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# Quantum-Classical Correspondence of Dynamical Observables, Quantization and the Time of Arrival Correspondence ProblemInvited talk at the ICQO 2000, Raubichi, Belarus, May 28-31, 2000, Opt. & Specs 91 (2001) 429.

## 1 Introduction

It is generally believed that classical mechanics is the contraction of quantum mechanics in some appropriate limit of vanishing $`\mathrm{}`$ . Thus in principle every classical observable—e.g. a real-valued function in the phase space—is the contraction of some quantum observable. However, quantum observables are generally constructed by the quantization of classical observables, the mapping of the algebra of functions in the phase space to the algebra of self-adjoint operators acting in some Hilbert space . Obviously this introduces circularity when one invokes the correspondence principle. This is unsatisfactory if quantum mechanics were to be internally coherent and autonomous from classical mechanics.

This glaring unsatisfactory state of quantum affair has been ignored because quantization has been successful in most of its practical applications in the first place. One can, for example, mention its convincing accuracy in predicting atomic spectra by the quantization of the classical Hamiltonian of the classically interacting charged particles. This success has encouraged the development of numerous theories in quantization, such as geometric and deformation quantizations among others. It is well-known though that there are obstructions to quantization . For example, in flat Euclidean space, Groenwold and van Hove  have shown that there exists no quantization of all classical observables consistent with Schrodinger’s quantization scheme. On the other hand, prescriptive mapping of classical observables to quantum observables, such as Weyl prescription, is known to be generally inconsistent with Dirac’s “Poisson bracket-commutator correspondence”.

The existence of obstructions to quantization inevitably limits the class of dynamical observables that can be consistently quantized. This sobering handicap and the circularity of quantization force upon us to re-examine the problem of constructing quantum observables corresponding to the classical ones. In this paper we raise the problem of constructing quantum observables that have classical counterparts without quantization. Specifically we seek to accomplish the following: Define and motivate a solution to the quantum-classical correspondence problem independent from quantization, and discuss the general insufficiency of prescriptive quantization, particularly the Weyl quantization, to satisfy some axioms of quantum mechanics. We achieve our purpose by addressing the the time of arrival quantum-classical correspondence problem—the problem of constructing time of arrival operators which is consistent with the correspondence principle. The paper is organized as follows. In Section-2 we define what we mean by the quantum-classical correspondence of dynamical observables and introduce the concept of supraquantization; in Section-3 we outline the solution to the time of arrival QCC-problem; in Section-4 we outline the solution to the linear potential, the harmonic oscillator and the quartic oscillator; in Section-5 we compare Weyls’ quantization and the result of our treatment; finally, in Section-6 we outline questions raised by the present report. Our treatment is at the formal level. Its rigorous version shall be given elsewhere.

## 2 The Quantum-Classical Correspondence
Problem

The quantum-classical correspondence (QCC) problem is generally understood as the problem of deriving the quantum image of a given classical system and from the quantum image recover classical mechanics via an appropriate limiting procedure involving the vanishing of the Planck’s constant . The QCC problem has three aspects, the correspondence between classical and quantum states, dynamics, and observables. In this paper we limit ourselves to the quantum-classical correspondence problem of dynamical observables. Thus we address the issue of deriving the quantum image of a classical observable and recovering the same classical observable from its quantum image.

Any solution to the QCC-problem for a given class of observables consists of (i) a prescription of obtaining the corresponding quantum observables, and (ii) a mapping of these to their respective classical counterparts, i.e. an implimentation of the correspondence principle . A satisfactory solution should solve the QCC-problem without conflict with the rest of quantum mechanics. At present quantum observables are constructed by the method of quantization, a prescriptive mapping of the classical observables to quantum operators in a Hilbert space ; the classical limits of these are obtained by the inversion of the prescribed mapping. However, this particular solution has several unsatisfactory features as mentioned above, most notorious is their general incompatibility with the required values of commutators as it shall be demonstrated below for the Weyl quantization for the Hamiltonian-time of arrival pair .

If we seek a more satisfactory solution, then we have to drop quantization and start elsewhere. But where? The earlier work of Mackey  provides us with the motivation to seek solution within quantum mechanics itself. We recall that the quantization of free particle in one dimension is accomplished by promoting its position and momentum $`(q,p)`$ into the operators $`(\widehat{𝗊},\widehat{𝗉})`$ and their Poission bracket $`\{q,p\}=1`$ into the commutator relation $`[\widehat{𝗊},\widehat{𝗉}]=i\mathrm{}\widehat{𝖨}`$, and the energy $`H=(2\mu )^1p^2`$ into the Hamiltonian operator $`\widehat{𝖧}=(2\mu )^1\widehat{𝗉}^2`$. Mackey’s work obviates these quantization prescriptions by starting not from the classical description but from the axioms of quantum mechanics and the property of free space. Starting from the basic axiom that the proposition for the location of the particle in different volume elements are compatible and the fundamental homogeneity of free space, one derives the position and the momentum operators together with the canonical commutation relation they satisfy. On the other hand, requiring Galilean invariance in the lattice of propositions, one derives the free quantum Hamiltonian.

The free particle provides an excellent example of the existence of more than one solution to the quantum-classical-correspondence problem at the level of deriving the quantum image of a given set of classical observables. While both solutions yield similar results, they differ in many respects, thus distinct from one another. The former presupposes classical mechanics, while the latter upholds the autonomy of quantum mechanics; the former introduces circularity when invoking the correspondence principle, while the latter sanctions the correspondence principle as a legitimate consequence of the acknowledged preponderance of quantum mechanics over classical mechanics. Should we make preference on one solution over the other? If we required internal coherence and autonomy of quantum mechanics, then the answer is yes. We are then obliged to accept the latter in favor of the former. And seek solution in general to the quantum-classical correspondence problem of its kind.

The former solution is an example of quantization. The latter is an example of what we shall refer to as supraquantization ( for the sake of differentiation). Supraquantization because it is beyond quantization. Quantization is the derivation of the quantum observable corresponding to a given classical observable by means of a specified mapping of the c-valued observable to an operator valued observable. Supraquantization is the derivation of quantum observable corresponding to a given classical observable without quantization. Quantization pressuposes the axioms of classical mechanics. Supraquantization, on the other hand, presupposes the axioms of quantum mechanics including the postulated properties of the physical universe and other principles. Then, by definition, Mackey’s construction of the position and momentum operators together with their commutation relation and the Hamiltonian is a supraquantization of their classical counterparts. Mackey’s construction required the axiom of compatibility of the propositions for the location of the particle, the property of homogeneity of free space, and the principle of Galilean invariance.

In both methods of obtaining quantum observables, the classical observable plays two different roles. In quantization, it is the starting point; while in supraquantization, it is a boundary condition. The correspondence principle requires that if a quantum observable corresponds to a classical observable, then the former should reduce to the latter in the limit of vanishing $`\mathrm{}`$. Then if supraquantization gives the correct quantum observable, then that observable should approach its classical limit. As a consequence of the role of the classical observable as a boundary condition, supraquantization breaks the vicious circle inherent in the quantization procedure.

In the following we demonstrate everything we have said about supraquantization by addressing the time of arrival quantum-classical-correspondence (TOA-QCC) problem. We shall limit ourselves in one dimension. The solution to the TOA-QCC problem should contain the prescription of deriving the time of arrival operator and the prescription of obtaining the classical time of arrival. The second part has a standard solution and it can now be given. Let $`q\left|\widehat{𝖠}\right|q^{}`$ be the configuration space kernel of the operator $`\widehat{𝖠}`$, then the classical limit of $`\widehat{𝖠}`$ is given by

$$A(q,p)=\underset{\mathrm{}0}{lim}2\pi \underset{\mathrm{}}{\overset{\mathrm{}}{}}q+\frac{v}{2}\left|\widehat{𝖠}\right|q\frac{v}{2}\mathrm{exp}\left(i\frac{vp}{\mathrm{}}\right)𝑑v$$
(1)
whenever the limit exists . So when one knows how to obtain the kernel of the time operator, equation (1) provides the transition to the classical regime.

## 3 The Time of Arrrival Quantum-Classical
Correspondence Problem

### 3.1 The Classical Time of Arrival

Consider a particle with mass $`\mu `$ in one dimension whose Hamiltonian is $`H(q,p)`$. If the state of the particle at time $`t=0`$ is given by the point $`(q,p)`$ in the phase space, what is the time, $`T_x`$, that it will arrive at the point $`q(t=T_x)=x`$? The solution to this problem is straightforward and is given by

$$T_x(q,p)=\text{sgn}\left(p\right)\sqrt{\frac{\mu }{2}}_q^x\frac{dq^{}}{\sqrt{H(q,p)V(q^{})}}$$
(2)
whenever the integral exists and is real valued. (For a derivation of equation (2), see ref-.) For a given energy $`H(q,p)`$, the region in the phase space in which equation (2) exists and real valued is the classically accessible region to the particle. Because $`T_x(q,p)`$ is a time interval, it is canonically conjugate to the Hamiltonian, i.e. $`\{H,T_x\}=1`$. By virtue of $`T_x`$’s dependence on the phase space points $`(q,p)`$, $`T_x`$ is a dynamical observable.

It is our objective to derive equation (2) from a quantum observable. But before we can address this problem, let us define the local time of arrival, $`t_x(q,p)`$, at a given point $`x`$ as the time of arrival at $`x`$ in some small neigborhood of $`q`$. The local time of arrival is technically the expansion of equation (2) about the free time of arrival at $`x`$. For a given Hamiltonian $`H=(2\mu )^1p^2+V(q)`$, the local time of arrival is given by

$$t_x(q,p)=\underset{k=0}{\overset{\mathrm{}}{}}(1)^kT_k(q,p;x)$$
(3)
where the $`T_k(q,p;x)`$’s are determined by the following recurrence relation: $`T_0(q,p;x)=\mu p^1(xq)`$ and

$$T_k(q,p;x)=\frac{\mu }{p}_q^x\frac{dV}{dq^{}}\frac{T_{k1}(q^{},p;x)}{p}𝑑q^{}$$
(4)
for $`k>0`$. It can be shown that if $`p0`$ and if $`V`$ is continuous at $`q`$, then there exists a neighborhood of $`q`$ determined by the neighborhood $`\left|V(q)V(q^{})\right|<K_ϵ(2\mu )^1p^2`$ such that for every $`x`$ in the said neighborhood of $`q`$, $`t_x(q,p)`$ converges absolutely and uniformly to $`T_x(q,p)`$.

Because $`T_x(q,p)`$ is defined in the entire accessible region of the particle, we shall refer to it as the global time of arrival. $`t_x(q,p)`$ converges to $`T_x(q,p)`$ only in a small neighborhood so that $`T_x(q,p)`$ is the analytic extension of $`t_x(q,p)`$. In the following sections we show that the local TOA, and thus the global TOA by extension, can be determined completely from pure quantum mechanical consideration. We shall limit though our discussion for the time of arrival at the origin. Table-1 lists the local and the global times of arrival at the origin for the linear potential, the harmonic oscillator, and the quartic oscillator. The local times of arrival are arrived recursively using equation (4).

### 3.2 Supraquantization of the Classical Time of Arrival

Now we proceed in solving for the time of arrival quantum-classical correspondence by supraquantization. We shall proceed formally. Consider the Hilbert space $`=L^2(\mathrm{},dq)`$ and its particular rigging $`\mathrm{\Phi }^\times \mathrm{\Phi }`$ where $`\mathrm{\Phi }`$ is the fundamental space of all infinitely differentiable complex valued functions with compact support in the configuration space $`\mathrm{}`$. Given the self-adjoint Hamiltonian $`\widehat{𝖧}`$ which leaves $`\mathrm{\Phi }`$ invariant under its action, we define its rigged Hilbert space extension, $`\widehat{𝖧}^\times `$, in the entire $`\mathrm{\Phi }^\times `$ as the operator $`\widehat{𝖧}^\times \varphi |\phi =\varphi |\widehat{𝖧}\phi `$ for all $`\varphi \mathrm{\Phi }^\times `$ and $`\phi \mathrm{\Phi }`$. The condition on the invariance of $`\mathrm{\Phi }`$ under the Hamiltonian restricts us to infinitely differentiable potentials which includes entire analytic potentials. This is not a severe restriction because we can always choose a different rigging of the Hilbert space to accommodate other potentials. In the following whenever refer to the Hamiltonian we mean its rigged Hilbert space extension and shall continue to denote it by $`\widehat{𝖧}`$.

For a given Hamiltonian $`\widehat{𝖧}`$ whose rigged Hilbert space extension is explicitly given by

$$\widehat{𝖧}\varphi =\frac{\mathrm{}^2}{2\mu }\frac{d^2\varphi }{dq^2}+V(q)\varphi \text{for all}\varphi \mathrm{\Phi }^\times ,$$
(5)
we assert that the corresponding time of arrival operator is given by the operator $`\widehat{𝖳}:\mathrm{\Phi }\mathrm{\Phi }^\times `$ whose explicit action on $`\mathrm{\Phi }`$ is

$$(\widehat{𝖳}\phi )(q)=_{\mathrm{}}^{\mathrm{}}q\left|\widehat{𝖳}\right|q^{}\phi (q^{})𝑑q^{}.$$
(6)
in which the kernel must be symmetric, i.e. $`q\left|\widehat{𝖳}\right|q^{}=q^{}\left|\widehat{𝖳}\right|q^{}`$. The solution then depends on our ability to construct the time kernel, $`q\left|\widehat{𝖳}\right|q^{}`$, for a given Hamiltonian. Once the time kernel $`q\left|\widehat{𝖳}\right|q^{}`$ has been solved, the classical time of arrival operator can then be recovered by means of equation (1), specifically

$$T_0(q,p)=\underset{\mathrm{}0}{lim}2\pi \underset{\mathrm{}}{\overset{\mathrm{}}{}}q+\frac{v}{2}\left|\widehat{𝖳}\right|q\frac{v}{2}\mathrm{exp}\left(i\frac{vp}{\mathrm{}}\right)𝑑v$$
(7)
We will find below that under some conditions equation (7) reproduces exactly the local time of arrival and, thus, the global one by extension.

But how do we determine the kernel $`q\left|\widehat{𝖳}\right|q^{}`$ without resorting to quantization? We accomplish this in two steps. First is by specifying the quantum evolution of $`\widehat{𝖳}`$. In Heisenberg’s representation, the time evolution of a quantum observable $`\widehat{𝖠}(t)=e^{i\widehat{𝖧}t}\widehat{𝖠}e^{i\widehat{𝖧}t}`$ is governed by $`i\mathrm{}\dot{\widehat{𝖠}}(t)=(\widehat{𝖠}(t)\widehat{𝖧}\widehat{𝖧}\widehat{𝖠}(t))`$, in some appropriate domain. If $`\widehat{𝖠}(t)\mathrm{\Phi }\mathrm{\Phi }^\times `$ for all $`t`$ and $`\mathrm{\Phi }`$ is invariant under $`\widehat{𝖧}`$, then the evolution equation can be formally defined in the entire $`\mathrm{\Phi }`$. Now if $`\widehat{𝖳}`$ is the time of arrival operator, then it must evolve according to $`\dot{\widehat{𝖳}}(t)=\widehat{𝖨}`$. Imposing this condition we arrive at the canonical commutation relation

$$([\widehat{𝖧},\widehat{𝖳}]\phi )(q)=i\mathrm{}\phi (q)\text{for all}\varphi \mathrm{\Phi }$$
(8)
satisfied by the Hamiltonian and the time of arrival operator. Equation (8) is the basic condition satisfied by $`\widehat{𝖳}`$ but it is not sufficient to completely determine $`\widehat{𝖳}`$.

The second step is by employing a transfer principle. We hypothesize that each element of a class of observables, such as the time of arrival, shares a common set of properties with the rest of its class such that when a particular property is identified for a specific element of the class that property can be transferred to the rest of the class without discrimination.

We exploit this in determining the kernel $`q\left|\widehat{𝖳}\right|q^{}`$ by solving the simplest in the class of time of arrival observables, the free particle. We start by recalling that the free particle is Galilean invariant, a consequence of the homogeneity of free space. It will not matter then where we place the origin. This implies that the commutation relation (8) holds independent of the choice of origin. Because of this and because the free Hamiltonian is Galilean invariant, we require that the time kernel for the free particle must itself be Galilean invariant. Specifically if $`t_a`$ is translation by $`a`$, i.e. $`t_a(q)=q+a`$ and if $`q\left|\widehat{𝖳}\right|q^{}`$ is the free particle kernel, then the translated free time of arrival operator $`\widehat{𝖳}_a=𝑑qt_a(q)\left|\widehat{𝖳}\right|t_a(q^{})`$ must still satisfy equation (8). In addition to translational invariance, $`q\left|\widehat{𝖳}\right|q^{}`$ must be symmetric, and it must be chosen such that equation (8) is satisfied given the free Hamiltonian $`\widehat{𝖧}\varphi =\mathrm{}^2(2\mu )^1\varphi ^{\prime \prime }`$, and it must reproduce the free time of arrival at the origin via equation (7). A solution satisfying all these requirements is given by

$$q\left|\widehat{𝖳}\right|q^{}=\frac{\mu }{i\mathrm{\hspace{0.17em}4}\mathrm{}}(q+q^{})\text{sgn}(qq^{}).$$
(9)
We note though that (9) is not unique. The kernel $`\mathrm{}^1\mu \left|aa^{}\right|`$ is dimensionally consistent with (9) and it is Galilean invariant and it commutes with the free Hamiltonian in the entire $`\mathrm{\Phi }`$. Moreover it vanishes in the classical limit. Then real factors of it can be added to (9) without sacrificing any of the required properties of the free particle kernel. However, $`\mathrm{}^1\mu \left|aa^{}\right|`$ arises only because of Galilean invariance which is an exclusive property of the free particle. Since we are aiming at exploiting the assumed transfer principle, we can not carry it over to the rest of its class. We shall have more to say about this latter.

Having solved the free particle kernel, we proceed in implementing the transfer principle. We hypothesize that all time kernels assume the same form. Thus, from equation (9), we assume that the time kernel is given by

$$q\left|\widehat{𝖳}\right|q^{}=\frac{\mu }{i\mathrm{}}T(q,q^{})\text{sgn}(qq^{})$$
(10)
where $`T(q,q^{})`$ depends on the given Hamiltonian. Inferring from the free particle time kernel, we require that $`T(q,q^{})`$ be real valued, symmetric, $`T(q,q^{})=T(q^{},q)`$, and analytic. We determine $`T(q,q^{})`$ by imposing condition (8) on $`\widehat{𝖳}`$. Substituting equation (10) back into the left hand side of equation (8) and performing two successive integration by parts, we find that $`T(q,q^{})`$ must satisfy the partial differential equation, which we shall refer to as the time kernel equation,

$$\frac{\mathrm{}^2}{2\mu }\frac{^2T(q,q^{})}{q^2}+\frac{\mathrm{}^2}{2\mu }\frac{^2T(q,q^{})}{q_{}^{}{}_{}{}^{2}}+\left(V(q)V(q^{})\right)T(q,q^{})=0$$
(11)
and the boundary condition

$$\frac{dT(q,q)}{dq}+\frac{T(q^{},q^{})}{q}+\frac{T(q,q)}{q^{}}=1.$$
(12)
for all $`q,q^{}\mathrm{}`$. The boundary condition (12) defines a family of operators canonically conjugate to the extended Hamiltonian in the sense required by equation (8). This is a reflection of the fact that there are numerous operators that are canonically conjugate to a given Hamiltonian. We fix the boundary condition by refering to the free particle. The $`T(q,q^{})`$ of the free particle is $`\frac{1}{4}(q+q^{})`$. By inspection $`T(q,q^{})`$ satisfies both (11) and (12). Again invoking the assumed transfer principle, we arrive at the following boundary conditions for the time of arrival at the origin,

$$T(q,q)=\frac{q}{2},T(q,q)=0.$$
(13)
We claim that equations (11) and (13) constitute the supraquantization of the local time of arrival consistent with the correspondence principle. We will demonstrate this claim below. (Other methods of constructing time of arrival operator without quantization are given in references  and . Their motivation, however, is different from ours.)

We remark that our ability to extract probability distributions from the time of arrival operators defined by equation (6) depends on whether the operators (6) have nontrivial Hilbert space projections. If their restrictions on the Hilbert space exists, then they will be generally unbounded and non-self-adjoint. Then they will be classified as POV-observables. Finding the spectral resolution of the time of arrivals is a non-trivial problem and it shall not be addressed here. This will be the topic of a more extensive and indepth treatment of the time of arrival quantum classical corresponence problem.

## 4 Explicit Examples

Table-2 summarizes the solution to the time kernel equation for the linear potential, the harmonic oscillator and the quartic oscillator. We have arrived at the solutions by changing variables from $`(q,q^{})`$ to $`(u=q+q^{},v=qq^{})`$. The differential equation (11) and the boundary condition then assume the form

$$2\frac{\mathrm{}^2}{\mu }\frac{^2T}{uv}+\left(V\left(\frac{u+v}{2}\right)V\left(\frac{uv}{2}\right)\right)T(u,v)=0$$
(14)
$$T(u,0)=\frac{u}{4},T(0,v)=0$$
(15)
We have sought an analytic solution in powers of $`u`$ and $`v`$, i.e. $`T(u,v)=_{m,n0}\alpha _{m,n}u^mv^n`$ where the $`\alpha _{m,n}`$’s are constants determined by equations (14) and (15) for a given potential. Once the solution to equation (14) for a given potential has been found, we transform back to $`(q,q^{})`$ to get the results in Table-2.

Before we proceed let us define the following transform of the time kernel,

$$𝒯_{\mathrm{}}(q,p)=2\pi _{\mathrm{}}^{\mathrm{}}q+\frac{v}{2}\left|\widehat{𝖳}\right|q\frac{v}{2}\mathrm{exp}\left(i\frac{vp}{\mathrm{}}\right)𝑑v.$$
(16)
$`𝒯_{\mathrm{}}(q,p)`$ is real valued and odd with respect to $`p`$. First let us consider the linear potential and the harmonic oscillator. Both systems have linear classical equations of motion, or simply linear systems. Calculating $`𝒯_{\mathrm{}}(q,p)`$ for these systems on using the identity

$$_{\mathrm{}}^{\mathrm{}}\sigma ^{m1}\text{sgn}(\sigma )\mathrm{exp}(ix\sigma )𝑑\sigma =\frac{(m1)!}{i^m\pi }x^m,$$
(17)
it is straightforward to show that it exactly reproduces the local time of arrival at the origin as given by Table-1, i.e.

$$𝒯_{\mathrm{}}(q,p)=t_0(q,p)$$
(18)
for both systems.

We turn to the quartic oscillator. In comparison with the previous two examples, it is nonlinear in the sense that it has nonlinear classical equation of motion. The $`\mathrm{\Delta }_{m,n}`$’s in the solution are constants satisfying the recurrence relation $`(4n+16m)n\mathrm{\Delta }_{m,n}=\mathrm{\Delta }_{m,n1}+\mathrm{\Delta }_{m1,n2}`$ with $`\mathrm{\Delta }_{0,0}=1`$, for $`n2m`$, $`m,n0`$. For our present purposes we don’t gain anything by writing down explicitly the $`\mathrm{\Delta }_{m,n}`$’s. It is sufficient to give the value of $`\mathrm{\Delta }_{0,n}=\left(4^{n+2}n!\mathrm{\Gamma }\left(\frac{3}{4}\right)\right)^1(1)^n\mathrm{\Gamma }\left(\frac{1}{4}n\right)`$. Calculating for its $`𝒯_{\mathrm{}}(q,p)`$, we find

$`𝒯_{\mathrm{}}(q,p)`$ $`=`$ $`2\mu {\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\mathrm{}^{2m}{\displaystyle \underset{n=2m}{\overset{\mathrm{}}{}}}(1)^n\mathrm{\Delta }_{m,n}(2n)!\left({\displaystyle \frac{\mu \lambda }{8}}\right)^{nm}{\displaystyle \frac{(2q)^{4n+16m}}{p^{2n+1}}}`$ (19)
$`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(3/4)}{8\pi ^{\frac{1}{2}}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(2)^{k+1}\mathrm{\Gamma }\left(\frac{1}{4}k\right)}{\mathrm{\Gamma }\left(\frac{1}{2}k\right)}}\mu ^{n+1}\lambda ^n{\displaystyle \frac{q^{4n+1}}{p^{2n+1}}}+𝒪(\mathrm{}^2)`$
$`=`$ $`t_0(q,p)+𝒪(\mathrm{}^2)`$
We see that equation (19) reduces only to the classical time of arrival in the limit of vanishing $`\mathrm{}`$ or infinitesimal $`\mathrm{}`$.

The above examples are special cases of the following general result for entire analytic potentials,

$$𝒯_{\mathrm{}}(q,p)=\{\begin{array}{cc}\hfill t_0(q,p):& \text{linear systems}\hfill \\ \hfill t_0(q,p)+𝒪(\mathrm{}^2):& \text{non-linear sytems}\hfill \end{array}$$
(20)
For these systems $`lim_\mathrm{}0𝒯_{\mathrm{}}(q,p)=t_0(q,p)`$, and to $`T_0(q,p)`$ by extension, in keeping with the correspondence principle. We can then claim that, at the formal level, equations (6) and (7) constitute a solution to the time of arrival quantum-classical correspondence problem without quantization.

## 5 The Insufficiency of Weyl Quantization

Weyl quantization is a prescription which maps a given classical dynamical observable into a quantum observable . It is based on some symmetric ordering of non-commuting observables. Let $`f(q,p)`$ be an observable defined on the phase space. Weyl quantization maps $`f(q,p)`$ into the operator $`\widehat{𝖶}_{[f]}`$. $`\widehat{𝖶}_{[f]}`$ acts on the configuration space functions $`\psi `$ according to

$$(\widehat{𝖶}_{[f]}\psi )(q)=_{\mathrm{}}^{\mathrm{}}q\left|\widehat{𝖶}_{[f]}\right|q^{}\psi (q^{})𝑑q^{}$$
(21)
where the kernel is

$$q\left|\widehat{𝖶}_{[f]}\right|q^{}=\frac{1}{2\pi \mathrm{}}_{\mathrm{}}^{\mathrm{}}f(\frac{q+q^{}}{2},p)\mathrm{exp}\left[\frac{i}{\mathrm{}}(qq^{})p\right]𝑑p$$
(22)
Weyl quantization has the remarkable property that it is translationally invariant. Given the kernel of $`\widehat{𝖶}_{[f]}`$ one recovers the classical observable by a inversion of the Weyl transform,

$$f(q,p)=2\pi _{\mathrm{}}^{\mathrm{}}q+\frac{v}{2}\left|\widehat{𝖶}_{[f]}\right|q\frac{v}{2}\mathrm{exp}\left(\frac{i}{\mathrm{}}vp\right)𝑑v$$
(23)
Equations (22) and (23) establish a one-to-one correspondence between classical observables and their quantum counterparts via Weyl’s prescription.

Equations (10) and (22) prescribe the kernel for the local time of arrival operator. Now we compare their results. Using the identity

$$_{\mathrm{}}^{\mathrm{}}x^m\mathrm{exp}(ix\sigma )𝑑x=\frac{i^m\pi }{(m1)!}\sigma ^{m1}\text{sgn}(\sigma )$$
(24)
to solve for the Weyl kernels of the local time of arrivals in Table-1, we find the following: For the linear and harmonic oscillator, we have the equality $`q\left|\widehat{𝖳}\right|q^{}=q\left|\widehat{𝖶}_{[t_0]}\right|q^{}`$. Thus for these cases the results of quantization and supraquantization are the same. However, for the quartic oscillator, we find the inequality $`q\left|\widehat{𝖳}\right|q^{}q\left|\widehat{𝖶}_{[t_0]}\right|q^{}`$. In fact one can show that the leading term in the $`q\left|\widehat{𝖳}\right|q^{}`$ of the quartic oscillator is the Weyl kernel of the same system. Because of this and equation (6) is canonically conjugate to the Hamiltonian in the sense of equation (8), the inequality $`q\left|\widehat{𝖳}\right|q^{}q\left|\widehat{𝖶}_{[t_0]}\right|q^{}`$ implies that the Weyl quantization of the local time of arrival for the quartic oscillator fails to be canonically conjugate with the Hamiltonian, even though the local TOA and the classical Hamiltonian are. This is another demonstration of the well known limitation of the Weyl quantization, and prescriptive quantizations in general, in satisfying required commutator values.

Our examples above demonstrate our general result for entire analytic potentials that only for linear systems that Weyl quantization is consistent and that for non-linear systems Weyl quantization only yields the leading term to the time kernel:

$$q\left|\widehat{𝖳}\right|q^{}=\{\begin{array}{cc}\hfill q\left|\widehat{𝖶}_{[t_0]}\right|q^{}:& \text{linear systems}\hfill \\ \hfill q\left|\widehat{𝖶}_{[t_0]}\right|q^{}+\mathrm{\Delta }(q,q^{}):& \text{non-linear sytems}\hfill \end{array}$$
(25)
where $`\mathrm{\Delta }(q,q^{})`$ is the correction term introduced by the non-linearity of the system.

## 6 Conclusion

In this paper we have raised the issue and the problem of constructing quantum observables without quantization. Our results demonstrate the capability of supraquantization to yield acceptable solutions where quantization fails. We recognize though that we have raised more questions in attempting to answer one. For example, is the present set of axioms of quantum mechanics sufficient to derive all of classical dynamical observables? If we strongly assert the autonomy and internal coherence of quantum mechanics, then it may be necessary to modify the present axioms to give satisfactory solution to the quantum-classical correspondence problem. An example of such modification is in the expansion of the definition of quantum observables to include positive operator valued measures . Exclusion of these would lead the exclusion of numerous classical observables whose quantum image are non-self-adjoint operators. A further expansion of quantum observables would include subnormal operators. Such operators would be the appropriate quantum image of the reciprocal of classical observables whose quantum image are non-invertible, e.g. the inverse momentum for periodic boundary conditions in a segment of the real line.

Also the question of the uniqueness of the solution to the quantum-classical correspondence problem arises. As evidenced by the free particle the solution may not be unique. (See Section-3.2.) However, the non-uniqueness arises from the manner in which we take the classical limit, particularly the manner in which $`\mathrm{}`$ vanishes in the classical regime. The $`𝒯_{\mathrm{}}`$ transform of $`\left|qq^{}\right|`$, equation (16), is to the order $`𝒪(\mathrm{})`$ so that in the limit of vanishing $`\mathrm{}`$ it does not contribute anything. Since $`\mathrm{}^1\mu \left|qq^{}\right|`$ commutes with the free Hamiltonian in $`\mathrm{\Phi }`$ and it is Galilean invariant, equation (9) is arbitrary up to an additive real multiple of $`\mathrm{}^1\mu \left|qq^{}\right|`$. However, if we take classical mechanics to be the limiting theory of quantum mechanics where $`\mathrm{}`$ is infinitesimal, i.e. only second and higher powers of $`\mathrm{}`$ vanish, then $`\mathrm{}^1\mu \left|qq^{}\right|`$ will introduce unwanted correction to the classical time of arrival. If we adhere strictly to the correspondence principle as implemented by the manner in which $`\mathrm{}`$ disappear in the classical domain, $`\mathrm{}=\delta `$, then $`\mathrm{}^1\mu \left|qq^{}\right|`$ has to be dropped. This shows that supraquantization may not be independent from the manner in which classical observables are recovered from quantum observables.

Our answers above are but cursory and the questions still require greater depth than where we are at present. Moreover, there are many other questions aside from the above two (For example, how do we determine which set of axioms goes with a given problem? Is there a general framework upon which the solution to the QCC-problem without quantization can be built upon?), but right now we can only hope to address them in the future.

## Acknowledgement

The author is grateful to Prof. Kilin for the invitation to participate in the conference and appreciates the warm hospitality of E. Tolkacheva and D. Horoshko. The author acknowldges the support given by the Commission on Higher Education which made his travel possible.


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# Long Range Order at Low Temperature in Dipolar Spin Ice

\[

## Abstract

Recently it has been suggested that long range magnetic dipolar interactions are responsible for spin ice behavior in the Ising pyrochlore magnets $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$ and $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$. We report here numerical results on the low temperature properties of the dipolar spin ice model, obtained via a new loop algorithm which greatly improves the dynamics at low temperature. We recover the previously reported missing entropy in this model, and find a first order transition to a long range ordered phase with zero total magnetization at very low temperature. We discuss the relevance of these results to $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$ and $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$.

\]

In frustrated magnetism, the term spin ice was recently coined by Harris and coworkers  to describe the analogy that exists between the statistical physics of certain geometrically frustrated Ising pyrochlore magnets, and proton ordering in the hexagonal phase of ice ($`\mathrm{I}_\mathrm{h}`$) . For the Ising pyrochlore systems $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$ and $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$, the $`\mathrm{Ho}^{3+}`$ and $`\mathrm{Dy}^{3+}`$ rare earth magnetic moments reside on a network of corner sharing tetrahedra (Fig. 1). Each moment is forced by single-ion anisotropy to lie along the axis joining the centers of the two tetrahedra that it belongs to. For a simple theoretical model considering only nearest neighbor ferromagnetic (FM) exchange, the groundstate is macroscopically degenerate, but is required to have two moments pointing in and two pointing out of every tetrahedron, a constraint that maps exactly the two short and long proton bonds and the ice-rules for their arrangement in $`\mathrm{I}_\mathrm{h}`$ . This nearest neighbor FM model shows no ordering and is characterized by a broad Schottky-like peak in the magnetic specific heat.

Both $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$  and $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$  show qualitative properties roughly consistent with the basic spin ice picture of the simple nearest neighbor FM model . However, it has been shown recently that rather than nearest neighbor FM exchange, it is surprisingly the large dipolar interaction present in these materials that is responsible for their spin ice behavior. For a model which we call dipolar spin ice, with the long range nature of the dipolar interaction properly handled using Ewald summation techniques, numerical results show a lack of magnetic ordering down to very low temperatures. Furthermore, the dipolar spin ice model agrees quantitatively very well with specific heat data for $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$  and $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$ , as well as neutron scattering measurements on the latter material. In other words, while the simple nearest neighbor FM model provides a simple and qualitative understanding of the spin ice phenomenon, there is now strong evidence that the dipolar spin ice model with its long range dipolar interactions provides a quantitatively accurate description of experimental results on real materials .

As in the case of $`\mathrm{I}_\mathrm{h}`$, for dipolar spin ice it is unclear whether the long range interaction should cause the absence of ordering (and nonzero entropy) down to zero temperature. The dipolar interaction is itself FM at nearest neighbor, and is thus prone to spin ice correlations. However, a priori one might expect that its longer range component should lift the nearest neighbor degeneracy and induce the selection of an ordered state within the ice-rules manifold. We show in this work that this is precisely the case. Specifically, the dipolar spin ice model with long range interactions does possess a unique groundstate (apart from trivial global symmetry operations) which develops at very low temperature. However, for local dynamical processes (such as single spin fluctuations), the development of this ground state is completely dynamically inhibited. As we discuss below, this occurs because of high energy barriers separating quasi-degenerate ice-rules states. This allows paramagnetic spin ice behavior to occur despite no special spin or space symmetry in the system which would a priori prevent magnetic ordering. In this paper we explore the low temperature ordering properties of dipolar spin ice by taking advantage of ‘loop moves’ incorporated into a standard Metropolis Monte Carlo algorithm, a method considered previously in the context of two-dimensional square ice models. Such moves allow us to explore degeneracy lifting effects within the ice-rules manifold in an efficient manner, something which is not possible via single spin flip fluctuations. We present here strong numerical evidence for a first order phase transition at extremely low temperature in the dipolar spin ice model in zero field that recovers the entire low temperature residual magnetic entropy of the system.

For the pyrochlore lattice with Ising spins defined by local axes, the Hamiltonian with nearest neighbor exchange and long range dipolar interactions is :

$`H`$ $`=`$ $`J{\displaystyle \underset{ij}{}}𝐒_i^{z_i}𝐒_j^{z_j}`$ (1)
$`+`$ $`Dr_{\mathrm{nn}}^3{\displaystyle \underset{i>j}{}}{\displaystyle \frac{𝐒_i^{z_i}𝐒_j^{z_j}}{|𝐫_{ij}|^3}}{\displaystyle \frac{3(𝐒_i^{z_i}𝐫_{ij})(𝐒_j^{z_j}𝐫_{ij})}{|𝐫_{ij}|^5}},`$ (2)
where the spin vector $`𝐒_i^{z_i}`$ labels the Ising moment of magnitude $`|S|=1`$ at lattice site $`i`$ and local Ising $`[111]`$ axis $`z_i`$ discussed earlier. Here $`J`$ represents the exchange energy and $`D=(\mu _0/4\pi )g^2\mu ^2/r_{nn}^3`$. However, because of the local Ising axes, the effective nearest neighbor energy scales are $`J_{\mathrm{nn}}J/3`$ and $`D_{\mathrm{nn}}5D/3`$.

As described in Ref. , the long range nature of the dipolar interactions can be handled conveniently by the Ewald method. In that work, extensive numerical analysis via single spin flip Monte Carlo simulations found no evidence of a transition to long range order. Rather, short range order dominated by ice-rules correlations was observed down to low temperatures, similar to that found in the nearest neighbor FM model.

Qualitatively, the dynamics of both models appear to be very similar. As the temperature is lowered, significant thermal barriers are created by the energy cost involved in fluctuating out of the ice-rules manifold. With single spin flips, fluctuations between states within the ice-rules manifold are also reduced, as it is impossible to do so without first breaking the two-in/two-out ice-rules. Such thermal barriers produce non-trivial and extremely slow dynamics. If a unique groundstate exists within the plethora of ice-rules states ($`(3/2)^{N/2}`$) of the dipolar spin ice model (Eq. 1), these thermal barriers make the probability of reaching it in a numerical simulation using conventional spin flips exceedingly small. Consequently, the question concerning the nature of the groundstate becomes difficult to answer using standard numerical techniques, and a different procedure must be applied. Since we found in Ref. that long range dipolar interactions give rise to spin ice behavior, we take as a starting point for identifying the low energy excitations (quasi zero modes) of Eq. (1) the exactly degenerate ice-rules state. This is entirely analogous to the approach taken in considering the so-called ‘energetic ice models’ in two-dimensional square ice models .

In Fig. 1 we denote each site of the pyrochlore lattice by a white or black circle which represents a spin pointing into or out of a ‘downward’ facing tetrahedron, respectively. In this particular example, the spin configuration shown forms an ice-rules state that can be transformed into another ice-rules state by reversing all the colors (spins) on the loop denoted by the gray hexagon. In general, six spins form the shortest loop, while larger loops are also possible. A loop can be constructed by simply choosing a starting lattice site and tracing out a closed path that involves tetrahedra which have exactly two spins on the path (see Fig. 1). Furthermore, each pair of spins which are neighbors on the path are such that one is pointing into and the other pointing out of their shared tetrahedron. As seen in Fig. 1, such a loop is constructed of alternating black and white circles.

For our numerical study of the dipolar spin ice model, this type of ‘loop move’ was utilized in conjunction with conventional single spin flip dynamics. Specifically, such loops are identified by allowing a wandering path to form a loop whenever it encounters any previously visited site and ignoring any ‘dangling’ spins in the path. This allows for a large number of short loops to be created, with an average length that tends to a finite value as the system size is increased. As explained above for the dipolar system, such ‘loop reversal’ moves are not true zero modes, but involve a small gain or lowering of the energy (small compared to $`J_{nn}+D_{nn}`$) which is handled by a standard Metropolis algorithm.

Our numerical simulations for the dipolar spin ice model were carried out on system sizes up to 2000 spins (of cubic unit cell length L=5) with $`O(10^5)`$ spin flips per spin and $`O(10^5)`$ loop moves. For all interaction parameters $`J_{\mathrm{nn}}`$ and $`D_{\mathrm{nn}}`$ which show spin ice behavior using single spin flip dynamics only ($`J_{\mathrm{nn}}/D_{\mathrm{nn}}0.91`$), we find that the acceptance ratio of the loop moves increases at low temperature as the system enters the spin ice regime, before dropping to zero just below the temperature at which the system appears to undergo a very sharp first order phase transition to a long range ordered state obeying the ice-rules.

In Fig. 2 we present specific heat data obtained for a system with interaction parameters $`J_{\mathrm{nn}}`$ and $`D_{\mathrm{nn}}`$ identified in Ref.  for the spin ice material $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$. Using a single spin flip Monte Carlo algorithm, spin ice correlations develop over a large temperature regime (signified by the broad peak around 1.1 K), before the system dynamically slows down into a disordered ice-rules state at low temperature. Using the loop algorithm in combination with single spin flips, the higher temperature data is reproduced before a very sharp transition is observed at $`T_c0.18\mathrm{K}`$, with a latent heat observed at the transition. The energy probability distribution displays a double-peak feature in a narrow temperature region close to $`T_c`$, another indicator that the transition is first order. To assess in a more quantitative way the nature of the phase transition, a finite-size scaling study was done (see inset of Fig. 2). Because of the extremely sharp nature of the specific heat at $`T_c`$, the method of slowly cooling in a Monte Carlo simulation with discrete temperature steps could not give sufficiently accurate data to resolve $`C_{peak}`$ within reasonable computer time. To avoid this problem, simulations were performed in a multicanonical ensemble  at a single temperature near $`T_c`$. This data was then re-weighted using Ferrenberg and Swendsen’s technique , which allowed us to obtain the appropriate thermodynamic quantities to any degree of temperature resolution required.

The ordered phase is similar to that found in the order by disorder transition in the antiferromagnetic FCC Ising model. In that frustrated system, an ordering of antiferromagnetically stacked FM planes is found. For the dipolar spin ice system considered here, the ordering vector $`𝐪`$ lies parallel to one of the cubic axes directions, specifically $`𝐪=(0,0,2\pi /a)`$ or its starred directions. To construct the ordered state, first consider a starting tetrahedron with its six possible ice-rules states. For a given ordering vector $`𝐪`$, this tetrahedron selects one of the four possible spin configurations (two independent configurations and their spin-reversals, $`𝐒_i𝐒_i`$), with a total magnetic moment for the tetrahedron perpendicular to $`𝐪`$. The entire ordered state may then be described by planes (perpendicular to $`𝐪`$) of such tetrahedra. The wavelength defined by $`𝐪`$ physically corresponds to antiferromagnetically stacked planes of tetrahedra, where a given plane has tetrahedra of opposite configuration to the plane above and below it. In Fig. 3 we show one such groundstate with ordering vector $`𝐪=(0,0,2\pi /a)`$.

The transition to such a groundstate structure can be characterized by the multi-component order parameter

$$\mathrm{\Psi }_\alpha ^m=\frac{1}{N}\left|\underset{j=1}{\overset{N/4}{}}\underset{a=1}{\overset{4}{}}\sigma _a^j\mathrm{e}^{i\varphi _a^m}\mathrm{e}^{i𝐪_\alpha .𝐫_j}\right|.$$
(3)
Such a labeling is natural given that the pyrochlore lattice can be viewed as an FCC lattice with a ‘downward’ tetrahedral basis (see Fig. 1). Thus $`j`$ labels the FCC lattice points of the pyrochlore lattice, and the index $`a`$ sums over the four spins comprising the basis attached to each $`j`$. The index $`\alpha `$ labels the three possible symmetry related $`𝐪`$ ordering vectors. For a given $`𝐪_\alpha `$, as described above, there are two ice-rules configurations and their reversals which can each form a groundstate. Thus $`m=1,2`$ labels these possibilities with the phase factors $`\{\varphi _a^m\}`$ describing the given configuration $`m`$. Each Ising variable $`\sigma _a^j`$ has value 1 (-1) when a spin points into (out of) its downward tetrahedron labeled by $`j`$.

As written in Eq.(2), $`\mathrm{\Psi }_\alpha ^m`$ has six degenerate components, each of which can take on a value between 0 and 1. Upon cooling through the transition, the system selects a unique ordered configuration, causing the corresponding component of $`\mathrm{\Psi }_\alpha ^m`$ to rise to unity and all others to fall to zero. The component selected by the ordering is equally likely to be any one of the six. Fig. 3 is a plot of $`\mathrm{\Psi }`$ for two system sizes, where $`\mathrm{\Psi }=\sqrt{_{m=1}^2_{\alpha =1}^3\left(\mathrm{\Psi }_\alpha ^m\right)^2}`$ is the magnitude of the multi-component order parameter. For $`T<T_c`$ the two lattice sizes produce identical order parameters. By contrast, $`\mathrm{\Psi }`$ for the smaller lattice shows a somewhat more pronounced rounding near $`T_c`$, and an increased residual value for large $`T`$. These results show a clear discontinuity of the order parameter at $`T_c`$, and hence a first order transition to the long range ordered phase we have identified.

For all values of $`J_{\mathrm{nn}}/D_{\mathrm{nn}}`$ within the dipolar spin ice regime , we find a low temperature phase transition to the state discussed above. The transition is driven by the long range dipolar interactions and, therefore, $`T_c0.18`$K is independent of the strength of the nearest neighbor exchange $`J`$ ($`T_c/D_{nn}0.08`$). The observation of a finite ordering temperature using the algorithm presented here demonstrates that long range dipolar interactions between Ising spins on the pyrochlore lattice have no special exact symmetry that allow a macroscopically degenerate ground state. This conclusion is also suggested within a mean field analysis, which shows that as the truncation of long range dipolar interactions is pushed out to further distances (up to $`10^4`$ nearest neighbors), the maximal eigenvalues of the normal mode spectrum become only quasi-degenerate throughout the Brillouin zone, as opposed to the completely flat spectrum (and macroscopic degeneracy) we find for the nearest neighbor spin ice model . Furthermore, the quasi-degenerate eigenvalues of the mean field theory have a very weak dispersion which is maximal at the FCC zone boundary and, therefore, predicts the same ordering wavevector $`𝐪`$ found here.

The question remains as to what extent our conclusions apply to the real spin ice materials $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$ and $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$. The dipolar spin ice model may be an accurate description of these materials even at extremely low temperatures, while it is also possible that perturbations, $`H^{}`$, exist beyond Eq. 1 which could induce another type of groundstate selection. Similar to $`\mathrm{I}_\mathrm{h}`$ however, irrespective of the origin of any ordering, its actual observation may depend critically on the dynamical behavior of the materials. The inability of single spin fluctuations to connect different ice-rules states in phase space shows that at low temperatures relaxation via local dynamics is extremely slow. For both $`\mathrm{Ho}_2\mathrm{Ti}_2\mathrm{O}_7`$ and $`\mathrm{Dy}_2\mathrm{Ti}_2\mathrm{O}_7`$, the transition temperature for the ordered phase observed in our simulations is well below the temperature at which single spin fluctuations over extended length scales (and out of the ice-rules manifold) are thermally frozen out. Thus, while theoretically an ordered phase induced by long range dipolar interactions between Ising spins on the pyrochlore lattice does exist, its experimental observation will depend acutely on the dynamical processes of the real materials. Furthermore, one requires that perturbations $`H^{}`$ are negligible, ie. that $`H^{}/D_{\mathrm{nn}}T_c/D_{\mathrm{nn}}0.08`$.

In conclusion, we predict that in the dipolar spin ice model, which is in quantitative agreement with experimental data on real systems in the temperature regime investigated so far , a very low temperature transition to a zero total moment structure exists with recovery of all residual entropy. However, it is unlikely that such a phase can be arrived at via conventional local dynamics. These results suggest that Ising pyrochlore magnets with long range dipolar interactions provide an even deeper analogy with the proton ordering in hexagonal ice water $`\mathrm{I}_\mathrm{h}`$ than previously suggested.

We thank S. Bramwell and P. Holdsworth for useful discussions. R.M. acknowledges financial support from NSERC of Canada. M.G. acknowledges financial support from NSERC, Research Corporation and the Province of Ontario.


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# Mass estimates in short–period compact binaries

## 1 Introduction

Reliable mass estimates for the stellar components of compact binaries, i.e. cataclysmic variables (CVs) and X–ray binaries (XBs), are notoriously difficult to obtain. Except for the few double–lined eclipsing systems a successful mass determination hinges on an estimate of the orbital inclination and on subtleties in defining the effective dynamical centre of the emission from the donor star (see e.g. Smith & Dhillon 1998).

In practice, masses in short–period CVs or XBs are often estimated with the assumption that the donor star (the secondary) obeys a main–sequence mass–radius relation. A simple consequence of Roche geometry and Kepler’s law is that in a semidetached binary the orbital period $`P`$ and the mean density of the donor are related via

$$P_h=k_2\left(\frac{r_2^3}{m_2}\right)^{1/2}$$
(1)
(e.g. King 1988). Here $`P_h`$ denotes the period in hr, $`r_2`$ and $`m_2`$ the radius $`R_2`$ and mass $`M_2`$ of the donor star in solar units. The coefficient $`k_2`$ is a weak function of mass ratio $`q=M_2/M_1`$ ($`M_1`$ is the primary mass), with $`k_28.86`$ for $`q1`$. If the secondary is in the core hydrogen burning phase its radius can be expressed as

$$r_2=rm_2^\alpha ,$$
(2)
usually with $`\alpha 1`$, $`r1`$, so that (1) reads

$$P_h9m_2.$$
(3)
In short–period ‘j–driven’ compact binaries, where the orbital angular momentum losses drive mass transfer, the donor star can deviate from this standard mass–radius relation mainly for the two following reasons.
(i) The secondary experiences continuous mass loss which perturbs thermal equilibrium. The surface luminosity is no longer in balance with the luminosity generated in the core by nuclear reactions, and the difference causes the star to expand or contract. Mass–losing main–sequence stars are smaller than in thermal equilibrium when they are predominantly radiative, i.e. for $`m_20.6`$, while they are oversized if they are predominantly convective, i.e. for $`m_20.6`$ (e.g. Whyte & Eggleton 1983; Stehle et al. 1996; Baraffe & Kolb 2000).
(ii) The donor star could have evolved off the zero–age main–sequence (ZAMS) prior to mass transfer. Once mass transfer is under way the nuclear state at the onset of mass transfer is effectively frozen in. Once sufficiently low–mass, these donors mimic stars that are older than a Hubble time. Recently, Baraffe & Kolb (2000; see also Kolb & Baraffe 2000) argued that the observed late spectral type of CV secondaries provide strong evidence that a large fraction of CV secondaries have evolved off the ZAMS prior to mass transfer. Similarly, theoretical arguments suggest that the majority of short–period neutron–star XBs form with fairly massive donors ($`m_21`$), allowing them to age prior to mass loss. The constant $`r`$ in (2) can therefore vary significantly.

Applying (3) to estimate the donor mass would usually give a value which is larger than the real mass. The donor is undermassive compared to a ZAMS star that fills the Roche lobe in the given binary.

In the following we show that the effective temperature of the donor star — and hence its spectral type — is much less sensitive to the effects of mass loss and nuclear ageing than the radius. Using the latest generation of low–mass star models we explore theoretically to what extent the spectral type provides a reasonable estimate of the donor mass. In addition, we reconsider Beekman et al.’s (1997) attempt to place a lower limit on the black hole (or neutron star) mass in soft X–ray transients.

## 2 The stellar code

For our numerical experiments we employ the latest generation of low–mass star and brown dwarf models by Baraffe et al. (1995, 1997, 1998, henceforth summarized as BCAH models) which represent a significant improvement in the quantitative description of stars with mass $`1`$ $`\mathrm{M}_{}`$.

The main strengths of the models are in two areas: the microphysics determining the equation of state in the stellar interior, and the non–grey atmosphere models which enter as the outer boundary condition. The equation of state (Saumon, Chabrier and Van Horn 1995) is specifically calculated for very low–mass stars, brown dwarfs and giant planets. Recent much improved cool atmosphere models (Hauschildt et al. 1999; see also the review of Allard et al. 1997) now provide realistic atmosphere profiles, which we use as the outer boundary condition, and synthetic spectra. Chabrier & Baraffe (1997) have shown that evolutionary models employing a grey atmosphere instead, e.g. the standard Eddington approximation, overestimate the effective temperature for a given mass, and yield too large a minimum hydrogen burning mass.

For a more detailed description of the code and the numerous tests against observations we refer to Baraffe & Kolb (2000), Kolb & Baraffe (1999; 2000), and references therein.

We obtain the spectral type of a stellar model from its calculated colour $`(IK)`$ and the empirical SpT$`(IK)`$ relation established by Beuermann et al. (1998).

One of the main uncertainty in stellar models is the treatment of convection. Here we use the standard mixing length theory, with the ratio $`\alpha `$ = $`l_{\mathrm{mix}}/H_\mathrm{P}`$ of mixing length $`l_{\mathrm{mix}}`$ and local pressure scale height $`H_\mathrm{P}`$ as a free parameter. Except for the specific case of the Sun, $`\alpha `$ cannot be calibrated very well by a comparison between observations and models. The chief reason for this is that the age and chemical composition of observed stars is usually not known independently (see Baraffe et al. 1998; Baraffe 1999). According to such comparisons, the most likely range for $`\alpha `$ is between 1 and 2. Recent 2–dim. hydrodynamical simulations (Ludwig, Freytag & Steffen 1999) also show a variation of $`\alpha `$ with effective temperature $`T_{\mathrm{eff}}`$ and surface gravity $`g`$ between typically 1 and 2. We therefore adopt this range of values to characterize the present uncertainty due to convection. The spectral type of chemically inhomogeneous stars ($`m0.6\mathrm{M}_{}`$) depends on the choice of $`\alpha `$, while unevolved, fully convective stellar models are insensitive to $`\alpha `$.

## 3 The donor mass–spectral type relation

The effective temperature $`T_{\mathrm{eff}}`$ of low–mass main–sequence stars is rather insensitive to their degree of thermal disequilibrium. They behave just like giant stars on the Hayashi line, with nearly constant effective temperature. This is well understood in terms of the analytic Hayashi line theory for fully convective stars (e.g. Kippenhahn & Weigert 1990). Similarly, $`T_{\mathrm{eff}}`$ is not very sensitive to the nuclear age of the star. Single–star tracks in the HR diagram run almost vertical while on the lower main–sequence.

Using BCAH models we quantify the deviation from equilibrium spectral type, as a measure of the surface temperature, for the donor stars in j–driven compact binaries with various evolutionary histories. We simplify the problem by considering sequences with constant mass transfer rate $`\dot{M}`$. To bracket the evolution of real systems where $`\dot{M}`$ presumably varies with orbital period we calculate sequences with a high transfer rate and with a low transfer rate. Test sequences where we computed the transfer rate self–consistently according to simple orbital angular momentum loss descriptions give indeed the same qualitative and quantitative results.

We first discuss sequences calculated with solar metallicity and $`\alpha =1`$ (Figs. 1 and 2).

In particular, in Fig. 1 we show the standard sequence of Baraffe & Kolb (2000). Here mass transfer starts from an unevolved (ZAMS) donor with mass 1 $`\mathrm{M}_{}`$, proceeds at a constant rate $`1.5\times 10^9`$ $`\mathrm{M}_{}\mathrm{yr}^1`$, stops when the donor becomes fully convective (at mass 0.21 $`\mathrm{M}_{}`$), and resumes at the lower rate $`5\times 10^{11}`$ $`\mathrm{M}_{}\mathrm{yr}^1`$ once the donor has settled back into thermal equilibrium. This sequence fits the period gap in the framework of disrupted orbital braking (e.g. King 1988). In addition, in Fig. 2 we plot two other sequences that start from a $`1\mathrm{M}_{}`$ ZAMS star (thin lines; henceforth “unevolved sequences”), one calculated with $`\dot{M}=10^8`$ $`\mathrm{M}_{}\mathrm{yr}^1`$, the other with $`10^7`$ $`\mathrm{M}_{}\mathrm{yr}^1`$. The mass transfer rates in j–driven compact binaries are usually estimated to be well $`10^8`$ $`\mathrm{M}_{}\mathrm{yr}^1`$ (see e.g. Warner 1995, his Fig. 9.8, for CVs; Chen et al. 1997 for XBs). A white dwarf system with $`\dot{M}=10^7`$ $`\mathrm{M}_{}\mathrm{yr}^1`$ would not appear as a CV at all, but presumably as a supersoft X–ray binary (e.g. van den Heuvel 1992; see also King et al. 2000).

Fig. 1 shows that the effect of thermal disequilibrium is negligible along the standard sequence; this hardly differs from that for systems with a ZAMS donor (i.e. in thermal equilibrium). If $`\dot{M}`$ is higher than in the standard sequence, the spectral type is slightly later for a given mass (Fig. 2). Even the extreme sequence with $`\dot{M}=10^7`$ $`\mathrm{M}_{}\mathrm{yr}^1`$ never deviates by more than $`0.1\mathrm{M}_{}`$ for a given SpT from this relation (Fig. 2, thin solid line). In other words, unevolved donor stars follow an almost unique SpT–$`M_2`$ relation, the one given by the ZAMS.

This relation is much less well–defined when we include systems where the secondary has already burned a significant fraction of its hydrogen supply in the detached phase prior to mass transfer. Note that along these “evolved sequences” the donor is still in the core hydrogen burning phase, otherwise the system would evolve off to longer periods (see.g. Savonije & Pylyser 1988).

Standard common envelope arguments predict that CVs form over the whole range of secondary masses, $`0.1m_21`$, hence the majority of CVs should have essentially unevolved donors (Politano 1996, de Kool 1992). Yet the generally late spectral type in systems with $`P_h5`$ suggests that a fair fraction of CVs actually contain an evolved secondary (Baraffe & Kolb 2000; Kolb & Baraffe 2000; see also Ritter 2000). Similarly, evolutionary considerations suggest that most short–period neutron–star XBs form with a somewhat evolved main–sequence donor with mass $`1`$ $`\mathrm{M}_{}`$ (King & Kolb 1997; Kalogera & Webbink 1998; Kalogera et al. 1998). This is mainly because systems with a more massive secondary stand a greater chance of surviving the supernova explosion and associated mass ejection at neutron star formation.

It is therefore important to consider evolved sequences. Fig. 1 shows — in addition to the standard sequence discussed above — a moderately evolved low $`\dot{M}`$ sequence (initial central hydrogen content $`X_c=0.16`$, initial donor mass $`M_{2,i}=1.2`$ $`\mathrm{M}_{}`$, $`\dot{M}=1.5\times 10^9`$ $`\mathrm{M}_{}\mathrm{yr}^1`$) and a significantly evolved, low $`\dot{M}`$ sequence ($`X_c=4\times 10^4`$, $`M_{2,i}=1.2`$ $`\mathrm{M}_{}`$, $`\dot{M}=1.5\times 10^9`$ $`\mathrm{M}_{}\mathrm{yr}^1`$) where the donor was almost at the terminal main sequence at turn–on of mass transfer.

From Fig. 2 we see that the mass transfer rate has the same relative effect on evolved and unevolved sequences: the evolutionary track is shifted vertically downwards, to later spectral types. The tracks in heavy linestyle are evolved sequences, one with high mass transfer rate (solid line; $`\dot{M}=5\times 10^8`$ $`\mathrm{M}_{}\mathrm{yr}^1`$; $`X_c=4\times 10^4`$, $`M_{2,i}=1.0`$ $`\mathrm{M}_{}`$), the other with low mass transfer rate (dashed; $`\dot{M}=1.5\times 10^9`$ $`\mathrm{M}_{}\mathrm{yr}^1`$, $`X_c=4\times 10^4`$, $`M_{2,i}=1.2`$ $`\mathrm{M}_{}`$; same as in Fig. 1).

The highly evolved track with low transfer rate ($`\dot{M}=1.5\times 10^9\mathrm{M}_{}\mathrm{yr}^1`$) and the unevolved track with high transfer rate ($`\dot{M}=10^8\mathrm{M}_{}\mathrm{yr}^1`$) should bracket the location of compact binary secondaries.

Fig. 3 shows the effect of the mixing length parameter $`\alpha `$ on these limiting curves in the SpT vs. mass diagram. Unevolved tracks become undistinguishable for predominantly convective donors ($`M_20.6\mathrm{M}_{}`$), while the most evolved sequences are quite sensitive to $`\alpha `$. Table 1 gives lower and upper limits to $`M_2`$ for a given spectral type. The range reflected in this table is to some extent due to our ignorance of the appropriate mixing length parameter.

The metallicity $`Z`$ of the donor can affect the mass–spectral type relationship as well. Lower $`Z`$ gives a lower mass for a given spectral type. However, as stressed by Beuermann et al. (1998), there is no evidence for low metallicity secondaries in the currently observed sample of CVs. Hence we restrict our analysis to systems with solar metallicity ($`Z=0.02`$).

The observations compiled by Smith & Dhillon (1998), when taken at face value, are broadly consistent with the band shown in Fig. 3 (see their Fig. 3). They do not, however, help to constrain the mixing length parameter. Four out of 22 systems in their sample fall outside the region defined by Tab. 1, even when the quoted errorbars are taken into account: U Gem, IP Peg, CN Ori and A0620-00. The donor masses of two of these systems have recently been revised to much smaller values. For U Gem (M4–M5), Long & Gilliland (1999) give $`M_20.41\mathrm{M}_{}`$ as preferred value. Given the uncertainty on the inclination we consider the remaining disagreement with the limits in Tab. 1 as too marginal to deduce any conflict with theory. Similarly, Beekman et al. 2000 find the new value $`M_20.33_{0.05}^{+0.14}\mathrm{M}_{}`$ for the donor mass of IP Peg. Taking into account the range of spectral type determinations (M2–M5; Ritter & Kolb 1998; Smith & Dhillon 1998) this system is now in agreement with Tab. 1. The mass estimate for the discrepant system CN Ori is suspect as it is based on radial velocity curves exhibiting significant phase shifts (Smith & Dhillon 1998). Finally, the donor star in A0620-00 clearly is very undermassive and must be highly evolved. As the accretor is a black hole the initial donor mass could have been much larger than $`1.5\mathrm{M}_{}`$ (the value considered here and representative for CVs and neutron–star LMXBs).

If the observed sample is restricted to double–lined, eclipsing CVs where the secondary mass can be determined independent of the main–sequence assumption (3) for the secondary, the limits in Tab. 1 are acceptable in all but two cases (data from Ritter & Kolb, 1998, updated). The two cases where the agreement is only marginal are U Gem (see above) and EM Cyg, where the recently re–determined donor mass, $`0.99\pm 0.12\mathrm{M}_{}`$ (North et al. 2000), appears to be somewhat too large for the spectral type K3.

## 4 Limits on the primary mass

This work originally started as an attempt to improve on a a paper by Beekman et al. (1997: hereafter B97) who considered limits to the primary mass in soft X–ray transients. Although it turned out that our results do not significantly improve these limits, we wish to comment on the method suggested by B97 as a whole, and point out an error in their analysis, which so far has not been corrected in the literature.

B97 made use of an inequality derived by King, Kolb & Burderi 1996 (hereafter KKB), which expresses the condition for a short–period low–mass X–ray binary to have an unstable accretion disc and thus appear as a transient. Unfortunately B97 misunderstood the definition of the quantity $`\widehat{m}_2`$ in this inequality. $`\widehat{m}_2`$ is defined by KKB as the ratio of the secondary mass $`m_2`$ to that of the ZAMS star, $`m_{\mathrm{ms}}(\rho )`$ (in solar units), which would fill its Roche lobe in a binary of the same orbital period,

$$\widehat{m}_2\frac{m_2}{m_{\mathrm{ms}}(\rho )}.$$
(4)
As is obvious from (1) the relevant main–sequence star has the same mean density as the secondary; hence the notation $`m_{\mathrm{ms}}(\rho )`$. B97 confused $`\widehat{m}_2`$ with the ratio $`m_2/m_{\mathrm{ms}}(R)`$, where $`m_{\mathrm{ms}}(R)`$ is the mass (in solar units) of a ZAMS star that has the same absolute radius $`R_2`$ as the secondary. It can be shown that

$$m_{\mathrm{ms}}(R)=\frac{m_2}{\widehat{m}_2^{2/3}},$$
(5)
so that a lower bound on $`\widehat{m}_2`$ (which is required to obtain a primary mass limit) is

$$\widehat{m}_2>\left[\frac{\rho _2}{\rho _{\mathrm{ms}}(T_{\mathrm{eff}})}\right]^{3/2}.$$
(6)
Here $`\rho _2`$ is the mean density of the secondary, (given directly by the binary period, see Eq. (1), and $`\rho _{\mathrm{ms}}(T_{\mathrm{eff}})`$ is the mean density of the main–sequence star with the same spectral type as the secondary. This is weaker by a factor $`[\rho _2/\rho _{\mathrm{ms}}(T_{\mathrm{eff}})]^{1/2}`$ compared to B97’s limit, which in turn weakens the limits on $`M_1`$.

In addition to this obvious mistake, we caution that the limitations and uncertainties inherent in using the disc instability criterion are probably too severe to give a reliable mass limit. This criterion assumes that the binary transfers mass as a result of angular momentum losses (‘j–driven’) rather than nuclear expansion of the secondary (‘n–driven’), but allows for the fact that this star may be somewhat nuclear–evolved before mass transfer begins. It is therefore only appropriate for short orbital periods. Although the disc instability criterion correctly represents the statistical properties of the observed sample of soft X–ray transients, its application to individual systems is suspect for at least two reasons.

1. The criterion is based on a comparison of the secular mean mass transfer rate driven by magnetic braking and the critical mass transfer rate for disc stability. Hence uncertainties in the magnetic braking strength, in particular at long orbital periods, and in the critical rate (see KKB; King, Kolb & Szuszkiewicz 1997; Dubus et al. 1999) propagate directly into the mass limit.

2. It is not clear if a given system is j–driven, in particular if the period is $`10`$ h. The ultimate fate of a system as j– or n–driven is determined by its orbital period $`P_i`$ when mass transfer begins. If this exceeds a certain ‘bifurcation period’ $`P_{\mathrm{bif}}`$ (Pylyser & Savonije, 1988, 1989) the binary eventually becomes a diverging n–driven system, while if $`P_i<P_{\mathrm{bif}}`$ it ends up as j–driven. Uncertainties in for example the strength of magnetic braking at periods $`12`$ hr make $`P_{\mathrm{bif}}`$ correspondingly uncertain. Further, even given a definite value of $`P_{\mathrm{bif}}`$, n–driven systems born near this period initially evolve to periods below it (Pylyser & Savonije, 1988, 1989) before nuclear evolution eventually wins out and drives the system to long periods. This comment is particularly relevant for the neutron–star transients Cen X–4 and Aql X–1.

## 5 Summary

We have applied up–to–date stellar models of low–mass main–sequence stars to investigate the mass–spectral type relation if these stars experience mass loss and are somewhat nuclear–evolved.

Unevolved stars follow an almost unique SpT–$`M_2`$ relation, whatever the mass transfer rate. Nuclear–evolved stars have a somewhat earlier spectral type than a ZAMS star with the same mass. The spectral type is earlier if the star is more evolved.

Accurate mass predictions for a given spectral type are hampered by the present uncertainty of the mixing length parameter. The mass $`M_{\mathrm{ms}}`$ of a ZAMS star with the same spectral type as the donor is effectively an upper limit to the donor mass. The lower mass limit for a given spectral type depends on the mixing length parameter. If this is large, there is no lower limit if the spectral type is later than K6. The band width decreases from $`0.4\mathrm{M}_{}`$ at K6 to less than $`0.2\mathrm{M}_{}`$ at K0. If the mixing length parameter is small, there is no lower mass limit if the spectral type is later than M2, and the band width decreases from $`0.2\mathrm{M}_{}`$ at M2 to less than $`0.1\mathrm{M}_{}`$ for types earlier than K0.

A logical next step is to consider the evolution of thermally unstable systems that start mass transfer from a fairly massive donor ($`M_22\mathrm{M}_{}`$) and reappear as j–driven short–period systems after reversal of the mass ratio. Detailed calculations of such systems are underway (Schenker et al. 2000, in preparation). These will allow us to assess how different descendants of thermal–timescale mass transfer are from the systems considered here, which had a more moderate initial mass ($`<1.5\mathrm{M}_{}`$) and were j–driven from the start.

The results presented here are rather robust and inevitable predictions of standard stellar structure and evolution theory that has been successfully tested against observations of isolated low–mass stars. It is therefore highly desirable to test them by observational means, i.e. by a reliable donor mass determination in systems with spectral type in the indicated range.

## Acknowledgments

We thank Hans Ritter and Klaus Schenker for useful discussions. ARK thanks the U.K. Particle Physics and Astronomy Research Council for a Senior Fellowship. Comments by the anonymous referee helped to improve this paper. We thank EGIDE (ALLIANCE contract 000193RL) for travel and visiting support.


text:
# 1 Introduction

## 1 Introduction

There is considerable evidence in $`\gamma ^{}p`$ reactions that the nominally perturbative regime can be strongly influenced by non-perturbative effects. This is an obvious feature of recent dipole models of deep inelastic scattering , where for transverse photons especially the contribution from large (non-perturbative) dipoles extends to significantly large values of $`Q^2`$. The penetration of non-perturbative physics into the perturbative regime is even more explicit in generalised vector dominance models  or in two-component models  which combine “soft” (non-perturbative) and “hard” (perturbative) contributions. Typically the soft contribution comprises the normal reggeon and soft pomeron exchanges, the latter with an intercept of $`1.08`$. The hard contribution may be a second pomeron, the hard pomeron, with an intercept of $`1.44`$ , or be based explicitly on perturbative QCD .

A good illustration of the two-component approach is provided by exclusive $`\rho `$ electroproduction, $`\gamma ^{}p\rho p`$. The high-energy data  indicate that this approach is appropriate, as the effective pomeron intercept increases from the canonical hadronic value of $`1.08`$ for real photons to perhaps as large as $`1.19`$ at $`Q^2=20\mathrm{GeV}^2`$. In section 2 we present a two-component model for $`\rho `$ electroproduction which successfully describes all current data. We base our calculations on two-gluon-exchange models of the pomeron. For the non-perturbative contribution we use the model of Diehl  and for the perturbative contribution that of Martin, Ryskin and Teubner . The procedure follows the suggestion of  by calculating the light quark anti-quark pair $`u\overline{u}`$ and $`d\overline{d}`$ production process $`\gamma ^{}pq\overline{q}p`$ with the invariant mass of the $`q\overline{q}`$-pair $`M_X`$ afterwards integrated over the mass interval of the $`\rho `$. This approach has the benefit of avoiding vector meson wave function complications, which can be serious , and allows one to concentrate on the production dynamics.

A related topic is that of Deeply Virtual Compton Scattering (DVCS) on protons, $`\gamma ^{}p\gamma p`$, which is seen as an important reaction for the study of diffraction in QCD. In the standard QCD approach the amplitude is described by skewed parton distributions  corresponding to operator products evaluated between protons of unequal momenta. These are generalizations of the familiar parton distribution of deep inelastic scattering, and like them satisfy perturbative evolution equations  which enable them to be evaluated at all $`Q^2`$ in terms of an assumed input at some appropriate $`Q^2=Q_0^2`$. Preliminary data  have been presented which are consistent with QCD predictions , subject to two uncertainties.

The first is that the theoretical predictions refer to zero momentum transfer $`t=0`$ and to compare with experiment, one must integrate over $`t`$. This is done by assuming an exponential dependence $`\mathrm{exp}(bt)`$ and estimating the unmeasured slope parameter $`b`$. The considerable uncertaintyIn analysing their preliminary data, H1  assume $`7b10`$ GeV-2 in $`b`$ leads to a corresponding uncertainty in the normalization of the predictions.

Secondly, it is necessary to specify the input skewed parton distributions at the reference $`Q_0^2`$. In  these are obtained by estimating their ratio to “ordinary” parton distributions at $`Q_0^2=2.5\mathrm{GeV}^2`$ using arguments based on the aligned jet model , which in practice is almost identical to the simplest diagonal generalized vector meson dominance model for the soft pomeron term . The resulting ratio is of the order of 2, leading to a factor of order four in the predicted DVCS cross-sections. While this provides a reasonable first estimate, it is clearly subject to uncertainties which will become important when more accurate data are available.

Here we note that there are direct “hadronic” contributions to DVCS via the vector-meson-dominance mechanism $`\gamma ^{}pVp`$, $`V\gamma `$. One particular vector-meson contribution to DVCS, namely that of the $`\rho `$, can be calculated with reasonable precision using the results of Section 2. This is done in section 3, where we show that the results provide useful constraints on models used to estimate the skewed parton distributions at the reference $`Q_0^2`$.

## 2 Rho electroproduction

According to the factorisation theorem  the exclusive vector meson production processes can be factored into three parts: the fluctuation of the (virtual) photon into a $`q\overline{q}`$-pair; the interaction of the $`q\overline{q}`$-pair with the proton; and the formation of the vector meson from the $`q\overline{q}`$-pair. Similarly, the upper part of either diagram in figure 1, containing the process $`\gamma ^{}q\overline{q}`$ can be considered separately from the rest of the diagram. Apart from the couplings $`\alpha _\text{S}`$, the upper parts of the non-perturbative and perturbative diagrams are identical. The lower parts, that is the parts containing the gluons and the proton, are described differently in each approach.

The model of Diehl  follows Landshoff and Nachtmann (LN) . The gluons are assumed not to interact with each other and a non-perturbative gluon propagator  is used:

$$𝒟_{np}\left(k^2\right)=𝒩_{np}\left[1+\frac{k^2}{\left(n1\right)\mu _0^2}\right]^n,$$
(1)
with $`n=4`$. The normalisation $`𝒩_{np}`$ is determined from the condition

$$_0^{\mathrm{}}𝑑k^2\left[\alpha _S^{(0)}𝒟_{np}(k^2)\right]^2=\frac{9\beta _0^2}{4\pi }.$$
(2)
The phenomenological parameters $`\beta _0`$, which describes the effective coupling of the pomeron to the proton, and $`\mu _0`$ are determined from the total $`pp`$ and $`p\overline{p}`$ cross section data and from deep inelastic scattering: $`\beta _02.0\mathrm{GeV}^1`$ and $`\mu _01.1\mathrm{GeV}`$ . For the non-perturbative couplings of the gluons to the quarks forming the $`\rho `$ a value $`\alpha _S^{(0)}1`$ is taken.

It has been argued  that the diagrams in which the non-perturbative gluons couple to different valence quarks in the proton are suppressed and therefore can be disregarded. Only the diagrams where both gluons couple to the same valence quark are calculated. Each of the three valence quarks is incorporated into the proton according to the Dirac form factor of the proton $`F_{1p}(t)`$, where $`t=\mathrm{\Delta }^2`$ and the four-momenta of the particles are as depicted in figure 1. The energy dependence due to the soft pomeron comes via a factor $`x_{IP}^{\alpha _{IP}(t)}`$ in the amplitude, with $`x_{IP}(M_X^2+Q^2t)/(W^2+Q^2m_{proton}^2)`$ and $`\alpha _{IP}(t)`$ the soft pomeron trajectory . In principle we can calculate the $`t`$-dependence of the soft-pomeron contribution from this, but as this cannot be done for the perturbative contribution, we calculate only at $`t=0`$ and use the experimental slope to give the integrated cross section.

Following the argument of , the coupling $`\alpha _\text{S}`$ at three of the four vertices is taken at a non-perturbative scale, i.e. $`\alpha _S^{(0)}`$ is used, while for the vertex where the gluon couples to the off-shell quark it is taken at a perturbative scale $`\lambda ^2=\left(\mathbf{}_t^2+m_q^2\right)\left(Q^2+M_X^2\right)/M_X^2`$, which is a typical scale for the whole upper part of the diagram.

In the perturbative approach by Martin et al.  the pomeron is modelled as a pair of perturbative gluons with symmetric momenta. The perturbative gluon propagator $`𝒟_p(k^2)=1/k^2`$ is used. In principle the gluon flux can be obtained from the unintegrated gluon density $`f(x_{IP},|k^2|)`$, which gives the probability of finding a $`t`$-channel gluon with the momentum squared $`|k^2|`$ in the proton. However, a special treatment of the infrared region is required as the unintegrated gluon density $`f(x_{IP},|k^2|)`$ is theoretically undefined as $`|k^2|0`$ and numerically unavailable below some value of $`|k^2|=Q_0^2`$, which varies with the parton distribution chosen and usually is in the region from 0.2 to a few $`\mathrm{GeV}^2`$. The linear approximation as suggested in  is used to account for the contribution to the integral from the $`|k^2|<Q_0^2`$ region. A number of gluon distributions were tried, including MRS(R1), MRS(R2), GRV94HO, GRV94LO and others using the PDFLIB program libraries  for numerical calculations. However, the one which gave the best energy dependence within the model is CTEQ4LQ , so results are presented only for that choice.

The derivations of both models can be expressed in a common kinematical framework, taking into account the on-shell conditions along the cut line in figure 1, which result in the gluon momenta being predomimently transverse with respect to the $`\gamma ^{}p`$ axis, $`|k^2|𝒌_t^2`$. Here and subsequently transverse two-vectors are shown in bold. Integrating over the azimuthal angles, one obtains a common structure for both models  at $`t=0`$:

$$\frac{d^2\sigma ^{L,Tr}}{dM_X^2dt}=\frac{16\mathrm{e}_q^2\alpha _{em}}{3}\frac{1}{M_X^2}_0^{\frac{1}{4}M_X^2m_q^2}\frac{d\mathbf{}_t^2}{\sqrt{14(\mathbf{}_t^2+m_q^2)/M_X^2}}\left(\frac{\mathbf{}_t^2+m_q^2}{M_X^2}\right)𝒮^{L,Tr}$$

with

$`𝒮^L`$ $`=`$ $`4Q^2\left({\displaystyle \frac{\mathbf{}_t^2+m_q^2}{M_X^2}}\right)^2\left[{\displaystyle 𝑑𝒌_t^2𝒫\left(\frac{1}{\overline{Q}^2+\mathbf{}_t^2}\frac{1}{\sqrt{(\overline{Q}^2+\mathbf{}_t^2+𝒌_t^2)^2\mathrm{\hspace{0.25em}4}𝒌_t^2\mathbf{}_t^2}}\right)}\right]^2`$ (3)
$`𝒮^{Tr}`$ $`=`$ $`\left[{\displaystyle 𝑑𝒌_t^2𝒫\left(\frac{1}{\overline{Q}^2+\mathbf{}_t^2}\frac{1}{2\mathbf{}_t^2}+\frac{\overline{Q}^2\mathbf{}_t^2+𝒌_t^2}{2\mathbf{}_t^2\sqrt{(\overline{Q}^2+\mathbf{}_t^2+𝒌_t^2)^2\mathrm{\hspace{0.25em}4}𝒌_t^2\mathbf{}_t^2}}\right)}\right]^2`$ (4)
$`\times `$ $`\mathbf{}_t^2\left(1{\displaystyle \frac{2(m_q^2+\mathbf{}_t^2)}{M_X^2}}\right)+{\displaystyle \frac{1}{4Q^2}}\left({\displaystyle \frac{M_X^2}{\mathbf{}_t^2+m_q^2}}\right)^2m_q^2𝒮^L`$
where $`\overline{Q}^2m_q^2+Q^2\left(\mathbf{}_t^2+m_q^2\right)/M_X^2`$ and the symbol $`𝒫`$ denotes the model-dependent parts

$`𝒫_{np}`$ $`=`$ $`F_{1p}(0)x_{IP}^{1\alpha _{IP}\left(0\right)}\left[\alpha _\text{S}^{(0)}\right]^{3/2}\sqrt{\alpha _\text{S}\left(\lambda ^2\right)}\left[𝒟_{np}\left(k^2\right)\right]^2`$ (5)
$`𝒫_p`$ $`=`$ $`{\displaystyle \frac{\pi }{4}}\alpha _\text{S}\left(𝒌_t^2\right)f(x_{IP},𝒌_t^2){\displaystyle \frac{1}{𝒌_t^4}}.`$ (6)
Here $`f(x_{IP},𝒌_t^2)`$ is related to the gluon distribution $`g(x_{IP},Q^2)`$ by

$$x_{IP}g(x_{IP},Q^2)=^{Q^2}\frac{d𝒌_t^2}{𝒌_t^2}f(x_{IP},𝒌_t^2)$$
(7)
with the inverse

$$f(x_{IP},𝒌_t^2)=𝒌_t^2\frac{(x_{IP},g(x_{IP},𝒌_t^2))}{𝒌_t^2}.$$
(8)
Such a common structure should be present since both models describe the same physical process. The common parts originate mainly from the kinematics of the process. The difference is contained in equations (6) and (7), arising from the different physical interpretations of the internal dynamics of the process in the two models.

The relation between the models can formally be written as a replacement $`𝒫_{np}𝒫_p`$. There are no $`\sqrt{\alpha _\text{S}}`$ couplings for the two bottom vertices in the perturbative case since the gluons are considered as part of the proton and described by $`f(x_{IP},𝒌_t^2)`$. A minor difference is the different argument of $`\alpha _\text{S}`$ in both models and the fact that there is no need for the linear approximation in the nonperturbative model since the integration over the gluon momentum can be performed down to zero. The expressions above are given in a general form but can be further simplified for the light quarks assuming $`m_q=0`$.

The forward differential cross section $`d\sigma /dt|_{t=0}`$ can be related to the total cross section $`\sigma (W,Q^2)`$ using the experimentally measured forward diffractive slope $`b_\rho (Q^2)`$ assuming an exponential $`t`$-dependence of $`d\sigma /dt`$:

$$\sigma _{\gamma ^{}p\rho p}\frac{1}{b_\rho (Q^2)}\underset{q=u,d}{}_{M_1^2}^{M_2^2}𝑑M_X^2\left[\epsilon _{expt}\frac{d\sigma _{\gamma ^{}pq\overline{q}p}^L}{dtdM_X^2}+\frac{d\sigma _{\gamma ^{}pq\overline{q}p}^{Tr}}{dtdM_X^2}\right]_{t=0}.$$
(9)
The slope parameter $`b_\rho (Q^2)`$ varied from 7 at the smallest $`Q^2`$ to 4 at the highest $`Q^2`$. The $`M_X^2`$-integration limits $`M_1^2=\left(0.6\mathrm{GeV}\right)^2`$ and $`M_2^2=\left(1.05\mathrm{GeV}\right)^2`$ were chosen to span the $`\rho `$-region, following . The polarisation of the photon beam $`\epsilon _{expt}`$ is a known characteristic of the experiment. For HERA $`\epsilon _{expt}1`$ while for fixed-target experiments it varies significantly, depending on the energy and photon virtuality. It is generally in the range of 0.5 to 0.9 and this is taken into account when comparing our results with the data.

Neither model by itself can describe all the observed features of the $`\rho `$ electroproduction data simultaneously: that is, the absolute value of the total cross section $`\sigma (W,Q^2)`$; its dependencies on $`Q^2`$ and $`W`$; and the variation of the longitudinal to transverse cross section ratio $`R=\sigma ^L/\sigma ^T`$ with $`Q^2`$. The non-perturbative approach gives an energy dependence which is too flat at the higher values of $`Q^2`$ due to the soft pomeron intercept while the energy dependence of the perturbative approach, coming from the energy dependence of the gluon density, is clearly too steep at all $`Q^2`$. The perturbative model does not replicate the $`Q^2`$-dependence of the NMC data, and the non-perturbative model gives a longitudinal to transverse ratio which is somewhat lowFor further details, see .

The results of summing the perturbative and non-perturbative production amplitudes

$$𝒫=𝒫_{np}+𝒫_p$$
(10)
with $`𝒫_{np}`$ and $`𝒫_p`$ as given by (5) and (6), are shown in figures 3, 3 and 4 together with the data. It is clear that the two-component model gives excellent agreement. The effect of the value of $`Q_0^2`$ is shown in figure 3. The effect is consistent both at high and low energy and allows us to fix $`Q_0^20.9\mathrm{GeV}^2`$, which is a reasonable value.

## 3 Deeply virtual Compton scattering (DVCS)

We now use the results of the previous section to estimate the contribution to DVCS from the mechanism of figure 5; and then comment on its implications for the estimation of the skewed parton distributions at the reference $`Q_0^2=2.6\mathrm{GeV}^2`$.

### 3.1 Estimating the $`\rho `$ contribution

Assuming $`s`$-channel helicity conservation, only transverse photons contribute to the DVCS cross section. The relation between the DVCS and the $`epe\gamma p`$ cross sections is

$$\frac{d^2\sigma _{epe\gamma p}}{dWdQ^2}=\frac{\alpha _{em}}{\pi }\frac{W}{Q^2\left(W^2+Q^2m_{proton}^2\right)}\left[1+\left(1y\right)^2\right]\sigma _{\gamma ^{}p\gamma p}^{Tr},$$
(11)
with $`y\left(W^2+Q^2m_{proton}^2\right)/\left(sm_{proton}^2\right)`$, $`\sqrt{s}`$ is the centre-of-mass energy of the $`ep`$ system and $`W`$ is that of the $`\gamma ^{}p`$ system. The contribution from the mechanism of figure 5 is then given by

$$\sigma _\rho (\gamma ^{}p\gamma p)\frac{4\pi \alpha }{\gamma _\rho ^2}\sigma (\gamma ^{}p\rho p).$$
(12)
The coupling $`e/\gamma _\rho `$ of the $`\rho `$ to the photon is directly related to the width of the decay $`\rho e^+e^{}`$. In the narrow-width approximation

$$\frac{4\pi }{\gamma _\rho ^2}=\frac{3\mathrm{\Gamma }_{\rho e^+e^{}}}{m_\rho \alpha ^2}=0.494\pm 0.023$$
(13)
where the experimental values of $`m_\rho `$, $`\mathrm{\Gamma }_\rho `$ and the branching ratios have been used .

The values obtained from (11), (12) and (13) for the differential cross section $`d\sigma _\rho /dQ^2`$, averaged over each $`Q^2`$-bin and integrated over $`30\mathrm{GeV}<W<120\mathrm{GeV}`$ are shown in Table 1, together with the preliminary experimental values  for $`d\sigma /dQ^2`$ with the Bethe-Heitler term subtracted off. As calculated, the amplitude in the model is purely imaginary§§§There is no interference term, since the data are integrated over the azimuthal angle $`\varphi _r`$. (See eqn.(40) of ). We also give the estimate

$$R_𝒜\left(Q^2\right)=\frac{𝒜_\rho \left(\gamma ^{}p\gamma p\right)}{𝒜\left(\gamma ^{}p\gamma p\right)}\left[\frac{d\sigma _\rho /dQ^2}{d\sigma /dQ^2}\right]^{1/2}$$
(14)
of the amplitude of figure 5 to the total non-Bethe-Heitler amplitude. As can be seen, this reduces from of order 20 $`\%`$ in the lowest $`Q^2`$ bin to of order 10 $`\%`$ in the highest. Although small, this is not a negligible contribution to the total amplitude for DVCS, since it will interfere constructively with the remaining dominant contributions assuming they are mainly imaginary. It is also worth noting that even for the lowest $`Q^2`$ bin, $`𝒜_\rho \left(\gamma ^{}p\gamma p\right)`$, which one might expect to be predominantly “soft”, contains a significant contribution, about 40 $`\%`$, from the perturbative term.

| $`30\mathrm{GeV}<W<120\mathrm{GeV}`$ | $`d\sigma _\rho /dQ^2`$ | $`d\sigma _{expt}/dQ^2`$ | $`R_𝒜`$ |
| --- | --- | --- | --- |
| $`Q^2`$ bin $`\left[\mathrm{GeV}^2\right]`$ | $`\left[pb/\mathrm{GeV}^2\right]`$ | $`\left[pb/\mathrm{GeV}^2\right]`$ |  |
| 2.0 to 4.0 | 1.576 | $`47_{10}^{+12}`$ | $`0.18_{0.02}^{+0.02}`$ |
| 4.0 to 6.5 | 0.213 | $`6.5_{2.5}^{+1.6}`$ | $`0.18_{0.02}^{+0.04}`$ |
| 6.5 to 11.0 | 0.0352 | $`2.10_{0.64}^{+0.51}`$ | $`0.13_{0.02}^{+0.02}`$ |
| 11.0 to 20.0 | 0.00498 | $`0.35_{0.14}^{+0.17}`$ | $`0.12_{0.03}^{+0.02}`$ |

### 3.2 Estimating the input distributions

In  the input skewed parton distributions at the reference $`Q_0^2=2.6\mathrm{GeV}^2`$ were estimated by relating them to “ordinary” parton distributions by using arguments based on the aligned jet model . In practice this is almost identical to the application of generalised vector meson dominance (GVD) in its diagonal form . Both models assume that for the scattering of virtual photons the amplitude at $`t=0`$ is of the form

$$\mathrm{Im}𝒜(\gamma ^{}N\gamma ^{}N)_{t=0}=\frac{\alpha }{3\pi }_{m_0^2}^{\mathrm{}}𝑑m^2\frac{m^2\rho (m^2)}{(Q^2+m^2)^2}$$
(15)
where $`\rho (m^2)`$ is taken to be energy independent, corresponding to soft Pomeron behaviour with intercept $`\alpha _{IP}=1`$. For the aligned jet model $`\rho (m^2)`$ is given by

$$\rho (m^2)=\sigma _{AJM}^{\mathrm{Tot}}(m^2)R^{e^+e^{}}(m^2)\frac{3k_T^2}{m^2}.$$
(16)
In  the product $`\sigma _{AJM}^{\mathrm{Tot}}k_T^2R^{e^+e^{}}(m^2)`$ is assumed to be a constant. For diagonal vector meson dominance $`\rho (m^2)`$ is given by

$$\rho (m^2)=\sigma _{Vp}^{\mathrm{Tot}}(m^2)R^{e^+e^{}}(m^2),$$
(17)
and the identification of the two approximations is completed by the usual diagonal GVD assumption that $`\sigma _{Vp}^{\mathrm{Tot}}(m^2)1/m^2`$ for $`\alpha _{IP}=1`$ and $`R^{e^+e^{}}(m^2)`$ is constant.

In the case of DVCS the imaginary part of the amplitude for $`t=0`$ is obtained from (15) by replacing one of the propagators with $`1/m^2`$. Since $`m^2\rho (m^2)`$ in (15) and in its DVCS equivalent is taken to be constant in the aligned jet/GVD model, the integrals are trivial, giving the result

$$\frac{\mathrm{Im}𝒜(\gamma ^{}N\gamma N)_{t=0}}{\mathrm{Im}𝒜(\gamma ^{}N\gamma ^{}N)_{t=0}}=\frac{1}{Q^2}(m_0^2+Q^2)\mathrm{ln}(1+Q^2/m_0^2).$$
(18)
For a reasonable choice of the lower limit $`m_0^2`$ in (18), typically 0.4 to 0.6 $`\mathrm{GeV}^2`$, the ratio $`2`$ for $`Q^22.5\mathrm{GeV}^2`$. So knowing $`F_2(x,Q^2)`$ this gives the input to the DVCS evolution equations .

At this point we notice that the same aligned jet/GVD model also implies values for the $`\rho `$ contribution to DVCS. Attributing the low mass contribution to the $`\rho `$-meson, one easily obtains

$$R_A(Q^2)=\frac{\mathrm{Im}A_\rho (\gamma ^{}N\gamma N)_{t=0}}{\mathrm{Im}A(\gamma ^{}N\gamma N)_{t=0}}=\frac{\mathrm{ln}(1+Q^2/M_1^2)\mathrm{ln}(1+Q^2/M_2^2)}{\mathrm{ln}(1+Q^2/M_1^2)}$$
(19)
where we have chosen $`m_0^2=M_1^2=(0.6\mathrm{GeV})^2`$ and $`M_2^2=(1.05\mathrm{GeV})^2`$ for consistency with our treatment of the $`\rho `$ in Section 2 (cf. equation 9). This gives values for $`R_𝒜`$ of 0.43 at $`Q^2=Q_0^2=2.6\mathrm{GeV}^2`$ reducing to 0.28 at $`Q^2=15\mathrm{GeV}^2`$. These values are considerably larger than the much more reliable estimates of section 3.1.

This discrepancy is not surprising given the extreme simplicity of the aligned jet/GVD model used. More elaborate versions can be constructed and will be required in the future to estimate more accurately the skewed parton distributions at the reference $`Q_0^2`$. Such models will need to take account of both “hard” and “soft” diffraction, and in constructing them the requirements that they be compatible with the $`\rho `$ contributions of Section 3.1, as well as the structure function data for $`0Q^2Q_0^2`$, will be essential constraints.

## Acknowledgments

This work was supported by an Overseas Research Student Award, a University of Manchester Research Scholarship and by PPARC grant number PPA/G/0/1998. We thank Marcus Diehl, Martin McDermott and Thomas Teubner for many helpful comments.