text:
# Published in Chaos, Solitons and Fractals, 12(2001)1431-1437 Incomplete statistics and nonextensive generalizations of statistical mechanics

## I Introduction

We need a generalized statistical mechanics to replace Boltzmann-Gibbs-Shannon (BGS) one because BGS theory is not capable of interpreting some observed results of physical systems with complicated strong interaction, long range correlation, longtime memory or with noneuclidean and nonsmooth space-time structure such as in the theory of fractal space-time and Cantorian $`E^{\mathrm{}}`$. Examples of such systems exist everywhere, from cosmic systems, ordinary optical, magnetic or electronic materials around us, fractal and chaotic systems, till microscopic systems such as nuclei. For detailed comments on the breakdowns of BGS theory and on the possible solutions, the reader is advised to read references  and the references there-in. Complicated physical systems are often nonextensive. For this kind of systems, we already have Tsallis nonextensive statistical mechanics  which has been successfully used to interpret some peculiar physical phenomena and fractal structures. Tsallis entropy is given as follows :

$$S_q=k\frac{1_{i=1}^vp_i^q}{1q},(qR)$$
(1)
where $`p_i`$ is the probability of the state $`i`$ among $`v`$ possible ones

$$\underset{i=1}{\overset{v}{}}p_i=1.$$
(2)
The independence of two probability distributions $`[p_1(A)\mathrm{}p_i(A)\mathrm{}p_v(A)]`$ et $`[p_1(B)\mathrm{}p_j(B)\mathrm{}p_u(B)]`$ is defined as usual by***This kind of “independence” for correlated subsystems can be interpreted by the existence of thermodynamic equilibrium in the composite system

$$p_i(A)p_j(B)=p_{ij}(AB)$$
(3)
where $`p_{ij}(AB)`$ is the probability for the state $`i`$ and $`j`$ to be occupied at the same time. We obviously have $`_{i=1}^v_{j=1}^up_{ij}(AB)=1`$). We see that Tsallis statistics, as BGS one, is constructed within Kolmogorov algebra of complete probability distribution . On the other hand, the expectation value $`<O>`$ of an observable $`\widehat{O}`$ is supposed to be calculated in the following way,

$$<O>=\frac{_{i=1}^vp_i^qO_i}{_{i=1}^vp_i^q}.$$
(4)
where $`O_i`$ is the value of $`\widehat{O}`$ at the state $`i`$.

I want to emphasize here that, as mentioned above, up to now, all statistical theories (BGS, Tsallis, etc) are based on the information theory for complete probability distribution according to ’complete random variables’ ($`CRV`$). A $`CRV`$, $`\xi `$, takes distinct values $`X=\{x_1,x_2,\mathrm{},x_v\}`$ (also referred to as $`v`$ events or states) with probabilities $`P=\{p_1,p_2,\mathrm{},p_v\}`$ and $`X`$ constitutes a complete ensemble $`\mathrm{\Omega }_x`$ defined by all possible values of $`\xi `$. A simple example of $`CRV`$ is the position of a particle in a closed box. All the possible values of the position constitute a complete ensemble of positions defined in the box. We call $`\xi `$ an independent $`CRV`$ if all its values are independent and incompatible (exclusive). In this case, $`P`$ is called a complete distribution and satisfies the requirement of Eq. (2).

We can say that all statistical theories constructed within Kolmogorov algebra of complete probability distribution should be logically applied to physical systems of which all the possible physical states are well-known and for which we can in practice count all of the states to carry out the calculation of probability or of whatever physical quantities. This often requires that we can find the exact hamiltonian and also the exact solutions of the equation of motion of the systems to know all possible states and to obtain the exact values of physical quantities.

The generalization of BGS theory in the present paper is based on the information theory for incomplete probability distribution with incomplete random variables ($`IRV`$), that is the number $`w`$ of the possible values $`\{x_1,x_2,\mathrm{},x_w\}`$ of $`IRV`$ is greater or smaller than $`v`$. Another case where the present generalization can be applied is that, though $`w=v`$, one can not calculate the exact probability distribution $`P=\{p_1,p_2,\mathrm{},p_v\}`$.

In physics, the above two cases are possible if we do not know or can not write analytically all the interactions in a system. In these cases, the solution of the equation of motion is no longer exact, and we can no more in practice count all the possible states and calculate in a precise way any physical quantity of the system even for the countable (well-known) states. So the calculation of the probability $`p_i`$ is not exact either. Within this hypothesis, Eq. (1) should be written as

$$\underset{i=1}{\overset{w}{}}p_i=Q1.$$
(5)
where $`w`$ is only the number of the countable states given by the solution of the equation of motion and can be greater or smaller than $`v`$, the real number of states of the physical system under consideration. $`Q`$ should depend on the way to find the countable states and probabilities, or in other words, on the neglected interactions.

The idea of the present generalization of BGS statistics is that we recognize the inadequacy of our knowledge of physical systems, i.e. Eq.(5), and try to tackle the problems in a approximate way allowing us to work within Kolmogorov algebra of probability as BGS statistical mechanics does. We also require that the BGS statistics be a special case of the generalized formalisms. As mentioned above, the present $`nonextensive`$ generalization is carried out with the hypothesis of an incomplete ensemble of states and of an inexact probability distribution. The reader will find that this incomplete statistics has the same theoretical features as Tsallis one for complete ensemble of states.

## II Incomplete normalization

Now let us postulate

$$\underset{i=1}{\overset{w}{}}\frac{p_i}{Q}=\underset{i=1}{\overset{w}{}}p_i^q$$
(6)
so that

$$\underset{i=1}{\overset{w}{}}p_i^q=1,(q[0,\mathrm{}])$$
(7)
since $`p_i<1`$, we have to set $`q[0,\mathrm{}]`$. Eq. (4) now becomes :

$$<O>=\underset{i=1}{\overset{w}{}}p_i^qO_i.$$
(8)
Don’t forget that the $`w`$ states are only the well-known (countable) ones and therefore do not constitute a complete ensemble of states of the system under consideration. $`w`$ can be greater or smaller than the real number of all the possible states, depending on the approximations we use to find the analytic expression of hamiltonian and the solution of the equation of motion of the system.

Eq.(6) is a kind of redistribution of the effect of neglected interactions (or of the unknown events) on the known events. This is quite normal because the known events and their probability distribution are closely related to the neglected interactions. This $`q`$-deformation of probability $`p_i^q`$ is not a new invention. It was the choice of almost all the authors who intended to generalize Shannon information theory . It is used by Rényi to calculate the $`q`$-order measure of information and related to an average gain of lost information due to the incomplete distribution. $`p_i^q`$ is also used in the fractal theory to favor contributions from events with relatively high values (when $`q>1`$) or low values (when $`q<1`$) in the calculation of multifractal measure . In any case, Eq. (7) is a (reasonable) simplification of Eq.(5) which allows, we will find later in this paper, to work within the mathematical framework of BGS statistical mechanics.

In the simplified incomplete normalization Eq. (7), $`p_i^q`$ can be called the effective probability of the event $`i`$ and $`p_i`$ the real probability which is physically useful only when $`q=1`$ for the cases where no interaction is neglected and $`w`$ is the total number of events in a complete ensemble. When $`q`$ is different from unity, the difference $`(q1)`$ is related to the neglected interactions. We can see later in this paper that $`q`$ is related to the extra information (entropy) compared to that we obtain in BGS framework. $`q`$ can also be related in explicit ways to other basic quantities such as internal energy or free energy of the system.

## III Incomplete information theory

It is well known that the conventional (extensive) information theory is based on the following postulates concerning the missing information $`I(N)`$ to determine the state of a system $`\mathrm{\Omega }`$ of N elements :

$`n^o`$1) $`I(1)=0`$ (no missing information if there is only one event)

$`n^o`$2) $`I(e)=1`$ (information unity)

$`n^o`$3) $`I(N)<I(N+1)`$ (more information with more elements)

$`n^o`$4) $`I(_{i=1}^vN_i)=_{i=1}^vI(N_i)`$ (additivity)

$`n^o`$5) $`I(N)=I_v+_{i=1}^vp_iI(Ni)`$ (additivity of information measure in two steps)

where $`v`$ is the number of all the subsystems $`\mathrm{\Omega }_i`$ with $`N_i`$ elements and $`p_i=\frac{N_i}{N}`$ is the probability to find an element in $`\mathrm{\Omega }_i`$ (equiprobability). $`I_v`$ is the missing information to determine in what subsystem an element will be found. The postulates $`n^o`$1 to $`n^o`$4 lead to Hartley formula of information measure  :

$$I(N)=lnN.$$
(9)
Then the postulate $`n^o`$5 can yield Shannon formula for $`I_v`$ and entropy.

For nonextensive systems, the additivity postulate $`n^o`$4 should become, for two systems with $`N_1`$ and $`N_2`$ elements, respectively :

$$I(N_1\times N_2)=I(N_1)+I(N_2)+f(I(N_1),I(N_2))$$
(10)
where the form of the function $`f(I(N_1),I(N_2))`$ is of central importance for all the rest of this nonextensive information theory. Considering the necessity to come back to Hartley formula in a special case and in order to find the easiest way out, we naturally think of the $`q`$-deformed logarithmic function $`\frac{N^{1q}1}{1q}`$ which $`lnN`$ when $`q1`$. So I postulate :

$$I(N)=\frac{N^{1q}1}{1q}.$$
(11)
This generalized Hartley formula corresponds to the following postulates:

$`n^o1_{nex}`$) $`I(1)=0`$

$`n^o2_{nex}`$) $`I\{[1+(1q)]^{\frac{1}{1q}}\}=1`$

$`n^o3_{nex}`$) $`I(N)<I(N+1)`$

$`n^o4_{nex}`$) $`I(N_1\times N_2)=I(N_1)+I(N_2)+(1q)I(N_1)\times I(N_2)`$ (non-additivity or nonextensivityThis product form of the nonextensive term is also a consequence of the existence of thermodynamic equilibrium in the composite system).
As for postulate $`n^o5`$, I put

$`n^o5_{nex}`$) $`I(N)=I_w+_{i=1}^wp_i^qI(Ni)`$.
Notice that, $`p_i`$ in the postulate $`n^o5`$ is replaced in the postulate $`n^o5_{nex}`$ by $`p_i^q`$ due to the incomplete normalization. From Eq. (11) and the postulate $`n^o5_{nex}`$, we straightforwardly obtain $`I_w`$, the information measure given by an incomplete probability distribution $`\{p_1,p_2,\mathrm{},p_w\}`$ defined by $`p_i=N_i/N`$ :

$$\frac{N^{1q}1}{1q}=I_w+\underset{i=1}{\overset{w}{}}p_i^q\frac{N_i^{1q}1}{1q}$$
(12)
which yields

$$I_w\underset{i=1}{\overset{w}{}}p_i^q\frac{p_i^{1q}1}{1q},$$
(13)
## IV Nonextensive generalization of BGS statistics

Now we postulate for the nonextensive entropy :

$$S_q=k\underset{i=1}{\overset{w}{}}p_i^q\frac{p_i^{1q}1}{1q}$$
(14)
or

$$S_q=k\frac{_{i=1}^wp_i_{i=1}^wp_i^q}{1q}$$
(15)
or even more simply

$$S_q=k\frac{1_{i=1}^wp_i}{1q}$$
(16)
where $`q>0`$ is required by the incomplete normalization Eq. (7). It can be easily verified that all the properties of Tsallis entropy (nonnegativity, concavity, pseudo-additivity, etc)  are preserved by this entropy \[Eq. (14) to (16)\] because it is nothing but the Tsallis one with a new normalization condition.

For microcanonical ensemble, we extremize $`S_q`$ with the condition in equation (7) and obtain $`p_i^q=1/w`$ and

$$S_q=k\frac{w^{\frac{q1}{q}}1}{q1}$$
(17)
which tends to $`S_1=klnw`$ in the $`q1`$ limit.

For canonical ensemble, maximum entropy Eq.(16) with Eqs. (7) and (8) (for energy) as constraints, i.e.

$$\delta \left[\frac{S_q}{k}+\frac{\alpha }{1q}\underset{i=1}{\overset{w}{}}p_i^q\alpha \beta \underset{i=1}{\overset{w}{}}p_i^qE_i\right]=0$$
(18)
yields

$$p_i=\frac{[1(1q)\beta (E_i)]^{\frac{1}{1q}}}{Z_q}$$
(19)
with

$$Z_q=\left[\underset{i}{\overset{w}{}}[1(1q)\beta E_i]^{\frac{q}{1q}}\right]^{\frac{1}{q}}.$$
(20)
To obtain Legendre transformations, we take Eq. (14) and replace $`p_i^{1q}`$ by equation (19), remembering equation (7) and (8), we obtain

$$S_q=k\frac{Z_q^{q1}1}{q1}+k\beta Z_q^{q1}U_q$$
(21)
which, with the help of the thermodynamic relation $`\frac{1}{T}=\frac{S_q}{U_q}`$, leads to

$$\beta =\frac{Z_q^{1q}}{kT}$$
(22)
and

$$F_q=U_qTS_q=kT\frac{Z_q^{q1}1}{q1}.$$
(23)
The $`U_qZ_q`$ relation is a little complicated. From equation (8) and (19), it can be recast as follows

$$U_q=\frac{1}{Z_q^q}\frac{}{\beta }Z_q^{}$$
(24)
where $`Z_q^{}`$ is given by

$$Z_q^{}=\underset{i}{\overset{w}{}}[1(1q)\beta E_i]^{\frac{1}{1q}}.$$
(25)
As in Tsallis’ case, it is straightforward to verify that all above relations reduce to those of BGS case in the $`q1`$ limit.

Now we will discuss some points concerning the nonextensivity of the system. The generalized Hartley formula Eq. (11) or the nonadditivity postulate $`n^o4_{nex}`$ suggests that, for two subsystems $`A`$ and $`B`$ of a system $`C=A+B`$ :

$$N_{ij}(C)=N_i(A)\times N_j(B).$$
(26)
and $`N(C)=N(A)\times N(B)`$. These relations assume the factorization of the joint probability $`p_{ij}`$ or $`p_{ij}^q`$ :

$$p_{ij}^q(C)=p_i^q(A)p_j^q(B)$$
(27)
which in turn leads to the nonextensivity of entropy,

$$S_q(A+B)=S_q(A)+S_q(B)+\frac{q1}{k}S_q(A)S_q(B).$$
(28)
Eq. (27) is in fact the definition of the independence of the effective probability $`p_i^q(A)`$ or $`p_i^q(B)`$. Considering the distribution Eq. (19), we easily get

$$E_{ij}(A+B)=E_i(A)+E_j(B)+(q1)\beta E_i(A)E_j(B)$$
(29)
and

$$U_q(A+B)=U_q(A)+U_q(B)+(q1)\beta U_q(A)U_q(B).$$
(30)
Eqs. (27), (29) and (30) tell us that if $`p_i(A)`$ and $`p_i(B)`$ are independent, the two systems $`A`$ and $`B`$ are dependent on each other and correlated by Eqs. (29) or (30). But for two independent systems $`A`$ and $`B`$ with $`E_{ij}(C)=E_i(A)+E_j(B)`$, we loss Eq. (27) and, strictly speaking, can no more find the relation between $`U_q(C)`$, $`U_q(A)`$ and $`U_q(B)`$, unless we put $`q=1`$ and come back to BGS case. As for this problem of correlation, Abe  has studied N-body problem with ideal gas model. He concluded that, in thermodynamic limits or in the limit of big $`N`$ (particle number), the correlation term in Eq. (29) and (30) would vanish. The suppression of the correlation, in addition, allows to establish the zeroth law of thermodynamics within the framework of nonextensive statistical mechanics with escort probability. We mention here that the reader can find an exact establishment of the zeroth law based on Eq. (28) and (30) without neglecting the energy correlation.

## V Conclusion

In conclusion, the conventional BGS statistical mechanics is generalized on the basis of the idea that we sometimes can not know all the possible physical states or the exact probability distribution of a complicated physical system and so that we have to use the suitable information theory for incomplete probability distribution. The most important step of this generalization is the incomplete normalization $`_ip_i^q=1`$ with a free parameter $`q`$ (positive) which is dependent on the neglected interactions. We have seen that, apart from some minor differences, the present incomplete scenario of nonextensive statistics has the same characteristics as Tsallis scenario for complete probability distribution. On the other hand, we would like to indicate here that, with the hypothesis of incomplete distribution, the parameter $`q`$ is logically related to the quantity $`Q`$ in Eq.(5) and so to the interactions neglected in the hamiltonian of the system. For example, for a microcanonical ensemble, we can write : $`q=1\frac{lnQ}{lnp}`$ or $`Q=w^{\frac{q1}{q}}`$. In addition, $`q`$ can be related to internal energy or to other basic quantities of physical systems . So the understanding of nonextensive thermostatistics under the angle of incomplete information may be of interest for interpreting particular values of $`q`$ for different complicated physical systems.

## VI Acknowledgments

I acknowledge with great pleasure the very useful discussions with Professors Constantino Tsallis and Alain Le Méhauté on some points of this work. Thanks are also due to Professor M.S. El Naschie, Dr. Laurent Nivanen, Dr. François Tsobnang and Dr. Michel Pezeril for valuable comments.

Figure captions :

Figure 1) Variation of nonextensive microcanonical entropy $`S_q`$ with countable state number $`w`$ for different $`q`$ value. We see that $`S_q`$ increases with increasing $`q`$.


format: text

text:
# Anti-Kondo resonance in transport through a quantum wire with a side-coupled quantum dot

## Abstract

An interacting quantum dot side-coupled to a perfect quantum wire is studied. Transport through the quantum wire is investigated by using an exact sum rule and the slave-boson mean field treatment. It is shown that the Kondo effect provides a suppression of the transmission due to the destructive interference of the ballistic channel and the Kondo channel. At finite temperatures, anti-resonance behavior is found as a function of the quantum dot level position, which is interpreted as a crossover from the high temperature Kondo phase to the low temperature charge fluctuation phase.

The Kondo effect has been a subject of intensive study for more than three decades . Initially the problem was studied to explain anomalous behavior of magnetic impurities embedded in a metallic host. Recent progress in the nano-fabrication technique of electronic devices enabled investigation of the Kondo effect by means of quantum dots (QD) in a very controllable way . The Kondo effect in the single electron transistor (SET) structures is characterized by an enhanced conductance due to the Kondo resonance . The Kondo resonance at the Fermi level provides a new channel for electric current flowing through the QD. On the other hand, it is interesting to note that the Kondo scattering is a phase-coherent phenomenon which is characterized by a resonance phase shift of $`\pi /2`$ with unitary tunneling cross section at low temperature and bias . The phase coherence of the Kondo scattering cannot be proved by the transport measurement in SET structures because the conductance through the QD measures only the probability of the transmission amplitude. In order to prove the phase-coherence one needs a device setup which includes quantum interference process. A typical example is a QD embedded in an Aharonov-Bohm interferometer  or in an Aharonov-Bohm ring , where the phase-coherence is studied through the dependence on the Aharonov-Bohm flux.

In this paper, we consider another type of simple quantum interference device with Kondo correlation: A perfect quantum wire with a side-coupled quantum dot (Fig.1(a)). This structure is reminiscent of T-shaped quantum wave guides known as electron stub tuners  in which the quasi-bound states in the stub play a major role in transport properties. On the other hand, we consider relatively weak tunneling limit between the wire and the dot. Therefore, both electron-electron interaction and quantum interference are important. In contrast to the SET geometry, transmission through the system consists of the interference between the ballistic channel and the resonant channel from the quantum dot, and the transport contains some informations on the phase-coherence through the quantum dot. We consider a simple one-dimensional quantum wire with a side-coupled Anderson impurity at site “0” (Fig.1(b)). The Hamiltonian of the system can be written as

$$H=H_0+H_D+H_T,$$
(2)
where $`H_0`$, $`H_D`$, and $`H_T`$ represent the noninteracting wire, the interacting QD, and tunneling, respectively, which are given by

$`H_0`$ $`=`$ $`{\displaystyle \underset{k\sigma }{}}\epsilon _kc_{k\sigma }^{}c_{k\sigma },`$ (3)
$`H_D`$ $`=`$ $`{\displaystyle \underset{\sigma }{}}\epsilon _dd_\sigma ^{}d_\sigma +U\widehat{n}_{}\widehat{n}_{},`$ (4)
$`H_T`$ $`=`$ $`t^{}{\displaystyle \underset{\sigma }{}}\left(d_\sigma ^{}c_{0\sigma }+c_{0\sigma }^{}d_\sigma \right).`$ (5)
Here $`\epsilon _d`$ and $`U`$ represent the single-particle energy and the on-site Coulomb repulsion in the QD, respectively. $`t^{}`$ denotes the tunneling matrix element between the QD level and the site “$`0`$” of the quantum wire. Note that the electron operator at site $`0`$ is given by

$$c_{0\sigma }=\frac{1}{\sqrt{N}}\underset{k}{}c_{k\sigma },$$
(6)
where $`N`$ is the number of lattice sites that goes to infinity.

At low temperature and bias voltage, electron transport is dominated by the coherent transmission, and the linear-response conductance is given by the Landauer-type formula

$$G=\frac{2e^2}{h}\left(\frac{f}{\epsilon }\right)T(\epsilon )𝑑\epsilon ,$$
(7)
where $`f`$ and $`T(\epsilon )`$ denote the Fermi distribution function and the transmission probability of an electron with energy $`\epsilon `$, respectively. $`T(\epsilon )`$ is related to the Green’s function at site 0 with spin $`\sigma `$, $`G_{0\sigma }`$:

$$T(\epsilon )=\mathrm{\Gamma }^2\left|G_{0\sigma }(\epsilon )\right|^2,$$
(8)
where $`\mathrm{\Gamma }`$ corresponds to the coupling strength of the site 0 to the other part of the wire (which is proportional to the kinetic energy of the electrons in the wire). $`G_{0\sigma }`$ can be rewritten in terms of the “exact” Green function of the dot, $`G_{d\sigma }`$,

$$G_{0\sigma }(\epsilon )=\frac{1}{\epsilon +i\mathrm{\Gamma }}\left(1+\frac{t^2}{\epsilon +i\mathrm{\Gamma }}G_{d\sigma }(\epsilon )\right).$$
(9)
At zero temperature only electrons at the Fermi level, $`\epsilon =0`$, are important, and inelastic processes are fully suppressed. In this case the conductance is simplified as

$$G=\frac{2e^2}{h}T(0),$$
(10)
and the dot Green’s function $`G_{d\sigma }`$ satisfies the Friedel-Langreth sum rule :

$$G_{d\sigma }(0)=\frac{1}{\mathrm{\Gamma }^{}\mathrm{cot}\phi +i\mathrm{\Gamma }^{}},$$
(11)
where $`\mathrm{\Gamma }^{}=t^2/\mathrm{\Gamma }`$ is the resonance width of the quantum dot level, and

$$\phi =\frac{\pi }{2}n_d$$
(12)
with $`n_d`$ being the average occupation number of the QD.

By combining Eqs.(8), (9), (10), and (11), one get the following very compact form of the zero-temperature conductance:

$$G=\frac{2e^2}{h}\mathrm{cos}^2\phi .$$
(13)
The expression (13) is in good contrast with the case where the quantum dot is connected to two separate electrodes. In such a case, the zero-temperature conductance is given by $`G=\frac{2e^2}{h}\mathrm{sin}^2\phi `$ for a symmetrically coupled junctions , and has maximum value in the Kondo limit, $`n_d1`$. However, in our model, the conductance is fully suppressed in the Kondo limit. This is purely quantum effect associated with the Kondo correlation and can be understood in terms of the destructive interference between the ballistic channel and the Kondo resonance represented in the first and the second term of Eq.(9), respectively. On the other limit, $`n_d=0`$ or $`n_d=2`$, both spin and charge fluctuations are suppressed. Therefore, the coupling between the quantum dot and the wire becomes ineffective and the conductance approaches to the conductance quantum due to the ballistic transmission through the wire.

To study the problem in more detail, we adopt the slave-boson mean field theory (SBMFT) which is known to be a good approximation for describing the Fermi-liquid properties with strongly renormalized parameters . In the framework of the SBMFT for infinite $`U`$, the dot Green’s function is given by

$$G_{d\sigma }(\epsilon )=\frac{1n_d}{\epsilon \stackrel{~}{\epsilon }_d+i(1n_d)\mathrm{\Gamma }^{}},$$
(14)
where the renormalized energy level $`\stackrel{~}{\epsilon }_d`$ and the occupation number $`n_d`$ are to be obtained by solving the self-consistent equations :

$`\stackrel{~}{\epsilon }_d\epsilon _d`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle \frac{}{n_d}}{\displaystyle _D^D}f(\epsilon )\mathrm{tan}^1\left[{\displaystyle \frac{(1n_d)\mathrm{\Gamma }^{}}{\stackrel{~}{\epsilon }_d\epsilon }}\right]𝑑\epsilon ,`$ (16)
$`n_d`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle f(\epsilon )\mathrm{}\frac{1}{\epsilon \stackrel{~}{\epsilon }_d+i(1n_d)\mathrm{\Gamma }^{}}d\epsilon }.`$ (17)
A constant density of states (DOS) for the wire at $`D<\epsilon <D`$ is assumed in the above equation for simplicity. At zero temperature the integrations in Eq.(Anti-Kondo resonance in transport through a quantum wire with a side-coupled quantum dot) can be performed analytically and we get

$`\stackrel{~}{\epsilon }_d\epsilon _d`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Gamma }^{}}{\pi }}\mathrm{log}{\displaystyle \frac{\sqrt{\stackrel{~}{\epsilon }_d^2+(1n_d)^2\mathrm{\Gamma }^2}}{D}}`$ (19)
$`n_d`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}\mathrm{tan}^1{\displaystyle \frac{(1n_d)\mathrm{\Gamma }^{}}{\stackrel{~}{\epsilon }_d}}.`$ (20)
A very important point is that the SBMFT satisfies automatically the unitarity of the scattering matrix, that is,

$$R(\epsilon )+T(\epsilon )=1,$$
(21)
where $`R(\epsilon )`$ and $`T(\epsilon )`$ denote the reflection and the transmission probability of an electron with energy $`\epsilon `$, respectively. It should be noted that some other methods based on the large-$`N_s`$ approach ($`N_s`$ being the spin degeneracy of the dot), such as the non-crossing approximation (NCA) or diagrammatic $`1/N_s`$ expansion, do not satisfy this relation. In addition, Eqs. (9), (10), (14), and (20) lead to the expression (13). That is, the zero-temperature conductance obtained by the SBMFT gives the exact expression of Eq.(13).

Fig.2 displays the conductance as a function of the quantum dot energy level. In the experiment $`\epsilon _d`$ can be controlled by attaching a voltage gate to the QD. At zero temperature, the conductance shows a crossover from resonant reflection in the Kondo limit ($`\epsilon _d2\mathrm{\Gamma }^{}`$) to perfect transmission where the coupling to the wire is ineffective ($`\epsilon _d>2\mathrm{\Gamma }^{}`$). The perfect reflection in the Kondo limit originates from the completely destructive interference between the ballistic and the Kondo channel. At finite temperatures, the conductance shows a dip structure with an asymmetric line shape . The dip occurs, as a peak does for the Kondo effect in the SET structure, due to a continuous transition from the high-temperature Kondo phase to the low-temperature charge fluctuation phase. As the temperature increases the dip position moves toward $`\epsilon _d=0`$ with reduced depth.

Fig. 3 explains the crossover behavior for a fixed temperature $`T=0.1\mathrm{\Gamma }^{}`$, in relation to the Kondo temperature, $`T_K`$. At very low energy level ($`\epsilon _d2\mathrm{\Gamma }^{}`$) the Kondo temperature is much smaller than the given temperature $`T`$. In this case the Kondo effect is negligible and the Kondo-resonant reflection is suppressed due to the ineffective coupling between the QD and the wire. By increasing $`\epsilon _d`$, the Kondo temperature is increased exponentially and the Kondo effect becomes important. Then the current reaches its minimum at a point that satisfies the condition $`T_K>T`$ and $`\epsilon _d<2\mathrm{\Gamma }^{}`$ ($`n_d1`$). Further increasing $`\epsilon _d`$ results in an increase of the current because of charge fluctuation. Kondo physics is no longer valid in this region and the transmission through the QD begins to resemble that of a pure quantum wire as $`n_d`$ decreases further, again due to the ineffective coupling.

In conclusion, we have analyzed the quantum transport through a ballistic quantum wire with a side-coupled interacting quantum dot. We have shown that the Kondo resonance associated with a quantum interference leads to a perfect reflection of the electrons. We have also discussed the anti-resonance behavior which originates from the crossover of the high temperature Kondo to the low temperature charge fluctuation region.


text:
# Phonon emission and absorption in the fractional quantum Hall effect

## Abstract

We investigate the time dependent thermal relaxation of a two-dimensional electron system in the fractional quantum Hall regime where ballistic phonons are used to heat up the system to a non-equilibrium temperature. The thermal relaxation of a 2DES at $`\nu =1/2`$ can be described in terms of a broad band emission of phonons, with a temperature dependence proportional to $`T^4`$. In contrast, the relaxation at fractional filling $`\nu =2/3`$ is characterized by phonon emission around a single energy, the magneto-roton gap. This leads to a strongly reduced energy relaxation rate compared to $`\nu =1/2`$ with only a weak temperature dependence for temperatures 150 mK $`<T<`$ 400 mK.

It has been shown recently that phonon absorption experiments are an efficient tool for the investigation of the thermodynamic and spectroscopic properties of highly correlated two-dimensional electron systems (2DESs) in the fractional quantum Hall (FQH) regime uliPRL . In this work we will present first results on the phonon emission of a 2DES. We use ballistic phonons to heat up the 2DES to a non-equilibrium temperature and study the thermal relaxation back to equilibrium. At filling factor $`\nu =1/2`$ we find a fast energy relaxation rate proportional to $`T_{ne}^4T_0^4`$, where $`T_{ne}`$ is the non-equilibrium temperature of the 2DES and $`T_0`$ is the equilibrium temperature of the substrate. For fractional filling $`\nu =2/3`$ the energy relaxation rate is much less temperature dependent indicating the dominance of magneto-roton relaxations in the thermal relaxation process.

Our samples were grown by molecular beam epitaxy (MBE) on a 0.53 mm thick GaAs wafer. Both sides were polished to an optical finish ready for epitaxy before the growth. We have performed phonon experiments on the 2DES of two different samples. Sample 1 has a electron concentration $`n=1.1\times 10^{11}`$ cm-2, and a mobility $`\mu =6\times 10^5`$ cm2/Vs, for sample 2 we have $`n=1.3\times 10^{11}`$ cm-2 and $`\mu =6\times 10^5`$ cm2/Vs. The 2DESs are patterned in form of a meander on a $`1\times 1`$-mm2 square. To increase sensitivity to changes in the resistivity $`\rho _{xx}`$ the meander has a large length-to-width ratio, $`L/w=2000`$ for sample 1 and $`L/w=360`$ for sample 2.

The samples were mounted in vacuum on the tail of a dilution-refrigerator. They are thermally connected to the mixing chamber by a rod made of Cu-wires. The two contacts of the 2DES meander are connected to a 50-$`\mathrm{\Omega }`$ coaxial line. To avoid heat leaks through the center conductors of the coaxial lines they are thermally anchored to an impedance-matched strip-line on the mixing-chamber before connecting it to the sample. One contact of the sample is biased with a DC-voltage of a few mV. The other contact is connected via a 5-M$`\mathrm{\Omega }`$ resistor close to the sample to ground. Additionally it is AC coupled to a 50-$`\mathrm{\Omega }`$ current amplifier at the room temperature end of the coaxial line. Under DC conditions a constant current of typically 50 nA passes through the sample and the 5-M$`\mathrm{\Omega }`$ bias resistor. The current is small enough to minimize Joule heating of the 2DES but still large enough to get a reasonable phonon signal (see below).

On the rear face of the GaAs substrate a constantan heater was evaporated. The heater is impedance matched to a 50-$`\mathrm{\Omega }`$ coaxial line which connects it to the pulse generator. Again the line is thermally anchored to an impedance-matched strip-line before connecting it to the heater.

Non-equilibrium phonons are created by passing an electric pulse through the constantan heater. They traverse the substrate ballistically and hit the 2DES. A small part of the phonons are absorbed which leads to an increase of the 2DES temperature. As a consequence, its resistance changes and a time dependent transient current is created. This current is detected by the AC-coupled current amplifier with a 10 MHz bandwidth limiting the time resolution of our setup to about 40 ns.

The resistance change as function of time is recorded with a digital storage oscilloscope connected to the output of the current amplifier. To increase the signal to noise ratio the curves are averaged over typically $`10^4`$ traces with a pulse repetition period of 10-100 ms. The repetition period has to be that low to allow the whole sample holder to relax to the base temperature of the mixing chamber before a further phonon pulse is applied and to minimize the average heating effects on the sample holder.

A typical phonon signal for sample 1 is shown in Fig. 1. The measurements were performed at a base temperature of the mixing chamber $`T_{mc}=50`$ mK. At the chosen filling factor $`\nu =0.8`$ the 2DES resistance is extremely sensitive on temperature. As a consequence small changes in $`T`$ show up as large changes in the resistance as shown in Fig. 1. A 50-ns phonon pulse is emitted at $`t=0`$. The observed signal at small times is an artifact originating from electromagnetic pick-up of the heater pulse by the detection system (2DES and contacting wires). This effects of pick-up are already minimized by alternating the pulse amplitude and the direction of the bias current. However, due to the thinner substrate compared to previous work uliPRL ; AndyEP2DS  they still can lead to a significant unwanted contribution to the phonon-signal. Therefore, at filling factors where the 2DES is less sensitive to phonons, the pick-up can even mask the ballistic contribution originating from the clean phonon signal.

After $`\tau _{TA}0.16\mu `$s transverse acoustic phonons have traversed the substrate and hit the 2DES. Longitudinal acoustic phonons only play a minor role in the phonon-absorption process. As a consequence of the phonon absorption the 2DES resistance $`R`$ decreases drastically and starts to relax back to its original value as soon as no more ballistic phonons are incident on the 2DES. Further decreases of $`R`$ occur when the ballistic phonons which were reflected on the front and rear side of the sample hit the 2DES again after $`3\tau _{TA}`$ and $`5\tau _{TA}`$. For longer times ($`t>1\mu `$s) most of the ballistic phonons have thermalized and the ballistically heated 2DES relaxes back to the substrate temperature. At long time scales ($`t10\mu `$s) the energy dissipated in the heater is equally distributed in the whole GaAs substrate leading to a higher substrate temperature compared its value before the phonons were emitted. It takes a few 100 $`\mu `$s for the equilibrium phonons responsible for this background heating to leave the GaAs substrate.

The effects of the ballistic heating of the 2DES have already been described in previous work uliPRL ; AndyEP2DS . In this paper we concentrate on the relaxation of the ballistically heated 2DES. In this respect the precise phonon absorption mechanism does not play an important role for the understanding of our results. The phonons are simply used to create a hot 2DES on very fast time scales of a few ns with a comparably negligible heating of the substrate. By this we can directly study the time dependent thermal relaxation of a rapidly heated 2DES back to the substrate temperatures.

Such a relaxation experiment is shown in Fig. 2 for the fractional filling factor $`\nu =2/3`$ (sample 2) for two different heater temperatures $`T_h`$. The 2DES is initially at a temperature $`T_0=100`$ mK. At $`t=0`$ a 50-ns phonon pulse characterized by a non-equilibrium temperature $`T_h`$ is emitted from the heater at the back face of the substrate. After hitting the 2DES, the electron system is heated up rapidly by the ballistic phonons and then slowly relaxes back. The non-equilibrium temperature $`T_{ne}`$ of the electron system is calculated from a calibration of the sample resistance $`R(T)`$ under equilibrium conditions. As can been seen more clearly in Fig. 1 it is secure to assume that the time dependence of $`T_{ne}`$ is mainly determined by phonon emission, i. e. absorption processes due multiple reflections have sufficiently decayed.

After a few microseconds the 2DES has relaxed to the substrate temperature $`T_b`$ defined by the total specific heat of the GaAs substrate and the heater temperature $`T_h`$ (see uliPRL  for more details).

To get more information about the relaxation process we have evaluated the change of the non-equilibrium temperature as a function of time, $`dT_{ne}/dt`$, at $`t=1.5\mu `$s where the 2DES is at a temperature $`T_1`$. At this time all possible artifacts in the phonon-signal caused by electromagnetic pick-up have sufficiently decayed. The results for filling factors $`\nu =1/2`$ and $`\nu =2/3`$ are shown in Fig. 3 where $`dT_{ne}/dt`$ measured at $`t=1.5\mu `$s is plotted as a function of $`T_1`$..

At filling factor $`\nu =1/2`$ the relaxation rate increases drastically with increasing $`T_1`$ as indicated with the dashed line in Fig. 3a. The data available roughly follow a $`T^3`$ dependence.

For a more quantitative analysis it is more convenient to regard the energy relaxation rate, $`dE/dt`$, rather then the change $`dT_{ne}/dt`$. The energy change $`dE`$ is related to $`dT_{ne}`$ as $`dE=C(T)dT_{ne}`$. For $`\nu =1/2`$ is reasonably to assume specific heat is linear in T, and, as a consequence $`dE/dt`$ is roughly proportional to $`T_{ne}^4`$. This is the expected behavior for the energy relaxation of a simple metallic film emitting a black-body spectrum of phonons. The experimental accuracy at present does not allow to determine the exponent in the power law accurately enough and to compare it to the temperature dependence of phonon interaction with electrons in the fractional quantum Hall regime as deduced for transport experiments Kang , thermopower Benno  and phonon emission Chow .

In contrast to $`\nu =1/2`$ the relaxation rate $`dT_{ne}/dt`$ at $`\nu =2/3`$ decreases with increasing T. In other words the hotter the 2DES gets the slower it relaxes rem2 . To explain the origin of this peculiar behavior we propose two possible mechanisms for the effect observed.

First, the energy relaxation rate might follow a much weaker power law than $`T^4`$. E.g. an energy relaxation relaxation rate proportional to $`T`$ with an electronic specific heat $`C_VT`$ would yield a $`dT_{ne}/dt`$ which is independent of temperature. Therefore, any temperature dependence of $`dE/dT`$ weaker than linear causes a $`dT_{ne}/dt`$ which is decreasing with increasing $`T`$.

Second, the specific heat $`C(T)`$ of a 2DES at fractional filling factors is only linear in $`T`$ for very low temperatures. In Ref. uliPRL  strong deviation from a linear behavior were found for $`T>T^{}0.4`$K at $`\nu =1/3`$. The temperature $`T^{}`$ is related to the width of the $`\nu =1/3`$ minimum in the density of states. For our case where we investigate the $`\nu =2/3`$ minimum (at a lower magnetic field in a sample with a smaller mobility) a lower $`T^{}`$ than 400 mK is expected. The strong decrease of $`dT_{ne}/dt`$ as a function of $`T`$ is therefore an indication for a strongly increasing $`C(T)`$.

The weak temperature dependence of $`dE/dT`$ points to the fact that the emission process at fractional filling is distinct from the weakly interacting composite-fermion system at $`\nu =1/2`$. It is indeed to expect that the emission process is dominated by phonon emission at a single energy, namely the magneto-roton gap.

In conclusion we have investigated the phonon emission of a hot 2DES in the FQH regime using time-resolved resistance measurements. We find first indications that the emission process is governed by the radiation of a black body spectrum at $`\nu =1/2`$ whereas at $`\nu =2/3`$ an emission of phonons around a single energy is suggested by our experiments.

This work is supported by the Deutsche Forschungsgemeinschaf, project no. ZE 463/3-1.


text:
# Untitled Document

Charged-Surface Instability Development in Liquid Helium; Exact Solutions

N. M. Zubarev

Institute of Electrophysics, Ural Division, Russian Academy of Sciences,
106 Amundsena Street, 620016 Ekaterinburg, Russia
e-mail: nick@ami.uran.ru

> The nonlinear dynamics of charged-surface instability development was investigated for liquid helium far above the critical point. It is found that, if the surface charge completely screens the field above the surface, the equations of three-dimensional (3D) potential motion of a fluid are reduced to the well-known equations describing the 3D Laplacian growth process. The integrability of these equations in 2D geometry allows the analytic description of the free-surface evolution up to the formation of cuspidal singularities at the surface.

It is known  that the flat electron-charged surface of liquid helium is unstable if the electric field strength above $`(E_+)`$ and inside $`(E_{})`$ the fluid satisfy inequality

$$E_{+}^{}{}_{}{}^{2}+E_{}^{}{}_{}{}^{2}>E_{c}^{}{}_{}{}^{2}=8\pi \sqrt{g\alpha \rho },$$

where $`g`$ is the free fall acceleration, $`\alpha `$ is the surface tension coefficient, and $`\rho `$ is the fluid density. An analysis of the critical behavior of the system suggests that, depending on the dimensionless parameter $`S=(E_{}^{}{}_{}{}^{2}E_{+}^{}{}_{}{}^{2})/E_{c}^{}{}_{}{}^{2}`$, the nonlinearity leads either to the saturation of linear instability or, conversely, to the explosive increase in amplitude. The first situation may result in the formation of a stationary perturbed surface relief (hexagons  and many-electron dimples ) in liquid helium. The use of a perturbation theory, with the surface slope as a small parameter, allowed the detailed analytic study of such structures in the critical region . In the second case, the small-angle approximation fails. The cinematographic study by V.P. Volodin, M.S. Khaikin, and V.S. Edelman  has demonstrated that the development of surface instability leads to the formation of dimples and their sharpening in a finite time. A substantial nonlinearity of this processes calls for a theoretical model that is free from the requirement for smallness of surface perturbations and adequately describes the formation dynamics of a singular surface profile in liquid helium. This work demonstrates that such a model can be developed if the condition $`E_{}E_+`$ is fulfilled, i.e., the field above liquid helium is fully screened by the surface electron charge, and if the electric field far exceeds its critical value, i.e., $`E_{}E_c`$.

Let us consider the potential motion of an ideal fluid (liquid helium), in a region bounded by the free surface $`z=\eta (x,y,t)`$. We assume that the characteristic scale $`\lambda `$ of surface perturbations is much smaller than the fluid depth. We also assume that

$$\alpha E_{}^2\lambda E_{}^{}{}_{}{}^{2}/(g\rho ),$$

so that the capillary and gravity effects can be ignored. The electric-field potential $`\phi (x,y,z,t)`$ in the medium and the fluid velocity potential $`\mathrm{\Phi }(x,y,z,t)`$ satisfy Laplace equations

$$^2\phi =0,^2\mathrm{\Phi }=0,$$
(1)
which should be solved jointly with the conditions at the surface

$$8\pi \rho \mathrm{\Phi }_t+4\pi \rho (\mathrm{\Phi })^2+(\phi )^2=E_{}^{}{}_{}{}^{2},z=\eta (x,y,t),$$
(2)
$$\eta _t=\mathrm{\Phi }_z_{}\eta _{}\mathrm{\Phi },z=\eta (x,y,t),$$
(3)
$$\phi =0,z=\eta (x,y,t),$$
(4)
and conditions at infinity

$$\phi zE_{},z\mathrm{},$$
(5)
$$\mathrm{\Phi }0,z\mathrm{}.$$
(6)
Let us pass to the dimensionless variables, taking $`\lambda `$ as a length unit, $`E_{}`$ as a unit of electric field strength, and $`\lambda E_{}^1(4\pi \rho )^{1/2}`$ as a time unit. It is convenient to rewrite the equations of motion of free surface $`z=\eta (x,y,t)`$ in the implicit form (not containing the $`\eta `$ function explicitly). Let us introduce the perturbed potential $`\stackrel{~}{\phi }=\phi +z`$ decaying at infinity. One has at the boundary: $`\stackrel{~}{\phi }|_{z=\eta }=\eta `$. It is then straightforward to obtain the following relationships:

$$\eta _t=\frac{\stackrel{~}{\phi }_t}{1\stackrel{~}{\phi }_z}|_{z=\eta },_{}\eta =\frac{_{}\stackrel{~}{\phi }}{1\stackrel{~}{\phi }_z}|_{z=\eta },$$

which allow one to eliminate the $`\eta `$ function from Eq. (3). The dynamic and kinematic boundary conditions (2) and (3) then take the form

$$\mathrm{\Phi }_t\stackrel{~}{\phi }_z=(\mathrm{\Phi })^2/2(\stackrel{~}{\phi })^2/2,z=\eta (x,y,t),$$
(7)
$$\stackrel{~}{\phi }_t\mathrm{\Phi }_z=\stackrel{~}{\phi }\mathrm{\Phi },z=\eta (x,y,t).$$
(8)
Let now introduce a pair of auxiliary potentials:

$$\varphi ^{(\pm )}(x,y,z,t)=(\stackrel{~}{\phi }\pm \mathrm{\Phi })/2.$$

With these potentials, the fluid surface shape can be defined by relationship

$$\eta =(\varphi ^{(+)}+\varphi ^{()})|_{z=\eta },$$
(9)
while equations of motion (1)–(6) are reduced to the following symmetric form:

$$^2\varphi ^{(\pm )}=0,$$
(10)
$$\varphi _t^{(\pm )}=\pm \varphi _z^{(\pm )}(\varphi ^{(\pm )})^2,z=\eta (x,y,t),$$
(11)
$$\varphi ^{(\pm )}0,z\mathrm{},$$
(12)
where boundary conditions (11) are obtained by combining Eqs. (7) and (8) with plus and minus sign, respectively.

It is seen that the equations of motion are split into two systems of equations for the potentials $`\varphi ^{(+)}`$ and $`\varphi ^{()}`$, which are implicitly related by equation for surface shape (9). An essential point is that these equations are compatible with either $`\varphi ^{()}=0`$ or $`\varphi ^{(+)}=0`$ condition. One can readily see that the first condition corresponds to those solutions whose amplitude increases with time, while the second condition corresponds to the decaying solutions that are of no interest to us.

Thus, an analysis of the equations of motion of a charged surface of liquid helium reveals a solution increasing with $`t`$ and corresponding to the $`\varphi ^{()}=0`$ condition or, what is the same, to the $`\phi +z=\mathrm{\Phi }`$ condition (the stability of this branch of solutions is proved below). The functional relation between the potentials can be used to eliminate the velocity potential $`\mathrm{\Phi }`$ from initial Eqs. (1)–(6). In the moving system of coordinates $`\{x^{},y^{},z^{}\}=\{x,y,zt\}`$, one has

$$^2\phi =0,$$
(13)
$$\eta _t^{}=_n\phi \sqrt{1+(_{}\eta ^{})^2},z^{}=\eta ^{}(x^{},y^{},t).$$
(14)
$$\phi =0,z^{}=\eta ^{}(x^{},y^{},t)$$
(15)
$$\phi z^{},z^{}\mathrm{},$$
(16)
where $`\eta ^{}(x^{},y^{},t)=\eta t`$, and $`_n`$ denotes the normal derivative. These equations explicitly describe the motion of a free charged surface $`z^{}=\eta ^{}(x^{},y^{},t)`$. They coincide with the equations for the so-called Laplacian growth process, i.e., the phase boundary movement with velocity directly proportional to the normal derivative of a certain scalar field ($`\phi `$ in our case). Depending on the system, this may be the temperature (Stefan problem in the quasi-stationary limit), the electrostatic potential (electrolytic deposition), the pressure (flow through a porous medium), etc.

Note that the boundary movement described by Eqs. (13)–(16) is invariably directed inward from the surface. Let $`\eta ^{}`$ be a single-valued function of variables $`x^{}`$ and $`y^{}`$ at zero time $`t=0`$. Then the inequality $`\eta ^{}(x^{},y^{},t)\eta ^{}(x^{},y^{},0)`$ holds for $`t>0`$. In the initial notations,

$$\eta (x,y,t)\eta (x,y,0)+t$$
(17)
for any $`x`$ and $`y`$. This condition can be used to prove the stability of the ascending branch to the small perturbations of potential $`\varphi ^{()}`$. Clearly, the boundary motion at small $`\varphi ^{()}`$ values is entirely controlled by the potential $`\varphi ^{(+)}`$ \[one should set $`\varphi ^{()}=0`$ in Eq. (9)\] and, hence, obeys Eqs. (13)–(16). The evolution of the $`\varphi ^{()}`$ potential is described by Eqs. (10)–(12), with the following simple boundary condition in the linear approximation:

$$\varphi _t^{()}=\varphi _z^{()},z=\eta (x,y,t).$$

Let the potential distribution at zero time $`t=0`$ be determined by the expression

$$\varphi ^{()}|_{t=0}=\varphi _0(x,y,z),$$

where $`\varphi _0`$ is a harmonic function at $`z\eta (x,y,0)`$ decaying at $`z\mathrm{}`$. It is then straightforward to show that the time dynamics of the $`\varphi ^{()}`$ potential is given by

$$\varphi ^{()}=\varphi _0(x,y,zt).$$

This implies that the singularities of the $`\varphi ^{()}`$ function will drift in the $`z`$ direction, so that they will occur only in the $`z>\eta (x,y,0)+t`$ region. Taking into account inequality (17), one finds that the singularities always move away from the boundary $`z=\eta (x,y,t)`$ of liquid helium. Consequently, the perturbation $`\varphi ^{()}`$ will relax to zero, as we wished to prove.

Let us now turn to the analysis of the dynamics of surface instability development in liquid helium. In the 2D case (all quantities are taken to be independent of the $`y`$ variable), system of Eqs. (13)–(16) is reduced to the well-known Laplacian growth equation (see, e.g.,  and references therein):

$$\text{Im}(f_t^{}f_w)=1,\phi =0.$$

In this expression, $`f=x^{}+iz^{}`$ is a complex function analytical in the lower half-plane of the complex variable $`w=\psi i\phi `$ and satisfying condition $`fw`$ at $`w\psi i\mathrm{}`$. Note that the $`\psi `$ function is a harmonic conjugate to $`\phi `$, while the condition $`\psi =\text{const}`$ defines the electric field lines in a medium. The Laplacian growth equation is integrable in the sense that it allows for the infinite number of partial solutions:

$$f(w)=witi\underset{n=1}{\overset{N}{}}a_n\mathrm{ln}\left(ww_n(t)\right)+i\left(\underset{n=1}{\overset{N}{}}a_n\right)\mathrm{ln}\left(w\stackrel{~}{w}(t)\right),$$

where $`a_n`$ are complex constants and $`\text{Im}(w_n)>0`$. The last term is added in order that the condition $`\eta 0`$ be fulfilled at $`|x|\mathrm{}`$. One can put $`\text{Im}(\stackrel{~}{w})\text{Im}(w_n)`$; in this case, the influence of this term on the surface evolution can be ignored. The functions $`w_n(t)`$ are defined by the following set of transcendental equations :

$$w_n+it+i\underset{m=1}{\overset{N}{}}a_m^{}\mathrm{ln}\left(w_nw_m^{}\right)=C_n,$$

where $`C_n`$ are arbitrary complex constants.

Let us consider the simplest ($`N=1`$) solution to the Laplacian growth equation:

$$f(w)=wit+i\mathrm{ln}(wir(t)),r(t)\mathrm{ln}r(t)=1+t_ct,$$
(18)
where $`t_c`$ is a real constant and the real function $`r(t)1`$. The shape of a solitary perturbation corresponding to Eqs. (18) is given parametrically by expressions

$$z(\psi ,t)=\mathrm{ln}\sqrt{\psi ^2+r^2(t)},x(\psi ,t)=\psi \mathrm{arctan}\left(\psi /r(t)\right).$$
(19)
This solution exists only during a finite time period and culminates in the formation, at time $`t=t_c`$, of a singularity in the form of a first-kind cusp at the fluid surface. Indeed, setting $`r=r(t_c)=1`$ in Eq. (19), one obtains

$$2z=|3x|^{2/3}$$

in the leading order near the singular point (see also ). Note that the electric field turns to infinity at the cusp:

$$_n\phi x_\psi ^1|_{\psi =0}1/\sqrt{t_ct}.$$

The surface velocity also becomes infinite in a finite time:

$$\eta _t=z_t|_{\psi =0}1/\sqrt{t_ct}.$$

It is worth noting that the singular solution in the leading order is also true when the field above the surface is screened incompletely. The point is that the requirement that the field above the surface be small compared to the field in fluid is naturally satisfied in the vicinity of the singularity.

Let now discuss the influence of the capillary effects. One can readily estimate the surface and electrostatic pressures near the surface:

$$\alpha R^1\alpha \rho ^{1/2}E_{}^1(t_ct)^1,(_n\phi )^2\lambda \rho ^{1/2}E_{}(t_ct)^1.$$

Insofar as we assumed that $`\lambda \alpha E_{}^2`$, the capillary forces cannot compete with the electrostatic ones, so that there is no need to take into account the surface forces at the stage of cusp formation.

In summary, we succeeded in finding a broad class of exact solutions to the equations of motion of a charged surface of liquid helium. It is remarkable that the solutions obtained are not constrained by the condition for the smallness of surface perturbations: the model suggested describes the free-surface instability development up to the formation of the singularities (cusps) similar to those observed in the experiment .

I am grateful to E.A. Kuznetsov for stimulating discussions. This work was supported by the Russian Foundation for Basic Research (project no. 00-02-17428) and the INTAS (grant no. 99-1068).

1. L.P. Gorkov and D.M. Chernikova, Sov. Phys. Dokl. 21, 328 (1976).
2. M. Wanner and P. Leiderer. Phys. Rev. Lett. 42, 315 (1979).
3. A.A. Levchenko, E. Teske, G.V. Kolmakov, et al., JETP Lett. 65, 572 (1997).
4. V.B. Shikin and P. Leiderer, JETP Lett. 32, 572 (1980).
5. V.I. Melnikov and S.V. Meshkov, Sov. Phys. JETP 54, 505 (1981); 55, 1099 (1982).
6. V.P. Volodin, M.S. Khaikin, and V.S. Edelman, JETP Lett. 26, 543 (1977).
7. M.B. Mineev-Weinstein and S.P. Dawson, Phys. Rev. E 50, R24 (1994).
8. S.D. Howison, SIAM J. Appl. Math. 46, 20 (1986).


text:
# gr-qc/0009042 Dyonic Wormholes in 5𝐷 Kaluza-Klein Theory

## I Introduction

After the brilliant insight of Kaluza and Klein  realizing that the Einstein gravity and Maxwell electromagnetism theories can be unified in a five-dimensional manifold, the Kaluza-Klein theory, essentially the five-dimensional pure general relativity, has developed explosively. (A comprehensive discussion of Kaluza-Klein theory is given in a recent review article .) This is the first theory advocating the idea that the physical world may have more than four dimensions; it laid a foundation for modern developments such as superstrings and M-theory.

The exact solutions, especially spherically symmetric ones, of Kaluza-Klein theory have been studied extensively. A subset of such solutions corresponds to black holes. Well-known examples include the electric pp-wave obtained by Dobiasch and Maison  and the magnetic GPS monopole of Gross, Perry  and Sorkin . Later, Gibbons and Wiltshire  successfully unified the pp-wave and GPS monopole into a dyonic solution which recently has been generalized, by Rasheed , to include a rotation. Furthermore, the hidden symmetry, $`SL(3,R)`$, of the vacuum $`5D`$ metric with two commuting isometries and its solution generating application were analysed in  and were extended in .

In addition to the black holes, there is another subset of solutions, the so-called wormholes, which were introduced originally by Wheeler . The most physical interesting property of wormholes is that this type of solution provides a possible, theoretically at the moment, way for time traveling, which, if it can be realized, may lead to a break down of some traditional concepts of nature, especially causality  (see  and references therein).

The discovery of wormholes for Kaluza-Klein theory dated back to the work done by Chodos and Detweiler . In that paper, a class of regular, spherically symmetric and asymptotically flat solutions characterized by three parameters (mass, electric and scalar charges) was constructed and certain cases were interpreted as wormholes. Afterwards, this class of solutions was generalized to axisymmetric multi-wormholes  and to higher dimensions  by Clément. More recently, a class of wormholes with diagonal $`5D`$ metric was also discussed in .

The purpose of present paper is giving a dyonic extension of the massless electric wormhole solutions given in  and rediscovered recently by Dzhunushaliev . Surprisingly, the exact form of these dyonic wormholes is elegant and succinct. The primary properties of these dyonic wormholes are discussed. In addition, their eleven-dimensional supergravity counterparts are presented.

## II Kaluza-Klein Dyonic Wormholes

For a general spherically symmetric dyon characterized by two parameters $`q`$ (electric) and $`p`$ (magnetic), we take the following general form for the metric

$$ds_5^2=\frac{B}{A}\left(d\chi +\omega dt+2p\mathrm{cos}\theta d\phi \right)^2\frac{\mathrm{\Delta }}{B}dt^2+A\left(\frac{dr^2}{\mathrm{\Delta }}+d\mathrm{\Omega }^2\right),$$
(1)
where $`\chi `$ is the extra fifth coordinate, $`d\mathrm{\Omega }^2:=d\theta ^2+\mathrm{sin}^2\theta d\phi ^2`$ and $`A,B,\omega ,\mathrm{\Delta }`$ are functions which depend only on the variable $`r`$. The value of coordinate $`r`$ is extended to $`\{\mathrm{},\mathrm{}\}`$.

Regarding the wormhole solutions, the pure electric case found in  can be rewritten, by choosing appropriate coordinates and discarding a dummy parameter, in a more succinct form which satisfies the Eq. (1) pattern together with the condition $`p=0`$ and the following specific functions

$$\text{electric:}\omega _e=\frac{2qr}{r^2q^2},A_e=\mathrm{\Delta }_e=r^2+q^2,B_e=r^2q^2.$$
(2)
Hereafter, we use the subscripts $`e,m`$ and $`d`$ to denote the electric, magnetic and dyonic solutions respectively.

Obviously, the likely “singularities” of above spacetime configuration (2) can locate at $`r^2=q^2`$ which divide the entire spacetime into three different regions: two outer regions $`r^2>q^2`$ (two slices, $`r<|q|`$ and $`r>|q|`$) and one core region $`r^2<q^2`$, ($`|q|<r<|q|`$). Furthermore, it is easy to recognize that in the two outer regions are asymptotically flat, but in the core region, the $`t`$ coordinate changes its sign and becomes space-like  while the elsewhere space-like fifth coordinate $`\chi `$ changes to time-like. It was shown in  that the solution (2) is regular everywhere for $`r\{\mathrm{},\mathrm{}\}`$, so that the five-dimensional geometry is of the Lorentzian wormhole type. However, as pointed out in  this wormhole, with only a pure electric charge, is non-traversable in the sense that a physical (non-tachyonic) test particle cannot go from one asymptotic flat region ($`r\mathrm{}`$) to the other ($`r\mathrm{}`$). The “fake” singularities located at $`r^2=q^2`$ are just two mouths of the throat of the wormhole and the area of each mouth is finite, $`4\pi q^2`$. The detailed analysis, including geometrical properties and stability of these solutions, has been given in .

Unfortunately, the exact magnetic solution is “unknown” in the literature, instead of which Dzhunushaliev and Singleton gave a numerical analysis  to discuss its expected behavior. The authors claimed that this magnetic solution is a finite flux tube, which may provide a reason why free monpoles do not appear to exist in nature: they are confined into monopole-anti monopole pairs in a finite, flux tube-like spacetime that is similar to the flux tube confinement picture of quarks in QCD.

However, every Kaluza-Klein magnetic solution, including the GPS monopole and, of course, this desired new type, can be derived by $`S`$-duality from its electric dual partner. (There is a lot of literature discussing this duality, see e.g. ). Applying $`S`$-duality, the “dual” solution of (2) can be found easily without solving the field equations. Its exact form is of the form (1) along with $`q=0`$ and

$$\text{magnetic:}\omega _m=0,A_m=r^2p^2,B_m=\mathrm{\Delta }_m=r^2+p^2.$$
(3)
According to (3), the possible singularities could occur at $`r^2=p^2`$ and the two outer regions $`r^2>p^2`$ are also flat asymptotically. However, in the core region $`r^2<p^2`$ all space-like coordinates change their sign and the signature of this region is “all minus” which indicates that the spacetime is not Lorentzian anymore but pseudo-Euclidean. Nevertheless, an apparently wormhole-like (pseudo-Euclidean) configuration, but not a flux tube as claimed in , may again be formed in the magnetic solution. However, the geometrical structure of these magnetic solutions is significantly different from the electric ones. The two-surfaces of each “end”, located at $`r=\pm p`$, of the core region for these magnetic solutions, covered by the coordinates $`\theta `$ and $`\phi `$, shrink to a point for all values of the magnetic charge. We have checked that the magnetic solutions are indeed singular at $`r=\pm p`$ (the $`5D`$ Kretschmann invariant, $`K_5=R_{\alpha \beta \mu \nu }R^{\alpha \beta \mu \nu }`$, is divergent at these points), so that these solution actually do not form wormholes since their spacetime can not be extended analytically from $`r\mathrm{}`$ to $`r\mathrm{}`$. In general, with more than one time-like dimension, one opens up the possibility of closed time-like curves and causality violations. However, since the region of the “throat” seems to be “pinched off” from the asymptotic regions it probably does not cause any mischief.

It is worth noting that our purely magnetic solution is just the Euclideanized massless Taub-NUT solution  with a trivial time directionI am grateful to a referee for pointing out this analogue..

The next task, naturally, is trying to construct a two-parameter dyon which can combine the above two single-parameter electric wormhole and magnetic singular solutions. With the help of the symbolic calculation package GRG , we have obtained this kind of dyonic solution. The result, written in the form of Eq. (1), is

$$\text{dyonic:}\omega _d=\frac{2qr}{r^2+p^2q^2},A_d=r^2p^2+q^2,B_d=r^2+p^2q^2,\mathrm{\Delta }_d=r^2+p^2+q^2.$$
(4)
We now summarize the essential properties, from the five-dimensional point of view, of these new dyons:

* The solutions (4) have a remarkably elegant and symmetric expression, even simpler than the well-known dyonic black holes in .
* For the electric dominated case, $`q^2>p^2`$, this solution is regular everywhere, which can primarily be verified by the associated Kretschmann invariant.A more rigorous way to observe the regularity is by the fact that the determinant of the five-dimensional metric, $`|g_5|=A_d^2\mathrm{sin}^2\theta `$, is non-vanishing for all values of $`r`$ when $`q^2>p^2`$. Therefore, one can, for instance, everywhere locally transform to a frame where the metric tensor is diagonal with finite and non-vanishing elements. With extended value of $`r\{\mathrm{},\mathrm{}\}`$, it describes the configuration of a Lorentzian wormhole connecting two asymptotically flat spacetimes. The area of the mouths is finite: $`4\pi (q^2p^2)`$.
* For the magnetic dominated case, $`p^2>q^2`$, the core region is pseudo-Euclidean and the “mouths” at $`r=\pm \sqrt{p^2q^2}`$ compress to singular points. Actually, these two points are singular thus the geometry can not be extended analytically from one Lorentzian asymptotical flat spacetime to the other through the core.
* For the case $`q=\pm p`$, the throat degenerates to a point at $`r=0`$ and the Kaluza-Klein dyonic solutions are just the trivial embedding of the four-dimensional massless Reissner-Nordström black hole solutions of the Einstein-Maxwell theory.

## III Four-Dimensional Observer’s Examination

There is a physically important question to ask: What will be experienced for a four-dimensional observer inhabiting the spacetime described by (4)? In order to be consistent with Einstein’s theory of gravity, the four-dimensional effective action reduced from the five-dimensional general relativity should be presented in the Einstein frame forming the so-called Einstein-Maxwell-dilaton theory with a certain dilaton coupling constant (minimal coupling of the scalar field). The $`4D`$ metric of (1) in the Einstein frame is given by

$$ds_4^2=\frac{\mathrm{\Delta }}{\sqrt{AB}}dt^2+\sqrt{AB}\left(\frac{dr^2}{\mathrm{\Delta }}+d\mathrm{\Omega }^2\right).$$
(5)
Therefore, in the Einstein frame, the reduced metric (5) of dyonic solutions (4) shows:

* The distinctness between electric, $`q`$, and magnetic, $`p`$, parameters disappears. (Since $`\mathrm{\Delta }_d=r^2+p^2+q^2`$ and $`\sqrt{A_dB_d}=\sqrt{r^4(p^2q^2)^2}`$, thus the metric (5) is invariant under exchange parameters $`p`$ and $`q`$ for dyonic solutions (4).)
* The asymptotical limit, $`r^2\mathrm{}`$, is just the dyonic massless Reissner-Nordström solution,

$$ds_4^2\left(1+\frac{p^2+q^2}{r^2}\right)dt^2+\left(1+\frac{p^2+q^2}{r^2}\right)^1dr^2+r^2d\mathrm{\Omega }.$$
(6)
* The two-surface area of “origin” for the electromagnetic charges at $`r^2=|p^2q^2|`$ is always zero.
* The core region $`r^2<|p^2q^2|`$ physically does not exist, or it is “invisible”, due to the fact that $`\sqrt{A_dB_d}`$ is ill-defined in this region. From the dimensional reduction point of view, in this region, the KK reduction along the direction $`_\chi `$ is not valid since the Killing vector becomes time-like and presumably does not have closed orbits.

Synthesizing the above arguments, one can claim that within the dyonic solutions (4) a four-dimensional observer will “see” only one of the two regions of spacetime generated by electromagnetic “point-like” sources. Nevertheless, for the four-dimensional observer these charges are entirely “disconnected”. From the five-dimensional point of view, however, the explanation may be complete different — the charges could be connected by a wormhole. Thus, our solutions provide a possible realization of the model of “charge without charge” idea for electromagnetic sources proposed by Wheeler.

## IV Counterparts in Eleven-Dimensional Supergravity

One can show  that there exists a “duality” between eight-dimensional vacuum configurations possessing two commuting space-like Killing vectors and eleven-dimensional supergravity solutions satisfying a certain ansatz. Applying this correspondence to our general ansatz of metric (1) smeared to eight dimensions, one can obtain the related counterparts within the framework of M-theory. The solutions are

$`ds_{11}^2`$ $`=`$ $`\left({\displaystyle \frac{B}{A}}\right)^{2/3}\left(dx_1^2+dx_2^2\right)+\left({\displaystyle \frac{A}{B}}\right)^{1/3}\left({\displaystyle \underset{i=3}{\overset{7}{}}}dx_i^2\right)+\left({\displaystyle \frac{B}{A}}\right)^{1/3}\left[{\displaystyle \frac{\mathrm{\Delta }}{B}}dt^2+A\left({\displaystyle \frac{dr^2}{\mathrm{\Delta }}}+d\mathrm{\Omega }^2\right)\right],`$ (7)
$`\widehat{A}_{tx_1x_2}`$ $`=`$ $`\omega ,\widehat{A}_{\phi x_1x_2}=2p\mathrm{cos}\theta .`$ (8)
Considering only the pure electric solutions, the eleven-dimensional metric and form field reduce to

$`ds_{11}^2`$ $`=`$ $`\left({\displaystyle \frac{r^2q^2}{r^2+q^2}}\right)^{2/3}\left(dt^2+dx_1^2+dx_2^2\right)+\left({\displaystyle \frac{r^2q^2}{r^2+q^2}}\right)^{1/3}\left[dr^2+(r^2+q^2)d\mathrm{\Omega }^2+{\displaystyle \underset{i=3}{\overset{7}{}}}dx_i^2\right],`$ (9)
$`\widehat{A}_{tx_1x_2}`$ $`=`$ $`{\displaystyle \frac{2qr}{r^2q^2}}.`$ (10)
Thus, this is another type of $`2`$-brane which is different from the already known $`M2`$-brane and $`M2`$-fluxbrane to the eleven-dimensional supergravity. The proper terminology for the above solution intuitively should be “$`M2`$-wormbrane”. Similarly, the counterparts of the magnetic and dyonic solutions are a new type of $`5`$-brane and $`25`$-brane . What physical role may be played by these solutions is still unclear and needs further investigation.

## V Conclusion

In this paper, we obtain new spherically symmetric dyonic solutions including wormholes and configurations with naked singularities in the five-dimensional Kaluza-Klein theory. The geometrical structure is determined by the relative strength of the electric and magnetic charges. When the electric charge dominates, i.e. $`q^2>p^2`$, the solution is a Lorentzian wormhole and the mouths of the wormhole have finite area. Where, when the magnetic charge dominates, $`p^2>q^2`$, the core region is pseudo-Euclidean and its ends shrink to singular points. For this case, the spacetime can not be extended analytically from $`r\mathrm{}`$ to $`r\mathrm{}`$. Moreover, if the electric and magnetic fields are in “balance”, $`p^2=q^2`$, the core degenerates to a point and the solution is just a trivial embedding of $`4D`$ massless Reissner-Nordström black holes.

However, a four-dimensional observer cannot detect the existence of the core region but rather sees a spacetime generated by a point-like electromagnetic source. Therefore, these wormhole-like solutions show that the Wheeler’s “charge without charge” for the origin of electric and magnetic charges may can be realized in higher dimensions.

It is worth noting that there is an one-parameter flux tube solution which was given in , explicitly

$$\text{Flux tube:}\omega _F=\frac{r}{p},A_F=B_F=2p^2,\mathrm{\Delta }_F=r^2+2p^2.$$
(11)
This solution was expected to be an extreme limit of a dyonic solution which “can” combine an electric wormhole and a magnetic flux tube. However, in this paper we have shown that the dyonic extension from the electric wormhole couples to the magnetic singular solutions but there is no flux tube. Moreover, the solution (11) can easily be understood as belonging to another category of solutions since it is not asymptotic flat. Therefore, there should exist a generalized dyonic flux tube the extreme case of which is just the solution (11).

## Acknowledgments

The author would like to thanks G. Clément, V. Dzhunushaliev, D.V. Gal’tsov, J.M. Nester and D. Singleton for many stimulating discussions and helpful comments in preparing this article. This work is supported by the Taiwan CosPA project.


text:
# The brighter side of sub-mm source counts: a SCUBA scan-map of the Hubble Deep Field

## 1 Introduction

Observations using the Submillimetre Common User Bolometer Array (SCUBA) have been revolutionizing our understanding of the importance of dust in galaxies at high redshift. Already several very deep integrations have been carried out on single SCUBA fields down to the confusion limit. In order to learn more about source counts (and hence to constrain models), the next step is to search for brighter objects over somewhat larger fields.

The population of bright sub-mm sources is currently not well understood. Current models for source counts in the sub-mm have been able to account for the observed sources by invoking evolution which follows the $`(1+z)^3`$ form required to account for IRAS galaxies at 60$`\mu `$m, and the powerful radio-galaxies and quasars. Euclidean models with no evolution have a slope of roughly $`1.5`$ ($`N_sS_\nu ^{3/2}`$), which cannot possibly account for the sources observed. With reasonable evolution (in IRAS-motivated models), the counts steepen sharply at the 10’s of mJy sensitivity level to roughly $`S_\nu ^{2.6}`$. At the source detection level of previous work, typically 5 mJy, there is little variation between the models, and we are well into the steep counts regime.

However, at the $`10`$$`30`$mJy sensitivity level various evolutionary models show more parameter dependence. Given a possibly wide range of galaxy types contributing to the source counts at the bright end, the actual counts may deviate from a simple parametric model dramatically. Furthermore, cosmological, as well as evolutionary parameters, play a role here.

## 2 Data collection and analysis

The standard scan-map observing strategy is to use multiple chop throws in two fixed directions on the sky so that an Emerson deconvolution technique can be applied. This may be appropriate for galactic plane mapping, where structure appears on all scales, but we seek a simpler approach which is optimized for finding point sources. The disadvantage of the standard approach is that the off-beam pattern gets diluted (making it more challenging to isolate faint sources), and the map noise properties are more difficult to understand. Our approach was to use a single chop direction and throw fixed on the sky. The result is a map that has, for each source, a positive and negative signal.

A total of 61 scans were obtained, 31 in early 1998 and 30 more a year later. The data were first analysed using SURF, but because the data were taken in a non-standard mode, we found it necessary to write custom software. In this way, we were able to isolate and remove large scale features in the maps, and estimate the per pixel noise level by a careful accounting of the per-bolo noise and the frequency at which it sampled a particular pixel.

Sources were found by using a model for the dual beam pattern and fitting it, in a least-squares sense, to each pixel in the map. A total of 7 sources were found that had a peak to error-of-fit ratio greater than 4. We also rotated the dual beam pattern by ninety degrees and used that as a model; Only 2 sources were found, one of which is associated with the brightest source in the map. Monte-carlo simulations suggest that the other false positive is not unexpected. As an additional check, the 1998 data were compared with the 1999 data to ensure that each source was evident in both halves of the data.

The calibration was determined by fitting the beam model to observations of standard calibrators taken during the run. We checked our procedure by re-analysing the Barger et al. HDF/radio fields, which are a set of jiggle maps within the HDF flanking fields. In fact this led to a correction in our original flux estimates. Figure 1 presents our final map, and an updated source count plot is given in Figure 2.

## 3 Conclusions and followup work

We have significantly improved statistics at the $`\mathrm{\hspace{0.17em}10}`$mJy level, and suggest there is some indication of a steepening of the counts there. Because these sources are brighter than typical SCUBA detections, they will be relatively easy to follow up at other wavelengths. Preliminary analysis already indicates good correlation with $`\mu `$Jy radio sources, but little indication of optical counterparts (as found in other studies).

Although not discussed here, we are also investigating sources in the 450$`\mu `$m scanmap. However, this is more arduous given the lower sensitivity of SCUBA with this filter. Finally, a similar analysis is being conducted on data taken of 50 square arminutes of the Groth strip/Westphal region.

## Acknowledgments

We would like to thank Amy Barger for access to her data before it was available on the JCMT public archive, and Doug Johnstone for several useful conversations. We are also grateful to the staff at the JCMT, particularly Tim Jenness and Wayne Holland who provided invaluable advice.


text:
# Instantons in non-Cartesian coordinates

## Introduction

The years that passed since the discovery of instantons  did not bring the answer to the question about the role of instantons in QCD . As far as confinement remains a puzzle all references to instantons at long scales are ambiguous. Indications may come from studies of instanton effects in phenomenological models. These could tell whether confinement may seriously affect pseudoparticles and v. v.

Common confinement models look most natural in non-Cartesian coordinate frames. The obvious choice for (spherical) bags are 3+1-cylindrical, i. e. 3-spherical+time, coordinates while strings would prefer 2+2-cylindrical (2+1-cylindrical+time) geometry. Nevertheless up till now instantons were usually discussed in the Cartesian frame (that was ideal in vacuum). In the present work we shall generalize to curvilinear coordinates the multi-instanton solutions by ’tHooft and Jackiw, Nohl & Rebbi  and simplify the formulae by the gauge transformation. I would expect that the procedure makes sense for the AHDM  solution and other topological configurations as well.

We shall start from reminding the basics of curvilinear coordinates in Sect. 1.1 where the Levi-Civita connection and the spin connection are described. In Sect. 1.2 we introduce the multi-instanton solutions known explicitly. In Sect. 2 we shall rewrite these formulae in non-Cartesian coordinates and propose the gauge transform that makes them compact. The price will be the appearance of the addition to the original field that we shall call the compensating gauge connection. The example of the $`O(4)`$-spherical coordinates is sketched in Sect. 3. Singularities of the gauged solution are discussed in Sect. 4. The last part summarizes the results.

## 1 Basics

### 1.1 Curvilinear coordinates

We shall consider flat 4-dimensional euclidean space-time that may be parametrized either by a set of Cartesian coordinates $`x^\mu `$ or by curvilinear ones called $`q^\alpha `$. The $`q`$-frame is characterized by the metric tensor $`g_{\alpha \beta }(q)`$ so that:

$$ds^2=dx_\mu ^2=g_{\alpha \beta }(q)dq^\alpha dq^\beta .$$
(1)
Now the partial derivatives $`_\mu =\frac{}{x^\mu }`$ must be replaced by the covariant ones $`D_\alpha `$. For example the derivative of a contravariant vector $`A^\beta `$ is:

$$D_\alpha A^\beta =_\alpha A^\beta +\mathrm{\Gamma }_{\alpha \gamma }^\beta A^\gamma .$$
(2)
The function $`\mathrm{\Gamma }_{\beta \gamma }^\alpha `$ is called the Levi-Civita connection. It can be expressed in terms of the metric tensor and its inverse $`g^{\alpha \beta }`$:

$$\mathrm{\Gamma }_{\beta \gamma }^\alpha =\frac{1}{2}g^{\alpha \delta }\left(\frac{g_{\delta \beta }}{q^\gamma }+\frac{g_{\delta \gamma }}{q^\beta }\frac{g_{\beta \gamma }}{q^\delta }\right).$$
(3)
Often it is helpful to use instead of $`g_{\alpha \beta }`$ the set of four vectors $`e_\alpha ^a`$ called the vierbein:

$$g_{\alpha \beta }(q)=\delta _{ab}e_\alpha ^a(q)e_\beta ^b(q).$$
(4)
Multiplication by $`e_\alpha ^a`$ converts coordinate (Greek) indices into the vierbein (Latin) ones,

$$A^a=e_\alpha ^aA^\alpha .$$
(5)
Covariant derivatives of quantities with Latin indices are defined in terms of the spin connection $`R_{\alpha b}^a(q)`$,

$$D_\alpha A^a=_\alpha A^a+R_{\alpha b}^aA^b.$$
(6)
The two connections $`\mathrm{\Gamma }_{\alpha \delta }^\beta `$ and $`R_{\alpha b}^a`$ are related to each other as follows (note that both $`g_{\alpha \beta }`$ and $`e_\alpha ^a`$ are covariantly constant by construction):

$$R_{\alpha b}^a=e_\beta ^a_\alpha e_b^\beta +e_\beta ^a\mathrm{\Gamma }_{\alpha \gamma }^\beta e_b^\gamma =e_\beta ^a(D_\alpha e^\beta )_b.$$
(7)
Decomposition (4) of the metric into vierbeins is not unique. It is defined up to orthogonal transformations of the vierbein with respect either to the Greek or to Latin indices. Two vierbeins of the same orientation (that means those with the same signs of $`dete_\alpha ^a`$) are related by a simple $`O(4)`$ rotation. Orientation of the vierbein can be changed by reversing one of its components, say, $`e_1^ae_1^a`$.

It is convenient to use the freedom in order to make some components of vierbein zero. In general $`e_\alpha ^a`$ is a $`4\times 4`$-matrix. However if the coordinate frame is orthogonal111This class incorporates many coordinate systems including spherical, cylindric, parabolic, elliptical and others. and the metric tensor may be diagonalized,

$$g_{\alpha \beta }(q)=G(q)\delta _{\alpha \beta },$$
(8)
then one can use the diagonal vierbein

$$e_\alpha ^a=\sqrt{G(q)}\delta _\alpha ^a.$$
(9)
We shall call it the natural vierbein. Only four of its components are not zero. From here on we shall assume that the curvilinear system is orthogonal so that the natural vierbein exists.

### 1.2 Instantons

We shall discuss the pure euclidean Yang-Mills theory with the $`SU(2)`$ gauge group. The vector potential is $`\widehat{A}_\mu =\frac{1}{2}\tau ^aA_\mu ^a`$ where $`\tau ^a`$ are the Pauli matrices. The (Cartesian) covariant derivative in fundamental representation is $`D_\mu =_\mu i\widehat{A}_\mu `$, and the action has the form:

$$S=\frac{\mathrm{tr}\widehat{F}_{\mu \nu }^2}{2e^2}d^4x=\frac{\mathrm{tr}\widehat{F}_{\alpha \beta }\widehat{F}^{\alpha \beta }}{2e^2}\sqrt{g}d^4q.$$
(10)
where $`g=detg_{\alpha \beta }`$ and $`e`$ is the coupling constant. The formula for the gauge field strength $`\widehat{F}_{\alpha \beta }`$ is universal:

$$\widehat{F}_{\alpha \beta }(\widehat{A})=_\alpha \widehat{A}_\beta _\beta \widehat{A}_\alpha i[\widehat{A}_\alpha ,\widehat{A}_\beta ].$$
(11)
The action is invariant under gauge transformations

$$\widehat{A}_\mu \widehat{A}_\mu ^\mathrm{\Omega }=\mathrm{\Omega }^{}\widehat{A}_\mu (x)\mathrm{\Omega }+i\mathrm{\Omega }^{}_\mu \mathrm{\Omega },$$
(12)
where $`\mathrm{\Omega }`$ is a unitary $`2\times 2`$ matrix, $`\mathrm{\Omega }^{}=\mathrm{\Omega }^1.`$

The field equations have selfdual ($`F_{\mu \nu }=\stackrel{~}{F}_{\mu \nu }=\frac{1}{2}ϵ_{\mu \nu \lambda \sigma }F^{\lambda \sigma }`$) solutions known as instantons. It happens that all explicit multi-instanton solutions known by now are described by the same formula:

$$\widehat{A}_\mu (x)=\frac{\widehat{\eta }_{\mu \nu }^{}}{2}_\nu \mathrm{ln}\rho (x),$$
(13)
where $`\widehat{\eta }_{\mu \nu }`$ is the matrix version of the ’tHooft’s $`\eta `$-symbol, :

$$\widehat{\eta }_{\mu \nu }^\pm =\widehat{\eta }_{\nu \mu }^\pm =\{\begin{array}{cc}\tau ^aϵ^{a\mu \nu };& \mu ,\nu =1,2,3;\\ \pm \tau ^a\delta ^{\mu a};& \nu =4.\end{array}$$
(14)
Depending on the choice of the scalar function $`\rho (x)`$ expression (13) describes either the higher selfdual configurations found by Jackiw, Nohl and Rebbi and ’tHooft’s Ansatz  or instantons in singular and regular gauges (the latter requires the substitution $`\widehat{\eta }^{}\widehat{\eta }^+`$ (23)).

Our aim is to generalize the solution (13) to curvilinear coordinates. We shall not refer to any particular form of $`\rho (x)`$ and the results will be applicable to all the cases.

## 2 Instantons in curvilinear coordinates

### 2.1 The question and the answer

Problem It is not a big deal to transform the covariant vector $`\widehat{A}_\mu `$ (13) to $`q`$-coordinates. However this makes the constant numerical tensor $`\widehat{\eta }_{\mu \nu }`$ coordinate-dependent:

$$\widehat{\eta }_{\mu \nu }\widehat{\eta }_{\alpha \beta }=\widehat{\eta }_{\mu \nu }\frac{x^\mu }{q^\alpha }\frac{x^\nu }{q^\beta }=\widehat{\xi }_{ab}c_\alpha ^a(q)c_\beta ^b(q).$$
(15)
Here $`\widehat{\xi }_{ab}`$ is a constant numerical matrix tensor that takes the place of $`\widehat{\eta }_{\mu \nu }`$ in non-Cartesian coordinates:

$$\widehat{\xi }_{ab}=\delta _a^\mu \delta _b^\nu \widehat{\eta }_{\mu \nu }.$$
(16)
The former Cartesian vierbein222The advantage of this vierbein is that it nullifies the spin connection. $`c_\mu ^a=\delta _\mu ^a`$ becomes a rather complicated $`4\times 4`$ matrix $`c_\alpha ^a=\delta _\mu ^a\frac{x^\mu }{q^\alpha }`$ when expressed in $`q`$-coordinates. The question is if there is a way to replace it by the simpler natural vierbein $`e_\alpha ^a`$.

solution Let us chose the orientation of natural vierbein to coincide with that of $`c_\alpha ^a`$. Then these two can be rotated into each other. The $`\widehat{\eta }`$-symbols project spatial rotations onto the algebra of the $`SU(2)`$ gauge group. This means that rotations of the vierbein may be compensated by appropriate gauge transformations and

$$\mathrm{\Omega }^{}\widehat{\eta }_{\alpha \beta }\mathrm{\Omega }=e_\alpha ^ae_\beta ^b\widehat{\xi }_{ab}.$$
(17)
The gauge-rotated instanton field is the sum of the two pieces (12)

$$\widehat{A}_\alpha ^\mathrm{\Omega }(q)=\frac{1}{2}e_\alpha ^a\widehat{\xi }_{ab}e^{b\beta }_\beta \mathrm{ln}\rho (q)+i\mathrm{\Omega }^{}_\alpha \mathrm{\Omega }.$$
(18)
The first addend is almost traditional and does not depend on the $`\mathrm{\Omega }`$-matrix. The second one is entirely of geometrical origin and carries the information about the $`q`$-frame. We call it the compensating connection because it compensates the coordinate dependence of $`\widehat{\eta }_{ab}=e_a^\alpha e_b^\beta \widehat{\eta }_{\alpha \beta }`$ and reduces it to the constant $`\widehat{\xi }_{ab}`$.

So long we did not specify the duality of $`\widehat{\eta }`$-symbol. However the $`\mathrm{\Omega }`$-matrices and compensating connections $`\widehat{A}_\alpha ^{\mathrm{comp}\pm }`$ are different for $`\widehat{\eta }^+`$ and $`\widehat{\eta }^{}`$. In general they are respectively the selfdual and antiselfdual projections of the spin connection onto the gauge group:

$$\widehat{A}_\alpha ^{\mathrm{comp}\pm }=i\mathrm{\Omega }_\pm ^{}_\alpha \mathrm{\Omega }_\pm =\frac{1}{4}R_\alpha ^{ab}\widehat{\xi }_{ab}^\pm .$$
(19)
The last formula does not contain $`\mathrm{\Omega }`$ that has dropped out of the final result. In order to write down the multi-instanton solution one needs only the vierbein and the associated spin connection.

### 2.2 Triviality of the compensating field.

The fact that the compensating connection $`\widehat{A}^{\mathrm{comp}}=\frac{1}{4}R_\alpha ^{ab}\widehat{\xi }_{ab}`$ is a pure gauge (19) is specific to the flat space. It turns out that the field strength $`\widehat{F}_{\alpha \beta }(\widehat{A}^{\mathrm{comp}})`$ is related to the Riemann curvature of the space-time $`R_{\alpha \beta }^{\gamma \delta }`$:

$$\widehat{F}_{\alpha \beta }(\widehat{A}^{\mathrm{comp}\pm })=\frac{1}{4}R_{\alpha \beta }^{\gamma \delta }\widehat{\xi }_{\gamma \delta }^\pm .$$
(20)
In the flat space $`R_{\alpha \beta }^{\gamma \delta }=0`$ and consequently $`\widehat{F}_{\alpha \beta }(\widehat{A}^{\mathrm{comp}})=0`$. Simple changes of variables $`x^\mu q^\alpha `$ do not generate curvature and $`\widehat{A}^{\mathrm{comp}}`$ is a pure gauge. However in curved space-times the connection given by the last of expressions (19) may be nontrivial.

### 2.3 Duality and topological charge

As long as we limit ourselves to identical transformations the vector potential (18) must satisfy the classical field equations. However the duality equation looks differently in non-Cartesian frame. If written with coordinate indices it is:

$$\widehat{F}_{\alpha \beta }=\frac{\sqrt{g}}{2}ϵ_{\alpha \beta \gamma \delta }\widehat{F}^{\gamma \delta }.$$
(21a)
Still it retains the familiar form in the vierbein notation:

$$\widehat{F}_{ab}=\frac{1}{2}ϵ_{abcd}\widehat{F}^{cd}.$$
(21b)
The topological charge is given by the integral

$$q=\frac{1}{32\pi ^2}ϵ_{\alpha \beta \gamma \delta }\mathrm{tr}\widehat{F}^{\alpha \beta }\widehat{F}^{\gamma \delta }d^4q,$$
(22a)
which in the vierbein notation becomes

$$q=\frac{1}{32\pi ^2}ϵ_{abcd}\mathrm{tr}\widehat{F}^{ab}\widehat{F}^{cd}\sqrt{g}d^4q.$$
(22b)
The general expression for $`\widehat{F}_{\alpha \beta }`$ in non-Cartesian frame is rather clumsy  but it simplifies for one instanton. The Cartesian vector potential in regular gauge is, ($`r^2=x_\mu ^2`$):

$$\widehat{A}_\mu ^I=\frac{\widehat{\eta }_{\mu \nu }^+}{2}_\nu \mathrm{ln}\frac{\rho ^2}{r^2+\rho ^2}.$$
(23)
The conjugated coordinate and $`\mathrm{\Omega }_+`$ gauge transformations convert it into

$$\widehat{A}_\alpha ^I=\frac{1}{2}e_\alpha ^a\widehat{\xi }_{ab}e^{b\beta }_\beta \mathrm{ln}\frac{\rho ^2}{r^2+\rho ^2}+\widehat{A}^{\mathrm{comp}+},$$
(24)
and the field strength becomes plainly selfdual:

$$\widehat{F}_{ab}(\widehat{A}^I)=\frac{2\widehat{\xi }_{ab}^+}{\left(r^2+\rho ^2\right)^2},$$
(25)
This generalizes the regular gauge to any curvilinear coordinate system.

## 3 Example

We shall consider the instanton placed at the origin of the $`O(4)`$-spherical coordinates. Those are the three polar angles and the radius: $`q^\alpha =(\chi ,\varphi ,\theta ,r)`$. The polar axis is aligned with $`x^1`$ and

$`x^1`$ $`=`$ $`r\mathrm{cos}\chi ;`$ (26a)
$`x^2`$ $`=`$ $`r\mathrm{sin}\chi \mathrm{sin}\theta \mathrm{cos}\varphi ;`$ (26b)
$`x^3`$ $`=`$ $`r\mathrm{sin}\chi \mathrm{sin}\theta \mathrm{sin}\varphi ;`$ (26c)
$`x^4`$ $`=`$ $`r\mathrm{sin}\chi \mathrm{cos}\theta .`$ (26d)
The properly oriented natural vierbein for spherical coordinates is:

$$e_\alpha ^a=\mathrm{diag}(r,r\mathrm{sin}\chi \mathrm{sin}\theta ,r\mathrm{sin}\chi ,\mathrm{\hspace{0.17em}1}),$$
(27)
Now one may start from the vector potential (23) and step by step carry out the entire procedure. But to the straightforward calculation of the instanton part this requires computing $`\mathrm{\Gamma }_{\beta \gamma }^\alpha `$, then $`R_\alpha ^{ab}`$ and finally $`\widehat{A}^{\mathrm{comp}+}`$. The result is:

$`\widehat{A}_\chi ^I`$ $`=`$ $`{\displaystyle \frac{\tau _x}{2}}\left({\displaystyle \frac{r^2\rho ^2}{r^2+\rho ^2}}\right);`$ (28a)
$`\widehat{A}_\varphi ^I`$ $`=`$ $`{\displaystyle \frac{\tau _x}{2}}\mathrm{cos}\theta +{\displaystyle \frac{\tau _y}{2}}\mathrm{sin}\chi \mathrm{sin}\theta \left({\displaystyle \frac{r^2\rho ^2}{r^2+\rho ^2}}\right)`$ (28b)
$`+{\displaystyle \frac{\tau _z}{2}}\mathrm{cos}\chi \mathrm{sin}\theta ;`$
$`\widehat{A}_\theta ^I`$ $`=`$ $`{\displaystyle \frac{\tau _y}{2}}\mathrm{cos}\chi +{\displaystyle \frac{\tau _z}{2}}\mathrm{sin}\chi \left({\displaystyle \frac{r^2\rho ^2}{r^2+\rho ^2}}\right);`$ (28c)
$`\widehat{A}_r^I`$ $`=`$ $`0.`$ (28d)
The corresponding field strength is given by (25).

## 4 Singularities

Note that the vector field (3) is singular since neither $`\widehat{A}_\theta ^I`$ nor $`\widehat{A}_\varphi ^I`$ go to zero at $`\chi =0,\pi `$ and $`\theta =0,\pi `$. As a result they change stepwise across the Cartesian $`x_1x_4`$-plane. This singularity is produced by the compensating gauge transformation and must not affect observables. However it may tell on gauge variant quantities. We shall demonstrate that for the Chern-Simons number.

The topological charge (21b) can be represented by the surface integral, $`q=K^\alpha 𝑑S_\alpha `$ . Here

$$K^\alpha =\frac{ϵ^{\alpha \beta \gamma \delta }}{16\pi ^2}\mathrm{tr}\left(\widehat{A}_\beta \widehat{F}_{\gamma \delta }+\frac{2i}{3}\widehat{A}_\beta \widehat{A}_\gamma \widehat{A}_\delta \right).$$
(29)
Even though $`q`$ is invariant $`K^\alpha `$ depends on gauge. Consider the Cartesian instanton in the $`\widehat{A}_4=0`$ gauge. The two contributions to the topological charge come from the $`x_4=\pm \mathrm{}`$ hyperplanes, $`q=N_{\mathrm{CS}}(\mathrm{})N_{\mathrm{CS}}(\mathrm{})`$, and the quantity

$$N_{\mathrm{CS}}(t)=_{x_4=t}K^4𝑑S_4$$
(30)
is called the Chern-Simon number. Instanton is a transition between two 3-dimensional vacua with $`\mathrm{\Delta }N_{\mathrm{CS}}=1`$.

Analysis of (3) reveals a striking resemblance with this case. By coincidence here again $`\widehat{A}_4=0,`$ (28d). This gives the idea to treat $`r`$ like a time coordinate attributing the Chern-Simons number $`N_{\mathrm{CS}}(r)`$ to the sphere of radius $`r`$. A naive expectation would be that $`\mathrm{\Delta }N_{\mathrm{CS}}=N_{\mathrm{CS}}(r)|_0^{\mathrm{}}`$ gives the topological charge. However this is not true and $`N_{\mathrm{CS}}(r)|_0^{\mathrm{}}=\frac{1}{2}`$. The second half of $`q`$ is contributed by the singularities at $`\theta =0,\pi `$. We see that the gauge transformation has affected the distribution of $`N_{\mathrm{CS}}`$.

We conclude that in our approach gauge variant quantities depend on the choice of coordinate system and may be localized at the singularities of the $`\mathrm{\Omega }`$-transform. This may be another promising possibility to simplify calculations with the help of curvilinear coordinates.

## Summary

We have shown how the explicit (multi-)instanton solutions can be generalized to curvilinear coordinates. The gauge transformation converts the vierbein-dependent $`\widehat{\eta }_{ab}`$-symbol into the constant numerical matrix $`\widehat{\xi }_{ab}`$. The gauge potential is a sum of the instanton part and the compensating gauge connection (18).

There is no need to know the manifest form of the gauge transform in order to calculate the compensating connection. The computation proceeds as follows:

1. One starts from calculating the Levi-Civita connection $`\mathrm{\Gamma }_{\beta \gamma }^\alpha `$, (3).
2. Covariant differentiation of the vierbein leads to the spin connection $`R_\alpha ^{ab}`$, (7).
3. Convolution of the spin connection with the appropriate $`\widehat{\xi }_{ab}`$ gives the compensating gauge potential, (19).

The advantage of our solution is that it is constructed directly of geometrical quantities, i. e. of the vierbein and the spin connection. I hope that it may be useful for studies of instanton effects in geometrically nontrivial phenomenological models. More details may be found in .

## Acknowledgments

I would like to thank the Organizing Committee for the financial support which made possible my participation in the conference. The wonderful choice of the location and the atmosphere of the conference also deserve cordial compliments. I greatly appreciate the friendly and enlightening criticism by I. V. Tyutin.