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# The growth dynamics of German business firms

## 1 Motivation, important problems

To understand the dynamics of economic growth, and its underlying mechanisms, is important for society. Important issues are, among others, the influence and control of economic growth by government policy (e.g. taxes, employment conditions, or monetary policy); industrial concentration and antitrust policy, and its influence on competition and economic growth; changes in the structure of economies brought about by the globalization of economic activities, and their consequences. Also, it is unclear if firms which are part of the “New Economy” of high-technology sectors grow according to the same rules as the firms of the “Old Economy”, and if the same macroeconomic indicators should be used, e.g., to measure the business cycles of both economies.

Surprisingly, it turns out, however, that the dynamics of economies is not well understood, both empirically and with respect to its underlying mechanisms. “Unfortunately, as is obvious from reading the newspapers, the theory of macroeconomics is not a settled field. There is much controversy among economists what is a useful basic approach as well as about the detailed analyses of particular economic events and policy proposals” . Economic growth, or the concentration of firms in an industry are often measured by some indicators, and the underpinning of these indicators by statistical data on an economy sometimes remains unclear. Quite generally, economic theories often focus on mean values, trends, macrovariables .

Firm sizes in classical theory would be determined by the long-run cost curve: the cost of output has a U-shaped dependence on the amount of output, and is minimal at a specific scale. Firms therefore would grow or shrink under the influence of competition in the market, in order to attain this optimal size for maximal profits, and an equilibrium would establish at that size. The question, of course, is if and to what extent, the distributions of firms in an industry, or an entire economy, are consistent with such arguments and market mechanisms. It turns out, however, that both the arguments about, and even more so the evidences for, such “economies of scale” are controversial .

A different approach is taken by stochastic growth models  which attempt to describe the distribution of firm sizes in an economy, and relate details of these distributions to elements of the growth dynamics. The first such model was formulated by Gibrat  who postulated that the relative rate of growth of a company is independent of its size. Assuming further that the growth rates are uncorrelated in time and that firms grow independently of each other, he arrived at a description in terms of a multiplicative stochastic process leading to a log-normal distribution of firm sizes which was verified by his observations. Later work by economists also discussed other distribution functions involving power laws, but the evidence for or against a specific class of distributions has remained controversial . Moreover, the discussion was strongly focussed on the shape of the size distribution and a correlation of this distribution with other properties of the sample was rarely attempted.

In the past few years, physicists have become interested in of economic problems, mostly financial markets . It is tempting therefore to consider the dynamics of economic growth from a physicist’s perspective. Growth processes are routinely investigated and modelled in Statistical Physics . Examples are diffusion limited aggregation, or the Eden model, which may approximately describe the growth of crystals or tumors, respectively. Here, the identification of a specific growth mechanism is based on the form of the resulting object, i.e. on the correlation of its size (volume or mass) with its local fluctuations. This brings up the question: What can be learned from the study of fluctuations in economic growth?

This question is not new, and some papers have adressed growth properties of industries and economies . Amaral et al., and Lee et al., found that (i) the size distribution of US firms and of the gross domestic product of 152 countries approximately follow log-normal distributions; (ii) the distribution of growth rates conditioned on the size of the firms (countries) are exponential; (iii) the standard deviation of this exponetial distribution depends on size as $`\sigma S^\beta `$ with $`\beta 0.16`$ both for the US firms and for the countries. These findings were suggested to be universal, and indicative of the growth dynamics of systems with complex internal structures . Takayasu and Okuyama  performed a similar analysis for different countries. They found that the shape of the firm size distribution depended on the country (power-law for the US, more exponential for France, Japan, and Italy) but obtained growth properties consistent with (ii) and (iii) above. Finally, Ramsden and Kiss-Haypál established the rank-size relation (Zipf analysis) for firms in the economies of 20 countries in 1994 . Unless there is clustering at certain sizes, this procedure is rather equivalent to analyzing the cumulative distribution function. They found significant differences among the countries in their fits.

Interpretations were proposed in terms of systems with complex internal structure but no competition between firms , competition of structureless firms , or thermodynamics . The simulation of these models could reproduce essential features of the empirical data in all cases.

Important questions remain. One of the most immediate is about universality. How universal are the statistical properties of economies? Another problem is the correlation of a statistical analysis with economic indicators. To better understand these issues, we perform an analysis of the growth properties of German business firms.

## 2 Method of present work

We investigate two database of German business firms: (i) Datastream provides a data base with 570 stock companies over the 11 years 1987-1997; (ii) the Hoppenstedt data base contains about 6500 firms over 20 years. The investigation of this base is not completed at the time of writing so that only results based on the more limited database (i) will be presented.

We use the annual sales as an indicator of the size of a firm. Earlier work for US firms has shown, however, that other indicators such as assets or the number of employees, give similar results . Due to the small sample size, we do not attempt to consider different industries. Earlier work for other countries shows that the results do not depend on the type of industry within a specific country . Finally, we discard all firms with incomplete data from our sample. The structure of the sample suggests that in most cases, data are just “missing” randomly. However, we eliminate in this way also effects of mergers and acquisitions, as well as newly founded firms and firms going bankrupt.

Our data base finally contains 405 companies with sales data for the 11 years 1987-1997. Their sizes will be denoted by $`S_j(t_i),j=1,\mathrm{},405,i=1987,\mathrm{},1997`$. One source of concern is the small size of this sample. Is it representative for the German economy? We attempt a preliminary answer by comparing to a standard indicator of economic growth below. More definite statements, however, will have to be based on studies using the bigger data base (ii), to be published elsewhere. Apart the limited number of companies sampled, we will point out repeatedly the problems associated with the finite extent in time, of our data base, and the limitations they imply for interpretation. Notice that many other studies suffer from similar limitations.

## 3 Firm size distributions, annual growth

Figure 1

shows the firm size distribution of the entire database $`P[S_j(t_i)]`$, i.e. all years 1987-1997 mixed. Similar results are obtained, though with less good statistics, when individual years are analyzed. The size distribution of German business firms indeed is approximately log-normal, in agreement with Gibrat’s observations  and the US firms . We note, however, that there is a sharp cutoff at big company sizes, and an excess of weight on the small-size wing of the distribution. These features are observed systematically with a one-year resolution, too. The cutoff at big sizes is consistent with similar observations for Japan, France, and Italy  but the data presentation in that work does not allow to draw conclusions on the small-size limit. We have not checked fits to alternative distribution functions.

From the firm sizes $`S_j(t_i)`$, annual growth rates $`r_j(t_i)`$ are derived as $`r_j(t_i)=\mathrm{ln}\left[S_j(t_i)/S_j(t_{i1})\right]`$. The mean of the distribution of the annual growth rates gives the growth of the entire economy (to the extent that our limited database gives a faithful representation), and is shown in Figure 2.

Despite the scatter, one can notice an apparently systematic variation of the economic conditions in Germany: there is a boom period in the late 80’s and early 90’s, slowing down and even recessing during the mid 90’s and a restart of positive growth at the end of the sampling period of our database. While for residents of Germany this pattern will remind, and correlate with, the media reports on the economic conditions of the country, it is necessary to compare with established indicators of business cycles and economic trends, in order to assess the relevance of our analysis.

One such indicator for business cycles is provided by the (percentage) use of production capacity of German business firms . Data for the manufactoring sector are reported annually by the Advisory Panel to the German Federal Government on the Economic Conditions, and shown in Figure 3

for the same period as our database. They show a pattern similar to the annual growth rate derived from our statistical analysis. This suggests that our data base may indeed provide a good representation of the German economy, despite its limited size; conversely, the agreement shows that the use of such coarse-grained indicators can be backed by a more “microscopic” statistical analysis. A priori, it is not obvious if this quantity, or rather its annual change should be compared to the mean growth rates shown in Figure 2. Its annual change, however, correlates less well with our analysis. We therefore conclude that the use of production capacity itself is the appropriate indicator.

## 4 Growth rate distributions

We now turn to the distributions of the firm growth rates. Figure 4 shows the distribution of the fluctuations in the growth rates (i.e. after the subtraction of the mean $`r_j(t_i)_{i,j}`$), for the entire database, all years mixed.

Apart the less good statistics, however, the distributions time-resolved on a one-year scale, show the same behavior. It is clear that the raw data have a fat-tailed distribution, far from both the normal distribution associated with a simple multiplicative stochastic process, and from the exponential distribution which has been found in earlier work . At present, we have not attempted to fit the entire distribution to a particular form. We rather analyze separately the center and the wings of the distribution.

Figure 5 shows the distribution of the growthrates of firms with $`0.55r_j(t_i)r0.45`$.

In this range, a successful fit to an exponential distribution is possible indeed (standard deviation 0.12). Hence we recover the exponential growth rate distributions found by Amaral et al.,  and Takayasu and Okuyama , albeit only for a very narrow range of growth rates. The wings of the probability distributions are dominated by effects of finite sample size. The horizontal line in Figure 6, where the dots are the data shown in Figure 4, represents the lower limit on counting, one count per bin.

In the center of the figure, the exponential fit function derived in Figure 5 is superposed on the original data. Again, all features are recovered in time-resolved data on a one-year scale, with less good statistics.

Some observations, however, make us hesitate to endorse an exponential growth rate distribution at the present level of data analysis without reservations. They are related to the extremely reduced range over which the exponential fit can be performed. Counting rates are still rather high (50-200 firms per bin) in the range where deviations from exponential behavior are clearly marked already, and the deviation of the data from the exponential fit in the center is much larger than the error bars. The parameters derived from an exponential fit depend on the range of data used, and do not converge well as this range is reduced. Finally, the shape of our bare growth rate distribution, Figure 4, is very different from those found in other work , and more reminiscent of work on stock exchange crashes which have been claimed to be outliers with respect to a presumed exponential distribution .

Earlier work made the interesting observation that both for firms, and for the gross domestic product of countries, the width $`\sigma `$ of the exponential growth rate distribution depends on the sizes of the firms, resp. countries, when the data set is binned according to firm or country size . A power law dependence $`\sigma S^\beta `$ was found with a rather universal exponent $`\beta 0.16`$. Figure 7 shows the corresponding result for German business firms.

To generate this figure, we divided our firms into ten bins corresponding to the $`n/10`$-quantiles of the sample. We then determined, the distribution of growth rates for each bin, and performed a fit to the center of the distributions as explained above. The resulting widths $`\sigma `$ are plotted vs. the average firm size in the respective bin, in Figure 7. There is a large scatter of points in the $`\sigma `$-$`S`$ plane, and no clear dependence of width on size emerges. If we – reluctantly – attempt a power law fit, we find an exponent $`\beta =0.037\pm 0.006`$, essentially zero. If, instead, we use the standard deviation $`\mathrm{\Sigma }`$ of the entire sample in each bin, we do recover the power law $`\mathrm{\Sigma }S^\beta `$ with an exponent $`\beta =0.19\pm 0.02`$, Figure 8.

This power law dependence essentially agrees with the earlier results , and supports the claims of universality made there. Notice, however, that this analysis more strongly reflects the variations in the wings of the growth rate distribution which may deviate from the exponential statistics discussed above, and which may suffer from severe finite sample-size effects. In the future, it will be important to understand the consequences of the dependence of the exponent $`\beta `$ on the sampling procedure.

It will also be important to study the reasons for the serious discrepancies between fitted laws and empirical data, in particular in Figures 7 and 8. In all figures, error bars are for one standard deviation. The number of data points deviating from the fitted laws in general is rather larger than 32%. Similar conclusions would be reached at the 95% confidence level. It is not clear that going to larger samples would improve the situation: quite generally, the error bars will decrease with sample size. Also, the apparently random scatter of the data points around the fitted lines in Figs. 7 and 8 leaves little room for an improvement in the specification of the theory. However, there is the possibility that one of the assumptions underlying the error analysis is not satisfied: randomness of the data, i.e. growth rates. If the growth rates are strongly correlated, the number of independent entries in each of the histogram bins will be reduced significantly, and the error bars will be correspondingly increased.

## 5 Correlations in firm growth

Many models describing the observed firm size distributions, and those describing the exponential growth rate distributions , assume an uncorrelated growth of firms both in time, and across the economy. This assumption can be checked, in principle, from our data set. From an economic point of view, an assumption of uncorrelated firm growth may appear questionable, a priori. One the one hand, when a national economy evolves significantly and non-randomly, this evolution should be visible in the growth dynamics of its members, and is likely caused by correlations of the individual growth processes. In periods where people buy more (less) cars, the sales of Daimler-Chrysler, Volkswagen, and BMW will increase (decrease) while changes in market share of the individual companies operate on much smaller scales. On the other hand, correlations between car producers and, e.g., pharmaceutical companies are less obvious and may even be negative.

We have computed the covariance matrix of the 405 firms of our database, and show results in Figures 9 and 10.

For reasons of clarity, Figure 9 displays only the upper left $`40\times 40`$ entries of the entire covariance matrix. Figure 10 shows a cut through the covariance matrix at row 199. Both figures apparently indicate that there are significant correlations in the growth of the firms \[uncorrelated growth would lead to $`cov(S_i,S_j)=\delta _{i,j}`$\], and that these correlations are essentially random. Recent studies of financial markets indicate that correlations between stock prices also have a strong random component . There, about 94% of the correlations are consistent with pure randomness, and only 6% deviate significantly from such a hypothesis. One might then ask: Are economies glassy systems?

While the idea of random correlations in firm growth dynamics may have some appeal (cf. above), we caution against premature conclusions in this direction. In fact, the apparent randomness, or at least part of it, may be due to the small temporal extension of our data set. Sufficiently long time series are needed to make significant cross-correlations between various variables emerge, and clearly distinguish them from uncorrelated random variables. Even a rather large number of uncorrelated random variables will show some correlations provided one does not look at too long a time series (“noise dressing”). This is demonstrated on a surrogate data set in Figure 11.

In this data set, “time series” for 405 “firms” and lengths of 10, 100, and 1000 entries (“years”) have been produced with a random number generator. While the covariance matrix for 10 “years” is essentially indistinguishable from Figs. 9 and 10, and correlations are still pretty strong for a 100 “years”, it is only for 1000 “year” long time series that the statistical independence of the random numbers becomes apparent. The upper left $`40\times 40`$ entries of the covariance matrix for this latter case are shown in Figure 11.

## 6 Discussion, Open questions

The preceding analysis of the growth dynamics of German business firms shows notable similarities and differences to earlier work analyzing firms in other countries. The list of similarities include a log-normal size distribution, and an exponential distribution of growth rates at least in the center of the distribution, albeit with some reservations with respect to the entire distribution. Differences are found (i) in certain systematic deviations from the log-normal distribution which is very well observed by US-firm or country data , and which may reflect specific features of the German economy, and (ii) in the dependence of the width of the growth rate distribution on firm sizes where no clear dependence emerges when the width of the exponential distribution in the center is used. However, we do observe a power law $`\sigma S^\beta `$ as found elsewhere  when the standard deviation of the entire sample in each bin is evaluated. It is not clear if the difference in the exponents ($`\beta =0.19\pm 0.02`$ here vs. $`0.16`$ elsewhere) is significant.

The cutoff in the firm size distribution for big firms could be related either to the size of Germany (the country can’t support firms beyond a certain size) or, in a more global perspective, to the fact that the biggest multinational companies are based in the US. The excess of weight for small company sizes is much less clear and will require further investigation. It may possibly be related to a traditionally big number of small and medium-size enterprises in Germany (“Mittelständische Wirtschaft”) which are well supported by politics, if they comprise a sufficient number of stock companies and therefore show up in our sample.

Several models have attempted to describe the size and growth rate distributions and the dependence of the latter on firm size, based on a distribution of minimal firm sizes necessary for survival in the different industries composing an economy , on the amount of competition in an economy and its control through, e.g., taxes , or on managerial culture (lean management vs. hierarchical and authoritarian) . It will be interesting to interpret the size-independence of the growth rate distribution found here for the German economy, with specific features of these models, and to correlate these with independent economic information on German business firms. This is planned for future work. If successful, such a program could open the exciting possibility to correlate statistical properties of an economy with political, historical and cultural elements, and to closely monitor the changes brought about by both European integration and the worldwide globalization of the economy.

At the interface between statistics and economy, we have shown that the temporal evolution of the firms listed in our database tracks standard indicators of economic growth. On the other hand, we again caution against premature conclusions: Figure 12 shows the average growth of a surrogate economy (random numbers), and the differences to Figures 2 and 3 apparently are minor.

The similarity of these figures makes us wonder to what extent the variations in the growth of the German economy are systematic, i.e. reveal business cycles, and how big a random component they contain. On what time scales does non-randomness become important? Data for the growth rate of the gross national product of the US 1870-1988 look random superposed on a small positive offset while those for Germany 1950-1992 show a more periodic structure . This points to an important limitation of economic time series, compared to time series in physics, finance, medicine, etc., namely their short extension in time. Gross indicators are available over rather long times but detailed firm data have been collected rather recently only. Finite sample length effects are a serious problem, and may also have affected the analysis presented here.

Future work therefore should address temporal correlations, and the importance of business cycles. Some evidence in favor of temporal correlations has been gathered in the past . It would also be of interest to investigate birth and death processes in the economy. Finally, it will be interesting to confront the rather pragmatic approach of a physicist used here, to the more elaborate tools used by econometricians such as hypothesis tests, etc. These issues will be taken up in future publications.

## 7 Acknowledgements

I am a Heisenberg fellow of Deutsche Forschungsgemeinschaft. Most of all, I would like to acknowledge advise from and discussions with Dirk Obert (Freiburg) who also provided the data used here. This contact has been instrumental in getting this work started. I also would like to acknowledge discussions with S. Hügle, C. Jelitto, C. Kreuter, V. Plerou, and H. E. Stanley.


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# Step-wise Behavior of Vortex-Lattice Melting Transition in Tilted Magnetic Fields in Single Crystals Bi2Sr2CaCu2O8+δ

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## Abstract

The vortex lattice melting transition in single crystals $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ was studied by the in-plane resistivity measurements in magnetic fields tilted away from the $`c`$-axis to the $`ab`$-plane. In order to avoid the surface barrier effect which hinders the melting transition in the conventional transport measurements, we used the Corbino geometry of electric contacts. For the first time, the complete $`H^cH^{ab}`$ phase diagram of the melting-transition in $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ is obtained. The $`c`$-axis melting field component $`H_{\mathrm{melt}}^c`$ exhibits the novel, step-wise dependence on the in-plane magnetic fields $`H^{ab}`$ which is discussed on the base of the crossing vortex lattice structure. The sharp change of resistance behavior observed near the $`ab`$-plane suggests transformation from first-order to second-order phase transition.

\]

After discovery of high temperature superconductors, the phase diagram of the vortex state has been reconsidered because the novel vortex phases and phase transitions have been recognized . Among them, the most intriguing phenomena is the first-order vortex-lattice melting transition (hereafter VLMT) , . However, despite a lot of experimental and theoretical efforts, the nature of this phenomenon is not completely understood yet. In particular, it is not clear what happens with melting transition in highly anisotropic systems such as $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ if magnetic field is tilted away from the $`c`$-axis, especially close to the $`ab`$-plane.

In contrast to melting transition in YBa2Cu3O7-δ  described well by the anisotropic 3D Ginzburg-Landau (GL) theory , it was noticed  that VLMT in $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ obeys neither 3DGL nor 2D  scaling. Later, Oii et al.  found that the $`c`$-axis melting field component $`H_{\mathrm{melt}}^c`$ depends linearly on the in-plane magnetic field $`H^{ab}`$ in Bi2Sr2CaCu2O8+δ. The authors explained the observed behavior through suppression of the Josephson coupling by the in-plane magnetic fields. They concluded that the anisotropy increases with $`H^{ab}`$ and should become infinite in a certain magnetic field at which the decoupling of the vortex lattice occurs. On the other hand, Koshelev  interpreted the linear dependence of $`H_{\mathrm{melt}}^c`$ on $`H^{ab}`$ as an indication of the crossing lattice of Josephson vortices (JVs) and pancake vortex stacks (PVSs). According to this model, the linear dependence $`H_{\mathrm{melt}}^c(H^{ab})`$ breaks down and transforms into plateau as soon as the JV cores overlap. Such plateau-like behavior was observed recently , but there is still a question about the underlying mechanisms governing the melting transition in the tilted magnetic fields. In this regard, it is challenging to investigate what happens to the melting transition in much higher in-plane magnetic fields.

Here, we have investigated the melting transition using the in-plane resistivity measurements in the oblique magnetic fields in the whole angular range and found the dramatic new features, beyond pre-existing experimental data and theoretical models. The $`H^cH^{ab}`$ phase diagram of melting transition exhibits the peculiar step-wise behavior. Besides, the transformation from the first-order to the second-order phase transition near $`ab`$-plane is indicated.

It is worth to note that the novel experimental findings were obtained essentially by using the unconventional Corbino geometry of electric contacts in the resistivity measurements. As it is known well, the transport measurements in the conventional four probe strip geometry in $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$  do not probe the true bulk properties of superconductor because surface barriers short-cut the current path and, as a consequence, the currents flow only near the sample edges. Therefore, the features of VLMT are also strongly hindered in resistivity measurements in the platelet samples. In order to avoid the smearing effect of VLMT and the nonlinear behavior in the vortex liquid phase due to surface barriers  we have used the Corbino electric contact geometry at which currents flow radially, far from the edges of sample (see inset of Fig. 1). Such experimental set-up considerably improved quality of resistivity data compared with conventional technique.

The in-plane resistivity measurements were performed for two as-grown single crystals  $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ with transition temperature $`T_c=90.3`$ K and $`T_c=90.0`$ K for samples #S1 and #S2, respectively. The diameters of the Corbino discs were $`D=1.9`$ mm for #S1 and 2.7 mm for #S2, while the thickness was $`t20\mu `$m for both samples. The resistance was measured by two pairs of electric contacts using the ac lock-in method at a low frequency of 37 Hz. They agree with each other in a geometrical configuration error of about 5%. The measurements of resistance were carried out as a function of the magnetic field $`H`$ at its different orientation $`\theta `$ with respect to the $`c`$-axis at various temperatures. The magnetic field was rotated by using 70 kOe split coil with fine goniometer with angular resolution of $`0.001^{}`$.

The magnetic field dependence of the resistance at different orientations, which was measured at a particular temperature of 85.2 K, is shown in Fig. 1. The steep resistance drop attributed to VLMT  is clearly detected even in oblique magnetic fields and, surprisingly, changes only weakly up to $`\theta =89.86^{}`$. We should emphasize that the step height of the resistance anomaly practically remains the same and sharply separates the vortex solid and vortex liquid phases. As far as we know, the VLMT has never been found so close to the $`ab`$-plane. However, as the angle $`\theta `$ exceeds the critical value, only 0.14 away from the $`ab`$-plane, the resistance level of the kink suddenly begins to decrease, while the sharpness of the anomaly gets even stronger. Then, the kink feature finally vanishes in the instrumental noise, and qualitatively new, smooth dependence $`R(H)`$ sets in. Instead of the quadratic field dependence of the resistance, found in the vortex liquid phase, $`R(H)`$ follows essentially the non-power law in the narrow angle region near the $`ab`$-plane. In addition, it is remarkable that the Ohmic response of the resistance observed in the vortex liquid state at angles $`\theta <89.96^{}`$ is replaced by the non-Ohmic behavior (see inset of Fig. 1). This peculiar resistance behavior may indicate the novel vortex phase in magnetic fields parallel to the $`ab`$-plane and the change of character of phase transition from first-order to second-order. Such experimental finding could be related to the scenario proposed earlier , which suggests transformation from the first-order vortex lattice melting transition into the second-order vortex-lattice —vortex-smectic phase transition in magnetic fields near the $`ab`$-plane.

Using the resistance data obtained at two temperatures of 85.2 K and 65 K for the sample #S1, the VLMT phase diagram is constructed in the $`H^c`$$`H^{ab}`$ plane (Fig. 2). The melting transition was defined by the resistance criterion $`R=10^6\mathrm{\Omega }`$ in the whole angular range. The in-plane field dependence of the $`c`$-axis melting field component $`H_{\mathrm{melt}}^c`$ exhibits a very intriguing step-wise behavior at both temperatures. At first stage, $`H_{\mathrm{melt}}^c`$ decreases linearly with the in-plane magnetic field $`H^{ab}`$. Then, the linear dependence is abruptly terminated at field $`H_{}^{ab}{}_{}{}^{(1)}`$ and transforms into plateau which continues to the field $`H_{}^{ab}{}_{}{}^{(2)}`$ where, surprisingly, the $`c`$-axis component of the melting field $`H_{\mathrm{melt}}^c`$ starts to decrease again. This finding is beyond the pre-existing experimental data and theoretical models. Finally, in the in-plane magnetic fields above $`H_{}^{ab}{}_{}{}^{(3)}`$, the transition field $`H_{\mathrm{melt}}^c`$ exhibits the second weak in-plane field dependence without the resistance kink anomaly (this region is indicated by filled symbols in Fig. 2). The almost identical step-wise behavior of the melting transition is found also in the sample #S2, as shown in the inset of Fig. 2b at somewhat lower temperature of 62 K .

The observed in-plane field dependence of the melting transition is in the strong contrast with the 2D scaling  ruled only by the out-of-plane magnetic field component. The inset in Fig. 2b demonstrates also the essential discrepancy between our data and the fitting curve based on the 3D scaling  $`H_{\mathrm{melt}}(\theta )=H_{\mathrm{melt}}(0)/(\mathrm{cos}^2\theta +\gamma ^2\mathrm{sin}^2\theta )^{1/2}`$, where $`H_{\mathrm{melt}}(0)`$ is the melting field for $`\theta =0^{}`$ and $`\gamma =300`$ is chosen as the anisotropy parameter. Furthermore, the second decrease of the field dependence $`H_{\mathrm{melt}}^c(H^{ab})`$ after plateau can not be explained in the frame of the phenomenological concept of ”decoupled” vortex state proposed by Ooi et al., since there would not be any in-plane field dependence of the melting transition above the decoupling field.

The first theoretical explanation of the unusual linear dependence $`H_{\mathrm{melt}}^c(H^{ab})`$ was given by Koshelev  who analyzed the crossing vortex lattice with interaction between pancake vortices (PVs) and JVs. Using the general thermodynamical equality of the free energies of vortex solid and vortex liquid phases at the melting transition, Koshelev obtained the linear dependence of the $`c`$-axis melting field component: $`H_{\mathrm{melt}}^c(H^{ab})=H_{\mathrm{melt}}^c(0)4\pi ϵ_JH^{ab}/(\mathrm{\Delta }B\mathrm{\Phi }_0)`$, where $`ϵ_J`$ is the energy of a JV in the presence of PV lattice, $`\mathrm{\Delta }B`$ is the jump of the magnetic induction at the melting point, and $`\mathrm{\Phi }_0`$ is the quantum of the magnetic flux . In general, the energy of JV contains both, the self energy of JV, $`ϵ_J^{self}`$ (eq. (3) in ), and the interaction energy $`E_{PJ}`$ of PVS with currents generated by JV, i.e. $`ϵ_J=ϵ_J^{self}E_{PJ}`$. The self energy contribution elevates the free energy of vortex solid phase and reduces the stability of the vortex crystal, while the second term acts in the opposite way, through decreasing of the free energy. The latter, interaction term, $`E_{PJ}`$ was omitted in the analysis  of the melting transition for the case of a dense PV lattice. Figure 2b shows the fitting curve (dashed line) obtained from the equation (8) of Reference  with rather high value of anisotropy parameter $`\gamma =1500`$ (the lower values of $`\gamma `$ give even stronger discrepancy with experimental data), the in-plane penetration depth $`\lambda =2000/\sqrt{1T^2/T_c^2}\mathrm{\AA }`$, the interlayer distance $`s=15\mathrm{\AA }`$, and $`\mathrm{\Delta }B=0.35`$ Oe. It is easy to see that the above mentioned model qualitatively describes our experimental data but the calculated average slope ($`dH_{\mathrm{melt}}^c/dH^{ab}0.025`$) as well as the expected breaking field ($`H_{}^{ab}{}_{}{}^{(1)}7`$ kOe) appeared to be several times higher than our experimental values ( $`dH_{\mathrm{melt}}^c/dH^{ab}0.01`$, $`H_{}^{ab}{}_{}{}^{(1)}2.5`$ kOe).

On the other hand, in the experimentally studied magnetic field range and for the more realistic value of the anisotropic parameter $`\gamma 300`$, the size of the nonlinear JV core $`\lambda _J=\gamma s`$ is about the same distance as the distance between pancakes vortices, $`a_p`$. In such a case, according to Koshelev , the interaction between PVSs and currents generated by JVs becomes important, and it is necessary to consider also the energy $`E_{PJ}`$. Due to Lorentz force, PVs shift from their equilibrium positions (Fig. 3 a) reducing the free energy of the solid phase. Thus, the vortex crystal is stabilized and the $`c`$-axis melting field component decreases more slowly with the in-plane magnetic field. Therefore, the transformation of the linear dependence $`H_{\mathrm{melt}}^c(H^{ab})`$ into plateau could be related not to the overlapping of the JV cores, but to the compensation of the self energy of JVs by their interaction energy with PVSs. The rough calculations , taking into account the pinning of PVSs born by the interaction with currents of JVs, improve the correlation between model  and experimental data (Fig. 2b (solid line)). The fitting curve was obtained under assumption that the pinning term is suppressed logarithmically by the in-plane field similar to the self-energy of Josephson vortex . Nevertheless, this term decreases faster in higher in-plane fields due to diminishing of currents generated by JVs, when the distance $`b_J`$ between JVs along the $`c`$-axis approaches $`2s`$. This means that the mentioned compensation can be destroyed in the field close to $`\mathrm{\Phi }_0/b_Ja_J=\mathrm{\Phi }_0/2\sqrt{3}\gamma s^2`$ ($`a_J`$ is the distance between JVs in a layer) and the new decay of the $`c`$-axis melting field component could follow again; for $`\gamma =300`$, $`\mathrm{\Phi }_0/2\sqrt{3}\gamma s^29`$ kOe, which is close to the observed value $`H_{}^{ab}{}_{}{}^{(2)}`$ at $`T=65`$ K. Next, we point out that the disappearance of the kink anomaly at the field $`H_{}^{ab}{}_{}{}^{(3)}`$ could indicate the so-called ”lock-in” transition  above which the observed behavior could be related to the melting of JV lattice via the second-order phase transition .

Finally, we note that the unusual step-wise behavior of the melting transition seems to be induced by the layer structure of Bi2Sr2CaCu2O8+δ which governs, in particular, the behavior of the JV lattice. According to Bulaevskii and Clem , the JV lattice undergoes the sequential structural first-order phase transitions between lattices with different periods. These transitions are based on the fact that the JVs are able to occupy only the space in-between the CuO2 planes, i.e. the distance $`b_J`$ between JVs along the $`c`$-axis should have discrete values $`b_J=ks`$, where $`k`$ is an integer. The structural transitions could explain the sharpness of dependence $`H_{\mathrm{melt}}^c(H^{ab})`$ at points $`H_{}^{ab}{}_{}{}^{(1)}`$ and $`H_{}^{ab}{}_{}{}^{(2)}`$ since the interaction between PVS and JVs is sensitive to the change of JV lattice parameters $`b_J`$ and $`a_J`$. Interestingly, the ratio of the magnetic fields where last two structural transitions happen (from the lattice 1 to 2 and from 2 to 3 in Fig. 3b) is 25/9, being close to the experimentally observed value $`H_{}^{ab}{}_{}{}^{(2)}/H_{}^{ab}{}_{}{}^{(3)}34`$ at all temperatures.

In summary, we present for the first time the complete $`H_{\mathrm{melt}}^cH^{ab}`$ phase diagram of VLMT in the single crystals Bi2Sr2CaCu2O8+δ. In strong contrast to the conventional superconductors and YBa2Cu3O7-δ, we observe the step-wise behavior of the melting transition, which reflects the layer structure of the system and could be related to interaction between pancake vortices and Josephson vortex lattice. The resistivity behavior indicates that melting transition changes its character from first-order to second-order phase transition in magnetic fields applied very close to the $`ab`$-plane.

We appreciate the enlightening discussions with A.E. Koshelev, J.R. Clem, M. Tachiki, G. Crabtree and A.I. Buzdin.


text:
# 𝑁^∗, Λ^∗, Σ^∗ and Ξ^∗ Resonances from 𝐽/Ψ and Ψ' Decays

## Abstract

Vector charmonium states $`J/\mathrm{\Psi }`$ and $`\mathrm{\Psi }^{}`$ are copiously produced by $`e^+e^{}`$ annihilations at the Beijing Electron Positron Collider (BEPC). Their decays provide an excellent place for studying excited nucleons and hyperons – $`N^{}`$, $`\mathrm{\Lambda }^{}`$, $`\mathrm{\Sigma }^{}`$ and $`\mathrm{\Xi }^{}`$ resonances. The systematic study of these excited nucleons and hyperons can provide us with critical insights into the internal quark structure of baryons.

The Institute of High Energy Physics at Beijing runs an electron-positron collider (BEPC) with a general purpose solenoidal detector, the Beijing Spectrometer (BES), which is designed to study exclusive final states in $`e^+e^{}`$ annihilations at the center of mass energy from 3000 to 5600 MeV. In this energy range, the largest cross sections are at the $`J/\mathrm{\Psi }(3097)`$ and $`\mathrm{\Psi }^{}(3686)`$ resonant peaks. At present, the BES has collected about 30 million $`J/\mathrm{\Psi }`$ events and 3.7 million $`\mathrm{\Psi }^{}`$ events. More data are going to be taken. Here I want to show you that their decays provide an excellent place for studying excited nucleons and hyperons – $`N^{}`$, $`\mathrm{\Lambda }^{}`$, $`\mathrm{\Sigma }^{}`$ and $`\mathrm{\Xi }^{}`$ resonances.

The corresponding Feynman graphs for the production of these excited nucleons and hyperons are shown in Fig. 1 where $`\mathrm{\Psi }`$ represents either $`J/\mathrm{\Psi }`$ or $`\mathrm{\Psi }^{}`$. Since the vector charmonium $`\mathrm{\Psi }`$ decays through three gluons and gluons are flavor blind, the strange s quarks are produced at the same level as the non-strange u and d quarks. Table 1 lists some interested $`J/\mathrm{\Psi }`$ decay branching ratios. The $`p\overline{p}`$, $`\mathrm{\Lambda }\overline{\mathrm{\Lambda }}`$, $`\mathrm{\Sigma }^0\overline{\mathrm{\Sigma }}^0`$ and $`\mathrm{\Xi }\overline{\mathrm{\Xi }}`$ are indeed produced at similar branching ratios. The branching ratios for $`\overline{p}N^{}`$, $`\overline{\mathrm{\Lambda }}\mathrm{\Lambda }^{}`$, $`\overline{\mathrm{\Sigma }}\mathrm{\Sigma }^{}`$ and $`\overline{\mathrm{\Xi }}\mathrm{\Xi }^{}`$ are expected to be of the same order of magnitude if one ignores the phase space effect. The $`\overline{\mathrm{\Omega }}\mathrm{\Omega }^{}`$ channels have thresholds above or very close to the mass of $`\mathrm{\Psi }^{}`$ and cannot be studied here.

All channels listed in Table 1 are relative easy to be reconstructed by BES. For example, for $`K^{}\mathrm{\Lambda }\overline{\mathrm{\Xi }}^+`$, we can select events containing $`K^{}`$ and $`\mathrm{\Lambda }`$ with $`\mathrm{\Lambda }p\pi ^{}`$, then from missing mass spectrum of $`K^{}\mathrm{\Lambda }`$ we should easily identify the very narrow $`\overline{\mathrm{\Xi }}^+`$ peak. The $`K^{}\mathrm{\Lambda }\overline{\mathrm{\Xi }}^+`$ channel is a very good place for studying $`\mathrm{\Xi }^{}K\mathrm{\Lambda }`$. At present, not much is known about $`\mathrm{\Xi }^{}`$ resonances. Only the ground $`\mathrm{\Xi }(1318)`$ state and the first excitation state $`\mathrm{\Xi }^{}(1530)`$ are well established. There has not been a single new piece of data on $`\mathrm{\Xi }^{}`$ resonances since PDG’s 1988 edition. Various theoretical predictions by rather different physical pictures are not challenged due to the lack of data. With $`J/\mathrm{\Psi }`$ and $`\mathrm{\Psi }^{}`$ experiments at BEPC and upgraded BEPCII in near future, we expect to complete the $`\mathrm{\Xi }^{}`$ resonance spectrum as well as the $`N^{}`$, $`\mathrm{\Lambda }^{}`$ and $`\mathrm{\Sigma }^{}`$ resonance spectra.

Among three-body channels listed in Table 1, $`\mathrm{\Lambda }\overline{\mathrm{\Sigma }}^{}\pi ^+`$ and $`pK^{}\overline{\mathrm{\Lambda }}`$ can be used to study $`\mathrm{\Lambda }^{}\mathrm{\Sigma }\pi `$ and $`NK`$; $`\mathrm{\Lambda }\overline{\mathrm{\Sigma }}^{}\pi ^+`$ and $`pK^{}\overline{\mathrm{\Sigma }}^0`$ can be used to study $`\mathrm{\Sigma }^{}\mathrm{\Lambda }\pi `$ and $`NK`$; Channels containing p can be used to study $`N^{}K\mathrm{\Lambda }`$, $`K\mathrm{\Sigma }`$, $`N\pi `$, $`N\pi \pi `$, $`N\eta `$, $`N\eta ^{}`$ and $`N\omega `$. Many other channels not listed in Table 1 can also be used to study these baryon resonances.

In fact, the Feynman graphs in Fig. 1 are almost identical to those describing the $`N^{}`$ electro-production process if the direction of the time axis is rotated by $`90^o`$. The only difference is that the virtual photon here is time-like instead of space-like and couples to $`NN^{}`$ through a real vector charmonium meson $`\mathrm{\Psi }`$. So all $`N^{}`$ decay channels which are presently under investigation at CEBAF(JLab, USA), ELSA(Bonn,Germany), GRAAL(Grenoble, France) and Spring8(KEK, Janpan) with real photon or space-like virtual photon can also be studied at BEPC complementally with the time-like virtual photon. In addition, for $`\mathrm{\Psi }\overline{N}N\pi `$ and $`\overline{N}N\pi \pi `$, the $`\pi N`$ and $`\pi \pi N`$ systems are limited to be pure isospin $`1/2`$ due to isospin conservation. This is a big advantage in studying $`N^{}`$ resonances from $`\mathrm{\Psi }`$ decays, compared with $`\pi N`$ and $`\gamma N`$ experiments which suffer difficulty on the isospin decomposition of $`1/2`$ and $`3/2`$.

Based on 7.8 million $`J/\mathrm{\Psi }`$ events collected at BEPC before 1996, the events for $`J/\mathrm{\Psi }\overline{p}p\pi ^0`$ and $`\overline{p}p\eta `$ have been selected and reconstructed with $`\pi ^0`$ and $`\eta `$ detected in their $`\gamma \gamma `$ decay mode. For selected $`J/\mathrm{\Psi }\overline{p}p\gamma \gamma `$ events, the invariant mass spectrum of the $`2\gamma `$ is shown in Fig.4. The $`\pi ^0`$ and $`\eta `$ signals are clearly there. The $`p\pi ^0`$ invariant mass spectrum for $`J/\mathrm{\Psi }\overline{p}p\pi ^0`$ is shown in Fig. 4 with clear peaks around 1480 and 1650 MeV. The $`p\eta `$ invariant mass spectrum for $`J/\mathrm{\Psi }\overline{p}p\eta `$ is shown in Fig. 4 with clear enhancement around the $`p\eta `$ threshold, peaks at 1540 and 1650 MeV; both have been determined to have $`J^P=\frac{1}{2}^{}`$ by a PWA analysis. With more than 20 million new $`J/\mathrm{\Psi }`$ data collected in last few months, many more channels are expected to be analyzed soon.

On theoretical side, the coupling of $`\mathrm{\Psi }\overline{p}N^{}`$ provides a new way to probe the internal quark-gluon structure of the $`N^{}`$ resonances. In the simple three-quark picture of baryons, as shown in Fig. 1, three quark-antiquark pairs are created independently via a symmetric three-gluon intermediate state with no extra interaction other than the recombination process in the final state to form baryons. This is quite different from the mechanism underlying the $`N^{}`$ production from the $`\gamma p`$ process where the photon couples to only one quark and unsymmetric configuration of quarks is favored. Therefore the processes $`\mathrm{\Psi }\overline{p}N^{}`$ and $`\gamma pN^{}`$ should probe different aspects of the quark distributions inside baryons. Since the $`\mathrm{\Psi }`$ decay is a glue-rich process, it is also regarded as a good place for looking for hybrid $`N^{}`$.

In summary, the $`J/\mathrm{\Psi }`$ and $`\mathrm{\Psi }^{}`$ experiments at BEPC provide an excellent place for studying excited nucleons and hyperons – $`N^{}`$, $`\mathrm{\Lambda }^{}`$, $`\mathrm{\Sigma }^{}`$ and $`\mathrm{\Xi }^{}`$ resonances. Since baryons represent the simplest system in which the three colors of QCD neutralise into colorless objects and the essential non-Abelian character of QCD is manifest, the systematic study of these baryons will provide us with critical insights into the nature of QCD in the confinement domain.


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# D-brane charges and 𝐾-homology

## Abstract

It is argued that D-brane charge takes values in $`K`$-homology. For smooth manifolds with spin structure, this could explain why the phase factor $`\mathrm{\Omega }(x)`$ calculated with a D-brane state $`x`$ in IIB theory appears in Diaconescu, Moore and Witten’s computation of the partition function of IIA string theory.

Diaconescu, Moore and Witten recently compared the partition functions of IIA string theory and $`M`$-theory. They found agreement, amusingly interpreted as a derivation of $`K`$-theory from $`M`$-theory. Many subtle mathematical effects have to conspire for this agreement, so it seems important to explore further the building blocks of their results.

$`K`$-theory will enter into the discussion in a variety of ways so here is a summary of $`K`$-theory in string theory. Witten argued that D-brane charge should take values in $`K`$-theory, following earlier work by Cheung and Yin and Moore and Minasian, and providing a mathematical setting for the results of Sen. To be precise, the groups $`K^{0(1)}(X)`$ are associated with D-branes in IIB(A) string theory on the spacetime $`X,`$ respectively. In later work, Moore and Witten argued that Ramond-Ramond fields should take values in $`K`$-theory as well, with $`K^{1(0)}(X)`$ classifying these fields in IIB(A) string theory.

An important point in  is the computation of a phase factor $`\mathrm{\Omega }(x)`$ associated with an element $`x`$ which is a Ramond-Ramond field in IIA string theory on a manifold $`X.`$ Somewhat surprisingly, this phase factor is computed from a D-brane state in IIB string theory, also associated with $`x`$ by means of the above arguments. The perplexing appearance of IIB string theory in a computation that a priori involves only IIA theory is pointed out in footnote 14 in .

Regressing a little bit to Polchinski’s basic operational definition of D-branes, recall that string theory in the presence of a D-brane is naïvely defined by specifying a submanifold $`M`$ of $`X`$ and including open strings which have both ends on $`M.`$ Suppose we act with a diffeomorphism

$$\varphi :XX^{},$$
(1)
then the submanifold

$$M\varphi _{}(M)X^{}$$
(2)
and this map is covariant, equivalently $`M`$ is ‘pushed-forward’ by $`\varphi _{}.`$ On the other hand, if there are forms $`G`$ defined on $`X^{}`$ these fields map contravariantly to define ‘pulled-back’ forms:

$$\varphi ^{}G(y)(v_1,\mathrm{},v_n)G(\varphi (y))(\varphi _{}v_1,\mathrm{},\varphi _{}v_n)$$
(3)
for $`v_i(y)`$ tangent vectors at $`y`$ in $`X,`$ and $`\varphi _{}v_i`$ the corresponding pushed-forward vectors.

Now, $`K`$-theory is an extraordinary cohomology theory for manifolds, and as such transforms contravariantly, i.e. $`\varphi `$ induces a map

$$\varphi ^{}:K(X^{})K(X).$$
(4)
This is perfectly appropriate for Ramond-Ramond fields, but for making contact between the covariant operational definition of D-branes and contravariant $`K`$-theory one needs additional structure such as Poincaré duality, as in section 5.1 of  for example. Such additional structure is always available when one works on $`\text{spin}_c`$ manifolds for example, so this is not a major assumption in a physical context. However, it is important to keep this assumption in mind since it implies that the correspondence between D-branes, as characterized by Polchinski, and D-brane charges, if associated with elements of $`K(X),`$ is not canonical.

It is the purpose of this note to explain that Poincaré duality in $`K`$-theory makes it more natural for D-brane charges to take values in $`K`$-homology groups, where $`K`$-homology is the homology theory dual to $`K`$-theory. This is to be contrasted to using Poincaré duality in homology-cohomology and then lifting to $`K`$-theory. The utility of this point of view is that it will then become apparent why a D-brane state in IIB string theory is necessary for defining a phase factor associated with a Ramond-Ramond field in IIA theory. Looking a little further, it is to be hoped that computing in an appropriately defined $`K`$-homology theory for conformal field theories might lead to some insight into possible D-brane states in an abstract closed string background, perhaps explaining the Cardy conditions as characterizing a cycle in $`K`$-homology.

A note on convention: upper indices are contravariant and lower ones covariant. In particular, we have $`K_0(C(X))=K^0(X),`$ where $`C(X)`$ is the algebra of continuous functions on the manifold $`X.`$

The basic idea for defining $`K`$-homology groups is the following: For any elliptic operator $`D`$ on a manifold $`X,`$ and a smooth vector bundle $`E`$ over $`X,`$ one can define an operator $`D_E`$ acting on sections of $`E`$ (by using partitions of unity or a connection on $`E,`$ for example). The operator $`D_E`$ depends on the choices but it is a Fredholm operator (i.e. has a finite-dimesional kernel and cokernel). Its index does not depend on these choices, so we get a map

$$\mathrm{Index}_D:K^0(X)𝐙$$
(5)
with $`\mathrm{Index}_D(E)\mathrm{Index}(D_E).`$ It is crucial in this construction that the operator $`D`$ is a pseudolocal operator, in other words it commutes with the operation of multiplication by functions on $`X`$ up to compact operators. Stated algebraically, $`K^0(X)`$ can be interpreted as equivalence classes of projection operators $`p`$ on a Hilbert space, and elements of $`K_0(X)`$ are suitably defined equivalence classes of abstract pseudolocal Fredholm operators $`F`$ on $`X.`$ The natural pairing between these two sets of objects is given by the index map by computing $`\mathrm{Index}(pFp).`$ In topological $`K`$-theory expressed in terms of algebras of functions, the definition of $`K`$-homology involves classifying extensions of $`C(X)`$ by the algebra of compact operators up to unitary equivalence.

This example serves as the intuition for Kasparov’s definition of $`KK`$-groups, which seem to be the most natural framework for our purposes. The precise definitions are a little technical so all mathematical precision has been eliminated from the following discussion. The tensor products are all $`𝐙_2`$ graded tensor products. $`KK^{}(A,B)`$ is an Abelian group depending contravariantly on the algebra $`A`$ and covariantly on the algebra $`B.`$ The elements of $`KK^{}(A,B)`$ are homotopy classes of generalized elliptic operators over $`A`$ with coefficients in $`B`$ given by (i) an operator $`F`$ between two $`B`$-modules $`_{0,1}`$ and representations of $`A`$ as operators on $`_{0,1}`$ such that $`[a,F],a(F^{}F1)`$ and $`a(FF^{}1)`$ are all compact operators. The condition $`[a,F]`$ compact is obviously a generalization of the pseudolocal property in the example above, and the other two conditions require $`F`$ to be unitary up to compact operators. The facts of interest to us are the following:

$`\text{For}A=𝐂,KK^{}(𝐂,B)=K_{}(B).`$ (6)
$`\text{For}B=𝐂,KK^{}(A,𝐂)=K^{}(A).`$ (7)
In addition, there is a bilinear associative intersection product

$$KK^n(A_1,B_1D)_DKK^m(DA_2,B_2)KK^{n+m}(A_1A_2,B_1B_2),$$
(8)
with addition mod 2 in the superscript. $`KK`$-equivalence of $`A`$ and $`B`$ is the statement that the $`KK`$ groups of $`AE`$ and $`BE`$ with any other algebras $`D,E`$ are isomorphic with $`AE`$ or $`BE`$ as contravariant (resp. covariant) arguments and $`D`$ as the covariant (resp. contravariant) argument. Finally, $`KK(A,A)`$ is a ring with unit.

Suppose now that we have two algebras $`A`$ and $`B`$ such that there are elements

$$\alpha KK(AB,𝐂),\beta KK(𝐂,AB)$$
(9)
with the property that

$$\beta _A\alpha =1_BKK(B,B),\beta _B\alpha =1_AKK(A,A).$$
(10)
We then get $`KK`$-duality isomorphisms

$$K_{}(A)K^{}(B),\text{and}K^{}(A)K_{}(B)$$
(11)
between the $`K`$-theory($`K`$-homology) of $`A`$ and the $`K`$-homology($`K`$-theory) of $`B.`$ The algebras $`A`$ and $`B`$ are Poincaré dual. In general these algebras are not $`KK`$-equivalent.

An example of this duality can be constructed as follows: Suppose that $`E`$ is the total space of a real vector bundle with a fibre metric over a differentiable manifold $`X.`$ Consider the algebra of the sections of the complex Clifford bundle $`A\mathrm{\Gamma }(\mathrm{Cliff}(E))`$ and the algebra $`BC(X).`$ Using a partition of unity subordinate to an open cover of $`X`$ such that $`E`$ is trivializable over the sets in the open cover, we can define an operator $`d`$ which restricts to the exterior derivative in the fibre direction locally. $`d`$ acts on the Hilbert space of square integrable sections of the complexification of $`^{}E.`$ Furthermore, $`Y\mathrm{\Gamma }(\mathrm{Cliff}(E))C(X)`$ acts by Clifford multiplication on these sections. We set $`F=(d+\delta )/(1+(d+\delta )^2)^{1/2},`$ where $`\delta `$ is the adjoint of $`d.`$ This defines $`\alpha KK(Y,𝐂).`$ For $`\beta `$ we note that the algebra of functions on $`E`$ that vanish at infinity $`C_0(E)`$ is $`KK`$-equivalent to $`A,`$ so we take the Hilbert module to be $`Y`$ itself, and construct an element in $`KK(𝐂,C_0(E)B)KK(𝐂,Y)`$ by taking $`F`$ to be multiplication by a parametrized version of the Bott element

$$F=v_p(1+|v_p|_p^2)^{1/2}$$
(12)
for $`p`$ a point in $`X,`$ $`v_p`$ a vector in $`E_p,`$ with the norm computed with the fibre metric at $`p.`$

If $`E`$ has a $`\text{spin}_c`$ structure, $`\mathrm{\Gamma }(\mathrm{Cliff}(E))`$ is $`KK`$-equivalent to $`C(X)`$ when $`E`$ has even-dimensional fibres, and $`KK`$-equivalent to $`C(X)\widehat{}𝐂_1`$ when $`E`$ has odd-dimensional fibres, where $`𝐂_1`$ is the Clifford algebra for $`𝐂,`$ the superalgebra with one generator of odd degree $`\sigma :\sigma ^2=1.`$ Since $`KK`$-groups have the appropriate Clifford periodicity properties, these algebras are $`KK`$-equivalent up to the shift for the odd-dimensional case.

For the application to type II string theory, a fairly general context in which we expect IIA and IIB duality is one in which there is a fixed-point free action of $`\mathrm{U}(1)^{2n+1}.`$ This defines a sub-bundle $`E`$ of $`TX`$ with fibres of dimension $`2n+1.`$ Then it is natural to conjecture that at the level of $`KK`$-theory, the $`KK`$-duality with the shift due to the odd dimension of the bundle gives the expected IIA-IIB duality. For strings in ten dimensions, this gives an isomorphism between Ramond-Ramond fields in IIA string theory and D-brane charges in IIB string theory as desired. I want to emphasize that I have not shown that this is in fact what we mean by IIA-IIB duality in string theory—I am merely pointing out that this would make sense of the computation in , as well as identifying D-brane charge in a way that is consistent with the covariance of the physical description of D-branes. Of course, a U(1) action is not general enough to encompass all manifestations of IIA-IIB duality. The general setting is probably that of Takai duality for $`𝐙_2`$ but with specific constraints so that the Takai dual is also the $`KK`$-dual.

To conclude, just considering Ramond-Ramond fields classified by $`KK(𝐂,X),`$ or just D-branes classified by $`KK(X,𝐂),`$ independently may be inadequate for physics. As an example, it seems to me it should be possible to describe the jump in Ramond-Ramond fields across a D-brane either in terms of the local image in cohomology of two different $`K`$-theory classes (see  for example), or by considering an appropriate element of $`KK(X,X).`$ This ring has a natural action on both $`K^0(X)`$ and $`K_0(X)`$ via the Kasparov product, and it would be interesting to figure out if this action is of physical significance. More concretely, understanding the Cardy conditions defining consistent boundary states as the data defining $`K`$-cycles seems worth pursuing.

Acknowledgements: I am grateful to M. Berkooz for helpful conversations. This work was supported in part by NSF grant PHY98-02484.


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# Addendum-erratum to: “Nonasymptotic critical behavior from field theory at d=3. II. The ordered-phase case” Phys. Rev. B35, 3585 (1987).

## Addendum

In tables I and II we present the corrected table I of the original paper . They display the values of the Feynman integrals of the $`O(1)`$ scalar theory contributing to the free energy up to five loops and their symmetry factors. The values differ from those Feynman integrals previously calculated in Ref.  due to the necessity of introducing a “soft” mass parameter instead of the usual renormalized (at zero-momentum) mass (see the text of the original paper  and Ref.  for details). Consequently, many of the estimates of Feynman integrals presented in table I of Ref.  have been extracted from Ref.  by accounting for a harmless 3-d renormalization in order to get a soft-mass parameter (characterizing a minimal subtraction scheme similar to that introduced in Ref. ). Since the five-loop contributions to the free energy involve $`\phi ^3`$ vertices mixed to $`\phi ^4`$ vertices, Feynman integrals which are different or cannot be obtained from those considered in Ref.  have been estimated in three dimensions for the occasion . These are:

* the four-loop integrals with Heap’s numbers 13–17 (column $`h`$ in the following tables I and II, see table IV of Ref. ). They involve only $`\phi ^3`$ vertices. They have been estimated and successfully compared to similar calculations extracted from Ref. .
* the five-loop integrals with Heap’s numbers 80–102 (see table V of Ref. ). They involve $`\phi ^3`$ vertices mixed with a single $`\phi ^4`$ vertex. They have been calculated exclusively for this work.
* the five-loop integrals with Heap’s numbers 103–118 (see table V of Ref. ). They involve only $`\phi ^3`$ vertices. They have been calculated for this work and successfully compared to similar calculations extracted from Ref. .

## Errata

Tables I and II (corrected table I of Ref. ) account for two corrections compared to the original paper :

* for $`b=5`$, $`h=15`$, $`l=0`$, $`m=1`$, in the column “Value at $`d=3`$”, one reads $`6.24797746`$ instead of $`4.21825152`$.
* Eq. (A13), which gives the contributions $`b=5`$, $`h=49`$, $`l=2`$, $`m=1`$ and $`b=5`$, $`h=50`$, $`l=2`$, $`m=2`$ in table I, should read:

$$4I_1^{(5,2)}(1)+2I_2^{(5,2)}(1)=0.12024425101.558293723\mathrm{ln}\left(r_0^{}/g_0^2\right)$$
(1)

As consequences, in table II of Ref. , the values of $`F_{500}`$ and $`F_{510}`$ should read:

$`F_{500}`$ $`=`$ $`0.45163891229\times 10^7`$
$`F_{510}`$ $`=`$ $`0.80687809188\times 10^7`$
in agreement with table 1 of Ref. . In addition, as indicated in the note  of Ref. , the five loop coefficients of $`X(v)`$ and $`F(v)`$ given in table III of Ref.  should be modified but also that of $`\stackrel{~}{F}(v)`$, so that it is preferable to redone table III (see the present table III).

Moreover, the following equations were not correctly written, they should read:

$$\mathrm{\Gamma }_{0,}^{(0,0)}(r_0,g_0,M_0,ϵ)=\frac{1}{2}r_0M_0^2+g_0\frac{M_0^4}{24}+\underset{b=1}{\overset{5}{}}\mathrm{\Gamma }_b(r_0,g_0,M_0,ϵ)$$
(2)
$$H_{blk}=\left(2\frac{b}{2}l\right)F_{blk}+\left(l+1\right)F_{b,l+1,k}\frac{1}{2}\left(k+1\right)F_{b,l,k+1}$$
(3)
$$Q_{blk}=2\left(2\frac{b}{2}l\right)H_{b,l1,k}+\left(1+2l\right)H_{blk}\left(k+1\right)H_{b,l1,k+1}$$
(4)
To get the value of $`A^+/A^{}`$ given in table VI of Ref.  using Eq. (4.9), the values of $`\stackrel{~}{F}(v^{})`$ given in table V must be divided by $`v^{}`$.

In table VII of Ref. , the values of $`Y_3`$ should read:

$`2.07825\times 10^3`$
$`3.45588\times 10^2`$
All these corrections have been accounted for in Ref.  where an updated calculation of the complete critical-to-classical crossover is presented. In addition, we have explicitly verified (see fig. 1) that the errors have had no important consequence on the final results as it could be clearly deduced from a comparison of our estimates of universal amplitude-combinations  with those of Guida and Zinn-Justin  who used the corrected series.

## Acknowledgements

We thank Prof. H. Kleinert for having incited us to publish, at last, the corrected table I of Feynman graphs.


text:
# Optical production and detection of dark matter candidates

## Abstract

The PVLAS collaboration is at present running, at the Laboratori Nazionali di Legnaro of I.N.F.N., a very sensitive optical ellipsometer capable of measuring the small rotations or ellipticities which can be acquired by a linearly polarized laser beam propagating in vacuum through a transverse magnetic field (vacuum magnetic birefringence). The apparatus will also be able to set new limits on mass and coupling constant of light scalar/pseudoscalar particles coupling to two photons by both producing and detecting the hypothetical particles. The axion, introduced to explain parity conservation in strong interactions, is an example of this class of particles, all of which are considered possible dark matter candidates. The PVLAS apparatus consists of a very high finesse ($`>`$ 140000), 6.4 m long, Fabry-P’erot cavity immersed in an intense dipolar magnetic field ($``$6.5 T). A linearly polarized laser beam is frequency locked to the cavity and analysed, using a heterodyne technique, for rotation and/or ellipticity acquired within the magnetic field.

, , , , , , , , , , 111present address: Université de Toulouse, France, , , thanks: Corresponding Author: Guido Zavattini, Dipartimento di Fisica dell’Università di Ferrara, via Paradiso 12, I-56100 Ferrara, Italy

Since any neutral light particle couples to two photons, with a strength depending on its particular nature, a possible detection strategy can be pursued by optical techniques . Among such particles there could be those considered to be possible dark matter candidates . These interactions are explored by the PVLAS experiment by sending a linearly polarised laser beam through a transverse magnetic field, and by measuring changes in the polarisation state of the light . If the electric field of the light is (parallel)perpendicular to the magnetic field both will couple to the (pseudo)scalar particles. Two effects can arise: an induced dichroism and an induced ellipticity . For instance, figure 1a shows the Feynman diagram for real pseudoscalar particle production and the resulting dichroism, while figure 1b shows the retardation mechanism following from virtual particle production.

In the case of real production, photons polarised parallel to the external magnetic field will disappear leading to an apparent rotation of the polarisation plane. In the other case, the appearance and successive decay of a virtual massive particle causes retardation between the two components of the electric field of the laser beam. Following ref. the acquired dichroism $`ϵ`$ and ellipticity $`\psi `$ due to a pseudoscalar neutral particle can be written

$$ϵ=\mathrm{sin}2\alpha \left({\scriptscriptstyle \frac{BL}{4M}}\right)^2N\left[{\scriptscriptstyle \frac{\mathrm{sin}\left(\frac{L}{2}\left(k\sqrt{k^2k_m^2}\right)\right)}{\frac{L}{2}\frac{k_m^2}{2k}}}\right]^2,\text{ }\psi =\mathrm{sin}2\alpha \left({\scriptscriptstyle \frac{B^2kL}{4M^2k_m^2}}\right)N\left[1{\scriptscriptstyle \frac{\mathrm{sin}\left(L\left(k\sqrt{k^2k_m^2}\right)\right)}{L\frac{k_m^2}{2k}}}\right]$$

where $`\alpha `$ is the angle between the magnetic field and the light polarization, $`k`$ is the photon wave number, $`k_m=mc/\mathrm{}`$ is the inverse Compton wavelength of the neutral field, $`M`$ is the inverse coupling constant, $`B`$ is the external magnetic induction, $`L`$ is the length of the magnetic field region and $`N`$ is the number of passages of the light across the field region. Analogous expressions can be obtained for the dichroism and ellipticity induced by a scalar field.

With the PVLAS apparatus, ellipticity and dichroism can be measured independently giving access to both the coupling constant and the mass of the produced particle. It must be noted that this detection method is free from assumptions on an a priori relation between $`m`$ and $`M`$. The experimental apparatus, shown schematically in figure 2, consists of an optical ellipsometer and a dipole superconducting magnet. The ellipsometer is based on a vertical high finesse ($`=140000`$), 6.4 m long, Fabry-Pérot resonator cavity traversing a 1.1 m long dipole magnet which is housed in a warm bore, liquid He, cryostat .

The resonator effectively accumulates photons in the magnetic region, thus lengthening the optical path by a factor $`N=2/\pi `$. The resonant condition is kept by means of a modified Pound-Drever-Hall frequency locking scheme . The magnet-cryostat assembly can be rotated so that the magnetic field rotates in a plane normal to the light propagation direction, thus producing a time-modulation of the effect. The magnet has been energized and set in rotation with a field of $`6.5`$ T. An optical modulator placed after the cavity introduces a carrier frequency necessary for heterodyne detection. The ellipticity and dichroism induced in the light polarisation can be extracted from the photodiode current by Fourier analysis.

A signal due to the existance of a (pseudo)scalar neutral particle, which will appear in the photocurrent spectrum as sidebands separated from the carrier frequency by twice the magnet rotation frequency, must necessarily be dependent on $`B^2`$ and independent of the magnet rotation frequency. Also, this signal must be in the correct phase relation, depending on whether the particle is scalar or pseudoscalar, with the magnetic field at all rotation frequencies. In fact the (pseudo)scalar field production is maximum for photon polarizations (parallel) perpendicular to the magnetic field.

The apparatus briefly discussed above is installed and functioning as an integrated system at the Laboratori Nazionali di Legnaro of I.N.F.N., near Padova, Italy. A preliminary commissioning run has been successfully completed in the following (not nominal) conditions: Fabry-Pérot cavity finesse $`=100000`$ (corresponding to a quality factor $`Q=10^{12}`$), magnetic field $`B=4.0`$ T and magnet rotation frequency of 0.43 Hz. This run has shown that the system is stable in time, and that data taking can be continuously performed as long as liquid He is available. Preliminary data collected during commissioning yielded a sensitivity figure for the ellipticty of $`2\times 10^7`$ rad/$`\sqrt{\text{Hz}}`$ which will allow to reach previous limits  in a few seconds of measuring time. Taking into account the above experimental parameters, this sensitivity could give access to new physics in the yet unexplored  particle mass region $`10^3`$ eV $`<m<10^1`$ eV.


text:
# Online Correction of Dispersion Error in 2D Waveguide Meshes

### Abstract

An elastic ideal 2D propagation medium, i.e., a membrane, can be simulated by models discretizing the wave equation on the time–space grid (finite–difference methods), or locally discretizing the solution of the wave equation (waveguide meshes). The two approaches provide equivalent computational structures, and introduce numerical dispersion that induces a misalignment of the modes from their theoretical positions. Prior literature shows that dispersion can be arbitrarily reduced by oversizing and oversampling the mesh, or by adopting offline warping techniques. In this paper we propose to reduce numerical dispersion by embedding warping elements, i.e., properly tuned allpass filters, in the structure. The resulting model exhibits a significant reduction in dispersion, and requires less computational resources than a regular mesh structure having comparable accuracy.

## 1 INTRODUCTION

Membranes are the crucial component of most percussion instruments. Their response to an excitation, and their interaction with the rest of the musical instrument and with the environment, strongly affect the sound quality of a percussion. Physical modeling of membranes has drawn the attention of the computer music community when a new model based on the Digital Waveguide was designed, called 2-D Digital Waveguide Mesh \[Van Duyne and Smith, 1993\]. The model was proved to provide a computational structure equivalent to a Finite Difference Scherme (FDS). In particular, it was shown that the numerical artifacts introduced by the model cause a phenomenon called dispersion. This means that, even in a flexible medium, different spatial frequency components travel at different speeds, and this speed is direction- and frequency-dependent \[Strikwerda, 1989, Van Duyne and Smith, 1993\].

Different mesh geometries have been studied: each of them have an equivalent FDS, and exhibits its peculiar dispersion error function \[Fontana and Rocchesso, 2000\]. The triangular geometry exhibits two valuable properties: the dispersion error is, with good approximation, independent from the direction of propagation of the spatial components; at the same time, the Triangular Waveguide Mesh (TWM) defines, from a signal-theoretic point of view, the most efficient sampling scheme among the geometries that can be derived from mesh models used in practice \[Savioja, 2000, Fontana and Rocchesso, 2000\]. The independency from direction has been successfully exploited \[Savioja, 2000\] to warp the signals produced by the model, using offline filtering techniques \[Härmä et al., 2000\]. In this paper we work on a similar idea, but warping is performed online by cascading each unit delay in the TWM with a first–order allpass filter. By properly tuning the filter parameter, we will prove that a considerable reduction of the dispersion error can be achieved in a wide range around dc.

This result is then compared with the performance of a TWM, oversized in order to reduce dispersion in the first modes. It will be shown that the warped mesh is less expensive in terms of memory and computational requirements. This evidence holds both for the straight waveguide and the FDS implementations. Our conclusion is that the most efficient, low–dispersion computational scheme for membrane modeling is a triangular FDS where the unit delays are cascaded with properly tuned allpass filters.

Having an efficient and accurate membrane model is a key step toward the construction of affordable, tunable, and realistic models of complete percussion instruments. In particular, the coupling between air and membrane \[Fontana and Rocchesso, 1998\], and the interface with resonating structures are fundamental components that should be added to the membrane model in order to achieve better realism \[Aird et al., 2000\].

## 2 ONLINE WARPING

For a wave traveling along the waveguide mesh, the numerical dispersion error is a function of the two spatial frequency components. In the TWM, this function is symmetric around the origin of the spatial frequency axes, with good approximation. Consequently, it makes sense to plot the dispersion factor as a single-variable function of spatial frequency, moving from the center of the surface to the absolute band edge along one of the three directions defined by the waveguide orientations111In \[Savioja, 2000\], a function averaging the surface magnitude around the origin is constructed, resulting in a slight difference respect to the curve adopted here..

Assuming the waveguides to have unit length, the spatial band edge results to be equal to $`2\pi /\sqrt{3}`$ \[rad$`/`$spatial sample\] \[Fontana and Rocchesso, 2000\]. A plot of the dispersion factor versus temporal frequency is then calculated recalling the nominal propagation speed factor, equal to $`1/\sqrt{2}`$ \[spatial sample$`/`$time sample\], affecting any finite difference model \[Strikwerda, 1989\], that fixes the edge of the temporal frequency at the value $`\sqrt{2}\pi /\sqrt{3}`$ \[rad$`/`$sample\]. Figure 1 depicts a plot of the dispersion factor.

This analysis is confirmed by simulations conducted over a TWM modeling a square membrane of size $`24\times 24`$ waveguide sections, clamped at the four edges, excited at the central junction by an impulse. In fact, the impulse response taken at the central junction shows that the positions of its modes match well with the theoretical frequencies of the odd modes of the membrane, each one of them being shifted by its own dispersion and by the nominal propagation speed factor.

The results are depicted in Figure 2, where the frequency response of the model is plotted together with ($``$) the theoretical positions (compressed by the nominal propagation speed factor) of the modes resonating in the membrane below $`\sqrt{2}\pi /\sqrt{3}`$ \[rad$`/`$sample\], and ($`\times `$) the real positions of the same modes, affected by dispersion. Overall, dispersion introduces a modal compression that increases with frequency. The careful reader will note a slight difference between the calculated frequency cut and the bandwidth of the signal coming from the simulation. This difference is probably due to the simplifying assumption of considering the dispersion function as direction independent. Moreover, some modes show up as twin peaks. This may be due to the actual irregular shape of the resonator model, caused by the impossibility to design a perfectly square geometry using a TWM model. In order to conduct a controlled analytical study we avoided using interpolation along the edge, even though this is recommended in practical implementations \[Aird et al., 2000\].

Let $`H(z)`$ be the transfer function of a TWM, regardless of the excitation (input) and acquisition (output) positions. The transfer function can be handled by conformal mapping, a method consisting in the application of a particular map $`T`$ to the $`z`$-domain, in order to obtain a new, warped domain $`\stackrel{~}{z}=T(z)`$ \[Moorer, 1983, Härmä et al., 2000\]. The frequency response $`H(e^{j\stackrel{~}{\omega }})`$, calculated from $`H(\stackrel{~}{z})|_{\stackrel{~}{z}=e^{j\stackrel{~}{\omega }}}`$, changes according with the map.

Practical implementations of transfer functions obtained by conformal mapping are often affected by non computable loops, that can sometimes be resolved \[Härmä, 1998\]. In a TWM, delay free loops appear whenever the map does not allow to extract an explicit unit delay. However, if we change the number of unit delays in each waveguide section of a waveguide mesh, we only change the number of Fourier images of the frequency response222This occurs whenever a map $`\stackrel{~}{z}=z^M`$ is applied to a discrete-time linear filter., by simply compressing each single image. Now, imagine a map that translates each unit delay into the cascade of a first–order allpass filter $`A(z)`$ and a unit delay, $`\stackrel{~}{z}^1=z^1A(z)`$. If the allpass filter has a negative coefficient, the phase delay introduced by the filter ranges from one sample (in high frequency) to a certain value larger than one (in low frequency). Therefore, it is reasonable to expect an extra image (due to doubling the unit elements for high frequencies), and a degree of compression that decreases with increasing frequency. This is exactly the kind of behavior that is desired in order to counterbalance the effects of numerical dispersion. In order to get rid of extra frequency components it is sufficient to lowpass filter at the desired cutoff frequency, and to restore the correct positions of low-frequency partials it is sufficient to increase the temporal sampling rate.

The frequency domain is warped according with the formula

$$\stackrel{~}{\omega }=\mathrm{arctan}\left[\frac{2\mathrm{sin}\omega \{\alpha +\mathrm{cos}\omega \}}{1+\alpha ^2+2\alpha \mathrm{cos}\omega 2\mathrm{sin}^2\omega }\right],$$
(1)
where $`\alpha `$ is the parameter of the allpass filter A(z):

$$A(z)=\frac{\alpha +z^1}{1+\alpha z^1}.$$
(2)
Figure 3 shows the mapping functions calculated for some negative values of the parameter of the allpass. The more negative is $`\alpha `$, the more warped are the modes, especially in the low frequency range. This result has an intuitive interpretation if we consider the phase delay of the allpass: the more negative is $`\alpha `$, the more delayed by the allpass filter are the lower frequencies traveling into the mesh respect to the higher ones.

Choosing $`\alpha =0.45`$ (curve in the middle), the warping so introduced limits the modal dispersion to very low values. Figure 4 shows the frequency response of the same TWM simulated before, after warping. Using the same notation of figure 2, the response is compared with the ideal positions of the modes, rescaled to align the fundamentals ($``$), and with the real positions of the same modes, affected by the residual dispersion ($`\times `$). The improvement in terms of precision in the alignment of the modes is evident by comparison of crosses and circles in figures 2 and 4.

## 3 COMPUTATIONAL PERFORMANCE

Figure 5 shows a plot of the dispersion factor after warping. Dispersion is below 2% in a range equal to 75% of the whole band, then it climbs to the maximum.

From a perceptual viewpoint, it is not clear how much tolerance we might admit in the frequency positions of high order partials of a drum. Frequency deviation thresholds should be derived from subjective experimentation, as it was done for piano sounds \[Rocchesso and Scalcon, 1999\]. Certainly, fig. 2 shows an unnatural compression of modes that results in a decrease in brightness. Moreover, the frequency distribution of resonances brings us some information about the shape of the resonating object, for instance making it possible to discriminate a circular from a square drum. The warped TWM preserves the correct distribution of modes quite well up to $`75\%`$ of the frequency band.

By comparison of figures 1 and 5, we can note that a similar precision is achieved by a TWM if the waveguides are reduced to one third of the original length (the mesh is nine times denser). Then, the fundamentals can be aligned in the two models by multiplying times $`1.75`$ the sampling rate of the warped TWM. Finally, both the output signals must be lowpass filtered.

From these considerations, a comparison of the TWM versus its warped version in terms of needed sums, multiplies and memory locations, based on dispersion tolerance, can be summarized in Table 1, where the warped models are labeled with the prefix ‘W’, and the allpass filter is supposed to be implemented in canonical (2 multiplies, 1 delay) form. Both the straight mesh and FDS implementations are considered. The number of multiplies can be further reduced at the expense of more memory by using one-multiply allpass filter structures.

## 4 CONCLUSION

A new technique to reduce modal dispersion in a wide frequency range in TWM and triangular FDS models of 2D resonators has been presented. This technique is based on first–order allpass filters embedded in the mesh, and it requires an increase in temporal sampling rate accompanied by lowpass filtering of the output signal. The resulting warped TWM is shown to be less expensive in terms of computing resources and memory consumption than oversizing a TWM or FDS model. The coefficient of the embedded allpass filters is also a parameter that can be controlled to introduce tension modulation or other more exotic effects.