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# Large Metric Perturbations from Rescattering

## Abstract

We study numerically evolution of metric perturbations during reheating in a model with two fields and a strong parametric resonance. Our calculation is fully nonlinear and includes gravity but is restricted to spherical symmetry. In this model, super-Hubble metric perturbations can grow during reheating only due to effects nonlinear in fluctuations of the fields. We find that they indeed grow and, soon after the growth begins, dominate variances of the metric functions. Thus, the metric functions become smooth but varying significantly over large scales. Their profiles at late times are interpreted as signalling a gravitational instability and formation of a black hole.

preprint: PURD-TH-00-05, hep-ph/0009093

Inflationary cosmology (reviewed in books ) provides a very attractive explanation of the origin of the large-scale structure of the universe . If the only important interaction of the scalar field (the inflaton) is gravity, metric perturbations at super-Hubble scales can grow during inflation and during the transition to radiation-dominated (RD) era, but not during the RD era itself. Thus, they are preserved until the time when a gravitational instability is ready to convert them into the observed structure.

The question remains, however, whether that scenario can be changed by additional interactions of the inflaton (a self-interaction or interactions with other fields). Specifically, right after the inflation, at reheating, the inflaton still has a large homogeneous component, and it is easy to imagine that fluctuations of various fields (and essentially of any scale) produced at that time will kick particles out of the homogeneous modes, into modes with large, super-Hubble wavelengths.

A natural arena to address the above question is inflationary models in which reheating starts out explosively, via a parametric resonance . In rigid spacetimes, the growth of large-wavelength modes due to rescattering , and the resulting formation of smooth (turbulent) power spectra, are clearly seen in a variety of inflationary models . To extend these analyses to super-Hubble scales, it is necessary to include gravity, i.e. perturbations of the metric.

The influence of parametric resonance on the evolution of metric perturbations at first order in field fluctuations was addressed in . While it is possible to identify models in which the growth of super-Hubble metric perturbations occurs at that order , in many popular models such growth (if any) can only appear at the second order (e.g. through the scattering process described above). Such second-order effects are quite generic. Fortunately, models with a parametric resonance are amenable to a fully nonlinear numerical study, based on the classical approximation .

Here we present results of such a study, including gravity but restricted to spherical symmetry, for the model of two interacting field with the potential

$$V(\varphi ,\chi )=g^2\varphi ^2\chi ^2/2+\lambda \varphi ^4/4,$$
(1)
where $`\varphi `$ is the inflaton, and $`\chi `$ is a field that initially has no homogeneous component. Both fields are minimally coupled to gravity.

We choose one the “magic numbers” for $`g^2/\lambda `$, for which the resonance is especially strong : $`g^2/\lambda =8`$. With this choice, the resonance peak is at $`k=0`$, so super-Hubble fluctuations of $`\chi `$ will start growing right away. Because $`\chi `$ initially has no homogeneous component, that growth will induce fluctuations of the metric that are still of the second order in $`\delta \chi `$. We do not believe the choice of $`g^2/\lambda `$ to be of great importance (although a weaker resonance or a smaller initial $`\delta \chi `$ will delay the onset of nonlinearity in field fluctuations); we tried other values, with very similar results . Note that the scattering mechanism described above will work even in the absence of any preexisting fluctuations of $`\chi `$ at super-Hubble scales.

We find that (i) super-Hubble perturbations of metric indeed grow, and (ii) profiles of the metric functions eventually undergo a significant change, which we interpret as development of gravitational instability and formation of a black hole.

The first of these results is in agreement with a result obtained by Easther and Parry for the $`\lambda \varphi ^4`$ model in planar geometry , but the second one is not. We do not think that the difference is due to the different choice of a model, but are inclined to attribute it either to the difference in geometry or to the presence of an additional radiation field in their calculation.

When we speak about terms of the second order in $`\delta \chi `$, we envision fluctuations of the energy density of the form

$$\delta E_\text{k}d^3pF(\text{p},\text{k})\delta \chi _\text{p}\delta \chi _{\text{p}+\text{k}},$$
(2)
with nonzero k ($`F`$ is some function; a corresponding term with $`\text{k}=0`$ does not contribute to $`\delta E`$, but only to the average energy). Terms like (2) appear both directly from $`(\delta \chi )^2`$ terms in the energy, and from terms proportional to $`\delta \varphi `$, after a sizable $`\delta \varphi `$ is generated by rescattering.

We caution, however, against relying on the size of $`\delta E`$ as the criterion for formation of black holes, as seems to be the trend in recent literature . One needs to solve explicitly for the metric functions. In Newtonian gravity, the gravitational potential will typically be smoother that the mass distribution. Similarly, in our simulations (using general relativity), we find that while the profiles of the fields $`\varphi `$ and $`\chi `$ (and of the spatial curvature), at the time when a black hole forms, are fairly rugged, those of the metric functions are exceptionally smooth. We stress that at that time the power spectra of the fields and of the metric functions are determined by rescattering, rather than by their initial spectra or the original shape of the resonance. Thus, rescattering becomes a crucial effect.

We use a spherically symmetric metric in isotropic coordinates:

$$ds^2=N^2(t,r)dt^2+\psi ^4(t,r)\left[dr^2+r^2d\mathrm{\Omega }^2\right].$$
(3)
Equations of motion are written in the Hamiltonian form, the Hamiltonian pairs being $`(\varphi ,\pi _\varphi )`$, $`(\chi ,\pi _\chi )`$, and $`(\psi ,K)`$, where $`K`$ is the trace of the extrinsic curvature: $`K=6\dot{\psi }/N\psi `$. The lapse $`N`$ does not have a pair; it satisfies an ordinary differential equation that involves only spatial derivatives. The energy and momentum of the scalar fields are

$`E`$ $`=`$ $`(\pi _\varphi ^2+\pi _\chi ^2)/2\psi ^{12}+(\varphi _{}^{}{}_{}{}^{2}+\chi _{}^{}{}_{}{}^{2})/2\psi ^4+V(\varphi ,\chi ),`$ (4)
$`P`$ $`=`$ $`(\pi _\varphi \varphi ^{}+\pi _\chi \chi ^{})/\psi ^6,`$ (5)
and the energy and momentum constraints are

$`C_E`$ $``$ $`R+8^2\psi /\psi ^5=0,`$ (6)
$`C_M`$ $``$ $`P2K^{}/3\kappa ^2=0,`$ (7)
where $`R`$ is the curvature of the spatial sections:

$$R/2=\kappa ^2EK^2/3,$$
(8)
and $`\kappa ^2=8\pi G`$.

We take the equation for $`K`$ in the form

$$\frac{\dot{K}}{N}=\frac{K^2}{2}6\frac{\psi ^{}}{\psi ^5}\left(\frac{\psi ^{}}{\psi }+\frac{1}{r}\right)3\frac{N^{}}{N\psi ^4}\left(\frac{1}{r}+2\frac{\psi ^{}}{\psi }\right)+\frac{3}{2}\kappa ^2\left(E2V\right)\frac{3}{4}wC_E.$$
(9)
Adding the constraint function $`C_E`$ with some coefficient $`w>0`$ supplies the equation with a second spatial derivative of $`\psi `$ and, for a range of $`w`$, prevents a short-scale numerical instability. We present results for $`w=3`$; results for $`w=1`$ are similar. All other equations are standard, and we do not write them here.

It is convenient to work in rescaled variables, in which $`\varphi `$ and $`\chi `$ are measured in units of $`\varphi (0)`$, the field at the end of inflation, while time and distance are measured in units of $`1/\sqrt{\lambda }\varphi (0)`$. Comoving momenta $`k`$ are in units of $`\sqrt{\lambda }\varphi (0)`$. The evolution equations retain their form, with the following replacements: $`\lambda 1`$, $`g^2g^2/\lambda `$, and $`\kappa ^2\kappa ^2\varphi ^2(0)=3.08`$. The numerical value for $`\varphi (0)`$ is adopted from the previous work .

In the classical approximation, fields are regarded as classical entities with random initial conditions. Their Fourier components in the initial state are Gaussian and distributed according to certain power spectra. We choose these initial spectra as follows.

Amplification of quantum fluctuations of the metric during inflation results in an approximately scale-invariant spectrum for $`\psi `$: $`|\psi _\text{k}|^21/k^3`$; double brackets denote averaging over the quantum state. Then, from the energy constraint, $`|\pi _{\varphi \text{k}}|^2k`$ at large $`k`$. We choose to cut off the spectra at large $`k`$ to remove the corresponding large contribution to energy, so it does not cause spurious gravitational effects at early times. Thus, we use for $`\psi `$ an initial power spectrum of the form $`k^3\mathrm{exp}(k^2/\mu ^2)`$, with $`\mu ^2=10`$. This cutoff is imposed only at the initial instant, and the results at large times are insensitive to it. The overall magnitude of the $`\psi `$ spectrum is chosen to get a realistic size of fluctuations on super-Hubble scales, $`\delta \psi /\psi 10^5`$.

Initial spectra of $`\varphi `$, $`\chi `$, and $`K`$ are then obtained as follows. Fluctuations of $`\chi `$ are placed in adiabatic vacuum, with a cutoff factor as above. This leads to an initial $`\delta \chi 3\times 10^8M_{\mathrm{Pl}}`$. Fluctuations of $`\varphi `$ are determined from the constraints. We either solve the constraints to the first order, or use a trivial exact solution: $`\delta \varphi =0`$, with $`\delta K`$ determined from (7), and $`\delta \pi _\varphi `$ from (6). Results for these two types of initial conditions are quite similar; here we present those for the exact solution.

The Hamiltonian structure of the equations suggests that it is suitable to use a leapfrog algorithm, in which the coordinates are viewed as defined at full time steps, and the momenta at half-steps. The lapse $`N`$ is updated from its differential equation at full steps and is extrapolated to half-steps. The equation for $`N`$ does not fix its overall normalization, so $`N`$ can be arbitrarily scaled at each spatial section to define a convenient time variable. We use conformal time, obtained by setting $`N`$ at the outer end of the grid equal to the scale factor (defined below). We use the boundary condition $`f_n=f_{n1}`$ at the outer end; $`f`$ is any field or metric function.

At times shown in the figures, $`\psi _n^2`$, the square of $`\psi `$ at the end of the grid, grows steadily with time and even at the latest times deviates relatively little from a linear $`t`$ dependence corresponding to an RD universe. Motivated by that, we adopted the following definitions of the scale factor $`a(t)`$ and the comoving Hubble parameter $`H(t)`$: $`a=\psi _n^2`$, $`H=aK_n/3`$.

We output two types of quantities as functions of the conformal time. Some are built from ordinary lattice averages, such as

$$f=S_2^1\underset{i=1}{\overset{n1}{}}i^2f_i,$$
(10)
where $`S_2=(2n^33n^2+n)/6`$. These include ordinary root mean square (r.m.s.) deviations—square roots of the variances $`(\delta f)^2`$, where $`\delta f=ff`$. The other type of quantity is r.m.s “superdeviations” $`\sigma (f)`$, which measure the super-Hubble content of a field:

$$\sigma ^2(f)=4\pi _{k_{\mathrm{min}}}^H𝑑kk^2P_f(k),$$
(11)
where $`P_f`$ is the power spectrum of $`\delta f=ff`$, and $`k_{\mathrm{min}}=\pi /L`$; $`L`$ is the radius of the box.

Here we present results for $`L=500\pi `$ and $`n=8192`$. In Fig. 1 we plot two quantities characterizing the growth of super-Hubble perturbations: $`\sigma (R)/2\kappa ^2E`$, and $`\sigma (\psi )/\psi `$. Both clearly grow, and that growth begins around the same time as the growth of $`\delta \varphi `$. This is of no surprise since all these effects are of the same, second order in $`\delta \chi `$. (The resonant growth of $`\delta \chi `$ begins much earlier, at $`t10`$, and ends at $`t80`$.) We also plot the divided by $`\psi `$ ordinary r.m.s. deviation of $`\psi `$, which includes all modes. We see that at $`t>60`$ the full r.m.s. deviation is barely distinguishable from $`\sigma (\psi )`$, i.e. at these times almost all of the variance of $`\psi `$ is in super-Hubble modes. Same is true for $`N`$, but not for example for $`R`$. This quantifies our conclusion that at times of interest the metric functions are smooth.

To judge the quality of these results, we plot in Fig. 2 the superdeviations of the constraint functions $`C_E`$ and $`C_M`$, relative to $`\sigma (R)`$ and $`\sigma (P)`$, respectively. The large spikes in $`\sigma (C_M)/\sigma (P)`$ occur at times when the homogeneous component of $`\varphi `$ reaches a maximum or minimum, and $`\sigma (P)`$, by which we divide, becomes especially small.

In Fig. 3 we plot profiles of the lapse function $`N(r)`$ at different moments of time. The values of $`t`$ give a good approximation to $`1/H`$, the comoving Hubble radii at these times (with $`H`$ defined as above), and one sees that the variation of $`N`$ mostly occurs over super-Hubble scales. We interpret $`N`$ crossing zero as formation of a horizon of a black hole (or, more precisely, what will look as a black hole to an observer at large $`r`$): a point where $`N=0`$, and $`\psi `$ is finite, cannot be reached by light from any other point in a finite time. For a Schwarzschild black hole in asymptotically flat space, the lapse function, in isotropic coordinates (3), crosses zero at $`r=r_0/4`$, where $`r_0`$ is the Schwarzschild radius. In that case, the isotropic coordinates cover only the region outside the horizon of the black hole, but they cover it twice. In our calculation, the spacetime is not asymptotically flat, and at present we are unsure how to interpret the “inside” region, where $`N<0`$ (see, however, remarks below).

We find the presence of super-Hubble modes essential: if we reduce the size of the integration box, so that no such modes are left by the time when nonlinearity becomes important (by choosing e.g. $`L=40\pi `$), $`N`$ does not cross zero. For a slightly larger box ($`L=70\pi `$) we observe formation and subsequent disappearance (“evaporation”) of a black hole. These results correspond well with our observation that $`\delta \psi /\psi `$ reaches smaller values in smaller boxes.

In a large volume, after the zero of $`N`$ first occurs, it propagates to larger $`r`$, until it becomes comparable to the size of the box, and the constraints break down. Shortly before that, however, we observe an interesting change in the profiles of the fields, see Fig. 4. The field $`\varphi `$ in the “interior” region becomes smooth and reminiscent of an excited state of a soliton star, cf. ref. , while the field $`\chi `$ is pushed out of the “interior” (we suppose, by its repulsive interaction with $`\varphi `$).

In the full three dimensions (as opposed to the spherically symmetric case) we expect formation of many black holes in different regions of space. In addition, gravitational waves (absent in spherical symmetry) may be produced in these inhomogeneous spacetimes even more efficiently than indicated by calculations in rigid spacetimes . It remains to see how these various effects constrain inflationary models in which they occur.

This work was supported in part by the U.S. Department of Energy under Grant DE-FG02-91ER40681 (Task B).


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# Anomalous modes drive vortex dynamics in confined Bose-Einstein condensates

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## Abstract

The dynamics of vortices in trapped Bose-Einstein condensates are investigated both analytically and numerically. In axially symmetric traps, the critical rotation frequency for the metastability of an isolated vortex coincides with the largest vortex precession frequency (or anomalous mode) in the Bogoliubov excitation spectrum. As the condensate becomes more elongated, the number of anomalous modes increases. The largest frequency of these modes exceeds both the thermodynamic critical frequency and the nucleation frequency at which vortices are created dynamically. Thus, anomalous modes describe not only the critical rotation frequency for creation of the first vortex in an elongated condensate but also the vortex precession in a single-component spherical condensate.

\]

Bose-Einstein condensation (BEC) and superfluidity are two entangled core issues of low-temperature physics, and recent experimental developments now allow us to study them in a nearly ideal system: a dilute gas of alkali atoms with well-understood interactions . Many key aspects of BEC have been clarified since the first experimental observations, and during the past year much attention has been given to manifestations of superfluidity. The ‘scissors mode’ of excitation of trapped condensates  implies the irrotational flow characteristic of superfluids. Quantized vortices, which have long been known as fundamental excitations of superfluid helium and superconductors, have been observed directly in one-  and two-component  trapped Bose gases.

Multiple vortices have recently been generated in confined single-component condensates  by rotating a weakly anisotropic trap at an angular frequency $`\mathrm{\Omega }`$. This approach resembles the classic rotating-bucket experiments on liquid helium , where vortices first appear  at a critical frequency $`\mathrm{\Omega }_c`$ above which the presence of the vortex lowers the total free energy . There is a discrepancy, however, between the observations of Madison et al.  and simple theoretical considerations based on the equilibrium solution of the Gross-Pitaevskii (GP) equation, which has otherwise been remarkably successful in describing condensate behavior ; in particular, the frequency at which vortices are first observed is significantly higher than equilibrium estimates of $`\mathrm{\Omega }_c`$.

The resolution of this discrepancy is the subject of the present paper. In particular, we find that the ‘anomalous modes’ of the Bogoliubov spectrum determine the critical rotation frequencies at which vortex arrays are observed in the ENS experiment ; they also determine the frequency of precession of the vortex core observed at JILA .

In trapped condensates, several factors influence the critical rotation frequency for appearance and stability of vortices, and for their subsequent dynamical motion:

(1) An energy barrier at the surface of the condensate  inhibits vortex penetration of its interior. Thus, vortices are predicted to nucleate spontaneously at a frequency $`\mathrm{\Omega }_\nu >\mathrm{\Omega }_c`$ , whose value coincides with the criterion for the Landau instability of surface excitations  and with the effective disappearance of the surface barrier . We show below that, while $`\mathrm{\Omega }_\nu `$ exceeds $`\mathrm{\Omega }_c`$ for the cigar geometry of the ENS experiments , it is still lower than the frequency at which vortices are first observed.

(2) Stringari  has shown that $`\mathrm{\Omega }_c`$ increases with $`T`$, reaching a maximum close to the BEC transition $`T_c`$. The temperature $`T0.8T_c`$ required to match the observed critical frequency, however, is much larger than the temperature at which the experiments are performed.

(3) A condensate with a vortex first becomes stable against small perturbations at the metastability frequency $`\mathrm{\Omega }_m`$. One definition for metastability is that the energy per particle must not decrease under infinitesimal displacements of the vortex from the condensate center; for a disk-shaped condensate, this yields $`\mathrm{\Omega }_m=\frac{3}{/}5\mathrm{\Omega }_c`$ in the Thomas-Fermi (TF) limit . Equivalently, the Bogoliubov excitation spectrum must contain only modes with positive energy. A non-rotating axisymmetric condensate with a singly quantized vortex has at least one “anomalous mode”; such modes have a negative excitation energy $`\epsilon _a`$ and a positive norm . For a rotating axisymmetric trap, these anomalous modes are Doppler-shifted upward by $`\mathrm{\Omega }`$, with the metastability frequency $`\mathrm{\Omega }_m=\text{max}(|\epsilon _a|)/\mathrm{}`$. As shown below, $`\mathrm{\Omega }_m`$ can exceed both $`\mathrm{\Omega }_c`$ and $`\mathrm{\Omega }_\nu `$ in cigar traps.

This criterion for the onset of linear stability agrees well with the large frequency at which vortices first appear experimentally in cigar-shaped condensates . It also explains why the observed critical frequency is independent of whether the condensate is first cooled and subsequently rotated, or vice versa. Otherwise, the critical rotation should be greater for the cool-and-then-rotate scenario, since vortices must surmount the energy barrier at the condensate surface, penetrating the cloud only at the nucleation frequency $`\mathrm{\Omega }_\nu >\mathrm{\Omega }_c`$.

(4) The anomalous modes correspond to the precession of the vortex core about the origin of the trap . For $`\mathrm{\Omega }<\mathrm{\Omega }_m`$ , the vortex moves in the same direction as the superfluid flow around the core. Hence, the anomalous mode(s) should describe the motion of one-component vortices in recent JILA experiments .

The present work links anomalous modes with these various observations. We proceed from the zero-temperature description of the order parameter (or wave function) for a condensate of 87Rb atoms, as a solution time-dependent GP equation

$$i_t\psi (𝐫,t)=\left(T+V_{\mathrm{trap}}+V_\mathrm{H}\mathrm{\Omega }L_z\right)\psi (𝐫,t),$$
(1)
with the kinetic energy operator given by $`T=\frac{1}{/}2\stackrel{}{}^2`$, the Hartree field by $`V_\mathrm{H}=4\pi \eta |\psi |^2`$, and trap potential by $`V_{\mathrm{trap}}=\frac{1}{/}2\left[\lambda ^2(1+ϵ_x)x^2+\lambda ^2(1+ϵ_y)y^2+z^2\right]`$, where $`\lambda =\omega _\rho /\omega _z`$ is the trap anisotropy and $`ϵ_x`$, $`ϵ_y`$ describe (small) departures of the trap from axial symmetry. The centrifugal term $`\mathrm{\Omega }L_z=i\mathrm{\Omega }\left(x_yy_x\right)`$ appears for systems rotating about the $`z`$ axis at a frequency $`\mathrm{\Omega }`$. Energy, length, and time are respectively given in harmonic oscillator units $`\mathrm{}\omega _z`$, $`d_z=\sqrt{\mathrm{}/M\omega _z}`$, and $`\omega _z^1`$, where $`\omega _z`$ is the axial trap frequency and $`M`$ is the atomic mass. Normalizing the condensate wave function $`𝑑𝐫|\psi (𝐫,t)|^2=1`$ yields the scaling parameter $`\eta =Na/d_z`$, where $`a=100a_05.29`$ nm is the 87Rb scattering length  and $`N`$ is the number of condensate atoms. As parameters typical of the recent experiments at ENS  and JILA , we take $`N=1.4\times 10^5`$ with $`(\nu _\rho ,\nu _z)=(\omega _\rho ,\omega _z)/2\pi =(169,11.7)`$ Hz and $`(ϵ_x,ϵ_y)=(0.03,0.09)`$, and $`N=3\times 10^5`$ with $`(7.8,7.8)`$ Hz and $`ϵ_x=ϵ_y=0`$, respectively.

The stationary solutions of the GP equation, defined as local minima of the free energy, are found numerically by norm-preserving imaginary time propagation using an adaptive stepsize Runge-Kutta integrator. The spatial dependence of the complex condensate wave function employs a discrete-variable representation  based on Gaussian quadrature, and is assumed to be even under inversion of $`z`$. The numerical techniques are described in greater detail elsewhere . The initial condensate amplitude is taken to be the TF wave function $`\psi _{\mathrm{TF}}=\sqrt{(\mu _{\mathrm{TF}}V_{\mathrm{trap}})/4\pi \eta }`$, where $`\mu _{\mathrm{TF}}=\frac{1}{/}2(15\lambda ^2\eta )^{2/5}`$ is the chemical potential. The GP equation for a given value of $`\mathrm{\Omega }`$ and $`N`$ is propagated in imaginary time until the fluctuations in both the chemical potential and the norm become smaller than $`10^{11}`$.

Once the system reaches equilibrium, its response to small disturbances is found by substituting $`\psi e^{i\mu t}\left(\psi +ue^{i\epsilon t}+ve^{i\epsilon t}\right)`$ in Eq. (1). The Bogoliubov spectrum of eigenvalues $`\epsilon `$ is found by linearizing in the quasiparticle amplitudes $`u(𝐫)`$ and $`v(𝐫)`$.

Figure 1 shows the critical frequencies $`\mathrm{\Omega }_c/2\pi `$ and $`\mathrm{\Omega }_\nu /2\pi `$ as a function of trap anisotropy $`\lambda `$. We ignore the small in-plane trap distortion (setting $`ϵ_x=ϵ_y=0`$) in order to simplify the computation. In this axisymmetric system, the thermodynamic critical frequency $`\mathrm{\Omega }_c`$ is the energy difference between condensates with and without a vortex at the trap center (divided by $`\mathrm{}`$), since the rotation Doppler shifts the former by exactly $`\mathrm{\Omega }`$; for the parameters of the ENS experiment, $`\lambda 14.44`$, we obtain $`\mathrm{\Omega }_c/2\pi 0.4\nu _\rho 68`$ Hz, in good agreement with the TF estimate but much lower than the observed value $`\mathrm{\Omega }_{\mathrm{obs}}/2\pi 0.7\nu _\rho 120`$ Hz. We find that inclusion of the small in-plane anisotropy does not appreciably increase the value of $`\mathrm{\Omega }_c`$, in contrast with results reported recently . The critical nucleation frequency $`\mathrm{\Omega }_\nu =\text{min}(\epsilon _{nm}/\mathrm{}m)`$ defines the rotation frequency at which the first Bogoliubov excitation of the vortex-free condensate becomes unstable . We obtain $`\mathrm{\Omega }_\nu /2\pi 0.52\nu _\rho 88`$ Hz, which is larger than $`\mathrm{\Omega }_c/2\pi `$ but still too low to account for the experimental result.

Also shown in Fig. 1 are the frequencies of the anomalous modes $`|\omega _a|/2\pi =|\epsilon _a|/h`$ with even $`z`$ parity (plotted as positive values). These are Bogoliubov excitations of the vortex state with negative energy but positive norm, and relative angular momentum $`\mathrm{}`$. For spherical or pancake geometries, the spectrum contains only one anomalous mode. It describes the precession of the vortex about the center of the trap, in the same sense as the circulation about the core  at a frequency $`\omega _a=\frac{3}{/}5\mathrm{\Omega }_c`$ in the TF limit . As $`\lambda `$ increases and the vortex line stretches, however, additional anomalous modes appear in the energy spectrum , corresponding to the precession of a spatially deformed vortex line. Physically, $`\mathrm{\Omega }_c`$ involves only a straight vortex (note, however, that Ref.  finds a deformed vortex for the ground state in very elongated condensates), but $`\mathrm{\Omega }_m`$ involves linearized deformations. For an elongated condensate ($`\lambda 1`$), the large curvature of the condensate surface readily induces distortions. The Bogoliubov amplitudes are highly localized radially in the vortex core and oscillate as a function of $`z`$, with maximum amplitude near the condensate surface. In the TF limit, $`n`$ anomalous modes appear above a critical anisotropy $`\lambda _n\sqrt{n(n+1)/2}`$ .

Excitation of the anomalous modes can lower the system’s free energy, destabilizing the vortex state. Metastability of the vortex is guaranteed for rotation frequencies exceeding the largest anomalous mode, $`\mathrm{\Omega }_m=\text{max}(|\omega _a|)`$. In the TF limit, $`\mathrm{\Omega }_m`$ exceeds $`\mathrm{\Omega }_c`$ when $`\lambda >2`$ , which is close to the value of $`\lambda 2.5`$ found numerically (see Fig. 1). For the ENS parameters, numerical analysis finds the metastability critical frequency $`\mathrm{\Omega }_m/2\pi =0.73\nu _\rho 124`$ Hz, very close to the observed value $`\mathrm{\Omega }_{\mathrm{obs}}/2\pi 120`$ Hz.

For the spherical trap relevant to the JILA experiments, the anomalous mode frequency in the TF limit has the predicted form $`|\omega _a|/\omega =\frac{8}{5}(\xi /R)\mathrm{ln}(1.96R/\xi )`$, if we neglect terms of relative order $`(\xi /R)\mathrm{ln}(R/\xi )0.1`$, where $`R=(15\eta )^{1/5}`$ is the TF radius and $`\xi =1/R`$ is the dimensionless healing length. We find $`|\omega _a|/2\pi =1.58\pm 0.16`$ Hz, in reasonable agreement with the observed precession frequency of $`1.8\pm 0.1`$ Hz. The value of $`|\omega _a|`$, however, is sensitive to the number of condensate atoms ($`N^{2/5}`$) and the displacement of the vortex from the trap center  ($`[1(\rho /R)^2]^1`$). Interestingly, the spectrum computed numerically also contains a counter-precessing (i.e. non-anomalous) mode with frequency $`3.63`$ Hz and two nodes along $`z`$; this may correspond to the distorted ‘rogue’ vortices observed in two-component systems .

To make closer contact between vortex precession and anomalous Bogoliubov modes, the dynamics of a trapped vortex are explored by real-time propagation of the GP equation (1). Once the ground state has been obtained, an off-center vortex with counterclockwise circulation is imposed on the condensate wave function at $`t=0`$ by the method of phase imprinting . The vortex is displaced by $`1.57d_\rho `$ along $`\widehat{x}`$ from the trap origin, corresponding to $`1.3\mu `$m and $`6.1\mu `$m for the ENS and JILA condensates, respectively. In both cases, the vortices undergo counterclockwise precession, which is the same sense as the circulation around the vortex core.

For the JILA parameters, the period is found to be $`623\pm 3`$ ms (the uncertainty reflects the coarseness of the spatial and temporal grids), yielding a precession frequency of $`\omega _p/2\pi =1.61\pm 0.01`$ Hz in excellent agreement with the value of the predicted anomalous-mode frequency discussed above. The phonons that are also produced by phase imprinting  only weakly affect the vortex motion, and they rapidly decay into unobservable high-frequency collective modes. The vortex itself is slightly curved, as discussed in Ref. . No noticeable variation in the vortex displacement from the trap center (spiraling) was found after three full precessions.

As shown in Fig. 2, precession of an off-center vortex in the ENS trap is associated with a pronounced curvature of the vortex line. The precession appears to be most rapid near the surface of the condensate; by 12 ms, the ends of the vortex have returned to their initial location, while the center lags behind by almost $`180^{}`$. Defining the precession by the motion near the surface, one obtains a frequency of approximately 85 Hz. This value (and to some extent the shape of the vortex) is consistent with the second-largest anomalous mode in the excitation spectrum shown in Fig. 1, $`|\omega _a|/2\pi =0.51\nu _\rho 87`$ Hz, which has two nodes along $`z`$. The excitation of this precession mode probably arises from imprinting a circulation pattern aligned with the $`z`$ axis on a condensate that is highly non-uniform radially; the initial straight vortex would have some overlap with all of the 11 even $`z`$-parity negative-energy modes found above for this configuration.

The critical frequency for vortex nucleation in elongated traps is confirmed by numerical solution of the time-dependent GP equation. The initially axisymmetric ENS condensate is simultaneously distorted ($`ϵ_x,ϵ_y0`$) and rotated at $`t=0`$. The GP equation is propagated in the rotating frame for $`500`$ ms with either $`\mathrm{\Omega }=0.7\omega _\rho `$ or $`0.8\omega _\rho `$. No vortices are produced for the $`\mathrm{\Omega }=0.7\omega _\rho `$ case. As shown in Fig. 3, however, when $`\mathrm{\Omega }=0.8\omega _\rho `$ vortices appear at the condensate surface by $`t=200`$ ms, and fully penetrate the cloud by $`t=300`$ ms. In the absence of dissipation, the vortex motion remains extremely turbulent; the dynamics of nucleating vortices is discussed in greater detail elsewhere . The ENS condensates are held in the rotating trap for $`500`$ ms, presumably allowing the vortex structures to approach equilibrium. The simulations indicate that dissipative processes not included in the present study, such as the interaction of the condensate with the thermal cloud , are important in the formation of the vortex arrays observed experimentally.

For an anisotropic trap with $`ϵ_xϵ_y`$, the anomalous mode $`\omega _a(\mathrm{\Omega })`$ becomes imaginary in the range $`|\omega _a|\delta \mathrm{\Omega }|\omega _a|+\delta `$, where $`2\delta =|ϵ_xϵ_y|`$ . The onset of metastability in such traps occurs only when $`\mathrm{\Omega }`$ exceeds $`|\omega _a|`$ by the appropriate amount, which may help explain the relevance of $`\mathrm{\Omega }_m|\omega _a|`$ for the ENS experiments.

In summary, anomalous modes are interpreted as defining both the vortex precession in the JILA experiments  and the critical frequency for the appearance of the first vortex in the ENS experiments .

###### Acknowledgements.

The authors are grateful to B. P. Anderson, E. A. Cornell, J. Dalibard, J. Denschlag, and S. L. Rolston for numerous fruitful discussions. This work was supported in part by the U.S. office of Naval Research, by NSF Grant No. DMR 99-71518, and by Stanford University.


text:
# THERMODYNAMICAL DESCRIPTION OF HEAVY ION COLLISIONS

## Abstract

We analyze the thermodynamical state of nuclear matter in transport descriptions of heavy ion reactions. We determine thermodynamical variables from an analysis of local momentum space distributions and compare to blast model parameters from an analysis of fragment energy spectra. These descriptions are applied to spectator and fireball matter in semi-central and central Au+Au collisions at SIS-energies, respectively.

A topic of great interest in the study of intermediate energy heavy-ion collisions is the investigation of the nuclear equation of state away from saturation at lower densities and at finite temperature in connection to possible signals of phase transitions . Theoretical multifragmentation models  have addressed this question , but their application in the dynamical situation of heavy-ion collisions is difficult due to non-equilibrium  and finite size effects . The question is whether the nuclear matter in heavy-ion collisions is both in thermodynamical equilibrium and instable, i.e. whether the fragment emitting source can be characterized by a thermodynamically well defined freeze-out configuration. In this work we investigate this question by studying the results of transport calculations described in detail in Refs. . We have applied thermodynamical analyses to spectator and participant matter using either the information of the local momentum distribution to define a local thermodynamical temperature ($`T_{loc}`$) or from a blast model analysis  of fragment energy spectra to obtain a slope parameter ($`T_{slope}`$) of the fragment spectra. We compare these “theoretical data” with experiments.

Fig. 1 on the left shows the temporal evolution of the local temperature $`T_{loc}`$ in spectator matter for semicentral ($`b=4.5`$ fm) Au+Au reactions at different energies, as obtained from fits to the local momentum space distribution of transport calculations. After the spectators are well defined $`T_{loc}`$ approaches rather constant values and remains fairly stable for several fm/c. The local temperature is independent on the incident energy indicating the existence of an intermediate equilibrium state. By considering an effective compressibility $`KP/\rho `$  and instability by $`K<0`$ we find that after $`t\stackrel{>}{}4045`$ fm/c the spectator enterns into an instability region  and therefore may break up into fragments. The breakup conditions of $`T_{loc}56`$ MeV and $`\rho (\frac{1}{3}\frac{1}{2})\rho _{sat}`$ are consistent with experimental isotope temperatures and densities extracted from $`2`$-particle correlations . The generation of fragments by a phase space coalescence in the spectator matter and an analysis of the fragment energy spectra in the blast model  leads to the results of Fig. 1 on the right. The independence of $`T_{slope}`$ on $`A_f`$ indicates that the fragments are emitted from an equilibrated source. However, the slope temperature of the fragments is higher compared to $`T_{slope}`$ of the nucleons, which in turn is equal to $`T_{loc}`$. This is understood by the Fermi-motion of the nucleons in the fragmenting source in the spirit of the Goldhaber model, as discussed in Refs. . The slope parameter of the fragments is thus consistent with the nucleon $`T_{slope}`$ and also with the local temperature $`T_{loc}`$. We thus conclude the existence of a common freeze-out configuration for nucleons and fragments in spectator decay. This interpretation is also supported by the experiments  shown in the Fig. 1.

The results of the same analysis for participant matter in central heavy-ion reactions are summarized in Fig. 2 where a radial flow velocity $`\beta _f`$ appears as an additional parameter in the blast model fits due to the radial expansion of the fireball. We observe that slope temperatures rise and flow velocities fall with increasing fragment mass in contrast to the behavior for spectator fragments in Fig. 1. A similar behavior has been seen experimentally at $`1`$ AGeV in  and theoretically in . This behavior cannot be interpreted as fragments originating from a common freeze-out state, i.e. from a unique fragmenting source. To arrive at an interpretation we have compared these results with the local temperatures and flow velocities for different times before the nucleon freeze-out, i.e. for $`t^{}=t_{freezeout}t`$ with $`t_{freezeout}35`$ fm/c. It is seen that for $`A_f=1`$ the values at freeze-out are close to the blast model ones, as required. However, for fragment masses $`A_f>1`$ the slope temperatures and velocities behave qualitatively very similar to the local temperatures and flow velocities at earlier times. This would suggest to interpret the fragment temperatures and velocities as signifying that heavier fragments originate at times earlier than the nucleon freeze-out. This may not be unreasonable since in order to make a heavier fragment one needs higher densities which occur at earlier times and hence higher temperatures. However, this does not neccessarily imply that the fragments are really formed at this time, since fragments could hardly survive such high temperatures, as also discussed in refs. . But it could mean that these fragments carry information about this stage of the collision. In any case it means that in the participant region fragments are not formed in a common equlibrated freeze-out configuration, and that in such a situation slope temperatures have to be interpreted with great caution.

In summary fragmentation phenomena in heavy ion collisions are studied as a means to explore the phase diagram of hadronic matter. For this it is neccessary to determine the thermodynamical properties of the fragmenting source. One way to do this experimentally is to investigate fragment kinetic energy spectra. In theoretical simulations the thermodynamical state can be obtained locally in space and time from the phase space distribution. In this work we have compared this with the information obtained from the generated fragment spectra. We apply this method to the spectator and participant regions of relativistic Au+Au-collisions. We find that the spectator represents a well developed, equilibrated and instable fragmenting source. In the participant region the local temperature at the nucleon freeze-out and the slope temperatures from fragment spectra behave differently from those of the spectator. The slope temperatures rise with fragment mass which might indicate that the fragments are not formed in a common, equilibrated source.


text:
# 1 Introduction

## 1 Introduction

There is good reason to believe that the appropriate dynamical framework for “quantum gravity” will be — just as the ordinary quantum dynamical framework already is — a generalization of classical probability theory. If in addition, we take the deep structure of spacetime to be that of a causal set , then the required dynamics will be expressible as a generalized probability measure on the space of all causal sets, the generalization being in the sense of  and  or something similar.

In the search for such a dynamics, principles like general covariance and relativistic causality can offer much needed guidance. Indeed, in the limit in which quantal probabilities reduce to classical ones, it has proved possible to derive  from versions of these two principles a unique family of dynamical laws (Markov processes) parameterized by a sequence of “coupling constants”

$$t_0,t_1,t_2,\mathrm{},$$
(1)
where $`t_01`$ and $`t_n0`$ for $`n=1,2,3,\mathrm{}`$. Although this family of stochastic processes is tremendously special compared to the most general relevant Markov process, it still contains a countable infinity of coupling constants, and the question arises how further to narrow down the field of possibilities. Any answer to this question can be expected to be of use in the attempt to find a quantal generalization of the dynamical scheme in question; it might also, with luck, lead us to a choice of the $`t_n`$ which would define a causal set version of classical general relativity, arising as the classical limit of quantum causet dynamics. (We will often use the contraction “causet” in place of the longer “causal set”.)

In the absence of any further general principle111 One principle that suggests itself is that of “locality”. Unfortunately, this does not seem to have meaning (at a fundamental level) for causets, though it must, of course, emerge in a suitable continuum approximation if the theory is to reproduce low energy physics correctly. that might be brought to bear in narrowing down the possibilities (1), one can consider an “evolutionary” approach to this problem, that is, one can try to let the causet “choose its own dynamics”. Such a possibility was discussed in , where it was shown that each cosmic cycle of expansion and contraction for the causet has the effect of “renormalizing” the parameters $`t_n`$ in a definite manner.222The question of which dynamical laws actually lead to such cycles (as opposed to monotonic expansion, for example) is very much open. Only in the case of percolation is it known that an infinite number of cycles occur with probability 1. The renormalization reduces, in fact, to the repeated action of a single transformation $`M`$, given by equation (6) below. By understanding better the action of $`M`$, one might hope to identify a distinguished sub-family of the dynamical laws parameterized by (1). For example, if $`M`$ had a single fixed point $`(t_n^0)`$ and if every other set of parameters $`(t_n)`$ were carried toward $`(t_n^0)`$ by the action of $`M`$, then one might designate $`(t_n^0)`$, or more generally some neighborhood thereof, as distinguished since it would be the dynamics toward which the universe would naturally evolve.333 In much the same manner, one has explained why low energy physics “must” be described by a renormalizable quantum field theory. In that case, however, the RG flow in question is conceptual, being an evolution in energy scale, whereas here it is truly a change with time. (Of course, evolution in time gets correlated with evolution in energy/length scale in the context of big bang cosmology.)

We will see below that the actual situation is more complicated than this, but with many points of similarity. Instead of a single fixed point, there is a one-parameter family of them, and not all sequences $`(t_n)`$ are attracted to the fixed point set, at least in the most obvious sense. We will also find that the transformation $`M`$ has no “limit cycles”, but we do not know whether it might have “attractors” of a more complicated sort. Thus, we will make a start on determining the nature of the “RG flow” associated with $`M`$, but we will not characterize it fully. Nor will we obtain much information about the flow in the neighborhood of the fixed point set itself. Some such results for specific trajectories can be found in  and , however. Indeed, the very suggestive nature of some of those results for helping to explain the most salient features of the early universe furnished a good part of the motivation for the present investigation.

## 2 Formulation of the problem and summary of our main results

Let us now pose more precisely the problem we intend to address. In the course of the growth/evolution of a causal set $`C`$, a post occurs when an element $`\omega `$ is born such that every other element of $`C`$ is (or will be) either an ancestor or a descendant of $`\omega `$. That is, a post is an element $`\omega `$ of $`C`$ for which

$$C=(past\omega )\{\omega \}(future\omega ),$$

where $`past(\omega ):=\{xC|x\omega \}`$ and $`future(\omega ):=\{xC|\omega x\}`$ (Our basic definitions and notation are as in , in particular $``$ is irreflexive.) Cosmologically speaking, this may be interpreted as a kind of collapse of the universe to zero diameter followed by a subsequent re-expansion. It is a simple consequence of the form taken by the dynamical law derived in  that the portion $`\{\omega \}(future\omega )`$ of $`C`$ comprising the post and its descendants is governed by an effective dynamics of the same nature as that valid for $`C`$ as a whole, but with different values of the $`t_n`$.

To see what these new parameters are, recall from  that any given transition probability leading from an $`n`$-element causet to one of $`n+1`$ elements takes the form

$$\frac{\lambda (\varpi ,m)}{\lambda (n,0)},$$
(2)
where

$$\lambda (\varpi ,m):=\underset{k=m}{\overset{\varpi }{}}\left(\genfrac{}{}{0pt}{}{\varpi m}{km}\right)t_k.$$
(3)
Here the transition is occasioned by the birth of some new element $`x`$ and $`\varpi =|past(x)|`$ is the number of all its ancestors, while $`m=|maximal(past(x))|`$ is the number of its immediate ancestors or “parents”. Now, by definition, no element $`x`$ born to the future of a post can have vanishing $`m`$ (or $`\varpi `$). In view of (3), it follows simply from this that the parameter $`t_0`$ becomes irrelevant subsequent to a post.444In more detail, the reasoning is that the probabilities of the possible transitions (those that respect $`\omega `$ being a post) are, according to (2), given by the $`\lambda (\varpi ,m)`$, up to an overall normalization, and since $`m=0`$ is excluded, $`t_0`$ never occurs in these, according to (3). Since the normalization then follows from the requirement that all allowed probabilities sum to 1, it also cannot depend on $`t_0`$. This is made explicit in (7) below (see also the Appendix). By the same token, we see from (2) that only the ratios of the remaining $`t`$’s, $`(t_1,t_2,t_3,\mathrm{})`$, have meaning in such a region of $`C`$, not their overall normalization. Moreover, if $`\varpi `$ and $`m`$ are the effective sizes of $`past(x)`$ and of $`maximal(past(x))`$ for some element $`x`$ born after the post $`\omega `$, then their true values are plainly $`\varpi +p`$ and $`m`$, respectively, where $`p=|past\omega |`$ is the number of ancestors of the post. The (un-normalized) probability of this birth is therefore given by the effective quantity $`\stackrel{~}{\lambda }(\varpi ,m)`$, where

$$\stackrel{~}{\lambda }(\varpi ,m)=\lambda (\varpi +p,m).$$
(4)
Given these facts, it is an easy matter to derive the effective coupling constants for the after-post dynamics, and we claim that $`\stackrel{~}{t}_n^{(p)}`$, the effective or “renormalized” value of $`t_n`$ in the after post region, is given by

$$\stackrel{~}{t}_n^{(p)}=\underset{k=0}{\overset{p}{}}\left(\genfrac{}{}{0pt}{}{p}{k}\right)t_{n+k},$$
(5)
or equivalently by $`p`$ applications of the transformation $`M`$ to the fundamental coupling constants, where $`p=|past\omega |`$ and $`M`$ takes $`(t_1,t_2,t_3,\mathrm{})`$ to $`(\stackrel{~}{t}_1,\stackrel{~}{t}_2,\stackrel{~}{t}_3,\mathrm{})`$ via

$$\stackrel{~}{t}_n=t_n+t_{n+1}(n=1,2,3,\mathrm{}).$$
(6)
Perhaps the simplest way to demonstrate these claims, if we accept that a relationship of the form (3) holds good for the effective dynamics555 Essentially, this is proven in , however in strict logic, one would have to redo the whole derivation for the present “originary” case, where no new element is born with an empty past, this being part of the meaning of a post., is just to observe that, as a trivial special case of that equation,

$$t_n=\lambda (n,n)$$

from which we find immediately, for the special case $`p=1`$,

$$\stackrel{~}{t}_n=\stackrel{~}{\lambda }(n,n)=\lambda (n+1,n)=t_n+t_{n+1}.$$

Our claim that the $`\stackrel{~}{t}_n^{(p)}`$ are given by $`p`$ applications of $`M`$ is then a consequence of the manifest fact that adding $`p>1`$ elements to $`past(\omega )`$ all at once is no different from adding them one by one. A logically impeccable proof is almost as easy, but requires a short calculation, given in the Appendix, to establish (83). In the light of the latter, one sees immediately from (4) that the effective coupling constants are indeed those of (5), and these in turn are readily seen to be given by $`M^p(t_n)`$, for example by noting that $`M`$ can be expressed as $`1+a`$, where $`a`$ is a shift operator acting on the $`t_n`$ and comparing (4) with the binomial expansion of $`(1+a)^p`$.

The “renormalization (semi)group” we will study in the sequel is that generated by the transformation $`M`$. For consistency with $`\omega `$ being a post, at least one of the parameters $`t_1,t_2,t_3\mathrm{}t_{p+1}`$ must be nonzero. Henceforth we will assume for simplicity that $`t_1>0`$. If this is not true initially, it will become so after a sufficient number of applications of the operator $`M`$.

For completeness, we record here the correctly normalized transition probability $`T`$ for the birth of an element $`x`$ to the future of our post $`\omega `$. For this purpose, let $`\varpi =|pastx|p`$ be the effective number of ancestors of $`x`$ (excluding the $`p`$ elements preceding $`\omega `$), let $`m`$ be its number of parents, and let $`n`$ be the effective size of the pre-existing causet (the size of $`C\backslash (past\omega )`$ before $`x`$ is born). Then $`T`$ can be written as

$$\frac{\stackrel{~}{\lambda }(\varpi ,m)}{\stackrel{~}{\lambda }(n,0)\stackrel{~}{\lambda }(0,0)}$$
(7)
where $`\stackrel{~}{\lambda }(\varpi ,m)`$ is the same function of the $`\stackrel{~}{t}_k`$ as $`\lambda (\varpi ,m)`$ is of the $`t_k`$:

$$\stackrel{~}{\lambda }(\varpi ,m)=\underset{k=m}{\overset{\varpi }{}}\left(\genfrac{}{}{0pt}{}{\varpi m}{km}\right)\stackrel{~}{t}_k=\lambda (\varpi +p,m),$$

and where, consequently, the denominator can be written more properly as

$$\underset{k=1}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{k}\right)\stackrel{~}{t}_k$$

(eliminating the apparent reference to $`\stackrel{~}{t}_0`$).

In the next section, we will prove those properties of the “renormalization map” $`M:t_n\stackrel{~}{t}_n`$ that we have been able to establish. We assume throughout that $`(t_n)=(t_1,t_2,t_3,\mathrm{})`$ is a sequence of nonnegative real numbers, with $`t_1>0`$, and we let $`M`$ act by (6), it being understood that the space $`𝒯`$ on which it acts is actually the set of equivalence classes of sequences $`(t_n)`$, where $`(t_n)`$ and $`(t_n^{})`$ are equivalent iff $`t_n=\lambda t_n^{}`$ for all $`n`$ and for some fixed $`\lambda >0`$. Our principal results are then as follows.

(i) The fixed points of $`M`$ are given by the sequences $`(t_n)`$ such that

$$t_n=t^n$$
(8)
for some $`t0`$ . They thus form a 1-parameter set, whose parameter $`t`$ is related to the parameter $`p`$ of originary percolation  by $`p=t/(t+1)`$. In (8) the $`t=0`$ case is to be interpreted by taking the limit $`t0`$, which is equivalent to putting $`t_n=\delta _{n1}`$, a dynamics which produces originary causets $`C`$ that are always trees . Note that the limit $`t\mathrm{}`$ also makes sense, and corresponds to originary percolation with $`p=1`$ (cf. (3) and (7)), a dynamics which always produces the same causet: the “purely one dimensional” poset, or chain.

(ii) Aside from its fixed points, $`M`$ possess no other cycles.

(iii) Suppose that $`(t_n)`$, though not necessarily of the form (8), is such that $`t_n^{\mathrm{\hspace{0.17em}1}/n}`$ has a limit in $`[0,\mathrm{})`$ as $`n\mathrm{}`$. Then, under repeated action of $`M`$, the sequence $`(t_n)`$ converges pointwise to (8) with $`t=\underset{n\mathrm{}}{lim}t_n^{\mathrm{\hspace{0.17em}1}/n}`$. (Of course, this convergence can only be modulo the overall scale ambiguity in $`(t_n)`$. One way to lift this ambiguity is to deal with the ratios $`t_{n+1}/t_n`$, and what we prove below is that

$$\underset{p\mathrm{}}{lim}\stackrel{~}{t}_{n+1}^{(p)}/\stackrel{~}{t}_n^{(p)}=t,$$

where $`(\stackrel{~}{t}_n^{(p)})`$ is the result of acting $`p`$ times with $`M`$ on $`(t_n)`$. Notice that this asserts more than simply pointwise convergence to $`t_n=\delta _{n1}`$ in the case $`t=0`$. Notice also that we have not included the case $`t=\mathrm{}`$ in the result just stated.)

For the case where $`t_n^{\mathrm{\hspace{0.17em}1}/n}`$ has no $`n\mathrm{}`$ limit, we have no general result, although one can show using the generating functions defined below that if $`(\stackrel{~}{t}_n^{(p)})`$ does converge pointwise to some fixed point (8), then the latter must be the one with parameter $`t=lim\; supt_n^{\mathrm{\hspace{0.17em}1}/n}`$. In general, however, one can not expect pointwise convergence to any sequence (see the counterexample in Section 7 below.)

As a matrix, our transformation $`M`$ is just

$$\left(\begin{array}{cccccc}1& 1& 0& 0& 0& \mathrm{}\\ 0& 1& 1& 0& 0& \mathrm{}\\ 0& 0& 1& 1& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \end{array}\right)$$

Given the simplicity of this matrix (it is already in “Jordan normal form” and in fact is just the identity plus a shift operator), one might think it an easy matter to understand the “flow” its powers define. However one meets with two complicating circumstances: the infinite dimensionality and the fact that $`M`$ only appears to be linear, because the space $`𝒯`$ on which it acts is really a projective space (rather than a vector space), since its points are given by the ratios, $`t_1:t_2:t_3\mathrm{}`$. For these reasons, we have chosen to study the transformation (6) directly, without attempting to utilize any of the general results (such as the spectral theorem, for example) which one might have tried to bring to bear on the problem.

## 3 Functional representation

We are working on sequences $`t_n`$ ($`n=1,2,3,\mathrm{}`$) defined up to an overall multiplicative constant, and such that

$$t_n0,t_10.$$
(9)
One way to remove the overall multiplicative constant freedom is to set $`t_1=1`$, however it will be more convenient to keep the freedom in the following. The renormalization scheme on these sequences is given by

$$\stackrel{~}{t}_n=t_n+t_{n+1}.$$
(10)
It is rather clear that after renormalization, the new sequence satisfies the same conditions (9) as the initial sequence. Thus it is possible to iterate the renormalization, and the issue is then to decide what kind of limiting behavior arises after a large number of iterations.

It is sometimes useful to represent these sequences as formal power series defined up to a multiplicative constant:

$$G(z)=\underset{n=1}{\overset{\mathrm{}}{}}t_nz^n.$$

The sequence can be recovered from the power series by differentiation:

$$t_n=\frac{G^{(n)}(0)}{n!}.$$

In this new representation, the renormalization (10) is mapped to a functional relation between power series which can be derived easily as

$`\stackrel{~}{G}(z)`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\stackrel{~}{t}_nz^n={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}t_nz^n+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}t_nz^{n1}`$ (11)
$`=`$ $`(1+{\displaystyle \frac{1}{z}})G(z)G^{}(0).`$
Iterating this functional relation is still rather difficult, however a change of variable

$`{\displaystyle \frac{1}{y}}`$ $`=`$ $`1+{\displaystyle \frac{1}{z}},`$
$`g(y)`$ $`=`$ $`G(z)`$
induces a new renormalization map on $`g(y)`$ which is simply given by

$$\stackrel{~}{g}(y)=\frac{g(y)}{y}g^{}(0).$$
(12)
Note that since the change of variable is analytic, $`g(y)`$ is still a formal power series

$$g(y)=\underset{n=1}{\overset{\mathrm{}}{}}g_ny^n$$

with new coefficients which depend on the original ones as

$$g_n=\underset{p=1}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n1}{p1}\right)t_p.$$

There is no obvious sufficient condition on the $`g_p`$ which will ensure the positivity of the $`t_n`$, so that this condition can not be checked easily in the $`y`$ representation. However, it is easy to see that it implies that $`g_p`$ is bounded below by some strictly positive number (because $`g_pt_1>0`$). The renormalization equation (12) written in terms of the coefficients $`g_n`$ takes a particularly simple form

$$\stackrel{~}{g}(y)=\underset{n=1}{\overset{\mathrm{}}{}}g_{n+1}y^n,$$

which can evidently be iterated $`p`$ times to get

$$\stackrel{~}{g}^{(p)}=\underset{n=1}{\overset{\mathrm{}}{}}g_{n+p}y^n.$$

## 4 Fixed points

Fixed points are sequences $`(t_n)`$ which do not change under renormalization. Since our sequences are only defined up to a multiplicative constant, this means that

$$\stackrel{~}{t}_n=ct_n$$

or equivalently

$$t_n+t_{n+1}=ct_n$$

the solution of which is

$$t_{n+1}=(c1)t_n$$

where we must have $`c1`$ in consequence of the positivity of the $`t_j`$. For $`c>1`$, this implies $`t_n=t^{n1}t_1`$, where we have put $`c1=t`$; this can be written most compactly if we use the scale freedom to set $`t_1`$ itself to be $`t`$, in which case we get simply

$$t_n=t^n.$$
(13)
For $`c=1`$, we just obtain the $`c1`$ limit of these relationships, namely

$$t_1=1,t_2=t_3=t_4=\mathrm{}=0.$$

The equivalent relationships in terms of the generating functions introduced in the last section are as follows. Fixed points are power series which do not change under renormalization. Since these power series are only defined up to a multiplicative constant, this means that

$$\stackrel{~}{G}(z)=tG(z),$$
(14)
$`t`$ a real (positive) constant. Putting Eq. (11) in (14) then gives

$$G(z)\frac{z}{1tz}.$$

This corresponds for the sequence $`(t_n)`$ to a geometric series of ratio $`t`$, and gives a power series

$$g(y)\frac{y}{1cy}$$

of the same type after change of variable, where we have put $`t+1=c`$.

## 5 Cycles

Cycles are such that, after a finite number of renormalizations $`p`$, one gets back to the initial sequence. Taking into account the multiplicative constant freedom, this gives the equation

$$\stackrel{~}{t}_n^{(p)}=c^pt_n,$$
(15)
for all $`n1`$, where the constant, which is necessarily positive since both $`t_n`$ and $`\stackrel{~}{t}_n^{(p)}`$ are, was written as a power $`c^p`$. In light of (5), the equations (15) can be rewritten as a recursion relation for the sequence $`t_n`$ as

$$t_{n+p}=(c^p1)t_n\underset{q=1}{\overset{p1}{}}\left(\genfrac{}{}{0pt}{}{p}{q}\right)t_{n+q}.$$
(16)
For the sequence to be positive, this implies in particular $`c1`$. A sequence given by such a linear recursion relation with constant coefficients independent of the index $`n`$ can always be rewritten as a linear combination of $`p`$ geometric progressions satisfying (16). The corresponding polynomial characteristic equation for the ratios can be solved easily as

$$q_j=1+c\text{e}^{2i\pi j/p},$$

and a cycle must therefore have the general form

$$t_n=\alpha _0(c1)^n+2\underset{1j<p/2}{}\text{Re}(\alpha _jq_j^n)(+\alpha _{p/2}(c1)^n)$$

where the last term (in parentheses) is only there if $`p`$ is even $`\alpha _0`$ and $`\alpha _{p/2}`$ are real constants, the other $`\alpha _j`$ are complex, and the combination was chosen such that $`t_n`$ be real.

Note that $`\alpha _{p/2}(c1)^n=()^n\alpha _{p/2}(c+1)^n`$ will never be purely positive for $`n`$ large. Similarly, $`\text{Re}(\alpha _jq_j^n)`$ can never be purely positive for large $`n`$. Indeed, if the phase of $`q_j`$ is called $`\theta _j`$, it is well known that for $`\theta _j/2\pi `$ irrational, $`\mathrm{cos}(n\theta _j)`$ is dense in $`[1,1]`$, whereas if it is rational, it is periodic with values of the form $`\mathrm{cos}(2k\pi /r)`$, $`0k<r`$, which is positive for $`k=0`$ and negative for $`k=[r/2]`$, the integer part of $`r/2`$.

As a linear combination of geometric progressions, the behavior, and the sign, of $`t_n`$ for large $`n`$ is dominated by the geometric progression with non zero coefficient $`\alpha _j`$ and ratio $`q_j`$ with largest modulus. For $`t_n`$ to be positive for large $`n`$, the geometric progression $`(c1)^n`$ must therefore dominate there. As it happens, the modulus of $`q_j`$ grows with $`j`$ from $`j=0`$ to $`j=[p/2]`$, which implies that for $`0<jp/2`$, all the coefficients $`\alpha _j`$ must be $`0`$. This gives for the sequence $`t_n`$ the necessary form

$$t_n=\alpha _0(c1)^n,$$

which is percolation with $`t=c10`$, and therefore a fixed point.

Thus, we have proved that the only cycles are the fixed points.

## 6 Flows

The issue is now to determine the behavior of a given initial sequence after a large number of renormalizations. Among other possibilities, one may expect either convergence to a fixed point, or some kind of oscillatory behavior. The convergence studied here will simply be pointwise convergence of sequences. In the absence of cycles, and since fixed points are geometric progressions (percolation), a reasonable hypothesis is that an initial sequence will converge to a fixed point described by $`t=lim(t_n^{1/n})`$, assuming this limit exists. In the following, this hypothesis will be validated in two qualitatively different cases: $`t>0`$ finite, and its limiting case, $`t=0`$. If $`t_n^{1/n}`$ does not have a limit (or converges to $`\mathrm{}`$), the issue becomes more complex, as will be discussed in the last part of this section and subsequently.

### t finite and non-zero

In this subsection, the assumption will be that

$$\underset{n\mathrm{}}{lim}\left(t_n^{1/n}\right)=t0.$$
(17)
As a consequence, one can write

$$t_n=t^n(1+\epsilon _n)^n,$$
(18)
where $`\epsilon _n`$ is an auxiliary sequence which goes to $`0`$ as $`n\mathrm{}`$. Another useful auxiliary sequence is

$$E_n=\underset{in}{sup}(|\epsilon _i|)$$

which also goes to $`0`$ as $`n\mathrm{}`$.

Taking into account the scaling freedom of the sequences, the pointwise convergence of the sequence to a fixed point in the limit of a large number of renormalizations is expressed as

$$\underset{p+\mathrm{}}{lim}\frac{\stackrel{~}{t}_n^{(p)}}{\stackrel{~}{t}_1^{(p)}}=t^{n1},$$

for $`n`$ a fixed integer number. This is equivalent to showing that for any given $`n1`$,

$$\underset{p+\mathrm{}}{lim}\frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}=t.$$
(19)
First, it will be useful to prove the following Lemma.

#### Lemma

If $`t_n0`$ is a sequence satisfying (17) for some particular $`t>0`$ and if $`i_1,i_2,i_3,\mathrm{}`$ is a sequence of positive integers such that $`i_p=o(p/\mathrm{ln}p)`$, then

$$\underset{i=0}{\overset{i_p}{}}(\begin{array}{c}p\\ i\end{array})t_i=o\left(\underset{i=0}{\overset{p}{}}(\begin{array}{c}p\\ i\end{array})t_i\right).$$
(20)
We will need the lemma only in the special case $`i_p=\sqrt{p}`$.

The proof will be obtained by showing first that the sequence $`t_n`$ can be replaced by another sequence $`u_n`$ with no zeros so that the sequence $`u_n^{1/n}`$ be bounded from below by a strictly positive number. From (17), it is clear that an integer $`i_0`$ can be fixed such that $`t_i>0`$ for all $`ii_0`$. Then introducing the auxiliary sequence $`u_n`$ such that

$`u_n`$ $`=`$ $`t_n+1\text{ if }ni_0`$
$`u_n`$ $`=`$ $`t_n\text{ otherwise}`$
one gets (when $`i_p>i_0`$)

$$\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})t_i}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_i}=\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})u_i_{i=0}^{i_0}(\begin{array}{c}p\\ i\end{array})}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})u_i_{i=0}^{i_0}(\begin{array}{c}p\\ i\end{array})}.$$

Moreover,

$$\underset{i=0}{\overset{i_0}{}}(\begin{array}{c}p\\ i\end{array})=o((\begin{array}{c}p\\ i_0+1\end{array})u_{i_0+1})$$

because the left hand side is a polynomial in $`p`$ of degree $`i_0`$ while the right hand side is a polynomial of degree $`i_0+1`$. Thus (with ‘$`AB`$’ meaning as usual that $`A/B1`$),

$$\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})t_i}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_i}\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})u_i}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})u_i}$$

and the sequence $`t_n`$ has been replaced by a strictly positive sequence that fulfills (20) iff the original sequence does. So in the following, it will be simply assumed that $`t_n`$ was strictly positive to start with.

Let $`0<T_{}T_+`$ be the lower and upper bounds of the sequence $`t_n^{1/n}`$. Then,

$$\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})t_i}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_i}\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})T_+^i}{(1+T_{})^p}.$$

The numerator can be bounded from above by comparing it with a geometric series. Thus, call

$$v_i=(\begin{array}{c}p\\ i\end{array})T_+^i,$$

then

$$\frac{v_i}{v_{i+1}}=\frac{i+1}{pi}\frac{1}{T_+}\frac{i_p+1}{pi_p}\frac{1}{T_+}0$$

since $`i_p=o(p)`$. So, by taking $`p`$ large enough, it can be ensured that

$$\frac{v_i}{v_{i+1}}\frac{1}{2}.$$

Then,

$$\frac{_{i=0}^{i_p}(\begin{array}{c}p\\ i\end{array})t_i}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_i}\frac{2(\begin{array}{c}p\\ i_p\end{array})T_+^{i_p}}{(1+T_{})^p}.$$
(21)
The numerator on the right hand side can be bounded using that

$$\left(\genfrac{}{}{0pt}{}{p}{k}\right)=\frac{(p0)(p1)(p2)\mathrm{}(p[k1])}{k!}\frac{p^k}{k!},$$

where we have put $`i_p=k`$ for short. From this it follows that

$$\frac{2\left(\genfrac{}{}{0pt}{}{p}{k}\right)T_{+}^{}{}_{}{}^{k}}{(1+T_{})^p}\frac{2(pT_+)^k}{(1+T_{})^p}$$

or taking logarithms,

$$\mathrm{ln}\frac{2\left(\genfrac{}{}{0pt}{}{p}{k}\right)T_{+}^{}{}_{}{}^{k}}{(1+T_{})^p}\mathrm{ln}2+k\mathrm{ln}(pT_+)p\mathrm{ln}(1+T_{})p\mathrm{ln}(1+T_{})\mathrm{}$$

which implies in turn that the right hand side of (21) converges to zero for $`p\mathrm{}`$ and concludes the proof of the Lemma.

#### Main proof

The desired limiting behavior, equation (19), can be rearranged using Eqs. (5) and (18) as

$$\frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}t=\frac{_{i=1}^p(\begin{array}{c}p\\ i\end{array})(\frac{i}{pi+1}t)t_{n+i}+t_{n+p+1}tt_n}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}.$$
(22)
The goal is to prove that the latter expression goes to $`0`$ when $`p\mathrm{}`$. To do so, we will split the sum in the numerator into four pieces corresponding to the ranges

$$1i<\sqrt{p},\sqrt{p}i<r_pn_p,r_pn_pi<r_p+m_p,r_p+m_pip,$$

where

$$r_p=\frac{t}{1+t}(p+1)$$
(23)
and where we leave the auxiliary sequences $`n_p`$ and $`m_p`$ free for the moment, subject only to the conditions,

$$n_p,m_p=o(p)=o(r_p),n_p,m_p\mathrm{}\mathrm{as}p\mathrm{}.$$
(24)
We will also assume, without loss of generality, that $`p`$ is large enough so that $`0<\sqrt{p}<r_pn_p`$, whence we will have

$$0<\sqrt{p}<r_pn_p<r_p+m_p<p.$$

Observe here that $`r_p`$ has been chosen to make the expression

$$\frac{i}{pi+1}t$$
(25)
vanish when $`i=r_p`$. Now, on performing our split in (22), we obtain

$$\frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}t=S_1+S_2+S_3+S_4,$$

where (with ‘$`_{i=a}^b`$’ interpreted to imply $`ai<b`$ in the first three cases) we can write

$`0S_1`$ $`=`$ $`{\displaystyle \frac{_{i=1}^\sqrt{p}(\begin{array}{c}p\\ i\end{array})(t\frac{i}{pi+1})t_{n+i}+tt_n}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}}{\displaystyle \frac{t_{i=0}^\sqrt{p}(\begin{array}{c}p\\ i\end{array})t_{n+i}}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}}=o(1)`$ (34)
$`0S_2`$ $`=`$ $`{\displaystyle \frac{_{i=\sqrt{p}}^{r_pn_p}(\begin{array}{c}p\\ i\end{array})(t\frac{i}{pi+1})t_{n+i}}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}}`$ (39)
$``$ $`{\displaystyle \frac{_{i=\sqrt{p}}^{r_pn_p}(\begin{array}{c}p\\ i\end{array})t^{i+1}(1+E_\sqrt{p})^{n+i}}{_{i=\sqrt{p}}^p(\begin{array}{c}p\\ i\end{array})t^i(1E_\sqrt{p})^{n+i}}}`$ (44)
$``$ $`{\displaystyle \frac{_{i=\sqrt{p}}^{r_pn_p}(\begin{array}{c}p\\ i\end{array})t^{i+1}(1+E_\sqrt{p})^i}{(1+ttE_\sqrt{p})^p}}{\displaystyle \frac{(1+E_\sqrt{p})^p}{(1+ttE_\sqrt{p})^p}}\left[{\displaystyle \underset{i=\sqrt{p}}{\overset{r_pn_p}{}}}(\begin{array}{c}p\\ i\end{array})t^{i+1}\right]=A_p`$ (49)
$`|S_3|`$ $``$ $`{\displaystyle \frac{_{i=r_pn_p}^{r_p+m_p}\left(\genfrac{}{}{0pt}{}{p}{i}\right)|\frac{i}{pi+1}t|t_{n+i}}{_{i=0}^p\left(\genfrac{}{}{0pt}{}{p}{i}\right)t_{n+i}}}\underset{i=r_pn_p,r_p+m_p}{sup}(|{\displaystyle \frac{i}{pi+1}}t|)=o(1)`$ (50)
$`0S_4`$ $`=`$ $`{\displaystyle \frac{_{i=r_p+m_p}^p(\begin{array}{c}p\\ i\end{array})(\frac{i}{pi+1}t)t_{n+i}+t_{n+p+1}}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}}`$
$``$ $`{\displaystyle \frac{_{i=r_p+m_p}^{p+1}\left(\genfrac{}{}{0pt}{}{p}{i1}\right)t_{n+i}}{_{i=0}^p\left(\genfrac{}{}{0pt}{}{p}{i}\right)t_{n+i}}}`$
$``$ $`{\displaystyle \frac{_{i=r_p+m_p}^{p+1}(\begin{array}{c}p\\ i1\end{array})t^i(1+E_\sqrt{p})^{n+i}}{_{i=\sqrt{p}}^p(\begin{array}{c}p\\ i\end{array})t^i(1E_\sqrt{p})^{n+i}}}`$ (60)
$``$ $`{\displaystyle \underset{i=r_p+m_p1}{\overset{p}{}}}{\displaystyle \frac{(\begin{array}{c}p\\ i\end{array})t^{i+1}(1+E_\sqrt{p})^i}{(1+ttE_\sqrt{p})^p}}{\displaystyle \frac{(1+E_\sqrt{p})^p}{(1+ttE_\sqrt{p})^p}}\left[{\displaystyle \underset{i=r_p+m_p1}{\overset{p}{}}}(\begin{array}{c}p\\ i\end{array})t^{i+1}\right]=B_p.`$ (65)
In these deductions, we used the Lemma in the final step of (34), and we used it also (in the rather trivial special case, $`t_n[t(1E_\sqrt{p})]^n`$) to extend the sums in the denominators for $`S_2`$ and $`S_4`$ to the full range, $`0ip`$. In (50), by narrowing the sum in its denominator, we converted the second expression into a weighted mean of $`|\frac{i}{pi+1}t|`$ with the positive weights, $`\left(\genfrac{}{}{0pt}{}{p}{i}\right)t_{n+i}`$ , thereby obtaining the third expression, which is $`o(1)`$ thanks to (24). Obviously, the only thing left to prove is that $`S_2`$ and $`S_4`$ go to zero as $`p\mathrm{}`$. For that, it will be sufficient to show that their bounds $`A_p`$ and $`B_p`$ go to zero.

For future reference, we quote here the Stirling formula,

$$n!\sqrt{2\pi n}\left(\frac{n}{e}\right)^n$$

and its direct consequence (valid for $`m,n1`$)

$$\mathrm{log}\frac{(m+n)!}{m!n!}=m\mathrm{log}\frac{m+n}{m}+n\mathrm{log}\frac{m+n}{n}+\frac{1}{2}\mathrm{log}\frac{m+n}{2\pi mn}+o(1)$$
(66)
In order to bound $`A_p`$ and $`B_p`$, one can observe that the general term of the sums appearing in them grows for $`0ir_p`$ and decreases for $`r_pip`$. This is because $`r_p`$ is effectively defined such that the terms with $`i=r_p`$ and $`i=r_p1`$ be equal. Then the sums can be bounded by their largest term times the number of terms in the sum (which is itself smaller than $`p`$). From there, the following bounds for $`A_p`$ and $`B_p`$ are easily deduced:

$$A_p,B_p\frac{p(\begin{array}{c}p\\ r_p+m\end{array})t^{r_p+m}(1+E)^p}{(1+ttE)^p},$$

where the simplified notations

$$m=n_p+1,m_pE=E_\sqrt{p}$$

were introduced. This expression can be estimated with the aid of the asymptotic formula (66). Substituting and expanding in powers of small quantities like $`m/p`$ produces, after some tedium,

$$\mathrm{ln}(A_p,B_p)\frac{1+t}{2}\frac{m^2}{r_p}+\frac{1}{2}\mathrm{ln}p+2r_pE+O(1)+O(m^3/p^2)+O(r_pE^2),$$

which we will need only in the simplified form,

$$\mathrm{ln}(A_p,B_p)\frac{(1+t)^2}{2t}\frac{m^2}{p}+O(\mathrm{ln}p)+O(pE)+O(m^3/p^2).$$
(67)
The only question now is whether (consistently with (24)) we can choose the auxiliary sequence $`m`$ (representing either $`m_p`$ or $`n_p+1`$) so that the right hand side of (67) diverges to $`\mathrm{}`$, i.e. whether we can choose $`m=m(p)`$ so that the first term in (67) dominates the others for large $`p`$. But this is not difficult. For example,

$$m^2=p^2(E_\sqrt{p})^{1/2}+p^{3/2}$$

meets all our requirements. With this choice, both $`A_p`$ and $`B_p`$ converge to zero as $`p\mathrm{}`$, and thus $`S_2`$ and $`S_4`$, which concludes the proof that the sequence $`\stackrel{~}{t}_{n+1}^{(p)}/\stackrel{~}{t}_n^{(p)}`$ converges to $`t`$.

### t=0

This case can be treated in a manner very similar to the previous case. So, suppose that

$$\underset{n\mathrm{}}{lim}(t_n^{1/n})=0,$$

and let us introduce the auxiliary sequence

$$E_n=\underset{in}{sup}(t_n^{1/n}).$$

To prove that the sequence $`(t_n)`$ flows to the fixed point $`t_n=\delta _{1n}`$ corresponding to $`t=0`$, it will be sufficient to prove (the somewhat stronger assertion) that

$$\underset{p+\mathrm{}}{lim}\frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}=0$$
(68)
for all $`n1`$.

In writing (68) this way, we have implicitly assumed that none of the $`\stackrel{~}{t}_n^{(p)}`$ vanish, and this will hold automatically in the generic case where the original $`t_n`$ are themselves all nonzero. If, on the other hand, some of the $`t_n`$ do vanish, then there are two possibilities. Either the set of nonzero $`t_n`$ is infinite or finite. If it is infinite, then, for any fixed $`n`$, only a finite number of the $`\stackrel{~}{t}_n^{(p)}`$ can vanish, so that the formulation (68) remains valid as it stands, if we agree to omit a finite number of initial values of the index $`p`$. However, if all of the $`t_n`$ vanish after some point, then our assertion must be reworded as follows. Let $`t_{n_0}`$ be the last nonzero $`t_n`$ (recall that, by definition, not all of the $`t_n`$ can vanish). Then, for $`p>n_0`$, $`\stackrel{~}{t}_1^{(p)},\stackrel{~}{t}_2^{(p)},\mathrm{},\stackrel{~}{t}_{n_0}^{(p)}`$ will all be $`>0`$, while $`\stackrel{~}{t}_n^{(p)}`$ will $`=0`$ for $`n>n_0`$. Thus, our renormalized sequence $`(\stackrel{~}{t}_n^{(p)})`$ will already have converged to $`\delta _{n1}`$ for $`n>n_0`$, and we can limit the assertion (68) to $`n<n_0`$. Having thus dealt with these special cases, we will assume henceforth that all of the $`\stackrel{~}{t}_n^{(p)}`$ occurring in our discussion are strictly positive.

Again, it is convenient to introduce an auxiliary sequence $`m_p`$, to be chosen later subject to the conditions

$$\sqrt{p}m_p=o(p).$$
(69)
Then, splitting the sum (5) in a manner similar to before, and applying similar techniques to bound the two resulting terms in $`\stackrel{~}{t}_{n+1}^{(p)}/\stackrel{~}{t}_n^{(p)}`$, we get

$`0{\displaystyle \frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}}`$ $`=`$ $`{\displaystyle \frac{_{j=0}^{m_p}(\begin{array}{c}p\\ j\end{array})t_{n+j}\frac{j}{pj+1}+_{i=m_p}^p(\begin{array}{c}p\\ i\end{array})t_{n+i+1}}{_{i=0}^p(\begin{array}{c}p\\ i\end{array})t_{n+i}}}`$
$``$ $`{\displaystyle \frac{m_p}{pm_p+1}}+{\displaystyle \frac{1}{t_n}}{\displaystyle \underset{i=m_p}{\overset{p}{}}}(\begin{array}{c}p\\ i\end{array})t_{n+i+1}o(1)+{\displaystyle \frac{E_\sqrt{p}^{n+1}}{t_n}}{\displaystyle \underset{i=m_p}{\overset{p}{}}}(\begin{array}{c}p\\ i\end{array})E_\sqrt{p}^i.`$
Calling this last sum $`A_p`$, it will be sufficient to show that it goes to zero as $`p\mathrm{}`$. As before, we can accomplish this, bounding $`A_p`$ by a geometric series. Set

$$u_i=(\begin{array}{c}p\\ i\end{array})E_\sqrt{p}^i,$$

then

$$\frac{u_{i+1}}{u_i}=\frac{pi}{i+1}E_\sqrt{p}\frac{p}{m_p}E_\sqrt{p}.$$

In light of this result, a useful choice of $`m_p`$ is evidently

$$m_p=sup(p(E_\sqrt{p})^{1/2},\sqrt{p});$$
(72)
for with this choice $`u_{i+1}/u_i\sqrt{E}0`$ for $`p\mathrm{}`$, and the conditions (69) are also satisfied. Than, by taking $`p`$ large enough, we can insure

$$\frac{u_{i+1}}{u_i}\frac{1}{2},$$

so that (omitting the subscripts on $`m_p`$ and $`E_\sqrt{p}`$ for brevity)

$$\underset{i=m}{\overset{p}{}}\left(\genfrac{}{}{0pt}{}{p}{i}\right)E^i=\underset{i=m}{\overset{p}{}}u_iu_m\underset{i=0}{\overset{pm}{}}2^i2u_m=2\left(\genfrac{}{}{0pt}{}{p}{m}\right)E^m$$

whence

$$A_p\frac{2}{t_n}\left(\genfrac{}{}{0pt}{}{p}{m}\right)E^{m+n+1}\frac{2}{t_n}\left(\genfrac{}{}{0pt}{}{p}{m}\right)E^m$$

or

$$\mathrm{ln}A_pO(1)+\mathrm{ln}\left(\genfrac{}{}{0pt}{}{p}{m}\right)+m\mathrm{ln}E$$

Invoking the Stirling formula (66) once again then yields, after some simplification,

$$\mathrm{ln}A_pO(1)+m\mathrm{ln}(pe/m)+m\mathrm{ln}Em\mathrm{ln}(me/p)+O(1)$$

where the final step used that $`\mathrm{ln}(E)2\mathrm{ln}(m/p)`$ because of (72). This proves that $`\mathrm{ln}(A_p)\mathrm{}`$ since $`m\sqrt{p}+\mathrm{}`$ and $`m/p=o(1)0`$ as $`p\mathrm{}`$. In consequence, $`A_p0`$, which entails the desired convergence

$$\underset{p\mathrm{}}{lim}\left(\frac{\stackrel{~}{t}_{n+1}^{(p)}}{\stackrel{~}{t}_n^{(p)}}\right)=0.$$

### t=$`\mathrm{}`$

In this case, the coefficients $`t_n`$ grow faster than any geometric progression, and one might think, consistent with the $`t\mathrm{}`$ limit of (19), that $`\stackrel{~}{t}_{n+1}^{(p)}/\stackrel{~}{t}_n^{(p)}`$ would tend to $`+\mathrm{}`$ after a large number of renormalizations. Unfortunately this is not necessarily so, but it seems clear, at least, that it would follow under the stronger hypothesis that not only the $`(t_n)^{1/n}`$, but the ratios $`\rho _n=t_{n+1}/t_n`$ converged to $`+\mathrm{}`$ with $`n`$. In such a case, the renormalized dynamics would be trivial in the sense that it would produce only chains, as one can see from (2) and (3) above (because the unique $`\lambda (\varpi ,m)`$ with $`\varpi =n`$ would swamp all others in the limit $`p\mathrm{}`$).

### Multiple limits

When the sequence $`t_n^{1/n}`$ does not converge, it is difficult to conclude anything in general. However, if, for a given integer $`q`$, the $`q`$ subsequences $`t_{k(q+1)+i}`$ all converge as $`k\mathrm{}`$, for $`0iq`$:

$$\underset{k\mathrm{}}{lim}t_{k(q+1)+i}^{\frac{1}{k(q+1)+i}}=T_i,$$
(73)
then the $`p`$-times renormalized sequence $`t_n^{(p)}`$ tends as $`p\mathrm{}`$ toward the fixed point corresponding to $`t=sup(T_i)`$. This is because, as we are going to show, after $`q`$ renormalizations one has

$$\underset{n\mathrm{}}{lim}((\stackrel{~}{t}_n^{(q)})^{1/n})=\underset{0iq}{sup}(T_i)=t,$$
(74)
so that the previous result applies. We can restrict ourselves to the case when $`t0`$, because otherwise, since $`T_i0`$ automatically from the positivity of $`t_n`$, we would have $`T_i=0`$ for all $`0iq`$ and therefore $`t_n^{1/n}`$ itself would converge to $`0`$, a case treated in the previous subsection.

To show (74), we define the auxiliary sequence

$$u_n=\underset{nin+q}{sup}(t_i),$$
(75)
so that

$`(t_n^{(q)})^{1/n}=\left({\displaystyle \underset{j=0}{\overset{q}{}}}\left(\begin{array}{c}q\\ j\end{array}\right)t_{n+j}\right)^{1/n}`$ $``$ $`u_n^{1/n}2^{q/n}u_n^{1/n},`$ (78)
$``$ $`u_n^{1/n}\left(\begin{array}{c}q\\ q/2\end{array}\right)^{1/n}u_n^{1/n}.`$ (81)
The latter inequality is because at least one of the terms $`t_{n+j}`$ in the sum is equal to $`u_n`$ and the binomial coefficient $`\left(\begin{array}{c}q\\ q/2\end{array}\right)`$ is the largest of the lot. The inequalities (81) show in particular that

$$(t_n^{(q)})^{1/n}u_n^{1/n}.$$
(82)
Now, to study the convergence of the sequence $`u_n^{1/n}`$, we split it into $`q+1`$ subsequences with indices $`k(q+1)+i`$, $`0iq`$, which cover the whole sequence. Thus, reordering the elements of the supremum in (75), we have

$$u_{k(q+1)+i}^{1/(k(q+1)+i)}=\underset{0jq}{sup}[t_{(k+H(ij))(q+1)+j}^{1/(k(q+1)+i)}],$$

where $`H(p)`$ is an Heaviside–like function defined by

$`H(n)`$ $`=`$ $`1\text{ if }x>0`$
$`=`$ $`0\text{ otherwise.}`$
Then from the ansatz (73),

$$t_{(k+H(ij))(q+1)+j}^{1/(k(q+1)+i)}=(t_{(k+H(ij))(q+1)+j}^{1/[(k+H(ij))(q+1)+j]})^{[(k+H(ij))(q+1)+j]/[k(q+1)+i]}T_j,$$

and therefore the subsequence $`u_{k(q+1)+i}`$ converges:

$$\underset{k\mathrm{}}{lim}(u_{k(q+1)+i}^{1/(k(q+1)+i)})=\underset{0jq}{sup}(T_j)=t.$$

Since each of the subsequences converges to the same limit $`t`$ and since they cover the whole sequence $`u_n`$, we deduce

$$\underset{n\mathrm{}}{lim}u_n^{1/n}=t,$$

and hence the result (74) from eq. (82).

In more general cases, it seems to be impossible to decide the question of convergence with our present methods. However, since the sequences we have not studied will have converging subsequences in stretches of diverging size, it seems that, as the number $`p`$ of renormalizations goes to infinity, longer and longer initial stretches of the renormalized $`t_n`$ will, for almost all $`p`$, look like percolation for some $`t`$ (which will in general vary with $`p`$). However, this same idea also gives a way to construct sequences which will not flow to any single fixed point, but alternate between various ones, and we describe such a counterexample in the next section.

## 7 A counterexample and a conjecture

We have seen that a large number of sequences $`(t_n)`$ yield trajectories $`(\stackrel{~}{t}_n^{(p)})`$ which converge to fixed points of $`M`$, including all those $`(t_n)`$ for which $`\underset{n\mathrm{}}{lim}t_n^{\mathrm{\hspace{0.17em}1}/n}`$ exists. In this section, we will describe a counterexample to the supposition that all trajectories whatsoever approach limits. However, our counterexample does not contradict the weaker supposition that every trajectory, in some sense “spends most of its time near to the fixed point set as a whole”, and we conclude this section with a sample conjecture to that effect.

Now let $`(t_n)`$ be any starting sequence of $`t`$’s. If the corresponding trajectory $`(\stackrel{~}{t}_n^{(p)})`$ of renormalized $`t`$’s converged to some limit $`(\stackrel{~}{t}_n^{(\mathrm{})})`$ then in particular the ratio $`\stackrel{~}{t}_2^{(p)}/\stackrel{~}{t}_1^{(p)}f(p)`$ would have to converge to $`\stackrel{~}{t}_2^{(\mathrm{})}/\stackrel{~}{t}_1^{(\mathrm{})}`$. To construct our counterexample, then, it suffices to contrive $`(t_n)`$ so that $`f(p)`$ has no limit. But we claim that, if $`a_1,a_2,a_3\mathrm{}`$ is any sequence whatsoever of positive reals, and if $`ϵ>0`$ is arbitrary, then we can find a starting sequence $`(t_n)`$ and a subsidiary sequence of integers $`p_1<p_2<p_3\mathrm{}`$ such that $`|f(p_n)a_n|<ϵ`$ for all $`n`$. For example, let us try

$`t_n`$ $`=`$ $`(a_1)^n\mathrm{for}1np_1+2,`$
$`t_n`$ $`=`$ $`(a_2)^n\mathrm{for}p_1+2<np_2+2,`$
$`t_n`$ $`=`$ $`(a_3)^n\mathrm{for}p_2+2<np_3+2,`$
$`\mathrm{etcetera}.`$
If, for any $`k`$, we were to send $`p_k`$ to infinity, then obviously $`\underset{n\mathrm{}}{lim}(t_n)^{1/n}`$ would be $`a_k`$ and our main result above would assure us that $`f(n)\stackrel{n\mathrm{}}{}a_k`$; hence we can certainly find $`p_k`$ great enough that $`|f(p_k)a_k|<ϵ`$. Moreover, we can subsequently alter the values of $`t_n`$ for $`n>p_k+2`$ without affecting $`f(p_k)`$, since the latter clearly depends only on $`\stackrel{~}{t}_1^{(p_k)}`$ and $`\stackrel{~}{t}_2^{(p_k)}`$, and these in turn depend only on $`t_n`$ for $`np_k+1`$ and $`np_k+2`$, respectively. Hence, we can always select the $`p_k`$ to verify our claim. Figure 1 illustrates this technique with a closely related example in which $`\stackrel{~}{t}_2^{(p)}/\stackrel{~}{t}_1^{(p)}`$ oscillates between (near to) 1/2 and (near to) 2, the specific choice of $`(t_n)`$ in that case being: $`t_n=n`$ if $`n`$ is a power of 2, and $`t_n=0`$ otherwise, i.e. $`(t_n)=(1,2,0,4,0,0,0,8,0,0,0,\mathrm{})`$.

Closer inspection of this example, and in particular of Figure 1, reveals that the $`\stackrel{~}{t}_n^{(p)}`$ are not behaving completely chaotically. Rather, the precipitous jumps are narrowly localized in “time”, while between them, the ratios $`\rho _n=t_{n+1}/t_n`$ vary only gradually. Together with the evidence from other examples, this suggests that the “moments” when the renormalized $`t_n`$ deviate from percolation-like values are few and far between. In some, yet to be specified sense, then, $`(t_n)`$ would be spending most of the time near the “percolation submanifold”, with but brief excursions to other regions. In order to render this idea somewhat more definite, let us cast it in the form of a conjecture. For brevity, let us say that a real number $`r`$ is “within $`ϵ`$ of $`\mathrm{}`$” when $`r>1/ϵ`$. Then we conjecture that: $`(ϵ>0)`$ $`(m)`$ (the fraction of $`n<N`$ for which the $`m`$ ratios

$$\stackrel{~}{t}_2^{(n)}/\stackrel{~}{t}_1^{(n)},\stackrel{~}{t}_3^{(n)}/\stackrel{~}{t}_2^{(n)},\mathrm{},\stackrel{~}{t}_{m+1}^{(n)}/\stackrel{~}{t}_m^{(n)}$$

are all within $`ϵ`$ of each other (or all within $`ϵ`$ of $`\mathrm{}`$) tends to unity as $`N\mathrm{}`$).

## 8 Further reflections

The main theorem proved above guarantees pointwise convergence to percolation dynamics when $`\underset{n\mathrm{}}{lim}(t_n)^{1/n}`$ exists. However the topology of pointwise convergence is rather coarse, and using it, we could not even claim, for example, that the “basin of attraction” of the fixed point set was extensive enough to include any open neighborhood of the latter (because no open set in this topology can control more than a finite number of terms of the sequence $`(t_n)`$). On the contrary, the set of sequences not converging to the fixed-point set would be dense in the space $`𝒯`$ of all sequences. Thus this topology does not seem to provide a useful language for discussing the global features of our “RG flow”.

From a physical point of view, pointwise convergence provides information with limited temporal validity. For example, pointwise convergence to $`t_n=0`$ means that, following a cosmic cycle comprising a large number of causet elements, the ensuing expansion will be tree-like for a long, but in general finite period. To guarantee permanent tree-like behavior, one would need something like uniform convergence of the $`t_n`$, or perhaps more appropriately, uniform convergence of their ratios, $`t_{n+1}/t_n`$. An interesting question, therefore, is whether, by suitably strengthening its hypotheses, one could prove an analog of our main theorem for the topology of uniform convergence. Another natural extension of the present work, possibly of greater urgency, would be to explore, not just which trajectories approach the fixed point set, but also the manner in which they approach it; for this could help answer the question of how general is the phenomenon discovered in  according to which the “cosmic big number” associated with the so-called “flatness problem” could be explained by the hypothesis that the universe has undergone several previous cycles of expansion and collapse.

Finally, let us remark that the question of which topology (or topologies) is most suited to discuss the “renormalization group flow” with which we have been concerned in this paper is inseparable from the wider question of which sequences $`(t_n)`$ represent dynamical laws that are genuinely conceivable from the physical point of view. One can imagine, for example, uncontrollably divergent sequences, and if $`𝒯`$ is really the set of all sequences, then one might expect its dimensionality as a projective space to exceed $`\mathrm{}_0`$, the dimension of a separable Hilbert space. In that case, the normal tools of functional analysis would seem to be unavailing.

But does it really make sense that $`t_n`$ could grow arbitrarily rapidly (or, for that matter, be a number whose precision required for its expression arbitrarily many significant digits)? Our mathematical framework allows this, but only — it would seem — as an artifact of the procedure by which one introduces the dynamical laws in a “non-material” manner, as if “from outside the universe”. It would be more satisfactory if the laws could somehow be understood as embodied in the structure of material universe — in this case in the structure of the causal set. But then, the number of possible laws should itself be limited at any stage of the growth of the causal set, meaning that the number of possibilities for $`t_0,\mathrm{},t_n`$ (the parameters that determine the dynamics at stage $`n`$) would be bounded by something like the number of possibilities for a causet of $`n`$ elements, a number which grows only as $`2^{O(n^2)}`$. It might be, therefore, that the space in which our renormalization transformation $`M`$ acts is in reality not just of countable dimension but actually of countable cardinality. Important as this would be for the deeper understanding of the questions studied in this paper, it would be premature at present to speculate on how such a limitation on dynamical laws might work out in detail someday. Here, we wished only to raise the possibility, and in doing so to call to mind the idea that kinematics must ultimately fuse with (or absorb) dynamics as part of the further progress of fundamental physical theory.

R.D.S would like to thank the Aspen Center for Physics, where parts of this paper were written.

This work was supported by a joint NSF–CONACyT grant number E120.0462/2000.

X. Martin was supported by CONACyT and SNI–México, and D. O’Connor by the CONACyT grant 30422-E.

This research was partly supported by NSF grants PHY-9600620 and INT-9908763 and by a grant from the Office of Research and Computing of Syracuse University.

Appendix

In this appendix, we derive an identity used in Section 2 of the main text, namely

$$\lambda (\varpi ,m|\stackrel{~}{t}^{(N)})=\lambda (\varpi +N,m|t)$$
(83)
where

$$\lambda (\varpi ,m|t)=\underset{k}{}\left(\genfrac{}{}{0pt}{}{\varpi m}{km}\right)t_k$$
(84)
and

$$\stackrel{~}{t}_n^{(N)}=\underset{j}{}\left(\genfrac{}{}{0pt}{}{N}{j}\right)t_{n+j}.$$
(85)
The proof relies on a second (well known) identity,

$$\underset{i+j=k}{}\left(\genfrac{}{}{0pt}{}{m}{i}\right)\left(\genfrac{}{}{0pt}{}{n}{j}\right)=\left(\genfrac{}{}{0pt}{}{m+n}{k}\right),$$
(86)
which itself follows from expanding out a third (trivial) identity,

$$(1+x)^m(1+x)^n=(1+x)^{m+n}.$$

From (84)-(86), we obtain

$`\lambda (\varpi ,m|\stackrel{~}{t}^{(N)})`$ $`=`$ $`{\displaystyle \underset{k}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{\varpi m}{km}}\right)\stackrel{~}{t}_k^{(N)}`$
$`=`$ $`{\displaystyle \underset{k}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{\varpi m}{km}}\right){\displaystyle \underset{j}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{N}{j}}\right)t_{k+j}`$
$`=`$ $`{\displaystyle \underset{k}{}}{\displaystyle \underset{j}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{\varpi m}{km}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{N}{j}}\right)t_{k+j}`$
$`=`$ $`{\displaystyle \underset{l}{}}\left({\displaystyle \underset{j+k=l}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{\varpi m}{km}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{N}{j}}\right)\right)t_l`$
$`=`$ $`{\displaystyle \underset{l}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{\varpi m+N}{lm}}\right)t_l=\lambda (\varpi +N,m|t),`$
which is (83).