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# Quantum Gravity Phenomenology, Lorentz Invariance and Discreteness

## Abstract

Contrary to what is often stated, a fundamental spacetime discreteness need not contradict Lorentz invariance. A causal set’s discreteness is in fact locally Lorentz invariant, and we recall the reasons why. For illustration, we introduce a phenomenological model of massive particles propagating in a Minkowski spacetime which arises from an underlying causal set. The particles undergo a Lorentz invariant diffusion in phase space, and we speculate on whether this could have any bearing on the origin of high energy cosmic rays.

In discrete approaches to quantum gravity, the fundamental description of spacetime is not taken to be a manifold, but some discrete structure to which the manifold is only an approximation. The scale of this discreteness is usually assumed to be Planckian. It is often asserted any such theory must violate local Lorentz invariance (LLI) and a new area of research – LLI violating phenomenological effects of quantum gravity – has grown up around this idea. The purpose of this letter is to emphasize that causal set theory  respects LLI and to open a new phenomenological window on this approach to quantum gravity.

What does it mean to say that a discrete theory respects Lorentz invariance? It is difficult to give a precise answer, but intuitively the import is clear. Whenever a continuum is a good approximation to the underlying structure (and assuming specifically that the approximating continuum is a Lorentzian manifold $`M`$), the underlying discreteness must not, in and of itself, suffice to distinguish a local Lorentz frame at any point of $`M`$. In consequence, no phenomenological theory in $`M`$ derived from such a scheme can involve a local (or global) Lorentz frame either.444Naturally, there can be no question of a literal action of the entire Lorentz group on an individual discrete structure. Rather such a structure can only be Lorentz invariant in the same sense that a fluid is translation invariant. This should not detract from the fact that a fluid is indeed translation invariant in an important sense, whereas a crystalline solid is not.

Of course the above presupposes an answer to the question: “How is the approximating continuum related to the discrete entity that underlies it?”. Whether or not a particular discrete theory respects LLI cannot be settled until this question is answered in the context of that theory. Luckily, in causal set theory, there is a clear proposal for an answer, and we will show that LLI is indeed respected.

A causal set (causet for short) is a locally finite, partially ordered set (for reviews and motivation for causal set theory see  ). This is a set, $`C`$, endowed with a binary relation $``$ such that elements of the set satisfy the conditions (i) $`(xy)\mathrm{and}(yz)(xz)`$ (transitivity), (ii) $`xx`$ (acyclicity), and (iii) all intervals $`\{x:yxz\}`$ are finite. The relation $``$ gives rise, in the continuum limit, to the causal order on spacetime points, and the number of elements in a subcauset yields the volume of the corresponding region of the continuum in Planck units.

In the continuum context, the causal order and volume information suffice to specify a (causally reasonable) Lorentzian manifold . It is therefore reasonable to regard a Lorentzian manifold as an approximation to a causet if that causet is a discrete “sampling” of the continuum causal order with uniform density.555More generally, one would only require that some coarse-graining of the causet approximate $`M`$ in this sense; but we ignore this distinction here. For a somewhat different approach to defining a relation of closeness between a manifold and a causet see . More specifically, we may say that a Lorentzian manifold $`M`$ approximates a causet $`C`$ ($`MC`$) if $`C`$ could have arisen, with relatively high probability, via a random process of “sprinkling into $`M`$”, at Planck density,666 By “Planck density”, we really mean “density unity in fundamental units”. One expects fundamental units to be equal in order of magnitude to Planck units. with the causet relations induced by the spacetime causal structure.777Taking the order relation of the causet to be induced strictly from that of the spacetime is only the simplest possibility. Other rules could be considered, but they would not affect anything in this paper.

A “sprinkling” is more properly described as a Poisson process. To see what this means, imagine dividing $`M`$, using any local coordinate systems, into small boxes of volume $`V`$, and then placing a “sprinkled point” independently into each box with probability $`V/V_{fund}`$, where $`V_{fund}`$ is the fundamental volume (of order the Planck volume). The Poisson process is the limit of this procedure as $`V`$ tends to zero. Because spacetime volume is an invariant, the limiting process is independent of the coordinate systems used to define the boxes. It follows that one cannot tell which frame was used to produce the sprinkling: the approximation is “equally good in all frames.”

Why is the randomness crucial? Let us take the example of 1+1 dimensional Minkowski space. One obvious way to try to discretize it is to choose a frame and use a “diamond lattice” with respect to that frame, i.e. the points with coordinates $`(t,x)=(ϵ(r+s),ϵ(rs))`$, where $`r`$ and $`s`$ are integers and $`ϵ`$ is some fixed length, as in figure (1a). In this frame the lattice appears to be a good approximation; all “nicely shaped” large regions have a similar density of elements. In a frame boosted at velocity $`V`$ in the positive direction, however, the elements are at $`(\gamma ϵ[(1V)r+(1+V)s],\gamma ϵ[(1V)r(1+V)s])`$. Figure (1b) shows this lattice with $`\gamma =1.25`$. Now it becomes clear that, if the boost is large enough, there will be “nice” big regions containing no elements at all, and others containing far too many elements. The approximation only looks good in the original frame, and so it breaks Lorentz invariance by preferring this frame. In light of this example, it seems likely that the same problem would affect any non-random discretization of a spacetime. Thus, for example, a Regge-type triangulation whose simplices look “fat” in one frame will look “long and skinny” in a relatively highly boosted frame.

We want to emphasise that not only is the process of sprinkling Lorentz invariant but so also are almost all of the individual causets that are generated. An objection that often comes up in this connection concerns the necessary occurrence of voids in any given Poisson sprinkling. While it is true that voids must occur, this does not cause a problem for Lorentz invariance (or any other problem that we know of). However, one may still feel uneasy about the voids, and some people seem to believe that they necessarily would break Lorentz invariance in some manner. To put such qualms in perspective, let us estimate the probability that there is at least one void of nuclear dimensions in the history of the observable universe since the Big Bang. More precisely, we will bound the probability that a sprinkling would leave empty any interval whose height is of the order of one Fermi. (An interval in spacetime is a “double light cone” or “Alexandrov neighborhood”. We do not require the “axis” of the interval to be aligned with the cosmic rest frame. Hence our bound will apply to the probability of “finding a void in any frame”.)

All the numbers in what follows are “of the order of”. Consider as a model of the universe a portion $`P`$ of Minkowski spacetime, the size of the observable universe and defined by $`0tT`$, $`0x^iT`$, $`i=1,2,3`$ in some frame. If $`T`$ is 13 billion years, the spacetime volume is $`10^{240}`$ in fundamental units. An interval of nuclear size has spacetime volume $`10^{80}`$. This means that the probability that any particular nuclear sized interval will be a void is $`e^{10^{80}}`$. But we want the probability $`q`$ that at least one interval (any one) in $`P`$ will be void. This can’t be calculated easily, because the intervals overlap and the probabilities for them to be void are not independent. However, we can put an upper bound on $`q`$ without much difficulty.

Let us fill $`P`$ with coordinate balls (with respect to the “defining frame” of $`P`$) of small enough radius that any “upright” interval of nuclear size is guaranteed to contain at least one complete ball. (Upright means that the top and bottom points have the same spatial coordinates.) A radius of one hundredth nuclear size will do, and we will have $`10^{168}`$ of these balls packed into $`P`$. The probability that at least one of them is void is $`10^{168}e^{10^{72}}`$. These same balls will also suffice for intervals of nuclear volume that are slightly boosted or “tilted” from the upright. They will certainly do for all $`\gamma `$ factors less than or equal to $`\gamma =5/4`$, that is for a region of the Lorentz group with volume of order 1. For each such cell of the Lorentz group we choose a set of coordinate balls in spacetime (in the corresponding frame). The relevant region of the Lorentz group is bounded by the maximum relevant boost in $`P`$, which corresponds to a $`\gamma `$ factor of $`10^{42}`$. (Any larger boost would produce a ball that could not fit into $`P`$. In fact the maximum $`\gamma `$ is actually smaller, since the boosted nucleus would meet the boundary of $`P`$ before the smaller ball would.) The number of cells needed to cover this region of the Lorentz group is $`10^{84}`$. The probability of getting any nuclear sized void is less than the probability that any one of the coordinate balls from any of the boosted sets will be void. This in turn is less than $`10^{84}\times 10^{168}\times e^{10^{72}}`$, a number so tiny that the two prefactors have no impact whatsoever on its value.

Given that causal sets respect Lorentz invariance, what conclusions can be drawn? Most obviously, we predict that no violation of LLI will be observed at the phenomenological level, so that, if any of the experiments currently planned or under way did find such a violation, the causal set hypothesis would be disfavored. But this is only a negative prediction. Are there also positive signatures? Since the causal set hypothesis makes such a definite statement about the underlying structure for spacetime and how it is related to the continuum we actually experience, it is not difficult to devise concrete models predicting potentially observable effects of the underlying discreteness. We give one such model below which we call “swerving”, after Lucretius :

“The atoms must a little swerve at times – but only the least, lest we should seem to feign motions oblique, and fact refute us there.”

In the continuum, massive particles travel on timelike geodesics. However, an underlying discreteness might induce small fluctuations in the particle’s worldline, and the causal set picture naturally suggests models in which this effect would be Lorentz invariant. Though it might be too small to observe on everyday scales, such an effect might be detectable in sensitive laboratory experiments, or by astronomical observations if the particle were travelling over cosmic distances. Here is a model of this type.

Consider a hypothetical point-particle of mass $`m`$ moving through a causet $`C`$ derived by sprinkling Minkowski space $`\text{𝕄}^4`$. We will take its trajectory to be a chain of elements of $`C`$ (i.e. a totally ordered subset of $`C`$). No such chain can correspond perfectly to a straight line in $`\text{𝕄}^4`$. So, given an “initial segment” of the trajectory up to some element $`e_n`$ of $`C`$, how could its future continuation be determined? If we assume that the trajectory’s past determines its future, but that only a certain proper time $`\tau _f`$ into the past of the trajectory is relevant, then we are led to the following Lorentz invariant rule as a particularly simple discrete analog of geodesic motion.

The future trajectory is constructed inductively, as illustrated in fig. 2. Starting from an element $`e_n`$ and a momentum $`p_n`$, the next element in the trajectory, $`e_{n+1}`$, must be chosen. For convenience we have drawn the diagram in the rest frame at $`e_n`$. The new momentum $`p_{n+1}`$ is defined to be proportional to the vector between $`e_n`$ and $`e_{n+1}`$. The selection of $`e_{n+1}`$ is made such that $`e_{n+1}`$ is in the causal future of $`e_n`$ and is within proper time $`\tau _f`$ of $`e_n`$ and so that $`|p_{n+1}p_n|`$ is minimized. In the figure, this means that $`e_{n+1}`$ is within the future light cone of $`e_n`$, below the dotted hyperbola, and such that the vector from $`e_n`$ to $`e_{n+1}`$ is as close to the vertical as possible. (That there exists such an element in that region is guaranteed by the infinite spacetime volume of the region, the Poisson distribution and the local finiteness condition.) This realizes the ideas that the trajectory should be as close to a straight line as possible and that the dynamics should be approximately Markovian if the “forgetting time” $`\tau _f`$ is small. (There is ample room for it to be small and yet much bigger than the discreteness scale if the latter is Planckian.) The process is then repeated starting with $`e_{n+1}`$ and $`p_{n+1}`$.

Our model implies random fluctuations in the momentum of the particle. For any numbers $`\delta _1>\delta _2>0`$ at stage $`n`$ there is a finite volume within proper time $`\tau _f`$ to the future of $`e_n`$ such that, if element $`e_{n+1}`$ were in this volume, the momentum change $`|p_{n+1}p_n|`$ would lie between $`\delta _1`$ and $`\delta _2`$. The probability of this happening is the probability that this volume is not empty of sprinkled points, while the volume leading to a smaller momentum change is empty. Both these probabilities are given precisely by the Poisson distribution: the probability that a volume $`U`$ is empty is $`e^{\varrho U}`$, where $`\varrho `$ is the density of the sprinkling.

This simple model can be criticised on many grounds: it treats the particle as if it were of zero size, it is deterministic rather than quantum, etc.. Most seriously, it could not possibly be fundamental, since the law of motion of the trajectory is not formulated in terms of the causet, but refers also to the approximating Minkowski spacetime.888This defect can be overcome fairly easily, however. We present it in the spirit of : form a concrete model with testable consequences based on important aspects of the fundamental formalism and compare to observation.

Since the hypothesized Lucretius effect is supposed to occur on very small scales, it should be possible to approximate it over macroscopic distances by a diffusion equation (hydrodynamic limit). This is analogous to how the ordinary diffusion equation describes the long time behaviour of a random walk. In our case however, the diffusion is not in physical space $`\text{}^3`$, but on the phase space $`\text{}^3\times \text{𝕄}^4`$, where $`\text{}^3`$ is the mass shell (Lobachevskii space), $`\text{𝕄}^4`$ is Minkowski spacetime, and the diffusion takes place in proper time $`\tau `$. The diffusion in spacetime is secondary and is driven by that in momentum space, in close analogy with the Ornstein-Uhlenbeck process.

Consider the scalar (not scalar density) probability distribution $`\rho \rho (p^\nu ,x^\mu ;\tau )`$ on $`\text{}^3\times \text{𝕄}^4`$. It is a function of momentum, $`p^\nu `$, spacetime position, $`x^\mu `$, and proper time $`\tau `$. We write the full four-momentum as an argument with the understanding that on the mass shell there are only three independent components. With the condition that the process be Lorentz invariant, the following equation for $`\rho `$ can be derived by following the prescription set out in  for stochastic evolution on a manifold of states:

$$\frac{\rho }{\tau }=k_p^2\rho \frac{1}{mc^2}p^\mu \frac{}{x^\mu }\rho $$
(1)
where $`_p^2`$ is the Laplacian on $`\text{}^3`$, $`m`$ is the mass of the particle, and $`k`$ is a constant (that will depend on the parameters of the discrete process, such as the forgetting time $`\tau _f`$).

This equation defines a diffusion process in which the particle’s proper time $`\tau `$ serves as time. It is the unique Markovian, Poincaré invariant, relativistically causal, diffusion law in vacuum that preserves $`\rho 0`$.999The Ornstein-Uhlenbeck process for a particle diffusing in interaction with a relativistic fluid has been considered in . In that case the rest frame of the fluid provides a preferred frame for the stochastic noise term driving the diffusion. The present process has no preferred frame and is fundamentally Lorentz invariant. For fixed mass, it has a single free parameter, the diffusion constant $`k`$. (In principle, the coefficient of the $`p^\mu \frac{}{x^\mu }\rho `$ term could be different, but that would mean that $`p^\mu `$ would not be the physical momentum.) Given these uniqueness properties, the equation should be insensitive to variations in the microscopic model that underlies it, so long as the latter is Lorentz invariant, causal and (approximately) Markovian. So although the above discrete swerve model might be wrong in detail, the macroscopic phenomenology of (1) transcends it.

If $`\rho `$ is a function of momentum alone and is initially (at $`\tau =0`$) a delta function in momentum, then the (un-normalized) solution – adapted from the solution of the diffusion equation on $`S^3`$  – is

$$\rho (p)=e^{R^2/4\widehat{k}\tau }(\widehat{k}\tau )^{\frac{3}{2}}e^{\widehat{k}\tau }\frac{R}{\mathrm{sinh}R}$$
(2)
where $`\widehat{k}=k/m^2c^2`$, $`R=\mathrm{sinh}^1(p/mc)`$, and $`p|𝐩|`$ is the norm of the three-momentum in the frame defined by the point in $`\text{}^3`$ at which the diffusion begins. $`\sigma =mcR`$ is then the geodesic distance from that point.

Equation (1) and its fundamental solution (2), expressed as they are in terms of proper time, are not well suited to comparison with experiment/observation, even though they exhibit the underlying Lorentz invariance very clearly. Instead, one needs a description of the same process with respect to cosmic or laboratory time. To this end, fix a preferred set of spacelike hypersurfaces $`tx^0=`$ constant, and assume that the distribution on some initial hypersurface of the set is uniform in space (i.e. $`\rho `$ does not depend on $`x^i`$, where $`i`$ are spatial coordinates). The swerves, being spatially homogeneous and isotropic, will preserve this uniformity, and so if we assume that any additional frictional effects are also homogeneous and isotropic, the distribution will remain uniform. We require, under these conditions, an equation governing how the probability distribution evolves in cosmic time $`t`$.

Such an equation can be deduced from (1). (Details of the derivation and of the inhomogeneous case will appear elsewhere.) The result is:

$$\frac{\rho }{t}=k_p^2\left(\frac{\rho }{\sqrt{1+p^2/m^2}}\right)_a(w^a\rho )$$
(3)
Here, the scalar function $`\rho \rho (p^\mu ;t)`$ on $`\text{}^3`$, gives the momentum distribution, $`_a`$ is the covariant derivative on $`\text{}^3`$, and $`p`$ is the norm of the particle’s three-momentum, $`𝐩`$ in the cosmic frame. (To make this equation plausible, notice that the factor $`\sqrt{1+p^2/m^2}`$ is the boost factor $`\gamma =dt/d\tau `$.) The term involving the vector $`w^a`$ is a friction term added to represent the effect on the particle’s momentum of, for example, the Hubble expansion and interactions with the CMBR (cosmic microwave background radiation). The specific form of $`w`$, which will in general be a function of the momentum, will depend on the type of friction involved.101010In the case of violent momentum transfers, this would have to be generalized to a Boltzmann type collision term. For the cases mentioned, $`w^a`$ will have only a radial component (in the $`p|𝐩|`$ direction).

In the time-dependent case, (3) will probably have to be solved numerically. However, we can hope to analyze its equilibrium solutions analytically. For example, at large $`p`$, energy $`Ep`$, and if $`w^pbE^n`$ with $`n1`$, then the equilibrium solution will behave as $`Ee^{bE^n/n}`$. If the dominant friction over any high-energy range is constant, i.e. if $`w^pdE/dt`$ constant, then the equilibrium distribution will be a power law in that range.

How might one observe diffusion of the above sort? Cosmological and astrophysical observations are the obvious places to look for consequences of a universal acceleration mechanism. But first, laboratory physics can put an upper bound on the diffusion constant $`k`$. Suppose the particles in question are protons. If $`k`$ were large enough, hydrogen gas would spontaneously heat up in a short time, and this has not been observed. In the laboratory regime, hydrogen is non-relativistic, so equation (3) can be approximated as

$$\frac{\rho }{t}=k^2\rho $$
(4)
where $`^2`$ is now the standard Laplacian on $`\text{}^3`$. This is the standard diffusion equation and has the well known solution:

$$\rho =A(t)\mathrm{exp}(\frac{p^2}{4kt})$$
(5)
where $`A(t)`$ is a normalization factor. Usefully, this is also the form of the Maxwell distribution for a classical gas in thermal equilibrium:

$$\rho _{\mathrm{Maxwell}}=A\mathrm{exp}(\frac{p^2}{2mk_BT})$$
(6)
where $`m`$ is the molecular mass, $`T`$ is the temperature, and $`k_B`$ is Boltzmann’s constant. If a gas starts in a thermal state, it will therefore remain in a thermal state even if swerves are included. Moreover, the above two equations imply that the temperature will scale linearly with time, specifically:

$$\frac{dT}{dt}=\frac{2k}{mk_B}$$
(7)
Assuming, for the sake of argument, that a heating rate of a millionth of a degree per second would already have been detected in the laboratory, we obtain the approximate bound

$$k10^{56}kg^2m^2s^3$$
(8)
The maximum average energy gain due to swerves consistent with this rate of temperature gain can be obtained from the formula $`E=3k_BT/2`$:

$$\mathrm{\Delta }E/\mathrm{\Delta }t4.3\times 10^{11}\mathrm{eVs}^1$$
(9)
Now, let us turn to some possible astrophysical effects of swerves. One outstanding astronomical puzzle is the origin of high energy cosmic rays (see  for a recent review). Attention is often focused on the so-called “trans-GKZ” events, apparent detections of cosmic rays with energies above $`5\times 10^{19}`$ eV. Such primaries, if they are protons, cannot have come from farther than about 20 Mpc (because they would have decayed due to photo-pion production with the CMB photons), but they have no obvious source in that distance range. But even for cosmic rays between $`10^{15}`$ eV and $`10^{19}`$ eV, there are only suggestions and no universally accepted acceleration mechanism for producing the observed energy distribution. The data (see e.g. fig 1 of ) seem to cry out for a universal cosmic acceleration mechanism that would inject protons, say, into the galaxy with a power law distribution of $`E^a`$, where $`2<a<3`$, so that the observed variations in the power law and deviations from isotropy would be due to the dynamics of the protons in the galaxy. Could swerves provide such a cosmic mechanism?111111The idea that the rays might be the result of spontaneous acceleration, as a result of non-standard QFT, has been discussed in .

Swerves induce a “statistical acceleration” analogous to Fermi acceleration, and it is possible a priori that enough intergalactic hydrogen could be accelerated up to very high energies to explain the data. Unfortunately this degree of acceleration is inconsistent with the bound on $`k`$ already discussed. A “Lucretian” explanation of the cosmic ray data, assuming the primaries are protons, would require some protons to accelerate to $`10^{20}`$ eV from far lower energies on a timescale of the age of the universe. To produce a power law distribution in energy, a significant proportion of those protons reaching, say, $`10^{18}`$ eV would have to go on to double their energy and more. The rest frame of a proton with an energy of $`10^{18}`$ eV has a $`\gamma `$ factor of $`10^9`$ relative to the cosmic frame, so 10 billion years of cosmic time is only 10 years of proper time for such a proton. Doubling its energy in the cosmic frame would mean gaining around 250 MeV in its own frame. But from the inequality (9), in this frame the average energy gain in 10 years could be at most $`1.4\times 10^2`$ eV. (At these energies, we can trust the non-relativistic approximation.) Since the distribution of momentum is Gaussian, with such a low average energy gain, the probability of gaining 250 MeV is exponentially small. In other words, a proton has practically no chance of making it from $`10^{18}`$ eV to $`2\times 10^{18}`$ eV in the age of the universe as a result of swerves. This calculation assumes that $`k`$ is roughly the same for an intergalactic hydrogen atom as it is for a proton, as it is for a $`\mathrm{H}_2`$ molecule in a box of gas, but the argument is still valid even for a $`k`$ many orders of magnitude larger than has been assumed.

Proton swerves cannot explain trans-GKZ cosmic rays either (if indeed their apparent observation turns out to be correct). Swerves would accelerate some protons back up beyond $`10^{20}`$ eV after they entered the “GKZ sphere”, $`20`$ Mpc from us; but this effect would not be significant. The argument for this is similar to that above. A proton with an energy of $`10^{19}`$ eV would reach us from the GKZ sphere in about 2 hours of proper time. This would not leave enough time for a non-negligible fraction of protons to, say, double their energy.

So the most direct application of the swerve idea to protons cannot explain the origin of high energy cosmic rays. However, more complicated scenarios can be considered. For example, in  the authors postulate homogeneously distributed sources producing (by some unknown mechanism) neutrinos with energies above $`10^{22}`$ eV which collide with a cosmological background of neutrinos (hot dark matter) to produce – amongst other things – protons and gamma rays that could be cosmic ray primaries. Perhaps swerves could provide the required acceleration in this case. Indeed neutrinos are more likely candidates than protons to be affected by the underlying discreteness as they are more point-like than protons, according to present beliefs. Moreover, we have few if any laboratory bounds on $`k`$ to contend with in the case of neutrinos.

More sophisticated models could also be developed. Our simple proton model assumes that the “diffusion constant” $`k`$ does not depend on local factors like average particle density, temperature etc. In a more realistic swerve model, perhaps a high particle density would lower the rate of diffusion, in which case the constraints from laboratory physics could be loosened. A second sort of generalization of the diffusion (or Fokker-Planck) equation (3) would relax the assumption of locality in momentum space. The “friction term” (3) captures the effect of many small momentum transfers due to (for example) CMBR scattering. The effect of large kicks would have to be described by a Boltzmann equation. A third improvement to our model would be to treat the particles quantum mechanically rather than classically, allowing one to take into account the finite size of the “wave packet”. Such a change might be important, because it is conceivable that matter-induced decoherence would influence the value of $`k`$, making it different on earth than in interstellar space. Unfortunately, however, the type of over-arching framework that is available for classical diffusion seems to be lacking in the quantum case, so it is less obvious how to proceed. Finally, in a full theory of causal set quantum gravity, regions of continuum spacetime might be best described as a quantum superposition of many causets, and a better phenomenological model might have to reflect this aspect as well.

Let us return for a moment to possible observational evidence for swerves. Since the path of a particle would no longer be an exact geodesic, a certain amount of fuzzing of distant sources of particles would occur. Perhaps this could be revealed by highly directional detectors of some sort.

So far we have limited our discussion to the case of massive particles. A Lorentz invariant diffusion equation for massless particles can also be written down, although in this case we lack a concrete model of propagation on the underlying causet that could serve as motivation. 121212We also lack an idea of how to describe such a diffusion in wave language as opposed to particle language. What would it mean in the case of Maxwell’s equations for example? Rather than diffusion in $`\text{}^3`$, we have in this case diffusion on a “light” cone, since the 4-momentum of a massless particle is a null vector. We will describe this further in a future work. Lorentz invariant diffusion on the cone cannot alter the direction of the momentum, but it will cause its magnitude to fluctuate, so that a distribution peaked at a certain energy would spread with time. Accordingly, one might seek evidence for this kind of diffusion in the blurring of sharply peaked spectral features of distant sources (such as emission and absorption lines). This is in contrast to what has been proposed in Lorentz-violating models, where the speed of a photon is presumed to vary with its energy (see e.g. ).

Finally, just as tests of Lorentz invariance push special relativity to its limits, tests of unitarity would allow one to push the state-vector formalism of quantum mechanics to its limits. It seems only reasonable therefore that simple models of the possible effects of non-unitarity be formulated. A non-relativistic example is given in . Perhaps a relativistic version of this could produce a similar effect to swerves.

To summarize, there is no reason that the assumption of an underlying spacetime discreteness must give rise to violations of local Lorentz invariance, because the causal set hypothesis does not. To illustrate the point that discreteness can nevertheless have observable effects, we have exhibited a Lorentz invariant momentum diffusion motivated by causal sets. If it is indeed the case that certain proposals for quantum gravity, such as loop quantum gravity and spin foams do predict violations of LLI, then we are in the happy situation of having a way to distinguish between different proposals experimentally. Be that as it may, the specificity of the models treated in this paper indicates that the causal set approach holds great potential for providing phenomenological theories of matter propagating in a discrete background. In an era of ever increasing sensitivity and power in cosmological observations, this potential to predict and detect the effects of a fundamental spacetime discreteness should be exploited.

Note added: The Poincaré-invariant diffusion process described above is constructed rigorously in  and .

We are grateful to Pasquale Blasi, David Craig, Stuart Dowker, Seth Major, Laura Mersini, Angela Olinto and David Rideout for discussing these ideas with us.

This research was partly supported by NSF grant PHY-0098488 at SU, by Air Force grant AFOSR at UCSD, by the Office of Research and Computing of Syracuse University and by the Department of Physics at Queen Mary, University of London.


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# Properties of Dark Matter Halos in Disk Galaxies

## 1. Stellar Population Mass-to-Light Ratios

To constrain the stellar mass distribution in our sample galaxies, we use the color-$`M/L`$ relationships for mixed stellar populations of Bell & de Jong (2001). In this paper we showed that for almost any reasonable star formation history and consistent chemical evolution of a galaxy, the stellar population models predict a strong correlation between the optical color of the population and its $`M/L`$. This was shown to be robust against gas inflow and outflow, different star formation prescriptions and mild starbursts (Fig. 1a).

The one major assumption we had to make was that all galaxies have similar stellar Initial Mass Functions (IMFs), independent of their other properties. The IMF used in our color-$`M/L`$ analysis determines the slope of the relation, but not the zero-point. This reflects the fact that the high mass end of the IMF determines the luminosity and the color of a population, but the low mass end sets its mass, shifting the relation in Fig. 1a up and down.

We used the maximum disk $`M/L_K`$ limits of the Ursa Major galaxies observed by Verheijen (1997) to constrain the IMF. In Fig. 1b we show the maximum allowed $`M/L_K`$ ratios for these galaxies (hence the upper limit symbols) versus their $`B`$$`R`$ color. We compare these to the predictions of our models for a standard Salpeter IMF (solid diagonal line). If our models are correct, all $`M/L`$ ratios of galaxies should scatter around this line. Clearly, this is in conflict with observations, as some galaxy upper limits are below the line, and thus using the $`M/L`$ of our model would over-predict the rotation curve of these galaxies. Hence, we use a normalization that is lower by 0.3 dex (dotted line). In principle, the normalization could be much lower, but there are many indications that in particular high surface brightness galaxies are close to maximum disk (see e.g. Weiner, these proceedings) and therefore we chose a normalization that has these galaxies close to maximum disk. If our color-$`M/L`$ relation is correct and all true $`M/L`$ values are near this line, clearly many galaxies are substantially sub-maximal, with some galaxies in the top part of the diagram being sub-maximal by a factor of 10. We use here the updated color-$`M/L`$ relations of Bell et al. (2003), which were calibrated with SDSS and 2MASS data.

## 2. Rotation Curve Modeling

We are currently collecting data for a large sample of galaxies with high quality rotation curves with a broad range in galaxy structural parameters (luminosity, scale size, etc.). For each galaxy we aim to have optical and near-IR surface photometry, HI synthesis observations of column densities and rotation curves and high resolution inner rotation curves from H$`\alpha `$ or CO measurements. We expect a final sample of over 100 galaxies; results for 25 are presented here.

Fig. 2 shows our method to determine DM distributions in our galaxies. Using the color profiles of the galaxies, we determine the radial $`M/L`$ profiles using the color-$`M/L`$ relations (middle panel). This allows us to turn the surface brightness profiles into surface mass density profiles (top panel). This not only lets us take the radial variation in $`M/L`$ into account, but more importantly, it provides us with a consistent way of scaling stellar $`M/L`$ ratios from one galaxy to the next. We add the neutral gas component by scaling the observed HI surface density by 1.32 to account for He and calculate the resulting baryonic rotation curve (bottom panel). As shown, one can now calculate the DM rotation curve by quadratically subtracting the baryonic curve from the observed curve, but this generally yields noisy DM curves in the region dominated by the stars.

## 3. Dark Matter Halo Scaling Relations

In order to avoid the problem of noisy DM curves, one often fits parametrized DM halo models. Here we show results of fits using Navarro, Frenk, & White (1997, NFW) DM halos, adiabatically contracted by the calculated baryonic component according to the formalism of Blumenthal et al. (1986) (see Dutton et al. 2003 for details). While we find that most high surface brightness galaxies and many low surface brightness galaxies are fitted by NFW DM profiles before adiabatic contraction, after contraction the model rotation curves of most galaxies over-predict the observed rotation in the central regions.

In Fig. 3a we plot the resulting parameters characterizing an NFW profile, $`c`$ and $`V_{200}`$. These parameters have have strongly correlated errors (see Kassin, these proceedings; Dutton et al. 2003) and are often poorly determined even with the stellar mass fixed (all points at $`c=0.4`$ are basically undetermined fits). We plot only galaxies with rotation curves extending to at least 3 effective mass radii (about 5 disk scalelengths for pure exponential disks). Before adiabatic contraction, most galaxies lie in the parameter space expected by $`\mathrm{\Lambda }`$CDM models (Bullock et al. 2001), but after contraction many galaxies have too small $`c`$ for their $`V_{200}`$, especially at the high mass end. These galaxies have $`V_{200}`$ values that are higher than their highest measured speeds, meaning that the model predicts that they have rising rotation curves. Because this has never been observed for massive galaxies and having data out to 5 disk scalelengths is apparently not enough of a constraint, we show in Fig. 3b fits with the observed rotation extended in radius by a factor of 5 with the last measured speed. Even though this does bring a few more galaxies into an acceptable range, there is still a considerable number of galaxies with very high $`V_{200}`$ forced by the fit of the central regions. We could reduced the problems caused by adiabatic contraction by lowering our color-$`M/L`$ normalization, but that would make all galaxies substantial sub-maximal, even the high surface brightness ones.

## 4. Specific Angular Momentum

Galaxies are thought to build up their angular momentum through tidal torques (Peebles 1969) or by the merging process during galaxy assembly (e.g., Vitvitska 2002). N-body simulations of DM halo formation by Bullock et al. (2001) showed that the specific angular momentum distribution in these DM halos follows a well defined shape. In semi-analytic models it is often assumed that the scale size of a galaxy is set by detailed conservation of the original DM halo angular momentum when the baryons collapse (e.g., Cole et al. 2000; de Jong & Lacey 2001). We calculated the baryonic angular momentum distributions for our best fit models and compared those to the predicted distribution of $`\mathrm{\Lambda }`$CDM models. Like van den Bosch et al. (2001) for dwarf galaxies, we find that all galaxies have angular momentum distributions that are clearly different from the models. This suggests that specific angular momentum is not conserved when the gas collapses, which is not surprising given the results of N-body/hydrodynamical modeling of galaxy formation by e.g., Navarro & Steinmetz (2000).

## 5. Scaling the HI Contribution

It has often been noted that the shapes of the HI and DM rotation curves of galaxies are very similar and that a considerable fraction of the DM in disk galaxies could be made of very cold molecular gas distributed similarly to the HI (see contributions by Combes, Pfenniger and Allen in these proceedings). Hoekstra et al. (2001) studied this phenomenon and found that most of their 26 galaxies were well fitted with a scaled up version of the HI mass distribution when their stellar $`M/L`$ value was left as a free parameter. Even with $`M/L`$ values determined by their colors many of our galaxies can be fitted with such a scaled HI model, but the needed HI scaling factors vary greatly among galaxies. A secondary tuning parameter will be needed for the scaling factor.

## 6. Conclusions

Stellar population synthesis models predict a strong color-$`M/L`$ relation. We use this correlation to model rotation curves of galaxies and determine their DM distribution. Some of the main conclusions of our investigation are:
\- There are large degeneracies in the fitted NFW parameters, even with the use of stellar $`M/L`$ constraints.
\- With the chosen color-$`M/L`$ normalization, adiabatically contracted halos not only over-predict central rotation speeds of dwarf galaxies, but also those of high surface brightness galaxies.
\- The angular momentum distribution in the observed baryons differs from $`\mathrm{\Lambda }`$CDM DM halo predictions, suggesting that detailed angular momentum is not conserved during the galaxy assembly process.
\- HI rotation curves cannot consistently be scaled to produce the DM signature.

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text:
# QCD at LEP11footnote 1Presented at XXXIII Intl. Symposium on Multiparticle Dynamics, Cracow, Poland, 5–11 Sept., 2003. To appear in Acta Physica Polonica.

## 1 $`𝜶_𝐬`$ from event shape variables

Variables which quantify in some way the distribution of the particles of an event in momentum space, known as shape variables, are sensitive to the amount of hard gluon emission in the event. The distributions of such variables are therefore sensitive to the value of the strong coupling constant, $`\alpha _\mathrm{s}`$. The distributions expected by QCD can be fit to the data distributions in order to measure $`\alpha _\mathrm{s}`$.

To be useful for this purpose, the variables should be infrared and collinear safe and insensitive to the electroweak physics which produces the event. Examples of such variables are $`\tau =1T`$, where $`T`$ is the thrust; the scaled heavy jet mass, $`M_\mathrm{H}`$; the total and wide jet broadening, $`B_\mathrm{T}`$ and $`B_\mathrm{W}`$; the C-parameter, $`C`$; and the jet resolution parameter, $`y_{23}`$, which is the value of $`y_{\mathrm{cut}}`$ in the Durham algorithm at which the event classification changes from 2-jet to 3-jet.

All four LEP collaborations have measured these distributions at various center-of-mass energies and used them to determine $`\alpha _\mathrm{s}`$. The LEP QCD Working Group has performed a preliminary simultaneous fit to all of these distributions , which is described here. Such a combined fit allows a consistent treatment of the theoretical predictions and uncertainties, as well as of correlations between variables and energies.

Each experiment measures the shape variable distributions and corrects them for detector resolution and acceptance, background, initial state radiation, etc. The theory predictions are calculated and, since these predictions are at parton level, corrected for hadronization using a parton shower Monte Carlo (MC) program such as pythia, herwig, ariadne. The corrected theory predictions are then fit to the corrected experimental distributions to determine $`\alpha _\mathrm{s}`$.

To $`𝒪(\alpha _\mathrm{s}^2)`$ the distribution of shape variable $`y`$ is given by

$$f_{\mathrm{pert}}(y;\alpha _\mathrm{s})\frac{1}{\sigma _{\mathrm{tot}}}\frac{\mathrm{d}\sigma }{\mathrm{d}y}=\frac{\alpha _\mathrm{s}}{2\pi }A(y)+\left(\frac{\alpha _\mathrm{s}}{2\pi }\right)^2\left[B(y)+2\pi \beta _0\mathrm{ln}\left(\frac{\mu ^2}{s}\right)A(y)\right]$$

where $`\beta _0=\frac{332n_\mathrm{f}}{12\pi }`$, with $`n_\mathrm{f}`$ the number of active flavors, and $`\mu =x_\mu \sqrt{s}`$ is the renormalization scale, $`x_\mu `$ providing a parameter to use to vary the scale. Integration of the ERT matrix elements gives the values of $`A`$ and $`B`$. This describes the data well in the multi-jet region, but not in the 2-jet region, which corresponds to small values of $`y`$, where emission of softer gluons is important. They can be included by summing, to all orders of $`\alpha _\mathrm{s}`$, the leading and next-to-leading order logarithmic terms in the expansion of $`R(y;\alpha _\mathrm{s})=_0^yf_{\mathrm{pert}}dy`$ in terms of $`L=\mathrm{ln}(1/y)`$. The two calculations can be combined if one is careful to avoid double counting. This is advantageous since it allows use of a fit range extending into the 2-jet region. However, it is not without theoretical uncertainty. There are two “matching schemes” to do this, the Log-R and the Modified Log-R schemes. The latter forces $`R`$ to vanish above the kinematical maximum value of $`y`$ by replacing $`L`$ by

$$L^{}=\frac{1}{p}\mathrm{ln}\left[\left(\frac{1}{x_\mathrm{L}y}\right)^p\left(\frac{1}{x_\mathrm{L}y_{\mathrm{max}}}\right)^p+1\right]$$

where the parameters $`p`$ and $`x_\mathrm{L}`$ allow variation of the incorporation of the kinematical limit.

The data samples available cover three center-of-mass energy ranges: 20–85 $`\mathrm{G}`$$`\mathrm{eV}`$ from radiative Z decays where the radiated photon is removed from the event; $`M_\mathrm{Z}`$; and 133–206 $`\mathrm{G}`$$`\mathrm{eV}`$. At present only L3 measurements are used from the lowest energy range, although OPAL has recently released preliminary measurements . The values of $`\alpha _\mathrm{s}`$ from this new OPAL analysis agree well with the current world average and are therefore not expected to have a large effect on the combination.

At present 6 shape variables at 14 energies are used giving 194 measurements in total, not all variables being available for all energies/experiments. To perform the fit, the covariance matrix ($`194\times 194`$) of these measurements is needed. It is composed of four contributions: $`V_{ij}=V_{ij}^{\mathrm{stat}}+V_{ij}^{\mathrm{exp}}+V_{ij}^{\mathrm{had}}+V_{ij}^{\mathrm{th}}`$. The first term, the statistical uncertainty, is the easiest to evaluate. It is certainly uncorrelated between experiments and between energies. The second term is the systematic uncertainty in the experimental measurement. It is uncorrelated between experiments. Correlations within an experiment are taken as the “minimal overlap”, $`V_{ij}^{\mathrm{exp}}=\mathrm{min}(V_{ii}^{\mathrm{exp}},V_{jj}^{\mathrm{exp}})`$. The third term is the systematic uncertainty in the hadronization correction of the perturbative calculations. While one might expect this to be correlated between experiments, since they all use the same programs, it seems that these correlations are small. This is presumed to be due to the fact that each experiment uses a different tuning of MC parameters. These uncertainties are estimated from a comparison of the corrections found using pythia, herwig, ariadne. Large fluctuations are seen in the values from energy to energy, presumably arising from statistical limitations in the Monte Carlo samples. Accordingly, they were smoothed assuming a $`1/Q`$ dependence, as suggested by power corrections, and all correlations were assumed to be zero. The fourth term is the uncertainty in the perturbative prediction due to neglect of higher orders. There are certainly very large correlations not only between experiments, but also between energies and shape variables. However, attempts to fit including such large correlations lead to highly unstable results. Accordingly, all correlations were set to zero. To evaluate the diagonal elements, the following procedure was followed. First, a nominal value of $`\alpha _\mathrm{s}`$ was chosen, and the shape variable distributions were calculated for the default values $`x_\mu =x_\mathrm{L}=p=1`$ using the modified Log-R scheme, giving the nominal distribution. Distributions were then calculated varying the parameters $`x_\mu `$, $`x_\mathrm{L}`$ and $`p`$ as well as using the Log-R scheme. The difference of these distributions with the nominal one is shown for a typical case  in Fig. 1. Then the value of $`\alpha _\mathrm{s}`$ is varied using $`x_\mu =x_\mathrm{L}=p=1`$ to determine values of $`\alpha _\mathrm{s}`$ which produce changes in the distribution as large as the largest differences found within the fit range. The difference between this value of $`\alpha _\mathrm{s}`$ and the nominal value is taken as the uncertainty on $`\alpha _\mathrm{s}`$.

Using the above-described covariance matrix a least squares fit is performed. Because of the assumptions made on lack of correlations in the hadronization and theory uncertainties, the uncertainties found by the fit can not be expected to be correct. To determine the final hadronizaton uncertainty, the combination is performed 3 times, once for each of the MC programs. The result for $`\alpha _\mathrm{s}`$ is found using pythia, the uncertainty from the rms of the results. The theory uncertainty is found by repeating the fit twice, using for all points $`\alpha _{\mathrm{s}i}\pm \sqrt{V_{ii}^{\mathrm{th}}}`$. The theory uncertainty is taken as half the difference. The result is

$$\alpha _\mathrm{s}(M_\mathrm{Z})=0.1201\pm 0.0003\text{(stat)}\pm 0.0009\text{(exp)}\pm 0.0009\text{(had)}\pm 0.0047\text{(th)}$$

Note that the theory uncertainty dominates. The results from different energies and shape variables are consistent, as shown in Fig. 2.

## 2 Power corrections

The power correction ansatz parametrizes the unknown behavior of $`\alpha _\mathrm{s}`$ below an infrared matching scale, $`\mu _\mathrm{I}`$, by an average, $`\alpha _0=\frac{1}{\mu _\mathrm{I}}_0^{\mu _\mathrm{I}}\alpha _\mathrm{s}(k)dk`$. This leads to a power term, $`P1/\sqrt{s}`$ which shifts distributions of shape variables: $`f(y)=f_{\mathrm{pert}}(yc_yP)`$ and increases their moments: $`y=y_{\mathrm{pert}}+c_yP`$ and $`y^2=y^2_{\text{pert}}+2y_{\mathrm{pert}}c_yP`$. The factor $`c_y`$ is a known factor, different for each shape variable, but $`P`$ is supposed to be universal.

DELPHI  has analyzed both the distributions of a number of shape variables and their first moments. L3  has analyzed both first and second moments. The first moments of different shape variables result in consistent values of $`\alpha _\mathrm{s}`$, but differences of around 20% are observed in the values of $`\alpha _0`$. The situation is much worse in the analysis of the distributions, as shown in Fig. 3, and of the second moments.

While one would have hoped that power corrections could have been used instead of Monte Carlo models for the hadronization corrections of shape variables, the results indicate that power corrections provide only a semi-quantitative description.

## 3 Color reconnection in 3-jet Z decays

So-called rapidity gap events have been observed in ep and $`\overline{\mathrm{p}}\mathrm{p}`$ events and are attributed to color-singlet exchange. OPAL has investigated  whether such effects exist in $`\mathrm{e}^+\mathrm{e}^{}`$ events by studying directly the distribution of particles within the gluon jet of 3-jet Z decays. L3 has taken a different approach .

The occurence of a color-singlet exchange within the gluon jet breaks the jet into two pieces, one which itself is a color singlet, and another which forms a color singlet together with the quark and antiquark. This has an effect on the color flow between jets. To quantify this, asymmetries are constructed comparing the flow between q and g with that between q and $`\overline{\mathrm{q}}`$, eg, $`A_{12}^\mathrm{B}=(B_{12}+B_{23}+B_{31})/(B_{12}+B_{23}+B_{31})`$, where $`B_{ij}`$ is the smallest angle between two adjacent particles in the region between jets $`i`$ and $`j`$, excluding particles within cones of $`15^{}`$ about the jet axes. A “Mercedes” topology is required with jet 3 identified as the gluon jet by a b-tag for jets 1 and 2 and an anti-b-tag for jet 3, resulting in a sample of 2668 events with a gluon jet purity of about 78%

The asymmetry distribution is shown in Fig. 4 and compared to the expectations of various Monte Carlo models, both without and with a “color reconnection” (CR) algorithm. Both jetset and ariadne without CR agree well with the data. However, when the GAL model of Rathsman  is included in jetset or when the CR model in ariadne is used, the models disagree with the data. The agreement between herwig and the data is very poor both with and without its CR model. The failure of the CR models here suggests that they are also inapplicable to the case of CR in $`\mathrm{e}^+\mathrm{e}^{}\mathrm{W}^+\mathrm{W}^{}\mathrm{q}\overline{\mathrm{q}}\mathrm{q}\overline{\mathrm{q}}`$.


text:
# Acknowledgments

## Acknowledgments

This work was supported in part by the Grants-in-aid from the Ministry of Education, Culture, Sports, Science and Technology, Japan, No.12047201 and No.14046201. ME thanks the Japan Society for the Promotion of Science for financial support.


text:
# Quantitative complementarity in two–path interferometry

## I Introduction

Bohr’s complementarity principle and the closely related concept of duality in interferometric devices are fundamental aspects of quantum mechanics. The well known statement that “the observation of an interference pattern and the acquisition of which–way information are mutually exclusive”, as recently rephrased by Englert , has been discussed for many years at a qualitative level. Only recently, quantitative statements for this long known “interferometric duality”  have become available. The first successful step in this direction, which is the one to be considered in the present paper, is remarkably simple and due to Greenberger and Yasin . Further extensions and refinements, such as those in the previously mentioned Ref. , together with experimental analyses, have appeared more recently and reviewed, for instance, in Refs. .

The quantitative expression for “interferometric duality” proposed by Greenberger and Yasin  reads:

$$𝒫^2+𝒱_0^21,$$
(1)
where the equal sign is valid for pure quantum mechanical states. In the previous expression, $`𝒱_0`$ is the fringe visibility which quantifies the sharpness or contrast of the interference pattern (a wave–like property), whereas $`𝒫`$ is the path “predictability” quantifying the a priori knowledge one can have on the path taken by the interfering system (its complementary particle–like property). Since we restrict our analysis to two–path interferometers, $`𝒫`$ is defined by :

$$𝒫=|w_Iw_{II}|,$$
(2)
where $`w_I`$ and $`w_{II}`$ are the probabilities for taking each path, $`w_I+w_{II}=1`$. As already stated, these are a priori probabilities which depend exclusively on the state of the interfering system and the specific parameters of the experimental set–up; in other words, we discard information improving measurements as contemplated in Ref. . The fringe visibility in Eq. (1) is defined in the standard way. It appears in the oscillatory factor of the intensity, $`I(y)`$, of a generic interference pattern:

$$I(y)=F(y)\left\{1+𝒱_0(y)\mathrm{cos}[\varphi (y)]\right\},$$
(3)
where $`\varphi (y)`$ is the phase–difference between the two paths, $`y`$ characterizes the detector position in the interferometric set–up and $`F(y)`$ is specific for each set–up.

In the most simple analyses, $`𝒱_0`$ is taken as $`y`$–independent. But this is often a too idealized assumption because the probabilities $`w_I`$ and $`w_{II}`$ for each path generally depend on the detector position. The path predictability is then $`y`$–dependent, $`𝒫(y)`$, and so is the fringe visibility, $`𝒱_0(y)`$, via the generalized version of the complementarity relation (1):

$$𝒫^2(y)+𝒱_0^2(y)1.$$
(4)
The purpose of the present paper is to investigate the physical situations for which the expressions for $`𝒫(y)`$, $`𝒱_0(y)`$ and $`\varphi (y)`$ can be analytically computed. As far as we know, this includes interference patterns of various types of double–slit experiments, the oscillations due to particle mixing shown, among others, by the neutral–kaon system and the differential cross section for Mott scattering of identical particles or nuclei.

These three kinds of phenomena, pertaining to distinct branches of physics, and the meaning of the variable $`y`$, linked respectively to a linear position, a time variable or a scattering angle, are remarkably different from each other. In spite of this, we can always obtain a unified description in terms of the same $`y`$–dependent expressions:

$$𝒱_0(y)=\frac{1}{\mathrm{cosh}(Ay)},𝒫(y)=|\mathrm{tanh}(Ay)|,\varphi (y)=By,$$
(5)
where $`A`$ and $`B`$ are constants. In deriving Eqs. (5) we have assumed that the state entering the interferometer is a pure state. As well known, expression (4) is then fulfilled with the equal sign, $`\mathrm{cosh}^2(Ay)+\mathrm{tanh}^2(Ay)=1`$, for all $`y`$. Mott scattering experiments of nuclei or particles with spin $`S0`$ are usually performed with unpolarized beams described by a density operator proportional to the identity matrix. In this case, the previous results are modified to:

$$𝒱_0(y)=\frac{K}{\mathrm{cosh}(Ay)},𝒫(y)=1K+K|\mathrm{tanh}(Ay)|,\varphi (y)=By,$$
(6)
with the new constant $`K`$ ($`0<K<1`$) depending on the mixed state. The expression (4) is now satisfied as an inequality, $`1+2K(1K)[|\mathrm{tanh}(Ay)|1]<1`$, for all $`y`$ values.

An interesting consequence of the linear dependence on $`y`$ of the two arguments $`Ay`$ \[in $`𝒱_0(y)`$\] and $`By`$ \[in the phase $`\varphi (y)`$\] is that the oscillatory factor in Eq. (3), $`I(y)/F(y)=1+𝒱_0(y)\mathrm{cos}(By)`$, allows for a full characterization of each one of the cases we consider in terms of a single ratio $`R|A/B|`$. This permits an easy comparison of quite distinct interferometric experiments (see below) and the definition of a new index:

$$\nu 0.264\left|\frac{B}{A}\right|=\frac{0.264}{R},$$
(7)
specific for each set–up. This index has been defined to estimate the effective number of fringes, i.e., how many of them appear in a given set–up before the visibility decreases by the usual factor of $`e`$.

## II Double–slit experiments

As this is the best known case, a brief analysis should be sufficient for our present purposes. We consider the set–up of Fig. 1, where a monochromatic plane–wave with wavelength $`\lambda =2\pi /k`$ is perpendicularly directed towards a double–slit in close contact with a convergent lens of focal length $`f`$. The light intensity, $`I(y)`$, is then detected along the $`y`$–axis of a screen perpendicular to the optical axis of the lens and placed at a distance $`l`$ from the slits–plus–lens assembly. Assuming a perfect transparency through the two identical slits (step–function transmission), the analytic expression for $`I(y)`$ is well known but it exists only in the Fraunhofer limit, $`l=f`$, where the beams diffracted from each slit overlap and $`𝒱_0=1`$. Since we are interested in the analytic $`y`$–dependence of $`𝒱_0(y)`$, we have to discard this simplest case and follow Bartell’s analysis . This requires to consider identical slits incorporating Gaussian transmission filters, $`T(x)=\mathrm{exp}(x^2/2x_0^2)`$, where $`x_0`$ is the effective width of each slit. If their centers are separated by a distance $`d`$, the intensity $`I(y)`$ along the screen coordinate $`y`$ is given by :

$$I(y)=Ne^{y^2/\sigma ^2}\mathrm{cosh}(Ay)\left[1+\frac{1}{\mathrm{cosh}(Ay)}\mathrm{cos}(By)\right],$$
(8)
where $`\sigma ^2x_0^2(1l/f)^2+l^2/(k^2x_0^2)`$ (the second term here accounts for the spreading of the beam) and

$$A=\frac{d}{\sigma ^2}\left(1\frac{l}{f}\right),B=\frac{d}{\sigma ^2}\frac{l}{kx_0^2},R=\frac{kx_0^2}{l}\left(1\frac{l}{f}\right).$$
(9)
As anticipated, $`A`$ and $`B`$ are constants and (4) is fulfilled with the equal sign since we are dealing with pure states. For future reference and illustrative purposes, we have plotted the oscillatory factor (inside square brackets) of Eq. (8) in Fig. 2 for the following set of parameters: $`k=10^7\mathrm{m}^1`$, $`x_0=10^4`$ m, $`d=310^3`$ m, $`l=0.1`$ m and $`f=0.11`$ m. These values imply $`R0.10`$ and an effective number of fringes $`\nu 2.6`$, as shown in Fig. 2.

The need to consider a Gaussian profile for the beams suggests the use of laser light. In Fig. 3 we have sketched a possible experimental set–up with a symmetrical beam–splitter and two mirrors recombining the beams on a screen. When the latter is at $`L=0`$, the two beams completely overlap and produce interference fringes centered at $`y=0`$ of maximal visibility $`𝒱_0(y)=1`$. When the screen is displaced ($`L0`$) the centers of the two light spots separate symmetrically along the $`y`$–axis and the intensity $`I(y)`$ is given by Eq. (8) with $`\sigma ^2=x_0^2`$, $`A=2L\mathrm{sin}\theta /x_0^2`$, $`B=2k\mathrm{sin}\theta `$ and $`R=L/(kx_0^2)`$. With $`k=10^7\mathrm{m}^1`$, $`x_0=10^4`$ m and $`L=0.01`$ m one obtains again the same $`R0.10`$ and $`I(y)`$ as before.

In principle, neutron interferometric experiments with a double–slit, such as those described in Ref. , could also be considered except for the fact that the beam profile is not necessarily Gaussian and so no analytic expression for $`I(y)`$ can be derived away from the Fraunhofer limit. In practice, there is also the problem of correcting our idealized predictions by the various effects present in the real experiment. As a first attempt, we have considered that all these corrections can be simulated by a convolution of our predictions with an additional Gaussian distribution. Once the single–slit data of Ref.  are adjusted in this way, the same convolution is seen to correct our ideal prediction for the double–slit and a semiquantitative agreement with the data of Ref.  is obtained. Quantitative agreement can also be achieved as recently shown in Ref. , but such an analysis goes beyond the scope of the present paper. Other neutron interferometric experiments, such as those recently reviewed by Rauch and Werner , could be treated along the same lines once the corresponding analytical expressions become available.

## III Particle oscillations

Particle–antiparticle oscillations are known to take place, among others, in the $`K^0`$$`\overline{K^0}`$ system. We restrict our discussion to this case because it has been considered as the archetypal example  and studied in detail (for a classical review, see Kabir’s book ; for recent quantum mechanical results, see Ref. ). However, our findings can be immediately extrapolated to the $`B^0`$$`\overline{B^0}`$, $`D^0`$$`\overline{D^0}`$, $`\mathrm{}`$ systems. Neutral kaons are copiously produced by strangeness conserving strong interactions and so initially appear either as $`K^0`$’s (strangeness $`+1`$) or $`\overline{K^0}`$’s (strangeness $`1`$). But time–evolution in free space is governed by the $`\{K_S,K_L\}`$ basis states diagonalizing the weak Hamiltonian. For these short– and long–lived states one has:

$$|K_S=e^{i\lambda _St}|K_S,|K_L=e^{i\lambda _Lt}|K_L,$$
(10)
where $`\lambda _{S,L}m_{S,L}(i/2)\mathrm{\Gamma }_{S,L}`$ and $`m_{S,L}`$ and $`\mathrm{\Gamma }_{S,L}`$ are the kaon masses and decay widths.

The time–evolution of initial $`K^0`$ or $`\overline{K^0}`$ states is then given by:

$`|K^0|K^0(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{1+|ϵ|^2}}{\sqrt{2}(1+ϵ)}}\left[e^{i\lambda _St}|K_S+e^{i\lambda _Lt}|K_L\right],`$ (11)
$`|\overline{K^0}|\overline{K^0}(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{1+|ϵ|^2}}{\sqrt{2}(1ϵ)}}\left[e^{i\lambda _St}|K_Se^{i\lambda _Lt}|K_L\right].`$ (12)
The CP–violation effects can safely be neglected ($`ϵ=0`$) for our purposes thus obtaining $`K_S|K_L=0`$ and

$`|K^0(t)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left[{\displaystyle \frac{1+e^{\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }t}e^{i\mathrm{\Delta }mt}}{\sqrt{1+e^{\mathrm{\Delta }\mathrm{\Gamma }t}}}}|K^0+{\displaystyle \frac{1e^{\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }t}e^{i\mathrm{\Delta }mt}}{\sqrt{1+e^{\mathrm{\Delta }\mathrm{\Gamma }t}}}}|\overline{K^0}\right],`$ (13)
$`|\overline{K^0}(t)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left[{\displaystyle \frac{1e^{\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }t}e^{i\mathrm{\Delta }mt}}{\sqrt{1+e^{\mathrm{\Delta }\mathrm{\Gamma }t}}}}|K^0+{\displaystyle \frac{1+e^{\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }t}e^{i\mathrm{\Delta }mt}}{\sqrt{1+e^{\mathrm{\Delta }\mathrm{\Gamma }t}}}}|\overline{K^0}\right],`$ (14)
when reverting to the $`\{K^0,\overline{K}^0\}`$ basis. This is necessary to discuss strangeness measurements projecting into one of these two basis states. In Eqs. (13) we have defined $`\mathrm{\Delta }m=m_Lm_S`$, $`\mathrm{\Delta }\mathrm{\Gamma }=\mathrm{\Gamma }_L\mathrm{\Gamma }_S`$ and normalized to undecayed states at time $`t`$.

Strangeness oscillations in $`t`$ of the $`|K^0(t)`$ and $`|\overline{K^0}(t)`$ states are easily deducible from Eqs. (13). The oscillation phase is given by $`\varphi (t)=\mathrm{\Delta }mt`$ and the time dependent visibility by:

$$𝒱_0(t)=\frac{1}{\mathrm{cosh}\left(\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }t\right)}.$$
(15)
We then recover the structure of Eqs. (3) and (5) with:

$$A=\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma },B=\mathrm{\Delta }m,R=\frac{|\mathrm{\Delta }\mathrm{\Gamma }|}{2\mathrm{\Delta }m},$$
(16)
and from the experiment one has $`|\mathrm{\Delta }\mathrm{\Gamma }|/(2\mathrm{\Delta }m)1.05`$. These results and the discussion in the previous paragraph clearly show the interferometric characteristics of neutral kaon propagation in free space, where the $`K_S`$ and $`K_L`$ propagating components play the role of the two interferometric paths . The path–predictability $`𝒫(t)`$ can be computed once one knows that the state has survived up to time $`t`$. The larger is $`t`$, the more probable is the propagation of the $`K_L`$ component ($`\mathrm{\Gamma }_S579\mathrm{\Gamma }_L`$). One thus gets:

$`𝒫(t)`$ $`=`$ $`\left|{\displaystyle \frac{1}{1+e^{\mathrm{\Delta }\mathrm{\Gamma }t}}}{\displaystyle \frac{1}{1+e^{+\mathrm{\Delta }\mathrm{\Gamma }t}}}\right|=\left|\mathrm{tanh}\left({\displaystyle \frac{1}{2}}\mathrm{\Delta }\mathrm{\Gamma }t\right)\right|.`$ (17)
Again, one satisfies Eq. (4), $`𝒫^2(t)+𝒱_0^2(t)=1`$, as expected for pure states like $`|K^0(t)`$ and $`|\overline{K^0}(t)`$.

$`B^0`$$`\overline{B}^0`$ oscillations have also been observed in recent experiments leading to compatible values for $`\mathrm{\Delta }m_B`$ (see, for instance, Ref. ). The available data are consistent with $`\mathrm{\Delta }m_B>>\mathrm{\Delta }\mathrm{\Gamma }_B`$, so that $`R<<1`$ and $`\nu >>1`$.

## IV Mott scattering

For energies below the Coulomb barrier, the scattering of two identical nuclei is elastic and exclusively due to electrostatic interactions. The differential cross section can be analytically computed by suitably modifying Rutherford’s formula. This leads to the well known Mott’s differential cross section:

$$\frac{d\sigma }{d\mathrm{\Omega }}=\left(\frac{Z^2e^2}{4E}\right)^2\left\{\frac{1}{\mathrm{sin}^4(\theta /2)}+\frac{1}{\mathrm{cos}^4(\theta /2)}+C_S\frac{2}{\mathrm{sin}^2(\theta /2)\mathrm{cos}^2(\theta /2)}\mathrm{cos}[\eta \mathrm{ln}\mathrm{tan}^2(\theta /2)]\right\},$$
(18)
where $`Ze`$ and $`S`$ are the nuclear charge and spin, whereas $`E`$ and $`\theta `$ are the center–of–mass energy and scattering angle. The first two terms inside brackets correspond to the squared moduli of the Rutherford scattering amplitudes at angles $`\theta `$ and $`\pi \theta `$, respectively. The third term comes from the interference of these two amplitudes and contains the factor $`C_S`$ accounting for spin effects and the opposite sign from boson and fermion statistics. The two amplitudes can be associated with the direct and crossed Feynman diagrams, which play the same role as the two paths in conventional double–slit interferometry. The phase difference appears in the interfering term and depends on the Sommerfeld parameter:

$$\eta =Z^2\alpha \sqrt{\frac{Mc^2}{2E}},$$
(19)
$`M`$ being the mass of the nucleus and $`\alpha `$ the fine structure constant.

In spite of the obvious differences between this situation and those previously discussed, it is quite easy to express the $`\theta `$–dependent differential cross section $`d\sigma /d\mathrm{\Omega }`$ in the form of Eq. (3). One needs the change of variable:

$$e^x\mathrm{tan}^2(\theta /2)=\frac{1\mathrm{cos}\theta }{1+\mathrm{cos}\theta },$$
(20)
with $`x`$ ranging from 0 to $`\mathrm{}`$, as $`\theta `$ runs from $`\theta =\pi /2`$ to $`\theta =\pi `$. Because of the obvious symmetry of $`d\sigma /d\mathrm{\Omega }`$, negative values of $`x`$ cover the range $`0\theta <\pi /2`$. The new variable $`x`$ allows one to rewrite the relevant part of Eq. (18):

$$\frac{d\sigma }{d\mathrm{\Omega }}1+\frac{1\mathrm{cos}^2\theta }{1+\mathrm{cos}^2\theta }C_S\mathrm{cos}[\eta \mathrm{ln}\mathrm{tan}^2(\theta /2)],$$
(21)
as:

$$I(x)1+\frac{C_S}{\mathrm{cosh}x}\mathrm{cos}(\eta x),$$
(22)
which has the same structure as Eqs. (3) and (5) with:

$$A=1,B=\eta ,R=1/\eta .$$
(23)
The remaining parameter $`C_S`$ depends on the nuclear spin $`S`$ and is discussed in the following two paragraphs.

The simplest case to analyze corresponds to the elastic scattering of spin–zero nuclei, for which one obtains $`C_0=1`$ in Eq. (18). The same result holds for beams of spin–$`S`$ nuclei polarized in the same direction. The equal spin components of the two colliding nuclei do not alter their indistinguishability. Thus for $`\theta =\pi /2`$ ($`x=0`$) the two amplitudes contribute with the same probability $`w_I=w_{II}=w(\pi /2)=1/2`$, $`𝒫(x=0)=0`$ and one has maximal visibility, $`𝒱_0(x=0)=1`$. For $`\theta >\pi /2`$ ($`x>0`$), $`w_I=w(\theta )`$ and $`w_{II}=w(\pi \theta )`$ are given by the Rutherford formula and imply $`𝒫(\theta )=2|\mathrm{cos}\theta |/(1+\mathrm{cos}^2\theta )`$ or $`𝒫(x)=\mathrm{tanh}x`$. In Fig. 4 we show the dependence of $`𝒫^2(\theta )`$ and $`𝒱_0^2(\theta )=(1\mathrm{cos}^2\theta )^2/(1+\mathrm{cos}^2\theta )^2`$ on $`\mathrm{cos}\theta `$. These cases admit thus a complete description in terms of pure states \[see Eq. (5)\].

This is not the case for unpolarized beams of spin–$`S`$ nuclei. The $`C_S`$ factor appearing in the Mott cross section (18) is known to be given by $`C_S=()^{2S}/(2S+1)`$ and the path predictability can be easily computed. Indeed, among the $`(2S+1)^2`$ equally probable spin combinations one can have, $`(2S+1)`$ of them correspond to cases where both nuclei have identical spin components; this implies no additional which–path information and the predictability is the same as in the spinless case. For the remaining $`2S(2S+1)`$ cases, the paths of either nuclei are “marked” by their distinct spin components and the predictability is one. One thus obtains $`𝒫(x)=(2S+|\mathrm{tanh}x|)/(2S+1)`$ and $`K=|C_S|=1/(2S+1)`$ as required \[see Eq. (6)\].

Accurate data for Mott scattering below the Coulomb barrier have been obtained in several experiments long time ago. In Ref. , $`\alpha `$$`\alpha `$ scattering was measured at center–of–mass energies $`E=75`$, $`150`$ and $`200`$ keV. Those by Bromley et al.  refer to $`\mathrm{C}^{12}+\mathrm{C}^{12}`$ at $`E=3`$ and $`5`$ MeV and to $`\mathrm{O}^{16}+\mathrm{O}^{16}`$ at $`E=7`$, $`8.8`$ and $`10`$ MeV. In both cases one has $`S=0`$ and the data are perfectly fitted by the theoretical curves. The oscillatory factors for some of these curves are plotted in Fig. 5. For $`S=1/2`$ nuclei we have recent data on $`\mathrm{C}^{13}+\mathrm{C}^{13}`$ scattering at $`E=75`$ keV . These data agree with $`𝒱_0(x)=1/(2\mathrm{cosh}x)`$ as required by Eq. (6) for $`K=1/2`$.

## V Conclusions

We have explored the possibility of achieving a unified description for a series of phenomena belonging to distinct fields of physics but admitting an analogous treatment in terms of basic concepts of two–path interferometry. This includes the quantitative expression for the interferometric duality (1), originally proposed by Greenberger and Yasin, which has been generalized here to account for the dependence of the fringe visibility $`𝒱_0(y)`$ and the path predictability $`𝒫(y)`$ on the detector position $`y`$. We have achieved this unified description for the cases where the $`y`$–dependence in $`𝒱_0(y)`$ and $`𝒫(y)`$, as well as the one in the relative phase $`\varphi (y)`$, can be analytically computed. Besides conventional double–slit phenomena, this includes particle oscillations —as seen, among others, in the neutral kaon system— and the interference effects in the differential cross section of Mott scattering for identical nuclei. The relevant aspects of the interferometric behaviour of these various types of phenomena can then be described within a global framework and in terms of a unified expression containing a new parameter, $`\nu `$. This parameter characterizes every specific experimental set–up and estimates the effective number of visible fringes.

## Acknowledgements

This work has been partly supported by EURIDICE HPRN–CT–2002–00311, MCyT project BFM2002-2588 and INFN. Enlighting discussions with J. Campos are acknowledged.


text:
# Effective diffusion constant in a two dimensional medium of charged point scatterers

## 1 Introduction

The bulk transport properties of random media are of great importance in physics and engineering. The computation of the bulk diffusivity, conductivity, permeability and dielectric constant from the statistical properties of their local fluctuations is referred to as homogenisation. These bulk quantities describe the transport properties over large length and time scales and will normally have well defined values when the statistics of the local fluctuations are homogeneous under translation. We will consider situations that are also statistically isotropic since a breakdown of isotropy involves further levels of complexity, important and interesting though they are.

In this paper we compute the effective diffusion constant for tracer particles travelling through a medium of fixed but randomly distributed centres of force. We we assume for simplicity that the centres of force are all identical but may have either positive or negative charge with equal probability. The tracer therefore experiences a randomly fluctuating potential with zero mean. This model of a disordered medium is a reasonable, if simplified, description of many real physical systems where the random potential is induced by impurities inserted in a regular background.

Many studies of diffusion in a random potential have been based on the assumption that it can be represented by a Gaussian field . Diffusion in a non-Gaussian field has been studied using perturbation theory . However the calculation is significantly more complicated than that for the Gaussian case. The significance of our investigation is that we obtain exact results for a class of problems, diffusion in random potentials of point scatterers, that are non-Gaussian and for which few results are known. The results are exact in one and two-dimensions but experience suggests that they may be indicative for higher dimensional cases.

## 2 The Model

The position $`X_i`$, of a particle, of negligible inertia, subject to a white noise, $`w_i(t)`$, and a potential $`\varphi (x)`$, satisfies the equation

$$\dot{X}_i=w_i(t)+\lambda _0_i\varphi (X),$$
(1)
where

$$w_i(t)w_j(t^{})=2\kappa _0\delta _{ij}\delta (tt^{}),$$
(2)
and $`\mathrm{}`$ denotes an average over the white noise. The Einstein relation implies that the local, or bare, diffusivity $`\kappa _0`$ and the coupling to the potential gradient $`\lambda _0`$ are related by the equation

$$\frac{\lambda _0}{\kappa _0}=\beta =\frac{1}{T},$$
(3)
where $`T`$ is the absolute temperature in appropriate units. The probability density, $`p(x,t)`$, for the position of the particle obeys

$$\frac{p(x,t)}{t}=\kappa _0^2p+\lambda _0(p\varphi ).$$
(4)
The effective diffusivity, $`\kappa _e^{(g)}`$, appropriate to the dispersion of the particle at large times and distances is

$$\kappa _e^{(g)}=\frac{1}{2D}\underset{t\mathrm{}}{lim}\frac{X_t^2}{t},$$
(5)
where $`D`$ is the dimension of space. The mean squared displacement of the particle is given by

$$X_t^2=d^Dxx^2p(x,t).$$
(6)
The superscript $`g`$ is used to denote the fact that we are considering the effective diffusion constant for a particle diffusing in a gradient field.

The description of the model is completed by specifying the structure of the potential $`\varphi (x)`$ in terms of the scattering centres and their charges. In this paper we will consider potentials of the type

$$\varphi (x)=\underset{n=1}{\overset{N}{}}q_nV(xx_n),$$
(7)
generated by $`N`$ scatterers frozen in the volume $`V`$. Here $`q_n=\pm 1`$ is the charge on the scatterer $`n`$, $`x_n`$ is its position and $`V(x)`$ the potential at the point $`x`$ due to a positively charged background particle at the origin. In this paper we shall consider distributions of the $`x_n`$ and $`q_n`$ such that the field $`\varphi `$ is statistically invariant under global transformation $`\varphi \varphi `$. This is clearly the case for distributions of the $`x_n`$ which are homogeneous and isotropic along with the condition that the distribution of the $`q_n`$ is invariant under the global charge transformation $`q_nq_n`$. An example of this type of distribution is one where the positions $`x_n`$ are distributed uniformly and independently in the volume $`V`$ and the charges are taken to be independent and $`\pm 1`$ with probability $`\frac{1}{2}`$. In this case the disorder average is given by

$$𝒪_d=\underset{n}{}\underset{q_n=\pm 1}{}\frac{1}{2V}d^Dx_n𝒪.$$
(8)
One could also consider an strictly electroneutral ensemble where $`N/2`$ of the scatterers have the charge $`\pm 1`$, here the disorder average is thus

$$𝒪_d=\underset{n}{}\frac{1}{V}d^Dx_n𝒪,$$
(9)
we shall see however in the thermodynamic limit these two problems have the same diffusion constant. Another realisation of an ensemble of the type mentioned above is one where a system of $`N/2`$ positive and negative charges, interacting via the Hamiltonian

$$H=\underset{i<j}{\overset{N}{}}q_iq_jV(x_ix_j),$$
(10)
are allowed to interact and equilibriate at some inverse temperature $`\beta ^{}`$, they are then frozen in this equilibrium configuration giving a distribution of the $`x_n`$ of

$$P(\{x_i\})=\frac{1}{Z(\beta ^{})}\mathrm{exp}\left(\beta ^{}\underset{i<j}{\overset{N}{}}q_iq_jV(x_ix_j)\right),$$
(11)
where $`Z(\beta ^{})`$ is the partition function for the system. Clearly the uniform distribution of equation (9) is recovered in the limit $`\beta ^{}0`$.

## 3 Associated permeability model

In a previous paper we showed that there is a strong connection between our gradient flow model and the problem of computing the effective long range diffusivity, $`\kappa _e^{(p)}`$, of particle with a locally random diffusivity field $`\kappa (x)`$ . A Langevin particle diffusing in a random medium with local diffusivity $`\kappa (x)`$ has a probability density which satisfies

$$\frac{p(x,t)}{t}=\kappa (x)p.$$
(12)
In this case also the long time transport can also be partially described by the asymptotic behaviour of the mean squared displacement.

$$X_t^22D\kappa _e^{(p)}t,$$
(13)
where $`\kappa _e^{(p)}`$ is the bulk or effective diffusivity of the medium.

The problem of calculating $`\kappa _e^{(p)}`$ is also equivalent calculating the bulk permeability of a porous medium, where the flow is described by Darcy’s law , given that the local permeability is $`\kappa (x)`$. It is also equivalent to calculating the effective conductivity or effective dielectric constant in media where $`\kappa (x)`$ represents the local conductivity or dielectric constant. The superscript $`p`$ here is thus used to denote that the effective diffusion constant corresponds to an effective permeability problem. The problem of calculating $`\kappa _e^{(p)}`$ has been considered by numerous authors via exact relations in one and two dimensions  and via perturbation techniques in three dimensions .

The relevant connection between the permeability problem and the gradient flow problem emerges when the local diffusivity or permeability is chosen to be

$$\kappa (x)=\kappa _0\mathrm{exp}\left(\beta \varphi (x)\right).$$
(14)
In  it was shown that the bulk permeability or effective diffusion constant for equation (12) with a local diffusivity given by equation (14) and that for the gradient flow problem equation (4) with the same field $`\varphi `$ are related by

$$\frac{\kappa _e^{(g)}}{\kappa _e^{(p)}}=\frac{\kappa _0}{\overline{\kappa }},$$
(15)
where

$$\overline{\kappa }=\frac{1}{V}d^Dx\kappa (x),$$
(16)
The relation equation (15) holds in all dimensions where the corresponding $`\kappa _e`$ exist. In a statistically homogeneous system with short range correlations in the field $`\varphi `$, in the limit of large $`V`$ we expect $`\overline{\kappa }`$ to be self averaging, or realisation independent, i.e.

$$\overline{\kappa }=\overline{\kappa }_d=\frac{1}{V}d^Dx\kappa (x)_d,$$
(17)
## 4 Duality relation and the two dimensional result

For two-dimensional systems we can obtain exact results by combining equation (15) with a standard duality theorem . For completeness we derive the relevant result in a form appropriate to the problem under consideration.

As a preliminary we note that when the fields $`\varphi (x)`$ and $`\varphi (x)`$ are statistically equivalent it follows that local diffusivities $`\kappa (x)`$ and $`\kappa ^{}(x)=\kappa _0^2/\kappa (x)`$ are also statistically equivalent. We view equation (12) as describing the flow of the density $`p(x)`$ through the random medium. The associated current is $`j(x)=\kappa (x)p(x)`$ . In the steady state we have

$$(\kappa (x)p(x))=0,$$
(18)
and on averaging over the ensemble of samples we have, assuming a constant mean current and density gradient,

$$j(x)=\kappa (x)p(x)=\kappa _e^{(p)}p(x).$$
(19)
In two-dimensions equation (18) implies that there exists a dual field $`\chi (x)`$ such that

$$j(x)=\kappa (x)p(x)=\kappa _0n\times \chi (x),$$
(20)
where $`n`$ is a unit vector orthogonal to the two-dimensional plane of the problem. We also have the dual equation

$$\kappa ^{}(x)\chi (x)=\kappa _0n\times p(x)$$
(21)
which implies

$$(\kappa ^{}(x)\chi (x))=0.$$
(22)
Since $`\kappa ^{}(x)`$ is statistically equivalent to $`\kappa (x)`$ it follows that

$$\kappa ^{}(x)\chi (x)=\kappa _e^{(p)}\chi (x),$$
(23)
with the same effective permeability $`\kappa _e^{(p)}`$, as in the original problem. We have then the two dual results

$$\kappa _e^{(p)}p(x)=\kappa _0n\times \chi (x),$$
(24)
and

$$\kappa _e^{(p)}\chi (x)=\kappa _0n\times p(x).$$
(25)
The consistency of these equations implies that

$$\kappa _e^{(p)}=\kappa _0.$$
(26)
Combining this result with equation (15) we obtain the general result valid in two dimensions

$$\kappa _e^{(g)}=\frac{\kappa _0^2}{\overline{\kappa }},$$
(27)
This equation (27) was previously used by the authors to solve the problem of calculating $`\kappa _e^{(g)}`$ in a homogeneous Gaussian field in two dimensions to give

$$\kappa _e^{(g)}=\kappa _0\mathrm{exp}\left(\frac{\beta ^2}{2}\mathrm{\Delta }(0)\right),$$
(28)
where $`\mathrm{\Delta }`$ is the connected two-point correlation function defined by

$$\mathrm{\Delta }(xx^{})=\varphi (x)\varphi (x^{})_d\varphi (x)_d\varphi (x^{})_d,$$
(29)
the average again being over the sample disorder. This result is particularly interesting as it showed that the renormalisation group result for $`\kappa _e^{(g)}`$  in dimension $`D`$, given by

$$\kappa _e^{(g)}(RG)=\kappa _0\mathrm{exp}\left(\frac{\beta ^2}{D}\mathrm{\Delta }(0)\right),$$
(30)
was exact in two dimensions. The equation (30) was already known to be exact in one dimension . Indeed in one dimension the effective permeability is given for a general homogenous $`\kappa (x)`$ by

$$\kappa _e^{(p)}=\left(\overline{\frac{1}{\kappa }}\right)^1$$
(31)
i.e. the harmonic mean of the local permeability. Using the result equation (15) we thus obtain the solution of the corresponding gradient flow problem in one dimension to be

$$\frac{\kappa _e^{(g)}}{\kappa _0}=1/\left(\overline{\kappa }\overline{\frac{1}{\kappa }}\right)$$
(32)
## 5 Some Examples

For the problem of tracer particles moving through scatterers uniformly and independently distributed in two dimensions, we can combine equation (8) with equation (17) to obtain

$$\overline{\kappa }=\underset{n}{}\left[\frac{d^2x_n}{V}\frac{1}{2}\underset{q_n}{}\mathrm{exp}\left(\beta q_iV(x_n)\right)\right]=\left[1+\frac{1}{V}d^2x\left(\mathrm{cosh}\left(\beta V(x)\right)1\right)\right]^N.$$
(33)
We now take the thermodynamic limit, that is $`N\mathrm{}`$ at fixed $`\rho =N/V`$ and obtain the exact result

$$\kappa _e^{(g)}=\kappa _0\mathrm{exp}\left(\rho d^2x\left(\mathrm{cosh}\left(\beta V(x)\right)1\right)\right).$$
(34)
The distribution given by equation (9) for an exactly neutral system of scatterers of density $`\rho `$ also leads to the same result equation (34) in the thermodynamic limit.

It is interesting to review the relationship of this result to equation (28) for the model in which $`\varphi (x)`$ is a Gaussian field  with zero mean. In the case of uniformly distributed randomly charged scatterers the two-point correlation function of the field $`\varphi `$ is given by

$$\mathrm{\Delta }(xx^{})=\rho d^2x^{\prime \prime }V(xx^{\prime \prime })V(x^{}x^{\prime \prime }).$$
(35)
Applying the Gaussian “prediction” equation (28) for the diffusivity therefore gives

$$\kappa _e^{(g)}=\kappa _0\mathrm{exp}\left\{\frac{\beta ^2}{2}\rho d^2xV^2(x)\right\}.$$
(36)
Comparing equations (36) and (34) we see that the result for the Gaussian field is recovered from that of the point scatterers in the limit $`\beta 0`$ while $`\rho \beta ^2=c`$ with $`c`$ a constant. This limit where the scatterer disorder acquires a Gaussian character can also be found by examining the perturbation theory for this problem and holds in all dimensions. It is interesting to note that the Gaussian limit does not necessarily hold, as one may have naively expected from the central limit theorem, simply in the limit of large $`\rho `$.

It is illuminating to consider the particular case where the $`V(x)`$ is a screened Coulomb potential (Yukawa interaction) in two dimensions. We have

$$^2V(x)\mu ^2V(x)=2\pi \delta (x)$$
(37)
where $`\mu ^1`$ is the screening length. Writing $`|x|=r`$, $`V(x)=V(r)`$ has the asymptotic behaviour

$$V(r)\{\begin{array}{cc}\mathrm{ln}(r)\hfill & r\mu ^1\hfill \\ \mathrm{exp}(\mu r)/\sqrt{\mu r}\hfill & r\mu ^1\hfill \end{array}$$

From this we see that the integral

$$d^2x\left(\mathrm{cosh}\left(\beta V(x)\right)1\right)$$
(38)
is convergent for large $`r`$ when $`\mu >0`$ and for small $`r`$ when $`\beta <2`$. The importance of the screening is now revealed since its removal, by setting $`\mu =0`$, leads to the integral becoming infra-red divergent thus forcing the diffusion constant to vanish. It would be interesting to investigate this regime separately since the actual behaviour of the sample would presumably be sub-diffusive and hence scale dependent.

The integral also diverges and the diffusivity goes to zero as $`\beta `$ approaches 2 from below, that is as the temperature cools to $`T=1/2`$. It is possible to analyse qualitative nature of the divergence since it is contained in the integral

$$_{rr_0}d^2x(\mathrm{cosh}(\beta V(x))1)_0^{r_0}𝑑rAr^{1\beta }\frac{A}{2\beta },$$
(39)
for some $`A>0`$ and sufficiently small $`r_0`$ . It follows that the diffusivity behaves as

$$\frac{\kappa _e^{(g)}}{\kappa _0}B\mathrm{exp}\left(\frac{\rho A}{2\beta }\right)$$
(40)
which is of the form of the Volgel-Fulcher-Tammann law reported in fragile glass formers as they approach $`T_g`$. It is important to recognise that the effect is one associated with short distances. A qualitative light is shed on the circumstances by considering the equilibrium tracer particle density in the presence of the scattering centres. At any time only the nearest such scatterer dominates the tracer particle probability density. If this has the opposite sign of charge to the tracer particle then the probability density is $`h(x)`$ where

$$h(x)=\frac{\mathrm{exp}\left(\beta V(x)\right)}{_Vd^Dx^{}\mathrm{exp}\left(\beta V(x^{})\right)},$$
(41)
where we have placed the scatterer at the origin. Obviously this exhibits the same divergence as before and the density only exists for $`\beta <2`$ . The physical interpretation of this result is that the tracer particle eventually becomes trapped at the point $`x=0`$ and thus diffusion is stopped.

We now consider a system where the configuration of the scatterers is that obtained by freezing an equilibrium configuration of mobile interacting scatterers at equilibrium at inverse temperature $`\beta `$, the same inverse temperature as the tracer particle ı.e. with a distribution of the $`x_n`$ given by equation (11) with $`\beta =\beta ^{}`$. This situation would apply to a very mobile tracer diffusing in a background of very slowly moving charges of the same valence, for example an electron in a background of immobile ions. To facilitate the calculation of $`\overline{\kappa }`$ we pass to the grand canonical ensemble for the scatters to obtain

$`\overline{\kappa }=`$ $`{\displaystyle \frac{1}{\mathrm{\Xi }}}`$ $`{\displaystyle \underset{N_+,N_{}}{}}{\displaystyle \frac{d^Dx_i}{N_+!N_{}!}\frac{d^Dx}{V}}`$ (42)
$`z^{N_++N_{}}\mathrm{exp}\left(\beta {\displaystyle \underset{i<j}{}}q_iq_jV(x_ix_j)\right)\mathrm{exp}\left(\beta {\displaystyle \underset{i}{}}q_iV(x_ix)\right),`$
where the integration over $`x`$ above is the spatial averaging of $`\kappa (x)`$ over $`V`$, $`\mathrm{\Xi }`$ is the grand partition function and $`z`$ is the fugacity of the positive and negative charges. The above expression can clearly be written as

$$\overline{\kappa }=\frac{1}{zV\mathrm{\Xi }}\underset{N_+,N_{}}{}(N_{}+1)z^{N_++N_{}+1}Z_{N_+,N_{}+1},$$
(43)
where $`Z_{N_+,N_{}}`$ is the canonical partition function for a system of $`N_{+/}`$ positive/negative charges. In the thermodynamic limit we thus obtain

$$\overline{\kappa }=\frac{\rho }{2z},$$
(44)
which yields

$$\frac{\kappa _e^{(g)}}{\kappa _0}=\frac{2z}{\rho }.$$
(45)
For the case of a pure Coulomb interaction i.e. when $`\mu =0`$

$$V(x)=\mathrm{ln}(\frac{|x|}{L}),$$
(46)
where $`L`$ is a length scale which from here on we set to be $`1`$. The statistical mechanics of the two dimensional Coulomb gas has been recently exactly solved  in the region where the model is thermodynamically stable (i.e. $`\beta <2`$). For $`\beta >2`$ the system is thermodynamically unstable and collapses unless a hard core interaction is included between the particles; this instability is present for the reasons mentioned previously. In the stable region it has been shown

$$\frac{\rho ^{1\beta /4}}{z}=2\left(\frac{\pi \beta }{8}\right)^{\beta /4}\frac{\mathrm{\Gamma }(1\beta /4)}{\mathrm{\Gamma }(1+\beta /4)}\left[{}_{2}{}^{}F_{1}^{}(\frac{1}{2},\frac{\beta }{4\beta };1+\frac{\beta }{2(4\beta )};1)\right]^{1\beta /4}.$$
(47)
The resulting behaviour for $`\kappa _e^{(g)}`$ when $`\beta 1`$ is

$$\frac{\kappa _e^{(g)}}{\kappa _0}(\rho \beta )^{\beta /4}\mathrm{exp}\left[\left(2\gamma +\mathrm{ln}(\frac{\pi }{2})\right)\frac{\beta }{4}\frac{7}{6}\zeta (3)\left(\frac{\beta }{4}\right)^3\zeta (3)\left(\frac{\beta }{4}\right)^4\right],$$
(48)
where $`{}_{2}{}^{}F_{1}^{}`$ the the hyper-geometric function. Near the collapse point one finds

$$\frac{\kappa _e^{(g)}}{\kappa _0}\left(\frac{2\beta }{\rho \pi }\right)^{1/2}$$
(49)
as $`\beta 2^{}`$. The interesting thing about these results is that the diffusivity is non-zero in all the region of stability, in contrast to the case of uniformly distributed Coulomb scatterers where it is zero in the thermodynamic limit in this region. Physically the fact that the Coulomb scatterers are allowed to equilibrate generates a screening characterised by a Debye length and the long range fluctuations of the electrostatic field are thus suppressed allowing a normal diffusion. The way in which the diffusion constant vanishes in equation (49) as $`\beta 2^{}`$ is also clearly very different to the case of a uniform distribution of Yukawa scatterers.

## 6 Conclusion

We have examined the problem of calculating the effective diffusivity of a Langevin particle diffusing in the force field generated by charged scatterers in two dimensions. The fact that the system is statistically electro-neutral means that the potential $`\varphi `$ has the same distribution as $`\varphi `$. Using a general exact result connecting the effective diffusions constant of the gradient flow and varying permeability problem and an exact result in two dimensions for the permeability problem allows us to solve exactly the problem of calculating $`\kappa _e^{(g)}`$ in the cases studied here.

The results obtained give insight into the circumstances under which the random field may be taken to be Gaussian for the purposes of calculating the effective diffusion constant. It is clear from this study that the random field due to frozen scatterers will lead to transport properties that are generally different to that of a Gaussian random field with the same two point correlation function. It was also shown that the nature of the correlations between the point scatterers can drastically modify the behaviour of $`\kappa _e^{(g)}`$. For instance the diffusion constant for a system electro-neutral uniformly distributed Coulomb scatterers is always zero at finite temperature, however if they are taken to in an equilibrium configuration of the same temperature as the tracer particles then $`\kappa _e^{(g)}`$ is finite at high temperature. The exact results here should be useful in developing perturbative techniques to treat problems in higher dimensions and in two dimensions where there is only one type of scattering particle, i.e. no charge.

## References