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# Casimir force between partially transparent plane mirrors

## 1 Introduction

The Casimir effect  consists in the modification of the vacuum energy of a quantum field due to the presence of one or more macroscopic bodies. Their influence on the field is usually modeled by a boundary condition. In the most simple example of the Casimir effect, one considers a field in the presence of a pair of perfectly reflecting plane surfaces (mirrors). In the case of a scalar field, they can be replaced by Dirichlet boundary conditions, i.e, the field vanishes at the reflecting surfaces.

Perfectly reflecting surfaces are an idealization; any real mirror is transparent at high frequencies. It is natural, therefore, to ask how the Casimir force between two real mirrors would be. Jaekel e Reynaud  presented a general solution to the problem of partially transparent plane mirrors, by introducing reflection and transmission coefficients obeying conditions of unitarity, causality, and transparency at high frequencies. Bordag et al investigated a specific model for the mirrors, in which they are represented by Dirac delta potentials. This model is revisited in the present work. Results are obtained for generic $`D`$ spatial dimensions.

## 2 Casimir energy

Our starting point is the Lagrangian density

$$=\frac{1}{2}(\varphi )^2+\frac{1}{2}\left[m^2+V(z)\right]\varphi ^2.$$
(1)
We work in a $`(D+1)`$-dimensional Euclidean space-time with coordinates $`x=(\tau ,𝐱)`$, where $`𝐱=(𝐫,z)`$ and $`𝐫=(x_1,\mathrm{},x_{D1})`$; we also employ the natural system of units, $`\mathrm{}=c=1`$. The scalar potential $`V(z)`$ is composed of a pair of one-dimensional $`\delta `$-functions with support at $`z=0`$ and $`z=\mathrm{}`$:

$$V(z)=\lambda \left[\delta (z)+\delta (z\mathrm{})\right].$$
(2)
This potential models two partially transparent plane mirrors separated by the distance $`\mathrm{}`$.

In order to compute the Casimir energy, we shall use the following identity (see Appendix A):

$$E=\underset{\tau ^{}\tau }{lim}\frac{^2}{\tau ^2}F(\tau ,\tau ^{}),$$
(3)
where $`F(\tau ,\tau ^{})`$ is defined as

$$F(\tau ,\tau ^{})d^DxG(\tau ,𝐱;\tau ^{},𝐱).$$
(4)
The Green’s function $`G`$, by its turn, can be obtained by solving the partial differential equation

$$\left[^2+m^2+V(z)\right]G(x,x^{})=\delta ^{(D+1)}(xx^{}).$$
(5)
Fourier transforming Eq. (5) in $`\tau `$ and r reduces it to an ordinary differential equation for $`𝒢`$, the Fourier transform of $`G`$:

$$\left[_z^2+\omega ^2+𝐤^2+m^2+V(z)\right]𝒢(\omega ,𝐤;z,z^{})=\delta (zz^{}),$$
(6)
$$G(x,x^{})=\frac{d\omega }{2\pi }e^{i\omega (\tau \tau ^{})}\frac{d^{D1}k}{(2\pi )^{D1}}e^{i𝐤(𝐫𝐫^{})}𝒢(\omega ,𝐤;z,z^{}).$$
(7)
As a preliminary step to solve Eq. (6), let us first solve it in the absence of the external potential $`V`$, i.e.,

$$\left[_z^2+\omega ^2+𝐤^2+m^2\right]𝒢_0(\omega ,𝐤;z,z^{})=\delta (zz^{}).$$
(8)
Using the method of Fourier transforms one obtains

$$𝒢_0(\omega ,𝐤;z,z^{})=_{\mathrm{}}^{\mathrm{}}\frac{dq}{2\pi }\frac{e^{iq(zz^{})}}{\omega ^2+𝐤^2+q^2+m^2}=\frac{e^{\sigma |zz^{}|}}{2\sigma },$$
(9)
where $`\sigma \sqrt{\omega ^2+𝐤^2+m^2}`$. Using the results of Appendix B, one then obtains the following expression for $`𝒢`$ in terms of $`𝒢_0`$:

$$𝒢(z,z^{})=𝒢_0(z,z^{})\underset{j,k=1}{\overset{2}{}}𝒢_0(z,z_j)(^1)_{jk}𝒢_0(z_k,z^{}),$$
(10)
where $`z_1=0`$, $`z_2=\mathrm{}`$, and the matrix $``$ is given by

$$=\left(\begin{array}{cc}\frac{1}{\lambda }+𝒢_0(0,0)& 𝒢_0(0,\mathrm{})\\ & \\ 𝒢_0(\mathrm{},0)& \frac{1}{\lambda }+𝒢_0(\mathrm{},\mathrm{})\end{array}\right)=\left(\begin{array}{cc}\frac{1}{\lambda }+\frac{1}{2\sigma }& \frac{e^\sigma \mathrm{}}{2\sigma }\\ & \\ \frac{e^\sigma \mathrm{}}{2\sigma }& \frac{1}{\lambda }+\frac{1}{2\sigma }\end{array}\right).$$
(11)
Now we have all the ingredients to compute the Casimir energy. In order to obtain a finite result, however, we must subtract (i) the energy of the vacuum in the absence of the mirrors and (ii) the self-energy of each mirror. These quantities are formally infinite, but, since they do not depend on the distance between the mirrors, they do not contribute to the Casimir force. Thus the renormalized Casimir energy is given by

$`E_{\mathrm{ren}}`$ $`=`$ $`\underset{\tau ^{}\tau }{lim}{\displaystyle \frac{^2}{\tau ^2}}{\displaystyle d^Dx_{\mathrm{}}^{\mathrm{}}\frac{d\omega }{2\pi }e^{i\omega (\tau \tau ^{})}\frac{d^{D1}k}{(2\pi )^{D1}}𝒢_{\mathrm{sub}}(\omega ,𝐤;z,z)}`$ (12)
$`=`$ $`L^{D1}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑z{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \frac{d^{D1}k}{(2\pi )^{D1}}\omega ^2𝒢_{\mathrm{sub}}(\omega ,𝐤;z,z)},`$
where $`L^{D1}`$ is the area of each plate and $`𝒢_{\mathrm{sub}}=(𝒢𝒢_0)2(𝒢_1𝒢_0)`$ (the first subtraction removes the energy of the vacuum in the absence of the mirrors, and the second one removes the self-energy of the mirrors; $`𝒢_1`$ denotes the Fourier transform of the Green’s function when only one mirror is present). The multiple integral in (12) can be reduced to a single one; the final result is

$$E_{\mathrm{ren}}=\frac{L^{D1}}{(4\pi )^{D/2}\mathrm{\Gamma }\left(\frac{D}{2}+1\right)}\mathrm{}^D(m\mathrm{},\lambda \mathrm{}),$$
(13)
where

$$(a,b)_a^{\mathrm{}}𝑑s\frac{(s^2a^2)^{D/2}\left(\frac{2s}{b}+\frac{2}{b}+1\right)e^{2s}}{\left(\frac{2s}{b}+1\right)\left[\left(\frac{2s}{b}+1\right)^2e^{2s}\right]}.$$
(14)
It agrees with Bordag et al.’s result for $`D=3`$ (the only case they considered).

Let us examine in more detail the massless case ($`m=0`$), in which the Casimir force is long-ranged. In the limit $`\lambda \mathrm{}`$ one obtains

$$(0,\lambda \mathrm{})\frac{\mathrm{\Gamma }(D+1)}{2^{D+1}}\zeta (D+1)+O(1/\lambda \mathrm{});$$
(15)
combined with the pre-factor in (13), this yields the well-known expression  for the Casimir energy of a massless scalar field in the presence of two ideal (i.e., perfectly reflecting) plane mirrors in $`D`$ spatial dimensions:

$$\underset{\lambda \mathrm{}}{lim}\frac{E_\lambda (\mathrm{})}{L^{D1}}=\frac{\mathrm{\Gamma }(D+1)\zeta (D+1)}{2^{2D+1}\pi ^{D/2}\mathrm{\Gamma }\left(\frac{D}{2}+1\right)}\mathrm{}^D.$$
(16)
Figs. 1 and 2 depict the ratio $`RE_\lambda (\mathrm{})/E_{\mathrm{}}(\mathrm{})`$ as a function of the parameter $`x\lambda \mathrm{}`$ in the massless case for $`D=1,2,3`$. One notices that $`E_\lambda (\mathrm{})`$ is always smaller, in absolute value, than $`E_{\mathrm{}}(\mathrm{})`$; in particular, the ratio of the former to the latter approaches zero as $`\lambda \mathrm{}0`$.

## Acknowledgments

This work grew out of discussions with Luiz C. de Albuquerque, whom I gratefully acknowledge. I also acknowledge the hospitality of the Departamento de Física Matemática, Universidade de São Paulo, where this work was initiated, and the financial support from FAPESP and FAPERJ. Last, but no least, I thank C. Farina and M. V. Cougo-Pinto for a critical reading of the manuscript.

## Appendix A

Here I prove the identity (3). The formal solution to Eq. (5) reads

$$G(\tau ,𝐱;\tau ^{},𝐱^{})=\frac{d\omega }{2\pi }e^{i\omega (\tau \tau ^{})}\underset{n}{}\frac{\phi _n(𝐱)\phi _n^{}(𝐱^{})}{\omega ^2+\omega _n^2},$$
(A1)
where $`\phi _n(𝐱)`$ and $`\omega _n`$ satisfy

$$(^2+m^2+V)\phi _n(𝐱)=\omega _n^2\phi _n(𝐱),$$
(A2)
$$d^Dx\phi _n^{}(𝐱)\phi _n(𝐱)=1.$$
(A3)
Inserting (A1) into (4), and using the normalization condition (A3), one obtains

$$F(\tau ,\tau ^{})=\underset{n}{}\frac{d\omega }{2\pi }\frac{e^{i\omega (\tau \tau ^{})}}{\omega ^2+\omega _n^2}=\underset{n}{}\frac{e^{\omega _n|\tau \tau ^{}|}}{2\omega _n}(\omega _n>0).$$
(A4)
Therefore,

$$\underset{\tau ^{}\tau }{lim}\frac{^2}{\tau ^2}F(\tau ,\tau ^{})=\underset{\tau ^{}\tau }{lim}\underset{n}{}\frac{1}{2}\omega _ne^{\omega _n|\tau \tau ^{}|}=E,$$
(A5)
as promised.

## Appendix B

The differential equation

$$\left[_x^2+\sigma ^2+V(x)\right]𝒢(x,x^{})=\delta (xx^{})$$
(B1)
can be reexpressed as an integral equation — the Lippmann-Schwinger equation:

$$𝒢(x,x^{})=𝒢_0(x,x^{})𝑑y𝒢_0(x,y)V(y)𝒢(y,x^{}),$$
(B2)
where $`𝒢_0(x,x^{})`$ satisfies

$$\left[_x^2+\sigma ^2\right]𝒢_0(x,x^{})=\delta (xx^{}).$$
(B3)
If $`V(x)=\lambda \delta (xx_0)`$, the integral in Eq. (B2) can be performed trivially, yielding

$$𝒢(x,x^{})=𝒢_0(x,x^{})\lambda 𝒢_0(x,x_0)𝒢(x_0,x^{}),$$
(B4)
Setting $`x=x_0`$ in Eq. (B4), solving for $`𝒢(x_0,x^{})`$, and inserting the result back into (B4) one finally obtains

$$𝒢(x,x^{})=𝒢_0(x,x^{})\frac{𝒢_0(x,x_0)𝒢_0(x_0,x^{})}{\frac{1}{\lambda }+𝒢_0(x_0,x_0)}.$$
(B5)
This result can be easily generalized to a potential composed of $`N`$ $`\delta `$’s: if

$$V(x)=\underset{j=1}{\overset{N}{}}\lambda _j\delta (xx_j),$$
(B6)
the solution to Eq. (B1) is given by

$$𝒢(x,x^{})=𝒢_0(x,x^{})\underset{j,k=1}{\overset{N}{}}𝒢_0(x,x_j)(^1)_{jk}𝒢_0(x_k,x^{}),$$
(B7)
where $``$ is the $`N\times N`$ matrix whose elements are given by

$$_{jk}=\frac{1}{\lambda _j}\delta _{jk}+𝒢_0(x_j,x_k).$$
(B8)


text:
# 1 Introduction

## 1 Introduction

Compactifications of type II string theory / M-theory with field strength fluxes turned on (see e.g. ) are an interesting class of constructions which may shed new light on several questions of phenomenological relevance. For instance, the observation that fluxes lead to warped internal metric suggests the models may be used to generate exponential hierarchies , following the proposal in , yielding a possible solution for the hierarchy of scales in particle physics. On the other hand, the observation that the presence of fluxes induces tree-level potential terms for diverse moduli , including even the dilaton, provides a possible canonical mechanism to stabilize them .

Several properties of type II compactifications with fluxes have been studied recently. In particular, the consistency conditions for the configurations, the amount of supersymmetry preserved, and also the effective action for the closed string sector fields (e.g. potential for moduli). However the physics of D-branes, namely of open string sectors, in compactifications with fluxes has been much less analyzed. There are several indications that such physics is nevertheless extremely interesting; in fact D-branes in the presence of fluxes present interesting phenomena, for instance the dielectric effect . Their systematic analysis is however difficult given the incomplete knowledge of non-abelian D-brane actions, and the difficulties to obtain worldsheet results in situations with RR fluxes.

In this paper we center on a particular effect whose analysis is relatively simple, since it involves only topological couplings. Yet the consequences of the effect are extremely interesting. In Section 2, we show that, in the presence of suitable NS-NS and RR field strength fluxes, D-branes develop a chiral anomaly localized at lower-dimensional submanifolds of their volume. This is derived by first showing there exists an anomaly inflow from the D-brane world-volume towards such lower-dimensional slices, which signal the existence of an anomaly source. The source of the anomaly is not, contrary to other familiar situations, a chiral fermion degree of freedom, but rather an explicit anomalous interaction developed by the D-brane in the presence of the fluxes.

In Section 3 we present two applications of this effect. It plays a key role in understanding anomaly cancellation on the world-volume of D-brane probes in certain configurations with fluxes, and of cancellation of anomalies in chiral compactifications with fluxes. In Section 4 we discuss brane/flux transitions and use them to generate transitions on D-brane world-volumes, in which a dynamical chiral fermion disappears from the spectrum, leaving behind an explicit Wess-Zumino term. Section 5 discusses how to generate global gauge anomalies using fluxes. Section 6 concludes with a discussion of the interrelation among different mechanisms to generate four-dimensional chirality in string theory.

## 2 Chirality from fluxes

In this section we discuss the effect of flux-induced anomaly on D-branes in the presence of fluxes. We start with a review of the anomaly inflow mechanism in Section 2.1. In Section 2.2 we show that in configurations of D-branes and NS-NS and RR fluxes, there exists an inflow of anomaly from the D-brane worldvolume towards lower dimensional slices of its volume. The inflow signals the existence of an anomaly source, which we identify as an explicit anomalous interaction, rather than a dynamical fermion degree of freedom.

### 2.1 The anomaly inflow mechanism

Let us give a simplified review of the anomaly inflow mechanism for D-branes, as discussed in . Consider a D-brane, which couples to the RR fields through the action

$`S_{Dp}={\displaystyle _{Dp}}𝒞Y(F,R)`$ (2.1)
where $`𝒞`$ is a formal sum of RR forms of different degrees, and $`Y`$ is a closed gauge invariant form depending on the worldvolume gauge field strength and curvature, in fact

$`Y=\mathrm{ch}(F)\widehat{A}(R)^{1/2}`$ (2.2)
where $`\mathrm{ch}`$ is the Chern character and $`\widehat{A}`$ is the A-roof genus. In what follows, wedge products will be implicit.

We will be interested in situations where the RR fields have a source (different form the D-brane itself), so that the field strength $`𝒢`$ obeys

$`d𝒢=𝒵`$ (2.3)
where $`𝒵`$ is a source form (in fact a formal sum of them), which is often a bump form, a delta-function localized on the core of the source (typically, but not necessarily, a D-brane).

In this situation, $`𝒞`$ is not well defined, so the D-brane coupling (2.1) is better defined by

$`S_{Dp}={\displaystyle _{Dp}}𝒢Y^{(0)}(F,R)`$ (2.4)
where we have used the Wess-Zumino descent relation notation, i.e. for a closed gauge invariant form $`Y`$, we define $`Y=dY^{(0)}`$, $`\delta Y^{(0)}=dY^{(1)}`$, where $`\delta `$ represents a gauge variation.

In this situation, the action (2.4) is not gauge invariant, its gauge variation is given by

$`\delta S_{Dp}={\displaystyle _{Dp}}𝒢\delta Y^{(0)}(F,R)={\displaystyle _{Dp}}𝑑𝒢Y^{(1)}(F,R)={\displaystyle _{Dp}}𝒵Y^{(1)}(F,R)`$ (2.5)
Recalling the familiar interpretation of $`Y^{(1)}`$ as the anomaly descending from an anomaly polynomial $`Y(F,R)`$, it is useful to interpret this last expression by saying that there exists an inflow of chiral anomaly from the D$`p`$-brane wolume towards the core of the source (or rather towards its intersection with the D$`p`$-brane volume), with density given by the source form $`𝒵`$. That is the D$`p`$-brane action is no longer gauge invariant, and its gauge variation is localized on the core of $`𝒵`$. If $`𝒵`$ is not bumpy the inflow at each lower dimensional slice is proportional to the magnitude of $`𝒵`$.

This lack of gauge invariance must be compensated by a counteracting effect, arising at the core of the source $`Z`$. As we discuss below, the usual situation is that a dynamical chiral fermion arises, whose anomaly is cancelled by this inflow. In the following section we argue there exist situations where no such dynamical fermion arises, but instead there exists an explict Wess-Zumino interaction on the D$`p`$-brane world-volume.

A familiar situation where the anomaly inflow is cancelled by the appearance of a dynamical chiral fermion degree of freedom is intersecting D-branes, see . For concreteness consider two stacks of D6-branes intersecting over a four-dimensional subspace of their world-volumes, Fig 1a. By a slight generalization of the above argument (see ), the world-volume action of each D6-brane stack is not gauge invariant due to the presence of the other D6-brane stack, which acts as a source. This results in an overall gauge variation

$`\delta S_{D6_1+D6_2}={\displaystyle [Y(F_1,R)Y(F_2,R)]^{(1)}\delta _I}`$ (2.6)
where $`\delta _I`$ is a bump 6-form localized at the four-dimensional intersection, and $`F_1`$, $`F_2`$ are the curvatures of the gauge bundles on the D6-brane stacks. Namely there is an inflow of chiral anomaly from the two sets of D6-branes towars their intersection.

On the other hand, the intersection of D6-branes leads to a chiral four-dimensional fermion, localized at the intersection. Such state can be seen to arise by direct quantization of the sector of open strings stretched between the D6-brane stacks, and therefore transforms in the bi-fundamental representation of the unitary gauge groups on the D6-branes. The triangle anomaly associated to that fermion is

$`[\mathrm{ch}(F_1)\mathrm{ch}(F_2)\widehat{A}(R)]^{(1)}`$ (2.7)
and is localized at the intersection. Hence it precisely cancels the above anomaly inflow (2.6).

For future comparison, it is interesting to consider the inflow mechanism in compact models with intersecting branes. For instance, we consider type IIA theory compactified on a Calabi-Yau threefold $`𝐗_3`$, with stacks of $`N_a`$ D6-branes wrapped on 3-cycles $`𝚷_a`$. Models of this kind with $`𝐗_3=𝐓^\mathrm{𝟔}`$ (or orbifolds/orientifolds thereof) as the internal space have been considered e.g. in , and the following inflow picture was described in .

Localized anomalies due to chiral fermions at the intersections of D6-branes are cancelled by the above inflow mechanism. However, since the D6-brane worldvolume (transverse to the four-dimensional intersections) is compact, global consistency requires that the inflows at different intersections add up to zero (inflows to some intersections are compensated by outflows from other intersections). This constraint, which follows from cancellation of RR tadpoles, implies that the overal anomalies from fermions at intersections cancel in the ordinary four-dimensional sense. In particular, cubic non-abelian triangle anomalies automatically vanish, while $`U(1)`$ \- non-abelian and $`U(1)`$-gravitational mixed anomalies cancel via a Green-Schwarz mechanism .

### 2.2 Chirality from fluxes

In this section we turn to a novel situation where the inflow mechanism plays a key role, but contrary to the previous case does not imply the appearance of dynamical chiral fermion degrees of freedom.

#### 2.2.1 The inflow

The basic observation stems form the fact that certain combinations of NS-NS and RR fluxes couple to RR fields in the same way as D-branes do. In particular, type II theories contain couplings

$`{\displaystyle _{𝐗_{10}}}H_{NS}G_{6p}C_{p+1}`$ (2.8)
with $`G_{6p}`$ the field strength of the RR field $`C_{5p}`$, and $`p`$ even/odd for IIB/IIA theories. Hence, configurations with net flux for $`H_{NS}G_{6p}`$ are sources for the RR field $`C_{p+1}`$. The coupling is normalized such that one unit of flux carries one unit of D$`p`$-brane charge. A familiar example of such coupling is the type IIB interaction $`H_{NS}H_{RR}C_4^+`$, which endows $`H_{NS}H_{RR}`$ with D3-brane charge.

Following the general argument above, combinations of fluxes acting as sources for RR fields may induce anomaly inflows on D-branes present in the background. For concreteness, let us consider a (massive) type IIA configuration with non-trivial value for the 0-form field strength $`\lambda `$, i.e. cosmological constant, and $`H_{NS}`$ flux. Due to the coupling

$`{\displaystyle _{𝐗_{10}}}\lambda H_{NS}C_7`$ (2.9)
the flux acts as a source for the RR field $`C_7`$, namely

$`dG_2=\lambda H_{NS}`$ (2.10)
where $`G_2`$ is the fields stregnth of $`C_1`$, the IIA RR 1-form.

Consider a D6-brane in this background. Among its Chern-Simons couplings, written as in (2.4), its world-volume action contains

$`S_{D6}={\displaystyle _{D6}}G_2[\mathrm{ch}(F)\widehat{A}(R)^{1/2}]^{(0)}`$ (2.11)
Which is not gauge invariant, its gauge variation being given by

$`\delta S_{D6}={\displaystyle _{D6}}𝑑G_2[\mathrm{ch}(F)\widehat{A}(R)^{1/2}]^{(1)}={\displaystyle _{D6}}\lambda H_{NS}[\mathrm{ch}(F)\widehat{A}(R)^{1/2}]^{(1)}`$ (2.12)
Namely, in the presence of suitable flux, there exists an anomaly inflow from the D6-brane volume towards the four-dimensional core of the $`H_{NS}`$ flux background, see fig 1b. In general $`H_{NS}`$ may not be bumpy, so we interpret the density of inflow anomaly at a given four-dimensional slice is the magnitude of $`\lambda H_{NS}`$ at such slice.

It is straightforward to cook other configurations leading to inflows towards two-, four-, six-dimensional subspaces. Given the structure of (2.8) and the world-volume Chern-Simons coupling

$`{\displaystyle _{Dq}}G_{8p}Y^{(0)}(F,R)`$ (2.13)
a D$`q`$-brane in the presence of longitudinal $`H_{NS}G_{6p}`$ flux develops anomaly inflow towards $`(p+q8)`$-dimensional subpaces. Hence for instance, a D7-brane in the presence of longitudinal $`H_{NS}`$, $`H_{RR}`$ 3-form fluxes develops inflow towards 2-dimensional subspaces; a D9-brane in the presence of $`H_{NS}`$ and 1-form field strength fluxes develops inflows towards six-dimensional subspaces.

#### 2.2.2 Absence of dynamical chiral fermions

The question we would like to address is how this anomaly is cancelled, namely what effect takes place at the core of the flux background. Notice that the anomaly inflow is ‘almost’ that necessary to cancel the anomaly of a fermion localized at the core of the $`H_{NS}`$ flux. This is true for the pure gauge anomalies, since the inflow of anomaly equals $`[\mathrm{ch}(F)]^{(1)}`$, a fermion anomaly. However, the pure/mixed gravitational anomaly is not quite right to be cancelled by a dynamical fermion degree of freedom, being $`\widehat{A}^{1/2}`$ instead of $`\widehat{A}`$. This is a first hint suggesting the anomaly will not be cancelled by a dynamical chiral fermion 111Recall that in the case of intersecting D-branes the gravitational anomaly is fully reproduced thanks to the inflow from both D-branes towards the intersection. In the present case, one of the contributions if lacking due to the absence of Chern-Simons couplings in the ‘volume’ of the flux..

A second piece of evidence in this direction is that a dynamical fermion with anomaly cancelling against the inflow should be transforming in the fundamental of the D-brane gauge field, and be a singlet under any other gauge factor. This contrasts with the familiar situation where degrees of freedom associated to D-branes transform in bi-fundamental or adjoint representations. This observation excludes the possibility of obtaining the desired chirality from a fermion arising by from a non-zero index of the Dirac operator of D-brane worldvolume fermions, since these transform in adjoint representations, and so would whatever fermion zero modes they give rise to.

In fact, since fundamental representations arise from open strings with one endpoint on the D-brane, the main problem is where is the other endpoint? Despite the lack of a solvable worldsheet CFT in the presence of RR fluxes, the worldsheet description is valid and reliable, at least for dilute fluxes. Hence an additional endpoint must exist, and it is highly unlikely that it somehow ‘ends’ on, or dissipates into, the flux.

In fact this issue can be studied in more detail by considering a situation where the RR flux admits a geometric description in M-theory. To this purpose, consider one D6-brane along the directions 0123456, in the presence of one unit of longitudinal $`H_{NS}`$ and $`F_2`$ fluxes, along 234 and 56, respectively. In the M-theory lift, the former lifts to a $`G_4`$ flux turned on along the directions 234 and the M-theory circle. To simplify the rest of the lift, consider the directions 56 to parametrize a 2-sphere, pierced by the nonzero $`F_2`$ flux. The 2-sphere lifts to a 3-sphere, with the twist in the Hopf fibration reproducing the $`F_2`$ flux. Moreover, to reproduce the D6-brane charge, the M-theory circle should degenerate at a point in 789. Hence, the geometry is not simply $`𝐌_8\times 𝐒^\mathrm{𝟑}`$, but rather a fibration of squashed $`𝐒^\mathrm{𝟑}`$’s over $`𝐑^\mathrm{𝟑}`$ (parametrized by 789), times $`M_5`$ (along 01234). The squashing is determined by the property that the circle fiber in $`𝐒^\mathrm{𝟑}`$ is fibered over $`𝐑^\mathrm{𝟑}`$ such that it is a (different) Hopf fibration over the angular $`𝐒^\mathrm{𝟐}`$ in $`𝐑^\mathrm{𝟑}`$. Overall the topology is that of a cone over a 5-manifold wich is a circle fibration over $`𝐒^\mathrm{𝟐}\times 𝐒^\mathrm{𝟐}`$ with Chern classes equal to one. At the tip of the cone only one of the $`𝐒^\mathrm{𝟐}`$’s goes to zero volume.

Notice that the geometry is completely smooth (in fact, comparing this topology with  we learn that the geometry is a resolved conifold). Since the lift of the configuration is completely smooth, there is no obvious room to generate a chiral fermion from, say, some wrapped M2-brane state, which is the required kind of object to be charged in under the gauge field. This is our last piece of evidence for the non-existence of dynamical fermions in such situations.

#### 2.2.3 Origin of the anomaly

Our proposal to cancel the chiral anomaly inflow is that the flux induces an explicitly anomalous term in the D-brane worldvolume, of exactly the right form. The key observation is that the D-brane action contains topological couplings to the $`B_{NS}`$ field arising from the Chern-Simons coupling

$`{\displaystyle _{Dq}}𝒢[e^{(FB_{NS})}\widehat{A}(R)^{1/2}]^{(0)}`$ (2.14)
For concreteness let us consider the previous situation of a D6-brane in the presence of a $`\lambda H_{NS}`$ background. The D6-brane contains a coupling

$`{\displaystyle _{D6}}\lambda B_{NS}[\mathrm{ch}(F)\widehat{A}^{1/2}]^{(0)}`$ (2.15)
Notice this term is different from the ones involved in the inflow. Moreover, it is explicitly non gauge invariant, its gauge variation being

$`{\displaystyle _{D6}}\lambda B_{NS}\delta [\mathrm{ch}(F)\widehat{A}^{1/2}]^{(0)}={\displaystyle _{D6}}\lambda H_{NS}[\mathrm{ch}(F)\widehat{A}^{1/2}]^{(1)}`$ (2.16)
which is exactly of the form required to cancel the anomaly generated by the inflow.

Notice that this mechanism avoids the problems mentioned above. In particular the interaction induced by the presence of the flux provides the gauge and gravitational anomalies required to cancel the inflow.

The bottomline is that in the kind of situation we have considered, the inflow is cancelled not by a dynamical degree of freedom, but rather by an explicitly anomalous interaction induced by the flux.

This effect is indeed surprising, in particular in compactified models (see section 3.2 below). In fact it allows the construction of say four-dimensional models with chiral fermions in an anomalous representation of the gauge group. The theory is however consistent due to the existence of an explicit Wess-Zumino interaction in the effective action, which cancels the residual anomaly. The same applies to pure gravitational anomalies in two- and six-dimensional compactifications exploiting this mechanism.

Two comments are in order: First, the string construction ensures that this Wess-Zumino interaction is of microscopic origin, and is not and effective description of a dynamical degree of freedom (i.e. a situation along the lines of . This situation is indeed surprising and to our knowledge not previously discussed in string theory. Second, the triangle anomalies cancelled by this mechanism are both reducible and irreducible, hence the mechanism is in principle not related to a Green-Schwarz anomaly cancellation mechanism (which only applies to reducible anomalies).

## 3 Applications

In this section we turn to two short applications of the effect we have discussed.

### 3.1 Probe analysis of tadpole vs anomaly cancellation

Introduction of an allowed brane probe in a consistent string background should result in a consistent world-volume field theory on the probe. In  it was proposed that tadpole cancellation conditions manifest as anomaly cancellation conditions on suitable brane probes. In this section we illustrate than on consistent backgrounds with fluxes cancellation of anomalies on brane probes may require the above flux-induced Wess-Zumino term in a crucial way.

Consider a prototypical example of compactification with fluxes, for instance F-theory compactified on a Calabi-Yau fourfold $`𝐗_4`$, elliptically fibered over $`𝐁_3`$. The $`C_4^+`$ tadpole $`N_\chi =\chi (𝐗_4)/24`$ in  can be cancelled by a number $`N_{D3}`$ of D3-branes and/or turning on NS-NS and RR 3-form fluxes with $`N_H=_{B_3}H_{NS}H_{RR}`$, with $`N_\chi +N_{D3}+N_H=0`$.

Following  one may test tadpole cancellation by introducing a D7-brane probe (or a stack of $`n`$ such D7-probes) wrapped on the base $`𝐁_3`$, and testing the cancellation of two-dimensional gauge anomalies on the non-compact piece of the D7-probe worldvolume. The curvature of $`B_3`$, and the background type IIB $`(p,q)`$ 7-branes induces a gauge anomaly of $`N_\chi `$ units on the two-dimensional non-compact piece of the D7-brane worldvolume (see below for an explicit example), in conventions where the anomaly of a left-handed Majorana-Weyl fermion in the fundamental of $`U(n)`$ is $`+1`$. In the absence of fluxes, the intersections between $`N_{D3}`$ D3-branes and the D7-probe lead to $`N_{D3}`$ left-handed Majorana-Weyl fermions in the fundamental, so that the total anomaly cancels, since $`N_\chi +N_{D3}=0`$. In the presence of $`N_H`$ units of flux, there are not enough fermions form intersections between the D3-branes and the D7-probe. Happily, the D7-probe effective action also contains an explicit Wess-Zumino term, induced by the presence of the flux, via the coupling

$`{\displaystyle _{D7}}B_{NS}H_{RR}[\mathrm{ch}(F)\widehat{A}(R)^{1/2}]^{(0)}`$ (3.1)
In the effective 2d probe theory this coupling gives rise, to a term $`N_H_{WZ}`$, with $`_{WZ}`$ the Wess-Zumino lagrangian 222By Wess-Zumino lagrangian here we refer to any non-gauge invariant interaction whose gauge variation is the appropriate anomalous term (see e.g. . It is typically defined by picking a one dimension higher manifold $`𝐗_{D+1}`$ with boundary the spacetime of interest, and has the typical form $`𝒮_{WZ}=_{𝐗_{D+1}}Y(0)(F,R)`$. By default we consider Wess-Zumino terms with gauge fields traced in the fundamental representation. This non gauge invariant term cancels the remaining anomaly, and renders the probe worldvolume theory consistent.

An explicit example is given by taking $`𝐗_4`$ to be $`\mathrm{𝐊𝟑}\times \mathrm{𝐊𝟑}`$. Equivalently, type IIB theory compactified on $`\mathrm{𝐊𝟑}\times 𝐏_\mathrm{𝟏}`$ with 24 $`(p,q)`$ 7-branes wrapped on $`\mathrm{𝐊𝟑}`$ and located at points in $`𝐏_\mathrm{𝟏}`$. Since $`\chi (𝐗_\mathrm{𝟒})=24\times 24`$, there exists a $`C_4^+`$ tadpole of $`N_\chi =24`$ which must be cancelled by introducing D3-branes and/or fluxes with $`N_{D3}+N_H=24`$.

Let us recover this condition by analyzing cancellation of gauge anomalies on a D7-brane probe wrapped on $`\mathrm{𝐊𝟑}\times 𝐏^\mathrm{𝟏}`$. The intersections of the D7 probe with the $`(p,q)`$ 7-branes lead each to a chiral 6d fermion propagating on $`\mathrm{𝐊𝟑}`$. Due to the non-zero index of the Dirac operator on $`\mathrm{𝐊𝟑}`$, each such six-dimensional fermion gives a chiral right-handed MW two-dimensional fermion, so that we get a total two-dimensional anomaly of $`24`$ on the D7-brane probe worldvolume. In the absence of flux, this anomaly can only be cancelled by dynamical fermions arising from intersections between D3-branes and the D7-brane probe, hence one requires $`N_{D3}=24`$. In the presence of $`N_H`$ units of flux, we are left with $`24+N_{D3}`$ units of 2d anomaly, but the flux-induced Wess-Zumino term contributes an additional amount of $`N_H`$ units of two-dimensional anomaly, hence consistency of the probe world-volume theory requires $`N_{D3}+N_H=24`$, and reproduces the tadpole condition.

It is straightforward to consider other compactifications where fluxes contribute to tadpole cancellation, and verify the crucial role of the flux-induced WZ terms in the physics of D-brane probes. In fact, the present work originated from the study of the interplay between tadpole cancellation and anomaly cancellation on brane probes in compactifications with fluxes.

### 3.2 Application to model building

Type II compactifications with RR and NS-NS fluxes are a promising class of models whose exploration is still in progress. In this section we illustrate that in models leading to chiral lower-dimension theories, the flux-induced WZ terms play a crucial role in understanding anomaly cancellation from the lower-dimensional viewpoint.

In order to illustrate this point, we consider a particular class of models. For concreteness we center on compactifications of type IIA theory on Calabi-Yau threefold $`𝐗_3`$ with $`N_a`$ D6-branes wrapped on homology 3-cycles $`[\mathrm{\Pi }_a]`$, and NS-NS flux $`H_{NS}`$ turned on with total homology class $`[H_{NS}]`$, and in the presence of a cosmological constant $`\lambda `$. Compactifications of this kind in the absence of fluxes have been considered in . Notice that these compactifications are typically non-supersymmetric, but supersymmetric configurations could be obtained by introducing O6-planes . Study of supersymmetric models lies beyond the scope of the present paper, which centers on more topological aspects.

Extending the analysis in , we now derive the RR tadpole cancellation conditions. The action for the RR 7-form field is

$`S={\displaystyle _{M_4\times X_3}}𝑑C_7𝑑C_7+{\displaystyle \underset{a}{}}N_a{\displaystyle _{M_4\times \mathrm{\Pi }_a}}C_7+{\displaystyle _{M_4\times X_3}}\lambda H_{NS}C_7`$ (3.2)
The equation of motion is

$`dH_2={\displaystyle \underset{a}{}}N_a\delta (\mathrm{\Pi }_a)+\lambda H_{NS}`$ (3.3)
where $`H_2`$ is the field strength of the RR 1-form, and $`\delta (\mathrm{\Pi }_a)`$ is a bump 3-form on $`𝐗_3`$ with support on $`\mathrm{\Pi }_a`$. The equation in homology reads

$`{\displaystyle \underset{a}{}}N_a[\mathrm{\Pi }_a]+\lambda [H_{NS}]=\mathrm{\hspace{0.17em}0}`$ (3.4)
The low energy four-dimensional theory is generically chiral, with chiral fermions arising from D6-brane intersections. The gauge group is $`_aU(N_a)`$, and the chiral fermion content is given by

$`{\displaystyle \underset{a<b}{}}I_{ab}(\text{ }\text{ }\text{ }\text{ }\text{ }_a,\overline{\text{ }\text{ }\text{ }\text{ }\text{ }}_b)`$ (3.5)
where $`I_{ab}=[\mathrm{\Pi }_a][\mathrm{\Pi }_b]`$ is the intersection number, with its sign specifying the fermion chirality.

In the presence of fluxes, the above fermion content is explicitly anomalous. In particular, the $`SU(N_a)^3`$ cubic anomalies are given by $`_bI_{ab}`$ which need not vanish. Happily we are now familiar with the presence of explicit flux-induced four-dimensional Wess-Zumino terms, in this case arising from the coupling $`_{D6}B_{NS}Y^{(0)}`$. In the present case the four-dimensional anomalous interaction has the form

$`S_{WZ}={\displaystyle \underset{a}{}}I_{aH}{\displaystyle _{M_4}}_{WZ,a}`$ (3.6)
where $`I_{aH}=\lambda [\mathrm{\Pi }_a][H_{NS}]`$ and $`_{WZ,a}`$ is the Wess-Zumino lagrangian corresponding to a fermion in the fundamental of $`U(N_a)`$ (including the $`U(1)`$ factor), and singlet under the remaining factors.

The total $`SU(N_a)^3`$ cubic anomaly is therefore $`_bI_{ab}+I_{aH}`$, which cancels by using the tadpole condition (3.4). It is easy to check that mixed $`U(1)`$ \- non-abelian anomalies cancel by a Green-Schwarz mechanism, exactly as in , while mixed gravitational anomalies vanish automatically.

It is easy to find applications of the use of fluxes in compact model building, to avoid the appearance of unwanted gauge groups and matter contents associated to extra D-brane stacks, typically present in all realistic D-brane compactifications. For instance, in the realistic models obtained using intersecting stacks of D6-branes, there exist spectator sets of D6-branes whose presence is only required by tadpole cancellation, but which lead to additional gauge factors and matter content. Substitution of these D6-branes by a $`\lambda H_{NS}`$ flux in the appropriate homology class would improve the models (see last reference in ).

A more interesting application of this idea would be to use the replacement of branes by fluxes to avoid certain chiral, but anomaly-free combinations of fields present in the model. For instance, the Standard Model like construction in  contains three standard quark-lepton generation plus an additional chiral but anomaly-free set of exotic fields. It would be interesting to get rid of these fields by replacing some of the D-branes by suitable fluxes.

## 4 Brane-flux transitions and the fate of chiral fermions

The topological couplings (2.8) show that certain combinations of NS-NS and RR fluxes are endowed with charge under RR fields, mimicking the coupling of a D$`p`$-brane. This fact supports the possibility of transitions between branes and configurations of suitable fluxes, in a way consistent with charge conservation.

Such transitions indeed occur, and are typically non-perturbative, i.e. the configurations have to tunnel through some potential barrier, see  for a nice description of one such effect. Moreover, and even though it has not been exploited in the literature, we would like to emphasize that in some instances a continuous interpolation is also possible. To see that, consider the M-theory lift of a IIA process where an instanton dissolved into a stack of D6-branes turns into a dynamical D2-brane, via a continuous small instanton transition. In the M-theory lift, a multi-Taub-NUT space with a 4-form flux proportional to a harmonic form in Taub-NUT times an instanton emits the flux as a dynamical M2-brane, in a process we may refer to as ‘small fluxon transition’. By performing a 9-11 flip in the above process, it can be described purely in terms of fluxes and branes in string theory 333One may worry that the instanton configuration involves gauge non-abelian degrees of freedom, hence involves non-perturbative states wrapped on collapsing cycles. However, one may discuss the transition involving only abelian instantons, obtained by compactifying additional dimensions in a two two-tori and turning on (abelian) magnetic fields on them..

A similar but non-supersymmetric transition takes place in the 9-11 flipped version of the process where a D4 brane along say 01234 approaches a D6-brane along 0123456 and is dissolved into a vortex-like magnetic flux in the D6-brane worldvolume. In the flipped version, a NS5-brane approaches a Taub-NUT space and is dissolved into a $`G_4`$ flux of the form $`\omega F`$, where $`\omega `$ is the harmonic 2-form in Taub-NUT and $`F`$ denotes the gauge field in the vortex configuration.

Hence brane-flux transitions occur, either by tunneling or in a continuous fashion. Given this, it is natural to expect that in the presence of additional D-branes (probes) they may induce transitions where chiral fermions disappear from the probe world-volume, and explicit flux-induced Wess-Zumino terms arise, in order to maintain the world-volume anomaly cancellation. These processes interpolate between figures 1a and 1b.

It is straightforward to provide explicit example of the above process, by considering transitions in F-theory compactifications on four-folds where some D3-branes are turned into fluxes. Introducing D7-brane probes as in section 3.1 would lead an explicit construction where chiral fermions disappear from the two-dimensional field theory, leaving behing a compensating flux-induced explicit WZ term. One may operate similarly in configurations of the kind studied in section 3.2, or other analogous construction.

It is interesting to compare the situation with other chirality changing phase transitions. Phase transitions in string theory in which the chiral content changes by (dis)appearance of fields in a non-anomalous representation have been studied in . Since the anomaly structure of the theory is unchanged, such transitions do not require any compensating WZ terms. It is amusing that our flux-induced mechanism allows the occurrence of transitions in which the dynamical degrees of freedom with (dis)appear transform in anomalous representations.

## 5 Global gauge anomalies

It is easy to device configurations of branes and fluxes which lead to flux-induced global gauge anomalies on the D-brane world-volume. In this section we discuss one such example. The construction is closely related to the question of describing fluxe sources with RR charge classified by K-theory but not by cohomology.

The construction is based on the observation that global gauge anomalies due to dynamical fermions may arise at intersections of D-branes with D-branes carrying discrete K-theory charge. Consider a system introduced in . We take type I compactified on $`𝐓^\mathrm{𝟐}`$ with non-BPS D7-branes transverse to it. Each of the latter carries a $`𝐙_\mathrm{𝟐}`$ charge in K-theory  444The instability of the D7-brane to decay to a bundle on the background D9-branes  is irrelevant, since it will not be present in the T-dual model of interest studied below.. The discrete charge can be detected by introducing probes, given by a stack of D5-branes wrapped on $`𝐓^\mathrm{𝟐}`$. At the intersection of the D5-branes with each non-BPS D7-brane there arises a four-dimensional Weyl fermion in the fundamental of the $`USp`$ group on the D5-brane, hence generating a global gauge anomaly. Consistency requires the number of D7-branes to be even, corresponding to the cancellation of RR charge in full K-theory .

Let us consider a T-dual version of this construction, namely type IIA on a $`𝐓^\mathrm{𝟓}`$ (with 56789 compactified) with O6--planes along 013456 and D4 \- anti-D4 pairs along 01234 (they may be separated in 789 from the O6-planes). This system again carries a non-trivial K-theory charge, which can be detected by introducing D8-brane probes along 012356789. The D8-brane gauge group is symplectic and each four-dimensional intersection with a D4 (and its image intersection with an anti-D4) leads to a four-dimensinoal Weyl fermion in the fundamental, hence to a $`𝐙_\mathrm{𝟐}`$ global gauge anomaly.

Our last step is to transform some branes into fluxes using ideas in section 4. In fact, considering a D4 - anti-D4 brane well separated from the O6-plane, there is no topological obstruction to transforming the D4-brane into a $`F_2H_{NS}`$ flux, and the anti-D4-brane into its image flux. They carry opposite charge under the RR 5-form $`C_5`$, as they should since it is odd under the orientifold action. However the construction guarantees that the combination of both fluxes carries a non-trivial $`𝐙_\mathrm{𝟐}`$ K-theory charge. Using straightforward arguments about cancellation of K-theory charge in the compact space, or cancellation of global gauge anomalies on the D8-brane four-dimensional non-compact world-volume, one concludes there exists a flux-induced $`𝐙_\mathrm{𝟐}`$ global gauge anomaly on the D8-brane worldvolume. If the number of pairs turned into fluxes is odd, the overall flux-induced global gauge anomaly is cancelled by the dynamical fermions arising from the remaining intersections.

Unfortunately the lack of a simple description of world-volume couplings to the discrete pieces of RR-fields when described in K-theory does not allow for a more explicit description of this effect. Hopefully the formal developments in  may help in addressing this issue. It would also be interesting to find a more general description (or other examples) of fluxes carrying discrete K-theory charge.

## 6 Origin of chirality in string theory

We would like to conclude with a different viewpoint on the relevance of the mechanism we have described in this paper. One of the basic features of Particle Physics is chirality, and hence one very interesting question in String Phenomenology is what String Theory mechanism reproduces four-dimensional chirality. There are several known mechanism to generate four-dimensional chiral fermions out of different string/M theory constructions, some of which have been exploited in building models with semi-realistic gauge and chiral matter spectrum. Among them, we would like to mention:

* a) Compactification of high dimensional gauge interactions with non-zero index of the Dirac operator (that is, with non-trivial holonomy in the compactification space, or non-trivial gauge bundle over it). The prototypical example is heterotic or Horava-Witten compactifications on Calabi-Yau threefolds .
* b) Type II/I D-branes wrapped on manifolds with non-trivial tangent/normal bundle and/or non-trivial gauge bundle. An example is provided by type I compactifications on Calabi-Yau threefolds (e.g. ).
* c) D-branes at singularities, the prototypical example being D3-branes at three-fold orbifold singularities in the transverse space .
* d) D-branes wrapped on intersecting cycles, the chiral fermions arising at such intersections . The prototypical case is compactifications with D6-branes wrapped on 3-cycles in the internal space.
* e) Isolated $`G_2`$ holonomy singularities in M-theory, where chiral fermions arise from M2-branes wrapped on collapsed 2-cycles .
* f) Configurations of NS5-branes and D5-branes, known as brane box and brane diamond models .
* g) D4-branes in the presence of intersections of D6-branes and NS5-branes

These different mechanisms give rise to chirality in D-brane world-volume in a similar way, namely via the appearance of chiral fermions in the spectrum. In fact it is easy to argue that, despite their superficial differences, these mechanism are closely related, in particular they are often related by string dualities 555I am grateful to Tomás Ortín for raising this question., hence should have a unified description in whatever microscopic theory underlies string theory 666In a sketchy way, models in a) and b) are often related by heterotic/type I duality; models in c) are often mapped to b) by T-duality; models in d) are related to b) and c) by mirror symmetry; the M-theory lift of models in d) belong to class e); models in f), g) are T-dual to D-branes in certain orbifold and orientifold singularities  in c).. This underlying equivalence, previously unnoticed in the literature, has a very satisfactory implication. Namely that the question of what is the ‘right’ mechanism in string theory to reproduce the chirality of Particle Physics turns into the question of what of the above is the most efficient description of the unique underlying mechanism (say, for the value at which the moduli happen to stabilize). This is reminiscent of the argument by which duality turns the problem of selecting a string theory as the ‘right’ one into a problem of moduli stabilization in a particular perturbative limit.

In this respect, the flux-induced anomaly mechanism we have described in the present paper provides a qualitatively different source of chirality in string theory. The fact that it is qualitatively different is clear in that it does not imply a dynamical fermion degree of freedom in the spectrum, hence no duality can relate it to the above mechanisms. In fact, it would be interesting to apply duality relations to our D-brane configurations to discover dual realizations of the mechanism. Interestingly, we have seen that even though there is no equivalence to the above mechanisms, the flux-induced anomaly is connected to them by brane/flux transitions, as discussed in Section 4. This is reminiscent of the way different compactifications of a string theory are connected by topology-changing transitions. Hence, in a sense it turns the problem of what is the origin of chirality into a choice out of two topologically different mechanisms, which are neverthelss related by physical transition.

Acknowledgements

I thank L. E. Ibáñez for useful discussions and the ITP, Santa Barbara, for hospitality during completion of this work. I also thank M. González for kind support and encouragement. This work is supported by the Ministerio de Ciencia y Tecnología (Spain) through a Ramón y Cajal contract. This research was also supported in part by the National Science Foundation under Grant No. PHY99-07949.


text:
# Exact solutions of epidemic models on networks

(January 23, 2002)

## Abstract

The study of social networks, and in particular the spread of disease on networks, has attracted considerable recent attention in the physics community. In this paper, we show that a large class of standard epidemiological models, the so-called susceptible/infective/removed models, and many of their generalizations, can be solved exactly on a wide variety of networks. Solutions are possible for cases with heterogeneous or correlated probabilities of transmission, cases incorporating vaccination, and cases in which the network has complex structure of various kinds. We confirm the correctness of our solutions by comparison with computer simulations of epidemics propagating on the corresponding networks.

Networks of various kinds have been the subject of much recent research within the physics community Strogatz01 ; AB01 . Social networks WS98 ; ASBS00 ; Liljeros01 , technological networks AJB99 ; FFF99 , and biological networks Jeong00 ; FW00  have all been examined and modeled in some detail. Most work has focussed on structural properties of the networks in question—patterns of connection between people, computers, species, and so forth. Structure, however, while important, is in most cases only a prerequisite to answering the question of real interest: what is the behavior of networked systems? One area in which some progress has been made towards answering this question is the study of the spread of disease. Recent simulation studies and approximate analytical treatments suggest that network structure can play a crucial role in defining the nature of a disease epidemic MN00a ; KA01 ; PV01a .

In this paper, we show that the most fundamental standard model of disease propagation, the SIR model, and a large set of its generalized forms, are exactly solvable on a broad class of networks, including networks with social or community structure of various kinds (e.g., networks in which people are distinguished by different roles that they play). Our solutions provide exact criteria for deciding when an epidemic will occur, how many people will be affected, and how the network structure or the transmission properties of the disease could be modified in order to prevent the epidemic.

The SIR model Bailey75  is a model of disease propagation in which a population is divided into three classes: susceptible (S), meaning they are free of the disease but can catch it, infective (I), meaning they have the disease and can pass it on to others, and removed (R), meaning they have recovered from the disease or died, and can not longer pass the disease on. There is a fixed probability per unit time that an infective individual will pass the disease to a susceptible individual with whom they have contact, rendering that individual infective. Individuals who contract the disease remain infective for a certain time period before recovering (or dying) and thereby losing their infectivity.

To turn this process into a complete model of disease spread we also need to know the pattern of contacts between individuals. In the standard treatments, and indeed in most of mathematical epidemiology, researchers use the so-called “fully mixed” approximation, in which it is assumed that every individual has equal chance of contact with every other. This is an unrealistic assumption, but it has proven popular because it allows one to write differential equations for the time evolution of the disease that can be solved or numerically integrated to determine the course of an epidemic. More realistic versions of the model have also been studied in which populations are divided into groups according to age or other characteristics. The models are still fully mixed within each group however. In the real world, the pattern of contacts between individuals is far from fully mixed, forming a social network with well-defined structure. Here, therefore, we abandon the fully mixed approximation and turn our attention instead to models in which the social network is explicitly represented.

In this paper we also abandon two other unrealistic assumptions of the usual SIR model, the assumptions that all contacts between individuals represent equal probability of disease transmission, and that all individuals who catch the disease remain infective for the same amount of time. We will allow the probability per unit time $`r_{ij}`$ of transmission from an infective individual $`i`$ to a susceptible individual $`j`$ to be drawn from any arbitrary distribution $`P(r)`$. We will also allow the time $`\tau `$ for which individuals remain infective to be drawn from any arbitrary distribution $`P(\tau )`$. These generalizations increase the range (and realism) of models to which our solutions are applicable.

Consider then a network of initially susceptible individuals represented by the vertices of a graph. The edges of the graph represent connections between individuals by which disease can be transmitted. These connections might represent, for example, periodic physical proximity—two people working in the same building perhaps, or living in the same house.

The crucial observation that makes our solutions possible is that SIR epidemic processes are equivalent to (generalized) bond percolation processes on the corresponding network of individuals and contacts. This correspondence appears first to have been pointed out by Grassberger for the case of the simple SIR model with fixed probabilities of infection and times of infectiveness Grassberger83 . More recently, it has been observed numerically that the correspondence extends also to the case of variable probabilities and times WSS01 . In fact, it is straightforward to show that the above generalized SIR process on a network corresponds to bond percolation on the same network with uniform bond occupation probability

$$T=1_0^{\mathrm{}}drd\tau P(r)P(\tau )\mathrm{e}^{r\tau }.$$
(1)
The quantity $`T`$, which we call the transmissibility of the disease, lies in the range $`0T1`$ and represents the average total probability that a susceptible individual will catch the disease from an infective contact. Our solutions for SIR models are derived by combining this mapping to percolation with a generating function technique similar to that introduced by Moore and Newman MN00b .

One of the most important results to come out of recent work on networks is the finding that the degree distributions of many networks are highly right-skewed. (Recall that the “degree” of a vertex is the number of other vertices to which it is connected.) In other words, most vertices have only a low degree, but there are a small number whose degree is very high AJB99 ; ASBS00 ; AB01 . It is known that the presence of these highly connected vertices can have a disproportionate effect on certain properties of the network. Recent work suggests that the same may be true for disease propagation on networks PV01a ; LM01 , and so it will be important that we incorporate non-trivial degree distributions in our models. As a first illustration of our method therefore, we look at a simple class of unipartite graphs studied previously by a number of authors BC78 ; MR95 ; NSW01 , in which the degree distribution is specified, but the graph is in other respects random.

Suppose that the probability of a randomly chosen vertex in our graph having degree $`k`$ is $`p_k`$. We define two generating functions NSW01

$$G_0(x)=\underset{k=0}{\overset{\mathrm{}}{}}p_kx^k,G_1(x)=\frac{1}{z}\underset{k=0}{\overset{\mathrm{}}{}}kp_kx^{k1},$$
(2)
where $`z=G_0^{}(1)`$ is the mean vertex degree in the network. These two functions generate respectively the probability distributions of the degrees of randomly chosen vertices, and vertices at the ends of randomly chosen edges. Not all edges leading from a vertex will be occupied however (i.e., result in transmission of the disease). The distribution of the number $`m`$ of occupied edges around a randomly chosen vertex is generated by

$`G_0(x;T)`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k=m}{\overset{\mathrm{}}{}}}p_k\left({\displaystyle \genfrac{}{}{0pt}{}{k}{m}}\right)T^m(1T)^{km}x^m`$ (3)
$`=`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}p_k{\displaystyle \underset{m=0}{\overset{k}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{m}}\right)(xT)^m(1T)^{km}={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}p_k(1T+xT)^k`$
$`=`$ $`G_0(1+(x1)T).`$
And similarly the number around the vertex at the end of a randomly chosen edge is generated by $`G_1(x;T)=G_1(1+(x1)T)`$. Now the generating function $`H_1(x;T)`$ for the total number of people infected as a result of a single transmission along an edge in the network must satisfy a self-consistency condition of the form MN00b ; NSW01

$$H_1(x;T)=xG_1(H_1(x;T);T).$$
(4)
And the distribution of the number of people affected by an outbreak starting with a single disease carrier is generated by

$$H_0(x;T)=xG_0(H_1(x;T);T).$$
(5)
The average size $`s`$ of a disease outbreak is then given by the derivative of $`H_0`$ with respect to $`x`$:

$`s`$ $`=`$ $`H_0^{}(1;T)=1+G_0^{}(1;T)H_1^{}(1;T)`$ (6)
$`=`$ $`1+{\displaystyle \frac{G_0^{}(1;T)}{1G_1^{}(1;T)}}=1+{\displaystyle \frac{TG_0^{}(1)}{1TG_1^{}(1)}},`$
where we have made use of Eq. (4) and the fact that all generating functions are 1 at $`x=1`$ if the distributions that they generate are properly normalized. Eq. (6) diverges when $`T`$ is equal to the critical value $`T_c=1/G_1^{}(1)`$, and this point marks the onset of epidemic behavior. For transmissibilities below this epidemic threshold, $`T<T_c`$, all outbreaks are finite in size, no matter how large the network, and the probability of any given individual being affected by an outbreak is zero in the limit of large graph size. For $`T>T_c`$ there is always a finite chance of infection. The fraction of the population that is infected in an epidemic outbreak can be derived by observing that above $`T_c`$, Eq. (5) generates the size distribution of outbreaks *excluding* epidemics NSW01 , and hence the size $`S`$ of the epidemic is given by the solution of

$$S=1G_0(u;T),u=G_1(u;T).$$
(7)
Unfortunately, it is not usually possible to find a closed form solution to this last equation, but it can be solved numerically by iteration from a suitable starting value of $`u`$.

Note that it is not the case, even above $`T_c`$, that all outbreaks give rise to epidemics of the disease. There are still finite outbreaks even in the epidemic regime, and the probability of an outbreak becoming an epidemic at a given $`T`$ is equal to $`S`$. While this appears very natural, it stands nonetheless in contrast to the standard fully mixed models, for which all outbreaks give rise to epidemics above the epidemic transition point.

As an example of this first simple epidemic model, consider SIR disease outbreaks taking place on networks having a degree distribution with the truncated power-law form

$$p_k=\{\begin{array}{cc}0\hfill & \text{for }k=0\hfill \\ Ck^\alpha \mathrm{e}^{k/\kappa }\hfill & \text{for }k1\text{.}\hfill \end{array}$$
(8)
where $`\alpha `$ and $`\kappa `$ are constants, and $`C`$ is set by the requirement that the distribution be normalized. This distribution is seen in a number of networks in the real world ASBS00 ; Newman01a , and includes both pure power-law and pure exponential distributions as special cases.

Substituting Eq. (8) into Eq. (2), we then find that our disease has an epidemic transition at

$$T_c=\frac{\underset{\alpha 1}{Li}(\mathrm{e}^{1/\kappa })}{Li_{\alpha 2}(\mathrm{e}^{1/\kappa })Li_{\alpha 1}(\mathrm{e}^{1/\kappa })},$$
(9)
where $`Li_n(x)`$ is the $`n`$th polylogarithm of $`x`$. Below this transition no epidemics are possible, only small outbreaks having average size

$$s=1+\frac{T[\underset{\alpha 1}{Li}(\mathrm{e}^{1/\kappa })]^2}{Li_\alpha (\mathrm{e}^{1/\kappa })[(T+1)Li_{\alpha 1}(\mathrm{e}^{1/\kappa })TLi_{\alpha 2}(\mathrm{e}^{1/\kappa })]},$$
(10)
while above it, epidemics occur with size and probability $`S`$, whose value we can extract by numerical iteration of Eq. (7).

In Fig. 1 we compare the predictions of this solution against explicit simulations of epidemics spreading on networks with heterogeneous transmission rates $`r`$ and infectiveness times $`\tau `$. As the figure shows, agreement between analytic and numerical results is good.

To emphasize the difference between our results and those for the equivalent fully mixed model, we compare the position of the epidemic threshold in the two cases. In the case $`\alpha =2`$, $`\kappa =10`$ (the middle curve in each frame of Fig. 1), our analytic solution predicts that the epidemic threshold occurs at $`T_c=0.329`$. The simulations agree well with this prediction, giving $`T_c=0.32(2)`$. By contrast, a fully mixed SIR model in which each infective individual transmits the disease to the same average number of others as in our network, gives a very different prediction of $`T_c=0.558`$.

Although the model above is already more realistic than the standard epidemic models in a number of ways (network structure, heterogeneous transmission, heterogeneous infectiveness times), there are many ways it can be further improved. For instance, with real diseases the transmission rates $`r`$ or the infectiveness times $`\tau `$ may not be iid random variables as we have assumed; they may be correlated. As an example of how this can be incorporated into the model, consider the case where the distribution of transmission rates $`r`$ depends on the degree $`k`$ of the vertex representing the infective individual. (One could imagine for example that people who have many contacts tend also to have more fleeting contacts, so that $`r`$ would go down on average with increasing $`k`$.) Then the transmissibility also becomes a function of $`k`$ according to $`T_k=1drd\tau P_k(r)P(\tau )\mathrm{e}^{r\tau }`$ and the generating functions become a function of the complete set $`\{T_k\}`$. Alternatively, the distribution of $`r`$ might depend on the degree of the individual *being infected,* which gives us a similar set $`\{U_k\}`$ of transmissibilities. Or $`r`$ might depend on both degrees. The correct generalization of the generating functions is:

$`G_0(x;\{T_k\},\{U_k\})`$ $`=`$ $`{\displaystyle \underset{k}{}}p_k(1+(x1)T_k)^k,`$ (11)
$`G_1(x;\{T_k\},\{U_k\})`$ $`=`$ $`{\displaystyle \frac{1}{z}}{\displaystyle \underset{k}{}}kp_k[1+((1+(x1)T_k)^{k1}1)U_k].`$ (12)
The cases in which transmission depends only on one degree or the other can be derived from these expressions by setting either $`T_k=1`$ or $`U_k=1`$ for all $`k`$. Once we have the generating functions, then the calculation proceeds as before, with mean outbreak size below the epidemic transition being given by Eq. (6) and epidemic size above it by Eq. (7). The epidemic transition occurs as before at $`G_1^{}(1;\{T_k\},\{U_k\})=1`$.

Another area of current interest is models incorporating vaccination of individuals MN00a ; PV01c . We show elsewhere CNSW00 ; Newman02b  that models with vaccination can also be solved exactly, both in the case of uniform independent vaccination probability (i.e., random vaccination of a population) and in the case of vaccination which is correlated with properties of individuals such as their degree (so that vaccination can be directed at the so-called core group of the disease-carrying network—those with the highest degrees).

The other main way in which we can make our models more realistic, while still retaining exact solvability, is to incorporate more realistic social structure into our networks. As an example, consider the network by which a sexually transmitted disease is communicated, which is also the network of sexual partnerships between individuals. In a recent study of 2810 respondents Liljeros et al. Liljeros01  recorded the numbers of sexual partners of men and women over the course of a year. From their data it appears that the distributions of these numbers are power-law in form $`p_kk^\alpha `$ for both men and women with exponents $`\alpha `$ that fall in the range $`3.1`$ to $`3.3`$. If we assume that the disease of interest is transmitted primarily by contacts between men and women (true only for some diseases), then to a good approximation the network of contacts is bipartite NSW01 . We define two pairs of generating functions for males and females:

$`F_0(x)`$ $`=`$ $`{\displaystyle \underset{j}{}}p_jx^j,F_1(x)={\displaystyle \frac{1}{\mu }}{\displaystyle \underset{j}{}}jp_jx^{j1},`$ (13)
$`G_0(x)`$ $`=`$ $`{\displaystyle \underset{k}{}}q_kx^k,G_1(x)={\displaystyle \frac{1}{\nu }}{\displaystyle \underset{k}{}}kq_kx^{k1},`$ (14)
where $`p_j`$ and $`q_k`$ are the two degree distributions and $`\mu `$ and $`\nu `$ are their means. We can then develop expressions similar to Eqs. (6) and (7) for an epidemic on this new network. For instance, the epidemic transition takes place at the point where $`T_{mf}T_{fm}=1/[F_1^{}(1)G_1^{}(1)]`$ where $`T_{mf}`$ and $`T_{fm}`$ are the transmissibilities for male-to-female and female-to-male infection respectively.

One important result that follows immediately is that if the degree distributions are truly power-law in form, then there exists an epidemic transition only for a small range of values of the exponent $`\alpha `$ of the power law. Let us assume, as appears to be the case, that the exponents are roughly equal for men and women: $`\alpha _m=\alpha _f=\alpha `$. Then if $`\alpha 3`$, we find that $`T_{mf}T_{fm}=0`$, which is only possible if at least one of the transmissibilities $`T_{mf}`$ and $`T_{fm}`$ is zero. As long as both are positive, we will always be in the epidemic regime, and this would clearly be bad news. No amount of precautionary measures to reduce the probability of transmission would ever eradicate the disease. (Similar results have been seen in other types of models also PV01a ; LM01 .) Conversely, if $`\alpha >\alpha _c`$, where $`\alpha _c=3.4788\mathrm{}`$ is the solution of $`\zeta (\alpha 2)=2\zeta (\alpha 1)`$, we find that $`T_{mf}T_{fm}=1`$, which is only possible if both $`T_{mf}`$ and $`T_{fm}`$ are 1. When either is less than 1 no epidemic will ever occur, which would be good news. Only in the small intermediate region $`3<\alpha <3.4788\mathrm{}`$ does the model possess an epidemic transition. Interestingly, the real-world network measured by Liljeros et al. Liljeros01  appears to fall precisely in this region, with $`\alpha 3.2`$. If true, this would be both good and bad news. On the bad side, it means that epidemics can occur. But on the good side, it means that that it is in theory possible to prevent an epidemic by reducing the probability of transmission, which is precisely what most health education campaigns attempt to do. The predicted critical value of the transmissibility is $`\zeta (\alpha 1)/[\zeta (\alpha 2)\zeta (\alpha 1)]`$, which gives $`T_c=0.363\mathrm{}`$ for $`\alpha =3.2`$. Epidemic behavior would cease were it possible to arrange that $`T_{mf}T_{fm}<T_c^2`$.

Some caveats are in order here. The error bars on the values of the exponent $`\alpha `$ are quite large (about $`\pm 0.3`$ Liljeros01 ). Thus, assuming that the conclusion of a power-law degree distribution is correct in the first place, it is still possible that $`\alpha <3`$, putting us in the regime where there is always epidemic behavior regardless of the value of the transmissibility. On the other hand, it may also be that the distribution is not a perfect power law. Although the measured distributions do appear to have power-law tails, it seems likely that these tails are cut off at some point. If this is the case, then there will always be an epidemic transition at finite $`T`$, regardless of the value of $`\alpha `$. Furthermore, if it were possible to reduce the number of partners that the most active members of the network have, so that the cutoff moves lower, then the epidemic threshold rises, making it easier to eradicate the disease. Interestingly, the fraction of individuals in the network whose degree need change in order to make a significant difference is quite small. At $`\alpha =3`$, for instance, a change of cutoff from $`\kappa =\mathrm{}`$ to $`\kappa =100`$ affects only 1.3% of the population, but increases the epidemic threshold from $`T_c=0`$ to $`T_c=0.52`$. In other words, targeting preventative efforts at changing the behavior of the most active members of the network may be a much more promising way of preventing the spread of disease than targeting everyone. (This suggestion is certainly not new, but our models provide a quantitative basis for assessing its efficacy.)

Another application of the techniques presented here is described in Ref. AN01, . In that paper we model in detail the spread of walking pneumonia (Mycoplasma pneumoniae) in a closed setting (a hospital) for which network data are available from observation of an actual outbreak. In this example, our exact solutions agree well both with simulations and with data from the outbreak studied. Furthermore, examination of the analytic solution allows us to make specific suggestions about possible new control strategies for M. pneumoniae infections in settings of this type.

Applications of the techniques described here are also possible for networks specific to many other settings, and hold promise for the better understanding of the role that the structure of contact networks plays in the spread of disease.

The author thanks Lauren Ancel, László Barabási, Duncan Callaway, Michelle Girvan, and Catherine Macken for useful comments. This work was supported in part by the National Science Foundation under grant number DMS–0109086.


text:
# Spins in the Vortices of a High Temperature Superconductor

## Abstract

Neutron scattering is used to characterise the magnetism of the vortices for the optimally doped high-temperature superconductor La2-xSrxCuO4 ($`x=0.163`$) in an applied magnetic field. As temperature is reduced, low frequency spin fluctuations first disappear with the loss of vortex mobility, but then reappear. We find that the vortex state can be regarded as an inhomogeneous mixture of a superconducting spin fluid and a material containing a nearly ordered antiferromagnet. These experiments show that as for many other properties of cuprate superconductors, the important underlying microscopic forces are magnetic.

Many of the practical applications of type-II superconductors, rely on their ability to carry electrical currents without dissipation even in magnetic fields greater than the Meissner field, below which the superconductor excludes magnetic flux entirely. At such high magnetic fields, superconductors are in a mixed state or ’vortex lattice’, comprising an array of cylindrical inclusions (vortices) of normal material in a superconducting matrix. Vortex lattices have two magnetic aspects. The first is that there are magnetic field gradients due to the inhomogeneous flux penetration - each vortex allows a magnetic flux quantum to penetrate and the magnetic field decays from the vortex center into the superconductor over a distance of order the London length $`\lambda `$ (*1*). $`\lambda `$ is the depth beyond which the superconductor excludes small fields, and is typically between 100 and 1000 nm. The second is that the electron spins in the non-superconducting cores should no longer be paired coherently (as they are in the superconducting state). The length scale for this microscopic magnetic effect is the radius $`\xi `$ of the Cooper pairs which underlie the phenomenon of superconductivity. $`\xi `$ generally ranges from 100 nm - common for conventional, low transition temperature ($`T_c`$) superconductors - down to nearly a nm, which is found for the high-$`T_c`$ copper oxides. Most magnetic measurements of the flux lattice state, including images from neutron diffraction and microscopy of magnetic nanoparticles deposited on samples threaded by vortices, are sensitive primarily to the mesoscopic field gradients characterized by $`\lambda `$ (*2-5*). Much less is known about the microscopic magnetism of the vortices. The associated spin correlations and dynamics are important because they mirror the internal structure of the vortices and in superconductors with strong magnetic interactions, are likely to dominate vortex state energetics and thermodynamics. Thus motivated, we have performed an experiment which images the spin correlations in the vortex state of the simplest high-temperature superconductor, La2-xSrxCuO4 . The key finding is that the vortex state for our optimally doped sample ($`x=0.163`$, superconducting transition temperature $`T_c=38.5`$ K) has much stronger tendencies towards magnetic order than either the normal or superconducting states.

We used inelastic neutron scattering to measure $`\chi ^{\prime \prime }`$ (the Fourier transform of the two-spin correlations divided by the Bose factor) as a function of momentum and energy. The superconducting CuO2 planes of our sample were placed in the horizontal scattering plane of a neutron scattering spectrometer, and the magnetic field $`H`$ was applied perpendicular to these planes in the vertical directionThe single crystal samples were described previously (*6*), and 11 of them (with a total weight of 25 grams) were mutually aligned to within $`\pm 0.6`$ and $`\pm 3.9`$ degrees in directions parallel and perpendicular to the CuO2 basal planes respectively. The resulting sample was placed on the cold finger of a variable temperature insert in a split coil superconducting magnet, which in turn was installed on the sample table of the RITA (TAS6) cold neutron spectrometer at DR3, Risø National Laboratory (*7,8*).. A sliver of one crystal was used for magnetotransport measurements, and these were combined with earlier data for $`x=0.17`$ (*9*) to establish the $`HT`$ phase diagram (Fig. 1A). The electrical resistance vanishes below an irreversibility line (*10*) which is a very rapid function of applied field, so that even for fields well below the upper critical field $`H_{c2}`$ (defined here as the field at which non-zero resistivity is first detected), the vortex lattice required for macroscopic superconducting phase coherence and perfect conductivity does not occur until $`T`$ is well below $`T_c(H=0)=38.5`$ K, the zero field transition temperature.

La1.837Sr0.163CuO4 is characterised by spin fluctuations occuring at a quartet of $`x`$-dependent characteristic wavevectors given by $`𝑸_\delta =(\frac{1}{2}(1\pm \delta ),\frac{1}{2})`$ and $`(\frac{1}{2},\frac{1}{2}(1\pm \delta ))`$ with $`\delta =0.254`$ (*11,12*) (Fig. 1B). Superconductivity has several effects on the magnetic fluctuations, the most pronounced of which is that an energy gap, $`\mathrm{\Delta }`$, appears in the spectrum (*6,13*) (Fig. 2A). On cooling from $`T_c`$=38.5 K to 5.5 K in zero field, the normal state continuum is eliminated below $`\mathrm{\Delta }`$=6.7 meV. Application of a 7.5 T field fills the gap at base temperature with a spectrum whose amplitude is little different from that seen in the same energy range in zero field at $`T_c`$. This result means that the vortex state for a field far below the upper critical field $`H_{c2}62`$ T (*9*), where the vortex cores presumably occupy a small volume fraction of the material ($`H/H_{c2}`$=12%), displays low-frequency magnetic fluctuations of roughly the same strength as the ungapped normal state. The difference plot (Fig. 2B) shows that the field-induced signal peaks at $`4.3\pm 0.5`$ meV, and dwindles to zero as $`E`$ approaches either 0 or $`\mathrm{\Delta }`$. This characteristic energy is approximately half that of the normal state indicating that the fluctuations in the field are two times slower and have a greater tendancy towards antiferromagnetic order.

To understand the spatial nature of the field-induced sub-gap fluctuations, we have performed scans for fixed energy transfer as a function of wavevector along the solid black trajectory shown Fig. 1B. At low temperatures and energies below the gap ($`T=6.6`$ K, $`E`$=2.5 meV) sharp peaks are observed in a field of $`H`$=7.5 T (Fig. 3A) at the same wavevectors where the normal state response is maximal (Fig. 3B). We also investigated the magnetic correlations just above the spin-gap at 7.5 meV and find that the field has no discernable effect on the magnetic correlations at this energy (Fig. 3C and D).

Closer examination of Figs 3A-D yields a wealth of quantitative information about the microscopic magnetism of the vortex state. First, the preferred periodicity, derived from the peak positions $`𝑸_\delta `$ of the magnetization density, is $`1/\delta =(3.93\pm 0.09)a_0`$, where $`a_0=3.777`$ $`\AA `$ is the Cu2+-Cu2+ separation. This value is indistinguishable from the periodicity found for the normal state. Second, the scattering profile is slightly different from that measured at 38.5 K for $`H=0`$, in that the peaks seem sharper in the vortex state even though the scattering between the peaks has the same amplitude when scaled to the peaks. Indeed the peaks are as sharp as the instrumental resolution permits, implying that the principal (period $`1/\delta `$) magnetization oscillations in the vortex state are coherent over distances $`l_v>20a_0`$, to be compared to distances $`l_n=(6.32\pm 0.22)a_0`$ for the normal state (*6*). For comparison, the lattice constant for a well-formed (Abrikosov) vortex state is $`a_V=(2\mathrm{\Phi }_0/\sqrt{3}H)^{\frac{1}{2}}`$ where the magnetic flux quantum $`\mathrm{\Phi }_0=2067`$ T(nm)2. At 7.5 T, $`a_V=47.2a_o`$, a number much larger than $`1/\delta `$, but potentially similar to $`l_v`$.

We have also measured the temperature dependence of the field-induced response. Fig. 4 shows electrical resistivity as well as neutron data, collected with wavevector and energy fixed at $`𝑸_\delta `$ and 2.5 meV respectively. At $`H=0`$, the neutron signal undergoes a sharp drop starting at $`T_c`$ (Fig. 4C), (which is where the transition to zero resistance also occurs (Fig. 4A)) and it dwindles into the background below 15 K. A field of $`H=7.5`$ T has a large effect on the temperature evolutions of both the resistivity and neutron intensity. The resistivity descends steadily as temperature decreases between $`T_c`$ and 30 K (Fig. 4A), and does not have its final inflection point, as measured by $`d\rho _{ab}/dT`$ (Fig. 4B) until 25K, which is also where irreversibility sets in. This inflection point has been found (*14*) to coincide with the drop in the magnetization associated with the freezing transition of vortices - above the freezing point, the imposed current loses energy via vortex motion, while below, the vortices are pinned and the current is dissipationless. The corresponding magnetic neutron scattering signal (Fig 4C), which is slightly suppressed at $`T>T_c`$, remains close to its normal state value for $`T_c>T>25`$ K, and undergoes a sharp decline below 25 K. Thus, our spin signal, a microscopic probe of vortices, tracks a macroscopic measure - namely the electrical resistance - of vortex freezing, which in layered materials such as the cuprates can occur well below $`T_c`$ even for $`HH_{c2}`$, the upper critical field (*15*).

How can our microscopic results be connected to the bulk data? In the vortex fluid state for $`T>25`$ K, all Cu2+ sites are visited occasionally by vortices and then depart. While at the sites, they establish a decaying (in time) magnetization density wave, the quantity which our experiment is sensitive to. Thus all Cu2+ sites would have some memory of visits by vortices. When the inverse residence time $`\tau ^1`$ of a vortex at any site approaches the frequency of the measured spin fluctuations the fraction of sites with such memory will begin to significantly exceed the fraction $`H/H_{c2}`$ of sites covered by vortices at a given instant. The resistivity data in Fig. 4A yield the crude estimate 2.5 meV for $`\mathrm{}\tau ^1`$ at 30 K (*16*), which happens to coincide with $`\mathrm{}\omega `$ in Fig. 4C. As $`T`$ is cooled below 25 K, the vortices become pinned via a combination of their mutual interactions and intrinsic disorder, so that they are always present at certain sites and never present at others. The outcome is then that subgap magnetization fluctuations occur only near the relatively small fraction of sites where vortices are pinned, with the result that the magnetic response is correspondingly reduced.

Although observing vortex freezing via the electron spin correlations is unprecedented, an even more fascinating phenomenon occurs below 10 K. Here, the decline of the signal below the freezing transition is reversed, resulting in a susceptibility approximately equal to the normal state $`\chi ^{\prime \prime }`$. Macroscopic measurements (*9*) do not indicate any changes in the vortex order or dynamics. Therefore, while they can plausibly account for the abruptly falling signal near 25 K, such changes cannot be responsible for the rising signal below 10 K. We conclude that the low-$`T`$ increase can only follow from changes in the magnetism of the frozen vortex matter, and speculate that its most likely cause cannot be the relatively large magnetic interactions we suspect exsist within individual vortices, but rather the weaker interactions between spins in different vortices that become relevant only at low-$`T`$.

Our data show that a modest field induces extraordinary subgap excitations in the optimally doped high-$`T_c`$ superconductor La1.837Sr0.163CuO4 . There are several possible origins for such excitations. The first are the quasiparticles inhabiting the vortex cores, which in conventional superconductors are simply metallic tubes with finite-size quantization of electron orbits perpendicular to the tube axes (*17,18*). The second, felt to be responsible for the $`\sqrt{H}`$ low-$`T`$ specific heat in $`d`$-wave superconductors, is due to the nodal quasiparticles whose energies are Doppler-shifted by the supercurrents around the vortices (*19*). The third is that the cores are small antiferromagnets, but that because of finite size quantization, and the weak magnetic interactions between planes as well as between vortices within the same planes, the antiferromagnetic correlations are dynamic and so are characterized by finite oscillation frequencies and relaxation rates. The first are excluded because the signal which we measure is comparable to that found in the normal state, giving a superconducting to normal state signal ratio which is much larger than the volume fraction $`H/H_{c2}`$ occupied by vortices in such models. The second has an analogous difficulty with the low-$`T`$ specific heat $`C`$, which does appear to follow the $`d`$-wave prescription for our samples (*20*), in that the ratio of the low temperature (for 7.5 T) and paramagnetic phase Sommerfeld constants $`C/T`$ is 15 %, and is therefore much less than the 100 % ratio of field-induced low-$`T`$ to zero-field paramagnetic signals measured with the neutrons. This leaves us with the third option, where we imagine the vortex state as an inhomogeneous mixture not only of paramagnetic and superconducting regions, but as a magnetically inhomogeneous mixture as well. The superconducting regions have a well-defined spin gap, while the paramagnetic regions contain fluctuations towards long period magnetic order. This picture accounts better for the observed subgap spectral weight than the other two scenarios. Specifically, we estimate that the net subgap weight, (placed in absolute units using normalization to phonon scattering (*21*)) integrated over energy and reciprocal space, corresponds to $`0.05\mu _B^2`$/Cu2+, which is remarkably close to $`H/H_{c2}\mu _{2D,S=\frac{1}{2}}^2=0.044\mu _B^2`$, the product of the volume fraction occupied by the vortices and the square of the ordered moment $`\mu _{2D,S=\frac{1}{2}}=0.6\mu _B`$ found in insulating two-dimensional $`S`$=1/2 Heisenberg antiferromagnets (*22*). In other words, the ordered moment which for the model insulator appears as an elastic Bragg peak, becomes a fluctuating moment manifested in the inelastic subgap peak for the vortex state of the superconductor.

While the simple picture of inclusions of finite-size vortices with large spin density wave susceptibilities accounts for many of our observations, the material in a field cannot be simply visualized as a superconductor perforated by an array of independent, nearly antiferromagnetic cylinders with diameter given by the pair coherence length. First, the spin density period is of order the pair coherence length $`\xi `$, and the magnetic correlation length is substantially longer than $`\xi `$. Second, the magnetic field also induces broad scattering between the incommensurate peaks, with a characteristic length scale of order $`a_0\xi `$. Third, as described above, the low-$`T`$ rise in $`\chi ^{\prime \prime }`$ is difficult to explain without invoking weak interactions between the spins in ’separate’ vortices. The observations together show that the spins in the vortices are correlated over a variety of length scales from the atomic to the mesoscopic. The most natural explanation is that the vortices themselves are highly anisotropic objects, or at the very least, have a highly anisotropic effect on the spin correlations in the intervening superconducting region. Such anisotropy is quite consistent with a $`d`$-wave pairing state, although it has not been found in scanning probe images of vortices of high-$`T_c`$ superconductors (*23,24*).

We have measured the microscopic spin correlations associated with the vortex state in the optimally doped single-layer high-$`T_c`$ cuprate La1.84Sr0.16CuO4. We discover that on cooling in a modest field, low energy spin fluctuations are suppressed not near the zero-field transition, but at the irreversibility line below which the superconductor is in a true zero resistance state. This links the development of the spin gap more to superconducting phase coherence - required for zero electrical resistance - throughout the sample than to local pairing. A second discovery is that at low temperatures, the vortex matter exhibits a rising tendency towards the magnetic order found for the ’striped’ state (*25-27*) with $`x`$=1/8. This notion is in broad agreement with theoretical ideas (*28-30*) and implies that in the $`H`$-$`T`$ plane, the critical line separating frozen from fluid-like ’vortex’ states may actually mark mesoscopic phase separation - or ’gellation’ - into a nearly magnetic insulating vortex network bathed in a superconducting quantum spin fluid.