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# Phaselocked patterns and amplitude death in a ring of delay coupled limit cycle oscillators

## I Introduction

The emergence of self-organized patterns is a common feature of nonequilibrium systems undergoing phase transitions. Examples of such patterns abound in nature ranging from intricate mosaic design on a butterfly wing, vortex swirls in a turbulent stream to synchronous flashing of fireflies . The study of pattern formation and self-synchronization using simple mathematical models consisting of coupled differential equations has therefore been an active area of research spanning many scientific disciplines. For example such models have been employed to examine the collective output of arrays of lasers , coupled magnetrons , Josephson-junctions , coupled chemical reactors  and electronic circuits . Rings of oscillators have also been useful for modeling biological oscillations  and simulation of phase relations between various animal gaits . These simple discrete models (usually composed of coupled limit cycle oscillators) are amenable to some straightforward analysis and also direct numerical solutions particularly when the number of oscillators is small. When the number of oscillators becomes very large it is often convenient to go over to the continuum limit of infinite oscillators and model the system with a partial differential equation. Examples of the latter are reaction-diffusion type mathematical equations, such as the time dependent complex Ginzburg-Landau equation (CGLE), that have been widely used to simulate the dynamics of pattern formation in fluids and other continuum systems . One of the most popular of the discrete models is the ‘phase only model’ that arose from the pioneering contributions of Winfree  and Kuramoto . This model is valid as long as the coupling between the oscillators is assumed to be weak so that amplitude variations can be neglected. When the weak coupling approximation is relaxed and amplitude variations are retained the system is found to admit new collective states such as the amplitude death state , chaos and multirhythmicity . This strong coupling model has received a great deal of attention in recent times . The importance of time delay in coupled oscillator systems and its effect on their collective dynamics has been recognized for a long time. In particular there have been a large number of studies devoted to the study of time delay coupled ‘phase only’ models . More recently the strong coupling model has also been generalized to include propagation time delays . A number of interesting results regarding collective oscillations have emerged from this generalized time delayed model some of which have been experimentally verified .

Our present work is devoted to further investigations and understanding of the generalized time delay coupled model. Most of the past investigations on this model have been restricted to collective states emerging from global coupling among the oscillators, also known as the mean field approximation. We have chosen to study here the equilibrium and stability of collective modes emerging from a time delay coupled system of identical oscillators in which the coupling is local and restricted to nearest neighbors. The choice of this model is motivated by several considerations. From a basic studies point of view the model offers us an opportunity to compare and contrast the properties of the collective states of the local coupling geometry to that of the globally coupled states. The model further permits a parametric study of the influence of the number of oscillators $`N`$ on the stability and existence properties of the equilibrium states. In the limit of large $`N`$ the model also has close resemblance to the continuum CGLE and it is of interest to delineate the important differences in the collective properties of the two systems. From a practical point of view our model has great relevance for many physical systems including coupled magnetrons, study of collective phenomena in excitable media, coupled laser systems, and small-world networks. For example, an interesting study on the role of the geometry of the coupled magnetrons on their rate of phaselocking was made by Benford et al.  who experimentally demonstrated production of higher microwave power at Giga Watt levels through phaselocking. Our analysis of nearest neighbor coupled oscillator array could provide important clues on not only the effect of circular geometry but also on the effects of time delay in such a geometry. A ring of coupled oscillators is also commonly encountered in a variety of biological clocks . For simplicity of analysis most mathematical studies of these rings have been confined to an examination of their phase evolutions. Our model analysis can provide an extended understanding of these biological clocks with the inclusion of time delays and amplitude effects. Another interesting and more recent potential application of our work is in the rapidly developing area of small-world networks where the simplest studied configuration is often a ring of oscillators with nearest neighbor connections dominating . A recent study has explored the role of time delays in a ring of connected oscillators with a special focus on small-world networks . We believe that our present study of the ring configuration could help provide further insights in this direction with the incorporation of amplitude effects.

The existence of equilibrium states of locally coupled oscillator systems has been studied in the past using group theoretic methods . We use a plane wave method and investigate both the existence and stability regions of the equilibrium states of the coupled system. We derive a general dispersion relation that can be used to determine the equilibrium states of any number of coupled oscillators. The method is further extended to a linear stability analysis of these equilibrium states. Using this technique we delineate the existence regions of the various equilibrium phase-locked patterns of the coupled system. In the limit of small $`N`$ and in the absence of time delay our results agree with past findings, but we also find new equilibrium states that have not been noticed before. With time delay the existence regions change in a significant manner and in some of the regimes we observe multirhythmicity. Finally we also examine the nature of the death state in our system in the presence of time delay. Although time delay induced death state in locally coupled identical oscillators has been numerically observed in one of our past studies  there has been no systematic analytic investigation of this phenomenon. We carry out such an analysis here and delineate the existence of the death region as a function of the time delay and coupling strength parameters. Our analysis yields an interesting result in that the size of the death island is found to be independent of $`N`$ (the number of oscillators) when $`N`$ is even but is a decreasing function of $`N`$ when $`N`$ is odd.

The paper is organized as follows. In the next section we present the model equations and briefly discuss their similarities and differences with the continuum model CGL equation. Using the plane wave method we next derive the dispersion relation in Section III and proceed to use it to delineate the possible existence regions of the phase-locked patterns both in the presence and absence of time delay. Section IV is devoted to a linear stability analysis of these states in order to identify their actual existence domain. In Section V we briefly look at the stability of the origin, that is the existence domain of the death state, as a function of the time delay parameter and the coupling strength. Our results are summarized and their implications discussed in the concluding Section VI.

## II Model equations

We consider a one dimensional closed chain of delay coupled identical limit cycle oscillators that are close to a supercritical Hopf bifurcation. Assuming the coupling to be linear and of the nearest neighbor kind, we can write down the following set of model equations to describe the time evolution of the oscillator states,

$$\frac{\psi _j}{t}=(1+i\omega _0\psi _j^2)\psi _j+K[\psi _{j+1}(t\tau )\psi _j(t)]+K[\psi _{j1}(t\tau )\psi _j(t)],$$
(1)
$`j=1,\mathrm{},N`$, where $`\psi _j(=X_j+iY_j)`$ is the complex amplitude of the $`j^{th}`$ oscillator, $`K>0`$ is the coupling strength, $`\tau 0`$ is a fixed time delay, and $`\omega _0`$ is the natural frequency of the uncoupled oscillators. The basic nonlinear oscillator we have chosen here is simply the normal form of the supercritical Hopf bifurcation equation truncated to the third order. It is also known as the Stuart-Landau oscillator and has been extensively used in the past as a model equation for studying nonlinear phenomena in fluids, lasers, and Josephson junctions. For example, in the absence of time delay ($`\tau =0`$), the above set of equations (1) have been used to study the coupled wakes arising from a flow behind an array of equally spaced parallel cylinders . Another interesting connection to past work is the continuum limit for $`\tau =0`$, where one can introduce a lattice spacing $`a`$, set $`\psi _j=\psi (ja)`$ in (1), rescale $`K`$ as $`K/a^2`$ and then let $`a0`$ with $`jax`$. This reduces Eqs. (1) for $`\tau =0`$ to the well known complex Ginzburg Landau equation,

$$\frac{\psi (x,t)}{t}=(1+i\omega _0\left|\psi (x,t)\right|^2)\psi (x,t)+K\frac{\psi ^2(x,t)}{x^2}.$$
(2)
The CGLE has been extensively investigated in the past for its rich equilibrium states and for their applications to a variety of physical situations . In the presence of time delay it is not meaningful to take the continuum limit since $`a0`$ would also make the propagation time tend to zero. One can instead take the so called thermodynamic limit by letting $`N\mathrm{}`$ and the chain length $`L`$ $`\mathrm{}`$, while keeping $`a=L/N`$ fixed. In such a limit the time delay parameter remains finite and meaningful. The thermodynamic limit also preserves the discrete (in space) character of the evolution equations and therefore the corresponding equilibrium states can differ in character from those obtained from a continuum limit. We will discuss some of these differences in the next section where we derive and analyze the dispersion relation for plane waves for our discrete set of equations (1).

## III Dispersion relation for plane waves

We seek plane wave solutions of Eq. (1) of the form,

$$\mathrm{\Psi }_j=Re^{i(jka+\omega t)},$$
(3)
where $`a`$ is the distance between any two adjacent oscillators and $`k`$ is the wave number such that $`\pi ka\pi `$. The values of $`ka`$, which define the phase difference between adjoining oscillators, are further constrained by the periodicity conditions inherent in a closed chain configuration. Since $`\psi _{N+1}`$ must be identical to $`\psi _1`$ and $`\psi _0`$ must be identical to $`\psi _N`$, we must satisfy the condition $`\mathrm{e}^{iNka}=1`$. This implies that $`Nka=2m\pi `$, $`m=0,1,\mathrm{},N1`$, that is,

$$ka=m\frac{2\pi }{N},m=0,1,\mathrm{},N1.$$
(4)
These discrete values of $`ka`$ are one of the defining properties of the various phaselocked states of the coupled set of oscillators. Further characteristics of these states are described by a dispersion relation which can be obtained by substituting (3) in Eq. (1) to give, $`i\omega =1+i\omega _0R^2+2K\left[\mathrm{cos}(ka)e^{i\omega \tau }1\right].`$ This leads to

$`\omega `$ $`=`$ $`\omega _02K\mathrm{sin}(\omega \tau )\mathrm{cos}(ka),`$ (5)
$`R^2`$ $`=`$ $`12K+2K\mathrm{cos}(\omega \tau )\mathrm{cos}(ka).`$ (6)
Equations (5) and (6) which constitute the dispersion relation for plane waves of our model equations can be compared to the corresponding dispersion relation obtained from the CGLE, where we can substitute $`\psi (x,t)=R_{CGL}\mathrm{exp}(ikxi\omega _{CGL}t)`$ in (2) to get,

$`\omega _{CGL}`$ $`=`$ $`\omega _0,`$ (7)
$`R_{CGL}^2`$ $`=`$ $`1K(ka)^2`$ (8)
where we have replaced $`K`$ by its scaled value. Equations (7) and (8) can also be recovered from (5) and (6) by setting $`\tau =0`$ and taking the long wavelength limit of $`ka1`$. As we can see there are significant differences in the two dispersion relations. While (5) and (6) are valid for any arbitrary value of $`N`$, (7) and (8) are strictly valid only in the limit of $`N\mathrm{}`$. The spectrum of $`ka`$ values are therefore continuous for the latter whereas in the former they assume discrete values that are determined by the magnitude of $`N`$. For $`\tau =0`$, Eqs. (5) and (7) become identical, but Eq. (6) reduces to,

$$R^2=12K+2K\mathrm{cos}(ka)=14K\mathrm{sin}^2(ka/2).$$
(9)
Using $`R^2>0`$ as the defining condition for the possibility of having a phaselocked state, we see that this region is considerably reduced in the case of the CGLE as compared to the discrete model equations for any given value of the coupling parameter $`K`$. For example, at $`K=1/4`$, the discrete model allows all modes from $`0`$ to $`\pi `$ to exist, whereas the continuum model has an upper cutoff at $`ka=2.0`$. For $`K>1/4`$, cutoff regions also appear for the discrete model and are given by the expression,

$$f_1=\mathrm{cos}^1(11/2K)<ka<f_2=2\pi \mathrm{cos}^1(11/2K)$$

As can be seen from the above expression, for $`K>1/4`$ the anti-phase locked state ($`ka=\pi `$) is now no longer a permitted state. With the introduction of time delay, the existence region is not only a function of $`ka`$ (for a given value of $`K`$) but also depends on $`\omega `$ which satisfies the transcendental equation (5). This brings about a significant modification of the existence domains and raises the interesting possibility of enabling many of the previously forbidden modes to exist. Since the dispersion relation now has a transcendental character it also introduces additional branches of collective oscillations. To illustrate some of these modifications we consider a few simple examples. Let $`C=\mathrm{cos}(\omega \tau )`$. By choosing a value for $`C`$ and in turn defining $`S=\mathrm{sin}(\omega \tau )`$, we can immediately get an expression for $`\omega `$, and the resultant equation for $`R^2`$ defines the stability regions.

Case (i): First let $`\mathrm{cos}(\omega \tau )=1.`$ This gives $`\omega =\omega _0`$, and the square of the amplitude as $`A_1=12K+2K\mathrm{cos}(ka)`$. This also leads us to $`\tau =2n\pi /\omega _0,`$ $`n=0,1,2,\mathrm{}`$. This case also includes the special case of $`\tau =0`$. Since $`A_1>0`$ for the existence of the solutions, it is easily seen that the bounding region in $`(K,ka)`$ plane is defined by

$$f_1<ka<f_2=2\pi f_1$$

where $`f_1=\mathrm{cos}^1(11/2K)`$ is the forbidden region. Since $`f_1`$ does not intersect with the $`K`$ axis at any finite $`K`$, the region exists for all $`K>1/4`$. In particular the in-phase state exists for all $`K>0`$, and the anti-phase locked state ($`ka=\pi `$) no longer exists if $`K>1/4`$. This forbidden region is illustrated in Fig. 1(a).

Case (ii): Let $`\mathrm{cos}(\omega \tau )=1/2`$. This gives the dispersion relation $`\omega =\omega _0\sqrt{3}\mathrm{cos}(ka)`$. The corresponding delays are defined by $`\tau =(2n\pm 1/3)\pi /[\omega _0\sqrt{3}K\mathrm{cos}(ka)],n=0,1,2,\mathrm{}.`$ The square of the amplitude is given by $`A_2=12K+K\mathrm{cos}(ka)`$. Let $`g_1=\mathrm{cos}^1(21/K)`$. The curve $`g_1`$ assumes values for $`K`$ between 1/3 and 1. If $`K>1`$, $`A_2<0`$ for any $`ka`$. So all the modes are forbidden if $`K>1`$, and the region between $`K=1/3`$ and $`K=1`$ as defined by

$$g_1<ka<g_2=2\pi g_1.$$

is also forbidden. In particular the in-phase solutions do not exist if $`K>1`$ and the anti-phase solutions do not exist if $`K>1/3`$. This region is illustrated in Fig. 1(b).

Case (iii): Let $`\mathrm{cos}(\omega \tau )=1/2`$. This gives the dispersion relation $`\omega =\omega _0+\sqrt{3}\mathrm{cos}(ka)`$. The corresponding delays are defined by $`\tau =(2n\pm 1/3)\pi /[\omega _0+\sqrt{3}K\mathrm{cos}(ka)],n=0,1,2,\mathrm{}.`$ The square of the amplitude is given by $`A_3=12KK\mathrm{cos}(ka)`$. Let $`h_1=\mathrm{cos}^1(1/K2)`$. If $`K>1`$, $`A_3<0`$ for all $`ka`$. So $`K>1`$ is the forbidden region. Between $`K=1/3`$ and $`K=1`$ the region defined by

$$h_1>ka>h_2=2\pi h_1$$

is forbidden. The inequality signs are reversed in this case because the curvature of $`h_1`$ is different from that of $`g_1`$ or $`f_1`$. In particular the in-phase solutions are forbidden if $`K>1/3`$ and the anti-phase solutions are forbidden if $`K>1`$. This region is illustrated in Fig. 1(c).

Case (iv): Let $`\mathrm{cos}(\omega \tau )=1`$. This results in the dispersion relation $`\omega =\omega _0`$ just as in case (i). This case corresponds to $`\tau =(2n\pi +1)\pi /\omega _0,n=0,1,2,\mathrm{}.`$ The square of the amplitude is given by $`A_4=12K2K\mathrm{cos}(ka)`$. Since $`A_4=1`$ at $`ka=\pi `$, in contrast to the three previous cases, the anti-phase locked solutions exist for all values of $`K`$. At $`ka=0`$, $`A_4=14K`$. So the in-phase solutions are forbidden for all $`K>1/4`$. The forbidden regions when $`K>1/4`$ are defined by

$$i_1>ka>i_2=2\pi i_1,$$

where $`i_1=\mathrm{cos}^1(1/2K1)`$. This region is illustrated in Fig. 1(d). In fact we can derive a general expression for the existence curves by choosing any arbitrary value for $`C`$. This in turn defines the frequencies as $`\omega =\omega _02KS\mathrm{cos}(ka).`$ After some simple algebra, the corresponding delays are given as

$$\tau =(2n\pi +\mathrm{cos}^1C)/[\omega _02KS\mathrm{cos}(ka)],\mathrm{if}S0,$$

$$\tau =(2n\pi \mathrm{cos}^1C)/[\omega _02KS\mathrm{cos}(ka)],\mathrm{if}S<0.$$

The curve that defines the boundary of the forbidden region is given by $`j_1=\mathrm{cos}^1(1/S1/2KS)`$ when $`S0`$. The case of $`S=0`$ is the same as case (i) studied above.

Apart from these special cases, the general existence regions are complicated functions of $`ka`$, $`K`$ and $`\tau `$. They need to be determined numerically by simultaneous solution of equations (5) and (6). To demonstrate the constraint imposed by (5) we have plotted its solution ($`\omega vs.ka`$) for various values of $`\tau `$ and for a fixed value of $`\omega _0`$ and $`K`$ in Fig. 2(a). When $`\tau =0`$, the allowed range of $`\tau `$ is given by abs($`ka`$)$`<\mathrm{cos}^1(11/2K)`$. So for $`K=1`$, the phase locked patterns that have wave numbers less than $`\pi /3`$ are allowed, and all of them have an identical frequency. As $`\tau `$ is increased the frequency of oscillation decreases for small $`\tau `$, and the dispersion relation acquires a nonlinear parabolic character. As $`\tau `$ is further increased, depending on the actual value of $`K`$, there are bands in $`\tau `$ values where no modes exist. The shrinking and disappearance of the dispersion curve at $`ka=0`$ beyond $`\tau =0.125`$ up to $`\tau =0.2`$ in Fig. 2(a)-(b) illustrate this phenomenon. One also notices from Fig. 2(b) that at higher values of $`\tau `$ the dispersion curves become discontinuous and have bands of forbidden $`ka`$ regions.

## IV Stability of phaselocked solutions

We now find the stability of the equilibrium phaselocked solutions discussed in the previous section by carrying out a linear perturbation analysis. Let,

$$\psi _j\left(t\right)=\left[R_ke^{i\omega _kt}+u_j\left(t\right)\right]e^{i\left(jka\right)},$$
(10)
where $`k=0,1,\mathrm{},N1`$. Substitution of (10) in Eq.(1), yields in the lowest order the dispersion relation discussed in the previous section. In the next order, where we retain terms that are linear in the perturbation amplitude, we observe that

$$\psi _k^2\psi _k=\mathrm{}+\left[2R_k^2u_j\left(t\right)+R_k^2e^{2i\omega _kt}\overline{u}_j\left(t\right)\right]e^{i\left(jka\right)}+\mathrm{}.$$
(11)
Using the above, we obtain the equation

$$\begin{array}{cc}\hfill \frac{u_j\left(t\right)}{t}& =\left(1+i\omega _02R_k^22K\right)u_j\left(t\right)R_k^2e^{2i\omega _kt}\overline{u}_j\left(t\right)\hfill \\ & \\ & +K\left[u_{j+1}\left(t\tau \right)e^{ika}+u_{j1}\left(t\tau \right)e^{ika}\right]\hfill \end{array}$$
(12)
and, taking its complex conjugate,

$$\begin{array}{cc}\hfill \frac{\overline{u}_j\left(t\right)}{t}& =\left(1i\omega _02R_k^22K\right)\overline{u}_j\left(t\right)R_k^2e^{2i\omega _kt}u_j\left(t\right)\hfill \\ & \\ & +K\left[\overline{u}_{j+1}\left(t\tau \right)e^{ika}+\overline{u}_{j1}\left(t\tau \right)e^{ika}\right].\hfill \end{array}$$
(13)
Multiply Eqs. (12) and (13) term-by-term by $`e^{i\left(jqa\right)}`$, make use of the identities

$$u_{j\pm 1}\left(t\tau \right)e^{\pm ika}e^{i\left(jqa\right)}=u_{j\pm 1}\left(t\tau \right)e^{i\left(j\pm 1\right)qa}e^{\pm i\left(kq\right)a}$$
(14)
and

$$\overline{u}_{j\pm 1}\left(t\tau \right)e^{ika}e^{i\left(jqa\right)}=\overline{u}_{j\pm 1}\left(t\tau \right)e^{i\left(j\pm 1\right)qa}e^{i\left(k+q\right)a},$$
(15)
and sum over $`j=0,1,2,\mathrm{},N1`$. Introducing adjoint amplitudes $`w_q\left(t\right)`$ and $`\stackrel{~}{w}_q\left(t\right)`$ by the definitions

$$[w_q\left(t\right),\stackrel{~}{w}_q\left(t\right)]=\underset{j=0}{\overset{N1}{}}[u_j\left(t\right),\overline{u}_j\left(t\right)]e^{i\left(jqa\right)},$$
(16)
we obtain the set of coupled equations

$$\begin{array}{cc}\hfill \frac{dw_q\left(t\right)}{dt}& =\left(1+i\omega _02R_k^22K\right)w_q\left(t\right)R_k^2e^{2i\omega _kt}\stackrel{~}{w}_q\left(t\right)\hfill \\ & \\ & +2K\mathrm{cos}\left[\left(kq\right)a\right]w_q\left(t\tau \right)\hfill \end{array}$$
(17)
and

$$\begin{array}{cc}\hfill \frac{d\stackrel{~}{w}_q\left(t\right)}{dt}& =\left(1i\omega _02R_k^22K\right)\stackrel{~}{w}_q\left(t\right)R_k^2e^{2i\omega _kt}w_q\left(t\right)\hfill \\ & \\ & +2K\mathrm{cos}\left[\left(k+q\right)a\right]\stackrel{~}{w}_q\left(t\tau \right).\hfill \end{array}$$
(18)
In order to perform the stability analysis, we assume solutions of the form

$$[w_q\left(t\right),\stackrel{~}{w}_q\left(t\right)]=[ce^{i\omega _kt},\stackrel{~}{c}e^{i\omega _kt}]e^{\lambda t},$$
(19)
which yield the set of coupled equations

$`C_+c+R_k^2\stackrel{~}{c}`$ $`=`$ $`0,`$ (20)
$`R_k^2c+C_{}\stackrel{~}{c}`$ $`=`$ $`0.`$ (21)
In these equations, the quantities $`C_\pm `$ are given by

$$C_\pm =\lambda \left[1\pm i\left(\omega _0\omega _k\right)2R_k^22K\right]2K\mathrm{cos}\left[\left(kq\right)a\right]e^{i\omega _k\tau }e^{\lambda \tau }.$$
(22)
The eigenvalue equation is obtained from the determinantal condition for Eqs. (20) and (21), namely,

$$C_+C_{}R_k^4=0.$$
(23)
This can be expanded to be written in the form of the following characteristic equation,

$$\lambda ^2+(a_1+a_2)\lambda +(a_1a_2R^4)=0,$$
(24)
where $`a_1=2R^21+2Ki(\omega _0\omega )2K\mathrm{cos}[(kq)a]\mathrm{e}^{(\lambda +i\omega )\tau }`$, $`a_2=2R^21+2K+i(\omega _0\omega )2K\mathrm{cos}[(k+q)a]\mathrm{e}^{(\lambda i\omega )\tau }`$.

It should be noted that the perturbation wave numbers $`q`$ are once again a discrete set and from the periodicity requirement they obey the relation,

$$qa=m\frac{2\pi }{N},m=0,1,\mathrm{},N1.$$

Thus in our stability analysis any pattern corresponding to a given value of $`ka`$, we need to examine the eigenvalues of Eq. (24) at each of the above permitted values of $`qa`$. We now proceed to discuss the stability of the various phaselocked patterns both in the absence and presence of time delay.

### IV.1 Stability of phaselocked patterns in the absence of delay

In the absence of time delay, the eigenvalue equation (24) can be solved analytically to give,

$$\lambda =12R^22K+2K\mathrm{cos}(ka)\mathrm{cos}(qa)\pm \sqrt{4K^2\mathrm{sin}^2(ka)\mathrm{sin}^2(qa)+R^4}.$$
(25)
The real parts of the eigenvalues of Eq. (24) will be negative if $`a_1+a_2>0`$ and $`a_1a_2R^4>0`$ simultaneously. The first of these conditions can be simplified to give

$$a_1+a_2=2\left[12K\left\{1\mathrm{cos}(ka)[2\mathrm{cos}(qa)]\right\}\right]>0,$$
(26)
and the second condition can be simplified to give

$$a_1a_2R^4=[1\mathrm{cos}(qa)]4K\left[K\left\{4\mathrm{cos}^2(ka)2\mathrm{cos}(ka)[1+\mathrm{cos}(qa)]\right\}+\mathrm{cos}(ka)\right]>0.$$
(27)
In the following, we use these two conditions, or, in the simplest cases, the eigenvalue equation itself to determine the stability.

#### IV.1.1 In-phase patterns ($`k=0`$ mode)

From the previous section the $`k=0`$ solution is given by $`\omega =\omega _0`$ and $`R=1`$. Substituting these in Eq. (25) above, and setting $`k=0`$, we get,

$$\lambda =\{\begin{array}{cc}2K[1\mathrm{cos}(qa)]0,\hfill & \\ 22K[1\mathrm{cos}(qa)]<0,\hfill & \end{array}$$

Thus the plane wave solution $`\mathrm{\Psi }_j(t)=\mathrm{e}^{i\omega _0t}`$, which is nothing but an in-phase locked solution of the coupled identical oscillators, is stable for $`\tau =0`$ for all values of $`\omega _0`$.

#### IV.1.2 Anti-phase patterns ($`ka=\pi `$ mode)

The equilibrium pattern in this case consists of adjacent oscillators remaining $`\pi `$ out-of-phase at all times and oscillating with the same frequency $`\omega _0`$. The amplitude of the oscillations is given by,

$$R^2=14K.$$

As discussed in the previous section, the condition $`R^2>0`$ permits the existence of this mode in the region of $`K<1/4`$. However as we will see below, using conditions (26) and (27), these permitted anti-phase states are linearly unstable for any arbitrary number of oscillators. Inserting $`ka=\pi `$ in (26) and (27) the conditions simplify to,

$$K<\mathrm{min}\frac{1}{2[3\mathrm{cos}(qa)]},$$
(28)
and

$$K>\mathrm{max}\frac{1}{5\mathrm{cos}(qa)}.$$
(29)
where the $`qa`$ values are to be determined as per the prescription discussed in the previous section. As simple examples, for $`N=2`$ the only permitted values of $`qa`$ are $`0`$ and $`\pi `$ and from (28) and (29) above, we arrive at the requirement that $`K<1/8`$ and $`K>1/4`$ which is not possible. Hence the mode is unstable. Such conditions were previously obtained by Aronson et al.  in their investigation of the collective states of two coupled limit cycle oscillators. In fact, the argument can be extended to any arbitrary even $`N`$ since

$$5\mathrm{cos}(qa)2[3\mathrm{cos}(qa)]$$

for all values of $`qa`$ and hence the conditions (28) and (29) cannot be satisfied simultaneously for any value of $`K`$. This implies that the anti-phase states, characterized by $`ka=\pi `$, are unstable for any arbitrary value of even $`N`$.

#### IV.1.3 Other phaselocked patterns ($`k>0`$)

Another interesting phaselocked pattern is the $`k=\pi /2`$ mode. It can be shown by using the conditions discussed above that this pattern is also always unstable. However, a large number of other modes whose wave numbers are close to either $`0`$ or $`2\pi `$ are likely to be stable. They coexist with the in-phase stable solutions ($`ka=0`$). The relations (26) and (27) provide sufficient conditions to find the stability of any given mode. The contours of $`a_1+a_2=0`$, and $`a_1a_2R^4=0`$, are given, respectively, by

$$qa=\{\mathrm{cos}^1[2(2K1)/2KC],2\pi \mathrm{cos}^1[2(2K1)/2KC]\},$$

$$qa=\{\mathrm{cos}^1\left[C(1/K2+4C)1\right],2\pi \mathrm{cos}^1\left[C(1/K2+4C)1\right]\},$$

where $`C=\mathrm{cos}(ka)`$. These curves are plotted in Fig. 3 for $`K=0.4`$. We see that there is a large range of $`ka`$ values that satisfies the conditions (26) and (27). For a given number $`N`$ of oscillators if the $`ka`$ values fall in this range then the corresponding phaselocked patterns are stable. The x-axis intersections of the curve $`a_1a_2R^4=0`$ that are closer to $`0`$ and $`2\pi `$ provide boundaries of $`K`$ below which the modes are stable. By setting $`qa=0`$ in (27), we obtain the condition on $`K`$ for stability as a function of $`ka`$:

$$K<\frac{\mathrm{cos}(ka)}{2[2\mathrm{cos}^2(ka)\mathrm{cos}(ka)1]}K^{}.$$
(30)
This stability region is plotted in Fig. 4. In the limit of $`N\mathrm{}`$, a continuous range of $`ka`$ modes are accessible, and the system truly possesses infinitely many stable phaselocked states when $`K<K^{}`$. The stability of these phaselocked solutions is one important result of our paper. Note that all phaselocked patterns with wave numbers between $`\pi /2`$ and $`3\pi /2`$ are unstable. We also note from Fig. 4 that for a given value of $`K`$ it is possible to have more than one stable state corresponding to different values of $`ka`$ that lie in the two stable regions. In the limit of $`N\mathrm{}`$ such a multistability phenomenon can occur over a continuous range of $`ka`$ values spanning the stable regions. A numerical example of the multistability of some of these modes is illustrated in Fig. 5 for $`N=50`$ oscillators at a fixed value of $`K=0.4`$. By giving initial conditions close to the modes $`ka=2\pi /50`$, $`4\pi /50`$, and $`6\pi /50`$, the corresponding phaselocked solutions are realized.

Now we address the following question: What is the minimum number of oscillators for which a second phaselocked pattern (the first one being in-phase) can become stable? Since the permissible $`ka`$ values are related to the number of oscillators $`N`$ in an inverse fashion due to the periodicity requirement (see Eq. (4)) we need to determine the maximum stable $`ka`$ in order to find the minimum critical $`N`$. Since $`K=K^{}`$ makes an intersection at $`ka=\pi /2`$ and $`ka=3\pi /2`$, the second stable phaselocked pattern that could emerge at this point will have

$$ka=m\frac{2\pi }{N}=\frac{\pi }{2}.$$

Hence $`N4`$ for a second phaselocked pattern to ever become stable. Thus for $`N=2`$ or $`N=3`$ coupled identical oscillators we will only have in-phase oscillations as stable oscillations and there will not be any other stable phaselocked states. The minimum number of oscillators necessary for multistable behavior is four. Thus $`N=4`$ is a critical number.

### IV.2 Phaselocked patterns for finite time delay

Now we study the synchronized patterns that could become stabilized by the presence of time delay. We noted before that, in the absence of time delay, the in-phase oscillations are always stable, and the anti-phase oscillations are always unstable for any positive finite $`K`$. Time delay changes the scenario and could make each of these branches stable in certain ranges of $`\tau `$. In addition, the number of multiple branches of each of these two oscillations increases with $`\tau `$. Equations (5-6) define the amplitudes and frequencies of these synchronized states. and the characteristic equation (24) determines their linear stability.

We begin with a simple example of two coupled oscillators, $`N=2`$, which can have just two phaselocked states, namely in-phase states with $`ka=0`$ and anti-phase states with $`ka=\pi `$. We evaluate the eigenvalues for these two cases for different values of $`\tau `$ by numerically solving Eq. (24) for the permitted values of $`qa`$ and also confirm the existence of the modes by an actual integration of the original equations. We show the stable (continuous) and unstable (dashed lines) branches of these two solutions in Figs. 6 and 7. A stable in-phase branch emerges from $`\tau =0`$ and its amplitude becomes $`0`$ while its frequency is finite showing a supercritical Hopf bifurcation. The first branch of the anti-phase locked state emerges from zero again in a supercritical Hopf. As $`\tau `$ is increased multiple Hopf bifurcation points are seen. Such stability of the in-phase and anti-phase oscillations were earlier studied by us experimentally using coupled electronic oscillators .

As a second illustration, we consider the case of $`N=10`$, $`\tau =\pi /\omega _0`$ (i.e. $`\mathrm{cos}(\omega \tau )=1.0`$), whose equilibrium existence domain we have discussed earlier as case (iv) in Section III. In particular we have noted that the $`ka=\pi `$ state is a permitted equilibrium state. To examine its stability we observe that we need to examine the eigenvalues for $`qa=m\frac{2\pi }{N},m=0,1,\mathrm{},N1`$. In Fig. 8 we have plotted the real part of the eigenvalues for all these perturbation wave numbers. We see that they are all negative, which indicates stability of the pattern. In fact, in this case, due to the symmetry of the characteristic equation we can predict stability for all higher values of $`N`$ as well with the eigenvalues of all additional $`qa`$ values falling on the dotted line shown in the figure. The existence regions for this case were shown in Fig. 1(d). By considering this case for all the possible values of $`qa`$ between $`0`$ and $`2\pi `$, we are essentially determining the stability of this case in the infinite oscillator limit. We show our numerical results for this case in Fig. 9. It is obtained by tracking the eigenvalue transitions for $`qa`$ between $`0`$ and $`2\pi `$. This phase diagram is strictly true for $`N\mathrm{}`$. As can be seen, finite $`\tau `$ increases the number of stable modes for any given value of $`K`$. We finally show in Fig. 10 a numerical example of the anti-phase oscillations using $`N=50`$ oscillators.

## V Amplitude death for finite time delay

As is well known, a system of identical oscillators that are globally coupled do not have an amplitude death state  but the presence of time delay in the coupling can bring about such a collective state. This phenomenon was first pointed out for two coupled oscillators in  and also generalized to $`N`$ globally coupled oscillators . A similar statement also holds for locally coupled oscillators as will be shown. The death state in the presence of time delay had earlier been numerically confirmed for a finite number of locally coupled oscillators . However no systematic study of the dependence of the death island regions on the magnitude of the time delay and the number of oscillators has so far been carried out for systems of locally coupled oscillators. In this section we address this issue and study the stability of the origin for our discrete model equation (1). Amplitude death state is characterized by $`R=0`$. To derive an appropriate set of eigenvalue equations for determining the stability of this state, we carry out a linear perturbation analysis about the origin. Substituting ($`\psi _j=0+\stackrel{~}{\psi }_j`$) in Eq. (1), and discarding the nonlinearities, we get,

$$\frac{\stackrel{~}{\psi }_j}{t}=(1+i\omega _0)\stackrel{~}{\psi }_j+K[\stackrel{~}{\psi }_{j+1}(t\tau )\stackrel{~}{\psi }_j(t)]+K[\stackrel{~}{\psi }_{j1}(t\tau )\stackrel{~}{\psi }_j(t)],$$
(31)
where $`j=1,\mathrm{},N`$ with periodic boundary conditions. By letting $`\stackrel{~}{\psi }(t)\mathrm{e}^{i\lambda t}`$, the eigenvalue matrix in circulant form is obtained. The determinant of this matrix is written as

$$\underset{j=1}{\overset{N}{}}\left(\lambda +2K1i\omega _0Ke^{\lambda \tau }U_jKe^{\lambda \tau }U_j^{N1}\right)=0,$$

where $`U_j=\mathrm{e}^{i2\pi (j1)/N}`$ are the $`N^{th}`$ roots of unity. But $`U_j+U_j^{N1}=U_j+U_j^1=2\mathrm{cos}[(j1)2\pi /N]`$. So the above equation takes the form of

$$\underset{j=1}{\overset{N}{}}\left(\lambda +2K1i\omega _02K\mathrm{cos}[(j1)2\pi /N]\mathrm{e}^{\lambda \tau }\right)=0.$$
(32)
The complete set of eigenvalue equations includes the second set obtained by considering the conjugate equation of the above. Note that for $`\tau =0`$ the above eigenvalue equation (32) always admits at least one unstable eigenvalue, namely $`\lambda =1+i\omega _0`$. Hence identical oscillators that are locally coupled cannot have an amplitude death state in the absence of time delay. We will now determine the amplitude death regions for finite values of $`\tau `$. We define a factor $`R_j=2\mathrm{cos}[(j1)2\pi /N]`$ that we will use in the critical curves derived below. If the number of oscillators is a multiple of $`4`$, there are some eigenvalue equations that emerge without a dependence on $`\tau `$, when $`R_j=0`$. For example, consider the case of $`N=4`$ and $`j=2,4`$. Then, the eigenvalue equation becomes: $`\lambda =12K\pm i\omega _0`$. For this equation, the only criticality is given by $`K=1/2`$. The stable region lies on the side of the parameter space that obeys $`K>1/2`$. For other values of $`R_j`$, the death island boundaries can be derived by setting the real part of the eigenvalue to zero, and appropriately choosing the signs of the multiple curves that result. The analysis is similar to the one we presented in the treatment of globally coupled oscillators , and here we simply provide the final expressions for the critical curves in $`(\tau ,K)`$ plane:

$`\tau _a(n,K)=\{\begin{array}{cc}\frac{2n\pi \mathrm{cos}^1[(2K1)/KR_j]}{\omega _0+\sqrt{K^2R_j^2(2K1)^2}},R_j>0,\hfill & \\ \frac{(2n+1)\pi \mathrm{cos}^1[(2K1)/K\left|R_j\right|]}{\omega _0+\sqrt{K^2R_j^2(2K1)^2}},R_j<0,\hfill & \end{array}`$ (33)
$`\tau _b(m,K)=\{\begin{array}{cc}\frac{2m\pi +\mathrm{cos}^1[(2K1)/KR_j]}{\omega _0\sqrt{K^2R_j^2(2K1)^2}},R_j>0,\hfill & \\ \frac{(2m+1)\pi +\mathrm{cos}^1[(2K1)/K\left|R_j\right|]}{\omega _0\sqrt{K^2R_j^2(2K1)^2}},R_j<0.\hfill & \end{array}`$ (34)
$`n`$ and $`m`$ are whole numbers. We now determine some useful bounds on $`K`$ for ordering and finding the degeneracies of the critical curves. The argument of inverse cosine functions and the square root term in the denominators of the above expressions impose the following bounds on $`K`$:

$`K>1/4,\mathrm{for}R_{j=1},`$ (35)
$`{\displaystyle \frac{1}{2+R_j}}<K<{\displaystyle \frac{1}{2R_j}},\mathrm{for}R_{j>1}.`$ (36)
The sign of the derivative with respect to $`\tau `$ of the real part of the eigenvalue is determined by the term $`\mathrm{Im}(\lambda )KR_j\mathrm{sin}[\mathrm{Im}(\lambda )\tau ]`$, and after some algebra it is expressed as

$$\frac{d\mathrm{Re}(\lambda )}{d\tau }|_{\mathrm{Re}(\lambda )=0}\{\begin{array}{cc}>0,\mathrm{on}\tau _a,\mathrm{for}\mathrm{any}\omega _0,\hfill & \\ <0,\mathrm{on}\tau _b,\mathrm{if}\omega _0>\sqrt{K^2R_j^2(2K1)^2},\hfill & \\ >0,\mathrm{on}\tau _b,\mathrm{if}\omega _0<\sqrt{K^2R_j^2(2K1)^2}.\hfill & \end{array}$$
(37)
The first condition involving $`\omega _0`$ in the above relation leads to the following bounds on $`K`$:

$`K<(1+\omega _0^2)/4,\mathrm{for}R_{j=1},`$ (38)
$`K>{\displaystyle \frac{2+R_j\sqrt{1+\omega _0^2}}{4R_j^2}},\mathrm{or},K<{\displaystyle \frac{2R_j\sqrt{1+\omega _0^2}}{4R_j^2}},\mathrm{for}R_{j>1}.`$ (39)
The ranges of $`K`$ imposed by the relations (35) and (39) are mutually exclusive. Hence, on the curve $`\tau _b`$ the only boundary across which an eigenvalue pair makes a transition to the negative eigenvalue plane occurs when $`R_{j=1}`$, and across the curves occurring when $`R_{j>1}`$, the eigenvalue pair makes a transition to the positive plane. So $`\tau _b(0,K)`$ at $`R_{j=1}`$ always remains as the left hand side boundary of the death island. In order to see the degeneracy among the curves, note that

$$R_k=R_j,\mathrm{if}k=N+2j.$$

Also the sign of $`R_j`$ does not play a role in distinguishing the critical curves. These two properties are responsible for a reduction of the number of the actual distinct boundaries of the death islands. These degeneracies can be framed into two cases. First, when $`N`$ is odd. The total number of distinct values of $`R_j`$ is $`(N+1)/2.`$ $`R_1(=2)`$ is the maximum of all the $`R_j`$, and is non-degenerate. And $`R_i`$, where $`i=2,\mathrm{},(N+1)/2`$ are the other distinct values, whose values are identically equal to $`R_k`$, where $`k=N+2i`$. Among the latter $`R_j`$ values, the maximum negative value occurs at $`j=(N+1)/2`$. The curves corresponding to $`R_j>0`$ and $`R_j<0`$ form the boundaries for two different death islands, as can be seen from the indexes in Eqs. (33-34). A further ordering of the curves must be done by a numerical plotting of the curves. The ordering reveals that for $`N13`$, the first death island is bounded by the curves

$`\gamma _1`$ $`:`$ $`\tau _b(0,K)\mathrm{at}R_{j=1},`$
$`\gamma _2`$ $`:`$ $`\tau _b(0,K)\mathrm{at}R_{j=(N+1)/2},\mathrm{and}`$
$`\delta _1`$ $`:`$ $`\tau _a(0,K)\mathrm{at}R_{j=(N+1)/2},`$
$`\delta _2`$ $`:`$ $`\tau _a(1,K)\mathrm{at}R_{j=1}.`$
The curves $`\gamma _1`$ and $`\delta _2`$ form, respectively, the left and the right boundaries of the death island region. And $`\delta _1`$ and $`\delta _2`$ form the bottom two curves. The existence range along $`K`$ of $`\delta _1`$, across which the eigenvalues make a transition to the left half plane, increases with increasing $`N`$. In fact it intersects with $`\gamma _1`$. So this provides the first boundary across which stability is lost. This occurs for $`N15`$, when the death island is bounded by the two curves:

$`\gamma _1`$ $`:`$ $`\tau _b(0,K)\mathrm{at}R_{j=1},\mathrm{and}`$
$`\delta _1`$ $`:`$ $`\tau _a(0,K)\mathrm{at}R_{j=(N+1)/2}.`$
Second, when $`N`$ is even, many more curves become degenerate. The number of distinct value of $`R_j`$ is $`N/2+1.`$ Among these distinct values, the magnitudes of pairs of them can become identical. If $`N`$ is divisible by $`4`$, such pairs are $`N/4+1`$ in number, and $`(N+2)/4`$ otherwise. Every positive $`R_j`$ has its negative counterpart. The maximum value of $`R_j=2`$ that occurs when $`j=1`$, and the next maximum value is at $`R_{j=2}`$. Hence the equations (33-34) can be simplified to

$`\tau _c(n,K)={\displaystyle \frac{n\pi \mathrm{cos}^1[(2K1)/KR_j]}{\omega _0+\sqrt{K^2R_j^2(2K1)^2}}},R_{j=1,\mathrm{},J},`$ (40)
$`\tau _d(m,K)={\displaystyle \frac{m\pi +\mathrm{cos}^1[(2K1)/KR_j]}{\omega _0\sqrt{K^2R_j^2(2K1)^2}}},R_{j=1,\mathrm{},J},`$ (41)
where $`J=N/4+1`$ if $`N`$ is divisible by $`4`$, and $`(N+2)/4`$ otherwise. The actual ordering, however, reveals that the death island boundaries are given by $`\tau _c(0,K)`$ at $`R_{j=1}`$ and $`\tau _d(1,K)`$ at $`R_{j=1}`$, which are identical, respectively, to $`\delta _1`$ and $`\gamma _1`$. These curves are plotted in Fig. 11. As is seen for $`N`$ even there is a single death region. In the case of $`N`$ odd the boundary of the death region depends on the value of $`N`$. As $`N`$ increases, the area of the death region decreases. As $`N\mathrm{}`$ the area of the death island for $`N`$ odd decreases and approaches, as a limit, the boundary for $`N`$ even. For all $`N`$, the intersections of $`\gamma _1`$ and $`\delta _1`$ or those of $`\gamma _2`$ and $`\delta _2`$ occur for $`K>1/2`$. So the delay-independent eigenvalue equations that are mentioned earlier do not contribute to the death island boundaries. The differences in the death island boundaries for even and odd numbered oscillators can be traced primarily to the behavior of the eigenvalues of the lowest permitted perturbation wave numbers. For an even number $`N`$ of oscillators the smallest perturbation mode is $`qa=\pi `$. The values of the real parts of the eigenvalues corresponding to this mode are close in their magnitude to those corresponding to the $`qa=0`$ perturbation mode. Across the right hand side boundary of the death island region, the $`qa=\pi `$ mode grows positive and the system emerges out of the death region with an anti-phase state. When $`N`$ is odd, however, the smallest perturbation mode is $`qa=\pi \pi /N`$ which is more heavily damped than the $`qa=0`$ mode. So the death region continues to exist for larger $`\tau `$ values. Ultimately, the second eigenvalue branch of the $`qa=0`$ mode (which exists due to the transcendental nature of the eigenvalue equation) grows and the system emerges across the boundary with an in-phase state of a different frequency. As $`N`$ becomes large, the smallest perturbation mode for the $`N`$ odd case gets closer to $`\pi `$ and the death island boundaries of the two cases, as seen in Fig. 11, become indistinguishable. We have independently verified the death regions depicted in Fig. 11, including their interesting dependence on $`N`$, by a direct numerical solution of (1) over the specified range of parameters. We also illustrate in Fig. 12 an example of the amplitude death state for a chain of $`N=50`$ oscillators.

## VI Discussion and conclusions

We have studied the existence and stability of phaselocked patterns and amplitude death states in a closed chain of delay coupled identical limit cycle oscillators that are near a supercritical Hopf bifurcation. The coupling is limited to nearest neighbors and is linear. The coupled oscillators are modeled by a set of discrete dynamical equations. Using the method of plane waves we have analyzed these equations and obtained a general dispersion relation to delineate the existence regions of equilibrium phaselocked patterns. We have also studied the stability of these states by carrying out a linear perturbation analysis around their equilibria. Our principal results are in the form of analytic expressions that are valid for an arbitrary number of oscillators $`N`$ (including the $`N\mathrm{}`$ thermodynamic limit) and that can be used in a convenient fashion to identify and or obtain stable equilibrium states for a given set of parametric values of time delay, coupling constant, wave number and wave frequency. We have carried out such an exercise for a number of illustrative cases both with and without the presence of time delay. In the absence of time delay, our analysis reveals a number of new phase-locked states close to the in-phase stable state which can exist simultaneously with the in-phase state. The minimum number of oscillators for which this multirhythmic phenomena can occur is $`N=4`$. Time delay introduces interesting new features in the equilibrium and stability scenario. In general we have found that time delay expands the range of possible phaselocked patterns and also extends the stability region relative to the case of no time delay. The dispersion curves for varying values of time delay also display some novel features such as forbidden regions and jumps in the range of allowed wave numbers as well as forbidden bands in the space of time delay.

We have also carried out a detailed analytic and numerical investigation of the existence of stable amplitude death states in the closed chain of delay coupled identical limit cycle oscillators. The results not only confirm our earlier numerical demonstration of the existence of such death states but go beyond to provide a comprehensive picture of the existence regions in the parameter space of time delay and coupling strength. The analytic results also establish that death island regions exist for any number of oscillators $`N`$ for appropriate vales of $`K`$, $`\omega `$ and $`\tau `$. In this sense our work provides a generalization of the earlier amplitude death related results, that were obtained for globally coupled oscillators to the case of locally coupled oscillators. An interesting new result, arising from the local coupling configuration, is that the size of a death island is independent of $`N`$ when $`N`$ is even but is a decreasing function of $`N`$ when $`N`$ is odd. In other words the death island results for the $`N=2`$ island hold good for any arbitrary even number of locally coupled oscillators and constitute the minimum size of the death island in the $`K\tau `$ parameter space. This can have interesting practical implications. For example in coupled magnetron or laser applications if one is seeking to minimize the parametric region where death may occur (and thereby greatly diminish the total power output of the system) it is best to select a configuration with an even number of devices. At a more fundamental level this “invariance” property which is strongly dependent on the symmetry of the system may also have interesting dynamical consequences, e.g. in the manner of the collective relaxation toward the death state from arbitrary initial conditions. In fact we see some evidence of this differing dynamics in our numerical investigations of the time evolution of the system toward the death state. For an even number of oscillators we observe a rapid clustering of the oscillators into two distinct groups that are $`\pi `$ out of phase. These two giant clusters then slowly pull each other off their orbits and spiral toward the origin. For an odd number of oscillators the lack of symmetry appears to prevent this grouping, the phase distribution of the oscillators has a greater spread in its distribution and the relaxation dynamics is distinctly different. As the number of oscillators increases and the asymmetry gets reduced the difference in the dynamical behavior becomes less distinct. In the limit of $`N\mathrm{}`$, the difference vanishes and the size and shape of the odd $`N`$ island asymptotes to the $`N`$-even island. A fundamental understanding of this dynamical behavior and its relation to the symmetry dependence emerging from the stability analysis could be an interesting area of future exploration. Our results could also be useful in applications where locally coupled configurations are employed such as in coupled magnetron devices, coupled laser systems, and neural networks as a roadmap for accessing their various collective states.


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# Quantum nonlocality of Heisenberg XX model with Site-dependent Coupling Strength

## 1 Introduction

An intriguing aspect of quantum mechanics is the lack of a local realistic description that could reproduce the necessary correlations for the experimental outcomes in composite systems. This lack of local realism can be investigated using the entangled state as discussed in the original seminal paper by Einstein, Podolsky and Rosen. Nowadays, we recognize the importance of entanglement as a valuable resource for quantum information processing and communication. Its usefulness has since been demonstrated clearly in processes like quantum teleportation, quantum computation, and quantum cryptography.

However, concepts such as entanglement and its implications concerning the non-existence of a local realism in quantum mechanics have a more fundamental role in quantum mechanics. The issue of ”locality” as well as notion of quantum measurements has given rise to some of the recent and modern interpretations of quantum mechanics as well as a better understanding of quantum phenomena. It is also amidst all these theoretical constructs that Bell proposed an inequality that could rule out the hidden variable description of quantum mechanics. Since then, several variants of Bell inequalities, some of which were more amenable for experimental investigations, have been derived for two-body correlation functions to investigate the existence of local realism.

Recently there has been much work on the implementation of quantum processing on solid state devices. In this paper, we study the thermal states in a system of interaction spins and investigate its quantum “nonlocality”. An interesting type of entanglement, thermal entanglement, was studied in the context of the Heisenberg XXX, XX, and XXZ models. The Heisenberg model has been shown to have a potential candidate as a model for spin-spin interaction in a solid state quantum computer. Being the large Coulomb repulsion limit of the Hubbard model, it has been partially realized in quantum dots, nuclear spins, and optical lattices. In a recent work, Imamoglu *et al* have realized quantum information processing using quantum dot spins and cavity QED, and obtained an effective interaction Hamiltonian based on the XY spin chain between two quantum dots. The effective Hamiltonian was shown to be capable of constructing the Controlled-Not gate. The XY Hamiltonian is given by

$`H={\displaystyle \underset{n=1}{\overset{N}{}}}(J_1S_n^xS_{n+1}^x+J_2S_n^yS_{n+1}^y)`$ (1)
where $`S^i=\sigma ^i/2(i=x,y,z)`$ and $`\sigma ^i`$ are Pauli operators. When $`J_1=J_2`$, the XY model becomes XX model. In the XY model, the interaction strength between neighboring sites is usually assumed to be independent of the sites. In most solid state models however, the inter-site coupling strength is site dependent. In this paper we consider an extended quantum XX model in which the interaction strength assumes a particular site dependent form.

This paper is organized as follows. In Sec.2, solutions of the extended XX model for 4 particles are given. In Sec.3, we construct the temperature dependent correlation functions in terms of thermal equilibrium state and investigate the violation of Bell inequality for the thermal state. The threshold temperature is given. We also point out that the eigenstates of the extended XX model do not realize maximal violation of Bell inequality. Effect of external magnetic field is discussed in Sec.5 and we end with some discussions in the final section.

## 2 Solution of the extended XX model

The extended XX Heisenberg model is described by the Hamiltonian

$`H`$ $`=2{\displaystyle \underset{n=1}{\overset{N1}{}}}J_{n,n+1}(\sigma _n^x\sigma _{n+1}^x+\sigma _n^y\sigma _{n+1}^y)`$ (2)
$`={\displaystyle \underset{n=1}{\overset{N1}{}}}J_{n,n+1}(\sigma _n^+\sigma _{n+1}^{}+\sigma _n^{}\sigma _{n+1}^+)`$
where $`J_{n,n+1}=\sqrt{n(Nn)}`$ is the coupling strength between lattices $`n`$ and $`n+1`$. Obviously, the Hamiltonian $`H`$ describes a nearest-neighbor interaction spin chain. Interestingly, such a Hamiltonian has been shown to be useful for perfect state transfer in quantum spin networks . The Hamiltonian $`H`$ possesses $`2^N`$ complete and orthonormal eigenstates.

When spin chains are subjected to environmental disturbance, they inevitably become thermal equilibrium states. The state of a system at finite temperature $`T`$ is given by the Gibb’s density operator $`\rho (T)=\mathrm{exp}(H/kT)/Z`$, where $`Z=\mathrm{Tr}[\mathrm{exp}(H/kT)]`$ is the partition function, $`H`$ is the system Hamiltonian and $`k`$ is the Boltzmann constant, which is set to unity for convenience in this paper. At high temperature, the thermal state becomes maximally mixed and do not violate Bell inequalities of any kind. It is therefore interesting to consider the critical temperature at which a Bell inequality will be violated. For a two-qubit system, we have the original Bell inequality. For arbitrary number of qubits, we have the Zukowski-Brukner inequality.

Unfortunately it is not possible to test Zukowski-Brukner inequality for three qubits in this case since the correlation functions defined below are zero. Therefore, in this paper, we first focus on the next non-trivial case of a 4-qubit system and test the violation of local realistic description using the Zukowski-Brukner inequality. The extension to arbitrary number of sites, albeit complicating, can also be done in the same manner. The Hamiltonian has sixteen eigenvalues

$`E_0=E_7=E_8=E_{15}=0,`$
$`E_3=E_{13}=1,E_4=E_{14}=1,`$
$`E_6=2,E_9=2,`$
$`E_1=E_{11}=3,E_2=E_{12}=3,`$
$`E_5=4,E_{10}=4.`$ (3)
The corresponding eigenstates $`\{|\varphi _0,|\varphi _1,\mathrm{}|\varphi _{15}\}`$ can be computed easily and can be found in appendix A. The above eigenvalues and eigenstates completely determine the thermal states. The density operator $`\rho (T)`$ at the temperature $`T`$ can be written as

$`\rho (T)={\displaystyle \frac{1}{Z}}{\displaystyle \underset{\mu =0}{\overset{15}{}}}e^{\beta E_\mu }|\varphi _\mu \varphi _\mu |`$ (4)
where $`\beta =1/T`$ and the partition function

$`Z`$ $`=\mathrm{Tr}(e^{\beta H})={\displaystyle \underset{\mu =0}{\overset{15}{}}}e^{\beta E_\mu }`$ (5)
$`=4+4\mathrm{cosh}(3\beta )+4\mathrm{cosh}\beta +2\mathrm{cosh}(4\beta )+2\mathrm{cosh}(2\beta )`$
## 3 Violation of 4-qubit Bell inequality and the threshold temperature

To test quantum nonlocality for the state $`\rho (T)`$, correlation function $`Q_{ijkl}`$ should be computed. From the definition of $`Q_{ijkl}`$, we have

$`Q_{ijkl}`$ $`=\mathrm{Tr}[\rho (\widehat{n}_i\stackrel{}{\sigma })(\widehat{n}_j\stackrel{}{\sigma })(\widehat{n}_k\stackrel{}{\sigma })(\widehat{n}_l\stackrel{}{\sigma })]`$ (6)
$`={\displaystyle \frac{1}{Z}}{\displaystyle \underset{\mu =0}{\overset{15}{}}}e^{\beta E_\mu }\mathrm{Tr}[|\varphi _\mu \varphi _\mu |(\widehat{n}_i\stackrel{}{\sigma })(\widehat{n}_j\stackrel{}{\sigma })(\widehat{n}_k\stackrel{}{\sigma })(\widehat{n}_l\stackrel{}{\sigma })]`$
$`={\displaystyle \frac{1}{Z}}{\displaystyle \underset{\mu =0}{\overset{15}{}}}e^{\beta E_\mu }Q_{ijkl}^\mu `$
where $`\widehat{n}_\alpha =(\mathrm{sin}\theta _\alpha ,0,\mathrm{cos}\theta _\alpha ),\alpha =i,j,k,l`$. $`Q_{ijkl}^\mu `$ is the correlation function for the eigenstate $`|\varphi _\mu `$,

$`Q_{ijkl}^\mu =\mathrm{Tr}[|\varphi _\mu \varphi _\mu |(\widehat{n}_i\stackrel{}{\sigma })(\widehat{n}_j\stackrel{}{\sigma })(\widehat{n}_k\stackrel{}{\sigma })(\widehat{n}_l\stackrel{}{\sigma })]`$ (7)
For instance, the quantum correlation for the ground state $`|\varphi _5`$ is given by

$`Q_{ijkl}^5=`$ $`\mathrm{cos}\theta _i\mathrm{cos}\theta _j\mathrm{cos}\theta _k\mathrm{cos}\theta _l+{\displaystyle \frac{\sqrt{3}}{2}}\mathrm{cos}\theta _k\mathrm{cos}\theta _l\mathrm{sin}\theta _i\mathrm{sin}\theta _j`$ (8)
$`{\displaystyle \frac{\sqrt{3}}{4}}\mathrm{cos}\theta _j\mathrm{cos}\theta _l\mathrm{sin}\theta _i\mathrm{sin}\theta _k+{\displaystyle \frac{1}{2}}\mathrm{cos}\theta _i\mathrm{cos}\theta _l\mathrm{sin}\theta _j\mathrm{sin}\theta _k`$
$`+{\displaystyle \frac{1}{2}}\mathrm{cos}\theta _j\mathrm{cos}\theta _k\mathrm{sin}\theta _i\mathrm{sin}\theta _l{\displaystyle \frac{\sqrt{3}}{4}}\mathrm{cos}\theta _i\mathrm{cos}\theta _k\mathrm{sin}\theta _j\mathrm{sin}\theta _l`$
$`+{\displaystyle \frac{\sqrt{3}}{2}}\mathrm{cos}\theta _i\mathrm{cos}\theta _j\mathrm{sin}\theta _k\mathrm{sin}\theta _l+\mathrm{sin}\theta _i\mathrm{sin}\theta _j\mathrm{sin}\theta _k\mathrm{sin}\theta _l.`$
Other quantum correlation functions can also be calculated in a similar way. The correlation function for the thermal state $`\rho (T)`$ are computed using Eq.(6). Based on the calculated values of $`Q_{ijkl}`$, we construct Bell quantity $``$

$`=`$ $`Q_{1111}Q_{1112}Q_{1121}Q_{1122}Q_{1211}Q_{1212}`$ (9)
$`Q_{1221}+Q_{1222}Q_{2111}Q_{2112}Q_{2121}+Q_{2122}`$
$`Q_{2211}+Q_{2212}+Q_{2221}+Q_{2222}`$
For a local realistic description, we require $`44`$. In Figure 1, we have numerically computed the Bell quantity as a function of temperature. The results show that violation of the Bell inequality occurs at $`TT_0=0.626`$. We call this critical value $`T_0`$ the threshold temperature. The maximum value of $``$ for the state $`\rho (T)`$ approaches $`7.917`$ at temperature close to zero.

We have also evaluated the Bell quantity $`(|\varphi _\mu )`$ in terms of correlation functions of each pure state $`|\varphi _\mu `$. The maximum value of $`(|\varphi _\mu )`$ are

$`_{max}(|\varphi _\mu )=`$ $`4\mathrm{for}|\varphi _{0,15}`$
$`6.112\mathrm{for}|\varphi _{1,2,3,4,11,12,13,14}`$
$`7.917\mathrm{for}|\varphi _{5,10}`$
$`5.657\mathrm{for}|\varphi _{6,9}`$
$`4.866\mathrm{for}|\varphi _7`$
$`4.060\mathrm{for}|\varphi _8`$
We can explain qualitatively why the maximum value of $``$ for the thermal state should be $`7.917`$ by noting that the thermal state $`\rho (T)`$ is the linear combination of $`|\varphi _\mu \varphi _\mu |`$ weighted with the factors $`e^{\beta E_\mu }`$. For eigenvalue $`E_5=4`$, $`_{max}(|\varphi _5)=7.917`$, the power is $`e^{4\beta }`$ and when $`\beta `$ is large enough, the Bell quantity $``$ is totally determined by the contribution of state $`|\varphi _5`$. Another thing worth noting is that the eigenstates of extended XX model do not lead to highest value of $`_{max}`$. We check the maximum value of the Bell quantities consist of correlation functions for the following three general states

$`|\varphi ^{}=`$ $`\mathrm{cos}\alpha _1|1000+\mathrm{sin}\alpha _1\mathrm{cos}\alpha _2|0100`$ (11)
$`+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{cos}\alpha _3|0010+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{sin}\alpha _3|0001`$
$`|\varphi ^{\prime \prime }=`$ $`\mathrm{cos}\alpha _1|1110+\mathrm{sin}\alpha _1\mathrm{cos}\alpha _2|1101`$ (12)
$`+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{cos}\alpha _3|1011+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{sin}\alpha _3|0111`$
$`|\varphi ^{\prime \prime \prime }=`$ $`\mathrm{cos}\alpha _1|1100+\mathrm{sin}\alpha _1\mathrm{cos}\alpha _2|1010+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{cos}\alpha _3|1001`$ (13)
$`+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{sin}\alpha _3\mathrm{cos}\alpha _4|0110+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{sin}\alpha _3\mathrm{sin}\alpha _4\mathrm{cos}\alpha _5|0101`$
$`+\mathrm{sin}\alpha _1\mathrm{sin}\alpha _2\mathrm{sin}\alpha _3\mathrm{sin}\alpha _4\mathrm{sin}\alpha _5|0011`$
and find that

$`_{max}(|\varphi _0^{})=6.217`$
$`_{max}(|\varphi _0^{\prime \prime })=6.217`$
$`_{max}(|\varphi _0^{\prime \prime \prime })=8.485`$
for $`|\varphi _0^{}=1/2(|1000+|0100+|0010+|0001)`$, $`|\varphi _0^{\prime \prime }=1/2(|1110+|1101+|1011+|0111)`$ and $`|\varphi _0^{\prime \prime \prime }=1/\sqrt{6}(|1100+|1010+|1001+|0110+|0101+|0011)`$ respectively. It is easy to see that the degree of violation of Bell inequality for state $`|\varphi _0^{}`$ is higher than that for the eigenstates $`|\varphi _\mu ,(\mu =1,2,3,4)`$ listed in Eq. (20). The same results also happen for the eigenstates $`|\varphi _\mu ,(\mu =11,12,13,14)`$ and $`|\varphi _\mu ,(\mu =5,6,7,8,9,10)`$ respectively. We see that among all possible $`_{max}`$, the state $`|\varphi _0^{\prime \prime \prime }`$ yields the largest violation.

## 4 The effect of external magnetic field

In this section, we would like to study the effect of magnetic field on the nonlocality property of thermal state in a general way, for which the Hamiltonian becomes

$`H^{}=2{\displaystyle \underset{n=1}{\overset{N1}{}}}J_{n,n+1}(\sigma _n^+\sigma _{n+1}^{}+\sigma _n^{}\sigma _{n+1}^+)+B{\displaystyle \underset{n=1}{\overset{N}{}}}\sigma _z`$ (15)
where $`B`$ is the strength of the magnetic field. It is easy to verify that the eigenstates of $`H^{}`$ are identical with the ones listed in expression(20) of $`H`$, but with different eigenvalues.

$`E_0^{}=4B,E_1^{}=3+2B,E_2^{}=3+2B,E_3^{}=1+2B,`$
$`E_4^{}=1+2B,E_5^{}=4,E_6^{}=2,E_7^{}=0,`$
$`E_8^{}=0,E_9^{}=2,E_{10}^{}=4,E_{11}^{}=32B,`$
$`E_{12}^{}=32B,E_{13}^{}=12B,E_{14}^{}=12B,E_{15}^{}=4B.`$ (16)
and hence, a new correlation function and Bell quantity $`^{}`$ are given

$`Q_{ijkl}^{}={\displaystyle \frac{1}{Z^{}}}{\displaystyle \underset{\mu =0}{\overset{15}{}}}e^{\beta E_\mu ^{}}Q_{ijkl}^\mu `$ (17)
$`^{}=`$ $`Q_{1111}^{}Q_{1112}^{}Q_{1121}^{}Q_{1122}^{}Q_{1211}^{}Q_{1212}^{}`$ (18)
$`Q_{1221}^{}+Q_{1222}^{}Q_{2111}^{}Q_{2112}^{}Q_{2121}^{}+Q_{2122}^{}`$
$`Q_{2211}^{}+Q_{2212}^{}+Q_{2221}^{}+Q_{2222}^{}`$
where $`Z^{}=\mathrm{Tr}(e^{\beta H^{}})`$. Now the violation of Bell inequality depends not only on the temperature, but also on external magnetic field. Our numerical calculations are shown in Fig 2.

There are five curves corresponding to $`B=0.1,0.5,1.0,1.5`$, and $`2`$ respectively. When $`B=0.1`$, the Bell quantity shows a similar variation of the violation of Bell inequality as a function of $`T`$ in the absence of magnetic field. With the increasing value of external magnetic field, the maximum value of the Bell quantity approaches the value 2 for which the $`B`$ field is about $`1.5`$. The variation of the Bell quantity as a function of magnetic field can be explained qualitatively as follows. The $`\rho ^{}(T)`$ is a different combination of $`|\varphi _\mu \varphi _\mu |`$ compared with $`\rho (T)`$. The largest contribution of all the states $`|\varphi _\mu `$ is determined by the value of $`B`$. When $`B<0.5`$, it is the eigenstate, $`|\varphi _5`$, which ultimately determines the maximal value of the Bell quantity ($`_{max}=7.917`$) since $`e^{\beta E_5^{}}=e^{4\beta }`$ is the largest power among all the factors. When $`0.5<B<1.5`$, $`|\varphi _{11}`$ takes the place of $`|\varphi _5`$ with power $`e^{(3+2B)\beta }`$ and $`_{max}=6.112`$ at $`B=1.0`$, for example. When $`B>2`$, $`e^{\beta E_{15}^{}}=e^{4B\beta }`$ is the one with largest contribution and $`_{max}=4`$. But there are two singular values of $`B=0.5`$ and $`1.5`$. In these two cases, $`_{max}<4`$. The reason for this is that the largest factors of $`e^{\beta E_\mu ^{}}`$ are $`e^{\beta E_5^{}}=e^{\beta E_{11}^{}}=e^{4\beta }`$ for $`B=0.5`$, $`e^{\beta E_{15}^{}}=e^{\beta E_{11}^{}}=e^{6\beta }`$ for $`B=1.5`$, respectively. Thus the Bell quantity is determined principally using a combinations of these two elements of $`Q_{ijkl}^\mu `$, namely, $`e^{4\beta }(Q_{ijkl}^5+Q_{ijkl}^{11})`$ and $`e^{6\beta }(Q_{ijkl}^{15}+Q_{ijkl}^{11})`$. Note that the maximum values of the Bell quantity for the latter two correlation functions are $`2.228`$ and $`2.081`$ respectively.

The critical temperatures under different magnetic fields have been found (Table 1). The variation of $`T_0`$ with increasing strengths of $`B`$ is more complicated. This complication arises mainly because the eigenstates contributing to the optimization of critical temperatures are different from those needed for the optimization of magnetic fields. In the latter case, $`_{max}`$ is totally determined by the contribution of state with the largest weight or factor for sufficiently large $`\beta `$. In the former case, depending on the value of the external magnetic field, the eigenstates contributing to the optimization changes and so the optimization is determined using a combination of the correlation functions from different states. In short, the variation of $`T_0`$ with $`B`$ is different from that of $`_{max}`$ with $`B`$.

## 5 Conclusion

In this paper, we consider the extended Heisenberg XX model , modeling the nearest-neighbor interaction spin chain. For the 4-qubit extended XX model, it is shown that since the correlation functions depend on the temperature and the magnetic field, the violation of Bell inequality for the thermal state depends critically on these two parameters. The effect of temperature for a local realistic description of quantum theory is determined by the threshold value of $`T`$ below which the thermal state violates Bell inequality. The effects of temperature are also studied at different strengths of magnetic field. For a fixed temperature, we can find the optimal value of the external magnetic field that for the violation of Bell inequalities. Our results imply that quantum “nonlocality” could be effectively controlled by magnetic field and temperature. We restrict ourselves to the 4-qubit case. However, we could also have discussed the violation of Bell inequality for thermal state for 2-qubit and 3-qubit cases. For 2-qubit extended XX model, the Bell quantity approaches $`2\sqrt{2}`$ which is the maximal violation of 2-qubit Bell inequality and the corresponding threshold value of temperature is $`T_0=0.667`$ when $`B=0`$. However, for 3-qubit case, the correlation function defined by this method is always equal to 0. The violation of Bell inequality for arbitrary number of qubit can also be done in the same manner.

This work is supported by NUS academic research grant WBS: R-144-000-089-112. J.L.C acknowledges financial support from Singapore Millennium Foundation and (in part) by NSF of China (No. 10201015).

## Appendix A Eigenstates of the 4-qubit Hamiltonian

Corresponding to the sixteen eigenvalues of the Hamiltonian

$`E_0=E_7=E_8=E_{15}=0,`$
$`E_3=E_{13}=1,E_4=E_{14}=1,`$
$`E_6=2,E_9=2,`$
$`E_1=E_{11}=3,E_2=E_{12}=3,`$
$`E_5=4,E_{10}=4,`$ (19)
the orthogonal eigenstates are

$`|\varphi _0=|0000`$
$`|\varphi _1={\displaystyle \frac{1}{2\sqrt{2}}}(|1000+\sqrt{3}|0100\sqrt{3}|0010+|0001)`$
$`|\varphi _2={\displaystyle \frac{1}{2\sqrt{2}}}(|1000+\sqrt{3}|0100+\sqrt{3}|0010+|0001)`$
$`|\varphi _3={\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}(|1000{\displaystyle \frac{1}{\sqrt{3}}}|0100{\displaystyle \frac{1}{\sqrt{3}}}|0010+|0001)`$
$`|\varphi _4={\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}(|1000{\displaystyle \frac{1}{\sqrt{3}}}|0100+{\displaystyle \frac{1}{\sqrt{3}}}|0010+|0001)`$
$`|\varphi _5={\displaystyle \frac{1}{4}}(|11002|1010+\sqrt{3}|1001+\sqrt{3}|01102|0101+|0011)`$
$`|\varphi _6={\displaystyle \frac{1}{2}}(|1100+|1010|0101+|0011)`$
$`|\varphi _7={\displaystyle \frac{\sqrt{3}}{\sqrt{10}}}(|1100{\displaystyle \frac{2}{\sqrt{3}}}|1001+|0011)`$
$`|\varphi _8={\displaystyle \frac{5}{2\sqrt{10}}}({\displaystyle \frac{\sqrt{3}}{5}}|1100{\displaystyle \frac{3}{5}}|1001+|0110{\displaystyle \frac{\sqrt{3}}{5}}|0011)`$
$`|\varphi _9={\displaystyle \frac{1}{2}}(|1100|1010+|0101+|0011)`$
$`|\varphi _{10}={\displaystyle \frac{1}{4}}(|1100+2|1010+\sqrt{3}|1001+\sqrt{3}|0110+2|0101+|0011)`$
$`|\varphi _{11}={\displaystyle \frac{1}{2\sqrt{2}}}(|1110+\sqrt{3}|1101\sqrt{3}|1011+|0111)`$
$`|\varphi _{12}={\displaystyle \frac{1}{2\sqrt{2}}}(|1110+\sqrt{3}|1101+\sqrt{3}|1011+|0111)`$
$`|\varphi _{13}={\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}(|1110{\displaystyle \frac{1}{\sqrt{3}}}|1101{\displaystyle \frac{1}{\sqrt{3}}}|1011+|0111)`$
$`|\varphi _{14}={\displaystyle \frac{\sqrt{3}}{2\sqrt{2}}}(|1110{\displaystyle \frac{1}{\sqrt{3}}}|1101+{\displaystyle \frac{1}{\sqrt{3}}}|1011+|0111)`$
$`|\varphi _{15}=|1111`$
(20)
## Appendix B quantum correlation functions for each pure states

The calculation of the quantum correlation functions is straightforward. In this appendix, we list all the correlation functions for each eigenstate of the 4-qubit Hamiltonian for easy reference.


text:
# Superpotentials for Gauge and Conformal Supergravity Backgrounds

## 1 Introduction

The effective action of a quantum field theory amounts to a solution of the field theory. Recently, following work by Dijkgraaf and Vafa , a step has been made in this direction for four-dimensional gauge theories with $`𝒩=1`$ supersymmetry. Specifically, if one considers the effective action defined by the path integral for an arbitrary gauge theory coupled to matter,111The theory is not quite arbitrary: the matter must be massive if one is to integrate it out. then it has been shown how to compute the $`F`$-terms in the effective action (*i. e.* the effective superpotential) for a background gauge superfield $`W_\alpha `$. This was shown perturbatively, by computing Feynman diagrams in superspace, in  and non-perturbatively, by solving the set of Ward identities following from a generalized Konishi anomaly, in . These arguments determined the effective superpotential up to a pure gauge term (independent of the matter sector couplings), corresponding to the Veneziano-Yankielowicz term . It was subsequently shown  that this term could in fact be derived by considering the special case with matter in the fundamental representation and a quartic tree-level matter superpotential.

It was realized concurrently that these methods could be extended to computing the superpotential in a curved supergravity background , specified by an $`𝒩=1`$ Weyl superfield $`W_{\alpha \beta \gamma }`$. This was further developed in refs. . Yet again, the arguments only determine the superpotential up to pure gauge and supergravity terms (independent of the matter sector couplings).

This paper supplies a direct derivation of the pure gauge and supergravity superpotential using the generalized Konishi anomaly,222Like the Veneziano-Yankielowicz term, the pure gauge and supergravity superpotential can also be determined from an extended $`U(1)_R`$ symmetry  or from the measure of a matrix model . extending the argument of . In the next section, the effective superpotential is computed for matter consisting of $`F`$ flavours of quarks (and their squark superpartners), transforming in the fundamental representation of the gauge group $`SU(N)`$,333The extension to other classical Lie groups is straightforward. with a quartic tree-level matter superpotential. This matter superpotential allows gauge symmetry breaking via the Higgs mechanism. The computation was originally performed in . (There is a discrepancy between the effective superpotenital obtained here and that in , explained in section 2). One proceeds by solving the Ward identities following from the generalized Konishi anomaly. In a flat Minkowski background, correlation functions factorize and all the Ward identities are equivalent. In a supergravity background, the connected parts of two-point correlation functions are non-vanishing  and there are two independent identities. One can show  that terms of $`O((W_{\alpha \beta \gamma }W^{\alpha \beta \gamma })^2)`$ vanish in the chiral ring and so functions have a Taylor expansion in the Weyl superfield which terminates at $`O(W_{\alpha \beta \gamma }W^{\alpha \beta \gamma })`$. Having solved the Ward identities, one can use supersymmetry and holomorphy arguments to determine the effective superpotential up to a ‘constant’ term independent of the matter sector couplings, but depending on the gauge and supergravity background fields and their couplings.

In section 3, the superpotential for fundamental matter is used to derive the superpotential for the pure gauge and supergravity theory. The tree-level matter superpotential allows the gauge group $`SU(N)`$ to be broken to anything from $`SU(N)`$ to $`SU(NF)`$ at low energy via the Higgs mechanism. One considers two vacua in which the unbroken gauge groups are $`SU(NF_{1,2})`$ respectively. Varying the matter couplings, one can take a limit in which the masses of both the quarks and the massive gauge bosons (and their superpartners) become large. In this limit, the massive matter decouples from the unbroken gauge group and its contribution to the effective superpotential can be discarded. What is left must represent the contribution from the unbroken gauge group and the supergravity background. If one subtracts the superpotentials for the two vacua, then the unknown ‘constants’ cancel, resulting in a difference equation whose solution yields the pure gauge and supergravity superpotential. In a suitable renormalization group scheme, the superpotential is

$$W_{\mathrm{eff}}=N\left(S\mathrm{log}\frac{S}{\mathrm{\Lambda }^3}+S\right)+\frac{1}{6}(N^21)G\mathrm{log}\frac{S}{\mathrm{\Lambda }^3},$$
(1)
where $`S=\frac{1}{32\pi ^2}\mathrm{tr}W_\alpha W^\alpha `$, $`G=\frac{1}{32\pi ^2}\mathrm{tr}W_{\alpha \beta \gamma }W^{\alpha \beta \gamma }`$ and $`\mathrm{\Lambda }`$,$`\mathrm{\Lambda }^{}`$ are dimensional transmutation scales corresponding to the gauge and supergravity couplings.

This superpotential is discussed in section 4. The first term (the Veneziano-Yankielowicz superpotential) comes from the tree-level superYang-Mills action, having accounted for quantum corrections. It is shown by analogy that the second term (depending on the Weyl superfield) comes from the (quantum-corrected) tree-level action for conformal supergravity. This is the unique supergravity action which preserves local superconformal symmetry (for a review see ). It is higher derivative and (in contrast to Einstein-Hilbert gravity) has a dimensionless coupling constant, which has been replaced in (1) by the dimensional transmutation scale $`\mathrm{\Lambda }^{}`$.

Classically, the equation of motion following from the tree-level conformal supergravity action is $`W_{\alpha \beta \gamma }=0`$. This implies superconformal flatness, which is not quite trivial (for example, super-anti-de Sitter spacetimes are superconformally flat). Since terms in the effective superpotential can be at most quadratic in $`W_{\alpha \beta \gamma }`$, it appears that the background Weyl superfield continues to satisfy the superconformal flatness condition irrespective of quantum effects or the actual gauge and matter content of the theory. This may seem paradoxical given that both the gauge and supergravity theories suffer from the conformal anomaly and that the matter sector violates the local superscale invariance even at tree-level if it has dimensionful couplings. However, the claim that conformal flatness persists is only at the level of $`F`$-terms. It is likely that radiative corrections will generate $`D`$-terms (*e. g.*  super Einstein-Hilbert terms) which do not respect the local superscale invariance and lead to departures from superconformal flatness.

## 2 The Effective Superpotential with Fundamental Quarks

Consider an $`𝒩=1`$ supersymmetric theory in four dimensions with matter chiral superfields $`\mathrm{\Phi }`$ coupled to a glueball superfield $`S`$ and a supergravity superfield given by $`G`$. The matter superfields $`\mathrm{\Phi }_I`$ transform in some representation of the gauge group denoted by the gauge group index $`I`$. The quantum theory has the Konishi anomaly ; for the generalized chiral rotation $`\delta \mathrm{\Phi }=ϵ\mathrm{\Phi }^{}(\mathrm{\Phi })`$, one has

$$\mathrm{\Phi }_I^{}\frac{W_{\mathrm{tree}}}{\mathrm{\Phi }_I}+\left(\frac{1}{32\pi ^2}W_{\alpha J}^KW_I^{\alpha J}+\frac{G}{3}\delta _I^K\right)\frac{\mathrm{\Phi }_K^{}}{\mathrm{\Phi }_I}=0,$$
(2)
where the tree-level matter superpotential $`W_{\mathrm{tree}}=g_k\mathrm{\Phi }^k`$ is some (gauge- and flavour-invariant) polynomial in the matter superfields. The vacuum expectation values are to be evaluated in the presence of a background consisting of the light degrees of freedom. The matter is assumed to be massive and is integrated out. Furthermore, in a generic vacuum of the theory, the gauge symmetry will be spontaneously broken via the Higgs mechanism, with gauge superfields corresponding to broken generators of the gauge group becoming massive. The background should only contain the superfields corresponding to the broken generators (as well as the supergravity superfields). Let the corresponding background glueball superfield be denoted $`S^{}`$. The first term in the parentheses in (2) splits into two parts. The part tracing over the unbroken gauge group is by definition $`S^{}`$. The other part traces over the broken part of the gauge group. The associated superfields are massive, and their potential is (classically) quadratic and centred at the origin, such that their vevs are zero.444This is certainly true at the classical level, but it is possible that quantum corrections will modify this. However, the limit will be taken later later on in which the masses of the gauge bosons go to infinity and they decouple. In this limit, their vevs certainly are zero, and so the possibility of quantum corrections will not affect the argument below.

The effective superpotential for the background superfields can then be determined by solving the partial differential equations

$$\frac{W_{\mathrm{eff}}}{g_k}=\mathrm{\Phi }^k,$$
(3)
which follow by holomorphy and supersymmetry. These determine $`W_{\mathrm{eff}}`$ up to a constant term independent of the matter couplings $`g_k`$.

Now consider the particular case where the matter sector consists of $`F`$ flavours of ‘quarks’, *viz.* $`F`$ chiral superfields $`Q_I^i`$ transforming in the fundamental representation of the gauge group and $`F`$ chiral superfields $`\stackrel{~}{Q}_j^J`$ in the anti-fundamental representation, where $`i`$ and $`j`$ are flavour indices. The tree-level matter superpotential (for $`F<N`$) is written in terms of the $`F\times F`$ gauge-invariant meson matrix $`M_j^i=Q_I^i\stackrel{~}{Q}_j^I`$ as

$$W_{\mathrm{tree}}=m\mathrm{tr}M\lambda \mathrm{tr}M^2.$$
(4)
The classical equations of motion for the matter fields are

$$mM_i^j2\lambda M_i^kM_k^j=0.$$
(5)
The meson matrix $`M`$ can be brought to diagonal form via a global $`SU(F)`$ flavour transformation; the classical vacua then have $`F_{}`$ eigenvalues at $`M_i^i=0`$ and $`F_+=FF_{}`$ eigenvalues at $`M_i^i=m/2\lambda `$ (no sum on $`i`$), with the low energy gauge group broken down to $`SU(NF_+)`$.

Turning to the generalized Konishi anomaly (2), the variations

$`\delta Q_I^f`$ $`=ϵQ_I^f^{},`$
$`\delta Q_I^f`$ $`=ϵQ_I^f^{}M_h^h^{},`$
$`\mathrm{}`$ (6)
yield anomalous Ward identities for the meson matrix

$`mM_f^f^{}2\lambda (M^2)_f^f^{}`$ $`=\delta _f^f^{}(S^{}{\displaystyle \frac{N}{3}}G),`$
$`mM_f^f^{}M_h^h^{}2\lambda (M^2)_f^f^{}M_h^h^{}`$ $`=\delta _f^f^{}(S^{}{\displaystyle \frac{N}{3}}G)M_h^h^{}{\displaystyle \frac{1}{3}}G\delta _f^h^{}M_h^f^{},`$
$`\mathrm{}`$ (7)
The aim is to solve the complete set of such Ward identities for the matter expectation values. Since terms of $`O(G^2)`$ or higher vanish in the chiral ring (and *ergo* in vacuum expectation values) it is convenient to Taylor expand everywhere in powers of $`G`$ and to perform the analysis term by term.

First recall the analysis at $`O(G^0)`$ performed previously , corresponding to a flat background. At this order, correlation functions factorize, because connected $`n`$-point functions are of $`O(G^n)`$ . The Ward identities (2) all reduce to the single identity

$$mM_i^j2\lambda M_i^kM_k^j=\delta _i^jS^{}.$$
(8)
There is only one independent *vev*: the expectation value of the meson matrix. This can be diagonalized by a global $`SU(F)`$ rotation in flavour space. In such a basis, the Ward identities have the solution

$$M_i^j=\delta _i^j\frac{m}{4\lambda }\left(1\pm \sqrt{1\frac{8\lambda S^{}}{m^2}}\right).$$
(9)
The quantum vacua have $`F_\pm `$ eigenvalues at each of these two values corresponding to Higgsed or un-Higgsed quarks.

At $`O(G^1)`$, things become more complicated, because the connected two-point correlation function is not zero. One must consider matrix *vevs* which are the *vevs* of products of the meson matrix. The global flavour symmetry can be used to diagonalize one such matrix *vev*, chosen to be $`M_i^j`$ as before. Since there is still a residual $`SU(F_+)\times SU(F_{})`$ global flavour symmetry, the *vev* of the meson matrix must take the form

$$M_{\pm f}^f^{}=M_\pm \delta _f^f^{}.$$
(10)
(The subscript $`\pm `$ labels the Higgsed and un-Higgsed spaces, to conform with the notation below.) It is claimed furthermore that all matrix *vevs* are *block*-diagonal in this basis. That is, they act reducibly on the Higgsed and un-Higgsed flavour subspaces of dimensions $`F_+`$ and $`F_{}`$ respectively.555This claim is not an assumption, but an *ansatz*: one is trying to solve the set of Ward identities (2); it will be seen that the block-diagonalization does this.666The work  does not make this *ansatz*, but rather starts from the *ansätze* $`M_f^f^{}=M\delta _f^f^{}`$ and $`M_f^f^{}M_g^g^{}_c=\delta _f^g^{}\delta _g^f^{}B`$; this still yields two values for $`M`$ and $`B`$, but the solution is only valid if all the eigenvalues of $`M_f^f^{}`$ are the same. This is true for the cases $`F=F_+`$ and $`F=F_{}`$, but not in the general case. The Konishi anomaly equations (2) are valid *verbatim* in each subspace separately, with the flavour indices running from $`1`$ to $`F_+`$ in the Higgsed subspace (labelled by a plus sign as in (10) and from $`1`$ to $`F_{}`$ in the un-Higgsed subspace (labelled by a minus).

The two-point function no longer factorises, but has a connected part of $`O(G)`$

$$M_{\pm f}^f^{}M_{\pm g}^g^{}=M_{\pm f}^f^{}M_{\pm g}^g^{}_c+M_\pm ^2\delta _f^f^{}\delta _g^g^{}$$
(11)
and one makes the further *ansatz* that

$$M_{\pm f}^f^{}M_{\pm g}^g^{}_c=\delta _f^g^{}\delta _g^f^{}B_\pm .$$
(12)
The connected part of the three-point function vanishes to $`O(G)`$, leaving

$$M_{\pm f}^f^{}M_{\pm g}^g^{}M_{\pm h}^h^{}=M_\pm ^3\delta _f^f^{}\delta _g^g^{}\delta _h^h^{}+M_{\pm f}^f^{}M_{\pm g}^g^{}_cM_\pm \delta _h^h^{}+\mathrm{permutations},$$
(13)
such that

$$(M_\pm ^2)_f^f^{}M_{\pm h}^h^{}=\delta _f^f^{}\delta _h^h^{}(F_\pm B_\pm M_\pm +M_\pm ^3)+\delta _f^h^{}\delta _h^f^{}2B_\pm M_\pm .$$
(14)
Taylor expanding in $`G`$, there are no contributions beyond $`O(G)`$; from (12), $`B_\pm `$ is already of $`O(G)`$ and one can write

$`M_\pm `$ $`=M_{0\pm }+M_{1\pm }G,`$
$`B_\pm `$ $`=B_{1\pm }G.`$ (15)
The set of Ward identities (2) reduce to three equations in three unknowns, *viz.*

$`S^{}`$ $`=mM_{0\pm }2\lambda M_{0\pm }^2,`$
$`0`$ $`=mM_{1\pm }2\lambda (2M_{0\pm }M_{1\pm }+F_\pm B_{1\pm })+{\displaystyle \frac{N}{3}},`$
$`0`$ $`=mB_{1\pm }4\lambda B_{1\pm }M_{0\pm }+{\displaystyle \frac{M_{0\pm }}{3}},`$ (16)
with the solutions

$`M_{0\pm }`$ $`={\displaystyle \frac{m}{4\lambda }}\left(1\pm \sqrt{1{\displaystyle \frac{8\lambda S^{}}{m^2}}}\right),`$
$`M_{1\pm }`$ $`=\pm {\displaystyle \frac{(2NF_\pm )}{6m\sqrt{1\frac{8\lambda S^{}}{m^2}}}}{\displaystyle \frac{F_\pm }{6m(1\frac{8\lambda S^{}}{m^2})}},`$
$`B_{1\pm }`$ $`={\displaystyle \frac{1}{12\lambda }}\left(1\pm {\displaystyle \frac{1}{\sqrt{1\frac{8\lambda S^{}}{m^2}}}}\right).`$ (17)
The partial differential equations (3) for the effective superpotential with respect to the matter sector couplings are

$`{\displaystyle \frac{W_{\mathrm{eff}}}{m}}`$ $`=\mathrm{tr}M,`$
$`{\displaystyle \frac{W_{\mathrm{eff}}}{\lambda }}`$ $`=\mathrm{tr}M^2.`$ (18)
Again it is convenient to Taylor expand $`W_{\mathrm{eff}}`$ in $`G`$,

$$W_{\mathrm{eff}}=W_{0\mathrm{e}\mathrm{f}\mathrm{f}}+W_{1\mathrm{e}\mathrm{f}\mathrm{f}}G.$$
(19)
At $`O(G^0)`$, one has

$$\begin{array}{c}W_{0\mathrm{e}\mathrm{f}\mathrm{f}}=F\frac{m^2}{8\lambda }+(F_+F_{})\frac{m^2}{8\lambda }\sqrt{1\frac{8\lambda S^{}}{m^2}}+FS^{}\mathrm{log}m\hfill \\ \hfill +S^{}\mathrm{log}\left[\left(\frac{1}{2}+\frac{1}{2}\sqrt{1\frac{8\lambda S^{}}{m^2}}\right)^F_{}\left(\frac{1}{2}\frac{1}{2}\sqrt{1\frac{8\lambda S^{}}{m^2}}\right)^{F_+}\right]+c(S^{}),\end{array}$$
(20)
where $`c(S^{})`$ is independent of $`m`$ and $`\lambda `$. At $`O(G^1)`$, one has, from (2) and (2), the partial differential equations

$`{\displaystyle \frac{W_{1\mathrm{e}\mathrm{f}\mathrm{f}}}{m}}`$ $`=F_+M_{1+}+F_{}M_1,`$
$`{\displaystyle \frac{W_{1\mathrm{e}\mathrm{f}\mathrm{f}}}{\lambda }}`$ $`=F_+(F_+B_++2M_{0+}M_{1+})F_{}(F_{}B_{}+2M_0M_1).`$ (21)
Substituting from (2), one obtains the solution

$`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}=`$ $`F_+\left({\displaystyle \frac{N}{3}}\mathrm{log}m+{\displaystyle \frac{2NF_+}{6}}\mathrm{log}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}\sqrt{1{\displaystyle \frac{8\lambda S^{}}{m^2}}}\right]+{\displaystyle \frac{F_+}{12}}\mathrm{log}\left[1{\displaystyle \frac{8\lambda S^{}}{m^2}}\right]\right)`$
$`F_{}\left({\displaystyle \frac{N}{3}}\mathrm{log}m+{\displaystyle \frac{2NF_{}}{6}}\mathrm{log}\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}\sqrt{1{\displaystyle \frac{8\lambda S^{}}{m^2}}}\right]+{\displaystyle \frac{F_{}}{12}}\mathrm{log}\left[1{\displaystyle \frac{8\lambda S^{}}{m^2}}\right]\right)`$
$`+d(S^{}),`$ (22)
where $`d(S^{})`$ is independent of $`m`$ and $`\lambda `$ and is determined in the next section.

## 3 The Pure Gauge and Supergravity Superpotential

The pure gauge and supergravity superpotential can be determined as follows. First take the limit in which both the quark masses, $`m`$, and the gauge boson masses, $`\sqrt{m/2\lambda }`$, become large. The effective superpotential (2) becomes

$$W_{1\mathrm{e}\mathrm{f}\mathrm{f}}\stackrel{m^2/\lambda \mathrm{}}{}\frac{NF}{3}\mathrm{log}mF_+\frac{2NF_+}{6}\mathrm{log}\frac{2\lambda S^{}}{m^2}.$$
(23)
What is the meaning of this expression? In this limit, the massive degrees of freedom decouple from the pure $`SU(NF_+)`$ gauge theory in the supergravity background. The effective superpotential should consist of the superpotential for the low energy pure gauge and supergravity theory plus terms representing the contribution of the decoupled matter. The decoupled matter consists of the quarks and the massive gauge bosons corresponding to the broken generators of $`SU(N)`$ (and their superpartners). The quark superfields have been integrated out, and one can calculate their contribution to the effective superpotential as follows. The non-renormalization theorem applies and the contribution is found by replacing the quark fields in the tree-level superpotential (4) by their classical vacuum expectation values. This gives a contribution to $`W_{0\mathrm{e}\mathrm{f}\mathrm{f}}`$ and was discussed in . The contribution of the massive gauge bosons was earlier seen to be zero. Thus one sees that the terms in (23) do indeed correspond to the contribution from the low energyunbroken pure gauge theory and supergravity. This contains the unknown constant $`d`$, which can be removed by considering the superpotentials for two distinct vacua in which the number of Higgsed quarks, $`F_+`$, takes the values $`F_1`$ and $`F_2`$, but the argument $`S^{}`$ takes the same value, $`T`$ say, in both.777Of course the physical interpretation of $`T`$ is different in the two vacua. Here however one simply wants to determine the functional form of $`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}`$. $`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}`$ is an unconstrained function of its arguments and so the arguments may be chosen arbitrarily. If one then subtracts the two effective superpotential functions, the unknown constant $`d`$ cancels, giving

$$\mathrm{\Delta }W_{1\mathrm{e}\mathrm{f}\mathrm{f}}=F_1\frac{2NF_1}{6}\mathrm{log}\frac{2\lambda T}{m^2}+F_2\frac{2NF_2}{6}\mathrm{log}\frac{2\lambda T}{m^2}$$
(24)
This expression ought to involve only the low energy degrees of freedom and the gauge and gravitational couplings, yet it appears to depend on the tree-level matter couplings $`m`$ and $`\lambda `$. The same phenomenon was observed with the pure gauge theory superpotential in  and was shown to be due to the requirement of scale matching: the running gauge couplings of the Higgsed and un-Higgsed theories (which have different beta functions) must match at the Higgs scale, and this leads to a relation between the strong coupling scales of the high and low energy theories. In the gravitational case, the same thing happens: loop diagrams result in logarithmic corrections to the supergravity coupling which depend on the fields running in the loops and so there is again a scale-matching constraint for the Higgsed and un-Higgsed theories. The beta function can be found from the trace or conformal anomaly . The one-loop coefficient is given by

$$b=3N_v+N_\chi ,$$
(25)
where $`N_v`$ and $`N_\chi `$ are the number of vector and chiral SUSY multiplets respectively. The scale matching must be performed at two intermediate scales, corresponding to the quark mass, $`m`$, and the gauge boson mass, $`\sqrt{m/2\lambda }`$. At high energies, one has $`N^21`$ massless vector supermultiplets and $`2NF`$ chiral supermultiplets. Below the Higgs scale, there are $`(NF_+)^21`$ vector supermultiplets and $`2NF_{}+F_+^2`$ chiral supermultiplets,888To see this, note that each of the $`2NF_+F_+^2`$ massless vector supermultiplets corresponding to broken generators eats a chiral supermultiplet to become a massive vector supermultiplet, leaving $`2NF_{}+F_+^2`$ of the original $`2NF`$ chiral supermultiplets. such that one has

$$\left(\frac{\mathrm{\Lambda }_{}^{}{}_{N,F}{}^{}}{\sqrt{m/2\lambda }}\right)^{3(N^21)+2NF}=\left(\frac{\mathrm{\Lambda }_{}^{}{}_{NF_+,F_{}}{}^{}}{\sqrt{m/2\lambda }}\right)^{3[(NF_+)^21]+2NF_{}+F_+^2}.$$
(26)
Here, $`\mathrm{\Lambda }_{}^{}{}_{N,F}{}^{}`$ is the dimensional transmutation scale corresponding to the supergravity coupling of the theory with gauge group $`SU(N)`$ coupled to $`F`$ quark flavours. Below the quark mass scale one has only $`(NF_+)^21`$ vector supermultiplets, such that

$$\left(\frac{\mathrm{\Lambda }_{}^{}{}_{NF_+,F_{}}{}^{}}{m}\right)^{3[(NF_+)^21]+2NF_{}+F_+^2}=\left(\frac{\mathrm{\Lambda }_{}^{}{}_{NF_+,0}{}^{}}{m}\right)^{3[(NF_+)^21]}.$$
(27)
The scale matching relation is therefore

$$\mathrm{\Lambda }_{}^{}{}_{NF_+,0}{}^{3((NF_+)^21)}\left(\frac{m^2}{2\lambda }\right)^{2NF_+F_+^2}=\mathrm{\Lambda }_{}^{}{}_{N,F}{}^{3(N^21)2NF}m^{2NF}.$$
(28)
Using this relation, one can replace the matter sector couplings $`m`$ and $`\lambda `$ in (23) by the appropriate gravitational scales to obtain

$$\begin{array}{c}W_{1,\mathrm{eff}}(NF_1,T,\mathrm{\Lambda }_{}^{}{}_{NF_1,0}{}^{})W_{1,\mathrm{eff}}(NF_2,T,\mathrm{\Lambda }_{NF_2,0}^{})=\hfill \\ \hfill \frac{1}{6}((NF_1)^21)\mathrm{log}\frac{T}{\mathrm{\Lambda }_{}^{}{}_{NF_1,0}{}^{3}}\frac{1}{6}((NF_2)^21)\mathrm{log}\frac{T}{\mathrm{\Lambda }_{}^{}{}_{NF_2,0}{}^{3}},\end{array}$$
(29)
where the functional dependence of $`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}`$ has been indicated explicitly. This difference equation has the solution

$$W_{1,\mathrm{eff}}(N,S,\mathrm{\Lambda }_{}^{}{}_{N,0}{}^{})=\frac{1}{6}(N^21)\mathrm{log}\frac{S}{\mathrm{\Lambda }_{}^{}{}_{N,0}{}^{3}}+g(S),$$
(30)
where $`S`$ has been re-instated and $`g(S)`$ is an arbitrary function of $`S`$ alone: it cannot depend on any of the other parameters. Furthermore, $`gG`$ (which appears in the superpotential) must be of dimension three and $`g`$ must therefore be of dimension zero, *i. e.* a pure number. This ambiguity in $`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}`$ corresponds to a re-scaling of $`\mathrm{\Lambda }_{}^{}{}_{}{}^{N^21}`$, or equivalently to the freedom to choose a renormalisation group scheme. In a scheme in which $`g`$ vanishes, the complete effective superpotential for the pure $`SU(N)`$ gauge and supergravity theory is

$$W_{\mathrm{eff}}(N,S,\mathrm{\Lambda }_{N,0})=N\left(S\mathrm{log}\frac{S}{\mathrm{\Lambda }^3}+S\right)+\frac{1}{6}(N^21)G\mathrm{log}\frac{S}{\mathrm{\Lambda }_{}^{}{}_{}{}^{3}},$$
(31)
which is the form obtained by extended $`U(1)_R`$ symmetry considerations . There it was noted that there is no need for the scales $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }^{}`$ to be the same to satisfy the $`U(1)_R`$ symmetry. The above derivation shows that these scales are indeed distinct: they represent the gauge and gravitational couplings.

Now that the effective superpotential for the low energy gauge theory has been derived, one can determine $`d(S)`$ in (2) as in  by demanding that $`W_{1\mathrm{e}\mathrm{f}\mathrm{f}}`$ in (2) reproduces the correct limit as $`m^2/\lambda \mathrm{}`$ for the vacuum with $`F_+`$ Higgsed quarks and low energy gauge group $`SU(NF_+)`$. One obtains

$`W_2=`$ $`F_+\left(+{\displaystyle \frac{2NF_+}{6}}\mathrm{log}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}\sqrt{1{\displaystyle \frac{8\lambda S}{m^2}}}\right]+{\displaystyle \frac{F_+}{12}}\mathrm{log}\left[1{\displaystyle \frac{8\lambda S}{m^2}}\right]\right)`$
$`F_{}\left(+{\displaystyle \frac{2NF_{}}{6}}\mathrm{log}\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}\sqrt{1{\displaystyle \frac{8\lambda S}{m^2}}}\right]+{\displaystyle \frac{F_{}}{12}}\mathrm{log}\left[1{\displaystyle \frac{8\lambda S}{m^2}}\right]\right)`$
$`+{\displaystyle \frac{1}{6}}\mathrm{log}{\displaystyle \frac{S^{N^21}}{\mathrm{\Lambda }_{}^{}{}_{}{}^{3(N^21)2NF}m^{2NF}}}.`$ (32)
The constant $`d`$ is seen to depend only on the glueball and supergravity backgrounds and their couplings, justifying *a posteriori* the assumption that it cancels in the vacuum subtraction.

## 4 Discussion

Having derived the form of the effective superpotential for the pure gauge and supergravity theory (31), it is of interest to study the vacuum structure obtained upon minimisation. Before doing so, it is important to clarify what is meant by ‘the supergravity theory’, since there exists more than one. To do this, one can proceed by analogy with the pure gauge theory case, with a flat background and no matter. There one starts with the tree-level Yang-Mills superpotential $`2\pi i\tau S`$ (plus Hermitian conjugate) which is renormalized to $`N\mathrm{log}\mathrm{\Lambda }^3S`$. The non-perturbative dynamics modifies this further to

$$N\left(S\mathrm{log}\frac{S}{\mathrm{\Lambda }^3}+S\right).$$
(33)
The effective potential is thus generated in a natural way from the tree-level Yang-Mills superpotential. In a supergravity background, a term

$$\frac{1}{6}(N^21)\mathrm{log}\frac{S}{\mathrm{\Lambda }_{}^{}{}_{}{}^{3}}G$$
(34)
is added to the superpotential. Running the previous argument backwards, it seems reasonable that this comes from the renormalized superpotential

$$\frac{1}{6}(N^21)\mathrm{log}\mathrm{\Lambda }_{}^{}{}_{}{}^{3}G,$$
(35)
which in turn comes from the bare, tree-level superpotential $`2\pi i\tau ^{}G`$, where $`\tau ^{}`$ is some dimensionless coupling. Is this a *bona fide* supergravity action? Indeed it is, being (a gauge-fixed version of) the unique action preserving the group of local superscale transfromations and known as *conformal supergravity* (for a review see ).999Conventional supergravities extending the Einstein-Hilbert action only preserve the subgroup of local super Poincaré transformations. It is higher-derivative and has a logarithmically-renormalized dimensionless coupling constant.

This suggests that the effective superpotentials (31) and (3) encode quantum corrections to conformal supergravity; if this is the case, what are the implications for the vacuum structure? Classically, the equation of motion for the Weyl superfield following from the conformal supergravity action is $`W_{\alpha \beta \gamma }=0`$. This is not quite trivial: it does not imply Minkowski flatness, but rather (super)conformal flatness. In particular, super anti-de Sitter spacetimes with a cosmological constant are permitted.101010But not super-de Sitter: there are no SUSY extensions of the de Sitter algebra. When gauge and matter supermultiplets are added, along with their quantum effects, the effective superpotential contains terms of $`O(G^0)`$ and $`O(G)`$. The former must be present even in a Minkowski background and so the latter represent the effects of a curved background in their entirety. Since $`G`$ is quadratic in the Weyl superfield, the classical equation of motion $`W_{\alpha \beta \gamma }=0`$ is unchanged. Thus superconformal flatness is preserved irrespective of the the gauge and matter content of the theory. If this were the whole story, it would be rather remarkable, since the addition of gauge fields, matter and quantum effects leads to the breaking of the local superscale invariance via the superconformal anomaly, even if the matter sector is superscale-invariant, which it need not be.

There is, however, an important *caveat*. The above arguments only allow one to determine the effective superpotential, that is the $`F`$-terms in the effective action. Just as for the theory with global supersymmetry, one is unable to make general statements about the $`D`$-terms in the effective action. Since the superscale invariance is broken (either explicitly through dimensionful couplings in the tree-level matter superpotential, or via the superconformal anomaly), there is nothing to prevent the generation of non-scale-invariant gravitational corrections (such as super Einstein-Hilbert terms) via quantum effects, even if one starts with classical conformal supergravity. These corrections appear in the effective action as $`D`$-terms, and would in general affect the vacuum structure.

###### Acknowledgments.

The author would like to thank J. March-Russell for discussions and is supported by a PPARC studentship.