text:
# www.fermiqcd.net

## 1 INTRODUCTION

FermiQCD is a C++ library for fast development of parallel lattice QCD applications 111Ref. , for example ,is entirely based on FermiQCD.. The expression FermiQCD Collaboration is used as a collective name to indicate both the users of the software and its contributors.

One of the main differences between FermiQCD and libraries developed by other collaborations is that it follows an object oriented design as opposed to a procedural design. FermiQCD should not be identified exclusively with the implementation of the algorithms but, rather, with the strict specifications that define its Application Program Interface. One should think of FermiQCD as a language on its own (a superset of the C++ language), designed to describe Lattice QCD algorithms. The objects of the language include complex numbers (mdp\_complex), matrices (mdp\_matrix), lattices (mdp\_lattice), fields (gauge\_field, fermi\_field, staggered\_field), propagators (fermi\_propagator) and actions. Algorithms written in terms of these objects are automatically parallel.

Some of the advantages of our design approach are the following:

* Programs written in FermiQCD are easy to write, read and modify since the FermiQCD syntax resembles the mathematical syntax used in Quantum Field Theory articles and books.
* Programs are portable in the sense that they can, in principle, be compiled with any ANSI C++ compiler. Hardware specific optimizations are coded in the library and hidden from the high level programmer.
* The high level programmer does not have to deal with parallelization issues since the underlying objects deal with it. FermiQCD communications are based on MPI.
* Programs are easier to debug because the usage of FermiQCD objects and algorithms does not require explicit use of pointers. All memory management is done by the objects themselves.

FermiQCD was originally designed with one main goal in mind: easy of use. It is true that in many cases this requires a compromise with speed. For example, FermiQCD actions and fields support arbitrary $`SU(n_c)`$ gauge group and it is not practical to optimize the linear algebra for any $`n_c`$. However it is convenient to optimize some of the specific cases of interest (such as $`n_c=3`$) while maintaining compatibility with the FermiQCD syntax. At present the FermiQCD library includes multiple implementations of each action (Wilson, Clover, Kogut-Susskind, Asqtad, Domain Wall, Fermilab) and, for each action, at least one implementation is optimized for $`SU(3)`$. In particular, we provide a FermiQCD port of the Clover $`SU(3)`$ action coded by M. Lüscher using SSE assembly instructions for Pentium 4.

The following code declares two fermionic fields (phi and psi) and one $`SU(𝚗c)`$ gauge field (U) on a given lattice (lattice), reads psi and U from disk and computes

$$\phi =Q[U,\kappa ]^1\psi $$

where $`Q[U,\kappa ]=D[U]+m[\kappa ]`$ is the Dirac matrix and $`\kappa `$ is the typical lattice parameter that sets the mass scale:

```
fermi_field phi(lattice, nc);
fermi_field psi(lattice, nc);
gauge_field U(lattice,nc);
coefficients light_quark;
psi.load("fermi_field.mdp");
U.load("gauge_field.mdp");
light_quark["kappa"]=0.123;
if(nc==3) default_fermi_action=
          FermiCloverActionSSE2::mul_Q;
mul_invQ(phi,psi,U,light_quark);

```

Note that when $`𝚗c=3`$ the above program uses the SSE optimized Wilson action. If $`𝚗c3`$ a different implementation of the Wilson action is used. FermiQCD programs are transparent to the choice of the action.

On a cluster of 2GHz Pentium 4 PCs connected by Myrinet, one double precision SU(3) minimum residue step with Clover action takes $`4.8`$ micro seconds per lattice site. The efficiency drops to $`7580`$% on 8 processors. For more benchmarks we refer to the www.fermiqcd.net web page.

FermiQCD programs are implicitly parallel. Each lattice object determines an optimal communication pattern for its sites assuming a next-neighbor, a next-next-neighbor or a next3-neighbor interaction in the action. The optimal patterns are determined according to empirical rules that minimize dependence on the network latency and minimize communication load.

## 2 EXAMPLES

### 2.1 Computing the average plaquette

Given a $`\mu \nu `$-plane, the average plaquette, for each gauge configuration, is defined as

$`P_{\mu \nu }={\displaystyle \frac{1}{V}}ReTr`$ $`{\displaystyle \underset{x}{}}`$ $`U_\mu (x)U_\nu (x+\widehat{\mu })`$ (2)
$`\left[U_\nu (x)U_\mu (x+\widehat{\nu })\right]^H`$
here is the corresponding FermiQCD syntax:

```
forallsites(x)
  p=p+real(trace(U(x,mu)*U(x+mu,nu)*
       hermitian(U(x,nu)*U(x+nu,mu))));
p=p/lattice.size();

```

In the above code forallsites is a parallel loop, U(x,mu) is $`n_c\times n_c`$ color matrix.

### 2.2 Implementing the Dirac-Wilson action

As another example, we consider here the following Wilson discretization of the Dirac action:

$`\phi _\alpha =\psi _\alpha \kappa `$ $`{\displaystyle \underset{\mu }{}}`$ $`(1+\gamma _\mu )_{\alpha \beta }U_\mu (x)\psi _\beta (x+\widehat{\mu })+`$ (4)
$`(1\gamma _\mu )_{\alpha \beta }U_\mu ^H(x\widehat{\mu })\psi _\beta (x\widehat{\mu })`$
which can be translated into the following FermiQCD code:

```
phi=psi;
forallsites(x)
  for(int mu=0; mu<4; mu++) {
    for(int b=0; b<4; b++) {
      psi_up(b)=U(x,mu)*psi(x+mu,b);
      psi_dw(b)=hermitian(U(x-mu,mu))*
                   psi(x-mu,b);
    }
    phi=phi-kappa*((1+Gamma[mu])*psi_up+
                   (1-Gamma[mu])*psi_dw);
  }

```

Note how “1” in this context is interpreted as a diagonal unitary matrix. The sum on $`\alpha `$ is implicit since psi\_up and psi\_dw are spin$`\times `$color matrices.

### 2.3 Computing the pion propagator

The pion propagator is defined as

$`C_2(x_0)`$ $`=`$ $`{\displaystyle \underset{x_1,x_2,x_3}{}}\pi (x)\pi (0)`$ (5)
$`=`$ $`ReTr{\displaystyle \underset{x_1,x_2,x_3}{}}{\displaystyle \underset{\alpha ,\beta }{}}S_{\alpha \beta }(x)S_{\beta \alpha }^H(x)`$ (6)
where $`S`$ is a light quark propagator in the background gauge field U:

$$S_{\alpha \beta }^{ij}(x)=[dqd\overline{q}]q(x)\overline{q}(0)e^{Action[q,U]}$$
(7)
Here is the FermiQCD syntax for Eq. (6):

```
generate(S,U,light_quark);
forallsites(x)
  for(int a=0; a<4; a++)
    for(int b=0; b<4; b++)
      C2(x(0))+=real(trace(S(x,a,b)*
                 hermitian(S(x,b,a))));

```

where S(x,a,b) is a color$`\times `$color matrix. The function generate creates the propagator S by calling the inverter (for example the minimum residue or the stabilized bi-conjugate gradient) . Each of the inverters works on any of the provided actions and also on user defined actions.

## 3 CONCLUSIONS

In our experience the cost of developing and debugging software is one of the major costs of Lattice QCD computations. FermiQCD was designed to standardize this software development process and, therefore, reduce the cost for the community.

FermiQCD comes in the form of a library (with examples), rather than a collection of ready made programs, since we understand that different research groups have different requirements. Some ready made programs for specific computations (such as generating gauge configurations, computing meson propagators, etc.) are available as examples, while others are available upon request to the authors. We provide converters for the most common data formats including UKQCD, MILC, CANOPY and various binary formats.

The FermiQCD libraries can be used freely for research purposes and we do not require that users share their programs unless they wish to do so (although we feel that this practice should be encouraged).

On one hand, FermiQCD is a mature project. The present implementation has been tested independently by different groups and it has been used to develop large scale lattice QCD computations. On the other hand, there is a lot of work that needs to be done, including:

* implementing dynamical fermions
* developing a graphical interface
* optimizing the gauge actions
* porting the low level communications libraries (currently based on MPI) to other protocols such as TCP/IP for Gigabit ethernet and SciDAC API for the QCDOC.
* incorporating grid-like features, including the ability to read and write data in the new international data grid standard for gauge configurations.
* implementing new actions such as the Iwasaki gauge action and Overlap fermions.
* building a collection of ready-to-use programs and related documentation.

The development of FermiQCD has greatly benefited from access to other codes such as UKQCD (from which we borrowed the local random number generator), MILC (for the staggered fermion algorithms), CANOPY (for many design features), M. Lüscher’s (for the assembly macros) and C. Michael’s (for all-to-all propagators); we thank their authors for making them available to us. We also wish to thank J. Flynn, A. Shams, F. Mescia, L. Del Debbio and T. Rador for their through tests of the inverters and the Clover action.


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# Euler-Lagrange correspondence of generalized Burgers cellular automaton

## I Introduction

Cellular automata(CA) are simple objects that can describe not only physical systems but also complex systems such as chemical, biological and social systems. Since Wolfram has introduced the elementary CA (ECA) in one-dimension as a model of complex systemWolfram (1986), lots of studies have been done in these fields.

Among them, conservative CAHattori and Takesue (1991); Boccara and Fukś (1998); Fukś (2000), including soliton systemsTakahashi and Satsuma (1990); Takahashi and Matsukidaira (1995) and traffic-flow modelsFukui and Ishibashi (1996); Nagel and Schreckenberg (1992), have attracted much attention because of their analytical properties which can be treated by various mathematical methods.

In recent years, the authors have proposed and studied the so-called ultra-discrete method by which we obtain corresponding CA from difference equationsTokihiro et al. (1996); Matsukidaira et al. (1997); Takahashi and Matsukidaira (1997); Tokihiro et al. (2000); Nishinari and Takahashi (1998); Nishinari et al. (2001). Various soliton equations have been transformed into CA by this method and the solutions of the CA have also been obtained exactly without losing the mathematical properties of corresponding difference equations. In this method, max-function plays an important role through the ultra-discrete formula,

$$\underset{ϵ+0}{lim}ϵ\mathrm{log}\left(\mathrm{exp}\left(\frac{A}{ϵ}\right)+\mathrm{exp}\left(\frac{B}{ϵ}\right)\right)=\mathrm{max}(A,B).$$
(1)
On the other hand, it is known that several conservative CA allow two different representation, Euler representation and Lagrange representationNishinari (2001). In the Euler representation, particles are observed at a certain fixed point in space as a dependent(field) variable, while in the Lagrange representation, we trace each particle and follow the trajectory of it. Thus a dependent variable represents the position of each particle in the Lagrange representation. In the previous paperMatsukidaira and Nishinari (2003), we have proposed a Euler-Lagrange transformation for CA by developing new explicit transformation formulas. We started from Burgers CA(BCA), which is the Euler representation of rule-184 CA,

$$U_j^{t+1}=U_j^t+\mathrm{min}(U_{j1}^t,1U_j^t)\mathrm{min}(U_j^t,1U_{j+1}^t),$$
(2)
where $`U_j^t`$ denote the number of particles at the site $`j`$ and time $`t`$ and introducing the variable $`S`$ by

$$S_j^t=\underset{k=\mathrm{}}{\overset{j}{}}U_k^t,$$
(3)
or $`U_j^t=S_j^tS_{j1}^t`$, and putting

$$S_j^t=\underset{i=0}{\overset{N1}{}}H(jx_i^t),$$
(4)
where $`H(x)`$ is the step function defined by $`H(x)=1`$ if $`x0`$ and $`H(x)=0`$ otherwise, we obtain Lagrange representation of rule-184,

$`x_i^{t+1}`$ $`=`$ $`\mathrm{min}(x_i^t+1,x_{i+1}^t1)`$ (5)
$`=`$ $`x_i^t+\mathrm{min}(1,x_{i+1}^tx_i^t1),`$
where $`x_i^t`$ is the Lagrange variable that represents the position of the $`i`$-th particle at time $`t`$.

In deriving the Lagrange representation from Euler representation, following two formulae for max function and step function play important roles.

One is

$$\underset{k=1}{\overset{n}{}}H(j\mathrm{min}(a_k,b_k))=\mathrm{max}(\underset{k=1}{\overset{n}{}}H(ja_k),\underset{k=1}{\overset{n}{}}H(jb_k)),$$
(6)
where we assume that $`a_1<a_2<\mathrm{}<a_n`$ and $`b_1<b_2<\mathrm{}<b_n`$. This formula expresses the commutability of max function and step function. Another formula is

$$\mathrm{max}(\underset{i}{}H(ja_i^t)m,0)=\underset{i}{}H(ja_{i+m}^t),$$
(7)
where we assume that $`a_j^t=\mathrm{}`$ if $`j`$ is larger than the number of particles.

In the Euler-Lagrange transformation, max-function again plays an important role as in the ultra-discrete method. In addition, the step function significantly contributes the transformation as well.

## II generalized Burgers cellular automaton

In this paper, we present a new model which is a multi-value (multi-lane) and multi-neighbor (high-speed, long-perspective) extension of BCA. The equation in the Euler representation is expressed by

$$U_j^{t+1}U_j^t=\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,\underset{k=0}{\overset{P1}{}}(LU_{j+k}^t))\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{jk}^t,\underset{k=0}{\overset{P1}{}}(LU_{j+1+k}^t)),$$
(8)
where $`U_j^t\{0,\mathrm{},L\}`$ denotes the number of particles at the site $`j`$ and time $`t`$. The parameter $`L`$ represents the maximum capacity of a cell, $`V`$ represents the maximum speed of particles and $`P`$ represents perspective of particles, i.e., the maximum number of particles that a particle can see in its front. We call this model generalized Burgers cellular automaton (GBCA) in this paper. It will become clear later that GBCA include Euler representation of Fukui-Ishibashi modelFukui and Ishibashi (1996) and quick-start modelFukś and Boccara (1998); Nishinari and Takahashi (2000), which are both known as traffic models.

Let us derive the Lagrange representation of GBCA according to the method which we have proposed in the previous paperMatsukidaira and Nishinari (2003). First we introduce the variable $`S`$ by

$$S_j^t=\underset{k=\mathrm{}}{\overset{j}{}}U_k^t,$$
(9)
or $`U_j^t=S_j^tS_{j1}^t`$ where $`S_j^t`$ is the total number of the particles from $`\mathrm{}`$ to $`j`$-th site, which is assumed to be finite. Rewriting (8) in $`S`$, we obtain

$$S_j^{t+1}=\mathrm{max}(S_{jV}^t,S_{j+P}^tLP).$$
(10)
Here, we put

$$S_j^t=\underset{i=0}{\overset{N1}{}}H(jx_i^t),$$
(11)
where $`H(x)`$ is the step function and $`N`$ is the total number of particles on the cells. $`x_i^t`$ is the Lagrange variable that represents the position of the $`i`$-th particle at time $`t`$ and the relation $`x_0^t<x_1^t<\mathrm{}<x_{N1}^t`$ holds.

Using (11) to replace $`S`$ in (10) by $`H`$, we have

$$\underset{i=0}{\overset{N1}{}}H(jx_i^{t+1})=\mathrm{max}(\underset{i=0}{\overset{N1}{}}H(jx_i^tV),\underset{i=0}{\overset{N1}{}}H(jx_i^t+P)LP).$$
(12)
By using (6) and (7), we have

$`{\displaystyle \underset{i}{}}H(jx_i^{t+1})`$ $`=`$ $`\mathrm{max}({\displaystyle \underset{i}{}}H(jx_i^tV),{\displaystyle \underset{i}{}}H(jx_{i+LP}^t+P))`$ (13)
$`=`$ $`{\displaystyle \underset{i}{}}H\left(j\mathrm{min}(x_i^t+V,x_{i+LP}^tP)\right),`$
Comparing both sides, we finally obtain

$`x_i^{t+1}`$ $`=`$ $`\mathrm{min}(x_i^t+V,x_{i+LP}^tP)`$ (14)
$`=`$ $`x_i^t+\mathrm{min}(V,x_{i+LP}^tx_i^tP)`$
This is the Lagrange representation of GBCA. If we put $`L=1,P=1`$, (14) becomes the Lagrange representation of the Fukui-Ishibashi modelFukui and Ishibashi (1996),

$$x_i^{t+1}=x_i^t+\mathrm{min}(V,x_{i+1}^tx_i^t1).$$
(15)
Therefore we know the Euler representation of Fukui-Ishibashi model is

$$U_j^{t+1}U_j^t=\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,1U_j^t)\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{jk}^t,1U_{j+1}^t).$$
(16)
If we put $`L=1,V=1`$, we obtain the Lagrange representation of the quick-start modelFukś and Boccara (1998); Nishinari and Takahashi (2000),

$$x_i^{t+1}=x_i^t+\mathrm{min}(1,x_{i+P}^tx_i^tP).$$
(17)
Corresponding Euler representation of the quick-start model is

$$U_j^{t+1}U_j^t=\mathrm{min}(U_{j1}^t,\underset{k=0}{\overset{P1}{}}(1U_{j+k}^t))\mathrm{min}(U_j^t,\underset{k=0}{\overset{P1}{}}(1U_{j+1+k}^t)).$$
(18)
The expression in the case of $`P=2`$ has already been obtained in Nishinari and Takahashi (2000). Thus (18) is a generalization of the previous result to the arbitrary $`P`$.

## III multi-value (multi-lane) CA

In the previous section, we show that (8) in the case of $`L=1`$ includes the Euler representation of the Fukui-Ishibashi model and the quick-start model, and clarify the Euler-Lagrange correspondence of these models.

In this section, we show that (8) in the case of $`L>1`$ can be interpreted as an multi-value (multi-lane) extension of the Fukui-Ishibashi model or the quick-start model.

Let us consider (8) in the case of $`P=1`$ for simplicity. The Euler representation becomes

$$U_j^{t+1}U_j^t=\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,LU_j^t)\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{jk}^t,LU_{j+1}^t),$$
(19)
and the corresponding Lagrange representation becomes

$$x_i^{t+1}=x_i^t+\mathrm{min}(V,x_{i+L}^tx_i^t1).$$
(20)
We show in the following that (19) is a $`(L+1)`$-valued CA and (20) describes the movement of particle in $`L`$-lane, which means (19) and (20) are considered as a $`(L+1)`$-valued ($`L`$-lane) extension of Fukui-Ishibashi model.

Assume that $`L>0`$ and $`0U_j^tL`$ for any $`j`$ at a certain $`t`$. Then, relations

$$\begin{array}{ccc}\mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,LU_j^t)\hfill & \hfill & 0\hfill \\ \mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{jk}^t,LU_{j+1}^t)\hfill & \hfill & 0\hfill \\ \mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,LU_j^t)+U_j^t\hfill & =\hfill & \mathrm{min}(\underset{k=1}{\overset{V1}{}}U_{j1k}^t,L)L\hfill \\ \mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{jk}^t,LU_{j+1}^t)U_j^t\hfill & =\hfill & \mathrm{min}(\underset{k=1}{\overset{V1}{}}U_{jk}^t,LU_j^tU_{j+1}^t)\hfill \\ & \hfill & \mathrm{min}(\underset{k=0}{\overset{V1}{}}U_{j1k}^t,LU_j^t)\hfill \end{array}$$
(21)
holds. Therefore, $`0U_j^{t+1}L`$ holds for any $`j`$. This means the equation (19) under the above condition is equivalent to a CA with a value set $`\{0,1,\mathrm{},L\}`$.

In the case of $`L=2`$ and $`V=2`$, the time evolution of (19) is illustrated by the FIG. 1,

where the number of the particles in the $`j`$th cell is equals to the value of $`U_j^t`$. We can consider this case as a 3-valued CA in the Euler representation.

Next, we introduce an ordering line on cells as shown in FIG. 2 . We number particles along this line as shown in FIG.3, where $`i`$ denotes suffix of variable $`x_i^t`$ in (20). For example, particles of the initial condition in FIG. 1 are numbered as FIG. 4.

If we take FIG. 4 as a initial condition for (20) and move particles according to (20), we obtain FIG. 5. The configurations of particles in FIG. 5 is identical with FIG. 1 if we neglect numbers assigned to particles. Note here that although (20) is a form of a car following model, the exclusion principle in one cell, which means $`x_ix_j`$ holds for any $`i,j`$ , does not hold any more. Actually we see $`x_4^1=x_5^1`$ surely holds in FIG 5. Without the exclusion principle, (20) works successfully together with (19), and describe the movement of the particles. Note that there are no overtaking particles in the course of time on the ordering line. As the the number of particle in one cell remains less than 2, the model is considered as a car following model in 2-lane in this case.

Generally, as (19) is $`(L+1)`$-valued CA and (20) is a car-following form of equation like the Fukui-Ishibashi model, we can consider (19) and (20) as $`(L+1)`$-valued ($`L`$-lane) extension of Fukui-Ishibashi model.

In the case of the quick-start model, we can similarly construct multi-value (multi-lane) extension of the model although we don’t discuss in detail in this paper.

## IV Fundamental diagrams

In this section, we discuss about fundamental diagrams of GBCA. In the following, we consider a periodic boundary condition. GBCA can be expressed in a conservation form such as

$$\mathrm{\Delta }_tU_j^t+\mathrm{\Delta }_jq_j^t=0,$$
(22)
where $`\mathrm{\Delta }_t`$ and $`\mathrm{\Delta }_j`$ are the forward difference operator with respect to the indicated variable and $`q_j^t`$ represents a flow. Average density $`\rho `$ and average flow $`Q^t`$ over all sites are defined by

$$\rho \frac{1}{KL}\underset{j=1}{\overset{K}{}}U_j^t,Q^t\frac{1}{KL}\underset{j=1}{\overset{K}{}}q_j^t$$
(23)
where $`K`$ is the number of sites in a period. Since GBCA is in a conservation form, average density does not depend on time and we can use $`\rho `$ without a superscript $`t`$.

As we have shown, GBCA can be expressed by (10). As (10) can be transformed into ultra-discrete diffusion type equation, asymptotic behavior of GBCA is similar to that of BCA. Since a pattern of the maximum flow is given by $`\mathrm{}\underset{P}{\underset{}{11\mathrm{}11}}\underset{V}{\underset{}{00\mathrm{}00}}\mathrm{}`$, the density and the flow at the phase transition from free to congested state become $`{\displaystyle \frac{P}{P+V}}`$ and $`{\displaystyle \frac{PV}{P+V}}`$, respectivelyNishinari (2001). Thus the fundamental diagram is given by FIG. 6.

## V Concluding discussions

In this paper, we have proposed GBCA which is a multi-value (multi-lane) and multi-neighbor (high-speed, long-perspective) extension of BCA. We have derived the Lagrange representation of GBCA, which includes the Fukui-Ishibashi model and the quick-start model when $`L=1`$. By using the Euler-Lagrange correspondence for GBCA, we have also obtained the Euler representation of Fukui-Ishibashi model. Furthermore, we have obtained multi-value (multi-lane) extension of the Fukui-Ishibashi model and the quick-start model, and shown the multi-lane interpretation by introducing ordering line on cells. It is worth mentioning again here that the success of the Euler-Lagrange transformation in the multi-lane case is due to the relaxation of the exclusion principle in (20).

We have applied our method to more general cases than the case in the previous papers and it works successfully. There are more several conservative CA model which allows both Euler and Lagrange representation. For examples, soliton systems called box and ball systemTakahashi and Satsuma (1990) are known to allow two different representation. Now we are progressing on finding the Euler-Lagrange correspondence for soliton systems and shall report them in the future.

We believe that establishing the general Euler-Lagrange correspondence of CA will make a new development of the ultra-discrete method and studies of CA.

## VI Acknowledgments

###### Acknowledgements.

This work is supported in part by a Grant-in-Aid from the Japan Ministry of Education, Science and Culture.


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# Gravitational Waves and the Sagnac Effect

## 1 Introduction

With the help of reflecting mirrors, one may propagate a light signal in a clockwise closed path $`(C)`$. Similarly, a light signal can be propagated in the counterclockwise closed path $`(C)`$. The time of propagation in the clockwise orientation need not be equal to the time of propagation in the counterclockwise direction. The time difference $`\mathrm{\Delta }t=t[C]t[C]`$ between the two possible oriented paths constitutes the Sagnac effect. The original experimental verification of this effect required that the mirrors be fixed to a rotating table. Two light beams going in opposite directions exhibited a phase interference depending linearly on the angular velocity of the table. If the path $`C`$ is the boundary of a plane open surface $`\mathrm{\Sigma }`$, i.e. $`C=\mathrm{\Sigma }`$, then the time difference is given by

$$\mathrm{\Delta }t=\frac{4}{c^2}_\mathrm{\Sigma }𝛀𝑑𝚺,$$
(1)
where $`𝛀`$ is the axial vector angular velocity. The Sagnac effect forms the basis of practical engineering devices measuring rotational velocities.

More recently, proposals that the Sagnac effect may be made the basis of gravitational wave detection have been of considerable recent interest. The experimental technique envisions a Laser Interferometer Space Antenna (LISA). The general idea is illustrated in schematic form in Fig.1. Three enclosed reflecting mirrors float in space forming a triangle. Clockwise and counterclockwise beams of light propagate on a path $`C`$ which bounds a triangular area $`\mathrm{\Sigma }`$. Let $`L`$ denote the length scale of the sides of the triangle and let $`\lambda `$ denote the wavelength of a polarized gravitational wave incident upon the triangle from a direction described by a unit vector $`𝐧`$. It is proposed that the Sagnac time difference in Eq.(1) in the limit $`\lambda >>L`$ can be employed to probe the local rotational velocity $`𝛀`$ produced by the gravitational wave. The principle is that one may measure the flux of the rotational velocity $`_\mathrm{\Sigma }𝛀𝑑𝚺`$.

In order to see what is involved, let us consider an electromagnetic and gravitational wave analogy. Suppose a measuring device for magnetic flux $`\mathrm{\Phi }=_\mathrm{\Sigma }𝐁𝑑𝚺`$ and further suppose that one wished to detect a plane polarized electromagnetic wave by measuring the magnetic field $`𝐁`$ via a magnetic flux reading device. If the electromagnetic wavelength and the flux area obey

$$\lambda ^2>>\mathrm{\Sigma },$$
(2)
then the magnetic flux $`\mathrm{\Phi }=_\mathrm{\Sigma }𝐁𝑑𝚺`$ meter could serve as a polarized electromagnetic wave detector provided that the direction $`𝐧`$ and polarization $`𝐞`$ of the electromagnetic wave were in appropriate directions relative to the flux area $`\mathrm{\Sigma }`$. Similarly, for a gravitational wave incident upon the LISA arrangement pictured in Fig.1, the Sagnac time difference $`\mathrm{\Delta }t=(4/c^2)_\mathrm{\Sigma }𝛀𝑑𝚺`$ measures the flux of a gravitational wave induced rotational velocity $`𝛀`$ through the area $`\mathrm{\Sigma }`$. However, it will be shown in what follows, that if the gravitational wavelength $`\lambda `$ obeys Eq.(2), then to linear order in the gravitational wave curvature tensor the Sagnac $`\mathrm{\Delta }t0`$. The LISA gravitational wave induced Sagnac effect is thereby theoretically null.

In Sec.2, the general expression for the Sagnac effect in a quasi-static metric is derived. A (possibly strong) gravitational plane wave solution to the vacuum Einstein equations is explored in Sec.3. An expression for the local rotational velocity $`𝛀`$ due to a gravitational wave is derived. In Sec.4, the Sagnac delay time $`\mathrm{\Delta }t`$ due to a quasi-static gravitational wave is computed and shown to be null in the quasi-static limit of Eq.(2). In the concluding Sec.5, the symmetry principles involved in the theory are discussed from a physical viewpoint.

## 2 Sagnac Effect

Consider a general proper time metric in general relativity

$$c^2d\tau ^2=g_{\mu \nu }dx^\mu dx^\nu $$
(3)
wherein $`x=(x^1,x^2,x^3,x^0)=(r^1,r^2,r^3,ct)=(𝐫,ct)`$ denotes space time coordinates. Employing the definitions

$`g_{00}(x)`$ $`=`$ $`h(𝐫,t),`$
$`g_{i0}(x)`$ $`=`$ $`g_{0i}(x)={\displaystyle \frac{h(𝐫,t)u_i(𝐫,t)}{c}},`$
$`g_{ij}(x)`$ $`=`$ $`\gamma _{ij}(𝐫,t)h(𝐫,t)\left({\displaystyle \frac{u_i(𝐫,t)u_j(𝐫,t)}{c^2}}\right),`$ (4)
yields the metric expressions

$`c^2d\tau ^2`$ $`=`$ $`c^2d\stackrel{~}{t}^{2}d\mathrm{}^2,`$
$`cd\stackrel{~}{t}`$ $`=`$ $`\sqrt{h}\left(cdt{\displaystyle \frac{u_idr^i}{c}}\right)=\sqrt{h}\left(cdt(𝐮d𝐫/c)\right)`$
$`d\mathrm{}^2`$ $`=`$ $`\gamma _{ij}dr^idr^j=\gamma :d𝐫d𝐫.`$ (5)
The metric $`\{\gamma _{ij}\}`$ will be used in what follows to describe the possibly curved spatial geometry via the distance $`d\mathrm{}`$.

A light signal connecting two neighboring events is characterized by a zero proper time interval or equivalently by a propagation light speed $`c`$; i.e.

$$d\tau =0\mathrm{implies}\left|\frac{d\mathrm{}}{d\stackrel{~}{t}}\right|=c.$$
(6)
The following is worthy of note: If one reverses the spatial displacement between two neighboring events $`d𝐫d𝐫`$ both connected by light signals, then the change in the effective time of those signals obeys $`\mathrm{\Delta }(dt)=2(𝐮d𝐫/c^2)`$. In more detail, let us suppose that light (with the help of perfectly reflecting mirrors) moved around a closed path $`C`$. Let us also suppose that different light moved “backwards” around the same closed path. If the metric is quasi-static on the time scale of the round trip $`C`$ and the reversed round trip $`C`$, then the time difference between the two trips obeys

$$\mathrm{\Delta }t=\frac{1}{c^2}\left(_C_C\right)u_idr^i=\frac{2}{c^2}_Cu_i𝑑r^i\frac{2}{c^2}_{C=\mathrm{\Sigma }}𝐮𝑑𝐫,$$
(7)
where we have noted that the closed curve $`C=\mathrm{\Sigma }`$ is the boundary of an open surface $`\mathrm{\Sigma }`$. Using the spatial metric $`d\mathrm{}^2=\gamma _{ij}dr^idr^j`$ ($`\gamma =det\gamma _{ij}`$), allows us to define $`𝛀`$ via

$$_iu_j_ju_i=\sqrt{\gamma }ϵ_{ijk}(\mathrm{𝐜𝐮𝐫𝐥}𝐮)^k,d𝚺_k=\frac{1}{2}\sqrt{\gamma }(dr^idr^j)ϵ_{ijk},$$
(8)
$$𝛀=\frac{1}{2}\mathrm{𝐜𝐮𝐫𝐥}𝐮.$$
(9)
Theorem 1: (The Sagnac Effect)

Consider a light beam moving clockwise and another light beam moving counterclockwise around a closed curve boundary $`C=\mathrm{\Sigma }`$ of an open surface $`\mathrm{\Sigma }`$ in a quasi-static gravitational metric. The difference in the circulation times is proportional to the flux of the local angular velocity $`𝛀`$ through $`\mathrm{\Sigma }`$;

$$\mathrm{\Delta }t=\frac{4}{c^2}_\mathrm{\Sigma }\mathrm{\Omega }^k𝑑\mathrm{\Sigma }_k=\frac{4}{c^2}_\mathrm{\Sigma }𝛀𝑑𝚺.$$
(10)
Proof: Eq.(10) follows from Eqs.(7) and (9) using Stokes theorem.

Previous experimental verifications of this theorem have included measurements of the angular velocity of a spinning apparatus and the angular velocity of the earth. The experimental verifications required phase interference between the clockwise and counterclockwise paths for electromagnetic waves. The Sagnac measured interference phase shift $`\mathrm{\Delta }\mathrm{\Theta }=\omega \mathrm{\Delta }t`$ for light of frequency $`\omega `$ is given by $`\mathrm{\Delta }\mathrm{\Theta }=(4\omega /c^2)_\mathrm{\Sigma }𝛀𝑑𝚺.`$ In the application of the Sagnac effect to deep space probes such as LISA, the time difference $`\mathrm{\Delta }t`$ induced by a gravitational wave is the central issue.

## 3 Gravitational Waves

A gravitational plane wave, which is not necessarily weak, may be theoretically described as follows: (i) Start from flat space time with the metric

$$c^2d\tau _0^2=c^2dt^2+|d𝐫|^2.$$
(11)
(ii) Choose a unit spatial vector $`𝐧`$ for the propagation direction of the gravitational wave and define spatial coordinates parallel $`r_{}`$ and normal $`𝐫_{}`$ to the propagation direction; i.e.

$$𝐧𝐧=1,r_{}=𝐧𝐫\mathrm{and}𝐫_{}=𝐧\times (𝐫\times 𝐧).$$
(12)
(iii) The gravitational wave disturbance (at first described as a dimensionless “scalar” $`W`$) obeys the wave equation

$$\left\{\frac{1}{c^2}\left(\frac{}{t}\right)^2\mathrm{\Delta }\right\}W(𝐫,t)=\left\{\frac{1}{c^2}\left(\frac{}{t}\right)^2\left(\frac{}{r_{}}\right)^2\mathrm{\Delta }_{}\right\}W(𝐫,t)=0,$$
(13)
where $`\mathrm{\Delta }W(div\mathrm{𝐠𝐫𝐚𝐝})W`$. (iv) The plane wave solution of Eq.(13) has the form

$$W(𝐫,t)=\mathrm{\Psi }(𝐫_{},t(r_{}/c))=\mathrm{\Psi }(𝐫_{},t(𝐧𝐫/c)),$$
(14)
with $`\mathrm{\Psi }`$ obeying Laplace’s equation in the normal plane coordinates

$$\mathrm{\Delta }_{}\mathrm{\Psi }(𝐫_{},t)=0.$$
(15)
(v) Finally, the proper time in the presence of the gravitational wave is given by

$`c^2d\tau ^2`$ $`=`$ $`c^2d\tau _0^2W(dr_{}cdt)^2,`$
$`c^2d\tau ^2`$ $`=`$ $`c^2dt^2+|d𝐫_{}|^2+dr_{}^2W(dr_{}cdt)^2,`$
$`c^2d\tau ^2`$ $`=`$ $`(1+W)c^2dt^2+|d𝐫_{}|^2+(1W)dr_{}^2+2Wcdtdr_{}.`$ (16)
The resulting proper time metric

$$c^2d\tau ^2=(1+W)\left\{cdt\left(\frac{W}{1+W}\right)dr_{}\right\}^2+|d𝐫_{}|^2+\left\{\frac{dr_{}^2}{1+W}\right\},$$
(17)
with $`W`$ given in Eqs.(14) and (15), represents an exact gravitational wave solution to the vacuum Einstein curvature equation $`_{\mu \nu }=_{\mu \lambda \nu }^\lambda =0`$. There is no theoretical requirement that the gravitational disturbance be small in the sense that $`|W|1`$. However it is expected that experimental gravitational wave disturbances will be very small indeed.

From Eqs.(5), (12) and (17) it follows that a gravitational wave carries a local flow velocity

$$𝐮=\frac{cW𝐧}{1+W}.$$
(18)
and local rotational velocity

$`𝛀(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{𝐜𝐮𝐫𝐥}𝐮(𝐫,𝐭)}{2}},`$
$`𝛀(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{c}{2}}\left\{{\displaystyle \frac{\mathrm{𝐠𝐫𝐚𝐝}W(𝐫,t)\times 𝐧}{(1+W(𝐫,t))^2}}\right\},`$
$`𝛀(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{c}{2}}\left\{{\displaystyle \frac{\mathrm{𝐠𝐫𝐚𝐝}_{}\mathrm{\Psi }(𝐫_{},t(r_{}/c))\times 𝐧}{\left[1+\mathrm{\Psi }(𝐫_{},t(r_{}/c))\right]^2}}\right\}.`$ (19)
With the spatial length scale

$`d\mathrm{}^2`$ $`=`$ $`\gamma _{ij}dr^idr^j=|d𝐫_{}|^2+\left\{{\displaystyle \frac{dr_{}^2}{1+W}}\right\},`$
$`\gamma `$ $`=`$ $`det(\gamma _{ij})={\displaystyle \frac{1}{1+W}},`$ (20)
the cross product in Eqs.(19) associated with the spatial metric is given by

$$(𝐚\times 𝐛)^k=\left(\frac{a_ib_j}{\sqrt{\gamma }}\right)ϵ^{ijk}.$$
(21)
The Sagnac effect time delay $`\mathrm{\Delta }t`$ induced by a gravitational wave is rigorously determined by Eqs.(10), (15) and (19). Let us examine the consequences of the above results for a plane polarized gravitational wave. The problem at hand is to find an appropriate solution to Eq.(15).

## 4 Gravitational Wave Rotational Velocity Flux

Let us assume that before the gravitational wave impinges on the laser interferometer space antenna. The center of area $`𝐑`$ of the triangle is given by

$$𝐑\mathrm{\Sigma }=_\mathrm{\Sigma }𝐫𝑑\mathrm{\Sigma }.$$
(22)
If $`𝖾`$ denotes the symmetric polarization tensor of the gravitational wave, then we have

$$𝖾𝐧=𝐧𝖾=0\mathrm{and}tr\{𝖾\}=0.$$
(23)
The solution to Eq.(15) corresponding to gravitational wave reads

$$\mathrm{\Psi }(𝐫_{},t)=\{𝐫𝐑\}_{}𝖾\{𝐫𝐑\}_{}𝒜(t),$$
(24)
where the non-vanishing curvature tensor elements are proportional to the amplitude $`𝒜\left(t(r_{}/c)\right)`$. Eqs.(19) and (24) imply (for a weak gravitational wave)

$$𝛀=c𝖾\{𝐫𝐑\}_{}\times 𝐧𝒜\left(t(r_{}/c)\right)+\mathrm{}.$$
(25)
Thus, to lowest order in the gravitational wave curvature and to lowest order in the gravitational wave frequency $`(c/\lambda )`$ we find that

$`c\mathrm{\Delta }t`$ $`=`$ $`{\displaystyle \frac{4}{c}}{\displaystyle _\mathrm{\Sigma }}𝛀𝑑𝚺,`$
$`c\mathrm{\Delta }t`$ $``$ $`4𝒜(t){\displaystyle _\mathrm{\Sigma }}𝖾\{𝐫𝐑\}_{}\times 𝐧𝑑𝚺,`$
$`c\mathrm{\Delta }t`$ $``$ $`4𝒜(t)𝖾\left({\displaystyle _\mathrm{\Sigma }}(𝐫𝐑)𝑑\mathrm{\Sigma }\right)\times 𝐧𝐍,`$ (26)
wherein the unit vector $`𝐍`$ is normal to the area $`d𝚺=𝐍d\mathrm{\Sigma }`$.

Theorem 2: (The Gravitational Wave Sagnac Effect)

The quasi-static $`(\lambda ^2>>\mathrm{\Sigma })`$ weak $`(|W|<<1)`$ gravitational wave Sagnac effect is null;

$$\mathrm{\Delta }t0.$$
(27)
Proof: Eq.(27) follows from Eqs.(22) and (26).

The above theorem is the central result of this work.

## 5 Conclusions

Let us consider the physical meaning of the local drift velocity $`𝐮`$. If we examine Eq.(5), then the null proper time $`d\tau =0`$ of a massless photon traveling on a light ray path yields a light ray optical path length

$$dL=cdt=\frac{d\mathrm{}}{\sqrt{h}}+\frac{𝐮}{c}d𝐫.$$
(28)
For a path $`𝒫`$ in a quasi-static spatial metric $`d\mathrm{}^2=\gamma _{ij}dr^idr^j`$ one may compute the optical path length

$$L[𝒫]=c_𝒫𝑑t=_𝒫\left(\frac{d\mathrm{}}{\sqrt{h}}+\frac{𝐮}{c}d𝐫\right).$$
(29)
The Fermat principle of least time, $`\delta _𝒫𝑑t=0`$ yields the principle of least optical path length

$$\delta L[𝒫]=0.$$
(30)
Eqs.(29) and (30) yield the light ray equation in a quasi-static gravitational field. That the Fermat variational principle Eq.(30) yields experimental light propagation is evident ever since the very first experiments on the gravitational bending of light rays. In Eq.(29), the index of refraction of the gravitational field

$$n=\frac{1}{\sqrt{h}},\mathrm{yields}L_0[𝒫]=_𝒫\frac{d\mathrm{}}{\sqrt{h}}=_𝒫n𝑑\mathrm{}.$$
(31)
The additional optical path length ($`L=L_0+\mathrm{\Delta }L`$), as given by

$$\mathrm{\Delta }L[𝒫]=c\mathrm{\Delta }t[𝒫]=_𝒫\frac{𝐮}{c}𝑑𝐫,$$
(32)
is due to the local drift velocity $`𝐮`$. The meaning of the local drift velocity becomes evident if we consider two photons with equal but opposite momenta

$$𝐩_+=\mathrm{}𝐤\mathrm{and}𝐩_{}=\mathrm{}𝐤.$$
(33)
The velocities of the two photons, $`𝐯_+`$ and $`𝐯_{}`$, will not quite be equal and opposite. In the notation of Eq.(4), we have

$$(𝐯_++𝐯_{})=\left\{\frac{2h𝐮}{1h|(𝐮/c)|^2}\right\}2𝐮2cW𝐧$$
(34)
to linear order in the gravitational wave amplitude $`W`$.

A photon moving parallel to the gravitational wave need not have the same speed as a photon moving anti-parallel to the gravitational wave since the drift velocity $`𝐮=\{cW𝐧/(1+W)\}`$ is non-vanishing is some regions of space. The photon velocity in the clockwise and counterclockwise orientations will have along the two paths (in general) $`𝐯_+𝐯_{}`$. However, for a plane gravitational wave incident upon the triangle with $`W(𝐑,t)=0`$, we have varying directions for $`(𝐯_++𝐯_{})`$. The resulting flux $`(c^2\mathrm{\Delta }t/4)=_\mathrm{\Sigma }𝛀𝑑𝚺0.`$ Experiments which measure gravitational waves via the Sagnac effect are thereby rendered unlikely to succeed.


text:
# Fluctuations of entropy production in the isokinetic ensemble

## I Introduction

A very important concept in the theory of out-of-equilibrium stationary states induced by the application of a driving force (temperature or velocity gradients, electric fields, etc.) to a system in contact with a thermal bath is that of entropy production rate gal1 ; gal2 . In usual nonequilibrium thermodynamics it is defined as the power dissipated by the driving force divided by the temperature of the bath evans :

$$\dot{\sigma }(t)=\frac{1}{T}\underset{i}{}J_i(t)X_i(t).$$
(1)
Here $`X_i(t)`$ is the driving force (e.g. the electrical field or the temperature gradient) and $`J_i(t)`$ its conjugated flux (the electrical current or the heat flux respectively).

The Probability Distribution Function (PDF) of the total entropy production over a time $`\tau `$ is defined as

$$P_\tau (\sigma )=P\left(_0^\tau 𝑑t\dot{\sigma }(t)=\sigma \right).$$
(2)
If we set $`k_B=1`$, $`\dot{\sigma }(t)`$ has the dimension of an inverse time and $`\sigma `$ is dimensionless. Then, in the limit of large $`\tau `$, the function $`P_\tau (\sigma )`$ is expected to verify the Fluctuation Relation (FR) in the following form:

$$P_\tau (\sigma )=e^\sigma P_\tau (\sigma ),$$
(3)
if $`|\sigma /\sigma |<C`$, being $`C`$ a positive constant. Having fixed $`C`$, the correction at finite $`\tau `$ is of order one in the exponent of the right side of Eq. 3 (while $`\sigma `$ is of order $`\tau `$ if $`\gamma 0`$). The FR states that the probability to observe a negative entropy production (over a large enough time interval) is exponentially smaller than the probability to observe the same value with positive sign. This relation has been first observed numerically in a sheared fluid ECM  and subsequently proven to hold for reversible systems by Gallavotti and Cohen under the chaotic hypothesis, a strong chaoticity assumption for the dynamics of the system, leading to the demonstration of the Fluctuation Theorem (FT) GC . Gallavotti then showed that in the limit of small driving forces the FT implies the usual Green-Kubo relations and the Fluctuation-Dissipation Theorem GAL , thus clarifying the deep physical significance of Eq. 3. Despite the hypothesis of the FT are strictly verified only for very special systems, the FR has been shown to be valid for a large class of dissipative systems in very different conditions BGG ; BCL ; Kurchan ; LebSpo ; vulpiani ; GP . Some experimental attempts have also been done in order to check its validity for real systems ciliberto ; goldburg ; menon .

The verification of Eq. 3 in microscopic models for dissipative systems requires a microscopic definition of $`\dot{\sigma }(t)`$. In the case of conservative models, in which the phase space volume is conserved in absence of drive, the entropy production rate has been identified at the microscopic level with the phase space contraction rate ECM ; BGG ; BCL ; GP . One can ask if the same identification holds for models in which the phase space volume is not conserved even in absence of the driving force.

It has been conjectured by Gallavotti that, if the entropy production rate is properly defined, equivalence of ensembles should hold, in the sense that the FR must hold for a subsystem of the (big) dynamical system under consideration, at least for a large class of thermostatting mechanisms, including irreversible and stochastic ones gal1 ; gal2 ; gal\_stat ; gal\_fluid .

In this paper we will discuss two different models of thermostat, both mechanical and reversible (then, we will not discuss the problem of equivalence between reversible and irreversible thermostats), defining two different ensembles: the first one is constructed in order so that the total phase space contraction rate vanishes in equilibrium, while in the second one fluctuations of the total phase space contraction rate are present even in the limit of zero driving force, thus making the system non-conservative also in equilibrium. We will then discuss the equivalence of these ensemble and the possibility of identifying the entropy production rate with the phase space contraction rate when the latter is not vanishing in equilibrium.

## II Two models of a mechanical thermostat

We consider a well known microscopic model for a sheared fluid defined by the SLLOD equations evans :

$$\{\begin{array}{cc}& \dot{q}_i=\frac{p_i}{m}+\gamma y_i\widehat{x},\hfill \\ & \dot{p}_i=F_i\gamma p_{yi}\widehat{x}\alpha (p,q)p_i,\hfill \end{array}$$
(4)
where $`F_i`$ are conservative forces, $`F_i=_{q_i}V(q)`$. The terms proportional to $`\gamma `$ (the shear rate) impose to the liquid a flow along the $`x`$ direction with a gradient velocity field along the $`y`$ axis. In this model the driving force is the velocity gradient $`\gamma `$, and its conjugated flux is the $`yx`$ component of the stress tensor, $`P_{yx}`$. The function $`\alpha (p,q)`$ is a Gaussian thermostat, and can be defined in order to conserve either the total energy $`H(p,q)=_i\frac{p_i^2}{2m}+V(q)`$ or the kinetic energy alone. The total phase space contraction rate for this system is given by:

$$\dot{\sigma }(p,q)=\underset{i}{}\left(\frac{\dot{q}_i}{q_i}+\frac{\dot{p}_i}{p_i}\right)=3N\alpha (p,q)+\underset{i}{}\frac{\alpha }{p_i}p_i.$$
(5)
The second term is of order one in the case we will discuss, and will be neglected with respect to the first term.

### II.0.1 Isoenergetic (or microcanonical) ensemble

Imposing the constraint $`dH/dt=0`$, one gets the following expression for $`\alpha `$:

$$\alpha _H(p,q)=\gamma \frac{_i(p_{xi}p_{yi}+mF_{xi}y_i)}{_ip_i^2}.$$
(6)
The expression for the phase space contraction rate is then:

$$\dot{\sigma }_H(p,q)=3N\alpha _H(p,q)=\frac{\gamma P_{yx}(p,q)}{T(p)}\dot{\sigma }_\gamma (p,q),$$
(7)
where $`T(p)=\frac{1}{3N}_i\frac{p_i^2}{m}`$ and $`P_{yx}(p,q)=_i(p_{xi}p_{yi}/m+F_{xi}y_i)`$ is the microscopic expression of the $`yx`$ component of the stress tensor evans . Note that in this case the phase space contraction rate is exactly equal to the microscopic expression of Eq. 1. From Eq. 7 we see that in the isoenergetic ensemble the phase space volume is conserved in equilibrium as $`\dot{\sigma }_H`$ is vanishing for $`\gamma =0`$. The behavior of the fluctuations of $`\dot{\sigma }_H`$ has been discussed in ECM  where the validity of the FR for $`P_\tau (\sigma _H)`$ was observed for the first time.

### II.0.2 Isokinetic ensemble

If the temperature $`T(p)`$ has to be conserved instead of the total energy, one obtains the following expression for $`\alpha `$:

$$\alpha _T(p,q)=\frac{_ip_iF_i\gamma _ip_{xi}p_{yi}}{_ip_i^2}=\alpha _H(p,q)+\frac{_im\dot{q}_iF_i}{_ip_i^2},$$
(8)
and the total phase space contraction rate is given by

$$\dot{\sigma }_T(p,q)=\frac{\gamma P_{yx}(p,q)}{T(p)}+\frac{_i\dot{q}_iF_i}{T(p)}=\dot{\sigma }_\gamma (p,q)+\dot{\sigma }_c(p,q).$$
(9)
From the previous expression one sees that the total phase space volume contraction rate in the isokinetic ensemble is the sum of two different contributions: the first one ($`\dot{\sigma }_\gamma `$) is due to the work of the dissipative forces and has the same microscopic expression as in the isoenergetic ensemble (see Eq. 7); the second one ($`\dot{\sigma }_c`$) is the power dissipated by the conservative forces divided by the temperature. It is easy to see that it the second term can be also written as $`\dot{\sigma }_c(p,q)=T^1(p)\frac{dV(q)}{dt}`$; thus, it has zero average (because the total potential energy is constant in average). This term is present also in equilibrium ($`\gamma =0`$): then, in the isokinetic ensemble, the phase space volume is not conserved also in equilibrium, at variance to what happens in the isoenergetic ensemble. However, the two ensembles are known to be equivalent in equilibrium evans .

### II.0.3 Ensemble equivalence in nonequilibrium

Having defined these two model of thermostat, two questions naturally arise:
1) One can ask if the proper definition of $`\dot{\sigma }(t)`$ (i.e. the one that verifies the FR) in the isokinetic ensemble is given by the total phase space contraction rate $`\dot{\sigma }_T`$ or by $`\dot{\sigma }_\gamma `$ alone;
2) Once a definition for the entropy production rate in the isokinetic ensemble has been chosen, one can compare the distribution of its fluctuation with the same quantity calculated in the isoenergetic ensemble, thus verifying if some kind of nonequilibrium ensemble equivalence holds gal1 ; gal2 .

To address this points, we will check numerically the validity of the following statements:
i) $`\dot{\sigma }_\gamma `$ and $`\dot{\sigma }_c`$ defined in Eq. 9 are statistically independent in the isokinetic ensemble;
ii) the PDF of $`\dot{\sigma }_c`$ is $`\gamma `$-independent in the range of $`\gamma `$ explored, i.e. the fluctuations of the power dissipated by the conservative forces are closely the same in and out of equilibrium;
iii) the PDF of $`\dot{\sigma }_\gamma `$ is the same in the isokinetic and in the isoenergetic ensemble for any value of $`\tau `$, therefore $`P_\tau (\sigma _\gamma )`$ verifies the FR in both ensembles;
iv) the large $`\tau `$ limit for $`P_\tau (\sigma _\gamma )`$ (condition for the validity of the FR) is attained for $`\tau 10^2\tau _\alpha `$, being $`\tau _\alpha `$ the decay time of the stress correlation function;
v) in the isokinetic ensemble, at large $`\tau `$, the fluctuations of $`\dot{\sigma }_T`$ are completely dominated by the dissipative part $`\dot{\sigma }_\gamma `$, and $`P_\tau (\sigma _T)`$ tends to $`P_\tau (\sigma _\gamma )`$: thus, $`P_\tau (\sigma _T)`$ also verifies the FR. However, this happens for $`\tau `$ values ($`10^4\tau _\alpha `$) much greater than the ones needed to observe the FR for $`P_\tau (\sigma _\gamma )`$.
From the above statements it follows that $`\dot{\sigma }_c`$ acts as a “noise” superimposed to $`\dot{\sigma }_\gamma `$. It does not contribute to the average entropy production, and contributes to its fluctuations only for small $`\tau `$.

## III Details of the simulation

The investigated system is a binary mixture of $`N`$=66 particles (33 type A and 33 type B) of equal mass $`m`$ interacting via a soft sphere pair potential $`V_{\alpha \beta }(r)=ϵ\left(\frac{\sigma _\alpha +\sigma _\beta }{r}\right)^{12}`$; $`\alpha `$ and $`\beta `$ are indexes that specify the particle species ($`\alpha ,\beta [A,B]`$). The potential is cut and shifted at $`r_{\alpha \beta }=1.5(\sigma _\alpha +\sigma _\beta )`$ as usually done in Molecular Dynamics (MD) simulations allen . The small size of the system is mandatory in order to obtain the large fluctuations of entropy production needed to test Eq. 3. A common choice for the particle radii is $`\sigma _A/\sigma _B=1.2`$ ParisiBMSS . All the quantities are then reported in units of $`m`$, $`ϵ`$, and the “effective radius” $`\sigma _0^3=[(2\sigma _A)^3+2(\sigma _A+\sigma _B)^3+(2\sigma _B)^3]/4`$. The particles are confined in a cubic box, at density $`\rho =1`$ , with periodic boundary condition adapted to the presence of a shear flow. The SLLOD equations are integrated via a standard velocity-Verlet algorithm that approximates the exact equation of motion up to $`o(dt^3)`$ allen . The integration step is chosen to be $`dt=0.002`$ in order to have a very good energy (or temperature) conservation over long times.

Three very long simulation runs ($`10^9`$ MD steps, corresponding to $`t=210^6`$) have been performed in order to have good statistics also for $`\tau 10^5`$ MD steps: the first one at equilibrium ($`\gamma =0`$) in the isokinetic ensemble at $`T=0.5`$, the second one in the same ensemble at the same temperature with $`\gamma =0.05`$, and the third one in the isoenergetic ensemble with $`E=3.3`$, that corresponds to $`T(p)0.5`$, and $`\gamma =0.05`$.

## IV Conservative forces

First, we study the PDF of $`\dot{\sigma }_c(t)`$ in the isokinetic ensemble. In Fig. 1 the function $`P_\tau (\sigma _c)`$ is reported for different values of $`\tau `$ (from $`0.2`$ to $`2000`$) in equilibrium and for $`\gamma =0.05`$. The two sets of distributions are observed to coincide over the whole time range accessible to our simulations. Thus $`P_\tau (\sigma _c)`$ is $`\gamma `$-independent and statement ii) is verified. At any time the distributions are well described by a Gaussian form

$$P_\tau (\sigma _c)\mathrm{exp}\left[\frac{(\sigma _cm_c(\tau ))^2}{2S_c^2(\tau )}\right]$$
(10)
in the range of values of $`\sigma _c`$ accessible to our simulation. From the fit of the data reported in Fig. 1, we find that - within the statistical accuracy - the mean value of $`\sigma _c`$ is vanishing, as expected (see the discussion after Eq. 9). Moreover, recalling that

$$\sigma _c=_0^\tau 𝑑t\dot{\sigma }_c(t)=\frac{1}{T}_0^\tau 𝑑t\frac{dV(q)}{dt}=\frac{V(0)V(\tau )}{T},$$
(11)
we find

$$S_c^2(\tau )=\sigma _c^2=2\frac{V^2V(\tau )V(0)}{T^2}2\frac{V^2V^2}{T^2},$$
(12)
where the last equality holds for large $`\tau `$. In our simulation $`S_c^2(\tau )`$ is observed to be $`\tau `$-independent and equal to $`2(V^2V^2)/T^2`$ (i.e. to the fluctuations of the potential energy) in the whole investigated $`\tau `$ range.

## V Dissipative forces

We turn now to the analysis of the PDF of $`\dot{\sigma }_\gamma (t)`$, the entropy production due to the work of the dissipative forces. This quantity is reported in Fig. 2 for $`T=0.5`$ and $`\gamma =0.05`$ in both the isokinetic and isoenergetic ensemble. The PDFs in the two ensembles are found to coincide within the statistical uncertainties: thus, ensemble equivalence holds for the fluctuations of $`\dot{\sigma }_\gamma `$ at any $`\tau `$, proving the validity of statement iii).
In the isoenergetic ensemble, the distribution $`P_\tau (\sigma _\gamma )`$ has been shown to verify the FR ECM , so we expect that the FR is also verified in the isokinetic ensemble for $`\tau `$ long enough. In Fig. 3 we report $`\mathrm{log}P_\tau (\sigma _\gamma )/P_\tau (\sigma _\gamma )`$ as a function of $`\sigma _\gamma `$ calculated in the isokinetic ensemble. The FR predicts that the curve must be a straight line with slope $`1`$. From Fig. 3 we see that while for short $`\tau `$ values $`\mathrm{log}P_\tau (\sigma _\gamma )/P_\tau (\sigma _\gamma )`$ appears to be linear but has a slope different from one, on increasing $`\tau `$ the slope tends toward one and the FR is indeed verified for $`\tau 8`$.
From Fig. 2 we can also observe that, similarly to that of $`\dot{\sigma }_c(t)`$, the PDF of $`\dot{\sigma }_\gamma (t)`$ is Gaussian over a very wide range. The same behavior has been observed and discussed in previous works BGG ; BCL ; GP . For a Gaussian distribution, $`P_\tau (\sigma _\gamma )\mathrm{exp}\left[\frac{(\sigma _\gamma m_\gamma (\tau ))^2}{2S_\gamma ^2(\tau )}\right]`$, the FR can be expressed as a relation between the mean value and the variance:

$$2m_\gamma =S_\gamma ^2.$$
(13)
In the inset of Fig. 3 the quantity $`2m_\gamma /S_\gamma ^2`$ is reported as a function of $`\tau `$. For $`\tau 20`$ it coincides with the slope of $`\mathrm{log}P_\tau (\sigma _\gamma )/P_\tau (\sigma _\gamma )`$ as a function of $`\sigma _\gamma `$ as derived from the main panel of Fig. 3. For $`\tau 20`$ in our simulation it is not possible to observe negative values of $`\sigma _\gamma `$ and the function $`\mathrm{log}P_\tau (\sigma _\gamma )/P_\tau (\sigma _\gamma )`$ cannot be evaluated. However, the quantity $`2m_\gamma /S_\gamma ^2`$ can be calculated also in absence of negative values of $`\sigma _\gamma `$ and is found to be equal to one within the statistical accuracy. In the inset of Fig. 3 the autocorrelation function of the entropy production $`\dot{\sigma }_\gamma (\tau )\dot{\sigma }_\gamma (0)`$ is also reported as a function of $`\tau `$. This quantity, from Eq. (7), is proportional to the stress autocorrelation function $`C(\tau )=P_{yx}(\tau )P_{yx}(0)`$. By defining the relaxation time of stress fluctuations $`\tau _\alpha `$ as $`C(\tau _\alpha )C(\mathrm{})=\frac{1}{2}[C(0)C(\mathrm{})]`$, for the values of $`\gamma `$ and $`T`$ analyzed here we have $`\tau _\alpha 0.1`$. From the inset of Fig. 3 we note that the FR is verified for $`\tau 10^2\tau _\alpha `$, which is statement iv).

## VI Total phase space contraction rate

To conclude the analysis of the simulation data, we will now discuss the behavior of the fluctuations of the total phase space contraction rate, given by the sum of the two previously discussed contributions. Its PDF (not shown here) is also well described by a Gaussian distribution $`P_\tau (\sigma _T)\mathrm{exp}\left[\frac{(\sigma _Tm_T(\tau ))^2}{2S_T^2(\tau )}\right]`$ in the range of $`\sigma _T`$ accessible to our simulation. To relate the distribution of $`\sigma _T`$ to the ones of $`\sigma _c`$ and $`\sigma _\gamma `$, it is sufficient to discuss the behavior of the corresponding variances. In fact, remembering that $`m_c=0`$, $`m_\gamma =m_T=1.39\tau `$ and all the distributions are Gaussian in the observed range, the three distributions are fully specified by their variances. In Fig. 4 we report the variances $`S_c^2`$, $`S_\gamma ^2`$ and $`S_T^2`$ as a function of $`\tau `$. In the inset, $`S_T^2`$ is reported as a function of $`S_c^2+S_\gamma ^2`$ parametrically in $`\tau `$. From Fig. 4 we deduce that $`\sigma _c`$ and $`\sigma _\gamma `$ are statistically independent, as the variance of their sum is the sum of their variances, thus verifying statement i). Then, as $`\sigma _T=\sigma _c+\sigma _\gamma `$, its distribution is the convolution of the distributions of $`\sigma _c`$ and $`\sigma _\gamma `$. We observe also that $`S_c^2`$ is time-independent, while $`S_\gamma ^2=2m_\gamma =2.78\tau `$ as predicted by the FR. Then, the fluctuations of the total entropy production are dominated by the conservative part at short times and by the dissipative part at long times. We have

$$\{\begin{array}{cc}& P_\tau (\sigma _T)P_\tau (\sigma _c)\text{for small }\tau \text{ (}5\text{)}\hfill \\ & P_\tau (\sigma _T)P_\tau (\sigma _\gamma )\text{for large }\tau \text{ (}1000\text{)}\hfill \end{array}$$
(14)
This implies that the FR, being verified for $`P_\tau (\sigma _\gamma )`$, is verified also for the PDF of the total entropy production $`\sigma _T`$, but for much longer times ($`\tau 100010^4\tau _\alpha `$), and verifies statement v). Note that in our simulation it is not possible to directly check the validity of the FR in the asymptotic regime for $`\sigma _T`$ because it is not possible to observe negative values of $`\sigma _T`$ over so long times, so that the validity of the FR has to be deduced assuming a Gaussian form for the distribution $`P_\tau (\sigma _T)`$ and checking that the ratio $`2m_T/S_T^2`$ is equal to one. However, by looking to the fluctuations of the dissipative part alone, the asymptotic regime is easily reached and a direct verification of the FR in the isokinetic ensemble is possible. Note also that the asymptotic regime for $`\sigma _T`$ corresponds to a regime in which the fluctuations due to the dissipative part are dominant and $`\sigma _T\sigma _\gamma `$.

## VII Fluctuation Relation for a Gaussian distribution

It is interesting to discuss briefly the implication of the FR if the distribution $`P_\tau (\sigma )`$ is Gaussian GAL ; BGG . In this case, the FR is equivalent to Eq. 13, and we can easily rewrite, using Eq. 7 and time-translation invariance:

$$\begin{array}{cc}& m_\gamma (\tau )=\frac{\gamma }{T}P_{yx}\tau \hfill \\ & S_\gamma ^2(\tau )=\frac{\gamma ^2}{T^2}_0^\tau 𝑑t_0^\tau 𝑑t^{}P_{yx}(t)P_{yx}(t^{})=\frac{2\gamma ^2\tau }{T^2}_0^\tau 𝑑tC(t)\hfill \end{array}$$
(15)
Then, Eq. 13 can be written in the following form

$$P_{yx}=\frac{\gamma }{T}_0^\tau 𝑑tC(t)$$
(16)
or, defining the viscosity $`\eta =\frac{P_{yx}}{\gamma }`$,

$$\eta =\frac{1}{T}_0^\tau 𝑑tC(t)$$
(17)
This (for $`\tau \mathrm{}`$) is an example of the well known Green-Kubo relation for the transport coefficients, that is strictly valid only in the $`\gamma 0`$ limit. Thus, if the distribution $`P_\tau (\sigma _\gamma )`$ is a Gaussian, the FR implies the validity of the Green-Kubo relation for the viscosity also at finite $`\gamma `$.

## VIII Conclusions

We discussed a simple model of a driven non-conservative system, i.e. a system in which the phase space volume is not conserved in equilibrium: a sheared liquid in the isokinetic ensemble.

We have shown that the total phase space contraction rate is the sum of two statistically independent contributions, defined in Eq. 9: the first, $`\dot{\sigma }_\gamma `$, is due to the work of the dissipative forces, and is the microscopic equivalent of the thermodynamic definition of entropy production given in Eq. 1. Its PDF is found to be the same in the two considered ensembles for any value of $`\tau `$, and verifies the FR in the large $`\tau `$ limit, $`\tau 10^2\tau _\alpha `$. The second contribution is $`\gamma `$-independent, has zero average and is negligible in the (very) large $`\tau `$ limit, $`\tau 10^4\tau _\alpha `$.

Then, we can conclude that:
a) The total entropy production can be identified, in the isokinetic ensemble, with the total phase space contraction rate $`\dot{\sigma }_T`$. The equivalence of isokinetic and isoenergetic ensembles holds, as conjectured in gal1 ; gal2 ; gal\_stat ; gal\_fluid . However, very large values of $`\tau `$, such that the contribution of $`\dot{\sigma }_c`$ can be neglected, have to be reached.
b) If one looks at that part of the phase space contraction rate that vanishes in the equilibrium limit, namely $`\dot{\sigma }_\gamma `$, equivalence holds for any $`\tau `$ and the FR is found to be verified at shorter times (by a factor $`10^2`$).
Obviously the first definition of entropy production rate has general validity gal2 , while the second one has to be discussed case by case by identifying the “relevant” part of the total phase space contraction rate. However, the second definition turns out to be very useful on a practical ground, because the very large $`\tau `$ values needed to observe the validity of the FR for the total phase space contraction rate are difficult to be reached in computer simulations. Also, this observation is relevant for experiments on real systems: indeed, equilibrium fluctuations of entropy production (analogous to $`\dot{\sigma }_c`$) are always present in real system in contact with a thermal bath, and it is impossible to separate the two contributions as in a numerical experiment. In planning experiments, one has then to check carefully that the time scales involved are such that the contribution analogous to $`\dot{\sigma }_c`$ is negligible.

It is a pleasure to thank Giovanni Gallavotti for a careful reading of the manuscript and for interesting suggestions and comments, and Alessandro Giuliani for useful discussions and encouragement.


text:
# A Two-Phase Chemical Enrichment Model for the Milky Way Globular Cluster System

## 1 Introduction

The old globular clusters found in all large galaxies have presented long and persistent challenges to our understanding of the early formation processes of galaxy halos and bulges. A feature of globular cluster systems (GCSs) which has drawn considerable attention is their metallicity distribution (MDF), which consistently takes on a roughly bimodal form in many large elliptical and large spiral galaxies (e.g. Whitmore et al., 1995; Gebhardt & Kissler-Patig, 1999; Zepf, Ashman, & Geisler, 1995; Geisler et al., 1996; Forbes, Brodie, & Grillmair, 1997; Neilsen & Tsvetanov, 1999; Kundu & Whitmore, 2001; Larsen et al., 2001; Larsen, Forbes, & Brodie, 2001; Beasley et al., 2003; Harris, Harris, & Geisler, 2003, among many others). Most clusters fall either in the “metal-poor” mode centered at \[Fe/H\] $`1.5`$ or “metal-rich” mode centered near \[Fe/H\] $`0.5`$, with each mode having an intrinsic dispersion $`\sigma `$\[Fe/H\] $`0.3`$ dex. Furthermore, the mean \[Fe/H\] values and dispersions of each mode are surprisingly similar from one galaxy to the next despite the vast range of galaxy types (e.g. Forbes, Brodie, & Grillmair, 1997; Harris, 2001; Forbes, Brodie, & Larsen, 2001).111To date, most of the MDF data for the many galaxies in the studies cited above are from broadband photometric indices such as $`(VI)`$, which are intrinsically not very sensitive to metallicity. In addition, the two standard “modes” have Gaussian dispersions large enough to allow a significant degree of intrinsic overlap, so that if they are blurred out further by low-precision data, the validity of a bimodal fit becomes debatable. For examples of MDFs where the two modes may not have clearly separated peaks, see, e.g., NGC 524, 1399, or 4473 in Larsen et al. (2001). It is, however, important to note that when data are taken with higher-precision photometry or spectroscopy, bimodal distributions tend to emerge more clearly. That is, the galaxies with the best available data (such as M87, NGC 4472, NGC 1404, NGC 4594, NGC 5128, or the Milky Way itself; see the references cited above) are very well matched by a bimodal MDF in which the two modes display clear separation. It is these “best case” examples which have driven the bimodality paradigm in the literature and which our present discussion is aimed at.

The Milky Way GCS is no exception to this general trend. Because it is a completely uncontaminated sample of clusters with well established metallicities, it provides what is still perhaps the best classic example of a bimodal MDF (see Figure 1). The shape of the MDF and its close connection with the cluster kinematics was first clearly established by Zinn (1985) and has held up through many subsequent analyses (see, e.g. Harris, 2001, for a review). The MDF, in its usual plotted form as number per unit \[Fe/H\] (left panel of Figure 1), is often approximated by a pair of Gaussian functions (cf. the references cited above). These numerical fits have no physical significance (and have not usually been claimed to), and give little insight into the evolutionary history of the system except for the strong hint that a distinct two-phase formation history is required.

In this brief paper, we take one step further into interpreting these bimodal MDFs using some simple and physically plausible assumptions. Standard first-order chemical evolution models, such as the one-zone closed-box or “simple model” (Pagel & Patchett, 1975; Binney & Merrifield, 1998) work reasonably well at matching the broad, unimodal MDFs of the halo field-star populations in the Milky Way (e.g. Pagel & Patchett, 1975; Hartwick, 1976; Ryan & Norris, 1991; Prantzos, 2003) and in M31 (Durrell, Harris, & Pritchet, 2001) with appropriate choices of the effective nucleosynthetic yield $`y_{\mathrm{eff}}`$. 222For a normal IMF and a closed-box system, the nucleosynthetic yield is typically $`y_00.008`$. In “leaky-box” models, the value of $`y_{\mathrm{eff}}`$ can be much smaller and is strongly driven by the fraction of gas ejected from the zone by supernovae and stellar winds at each round of star formation; see Hartwick (1976). Extensions to the simple model to incorporate some smoothly varying gas inflow (the “accreting-box” model) have recently been used to model the unimodal, metal-rich MDF of the halo stars in NGC 5128 (Harris & Harris, 2002). An early, brief phase of primordial gas inflow has even been applied to explain the relatively small number of the very lowest-metallicity stars (\[Fe/H\] $`<3`$) in the Milky Way halo (Prantzos, 2003). Accreting-box models can be thought of as approximate versions of more extensive hierarchical-merging models of galaxy formation, in which a large population of small pregalactic gas clouds merges successively into bigger and bigger pieces while star formation within the clouds goes on simultaneously (see, e.g. Beasley et al., 2003, for an application of the GALFORM code to the case of NGC 5128).

By contrast, the distinctly bimodal MDFs of globular cluster systems do not easily fit into the continuous sequence of starforming events in normal hierarchical-merging or accreting-box models. Some new feature of the history needs to be invoked, either to boost the formation of metal-poor clusters at early times, or inhibit the slightly later formation of intermediate-metallicity clusters. Harris & Harris (2002) and Beasley et al. (2002) suggest that the metal-poor clusters may have formed preferentially early in the first rounds of star formation, but that their formation was then truncated while field-star formation continued onward. In this picture, the metal-rich clusters would have formed a bit later, during the major starbursts accompanying the merging of the last, biggest gas clouds. Santos (2002), for example, suggests that the metal-poor cluster formation epoch was truncated at the reionization era.

An alternate approach (Côté, Marzke, & West, 1998; Côté, West, & Marzke, 2002) is to assume that the metal-poor clusters all formed separately in dwarf galaxies and were dissipationlessly accreted later by the giants. In this case the bimodality of the combined MDF is a stochastic accident which results only for a restricted mass range and mass spectrum of the accreted satellites. Ashman & Zepf (1992) proposed instead that the metal-poor clusters formed in situ while the metal-richer clusters formed later from gas brought in by major mergers (though this model was primarily intended to explain E-galaxy formation rather than big spirals). Both of these routes can produce bimodal MDFs, though many other interpretive problems exist (see, e.g., Forbes, Brodie, & Grillmair, 1997; Harris, 2001; Harris & Harris, 2001, for extensive discussions).

## 2 A Two-Stage Chemical Enrichment Model

We now use the Milky Way GCS to explore just one particular aspect of the issues introduced above: namely, how a simple “accreting-box” chemical evolution model can be adapted to produce a bimodal MDF. Such a model might also allow us to gain insight into important questions about the MDF: Can we usefully constrain the initial gas abundance of either major stage, or the abundance of the infalling gas? Are the effective yield rates of each phase well determined once we drop the closed-box restriction? What about the time period over which the infall was important?

The raw MDF for the Milky Way GCS is shown in Figure 1 in two versions: number per unit \[Fe/H\], and number per unit heavy-element abundance $`Z`$. We have used log $`(Z/Z_{})[Fe/H]+0.3`$ for the standard conversion to total heavy-element abundance (e.g. Shetrone, Côté, & Sargent, 2001). The linear form of the MDF, $`dn/dZ`$, connects readily with simple enrichment models, but in either version the observed histogram is bimodal, with a primary peak at $`Z0.06Z_{}`$ or \[Fe/H\] $`=1.5`$ (the halo clusters) and a secondary peak at $`Z0.5Z_{}`$ or \[Fe/H\] $`=0.5`$ (the bulge clusters).

For our extension of the simple model we follow the formalism of Harris & Harris (2002) and explicitly assume that the GCS forms in two distinct, separate stages. Measurements of GC ages versus metallicity (e.g. VandenBerg, 2000) suggest that these halo and bulge phases may have been separated by about 2 Gy in time but with some overlap between them.

Within each of the two phases, we assume that the GCs are built during a large number of individual star-forming events, starting from a box of gas with initial heavy-element abundance $`Z_0`$ and initial mass $`M_0`$. In each discrete timestep $`\delta t`$ a small fraction $`e`$ of the gas reservoir $`M_g`$ forms into new stars. A fraction $`\alpha `$ stays locked up in dead stellar remnants, and $`(1\alpha )`$ is returned to the reservoir of gas in the box, so that the net increase in stellar mass is $`\delta M_s=\alpha eM_g`$. We assume “prompt mixing”, i.e. the ejected gas mixes with the surrounding gas before the next star-forming step. The effective yield $`y`$ by convention is the amount of heavy elements released into the gas reservoir per unit stellar remnant mass. If the box simply uses up its initial supply of gas, then after many timesteps the resulting MDF of stars formed in the box has a characteristic exponential shape $`dn/dZe^{(ZZ_0)/y}`$ (Pagel & Patchett, 1975; Binney & Merrifield, 1998). However, no such single-phase model will match Fig. 1(b).

To add new gas continuously falling in to the system, we now assume that an amount $`M_{\mathrm{add}}`$, with heavy-element abundance $`Z_{\mathrm{add}}`$, comes in to the box after each timestep and mixes with both the remaining initial gas and the gas ejected from stars. Under these conditions the net change of gas mass in heavy elements after each timestep is (Harris & Harris, 2002)

$$\delta M_Z=Z\delta M_s+(1Z)y\delta M_s+Z_{\mathrm{add}}M_{\mathrm{add}},$$
(1)
where $`Z\delta M_s`$ is the mass of heavy elements removed from the reservoir due to forming stars, $`(1Z)y\delta M_s`$ is the amount added back as ejected gas from SNe winds and evolved stars, $`Z_{\mathrm{add}}M_{\mathrm{add}}`$ is the mass added by the new gas infalling into the reservoir, and $`\delta M_s=\alpha eM_g`$. For both stages (“halo” and “bulge”) we fix the numerical conversion efficiency at $`e=0.05`$ and the ejected gas fraction at $`(1\alpha )=0.2`$ (see Harris & Harris, 2002); and we then numerically integrate Eq.(1) over many $`\delta t`$ steps until the gas supply is depleted. The metallicity of the ambient gas steadily climbs upward while gas inflow and star formation are both going on. The continual accretion of gas into the system, combined with the recycling of enriched gas from each round of star formation, allows large numbers of stars to be built in at intermediate and moderately high metallicities, resulting in an MDF with a very different shape from the closed-box model.

Following other authors, we use a gas infall rate which decreases smoothly with e-folding time $`\tau `$, $`dM_{\mathrm{add}}/dt=M_{\mathrm{add}}(0)e^{t/\tau }`$ (see also Lacey & Fall, 1983; Chiappini, Matteuci, & Gratton, 1997; Harris & Harris, 2002; Prantzos, 2003). Thus in the model as a whole, the free parameters are the effective yield $`y`$; the initial abundance $`Z_0`$; the abundance $`Z_{\mathrm{add}}`$; the initial amount $`M_{\mathrm{add}}(0)`$ of infalling gas expressed in units of $`M_0`$; and the infall decay time $`\tau `$ expressed in units of the timestep $`\delta t`$. Since each formation stage has its own set of five parameters, the total two-stage model has a total of 10 parameters to specify, plus an 11th one which is the relative number of metal-rich to metal-poor clusters (equivalent to the total amount of gas used in each stage). At the end of the integration when the gas supply is nearly exhausted, we finally count up the numbers of stars $`dn/dZ`$ in the model as a function of abundance $`Z`$, for comparison with the observations.

In principle, we could solve for the entire set of parameters by running a large grid of models and calculating goodness of fit for each one. However, not all the parameters have important effects on the final MDF shape, and some are mutually correlated. Here we explore just four different combinations of $`Z_0`$ and $`Z_{add}`$ which have some physical motivation:

(a) $`Z_0=0`$, $`Z_{\mathrm{add}}`$ free: Here the initial gas is assumed to be primordial and unenriched, while $`Z_{\mathrm{add}}`$ is determined by the best fit to the observations. This might be the case, for example, if the bulge and halo began cluster formation at about the same time in the early universe; the bulge region, sitting much deeper in the galaxy’s potential well, would have kept more of its gas and been able to drive upward to higher metallicity. (In practice, we adopt $`Z_0(\mathrm{phase1})0`$ for the halo stage in all the model runs, since by hypothesis the metal-poor cluster mode always starts from primordial or nearly-primordial gas.)

(b) $`Z_0`$ free, $`Z_{\mathrm{add}}=0`$: Here the infalling gas in both phases is assumed to be primordial material, as is $`Z_0`$(phase 1). Only $`Z_0`$(phase 2) is determined by the fit.

(c) $`Z_0=Z_{\mathrm{add}}`$: In both stages we assume the infalling gas from outside has the same abundance as the initial gas in the box. Thus for the halo phase, $`Z_0=Z_{add}=0`$, while for the bulge phase, both are determined in lockstep by the fitting procedure.

(d) $`Z_0`$ and $`Z_{\mathrm{add}}`$ free: No assumptions are imposed on either abundance, except for the usual $`Z_0`$(phase 1) = 0.

## 3 Model Results and Discussion

The primary results for our four starting assumptions are summarized in Table 1. In the last line of the table, mean uncertainties (corresponding to one standard deviation) are listed. Calculations of extensive model grids showed that the initial masses $`M_0`$ and $`M_{\mathrm{add}}(0)`$ were were closely coupled and very weakly constrained. (In some cases it was possible to start with a virtually “empty” box and build the system entirely from infalling material.) The most interesting constraints were on $`y_{\mathrm{eff}}`$, $`Z_{\mathrm{add}}`$, and to a lesser extent, the infall decay time $`\tau `$. However, even these are partially correlated: for example, an increase in $`Z_{\mathrm{add}}`$ can be compensated by a shorter time $`\tau `$, leading to almost the same final MDF. In Table 1 we also list the typical (one-sigma) uncertainties of the fitted parameters.

All four initial assumptions are capable of leading to good fits to the observed MDF; these are displayed in Figures 2(a-d). Nevertheless, a few clear trends emerge from inspection of the results. For the “halo” stage, both the initial gas and infalling gas need to be nearly unenriched, primordial material, and the steep rise in $`dn/dZ`$ at very low metallicity ($`Z<0.02Z_{}`$) is the characteristic mark of early heavy infall. The effective yield for the halo in all the models is always near $`y_{\mathrm{eff}}0.0015`$, five times smaller than the basic nucleosynthetic yield $`y_0`$. This $`y`$level suggests that $``$80% or more of the protocluster gas in the halo was expelled before it could convert into stars, but the presence of infall allows $`y_{\mathrm{eff}}`$ to be larger than in models without inflow (Hartwick, 1976; Binney & Merrifield, 1998).

For the “bulge” formation stage, $`y_{\mathrm{eff}}`$ is typically three times larger than for the halo phase. If, as we expect, the mean difference is due mainly to different ratios of ejected gas, then the bulge region, sitting much deeper in the Galaxy’s potential well, would have held onto more than half of its gas rather than only 20%.

The exponential decay time for gas infall is consistently near $`20\delta t`$ in phase 1, and 25 to 40 $`\delta t`$ in phase 2. We cannot convert this to an actual time interval without additional information on merging and star formation rates which only more advanced models can provide. But if, following the GC ages mentioned above, we assume that each stage takes $`2`$ Gy over $`100\delta t`$ steps, then in very rough terms the main period of heaviest gas infall should last about half a Gigayear in each stage.

We emphasize here again that the assumption of no infalling gas ($`\tau 0`$, corresponding to the closed-box model) does not reproduce the data adequately; such models produce too many clusters in either phase at the low-metallicity end. Said differently, a two-phase closed-box model, where the only free parameters are the yields $`y_{\mathrm{eff}}`$, does not give the model enough freedom to fit the data. An early period of infall is both necessary and plausible.

Model (a): In this model even the metal-rich bulge clusters form starting from initially unenriched gas. However, the infalling gas for stage 2 must compensate by being substantially pre-enriched (to about one-quarter Solar) to produce the correct secondary peak in the MDF. For comparison, the hierarchical merging models (see Cole et al., 2000; Beasley et al., 2003) show that the “quiescent” metal-poor mode starts with unenriched material but can continue upward to near-Solar abundance as long as it is not interrupted. The halo clusters might have belonged only to the first part of this phase.

Model (b): In this model – the poorest fit of the four – the infalling gas is always primordial, so $`Z_0`$ for stage 2 must start quite high to directly produce the secondary MDF peak (leaving the rather unphysical spike at $`Z=0.34Z_{}`$). Here, almost none of the bulge clusters fall in the metal-poor regime; there is almost no overlap between the two parts of the MDF.

Model (c): This model starts with perhaps the most plausible assumption for both stages: the infalling gas has the same abundance as the initial $`Z_0`$. The job of producing the secondary MDF peak at the right place is then shared more or less equally between the initial $`Z`$level and the subsequent enrichment cycles from star formation. The final maximum enrichment level from stage 1 is fairly close to the initial $`Z_0`$ for stage 2, thus making it easier for the halo clusters and field stars to form over similar time periods, unlike model (a) above.

Model (d): This model, which allows an unconstrained solution for both parametric abundances $`Z_0`$ and $`Z_{\mathrm{add}}`$, ends up almost identical with model (a) and similar to (c) as well.

## 4 Summary

With an accreting-box chemical evolution model and some simple assumptions, we find that it is readily possible to describe the MDF of the Milky Way globular clusters, with an accuracy and physical basis superior to the standard double-Gaussian numerical fits that pervade the literature. An unavoidable, and still rather arbitrary, key factor is that we are forced to adopt two distinct phases of cluster formation to produce the clear bimodality that the observations demand.

Within this context, however, a wide range of model parameters can produce entirely adequate fits to the observations. The combination that we find most persuasive is that:

(a) The halo clusters formed from near-primordial gas with a low yield $`y_{\mathrm{eff}}0.0015`$ and shut down their formation at an early stage (this includes the possibility that many of them formed in the small potential wells of dwarf satellites and were accreted later).

(b) The bulge clusters formed starting from mildly enriched gas ($`0.2Z_{}`$) and at $`y_{\mathrm{eff}}0.0045`$. In both cases, a significant phase of early gas infall is necessary to reproduce the observed MDF shape.

To the extent that two sharply distinct phases represent something real in the actual history of the GCs (e.g. Santos, 2002), this basic approach needs to be explored further. An important new piece of the evolutionary puzzle now emerging is that the MDFs of the globular clusters in several galaxies are strikingly different from the metallicity distributions of the halo and bulge field stars (Harris & Harris, 2001; Durrell, Harris, & Pritchet, 2001; Harris & Harris, 2002). In galaxies such as the LMC, M31, M32, and NGC 5128 (and perhaps in giant E galaxies generally), the old-halo stellar population is very broad and strongly weighted to moderately high metallicity near \[Fe/H\] $`0.5`$. These MDFs exhibit only a thin metal-poor tail and no trace of the distinct bimodality characterizing the globular clusters. This evidence reinforces the suspicion that the story of formation for the globular clusters had quite distinct elements.

Although we have discussed specific results only for the Milky Way, extensions to other galaxies with clearly bimodal MDFs are obvious.

This work was supported by the Natural Sciences and Engineering Research Council of Canada through research grants to WEH.


text:
# On Algebras That Almost Have Finite Dimensional Representations

## 1 Introduction

In  Gordon and Vershik introduced the notion of $`LEF`$-groups. A group $`G`$ is called $`LEF`$ (locally embeddable into finite groups) if for any finite subset $`1SG`$ there exists an injective map $`\psi _S:SG_S`$ into a finite group $`G_S`$ such that: $`\psi _S(1)=1`$ and $`\psi _S(ab)=\psi _S(a)\psi _S(b)`$, whenever $`a,b,abS`$.

In the same paper they defined $`LEF`$-algebras as well. Let $`k`$ be a commutative field and $`𝒜`$ be $`k`$-algebra. Then $`𝒜`$ is called $`LEF`$ if for any finite dimensional subspace $`L𝒜`$ there exists an injective linear map $`\psi _L:L\text{End}_k(V)`$ for some finite dimensional $`k`$-space $`V`$, such that: $`\psi _L(1)=1`$ and $`\psi _L(xy)=\psi _L(x)\psi _L(y)`$, whenever $`x,y,xyL`$.

Let us recall the three class of pathological rings from Cohn’s classical paper .

There exist $`A\text{Mat}_{m\times n}(R)`$ and $`B\text{Mat}_{n\times m}(R)`$, $`mn`$, such that $`AB=I`$ and $`BA=I`$ (in other words, the ring $`R`$ does not have the IBN property).

There exist $`A\text{Mat}_{m\times n}(R)`$, and $`B\text{Mat}_{n\times m}(R)`$, $`m>n`$, such that $`AB=I`$ (or the ring $`R`$ does not satisfy the rank condition).

There exist $`A\text{Mat}_{n\times n}(R)`$, and $`B\text{Mat}_{n\times n}(R)`$, such that $`AB=I`$ and $`BAI`$ (or the ring $`R`$ is not stably finite).

Obviously, stable finiteness implies the rank condition, and the rank condition in turn implies the IBN property. Cohn showed that this categories are strictly containing each other. Now, let us observe that $`LEF`$-algebras can not be pathological at all.

###### Proposition 1.1

$`LEF`$-algebras are stably finite.

Proof: Let $`𝒜`$ be a $`LEF`$-algebra. Suppose that $`A\text{Mat}_{n\times n}(𝒜)`$, $`B\text{Mat}_{n\times n}(𝒜)`$, such that $`AB=I`$. Consider the finite dimensional subspace $`L`$ generated by $`1𝒜`$, the entries of $`A`$ and $`B`$ and all the possible products in the form of $`xy`$, where $`x`$ is an entry of $`A`$ and $`y`$ is an entry of $`B`$. Let us consider an injective map $`\psi _L:L\text{End}_k(V)`$ as in the definition of $`LEF`$-algebras. Obviously it extends to a map $`\widehat{\psi }_L:\text{Mat}_{n\times n}(L)\text{End}_k(V^n)`$ such that $`\widehat{\psi }_L(A)\widehat{\psi }_L(B)=I\text{End}_k(V^n)`$ and $`\widehat{\psi }_L(B)\widehat{\psi }_L(A)I`$, where $`\text{Mat}_{n\times n}(L)`$ is the finite dimensional vector space of matrices with entries from $`L`$. The contradiction is clear, since the finite dimensional matrix algebras are stably finite.

There is a rather simple ring theoretical obstruction as well that excludes, say, all the Weyl-algebras from the category of $`LEF`$-algebras.

###### Proposition 1.2

Let $`𝒜`$ be a finitely presented infinite dimensional simple affine algebra. Then $`𝒜`$ is not a $`LEF`$-algebra.

Proof: Let $`a_1,a_2,\mathrm{},a_n`$ be generators of $`𝒜`$ and let $`f_i(a_1,a_2,\mathrm{},a_n)=0`$ be presentations, $`1il`$, where the $`f_i`$’s are polynomials of non-commuting variables. Easy to see that there exists a finite dimensional subspace $`L𝒜`$ and an injective linear map $`\psi _L:L\text{End}_k(V)`$ into a finite dimensional matrix algebra over $`k`$ such that;

$$f_i(\psi _L(a_1),\psi _L(a_2),\mathrm{},\psi _L(a_n))=0,1il.$$

Therefore the algebra generated by the matrices $`\psi _L(a_1),\psi _L(a_2),\mathrm{}\psi _L(a_n)`$ is a non-trivial quotient of $`𝒜`$, this leads to a contradiction.

In , Gromov defined a weaker version of the $`LEF`$-property for groups, that he called initial amenability. This led us to the following definition.

###### Definition 1.1

A unital $`k`$-algebra $`𝒜`$ almost has finite dimensional representations if for any finite dimensional subspace $`1L𝒜`$ and $`ϵ>0`$, there exists a finite dimensional vector space $`V`$ together with a subspace $`V_ϵV`$ such that

* There exists a linear (not necessarily injective) map $`\psi _{L,ϵ}:L\text{End}_k(V)`$ such that $`\psi _{L,ϵ}(1)=I`$ and $`\psi _{L,ϵ}(a)\psi _{L,ϵ}(b)(v)=\psi _{L,ϵ}(ab)(v)`$ whenever $`a,b,abL`$ and $`vV_ϵ`$.
* $`\frac{\mathrm{dim}_kV\mathrm{dim}_kV_ϵ}{\mathrm{dim}_kV}<ϵ.`$

We shall call such maps $`ϵ`$-almost representations of $`L`$. Obviously algebras (e.g. group algebras) that actually have finite dimensional representations or $`LEF`$-algebras are in the class above. Clearly, if $`𝒜`$ almost has finite dimensional representations so does any subalgebra $`𝒜`$ containing the unit of $`𝒜`$. Also, if $`𝒜`$ almost has finite dimensional representations and $`𝒜`$ is a quotient of the algebra $``$, then $``$ almost has finite dimensional representations. Note that we shall give examples of simple infinite dimensional algebras almost having finite dimensional representations. Our main results are the following two theorems.

###### Theorem 1

1. Let $`𝒜`$ and $``$ be $`k`$-algebras almost having finite dimensional representation, then both $`\text{Mat}_{n\times n}𝒜`$ and $`A_k`$ are algebras almost having finite dimensional representations.
2. If $`𝒜`$ almost has finite dimensional representations then it satisfies the rank condition.

###### Theorem 2

If $`𝒜`$ is a simple algebra almost having finite dimensional representations then it is stably finite.

Actually, we shall construct an ideal $`RR(𝒜)`$ in any $`k`$-algebra $`𝒜`$ such that $`RR(𝒜)𝒜`$ if and only if $`𝒜`$ almost has a finite dimensional representation and if $`RR(𝒜)=0`$ then $`𝒜`$ is stably finite. For any pair of algebras $`𝒜`$,$``$ and any algebra homomorphism $`\tau :𝒜`$, we shall see that $`\tau (RR(𝒜))RR()`$.

## 2 Examples

In , Rowen proved that any algebra of subexponential growth is an IBN-algebra. In , we extended Rowen’s result to the larger class of amenable algebras.

###### Definition 2.1

The $`k`$-algebra $`𝒜`$ is amenable if for any finite dimensional linear subspace $`1B𝒜`$ and $`ϵ>0`$ there exists a non-trivial finite dimensional linear subspace $`QA`$ such that

$$\frac{\mathrm{dim}_kBQ\mathrm{dim}_kQ}{\mathrm{dim}_kQ}<ϵ.$$

Here $`BQ`$ denotes the subspace spanned by the vectors in the form $`bq`$, where $`bB`$ and $`qQ`$.

###### Proposition 2.1

If $`𝒜`$ is amenable, then it almost has finite dimensional representations.

Proof: Fix a finite dimensional subspace $`1L𝒜`$. Let $`\{Q_n\}_{n1}`$ be a sequence of finite dimensional subspaces in $`𝒜`$ such that

$$\frac{\mathrm{dim}_kLQ_n\mathrm{dim}_kQ_n}{\mathrm{dim}_kQ_n}<\frac{1}{n}$$

and consider linear subspaces $`T_n`$ such that $`Q_nT_n=𝒜`$ as vector spaces. Denote the projection onto $`Q_n`$ by $`P_n`$. Now, let $`\psi _n:L\text{End}_k(Q_n)`$ be defined as

$$\psi _n(a)v=P_n(av).$$

Note that $`\psi _n(ab)(v)=\psi _n(a)\psi _n(b)(v)`$ if $`P_n(bv)=bv`$, that is $`v\text{Ker}(m_bP_nm_b)`$ where $`m_b`$ is the left-multiplication by the element $`b`$. Observe that $`\mathrm{dim}_k\text{Ran}(m_bP_nm_b)\frac{1}{n}\mathrm{dim}_kQ_n.`$ Hence

$$\mathrm{dim}_k\text{Ker}(m_bP_nm_b)\frac{n1}{n}\mathrm{dim}_kQ_n.$$

Consequently, for any $`0<ϵ<1`$,

$$\mathrm{dim}_k\underset{xL}{}\text{Ker}(m_xP_nm_x)(1ϵ)\mathrm{dim}_kQ_n,$$

if $`n`$ is large enough. Let $`Q_n^ϵ=_{xL}\text{Ker}(m_xP_nm_x)`$. Then, if $`vQ_n^ϵ`$:

$$\psi _n(xy)(v)=\psi _n(x)\psi _n(y)(v),$$

provided that $`x,y,xyL`$. Also,

$$\frac{\mathrm{dim}_kQ_n\mathrm{dim}_kQ_n^ϵ}{\mathrm{dim}_kQ_n}<ϵ.$$

Hence $`𝒜`$ almost has finite dimensional representations.

Note that by Theorem 1. we can immediately see that amenable algebras satisfy the rank condition.

There is however an even more direct relation between amenability and the property studied in our paper. Let $`G(V,E)`$ be an infinite connected graph of bounded vertex degree. Then $`V(G)`$ is a discrete metric space with the shortest path-metric $`d_G`$. The graph is called amenable if its isoperimetric constant is zero, or in other words, there exists finite subsets $`F_nV(G)`$ such that for any $`k1`$:

$$\underset{n\mathrm{}}{lim}\frac{|B_k(F_n)|}{|F_n|}=1,$$

where $`B_k(F_n)`$ is the $`k`$-neighbourhood of $`F_n`$ in the metric $`d_G`$:

$$B_k(F_n)=\{yV:\text{there exists}xF_n;d_G(x,y)k\}.$$

The translation algebra $`T_k(G)`$ of $`G`$ is the set of all square matrices $`A`$ indexed by $`V\times V`$ with entries from $`k`$ such that $`A(x,y)=0`$, whenever $`d(x,y)>A_l`$ for some constant depending only $`A`$ . The following result is motivated by Proposition 4.1 .

###### Proposition 2.2

The graph $`G`$ is amenable if and only if the translation algebra $`T_k(G)`$ almost has finite dimensional representations.

Proof: Suppose that $`G`$ is amenable. Let $`Q_n`$ be the vectorspace over $`k`$ spanned by the elements of $`F_n`$ as a formal basis. Then for any finite dimensional subspace $`1LT_k(G)`$, clearly

$$\underset{n0}{lim}\frac{\mathrm{dim}_kLQ_n\mathrm{dim}_kQ_n}{\mathrm{dim}_kQ_n}=0.$$

Thus one can use exactly the same argument as in Proposition 2.1 to show that $`T_k(G)`$ almost has finite dimensional representations. If $`G`$ is non-amenable, then by  (see also ) there exists a partition $`V=V_1V_2`$ and bijective maps $`\varphi _1:VV_1`$, $`\varphi _2:VV_2`$ such that

$$\underset{xV}{sup}d_G(x,\varphi _1(x))<\mathrm{},\underset{xV}{sup}d_G(x,\varphi _2(x))<\mathrm{}$$
(1)
Let $`A(x,y)=1`$ if $`x=\psi _1(y)`$, otherwise let $`A(x,y)=0`$. Similarly, let $`B(x,y)=1`$ if $`x=\psi _2(y)`$, otherwise let $`B(x,y)=0`$. By (1) the matrices $`A`$ and $`B`$ are in $`T_k(G)`$. Obviously, $`AA^T=I`$, $`BB^T=I`$ and $`A^TA+B^TB=I`$. Therefore the algebra generated by $`A,A^T,B,B^T`$ is not an IBN-algebra, hence $`T_k(G)`$ is not an IBN-algebra as well. By Theorem 1. the proposition follows.

## 3 The proof of Theorem 1.

Suppose that $`𝒜`$ almost has finite dimensional representations. Let $`L\text{Mat}_{n\times n}(𝒜)`$ be a finite dimensional $`k`$-space. Then there exists a finite dimensional $`k`$-space $`M𝒜`$ such that $`L\text{Mat}_{n\times n}(M)`$. Let $`\psi _{M,ϵ}:M\text{End}_k(V)`$ be an $`ϵ`$-almost representation of $`M`$. Then we can extend it to $`\widehat{\psi }_{M,ϵ}:\text{Mat}_{n\times n}(M)\text{End}_k(V^n)`$ in a natural manner. If $`s(V_ϵ)^n`$, then $`\widehat{\psi }_{M,ϵ}(ab)(s)=\widehat{\psi }_{M,ϵ}(a)\widehat{\psi }_{M,ϵ}(b)(s)`$. Obviously, $`lim_{ϵ0}\frac{\mathrm{dim}_kV^n\mathrm{dim}_k(V_ϵ)^n}{\mathrm{dim}_kV^n}=0.`$ Hence $`\text{Mat}_{n\times n}(𝒜)`$ almost has finite dimensional representations.

Now let $`𝒜`$ and $``$ be algebras almost having finite dimensional representations. If $`L𝒜_k`$ is a finite dimensional vectorspace, then $`LM_kN`$, where $`M𝒜`$ and $`N`$ are finite dimensional vectorspaces. If we choose $`ϵ`$-almost representations $`\psi _{M,ϵ}:M\text{End}_k(V)`$, $`\psi _{N,ϵ}:N\text{End}_k(W)`$ , then we obtain a linear map

$$\psi _{M,ϵ}\psi _{N,ϵ}:MN\text{End}_k(V)\text{End}_k(W)\text{End}_k(VW).$$

Obviously,

$$(\psi _{M,ϵ}\psi _{N,ϵ})(acbd)(v,w)=(\psi _{M,ϵ}\psi _{N,ϵ})(ab)(\psi _{M,ϵ}\psi _{N,ϵ})(cd)(v,w),$$

provided that $`vV_ϵ`$ and $`wW_ϵ`$. Consequently, $`𝒜_k`$ almost has finite dimensional representations.

Finally, suppose that $`A\text{Mat}_{m\times n}(𝒜)`$, $`B\text{Mat}_{n\times m}(𝒜)`$, $`m>n`$ and $`AB=I`$. Then, for any $`ϵ`$ we have finite dimensional $`k`$-spaces $`V`$, $`V_ϵ,`$ $`\frac{\mathrm{dim}_kV\mathrm{dim}_kV_ϵ}{\mathrm{dim}_kV}<ϵ`$ and linear maps $`A_ϵ:V^nV^m`$, $`B_ϵ:V^mV^n`$ such that $`A_ϵB_ϵ(v)=v`$, if $`vV_ϵ^m`$. Note however that the range of $`A_ϵB_ϵ`$ is at most $`n\mathrm{dim}_kV`$\- dimensional. However, if $`ϵ`$ is small enough,

$$m\mathrm{dim}_kV_ϵ>n\mathrm{dim}_kV,$$

leading to a contradiction.

## 4 The rank radical

In order to prove Theorem 2. we need the notion of a rank radical of an algebra, $`RR(𝒜)`$.

###### Definition 4.1

If $`𝒜`$ is not an algebra that almost has a finite dimensional representation, set $`RR(𝒜)=𝒜`$. Otherwise, let $`pRR(𝒜)`$ if there exists a finite dimensional subspace $`\{1,p\}L𝒜`$ such that for any $`\delta >0`$ there exists $`n_\delta >0`$ with the following property:

If $`0<ϵ<n_\delta `$ and $`\psi _{L,ϵ}:L\text{End}_k(V)`$ is an $`ϵ`$-almost representation then

$$\mathrm{dim}_k\text{Ran}(\psi _{L,ϵ}(p))<\delta \mathrm{dim}_kV.$$

Note that if $`\varphi :𝒜\text{End}_k(V)`$ is an algebraic homomorphism then $`\varphi (RR(𝒜))=0`$.

###### Proposition 4.1

$`RR(𝒜)`$ is an ideal.

Let $`a𝒜`$, $`pRR(𝒜)`$ be arbitrary elements and $`\{a,p\}L𝒜`$ be the finite dimensional vectorspace of the previous definition. Let $`LL^{}𝒜`$ be any finite dimensional vectorspace that contains $`a`$ and $`ap`$. If $`ϵ<n_{\frac{1}{2}\delta }`$:

$$\mathrm{dim}_k\text{Ran}(\psi _{L^{},ϵ}(p))\frac{1}{2}\delta \mathrm{dim}_kV$$

since $`LL^{}`$. Note that $`\psi _{L^{},ϵ}(ap)(v)=\psi _{L^{},ϵ}(a)\psi _{L^{},ϵ}(p)(v)`$ if $`vV_ϵ`$, thus

$$\mathrm{dim}_k\text{Ran}(\psi _{L^{},ϵ}(ap))\frac{1}{2}\delta \mathrm{dim}_k+ϵ\mathrm{dim}_kV.$$

Therefore if $`ϵ`$ is small enough then

$$\mathrm{dim}_k\text{Ran}(\psi _{L^{},ϵ}(ap))\delta \mathrm{dim}_kV.$$

Hence $`apRR(𝒜)`$. Similarly, $`paRR(𝒜)`$.

Observe that if $`pRR(𝒜)`$, then for any finite dimensional subspace $`\{1,p\}L𝒜`$ and $`ϵ>0`$ there exists an $`ϵ`$-almost representation such that

$$\mathrm{dim}_k\text{Ran}(\psi _{L,ϵ}(p))C_L\mathrm{dim}_kV,$$

where $`C_L`$ depends only on $`L`$. Hence the following proposition easily follows :

###### Proposition 4.2

Let $`𝒜,`$ be $`k`$-algebras and let $`\tau :𝒜`$ be an algebra homomorphism. Then $`\tau (RR(𝒜))RR()`$.

Now we prove a statement that immediately implies Theorem 2. by Proposition 4.1.

###### Proposition 4.3

Suppose that $`RR(𝒜)=0`$, then $`𝒜`$ is stably finite.

Proof: Let $`T,S\text{End}_k(k^l)`$, suppose that $`Vk^l`$, $`\mathrm{dim}_k(V)(1ϵ)l`$ and $`TS(v)=v`$ if $`vV`$. Then

$$\mathrm{dim}_k\text{Ran}(TSST)2ϵl.$$
(2)
Indeed, if $`wS(V)`$, then $`ST(w)=w`$. Hence if $`wVS(V)`$, then $`(TSST)v=0`$. Obviously, $`\mathrm{dim}_k(VS(V))(12ϵ)l`$. Thus (2) follows. Now suppose that $`A\text{Mat}_{n\times n}(𝒜)`$, $`B\text{Mat}_{n\times n}(𝒜),`$ $`AB=I`$, $`BA=PI`$. Let $`L`$ be a finite dimensional vectorspace spanned by the elements in the form $`1,x,y,xy,yx`$, where $`x`$ is an entry of $`A`$ and $`y`$ is an entry of $`B`$. Let $`pL`$ be a non-zero entry of $`ABBA`$.

Let $`\{\psi _L^m:L\text{End}_k(V_m)\}_{m1}`$ be a sequence of $`\frac{1}{m}`$-almost representations such that

$$\mathrm{dim}_k\text{Ran}(\psi _L^m(p))>C\mathrm{dim}_kV_m$$
(3)
for some constant $`C>0`$. We have the extension:

$$\widehat{\psi }_L^m:\text{Mat}_{n\times n}(L)\text{End}_k((V_m)^n)$$

such that $`\widehat{\psi }_L^m(A)\widehat{\psi }_L^m(B)(v)=v`$ if $`vW_m(V_m)^n`$, where

$$\underset{m\mathrm{}}{lim}\frac{n\mathrm{dim}_kV_m\mathrm{dim}_kW_m}{n\mathrm{dim}_kV_m}=0.$$

By (3)

$$\frac{\mathrm{dim}_k\text{Ran}(\widehat{\psi }_L^m(ABBA))}{n\mathrm{dim}_kV_m}$$

can not converge to zero. On the other hand, by the observation at the beginning of the proof

$$\underset{m\mathrm{}}{lim}\frac{\mathrm{dim}_k\text{Ran}(\widehat{\psi }_L^m(A)\widehat{\psi }_L^m(B)\widehat{\psi }_L^m(B)\widehat{\psi }_L^m(A))}{n\mathrm{dim}_kV_m}=0$$

in contradiction with the fact that

$$\widehat{\psi }_L^m(ABBA)(v)=(\widehat{\psi }_L^m(A)\widehat{\psi }_L^m(B)\widehat{\psi }_L^m(B)\widehat{\psi }_L^m(A))(v)$$

if $`vW_m`$.