text:
# First- and second-order phase transitions in a driven lattice gas with nearest-neighbor exclusion

## Abstract

A lattice gas with infinite repulsion between particles separated by $`1`$ lattice spacing, and nearest-neighbor hopping dynamics, is subject to a drive favoring movement along one axis of the square lattice. The equilibrium (zero drive) transition to a phase with sublattice ordering, known to be continuous, shifts to lower density, and becomes discontinuous for large bias. In the ordered nonequilibrium steady state, both the particle and order-parameter densities are nonuniform, with a large fraction of the particles occupying a jammed strip oriented along the drive. The relaxation exhibits features reminiscent of models of granular and glassy materials.

The study of simple nonequilibrium lattice hopping models, such as the asymmetric exclusion process (ASEP), has blossomed over the past decade, motivated by studies of traffic and of granular matter . In parallel there is continuing interest in driven diffusive systems (DDS): lattice-gases with biased hopping , originally proposed as models of fast ionic conductors (FIC) . In the most widely studied case of DDS with attractive interactions, application of a driving field E (favoring hopping along one of the principal lattice directions) causes the interface between phases to orient along the field. Since the critical temperature increases with E, the drive may be said to favor ordering.

In DDS with repulsive interactions, which would appear to be more pertinent to ionic conduction , one expects the driving field to suppress ordering (preferential occupation of one sublattice). Indeed, the original field theoretic, simulation, mean-field analyses , showed that antiferromagnetic order is destroyed generically for a drive $`E>2J`$, $`J`$ being the magnitude of the nearest-neighbor interaction. More recent simulations , using larger lattices, strongly suggest that global antiferromagnetic order is destroyed by any drive, however small. The observation that FIC materials exhibit phase transitions, even in the presence of repulsive short-range interactions, and growing interest in transport in particle systems, motivate investigation of a driven system with hard-core repulsion.

In this Letter I describe the case $`J\mathrm{}`$, i.e., a lattice gas with occupancy of nearest-neighbor sites excluded (NNE). (The distance between any pair of particles must be $`>1`$ lattice spacing; there are no other interactions.) Equilibrium properties of this lattice analog of the hard-sphere fluid were studied via series expansion methods in the 1960’s, leading to the conclusion that (on bipartite lattices) the system undergoes a continuous phase transition at a critical density $`\rho _c`$, to a state with preferential occupancy of one sublattice; $`\rho _c0.37`$ on the square lattice . (The chemical potential is the temperaturelike parameter for this entropy-driven phase transition, which appears to fall in the Ising universality class .) To study the driven system, I adopt nearest-neighbor hopping dynamics. Each particle has an intrinsic rate of 1/4 for hopping in the $`\pm y`$ directions, and of $`p/2`$ and $`(1p)/2`$ in the $`+x`$ and $`x`$ directions, respectively. Thus $`p1/2`$ represents the deviation from equilibrium, with $`p=1`$ corresponding to $`E\mathrm{}`$ in standard DDS. (Note however that in DDS the driving field dominates the interparticle interaction when $`EJ`$, whereas in the present case hard-core repulsion takes precedence over the drive.)

I study the driven NNE lattice gas on a square lattice of $`L^2`$ sites, using periodic boundary conditions in both directions. Initially $`N`$ particles are thrown at random onto the lattice, respecting the NNE condition; this yields a homogeneous, disordered initial configuration. \[The random sequential adsorption (RSA) or “parking” process used to generate the initial state eventually jams, at a mean density of 0.3641 . In practice, one can reach densities up to about 0.38 for $`L=100`$.\] In the dynamics a randomly selected particle is assigned a hopping direction according to the rates given above, and the new position is accepted subject to the NNE condition. $`N`$ such attempted moves define one time unit. After a transient, whose duration depends on $`p`$, $`L`$, and the density $`\rho =N/L^2`$, the system reaches a steady state in which the current density $`j`$ (the net flux of particles along the $`+x`$ direction per site and unit time), and other macroscopic properties fluctuate about stationary values. I report results of extensive simulations at $`p=1`$, 0.75, and 0.6; some studies at $`p=1/2`$ were also performed to facilitate comparison with equilibrium.

The stationary current density for $`p=1`$ is shown in Fig. 1. For $`\rho 0.25`$ there is little dependence on system size; for the lower range of densities ($`\rho 0.1`$) the simulation data are in good agreement with a four-site cluster mean-field calculation. But at higher densities ($`\rho =0.272`$, 0.265, and 0.264 for $`L=100`$, 150, and 200, respectively), $`j`$ suddenly jumps to a lower value, and then continues to decrease smoothly with density. These data suggest a discontinuous phase transition (in the $`L\mathrm{}`$ limit) at a density $`\rho _c0.263`$, far below that of the equilibrium critical point. Before analyzing the evidence for this transition in greater detail, some observations are in order.

First, for $`p=1`$ the system exhibits jammed states: absorbing configurations in which each particle is blocked from moving by its neighbors (thus $`j0`$). While such configurations exist even at very low densities (for example, an array of particles occupying second-neighbor sites, forming a rectangle spanning the system), jammed states are not encountered in simulations for densities less than about 0.32, for $`L150`$. In particular, jamming is never observed in the vicinity of the transition to the ordered phase. Jamming occurs readily for $`\rho 0.34`$; in other words, the drive induces jamming at densities well below the RSA limit. The system can jam for $`p<1`$ as well: while motion against the drive is possible in this case, it appears that particles queue up to form dense configurations whose lifetime, while finite, grows exponentially with system size. For $`p=0.75`$ and $`L=100`$, jamming occurs at densities above about 0.37.

Jammed configurations are familiar from the two species driven lattice gas, with the two kinds of particle driven in opposite directions (and site exclusion the only interaction) . In that case jammed states form rather more readily than in the NNE lattice gas (for large driving fields the required density is $`0.25`$), and are associated with a (possibly discontinuous) phase transition. The existence of a sharp jamming transition in the driven NNE system, of relevance to models of granular flow, will be addressed in future work.

Second, the two- and four-site cluster mean-field theories (MFT) are so highly constrained by the NNE condition that the cluster probabilities are independent of the drive $`p`$. Pair MFT predicts a continuous transition to a sublattice-ordered state at $`\rho _c=1/4`$, while the four-site approximation shown in Fig. 1 gives $`\rho _c=0.2696`$. But since in equilibrium $`\rho _c0.37`$, the fact that the kink in the MFT curve falls near the discontinuous transition should be seen as purely fortuitous. Larger clusters, or a spatially extended MFT will be needed to study the driven NNE lattice gas.

The simulations extend to a maximum time of from $`3\times 10^6`$ to $`6\times 10^7`$ steps, depending on the time required to reach the stationary state. Data for the stationary current and order parameter densities are obtained from histograms for the corresponding quantities, in the final (stationary) stage. Near the transition, at $`p=1`$ and 0.75, the histograms are bimodal (see Fig. 2).

In equilibrium, the phase transition in the NNE lattice gas is signaled by a nonzero “antiferromagnetic” order parameter $`\varphi =|\rho _A\rho _B|`$, where $`\rho _i=N_i/L^2`$, with $`N_i`$ the number of particles in sublattice $`i`$. Fig. 2 shows the evolution of $`j(t)`$ and $`\varphi (t)`$ in a single trial near $`\rho _c`$: the order parameter increases suddenly, after a long waiting time, and then jumps between high and low values; the current mirrors the changes in the order parameter. (The time to the onset of ordering varies from trial to trial, within the range $`10^5`$ \- $`3\times 10^6`$, near $`\rho _c`$, for $`p=1`$ and $`L=150`$.)

Fig. 3 shows the stationary order parameter as a function of density. The phase transition is clearly discontinuous for $`p0.75`$, and continuous for $`p=0.6`$ and 0.5 (equilibrium). In fact, for $`p=0.6`$ the system exhibits the hallmarks of a critical point: the variation of the order parameter with $`\rho `$ becomes sharper with increasing system size; the current varies smoothly with density (Fig. 1, inset); the histograms are unimodal, becoming very broad near the transition, as reflected in a diverging variance of the order parameter (see the lower inset of Fig. 3). There is presumably a tricritical point at some drive $`p_t`$ between 0.6 and 0.75; determining the precise value will require more extensive studies of larger systems. The transition from the disordered, high-conductivity state to the ordered, low-conductivity state occurs at lower density, the larger is $`p`$. Thus we may cross the phase boundary at fixed density by augmenting $`p`$ (Fig. 3, upper inset); the current, paradoxically, falls sharply in response to an increased drive!

The mechanism of the phase transition becomes clearer when we examine particle configurations. Fig. 4, a typical stationary ordered configuration for $`p=1`$, reveals a strongly nonuniform distribution: a high-density strip has formed parallel to the drive. Within the strip, all particles occupy a single sublattice, and their movement is blocked. (Comparison of configurations at different times shows that while there are changes on the fringe, the interior of the strip is frozen on time scales of at least $`10^4`$ steps.) The low-density region outside the strip shows no sublattice ordering, and harbors all the mobile particles.

For $`p=1`$ and 0.75, the strip often contains a central core of maximum density, while the surrounding particles tend to fall along diagonal “branches” terminating on the core, forming a herringbone pattern, or, as it were, an arrow pointing along the drive. This suggests that the core forms first, and that particles are subsequently trapped along the branches. The growth of the latter is limited by reduction of the density outside the strip. For $`p=0.6`$ diagonal branches are again visible, but they are broader (5-10 lattice spacings). A very simple model of branch dynamics (via addition or loss of particles at the tip outside the core, using a two-site MFT) yields growth for densities greater than 0.19, 0.26, and 0.29 in the neighborhood of the tip, for $`p=1`$, 0.75, and 0.6, respectively. (For smaller densities the tip shrinks.)

Fig. 5 shows typical density and order-parameter profiles perpendicular to the drive. The marked variation in the density suggests that a second order parameter (the difference between the maximium and minimum densities, $`\mathrm{\Delta }\rho =\rho _{max}\rho _{min}`$), can be associated with the phase transition. This density difference is the order parameter in standard DDS (attractive NN interactions), but in that case the equilibrium system also shows phase separation, whereas the equilibrium NNE lattice gas does not have high- and low-density phases. In the NNE system a nonzero $`\mathrm{\Delta }\rho `$ is a uniquely nonequilibrium effect.

For $`p=1`$, ordered-state density profiles have $`\rho _{max}0.35`$, essentially independent of $`\rho `$, while $`\rho _{min}`$ generally falls the range 0.18 - 0.20, again without a systematic $`\rho `$-dependence. For $`p>1/2`$, but less than unity, ordered configurations again show a high-density strip coexisting with a low-density region having a nonzero current and no sublattice ordering. For $`p=0.75`$ I find $`\rho _{max}0.383`$, while for $`p=0.6`$, $`\rho _{max}0.40`$. $`\rho _{min}`$ also increases with decreasing $`p`$: $`\rho _{min}0.19`$, 0.253, and 0.285 for $`p=1`$, 0.75, and 0.6, resp., in reasonable agreement with the branch-growth model mentioned above. (MFT and numerical details will be reported elsewhere .)

Recall that for $`p=1`$, jamming occurs readily for $`\rho 0.34`$, close to the density $`\rho _{max}`$ of the jammed strip in the ordered state. Similarly, for $`p=0.75`$ the density in the strip is about 0.38, close to the global jamming density of 0.37 or so. (For $`p=0.6`$ the jamming density, presumably around 0.40, is beyond the density that can be prepared via RSA.) The strip, then, appears to represent an instability to local jamming in a system whose density lies below that needed for global jamming. It is well known that driven particle systems such as the ASEP can exhibit a shock, i.e., a discontinuous density profile, which back-propagates (in the direction opposite the drive) if the current in the high-density region is smaller than in the low-density region . It is reasonable to suppose that such a shock forms in the present system due to a density fluctuation (perhaps as a result of hopping perpendicular to the drive), and that its ‘tail’ may then grow until it reaches the ‘head,’ yielding a high-density ring which becomes the core of the jammed strip.

Once it has formed, additional particles cannot readily enter the jammed region, and so $`\rho _{max}`$ does not vary with $`\rho `$. As the overall density $`\rho `$ increases, $`\varphi `$ grows (and $`j`$ decreases) as a result of expansion of the jammed region. Eventually it fills the system; globally jammed configurations have perfect sublattice ordering ($`\varphi =\rho `$), and a uniform density profile, except for empty triangular or diamond-shaped regions that sometimes appear.

I turn now to some preliminary results on dynamics. The apparent waiting time, $`\tau `$, to the onset of the stationary state typically falls in the range 104-105 for $`\rho <\rho _c`$. At the transition it shows a sharp maximum, 1 - 3 orders of magnitude above the pre-transition value, and then falls off gradually ($`\tau (\rho _c)2\times 10^6`$ for $`p=1`$ and $`L=150`$). Definitive results on relaxation times will require larger samples than were used in this study. Another interesting observation is the appearance, in some realizations at $`p=1`$ and $`\rho 0.3`$, of slow relaxation. The order parameter grows linearly with $`\mathrm{ln}t`$ over a sizeable interval (e.g., $`6\times 10^4`$ \- $`3\times 10^6`$), before saturating. This is reminiscent of the slow compactification seen in granular materials. A model with purely excluded-volume interactions, but with rather different boundary and driving conditions, has in fact been found to reproduce slow (logarithmic) granular compaction . The present model may also be viewed as a ‘scalar’ version of the situation envisioned in Ref. , in which application of a shear stress provokes jamming (and thus rigidity) in a granular medium.

The mean time $`\tau _J`$ to jamming appears to have an exponential dependence on the density. Studies at $`p=1`$ and $`L=150`$ give $`\tau _J10^4`$ for $`\rho 0.34`$, while for smaller densities $`\tau _J`$ grows exponentially with $`(0.34\rho )`$, increasing by more than two orders of magnitude between $`\rho =0.34`$ and 0.32; $`\tau _J`$ exceeds the simulation time for $`\rho <0.31`$.

Related to the first-order phase transition is the question of hysteresis, and of the nucleation, growth, and decay of a jammed strip. The nonequilibrium critical behavior observed for a smaller drive (e.g., $`p=0.6`$) is an important subject for detailed study, since the nature of scaling in DDS remains controversial . Further issues to be explored in future work are the effects of different initial configurations, of the aspect ratio (in rectangular systems), of boundary conditions (open along the drive, and/or reflecting perpendicular to it), and systematic studies of temporal and spatial correlations, and of finite-size effects. Finally, it would be very useful to develop continuum descriptions of this system, be they stochastic (Langevin-like, starting from a suitable time-dependent Landau-Ginzburg formulation), or deterministic (hydrodynamic, starting perhaps from a kinetic theory of the lattice model).

In summary, I have shown that the phase transition in the lattice gas with nearest-neighbor exclusion persists under a drive, and turns discontinuous for a sufficiently large bias. Ordering is attended by the qualitatively new phenomenon (for a system with repulsive interactions) of phase segregation, which appears to result from an instability to formation of jammed regions. As in the attractive DDS, certain features of the ordered state can be understood on the basis of dynamic stability, as opposed to interactions or free-energy considerations. In the context of ASEP-like models, the results show that a two-dimensional system is capable of exhibiting a bulk phase transition, whereas the corresponding one-dimensional system is expected to show only boundary-induced transitions. The driven NNE lattice gas displays a surprisingly rich variety of behaviors for its simplicity, and may be of relevance to experiments on ionic conductors. Certain aspects of its behavior may yield insights into glassy and granular relaxation.

Acknowledgements

I thank Robin Stinchcombe, Gyorgy Szabó, and Miguel Angel Muñoz for helpful discussions. This work was supported in part by CNPq and CAPES.

electronic address: dickman@fisica.ufmg.br

FIGURE CAPTIONS

FIG. 1. Stationary current density versus particle density for $`p=1`$ and $`L=50`$ (+), $`L=100`$ ($``$), and $`L=150`$ (diamonds). Vertical lines indicate the transition at $`L=100`$ (dotted) and $`L=150`$ (solid). Solid curve: four-site MFT. Inset: $`j`$ versus $`\rho `$ for $`p=0.6`$ in the region of the transition, $`L=100`$.

FIG. 2. Order parameter (lower panel) and current density (upper) in a single trial at $`p=1`$, $`\rho =0.2715`$ and $`L=100`$. Inset: order-parameter histogram for the same run, accumulated for $`t>3.3\times 10^6`$.

FIG. 3. Stationary order parameter versus density for $`p=1`$ (squares), $`p=0.75`$ (circles), and $`p=0.6`$ (diamonds). Open symbols are for $`L=100`$, filled, $`L=150`$. Crosses represent the equilibrium system ($`p=1/2`$) with $`L=100`$. Upper inset: estimated phase boundary in the $`\rho p`$ plane. Lower inset: $`\chi L^2\text{v}ar(\varphi )`$ versus density for $`p=0.6`$ and $`L=100`$ (open symbols) and 150 (filled symbols).

FIG. 4. Snapshot of particle configuration in stationary state, $`p=1`$, $`\rho =0.267`$, $`L=200`$. Filled and open symbols represent particles on different sublattices. Driving field toward the right.

FIG. 5. Density (solid line) and order-parameter (broken line) profiles perpendicular to the field for the configuration shown in Fig. 4.


format: text

text:
# The magnetorotational instability across the dead zone of protoplanetary disks

## 1 Formulation of the problem

We consider the quasi-global, linear stability of a keplerian flow threaded by a uniform vertical magnetic field in a medium with $`z`$-dependent ohmic diffusivity. Our quasi-global study follows in spirit the analysis by Gammie & Balbus (1994) but we include a variable ohmic diffusivity in the magnetic induction equation. This configuration is considered as a model of the middle portions of protoplanetary disks where the dead zone is proposed to exist (Gammie 1996). As a first approximation to this problem, for reasons purely of mathematical simplicity, we consider only the effect of ohmic magnetic diffusion. The influence of other diffusive processes on the MRI, such as ambipolar diffusion, has been studied by Wardle (1997, 1999) in a local approach. Although such processes are probably important in regions of PP disks, their incorporation into a global analysis is left for future contributions.

In our quasi-global analysis the unperturbed system is considered homogeneous in the radial and azimuthal directions in all properties except the angular velocity, which is a function of the radial distance from the central star. We concentrate on the effect of diffusion on the most unstable modes found in the ideal MHD analysis, those corresponding to destabilized Alfven waves traveling in the $`z`$-direction (Balbus & Hawley 1998). To this end we assume an unperturbed weak magnetic field configuration like $`𝐁=B\widehat{z}`$ where $`B`$ is a constant. The equilibrium condition for the flow, in the presence of the gravitational force due to the central star, corresponds to circular rotation with velocity $`𝐔=r\mathrm{\Omega }\widehat{\varphi }`$, where $`\mathrm{\Omega }`$ is equal to $`\sqrt{GM_{}}/r^{3/2}`$. This is the simplest disk configuration where the instability arises in the ideal MHD analysis (Balbus & Hawley 1998).

Our starting point are the governing continuity equation,

$$\frac{\rho }{t}+(\rho 𝐔)=0,$$
(1)
momentum conservation equation,

$$\frac{𝐔}{t}+(𝐔𝐔)=\frac{1}{\rho }\left(P+\frac{|𝐁|^2}{8\pi }\right)+\frac{1}{4\pi \rho }(𝐁𝐁)\mathrm{\Phi },$$
(2)
where $`\mathrm{\Phi }`$ is the gravitational potential from the central star, and magnetic induction equation,

$$\frac{𝐁}{t}=\times (𝐔\times 𝐁\eta \times 𝐁),$$
(3)
where $`\eta `$ is the ohmic magnetic diffusivity, a function of $`z`$ in general. The system physical properties; velocity, magnetic field, density, $`\rho `$, and pressure, $`P`$, are perturbed with axisymmetric linear disturbances of the form $`g(z)\mathrm{e}^{\gamma t}`$, where $`g(z)`$ represents the $`z`$-dependent amplitude of the perturbation on any of the physical properties of the system.

In the approximation for geometrically thin disks and weak magnetic fields, the restrictions mentioned above allow us to reduce the governing equations, (1)-(3), to a system of coupled equations similar to (8)-(14) of Sano & Miyama (1999). An important simplification in our approach is that, in absence of a toroidal component of the background field, $`B_\varphi `$, the $`r`$ and $`\varphi `$ components of the momentum and magnetic induction equations, containing the Alfven modes, decouple from the density, pressure and vertical velocity perturbations.

We represent the perturbations of velocity and magnetic field components as $`u_r,u_\varphi `$ and $`b_r,b_\varphi `$ respectively. There is no radial dependence of the perturbation since we restrict our analysis to vertically traveling perturbations. Future contributions will deal with a more general derivation.

To first order, we can write the equations for the amplitudes of perturbed quantities as:

$$\gamma u_r2\mathrm{\Omega }u_\varphi \frac{B}{4\pi \rho }Db_r=0,$$
(4)
$$\gamma u_\varphi +\frac{\mathrm{\Omega }}{2}u_r\frac{B}{4\pi \rho }Db_\varphi =0,$$
(5)
$$\gamma b_rBDu_r[\eta D^2+D\eta D]b_r=0,$$
(6)
$$\gamma b_\varphi BDu_\varphi +\frac{3}{2}\mathrm{\Omega }b_r[\eta D^2+D\eta D]b_\varphi =0,$$
(7)
where $`D`$ represent the operator $`d/dz`$. The density, $`\rho `$ appearing in equations (4)-(7) is the unperturbed value, taken from the condition of hydrostatic equilibrium in the $`z`$ direction for an isothermal disk,

$$\rho (z)=\rho _o\mathrm{e}^{z^2/H^2},$$
(8)
where $`\rho _o`$ is the value of the density at the disk midplane and $`H=\sqrt{2}C_s/\mathrm{\Omega }`$ is the isothermal scale height, with $`C_s`$ the sound speed in the gas.

These system of equations is solved subject to the following boundary conditions:

$$Du_r|_{z=\pm H_t}=Du_\varphi |_{z=\pm H_t}=0,$$
(9)
$$b_r|_{z=\pm H_t}=b_\varphi |_{z=\pm H_t}=0,$$
(10)
where $`H_t`$ is the height above the midplane where the boundary conditions are applied. These boundary conditions correspond to a hot, tenuous halo model for the exterior of the disk, in a force-free state with the assumption of vanishing stress as $`|z|\mathrm{}`$. Such model has been previously used in similar quasi-global analysis of the MRI (Gammie & Balbus 1994, Sano & Miyama 1999). The derivation, presented by Gammie & Balbus (1994), is simplified to equations (9) and (10) in our case of perturbations dependent only on $`z`$. We will return to discuss the assumed boundary conditions in section 4.

## 2 Numerical solution

To ease manipulation in numerically computing the growth rates of the instability, $`\gamma `$, we first normalize all variables by dividing by $`\mathrm{\Omega }`$ and making the following substitutions:

$$\widehat{\gamma }=\gamma /\mathrm{\Omega },$$
(11)
$$\widehat{b}_i=b_i/B\mathrm{for}i=r,\varphi ,$$
(12)
$$\eta =\eta _of(z),$$
(13)
$$\widehat{z}=z/H,$$
(14)
$$\widehat{u}_i=u_i/C_s\mathrm{for}i=r,\varphi ,$$
(15)
$$\beta =C_s^2/V_A^2\mathrm{where}V_A^2=B^2/4\pi \rho ,$$
(16)
and

$$R_m=H^2\mathrm{\Omega }/\eta _o.$$
(17)
Our parameter $`\beta `$ is that typically used in plasma physics and our $`R_m`$ is a magnetic Reynolds number based on the velocity $`C_s`$ over a scale $`H`$. Note that this differs slightly from the traditional definition of $`R_m`$ in terms of the flow velocity appearing in the magnetic induction equation. Since $`\rho `$ depends on $`z`$ in our model, so does $`\beta `$. We write $`\beta =\beta _c/h(z)`$, where $`\beta _c`$ is the value of the parameter at the disk midplane and $`h(z)=\mathrm{e}^{\widehat{z}^2}`$ in our assumed isothermal disk structure. The resulting system of equations can be written as

$$\widehat{\gamma }\widehat{u}_r2\widehat{u}_\varphi \frac{1}{\sqrt{2}}\beta _c^1hD\widehat{b}_r=0,$$
(18)
$$\widehat{\gamma }\widehat{u}_\varphi +\frac{1}{2}\widehat{u}_r\frac{1}{\sqrt{2}}\beta _c^1hD\widehat{b}_\varphi =0,$$
(19)
$$\widehat{\gamma }\widehat{b}_r\frac{1}{\sqrt{2}}D\widehat{u}_rR_m^1[fD^2+DfD]\widehat{b}_r=0,$$
(20)
$$\widehat{\gamma }\widehat{b}_\varphi \frac{1}{\sqrt{2}}D\widehat{u}_\varphi +\frac{3}{2}\widehat{b}_rR_m^1[fD^2+DfD]\widehat{b}_\varphi =0.$$
(21)
The convenience of this normalization is making explicit the dependence of the solution to our problem on the parameters $`\beta _c`$ and $`R_m`$, it will also depend on the form of the diffusivity profile and indirectly on the boundary conditions.

Now we discretize the variables and coefficients on a set of points $`\widehat{z}[i][\widehat{H_t},\widehat{H_t}]`$ using the notation $`g[i]`$ to denote the value of the variable $`g`$ at point $`i`$. The derivatives $`D`$ and $`D^2`$ of the variables are approximated with 2nd order centered finite differences on an equispaced grid ($`\widehat{z}[i]=\widehat{z}_{\mathrm{min}}+i\mathrm{\Delta }\widehat{z}`$). With this, the system of 4 differential equations (18)-(21) becomes a system of 4$`N`$ coupled algebraic equations, where $`N`$ is the number points in the grid. Corresponding to each point there are 4 equations so that the discretized system of difference equations can be recast in matrix form as

$$𝐀\left(\begin{array}{c}\widehat{u}_r[1]\\ \widehat{u}_\varphi [1]\\ \widehat{b}_r[1]\\ \widehat{b}_\varphi [1]\\ \\ \\ \\ \widehat{u}_r[N]\\ \widehat{u}_\varphi [N]\\ \widehat{b}_r[N]\\ \widehat{b}_\varphi [N]\end{array}\right)\widehat{\gamma }\left(\begin{array}{c}\widehat{u}_r[1]\\ \widehat{u}_\varphi [1]\\ \widehat{b}_r[1]\\ \widehat{b}_\varphi [1]\\ \\ \\ \\ \widehat{u}_r[N]\\ \widehat{u}_\varphi [N]\\ \widehat{b}_r[N]\\ \widehat{b}_\varphi [N]\end{array}\right)=0$$

where the growth rate of our perturbations, $`\widehat{\gamma }`$, are seen to be the eigenvalues of the matrix $`𝐀`$ made up of the corresponding terms from the discretization of the system of equations (18)-(21).

We calculate eigenvalues numerically transforming the matrix to upper Hessenberg form and using a QR algorithm. The number of points in the grid was varied from 10 to 50 with no significant change (less than 1%) in the value of the maximum growth rate of the instability. Results shown correspond to a discretization over 20 points for $`\widehat{z}`$.

The boundary conditions are incorporated rewriting the corresponding equations (18)-(21) for the first and last points of our grid, upon discretization of the conditions (9) and (10) with 2nd order forward and backward differences at the bottom and top disk surfaces respectively.

## 3 Results

With the application to the middle, poorly ionized portions of PP disks in mind, we compute growth rates and eigenmodes (the form of the perturbations) for weak unperturbed magnetic fields ($`\beta _c0.1`$) and moderately diffusive disks. We consider the later condition as $`1<R_m10^3`$ since the parameter $`R_m`$ can be seen as the ratio of the characteristic diffusive timescale over a length $`H`$ to the dynamical timescale.

### 3.1 Case of uniform diffusivity

A global analysis for a homogeneous disk with ohmic diffusivity has recently been presented by Sano & Miyama (1999). Here we repeat their calculation following a slightly different approach, and a different computational method, to ease the comparison to the results for a stratified disk.

To consider a homogeneous diffusivity we simply put $`Df=0`$ and $`f=1`$ in the system (18)-(21). Figure 1 shows the value of the maximum growth rate of the instability, given by the minimum value of $`\widehat{\gamma }`$ with no imaginary part, as a function of the resistivity reflected in $`R_m`$, and the unperturbed magnetic field strength, entering through the parameter $`\beta _c`$.

Fitting a line through the nodes of the function depicted in Figure 1 indicates that the MRI arises as long as the following relation holds:

$$\beta _c<R_m^2$$
(22)
with the stated weak field, weak diffusion restrictions,

$$\beta _c>1\mathrm{and}R_m>1$$
(23)
We can recast condition (22) in terms of the characteristic timescales of the problem: the diffusion timescale, $`t_{\mathrm{dif}}=H^2/\eta `$ and the Alfven wave $`H`$-crossing time, $`t_\mathrm{A}=H/V_A`$. For a density stratified disk with constant magnetic diffusivity, the MRI will arise at a given radius if:

$$t_\mathrm{A}t_{\mathrm{dif}}$$
(24)
In order for the instability to develop an Alfven wave, with the velocity at the disk midplane, must have time to cross the disk before the field diffuses over the same length scale. This result, summarized in condition (22), is equivalent to the requirement that the Lundquist number be greater than unity. The Lundquist number is the ratio of the Alfven velocity to the “velocity” of drift of magnetic field lines through the conductor due to diffusion. These results are consistent with Sano & Miyama (1999).

### 3.2 Effect of diffusivity stratification

The calculation of growth rates for a stratified disk is now a simple procedure of prescribing a particular analytic profile for $`f(z)`$ and following the steps described above.

As we have mentioned we expect the diffusivity to increase rapidly from its minimum value at the disk surfaces. The results we present consider a $`z`$-dependence of the ohmic diffusivity like:

$$f(\widehat{z})=\mathrm{e}^{(\widehat{H}_t^2\widehat{z}^2)}\mathrm{e}^{(\mathrm{Erf}(\widehat{H}_t)\mathrm{Erf}(\widehat{z}))/l_o}$$
(25)
where Erf refers to the well known Error function. The precise form for this profile and particular choices for $`l_o`$ will be justified in the discussion section. In addition to $`\beta _c`$ and $`R_m`$, in a disk with diffusivity stratification two new parameters $`l_o`$ and $`H_t`$, determine the diffusivity profile at a given radius in the disk and the growth rates of the MRI.

Figures 2 and 3 show the maximum growth rate of the MRI in disks with different $`\beta _c`$, as a function of the stratification parameters $`R_m`$ (a measure of the ohmic magnetic diffusivity at the surface of the disk) and $`l_o`$. The range in both parameters is chosen with the application to PP disks in mind, as we discuss in the next section. Figure 2 corresponds to an unperturbed magnetic field strength with $`\beta _c=10^2`$, which we call the strong magnetic field case. Figure 3 corresponds to $`\beta _c=10^4`$, referred to as the weak magnetic field case. In both cases the surface of the disk is considered to be at $`z=H`$.

Depending on the strength of the unperturbed magnetic field the effect of the stratification can be determinant for the existence of the instability. Regions of the disk with characteristic diffusive timescales at the surface less than 10 dynamical timescales, will not be unstable for all unperturbed magnetic fields considered, $`\beta _c>10^2`$. The instability will also be generally damped if the stratification is strong $`l_o^110`$. In the next section we discuss the application of our results to PP disks.

Stratification can also affect the form of the perturbations for the fastest growing modes. Figure 4 shows the $`z`$-dependent amplitude of the three fastest growing unstable modes for a region with moderate stratification ($`l_o^1=1`$) and diffusivity near the stabilizing limit ($`R_m=20`$). The surface of the disk is placed at $`H_t=2H`$ and the unperturbed magnetic field corresponds to $`\beta _c=10^2`$. An interesting feature of this result is the “stratification” of the instability, i.e. the excitation of the instability preferentially in the regions away from the disk midplane. The largest amplitudes in the linear regime, both for velocity and magnetic field perturbations, appear at $`zH`$.

## 4 Discussion

We have seen that the behavior of the MRI in stratified media depends crucially on the value and form of the diffusivity profile. It also depends on the magnitude of the unperturbed magnetic field originally present in the disk. In this section we argue what are the likely values of this parameters in the context of PP disk models and discuss plausible consequences of our results. However, before doing this we briefly discuss the implications of modifying some of the main assumptions of our analysis.

### 4.1 Boundary conditions and field geometry

As discussed in section 1 the adopted boundary conditions follow from modeling the exterior medium as a hot tenuous corona, also called a hot halo by Gammie & Balbus (1994). The continuity of the stress tensor resulting from the perturbations across the disk-halo boundary, and the condition that it vanish at infinity lead to restrictions (9) and (10). While this is apparently a natural choice for isolated disks, different sets of boundary conditions could certainly be constructed and, in principle, these could affect the results presented so far.

Gammie & Balbus (1994) propose two other models for the disk exterior: a tenuous atmosphere, actually the continuation of the disk with an isothermal density profile, and the so-called rigid conductor model, introduced to mimic the effect of having a sink of angular momentum outside the disk. In the former, infinite disk case, no new unstable modes are found by Gammie & Balbus (1994) in comparison to the hot halo model. In the second case, when a load is connected to the field lines, a new mode is found which can be unstable even when all other modes are stable. As discussed by Gammie & Balbus (1994) the new unstable global mode arises for strong seed magnetic fields ($`\beta _c1`$). Although the results of Gammie & Balbus (1994) assume ideal MHD for the disk material, we believe similar conclusions will be found in our case since the introduction of resistivity has not resulted in the appearance of new unstable modes (Jin 1996, Sano & Miyama 1999).

In addition to the nature of the interface, the precise location of the disk-halo boundary is also assumed. This is done in our model through the parameter $`H_t`$ in equation (25), assumed equal to the isothermal scale height in the results of the previous section. Our choice is motivated by the calculations by D’alessio et al. (1999) of the detailed vertical structure of PP disks in which the density drops rapidly by orders of magnitude after $``$ 1-2 isothermal scale heights. The termination of the disk at the scale height $`H`$ is also an appropriate choice if one considers a polytropic rather than isothermal model for the vertical structure. Alternatively one could argue that the transition from the disk to the halo should be located at the point where $`\beta `$ equals unity, i.e. where the magnetic field passes from being a weak dynamical agent, with respect to gas pressure, to being the dominant dynamical factor, as is expected in the corona. Such assumption, with our isothermal disk structure, places $`H_t`$ at approximately 2 and 3 scaleheights for $`\beta _c=10^2`$ and $`10^4`$ respectively. Figure 5 shows the regions of stability and instability as a function of $`R_m`$ and $`l_o^1`$ for different values of the parameter $`\beta _c`$. In comparison to figures 2 and 3, and to figure 7 to be discussed below, we see that our results are not changed drastically, although the trend to make the disk more unstable as one increases the vertical extent is significant. As one incorporates into the model regions of lower $`\beta `$, which are more unstable, the damping effect of the poorly ionized middle regions is less important.

### 4.2 The value of $`\beta _c`$

The parameter $`\beta _c`$ depends on the strength of the unperturbed magnetic field seeding the instability. In PP disks a weak seed magnetic field can be expected as a remnant of the disk formation process out of a magnetized molecular cloud.

Measurements of magnetic fields in molecular clouds indicate that the densest regions, where PP disks are being formed, are commonly threaded by ordered fields with magnitudes around $`10^2`$ Gauss (Heiles et al. 1993). If we consider this as the seed field for the MRI, our $`B`$, for the typical midplane densities $`10^910^{11}`$ gm/cm3 and temperatures $`10500`$ K predicted for PP disks around a few AU, this implies that $`10^2\beta _c10^5`$.

Somewhat stronger fields would serve to seed the instability near the central star, if it has a significant magnetic field. However, at radial distances $`1`$ AU where the dead zone is proposed to exist, such field would most likely be weak, with $`\beta _c`$ in the range considered.

### 4.3 Ionization state of PP disks

We now attempt to justify the range of parameters $`l_o^1`$ and $`R_m`$ explored in section 3 on the basis of the expected properties of protoplanetary disks.

Traditionally the evolution of the solar nebula, the archetype of PP disks, has been thought of as consisting of 3 stages. In the first stage, infall from the molecular cloud leads to the formation and growth of an hydrostatic disk. In this so-called formation stage, efficient angular momentum transport resulting from self gravity instabilities leads to a fast evolution which, after some $`10^5`$ years, renders most of the disk stable to gravitational instabilities. What follows has usually been called the viscous stage as it is believed that the long term evolution of the disk in this phase is mainly governed by anomalous “viscous” torques resulting on the accretion of mass through the disk and onto the central object. Finally, in the dispersal stage the remaining gas and dust from the process of planet formation is somehow removed. Partly because diffusive, viscous processes act on an ever increasing timescale in the disk, it has been suggested that external agents dominate this final stage of PP disk evolution (see Hollenbach et al. 2000 and references therein).

As mentioned in the introduction, it is in connection to the origin of the anomalous torques, dominant through the $`10^7`$ year lifetime of the viscous stage, that the MRI has become such an important part of accretion disk theory. In this paper, our aim is to determine whether the MRI will arise in poorly ionized portions of PP disks (a prerequisite for generating viscous torques) at the beginning and possibly during the viscous stage. Hence, we consider models for viscous stage protoplanetary disks. Over the last 20 years $`\alpha `$-disk models have been constructed addressing the influence of different agents on the disk’s viscous evolution (see Ruden & Lin 1986, Ruden & Pollack 1991, Sterzik & Morfill 1994, and Reyes-Ruiz & Stepinski 1995, among others). Apart from temporal and detailed differences in the structure of the disk, the overall properties of the disk generally agree well with the models of the Ruden & Lin (1986). In fact with the exception of the outermost regions, near the outer boundary of the disk, steady state models as those described in detail in Stepinski et al. (1993) reproduce satisfactorily the properties of PP disks at a given instant.

In this paper we adopt such steady state models of PP disks (Stepinski et al. 1993) to describe the radial variation of physical properties as the disks emerge from the formation stage of their evolution. The models incorporate the Shakura & Sunyaev (1973) viscosity prescription and temperature dependent opacity laws as proposed by Ruden & Pollack (1991). The physical properties of the disk are given by a sequence of power laws, described in Stepinski et al. (1993), distributed radially depending on the two basic parameters of the model: the turbulence viscosity parameter of Shakura & Sunyaev, $`\alpha _{ss}`$, and the uniform mass accretion rate through the disk, $`\dot{M}`$. Values of $`\alpha _{ss}`$ between $`10^2`$ and $`10^3`$ are usually quoted from simulations of the MRI in shearing boxes with keplerian differential rotation. As such values seem to be also consistent with observations of T-Tauri disks (D’alessio et al. 1998) we will present results for the limiting values. Again both in models and observations (see review by Calvet et al. 2000) the mass accretion rate ranges from $`10^6M_{}`$/yr, at the beginning of the viscous stage, to $`10^8M_{}`$/yr through most of their lifetime.

A particular choice of model parameters determines the profiles of midplane density and temperature, surface density, scale height, etc. These, and our isothermal vertical structure model, can be used to calculate the ionization degree throughout the disks following Stepinski et al. (1993). In the innermost disk regions, inwards of $`1`$ AU, we consider thermal ionization of Potassium assumed present in PP disks with solar abundance. As found by Stepinski (1992) in regions with temperature above $`10^3`$ K, the ionization degree is high enough to render the disk unstable to the MRI ($`R_m1`$). The development of the MRI in this region, called the inner active region (IAR) by Stepinski (1999) proceeds as analyzed by Gammie & Balbus (1994) and is not addressed in this paper.

We concentrate on the regions outwards of the IAR, defined by $`r>R_{IAR}`$, where $`R_{IAR}`$ is defined as the radius where the temperature drops below 1000 K. There, ionization is mainly due to the action of galactic cosmic rays penetrating through the disk surfaces. We obtain an upper limit to the ionization fraction neglecting the recombination of electrons onto dust grains and considering only ion reactions as a sink of electrons. Using the ionization and recombinations rates of Stepinski (1992), the ionization fraction, $`x`$, can be obtained from the condition of ionization equilibrium,

$$x=4\times 10^{18}\rho (z)^{1/2}\mathrm{e}^{\frac{S(z)}{2S_o}},$$
(26)
where $`S_o`$ is the characteristic cosmic ray attenuation density, $`100`$ gm/cm2, and $`S(z)`$ is the integrated surface density from the disk surface to the height $`z`$:

$$S(z)=_z^{H_t}\rho _c\mathrm{e}^{\frac{z^2}{H^2}}𝑑z.$$
(27)
Considering the rapid decrease of the argument, for mathematical simplicity we approximate this function as:

$$S(\widehat{z})\frac{\sqrt{\pi }}{2}\rho _cH(1\mathrm{Erf}(\widehat{z})),$$
(28)
so that the ionization degree can be written as:

$$x(\widehat{z})=4\times 10^{18}\rho _c^{1/2}h^{1/2}\mathrm{e}^{(1\mathrm{Erf}(\widehat{z}))/l_o},$$
(29)
where $`l_o^1=\sqrt{\pi }\rho _cH/4S_o`$. With ohmic diffusivity given by $`\eta =7\times 10^3/x`$ (Stepinski 1992) we arrive at equation (25) for the diffusivity profile.

In figure 6 we show the radial profiles of the parameters $`R_m`$ and $`l_o^1`$ characterizing the diffusivity profile, for a series of specific models of PP disks. Two values of the turbulent viscosity parameter are considered, $`\alpha =10^2`$ and $`10^3`$. The mass accretion rate through the disk takes the values $`10^6`$, $`10^7`$ and $`10^8M_{}`$/yr. Models with lower $`\alpha `$ and higher accretion rate are characterized by a higher temperature and surface density at a given radius. For such models the IAR extends farther out in the disk in comparison to corresponding models with higher $`\alpha `$ and lower $`\dot{M}`$. Also, in comparison beyond $`R_{\mathrm{IAR}}`$ their diffusivity is higher, i.e. smaller $`R_m`$, as is their stratification reflected in the parameter $`l_o`$.

We summarize the results of this section in Figure 7 where a direct comparison of the properties of PP disk models and the regions of stability for different values of $`\beta _c`$ is shown. Depending on the value of $`\beta _c`$, marked radii allow us to determine in what regions of the disk the MRI will arise. For example, for the disk model with $`\alpha =10^2`$ and $`\dot{M}=10^8M_{}`$/yr (short dashed line), even if the seed field is as strong as $`\beta _c=10^2`$, in a broad region between several AU and the $`R_{\mathrm{IAR}}`$ (square), located at less than 0.3 AU from Figure 6, the MRI will not arise. For the same model, if $`\beta _c=10^4`$, outwards of $`R_{\mathrm{IAR}}`$ the whole disk will be stable. A similar analysis can be performed for the reader’s preferred specific model.

Finally, it is worth stressing that the calculated diffusivities represent a lower bound as we neglect recombination onto dust grains, which can be dominant if their size distribution is similar to that of the ISM (see Reyes-Ruiz & Stepinski 1995).

## 5 Summary and Conclusions

We have conducted a quasi-global analysis of the behavior of the MRI in the linear regime considering the effects of diffusivity stratification as that expected in protoplanetary disks. As our main result we find that stratification can add to the stabilizing effect of ohmic diffusion found in previous calculations.

Ohmic diffusivity alone, without stratification, will damp the MRI if $`R_m10`$, regardless of the strength of the unperturbed magnetic field. Weak seed magnetic fields, $`\beta _c10^4`$, will become stable if $`R_m100`$, i.e. if the diffusion timescale is up to 100 times longer than the dynamical timescale. In addition, the stabilizing effect of stratification is significant when it is characterized by values of the parameter $`l_o^11`$, i.e. when the surface density if greater than $`S_o100`$ gm/cm2.

### 5.1 Revised model of PP disks

If the MRI is the only source of turbulence and anomalous viscosity in protoplanetary disks, our results suggest the necessity of a revision of standards models. The calculation of properties of these revised models, time dependent in essence, is out of the scope of this paper. However, one can speculate on a plausible structure of the revised PP disk models based on the dynamical agents operating at different radii.

In most of the models, outwards of $`R_{\mathrm{IAR}}`$ there is a broad region where the MRI does not operate. The flow in such region would not be turbulent and, in absence of anomalous viscous torques, mass would accumulate in a stable “dead” region (DR).

In some models, for example the one with $`\alpha =10^2`$ and $`\dot{M}=10^7M_{}`$/yr, the instability can be excited also in the outermost parts of the disk. This could occur first in a “stratified” manner (as shown in figure 4) due to the strong stratification of the diffusivity. Whether such excitation leads, in the nonlinear regime, to a layered accretion scenario as proposed by Gammie (1996), is the subject of numerical simulations. We propose the existence of a region of layered accretion (LAR) with the cautionary comment that, according to our linear analysis, significant velocity and magnetic field perturbations will also be present in the middle “dead” zone. These could possibly lead, in the nonlinear regime, to somewhat smaller, but non-zero viscous torques in the so-called dead zone.

Regions at a still greater distance from the central object are less diffusive and less stratified, so the operation of the MRI in such regions would be again similar to that in homogeneous disk and turbulence can be generated across the whole vertical extent of the disk in what we call the outer active region (OAR). In conclusion, the results derived in this paper with the assumptions discussed above lead to a revised model for the structure of protoplanetary disks as schematically illustrated in figure 8.

### 5.2 Caveats of our analysis

We end this contribution pointing out potentially important inconsistencies in our analysis which could affect our conclusions.

First, it is clear that our disk models are dynamically inconsistent. They are derived assuming a constant turbulent viscosity parameter $`\alpha `$ which, as we show in this paper, is not justified if turbulence is due to the MRI. At most, we could argue that such models reflect the properties of PP disks as they emerge from the self-gravitating formation stage to the viscous evolutionary phase where the MRI is believed to be the dominant player in the transport of angular momentum. Our assumption is made as a means to show the necessity of revising the standard, constant $`\alpha `$ models of protoplanetary disks as well as the layered accretion scenario.

A similar inconsistency is also present in the calculation of the vertical diffusivity profile since, as shown by Dolginov & Stepinski (1994), if the turbulence in the disk involves a tangled magnetic field, the shielding of cosmic rays can be significantly larger than estimated here. This effect will certainly be important in the nonlinear regime of the instability.

Acknowledgements The author is thankful to Adriana Gazol for helpful comments at the beginning of this work. This work has been supported by CONACYT project J22990E.


text:
# Untitled Document

hep-th/0009244 EFI-2000-36

Partition Sums and Entropy Bounds
in Weakly Coupled CFT

David Kutasov and Finn Larsen

Enrico Fermi Institute and Department of Physics

University of Chicago, Chicago, IL 60637, USA

We use the partition functions on $`S^1\times S^n`$ of various conformal field theories in four and six dimensions in the limit of vanishing coupling to study the high temperature thermodynamics. Certain modular properties exhibited by the partition functions help to determine the finite volume corrections, which play a role in the discussion of entropy bounds.

9/00

1. Introduction

Twenty years ago, Bekenstein proposed  that the entropy of a complete physical system in three spatial dimensions whose total energy is $`E`$ and which fits in a sphere of radius $`R`$, is necessarily bounded from above,

$$S2\pi ER.$$

The motivation for the bound came from studying the consequences of the generalized second law (GSL) of thermodynamics (i.e. thermodynamics in the presence of black holes). When an entropy-bearing object is dropped into a black hole, the GSL appears to be violated unless the infalling object satisfies the bound (1.1). A similar bound should hold by the same arguments in other spacetime dimensions.

Over the years, various objections to the bound (1.1) have been raised (see \[2,,3\] for recent reviews). In addition to the fact that it is not clear how to define $`E`$ and $`R`$ in a general non-spherically symmetric spacetime, it is now also not clear that the bound (1.1) is necessary for the validity of the GSL .

An interesting feature of the bound (1.1) is that it does not involve the gravitational coupling constant $`G_N`$, and thus should remain valid in the limit $`G_N0`$. In other words it should be a property of the non-gravitational dynamics in a fixed background spacetime, and can be checked directly in model systems. Many such checks have been performed , but the situation in some of these cases and in general seems unclear.

A natural class of theories in which to study the bound (1.1) is quantum field theories in $`D`$ dimensions, and in particular the conformal field theories (CFT’s) to which they flow in the extreme UV and IR limits. The latter problem was discussed in an interesting recent paper by E. Verlinde , who argued that the entropy of a general $`D`$-dimensional CFT on

$$\mathrm{IR}\times S^{D1},$$

is related to the energy via

$$S=\frac{2\pi R}{D1}\sqrt{E_C(2EE_C)},$$

where $`R`$ is the radius of $`S^{D1}`$, and $`E_C`$ is the sub-extensive part of the energy $`E`$. It is defined through

$$E_CDE(D1)TS,$$

and is parametrically smaller than the energy for high temperature, $`TR1`$. The evidence supporting (1.1) is twofold:

(1) In $`D=2`$, (1.1) reduces to Cardy’s asymptotic entropy formula

$$S=2\pi \sqrt{\frac{c}{6}(L_0\frac{c}{24})},$$

which is valid1 More precisely, (1.1) is valid in unitary CFT’s with $`c1`$ and a gap in the spectrum of scaling dimensions, for $`L_0\frac{c}{24}`$. for general CFT’s in $`D=2`$.

(2) According to the AdS/CFT correspondence  a large class of CFT’s are described by a holographic dual. For such theories, (1.1) is valid in the strong coupling regime where the dual theory reduces to supergravity , for all energies above the Hawking-Page phase transition. A generalization like (1.1) of the Cardy formula (1.1) that is universally true would be very interesting, both because it implies that the relation (1.1) is always satisfied in the region of validity of (1.1), and for other applications. Since it seems to hold for strongly coupled CFT’s with $`AdS`$ duals , it is natural to ask whether it also holds in the opposite limit of vanishing coupling. This question is analyzed in this paper; unfortunately the answer is negative. We arrive at this conclusion by computing the partition functions of different CFT’s and analyzing their high temperature thermodynamics. The techniques we use are applicable for general dimension $`D`$, but we study in detail the cases of $`D=4`$ and $`D=6`$.

Before turning to the detailed calculations, we summarize some of the qualitative features that are common to the different examples we study.

(1) The high temperature expansion of the free energy has the form

$$FR=a_D(2\pi RT)^D+a_{D2}(2\pi RT)^{D2}+\mathrm{}+a_0(2\pi RT)^0+𝒪(e^{(2\pi )^2RT}).$$

The perturbative part of the free energy is thus a finite polynomial with no inverse powers in the temperature. The non-perturbative corrections are of a specific form, namely a power series in $`e^{(2\pi )^2TR}`$.

(2) The coefficients in the expansion (1.1) satisfy

$$\underset{k=0}{\overset{D/2}{}}(1)^k(2k1)a_{2k}=0.$$

In two dimensions this gives $`a_2+a_0=0`$ — the leading term of $`𝒪((RT)^2)`$ is identical (up to a sign) to the term independent of the temperature. This is indeed a well-known feature of (unitary) CFT’s in $`D=2`$. The sum rule (1.1) generalizes this to higher dimensions. The polynomial part of the free energy is characterized by $`D/2`$ coefficients and one constraint, for a net $`D/21`$ parameters, whose values in the different examples are given below in (4.5) and (4.11).

(3) It is surprisingly useful to study the transformation under exchange of the radii $`\beta /2\pi `$ and $`R`$ of the $`S^1`$ and the $`S^{(D1)}`$, generalizing a modular transformation in $`D=2`$. In higher dimensions this is generally not a full-fledged symmetry; nevertheless free field partition functions transform in a simple way. The paper is organized as follows. In section 2 we compute the partition functions for various conformal field theories. Section 3 contains an analysis of the high temperature expansions of certain building blocks of these partition functions. The result is used in section 4 to find the high temperature expansions of the free energies of these CFT’s. In section 5 we discuss the implications of our results to entropy bounds.

2. The Partition Functions of Free CFTs

To study the thermodynamics of CFT on (1.1) one is interested in the spectrum of the Hamiltonian on $`S^{D1}`$. The coordinate change $`\tau =R\mathrm{ln}\frac{\rho }{R}`$ maps the line element

$$ds^2=d\tau ^2+R^2d\mathrm{\Omega }_{D1}^2,$$

on (1.1) (with Euclidean time) to

$$ds^2=\frac{R^2}{\rho ^2}(d\rho ^2+\rho ^2d\mathrm{\Omega }_{D1}^2),$$

and makes it manifest that $`\mathrm{IR}\times S^{D1}`$ is conformally equivalent to the Euclidian space $`\mathrm{IR}^D`$. Under this map the generator of time translations on (2.1) is related to the generator of scale transformations on (2.1) as

$$R\frac{}{\tau }=\rho \frac{}{\rho }.$$

The energy $`E`$ of a state on $`\mathrm{IR}\times S^{D1}`$ is therefore related to the scaling dimension of the corresponding field as

$$ER=\mathrm{\Delta }.$$

The partition sum

$$Z=\mathrm{Tr}e^{\beta H}$$

of the CFT on (1.1) is obtained by compactifying Euclidean time $`\tau `$ (2.1) on a circle of circumference $`\beta `$, $`\tau \tau +\beta `$. Via the correspondence (2.1) it can be reinterpreted as the generating functional of conformal dimensions on $`\mathrm{IR}^D`$,

$$Z=\underset{\mathrm{\Delta }}{}q^\mathrm{\Delta },$$

with

$$q=e^{\frac{\beta }{R}}.$$

To compute it one can either enumerate local operators in the CFT on $`\mathrm{IR}^D`$, or perform the quadratic path integral directly by analyzing the appropriate wave equation on $`S^1\times S^{D1}`$. In the free theory either approach is manageable. In the following we carry out each of these derivations in the simplest case. We note some group theory which helps to automate the computation for other fields.

2.1. Four Dimensions

We begin by considering the conformally coupled scalar in $`D=4`$. The equation of motion is

$$[^2+\xi ]\varphi =0,$$

where the conformal coupling in $`D=4`$ is $`\xi =\frac{1}{6}`$ and the Ricci tensor of the spatial sphere is $`=\frac{6}{R^2}`$. The kinetic term $`^2`$ on $`S^1\times S^3`$ contributes the energy $`E^2`$ and the centrifugal term $`\frac{n(n+2)}{R^2}`$ where $`n`$ is the integer partial wave number on the $`S^3`$. Altogether this gives the spectrum

$$\mathrm{\Delta }=ER=n+1;n=0,1,\mathrm{}.$$

The degeneracy comes exclusively from the wave functions on the sphere $`S^3`$. The dimension of the spin $`(\frac{n}{2},\frac{n}{2})`$ representation of $`SO(4)SU(2)\times SU(2)`$ corresponding to the $`n`$’th partial wave is $`(n+1)^2`$.

This type of computation can be repeated for other fields. However, it is generally awkward to keep track of the couplings to the background curvature for fields other than the scalar and those details will at any rate turn out unimportant; so we will not record them here (see e.g.  for further details).

We now turn to the alternative strategy of enumerating free operators on the flat background $`\mathrm{IR}^4`$ , considering again the conformally coupled scalar. The field $`\varphi `$ has dimension $`\mathrm{\Delta }=1`$. Its derivatives $`_\mu \varphi `$ have dimension $`\mathrm{\Delta }=2`$ and degeneracy $`4`$ due to the indices $`\mu `$. At the next level there are $`\frac{54}{2}=10`$ operators $`_\mu _\nu \varphi `$ with $`\mathrm{\Delta }=3`$. But now there is also a constraint $`^2\varphi =0`$ from the equation of motion (in flat space) so there is a net degeneracy $`9`$. Proceeding similarly to all orders one recovers (2.1) with the expected degeneracy $`(n+1)^2`$.

It is instructive to carry out this sort of counting for the first few levels of all the CFTs we consider. However, it is clearly tedious and not particularly illuminating to work out the combinatorics at arbitrary level. It is simpler to infer the complete tower of $`SO(4)`$ representations from the existence of a partial wave expansion. This reasoning can be justified as follows. At level $`\mathrm{\Delta }=n+1`$ the field transforms in the $`(\frac{n}{2},\frac{n}{2})`$ of $`SO(4)`$. Acting with the derivative $`_\mu `$ yields

$$(\frac{1}{2},\frac{1}{2})(\frac{n}{2},\frac{n}{2})|_{\mathrm{sym}}=(\frac{n+1}{2},\frac{n+1}{2})(\frac{n1}{2},\frac{n1}{2}).$$

The restriction to the symmetric part reflects symmetrization of multiple derivatives. Now, the field equation transforms as $`(\frac{n1}{2},\frac{n1}{2})`$ and removes the final term so we are left with $`(\frac{n+1}{2},\frac{n+1}{2})`$, the appropriate representation content at one level higher. In this way we find a full tower of operators. This computation generalizes to fields with spin.

Let us consider the Maxwell field. The field strength $`F_{\mu \nu }`$ has dimension $`\mathrm{\Delta }=2`$ and there are $`6`$ components. At the next level the operators $`_\lambda F_{\mu \nu }`$ with $`\mathrm{\Delta }=3`$ have $`24`$ components. The constraints imposed by the $`4`$ field equations $`^\mu F_{\mu \nu }=0`$ and the $`4`$ Bianchi identities $`^\mu {}_{}{}^{}F_{\mu \nu }^{}=0`$ yield net degeneracy of $`16`$. At level $`\mathrm{\Delta }=4`$ similar computations give a degeneracy of $`40`$. These degeneracies agree with those of two $`SO(4)`$ towers of the form $`(\frac{n}{2},\frac{n+2}{2})+(\frac{n+2}{2},\frac{n}{2})`$. The precise representations were determined from the $`SO(4)`$ content at low level. In the free field limit it is in fact consistent to consider the two helicities independently (the self-dual and the anti-self dual part of the field).

Repeating the exercise for fermions completes the following table:

field   $`\mathrm{\Delta }`$   degeneracy   $`SO(4)`$ rep.                                       Scalar   $`n+1`$   $`(n+1)^2=1,4,9,\mathrm{}`$   $`(\frac{n}{2},\frac{n}{2})`$                                    Weyl fermion   $`n+\frac{3}{2}`$   $`2(n+1)(n+2)=4,12,24,\mathrm{}`$   $`2(\frac{n}{2},\frac{n+1}{2})`$                     Vector   $`n+2`$   $`2(n+1)(n+3)=6,16,30,\mathrm{}`$   $`(\frac{n}{2},\frac{n+2}{2})+h.c.`$
Table 1: spectrum of free fields in four dimensions. The range of $`n=0,1,\mathrm{}`$.

A definite chirality was chosen for the Weyl fermion.

Both chiralities were included for the vector field (Maxwell case).

Alternatively the results can be summarized concisely in terms of the partition functions (2.1):

$$\begin{array}{cc}\hfill Z_S^{(4)}=& \underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{1q^{n+1}}\right)^{(n+1)^2},\hfill \\ \hfill Z_W^{(4)}=& \underset{n=0}{\overset{\mathrm{}}{}}\left(1+q^{n+\frac{1}{2}}\right)^{2n(n+1)},\hfill \\ \hfill Z_V=& \underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{1q^{n+1}}\right)^{2n(n+2)}.\hfill \end{array}$$

Note that for the fermion and the vector the range of the index $`n`$ was shifted compared with the table without changing the partition function.

$`N=4`$ SYM theory in $`D=4`$ with gauge group $`U(1)`$ has the field content: $`6`$ scalars, $`4`$ Weyl fermions, and one vector field. It therefore has the partition function

$$Z_{N=4}=(Z_S^{(4)})^6(Z_W^{(4)})^4Z_V.$$

Different gauge groups (with more gauge fields) can be incorporated in the free field limit by simply taking the appropriate power of the entire partition function.

2.2. Six Dimensions

The analysis of the six dimensional case is quite similar to the discussion for $`D=4`$ so we shall be brief. Let us consider the self-dual tensor which may be less familiar. It is described by the field strength $`H_{\mu \nu \rho }`$ with conformal dimension $`\mathrm{\Delta }=3`$. Taking the antisymmetry in each index into account this gives $`654/3!=20`$ components in six dimensions. The duality condition $`{}_{}{}^{}H=H`$ plays the role of the field equation. It removes half the components for a net degeneracy of $`10`$. At the next level there are the fields $`_\lambda H_{\mu \nu \rho }`$ with $`\mathrm{\Delta }=4`$. There are $`610`$ such components after the duality condition on $`H`$ has been taken into account. The trace $`^\mu H_{\mu \nu \rho }=0`$ gives further $`15`$ conditions for a net degeneracy of $`45`$. Note that the equation $`_{}^{\mu }{}_{}{}^{}H_{\mu \nu \rho }=0`$ gives nothing new. It is now clear that the tensor field generate a tower with $`SO(6)`$ quantum numbers $`[2,n,0]`$ with $`n=0,1,\mathrm{}`$ (see e.g.  for further details on these representations). The conjugate tower $`[0,n,2]`$ corresponds to a field with the opposite duality condition.

The spectrum of the free fields in six dimensions is

field   $`\mathrm{\Delta }`$   degeneracy   $`SO(6)`$ rep.                                       Scalar   $`n+2`$   $`\frac{(n+1)(n+2)^2(n+3)}{12}=1,6,20\mathrm{}`$   $`[0,n,0]`$                                    Weyl fermion   $`n+\frac{5}{2}`$   $`\frac{(n+1)(n+2)(n+3)(n+4)}{3}=8,40,120,\mathrm{}`$   $`[1,n,0]`$                     Tensor   $`n+3`$   $`\frac{(n+1)(n+2)(n+4)(n+5)}{4}=10,45,126,\mathrm{}`$   $`[2,n,0]`$
Table 2: spectrum of free fields in six dimensions. The range of $`n=0,1,\mathrm{}`$.

A definite chirality was chosen for the Weyl fermion and the Tensor.

The corresponding partition functions are

$$\begin{array}{cc}\hfill Z_S^{(6)}=& \underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{1q^{n+1}}\right)^{n(n+1)^2(n+2)/12},\hfill \\ \hfill Z_W^{(6)}=& \underset{n=0}{\overset{\mathrm{}}{}}\left(1+q^{n+\frac{1}{2}}\right)^{(n1)n(n+1)(n+2)/3},\hfill \\ \hfill Z_T=& \underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{1q^{n+1}}\right)^{(n1)n(n+2)(n+3)/4}.\hfill \end{array}$$

The $`(2,0)`$ field theory in $`D=6`$ has the field content: $`5`$ scalars, $`2`$ Weyl fermions, and one tensor field. It therefore has partition function

$$Z_{(2,0)}=(Z_S^{(6)})^5(Z_W^{(6)})^2Z_T.$$

Again we can consider a theory with $`N`$ independent species, described by taking the entire partition function to the appropriate power. This is relevant for describing the $`(2,0)`$ CFT corresponding to $`N`$ fivebranes at a generic point on the moduli space of vacua (where the fivebranes are separated). Coincident fivebranes are described by a strongly interacting CFT to which the above discussion does not apply.

3. Analysis of Partition Functions

To construct the high temperature thermodynamics of the partition sums (2.1), (2.1), we start in this section by analyzing the properties of certain basic partition functions. In the following section the results are applied to study the specific partition functions found in section 2.

3.1. The Bosons

The partition function

$$Z_B^{(d)}=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{1q^{n+1}}\right)^{(n+1)^{d2}},$$

can be interpreted as a simple model for a bosonic field in $`D=d`$ dimensions. We assume that the parameter $`d`$ is even and use the notation $`q=e^{2\pi \delta }=e^{\beta /R}`$ i.e. $`\delta =(2\pi RT)^1`$.

In the following we generalize a computation by Cardy  . First, take the logarithm of the partition sum and expand

$$\delta ^{d/2}\frac{}{\delta }\mathrm{ln}Z_B^{(d)}=2\pi \underset{n=0}{\overset{\mathrm{}}{}}(n+1)^{d1}\delta ^{d/2}\underset{k=1}{\overset{\mathrm{}}{}}e^{2\pi k(n+1)\delta }.$$

Then use the representation

$$e^x=\frac{1}{2\pi i}_Cx^{(s+d/2)}\mathrm{\Gamma }(s+\frac{d}{2})𝑑s,$$

where the contour $`C`$ is along the imaginary axis, with the real part of $`s`$ large ($`\mathrm{}s>d/2`$). Finally arrive at the Mellin transform

$$\delta ^{d/2}\frac{}{\delta }\mathrm{ln}Z_B^{(d)}=\frac{1}{2\pi i}_C\delta ^sG_B^{(d)}(s)𝑑s,$$

where

$$G_B^{(d)}(s)=(2\pi )^{s+1k/2}\mathrm{\Gamma }(s+\frac{d}{2})\zeta (s+\frac{d}{2})\zeta (s+1\frac{d}{2}).$$

The function $`G_B^{(d)}`$ is meromorphic with poles

$$G_B^{(d)}(s)2\pi \frac{|B_d|}{2d}\frac{1}{s\frac{d}{2}};s\frac{d}{2},$$

and

$$G_B^{(d)}(s)2\pi \frac{B_d}{2d}\frac{1}{s+\frac{d}{2}};s\frac{d}{2}.$$

We used

$$\zeta (2n)=\frac{(2\pi )^{2n}}{2(2n)!}|B_{2n}|;\zeta (12n)=\frac{B_{2n}}{2n},$$

for $`n\text{ZZ}_+`$, and also $`\zeta (0)=\frac{1}{2}`$. Here $`B_d`$ are the Bernoulli numbers $`B_2=\frac{1}{6}`$, $`B_4=\frac{1}{30}`$, $`B_6=\frac{1}{42}`$ etc. For $`d=2`$ there is an additional pole

$$G_B^{(2)}(s)\frac{1}{2s};s0.$$

Integration around the poles in (3.1) yields an expression for the partition functions at small $`\delta `$:

$$\mathrm{ln}Z_B^{(d)}2\pi \frac{|B_d|}{2d}\left(\frac{1}{d1}\delta ^{d+1}+(1)^{d/2}\delta \right)+\frac{1}{2}\mathrm{ln}\delta \delta _{d,2}.$$

For reference we write out the first few partition functions

$$\begin{array}{cc}\hfill \mathrm{ln}Z_B^{(2)}& 2\pi \frac{1}{24}(\delta ^1\delta )+\frac{1}{2}\mathrm{ln}\delta ,\hfill \\ \hfill \mathrm{ln}Z_B^{(4)}& 2\pi \frac{1}{240}(\frac{1}{3}\delta ^3+\delta ),\hfill \\ \hfill \mathrm{ln}Z_B^{(6)}& 2\pi \frac{1}{504}(\frac{1}{5}\delta ^5\delta ).\hfill \end{array}$$

In the following we will use modular invariance to determine that the corrections to each of these formulae are exponentially small for large $`RT`$, of $`𝒪(e^{(2\pi )^2RT})`$.

As a preliminary result note that the identity

$$\zeta (s)=2^s\pi ^{s+1}\mathrm{sin}\frac{\pi s}{2}\mathrm{\Gamma }(1s)\zeta (1s),$$

gives the symmetry property

$$G_B^{(d)}(s)=()^{d/2}G_B^{(d)}(s).$$

Recalling $`|B_d|=(1)^{d/2}B_d`$ for even $`d`$ this is consistent with the obvious symmetry between the poles given in (3.1) and (3.1). Before proceeding we introduce the notation

$$I_B^{(d)}(\delta )=\delta ^{d/2}\frac{}{\delta }\mathrm{ln}\left[q^{\gamma _d^B}Z_B^{(d)}\right],$$

where

$$\gamma _d^B=\frac{B_d}{2d},$$

generalizes the shift $`c/24=1/24`$ familiar in the CFT of a free boson in $`D=2`$. Now, deform the contour $`C`$ in (3.1) from large positive $`\mathrm{}s`$ to large negative $`\mathrm{}s`$ by integrating over the poles. Then use the symmetry (3.1) to return the contour to large positive $`\mathrm{}s`$. The result can be written

$$I_B^{(d)}(\frac{1}{\delta })=(1)^{d/2}I_B^{(d)}(\delta ).$$

The role of the shift (3.1) is to take the poles correctly into account. For brevity we have omitted the zero-mode for $`d=2`$.

The modular relation (3.1) gives an alternative derivation of the power law terms (3.1) (and therefore (3.1) ). Simply use (3.1) to relate the behavior at small $`\delta `$ to that of large $`\delta `$; and then note that at large $`\delta `$ (3.1) makes it manifest that the partition function is a power series in $`e^{2\pi \delta }=e^{(2\pi )^2RT}`$.

3.2. The Fermions

The considerations above can be repeated for fermions. The basic partition function is

$$Z_F^{(d)}=\underset{n=0}{\overset{\mathrm{}}{}}\left(1+q^{n+\frac{1}{2}}\right)^{(n+\frac{1}{2})^{d2}}.$$

Carrying out the steps (3.1) through (3.1) we find the Mellin transform

$$\delta ^{d/2}\frac{}{\delta }\mathrm{ln}Z_F^{(d)}=\frac{1}{2\pi i}_C\delta ^sG_F^{(d)}(s)𝑑s,$$

where

$$G_F^{(d)}(s)=G_B^{(d)}(s)\left(1\frac{1}{2^{s1+\frac{d}{2}}}\right)\left(2^{s\frac{d}{2}+1}1\right).$$

The pole of $`G_B^{(d)}`$ at $`s=0`$ for $`d=2`$ is cancelled by the first term in brackets. This reflects the absence of zero-modes for (NS) fermions. The only poles are therefore

$$G_F^{(d)}(s)2\pi \left(1\frac{1}{2^{d1}}\right)\frac{|B_d|}{2d}\frac{1}{s\frac{d}{2}};s\frac{d}{2},$$

and its mirror image under the symmetry

$$G_F^{(d)}(s)=()^{d/2}G_F^{(d)}(s).$$

This symmetry of $`G_F^{(d)}`$ is the key step in showing that modular symmetry is maintained for fermions. In other words

$$I_F^{(d)}(\frac{1}{\delta })=(1)^{d/2}I_F^{(d)}(\delta ),$$

where now

$$I_F^{(d)}(\delta )=\delta ^{d/2}\frac{}{\delta }\mathrm{ln}\left[q^{\gamma _d^F}Z_F^{(d)}\right].$$

We introduced

$$\gamma _d^F=(1\frac{1}{2^{d1}})\gamma _d^B=(1\frac{1}{2^{d1}})\frac{B_d}{2d},$$

generalizing the shift $`c/24=1/48`$ familiar from the CFT of a free (NS) fermion in $`d=2`$.

The leading (power series) behavior of the partition functions is related to that of the bosons in a simple way

$$\mathrm{ln}Z_F^{(d)}\left(1\frac{1}{2^{d1}}\right)\mathrm{ln}Z_B^{(d)}.$$

This is well-known for the thermodynamic behavior at large temperature; the modular invariance implies that it also holds for the Casimir corrections.

There are more general boundary conditions that could be analyzed similarly (e.g. generalizing R fermions to $`d`$ dimensions). These functions do not appear in the examples considered in this paper.

4. Statistical Mechanics of Free Fields

In this section we use the results of section 3 to analyze the partition functions of physical interest.

4.1. Four Dimensions

The simplest way to analyze the partition functions (2.1) for the various fields is to decompose them into the basic ones considered in detail in the previous sections. The result is

$$\begin{array}{cc}\hfill Z_S^{(4)}=& Z_B^{(4)},\hfill \\ \hfill Z_W^{(4)}=& (Z_F^{(4)})^2(Z_F^{(2)})^{\frac{1}{2}},\hfill \\ \hfill Z_V=& (Z_B^{(4)})^2(Z_B^{(2)})^2.\hfill \end{array}$$

The qualitative features of the partition functions therefore follow from those of the basic ones analyzed in section 3. Note however that the “two dimensional” partition functions also enter the results in four dimensions. Since the precise form of the modular symmetry depends on the index $`d`$ it follows that the full partition functions in $`D=4`$ do not satisfy any modular symmetry, except for the boson (the case considered by Cardy ). This is not a problem because there is no principle requiring this kind of symmetry in dimensions larger than $`D=2`$ (as far as we are aware). Thus it would have been surprising if the partition functions did satisfy a modular symmetry. For our purposes the important point is that the modular symmetry of the constituent partition functions suffices to analyze the high temperature behavior of the partition sums (4.1). For example it ensures that the free energies are simple power series with no inverse powers of temperature, up to non-perturbative corrections.

The $`𝒩=4`$ SYM has the partition function

$$Z_{N=4}=(Z_B^{(4)})^8(Z_B^{(2)})^2(Z_F^{(4)})^8(Z_F^{(2)})^2.$$

For the purpose of analyzing the corresponding thermodynamics we can relate the fermionic partition function to that of the boson and find

$$\begin{array}{cc}\hfill \mathrm{ln}Z_{N=4}& 15\mathrm{ln}Z_B^{(4)}3\mathrm{ln}Z_B^{(2)}\hfill \\ \hfill & 2\pi \left[\frac{1}{16}(\frac{1}{3}\delta ^3+\delta )\frac{1}{8}(\delta ^1\delta )\right],\hfill \end{array}$$

up to exponential corrections. More generally, for a theory with $`n_S`$ scalars, $`n_F`$ Weyl fermions, and $`n_V`$ Maxwell fields the polynomial part of the partition function is

$$\begin{array}{cc}\hfill FR=& \frac{1}{2\pi \delta }\mathrm{ln}Z=a_4\delta ^4+a_2\delta ^2+a_0\hfill \\ \hfill =& a_4(2\pi RT)^4+a_2(2\pi RT)^2+a_0(2\pi RT)^0,\hfill \end{array}$$

where

$$\begin{array}{cc}\hfill a_4=& \frac{1}{720}\left(n_S+2n_V+\frac{7}{4}n_F\right),\hfill \\ \hfill a_2=& \frac{1}{24}\left(2n_V+\frac{1}{4}n_F\right),\hfill \\ \hfill a_0=& \frac{1}{240}\left(n_S+22n_V+\frac{17}{4}n_F\right).\hfill \end{array}$$

These three coefficients satisfy the constraint

$$3a_4a_2a_0=0.$$

This relation is no surprise because it is obviously satisfied by the “constituent” partition functions (3.1). It shows that the polynomial part of the free energy in $`D=4`$ in general depends on two independent parameters.

The generalization (1.1) of (4.1) to arbitrary dimensions follows similarly from the formulae in section 3.

4.2. Six Dimensions

The six dimensional partition functions (2.1) can be similarly decomposed into the basic ones. The result is

$$\begin{array}{cc}\hfill Z_S^{(6)}=& (Z_B^{(6)})^{\frac{1}{12}}(Z_B^{(4)})^{\frac{1}{12}},\hfill \\ \hfill Z_W^{(6)}=& (Z_F^{(6)})^{\frac{1}{3}}(Z_F^{(4)})^{\frac{5}{6}}(Z_F^{(2)})^{\frac{3}{16}},\hfill \\ \hfill Z_T=& (Z_B^{(6)})^{\frac{1}{4}}(Z_B^{(4)})^{\frac{5}{4}}Z_B^{(2)}.\hfill \end{array}$$

Note that here all fields, including the scalar, receive contributions from basic partition functions of the “wrong” dimension.

Combining the results for the field content of the $`(2,0)`$ theory gives

$$Z_{(2,0)}=(Z_B^{(6)})^{\frac{2}{3}}(Z_B^{(4)})^{\frac{5}{3}}Z_B^{(2)}(Z_F^{(6)})^{\frac{2}{3}}(Z_F^{(4)})^{\frac{5}{3}}(Z_F^{(2)})^{\frac{3}{8}}.$$

The leading behavior for small $`\delta `$ becomes

$$\begin{array}{cc}\hfill \mathrm{ln}Z_{(2,0)}& \frac{2}{3}\frac{63}{32}\mathrm{ln}Z_B^{(6)}\frac{5}{3}\frac{15}{8}\mathrm{ln}Z_B^{(4)}+(1+\frac{3}{16})\mathrm{ln}Z_B^{(2)}\hfill \\ \hfill & 2\pi \frac{1}{1232}\left[(\frac{1}{5}\delta ^5\delta )5(\frac{1}{3}\delta ^3+\delta )+19(\delta ^1\delta )\right],\hfill \end{array}$$

up to exponential corrections.

The partition functions (4.1) and (4.1) for the maximally symmetric theories share an interesting property. In each case $`Z_B^{(d)}`$ and $`Z_F^{(d)}`$ appear to the same power, as they must due to supersymmetry. The same is true in both cases for the first subleading terms $`Z_B^{(d2)}`$ and $`Z_F^{(d2)}`$. It is possible that this is also guaranteed by the large supersymmetry, but we have not analyzed this.

For a general theory with $`n_S`$ scalars, $`n_F`$ Weyl fermions, and $`n_T`$ tensor fields the polynomial part of the partition function is

$$FR=a_6\delta ^6+a_4\delta ^4+a_2\delta ^2+a_0$$

where

$$\begin{array}{cc}\hfill a_6=& \frac{1}{2520}\left(\frac{1}{12}n_S+\frac{1}{4}n_T+\frac{31}{192}n_F\right),\hfill \\ \hfill a_4=& \frac{1}{720}\left(\frac{1}{12}n_S+\frac{5}{4}n_T+\frac{35}{96}n_F\right),\hfill \\ \hfill a_2=& \frac{1}{24}\left(n_T+\frac{3}{64}n_F\right),\hfill \\ \hfill a_0=& \frac{1}{4032}\left(\frac{31}{15}n_S+191n_T+\frac{367}{24}n_F\right).\hfill \end{array}$$

These four coefficients satisfy the constraint (1.1)

$$5a_63a_4+a_2+a_0=0.$$

Thus the polynomial part of the free energy in $`D=6`$ generally depends on three independent parameters.

5. Entropy Formulae and Bounds

In this section we apply our study of free CFT’s to discuss the entropy formula (1.1) recently proposed by E. Verlinde , and the Bekenstein bound (1.1).

5.1. An asymptotic entropy formula?

Starting from the polynomial part of the free energy (1.1) it is straightforward to work out other thermodynamic quantitites, e.g. the sub-extensive part of the energy (1.1)

$$E_CR=\left(2a_{D2}\delta ^{D+2}+4a_{D4}\delta ^{D+4}+\mathrm{}+Da_0\delta ^0\right).$$

In these manipulations we assume the thermodynamic limit where the entropy $`S=\beta (EF)`$ is found by a saddle point approximation. An improved treatment would give logarithmic and higher corrections that are unimportant at high temperature.

The results of sections 2-4 imply that:

(1) At large temperature the leading sub-extensive energy is governed by $`a_{D2}`$. For general matter content (4.1) and (4.1) give $`a_{D2}0`$. We therefore find $`E_C0`$ to the leading order. This is encouraging because a negative value of $`E_C`$ renders (1.1) meaningless. However, there is a specific case where the inequality is saturated and $`a_{D2}=0`$. This is the conformally coupled scalar field in $`D=4`$. Moreover, here the next order is $`a_0>0`$ and so $`E_C<0`$. It is clear that some essential modification is needed in this situation.

(2) Leaving aside the conformally coupled scalar in $`D=4`$ we have $`a_{D2}<0`$ and so $`E_C(TR)^{D2}`$ for large $`TR`$. Therefore the functional dependence on $`TR`$ agrees on the two sides of (1.1) for large $`TR`$. The existence of a component of the energy with $`E_C(TR)^{D2}`$ is a key point of the reasoning in  . However, although the scaling works correctly for large $`TR`$ the coefficients do not in general match. For large $`TR`$, the leading term in (1.1) gives the relation

$$a_{D2}=\frac{D^2(D1)}{4}a_D.$$

Remarkably this is satisfied for theories with a holographic dual \[4,,10\]. However, for the theories considered in this paper there is in general no relation between $`a_{D2}`$ and $`a_D`$, except for $`D=2`$ where $`a_0=a_2`$ in agreement with (5.1). It is therefore not sufficient to modify the overall numerical coefficient of the r.h.s. of (1.1), because the change would have to depend on the matter content of the theory.

(3) Finally, let us note that although the two sides of (1.1) generically have identical scaling behavior for large $`TR`$ the full functional form is in general different once the subleading terms are taken into account.

In $`D=4`$, (5.1) can be compared with our result

$$\frac{a_2}{a_4}=30\frac{2n_V+\frac{1}{4}n_F}{n_S+2n_V+\frac{7}{4}n_F}.$$

As we vary the matter content, this expression covers the bounded range

$$0\left|\frac{a_2}{a_4}\right|30.$$

The bounds are saturated for pure scalar and vector theories, respectively. The corresponding range for $`D=6`$

$$\frac{7}{2}\left|\frac{a_4}{a_6}\right|\frac{35}{2},$$

is saturated for scalar and tensor fields, respectively. Now let us assume that (5.1) is really a prediction for the strongly coupled theory. Then the bounds above are consistent with the notion that both the extensive $`a_D`$ and the sub-extensive $`a_{D2}`$ coefficients flow modestly between weak and strong coupling. The physics of these coefficients may therefore be analogous to that underlying the (in)famous $`3/4`$ factor for the entropy .

As an example, for $`𝒩=4`$ SYM in $`D=4`$, at strong coupling the formula (1.1) is valid and in particular $`a_2=12a_4`$ (according to (5.1)). At weak coupling we find $`a_2=6a_4`$. The leading coefficient in the thermodynamics depends on the coupling so that

$$a_4(g^2N=\mathrm{})=\frac{3}{4}a_4(g^2N=0).$$

The corresponding relation for the leading sub-extensive part

$$a_2(g^2N=\mathrm{})=\frac{3}{2}a_2(g^2N=0).$$

When cast in this light the numerical differences between strong and weak coupling are less significant. Indeed, it is perhaps surprising that $`a_2`$ (as $`a_4`$) is so similar in the two regimes, having in particular the same overall dependence on the number of species ($`N^2`$ for $`SU(N)`$ theory).

These comments were for the leading terms; the full functional dependence on $`RT`$ depends dramatically on the coupling. At strong coupling the high temperature expansion of the free energy includes an infinite series in $`1/RT`$ \[10,,4\]. As the coupling $`g^2N`$ goes to zero, the coefficients of all the terms that go like negative powers of $`RT`$ go to zero and one recovers the polynomial (1.1). In particular, the relation (1.1) is far from being satisfied at small $`g^2N`$.

5.2. The role of finite size effects in violating Bekenstein’s bound

In the high energy limit $`ER1`$ the entropy of a CFT on (1.1) is dominated by the leading term in (1.1). It can be written as

$$Sa_D^{\frac{1}{D}}(ER)^{\frac{D1}{D}}.$$

The Bekenstein bound (1.1) is not very stringent at high energies, since the actual entropy (5.1) increases slower with energy than does the bound. Now, the numerical coefficient $`a_D`$ is essentially the central charge $`c`$, or the number of degrees of freedom of the system (see e.g.  for a recent discussion). In particular, it is proportional to the number of fields in the non-interacting theory (see(4.1), (4.1)). By comparing (1.1) and (5.1) we see that the bound appears to break down for

$$ERa_D.$$

The fact that potential violations of the bound are associated with low energies is well known . It is usually phrased as the statement that the bound appears to be violated at low temperatures. What is interesting in (5.1) is that the dependence on $`a_D`$ is precisely such that the relevant energy is the same as the energy at which finite size effects become important. Equivalently, the temperature at which the bound is violated is $`T1/R`$, independently of $`a_D`$. This leads to a number of consequences:

(1) In order to determine whether or not the bound (1.1) is in fact violated in the regime (5.1) one has to consider subleading corrections to the asymptotic formula (5.1) which correspond to sub-extensive terms in the free energy. This has been carried out in detail in this paper for weakly coupled CFT’s.

(2) The corrections in question are not just the powerlike corrections in (1.1), but also the exponential ones. Consider for example the case of two dimensional CFT. Cardy’s formula (1.1) which is obtained by considering the free energy (1.1) and ignoring the exponential corrections appears to predict that the entropy is bounded from above $`S2\pi L_0`$, but when the bound is close to being saturated, the temperature $`T`$ is of order $`1/R`$. For such temperatures the exponential corrections in (1.1) are important. Similarly in higher dimensions the exponential terms are important when the bound (1.1) is close to being violated at $`RT1`$. In fact, the notion of temperature is not really well defined in this regime, and it is much better to work in the microcanonical ensemble and count states.

(3) In the free field examples considered in this paper it is in fact straightforward to violate the Bekenstein bound (5.1). The reason is that if one decreases the energy to $`ER1`$, the explicit counting shows that the entropy goes like $`S\mathrm{log}a_D`$ and the bound is badly violated for a large number of species $`a_D>>1`$ . The precise energy at which the bound is first violated depends on the precise definition of the bound (1.1) (which as mentioned in the introduction is unclear), but with any reasonable definition it seems natural that the violation will occur around the energy (5.1). It should be emphasized that while we have not checked this assertion, it is possible to do so by using the exact formulae for the partition sums presented in section 2, by studying the $`n`$ dependence of the coefficients of $`q^n`$.

(4) One might be confused at this point how the bound (1.1) could be satisfied in the strong coupling region, where the $`AdS`$ calculation of \[10,,4\] seems to imply that it is. An example from two dimensional CFT might be useful in this regard. Consider a sigma model with target space $`T^{4N}`$ as a toy model of a “weakly coupled” CFT in the higher dimensional setup, and CFT on $`T^{4N}/S_N`$ as an example of a “strongly coupled” CFT. In the $`T^{4N}`$ case, the free energy is just $`N`$ times that of CFT on $`T^4`$ and the arguments of point (3) above apply; one expects the bound to be violated at $`L_0`$ of order $`N`$. For $`T^{4N}/S_N`$ there are very few states with $`L_0`$ of order one, and the arguments of point (3) do not imply that the bound must be violated. In fact according to \[10,,4\] it is not violated in this case. Regardless of what one finds in any particular model, it seems that the bound (1.1) is unlikely to apply in general in the regime (5.1) since while the high energy behavior (5.1) is universal, the experience in CFT is that the growth in the number of states for low and intermediate energies is quite model dependent. It is thus natural to propose that the bound (1.1) only applies in the thermodynamic limit, when finite size effects are negligible. Such a modification would not be acceptable if the bound (1.1) was needed for the validity of the GSL of thermodynamics, but if it is not needed (as argued e.g. in ) we see nothing wrong with it.

Finally, in  it was argued that zero point energy might be crucial in restoring the bound (1.1) even when it naively seems to break down. In our context this does not seem to be the case. It is true that in computing the free energy we have assigned zero energy to the vacuum on (1.1). For free fields, there is no mystery in the zero point energy – it is simply the contribution of the free fields to the cosmological constant. For example, it cancels between bosons and fermions in all the supersymmetric cases mentioned above. It should also be noted, that the $`AdS`$ calculations that establish the bound for strongly coupled CFT’s \[10,,4\], assign zero energy to the vacuum on $`S^{D1}`$.

Acknowledgements: We thank G. Moore, R. Myers, E. Verlinde, and R. Wald for discussions. This work was supported in part by DOE grant DE-FG0290ER-40560. FL was supported in part by a Robert R. McCormick fellowship.

References

relax J. D. Bekenstein, “A Universal Upper Bound On The Entropy To Energy Ratio For Bounded Systems”, Phys. Rev. D23 (1981) 287; “Entropy bounds and black hole remnants”, Phys. Rev. D49 (1994) 1912, gr-qc/9307035. relax R. M. Wald, “The thermodynamics of black holes”, gr-qc/9912119. relax J.D. Bekenstein, “On Page’s examples challenging the entropy bound”, gr-qc/0006003. relax E. Verlinde, “On the holographic principle in a radiation dominated universe”, hep-th/0008140. relax J. L. Cardy, “Operator Content Of Two-Dimensional Conformally Invariant Theories,” Nucl. Phys. B270 (1986) 186. relax O. Aharony, S. S. Gubser, J. Maldacena, H. Ooguri and Y. Oz, “Large $`N`$ field theories, string theory and gravity”, Phys. Rept. 323 (2000) 183, hep-th/9905111. relax P. Candelas and S. Weinberg, “Calculation Of Gauge Couplings And Compact Circumferences From Selfconsistent Dimensional Reduction”, Nucl. Phys. B237 (1984) 397; A. Cappelli and A. Coste, “On The Stress Tensor Of Conformal Field Theories In Higher Dimensions”, Nucl. Phys. B314 (1989) 707; A. Cappelli and G. D’Appollonio, “On the trace anomaly as a measure of degrees of freedom”, Phys. Lett. B487 (2000) 87, hep-th/0005115. relax J. L. Cardy, “Operator content and modular properties of higher dimensional conformal field theories”. Nucl. Phys. B366 (1991) 403. relax R. Slansky, Phys. Rept. 79 (1981) 1. relax E. Witten, “Anti-de Sitter space, thermal phase transition, and confinement in gauge theories”, Adv. Theor. Math. Phys. 2 (1998) 505, hep-th/9803131. relax S. S. Gubser, I. R. Klebanov and A. W. Peet, “Entropy and Temperature of Black 3-Branes”, Phys. Rev. D54 (1996) 3915, hep-th/9602135. relax T. Appelquist, A. G. Cohen and M. Schmaltz, “A new constraint on strongly coupled field theories”, Phys. Rev. D60 (1999) 045003, hep-th/9901109; “New constraints on chiral gauge theories”, Phys. Lett. B459 (1999) 235, hep-th/9904172.