`𝒏`$ comprise a $`U(N)`$ representation whose Young tableau has $`N_c`$ columns. The number of rows $`m`$ depends on the baryon number $`B`$ at $`𝒏`$ according to

$$m=B+2N_f.$$
(3)
The sign factors $`s_i^\eta `$ are given by

$$s_i^\eta =2\text{Tr}M^\eta \alpha _iM^\eta \alpha _i.$$
(4)
Here $`M^\eta `$ are the matrices of the fundamental representation of the $`U(N)`$ algebra, normalized in the usual way, $`\text{Tr}M^\eta M^\eta ^{}=\frac{1}{2}\delta _{\eta \eta ^{}}`$. The matrices $`\alpha _i`$ are the $`4\times 4`$ Dirac matrices times the unit matrix in flavor space.

The NN term in the Hamiltonian is that of a $`U(N)`$ antiferromagnet, while the NNN terms break the symmetry to $`U(N_f)_L\times U(N_f)_R`$. If one derives the fermion Hamiltonian by truncating the SLAC Hamiltonian, then both couplings $`J_1`$ and $`J_2`$ are positive, and $`J_2=J_1/8`$. If we argue, however, that the strong-coupling Hamiltonian is derived by block-spin transformations applied to a short-distance Hamiltonian, then we cannot say much about the couplings that appear in it. We will assume that couplings in the effective Hamiltonian fall off strongly with distance, that is, $`0<J_2J_1`$.

We use spin-coherent states Sachdev  to write the partition function for the effective Hamiltonian (2). This is the path integral for a Euclidean nonlinear $`\sigma `$ model. The $`\sigma `$ field at site $`𝒏`$ is an $`N\times N`$ hermitian, unitary matrix that represents an element of the coset space $`U(N)/[U(m)\times U(Nm)]`$. It can be written as a unitary rotation of the reference matrix $`\mathrm{\Lambda }`$,

$$\sigma _𝒏=U_𝒏\mathrm{\Lambda }U_𝒏^{},$$
(5)
where

$$\mathrm{\Lambda }=\left(\begin{array}{cc}\mathrm{𝟏}_m& 0\\ 0& \mathrm{𝟏}_{Nm}\end{array}\right).$$
(6)
and $`U_𝒏U(N)`$.

The action of the $`\sigma `$ model is

$$S=\frac{N_c}{2}𝑑\tau \left[\underset{𝒏}{}\text{Tr}\mathrm{\Lambda }U_𝒏^{}_\tau U_𝒏+\frac{J_1}{2}\underset{𝒏i}{}\text{Tr}\left(\sigma _𝒏\sigma _{𝒏+\widehat{\mathit{ı}}}\right)+\frac{J_2}{2}\underset{𝒏i}{}\text{Tr}\left(\sigma _𝒏\alpha _i\sigma _{𝒏+2\widehat{\mathit{ı}}}\alpha _i\right)\right].$$
(7)
The NN term is invariant under the global $`U(N)`$ transformation $`UVU`$, or $`\sigma V\sigma V^{}`$. The NNN term is only invariant if $`V^{}\alpha _iV=\alpha _i`$ for all $`i`$. This restricts $`V`$ to the form

$$V=\mathrm{exp}\left[i\left(\theta _V^a+\gamma _5\theta _A^a\right)\lambda ^a\right],$$
(8)
where $`\lambda ^a`$ are flavor generators. This is a chiral transformation in $`U(N_f)\times U(N_f)`$.

The NNN term couples (discrete) rotational symmetry to the internal symmetry, viz.

$$\sigma _𝒏R^{}\sigma _𝒏^{}R,𝒏^{}=𝒏.$$
(9)
Here $``$ is a $`90^o`$ lattice rotation and $`R`$ represents it according to

$$R=\mathrm{exp}\left[i\frac{\pi }{4}\left(\begin{array}{cc}\sigma _j& 0\\ 0& \sigma _j\end{array}\right)\right]\mathrm{𝟏}_{N_f}.$$
(10)
## III Nearest-neighbor theory

The overall $`N_c`$ factor in Eq. (7) allows a systematic treatment in orders of $`1/N_c`$. In leading order, the ground state is found by minimizing the action, which gives field configurations that are $`\tau `$ independent and that minimize the interaction terms. For the NN theory, minimizing the single link interaction

$$E=\frac{J_1}{2}\text{Tr}\sigma _1\sigma _2$$
(11)
allows us to construct the vacuum by placing $`\sigma _1`$ and $`\sigma _2`$ on the even and odd sites.

We impose a uniform baryon density, $`B_𝒏=B>0`$, on the effective Hamiltonian by setting a fixed value of $`m>2N_f`$ on every site. To minimize the single-link energy (11) we first choose a basis where

$$\sigma _1=\mathrm{\Lambda }=\left(\begin{array}{cc}\mathrm{𝟏}_m& 0\\ 0& \mathrm{𝟏}_{Nm}\end{array}\right).$$
(12)
The analysis in paper1  then shows that $`\sigma _2`$ can take any value of the form

$$\sigma _2=\left(\begin{array}{cc}\sigma ^{(m)}& 0\\ 0& \mathrm{𝟏}_{Nm}\end{array}\right),$$
(13)
where the $`m\times m`$ submatrix $`\sigma ^{(m)}`$ can be chosen freely in the submanifold $`U(m)/[U(2mN)\times U(Nm)]`$ according to

$$\sigma ^{(m)}=U^{(m)}\mathrm{\Lambda }^{(m)}U^{(m)},$$
(14)
with

$$\mathrm{\Lambda }^{(m)}=\left(\begin{array}{cc}\mathrm{𝟏}_{2mN}& 0\\ 0& \mathrm{𝟏}_{Nm}\end{array}\right)$$
(15)
and $`U^{(m)}U(m)`$. As mentioned, we construct a ground state of the infinite lattice by replicating $`\sigma _1`$ and $`\sigma _2`$ on the even and odd sites of the lattice. Thus while all the $`\sigma _𝒏`$ on the even sites point to $`\mathrm{\Lambda }`$, on the odd sites each $`\sigma _𝒏`$ wanders independently in the submanifold. This classical ground state has a huge degeneracy, exponential in the volume.

In Ref. paper1,  we showed that the $`O(1/N_c)`$ fluctuations generate a ferromagnetic interaction among the odd sites, causing them to align to a common value (“order from disorder” odo ). This is a Néel structure, with two sublattices. The even sites break $`U(N)`$ to $`U(m)\times U(Nm)`$ and then the odd sites break the symmetry further to $`U(2mN)\times U(Nm)\times U(Nm)`$.

## IV next-nearest-neighbor theory

Now we add the NNN interactions to the effective action. At the classical level, they do not by themselves remove the classical degeneracy of the NN theory. We have to introduce the $`O(1/N_c)`$ fluctuations first in order to stabilize the Néel ground state of the NN Hamiltonian. Hence we assume $`1/N_c>J_2/J_1`$, and treat the NNN interactions as a perturbation that lifts part of the (global) degeneracy of the $`O(1/N_c)`$ ground state.

We begin, then, by assuming a Néel ansatz that minimizes the NN term in the action (7). The NNN term acts within each of the two sublattices. Writing $`\sigma _{e,o}`$ for the sublattice fields, the NNN contribution to the energy per $`2\times 2\times 2`$ lattice cell is

$$E_{\mathrm{𝑛𝑛𝑛}}=\frac{J_2}{2}\underset{a=e,o}{}\underset{i}{}\text{Tr}\left[\sigma _a\alpha _i\sigma _a\alpha _i\right].$$
(16)
Here $`\sigma _a`$ is a global unitary rotation of the solution to the NN theory given by Eqs. (12)–(15).

We can find a lower bound for $`E_{\mathrm{𝑛𝑛𝑛}}`$. Writing in each term $`\mathrm{\Sigma }_1^a=\sigma _a`$ and $`\mathrm{\Sigma }_2^{ai}=\alpha _{ai}\sigma _a\alpha _{ai}^{}`$, we have

$$E_{\mathrm{𝑛𝑛𝑛}}=\frac{J_2}{2}\underset{ai}{}\text{Tr}\mathrm{\Sigma }_1^a\mathrm{\Sigma }_2^{ai}.$$
(17)
Note that $`\mathrm{\Sigma }_{1,2}`$ are unitary rotations of the reference matrix $`\mathrm{\Lambda }`$. Each term in Eq. (17) may be bounded from below by allowing these unitary rotations to vary independently over the entire $`U(N)`$ group. This is just the minimization problem posed in Eq. (11) above. The solution is given by Eqs. (12)–(15), whence the bound

$$E_{\mathrm{𝑛𝑛𝑛}}>3J_2(4m3N).$$
(18)
We minimize $`E_{\mathrm{𝑛𝑛𝑛}}`$ by writing an ansatz for $`\sigma _a`$ that saturates the lower bound. At this point we choose to work in a basis where $`\gamma _5`$ is diagonal,

$$\gamma _5=\left(\begin{array}{cc}\mathrm{𝟏}_{N/2}& 0\\ 0& \mathrm{𝟏}_{N/2}\end{array}\right).$$
(19)
Our ansatz is

$`\sigma _e`$ $`=`$ $`U\mathrm{\Lambda }_eU^{}=U\left(\begin{array}{cc}\mathrm{𝟏}_m& 0\\ 0& \mathrm{𝟏}_{Nm}\end{array}\right)U^{},`$ (22)
$`\sigma _o`$ $`=`$ $`U\mathrm{\Lambda }_oU^{}=U\left(\begin{array}{ccc}\mathrm{𝟏}_{2mN}& 0& 0\\ 0& \mathrm{𝟏}_{Nm}& 0\\ 0& 0& \mathrm{𝟏}_{Nm}\end{array}\right)U^{}.`$ (26)
(Note that $`\mathrm{\Lambda }_o`$ is a rotation of $`\mathrm{\Lambda }_e`$.) This is a global rotation (via $`U`$) of a particular configuration that minimizes the NN energy, as seen above. We further suppose that $`U`$ takes the form

$$U=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}u& u\\ u& u\end{array}\right),$$
(27)
with $`uU(N/2)`$.

The minimization of the energy via the ansatz is a problem of vacuum alignment Peskin . We begin with the unperturbed NN problem, where the symmetry group $`GU(N)`$ is broken to $`HU(2mN)\times U(Nm)\times U(Nm)`$. Our reference vacuum is given by $`\sigma _{e,o}=\mathrm{\Lambda }_{e,o}`$, giving a specific alignment of $`H`$ as the invariance group of this vacuum. We determine the rotation matrix $`U`$ \[within the ansatz (27)\] that minimizes the energy of the perturbation $`E_{\mathrm{𝑛𝑛𝑛}}`$, which we write as

$$E_{\mathrm{𝑛𝑛𝑛}}=\frac{J_2}{2}\underset{ai}{}\text{Tr}\mathrm{\Lambda }_a\overline{\alpha }_i\mathrm{\Lambda }_a\overline{\alpha }_i^{},$$
(28)
where $`\overline{\alpha }_i=U^{}\alpha _iU=\overline{\alpha }_i^{}`$.

We denote the generators of $`H`$ collectively as $`T`$ and the remaining generators of $`G`$ as $`X`$. The $`T`$ matrices commute with both $`\mathrm{\Lambda }_e`$ and $`\mathrm{\Lambda }_o`$, while the $`X`$ matrices do not. The symmetry-breaking term in the energy is $`E_{\mathrm{𝑛𝑛𝑛}}`$, given by Eq. (28) in terms of the rotated Hermitian matrices $`\overline{\alpha }_i`$. We project each $`\overline{\alpha }_i`$ onto the $`T`$ and $`X`$ subspaces, giving the decomposition

$$\overline{\alpha }_i=\overline{\alpha }_i^T+\overline{\alpha }_i^X.$$
(29)
Using the invariance of $`\mathrm{\Lambda }_{e,o}`$ under $`T`$,

$$[\mathrm{\Lambda }_a,\overline{\alpha }_i^T]=0,$$
(30)
and the orthogonality of the $`T`$ and $`X`$ subspaces,

$$\text{Tr}\left[\overline{\alpha }_i^T\overline{\alpha }_i^X\right]=0,$$
(31)
we have

$$E_{\mathrm{𝑛𝑛𝑛}}=\frac{J_2}{2}\underset{i,a}{}\text{Tr}\left[\left(\overline{\alpha }_i^T\right)^2+\mathrm{\Lambda }_a\overline{\alpha }_i^X\mathrm{\Lambda }_a\overline{\alpha }_i^X\right]$$
(32)
Following the block form of $`\mathrm{\Lambda }_{e,o}`$, we divide the broken generators $`X`$ into 3 sets, denoting them as $`X_a`$ with $`a=1,2,3`$. Their structures are respectively

$$\left(\begin{array}{ccc}0& \stackrel{~}{X}_1& 0\\ \stackrel{~}{X}_1^{}& 0& 0\\ 0& 0& 0\end{array}\right),\left(\begin{array}{ccc}0& 0& \stackrel{~}{X}_2\\ 0& 0& 0\\ \stackrel{~}{X}_2^{}& 0& 0\end{array}\right),\text{and}\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& \stackrel{~}{X}_3\\ 0& \stackrel{~}{X}_3^{}& 0\end{array}\right).$$
(33)
Writing $`\overline{\alpha }_i^X=_a\overline{\alpha }_i^{X_a}`$, the following relations can be proved easily:

$$\begin{array}{cc}[\mathrm{\Lambda }_1,\overline{\alpha }_i^{X_1}]=0& \{\mathrm{\Lambda }_2,\overline{\alpha }_i^{X_1}\}=0\\ \{\mathrm{\Lambda }_1,\overline{\alpha }_i^{X_2}\}=0& [\mathrm{\Lambda }_2,\overline{\alpha }_i^{X_2}]=0\\ \{\mathrm{\Lambda }_1,\overline{\alpha }_i^{X_3}\}=0& \{\mathrm{\Lambda }_2,\overline{\alpha }_i^{X_3}\}=0.\end{array}$$
(34)
Using these together with the further orthogonality conditions,

$$\text{Tr}\left[\overline{\alpha }_i^{X_a}\overline{\alpha }_i^{X_b}\right]=0,ab,$$
(35)
we bring Eq. (32) to the form

$$E_{\mathrm{𝑛𝑛𝑛}}=J_2\underset{i}{}\text{Tr}\left[\left(\overline{\alpha }_i^T\right)^2\left(\overline{\alpha }_i^{X_3}\right)^2\right].$$
(36)
The rotation $`U`$ given in Eq. (27) saturates the lower bound for the energy. We will proceed to prove this for the case $`m3N/4`$. In view of Eq. (27) we can write $`\overline{\alpha }_i`$ in the form

$$\overline{\alpha }_i=\left(\begin{array}{cc}0& \overline{\sigma }_i\\ \overline{\sigma }_i& 0\end{array}\right),$$
(37)
where $`\overline{\sigma }_iu^{}\sigma _iu`$. It is straightforward to check that for $`m3N/4`$ we have

$`\overline{\alpha }_i^{X_3}`$ $`=`$ $`0,`$ (38)
$`\overline{\alpha }_i^T`$ $`=`$ $`\left(\begin{array}{cc}0& \overline{\sigma }_i^{}\\ \overline{\sigma }_i^{}& 0\end{array}\right),`$ (41)
with $`\overline{\sigma }_i^{}`$ composed of the first $`(2m3N/2)`$ columns of $`\overline{\sigma }_i`$,

$$\left(\overline{\sigma }_i^{}\right)_{pq}=\{\begin{array}{cc}\left(\overline{\sigma }_i\right)_{pq}\hfill & \text{for}q=1,\mathrm{},2m3N/2,\hfill \\ 0\hfill & \text{else}.\hfill \end{array}$$
(42)
The energy is

$$E_{\mathrm{𝑛𝑛𝑛}}=2J_2\underset{i,pq}{}|(\overline{\sigma }_i^{})_{pq}|^2=2J_2\underset{i}{}\underset{q=1}{\overset{2m3N/2}{}}\left(\overline{\sigma }_i^{}\overline{\sigma }_i\right)_{qq}=3J_2(4m3N),$$
(43)
which is exactly the lower bound.

According to Eq. (43), the bound is saturated for any $`uU(N/2)`$. Different choices of $`u`$ are not in general related by transformations of the $`U(N_f)\times U(N_f)`$ symmetry group. There is thus an accidental degeneracy of the vacuum when the NNN term is treated classically. This degeneracy is presumably lifted by fluctuations.

The simplicity of this calculation depends on the assumption $`m3N/4`$. For $`m<3N/4`$, both $`\overline{\alpha }_i^{X_3}`$ and $`\overline{\alpha }_i^T`$ are nonzero. Moreover the index structure of the projections is more complex.222An exception is the $`m=N/2`$ case ($`B=0`$), which was solved in paper1 . Therefore in these cases we resort to numerical minimization of Eq. (28) over $`uU(N/2)`$. In each case we find that the ansatz (26)–(27) yields a minimum that saturates the lower bound (18). Again, there is the possibility of accidental degeneracy.

Upon calculating the $`\sigma `$ fields using Eqs. (26)–(27), it is straightforward to ascertain the symmetry of the vacuum. The $`U(N_f)\times U(N_f)`$ generators that commute with both $`\sigma _e`$ and $`\sigma _o`$ form the unbroken subgroup of the NNN theory. The rest are broken generators that correspond to Goldstone bosons. We summarize our results in Table 1, and we note the following:

* In cases of accidental degeneracy, we show the largest unbroken symmetry attainable. For $`m3N/4`$ (i.e., $`BN_f`$), this comes of the choice $`u=\mathrm{𝟏}_{N/2}`$. For $`m<3N/4`$ our numerical work cannot rule out vacua with yet larger symmetry.
* Since the baryon background is fixed, we cannot tell whether the $`U(1)`$ corresponding to baryon number is broken. \[The $`U(1)_B`$ group acts trivially on $`Q_𝒏^\eta `$ and on $`\sigma _𝒏`$.\]
* For each value of $`N_f`$, the case $`B=2N_f`$ is a completely saturated lattice. Each site is in a singlet under the chiral group, and there is no spontaneous symmetry breaking.
* The axial $`U(1)`$ is not a symmetry of the continuum, and must be broken by hand. Wherever it appears in Table 1 it should be neglected, whether as an unbroken symmetry or as a broken charge.
* The $`U(1)_A^{}`$ appearing in the table for $`N_f=3`$ is not the original $`U(1)_A`$ group but rather is generated by $`\gamma _5\lambda ^{}`$ with

$$\lambda ^{}=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right).$$
(44)
This is the only case where an axial symmetry survives spontaneous symmetry breaking. If $`U(1)_A`$ is broken by hand, so is $`U(1)_A^{}`$.

For all nonzero densities short of saturation the vacuum breaks rotational invariance. This is easily checked for $`m3N/4`$ by noting that the ansatz for $`\sigma _{e,o}`$ fails to commute with the rotation operator (10). For the other cases this is easily checked numerically. (In some cases a discrete symmetry around the $`z`$ axis remains unbroken.) Since this is not a continuous symmetry it will not give rise to additional Goldstone bosons. The broken rotational invariance will of course affect the excitation spectrum. In particular, whereas the NN theory possesses excitations with linear and quadratic dispersion relations odo , the NNN theory will produce interesting admixtures with anisotropic dispersion relations, like those seen in Sannino . We defer discussion of the excitations to a future publication.

## V Discussion

In comparing our results to those of continuum CSC calculations, one must keep in mind that we study systems with large, fixed, and discrete values of $`B`$, rather than with large, continuous $`\mu `$. Moreover, we use large-$`N_c`$ approximations which necessarily ignore the discrete properties of the $`SU(N_c)`$ group that are essential to baryons. Quantum effects at finite $`N_c`$, treated correctly, should yield effects that are not accessible through the $`1/N_c`$ expansion.

The values of $`(N_c,N_f)`$ that are of interest for CSC are $`N_c=3`$ and $`N_f=2`$ or 3. In the two-flavor case the favored $`qq`$ condensate is a flavor singlet and a color triplet, so that while color is partially broken, chiral symmetry is unbroken. We do not see this for any density at $`N_f=2`$. Plainly our results are due to a $`\overline{q}q`$ condensate; whether there is a $`qq`$ condensate as well cannot be ascertained.

For $`N_f>2`$ the situation is similar. Schäfer Schafer  has considered the color–flavor structure of the condensates that arise for $`N_c=3`$ and $`N_f3`$, and he has found that both color and flavor are partially broken, with a condensate that locks one or more subgroups of the flavor group to the color group. Since we work at large $`N_c`$, we should stand the argument on its head. A plausible $`qq`$ condensate would lock successive subgroups of the color group to the flavor group and hence to each other, leaving unbroken the diagonal $`SU(N_f)_{L+R+C}`$ and some leftover color symmetry. Judging by the global symmetry of the vacuum, perhaps we see this for $`(N_f=3,B=3)`$. The other cases could conceivably arise from a combination of $`\overline{q}q`$ and $`qq`$ condensates, but whether the latter actually occur is an open question.

Finally we note that according to diagrammatic power-counting arguments DGR ; ShusterSon , CSC should disappear in the ’t Hooft limit ($`N_c\mathrm{}`$, $`g^2N_c`$ fixed). We do not strictly work in this limit, since the large-$`N_c`$ approximation is applied only to the effective strong-coupling Hamiltonian, after $`g^2`$ has disappeared into setting the energy scale.

###### Acknowledgements.

We thank Yigal Shamir for his assistance and Mark Alford for valuable correspondence. This work was supported by the Israel Science Foundation under grant no. 222/02-1 and by the Tel Aviv University Research Fund.