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# Compactified NCOS and duality

## I Introduction

Non-commutative field theories arise as world volume theories on D-branes in constant B-field backgrounds . One may hope that a better understanding of these field theories will lead to a better understanding of these backgrounds in string theory.

Apart from that non-commutative field theories have many unusual properties, that make them interesting in their own right. One of the more intriguing properties of non-commutative Yang-Mills theories is S-duality . The S-dual of four-dimensional NCYM turns out to be a non-commutative open string theory (NCOS). Such theories are very unusual, since generally poles in open string amplitude require the inclusion of closed strings to ensure unitarity. The only other known example of consistent string theories without gravity are the Little String Theories , but unlike the NCOS, these theories have no weak coupling limit which makes them hard to study (see however ). The NCOS on the other hand can have arbitrarily small coupling and we can study it in string perturbation theory.

In  is was pointed out that in the 1+1 dimensional case the NCOS is dual to an ordinary maximally supersymmetric gauge theory with one unit of electric flux turned on (see also ). This provides one example where the exotic NCOS has an equivalent description in terms of an ordinary commutative field theory. In this paper we provide another example of this type. More precisely, we study four-dimensional $`U(1)`$ compactified on a non-commutative $`T^2`$ . If we choose the dimensionless non-commutativity parameter $`\mathrm{\Theta }=1/s`$, where $`s`$ is an integer, this theory has an equivalent description as a commutative $`U(s)`$ theory with one unit of magnetic flux. On the other hand, the original non-commutative $`U(1)`$ has an S-dual description as a four-dimensional NCOS on a torus. In the 1+1 dimensional case there were only two descriptions of the theory, NCOS and ordinary field theory. In our case there is a third as a non-commutative field theory.

Some features of these theories can be understood from the underlying string description . The non-commutative $`U(1)`$ theory can be realized as the decoupling limit of a single 3-brane on $`T^2`$ with $`s`$ units of NS B-flux. This B-flux through the torus induces $`s`$ D-string charges in the non-compact directions. Note that these D-strings are a source for the RR B-field, so in general both the NS and the RR B-field are turned on. T-duality on the torus turns the induced D-strings into D3 branes and the original 3-brane into a D-string. Thus we find a $`U(s)`$ gauge theory with one unit of magnetic flux. We review the field theory picture of this duality in the next section.

In the commutative Yang-Mills description the gauge group factorizes as $`U(s)=(U(1)\times SU(s))/Z_s`$, and the $`U(1)`$ is free. Since the theory is compactified on $`T^2`$, we expect a KK tower of massive non-interacting 1/4 BPS states from the reduction of the $`U(1)`$. It is interesting to identify these states in the other two descriptions of this theory as well.

The KK states of the commutative theory turn into states carrying both momentum and winding in the dual description as a non-commutative $`U(1)`$. According to  an open string state moving in one of the non-commutative directions has a finite extent in the other. This statement is strictly true in the $`\alpha ^{}0`$ limit, which eliminates the oscillator contributions. However, this is the field theory limit we want to take in the end, so thinking of these open strings as objects with a well-defined length makes sense.

It turns out that the states dual to the KK states of the $`U(1)`$ carry precisely the required amount of momentum in one compact direction to wrap around the other an integer number of times. This provides another example of the IR/UV connection in non-commutative field theory . Since these open strings wrap a compact direction an integer number of times, we expect that they can turn into closed strings. In Section III we show that there are indeed closed strings with degenerate mass. However it turns out that all open string states that have integer winding around the compact directions decouple from the degrees of freedom of the non-commutative $`U(1)`$. We show that this is the case by computing the tree level scattering amplitude for four open string states. If one or more of the string states can turn into a closed string, the amplitude vanishes in the field theory limit.

In Sect. IV we discuss the S-dual picture. Since the BPS states of interest could be identified with stretched open strings before S-duality, they turn into D-strings in the NCOS. We show that D-strings with the appropriate winding and momentum quantum numbers form a marginally bound 1/4 BPS state with the D3-brane, while all other D-strings form real bound states. These 1/4 BPS states are specific to this theory and do not exist in general. They appear to be a new type of 1/4 BPS state, since there does not seem to be a simple way to dualize them into the familiar D0-D4 system without any fluxes turned on.

In order for the masses of these states to match the masses of the BPS states before S-duality, it is crucial that the NS flux through the torus before S-duality turns into RR flux after the duality transformation. In the original flat space version of this S-duality the RR fields were set to zero , but after compactification this is no longer a valid approach, since the winding states are sensitive to these fluxes.

## II Non-commutative $`U(1)`$ and its Morita duals

We consider four-dimensional $`U(1)`$ theories on a non-commutative $`T^2`$. These theories can be labeled by their gauge coupling, the size of the $`T^2`$, and by the non-commutativity parameter, $`\mathrm{\Theta }=\theta /(2\pi R^2)`$. Here $`T^2`$ is defined by the identifications $`x_{2,3}x_{2,3}+2\pi R`$, $`[x_2,x_3]=i\theta `$, and the other two directions are uncompactified.

The tree level action for this theory is given by

$$S=\frac{1}{g_{YM}^2}d^4x(\widehat{F}_{ij}+\mathrm{\Phi }_{ij})(\widehat{F}^{ij}+\mathrm{\Phi }^{ij}),$$
(1)
and the one-loop action was recently calculated in . We will be interested in theories with $`\mathrm{\Phi }=0`$ and $`\mathrm{\Theta }=1/s`$. The first choice is for convenience, but theories with rational $`\mathrm{\Theta }`$ are qualitatively different than theories with irrational $`\mathrm{\Theta }`$. This becomes clearer if one studies suitable Morita equivalent descriptions of this theory. Morita equivalence can be studied entirely within the field theory or it can be viewed as the remnant of the T-duality group of the underlying string realization of these theories .

For our present purposes it is sufficient to know that this theory has a $`SL(2,𝐙)\times SL(2,𝐙)`$ duality group, which is the T-duality group of the $`T^2`$. We will be interested in the $`SL(2,𝐙)`$ that acts on the non-commutativity parameter as

$$\mathrm{\Theta }\stackrel{~}{\mathrm{\Theta }}=\frac{c+d\mathrm{\Theta }}{a+b\mathrm{\Theta }},$$
(2)
where $`a,b,c,d`$ define an $`SL(2,𝐙)`$ matrix. If $`\mathrm{\Theta }`$ is rational this allows us to trade our original theory for an equivalent theory with $`\stackrel{~}{\mathrm{\Theta }}=0`$, i.e. a commutative theory. The other parameters of the theory also transform under this $`SL(2,𝐙)`$:

$`\stackrel{~}{\mathrm{\Phi }}=(a+b\mathrm{\Theta })\mathrm{\Phi }b(a+b\mathrm{\Theta }),`$ $`\stackrel{~}{R}=(a+b\mathrm{\Theta })R`$ (3)
$`\stackrel{~}{m}=am+bN,`$ $`\stackrel{~}{N}=cm+dN`$ (4)
Here $`m`$ is the number of magnetic fluxes and $`N`$ the rank of the gauge group. In our case the parameters of the original theory are $`\mathrm{\Phi }=m=0`$, $`N=1`$, $`\mathrm{\Theta }=1/s`$, and the $`SL(2,𝐙)`$ matrix that transforms to a commutative theory is given by $`a=0`$, $`b=c=1`$, $`d=s`$. The dual theory has $`\stackrel{~}{\mathrm{\Phi }}=1/s`$, $`\stackrel{~}{m}=1`$, $`\stackrel{~}{N}=s`$, $`\stackrel{~}{\mathrm{\Theta }}=0`$. These parameters define a commutative $`U(s)`$ gauge theory with one unit of magnetic flux, compactified on a torus with radii $`\stackrel{~}{R}=R/s`$.

This theory has been studied in great detail . Here we just note that the $`U(s)`$ gauge group factorizes into $`(U(1)\times SU(s))/Z_s`$ and that the $`U(1)`$ is free at all energies. This in turn implies that there should be a tower of non-interacting KK states from reducing the $`U(1)`$ on the torus. We expect these states to be BPS states with masses given by

$$M^2=\frac{s^2}{R^2}(n_2^2+n_3^2),$$
(5)
where $`n_{2,3}`$ are the momentum quantum numbers in the two compact directions.

The mass formula for the BPS states of NCYM compactified on $`T^2\times S^1`$ is well known ,

$$M=\frac{g_{YM}^2}{2V𝒩}(w^i+\mathrm{\Theta }^{ij}n_j)^2+\frac{V}{4g_{YM}^2𝒩}(m_{ij}+𝒩\mathrm{\Phi }ij)^2+\frac{1}{𝒩}\sqrt{\frac{k_i^2}{\mathrm{\Sigma }_i^2}},$$
(6)
where $`k_i=𝒩n_im_{ij}(w^j+\mathrm{\Theta }^{jk}n_k)`$, $`𝒩=N+\frac{1}{2}m_{ij}\mathrm{\Theta }^{ij}`$, $`V`$ is the volume of $`T^2\times S^1`$ and $`\mathrm{\Sigma }_i`$ are the radii of the corresponding circles. In these expressions $`w^i`$ are electric flux quanta and $`n_i`$ are momentum quantum numbers in the compact directions. The magnetic flux mentioned above is given by $`m_{23}=m`$.

We can readily identify the KK tower of $`U(1)`$ states in this expression by setting the parameters in Eq. (6) to the values corresponding to the commutative $`U(s)`$ theory. With $`\stackrel{~}{\mathrm{\Theta }}=0`$, $`\stackrel{~}{w}_i=0`$, $`\stackrel{~}{N}=s`$, $`\stackrel{~}{\mathrm{\Phi }}=1/s`$, $`m=m_{23}=1`$, $`n_1=0`$ and $`\mathrm{\Sigma }_{2,3}=\stackrel{~}{R}=R/s`$, the BPS mass formula reduces to the Eq. (5).

It is interesting to trace these states to the non-commutative description as well. Using the transformations Eq. (3), we can transform the KK states of the commutative theory into the corresponding states of the non-commutative gauge theory. In the non-commutative case we have $`\mathrm{\Theta }=1/s`$, $`\mathrm{\Phi }=0`$, $`m=0`$, but $`w^i=\stackrel{~}{n}^i`$ and $`n_i=sϵ_{ij}\stackrel{~}{n}^j`$, so these states carry multiples on $`s`$ units of momentum in the compact directions. Inserting these quantum numbers into the BPS mass formula we verify that these states have the same mass as the states in the commutative description, which is of course a reflection of the fact that these theories are Morita equivalent. While it was straightforward to see that these states do not interact in the commutative description, it is slightly less obvious in the non-commutative case. In the next section we show that these states do in fact decouple by studying the embedding of this theory in string theory. This may seem like overkill since one can show decoupling of these states within the field theory by expanding the gauge fields into momentum eigenfunctions on the torus. The commutator term in the action vanishes for gauge fields carrying $`s`$ units of momentum, which implies that these fields are free. However, the string description will be useful when we discuss the S-dual description of this theory.

## III The string description of non-commutative $`U(1)`$

The theories discussed in the previous section can be obtained from string theory by taking the decoupling limit  of the world volume theory on a 3-brane in a constant NS B-field. We will adopt the notation and conventions of , since we want to discuss the S-dual of these theories in the next section. Before we identify the decoupled $`U(1)`$ states in the string description of these theories, we give a very brief review of the decoupling limit  as it applies here.

To define a non-commutative gauge theory as a limit of world volume theory of a 3-brane in string theory, we send $`\alpha ^{}0`$ while keeping the NS B-field, the open string metric, $`G^{MN}`$, and the open string coupling constant, $`G_o^2`$, fixed. The open string metric is taken to be the flat Minkowski metric and the NS B-field is non-zero, $`B_{23}=B_{32}=1/\theta `$. In order to keep the open string quantities finite, we have to scale the closed string metric $`g_{ij}=(2\pi \alpha ^{}/\theta )^2\delta _{ij}`$, $`i,j=2,3`$, and the closed string coupling as $`g_s=G_o^2(2\pi \alpha ^{}/\theta )`$. The decoupled theory of the massless open strings on a 3-brane is then a $`U(1)`$ gauge theory with non-commutativity in the 2-3 plane. To obtain the theory discussed in the previous section we take the decoupling limit of a single 3-brane, identify $`x_{2,3}x_{2,3}+2\pi R`$, and put $`\theta /(2\pi R^2)=\mathrm{\Theta }=1/s`$.

For later reference we note that turning on the NS B-field in the presence of a 3-brane induces D-string charge on it. This in turn is a source for the RR B-field, so a non-zero $`B_{23}^{NS}`$ induces a non-zero $`B_{01}^{RR}`$ as can be seen e.g. from the supergravity solutions  or from the Chern-Simons term in the 3-brane action. The RR field will not affect the analysis in this section, but it will play a role when we discuss the S-dual theory.

It turns out to be easy to identify the massive non-interacting states discussed in the previous section. Consider an open string state with momentum $`p^j=n^j/R`$, $`j=2,3`$. According to , a string moving in one non-commutative direction has a finite length in the orthogonal direction, $`\mathrm{\Delta }x_i=\theta _{ij}p^j`$. Using $`\theta _{ij}=(2\pi R^2/s)ϵ_{ij}`$, we see that an open string with $`s`$ units of momentum in one compact direction is long enough to wind around the other compact direction once. Note that this works only if $`s`$ in an integer.

It is tempting to identify these states with the non-interacting massive states discussed in the previous section, but there are several problems with that. One can object that there does not seem to be anything special about these open string states, so one should expect them to behave in the same way as other open string states with momenta that are not multiples of $`s`$. These states do not in general decouple in the $`\alpha ^{}0`$ limit, since they give rise to the interacting $`U(1)`$ degrees of freedom.

Another problem is that the endpoints of open strings with $`s`$ units of momentum coincide. It seems likely that they can fuse, turning the open string into a closed string. However, closed strings are expected to decouple in the limit of . We will discuss the closed string spectrum first and then argue that open strings with momenta that are multiples of $`s`$ decouple.

The mass of a closed string state is given by

$$m^2=\frac{1}{\alpha ^2}g_{ij}(v^iv^j+w^iw^jR^2)+\frac{2}{\alpha ^{}}(N+\stackrel{~}{N}2)$$
(7)
where $`g_{ij}`$ is the closed string metric in the compact directions, $`w^i`$ is the winding number and

$$v^i=\alpha ^{}g^{ij}\left(\frac{n_j}{R}+2\pi B_{jk}w^kR\right)$$
(8)
In the $`\alpha ^{}0`$ limit, closed string states with $`v^i0`$ or states with excited oscillators become infinitely massive. Only states with $`v^i=0`$ and no string excitations survive the decoupling limit. Using $`B_{jk}=(1/\theta )ϵ_{jk}=s/(2\pi R^2)ϵ_{jk}`$ we find that states satisfying $`n_j+sϵ_{jk}w^k=0`$ remain at finite mass in the decoupling limit. Since both $`n_j`$ and $`w^k`$ are integers, this equation has solutions only if $`s`$ is an integer (or rational number). It is easy to check that these states have the same mass as the open string states discussed above and the same quantum numbers as the non-interacting states we obtained using Morita equivalence in the previous section.

In order to show that the open string states with momenta that are multiples of $`s`$ decouple we consider the scattering amplitude for four open string states on the 3-brane. In the commutative case the answer is well known  and and can be obtained from the type I four-point amplitude of open string states (see e.g. ). The main difference between the commutative and non-commutative cases are some additional phases that appear when the positions of vertex operators are switched .

Before taking the $`\alpha ^{}0`$ limit the boundary correlation function in the presence of an NS B-field reads

$$x^i(\tau )x^j(\tau ^{})=2\alpha ^{}G^{ij}+\frac{i}{2}\theta ^{ij}ϵ(\tau \tau ^{}).$$
(9)
The $`l`$-th vertex operator contains a factor $`\mathrm{exp}(ik_lx(\tau ))`$, where $`k_l`$, $`l=1,\mathrm{},4`$ denotes the momentum of the $`l`$-th open string state. Moving the $`l`$-th vertex operator past the $`m`$-th generates a phase $`\mathrm{exp}(ik_l\theta k_m)`$. The complete scattering amplitude for four open string states is a sum of six terms that differ by the ordering or the vertex operators on the boundary of the worldsheet. We write schematically

$`A`$ $`=`$ $`\{1,2,3,4\}+e^{i\varphi _2}\{4,2,3,1\}+e^{i\varphi _3}\{2,4,3,1\}`$ (11)
$`+e^{i\varphi _4}\{1,3,2,4\}+e^{i\varphi _5}\{4,3,2,1\}+e^{i\varphi _6}\{1,3,4,2\},`$
where the numbers indicate the ordering of the vertex operators on the boundary of the world sheet and the phases are given by

$`\varphi _2=k_1\theta k_4\varphi _3=k_1\theta k_4+k_2\theta k_4`$ (12)
$`\varphi _4=k_2\theta k_3\varphi _5=k_2\theta k_3+k_1\theta k_4\varphi _6=k_2\theta k_3+k_4\theta k_3.`$ (13)
Recall that the $`2,3`$ components of the external momenta are quantized in units of $`1/R`$ and that $`\theta _{ij}=(2\pi R^2/s)ϵ_{ij}`$. To show that states with momenta that are multiples of $`s`$ decouple, we need to show that the all amplitudes involving one or more of these states vanish. We take the $`2,3`$ components of $`k_4`$ to be given by $`q_2s/R`$ and $`q_3s/R`$ respectively, and leave the other momenta unspecified. This guarantees that the phases $`\varphi _2`$ and $`\varphi _3`$ are integer multiples of $`2\pi `$, i.e. trivial phases. The remaining phases are all given by $`ik_2\theta k_3`$ up to integer multiples of $`2\pi `$. The first three terms in Eq. (11) give the same contribution as the last three up to the over all phase, so we find that for these states the amplitude is related to the commutative amplitude by

$$A_{NC}=\frac{1}{2}\left(1+e^{i\varphi _4}\right)A_C.$$
(14)
However, the commutative amplitude vanishes in the $`\alpha ^{}0`$ limit, reflecting the fact that there are no interactions in a commutative $`U(1)`$. This implies that any amplitude with a state that carries momenta that are multiples of $`s/R`$ vanishes. This is not true in general. If the phases multiplying the various terms in Eq. (11) are all different, the $`\alpha ^{}0`$ limit gives a non-vanishing result. Note again, that this cancellation of the phases is possible only if $`s`$ is an integer.

## IV The S-dual picture

Having identified the non-interacting massive states in the non-commutative $`U(1)`$ theory as strings with specific winding and momentum quantum numbers, we can now proceed to search for these states in the S-dual NCOS description .

Before delving into details, let us outline the qualitative picture of both the non-commutative $`U(1)`$ and its S-dual. Turning on the NS B-field induces D-string charge on the 3-brane. If $`\mathrm{\Theta }=1/s`$ the induced charge corresponds to $`s`$ D-strings, and these branes are a source for the RR B-field. Following , we can S-dualize the non-commutative $`U(1)`$ theory. This turns the induced D-strings into fundamental strings corresponding to electric flux on the 3-brane, and exchanges the role of the NS and RR B-fields. In the non-commutative $`U(1)`$ both $`B_{23}^{NS}`$ and $`B_{01}^{RR}`$ were non-zero. In the S-dual theory we have $`B_{23}^{RR}=1/\theta `$ and $`B_{01}^{NS}`$, or, equivalently, the electric flux on the 3-brane can be computed as follows. The electric flux is given by the solution of

$$\frac{\sqrt{\widehat{g}}}{\widehat{g}_{str}}\frac{\widehat{g}^{00}\widehat{g}^{11}F_{01}}{\sqrt{1+(2\pi \alpha ^{})^2\widehat{g}^{00}\widehat{g}^{11}F_{01}^2}}=B_{23}=\frac{s}{2\pi R^2},$$
(15)
where the closed string metric is given by $`\widehat{g}_{11}=\widehat{g}_{00}=\theta /(2\pi \alpha ^{}G_o^2)`$ and $`\widehat{g}_{22}=\widehat{g}_{33}=2\pi \alpha ^{}/(G_o^2\theta )`$. The hat over symbols denotes the S-dual quantities<sup>*</sup><sup>*</sup>*The symbols without hats in the first part of the paper correspond to the primed quantities in , and the symbols with hats are the unprimed variables in .. This gives using $`\widehat{g}_{str}=R^2/(\alpha ^{}G_o^2s)`$

$$F_{01}=\frac{F_{01}^c}{\sqrt{1+\left(\frac{\alpha ^{}s}{R^2G_o^2}\right)^2}},F_{01}^c=\frac{2\pi R^2}{s}\frac{1}{G_o^2(2\pi \alpha ^{})^2}$$
(16)
In the limit $`\alpha ^{}0`$ the electric field attains its critical value $`F_{01}^c`$, but the resulting theory on the 3-brane is not a field theory, which would be non-unitary . Instead it turns out to be a open string theory with non-commutativity in the 0-1 plane (NCOS). This can be seen most easily by trading the electric flux on the 3-brane for a non-zero $`B_{01}^{NS}`$ in the bulk.

We want to identify the non-interacting states discussed in the previous two sections in the NCOS and verify that they do not interact. The states are easy to identify. Since they correspond to fundamental strings with winding and momentum in the compact directions in the string description of the non-commutative $`U(1)`$, they should turn into D-strings with winding and momentum in the S-dual picture.

We have to consider two different wound D-strings, D-strings with $`w^3`$ units of winding in the 3-direction and $`sw^3`$ units of momentum in 2 and states with winding number $`w^2`$ in 2 and $`sw^2`$ units of momentum in 3. For the purpose of counting the unbroken supersymmetries we can introduce new coordinates

$$\left(\begin{array}{c}x_2^{}\\ x_3^{}\end{array}\right)=\frac{1}{(w^2)^2+(w^3)^2}\left(\begin{array}{cc}w^3& w^2\\ w^2& w^3\end{array}\right)\left(\begin{array}{c}x_2\\ x_3\end{array}\right).$$
(17)
An arbitrary superposition of the D-string states is represented as a state with one unit of winding in the $`3^{}`$ direction and $`s`$ units of momentum in the $`2^{}`$ direction. In the subsequent analysis we will drop the primes and only consider states with $`(n_2,w^3)=(s,1)`$.

It is very difficult to show that D-string states decouple from the dynamics of the open strings of the NCOS, but we can provide some circumstantial evidence that our identification of the decoupled heavy states is correct. We can compute the masses of these D-string states and we can show that they are 1/4 BPS states in the presence of the 3-brane with electric flux.

To address the issue of supersymmetry we can ignore the background RR B-field. It shifts the masses of some states, but does not modify the supercharges preserved by the individual branes. One way to see this is to note that the RR B-field can be gauged away locally. Unlike in the case of an NS B-field, this transformation does not induce any fieldstrenghts on the brane, so the unbroken supersymmetries will not depend on the RR B-flux through the torus.

So, for the purpose of counting the unbroken supersymmetries we set $`B_{\mu \nu }^{RR}=0`$. We emphasize that this is a computational tool and that the physics of the D-string does depend on the values of the RR B-field. To construct the unbroken supersymmetries we need to compute the velocity of a D-string with momentum $`p=s/R`$ in the 2-direction. The canonical momentum can be computed from the Lagrangian for a D-string written in terms of the open string quantities

$$L=\frac{2\pi R}{2\pi \alpha ^{}\widehat{G}_o^2}\sqrt{\widehat{G}_{00}\widehat{G}_{33}}\sqrt{1v_2^2},$$
(18)
where $`v_2`$ is the velocity in the 2 direction and $`\widehat{G}_{AB}=2\pi \alpha ^{}/(G_o^2\theta )\eta _{AB}`$ Ref.  uses the symbol $`\stackrel{~}{G}_{AB}`$ for this metric.. Equating the canonical momentum with $`p=s/R`$, solving for $`v_2`$ and using $`\theta =2\pi R^2/s`$ we find $`v_2=1/\sqrt{2}`$.

One way to count the supersymmetries preserved by $`s`$ fundamental strings in directions 01 bound to a D3-branes in 0123, and a D-string with one unit of winding in 3 and $`s`$ units of momentum in $`2`$ is to use T-duality of type IIB string theory to convert all objects into D-branes. To this end we compactify all spatial directions of the 3-brane and T-dualize the 1 and 3 directions. This turns the original D-string into another D-string in 01 with $`s`$ units of momentum in 2. The original 3-brane turns into a D-string in 02 with $`s`$ units of momentum in 1. We can count the supersymmetries of this configuration using standard techniques . The only modification arises from the relative motion of the two branes, which can be taken into account by boosting the supercharges appropriately. Using the Born-Infeld action it is a simple matter to check that the D-string in 02 with $`s`$ units of momentum in 1 moves with $`v_1=1/\sqrt{2}`$ and we already computed $`v_2=1/\sqrt{2}`$ above. The supercharges left unbroken by the two D-strings separately are

$$Q_L+\mathrm{\Lambda }_{\frac{1}{2}}(v_1)\mathrm{\Gamma }_2^{}\mathrm{\Lambda }_{\frac{1}{2}}^1(v_1)Q_R,Q_L+\mathrm{\Lambda }_{\frac{1}{2}}(v_2)\mathrm{\Gamma }_1^{}\mathrm{\Lambda }_{\frac{1}{2}}^1(v_2)Q_R,$$
(19)
where $`\mathrm{\Lambda }_{\frac{1}{2}}(v_i)`$ is the matrix for a boost in the $`i`$ direction with parameter $`v_i`$ acting on spinor indices, and $`\mathrm{\Gamma }^{}=_\mu \mathrm{\Gamma }\mathrm{\Gamma }^\mu `$ is obtained by taking the product over all transverse directions (see  for details).

By explicit calculation we find that the configuration of two D-strings we consider here preserves a quarter of the supersymmetries. Note that this is true only if the D-strings carry $`s`$ units of momentum with the appropriate signs. In all other cases the two conditions in Eq. (19) are incompatible and the superposition of these D-strings preserves no supersymmetry. This does not mean that they cannot relax into a supersymmetric ground state, but it does imply that the system can lower its energy. Such an instability is usually signaled by a tachyon in the open string spectrum. The main observation here is that for states with $`s`$ units of momentum there is no tachyon and the superposition of the two D-strings is a 1/4 BPS state. Undoing the two T-dualities we conclude that the D-string states we consider here form a marginally bound state with the 3-branes with $`s`$ units of electric flux, provided they have compact momenta that are multiples of $`s`$. All other D-string states have an instability against dissolving in the 3-brane.

Having counted the supersymmetries preserved by this configuration we are now in position to compute the mass of these D-string states. The mass does depend on the RR flux through the torus. Consequently we restore the RR B-field to its original value $`B_{23}^{RR}=1/\theta `$ and add the Chern-Simons term

$$L_{cs}=2\pi RB_{23}^{RR}v_2$$
(20)
to the Lagrangian of the D-string Eq. (18). Computing the canonical momentum from the complete action and solving for the velocity of the D-string now yields $`v_2=0`$. Using this result we readily verify from Eq. (18) that the mass of a D-string with one unit of winding and $`s`$ units of momentum is $`M=s/R`$ as expected. We emphasize that these states have the correct mass only if the RR B-field is included. Setting these fields to zero is valid in the non-compact case, but if any of the NCOS directions are compactified, it is essential to retain both the NS and the RR B-fields.

While it is straightforward to show that the D-string states discussed above are 1/4 BPS states as expected from the dualities, it is much more involved to show that they do not interact. To show that these states decouple from the NCOS degrees of freedom, we would have to show that the amplitude for two NCOS strings to scatter into these D-string states vanishes. This is a non-perturbative calculation and as such it is beyond out present capabilities. We would also need to verify that the scattering amplitude for two of these D-string states in the presence of the 3-brane with $`s`$ units of magnetic flux vanishes. Both of these computations are very difficult and we will not attempt them here.

###### Acknowledgements.

It is a pleasure to thank Micha Berkooz, Igor Klebanov, Kostas Skenderis, Washington Taylor, and especially Ori Ganor for helpful conversations. Thanks also to the Aspen Center for Physics where the bulk of this work was done. This work was supported in part by DOE grants #DF-FC02-94ER40818 and #DE-FC-02-91ER40671.


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# Group selection models in prebiotic evolution

## 1 Introduction

The controversial issue of the evolution and maintenance of altruism has probably entered the field of prebiotic evolution when Maynard Smith  remarked that giving catalytic support in a molecular catalytic feedback network, such as the hypercycle , is in fact an altruistic behavior. As a result, such systems are extremely vulnerable to the presence of parasites, i.e., molecules that receive catalytic support but do not give support to any other molecule in the network. However, the stability of this type of cooperative networks is crucial for the theories on the origin of life, as Eigen has shown that the lengths of competing self-replicating molecules are limited by their replication accuracies and so they cannot integrate sufficient information to code for a complex metabolism . For the sake of concreteness, we define an altruistic behavior as one that is detrimental to the fitness of the individual who expresses it, but that confers an advantage on the group of which that individual is a member .

In the traditional group selection modeling, based on the Island models of Wright , it is assumed that the population is divided into reproductively isolated subpopulations or demes . The stability of the altruists is achieved by postulating the existence of an external extinction mechanism acting on the demes that takes place at a rate depending on the deme composition. Of course, such extinctions will favor the occurrence of individuals that lower the probability of extinction of the deme they belong to which, in the case, are the altruistic individuals . A more modern formulation of group selection put forward by Wilson  considers the demes as trait groups, in which the actual ecological, biochemical or social interactions occur, but the individuals are allowed to access and compete for the total resources available in the environment. Clearly, in this formulation the notion of group or deme is somewhat blurred since, as will become clear in the examples given below, there is a stage of the life cycle of the individuals when they leave their demes to (effectively) interact with each other.

Actually, it is not so hard to envision physical systems described by Wilson’s trait group or structured deme model. For instance, some basic features of viral selection dynamics can be modelled by viewing the cells as demes . In this case, it is assumed that only $`N`$ free viruses entry and hence infect a cell; however inside the cell the viruses undergo exponential growth leading to the burst of the cell and the consequent release of free viruses which will again infect (colonize) other cells, and so on. As only $`N`$ viruses can infect each cell, there is an effective competition between all individuals in the population. This restriction, though very far-fetched, does not seem to change qualitatively the behavior of the system  and, in addition, it suits very well to describing in vitro serial passage of viruses . Other interesting application of Wilson’s formalism, which will be the main concern of this paper, is the evolution of enzyme production in the prebiotic context . Here the demes are rock crevices or suspended water droplets of some fixed size. As before, although the macromolecules inside the demes undergo exponential growth, they are regularly washed away by tides or distributed by winds, and only a small fraction of them is then re-adsorbed to the cracks or droplets. Both examples show that the spatial localization of viruses or macromolecules facilitates the selection against parasites. Henceforth we will refer to the individuals that do not display altruistic behavior as non-altruists instead of parasites, since they can subsist even in the complete absence of altruists.

The mathematical formulation of Wilson’s structured deme model is centered on the concept of the average subjective frequencies of altruists, which are defined as the frequencies of altruists experienced by the average altruist and non-altruist in the population . These quantities differ from the global frequency of altruists because the variance of the distribution of the deme compositions is non-zero, i.e., the population is not homogeneous. In particular, the stability of the altruists is achieved by assuming that the fitness of both altruists and non-altruists are proportional to their subjective frequencies. This formulation may be viewed as a sort of mean-field approach in the sense that the fitness of a given individual, say a non-altruist, in a particular deme is not proportional to the frequency of altruists it actually experiences (i.e., the fraction of altruists in its deme) but to the frequency of altruists experienced by the average non-altruist in the population. In this paper we show that going beyond this mean-field approach does not make the theory any more complicated and, in addition, it allows the identification of a recently proposed model for the evolution of altruism , as well as of a population genetics formulation of Eigen’s model of molecular evolution , as variants of Wilson’s group selection model.

The remainder of the paper is organized as follows. In Sec. 2 we present the general formalism that takes into account that the fitness of an individual depends on the fraction of altruists it actually experiences in its deme. Otherwise the model conforms to Wilson’s trait group model with the unlimited growth inside the demes followed by the destruction of the demes, and the random sampling of $`N`$ individuals to form each new deme. The formalism is then applied to the detailed study of a model for the evolution of enzyme production proposed by Michod  in Sec. 3. Building on the work of Donato , in Sec. 4 we apply our formalism to investigate the effects of synergism or division of labor in the prebiotic problem of enzyme evolution. A variant of the quasispecies model of molecular evolution in which the replicating entities are the individual monomers that build up the molecules is considered in Sec. 5. Finally, some concluding remarks are presented in Sec. 6.

## 2 The model

The population is composed of an infinite number of demes, each of which is composed of $`N`$ haploid, asexually reproducing individuals. The individuals can be of two types, $`A`$ or $`B`$, depending on whether they present altruistic or non-altruistic behavior, respectively. By definition, altruistic individuals increase the fitness or reproductive rate of all individuals in the deme they belong to, but pay a price for that by reducing their own fitness. Thus the key ingredient of any group selection model is that the fitness of the individuals depend on the composition of the demes, which are classified according to the number of altruists they have: there are $`N+1`$ different types, labeled by the integers $`i=0,1,\mathrm{},N`$. Hence, an altruistic individual living in a deme of type $`i`$ has fitness $`F_A\left(i\right)`$ while a non-altruistic individual living in the same deme has fitness $`F_B\left(i\right)`$, with $`F_B\left(i\right)F_A\left(i\right)`$. Clearly, either in the viral dynamics or in the enzyme production problem mentioned before, the occurrence of errors in the replication of the individuals (viruses or macromolecules) may have important implications to the equilibrium composition of the population. In order to take this possibility into account we introduce the mutation rate $`u[0,1/2]`$, which gives the probability that type $`A`$ mutates to type $`B`$ and vice-versa.

To derive a recursion equation for the frequency of altruists $`p_t`$ in the population at generation $`t`$ it is more convenient to introduce the frequency of demes with $`i=0,\mathrm{},N`$ altruists in generation $`t`$, denoted by $`Y_t\left(i\right)`$. According to the discussed above, and assuming, as usual, non-overlapping generations (i.e., all individuals in generation $`t`$ are replaced by their offspring in generation $`t+1`$) the average number of altruists $`𝒩_A`$ and non-altruists $`𝒩_B`$ generated during the stage of unlimited growth inside the demes are

$$𝒩_A=\underset{i=0}{\overset{N}{}}\left[\left(1u\right)iF_A\left(i\right)+u\left(Ni\right)F_B\left(i\right)\right]Y_t\left(i\right)$$
(1)
and

$$𝒩_B=\underset{i=0}{\overset{N}{}}\left[\left(1u\right)\left(Ni\right)F_B\left(i\right)+uiF_A\left(i\right)\right]Y_t\left(i\right)$$
(2)
respectively. Hence the global frequency of altruists in the (free) population at generation $`t+1`$ is given by

$`p_{t+1}`$ $`=`$ $`{\displaystyle \frac{𝒩_A}{𝒩_A+𝒩_B}}`$ (3)
$`=`$ $`u+{\displaystyle \frac{12u}{w_t}}{\displaystyle \underset{i}{}}iF_A\left(i\right)Y_t\left(i\right)`$
where

$$w_t=\underset{i=0}{\overset{N}{}}\left[iF_A\left(i\right)+\left(Ni\right)F_B\left(i\right)\right]Y_t\left(i\right)$$
(4)
is the average fitness of the population. The next step in modelling is to distribute these individuals in infinite demes, each of which containing exactly $`N`$ individuals. In the absence of additional information, the most conservative assumption that can be made about the re-grouping mechanism is that the individuals are picked randomly from the (free) population. This leads to the binomial distribution

$$Y_{t+1}\left(i\right)=(\begin{array}{c}N\\ i\end{array})\left(p_{t+1}\right)^i\left(1p_{t+1}\right)^{Ni},$$
(5)
which together with Eqs. (3) and (4) allow the complete description of the life cycle of the individuals.

For the sake of completeness and to facilitate comparisons between the two formalisms, at this point it is convenient that we introduce the basic ingredients of the original structured deme formalism as proposed by Wilson . The conditional probability distributions of type $`A`$ given type $`l=A,B`$ at generation $`t`$ are defined by

$`𝒫_t\left(i|A\right)`$ $`=`$ $`{\displaystyle \frac{iY_t\left(i\right)}{_{i=0}^NiY_t\left(i\right)}}`$ (6)
$`𝒫_t\left(i|B\right)`$ $`=`$ $`{\displaystyle \frac{\left(Ni\right)Y_t\left(i\right)}{_{i=0}^N\left(Ni\right)Y_t\left(i\right)}}`$ (7)
which must be interpreted as follows: considering a particular replicator of type $`l`$ then $`𝒫_t\left(i|l\right)`$ is the probability that such a replicator belongs to a deme containing $`i`$ individuals of type $`A`$. Hence the average subjective frequency of altruists as seen by altruists is given by

$$f_A\left(t\right)=\frac{1}{N}\underset{i=0}{\overset{N}{}}i𝒫_t\left(i|A\right)=p_t+\frac{\sigma _t^2}{N^2p_t}$$
(8)
where $`\sigma _t^2=_ii^2Y_t\left(i\right)\left[_iiY_t\left(i\right)\right]^2`$ is the variance of the deme distribution and $`p_t=_iiY_t\left(i\right)/N`$ is the global frequency of altruists in the population. Similarly, the average subjective frequency of altruists as seen by non-altruists is

$$f_B\left(t\right)=\frac{1}{N}\underset{i=0}{\overset{N}{}}i𝒫_t\left(i|B\right)=p_t\frac{\sigma _t^2}{N^2\left(1p_t\right)}.$$
(9)
In the case the demes are assembled randomly, obeying a binomial distribution, one has $`\sigma _t^2=Np_t\left(1p_t\right)`$ so that for large $`N`$ the subjective frequencies tend to the global one. Since $`f_A\left(t\right)p_tf_B\left(t\right)`$, the main point of introducing the subjective frequencies is to show that a population structured in groups of distinct compositions can simultaneously enhance the effects of the presence of altruists on themselves and diminish those beneficial effects on the non-altruists. Of course, the assumption that the distribution of deme compositions $`Y_t\left(i\right)`$ affects the dynamics only through the average subjective frequencies $`f_l\left(t\right),l=A,B`$ is too restrictive, limiting, for instance, the choices for the dependence of the fitness of the individuals on the deme composition.

## 3 Evolution of enzyme production

According to the scenario proposed by Michod , we consider two types of replicators, $`A`$ and $`B`$, and assume that only replicator $`A`$ can produce a catalyst (enzyme) which, however, can catalyze the replication of both types of replicators, but with different efficiencies. Since replicator $`A`$, which produces the catalyst, must suffer some cost in its noncatalyzed self-replication rate, while replicator $`B`$ attains all the benefits of the catalyst without paying the cost for its production, we have here a typical situation of altruistic behavior. The cost associated with being altruistic is modelled by assigning the noncatalyzed self-replication rate $`1r`$, with $`r[0,1]`$, to $`A`$ and the rate $`1`$ to $`B`$. Moreover, the rate of catalyzed replication is proportional to the concentration of enzymes in the deme, which in turn is proportional to the concentration of replicators $`A`$ in that deme. Hence, assuming that self-replication and the replication catalyzed by the enzyme are separate processes, the fitness of a replicator $`l=A,B`$ belonging to a deme of type $`i`$ can be written as

$$F_l\left(i\right)=1\alpha _lr+k_l\frac{i}{N}i=\alpha _l,\alpha _l+1,\mathrm{},N1+\alpha _l,$$
(10)
where $`\alpha _l=1`$ if $`l=A`$ and $`0`$ if $`l=B`$. Here the parameters $`k_l`$ represent the beneficial effect of enzyme mediated replication. In particular, $`k_B=0`$ implies that the enzyme is specific for the replicator which produced it, as in the one-membered hypercycle . However, it seems more plausible to assume that the primordial enzymes were some kind of general catalysts which would facilitate the replication of a wide spectrum of replicators, so in the following we will assume that $`k_Ak_B`$. We note that Michod considers the case $`k_A=k_B`$ and $`u=0`$ only . The recursion equation (3) thus becomes

$$p_{t+1}=u+\left(12u\right)\frac{p_t\left(1r\right)+k_Ap_t^2+\frac{1}{N}k_Ap_t\left(1p_t\right)}{1+p_t\left(k_Br\right)+\left(k_Ak_B\right)\left[\frac{1}{N}p_t\left(1p_t\right)+p_t^2\right]},$$
(11)
which is identical to that obtained using Wilson’s original (mean-field) formulation . In fact, we note that the coefficient of $`k_A`$ in the numerator of Eq. (11) can be written as $`p_tf_A\left(t\right)`$, so that the rate of increase of altruists in the population due to the replication catalyzed by the enzymes is proportional to the average subjective frequencies of altruists.

It is instructive to consider first the case where mutations are not allowed ($`u=0`$) since the steady-state equation obtained by setting $`p_{t+1}=p_t=p^{}`$ can be solved analytically in this case. Explicitly, we find three fixed points: $`p^{}=0`$, $`p^{}=1`$ and

$$p^{}=\frac{rk_A/N}{\left(k_Ak_B\right)\left(11/N\right)}.$$
(12)
A physically meaningful fixed point must be in the simplex $`[0,1]`$ and satisfy the standard stability condition

$$\frac{dp_{t+1}}{dp_t}|_{p_t=p^{}}<1.$$
(13)
We find that $`p^{}=0`$ is stable for $`k_A/r<N`$, while $`p^{}=1`$ is stable for $`k_A/r>1+\left(11/N\right)k_B/r`$. Interestingly, for $`k_B/r>N`$ there is a region where both fixed points are unstable and so the stable one is the intermediate fixed point (12) which corresponds to a regime of coexistence between altruists and non-altruists. These distinct regimes are illustrated in Fig. 1 where we show the steady-state frequencies $`p^{}`$ for two different values of the initial frequency of altruists. We note that in the case $`u=0`$ the analysis is considerably simplified as only the ratios $`k_l/r,l=A,B`$ matter for the stability of the fixed points. We identify four different phases in the steady-state regime: the pure altruistic phase $`\left(A\right)`$ associated to the fixed point $`p^{}=1`$; the pure non-altruistic phase $`\left(B\right)`$ associated to the fixed point $`p^{}=0`$; the coexistence phase $`\left(C\right)`$ associated to the fixed point (12); and the phase labeled $`\left(A\right)\left(B\right)`$ where both $`p^{}=1`$ and $`p^{}=0`$ are stable. In this phase the two kinds of replicators compete such that there is an all-or-none selection, though the winner is not determined by the fitness only, but also by its initial abundance in the population. In fact, the basins of attraction of the two stable fixed points are delimited by the intermediate fixed point (12). These results are conveniently summarized in a phase diagram in the plane $`(k_A/r,k_B/r)`$ as shown in Fig. 2(a). We note that the transitions between phases $`\left(B\right)`$ and $`\left(C\right)`$ as well as between phases $`\left(C\right)`$ and $`\left(A\right)`$ are continuous, in the sense that $`p^{}`$ increases continuously as those transition lines are crossed. It is important to note that even in the case of completely nonspecific catalysis $`k_A=k_B`$ the altruistic replicators can dominate the entire population provided that the condition $`k_A>rN`$ is satisfied.

We turn now to the more general case where the mutation rate $`u`$ is nonzero. The obvious complication in this case is that $`p=0`$ and $`p=1`$ are no longer fixed points and so, in principle, the phases identified before cannot be unambiguously defined. However, the threshold phenomena observed in the dependence of the steady-state frequency of type $`A`$ replicators on the scaled catalyst specificity $`k_A/r`$ (see Fig. 3) indicates that an unique extension of the definitions of phases $`\left(A\right)`$, $`\left(B\right)`$ and $`\left(A\right)\left(B\right)`$ is possible indeed, provided that $`k_B/r`$ is not larger than some critical value. As expected, phase $`\left(C\right)`$ disappears since its defining characteristic, namely, $`0<p^{}<1`$, occurs for all parameter settings in the case of nonzero mutation rates. The rich interplay between the stable fixed points is illustrated in the phase diagrams of Fig. 2. The prominent feature of those phase diagrams is the existence of critical points at which the two discontinuous transition lines intersect and, as a result, above which it is no longer possible to distinguish between phases $`\left(A\right)`$ and $`\left(B\right)`$. For fixed $`u`$, $`r`$ and $`N`$ the critical point coordinates $`(k_A^c,k_B^c)`$ are determined by requiring that the three fixed points of the recursion equation (11) collapse into a single one. Accordingly, in Fig. 4 we show the critical point coordinates as function of the mutation rate $`u`$. As expected, for $`u=0`$ we find $`k_B^c/r=N`$ regardless of the value of $`r`$. Of particular interest is the mutation rate at which $`k_B^c`$ vanishes, henceforth denoted by $`u_e`$, as it signalizes the disappearance of all traces of the two distinct regimes associated to altruistic and non-altruistic behaviors, leading to the phase diagram of Fig. 2(d). Interestingly, at this value of the mutation rate we find $`k_A^c/r=2N/\left(N+1\right)`$ independently of $`r`$. The dependence of $`u_e`$ on the altruistic cost $`r`$ for several values of the deme sizes is illustrated in Fig. 5.

The importance of the finitude of the deme sizes $`N`$ to the stabilization of the altruists can be appreciated by considering the limit $`N\mathrm{}`$, which corresponds to a homogeneous population, in the case of absence of mutations $`u=0`$. In fact, in this case the fixed point $`p^{}=0`$ is always stable, while $`p^{}=1`$ becomes stable only for $`k_A>r+k_B`$, which is a very uninteresting situation from the point view of the evolution of altruism since in this case the effective fitness of an altruist ($`1r+k_A`$) is larger than the fitness of a non-altruist ($`1+k_B`$) belonging to the same deme.

## 4 Synergism

A puzzling problem in evolution is the existence of complex structures that are of value to the organism only when fully formed . It might be possible that enzyme production has become a reality due to the combined work of several molecules, each being responsible for the synthesis of different pieces of the catalyst. This situation of division of labor between the altruists, termed synergism, can result in highly non-additive fitness interactions. To model this case, we assume that the advantage to the deme is accrued only if the number of altruists reaches some minimal value. Explicitly, we will assume that only individuals belonging to demes composed of $`ii_m`$, with $`i_m=0,1,\mathrm{},N`$, altruists have their fitness enhanced: for such demes all individuals have their fitness increased by the factor $`1/\left(1c\right)`$ with $`c[0,1]`$. The dependence of the fitness of types $`A`$ and $`B`$ on the composition of the deme is summarized by the following equation

$$F_l\left(i\right)=\{\begin{array}{cc}1\alpha _lr\hfill & \text{ if }i<i_m\hfill \\ \left(1\alpha _lr\right)/\left(1c\right)\hfill & \text{otherwise}\hfill \end{array}$$
(14)
where, as before, $`r(0,1)`$ is the cost for being altruistic and $`\alpha _l=1`$ if $`l=A`$ and $`0`$ if $`l=B`$. The recursion equation (3) is then written as

$$p_{t+1}=u+\left(12u\right)\frac{\left(1r\right)\left[p_t\left(1c\right)+\frac{1}{N}c_{i=i^{}}^NiY_t\left(i\right)\right]}{\left(1c\right)\left(1rp_t\right)+c_{i=i^{}}^NY_t\left(i\right)\left(1\frac{1}{N}ri\right)}.$$
(15)
The formalism based on the average subjective frequencies cannot be applied to describe this dynamics because of the highly nonlinear dependence of the fitness $`F_l`$ on the number of altruists in the deme.

Before we proceed with the analysis of the steady-state solutions of recursion equation (15), we must note that the fitness assignment summarized in eq. (14) was used by Donato  in an alternative model for the selection of altruistic behavior, which, similarly to Wilson’s structured deme model, though not explicitly acknowledged by that author, has a stage of the life cycle of the individuals when they interact with all other individuals in the population. In fact, this must be so because in Donato’s model the relative fitness of an individual, which is related to the number of offspring it generates, is defined as the ratio between the fitness of that individual and the fitness of the whole population . However, that model has two other ingredients that differ from Wilson’s: (i) the sizes of the demes are not fixed a priori, but there is a maximal deme size that once reached leads the deme to split in two smaller ones; and (ii) the offspring of the individuals of one deme in one generation form one deme in the next generation. These rules were motivated by the analogy with social animals which live in groups not too large and whose offspring remain in the group of their parents. An interesting outcome of the model is the possibility of stable coexistence between altruists and non-altruists within a same group, which is in fact the situation observed in nature since the altruistic behavior is usually exhibited only by some individuals in the group. This result contrasts with that predicted by the Island group selection models, namely, that in the absence of mutations there are either fully altruistic ($`i=N`$) or fully non-altruistic ($`i=0`$) groups only . As we will show in the sequel, using the fitness assignment of eq. (14) this coexistence regime is associated to one of the stable steady-state solutions of the recursion equation (15).

As before, we will consider first the simpler case where $`u=0`$. As expected, $`p=1`$ and $`p=0`$ are always fixed points and, depending on the values of the control parameters $`i_m`$, $`c`$ and $`r`$, there can be either one or two additional fixed points. On the one hand, $`p^{}=0`$ is always stable for $`i_m>1`$, while for $`i_m=1`$ it becomes unstable in the region $`c>r`$. In fact, for fixed $`r`$ a stable fixed point appears at $`c=r`$, increasing continuously from $`0`$ to $`1`$ as $`c`$ increases. This behavior signalizes the occurrence of a continuous transition from a regime characterized by fully non-altruistic demes only ($`p^{}=0`$) to a regime where inhomogeneous demes formed of both altruistic and non-altruistic individuals are allowed also ($`0<p^{}<1`$). On the other hand, $`p^{}=1`$ is always unstable for $`i_m<N`$, while for $`i_m=N`$ it becomes stable in the region $`c>r`$. In this case both fixed points $`p^{}=1`$ and $`p^{}=0`$ are stable but, as pointed out before, only one of the two types of individual will take over the population. In the other cases $`1<i_m<N`$ the intermediate, stable fixed point $`0<p^{}<1`$ appears in a discontinuous manner, i.e., $`p^{}`$ is non-zero already at the outset.

In Fig. 6 we present the transition lines separating the region in the plane $`(c,r)`$ where the altruistic individuals persist in the population (region below the curves) from the region where the only stable fixed point is the non-altruistic one $`p^{}=0`$. Since those curves satisfy $`cr`$, it seems that the surviving altruists are those belonging to demes with $`ii_m`$ since they have a larger fitness than non-altruists living in demes with $`i<i_m`$. Interestingly, the size of the region of existence of altruists decreases with increasing $`i_m`$, reaches a minimal value for $`i_m=N/2`$, and then increases towards its initial size as $`i_m`$ approaches $`N`$ (the transition lines for $`i_m=1`$ and $`i_m=N`$ coincide). However, it must be noted that the most favorable situation to the altruists is the case of no synergism $`i_m=1`$, since only then the fixed point $`p^{}=0`$, associated to the non-altruistic regime, becomes unstable. Moreover, the basin of attraction of the intermediate fixed point decreases with increasing $`i_m`$ and so, unless there is already a large number of altruists at the outset, the non-altruists will take over the population. For instance, for $`i_m=N`$ the basin of attraction of $`p^{}=1`$ is vanishingly small close to the transition line $`c=r`$. This rather frustrating result simply reflects the difficulty, already pointed out in the beginning of the section, of evolving a synergistic system in nature. A possible solution to this problem is provided by the so-called Baldwin effect  which, in the framework proposed by Hinton & Nowlan , assumes the existence of a third type of individual, say $`X`$, which either by learning, guessing or imitation can act as an individual of type $`A`$ or $`B`$ but whose offspring are, of course, of type $`X`$. These plastic individuals may provide the appropriate conditions (i.e., a large number of altruistically behaving individuals) to start the synergistic effects and, once this is done, they will become extinct due to the competition with the born altruists, leaving thus no trace of their early presence in the population. We will leave the investigation of this avenue of research for a future contribution.

Taking into account the effect of mutation ($`u>0`$) leads to a very rich interplay between the different steady-state regimes of the recursion equation (15) as illustrated by the phase-diagrams shown in Fig. 7. In the absence of mutation the phase labeled $`\left(B\right)`$ is associated to the non-altruistic regime characterized by the fixed point $`p^{}=0`$, while phase $`\left(C\right)`$ is associated to the coexistence regime characterized by the intermediate fixed point $`0<p^{}<1`$. As before, although for non-zero mutation rates $`p=0`$ is no longer a fixed point it is still possible to distinguish between the fixed points corresponding to the non-altruistic and the coexistence regimes, due to the occurrence of threshold phenomena similar to those shown in Fig. 3. The main effect of mutation is to produce, at the expense of phase $`\left(C\right)`$, a bounded region, labeled $`\left(B\right)\left(C\right)`$, where both phases are stable. This region is delimited by two discontinuous transition lines that intersect and end at two critical points. As the mutation rate $`u`$ increases the size of the bounded region decreases and disappears altogether at the critical end point $`u_e`$ at which the two critical points coalesce. Hence for $`uu_e`$ it is no longer possible to distinguish between phases $`\left(B\right)`$ and $`\left(C\right)`$. The dependence of $`u_e`$ on $`i_m`$ is shown in Fig. 8. As expected $`u_e=0`$ for $`i_m=1`$, regardless of the value of the deme size $`N`$, since the transition between those two phases is continuous already for $`u=0`$.

## 5 Quasispecies model

Other interesting application of the formalism presented in Sec. 2 is the study of the error threshold transition in Eigen’s molecular quasispecies model . Such approach has recently been proposed as an (uncontrolled) approximation to the original kinetics formulation of the quasispecies model , without the realization of its close connection with Wilson’s trait group framework. In this case, the monomers play the role of the individuals, and the molecules the role of the demes. However, there is no distinction between altruistic and non-altruistic monomers (i.e., there is no altruistic cost) but the self-replication rates of the monomers depend on the molecule they belong to. Thus, contrasting to Eigen’s original proposal, in this formulation the molecules are not self-replicating entities, being only passive carriers of monomers. In this context, it is more appropriate to think of the mutation rate $`u`$ as the replication error rate per monomer. Explicitly, for the single-sharp-peak replication scenario we have $`F_B\left(i\right)=1s,i=0,\mathrm{},N1`$ and

$$F_A\left(i\right)=\{\begin{array}{cc}1s\hfill & \text{if }i=1,\mathrm{},N1\hfill \\ 1\hfill & \text{if }i=N\hfill \end{array}$$
(16)
where $`0s1`$ is the selective advantage of the so-called master molecule, namely, the molecule composed of $`N`$ monomers of type $`A`$ . The general recursion equation (3) then becomes

$$p_{t+1}=u+\left(12u\right)\frac{\left(1s\right)p_t+sp_t^N}{1s+sp_t^N}.$$
(17)
The only stable fixed point for $`u=0`$ is $`p^{}=1`$ which corresponds to the domination of the population by the master molecules. As the mutation rate increases, two distinct regimes are observed in the composition of the population: the quasispecies phase $`\left(Q\right)`$ characterized by the master molecule and its close (in the sense of the Hamming distance) neighbors, and the uniform phase $`\left(U\right)`$ where the $`2^N`$ molecules appear in the same proportion. More pointedly, phase $`\left(Q\right)`$ is associated to the fixed point $`p^{}1`$ and phase $`\left(U\right)`$ to $`p^{}1/2`$. In Fig. 9 we illustrate the dependence of the steady-state molecule frequencies $`Y\left(i\right)`$, given in Eq. (5), on the error rate $`u`$. Although these results show a remarkable similarity to those obtained with the original kinetics formulation of the quasispecies model , the agreement is qualitative only: a full analysis of the location of the error-threshold transition for the original model indicates that the predictions based on the recursion equation (17) are very inaccurate .

In the present study the error-threshold transition corresponds to the discontinuous transition between the phases $`\left(Q\right)\left(U\right)`$ and $`\left(U\right)`$ (see Fig. 10). As in the previous models, the discontinuous transition lines intersect and end at a critical point $`(u^c,s^c)`$ given by

$$u^c=1\frac{1}{2}\left(\frac{N+1}{N1}\right)^2$$
(18)
and

$$\frac{1}{1s^c}=1+2^N\left(\frac{N1}{N+1}\right)^N\frac{\left(N1\right)^24N}{N^21}.$$
(19)
It must be noted, however, that the rich interplay between phases $`\left(Q\right)`$ and $`\left(U\right)`$ depicted in the phase diagram of Fig. 10 is a consequence of Wilson’s trait group framework, in which the molecules are disassembled and then randomly assembled during the life cycle of the population. Clearly, the use of that framework is inadequate in the context of the quasispecies model, in which the molecules and not the monomers are the self-replicating entities.

## 6 Conclusion

In this paper we have basically attempted to re-interpret and unify several models dealing with the evolution of altruistic behavior  in a single framework, namely, the ‘extended’ Wilson’s structured deme model of group selection . In doing so, we have carried out a thorough analysis of the steady-state regime of a model for the evolution of enzyme production proposed originally by Michod , without resorting to the mean-field approximation implicit in Wilson’s concept of average subjective frequencies . Furthermore, the effect of synergism (i.e., division of labor) was considered by assuming that the presence of altruists accrues benefits only to groups containing some minimal number of that type of individual, following thus Donato’s alternative group selection model . In particular, we have obtained the phase-diagrams showing the regions of stability of the altruistic and non-altruistic regimes. A particularly relevant result is the finding of a regime of stable coexistence within a same group of altruists and non-altruists which, though expected from observation, is not predicted by the Island group selection models . We have also identified a recently proposed variant of the quasispecies model, in which the macromolecules are viewed as vehicles for the self-replicating monomers , as a particular realization of the ‘extended’ Wilson’s structured deme formalism presented in this paper. In addition, we have found that taking into account the possibility of mutations leads to interesting qualitative changes on the steady-state regime of the model dynamics as, for instance, the appearance of critical points in the phase-diagrams of the models. In particular, we have shown that there is a value of the mutation rate $`u_e`$ (see Figs. 5 and 8) above which the selective pressures are no longer operative, in the sense that it is no longer possible to distinguish between the altruistic and the non-altruistic regimes.

To conclude, we note that in the prebiotic context error-prone replication (mutation) has played a crucial role in revealing the limitations of non-cooperative molecular systems, such as Eigen’s quasispecies model, to function as efficient information integrators . Furthermore, it was shown recently that mutation can have disastrous effects over the stability of altruistic demes in the more traditional Island formulation of group selection theory . In view of this, mutation should not be viewed as merely another complication to be added to a model, but as a basic test for probing the robustness of any model of integration of information in prebiology, this being thus the main motivation for the present contribution.

The work of J.F.F. is supported in part by Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) and Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), Proj. No. 99/09644-9. D.A., P.R.A.C. and A.T.S. are supported by FAPESP.


text:
# N-body simulations of warped galaxies

## 1. Introduction

The understanding of warped galaxies has been enriched those last years by ideas such as galactic infall (Ostriker & Binney 1989; Jiang & Binney 1999) or dynamical friction between the halo and the disk (Debattista & Sellwood 1999). In spite of the fact that the evidences for non-self-gravitating HI disks are actually weak (Arnaboldi et al. 1997; Becquaert & Combes 1997), most of works on the subject are built on the assumption of a disk embedded in a fat spheroidal or triaxial halo.

Through N-body simulations, this work presents two methods of getting warped self-gravitating galactic disks. The first one imports inclined angular momentum through material accretion and the second one uses an outer warped potential.

## 2. Models and simulations

The N-body disk is based on a superposition of three Miyamoto-Nagai potentials :

$$\mathrm{\Phi }(R,\varphi ,z)=\underset{i=1}{\overset{3}{}}\frac{GM_i}{\sqrt{R^2+\left(a_i+\sqrt{z^2+b_i^2}\right)^2}}$$
(1)
with the components representing a bulge, a visible disk and a gas disk.

### 2.1. External potential

In order to warp the galaxy, an initially flat disk is embedded in a non-rotating warped potential. This outer potential whith a mass equivalent to the disk is obtained by replacing $`z`$ by $`zwR^2\mathrm{cos}\varphi `$ in the disk potential of equation 1. $`w`$ is a parameter determining the amplitude of the warp. To drive adiabatically the disk, the outer potential is flat at the beginning of the simulation and warps slowly during the perturbation time. Afterwards, the potential is removed and the disk evolves freely.

After a few tens of Myr, the inner part of the disk tilts while the outer remains flat. At $`t750\text{Myr}`$ the whole disk has warped in order to follow the outer potential and the LON is observable as a leading spiral. The maximum amplitude of the warp at $`R=30\text{kpc}`$ is about $`20\text{kpc}`$. After the perturbation, the deformation of the isolated disk decreases from the center to the outside and the LON becomes straight. This last step needs about $`1\text{Gyr}`$.

### 2.2. Accretion

In this simulation, the warp is generated by material accretion. This idea has been suggested by Ostriker & Binney (1989) and tested by Jiang & Binney (1999). The originality of our simulation is the absence of halo. The infall of material is obtained by injecting particles in an inclined tork. Its velocity corresponds to the velocity of the rotation curve at an equivalent radius. The total injected mass represent 100 % of the mass of the initial galactic disk.

The disk needs about $`1\text{Gyr}`$ in order to react to the accretion and the deformation will need one more Gyr to propagate from the outside to the center. The maximum amplitude of the warp at $`R=30\text{kpc}`$ is about $`10\text{kpc}`$. A straight retrograde rotating LON is associated to the warp. Once the accretion is ended the disk needs about $`500\text{Myr}`$ to become flat again.

## 3. Discussion

The perturbation type determines strongly the evolution and shape of the warped disk. In the first simulation, the deformation occurs from the inner regions to the outer whereas it occurs from the outer to the inner in the second one. This has two observed effects :

The shape of the LON is significantly different. A leading LON is generated in presence of an outer potential, which can be assimilated to a warped heavy DM disk. A similar result has been found by Debattista & Sellwood (1999) in the case of dynamical friction between a spherical misaligned rotating halo and a disk. In contrary, a straight rotating LON is generated with accretion.

The birth of the warp is also quite different. In case of our outer potential, the inner regions feel its gravity faster and tip before the outer ones. A large abrupt warp can be quickly observed, even if the outer regions lie always on the initial plane. This effect is not present in case of accretion, where the inner regions remain flat while the outer ones tip slowly.

## References

Arnaboldi M., Oosterloo T., Combes F. et al., 1997, AJ, 113, 585

Becquaert J.-F., Combes F., 1997, A&A, 325, 41

Debattista V., Sellwood J., 1999, ApJ, 513, L107

Jiang I-G., Binney J., 1999, MNRAS, 303, L7-L10

Ostriker E.C., Binney J., 1989, MNRAS, 237, 785


text:
# Glue in the light-front pion

## 1 A Constituent Pion?

Can the pion be adequately approximated as a quark-antiquark bound state? The constituent quark model (CQM) works well for massive hadrons, but most theorists believe that the pion lies outside the CQM’s range of “validity.” Early attempts to relate the CQM to QCD focussed on the relationship between current and constituent quarks, advocating a picture in which the constituent quarks are dressed current quarks; but only naive transformations were investigated and gluons played little or no role in these investigations.

I believe that a constituent approximation may arise in light-front QCD, as was most convincingly argued by Brodsky, Lepage and collaborators . However, I believe the pion will stand out because it contains a significant amount of glue. Lepage, Brodsky, Huang, and Mackenzie showed that under reasonable assumptions the probability of finding a $`q\overline{q}`$ component in the pion is of order $`1/4`$; however, their arguments can be turned around to show that higher Fock space components are important. Moreover, their estimate depends on a model wave function that is not derived from QCD and it is possible that this probability is even higher than $`1/4`$. It should not be surprising that components with glue are large in the pion. What is amazing is that the $`q\overline{q}`$ component is sizable.

I cannot review the computational scheme that might be used to produce a massless constituent pion . Several theorists, guided by Ken Wilson, have developed renormalization techniques that can be used to attack QCD bound state problems in much the same way as QED bound states can be treated in Coulomb gauge. They first argued that constituent masses and confinement should be added by hand for all partons, and that the strong-coupling, relativistic limit of such models might be full QCD . However, I have shown that confinement does not have to be added by hand, because it appears in the renormalized light-front QCD hamiltonian at second order . Moreover, I have argued that this confining interaction can produce the constituent mass scale as happens in the MIT bag model. Martina Brisudova has shown that the second order hamiltonian produces reasonable results for heavy mesons  and Brent Allen has shown that it also produces reasonable glueball results , without adding any non-canonical parameters to QCD.

To obtain a constituent approximation, we remove zero modes and are forced to work in the broken symmetry phase of the theory. Interactions that explicitly violate chiral symmetry should be induced by spontaneous chiral symmetry breaking, and in general the new symmetry breaking couplings must be adjusted by hand to obtain the correct $`\pi \rho `$ mass splitting.

There are many non-canonical operators induced by renormalization (e.g., a gluon mass term), and in principle the dimensionless couplings for the relevant, $`\mu `$, and marginal, $`\gamma `$, operators act as independent parameters that must be tuned to fit data or recover symmetries. We assume that all couplings induced by renormalization are functions of the canonical QCD coupling and that they vanish when this coupling goes to zero. In other words, we allow new relevant couplings, $`\mu (g_\mathrm{\Lambda })`$ with $`\mu (0)=0`$, and marginal couplings, $`\gamma (g_\mathrm{\Lambda })`$ with $`\gamma (0)=0`$. These conditions constitute coupling coherence (or coupling reduction), and we have shown that they produce effective interactions that restore all broken symmetries at leading orders in perturbation theory. I note that for an asymptotically free theory the boundary conditions imply that $`\mu _\mathrm{\Lambda }0`$ and $`\gamma _\mathrm{\Lambda }0`$ as $`\mathrm{\Lambda }\mathrm{}`$.

I assume that the new chiral symmetry breaking couplings are fixed functions of the canonical coupling, but there is no reason to expect perturbative renormalization group equations to produce the correct dependence, because they are probably non-analytic functions of the coupling.111It is interesting to note that a perturbative RG analysis does lead to a relevant chiral symmetry breaking coupling that scales like $`exp\{1/(\beta g^2)\}`$, but only in asymptotically free theories.

A marginal operator introduced at low energies will tend to have a comparable effect when the cutoff is increased, and it will typically affect perturbation theory at some finite order. Only relevant operators can be introduced at low cutoffs and necessarily have no effect at any finite order of perturbation theory at higher cutoffs. The only candidate relevant operator is gluon emission/absorption with a quark spin flip, shown below.

It seems that the only simple way in which a constituent picture that includes confinement and chiral symmetry breaking effects is for this single relevant interaction to produce the entire $`\pi \rho `$ mass splitting. I assume that the vertex mass, which is $`gm_F`$ to leading order in perturbation theory, becomes $`M_{\chi SB}`$ because of spontaneous symmetry breaking.

## 2 Chiral symmetry in light-front field theory

I first review chiral symmetry without zero modes in light-front QCD, following Mustaki . The fermion field naturally separates into two-component fields $`\psi =\psi _++\psi _{}`$ on the light-front, where $`\psi _+`$ is dynamical and $`\psi _{}`$ is constrained. The light-front chiral transformation applies freely only to the two-component field $`\psi _\pm =\frac{1}{2}\gamma ^0\gamma ^\pm \psi `$, because the constraint equations are inconsistent with the normal chiral transformation rules. The minus-component $`\psi _{}`$ is determined by the light-front constraint

$$\psi _{}=\frac{1}{i^+}\left(\alpha _{}(i_{}+gA_{})+\gamma ^0m_V\right)\psi _+.$$
(1)
The light-front chiral transformation acts only on $`\psi _+`$

$$\psi _+\psi _++\delta \psi _+,\delta \psi _+=i\theta \gamma _5\psi _+,$$
(2)
and the transformation on $`\psi _{}`$ is given by the equation of constraint

$`\delta \psi _{}`$ $`={\displaystyle \frac{1}{i^+}}\left(\alpha _{}(i_{}+gA_{})+\gamma ^0m_F\right)\delta \psi _+`$ (3)
$`=i\theta \gamma _5{\displaystyle \frac{1}{i^+}}\alpha _{}\left(i_{}+gA_{}\right)\psi _+i\theta m_F\gamma ^0\gamma _5{\displaystyle \frac{1}{i^+}}\psi _+.`$
Thus, the light-front chiral transformation on $`\psi `$ is

$`\delta \psi `$ $`=\delta \psi _++\delta \stackrel{~}{\psi }_{}`$ (4)
$`=i\theta \gamma _5\psi _+i\theta \gamma _5{\displaystyle \frac{1}{i^+}}\alpha _{}\left(i_{}+gA_{}\right)\psi _+i\theta m_F\gamma ^0\gamma _5{\displaystyle \frac{1}{i^+}}\psi _+.`$
The axial vector current is $`j_5^\mu =\overline{\psi }\gamma ^\mu \gamma _5\psi `$, and the conserved light-front axial vector charge is

$`Q_{LF}^5={\displaystyle 𝑑x^{}d^2x_{}j_5^+(x)}.`$ (5)
Explicit calculation using the field expansions and normal ordering leads to

$`Q_{LF}^5=`$ $`{\displaystyle \frac{dk^+d^2k_{}}{2(2\pi )^3}\underset{\lambda }{}\lambda \left[b_\lambda ^{}(k)b_\lambda (k)+d_\lambda ^{}(k)d_\lambda (k)\right]}.`$
Thus $`Q_{LF}^5`$ measures the helicity.

What does this teach us? An interaction in which quark helicity changes is required to remove the $`\pi \rho `$ degeneracy produced by massless, canonical light-front QCD.

There is one explicit chiral symmetry breaking term in the canonical Hamiltonian,

$`gm_V{\displaystyle 𝑑x^{}d^2x_{}\psi _+^{}\sigma _{}\left(A_{}\frac{1}{^+}\psi _+\frac{1}{^+}(A_{}\psi _+)\right)};`$ (7)
and this is the only relevant operator that violates light-front chiral symmetry, although the full interaction contains an unknown function of longitudinal momenta.

## 3 Crude Estimates

Assume that the $`\pi \rho `$ mass splitting is primarily due to gluon emission/absorption with a helicity flip. This does not necessarily imply that the pion contains significant glue when the cutoff is lowered to $`O(1GeV)`$ because renormalization produces a direct quark-antiquark interaction of the form:

$$V_{\chi SB}=cM_{\chi SB}^2\sigma _𝐪\sigma _{\overline{𝐪}}.$$
(8)
The real interaction is not proportional to a constant $`c`$, but this will give us a crude idea of its effects. The massless spectrum without chiral symmetry breaking is qualitatively similar to the glueball spectrum. We can assume an unperturbed mass of $`O(1GeV)`$ for the $`\pi `$ and the $`\rho `$. However, acting on these states, $`V_{\chi SB}`$ produces:

$$V_{\chi SB}|\pi >=\frac{c}{2}M_{\chi SB}^2|\pi >,V_{\chi SB}|\rho _0>=\frac{c}{2}M_{\chi SB}^2|\rho _m>,V_{\chi SB}|\rho _{\pm 1}>=0;$$
(9)
where the subscript on the $`\rho `$ indicates its spin projection.

Since the zeroth-order eigenstates are also eigenstates of this operator, we can immediately determine the masses,

$$M_\pi ^2=M_0^2\frac{c}{2}M_{\chi SB}^2,M_{\rho _0}^2=M_0^2+\frac{c}{2}M_{\chi SB}^2,M_{\rho _{\pm 1}}=M_0^2.$$
(10)
If we adjust $`M_{\chi SB}`$ to produce a massless pion, we apparently destroy rotational symmetry in the $`\rho `$ multiplet. Violation of few-body kinematic rotational symmetries is common in light-front field theory, where rotations about transverse axes involves parton production and annihilation. If we break rotational invariance in the $`q\overline{q}`$ sector without gluons by 100%, we can restore it when glue is added, but only if the $`q\overline{q}g`$ component of the state is comparable to the $`q\overline{q}`$ component.

Taking into account that mixing $`q\overline{q}`$ and $`q\overline{q}g`$ also produces a negative self-energy, and that the combination must be negative, we find that this admixture lowers the mass of the $`\rho _0`$ less than it lowers the masses of the $`\rho _{\pm 1}`$ or the $`\pi `$. The simplest possibility is that the $`\rho `$ has a much smaller $`q\overline{q}g`$ component than the $`\pi `$, and that this component is slightly larger in the $`\rho _{\pm 1}`$ than in the $`\rho _0`$. If this is the case, we can consider this admixture in the $`\pi `$ alone.

Assuming the $`q\overline{q}g`$ mass is higher than the $`q\overline{q}`$ mass before the chiral symmetry breaking interaction is turned on, and that confinement produces a mass gap that is linear in the number of constituents (which may well be false) and that there is a large gap between the first two $`q\overline{q}g`$ states, we can make a crude approximation by considering only one $`q\overline{q}`$ mode coupled to one $`q\overline{q}g`$ mode. This produces a drastically simplified hamiltonian (mass-squared operator) of the form,

$$H=\left(\begin{array}{cc}M_0^2& M_0M_1\\ M_0M_1& M_1^2\end{array}\right).$$
(11)
I have adjusted the off-diagonal matrix element to produce a massless pion, and we find that

$$P_{q\overline{q}}=\frac{M_1}{M_0+M_1},$$
(12)
$$P_{q\overline{q}g}=\frac{M_0}{M_0+M_1}.$$
(13)
This drastically oversimplified analysis can only lead to $`P_{q\overline{q}}>P_{q\overline{q}g}`$, which is not necessary, but this type of analysis leads to the conclusion that the probability of finding glue in the pion may only be of order $`1/2`$. Nonetheless, it seems unlikely that any model of the pion that does not include constituent glue can be derived from QCD, even if it is possible to derive a valence approximation for other hadrons.

Acknowledgements: I am indebted to Roger Kylin for many useful conversations and for preliminary bound state results with various kinetic and vertex masses. There are many people who have helped me understand how the pion might emerge in light-front QCD, including Daniel Mustaki, Ken Wilson, Avaroth Harindranath, Stanisław Głazek, Matthias Burkardt, Martina Brisudova, and Brent Allen. I am also indebted to Stan Brodsky for pointing out their work showing that the $`q\overline{q}`$ component of the exact pion is significant. This work was supported by the National Science Foundation under grant PHY-9800964.