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# Λ hyperon as helicity analyzer of 𝑠 quark in 𝐵 decay

## I Introduction

In the Standard Model only the left-chiral quarks enter the fundamental weak interaction. Short-distance loop corrections generate the penguin-type transition $`bs_L(d_L)`$ as an effective decay interaction. This chiral property leads to simple testable constraints on light meson helicities in final states of $`B`$ decay if the final-state interaction is perturbative. In order to determine chirality of weak interaction, we must measure sign of a meson helicity, $`h=+1`$ or $`h=1`$, more than just transverse ($`h=\pm 1`$) or longitudinal ($`h=0`$). Spin analysis of $`B1^{}1^{}`$ through angular correlations was formulated by Dighe et al and the data were analyzed for $`BJ/\psi K^{}l^+l^{}K\pi `$. Without lepton spin measurement, however, this analysis is not capable of distinguishing between $`h=+1`$ and $`h=1`$ since it leaves a twofold ambiguity in the transverse helicities A complete helicity determination can be achieved only with spin and angular correlations, as shown in a more general formulation by Chiang and Wolfenstein.

It has been argued that the penguin transition such as $`bg^{}s`$ and $`\gamma ^{()}s`$ is more sensitive to a nonstandard weak interaction than the tree interaction. The interaction $`\overline{b}\gamma \overline{s}`$ leads to $`B\gamma K^{}`$ among others. In the Standard Model, $`K^{}(=\overline{s_L}q)`$ ought to be produced in the helicity $`+1`$ state in this decay in the limit of $`m_s=0`$ and zero transverse momentum. If we wish to prove experimentally that $`\gamma `$ and $`K^{}`$ are emitted with helicity $`+1`$ as predicted, we have to make a demanding measurement of lepton spin in $`B\gamma ^{}K^{}l^+l^{}K\pi `$. An alternative proposal was made to study the angular distribution of the process $`B\gamma K_1\gamma K\pi \pi `$. In this case the strong phase difference due to the overlapping resonances $`\rho K`$ and $`K^{}\pi `$ of $`K\pi \pi `$ will allow us to obtain the $`K_1`$ spin information. Experimental efforts are being made on $`B\gamma K\pi \pi `$.

Determination of the helicity sign is difficult in the cascade decays so far considered since parity is conserved in the second step of decay. If an intermediate particle of nonzero spin decays into final particles with a parity violating interaction, it is easy to determine the helicity sign through the spin-angular correlation $`𝐬𝐩`$. The $`B`$ decay into a $`\mathrm{\Lambda }`$ hyperon will provide us with such a an opportunity since $`\mathrm{\Lambda }`$ decays into $`\pi N`$ with the well-measured large parity asymmetry. Furthermore, according to hadron spectroscopy, $`\mathrm{\Lambda }`$ has the unique property that its spin is equal to the spin of the valence $`s`$ quark. Consequently the $`s`$ quark helicity can be determined by measuring the $`\mathrm{\Lambda }`$ spin through a simple angular correlation of $`\mathrm{\Lambda }\pi N`$. To probe a nonstandard weak interaction, therefore, it makes sense to explore the $`s`$-quark chirality in the QCD penguin interaction with $`\mathrm{\Lambda }`$ as a spin analyzer.

## II $`\mathrm{\Lambda }`$ helicity versus strange quark helicity

Ground-state baryons are made of three valence quarks totally in $`s`$-wave. Inside $`\mathrm{\Lambda }`$ the $`u`$ and $`d`$ quarks form a spin singlet. As it is well known, therefore, the $`\mathrm{\Lambda }`$ spin is made entirely of the $`s`$-quark spin in the static quark model. Boosting it to a moving frame, the helicity of $`\mathrm{\Lambda }`$ is equal to that of the $`s`$ quark. The boost does not generate a new helicity component $`l_z`$ from the orbital motion since the distribution of $`s`$ quark is spherically symmetric inside $`\mathrm{\Lambda }`$. When this $`s`$ quark comes directly from weak interaction, the handedness of $`\mathrm{\Lambda }`$ tells us of the $`s`$-quark chirality in weak interaction. The $`s`$ quark can also be generated through pair production by gluons.

The first task is to determine the helicity content of $`s_L`$ in flight that determines the $`\mathrm{\Lambda }`$ helicity. If we could ignore the $`s`$ quark mass, the whole story would be trivial. In the real world, however, the $`s`$ quark carries mass and transverse momentum. When an $`s`$ quark is produced with momentum $`𝐩_s`$ from the left-chiral field $`\overline{s_L}`$, projection of a plane wave shows that it is in the helicity $`h=\pm \frac{1}{2}`$ states with the amplitude ratio of

$$\frac{A_{+\frac{1}{2}}}{A_{\frac{1}{2}}}=\frac{E_s+m_s|𝐩_s|}{E_s+m_s+|𝐩_s|}=\frac{m_s}{E_s+|𝐩_s|},$$
(1)
where $`E_s=\sqrt{m_s^2+𝐩_s^2}`$. Inside $`\mathrm{\Lambda }`$, the transverse quark momentum is part of the constituent quark mass. Therefore it is appropriate to replace $`m_s`$ with the constituent mass $`M_s`$ when we later express $`A_{+1/2}/A_{1/2}`$ of $`\mathrm{\Lambda }`$ in $`|𝐩_\mathrm{\Lambda }|`$. Short-distance QCD interactions can alter the ratio of Eq.(1) by $`O(\alpha _sM_s/\pi E_s)`$ for $`M_sE_s`$. This is relatively a small correction even for only moderately fast $`\mathrm{\Lambda }`$; for instance, $`\alpha _sM_s/\pi E_s0.08`$ for $`\alpha _s=\frac{1}{2}`$ and $`\gamma (=E_s/M_s)=2`$ in the $`\overline{B}`$ rest frame. Our argument would obviously break down when a long-distance interaction plays a role in $`\mathrm{\Lambda }`$ production, for instance, when $`\mathrm{\Lambda }`$ is produced by $`\overline{B}\mathrm{\Sigma }(1385)X\pi \mathrm{\Lambda }X`$. It is easy to remove such a $`\mathrm{\Lambda }`$ resonance band, if any.

Which reference frame should we choose for Eq.(1)? In a fast-moving frame of $`\overline{B}`$ where the $`s`$ quark moves even faster, the $`\overline{s_L}`$ field would produce the $`s`$ quark almost entirely in $`h=\frac{1}{2}`$. Boosting it back to the $`\overline{B}`$ rest frame, one might reason that the $`s`$ quark and therefore the $`\mathrm{\Lambda }`$ hyperon are almost 100% in the $`h=\frac{1}{2}`$ state since helicity is invariant under the Lorentz boost. On the other hand, if one made the helicity projection in the $`s`$-quark rest frame, the $`\overline{s_L}`$ field would lead to $`h=\pm \frac{1}{2}`$ in a 50-50 probability. This apparent frame dependence is not physical, of course. The reason is that Eq.(1) is only a projection of the $`s`$-quark plane-wave by $`1\gamma _5`$. The complete decay amplitude is frame independent after the remainder of matrix element is combined. To see the point, we show the frame independence for the hadronic two-body decay $`\overline{B}\mathrm{\Lambda }(𝐩h)\overline{p}(𝐩^{}h^{})`$ instead of a quark process. The decay amplitude is of the form $`\overline{u}_{𝐩h}(A+B\gamma _5)v_{𝐩^{}h^{}}`$. In the two-component helicity spinors, it can be expressed as

$$\chi _h^{}\left(A\sigma _3\mathrm{sinh}\frac{\eta \eta ^{}}{2}+B\mathrm{cosh}\frac{\eta \eta ^{}}{2}\right)\chi _h^{},$$
(2)
where $`\eta (0)`$ and $`\eta ^{}(0)`$ are the rapidities ($`\mathrm{tanh}\eta =p/E`$) of $`\mathrm{\Lambda }`$ and $`\overline{p}`$, respectively. (For $`\eta >\eta ^{}0`$, $`\chi _h^{}\chi _h^{}`$). Therefore the ratio of two $`\mathrm{\Lambda }`$-helicity amplitudes is given by

$$\frac{A_{+\frac{1}{2}}}{A_{\frac{1}{2}}}=\frac{BA\mathrm{tanh}\frac{1}{2}(\eta \eta ^{})}{B+A\mathrm{tanh}\frac{1}{2}(\eta \eta ^{})}\mathrm{for}B\mathrm{\Lambda }\overline{p}.$$
(3)
This is manifestly frame independent since the rapidity difference is invariant under the longitudinal Lorentz boost. In the $`\mathrm{\Lambda }`$ rest frame, for instance, the $`\mathrm{\Lambda }`$ helicity is determined by the helicity of the fast moving $`\overline{p}`$ through overall angular momentum conservation. In fact, Eq.(3) holds more generally. For $`\overline{B}\mathrm{\Lambda }X`$, we can lump $`X`$ together into a single spinor of general spin and write the decay amplitude as $`\overline{u}_{𝐩h}(A+B\gamma _5)p_\mu p_\nu \mathrm{}v_{𝐩^{}h^{}}^{\mu \nu \mathrm{}}`$ since $`\gamma _\mu `$, $`\gamma _\mu \gamma _5`$, and $`\sigma _{\mu \nu }`$ either reduce to $`1`$ and $`\gamma _5`$ or drop out by the Dirac equation or by the subsidiary conditions on $`v_{𝐩^{}h^{}}^{\mu \nu \mathrm{}}`$. Then Eq.(3) is reproduced. The boost invariance of Eq.(3) is nothing more than Lorentz invariance of the entire decay amplitude. The frame-independence argument holds likewise at the quark level though the individual emission and absorption vertices of quarks and gluons are not scalars nor pseudoscalars. We shall use the form of Eq.(3) as a guide to make our choice of frame.

The choice of frame would not be an issue if the $`s`$-quark mass were zero ($`A_{+1/2}/A_{1/2}0`$). If we approach the problem by computing weak decay form factors, we have to know all relevant form factors including the quark-mass and transverse-momentum corrections. The numerator of Eq.(1) is such a correction term arising from difference of two large form factors. In perturbative QCD and the light-cone description of hadrons, we can obtain it, in principle, by computing higher twist terms with spin-dependent quark distribution functions. In practice, however, it is difficult to reach quantitatively reliable answers even for the $`B`$ decay into two mesons.*** Spin dependence was studied extensively by theorists for $`BJ/\psi K^{}`$. In this decay the dominant contribution to the $`h=\pm 1`$ final helicities arises from $`m_c0`$, not from $`M_s0`$. While theoretical predictions have converged to the experimental values with time, one sees how widely theoretical predictions used to spread when no data were available. No factorization limit exists for $`\overline{B}\mathrm{\Lambda }X`$. Giving up computing the $`O(M_q)`$ terms of form factors, we shall present alternative semiquantitative results by stretching the perturbative QCD picture to the limit.

There is one basic problem about quark rapidities. While we can determine a hadron rapidity directly from experiment, a quark rapidity inside a hadron has a continuous distribution which we do not know precisely. We circumvent this problem by introducing an approximation. Since $`\mathrm{\Lambda }`$ is an $`s`$-wave ground state in the rest frame, one reasonable approximation is to substitute $`E_s`$ and $`𝐩_s`$ with their average values inside $`\mathrm{\Lambda }`$:

$`E_s`$ $``$ $`E_s{\displaystyle \frac{M_s}{M_u+M_d+M_s}}E_\mathrm{\Lambda },`$ (4)
$`𝐩_s`$ $``$ $`𝐩_s{\displaystyle \frac{M_s}{M_u+M_d+M_s}}𝐩_\mathrm{\Lambda },`$ (5)
where $`M_s/(M_u+M_d+M_s)0.45`$. Eq.(5) means that the $`s`$ quark moves on average with the same Lorentz factor $`\gamma `$ as $`\mathrm{\Lambda }`$ does in a moving frame.

Now we choose the frame in which the helicity amplitude ratio is determined with Eqs.(1) and (5). The rest frame of $`\overline{B}`$ may come to our mind as an obvious choice. But a better alternative is the rest frame of $`X`$ for $`\overline{B}\mathrm{\Lambda }X`$. In this frame, rapidity $`\eta ^{}=0`$ in Eq.(3) or its generalization to $`\overline{B}\mathrm{\Lambda }X`$ so that the helicity ratio depends only on $`\eta `$. If we want to express the ratio in terms of the energy-momentum of $`\mathrm{\Lambda }`$ quark alone without involving $`X`$, therefore, we should choose the rest frame of $`X`$. The helicity amplitude ratio is given by Eq.(1) with the energy-momentum $`E_\mathrm{\Lambda }^{}`$ and $`𝐩_\mathrm{\Lambda }^{}`$ of the $`X`$ rest frame:

$$\frac{A_{+\frac{1}{2}}}{A_{\frac{1}{2}}}=\frac{E_\mathrm{\Lambda }^{}+m_\mathrm{\Lambda }|𝐩_\mathrm{\Lambda }^{}|}{E_\mathrm{\Lambda }^{}+m_\mathrm{\Lambda }+|𝐩_\mathrm{\Lambda }^{}|}=\frac{m_\mathrm{\Lambda }}{E_\mathrm{\Lambda }^{}+|𝐩_\mathrm{\Lambda }^{}|},$$
(6)
where $`M_u+M_d+M_sm_\mathrm{\Lambda }`$ has been used for the constituent quark masses. We would obtain Eq.(6) if we simply project the $`\mathrm{\Lambda }`$ field onto $`(1\gamma _5)\psi _\mathrm{\Lambda }`$. That is what we expect since the $`\mathrm{\Lambda }`$ spin is equal to the $`s`$-quark spin, and $`\mathrm{\Lambda }`$ and $`s`$ move with the same Lorentz factor. Such a projection is obviously not valid for the decay $`\mathrm{\Lambda }\pi N`$ since the process involves very strong nonperturbative effects, the long-distance $`\mathrm{\Delta }I=\frac{1}{2}`$ enhancement. The ratio of Eq.(6) can be expressed in terms of the quantities in $`B`$ rest frame as

$$\frac{A_{+\frac{1}{2}}}{A_{\frac{1}{2}}}=\left(\frac{m_\mathrm{\Lambda }}{E_\mathrm{\Lambda }+|𝐩|}\right)\left(\frac{m_X}{E_X+|𝐩|}\right)\delta (E_\mathrm{\Lambda }),$$
(7)
where $`|𝐩|^2=E_\mathrm{\Lambda }^2m_\mathrm{\Lambda }^2`$, $`E_X=m_BE_\mathrm{\Lambda }`$, and $`m_X^2=m_B^22m_BE_\mathrm{\Lambda }+m_\mathrm{\Lambda }^2`$.

## III Tree and penguin interactions

Even in the Standard Model, a hard $`s_R`$ can contribute to formation of $`\mathrm{\Lambda }`$ through the penguin interaction. To test the Standard Model with the $`\mathrm{\Lambda }`$ helicity, therefore, we need to know the $`s_R`$ contribution of the penguin interaction. For the purpose of separating this $`s_R`$ from $`s_L`$, we parametrize relative importance of the penguin interaction to the tree interaction by

$$p=\frac{d\mathrm{\Gamma }_{\mathrm{penguin}}/dE_\mathrm{\Lambda }}{d\mathrm{\Gamma }_{\mathrm{tree}}/dE_\mathrm{\Lambda }},$$
(8)
where $`p`$ is generally a function of $`E_\mathrm{\Lambda }`$. Even in the two-body meson decays, $`BK\pi `$ and $`B\pi \pi `$, the relative weight of the two types of interactions has not been well determined from experiment. It is generally agreed among theorists that when $`X`$ has net strangeness zero, the dominant interaction is the penguin interaction, i.e., $`p>1`$ though the tree interaction may not be totally negligible. Theoretical uncertainties are smaller for inclusive decays, but the limited accuracy of $`V_{ub}`$ at present still makes it difficult to determine the value of $`p`$ with certainty; $`p310`$ for $`|V_{ub}|=0.00250.0048`$. Fortunately, however, the Standard Model prediction turns out to be insensitive to the value of $`p`$. When $`X`$ has one unit of net strangeness ($`X_{\overline{s}}`$), the penguin interaction $`(\overline{b}d)(\overline{s}s)`$ and the tree interaction $`(\overline{b}u)(\overline{u}d)`$ followed by $`\overline{u}u\overline{s}s`$ are responsible for the decay. As for the relative strength between $`X`$ of $`X_{\overline{s}}`$, the smallness of $`|V_{td}/V_{ts}|`$ and $`|V_{ub}|`$ suppresses $`X_{\overline{s}}`$ relative to nonstrange $`X`$. In the two-body meson decays, this statement suggests $`B(BK\overline{K},\pi \pi )B(BK\pi )`$; experimentally, $`B(BK^+\pi ^{})/B(B\pi ^+\pi ^{})3.3\pm 0.5`$ and $`B(BK^+\pi ^{})/B(BK^+K^{})>15`$. ItTherefore, its reasonable to expect that net strangeness of $`X`$ is most often zero in $`\overline{B}\mathrm{\Lambda }X`$. We proceed with the approximation that $`X`$ has net strangeness zero. When a value of $`p`$ is relevant, we choose $`p1`$ to reflect the penguin dominance in $`\overline{B}\mathrm{\Lambda }X`$; more specifically, in the range of

$$p6\pm 3.$$
(9)
## IV Helicity ratio from angular asymmetry

The angular distribution of the cascade decay $`\overline{B}\mathrm{\Lambda }X\pi ^{}pX`$ can be written in the form

$$\frac{d^2\mathrm{\Gamma }}{dE_\mathrm{\Lambda }d\mathrm{cos}\theta }=\frac{1}{2}\frac{d\mathrm{\Gamma }}{dE_\mathrm{\Lambda }}(1+\overline{\alpha }\mathrm{cos}\theta ),$$
(10)
where $`\theta `$ is defined as the emission angle of proton in the $`\mathrm{\Lambda }`$ rest frame that is measured from the direction of the $`\mathrm{\Lambda }`$ momentum $`𝐩`$ of the $`\overline{B}`$ rest frame. Knowing the ratio $`\delta (E_\mathrm{\Lambda })`$ for $`\mathrm{\Lambda }`$ helicity from Eq.(7), we can relate $`\overline{\alpha }`$ to the $`\mathrm{\Lambda }`$ decay asymmetry parameter $`\alpha _\mathrm{\Lambda }=0.642\pm 0.013`$. Taking account of coexistence of the tree and penguin interactions, we can express $`\overline{\alpha }`$ in terms of $`\alpha _\mathrm{\Lambda }`$ by counting left and right-chiral $`s`$ fields in $`(\overline{b}u_L)(\overline{u_L}s_L)`$ of the tree interaction and $`(\overline{b_L}s_L)(\overline{q_L}q_L+\overline{q_R}q_R)`$ ($`q=u,d,s`$) of the QCD penguin interaction:

$$\overline{\alpha }=\left(\frac{1+\frac{4}{5}p}{1+p}\right)\left(\frac{1\delta (E_\mathrm{\Lambda })^2}{1+\delta (E_\mathrm{\Lambda })^2}\right)\alpha _\mathrm{\Lambda }.$$
(11)
where we have ignored the electroweak penguin interaction, the interference between the tree and the QCD penguin (an approximation better for inclusive than exclusive decays), and the phase space difference between $`u/d`$ and $`s`$. The first factor varies only from $`0.9`$ to $`0.8`$ over the range of $`p`$ from 1 to $`\mathrm{}`$. The second factor in the right-hand side of Eq.(11) is practically unity over a wide range of $`E_\mathrm{\Lambda }`$ except near the low energy end. The asymmetry $`\overline{\alpha }`$ approaches zero in the slow limit of $`\mathrm{\Lambda }`$ ($`\delta (m_\mathrm{\Lambda })=1`$). This limiting value is a kinematical constraint since no preferential direction exists in space in this limit where all momenta are either zero or integrated over. The asymmetry $`\overline{\alpha }`$ moves rapidly from 0 to about $`0.4`$ at $`E_\mathrm{\Lambda }=1.5`$ GeV and then approaches slowly $`\alpha _\mathrm{\Lambda }`$ up to the factor $`(1+\frac{4}{5}p)/(1+p)1`$. The negative $`\overline{\alpha }`$ means the $`h=\frac{1}{2}`$ dominance for the $`s`$ quark from the $`\overline{s_L}`$ field.

If a nonstandard interaction generates the QCD penguin interaction $`\overline{b}(1\kappa \gamma _5)s(\overline{q}q)`$, the asymmetry is

$$\overline{\alpha }=\left(\frac{1+8\kappa p/5(1+\kappa ^2)}{1+p}\right)\left(\frac{1\delta (E_\mathrm{\Lambda })^2}{1+\delta (E_\mathrm{\Lambda })^2}\right)\alpha _\mathrm{\Lambda }.$$
(12)
If a significant amount of $`s_R`$ mixes in the QCD penguin interaction, $`\overline{\alpha }`$ would be close to zero or even positive in contrast to the negative values predicted for the Standard Model. While a precise value of asymmetry depends on the value of $`p`$, $`\overline{\alpha }`$ would show a marked departure from the prediction of the Standard Model in this case. This is the helicity test that we propose in this paper.

Plotted in Figure 1 is the asymmetry $`\overline{\alpha }`$ expected for $`\overline{B}\mathrm{\Lambda }X`$ in the Standard Model. The curve is plotted for $`p=3`$ so that it is subject to a small uncertainty of $`\pm 2\%`$ (for $`p`$ = 3 to 9). The perturbative QCD correction below $`m_b`$ of $`O(\alpha _sM_s/\pi E_s)`$ is the main uncertainty, which is $`O(10\%)`$ at the higher half of the $`E_\mathrm{\Lambda }`$. While the QCD correction is process dependent, a deviation of 20% or more from the curve in Figure 1 will be a clear warning sign of a wrong helicity $`s`$ quark in weak interaction, or else, breakdown of perturbative QCD in final-state interactions.

A comment is in order on the background from the $`bc`$ transition. The interaction $`bc_L\overline{u_L}(\overline{c_L})s_L`$ can only lower $`\overline{\alpha }`$, that is, increase the magnitude of $`|\overline{\alpha }|`$ since the $`s`$ quark field is left-chiral. The final state of the lowest mass for $`bc_L\overline{u_L}s_L`$ is $`\mathrm{\Lambda }D\overline{N}`$ ($`5.26`$ GeV vs $`m_B`$= 5.28 GeV). The phase space suppression virtually eliminates this mode. The cascade weak decay $`\overline{B}\mathrm{\Lambda }_cX\mathrm{\Lambda }X^{}`$ through $`bc_L\overline{u_L}d_Ls_L\overline{u_L}d_L\overline{u_L}d_L`$ is more favorable in phase space and in the quark mixing. The branching fraction of $`\mathrm{\Lambda }_c\pi \mathrm{\Lambda }`$ is about $`1\%`$ and the inclusive branching to $`\mathrm{\Lambda }X`$ is $`10\%`$. If the decay process $`c_Ls_L\overline{d_L}u_L`$ occurs perturbatively, the final $`s`$ quark is left-chiral so that it tends to lower $`\overline{\alpha }`$. In any way we can separate the $`\mathrm{\Lambda }_c`$ band, if necessary. Therefore the $`bc`$ transition will not pose a problem.

## V Remark and conclusion

Analysis in the $`B`$ decay modes feeding $`\mathrm{\Lambda }`$ is still at an early stage. Only an upper bound has been set on the branching to two-body baryonic channels, e.g., $`B(B^+p\overline{\mathrm{\Lambda }})<2.2\times 10^6`$. However, the decay into three bodies, $`B^\pm p\overline{p}K^\pm `$ has been observed with the branching fraction of $`(4.3_{0.9}^{+1.1}\pm 0.5)\times 10^6`$. The decay $`Bp\overline{\mathrm{\Lambda }}\pi `$ and the conjugate occur presumably at the same level of branching fraction. The inclusive decay events $`\overline{B}\mathrm{\Lambda }X`$ will be seen abundantly in near future.

To conclude, measurement of the $`\mathrm{\Lambda }`$ decay asymmetry in $`\overline{B}\mathrm{\Lambda }X`$ is a sensible test to probe the chirality structure of the fundamental weak interaction. It will test whether the QCD penguin interaction possibly contains a nonstandard term such as $`(\overline{b}s_R)(\overline{q}q)`$ or not. Our numerical predictions contain inevitable uncertainties as we have delineated. Nonetheless, experimental determination of helicity with $`\mathrm{\Lambda }\pi ^{}p`$ will be cleaner than that with the radiative $`B`$ decay. We believe that the decay $`\overline{B}\mathrm{\Lambda }X`$ will be competitive with, if not superior to, $`B\gamma ^{()}X`$ in testing the chiral structure of the penguin interaction at B factories. It also has an advantage over $`\mathrm{\Lambda }_b\gamma \mathrm{\Lambda }`$ at hadron colliders where the $`\mathrm{\Lambda }_b`$ polarization introduces another uncertainty.

###### Acknowledgements.

This work was supported in part by the Director, Office of Science, Office of High Energy and Nuclear Physics, Division of High Energy Physics, of the U.S. Department of Energy under contract DE-AC03-76SF00098 and in part by the National Science Foundation under grant PHY-0098840.


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# Optimal discrimination of mixed quantum states involving inconclusive results

## I Introduction

The non-orthogonality of quantum states is one of the fundamental features of quantum mechanics. It means that two different quantum states cannot be perfectly discriminated in general. This fact imposes limits on the processing of quantum information. For instance, an unknown quantum state cannot be copied Wootters\_Zurek\_1982 ; Dieks\_1982 . On the other hand, the non-orthogonality of the quantum states can be advantageous. In particular, most of the quantum cryptographic schemes rely on it Bennett\_Brassard\_1984 ; Bennett\_Brassard\_Mermin\_1992 ; Bennett\_1992 . The principle of operation of these schemes is to employ several non-orthogonal states to encode the bits of the secret key that is sent from transmitter (Alice) to receiver (Bob). Since the eavesdropper (Eve) cannot discriminate all these states perfectly, any attempt to gain information on the key will increase the noise of the transmission from Alice to Bob and thus Eve will be unavoidably revealed.

Since one cannot discriminate non-orthogonal states perfectly, a natural question arises what is the optimal approximate discrimination scheme. Two different approaches to the problem have been proposed. The first scenario, the ambiguous quantum state discrimination, has been analyzed by Holevo, Helstrom and others Holevo\_1973 ; Yuen\_Kennedy\_Lax\_1975 ; Helstrom\_QDET ; Hausladen\_1994 ; Sasaki\_Kato\_Izutsu\_Hirota\_1998 ; Barnett\_2001 ; Eldar\_2001 ; Andersson\_et\_al\_2002 . They considered discrimination of $`N`$ mixed quantum states $`\rho _j`$ that are generated by Alice with the a-priori probabilities $`p_j`$,

$$\underset{j=1}{\overset{N}{}}p_j=1,p_j>0.$$
(1)
Bob performs a generalized quantum measurement described by the $`N`$-component positive operator valued measure (POVM) $`\{\mathrm{\Pi }_j\}_{j=1}^N`$. If the outcome $`\mathrm{\Pi }_j`$ is detected, then Bob concludes that Alice sent the state $`\rho _j`$ to him. The optimal POVM is defined as the POVM that maximizes the average success rate of the Bob’s guesses,

$$P_\mathrm{S}=\underset{j=1}{\overset{N}{}}p_j\mathrm{Tr}[\mathrm{\Pi }_j\rho _j].$$
(2)
An interesting alternative approach has been suggested by Ivanovic, Dieks, and Peres (IDP) for the discrimination of two pure states Ivanovic\_1987 ; Dieks\_1988 ; Peres\_1988 ; Jaeger95  and extended to $`N`$ linearly independent states by Chefles and Barnett Chefles\_1998 ; Chefles\_Barnett\_1998 ; Zhang\_et\_al\_2001 ; Sun\_2001 . These states can be discriminated unambiguously, provided that we allow for some fraction of the inconclusive results $`P_\mathrm{I}`$. Recently, several other problems closely related to quantum-state discrimination have been considered such as the discrimination of sets of quantum states Herzog\_2002 ; Zhang\_2002  and the quantum-state comparison Jex\_2002 ; Sasaki\_2002 .

Besides being a theoretically interesting problem, the quantum-state discrimination has also found practical applications in quantum information processing. In particular, the optimal unambiguous quantum-state discrimination represents a simple and experimentally feasible attack on the quantum key distribution protocols Ekert\_et\_al\_1994 ; Dusek\_et\_al\_2000 . Recently, some optimal discrimination POVMs have been realized experimentally and the Helstrom as well as the IDP bounds have been attained Huttner\_et\_al\_1996 ; Barnett\_Riis\_1997 ; Clarke\_Chefles\_Barnett\_Riis\_2001 ; Clarke\_et\_al\_2001 .

The two above discussed scenarios can be considered as limiting cases of a more general scheme that involves certain fraction of inconclusive results $`P_\mathrm{I}`$ for which we maximize the success rate. The main feature of this scheme is that if we allow for inconclusive results then we can improve the relative (or re-normalized) success rate

$$P_{\mathrm{RS}}=\frac{P_\mathrm{S}}{1P_\mathrm{I}}.$$
(3)
In other words, with probability $`P_\mathrm{I}`$ Bob fails completely and he cannot say at all which state was sent to him. However, in the rest of the cases when he succeeds he can correctly guess the state with higher probability than if he would not allow for the inconclusive results. For pure linearly independent states this generalized scenario was discussed in two recent papers Chefles\_Barnett\_1997\_JMO ; Zhang\_Li\_Guo\_1999 .

Here we extend the analysis to general mixed states. At a first sight, such an extension may seem to be a bit problematic, because it is known that one cannot unambiguously discriminate mixed states (the reason is that the IDP scheme does not work for linearly dependent states). Nevertheless, we shall show that the extension is perfectly meaningful also for mixed states. Although we cannot reach the limit of perfect unambiguous discrimination, we can improve the $`P_{\mathrm{RS}}`$ and we shall derive an upper bound on $`P_{\mathrm{RS}}`$ that can be achieved for a given set of mixed states.

## II Extremal equations for optimal POVM

Let us begin with the formal definition of the problem. We assume that the quantum state sent to Bob is drawn from the set of $`N`$ mixed states $`\{\rho _j\}_{j=1}^N`$ with the a-priori probabilities $`p_j`$. Bob’s measurement on the state may yield $`N+1`$ different results and is formally described by the POVM whose $`N+1`$ components satisfy

$$\mathrm{\Pi }_j0,j=0,\mathrm{},N,\underset{j=0}{\overset{N}{}}\mathrm{\Pi }_j=𝟙,$$
(4)
where $`𝟙`$ is the identity operator. The outcome $`\mathrm{\Pi }_0`$ indicates failure and the probability of inconclusive results is thus given by

$$P_\mathrm{I}=\underset{j=1}{\overset{N}{}}p_j\mathrm{Tr}[\rho _j\mathrm{\Pi }_0].$$
(5)
For a certain fixed value of $`P_\mathrm{I}`$ we want to maximize the relative success rate (3) which is equivalent to the maximization of the success rate (2). To account for the linear constraints (4) and (5) we introduce Lagrange multipliers $`\lambda `$ and $`a`$ where $`\lambda `$ is Hermitian operator and $`a`$ is a real number. Taking everything together we should maximize the constrained success rate functional

$$\overline{P}_\mathrm{S}=\underset{j=1}{\overset{N}{}}p_j\mathrm{Tr}[\rho _j\mathrm{\Pi }_j]\underset{j=0}{\overset{N}{}}\mathrm{Tr}[\lambda \mathrm{\Pi }_j]+a\underset{j=1}{\overset{N}{}}p_j\mathrm{Tr}[\rho _j\mathrm{\Pi }_0].$$
(6)
We now derive the extremal equations that must be satisfied by the optimal POVM. We expand the POVM elements in terms of their eigenstates and eigenvalues, $`\mathrm{\Pi }_j=_kr_{jk}|\phi _{jk}\phi _{jk}|`$ and vary (6) with respect to $`\phi _{jk}|`$. After some algebraic manipulations, we arrive at the extremal equations,

$`(\lambda p_j\rho _j)\mathrm{\Pi }_j`$ $`=`$ $`0,j=1,\mathrm{},N,`$ (7)
$`(\lambda a\sigma )\mathrm{\Pi }_0`$ $`=`$ $`0,`$ (8)
where the operator $`\sigma `$ introduced for the sake of notational simplicity reads

$$\sigma =\underset{j=1}{\overset{N}{}}p_j\rho _j.$$
(9)
From the constraint $`\mathrm{Tr}[\sigma \mathrm{\Pi }_0]=P_\mathrm{I}`$ we can express $`a`$ in terms of $`\lambda `$,

$$a=P_\mathrm{I}^1\mathrm{Tr}[\lambda \mathrm{\Pi }_0].$$
(10)
Furthermore, if we sum all Eqs. (7) and also Eq. (8) and use the resolution of the identity (4), we obtain formula for $`\lambda `$,

$$\lambda =\underset{j=1}{\overset{N}{}}p_j\rho _j\mathrm{\Pi }_j+a\sigma \mathrm{\Pi }_0.$$
(11)
If we combine Eqs. (10) and (11) then we can express $`a`$ and $`\lambda `$ solely in terms of $`p_j`$, $`\rho _j`$, and $`\mathrm{\Pi }_j`$. This may be important, for example, if we guess the optimal POVM and want to determine the corresponding Lagrange multipliers. The extremal Eqs. (7) and (8) constitute a generalization of the extremal equations for optimal POVM for ambiguous quantum state discrimination that were derived by Holevo and Helstrom Holevo\_1973 ; Helstrom\_QDET .

We now provide simple sufficient conditions on the optimality of the POVM. If the POVM satisfies the extremal Eqs. (7) and (8) and if the following inequalities hold:

$`\lambda p_j\rho _j`$ $``$ $`0,j=1,\mathrm{},N,`$ (12)
$`\lambda a\sigma `$ $``$ $`0,`$ (13)
then the POVM is the optimal one that maximizes the success rate $`P_\mathrm{S}`$ for a given fixed probability of inconclusive results $`P_\mathrm{I}`$.

To prove this statement we show that the Lagrange multipliers provide an upper bound on the success rate and that this bound is saturated by the POVM that satisfies Eqs. (7) and (8). From the definition of the success rate (2), the inequalities (12) and the normalization (4) we obtain

$$P_\mathrm{S}\underset{j=1}{\overset{N}{}}\mathrm{Tr}[\lambda \mathrm{\Pi }_j]=\mathrm{Tr}[\lambda (𝟙\mathbb{\Pi }_\mathrm{𝟘})].$$
(14)
Now we use the inequality (13) and finally we take into account the constraint $`\mathrm{Tr}[\sigma \mathrm{\Pi }_0]=P_\mathrm{I}`$. We arrive at

$$P_\mathrm{S}\mathrm{Tr}[\lambda ]aP_\mathrm{I}.$$
(15)
This last inequality shows that $`P_\mathrm{S}`$ is limited from above by the quantity that depends only on the Lagrange multipliers $`\lambda `$ and $`a`$ and also on the fixed $`P_\mathrm{I}`$. If the POVM $`\mathrm{\Pi }_j`$ satisfies the extremal Eqs. (7) and (8) then this upper bound is reached, as can easily be checked.

We have thus established a simple criterion for checking of the POVM optimality. Of course, we would like to derive the optimal POVM $`\mathrm{\Pi }_j`$ for given $`p_j`$, $`\rho _j`$ and $`P_\mathrm{I}`$. The analytical solution to this problem seems to be extremely complicated. Nevertheless, recently it was pointed out that one can solve this kind of problems very efficiently numerically Jezek\_Rehacek\_Fiurasek\_2002 . One possible simple and fruitful approach is to solve the extremal equations by means of repeated iterations Fiurasek\_2001\_POVM ; Rehacek\_Hradil\_Fiurasek\_Brukner\_2001 ; Fiurasek\_2001 ; Jezek\_Rehacek\_Fiurasek\_2002 ; Jezek\_2002 ; Rehacek\_2002 . In principle, one could iterate directly Eqs. (7) and (8). However, the POVM elements $`\mathrm{\Pi }_j`$ should be positive semidefinite Hermitian operators. All constraints can be exactly satisfied at each iteration step if the extremal equations are symmetrized. First we express $`\mathrm{\Pi }_j=p_j\lambda ^1\rho _j\mathrm{\Pi }_j`$ and combine it with its Hermitian conjugate. We proceed similarly also for $`\mathrm{\Pi }_0`$ and we get

$`\mathrm{\Pi }_j=p_j^2\lambda ^1\rho _j\mathrm{\Pi }_j\rho _j\lambda ^1,j=1,\mathrm{},N,`$ (16)
$`\mathrm{\Pi }_0=a^2\lambda ^1\sigma \mathrm{\Pi }_0\sigma \lambda ^1.`$ (17)
The Lagrange multipliers $`\lambda `$ and $`a`$ must be determined self-consistently so that all the constraints will hold. If we sum Eqs. (16) and (17) and take into account that $`_{j=0}^N\mathrm{\Pi }_j=𝟙`$, we obtain

$$\lambda =\left[\underset{j=1}{\overset{N}{}}p_j^2\rho _j\mathrm{\Pi }_j\rho _j+a^2\sigma \mathrm{\Pi }_0\sigma \right]^{1/2}.$$
(18)
The fraction of inconclusive results calculated for the POVM after the iteration is given by

$$P_\mathrm{I}=a^2\mathrm{Tr}[\sigma \lambda ^1\sigma \mathrm{\Pi }_0\sigma \lambda ^1].$$
(19)
Since the Lagrange multiplier $`\lambda `$ is expressed in terms of $`a`$, Eq. (19) forms a nonlinear equation for a single real parameter $`a`$ (or, more precisely, $`a^2`$). This nonlinear equation can be very efficiently solved by Newton’s method of halving the interval. At each iteration step for the POVM elements, we thus solve the system of coupled nonlinear equations (18) and (19) for the Lagrange multipliers. These self-consistent iterations work very well and our extensive numerical calculations confirm that they typically exhibit an exponentially fast convergence Jezek\_Rehacek\_Fiurasek\_2002 .

We note that the maximization of the success rate $`P_\mathrm{S}`$ for a fixed fraction of inconclusive results $`P_\mathrm{I}`$ can also be formulated as a semidefinite program. Powerful numerical methods developed for solving this kind of problems may be applied. Here we will not investigate this issue in detail and we refer the reader to the papers Jezek\_Rehacek\_Fiurasek\_2002 ; Eldar\_Megretski\_Verghese\_2002 ; Eldar\_2002  where the formulation of optimal quantum-state discrimination as a semidefinite program is described in detail. Note also that the semidefinite programming has recently found its applications in several branches of quantum information theory such as the optimization of completely positive maps Audenaert\_Moor\_2002 ; Fiurasek\_Iblisdir\_Massar\_Cerf\_2002 ; Verstraete\_Verschelde\_2002\_A , the analysis of the distillation protocols that preserve the positive partial transposition Rains\_2001 , or the tests of separability of quantum states Doherty\_Parrilo\_Spedalieri\_2002 .

## III Maximal achievable relative success rate

As the fraction of inconclusive results is increased the success rate $`P_S`$ decreases. However, the relative success rate $`P_{\mathrm{RS}}`$ grows until it achieves its maximum. If $`\{\rho _j\}_{j=1}^N`$ are linearly independent pure states, then $`P_{\mathrm{RS},\mathrm{max}}=1`$ because exact IDP scheme works and the unambiguous discrimination is possible. Generally, however the maximum is lower than unity. To find this maximum, we notice that in the limit $`P_\mathrm{I}1`$ the POVM element $`\mathrm{\Pi }_0`$ must tend to the identity operator. This means that at some point $`\mathrm{\Pi }_0`$ becomes positive definite operator and all its eigenvalues are strictly positive. In that case, the extremal equation (8) can be satisfied if and only if

$$\lambda =a\sigma .$$
(20)
Since we are looking for some nontrivial solution to the extremal equations with $`P_\mathrm{I}<1`$, at least one of the extremal Eqs. (7) must have a nontrivial solution $`\mathrm{\Pi }_j0`$. This implies that at least one of the operators $`\lambda p_j\rho _j`$ must have one eigenvalue $`\mu `$ equal to zero which implies that

$$\mathrm{det}[a\sigma p_j\rho _j]=0$$
(21)
must hold at least for one of the states $`\rho _j`$. The optimal $`\mathrm{\Pi }_j`$ is then proportional to the projector to the subspace spanned by eigenvectors corresponding to the eigenvalue $`\mu =0`$.

The maximal attainable relative success rate is obtained if we insert (20) into (15), take into account that $`\mathrm{Tr}[\sigma ]=_jp_j=1`$ and re-normalize according to Eq. (3),

$$P_{\mathrm{RS}}=a.$$
(22)
To determine the maximal $`P_{\mathrm{RS}}`$ we must find the maximal $`a`$ that satisfies Eq. (21). Since $`\sigma `$ is positive definite it can be inverted, and we can equivalently express the maximal $`a`$ as the maximal eigenvalue of a Hermitian matrix,

$$a_j=p_j\mathrm{max}[\mathrm{eig}(\sigma ^{1/2}\rho _j\sigma ^{1/2})].$$
(23)
The maximal $`P_{\mathrm{RS}}`$ is equal to the largest $`a_j`$,

$$P_{\mathrm{RS},\mathrm{max}}=\underset{j}{\mathrm{max}}a_j.$$
(24)
For qubits, Eq. (21) leads to quadratic equation for the multiplier $`a_j`$ that can be solved analytically,

$$(a_jp_j)^2=a_j^2\mathrm{Tr}[\sigma ^2]2a_jp_j\mathrm{Tr}[\sigma \rho _j]+p_j^2\mathrm{Tr}[\rho _j^2].$$
(25)
It turns out that the maximal $`P_{\mathrm{RS}}`$ depends only on the a-priori probabilities $`p_j`$, the purities of the states $`𝒫_j=\mathrm{Tr}[\rho _j^2]`$ and the overlaps $`𝒪_{jk}=\mathrm{Tr}[\rho _j\rho _k]`$. In this context it is worth noting that it was shown recently that these parameters of the quantum states can directly be measured without the necessity to carry out a complete quantum state reconstruction Filip\_2002 ; Ekert\_et\_al\_2002 ; Hendrych02 .

## IV Discrimination between two mixed qubit states

We proceed to illustrate the methods developed in the present paper on explicit example. We consider the simple yet nontrivial problem of optimal discrimination between two mixed qubit states $`\rho _1`$ and $`\rho _2`$. To simplify the discussion, we shall assume that the purities of these states as well as the a-priori probabilities are equal, $`𝒫_1=𝒫_2=𝒫`$, $`p_1=p_2=1/2`$. The mixed states can be visualized as points inside the Poincare sphere and the purity determines the distance of the point from the center of that sphere. Without loss of generality, we can assume that both states lie in the $`xz`$ plane and are symmetrically located about the $`z`$ axis,

$$\rho _{1,2}=\eta \psi _{1,2}(\theta )+\frac{1\eta }{2}𝟙,$$
(26)
where the parameter $`\eta `$ determines the purity, $`\psi _j=|\psi _j\psi _j|`$ denotes a density matrix of a pure state,

$$|\psi _{1,2}(\theta )=\mathrm{cos}\frac{\theta }{2}|0\pm \mathrm{sin}\frac{\theta }{2}|1,$$
(27)
and $`\theta (0,\pi /2)`$. From the symmetry it follows that the elements $`\mathrm{\Pi }_1`$ and $`\mathrm{\Pi }_2`$ of the optimal POVM must be proportional to the projectors $`\psi _1(\varphi )`$ and $`\psi _2(\varphi )`$, where the angle $`\varphi (\pi /2,\pi )`$ is related to the fraction of the inconclusive results. The third component $`\mathrm{\Pi }_0`$ is proportional to the projector onto state $`|0`$. The normalization of the POVM elements can be determined from the constraint (4) and we find

$$\begin{array}{ccc}\hfill \mathrm{\Pi }_{1,2}(\varphi )& =& \frac{1}{2\mathrm{sin}^2(\varphi /2)}\psi _{1,2}(\varphi ),\hfill \\ \hfill \mathrm{\Pi }_0(\varphi )& =& \left(1\frac{1}{\mathrm{tan}^2(\varphi /2)}\right)|00|.\hfill \end{array}$$
(28)
The relative success rate for this POVM reads

$$P_{\mathrm{RS}}=\frac{1+\eta \mathrm{cos}(\varphi \theta )}{2(1+\eta \mathrm{cos}\theta \mathrm{cos}\varphi )}$$
(29)
and the fraction of inconclusive results is given by

$$P_\mathrm{I}=\frac{1}{2}\left(1+\eta \mathrm{cos}\theta \right)\left(1\frac{1}{\mathrm{tan}^2(\varphi /2)}\right).$$
(30)
The formulas (29) and (30) describe implicitly the dependence of the relative success rate $`P_{\mathrm{RS}}`$ on the fraction of the inconclusive results $`P_\mathrm{I}`$. From Eqs. (10) and (11) one can determine the Lagrange multipliers $`\lambda `$ and $`a`$ for the POVM (28) and check that the extremal Eqs. (7), (8), (12) and (13) are satisfied which proves that the POVM (28) is indeed optimal.

The maximum $`P_{\mathrm{RS},\mathrm{max}}`$ (24) is achieved if the angle $`\varphi `$ is chosen as follows,

$$\mathrm{cos}\varphi _{\mathrm{max}}=\eta \mathrm{cos}\theta .$$
(31)
On inserting the optimal $`\varphi _{\mathrm{max}}`$ back into Eq. (29) we get

$$P_{\mathrm{RS},\mathrm{max}}=\frac{1}{2}\left[1+\frac{\eta \mathrm{sin}\theta }{\sqrt{1\eta ^2\mathrm{cos}^2\theta }}\right].$$
(32)
Making use of Eqs. (24) and (25) we can express the $`P_{\mathrm{RS},\mathrm{max}}`$ in terms of the overlap $`𝒪_{12}`$ and the purity $`𝒫`$,

$$P_{\mathrm{RS},\mathrm{max}}=\frac{1}{2}\left[1+\sqrt{\frac{𝒫𝒪_{12}}{2𝒫𝒪_{12}}}\right].$$
(33)
If we calculate $`𝒪`$ and $`𝒫`$ for the density matrices (26) and insert them into (33) then we recover the formula (32).

The optimal POVM (28) can be also obtained numerically. We demonstrate feasibility of iterative solution of the symmetrized extremal equations (16), (17), (18), and (19) for mixed quantum states (26) with the angle of separation $`\theta =\pi /4`$. The trade-off of the relative success rate and the probability of inconclusive results is shown in Fig. 1 for various purities of the states being discriminated. For the given probability $`P_\mathrm{I}`$ of inconclusive results and the given purity of the states the extremal equations are solved self-consistently by means of repeated iterations. The success rate $`P_{\mathrm{RS}}`$ is evaluated from the obtained optimal POVM and re-normalized according to Eq. (3). The numerically obtained dependence of $`P_{\mathrm{RS}}`$ on $`P_\mathrm{I}`$ is in excellent agreement with the analytical dependence following from formulas (29) and (30). Typically, a sixteen digit precision is reached after several tens of iterations. The trade-off curves shown in Fig. 1 reveal the monotonous growth of $`P_{\mathrm{RS}}`$ until the maximal plateau (32) is reached.

## V Conclusions

In conclusion, we have considered a generalized discrimination scheme for mixed quantum states. The present scenario interpolates between the Helstrom and IDP schemes. We allow for certain fixed fraction of inconclusive results and maximize the success rate. We have derived the extremal equations for the optimal POVM that describes the discrimination device. The extremal equations can be very efficiently solved numerically by means of the devised simple iterative algorithm or, alternatively, by using the powerful techniques of semidefinite programming.

We have showed that the relative success rate $`P_{\mathrm{RS}}`$ monotonically grows as the fraction of inconclusive results $`P_\mathrm{I}`$ is increased and at certain point it reaches its upper bound $`P_{\mathrm{RS},\mathrm{max}}`$. For pure linearly independent states this bound is $`P_{\mathrm{RS},\mathrm{max}}=1`$ which corresponds to the IDP unambiguous discrimination scheme. For mixed states this bound is in general lower than unity and we have derived a simple formula for it.

The present scheme may be important for quantum cryptographic schemes where the receiver and/or eavesdropper want to discriminate nonorthogonal states. Although these schemes are usually based on pure states, in realistic cases the unavoidable noise and decoherence will reduce the purity of these states and one would have to deal with mixed states. Various modifications of our method can be suggested for such application. For instance, if the involved states are in some sense asymmetric, one may impose the condition that the probabilities of inconclusive results or successful discrimination of the states $`\rho _j`$ should all be identical, and minimize the error rate with this additional constraint.

###### Acknowledgements.

This work was supported by Grant LN00A015 and Research Project CEZ: J14/98: 153100009 “Wave and particle optics” of the Czech Ministry of Education. We would like to thank Miloslav Dušek, Radim Filip, Zdeněk Hradil, and Jaroslav Řeháček for helpful discussions.


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# Comment on the article by Bender et al, J. Phys. A. 35 (2002) L467

The recent Letter by Bender, Berry, and Mandilara (2002, BBM) presents some interesting symmetry arguments which enable one to transform non-hermitian, PT invariant, (complex) polynomial potential hamiltonians, into secular equation representations with real coefficients. This achievement is claimed to “demistify” why these systems can admit real and/or complex eigenenergies. Two approximations underly their arguments, and weaken the implied significance of their work. The first is that any practical numerical analysis of the secular equation must involve a truncation of the system (i.e. reducing the full, infinite dimensional hamiltonian matrix, to finite dimension). What the research community wants is exact formulations that can clarify under what conditions the eigenenergies of these systems can be real. The second “approximation” is that they do not define any explicit conditions, with respect to the Hamiltonian parameters, for which real (approximate) eigenenergies to the secular equation, are to be expected. From these perspectives, their work is not any more significant than that of others they fail to cite. In particular, the work by Handy on the use of (real) nonnegative representations for the Schrodinger equation (2001a), as well as the generation of converging bounds for both real and complex eigenenergies (2001b) are more relevant, and go further, than the intended focus of the BBM analysis. Specifically, within the Eigenvalue Moment Method (EMM) formulation, one can generate exact (devoid of any truncation considerations) inequality constraints on the discrete energy levels. It is through this infinite hierarchy of exact relations that converging bounds to the complex/real eigenenergies were demonstrated for the $`ix^3+iax`$ potential (Handy 2001b), first studied by Delabaere and Trinh (2000), as quoted by BBM. The extension to the problem $`x^4+iax`$ is a simple application of EMM. Comparable extensions of EMM are given in the work of Yan and Handy (2001). The work of BBM may offer some future simplification on the real problem of understanding the existence of real eigenenergies for the identified PT invariant, non-hermitian systems; however, as presented, it is still speculative, and unfairly misrepresents its significance relative to other theoretical/computational strategies published.

Bender C M, Berry M V, and Mandilara A 2002 J. Phys. A: Math. Gen. 35 L467

Delabaere E and Trinh D 2000 J. Phys. A: Math. Gen. 33 8771

Handy C R 2001a J. Phys. A: Math. Gen. 34 L271

Handy C R 2001b J. Phys. A: Math. Gen. 34 5065

Yan Z and Handy C R J. Phys. A: Math. Gen. 34 5593


text:
# 1 Introduction

## 1 Introduction

The pion induced pion production on both a free nucleon and a nucleon within nuclear material provides an opportunity to study the mechanism for pion production. In a series of papers  the results of experiments done at the CHAOS (Canadian High Acceptance Orbit Spectrometer) spectrometer at TRIUMF were presented on pion production with pion beams for several nuclei. Specifically, the collaboration reported data for the $`\pi ^+A\pi ^+\pi ^{}X`$ and $`\pi ^+A\pi ^+\pi ^+X`$ reactions on 2H, 12C, 40Ca and 208Pb at an incident pion kinetic energy of 283 MeV. The results showed that the shape of the invariant mass distribution of the two final pions changes with atomic mass number.

An examination of the changes among the heavy nuclei (carbon and heavier) reveals that the variation is about the same for the two final charge states. The shape of the spectrum for the case of a deuteron target is very different for the two cases.

A striking feature of the raw spectra is a large peak at small invariant mass of the two-pion system. This peak is at least partly the result of the experimental conditions and can be regarded as a Jacobian peak related to the acceptance of the spectrometer. Since the correction for this large instrumental effect is difficult to make, the results are often presented as ratios, in the expectation that the acceptance effect will cancel. Thus, Ref.  gives ratios to the deuteron cross section, a common way to normalize. However, in this case, since the deuteron results are very different for the two final charge states, this procedure results in very different spectral ratios for them. If one instead takes ratios to the carbon cross sections, the calcium and lead results are about the same for the two final charge states.

Shortly after these first data, experiments  done with the Crystal Ball at Brookhaven National Laboratory produced data on the production of two neutral pions for D, C, Al, and Cu with a negative pion beam. One sees a very similar trend for the ratios in these data to that of the CHAOS data.

Since the basic conclusion of these data sets is that the heavier the nucleus, the more the invariant mass spectrum is peaked toward lower values of invariant mass a number of groups have seen in this data possible evidence for a supposed modification of the $`\pi \pi `$ interaction in nuclear matter.

In early work, a theoretical expectation of an enhancement of strength in the $`\pi ^+\pi ^{}`$ channel for I=J=0 near the threshold was suggested by Schuck et al. based on an analogy with Cooper pairs.

Recently, several studies have placed emphasis on medium effects to explain the strength enhancement of $`M_{\pi \pi }`$ distribution in $`\pi ^+\pi ^{}`$ channel ($`\sigma `$ -meson channel). The calculation of Rapp et al. is based on a simple model in which the pion production takes place as an elementary reaction. In their model two contributions were included, a single pion exchange reaction and the excitation followed by the decay of the $`N^{}`$(1440) into two pions and a nucleon. The $`\pi \pi `$ final state interaction is included by using the chirally improved Jülich model and several medium effects were included. There is reasonable agreement of their calculation and the CHAOS data in both the $`\pi ^+\pi ^{}`$ and $`\pi ^+\pi ^+`$ channels.

Vicente-Vacas and Oset used  a macroscopic model for the pion production with final state interaction among the pions included in the nuclear medium. Several nuclear effects were taken into account in their study including an approximate treatment of pion absorption, Pauli blocking and Fermi motion. Their calculation reproduced the CHAOS data for calcium in the $`\pi ^+\pi ^+`$ channel reasonably well and also gave a reasonable agreement for the deuteron. In contrast, this model failed to reproduce the CHAOS data in $`\pi ^+\pi ^{}`$ channel except for $`{}_{}{}^{2}H`$.

The enhancement of strength in the I=J=0 channel $`\pi ^+\pi ^{}`$ channel near the threshold was argued by Hatsuda et al. to be due to the partial restoration of chiral symmetry in nuclear matter.

Davesne et al. included the effect of chiral symmetry restoration and the influence of collective nuclear pionic modes and found an enhancement of the spectral function a small energy.

Aouissat et al. argued that the combination of effects of the restoration of chiral symmetry  in nuclear matter and standard many body correlation could explain the strength of the spectrum $`M_{\pi \pi }`$ near threshold.

While these considerations may be correct there may also be more prosaic reasons for the increasing strength at low invariant mass. We investigate the effect of the final state interaction of the two individual pions with the nucleus, especially the absorption of the pion. Our calculation contains no free parameters and pays special attention to the geometry of the reaction.

We make two simplifying assumptions.

1) We take the reaction to be coherent on the nucleus. That is, the nucleus is assumed to carry off the remaining energy and momentum as a single entity. Since it is much heavier than the pions, it can carry a large amount of momentum with negligible amount of energy. In this extreme case the total beam energy is passed on to the two-pion system. The invariant mass of the two-pion system is given by

$$M=2\sqrt{\mu ^2+q^2}$$
(1)
where $`\mu `$ is the pion mass (charged or neutral as appropriate) and $`𝐪`$ is the momentum of one of the pions in the two-pion rest frame, the internal momentum. The above assumption then leads to the relation

$$\omega =\sqrt{M^2+Q^2}$$
(2)
where $`\omega `$ is the initial beam energy and $`𝐐`$ is the total momentum of the two-pion pair.

2) We assume that the production takes place at a fixed point on the surface of the nucleus in a plane at the equator perpendicular to the beam direction. The reaction probability is greatly enhanced in this region for two reasons. First, there is a simple geometrical factor of the distance to the center of the nucleus. Second, if the incident pion comes in with a small impact parameter either the initial pion will be scattered (even a moderate loss of energy will make the pion production impossible) or one of the final pions will very likely be absorbed, having to pass through the entire nucleus to escape. Thus, the reactions in which the incident pion has a small impact parameter are greatly suppressed. This point is discussed in Ref.

## 2 Technique

### 2.1 Qualitative Overview

It is possible to see in a simple qualitative manner that pion absorption in the final state will lead to a relative enhancement of the invariant mass spectrum at low pion invariant masses.

For a first orientation we will assume that the pion pair proceeds forward in the direction of the initial beam since the distribution of the momentum of the pair is expected to be very forward peaked. For the purposes of the diagram only (see Fig. 1) we also take the momentum of one pion in the frame of the two pion system, $`𝐪`$, to be perpendicular to the beam direction.

With these simplifying assumptions we may now consider the effect of the absorption of the pions in the final state on the shape of the invariant mass spectrum. Figure 1 shows two cases. The left portion of the sketch corresponds to the situation where the invariant mass is small, so the internal momentum is small and the momentum of the total two-pion system is large, leading to a narrow cone representing the paths of the two pions. It is seen that the pions are exposed to relatively little interaction with nuclear matter. In the limit of the internal momentum becoming zero, the pions would encounter no higher nuclear density than that in which they were formed. In this limit the size of the nucleus would matter very little.

In the right portion of the diagram a case is illustrated in which the invariant mass and internal momentum are larger. In this case it is seen that a large fraction of the pions must traverse a significant amount of nuclear matter. The larger the nucleus, the larger the probability that one member of the pion pair would get absorbed.

Hence, we can anticipate that the geometry of the absorption in the final state leads to a depletion of the higher values of the invariant-mass spectrum and that the effect becomes more important with increasing A.

### 2.2 Calculation

The method used here is very similar to that of Oset and Vicente Vacas . However, they calculated the effect only for calcium and used an eikonal approximation for the propagation of the final pions.

We assume that the pion pair is formed quickly at short range by the strong interaction, and that this formation is independent of the nucleus that it is near. Also, we assume that the final total momentum of the two pions is in the same direction as the incident beam. This assumption of exact forward propagation of the pair was investigated by calculating with finite angles. It was found that the dependence on this angle was very small. We define the spherical angles $`\theta `$ and $`\varphi `$ from the beam axis as the direction of the $`\pi ^+`$ in the center of the mass of the pair.

After formation the pions are allowed to propagate independently in Coulomb and strong nuclear potentials with relativistic motion.

Their momenta and coordinates are propagated with the equations

$$𝐩(t+\delta t)=𝐩(t)+𝐅\delta t$$
(3)
and

$$𝐫(t+\delta t)=𝐫(t)+\frac{𝐩(t)}{E(t)}\delta t$$
(4)
where $`𝐅`$ is the resultant of the Coulomb and strong interaction forces. We take the electric charge distribution of the nucleus to be

$$\rho _c(r)=\frac{\rho _0}{1+e^{\frac{r\gamma }{\alpha }}}.$$
(5)
The values of $`\gamma `$ and $`\alpha `$ were taken from Ref.  and are (in fm) (2.44, 0.5), (3.07, 0.519), (3.65, 0.54), (4.252, 0.589) and (6.6, 0.55) for C, Al, Ca, Cu and Pb respectively. The constant $`\rho _0`$ was fixed by normalizing the integral of the density to the total charge Ze.

The nuclear potential is given by

$$V_s(r)=\frac{2\pi }{mA}\left(Nf_{\pi n}+Zf_{\pi p}\right)\rho (r)$$
(6)
where N, Z are the number of neutrons and protons and A is the atomic mass number. $`\rho (r)`$ is the nuclear strong density, i.e. the density of the centers of the nucleons.

$$\rho (r)=\frac{\rho _0}{1+e^{\frac{rc}{a}}}$$
(7)
The values of c and a were (2.25, 0.5), (2.95, 0.5), (3.55, 0.54), (4.23, 0.55) and (6.5, 0.55) for C, Al, Ca, Cu and Pb respectively and $`f_{\pi n}`$ and $`f_{\pi p}`$ are the real parts of the forward amplitudes of the $`\pi n`$ and $`\pi p`$ amplitudes. This real potential is modeled after the pion-nucleus optical potential. We will see later that these non-absorptive strong interactions play a minor role in the result.

For each initial value of the invariant mass ($`M_i`$) we calculate the internal momentum, the total momentum of the two-pion pair and, with values of the angles of these two quantities, the initial values of the momenta for each pion can be determined. The pions are then propagated to a large distance (into free space) and a new invariant mass is calculated for the pair ($`M_f`$). In this way the function

$$M_f(x,\varphi ,M_i),$$
(8)
where $`x=\mathrm{cos}\theta `$, is established. It depends on the angles of both $`𝐪`$ and $`𝐐`$ but we suppress the dependence on the angles of $`𝐐`$.

The final spectrum (without absorption) will be given by

$$S_f(x,\varphi ,M_f)=\frac{d\sigma }{dM_f}=\frac{d\sigma }{dM_i}/\frac{dM_f}{dM_i}=S_i(x,\varphi ,M_i)/\frac{dM_f}{dM_i}.$$
(9)
Because the derivative in the denominator is sometimes zero, sharp peaks appear in the spectra for individual values of the momentum directions. The integration over the angles results in a smooth spectrum but, since the integration is done numerically, some care is required to obtain a presentable curve. The lines shown in the figures have been smoothed since the final calculated values still show a small residual ripple.

We use as a simple model for the initial spectrum two body phase space.

### 2.3 Absorption Factor

Pion absorption is an important factor during the passage of pions through the residual nucleus. It reduces the cross section for pion production and affects the shape of spectrum. We include the effects of absorption by calculating the factor the probability that the pion has not been absorbed, P($`𝐫`$), at the point $`𝐫`$ as follows. The probability of survival is given by :

$$P(𝐫)=1_{𝐫_0}^𝐫\lambda (𝐫^{})P(𝐫^{})𝑑𝐥$$
(10)
where $`𝐫_0`$ is the formation point, and the initial value of $`P1`$. The integral is taken along the trajectory of the particle. As in Ref. , the absorption probability per unit length is assumed to be proportional to the square of the nuclear density

$$\lambda (r)=\lambda _0(E)\rho ^2(r),$$
(11)
The $`\lambda _0`$ parameter depends on the energy of the pion and is obtained by fitting to absorption data. For light nuclei we first calculated the eikonal expression for the total absorption cross section

$$\sigma (\lambda _0)=2\pi _0^{\mathrm{}}a𝑑a\left(1e^{_{\mathrm{}}^{\mathrm{}}𝑑z\lambda _0\rho ^2(\sqrt{z^2+a^2})}\right).$$
(12)
By comparing the values of $`\sigma (\lambda _0)`$ with experimental values of $`\sigma _{abs}(E)`$  we inferred the values of $`\lambda _0(E)`$ needed to fit the data (see figure 2). We found that the values of $`\lambda _0(E)`$ had little dependence on the atomic mass number A for light nuclei.

For heavy nuclei it is important to follow the trajectory instead of using Eq. 12. Figure 3 shows the result of the fit for gold. The $`\lambda _0`$ used in this case is also given in Fig. 2

Denoting the result of following the trajectory of the ith pion into free space by $`P_i(x,\varphi ,M_i)`$ the final spectrum is given by the integral over all possible decay angles,

$$S_f(M_f)=\frac{1}{4\pi }_1^1𝑑x_0^{2\pi }𝑑\varphi S_f(x,\varphi ,M_f)P_1(x,\varphi ,M_i)P_2(x,\varphi ,M_i).$$
(13)
## 3 Results

Figure 4 shows the resulting spectra as well as the original model spectrum (solid line). Also shown is the spectrum with only the strong and Coulomb potentials. These spectra cannot easily be compared directly to the data for two reasons.
1) Our initial model spectrum represents only roughly the free spectrum for $`\pi ^+\pi ^+`$ and not well at all for $`\pi ^+\pi ^{}`$. In fact, the free spectrum is not well known. Even if it were, we cannot be sure that it is the appropriate starting spectrum in the nuclear case.
2) There is a large instrumental acceptance correction to be made.

For these reasons we, like the experimental group, compare with ratios. Since we are interested in the increase of the spectrum ratios near small values of invariant mass we normalize the ratios (theoretical and experimental) to unity at 330 MeV.

The CHAOS group calculated the ratio $`\frac{{}_{}{}^{A}S_{\pi \pi }^{}}{{}_{}{}^{D}S_{\pi \pi }^{}}`$ for both $`\pi ^+\pi ^{}`$ and $`\pi ^+\pi ^+`$ to show the effect of the nucleus. The strong enhancement near threshold is due to the fact that the invariant mass distribution of D (2H) and A (12C, 40Ca,208Pb) change dramatically near the threshold where is a much smaller peak in the D distribution.

In our study we calculated the ratio of heavier nuclei to carbon instead of deuterium and found that the ratio increases with A for all charge channels by almost the same amount.

Figures 5 and 6 show the ratios of the cross sections for 208Pb and 40Ca to that of 12C. The calculated ratios are seen to reproduce the experimental data in the $`\pi ^+\pi ^+`$ and $`\pi ^+\pi ^{}`$ channels. The two charge channels show similar behavior. Figure 6 also shows the effect of varying the assumed radius at which the production takes place.

The upper part of Fig. 7 shows the difference seen in the lead to carbon ratio using the value of $`\lambda _0`$ determined from the gold data and that obtained from the light element fit. The lower part of the same figure shows the difference between using the Woods-Saxon density and a shell model density for calcium .

Figure 8 shows the dependence on the final charge state of the calculations. It is seen that the effect is moderate.

Figure 9 shows the ratio of the cross sections for Cu and Al to C compared to the experimental data in the $`\pi ^0\pi ^0`$ channel. Although the error bars are large, the trend of the data is clearly reproduced.

The estimate of the interaction potential to use in a classical calculation by a quantum model must, of course, be approximate. Figure 10 shows that this potential plays a minor role by comparing with calculations with it set to zero.

Figure 11 shows the ratios of the heavy elements to deuterium for the $`\pi ^+\pi ^+`$ final state. The comparison between theory and experiment is satisfactory.

Figure 12 shows the ratio of the lead spectrum to that of deuterium for the $`\pi ^+\pi ^{}`$ final state. The effect considered here is able to explain only a little less than half of the observed experimental effect.

## 4 Discussion

We have seen that the variation in the spectral shape from nucleus to nucleus (above deuterium) can be understood in terms of the interaction of the produced pions with the nucleus. The size of the nucleus plays a strong role in this explanation. Thus, there is little or no evidence in these ratios for a modification of the pion production or pion-pion interaction. It is not clear that one should expect an effect of this type in any case. As has been discussed, the point at which the production takes place is largely determined by the density. Thus, as one moves to heavier nuclei there will be a strong tendency for the reaction to occur at the same density. Since the average density is the major parameter used to determine the medium effect, and it tends to remain constant, one might believe that no nuclear matter effect on the production would be seen in comparing among heavy nuclei.

Having said that, one must admit that there is some variation in the in the expected density going from (say) carbon to lead. If we use the linear dependence of the condensate on the density of Cohen, Furnstahl and Griegel  with the calculation of the change in the shape of the spectrum by Hatsuda and collaborators  along with a guess of the change in nuclear density, the result is of the same order as the discrepancy seen in the upper part of Figs. 6 or 10. However, one must be very careful about trying to draw any conclusion from this since this also about the same order as the difference between the two choices in $`\lambda _0`$ as seen in Fig. 7 and not far outside the experimental errors.

Of course, one might try to compare the production on the nucleon with production in the nucleus which is close to what has been done before. One would have to assume that the mechanism was simply production from one of the nucleons in the nucleus (a reasonable first assumption). In the present experiments the comparison has been made with the deuteron.

It has long been known (see Ref.  for example) that the shape of the invariant mass spectrum for the $`\pi ^+\pi ^{}`$ final pair is different from that of the $`\pi ^+\pi ^+`$ pair at low incident energy. According to Ref.  the sharp decrease in the low mass region is due to a cancellation in diagrammatic contributions. These authors suggest that an alteration of the cancellation due to interaction with the surrounding nucleons might lead to a modification in this cancellation and thus to a change in shape of the production spectrum in the direction seen.

It is also clear (see again Ref. ) that the $`\pi ^+\pi ^{}`$ spectrum shape changes to more resemble the $`\pi ^+\pi ^+`$ distribution (and phase space) as the energy increases. As one goes from the reaction on a single nucleon to that on a nucleus the effective energy at which the reaction takes place becomes higher due to the possibilities of coherent production. Thus, one should also expect an increase of strength in the low mass part of the spectrum from this effect as well.

This work was supported by the National Science Foundation (Grant 0099729) and the Jordan University of Science and Technology.


text:
# (Non)existence of static scalar field configurations in finite systems

## I Introduction

It is a remarkable consequence of nonlinearity that certain classical field theories allow for the existence of localized nondispersive solutions - the so-called solitons or “classical lumps.” Apart from generating a whole subject of its own (see e.g. dodd ), such solutions provide the starting point for the computation of important nonperturbative phenomena in a wide class of systems described by path integrals. To be specific, in the context of quantum (statistical) field theory the relevant framework is the semiclassical (stationary phase) approximation, which allows one to systematically compute quantum (thermal) corrections to the classical solutions by expanding the action (partition) functional around them, engendering unique insights such as the false vacuum decay mechanism or the spectrum of quantum bound states in particle physics rajaraman ; coleman-book  and the nucleation theory of Langer in statistical field theory schulman . Obtaining these solutions is therefore the first and one of the most important steps in either case.

For scalar field theories, a celebrated theorem due to Derrick derrick  (see also dodd ; rajaraman ; coleman-book ) ruled out the existence of stable time-independent configurations in $`D>2`$ spatial dimensions, causing a noticeable change in the direction of research among the practitioners of field theory. This is evident, for example, through the increasing interest in time-dependent solutions (e.g., nontopological solitons lee , $`Q`$-balls coleman-qball  and “oscillons” osc ) or in more complicated models that go beyond the ones considered by Derrick rajaraman  (see also perivola  for more recent proposals). Similar nonexistence theorems were also established for time-dependent periodic solutions pagels , constrained systems (e.g., the nonlinear sigma model) weder1  and, more generally, to a class of relativistic equations satisfying relatively mild conditions weder2 .

Since the traditional physical arena for the practice of field theory is an unbounded space-time, the question of how and when possible “finite-size effects” are important is a most relevant one in many circumstances. For instance, it is a well known and appreciated phenomenon that quantum fields, when subject to a finite spatial domain, induce a measurable force among its confining boundaries - the so-called Casimir effect, a phenomenon of growing interest both theoretically and experimentally casimir-review . Other finite-size effects considered in the literature include scenarios such as interacting scalar fields carrillo , fields subject to integrable boundary conditions bajnok  or kink-bearing systems klassen . More recently, the successful theory of metastable decay of Coleman and Langer was systematically extended to finite systems maier-stein  and, being a semiclassical (stationary phase) theory of scalar fields, the existence of nontrivial classical solutions is fundamental for its formalism.

Motivated not only by the above applications but also by the lack of results along these lines, in this paper the effects of a finite volume of arbitrary geometry on the existence and stability of static scalar field solutions in $`D`$ spatial dimensions will be considered, generalizing the results of Ref. derrick  to confined systems. It will be seen that the finitude of the system introduces important surface terms that allow one to evade Derrick’s theorem by suitably choosing the kind of boundary conditions (Secs. II and III). In some particular cases, however, Derrick’s theorem is recovered in its original form imposing constraints on the existence of static solutions even in finite systems (Sec. III).

## II Hamilton’s principle vs. spatial dilation

In order to understand the argument underlying Derrick’s theorem and the role of the boundary conditions in a transparent way, it is worth briefly recalling the usual principle of Hamilton. Consider a multicomponent real scalar field $`\varphi _i(𝐱,t)`$, with $`i=1,\mathrm{},N`$ (e.g., for $`N=2n`$ it can describe the real components of $`n`$ complex fields), in a volume $`\mathrm{\Omega }`$ bounded by a closed surface $`\mathrm{\Omega }`$. Hamilton’s principle in its original form is based on an interior variation of the action, i.e.,

$$\varphi _i(𝐱,t)\varphi _i^{}(𝐱,t)=\varphi _i(𝐱,t)+ϵ\eta _i(𝐱,t),$$
(1)
where $`ϵ`$ controls the amplitude of the perturbation and $`\eta _i(𝐱,t)`$ are arbitrarily shaped functions that vanish at the boundaries $`\mathrm{\Omega }`$ (and, of course, at the initial and final times). With such assumption, the stationarity condition of the action, $`\delta S[\varphi ]=0`$, yields immediately the Euler-Lagrange equations of motion, since the additional surface terms vanish identically due the condition imposed on $`\eta _i(𝐱,t)`$.

Derrick’s arguments, on the other hand, are based on a global one-parameter dilation of the field, namely

$$\varphi _i(𝐱)\varphi _i^{}(𝐱)=\varphi _i(\lambda 𝐱),$$
(2)
where now $`\lambda `$ controls the strength of the dilation and the time-dependence was omitted (we are looking for static solutions). In contrast to Eq. (1), this variation takes place everywhere and, since it merely amounts to “stretching” or “shrinking” the field configuration, one would expect from intuitive grounds that it would violate immediately whatever boundary conditions the fields are subject to, being therefore an invalid formulation of Hamilton’s principle. Below it will be shown that this is only partially true, as there are certain boundary conditions that are actually compatible with the dilation argument, though this also shows that the theorem is severely restricted by the conditions imposed on each particular problem. It is also worth mentioning that, since only one degree of freedom was introduced, such variation cannot encompass the infinite number of functional forms in Hamilton’s original principle (thanks to $`\eta _i(𝐱)`$), and hence one solution that is stationary with respect to Eq. (2) is not necessarily stationary with respect to the more general case of Eq. (1), from which one concludes that the theorem can provide only necessary but never sufficient conditions for the existence and stability of static solutions.

Given the time-independence of the problem, the energy of the field,

$$E[\varphi _i]=_\mathrm{\Omega }d^Dx\left[\frac{1}{2}(\varphi _i)(\varphi _i)+V(\varphi _i)\right],$$
(3)
(henceforth “$``$” indicates an internal product over the spatial components and the summation convention will be assumed for $`i`$), is identical to $`S[\varphi ]/T`$ (where $`T`$ is the time interval), and thus the variational principle can be obtained by setting $`E[\varphi _i^{}]/\lambda =0`$ at $`\lambda =1`$. For notational convenience, let

$$_1(\varphi _i)=\frac{1}{2}(\varphi _i)(\varphi _i)\text{and}_2(\varphi _i)=V(\varphi _i)$$
(4)
be the gradient and potential energy densities, respectively. Then

$`{\displaystyle \frac{E[\varphi _i^{}]}{\lambda }}|_{\lambda =1}`$ $`={\displaystyle _\mathrm{\Omega }}d^Dx\left[{\displaystyle \frac{_1}{(\varphi _i)}}{\displaystyle \frac{}{\lambda }}(\varphi _i^{})+{\displaystyle \frac{_2}{\varphi _i}}{\displaystyle \frac{\varphi _i^{}}{\lambda }}\right]`$
$`={\displaystyle _\mathrm{\Omega }}d^Dx`$ $`\left[\varphi _i(\varphi _i𝐱)+{\displaystyle \frac{V}{\varphi _i}}(\varphi _i𝐱)\right].`$ (5)
Using now the identity

$$\varphi _i(\varphi _i𝐱)=\left[\varphi _i(\varphi _i𝐱)\right]^2\varphi _i(\varphi _i𝐱)$$
(6)
and the divergence theorem, one obtains the global stationarity condition

$`{\displaystyle _\mathrm{\Omega }}d^Dx\left[^2\varphi _i+{\displaystyle \frac{V}{\varphi _i}}\right]`$ $`(\varphi _i𝐱)`$
$`+{\displaystyle _\mathrm{\Omega }}d^{D1}`$ $`𝝈\varphi _i(\varphi _i𝐱)=0.`$ (7)
If $`\varphi _i(𝐱)`$ is a static solution of the Euler-Lagrange equations the first integral above vanishes. The dilation argument then tells us the condition

$$_\mathrm{\Omega }d^{D1}𝝈\varphi _i(\varphi _i𝐱)=0$$
(8)
determines the stationarity of the solution. This is clearly not compatible with Hamilton’s principle, for we know that the Euler-Lagrange equations alone are necessary and sufficient to determine the stationarity (thence the existence) of the solution lanczos . In other words, Eq. (7) is not a necessary condition for the existence of solutions unless Eq. (8) is a priori satisfied (say, by imposing vanishing Neumann boundary conditions), and it is only in this case that the theorem can provide valid constraints on the existence of static solutions 111In Ref. requardt  a similar argument was considered to establish rigorously the validity of Derrick’s theorem for infinite systems. That study showed, in particular, that when augmented with the additional condition of finite energy, surface terms like the one in Eq. (8) vanish in the infinite-volume limit, proving thus the validity of the theorem for unbounded systems.. This can also be restated as follows:

* In Neumann problems (i.e., $`\widehat{𝐧}\varphi _i`$ specified at $`\mathrm{\Omega }`$), Derrick’s arguments are valid if and only if the boundary conditions are such that Eq. (8) is satisfied (e.g., $`\widehat{𝐧}\varphi _i|_\mathrm{\Omega }=0`$).
* In Dirichlet problems ($`\varphi _i`$ specified at $`\mathrm{\Omega }`$), Eq. (7) is no longer a necessary condition for the existence of solutions and thus Derrick’s arguments do not apply.

## III Existence and stability conditions

Assuming that Eq. (8) is satisfied by the boundary conditions, the central results of Derrick’s paper will now be generalized to finite systems. The theorem rests on the scaling properties of $`_1`$ and $`_2`$ in order to obtain an alternative expression to Eq. (7). It is not difficult to see that, after the change of variables $`𝐱𝐱^{}=\lambda 𝐱`$ under the integrals, one obtains the scaling relation

$`E[\varphi _i^{}]=\lambda ^{2D}{\displaystyle _\mathrm{\Omega }^{}}d^Dx_1(\varphi _i)+\lambda ^D{\displaystyle _\mathrm{\Omega }^{}}d^Dx_2(\varphi _i),`$ (9)
where the unimportant primes were dropped from the integrands. It should be observed that now we have a $`\lambda `$-dependence in the domain of integration itself (indicated here as $`\mathrm{\Omega }^{}`$), being therefore important to consider the geometry of the system explicitly before proceeding to the remaining part of the theorem.

In what follows, I shall consider $`D`$-dimensional volumes $`\mathrm{\Omega }`$ bounded by spherical surfaces $`\mathrm{\Omega }`$ of radius $`R`$. Similar calculations for other geometries like rectangular boxes or cylinders do not change the results of this section, as the reader can easily verify, suggesting that the results obtained here are rather general (see also Appendix). For such geometries, the important relation

$`{\displaystyle \frac{}{\lambda }}{\displaystyle _\mathrm{\Omega }^{}}d^Dx`$ $`f(𝐱)={\displaystyle \frac{}{\lambda }}{\displaystyle _0^{\lambda R}}𝑑r{\displaystyle _\mathrm{\Omega }}d^{D1}\sigma (r)f(r,𝝈)`$
$`=\lambda ^{D1}R{\displaystyle _\mathrm{\Omega }}d^{D1}\sigma (R)f(\lambda R,𝝈)`$ (10)
is easily obtained. Derrick’s existence condition is derived from the first $`\lambda `$-derivative of Eq. (9),

$`(2D)E_1`$ $`DE_2`$
$`+R{\displaystyle _\mathrm{\Omega }}`$ $`d^{D1}\sigma (R)\left[_1(\varphi _i)+_2(\varphi _i)\right]=0,`$ (11)
where Eq. (III) was used, $`E_1_\mathrm{\Omega }d^Dx_1(\varphi _i)`$ and $`E_2_\mathrm{\Omega }d^Dx_2(\varphi _i)`$. An immediate conclusion is: Even in problems where condition (8) is fulfilled, the presence of an energy component at the boundaries of the system provides an additional mechanism for evading Derrick’s theorem, although this now requires a fine-tuning of the boundary conditions to ensure the vanishing of the above expression. For example, in the interesting case $`D=3`$ and $`V(\varphi _i)0`$ considered by Derrick, the first two terms above are still negative but now one has the option of choosing the boundary conditions so that the (positive) surface term cancels them. It is worth emphasizing, however, that this inevitably introduces a certain amount of energy at the boundaries of the system and only the physical problem at hand can tell whether this condition can be realized or not (for problems with Neumann boundary conditions where Eq. (8) is not satisfied, one has the additional freedom of choosing $`\varphi _i|_\mathrm{\Omega }`$ such that $`[_1(\varphi _i)+_2(\varphi _i)]_\mathrm{\Omega }=0`$ for models allowing $`V(\varphi _i)<0`$ somewhere, so in this case it is possible to evade the theorem without introducing energy at the boundaries). Note also that, for configurations whose energy density vanishes sufficiently fast at spatial infinity, the above expression reduces to the usual one (cf. rajaraman ; coleman-book ).

The second variation of the energy will tell us about the stability of the configuration. Performing it in Eq. (9) one obtains, after some algebra,

$`{\displaystyle \frac{^2E[\varphi ^{}]}{\lambda ^2}}|_{\lambda =1}`$ $`=(D2)(D1)E_1+D(D+1)E_2`$
$`R{\displaystyle _\mathrm{\Omega }}d^{D1}\sigma `$ $`(R)\left[(D3)_1(\varphi _i)+(D+1)_2(\varphi _i)\right]`$
$`+R{\displaystyle _\mathrm{\Omega }}d^{D1}\sigma `$ $`(R)\left[\varphi _i(\varphi _i𝐱)+{\displaystyle \frac{V}{\varphi _i}}(\varphi _i𝐱)\right].`$ (12)
It seems hopeless to extract any information from the above expression without any additional information from the boundary conditions. Here I only mention the important case where $`_1(\varphi _i)=_2(\varphi _i)=0`$ at $`\mathrm{\Omega }`$, so that $`|\varphi _i|_\mathrm{\Omega }=0`$ in agreement with Eq. (8) and $`(2D)E_1=DE_2`$ \[from Eq. (III)\], recovering the usual expression,

$$\frac{^2E[\varphi ^{}]}{\lambda ^2}|_{\lambda =1}=2(D2)E_1.$$
(13)
An important conclusion can now be drawn from the foregoing analysis: For finite systems whose boundary conditions imply the vanishing of both the gradient and potential energies at $`\mathrm{\Omega }`$, the existence and stability conditions of Derrick remain valid and general, regardless of the specific size or geometry of the system. In this case, all the observations based on Derrick’s arguments apply to finite systems as well, from which the most interesting one seems to be that: There are no stable time-independent solutions in finite systems of more than two spatial dimensions subject to vanishing gradient and potential energies at the boundaries.

## IV Conclusions

A careful investigation of the “dilation” argument on the existence and stability of time-independent scalar field configurations was presented, generalizing previous results to finite systems of arbitrary dimension and most geometries of interest. The argument itself was found to be, in general, incompatible with Hamilton’s principle for finite volumes, as summarized by the validity condition (8). This shows in particular that Dirichlet problems are not amenable to an analysis based on the dilation argument. Nonetheless, once such condition is satisfied a priori (e.g., in Neumann problems where $`\widehat{𝐧}\varphi _i=0`$ at $`\mathrm{\Omega }`$), the argument turns into a theorem that provides valuable existence and stability conditions for finite systems. For such circumstances, alternative means of evading the theorem were proposed that rely on the presence of energy at the boundaries of the system. Derrick’s theorem in its original form is recovered only when both the gradient and potential energies vanish at the boundaries.

Apart from the obvious generalization to field theories of higher spin or to time-dependent configurations, it would also be interesting to use the foregoing observations as guidelines to obtain explicit static solutions. For example, in Ref. hale  a numeric method based on the stochastic minimization of the energy functional was developed to obtain nontrivial static solutions to a wide class of field theories. In this case, the present results can feed the algorithm with the right boundary conditions that are able to generate the solutions.

###### Acknowledgements.

It is my pleasure to thank Marcelo Gleiser, Robert Caldwell and Rafael Howell for the interest and discussions. Special thanks go to Renan Landim for pointing out important typos in the original manuscript. Financial support was provided by Dartmouth College.

## Appendix

Here a generalization of the results of Sec. III for arbitrary smooth geometries will be sketched. The approach follows closely that of Ref. khinchin  for phase space volumes defined by constant-energy surfaces. Consider a $`(D1)`$-dimensional smooth surface $`\mathrm{\Omega }`$ defined by $`f(𝐱)=F`$, with $`F`$ a real constant measuring the length scale of the system (e.g., the radius of a $`D`$-sphere), such that $`f`$ exists and does not vanish within $`\mathrm{\Omega }`$. Then $`\widehat{𝐧}=f/|f|`$ defines a unit vector normal to $`\mathrm{\Omega }`$. Choose a coordinate system $`(f,𝝈)`$ such that $`𝝈`$ are local coordinates at $`\mathrm{\Omega }`$ (e.g., a set of angle variables). Let $`d^{D1}\sigma (f)`$ be an area element of $`\mathrm{\Omega }`$ and $`dn\widehat{𝐧}d𝐱`$, then $`d^Dx=dnd^{D1}\sigma (f)=dfd^{D1}\sigma (f)/|f|`$, whereby

$`{\displaystyle \frac{}{\lambda }}{\displaystyle _\mathrm{\Omega }^{}}d^Dx`$ $`={\displaystyle \frac{}{\lambda }}{\displaystyle _0^{\lambda F}}𝑑f{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{d^{D1}\sigma (f)}{|f|}}`$
$`=F{\displaystyle _\mathrm{\Omega }}`$ $`{\displaystyle \frac{d^{D1}\sigma (\lambda F)}{|f|}}=\lambda ^{D1}F{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{d^{D1}\sigma (F)}{|f|}},`$ (14)
generalizing Eq. (III) to arbitrary smooth geometries (note that for a spherical geometry one has $`|f|=1`$ everywhere). From the above relation the results of Sec. III follow analogously. With certain care it should apply even to arbitrary sharp-edged volumes, since in practice one can approximate nonsmooth surfaces with smooth ones as accurately as one desires (e.g., the surface $`f(𝐱)=[(x_1/l_1)^n+(x_2/l_2)^n+\mathrm{}]^{1/n}=1`$ can be made as close to a $`D`$-dimensional rectangular box of edges $`l_1,l_2,\mathrm{}`$ as one desires by increasing $`n`$).