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# HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative ShockBased on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.

## 1 Introduction

Faint filaments dominated by Balmer line emission are seen around much of the periphery of the Cygnus Loop supernova remnant (SNR). These filaments are due to shocks driven by the supernova blastwave into partly neutral material. The Balmer lines, of which H$`\alpha `$ is the strongest, are collisionally excited in a narrow zone behind the shock front (Chevalier, Kirshner & Raymond (1980)). In the hot post-shock region, different elements are producing resonance line emission (mainly in the ultraviolet) as they move to higher stages of ionization. The shocked gas has not had time to recombine and cool radiatively and so these shocks are termed “non-radiative”. The Balmer lines and the ultraviolet line spectrum can be used as diagnostics to infer properties of the shock wave and conditions in the preshock gas (e.g. Raymond (1991)).

One particular Balmer filament, the brightest in the northeast region of the Cygnus Loop, has been the subject of detailed study. Based on the width of the H$`\alpha `$ line, and on line strengths obtained from ground based optical spectra and ultraviolet spectra taken with the International Ultraviolet Explorer (IUE), Raymond et al. 1983; henceforth RBFG  inferred a preshock density of $``$2 cm-3 and shock velocities of 210 km s-1 (for the case of rapid equilibration between ions and electrons), and 170 km s-1 (for the case of slower Coulomb equilibration between ions and electrons). Fesen & Itoh (1985) used the same IUE data and optical spectra of a different location along the same filament and favored a 190 km s-1 shock running into gas with a density of 1 cm-3. The filament was later observed with the Hopkins Ultraviolet Telescope (HUT) and the far ultraviolet line strengths were found to be best fit by a 180 km s-1 shock, a preshock density of 2 cm-3 and rapid equilibration of electrons and ions behind the shock (Long et al. 1992; henceforth L (92)). However, in the same study, the ratio of line strengths in the O VI $`\lambda \lambda `$1032,1038 doublet indicated significant resonant scattering along the line of sight and implied a preshock density between 5 cm-3 and 12 cm-3. Hester, Raymond & Blair 1994; henceforth HRB  presented an extensive study of Balmer filaments in the NE Cygnus Loop including new spectra of the filament studied by RBFG (though with a different slit orientation). They found the width of the broad component of the H$`\alpha `$ line to be significantly narrower than the value given by RBFG (130 km s-1 compared to 167 km s-1, FWHM). This implied shock velocities of 165 km s-1 and 130 km s-1 for the cases of rapid and Coulomb equilibration. To reconcile these values with the far ultraviolet lines which required higher shock velocities, both HRB and L92 suggested that the shock may have decelerated rapidly in the last 200 years or so.

The studies discussed above have established the shock properties in a broad sense. They have shown that the brightest Balmer filaments are due to shocks with velocities between 140 km s-1 and 200 km s-1 running into gas with a density between about 1 cm-3 and 10 cm-3. However, refining the limits on the shock velocity and pre-shock density is crucial for interpreting ultraviolet spectra since the strengths of several diagnostic lines change dramatically in this velocity range (Cox & Raymond (1985)). Furthermore, the contradiction in the measured H$`\alpha `$ widths measured by RBFG and HRB has not been resolved, and the recent deceleration history of the shock has not been established.

We take a fresh look at this same Balmer filament using the Hubble Space Telescope (HST). These observations have the advantage of spatial resolution over the earlier studies. It has been known from theory (e.g. RBFG) that the Balmer emission comes from a very narrow region behind the shock, corresponding to at most a tenth of an arcsecond at the $``$ 440 pc distance of the Cygnus Loop (Blair et al. (1999)). Therefore the earlier observations represent some kind of average over the detailed filament structure. The results from these observations can be re-examined with a knowledge of the subarcsecond structure of the filament. More importantly, the spatial information itself contains diagnostics for the shock properties. For instance, the emissivity of any given line as a function of distance from the shock front depends on the shock velocity and preshock density.

Our study consists of a WFPC2 H$`\alpha `$ image and far ultraviolet STIS spectra of the filament. The WFPC2 H$`\alpha `$ image shows the structure of the filament in exquisite detail (Blair et al. (1999)). The shock wave is an edge-on sheet, gently undulating along the line of sight, with the shock front less than 0$`\stackrel{}{\mathrm{.}}`$1 wide when viewed at exact tangency. In this paper we present the first part of our spectroscopic study using STIS - a far ultraviolet long slit spectrum with the slit placed perpendicular to the shock front. This orientation minimizes the effects of curvature of the filaments in the plane of the sky and allows us a relatively clean look at the spatial structure of the shock. The second part (which will be the subject of a future paper) consists of spectra taken with the slit oriented parallel to the shock front, and stepped through a grid of positions spanning the width of the filament.

## 2 Observations

The observations were obtained on April 29, 1999 as part of HST GO program 7289 (PI Blair). The 52″ $`\times `$ 0$`\stackrel{}{\mathrm{.}}`$5 slit was used along with the G140L grating. The wavelength coverage is 1118 Å - 1716 Å, and since the source is diffuse and fills the width of the slit, the spectral resolution is $``$ 12 Å. Though the slit itself is longer, the effective aperture length in the spatial direction is restricted to 25″ by the dimensions of the FUV-MAMA detector. In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. the effective aperture is shown overlaid on a WFPC2 H$`\alpha `$ image of the filament. The slit was placed via blind offset after first acquiring a nearby star with an optical peak-up acquisition. Three exposures with a total integration time of 8202 seconds were taken at this position. The brightest part of the filament lying in the slit is at R.A. 20:56:05.80 and DEC. +31:56:13.9 (J2000). In the figure the shock is propagating upwards (i.e. approximately NE); the region below the filament is the interior of the SNR, and the region above is the surrounding interstellar medium (ISM).

In this paper, we are using standard data products generated on February 1, 2000 with the “on the fly” pipeline calibration available from STScI. In this mode, the best available calibration reference files are used. The reduced 2-D spectra for each of the three exposures were co-added. The Ly-$`\alpha `$ and O I airglow lines at 1216 Å and 1304 Å respectively were subtracted from the 2-D spectrum using line profiles taken along the dispersion axis at a “background” ISM location. Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. shows the resulting 2-D spectrum with annotations indicating the main spectral and spatial features.

The slit passes through three distinct shock tangencies (Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.). We will designate the brightest emission near the center as the “bright shock” and the sharp, narrow filaments above and below it as the “north shock” and “south shock” respectively. The spatial positions of these shocks are marked in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.. We note that these shocks are in front of and behind the bright shock only in projection, and physically they are part of the same “sheet” at the edge of the SNR. Furthermore, the bright shock itself has some substructure and may include multiple shock crossings along the line of sight. N V $`\lambda `$1240, O V $`\lambda `$1371, C IV $`\lambda `$1549, He II $`\lambda `$1640, and the 2-photon continuum from the bright shock are well detected. The N V, C IV and He II lines from the fainter south shock are also detected. Isolating the emission from the north shock is more difficult since the emission from these stronger lines fills the space between the bright and north shocks.

## 3 Results

In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555., we present the background subtracted spectra of the bright shock and the south shock. We obtained the 1-D spectra by averaging over several rows in the spatial direction, in each case corresponding to $``$ 1$`\stackrel{}{\mathrm{.}}`$2. The background spectrum subtracted from each of these shock spectra was obtained by extracting a 5$`\stackrel{}{\mathrm{.}}`$6 spatial region ahead of the shock, smoothing the result by 3 pixels to lower the noise, and scaling appropriately. The spectra shown in the plots have been rebinned over 4 pixels (about 0.6 Å), and the flux at wavelengths covering the Ly-$`\alpha `$ and O I 1304 Å airglow lines have been set to zero. The flux units in the plot are ergs s-1 cm-2 arcsec-2 Å-1. The bright shock spectrum has been offset (arbitrarily) by 0.15 flux units. The N V, C IV and He II lines are seen in both the spectra. The 2-photon continuum is visible in the bright shock spectrum, but is much weaker in the south shock. Additionally, weaker emission from O V, the O IV\]-Si IV lines around 1400 Å and N IV\] 1486 Å is detected in the bright shock spectrum. Although the signal to noise is low, these detections are a remarkable advance in spatial sampling compared with earlier ultraviolet observations (RBFG, HRB, L92).

In Table 1 we present the reddening corrected fluxes of some emission lines, relative to N V $`\lambda `$1240 = 100, measured in our STIS spectra of the bright and south shocks and in previous studies of the same filament (RBFG, L92). Line fluxes in our spectrum were corrected for reddening following L92, who used $`E_{BV}=0.08`$ and the mean galactic extinction curve of Seaton (1979). We find from their Table 1 that the observed, uncorrected fluxes of N V, O V, C IV and He II have to be multiplied by 2.03, 1.89, 1.82 and 1.80, respectively. However, no account has been taken of possible resonance line scattering of N V and C IV photons.

In Table 1 we see that the C IV and He II lines are significantly stronger, relative to N V, in our spectra than in the earlier data. (Due to the low signal, the O V flux we measure is very uncertain and is consistent with L92). The IUE spectra presented by RBFG used a 10″ by 20″ aperture and the HUT spectrum presented by L92 used a 9$`\stackrel{}{\mathrm{.}}`$4 by 116″ aperture, whereas the region covered in each of our measurements is approximately 0$`\stackrel{}{\mathrm{.}}`$5 by 1$`\stackrel{}{\mathrm{.}}`$2, immediately behind the Balmer shock front. This is strong evidence that the line ratios depend upon the spatial scale being observed. In particular, the comparison shows that N V emission must come from a more extended region than the C IV and the He II. Similar variations in UV line ratios were seen by HRB in IUE spectra taken at 7 positions along another Balmer filament in the NE Cygnus Loop (their Filament 2). For example, their Table 6 shows that the C IV to N V ratio varied between 0.58 and 1.43. HRB discuss one particular spectrum where N V is stronger than expected and explain the enhanced emission as coming from cooling coronal gas, where the gas was ionized at an earlier time by a shock with a higher velocity.

The distribution of the He II, C IV and N V emitting gas is important for understanding the recent evolution of the shock (and thereby the SNR and surrounding ISM). However, we will postpone further discussion of this subject to Paper II, where we will present several long slit STIS spectra covering a larger spatial region. Now we turn to the spatial structure of the emission just behind the shock fronts.

In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. we present the observed flux in several lines as a function of position along the slit. The top panel shows the region around the bright shock and the bottom panel shows the region around the south shock. The fluxes (except for H$`\alpha `$) have been obtained from the STIS spectrum by integrating over the lines along each row; in the case of 2 photon emission, the integration was between 1420 Å and 1460 Å. The H$`\alpha `$ flux is from the WFPC2 image, taking a cross-cut along the slit, and averaging across its width. The counts in the image were converted to flux units using the prescription given in Holtzman et al. (1995). The peak of the 2-photon emission is chosen as the $`x=0`$ position, and $`x`$ increases towards the interior of the SNR (i.e. shocks move right to left in these plots). The H$`\alpha `$ emission profile is aligned so that its peak coincides with the 2-photon emission peak. In the plots, the profiles obtained from the STIS spectrum have been binned by 4 pixels (0$`\stackrel{}{\mathrm{.}}`$1) for the bright shock (top panel) and by 10 pixels (0$`\stackrel{}{\mathrm{.}}`$25) for the south shock (bottom panel).

The separation between the N V emission zone and the shock front is clearly resolved in the spatial profiles of the bright shock (Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555., top panel). This is expected in non-radiative shocks. After entering the shock front the gas takes time to reach successively higher ionization states; and so at a given instant, the ionization state of the gas increases with distance behind the shock front. Therefore, H$`\alpha `$ and 2-photon emission arise immediately behind the shock front, followed by He II, C IV and then N V emission. The HST spectrum has enabled us to partially resolve this stratified structure in a non-radiative SNR shock for the first time. The separation between the C IV and N V emission can also be seen in the noisier south shock profiles (Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555., bottom panel). We can quantify the separation between the C IV and N V zones by measuring the locations of the peaks for the bright shock. For the noisier south shock, the offset between the leading edges of the C IV and N V zones is a measure of their separation. We obtain a separation of 0$`\stackrel{}{\mathrm{.}}`$30$`\pm `$0$`\stackrel{}{\mathrm{.}}`$10 for the bright shock and 0$`\stackrel{}{\mathrm{.}}`$30$`\pm `$0$`\stackrel{}{\mathrm{.}}`$25 for the south shock, and use these values in the discussion below. At our assumed distance of the Cygnus Loop (440 pc), 0$`\stackrel{}{\mathrm{.}}`$3 corresponds to about $`2\times 10^{15}`$ cm.

## 4 Analysis and Discussion

The shock structure, including the intensities and spatial profiles of the ultraviolet lines, depends mainly on the shock velocity and the pre-shock density. In the case of a non-radiative shock, such as the one being considered here, the ionization is not necessarily complete in the post shock flow, and the resulting spectrum is also a function of the swept up column density. Furthermore, the line strengths from any ionization state of an element heavier than helium scales linearly with the abundance. We can conveniently interpret our data and determine (or constrain) the Balmer filament properties by comparing the observed spectrum with model predictions. We use an updated version of the Raymond shock code (described by Raymond (1979) and Cox & Raymond (1985)) to calculate the shock models. The code considers a constant velocity shock running into a uniform medium and calculates the resulting structure, in particular the line emissivities as a function of swept up column (or equivalently of distance behind the shock front). The most important updates for the present investigation are the ability to follow electron and ion temperatures separately and the use of ionization rates based on Coulomb-Born calculations (e. g. Younger (1981)).

In order to systematically examine the dependence of the shock spectrum on the shock velocity and pre-shock density, we have run a grid of models varying the shock velocity between 160 km s-1 and 200 km s-1 in steps of 10 km s-1 and with three values of the pre-shock density: 1 cm-3, 2 cm-3 and 4 cm-3. We assume abundances representative of the diffuse ISM, taken from Cowie & Songaila (1986). The He, C, N, O, Ne, Mg, Si, S, Ar, Ca, Fe and Ni abundances are 10.99, 8.40, 7.90, 8.70, 8.09, 7.10, 6.50, 7.51, 6.45, 4.61, 5.80 and 4.26 on a scale where the logarithm of the H abundance is 12.00. We are assuming that no elements are liberated from grains due to the shock until after the ultraviolet line formation. This is a valid assumption since the emission region we are considering is formed within about 200 years after the passage of the shock front whereas studies have shown that the time scale for grain destruction due to such shocks is a few thousand years (Jones et al. (1994), Vancura et al. (1994)).

In addition to these basic quantities, the shock models require other input parameters. Following RBFG, the neutral fraction of the pre-shock gas was taken to be 30% in all cases. (The H$`\alpha `$ and 2-photon intensities depend on the density of neutrals entering the shock front. However Ly$`\beta `$ photons can also be converted to H$`\alpha `$ plus 2-photon continuum and contribute significantly to their intensities. Therefore using the observed H$`\alpha `$ and 2-photon intensities to determine the neutral fraction requires detailed analysis of the Ly$`\beta `$ radiative transfer, which is beyond the scope of this paper). The extent of equilibration between electrons and ions in the shock front is also unknown (see e. g. Draine & McKee (1993)), but Ghavamian (1999) has used Balmer line profiles to show that $`T_e`$ is at least 80% as large as $`T_i`$ in a slightly faster shock in the northern Cygnus Loop. In any case, we find that assuming rapid equilibration in the shock front or slower Coulomb equilibration in the post-shock gas has a minor effect on the ultraviolet line strengths and a negligible effect on the spatial profiles. (A similar conclusion was reached by Hartigan (1999)). Therefore, in all the models we present, rapid equilibration ($`T_e=T_i`$ everywhere in the post-shock gas) has been assumed. The value of the pre-shock magnetic field is important in determining the properties of the gas and the grain dynamics in the cooling zone of the post-shock flow where both the gas and the field are highly compressed. However, the structure and emission properties of the ionization zone that we consider here are independent of the pre-shock field. In all the models, we use a value of 0.1 $`\mu `$G for the pre-shock magnetic field. (We find that models using pre-shock fields of 1 $`\mu `$G give the same results). The pre-shock gas temperature in all models is 10,000 K (e. g. HRB).

### 4.1 An Illustrative Shock Model

Before moving on to the main analysis, we present an example of the emission line structure predicted by a shock model. The example uses a shock velocity of 180 km s-1 and a pre-shock density of 2 cm-3 which are the “best fit” values found by L92, who compared shock models with their HUT data.

The top panel in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. shows the emissivities of He II $`\lambda `$1640, C IV $`\lambda `$1549 and N V $`\lambda `$1240, normalized to their respective maxima, plotted as a function of distance behind the shock front. The stratification of the post-shock gas is evident, with emission from the lowest ionization species occurring first. The N V emission zone is well separated from the He II and C IV zones and extends over a larger spatial region.

In the bottom panel of Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. the cumulative intensity (in ergs s-1 cm-2) of the lines is plotted. The cumulative intensity of a line at a given distance is the intensity in the line produced up to that point in the post-shock flow and coming out of the front of the shock. We see that the He II and C IV intensities level off about $`1.5\times 10^{15}`$ cm and $`3.5\times 10^{15}`$ cm behind the shock front while the N V intensity continues to rise. (This is evident from the emissivity plot where the N V zone extends beyond 1016 cm). Therefore, for a given shock velocity and pre-shock density, the emission line spectrum depends upon the spatial extent of the post-shock region, which in turn depends on the amount of material swept up by the shock. In these plots we have shown emission out to 1016 cm, here corresponding to a swept up column of about $`2.1\times 10^{17}`$ cm-2.

### 4.2 Spatial Structure

We have calculated the separation between the C IV and N V emission peaks for the grid of models, and we plot the results in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.. The shock velocity is plotted along the x-axis, and different symbols are used to represent models with different pre-shock densities. The separation between the zones decreases with increasing shock velocity, and for a given shock velocity the separation scales linearly with pre-shock density.

The physical separation corresponding to the observed angular separation of 0$`\stackrel{}{\mathrm{.}}`$3 depends on the distance of the Cygnus Loop. We recently found the distance to the Cygnus Loop to be $`440_{100}^{+130}`$ pc, combining the proper motion of the Balmer filament (using our WFPC2 image and a 1953 POSS-I image) with the range of shock velocities found for the filament (Blair et al. (1999)). In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555., the dotted line is at $`1.97\times 10^{15}`$ cm, which corresponds to 0$`\stackrel{}{\mathrm{.}}`$3 at 440 pc. The dashed lines are at $`1.02\times 10^{15}`$ cm and $`3.41\times 10^{15}`$ cm, which correspond to 0$`\stackrel{}{\mathrm{.}}`$2 at 340 pc and 0$`\stackrel{}{\mathrm{.}}`$4 at 570 pc. They represent the limits of the observed separation taking into account the distance uncertainty as well as the $`\pm `$0$`\stackrel{}{\mathrm{.}}`$1 uncertainty in the measurement for the bright shock (§3 and Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.).

One of the factors influencing the observed separation is the geometry of the shock front along the line of sight. Curvature will typically have the effect of making the observed separation between the zones larger than the intrinsic separation. In order to make a simple quantitative estimate of this effect, we have assumed that the shock front can be approximated by the arc of a circle. We then integrate the model predicted emissivities along lines of sight that are chords to the circle. Using a radius of curvature of $`5\times 10^{17}`$ cm (estimated from the H$`\alpha `$ image, Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.), we find the following. For the 180 km s-1 shock with pre-shock density of 2 cm-3, the separation is increased to $`5.9\times 10^{15}`$ cm and for the 200 km s-1 shock with pre-shock density of 4 cm-3, the separation is increased to $`2.3\times 10^{15}`$ cm. Therefore, shocks at the lower end of the velocity range and with lower densities are ruled out by the observed separation. However, shocks with higher velocities and higher densities cannot be ruled out on the basis of these data.

### 4.3 Line Strengths

As we have seen (§4.1, Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.) the shock spectrum for a given shock velocity and pre-shock density depends on the amount of swept up material, or equivalently on the width of the post-shock region. In order to compare the grid of models with the observed spectrum, we need to specify this parameter. The spectrum in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. and the line strengths (from our observations) in Table 1 are based on a 1$`\stackrel{}{\mathrm{.}}`$2 region behind the shock front. This corresponds to about $`8\times 10^{15}`$ cm at 440 pc. We therefore fix the width of the post-shock region in the shock models to be this value. Truncated in this way, the swept up column density depends most strongly on the pre-shock density (and is largely independent of the shock velocity). In our grid of models, these column densities are approximately $`4\times 10^{16}`$ cm-2, $`8\times 10^{16}`$ cm-2, and $`17\times 10^{16}`$ cm-2 for pre-shock densities of 1, 2 and 4 cm-3, respectively.

In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. we plot the N V intensities predicted by the models. As in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555., the shock velocity is plotted along the x-axis and different symbols are used for different pre-shock densities. The N V intensity increases with pre-shock density (as is expected), since a greater column of gas is swept up. The N V intensity decreases with increasing shock velocity. This happens because temperatures in the post-shock gas go as the square of the shock velocity (Raymond (1991)) and in faster shocks, elements are ionized to higher stages (e. g. N VI for nitrogen) more rapidly. This results in fewer collisional excitations that lead to the production of line photons.

The intensities shown in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. apply to the case when the shock is viewed face-on. The Cygnus Loop filament however represents the other extreme - a shock viewed more or less tangentially. Therefore, in order to compare with the predictions, the observed value has to be corrected for viewing angle and geometry. The correction factor is the ratio of the actual shock area observed to the projected shock area. This observed intensity has to be divided by this aspect ratio to obtain the predicted “face-on” intensity. From a ground based H$`\alpha `$ image of the filaments in this region, HRB estimated an aspect ratio of 10 for the diffuse (i. e. least tangential) emission. From the WFPC2 H$`\alpha `$ image (presented by Blair et al. (1999)), we find that the aspect ratio could easily be as high as 50 for bright filaments. The reddening corrected, N V intensity of the bright shock is 3.6 $`\times 10^{15}`$ erg s-1 cm-2 arcsec-2 (Table 1 and §3). For an aspect ratio of 50, this corresponds to a model predicted value of 7.2 $`\times 10^{17}`$ erg s-1 cm-2 arcsec-2, which is shown as a dotted line in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555..

The discussion above shows that the range of shock properties we have considered predicts the N V intensity more or less correctly. However, our rather crude estimate of the aspect ratio from the morphology of the filaments in the plane of the sky cannot be used to place very strong constraints on the shock properties. For instance, if the aspect ratio were higher or lower by a factor of 2 for the observed region, the measured N V intensity would be compatible with many of the models. It would be very difficult, though, to reconcile the observed value with the n0 = 1 cm-3 models – the predicted intensity is far too low. Recalling that the C IV – N V separation also rules out the low density, low velocity, models (Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.), we conclude that the pre-shock gas ahead of the non-radiative filament has a density of at least 2 cm-3.

In Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. we plot the C IV to N V line ratio for the grid of models (truncated at a width of $`8\times 10^{15}`$ cm). The C IV to N V ratio is higher for lower values of pre-shock density because the swept up column density is lower and the N V zone is less complete (see Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.). The dependence of this ratio on shock velocity is more subtle - since it is affected both by the swept up column and the rate of ionization to higher ionization states. The observed C IV to N V ratio, corrected for reddening is 1.01 for the bright shock 0.84 for the south shock. These values are consistent with the shock models having pre-shock densities of 2 and 4 cm-3. However, as we discuss below, the intrinsic ratio of C IV to N V can be affected by resonance line scattering.

The edge-on viewing angle implies that we are looking through a relatively large column of emitting gas. The optical depth of the N V and C IV lines, which are ground state transitions, can get high enough to significantly attenuate the line intensities. To estimate the effect of resonance line scattering, we have used the emission profiles from our illustrative model (§4.1), assumed a single shock front with a fixed radius of curvature (i. e. that it is an arc of a circle), and calculated optical depths along tangential lines of sight. We find that the C IV optical depth ($`\tau _{\mathrm{C}\mathrm{IV}}`$) is invariably higher than the N V optical depth ($`\tau _{\mathrm{N}\mathrm{V}}`$). We also find that the ratio $`\tau _{\mathrm{C}\mathrm{IV}}`$/$`\tau _{\mathrm{N}\mathrm{V}}`$ increases with increasing optical depth (of either line). Specifically, for a radius of curvature $`2\times 10^{17}`$cm, $`\tau _{\mathrm{C}\mathrm{IV}}=1.6`$ and $`\tau _{\mathrm{N}\mathrm{V}}=1.2`$ and for a radius of curvature $`1\times 10^{18}`$cm, $`\tau _{\mathrm{C}\mathrm{IV}}=3.7`$ and $`\tau _{\mathrm{N}\mathrm{V}}=2.6`$. We note that in calculating the optical depths we have assumed that the kinetic temperature of the heavy ions is equal to the proton temperature. If the ionic temperatures are higher (as is the case for the remnant SN1006, Raymond, Blair & Long (1995)), the lines will be broader and optical depths correspondingly lower.

The attenuation of the line intensity for a given optical depth, assuming single scattering, is $`(1e^\tau )/\tau `$. For the cases mentioned above, the intrinsic ratio of C IV to N V would be higher than the observed ratio by factors of 1.1 and 1.5 for the smaller and larger radii of curvature, respectively. The intrinsic N V intensity in these two cases would be 1.7 and 2.8 times the observed (dereddened) intensity. In the context of our models, a C IV to N V ratio of 1.5 would imply that the pre-shock density is somewhat lower than 2 cm-3 (Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555.). For this “high optical depth” case, the N V intensity assuming an aspect ratio of 50, would be about $`2\times 10^{16}`$ erg s-1 cm-2 arcsec-2. (That is, the dashed line in Figure HST-STIS Observations of the Cygnus Loop: Spatial Structure of a Non-radiative Shock11affiliation: Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS5-26555. would have to be placed much higher). Then, to make the observation consistent with a low pre-shock density, the aspect ratio would have to be over 200 (rather than 50), which is extreme. Our models therefore favor a scenario where the N V and C IV optical depths are modest, and the lines are not highly attenuated. We note, however, that our treatment is very simplistic. To make accurate models for the observed emission, a detailed treatment of the line scattering using a realistic geometry is needed.

The observed value of the He II to N V line ratio, corrected for reddening is 1.36 for the bright shock. Models predict much lower values - between about 0.1 and 0.4. The model does not take into account the production of the 1640Å line by He II Ly$`\beta `$ 256Å photons and so a lower predicted flux is expected (e. g. RBFG). Hartigan (1999) has calculated the expected He II $`\lambda `$1640 flux for a range of shock velocities. From Figure 1 of that paper, we find that our model predictions need to be corrected by factors of between 2 and 5. Additionally, any attenuation of N V due to resonance scattering would increase the observed He II to N V ratio, leading to a better match between models and observation. The models predict O V to N V of about 0.08, which is lower than the observed, reddening corrected value of 0.19 for the bright shock. However in this case, the error in the observation is large enough that this difference may not be an issue. Again, resonance scattering of N V would increase the observed O V to N V ratio.

In conclusion, we point out that there are two kinds of uncertainty associated with comparing model line strengths with the observations. First, the observed intensity has to be converted to an intrinsic shock intensity and the conversion depends on the shock geometry along the line of sight as well as the effects of resonance line scattering. Second, the intensities are functions of the elemental abundances, and of the cutoff column density both of which are input parameters for the models. For our chosen ISM abundances, and reasonable geometries, we find that the observations favor shock velocities $``$ 170 km s-1 and preshock densities between 2 and 4 cm-3.

## 5 Concluding Remarks

We have presented a far-ultraviolet spectrum of a non-radiative filament on the north-east limb of the Cygnus Loop, obtained with STIS. The slit length (and hence the spatial axis of the spectrum) was chosen to be perpendicular to the filament, and therefore perpendicular to the shock front. The brightest lines detected in the 1118Å - 1716Å passband were N V $`\lambda `$1240, C IV $`\lambda `$1549 and He II $`\lambda `$1640. The effective spatial resolution of the spectrum, $``$0$`\stackrel{}{\mathrm{.}}`$1, is an improvement over previous studies of the same filament and is important because it allows us to separate the emission from individual shock fronts and also to measure the separation of the C IV and N V emission zones in the post-shock flow. For a given shock front, the observed C IV to N V and He II to N V line ratios in our STIS spectrum are significantly higher than in spectra taken by IUE and HUT covering larger areas (several square arcseconds). This difference is most probably due to a spatially extended component of N V emission, such as cooling gas ionized at an earlier time as suggested by HRB. We have compared our spectrum with a grid of shock models and find that the observed separation of 0$`\stackrel{}{\mathrm{.}}`$3 between the C IV and N V zones excludes pre-shock densities $``$ 2 cm-3 for shock velocities $``$ 180 km s-1. (These models predict much larger separations between the zones). Furthermore, models with pre-shock densities $``$ 2 cm-3 predict much weaker N V and C IV than observed (assuming ISM abundances and a reasonable path length of emitting gas along the line of sight).

As the premier example of a remnant whose optical and ultraviolet emission is dominated by shocks due to the interaction of the SN blast wave with the surrounding ISM, the Cygnus Loop plays an important role in our understanding of “middle-aged” SNRs. The spatial scale of the emission from the shocks responsible for the brightest Balmer filaments is a few times 1015 cm. This means (as we have shown) that at the 440 pc distance of the Cygnus Loop, the detailed structure of the filaments can be resolved by HST. Observations of the filaments at this high resolution are critical for a correct understanding of the shock conditions, since lower resolution observations average over larger regions which in general contain a complex substructure. (We again point out the difference between our and earlier spectra of the same filament, Table 1). On the theoretical side, we need a realistic 3-dimensional model for the shock geometry and the ability to compute the effects of resonance line scattering. This would refine our interpretation of the observed spectra and place more stringent limits on the shock conditions responsible for the Cygnus Loop Balmer filaments.

This work has been supported by STScI grant GO-07289.01-96A to the Johns Hopkins University.


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# A Study on the Non-perturbative Existence of Yang-Mills Theories with Large Extra Dimensions

## I INTRODUCTION

The idea of unifying fundamental forces by introducing extra dimensions has attracted attention for many decades, and a theory realizing this idea is called Kaluza-Klein theory .

Recently, it has been observed by Arkani-Hamed, Dimopoulos and Dvali  that the existence of extra dimensions may play an important rôle to understand the hierarchical scales that exist between the weak and Planck scales. From a simple setting that only the graviton can propagate in the bulk corresponding to the extra dimensions while all the other fields of the Standard Model (SM) are located on a four-dimensional wall, they have concluded  that the length scale of the extra dimensions can be rather large $`\begin{array}{c}>\hfill \\ \hfill \end{array}10^2`$ cm, in contrast to previously suggested Kaluza-Klein theories in which the size of extra dimensions was of the order of the (four-dimensional) Planck length $`10^{33}`$ cm or $`1/M_{\mathrm{GUT}}10^{30}`$ cm, where $`M_{\mathrm{GUT}}`$ is the unification scale in four-dimensional grand unified theories (GUTs). Their idea has been then followed and extended by several authors  to obtain more satisfying solutions of the hierarchy problem. Moreover, the above phenomenological proposal to confine fields on a lower-dimensional subspace fits well  the D-branes  (extended objects attached by the end points of open strings) in string theories.

If part of the SM fields can propagate in the bulk, and the size of the extra dimensions are large, the existence of such extra dimensions may be experimentally verified. There will be a number of phenomenological questions (see  for instance) like “ what are the experimental bounds on the size of the extra dimensions? ” However, our concern in this paper is of a theoretical nature: Is the existence of a large extra dimension consistent with quantum theory? Our answer to this question will be “Yes”, provided that the compactification radius $`R`$ is smaller than a certain value, the maximal radius $`R_M`$. It should be emphasized that the previous investigations  on non-abelian gauge theories in five dimensions on a lattice (which indicated that the theory have no continuum limit) were performed in the uncompactified case. These works  were motivated to investigate whether or not the non-trivial ultraviolet fixed point found in the $`ϵ`$-expansion  is real.

To be more specific, we consider pure $`SU(2)`$ Yang-Mills theory in five dimensions where an extra dimension is compactified on a circle $`S`$ with the radius of $`R`$. (It would be more “realistic” to compactly the fifth dimension on the orbifold $`S/Z_2`$ so that the zero-modes contain only four-dimensional gauge fields and no scalar fields. We leave the case of $`S/Z_2`$ to future work.) One may expect that the theory will carry the basic property of a four-dimensional gauge theory if the radius $`R`$ is sufficiently small, while in the opposite limit of $`R`$ the theory becomes more five dimensional. So there may be the maximal radius $`R_M`$ below which the theory can possess a continuum limit with a non-vanishing string tension and can exist non-perturbatively. We will indeed find that our numerical simulations based on a compactified lattice gauge theory are supporting the correctness of this heuristic picture.

The string tension is one of the most familiar physical quantities, which can give a physical scale to the lattice spacing. However, at a deconfining phase transition of first order, the string tension vanishes discontinuously, and we cannot use it for that purpose in this case. One of the crucial observations in this paper is that, if the fifth dimension is compactified, the first order phase transition changes its nature at a certain compactification radius. We will see this on anisotropic lattices by performing Monte-Carlo simulations with various compactification radii and by investigating the phase structure. The simulations also indicate that it could be possible to give a physical scale to the lattice spacing even in the deconfining phase if the theory is compactified, and this possibility will be studied more in detail.

We will assume that the phase transition due to the compactification occurs at a certain value of $`R`$, the critical compactification radius $`R_C`$, and that the compactification radius is kept fixed at $`R_C`$ along the critical line of the phase transition due to the compactification. That is, the critical compactification radius $`R_C`$ is assumed to be a physical quantity. This assumption enables us to compute the lattice $`\beta `$-function for a given $`R`$ as a function of the lattice spacing $`a_4`$ of the four-dimensional direction. In doing so, we can verify non-perturbatively the power-law running of the gauge coupling constant $`g`$, and find that the observed power law behavior fits well to the one-loop form suggested in Refs. . The results for the lattice $`\beta `$-function obtained from our Monte-Carlo simulations indicate the self-consistency of the assumption above.

The results obtained for the lattice $`\beta `$-function can also be used to make a further assumption on the physical scale in the deconfining phase and to investigate various scaling properties of the longitudinal Creutz ratio (defined in Eq. (17)), making a discussion on the existence of continuum limits of the theory possible. We will be led to the interpretation that the theory may possess a continuum limit with a non-vanishing longitudinal string tension if the compactification radius $`R`$ is smaller than $`R_MR_C/3`$, and that the non-trivial ultraviolet fixed point found in the $`ϵ`$-expansion in the continuum theory may no longer be spurious.

After we define our lattice action in Section II, we start to present the details of our calculations. In Section III we calculate the ratio of the lattice spacings $`\xi =a_4/a_5`$ in terms of the parameters of the simulations $`\beta `$ and $`\gamma `$, and then we discuss the phase structure in Section IV. In Section V we compute the lattice $`\beta `$-function and then study on a continuum limit in Section VI, and the last Section is devoted for conclusion.

## II THE ACTION

In order to investigate the effects of a compactification in the 5-dimensional $`SU(2)`$ gauge theory, it is crucial to employ an anisotropic lattice which has different lattice spacings, $`a_4`$ and $`a_5`$, in the four-dimensional directions and in the fifth direction, and is often used in the case of lattice gauge theories at finite temperature. We find that the effects of the compactification on an isotropic lattice can appear only for a small lattice size of the fifth direction $`(2)`$ so that it is practically impossible to study the theory with different sizes of this direction. Another advantage is that, since we can vary $`a_4`$ and $`a_5`$ independently, we can investigate the $`a_4`$ dependence of physical quantities while keeping $`a_5`$ fixed. This enables us to study scaling properties in the compactifed theory for a given compactification radius $`R`$.

We denote the five-dimensional lattice coordinates by $`z_M(M=1,\mathrm{},5)`$ while the four-dimensional ones by $`x_\mu (\mu =1,\mathrm{},4)`$ and the fifth one by $`y`$. Link variable takes the form

$`U_M(x,y)`$ $`=`$ $`\{U_\mu (x,y)=U(x,y;x+a_4\widehat{\mu },y),U_5(x,y)=U(x,y;x,y+a_5)\},`$ (1)
where $`U(z_1;z_2)SU(N_C)`$ is the parallel transporter. The plaquette variables are

$`U_{P_4}`$ $`=`$ $`U_{\mu \nu }(x,y)=U_\mu (x,y)U_\nu (x+a_4\widehat{\mu },y)U_\mu ^{}(x+a_4\widehat{\nu },y)U_\nu ^{}(x,y)`$ (2)
$`U_{P_5}`$ $`=`$ $`U_{\mu 5}(x,y)=U_\mu (x,y)U_5(x+a_4\widehat{\mu },y)U_\mu ^{}(x,y+a_5)U_5^{}(x,y).`$ (3)
The Wilson action for pure $`SU(N_C)`$ Yang-Mills theory in five dimensions is given by

$`S`$ $`=`$ $`\beta _4{\displaystyle \underset{P_4}{}}[1{\displaystyle \frac{1}{N_C}}\text{Re Tr}U_{P_4}]+\beta _5{\displaystyle \underset{P_5}{}}[1{\displaystyle \frac{1}{N_C}}\text{Re Tr}U_{P_5}],`$ (4)
where $`_{P_4}=_{z1\mu <\nu 4}`$ and $`_{P_5}=_{z1\mu 4}`$. Periodic boundary conditions are imposed in all the directions. *** Another interesting case, i.e., orbifold boundary conditions which kill the scalar zero mode, can be archived by imposing $`U(x,y;x,y+a_5)=U^{}(x,ya_5;x,y)`$.  The coupling- and correlation-anisotropy parameters are defined as

$`\gamma `$ $`=`$ $`\sqrt{{\displaystyle \frac{\beta _5}{\beta _4}}},\xi ={\displaystyle \frac{a_4}{a_5}},`$ (5)
where $`\gamma =\xi `$ is satisfied in the tree level. In the naive continue limit $`a_4,a_50`$ with the length of the fifth dimension fixed at $`2\pi R`$, the action (4) becomes

$`S`$ $`=`$ $`{\displaystyle \underset{x,y}{}}[({\displaystyle \frac{\beta _4a_4^4}{2N_C}}){\displaystyle \frac{1}{2}}\text{Tr}F_{\mu \nu }^2+({\displaystyle \frac{\beta _5a_4^2a_5^2}{2N_C}})\text{Tr}F_{5\nu }^2]+O(a^5),`$ (6)
which goes to

$`{\displaystyle d^4x_0^{2\pi R}𝑑y\frac{1}{2g_5^2}\text{Tr}F_{MN}^2},`$ (7)
if $`\beta _4=2N_Ca_5/g_5^2`$ and $`\beta _5=2N_Ca_4^2/g_5^2a_5`$, where $`A_M=g_5A_M^aT^a,F_{MN}=_MA_N_NA_Mi[A_M,A_N]`$, and we have used

$`U_\mu (x,y)`$ $`=`$ $`e^{ig_5a_4A_\mu (x,y)},U_5(x,y)=e^{ig_5a_5A_5(x,y)}.`$ (8)
On a lattice we mean a compactification if

$`{\displaystyle \frac{N_4a_4}{N_5a_5}}`$ $`=`$ $`{\displaystyle \frac{a_4N_4}{2\pi R}}={\displaystyle \frac{N_4}{N_5}}\xi >1`$ (9)
is satisfied. Note that the gauge coupling constant $`g_5`$ has the dimension of $`\sqrt{a_4}`$, and can be expressed as

$`g_5^2`$ $`=`$ $`{\displaystyle \frac{\beta }{2N_Ca_4}},\beta =\sqrt{\beta _4\beta _5}.`$ (10)
Later on we will use a dimensionless coupling constant $`g`$,

$`g^2`$ $`=`$ $`(2\pi R)g_5^2={\displaystyle \frac{N_5\beta }{2N_C\xi }},`$ (11)
which is normalized for the four-dimensional Yang-Mills theory with the tower of the Kaluza-Klein excitations. At this point, Eq. (11) is only a tree-level definition.

## III $`\xi `$$`\gamma `$ RELATION

The parameters of the simulations are $`\beta `$ and $`\gamma `$ for a given size of lattice, and the lattice spacings $`a_4`$ and $`a_5`$ are functions of these parameters. The introduction of an anisotropy into a lattice means that the regularization breaks $`O(5)`$ invariance of the continuum theory. To recover this symmetry we have to fine tune the anisotropy parameters $`\gamma `$ and $`\xi `$ that are defined in Eq. (5). At the tree-level, it is $`\xi =\gamma `$ as we have stated in the previous section. In higher orders the tree-level relation suffers from quantum corrections so that it can depend on $`\beta `$ and $`\gamma `$, i.e., $`\xi =\xi (\gamma ,\beta )`$. The basic idea to find the corrected relation, which has been intensively used in the study of QCD at finite temperature, is to use that symmetry. There are variants of the method, and we have decided to use a slightly modified method that is based on the matching of the Wilson loop ratio . Let us briefly explain the method below.

We consider two kinds of Wilson loops $`W(z_M,z_N)`$, the one $`W(x_\mu ,x_\nu )`$ within the four-dimensional subspace and the other one $`W(x_\mu ,y)`$ that is extended into the fifth dimension, and calculate the ratios

$`R(x_\mu ,x_\nu )`$ $`=`$ $`{\displaystyle \frac{W(x_\mu +a_4\widehat{\mu },x_\mu )}{W(x_\mu ,x_\nu )}}\text{and}R(x_\mu ,y)={\displaystyle \frac{W(x_\mu +a_4\widehat{\mu },y)}{W(x_\mu ,y)}}.`$ (12)
Since the Wilson loop is related to the static quark potential as

$`W(z_M,z_N)\mathrm{exp}\{z_MV(z_N)\}\text{ for }z_M\mathrm{},`$ (13)
we find that the rations (12) for large $`x`$ and $`y`$ become

$`R(x_\mu ,x_\nu )`$ $``$ $`\mathrm{exp}\{a_4V(x_\nu )\},R(x_\mu ,y)\mathrm{exp}\{a_4V(y)\}.`$ (14)
The $`O(5)`$ symmetry of the continuum theory requires then that

$`R(x_\mu ,x_\nu )=kR(x_\mu ,y)\text{for}x_\nu =n_\nu a_4=y=n_5a_5,`$ (15)
where we have allowed the presence of the factor $`k`$. We measure the ratios for a given set of the lattice size, $`\beta `$ and $`\gamma `$, and assume that they take the form

$`R(x_\mu ,a_4n_\nu )`$ $``$ $`k_1\mathrm{exp}\{\sigma _4n_4\}\text{and}R(x_\mu ,a_5n_5)k_2\mathrm{exp}\{\sigma _5n_5\},`$ (16)
and that they should become identical with each other, by symmetry, when $`n_\nu a_4=n_5a_5`$. From this consideration we obtain $`\xi =a_4/a_5=\sigma _4/\sigma _5`$. Note that the ansatz (16) has a meaning only in the confining region of the parameters, of course.

In the practice, we fit the ansatz (16) for the data, and then scale $`n_5`$ by $`z`$ (i.e. $`n_5zn_4`$) in such a way that $`R(x_\mu ,za_5n_4)`$ becomes closest to $`R(x_\mu ,a_4n_4)`$, where we assume that $`k=1`$ on the r.h.side of Eq. (15) On a lattice where one can obtain more data points, it is more convenient to use the method developed in Ref.  for QCD, in which $`k`$ is different from $`1`$. In our case, due to the size of our lattice, we cannot obtain enough number of data points. In such case $`k=1`$ is a reasonable assumption, as it has been discussed in Ref. .. In the ideal case we would have $`z=\sigma _1/\sigma _2=\xi `$.

To restore the $`O(5)`$ symmetry in an efficient way, simulations are performed using the heat bath algorithm of the $`SU(2)`$ lattice gauge theory. We employ a lattice of $`N_4^4\times N_5`$ shown in TABLE I, where $`N_5\gamma N_4`$ is satisfied. We generate 5000 configurations, and Wilson loops are measured every 5 configurations.

Fig. 1 shows $`\xi `$ versus $`\beta `$ for various values of $`\gamma `$, and we see that $`\xi `$ is almost independent of $`\beta `$. The data points for larger $`\beta `$ are not plotted because they correspond to the deconfining region so that the ansatz (16) has no meaning. The same data are plotted in Fig. 2 which shows the $`\gamma `$ dependence of $`\xi `$. The data are summarized in TABLE I. The central value of $`\xi `$ in the table is the average of the data points in Fig. 1 for a fixed $`\gamma `$.

## IV PHASE STRUCTURE

In this section we would like to investigate the phase structure of the five-dimensional theory defined by the action (4). It is known from the mean field analysis that higher-dimensional lattice gauge theories in more than four dimensions have a first order phase transition See for instance Ref.  and references therein.. The studies of Monte-Carlo simulations  also indicate that in the case of $`SU(2)`$ gauge theory the first order transition occurs starting at $`D=5`$. Our task is to extend these analyses to the compactified theory. To this end, we will be intensively using anisotropic lattices to take into account the compactification of the fifth dimension.

### A Longitudinal Creutz ratio

The string tension between two quarks that are separated in space is a typical physical quantity for the theory. What we know from experiments is that the string tension $`\sigma _{\mathrm{phys}}`$ between two quarks that are separated in the four-dimensional subspace should be non-vanishing so that the potential between them is linearly increasing with the distance $`r`$. And the string tension is a good physical quantity to introduce a physical scale for other quantities obtained by a lattice calculation. If the underlying gauge theory is formulated in five dimensions, however, the feature of the linearly increasing potential is not automatically present, and in fact, the first order deconfining transition is found in Refs. .

We measure the Creutz ratio $`\chi (i,j)`$ defined as

$`\chi (i,j)`$ $`=`$ $`\mathrm{ln}\{{\displaystyle \frac{W(i,j)W(i1,j1)}{W(i,j1)W(i1,j)}}\},`$ (17)
where $`W(i,j)`$ is a rectangular Wilson loop with lengths of $`i`$ and $`j`$. The Creutz ratio with large $`i`$ and $`j`$ becomes the lattice string tension $`\sigma _{\mathrm{lat}}`$ in the case of the linearly increasing potential between two quarks. So, if a Creutz ratio with large $`i`$ and $`j`$ takes a non-zero value, the corresponding Wilson loop shows the area law which we regard as “confinement”. We consider the Wilson loops longitudinal to the four-dimensional subspaces, because we are interested in the confinement property in this subspace. We would like to demonstrate that the Creutz ratio behaves differently for different types of lattice. The results obtained from Monte-Carlo simulations on an isotropic lattice of size $`8^5`$ ($`\gamma ^2=1.0`$) and on an anisotropic lattice of the same size ($`\gamma ^2=2.0`$ and $`\gamma ^2=4.0`$) are shown in Fig. 3, where the vertical axis stands for the Creutz ratio, and the horizontal axis stands for $`\beta =\sqrt{\beta _4\beta _5}`$. We have generated 2500 configurations for each simulation point after thermalization, and Wilson loops are measured every 5 configurations for the calculation of the Creutz ratio.

We see from Fig. 3 that the phase transition between the confining and deconfining phase exists around $`\beta =1.64`$ in the case of the isotropic lattice ($`\gamma ^2=1.0`$) as it was found in Refs.  and around $`\beta 1.73`$ and $`1.77`$ in the cases of $`\gamma ^2=2.0`$ and $`4.0`$, respectively. We have performed the simulations starting with an ordered configuration with $`U_M=1`$ (defined in Eq. (1)) and with a disordered configuration, thereby obtaining clear hysteresis curves. The open symbols are the results of the ordered start and the filled symbols are those of the disordered start. Our results indicate that the transitions are of first order, in accord with the finding of Refs.  for $`\gamma ^2=1.0`$.

### B Transverse Polyakov loop

In the uncompactified case, the Polyakov loop plays the rôle for an indicator of confinement. Here we consider loops which are transverse to the four-dimensional subspace and define the transverse Polyakov loop as

$`L`$ $`=`$ $`z{\displaystyle \frac{1}{N_4^4}}{\displaystyle \underset{x}{}}{\displaystyle \frac{1}{N_C}}\mathrm{Tr}{\displaystyle \underset{y}{}}U_5(x,y),`$ (18)
where $`z`$ is a $`Z(N_C)`$ phase factor ($`z^{N_C}=1`$) such that $`\mathrm{arg}(L)(\pi /N_C,\pi /N_C)`$. In contrast to the longitudinal Creutz ratio (17) which we have discussed in the previous subsection, the transverse Polyakov loop (18) has no direct physical meaning in four dimensions, because we do not identify the fifth direction with the temporal direction. We may say however that the quark currents running into the fifth direction are confined if the transverse Polyakov loop $`L`$ vanishes.

Fig. 4 shows the results of the transverse Polyakov loop on the $`8^5`$ and $`8^4\times 12`$ lattices for various values of $`\gamma `$, while, for comparison, the average of the plaquettes ($`1\times 1`$ Wilson loop) for the same lattices is shown in Fig. 5. 2500 configurations have been used to measure the Polyakov loop and the plaquette for each point. As in the previous subsection, the open symbols are the results of the ordered start and the filled symbols are those of the disordered start. As expected, we obtain clear hysteresis curves, and so the transverse Polyakov loop and the average of the plaquettes also indicate that the phase transition is of first order.

### C Compactification effects

It may be worth pointing out that the compactified $`(D+1)`$-dimensional $`SU(N_C)`$ lattice gauge theory belongs to the same universality class as the $`D`$-dimensional $`Z(N_C)`$ spin model. The case of QCD at finite temperature $`T`$ is a well-known example, where the temporal direction is compactified with the length $`T^1`$. We expect the existence of a similar phase transition due to the compactification in our case, which is of second order, because the phase transition in the four-dimensional $`Z(2)`$ spin model (Ising model) is of second order. So, we repeat the measurements of the transverse Polyakov loop (18) and the average of plaquette for the compactified case.

In order to take into account the compactification of the fifth-dimension, we use anisotropic lattices of size $`8^4\times 4`$ and $`8^4\times 6`$. The results for the transverse Polyakov loop with different $`\gamma `$ are shown in Fig. 6 and 7. (In Fig. 6 we have included the result on a $`12^4\times 4`$ lattice which shows that there are practically no finite size effects.) Noticing that the compactification radius $`R`$($`=N_5a_5/2\pi `$) becomes smaller for a given $`N_5`$ as $`\gamma `$ becomes larger (see Fig. 2 and TABLE I), we observe that the nature of the phase transition changes due to the compactification. Namely, the interval of $`\beta `$ in which two phases coexist becomes narrower as $`\gamma `$ increases, and there are no intervals for $`\gamma ^2\begin{array}{c}>\hfill \\ \hfill \end{array}2`$ for the $`8^4\times 4`$ case and for $`\gamma ^2\begin{array}{c}>\hfill \\ \hfill \end{array}4`$ for the $`8^4\times 6`$ case, respectively. These phase transitions seem to be of second order. Observe also that the transition interval of $`\beta `$ for $`\gamma ^2=1.0`$ does not depend on $`N_5`$, while, in contrast to this, the transition point $`\beta _C`$ for the second order transition for a given $`\gamma `$ depends on $`N_5`$. From these results, we conclude that the second order phase transition is caused by the compactification, and that the first order transition is not related to the compactification. In Figs. 8 and 9, we plot the average of the plaquettes for the $`8^4\times 4`$ and $`8^4\times 6`$ lattices. The results show that the transition becomes weak (like a cross over transition) starting at $`\gamma `$ at which the first order transition of the transverse Polyakov loop turns to be of second order. (In Fig. 8 we have included the result on a $`12^4\times 4`$ lattice to make it sure that finite size effects are negligible.)

In Fig. 10 we show the qualitative nature of the phase structure in the $`\beta _4\beta _5`$ plane, which we have obtained from the result of this section. The “confining” and “deconfining” phases are separated by the critical lines of the first and second order phase transitions. The position of the critical line (bold line) of the first order phase transition does not depend on the lattice size, while that of the second order one (solid line) depends crucially on $`N_5`$. Below the critical line in the $`\beta _4\beta _5`$ plane, the transverse Polyakov loop vanishes, and it is different from zero above the line. Note that this does not necessarily mean that the longitudinal Creutz ratio (17) vanishes in the deconfining phase. The longitudinal Creutz ratio (17) corresponds to the ”spatial string tension” in QCD at finite temperature, which is defined by the spatial Wilson loop, and indeed is non-vanishing even in the deconfining phase . Fig. 11 shows the longitudinal Creutz ratio versus $`\beta `$ for the anisotropic lattice of size $`8^4\times 4`$ with $`\gamma ^2`$ fixed at $`4.0`$. The figure shows that the longitudinal Creutz ratio varies smoothly as $`\beta `$ enters into the deconfining phase of the transverse Polyakov loop, indicating that it could be possible to give a physical scale to the lattice spacing even in that phase. Since indeed the spatial string tension is known to obey a scaling law at high temperature , we may wonder whether some continuum limit in the present might also exist. The following subsections and sections are devoted to investigate this possibility from another point of view.

In the case of QCD at finite temperature, the critical temperature $`T_C`$ is a physical quantity. As in that case, it is well possible that the critical compactification radius $`R_C`$ is a physical quantity, and that the lattice system on the different critical lines in the $`\beta \gamma `$ plane for different $`N_5`$ corresponds to the same physical system. As a first check, we estimate roughly the critical radius $`R_C`$ for two critical lines of the second order phase transition at the end point. As mentioned (see also Fig. 16), at $`\gamma \sqrt{2.0}`$ for $`N_5=4`$ and at $`\gamma 2.0`$ for $`N_5=6`$, the second order transition line merges in the first order transition line. The value of $`\xi `$ at the merging points, respectively, is $`1.78`$ for $`\gamma =\sqrt{2.0}`$ and $`2.78`$ for $`\gamma =2.0`$, where we have used the data in TABLE I. From the data on the Creutz ratio for the $`8^5`$ lattice (Fig. 3), we find that the value of the longitudinal Creutz ratio at the transition points is approximately constant independent of $`\gamma `$, i.e.

$`\sigma _{\mathrm{lat}}`$ $`=`$ $`\sigma _{\mathrm{phys}}a_4^20.7,`$ (19)
where we identify the longitudinal Creutz ratio $`\chi (i,j)`$ with large $`i`$ and $`j`$ as the lattice string tension $`\sigma _{\mathrm{lat}}`$. Using this, we find

$`R_C`$ $`=`$ $`{\displaystyle \frac{N_5a_{5c}}{2\pi }}{\displaystyle \frac{N_5}{2\pi \xi _c}}\left[{\displaystyle \frac{0.7}{\sigma _{\mathrm{phys}}}}\right]^{1/2}\{\begin{array}{c}0.30/\sqrt{\sigma _{\mathrm{phys}}}\hfill \\ 0.29/\sqrt{\sigma _{\mathrm{phys}}}\hfill \end{array}\text{ for}\{\begin{array}{c}N_5=4\hfill \\ N_5=6\hfill \end{array},`$ (24)
where $`\xi _c=a_4/a_{5c}`$. These values are consistent with the assumption that the lattice system on the different critical lines corresponds to the same physical system. Eq. (19) also means that the value of $`a_4`$ at which the first order phase transition appears is approximately independent of $`\gamma `$, indicating that this value might have a sensible meaning. In the next section, we will do another check by using the lattice $`\beta `$-function.

## V THE LATTICE $`\beta `$-FUNCTION

We are interested in the physics in the four-dimensional subspace with a certain compactification radius. The anisotropic lattice we have used in the previous section is convenient for computations with different $`a_4`$ while keeping the compactification radius constant. In this section we would like to compute the lattice $`\beta `$-function in the four-dimensional subspace with the compactification radius $`R`$ fixed at a certain value:

$`\beta _{\mathrm{lat}}`$ $`=`$ $`a_4{\displaystyle \frac{dg^2}{da_4}},`$ (25)
where $`g=g_5/\sqrt{2\pi R}`$ is the four-dimensional, dimensionless gauge coupling. We will calculate in the subsection B the $`\beta `$-function for the compactification radius $`R`$ at the critical compactification radius $`R_C`$ using two lattices with different $`N_5`$, where $`N_5`$ also corresponds to the number of Kaluza-Klein excitations. So, if the theory we investigate should be regarded as a four-dimensional theory with only a few number of Kaluza-Klein excitations, the $`\beta `$-function should depend explicitly on $`N_5`$. On the other hand, if we obtain the same lattice $`\beta `$-function for different $`N_5`$, we are indeed dealing with a five-dimensional theory, and finite $`N_5`$ or equivalently finite $`a_5`$ effects may be regarded as negligibly small. First we would like to check this point. Another motivation is that we would like to examine non-perturbatively the celebrated power behavior of the running of the gauge couplings in higher dimensions, which we will use to give a physical scale in the deconfining phase of the transverse Polyakov loop and then to discuss the scaling behavior of the longitudinal Creutz ratio (17) in the next section.

Since the gauge coupling $`g`$ and the lattice $`\beta `$-function $`\beta _{\mathrm{lat}}`$ are dimensionless, we may assume that the lattice spacings $`a_4`$ and $`a_5`$ enter only in the combination $`\xi =a_4/a_5`$. Furthermore, the perturbative analyses and also the discussion that follows below suggest that the correct variable is

$`s`$ $``$ $`{\displaystyle \frac{2\pi N_5}{\xi }}={\displaystyle \frac{2\pi N_5a_5}{a_4}}={\displaystyle \frac{(2\pi )^2R}{a_4}}.`$ (26)
This choice of the parameter has a non-trivial meaning: We may conclude that, if $`g`$ really depends only on $`s`$, the continuum limit $`a_50`$ with the compactification radius $`R`$ fixed can be taken, and $`R`$ can be regarded as a physical quantity in this sense.

In the case of QCD at finite temperature, the critical temperature $`T_C`$ is a universal quantity. The analogy for our case would be that the critical radius $`R_C`$ is a universal quantity of the theory. So, the compactification radius would remain constant along the critical line in the $`\beta \gamma `$ plane. However, there is a crucial difference compared with the case of QCD at finite temperature, because the critical lines in the present case merge into the region of the first order phase transition which is not related to the compactification. Therefore, this assumption is not reliable in the region in which the transition is of the first order.

Keeping these circumstances in mind and defining the gauge coupling as

$`g^2`$ $`=`$ $`2\pi R_Cg_5^2={\displaystyle \frac{N_5}{4}}{\displaystyle \frac{\beta _C}{\xi }}`$ (27)
on the critical line of the second order phase transition §§§This definition of the gauge coupling has the same form as the tree-level one (11)., we can re-write Eq. (25) as

$`\beta _{\mathrm{lat}}`$ $`=`$ $`\overline{\beta }_{\mathrm{lat}}(1{\displaystyle \frac{d\mathrm{ln}R_C}{d\mathrm{ln}a_4}})`$ (28)
with $`\overline{\beta }_{\mathrm{lat}}={\displaystyle \frac{4}{N_5}}s{\displaystyle \frac{d}{ds}}\left[{\displaystyle \frac{\xi }{\beta _C}}(s)\right]={\displaystyle \frac{4\xi }{N_5\beta _C}}\left[1{\displaystyle \frac{\xi }{\beta _C}}{\displaystyle \frac{d\beta _C}{d\gamma }}{\displaystyle \frac{d\gamma }{d\xi }}\right],`$ (29)
where use have been made of Eqs. (5), (10) and (11). Here, we denote $`\overline{\beta }_{\mathrm{lat}}`$ for the $`\beta `$ function with the assumption that the $`R_C`$ is constant along the transition line. If there is no $`a_4`$ dependence of $`R_C`$, this assumption is correct so that $`\beta _{\mathrm{lat}}=\overline{\beta }_{\mathrm{lat}}`$.

Note that the critical lines in the $`\beta \gamma `$ plane are different for different $`N_5`$. In Eq. (27) we are implicitly assuming that $`g`$ dose not depend on which critical line we use to calculate it. If we obtain the same gauge coupling from the different lines, it is a sign that the critical lattice systems for different $`N_5`$ describe the same physical system. This will be checked in subsection B.

### A Precise determination of the critical lines

To compute the lattice $`\beta `$ function $`\overline{\beta }_{\mathrm{lat}}`$ using Eq. (29), we need to know precisely the location of the critical points and its derivative with respect to $`\gamma `$ in the $`\beta \gamma `$ plane. Let us therefore determine the critical lines in the $`\beta \gamma `$ space next. To this end, we identify the transition point with the position of the peak of the susceptibility

$`\chi _L`$ $`=`$ $`N_4^4(L^2L^2),`$ (30)
where $`L`$ is the transverse Polyakov loop defined in (18). We apply the histogram method  extended to an anisotropic lattice to evaluate the continuous parameter dependence of $`\chi _L`$, as it was done in Ref. . To measure the Polyakov loop susceptibility, we take 100,000 configurations. The results are plotted in Fig. 12 for $`N_5=4`$ and in Fig. 13 for $`N_5=6`$. The large peak height at $`\gamma ^2=2.0`$ for the $`8^4\times 4`$ lattice and at $`\gamma ^2=3.6`$ and $`3.8`$ for the $`8^4\times 6`$ lattice (see Fig. 14) signals the first order transition which we have seen in the previous subsection. In Fig. 15, we see flip-flop in the history of the plaquette values, which is another sign for the first order phase transition. The transition point $`\beta _C`$ and its derivative $`\mathrm{d}\beta _C/\mathrm{d}\gamma `$ for a given $`\gamma `$ are given in Table II. Here, the derivative of a transition point is calculated by fitting the continuous $`\gamma `$-dependence of $`\beta _C`$ with the polynomial

$`\beta _C(\gamma )`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{n_{\mathrm{max}}}{}}}f_n(\gamma \gamma _0)^n,`$ (31)
where $`f_n`$’s are fitting parameters, and $`\mathrm{d}\beta _C/\mathrm{d}\gamma =f_1`$ at $`\gamma =\gamma _0`$. The range of $`\gamma `$ and $`n_{\mathrm{max}}`$ are chosen such that the results of the $`\mathrm{d}\beta _C/\mathrm{d}\gamma `$ are independent of the fitting range and the fitting function. We adopt $`\pm 0.005`$ from the simulation point as the fitting range of $`\gamma `$ and the $`n_{\mathrm{max}}=3`$ for the final results, respectively. The bin size of the jackknife error analysis is 1000.

The transition points in the $`\beta \gamma `$ plane are shown in Fig. 16, where the circles $`()`$ are the results for $`N_5=4`$ and the diamonds $`()`$ are those for $`N_5=6`$, respectively. The short lines on these symbols denote the upper and lower bound of the slope of the transition curve. Two solid lines show the boundaries of the region in which two kind of phases coexist. Note that these boundary lines in Fig. 16 are obtained in the uncompactified theory. (Fig. 10 is an illustration of Fig. 16 transformed into the $`\beta _4\beta _5`$ plane.) The interpolation curves are the dashed curves in Fig. 16, which are determined from the positions of $`\beta _C(\gamma )`$ and its slopes. As we see from the figure, the critical lines bend strongly at $`\beta 1.71`$ and $`\gamma 1.42`$ for the $`8^4\times 4`$ lattice, and $`\beta 1.75`$ and $`\gamma 2.0`$ for the $`8^4\times 6`$ lattice. The bending points are the merging points of two transition lines, the one for the phase transition characterized by the second order transition of the transverse Polyakov loop (18) and the other one by the first order transition that is insensitive to $`N_5`$.

### B Calculation of $`\overline{\beta }_{\mathrm{lat}}`$

Using the data given in Table I and II, we can express $`\beta `$ function in terms of $`s`$, where $`s`$ is given in Eq. (26). Then it is straightforward to compute $`\overline{\beta }_{\mathrm{lat}}`$ from Eq. (29). The results are shown in Fig. 17, where the $``$ points are obtained on the critical line with $`N_5=4`$ and the $`\mathrm{}`$ points are those with $`N_5=6`$. As we see from Fig. 17, we obtain the same $`\beta `$-function for two different $`N_5`$ (or $`a_{5c}`$). This implies that the lattice system on two different critical lines describes the same physical system, and finite $`N_5`$ or equivalently finite $`a_5`$ effects may be regarded as negligibly small. In Fig. 18 we show $`g^2`$ defined in (27) obtained from the data. This data indicate that $`g^2`$ depends only on the variable $`s`$, supporting our assumption that the critical compactification radius $`R_C`$ is a physical quantity. Moreover, the Fig. 18 suggests that $`g^2(s)`$ is almost a liner function. Its theoretical interpretation will be given in next subsection. Note that the result above obtained for $`\overline{\beta }_{\mathrm{lat}}`$ does not verify the assumption that the compactification radius $`R`$ is kept fixed at the critical value $`R_C`$ along the line of the phase transition due to the compactification. To verify this assumption we need an analytical consideration as we will see in the next subsection.

At this point we should emphasize that, in the region with small $`g^2`$, the transition is of first order and is not related to the compactification. It implies that there is no reason to assume that the compactification radius is $`R_C`$ near the first order phase transition. In Fig. 18, the order of the transition turns to be of first order around $`g^2=0.95`$ for both cases of $`N_5=4`$ and $`6`$. Therefore, the reliable region in which the compactification can be assumed to be $`R_C`$, is $`g^2<0.95`$. We, however, will assume in the next section, that the line of $`R=R_C`$ exists, departing from the transition line around $`g^2=0.95`$ and entering into the deconfinement phase. How this line extends into the deconfinement phase cannot be found out within the framework of the Monte-Carlo simulations; we need analytical considerations as we will do in the next subsection. There we will discuss the theoretical interpretation of our data, and extrapolate the line of $`R=R_C`$ into the region of a smaller $`g^2`$.

### C The $`ϵ`$ expansion, the power-law behavior and the ultraviolet fixed pont

The power-law behavior of the gauge coupling is indeed suggested by its canonical dimension, dim$`[g]=(4D)/2`$, where $`D`$ is the number of the space-time dimensions. In the various explicit computations in perturbation theory , this behavior has been directly seen. However, the explicit computations have been carried out basically within the frame work of perturbation theory, and so the result may not be trustful because the theory is perturbatively non-renormalizable  The result of  goes slightly beyond the perturbation theory because, though a number of non-trivial truncations to define an approximation scheme should be introduced, it is based on the exact Wilson renormalization group approach ..

The simplest way to see the power law behavior in perturbation theory may be in the dimensional regularization scheme, as we do it briefly. Let $`g_D`$ be the dimensionless gauge coupling in the pure $`SU(N_C)`$ Yang-Mills theory in $`D=4+ϵ`$ dimensions. The $`\beta `$-function is given by

$`\beta _D`$ $`=`$ $`\mathrm{\Lambda }{\displaystyle \frac{dg_D^2}{d\mathrm{\Lambda }}}=ϵg_D^2+{\displaystyle \frac{2b}{16\pi ^2}}g_D^4+O(ϵ^2)\text{with}b={\displaystyle \frac{11}{3}}N_C.`$ (32)
Now to mimic the dimensionless gauge coupling defined in the compactified theory (see (27)), we introduce

$`\stackrel{~}{g}^2`$ $`=`$ $`{\displaystyle \frac{g_D^2}{(2\pi R\mathrm{\Lambda })^{D4}}},`$ (33)
whose $`\beta `$-function becomes

$`\stackrel{~}{\beta }`$ $`=`$ $`\mathrm{\Lambda }{\displaystyle \frac{d\stackrel{~}{g}^2}{d\mathrm{\Lambda }}}={\displaystyle \frac{2b}{16\pi ^2}}(2\pi R\mathrm{\Lambda })^{D4}\stackrel{~}{g}^4+\mathrm{}`$ (34)
$`=`$ $`{\displaystyle \frac{11}{12\pi ^2}}(2\pi R\mathrm{\Lambda })\stackrel{~}{g}^4+\mathrm{}\text{for}N_C=2,D=5.`$ (35)
Eq. (32) suggests that there could exist a non-trivial ultraviolet fixed point for $`g_D`$, and as we have mentioned in Introduction, this possibility in the uncompactified theory was ruled out by the numerical studies of Refs. . Note that if the fixed point is real, then it means that the redefined coupling $`\stackrel{~}{g}`$ behaves as an asymptotically free coupling, because

$`\stackrel{~}{g}^2`$ $``$ $`{\displaystyle \frac{2b}{16\pi ^2}}{\displaystyle \frac{(2\pi R\mathrm{\Lambda })^{D4}}{(D4)}}\mathrm{}\text{as}\mathrm{\Lambda }\mathrm{}.`$ (36)
Translated into $`g_D`$, we obtain

$`g_D^2`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{g}^2}{(2\pi R\mathrm{\Lambda })^{D4}}}{\displaystyle \frac{2b}{(D4)16\pi ^2}}\text{as}\mathrm{\Lambda }\mathrm{},`$ (37)
which is consistent with the fixed point value obtained from Eq. (32).

The form of the lattice $`\beta `$-function in perturbation theory may be derived from the $`\beta `$-function (35), if we know the relation between $`\mathrm{\Lambda }`$ and $`a_4`$. Since all the (four-dimensional) momenta in a lattice theory are restricted to the first Brillouin zone ($`(\pi /a_4)<p_\mu (\pi /a_4)`$), the momentum cut-off is $`|\pi /a_4|`$. That is, $`\mathrm{\Lambda }^2=_{\mu =1}^4(\pi /a_4)^2=(2\pi /a_4)^2`$, which implies that

$`\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{2\pi }{a_4}}.`$ (38)
So, the suggested one-loop lattice $`\beta `$-function is

$`\beta _{\mathrm{lat}}^{(0)}`$ $`=`$ $`{\displaystyle \frac{11}{12\pi ^2}}sg^4,`$ (39)
where  So far there exists no perturbative computation of $`\beta _{\mathrm{lat}}`$ in literature. Note also that the one-loop coefficient of $`\beta _{\mathrm{lat}}^{(0)}`$ depends not only on the regularization employed, but also on the definition of the gauge coupling. Our definition is given in Eq. (27). we have used $`s=2\pi N_5/\xi `$, $`R=N_5a_5/2\pi `$ and $`\xi =a_4/a_5`$.

### D The power law from the data

Now we would like to proceed with our numerical analysis. Since the data in Fig. 18 suggest that $`g^2`$ can be approximated by a linear function in the region we investigate, the one-loop form of the $`\beta `$-function (39) is approximately correct. So we fit the function of $`s`$ with the form

$`g_p^2`$ $`=`$ $`C_1+{\displaystyle \frac{C_2}{12\pi ^2}}s`$ (40)
for the data of $`g^2`$ at the second order transition. We find that the best values for $`N_5=4`$ are $`C_1=0.208(8)`$ and $`C_2=9.84(17)`$ with $`\chi ^2/df=1.4`$, and those for $`N_5=6`$ are $`C_1=0.263(15)`$ and $`C_2=10.71(21)`$ with $`\chi ^2/df=0.4`$, respectively. In Fig. 18 we compare the data for $`g^2`$ with $`g_p^2`$ for $`N_5=6`$. As we can see from Fig. 18, the one-loop ansatz (40) fits well to the data, and moreover, the coefficient in front of $`s`$ on the right-hand side of Eq. (40) is close to the one suggested in Eq. (39). Since the data with $`N_5=4`$ and $`6`$ seem to lie on the same line, we also fit these data simultaneously. We obtain $`C_1=0.224(6)`$ and $`C_2=10.16(11)`$ with $`\chi ^2/df=1.7`$, which is a reasonable value, implying that the fitted $`g_p^2`$’s for different $`N_5`$ agree with each other. The fact that our data have a one-loop interpretation indicate that the assumption that the compactification radius $`R`$ is kept fixed at $`R_C`$ along the line of the phase transition due to the compactification may be correct.

Next, to discriminate the logarithmic behavior we would like to try to fit for the date on $`g^2`$ a function of the form

$`g_l^2`$ $`=`$ $`B_1+{\displaystyle \frac{B_2}{16\pi ^2}}\mathrm{ln}s,`$ (41)
and find that $`B_1=0.836(14)`$ and $`B_2=100.9(1.1)`$ using the data for $`N_5=4`$ and $`6`$. This fit is not a good one because we obtain $`\chi ^2/df=33`$. Moreover, the coefficient $`B_2`$ for the logarithmic function (41) cannot be explained within the frame work of perturbation theory. Namely, if the compactified theory on a lattice is simply a four-dimensional theory with Kaluza-Klein excitations of a finite number $`n`$, then the coefficient $`B_2`$ should be equal to $`(40/3)n`$. Since $`n`$ could vary between $`1`$ and $`N_5=6`$, perturbation theory for this assumption would predict

$`13\begin{array}{c}<\hfill \\ \hfill \end{array}B_2\begin{array}{c}<\hfill \\ \hfill \end{array}80,`$ (58)
which clearly disagrees with the value of $`B_2`$ obtained from fitting for the data. Since we have found that the one-loop form of the power law behavior describes the data well, the higher order contributions, especially those coming from non-renormalizable operators (remember the naive continuum theory is not renormalizable by power counting) must be suppressed, at least in the parameter region in our numerical simulations.

It is the subject of the next section to investigate this possibility, where we will assume that the theoretical function (40) can be used to draw the lines of $`R=R_C`$ even in the deconfining phase of the transverse Polyakov loop (18).

## VI TOWARD A CONTINUUM LIMIT

In the weak coupling regime, which is the most important regime to investigate a continuum limit, the way to use the transverse string tension as a physical quantity to give a physical scale is not available, because the phase transition due to the compactification in that regime disappears. One of the central assumption in discussing the continuum limit in this paper is that the one-loop function (40) can be extended into the weak coupling regime. Equivalently, we assume that the $`\beta `$-function for a given compactification radius $`R`$ is given by

$`\beta _{\mathrm{lat}}`$ $`=`$ $`a_4{\displaystyle \frac{dg^2}{da_4}}={\displaystyle \frac{C_2}{3}}{\displaystyle \frac{R}{a_4}}g^4,`$ (59)
where $`C_2`$ is given in Eq. (40). The assumption implies that we can draw lines of $`R=`$ const. in the weak coupling regime. On these lines $`\beta `$ becomes a function of $`\gamma `$, which can be obtained from TABLE I, (27) and (40). So, given the lattice $`\beta `$-function (59) we now know how to approach continuum limits. The object whose scaling property should be investigated is the longitudinal lattice string tension $`\sigma _{\mathrm{lat}}`$ which we replace by the Creutz ratio (17), because, as we have seen in section IV, the longitudinal Creutz ratio can be non-vanishing even in the deconfining phase of the transverse Polyakov loop. In the following subsections we will investigate the scaling law of the longitudinal string tension

$$\sigma _{\mathrm{lat}}=\sigma _{\mathrm{phys}}a_4^2=\sigma _{\mathrm{phys}}a_5^2\xi ^2,$$
(60)
where we have assumed that $`\sigma _{\mathrm{phys}}`$ should remain finite in the continuum limit.

### A $`a_50`$ limit

We apply the scaling hypothesis (60) to the $`a_50`$ limit with $`\xi `$ fixed at a certain value. As we have stated, we assume that the one-loop function (40) can be extended into the weak coupling regime. If we move along the line of $`\xi `$=const., we change the compactification radius $`R`$. To express this more precisely, we first derive the scaling law for this case. To this end, let us consider the lines of $`R=`$ const. for various $`N_5`$ in the parameter space $`(\beta ,\xi )`$, where it is implicitly assumed that the constants $`C_1`$ and $`C_2`$ in Eq. (40) are independent of $`N_5`$ (the consistency of this assumption is checked for $`N_5=4`$ and $`6`$ in section V):

$`\beta `$ $`=`$ $`{\displaystyle \frac{D_1}{N_5}}\xi +D_2,D_1=4C_1,D_2={\displaystyle \frac{2C_2}{3\pi }}.`$ (61)
Since $`a_5=R_C/(2\pi N_5)`$ and $`R_C`$ is assumed to be a physical quantity, we obtain from (61)

$`a_5`$ $``$ $`(N_5)^1(\beta D_2).`$ (62)
Inserting Eq. (62) into (60), we find that

$`\mathrm{ln}\sigma _{\mathrm{lat}}`$ $`=`$ $`2\mathrm{ln}|\beta D_2|+\text{const.}`$ (63)
Here, we use the value of $`D_2`$ obtained by fitting the data for $`N_5=4`$ and $`6`$ simultaneously. The result of this scaling behavior is shown in Fig. 19, where we have used the $`8^4\times 4`$ lattice with $`\gamma =2.0`$ as for Fig. 11. The bold line corresponds to the theoretical line (63). We see from Fig. 19 that the scaling law (63) is well satisfied for $`1.6\begin{array}{c}<\hfill \\ \hfill \end{array}\beta \begin{array}{c}<\hfill \\ \hfill \end{array}1.8`$. Below $`1.5`$ we enter into the region of the strong coupling, and, above $`1.9`$, finite size effects due to small $`a_4`$ presumably start to become visible. So we may conclude that the data are consistent with the scaling law (63). This is an important result, and is indeed the only result which supports the correctness of the assumption that the lattice spacing has a physical scale even in the deconfining phase of the transverse Polyakov loop and of our way how to extend the lines of $`R=`$ const. into that phase: This is an evidence for the existence of the fixed point suggested in the $`ϵ`$ expansion.

### B $`a_4/R0`$ limit

Next, we would like to investigate the scaling behavior of the longitudinal lattice string tension in the $`a_4/R0`$ limit with $`R`$ kept fixed. Since $`2\pi R=N_5a_5`$, the lattice spacing $`a_5`$ is kept fixed in this limit for a given $`N_5`$. Then, the string tension should obey the scaling law,

$$\sigma _{\mathrm{lat}}\xi ^2\text{or}\mathrm{ln}\sigma _{\mathrm{lat}}=2\mathrm{ln}\xi +\text{const.}.$$
(64)
We compute on $`8^4\times N_5`$ lattices with $`N_5=2,3,4,5,6`$ and $`8`$ the longitudinal Creutz ratio $`\chi (i,j)`$ along the theoretical line of $`R=`$ const. on which $`N_5=6`$ is critical. To determine this line, we used the $`C_1`$ and $`C_2`$ in Eq.(40) obtained from the data of $`N_5=6`$. Note that for a given $`N_5`$ the compactification radius $`R`$ is $`N_5a_5/(2\pi )=(N_5/6)R_C`$. In Figs. 20, we plot $`\mathrm{ln}\chi (i,j)`$ as a function of $`\mathrm{ln}\xi `$. If the slope of the $`\mathrm{ln}\chi (i,j)`$ is equal to $`2`$, the scaling relation of Eq. (64) is realized. In the $`N_5=8`$ case, the results of the ordered start and disordered start are split, and the longitudinal Creutz ratio $`\chi (i,j)`$ with large $`i`$ and $`j`$ of the ordered start fall drastically when we move from a large $`\xi `$ to a small $`\xi `$. This is in accord with our expectation, because the lattice system corresponds to the uncompactified. In the $`N_5=6`$ case (the compactification radius $`R`$ is equal to $`R_C`$) the longitudinal Creutz ratios also start to fall down around $`\mathrm{ln}\xi 1.1`$. Therefore, the lattice system above does not correspond to any four-dimensional theory, rather it describes a full five-dimensional theory. Keeping this in mind, we continue to consider the $`N_5=5,4,3`$ and $`2`$ cases.

The results are also shown in Fig. 20. As we see from these figures, the longitudinal Creutz ratios no longer fall drastically. Comparing the slope of these longitudinal Creutz ratios with the straight lines of the slope 2, we find that the longitudinal Creutz ratios for $`N_5\begin{array}{c}>\hfill \\ \hfill \end{array}3`$ decrease faster than $`\xi ^2`$ as $`\xi `$ decreases. If this continues to smaller $`\xi `$, i.e. smaller $`a_4`$, we may conclude that that for $`N_5\begin{array}{c}>\hfill \\ \hfill \end{array}3`$ the string tension $`\sigma _{\mathrm{phys}}`$ decreases as $`a_4`$ decreases so that $`\sigma _{\mathrm{phys}}`$ vanishes in the $`a_4/R0`$ limit.

As we have observed, the slope of the Creutz ratios becomes milder as $`R`$ decreases. This tendency of the milder-becoming slope with decreasing $`R`$ is a real effect and not an effect of a finite $`N_5`$, at least $`N_54`$ or equivalently $`R(2/3)R_C`$, which we may conclude from the fact that our data show that the critical lattice systems with $`N_5=6`$ and $`4`$ describe the same physical system. Some finite size effects may be present in the case of $`N_5=3`$ and $`2`$ in Fig. 20. Nevertheless, the tendency can be seen for these cases, too. It is this tendency of the milder-becoming slope that suggests the existence of a continuum theory with a non-vanishing string tension. If we assume that in the present case of setting the longitudinal Creutz ratio starts to scale according to the scaling law (64) from $`N_5=2`$ on, we obtain the maximal compactification radius

$`R_M`$ $``$ $`{\displaystyle \frac{R_C}{3}}{\displaystyle \frac{1}{10\sqrt{\sigma _{\mathrm{phys}}}}},`$ (65)
below which the compactified theory with a non-vanishing string tension could exist non-perturbatively.

We would like to notice that, though the qualitative nature of the milder-becoming slope is real, the scaling behavior of the longitudinal Creutz ratio itself is sensitive to the choice of the extrapolation function (40) that describes the lines of $`R=`$ constant. It is therefore clear that for a more definite conclusion more refined analyses with a lager size of lattice are indispensable.

### C “Simulated” $`N_5\mathrm{}`$ limit

To consider the $`N_5\mathrm{}`$ limit with $`R=`$ const., we have to enlarge the size of our lattice. Instead of enlarging the size, however, we can simulate the limit with the data that we have already at hand. We would like to argue below that the second limiting process, $`a_4/R0`$ with $`a_5`$ fixed at an $`a_{5c}`$ (see Fig. 19) can be interpreted as an $`a_4,a_50`$ limiting process with $`R`$ fixed. ($`a_50`$ with $`R`$ fixed is the same as $`N_5\mathrm{}`$ with $`R`$ fixed.)

We have been assuming that the theoretical function given in Eq. (61) describes a set of the lines of $`R=`$ const. in the $`\beta \xi `$ plane for different $`N_5`$. All lines so obtained are assumed to be physically equivalent: To each point on a line, there exists an equivalent point on each line. It follows then that all the points on a line described by Eq. (61) for a given $`N_5`$ can be transformed into a line that is parallel to the $`\beta `$ axis in the $`\beta \xi `$ plane. The mapping can be easily found, because the values of the gauge coupling $`g`$ on the physically equivalent points should be the same. Since $`\beta `$ does not change if the ratio $`\xi /N_5`$ is fixed (see Eq. (61)), the value of $`g`$ does not change if we move along a line parallel to the $`\xi `$ axis (see Eq. (27)). That is, to find a set of physically equivalent points we just have to move parallel to the $`\xi `$ axis. Therefore, moving along a line described by Eq. (61) for a given $`N_5`$ can be assumed to be physically equivalent to moving along a line with $`\xi =`$ const. while changing $`\beta `$ and $`N_5`$: We can simulate enlarging $`N_5`$ without changing $`N_5`$. Since the compactification radius $`R`$ is assumed to be a physical quantity, it remains unchanged during the transformation.

Consequently, the scaling behavior of the Creutz ratios studied in Fig. 20 can be reinterpreted as the scaling behavior along a line with $`\xi `$ and $`R`$ kept fixed, where the scaling law appropriate for this limiting process is given in Eq. (63): The vertical axis $`\mathrm{ln}\xi `$ in Fig. 20 should be replaced by $`\mathrm{ln}|\beta D_2|0.97`$ and the straight line should be understood as $`\mathrm{ln}\xi =2\mathrm{ln}|\beta D_2|+`$ const., where we have used Eq. (61). We arrive at the same conclusion as in the $`a_4/R0`$ case, which we do not repeat here again. But as we have stated there, the tendency of the milder-becoming slope with decreasing $`R`$ is a real effect, at least for $`R(2/3)R_C`$. This is so here, too, because our data show that the critical lattice systems with $`N_5=4`$ and $`6`$ describe the same physical system so that the above mentioned transformation at least between the $`N_5=4`$ and $`6`$ lines is trustful. The simulated $`N_5\mathrm{}`$ limit we have considered here should be regarded as a prediction of the real limit, at least for $`R(2/3)R_C`$.

## VII SUMMARY AND CONCLUSION

Our motivation in this paper has been to see, within the frame work of the lattice gauge theory, whether or not the non-trivial fixed point found in the $`ϵ`$-expansion in the continuum theory of the pure $`SU(2)`$ Yang-Mills theory in five dimensions is spurious in the case that the fifth dimension is compactified. We have used intensively anisotropic lattices to take into account the compactification. We have found that the compactification changes the nature of the phase transition: A second order phase transition, which does not exist in the uncompactified case, begins to occur, and turns to be of first order at a certain point.

Under the assumption that the compactification radius $`R`$ remains constant fixed at the critical value $`R_C`$ along the critical lines of the phase transition due to the compactification, we have computed the lattice $`\beta `$-function $`\overline{\beta }_{\mathrm{lat}}`$, and found that $`\overline{\beta }_{\mathrm{lat}}`$ as a function of $`s`$, obtained from the critical line of $`N_5=4`$ and $`6`$, is the same (see Fig. 17). We have also found that the gauge coupling on these critical lines is the same (see Fig. 18). From these observations we have concluded that the critical lattice system with $`N_5=4`$ and $`6`$ describes the same physical system, and we are led to the assumption that this is the case for all $`N_5`$.

As we can see from Fig. 18, the power-law running of the gauge coupling (the solid line) is consistent with the data, which has a simple one-loop interpretation. This is the fact that supports the correctness of the assumption, at least for $`N_5=4`$ and $`6`$, that the compactification radius $`R`$ remains constant fixed at the critical value $`R_C`$ along the critical lines of the phase transition due to the copmpactification.

At this point it is the natural thing to extend our findings into the deconfining phase of the transverse Polyakov loop: We have assumed that the lattice spacing has a physical scale even in the deconfining phase and the one-loop ansatz (40) can be used to draw the lines of $`R=`$ const. in that regime. The investigation of the scaling law (63) for the longitudinal Creutz ratio (17) shown in Fig. 19 supports the correctness of this assumption. At this stage, the existence of the non-trivial fixed point suggested in the $`ϵ`$ expansion might be evident.

We have investigated the scaling behavior of the longitudinal Creutz ratio in the $`a_4/R0`$ limit with $`R`$ kept fixed, and found that the slope with which the Creutz ratios fall in the $`a_4/R0`$ limit becomes milder as $`R`$ decreases (see Fig. 20). From this tendency of the milder-becoming slope we are led to the interpretation that the compactified theory having a non-vanishing string tension could exist non-perturbatively if the compactification radius $`R`$ is smaller than the maximal compactification radius $`R_M`$. Our estimate is: $`R_MR_C/30.1/\sqrt{\sigma _{\mathrm{phys}}}`$.

It is clear that to make our interpretation more solid, we need not only refined and detailed numerical analyses but also analytical investigations. We hope that further studies will clarify the problems on the quantum realization of the old Kaluza-Klein idea.

###### Acknowledgements.

This work is supported by the Grants-in-Aid for Scientific Research from the Japan Society for the Promotion of Science (JSPS) (No. 11640266). One of us (SE) is a JSPS research fellow. We would like to thank for useful discussions T. Izubuchi, K. Kanaya, H. Nakano, H. So, T. Suzuki and H. Terao.