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# The Lattice Equations of the Toda Type with an Interaction between a Few Neighborhoods

## 1 Introduction

The first differential–difference system studied by the methods of the theory of solitons was the famous Toda lattice

$$\ddot{\sigma }_k=\text{e}^{\sigma _{k+1}\sigma _k}\text{e}^{\sigma _k\sigma _{k1}},$$
(1)
whose multi-soliton solutions were built using the Hirota method . The complete integrability of the Toda lattice in periodic and infinitely dimensional cases was proven in works  and . This system was originally suggested as one describing the behaviour of the particles interacting with the nearest neighborhoods. Nevertheless, it appears as a limit in the elliptic Calogero–Moser system , where all the particles interact with each other. The development of the theory of solitons led to various generalizations of the Toda lattice (see, e.g., ). The problem of the classification of the integrable lattices of the Toda type with an interaction between two nearest neighborhoods was considered in . Recently, the new classes of the integrable lattice equations that include the Toda lattice as the particular case  and the nonlocal two–dimensional generalization of Eqs.(1)  were investigated.

A significant attention was paid on the integrable multi-particle systems during the past ten years. It was shown that Eqs.(1) and other well-known lattice equations are the discrete symmetries (Darboux–Bäcklund transformations) of the Kadomtsev–Petviashvilii hierarchies . Also, these systems play an important role in nonperturbative string theory and D-branes theory . In particular, the Toda lattice is connected with the Nahm equations  and determines the behaviour of the collective coordinates of the branes  and massless supersymmetric gauge theories in low-energy sector .

This article is devoted to the generalization of Eqs.(1) on the cases of the systems of particles, whose motion is immediately affected by the finite number of nearest neighborhoods. These lattices are the members of the one-parameter subvarieties of two different sets of the two-parameter two-field integrable lattice equations presented in  and . It is remarkable that, as for the Toda lattice case, there exists a connection of the lattices considered with the Nahm equations and their continuous limit is the Boussinesque equation. The reductions of the lattice equations, the Lax pairs, the asymptotic expansions of the solutions of the Lax pairs and the first integrals are given in Sec.II. The Darboux transformation technique  is applied in Sec.III to obtain the hierarchies of the infinitesimal symmetries and the soliton solutions.

## 2 Lattice Equations of the Toda Type

Let us consider two infinite sets ($`l𝐍`$) of the lattice equations

$$\begin{array}{c}\ddot{\sigma }_k=C\left(\text{e}^{_{m=0}^{l1}\left(\sigma _{k+m+l}\sigma _{km}\right)}\text{e}^{_{m=0}^{l1}\left(\sigma _{k+m}\sigma _{klm}\right)}\right)+\\ +\dot{\sigma }_k\underset{m=1}{\overset{l1}{}}(\dot{\sigma }_{k+m}\dot{\sigma }_{km})\end{array}$$
(2)
and

$$\begin{array}{c}\ddot{\sigma }_k=C\left(\text{e}^{_{m=1}^l\left(\sigma _{km}\sigma _{k+l+m}\right)}\text{e}^{_{m=1}^l\left(\sigma _{klm}\sigma _{k+m}\right)}\right)\\ \dot{\sigma }_k\underset{m=1}{\overset{l}{}}(\dot{\sigma }_{k+m}\dot{\sigma }_{km}).\end{array}$$
(3)
Here $`C`$ is arbitrary constant, which is assumed to be unequal to zero. (If $`C=0`$, then Eqs.(2,3) are the Bogoyavlenskii lattice .) Eqs.(2) with $`l=1`$ are evidently reduced to the Toda lattice (1). The Belov–Chaltikian lattice  is equivalent to Eqs.(3) if $`l=1`$.

In the periodic case ($`\sigma _{k+n}=\sigma _k`$, $`n`$ is a period), the lattices admit additional reduction constraints :

$$\sigma _{m+1+k}=\sigma _{m+1k}\text{ if }n=2m+1,$$

$$\sigma _{m+k}=\sigma _{m+1k}\text{ if }n=2m$$

or

$$\sigma _{m+k}=\sigma _{mk}\text{ if }n=2m$$

($`k=0,\mathrm{},m`$). A connection of these constraints in the Toda lattice case with the root systems of semisimple Lie algebras was established in . Reductions

$$\sigma _k=\sigma _k$$

or

$$\sigma _{1k}=\sigma _k$$

are consistent with the lattice equations in infinitely dimensional case.

It is well known that the Boussinesque equation

$$v_{\tau \tau }=(a^2v+c_2v_{xx}+c_3v^2)_{xx}$$
(4)
can be obtained as a result of the limiting procedure in the Toda lattice . This procedure is suitable in Eqs.(2,3) for arbitrary $`l`$ and gives the same equation. Indeed, assuming

$$\sigma _k=\epsilon u(\tau ,x),\tau =\epsilon ^2t,x=\epsilon k$$

and expanding $`u(\tau ,x+\epsilon m)`$ in the Taylor series, we have from Eqs.(2,3)

$$u_{\tau \tau }=\frac{c_1}{\epsilon ^2}u_{xx}+c_2u_{xxxx}+2c_3u_xu_{xx}+O(\epsilon ).$$

Eq.(4) follows this equality after differentiation if we put

$$v=u_x+\frac{c_1\epsilon ^2a^2}{2c_3\epsilon ^2}$$

and consider limit $`\epsilon 0`$.

Eqs.(2,3) with arbitrary $`l`$ were revealed in  to belong a class of nonlinear equations representable as the compatibility condition of overdetermined linear systems (Lax pairs), whose coefficients are explicitly connected. Thus, Lax pair for Eqs.(2) has form

$$\{\begin{array}{ccc}\hfill \dot{\psi }_k& =& \lambda \psi _{kl}+\underset{m=0}{\overset{l1}{}}h_{k+m}\psi _k\hfill \\ \hfill z\psi _k& =& \lambda ^2\psi _{k1}+\lambda h_{k+l1}\psi _{k+l1}+\rho _{k+2l1}\psi _{k+2l1}\hfill \end{array},$$
(5)
where $`z`$ and $`\lambda `$ are complex parameters and

$$h_k=\dot{\sigma }_k,$$

$$\rho _k=C\text{e}^{_{m=0}^{l1}\left(\sigma _{k+m}\sigma _{klm}\right)}.$$

Also, this lattice is the compatibility condition of so-called dual Lax pair

$$\{\begin{array}{ccc}\hfill \dot{\xi }_k& =& \lambda \xi _{k+l}+\underset{m=0}{\overset{l1}{}}h_{k+m}\xi _k\hfill \\ \hfill z\xi _k& =& \lambda ^2\xi _{k+1}+\lambda h_k\xi _{kl+1}+\rho _k\xi _{k2l+1}\hfill \end{array}.$$
(6)
Direct and dual Lax pairs of Eqs.(3) read respectively as

$$\{\begin{array}{ccc}\hfill \dot{\psi }_k& =& \lambda \psi _{kl}\underset{m=1}{\overset{l}{}}h_{k+m}\psi _k\hfill \\ \hfill z\psi _k& =& \lambda ^2\psi _{k+1}+\lambda h_{k+l+1}\psi _{k+l+1}+\rho _{k+2l+1}\psi _{k+2l+1}\hfill \end{array}$$
(7)
and

$$\{\begin{array}{ccc}\hfill \dot{\xi }_k& =& \lambda \xi _{k+l}\underset{m=1}{\overset{l}{}}h_{k+m}\xi _k\hfill \\ \hfill z\xi _k& =& \lambda ^2\xi _{k1}+\lambda h_k\xi _{kl1}+\rho _k\xi _{k2l1}\hfill \end{array}.$$
(8)
Here

$$\rho _k=C\text{e}^{_{m=1}^l\left(\sigma _{klm}\sigma _{k+m}\right)}.$$

It is worth to note that the dependence on $`\lambda `$ of the Lax pairs (58) is the same as in the case of the Nahm equations. Consequently, lattices (2,3) can be obtained from the Nahm equations by imposing the reduction constraints.

One can put $`\lambda =1`$ in infinitely dimensional case without loss of generality. Then the solutions of Lax pairs (5,6) admit in the neighborhood of the point $`z=\mathrm{}`$ the following asymptotic expansions:

$$\psi _k=\alpha ^k\text{e}^{t/\alpha ^l}\left(1+\frac{a_k}{z^l}+\frac{b_k}{z^{2l}}+\mathrm{}\right),$$
(9)
$$\xi _k=\alpha ^k\text{e}^{t/\alpha ^l}\left(1\frac{a_{kl}}{z^l}+\frac{c_k}{z^{2l}}+\mathrm{}\right),$$
(10)
where

$$a_k=\underset{m=\mathrm{}}{\overset{k+l1}{}}h_m,$$

$$b_k=\underset{m=\mathrm{}}{\overset{k+2l1}{}}(\rho _mC+h_{ml}a_{ml}),c_k=\underset{m=\mathrm{}}{\overset{k1}{}}(C\rho _m+h_ma_{m2l+1})$$

and

$$\alpha =\frac{1}{z}\left(1+\frac{C}{z^{2l}}+\mathrm{}\right)$$

is the solution of equation

$$z\alpha =1+C\alpha ^{2l}.$$

The solutions of Lax pairs (7,8) can be represented in the next form

$$\psi _k=\beta ^k\text{e}^{t/\beta ^l}\left(1+z^ld_k+z^{2l}e_k+\mathrm{}\right),$$
(11)
$$\xi _k=\beta ^k\text{e}^{t/\beta ^l}\left(1z^ld_{kl}+z^{2l}f_k+\mathrm{}\right)$$
(12)
in the neighborhood of the point $`z=0`$. Here

$$d_k=\underset{m=\mathrm{}}{\overset{k+l}{}}h_m,$$

$$e_k=\underset{m=\mathrm{}}{\overset{k+2l}{}}(C\rho _mh_{ml}d_{ml}),f_k=\underset{m=\mathrm{}}{\overset{k}{}}(\rho _mCh_md_{m2l1})$$

and

$$\beta =z\left(1z^{2l}C+\mathrm{}\right)$$

satisfy equation

$$z=\beta +C\beta ^{2l+1}.$$

The second equations of the Lax pairs (5,7) can be rewritten as infinitely dimensional spectral problems

$$z\psi =L_1\psi $$

and

$$z\psi =L_2\psi ,$$

with the help of matrices $`L_1`$ and $`L_2`$ such that

$$L_{1,kj}=\lambda ^2\delta _{k,j+1}+\lambda h_j\delta _{k,j+1l}+\rho _j\delta _{k,j+12l},$$

$$L_{2,kj}=\lambda ^2\delta _{k,j1}+\lambda h_j\delta _{k,j1l}+\rho _j\delta _{k,j12l}.$$

The quantities

$$I_n=\text{Tr }L_1^{nl}$$

and

$$J_n=\text{Tr }L_2^{nl}$$

($`n𝐍`$) give respectively the infinite hierarchy of the integrals of lattices (2) and (3). The first nontrivial integrals are

$$I_2=l\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\left(2\rho _k+h_k^2+2h_k\underset{m=1}{\overset{l1}{}}h_{k+m}\right),$$

$$J_2=l\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\left(2\rho _k+h_k^2+2h_k\underset{m=1}{\overset{l}{}}h_{k+m}\right).$$

It is seen that positively defined integral exists only in the case of real-valued solutions of the Toda lattice with $`C>0`$.

## 3 Darboux Transformation Technique

In this section, we give the formulas of the Darboux transformations (DTs), which allow us to generate the infinite hierarchies of the solutions of lattices (2) and (3) together with ones of their Lax pairs. The infinitesimal symmetries of the lattices are also found.

Let $`\phi _k`$ be a solution of system (5) with $`z=x`$ and $`\lambda =\mu `$. Eqs.(2) and Lax pairs (5,6) are covariant with respect to DT

$$\stackrel{~}{\psi }_k=\dot{\psi }_k\frac{\dot{\phi }_k}{\phi _k}\psi _k,$$
(13)
$$\stackrel{~}{\xi }_k=\frac{\mathrm{\Delta }_k}{\phi _{kl}},$$
(14)
$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{\phi _{kl+1}}{\phi _{kl}},$$
(15)
where

$$\mathrm{\Delta }_k=_{t_0}^t\phi _{kl}\xi _k𝑑t+\delta _k,$$
(16)
constants $`\delta _k`$ are determined by equations

$$\lambda \delta _{k+l}\mu \delta _k=\phi _k\xi _k|_{t=t_0},$$

$$x\lambda ^2\delta _{k+1}z\mu ^2\delta _k=\left[\lambda \mu h_k\phi _k\xi _{kl+1}+\lambda \rho _{k+l}\phi _{k+l}\xi _{kl+1}+\mu \rho _k\phi _k\xi _{k2l+1}\right]|_{t=t_0}.$$

The statement remains valid, when quantities $`\mathrm{\Delta }_k`$ are defined as

$$\mathrm{\Delta }_k=\frac{1}{\mu }\underset{m=1}{\overset{\mathrm{}}{}}\left(\frac{\mu }{\lambda }\right)^m\phi _{kml}\xi _{kml}$$
(17)
or

$$\mathrm{\Delta }_k=\frac{1}{\mu }\underset{m=0}{\overset{\mathrm{}}{}}\left(\frac{\lambda }{\mu }\right)^m\phi _{k+ml}\xi _{k+ml}$$
(18)
We will refer to formulas (1315) as DT of direct problem since the expressions for the transformed quantities depend explicitly on solution $`\phi _k`$ of direct Lax pair (5). If we carry out $`N`$ iterations of transformation (1315) on solutions $`\phi _k^{(j)}`$ ($`j=1,\mathrm{},N`$) of Lax pair (5) with $`z=x^{(j)}`$ and $`\lambda =\mu ^{(j)}`$, then new (transformed) solution of Eqs.(2) is

$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{W(\phi _{kl+1}^{(1)},\mathrm{},\phi _{kl+1}^{(N)})}{W(\phi _{kl}^{(1)},\mathrm{},\phi _{kl}^{(N)})}.$$
(19)
Here we use notation $`W(\phi _k^{(1)},\mathrm{},\phi _k^{(N)})`$ for the Wronskian of functions $`\phi _k^{(1)},\mathrm{},\phi _k^{(N)}`$.

In similar manner, one can introduce DT of dual problem with the help of a solution of dual Lax pair (6). The sum of the DTs of direct and dual problems is called the binary DT and yields the following expression for new solution of lattice (2):

$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{\mathrm{\Delta }_{k+1}}{\mathrm{\Delta }_k}.$$
(20)
Supposing $`\lambda =\mu =1`$ for the simplicity and considering limit $`x=z+\delta zz`$, $`\phi _k=\psi _k+O(\delta z)`$ in (20) we obtain

$$\stackrel{~}{\sigma }_k=\sigma _k+\delta z\delta \sigma _k+o(\delta z),$$

where

$$\delta \sigma _k=\mathrm{\Delta }_{k+1}\mathrm{\Delta }_k$$

satisfy the linearization of Eqs.(2). The substitution of expansions (9,10) into the last formula leads to the next representation

$$\delta \sigma _k=\underset{m=1}{\overset{\mathrm{}}{}}\frac{\delta \sigma _k^{(m)}}{z^{ml}},$$

where $`\delta \sigma _k^{(m)}`$ form the infinite hierarchy of the infinitesimal symmetries of lattice (2). The first members of the hierarchy are

$$\delta \sigma _k^{(1)}=h_k,$$

$$\delta \sigma _k^{(2)}=\rho _{k+l}+\rho _k+h_k\underset{m=l+1}{\overset{l1}{}}h_{k+m}.$$

Let us consider the zero background ($`\sigma _k=0`$). The Lax pairs solutions entering (19) have form

$$\phi _k^{(j)}=\underset{m=1}{\overset{2l}{}}C_m^{(j)}\alpha _{m}^{(j)}{}_{}{}^{k}\text{e}^{\mu ^{\left(j\right)}\alpha _{m}^{\left(j\right)}{}_{}{}^{l}t},$$
(21)
where $`\alpha _m^{(j)}`$ ($`m=1,\mathrm{},2l`$) are the roots of equations

$$x^{(j)}\alpha ^{(j)}=\mu _{}^{(j)}{}_{}{}^{2}+C\alpha _{}^{(j)}{}_{}{}^{2l},$$
(22)
$`C_m^{(j)}`$ are arbitrary constants. Substituting (21) into Eqs.(19), we find the multi-soliton solution of Eqs.(2). (Note that, in the Toda lattice case, relations (22) can be considered as the equations, which define $`x^{(j)}`$ and $`\mu ^{(j)}`$ through given $`\alpha _1^{(j)}`$ and $`\alpha _2^{(j)}`$.) If all $`x^{(j)}`$ are different, then the one-soliton component of the multi-soliton solution of lattice (2) is characterized by $`2l`$ parameters: $`x^{(j)}`$ and $`2l1`$ constants from set $`C_m^{(j)}`$ ($`m=1,\mathrm{}2l`$). These parameters determine the internal degrees of freedom of solitons. In the general case, the shape of the one-soliton solution ($`N=1`$) is changed under the evolution. If we put

$$C_1^{(j)}C_2^{(j)}0,C_m^{(j)}=0(m>2),$$

then an interaction of the one-soliton components of this subvariety of the multi-soliton solutions can lead to their shifts only. Assuming

$$C>0,x^{(j)}>0,\mu ^{(j)}𝐑,$$

$$\alpha _1^{(j)}<\alpha _2^{(j)},v_j>v_k\text{ if }j<k,$$

where

$$v_j=\mu ^{(j)}\frac{\alpha _{1}^{(j)}{}_{}{}^{l}\alpha _{2}^{(j)}{}_{}{}^{l}}{\mathrm{log}\left|\alpha _1^{(j)}\right|\mathrm{log}\left|\alpha _2^{(j)}\right|}$$

is the velocity of the one-soliton component, we obtain that $`j`$-th one-soliton component suffers shift

$$\delta _{jk}=\frac{1}{\mu ^{(j)}(\alpha _{2}^{(j)}{}_{}{}^{l}\alpha _{1}^{(j)}{}_{}{}^{l})}\mathrm{log}\frac{(\mu ^{(j)}\alpha _{1}^{(j)}{}_{}{}^{l}\mu ^{(k)}\alpha _{1}^{(k)}{}_{}{}^{l})(\mu ^{(j)}\alpha _{2}^{(j)}{}_{}{}^{l}\mu ^{(k)}\alpha _{2}^{(k)}{}_{}{}^{l})}{(\mu ^{(j)}\alpha _{2}^{(j)}{}_{}{}^{l}\mu ^{(k)}\alpha _{1}^{(k)}{}_{}{}^{l})(\mu ^{(j)}\alpha _{1}^{(j)}{}_{}{}^{l}\mu ^{(k)}\alpha _{2}^{(k)}{}_{}{}^{l})}$$

after the interaction with $`k`$-th component. If the multi-soliton solution is nonsingular for $`t\mathrm{}`$ and some of $`\delta _{jk}`$ are complex, then the solution became singular after the interaction. The interaction of solitons of general form is more complicated and changes their internal degrees of freedom. Since $`\mu ^{(j)}`$ can differ by the sign for fixed set of the Eq.(22) roots, Eqs.(2), as the Toda lattice equations, have the solitons propagating on the lattice in both directions.

In the case of lattice (3), we have the following formulas of the DT of direct problem

$$\stackrel{~}{\psi }_k=\dot{\psi }_k\frac{\dot{\phi }_k}{\phi _k}\psi _k,$$
(23)
$$\stackrel{~}{\xi }_k=\frac{\mathrm{\Delta }_k}{\phi _{kl}},$$
(24)
$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{\phi _{kl1}}{\phi _{kl}}.$$
(25)
Here $`\psi _k`$ and $`\xi _k`$ are solutions of Lax pairs (7) and (8), $`\phi _k`$ is solution of (7) with $`z=x`$, $`\lambda =\mu `$, $`\mathrm{\Delta }_k`$ are defined by Eqs.(16), where constants $`\delta _k`$ have to satisfy equations

$$\lambda \delta _{k+l}\mu \delta _k=\phi _k\xi _k|_{t=t_0},$$

$$x\lambda ^2\delta _{k1}z\mu ^2\delta _k=\left[\lambda \mu h_k\phi _k\xi _{kl1}+\lambda \rho _{k+l}\phi _{k+l}\xi _{kl1}+\mu \rho _k\phi _k\xi _{k2l1}\right]|_{t=t_0},$$

(Relations (17) or (18) can be also used as the definitions of $`\mathrm{\Delta }_k`$.) Iterating this DT $`N`$-times, we obtain the next expression for new solution of lattice (3):

$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{W(\phi _{kl1}^{(1)},\mathrm{},\phi _{kl1}^{(N)})}{W(\phi _{kl}^{(1)},\mathrm{},\phi _{kl}^{(N)})},$$
(26)
where $`\phi _k^{(j)}`$ ($`j=1,\mathrm{},N`$) are solutions of Lax pair (7) with $`z=x^{(j)}`$, $`\lambda =\mu ^{(j)}`$.

As for the previous case, one can introduce DT of dual problem and construct the binary DT, which gives the following formula for transformed solution of lattice (3):

$$\stackrel{~}{\sigma }_k=\sigma _k+\mathrm{log}\frac{\mathrm{\Delta }_{k1}}{\mathrm{\Delta }_k}.$$
(27)
Let us suppose $`\lambda =\mu =1`$ and consider limit $`x=z+\delta zz`$, $`\phi _k=\psi _k+O(\delta z)`$. Then Eqs.(27) yield

$$\stackrel{~}{\sigma }_k=\sigma _k+\delta z\delta \sigma _k+o(\delta z),$$

where

$$\delta \sigma _k=\mathrm{\Delta }_{k1}\mathrm{\Delta }_k$$

is solution of the linearization of Eqs.(3). After substitution of expansions (11,12) into this formula we come to representation

$$\delta \sigma _k=\underset{m=1}{\overset{\mathrm{}}{}}\delta \sigma _k^{(m)}z^{ml}.$$

The first members of the hierarchy of the infinitesimal symmetries $`\delta \sigma _k^{(m)}`$ of lattice (3) are

$$\delta \sigma _k^{(1)}=h_k,$$

$$\delta \sigma _k^{(2)}=\rho _{k+l}+\rho _kh_k\underset{m=l}{\overset{l}{}}h_{k+m}.$$

Solutions $`\phi _k^{(j)}`$ of the Lax pair (7) on the zero background are represented in the following manner

$$\chi _k^{(j)}=\underset{m=1}{\overset{2l+1}{}}D_m^{(j)}\beta _{m}^{(j)}{}_{}{}^{k}\text{e}^{\nu ^{\left(j\right)}\beta _{m}^{\left(j\right)}{}_{}{}^{l}t},$$
(28)
where $`\beta _m^{(j)}`$ ($`m=1,\mathrm{},2l+1`$) are the roots of equations

$$y^{(j)}=\nu _{}^{(j)}{}_{}{}^{2}\beta ^{(j)}+C\beta _{}^{(j)}{}_{}{}^{2l+1},$$
(29)
$`D_m^{(j)}`$ are constants. The substitution (28) into (26) gives the multi-soliton solution of lattice (3). The properties of this solution are similar to ones of lattice (2). If all $`x^{(j)}`$ are different, then the one-soliton component of the multi-soliton solution is completely described by parameter $`y^{(j)}`$ and $`2l`$ constants from set $`D_m^{(j)}`$ ($`m=1,\mathrm{}2l+1`$). If only two constants $`D_m^{(j)}`$ for any $`j`$ are unequal to zero, then an interaction of solitons can lead to their shifts. The expressions for the shifts differ from ones for Eqs.(2) by the notations (compare Eqs.(21) and (28)).

## 4 Conclusion

We have obtained the expressions for the first integrals, infinitesimal symmetries and the multi-soliton solutions for the sets (2,3) of the integrable lattice equations of the Toda type. These equations generalize the Toda lattice on the case of the systems of particles interacting with a few neighborhoods and can be considered as the reductions of the Nahm equations. The evolution of the solutions of the lattices can result in an appearance of the new singularities. Such the singularities arise no in the case of real-valued solutions of the Toda lattice only, when positively defined first integral exists. The study of the compatible flows, the symmetries and the discretizations of the lattice equations can lead to the new hierarchies of the integrable equations . From the point of view of the quantization of the equations considered, it is important to find the hierarchies of the Poisson structures and to include them into the $`r`$–matrix approach . This is also significant for proving the integrability of the lattices in the periodic case.

## 5 Acknowledgements

I am grateful to Dr. Marek Czachor for hospitality during my stay at Politechnika Gdańska and thank Nokia–Poland for financial support.


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# On the absence of conduction electrons in the antiferromagnetic part of the phase-separated states in magnetic semiconductors 11footnote 1Published in Physics Letters A, 298 (2002), p. 185-192

## 1 Introduction

Degenerate antiferromagnetic semiconductors are obtained by strongly doping antiferromagnetic semiconductors (e.g., $`EuTe`$ or lanthanium manganites). Over a concentration range of doping impurities, the ground state of these compounds will be a mixture of antiferromagnetic (AF) and ferromagnetic (FM) phases . Starting from a pure compound and doping, it is found that the ground state is AF and non-conducting up to some conduction electron concentration, driven by impurities, $`n_\mathrm{d}`$, for which the homogeneous state turns to be unstable against phase separation. The ground state becomes then inhomogeneous with a simply connected AF phase and a multiply connected FM phase. The exact geometry of the multiply connected phase is of fractal nature. On increasing the doping, a geometric transition takes place in which the topology of the sample changes due to percolation of the FM phase. Now, the ground state corresponds to a multiply connected AF phase and a simply connected FM one. The doping concentration at which this transition occurs is denoted by $`n_\mathrm{T}`$. At this point an important change in the conductivity is expected, because the material becomes a conductor. On a further increase of doping, a certain concentration, $`n_\mathrm{u}`$, exists at which this phase-separated state starts to be unstable and the sample becomes again homogeneous but now a FM. Transitions between these phases are also observed by varying magnetic field and temperature .

The physical reason for having a phase-separated state in an antiferromagnetic semiconductor is the dependence of the energy of the charge carriers that appear on doping on the magnetic order of the lattice. The charge carrier energy is lower if they move in a FM region. Therefore, by interaction with the spin system in the lattice, they are able to change its magnetic order, creating FM micro-regions and become trapped in them. In a degenerate magnetic semiconductor this is a cooperative phenomenon: a number of carriers are self-trapped in the same FM micro-region reducing the energy per carrier necessary to create it. When the carrier concentration is high enough, the phase-separated state turns out to be stable. It must be stressed that our calculation is valid only in the case of a degenerate semiconductor, i.e. over the range of conduction electron density in which this collective behaviour of the carriers appears. The micro-region contains a high number of conduction electrons. No individual (isolated) ferrons (magnetic polarons) exists over this range of concentrations. Unfortunately, there is no means of calculate $`n_\mathrm{d}`$ accurately, simply it must be defined as the density from which these micro-regions contain a “high” number of conduction electrons.

Within the Vonsovsky s-d model and using a variational procedure to calculate the energies of the different phases, Nagaev shows that the phase-separated state was the ground state for degenerate antiferromagnetic semiconductors over a certain range of doping. One of the assumptions of the calculation is the absence of conduction electrons in the AF part of the phase-separated state (see the reference  for a review). In this article we modifed the calculations in  to allow for the presence of conduction electrons in the AF part of phase-separated state and we shown that the energy minimum is encountered when all the conduction electrons are in the FM phase.

## 2 The Hamiltonian of the system

Our starting point is the Hamiltonian of the generalized Vonsovsky s-d model:

$`H`$ $`=`$ $`{\displaystyle E_\stackrel{}{k}a_{\stackrel{}{k}\sigma }^{}a_{\stackrel{}{k}\sigma }}{\displaystyle \frac{A}{N}}{\displaystyle \stackrel{}{S}_\stackrel{}{h}\stackrel{}{s}_{\sigma \sigma ^{}}\mathrm{exp}[i(\stackrel{}{k}\stackrel{}{k^{}})\stackrel{}{g}]}`$ (1)
$`\times a_{\stackrel{}{k}\sigma }^{}a_{\stackrel{}{k^{}}\sigma ^{}}{\displaystyle \frac{1}{2}}{\displaystyle I(\stackrel{}{g}\stackrel{}{f})\stackrel{}{S}_\stackrel{}{g}\stackrel{}{S}_\stackrel{}{f}}+H_C`$
where $`a_{\stackrel{}{k}\sigma }^{},a_{\stackrel{}{k}\sigma }`$ are the creation and destruction operators of a conduction electron with quasi-momentum $`\stackrel{}{k}`$ and spin projection $`\sigma `$, $`\stackrel{}{S}_\stackrel{}{g}`$ is the operator of the core spins of the magnetic ions (d-spins) with number $`\stackrel{}{g}`$, $`\stackrel{}{s}_{\sigma \sigma ^{}}`$ are the Pauli matrices and $`N`$ is the total number of unit cells in the crystal. The crystal structure is assumed to be simple cubic, the d-spin magnitude being S. In the case of that the conduction electrons move on the magnetic ions the label $`\stackrel{}{h}`$ in the second term of equation (1) is equal to $`\stackrel{}{g}`$. But in the case of the electron moving on a non-magnetic atom then $`\stackrel{}{h}`$ corresponds to the nearest magnetic neighbors of this ion and summation is carried over them. The term bilinear in the d-spin operators will be called the exchange Hamiltonian, though in reality it corresponds to the super-exchange interaction between magnetic ions. The term $`H_C`$ describes the Coulomb energy of interaction of the conduction electrons with each other and with ionized impurities. The charge of the latter, compensating the charge of the conduction electrons, is assumed to be distributed uniformly over the sample (the jellium model).

The main parameters in the Vonsovsky s-d model are $`W=2zt`$, the carriers band-width, $`AS`$ the exchange energy between conduction electrons and magnetic ions (s-d exchange energy) and $`zIS^2`$ the exchange energy between magnetic ions (d-d exchange energy). $`I<0`$ is the exchange integral between first-nearest neighbors magnetic ions. The smallest parameter is the d-d exchange energy, which is of the order of magnitude of Néel temperature of the pure compound (without doping). We differentiate two possibilities depending on the relative value of $`W`$ and $`AS`$. In the case $`W>>AS`$ we have a wide-band semiconductor (e.g. $`EuTe`$). In the opposite case $`W<<AS`$, we talk about a “double-exchange” material (e.g. lanthanium manganites). For the sake of definiteness the sign of $`A`$ is assumed to be positive. We also consider only the case $`H=0`$ because at least up to fields $`H2J`$ (the field at which both sublattices collapse) the difference in energy for FM and AF parts always favored the conduction electron being in the FM part.

## 3 Variational procedure

As in references  a variational procedure will be used here to find the ground state energy of the phase-separated system. Three variational parameters are used, the ratio $`x`$ of the volumes of the antiferromagnetic and ferromagnetic phases, the radius $`R`$ of the spheres which form the multiply connected phase and $`y=(N_\mathrm{F}N_\mathrm{A})/(N_\mathrm{F}+N_\mathrm{A})`$, where $`N_\mathrm{F}`$ ($`N_\mathrm{A}`$) are the number of conduction electrons in the FM (AF) phase. $`y`$ gives the ratio between the excess of electrons in a given phase and the total number of electrons and varies from $`1`$ (all the electrons in the AF phase) to $`+1`$ (all the electrons in the FM phase).

With these definitions the densities of conduction electrons in each phase are:

$`n_\mathrm{F}`$ $`=`$ $`{\displaystyle \frac{N_\mathrm{F}}{V_\mathrm{F}}}=n(1+x){\displaystyle \frac{1+y}{2}}`$
$`n_\mathrm{A}`$ $`=`$ $`{\displaystyle \frac{N_\mathrm{A}}{V_\mathrm{A}}}=n\left({\displaystyle \frac{1+x}{x}}\right){\displaystyle \frac{1y}{2}}`$ (2)
where $`n`$ is the mean electron density in the crystal.

The trial energy is given by the expression:

$$E_{\mathrm{ps}}=E_{\mathrm{kin}}+E_{\mathrm{sur}}+E_\mathrm{C}+E_{\mathrm{mag}}$$
(3)
where $`E_{\mathrm{kin}}`$ is the standard bulk kinetic energy of the conduction electrons, $`E_{\mathrm{sur}}`$ is the surface electron energy, i.e. the correction to $`E_{\mathrm{kin}}`$ that appears due to the quantization of the electron motion in regions of finite dimensions (in fact, this energy takes into account the electron level spatial quatization in a bounded region in the Born-Oppenheimer approximation), $`E_\mathrm{C}`$ is the electrostatic energy due to the inhomogeneous electronic density and $`E_{\mathrm{mag}}`$ is the magnetic energy. $`E_{\mathrm{mag}}`$ is decomposed in two parts: the energy associated to the s-d exchange interaction, $`E_{\mathrm{s}\mathrm{d}}`$ and the one associated to d-d exchange interaction, $`E_{\mathrm{d}\mathrm{d}}`$.

We calculate now these energies for the phase-separated and the homogeneous states. As discussed in the introduction, we expect two different topologies of the phase-separated state depending on the conduction electron concentration. The conduction electron density at which this change occurs is denoted by $`n_T`$. Therefore we divide our calculation for the energy of the phase-separated state in the $`n_\mathrm{d}<n<n_\mathrm{T}`$ and $`n_\mathrm{T}<n<n_\mathrm{u}`$ cases. As we only consider here conduction electron concentrations over the $`n_d<n<n_u`$ range and magnetic fields smaller than the saturation field of the material, the only possible homogeneous state we have to consider is the AF one. All the energies are calculated per unit volume of the unit cell and the numerical values are given in eV.

### 3.1 Energy of the phase separated state for $`n_\mathrm{d}<n<n_\mathrm{T}`$

Over this concentration range the phase-separated state is expected to be an AF matrix in which FM spheres are embedded. The total kinetic energy per unit volume of the unit cell is:

$$E_{\mathrm{kin}}=\frac{E_{\mathrm{kin}}^\mathrm{F}}{1+x}+\frac{xE_{\mathrm{kin}}^\mathrm{A}}{1+x}$$
(4)
where $`E_{\mathrm{kin}}^\mathrm{F}`$ $`(E_{\mathrm{kin}}^\mathrm{A})`$ represent the energies of the conduction electrons in the FM (AF) phase.

In the ferromagnetic phase all the charge carriers are assumed to be spin-polarized. For $`W<<AS`$ this condition is met for all the charge carrier densities. For $`W>>AS`$ it is met when $`AS>\mu `$ where $`\mu `$ is their Fermi energy. It is also necessary to take into account the different band bottoms encountered by the charge carriers moving in the FM and the AF part of the crystal . Therefore, in the free electron approximation, the kinetic energy of the conduction electrons in the FM phase is:

$$E_{\mathrm{kin}}^\mathrm{F}=6tn_\mathrm{F}+\frac{3}{5}\frac{(6\pi ^2n_\mathrm{F})^{\frac{2}{3}}}{2m^{}a^2}n_\mathrm{F}$$
(5)
From now on $`t=\frac{1}{2m^{}a^2}`$ and $`\mu (n)=t(6\pi ^2n)^{\frac{2}{3}}`$. Then:

$$E_{\mathrm{kin}}^\mathrm{F}=6tn(1+x)\frac{1+y}{2}+\frac{3}{5}\mu (n)n(1+x)^{\frac{2}{3}}\left(\frac{1+y}{2}\right)^{\frac{5}{3}}$$
(6)
The kinetic energy of the conduction electrons in the antiferromagnetic part is:

$`E_{\mathrm{kin}}^\mathrm{A}=\{\begin{array}{ccc}\hfill 6tn\frac{1+x}{x}\frac{1y}{2}+\frac{3}{5}2^{\frac{2}{3}}\mu (n)n(\frac{1+x}{x})^{\frac{2}{3}}(\frac{1y}{2})^{\frac{5}{3}}& \text{ if}& W>>AS\hfill \\ \hfill \frac{6tn}{\sqrt{2S+1}}\frac{1+x}{x}\frac{1y}{2}+\frac{3}{5}\frac{\mu (n)n}{\sqrt{2S+1}}(\frac{1+x}{x})^{\frac{2}{3}}(\frac{1y}{2})^{\frac{5}{3}}& \text{ if}& W<<AS\hfill \end{array}`$ (9)
The surface energy, $`E_{\mathrm{sur}}`$, appears due to the fact that the conduction electrons are confined in a finite volume. For each phase, it is proportional to $`\frac{S}{V_i}`$, being $`S`$ the surface between both phases and $`V_i`$ the volume of each phase, FM, $`V_\mathrm{F}`$ or AF, $`V_\mathrm{A}`$ respectively. We must point out that actually no surface energy independent of the conduction electron density can appear, because this term turns out meaningless in the case of the conduction electron density equals to zero , where phase separation does not exist. The contribution to the surface energy due to magnetic interactions is also zero in the first-neighbour approximation considered by us.

$$E_{\mathrm{sur}}=\frac{E_{\mathrm{sur}}^\mathrm{F}}{1+x}+\frac{xE_{\mathrm{sur}}^\mathrm{A}}{1+x}$$
(10)
where $`E_{\mathrm{sur}}^\mathrm{F}`$ $`(E_{\mathrm{sur}}^\mathrm{A})`$ represent the surface energies of the conduction electrons in the FM (AF) phase.

Taking into account the results of , we have in the FM part:

$$E_{\mathrm{sur}}^\mathrm{F}=\frac{5}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{S}{V_\mathrm{F}}\frac{E_{\mathrm{kin}}^\mathrm{F}}{n_\mathrm{F}^{\frac{1}{3}}}$$
(11)
Using the fact that $`\frac{S}{V_\mathrm{F}}=\frac{3}{R}`$ being $`R`$ (in $`a`$ units) the radius of the ferromagnetic spheres containing the conduction electrons, we obtain:

$$E_{\mathrm{sur}}^\mathrm{F}=\frac{9}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{1}{R}\mu (n)n^{\frac{2}{3}}(1+x)^{\frac{1}{3}}\left(\frac{1+y}{2}\right)^{\frac{4}{3}}$$
(12)
For the AF part and making the obvious substitution in equation (12), we have:

$`E_{sup}^A=\{\begin{array}{cc}\hfill \frac{9}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{1}{R}2^{\frac{2}{3}}\mu (n)n^{\frac{2}{3}}(\frac{1+x}{x^4})^{\frac{1}{3}}(\frac{1y}{2})^{\frac{4}{3}}\text{ if}& W>>AS\hfill \\ \hfill \frac{9}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{1}{R}\frac{\mu (n)n^{\frac{2}{3}}}{\sqrt{2S+1}}(\frac{1+x}{x^4})^{\frac{1}{3}}(\frac{1y}{2})^{\frac{4}{3}}\text{ if}& W<<AS\hfill \end{array}`$ (15)
The Coulomb energy $`E_\mathrm{C}`$ is calculated using the jellium model for the ionized impurities. The crystal is separated into the Wigner cells, i.e. into spheres enveloping the FM inclusions drawn so as to make the total charge inside the sphere vanish. This method provides a good approximation to the electrostatic energy for small FM volumes, i.e. in the limit $`x>>1`$. Moreover it supposes to admit that the crystal is isotropic and homogeneous regarding the spatial distribution of these spheres. So we cannot describe the fractal nature of the boundary that separes phases. In this approximation:

$$E_\mathrm{C}=\frac{2\pi }{5ϵ_r}\frac{e^2n^2R^2}{x^2a}\left(\frac{1y}{2}x\frac{1+y}{2}\right)^2(2+3x3x^{\frac{1}{3}}(1+x)^{\frac{2}{3}})$$
(16)
As was said above, the magnetic energy has two contributions. One partcorrespond to the antiferromagnetic interaction between the ionic d-shells, $`E_{\mathrm{d}\mathrm{d}}`$. We estimate it within the mean field approximation. Because our calculation is constrained to $`T=0`$, we only have to take into account the ground state of the system. For the antiferromagnetic phase we have:

$$E_{\mathrm{d}\mathrm{d}}^\mathrm{A}=\frac{|J|S}{2}$$
(17)
where $`|J|=\frac{zIS}{2}`$. For the ferromagnetic phase:

$$E_{\mathrm{d}\mathrm{d}}^\mathrm{F}=\frac{|J|S}{2}$$
(18)
Therefore the total energy $`E_{\mathrm{d}\mathrm{d}}`$ is:

$$E_{\mathrm{d}\mathrm{d}}=\frac{xE_{\mathrm{d}\mathrm{d}}^\mathrm{A}}{1+x}+\frac{E_{\mathrm{d}\mathrm{d}}^\mathrm{F}}{1+x}=\frac{|J|S}{2}\frac{1x}{1+x}$$
(19)
We assume that the AF part is in an collinear AF state. A canted AF state would be also possible. In the case a fourth parameter, namely the canting angle, must be added to the minimization procedure. Its value depends only on the conduction electron density, which in the AF part of the phase-separated state depends on the parameters $`x,y`$. We ruled out this possibility in the view of the results in reference  where it is shown that the canted state is unstable against charge-carrier density fluctuations and it is never realized. The second part corresponds to the energy due to the interaction between the conduction electrons and magnetic ions, $`E_{\mathrm{s}\mathrm{d}}`$. Again we have:

$$E_{\mathrm{s}\mathrm{d}}=\frac{xE_{\mathrm{s}\mathrm{d}}^\mathrm{A}}{1+x}+\frac{E_{\mathrm{s}\mathrm{d}}^\mathrm{F}}{1+x}$$
(20)
where in the FM part:

$$E_{\mathrm{s}\mathrm{d}}^\mathrm{F}=\frac{AS}{2}n_\mathrm{F}=\frac{AS}{2}n(1+x)\frac{1+y}{2}$$
(21)
And in the AF part:

$`E_{\mathrm{s}\mathrm{d}}^\mathrm{A}=\{\begin{array}{cc}\hfill 0\text{ if}& W>>AS\hfill \\ \hfill \frac{AS}{2}n\frac{1+x}{x}\frac{1y}{2}\text{ if}& W<<AS\hfill \end{array}`$ (24)
Notice that for $`W<<AS`$, $`A`$ does not appears in the calculation, it is only an additive constant.

### 3.2 Energy of the phase-separated state for $`n_\mathrm{T}<n<n_\mathrm{u}`$

In the case of that the density of the conduction electrons is higher than the percolation density $`n_\mathrm{T}`$, a phase transition is expected with a change in the sample topology. The sample changes from being a AF matrix in which FM spheres are embedded to have a simply connected FM part with AF spheres in. To take this point into account we have to modify surface and Coulomb energies as follows:

$`E_\mathrm{C}`$ $`=`$ $`{\displaystyle \frac{2\pi }{5ϵ_r}}{\displaystyle \frac{e^2n^2R^2x}{a}}\left({\displaystyle \frac{1+y}{2x}}{\displaystyle \frac{1y}{2}}\right)^2(2+3x3x^{\frac{1}{3}}(1+x)^{\frac{2}{3}})`$
$`E_{\mathrm{sur}}^\mathrm{F}`$ $`=`$ $`{\displaystyle \frac{9}{16}}\left({\displaystyle \frac{\pi }{6}}\right)^{\frac{1}{3}}{\displaystyle \frac{1}{R}}\mu (n)n^{\frac{2}{3}}x(1+x)^{\frac{1}{3}}\left({\displaystyle \frac{1+y}{2}}\right)^{\frac{4}{3}}`$ (25)
$`E_{\mathrm{sur}}^A`$ $`=`$ $`\{\begin{array}{cc}\hfill \frac{9}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{1}{R}2^{\frac{2}{3}}\mu (n)n^{\frac{2}{3}}(\frac{1+x}{x})^{\frac{1}{3}}(\frac{1y}{2})^{\frac{4}{3}}\text{ if}& W>>AS\hfill \\ \hfill \frac{9}{16}\left(\frac{\pi }{6}\right)^{\frac{1}{3}}\frac{1}{R}\frac{\mu (n)n^{\frac{2}{3}}}{\sqrt{2S+1}}(\frac{1+x}{x})^{\frac{1}{3}}(\frac{1y}{2})^{\frac{4}{3}}\text{ if}& W<<AS\hfill \end{array}`$ (28)
The others energies remain unchanged.

### 3.3 Energy of the homogeneous phase

Over the concentration range $`n_\mathrm{d}<n<n_\mathrm{u}`$ the homogeneous antiferromagnetic phase has an energy:

$$E_{\mathrm{hom}}=E_{\mathrm{kin}}^{\mathrm{hom}}+E_{\mathrm{mag}}^{\mathrm{hom}}$$
(29)
where

$`\begin{array}{cc}\hfill E_{\mathrm{kin}}^{\mathrm{hom}}=6tn+\frac{3}{5}2^{\frac{2}{3}}\mu (n)n& E_{\mathrm{mag}}^{\mathrm{hom}}=\frac{|J|S}{2}\hfill \end{array}`$ (31)
if $`W>>AS`$ and

$`\begin{array}{cc}\hfill E_{\mathrm{kin}}^{\mathrm{hom}}=\frac{6tn}{\sqrt{2S+1}}+\frac{3}{5}\frac{\mu (n)n}{\sqrt{2S+1}}& E_{\mathrm{mag}}^{\mathrm{hom}}=\frac{|J|S}{2}\frac{ASn}{2}\hfill \end{array}`$ (33)
if $`W<<AS`$

## 4 Results

The stationary state of the system is determined from the condition that the total energy of the system equation (3) be a minimum with respect to the three variational parameters $`x,R`$ and $`y`$. The parameter $`R`$ only appears in the surface and Coulomb energies. Minimizing the sum $`Q=E_{\mathrm{sur}}+E_\mathrm{C}`$ with respect to $`R`$ for fixed $`x`$ and $`y`$ leads to the following expressions:

$`Q_{\mathrm{min}}`$ $`=`$ $`\alpha \gamma (hfg^2)^{\frac{1}{3}}`$
$`R_{\mathrm{min}}`$ $`=`$ $`\alpha ^{}\gamma ^{}\left({\displaystyle \frac{g(x,y)}{h(x,y)f(x)}}\right)^{\frac{1}{3}}`$ (34)
where:

$`\begin{array}{cc}\hfill \alpha =3\left(\frac{2\pi }{5}\right)^{\frac{1}{3}}\left(\frac{9}{32}\right)^{\frac{2}{3}}\left(\frac{\pi }{6}\right)^{\frac{2}{9}}1.2& \gamma =\left(\frac{n^{\frac{1}{3}}e^2}{ϵ_ra}\mu ^2n\right)^{\frac{1}{3}}\hfill \\ \hfill \alpha ^{}=\left(\frac{\frac{9}{32}(\frac{\pi }{6})^{\frac{1}{6}}}{\frac{2\pi }{5}}\right)^{\frac{1}{3}}0.59& \gamma ^{}=\left(\frac{\mu (n)n^{\frac{4}{3}}}{\frac{e^2}{ϵ_ra}}\right)^{\frac{1}{3}}\hfill \end{array}`$ (36)
We have used the following definitions:

$`f(x)`$ $`=`$ $`2x+33(1+x)^{\frac{2}{3}}`$
$`g(x,y)`$ $`=`$ $`\left({\displaystyle \frac{1+y}{2}}\right)^{\frac{4}{3}}(1+x)^{\frac{1}{3}}+\chi \left({\displaystyle \frac{1y}{2}}\right)^{\frac{4}{3}}\left({\displaystyle \frac{1+x}{x^4}}\right)^{\frac{1}{3}}`$
$`h(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{x^2}}\left({\displaystyle \frac{1y}{2}}x{\displaystyle \frac{1+y}{2}}\right)^2`$ (37)
if $`n_\mathrm{d}<n<n_\mathrm{T}`$.

In the case of a multiply connected AF phase, i.e. for $`n_\mathrm{T}<n<n_\mathrm{u}`$, the latter expressions are modified according to:

$`f(x)`$ $`=`$ $`2+3x3x^{\frac{1}{3}}(1+x)^{\frac{2}{3}}`$
$`g(x,y)`$ $`=`$ $`\left({\displaystyle \frac{1+y}{2}}\right)^{\frac{4}{3}}x(1+x)^{\frac{1}{3}}+\chi \left({\displaystyle \frac{1y}{2}}\right)^{\frac{4}{3}}\left({\displaystyle \frac{1+x}{x}}\right)^{\frac{1}{3}}`$
$`h(x,y)`$ $`=`$ $`x\left({\displaystyle \frac{1+y}{2x}}{\displaystyle \frac{1y}{2}}\right)^2`$ (38)
In both cases we have introduced the parameter $`\chi `$ equal to $`2^{\frac{2}{3}}`$ if $`W>>AS`$ and to $`(2S+1)^{\frac{1}{2}}`$ if $`W<<AS`$.

After substituting equation (4) into equation (3) minimization with respect to $`x`$ and $`y`$ is carried out numerically.

The percolation density $`n_\mathrm{T}`$ is calculated by solving for the value of $`n`$ at which both separate phases are minimal as a function of $`x`$ and $`y`$ and have the same energy. For $`n_\mathrm{d}`$ and $`n_\mathrm{u}`$, the requirements are that the separate state have a minimum as a function of $`x`$, and its energy being equal to that of the corresponding homogeneous state <sup>2</sup><sup>2</sup>2Our values for $`n_T`$ are slightly different from those in , calculated imposing $`x=y=1`$..

The values of the parameters that characterize wide-band semiconductors are chosen the same as in reference  (they correspond to rare-earth compounds of the $`EuTe`$ type): $`S=\frac{7}{2}`$, $`|J|S=10^3`$ eV (that implies $`T_\mathrm{N}=5`$ K, and the field at which both sublattices collapse is $`98.7`$ kOe), $`AS=1`$ eV, $`ϵ_r=20`$, $`a^3=410^{22}`$ cm<sup>-3</sup>, and the electron effective mass is equal to free electron mass, this implies $`W=4`$ eV. The value obtained for $`n_\mathrm{T}=1.1010^{20}`$ cm<sup>-3</sup>. The value for $`n_\mathrm{u}`$, at which the conductive phase-separated state becomes unstable at $`H=T=0`$ is $`1.7910^{20}`$ cm<sup>-3</sup>. In this work we consider the following electron concentrations $`0.9n_\mathrm{T}`$ and $`1.3n_\mathrm{T}`$, as an example of both topologies. To study the difference in energies between the energy of the homogeneous antiferromagnetic phase $`E_{\mathrm{hom}}`$ and the energy of the phase-separated state $`E_{\mathrm{ps}}`$ for both electron concentrations we show in figures 2 and 2 a contour plot of the energy difference $`\mathrm{\Delta }E=\frac{E_{\mathrm{ps}}E_{\mathrm{hom}}|E_{\mathrm{ps}}E_{\mathrm{hom}}|}{2n}`$ as a function of $`x`$ and $`y`$. Notice that $`\mathrm{\Delta }E=0`$ if $`E_{\mathrm{ps}}E_{\mathrm{hom}}`$. The lines on the diagram are lines of constant $`\mathrm{\Delta }E`$. The regions with no lines correspond to $`\mathrm{\Delta }E=0`$. The lines in the upper part of the figures correspond to more negative energy differences. It can be observed that as $`y`$ increases $`\mathrm{\Delta }E`$ becomes more negative. In both cases, the minimum value of $`\mathrm{\Delta }E`$ is obtained for $`y=1`$, i.e. $`N_\mathrm{A}=0`$. For the values of $`n`$ we show here, the minima are $`\frac{E_{\mathrm{ps}}E_{\mathrm{hom}}}{n}(x=1.3662,y=1)=0.1707`$ at $`n=0.9n_\mathrm{T}`$ and $`\frac{E_{\mathrm{ps}}E_{\mathrm{hom}}}{n}(x=0.5169,y=1)=0.2095`$ at $`n=1.3n_\mathrm{T}`$.

The values of parameters that characterize “double-exchange” semiconductors are the following (typical for lanthanium manganites, for example): $`S=2`$, $`D=zIS^2=10^2\mathrm{eV}`$ (that implies $`T_\mathrm{N}=58`$ K, and the field at which the two sublattices collapse at $`T=0`$ is $`1.73`$ MOe), $`ϵ_r=5`$, $`a^3=410^{22}`$ cm<sup>-3</sup>, the effective electron mass equal to the free electron mass, that implies $`W=4`$ eV. $`A`$ is regarded as high enough to meet $`W<<AS`$, although its precise value is not needed for calculation. We obtain $`n_\mathrm{T}=5.9310^{20}`$ cm<sup>-3</sup> and $`n_\mathrm{u}=9.4610^{20}`$ cm<sup>-3</sup>. As before we consider the following electron concentrations $`0.9n_\mathrm{T}`$ and $`1.3n_\mathrm{T}`$. The energy minima are $`\frac{E_{\mathrm{ps}}E_{\mathrm{hom}}}{n}(x=1.3159,y=1)=0.04454`$ at $`n=0.9n_\mathrm{T}`$ and $`\frac{E_{\mathrm{ps}}E_{\mathrm{hom}}}{n}(x=0.4681,y=1)=0.1162`$ at $`n=1.3n_\mathrm{T}`$. Contour plots are shown in figures 4 and 4. In both cases minima are found in $`y=1`$, i.e. all the conduction electrons are in the AF part of the phase-separated states.

Analogous results are obtained for any value of the concentration of conduction electrons over the range $`n_\mathrm{d}<n<n_\mathrm{u}`$. Therefore, we have shown that for both kinds of compounds and over the above mentioned range of concentrations, the ground state corresponds to a phase-separated state with FM and AF parts, with absence of electrons in the antiferromagnetic part.

## 5 Acknowlegments

The authors are deeply indebted to Prof. E. L. Nagaev for proposing the problem and his encouragement and help during its realization. Unfortunately, Prof. Nagaev died recently. This article is dedicated to his memory.


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# Untitled Document

Duality and Lorentzian Kac-Moody Algebras David I Olive, University of Wales Swansea. Invited talk at the Workshop on Integrable Theories, Solitons and Duality (1-6 July 2002)

I would like to thank the organisers for the invitation here to celebrate the fiftieth anniversary of IFT, UNESP, and for the splendid organisation and technical facilities. I would also like to congratulate them for their coup in organising as opening event the victory for the Brazilian football team in the World Cup.

This is a conference devoted to two related topics, integrability and duality, with the emphasis on the former, judging by the programme. I shall start by trying to explain how, in my own mind, these ideas seem to be related before briefly mentioning some of my recent work on Lorentzian Kac-Moody algebras which was motivated by these synergies.

Most people here are connected to the theoretical physics community and appreciate very well that the search for a comprehensive theory of interacting particles is a powerful motivation.

Thirty five years ago this motivation led me into the embryonic string theory and I soon joined those impressed by the extent that novel algebraic structures underlay the consistency of this theory of particles and their interactions. I am thinking of the Virasoro algebra of gauge conditions, the vertex operators “creating” particles and the “no ghost theorem”, all involving infinite dimensional structures. This theory eventually spread worldwide and has continued its relentless development until now, albeit in fits and starts.

Thirty years ago, Nielsen and Olesen sought to realise the string as a soliton in a conventional, local field theory and found that the appropriate scenario was a spontaneously broken gauge theory . Their string was made of magnetic lines of force and so could only end on a magnetic charge. The search for suitable end points prompted ’t Hooft and Polyakov  to discover that slightly different (and more realistic) versions of spontaneously broken gauge theories could produce solitons mimicing particles with finitely extended but localised structure. Stability against decay was guaranteed by a topological quantum number which could be interpreted as magnetic charge. So unified gauge theories, being spontaneously broken, can easily exhibit the tendency to spawn magnetic monopoles, those objects whose quantum consistency was first characterised by Dirac in 1931 . He found that, contrary to previous belief, the presence of magnetic charge could be consistent with quantum mechanics. The proviso was that electric charges had to be quantised, perfectly in line with what had been observed and had been hitherto inexplicable. It is ironic that one of the original motivations for unified theories was to find an alternative explanation of the quantisation of electric charge.

Since these solitonic monopoles have to be interpreted as particles there must be a quantum field theoretic interpretation of them rather than just the original classical field theory one. This means there must be a quantum field operator “creating” them and that it ought to obey equations of motion following from some action principle. There is quite an old prototype for this, found by Skyrme in 1961, when he considered the solitons of sine-Gordon theory, non-linear equations for a real scalar field in space-time of two dimensions . The quantum version of the soliton was created by an exponential of the scalar field, later called a vertex operator because of its structural resemblance to the previously mentioned vertex operators found (later) in string theory. Thus the quantum soliton theory too possesses rich and unexpected algebraic structure.

In the sine-Gordon example the soliton quantum field operator obeyed equations of motion quite unlike the original sine-Gordon one. But when the gauge group is $`SO(3)`$ in the monopole situation, the known properties of the spectrum of particle states suggest that the putative monopole quantum field operator ought to satisfy equations of motion rather similar to that of electrically charged gauge fields . Some consequences of this idea could be successfully checked without constructing the analogue of the vertex operator. Since that construction remains unrealised even now, the idea remains a conjecture that will be referred to as the electromagnetic duality conjecture for the following reasons.

The interesting new feature of these gauge theory solitons in space-time $`R^{3,1}`$ is the similarity, or even symmetry, between the electrically and magnetically charged particle states, quantum excitations and quantum solitons respectively according to the initial formulation. This is evidently related to an old idea of electromagnetic duality referring to the similarity between the behaviour of the electric and magnetic fields revealed by Maxwell’s discovery of his equations. In fact it can be regarded as a quantum version of it.

Because of the difficulty in proceeding further with these ideas referring to space-time $`R^{3,1}`$ it seemed sensible to study further relativistically invariant soliton theories in two-dimensional space-time, $`R^{1,1}`$ and possible underlying algebraic structures. Such theories are definitely more tractable and it was discovered that part of the reason for this was that they constituted special sorts of deformation of conformally invariant theories (familiar from the world-sheet formulation of string theories) according to an important insight of Zamolodchikov . The fact that the conformal group of $`R^{1,1}`$ has infinite dimension means that the related integrable field theories inherit an infinite number of local conservation laws that can be regarded as extra sorts of momenta carrying spins of magnitude higher than unity.

$$[T,P_k]=kP_k,[P_k,P_m]=0;k,m\text{exponents}.$$

With this interpretation these generate an infinite extension of the space-time symmetry algebra (the Poincaré algebra with boost $`T`$ and light-cone momenta $`P_{\pm 1}`$) and provide the basis of many of the integrability properties and special properties of the soliton solutions. In the case of the affine Toda field theories this extended space-time algebra is actually the principal Heisenberg subalgebra of the centre-free version of the underlying affine (untwisted) Kac-Moody algebra $`\widehat{g}`$. The spectrum of exponents is then given by integers equal to what are known as the exponents of the Lie algebra $`g`$, modulo its Coxeter number. Thus for the sine-Gordon equation, for which $`g=su(2)`$, the exponents are given by all odd integers, positive or negative.

In the meantime there were advances in the understanding of monopole solitons in $`R^{3,1}`$, some due to physicists and some due to pure mathematicians. One was the role of supersymmetry (which came for free) in promoting certain classical properties to quantum validity . Supersymmetry constitutes an enlargement of space-time symmetry as did the extra conservation laws in $`R^{1,1}`$ but is, of course, different. Likewise the monopoles that have been dubbed solitons do not possess such distinctive properties as those in $`R^{1,1}`$ but they do possess a sort of weaker integrability property that made it possible to establish the existence of solutions describing any configuration of $`N`$ static monopole solitons of like magnetic charge . For each number $`N`$, the moduli space of solutions constituted a $`4N`$-dimensional manifold endowed with a metric with a hyper-Kähler structure . This development culminated in 1994 when A Sen saw how to synthesise these facts  to confirm the validity of some quite intricate predictions of the electromagnetic duality conjecture. This greatly enhanced its credibility and many of you have already heard me explain this at greater length  and will be aware of the many subsequent developments.

Now I want to mention a parallel and independent development in which ideas of electromagnetic duality and the enlargement of space-time symmetry also played a role. This arose in the context of what are called “extended supergravity theories”. These are gravitational theories in curved space-time ($`_{n,1}`$) with such a large degree of local supersymmetry that the superpartners of the graviton include both gauge particles and scalar particles. Coming with the high degree of supersymmetry is a compact symmetry group called the $``$-symmetry group and denoted $`G()`$. It was found that $`G()`$ could be enlarged to a noncompact group, $`G(\text{Duality})`$ by adding symmetries of the equations of motion and the energy momentum tensor. This was done by including duality transformations of the gauge fields (which are abelian). The scalar fields partnered with the graviton then served as coordinates on the non-compact Riemannian symmetric space that is formed by the non-compact group $`G(\text{Duality})`$ quotiented by the $``$-symmetry group (its maximal compact subgroup).

It is this non-compact symmetry group that has become a centre of attention because of its connection with the duality that is becoming an ever more important organising principle, particularly in superstring theory. The first remarkable result  concerned the so-called “maximal” supergravity theories, namely those with the highest degree of supersymmetry consistent with the graviton being the particle carrying the highest spin in space-time of given dimension. Then calculation for $`n`$ running from $`2`$ to $`10`$ shows that the non-compact symmetry group belongs to the exceptional series of Lie algebras, with $`E_{10n}`$ occurring in $`R^{n,1}`$ (or in a curved space-time $`_{n,1}`$ with metric of the same signature). Thus

$$G()G(\text{Duality})E_{10n}\text{on}_{n,1}.$$

The exceptional Lie algebras $`E_r`$ constitute a nested sequence of subalgebras:

$$E_3(A_1A_2)E_4(A_4)E_5(D_5)E_6E_7E_8E_9(\widehat{E}_8)E_{10}E_{11}\mathrm{}$$

The Dynkin diagram of $`E_r`$ consists of $`r`$ nodes linked by single bonds in such a way that there is a central node to which are attached three legs containing $`1`$, $`2`$ and $`r4`$ nodes respectively. The above sequence is obtained by lengthening or shortening the third of these legs.

The first step had been the discovery  by Cremmer and Julia of non-compact $`E_7`$ in $`R^{3,1}`$ (with $``$-symmetry group $`SU(8)`$). In $`R^{10,1}`$ the noncompact symmetry disappears and one can expect to find the simplest possible supergravity theory, as Nahm predicted . Indeed Cremmer, Julia and Scherk found that the only field besides those of the graviton and gravitino was an abelian 3-form field potential that enjoys a Chern Simons self-interaction and the ability to couple naturally and geometrically to the world 3-volume of a membrane .

Also, as Nahm had predicted, this result means that there are no supergravity theories with $`n>10`$. At the other extreme, in $`R^{1,1}`$ the algebra $`E_9`$ is not a finite-dimensional Lie algebra but an affine Kac-Moody algebra, the affinisation of $`E_8`$ (often denoted $`\widehat{E}_8`$) exactly in line with the sorts of infinite algebraic structure already met in the context of conformal and integrable field theories in $`R^{1,1}`$. The analogous result for Einstein’s theory viewed in $`R^{1,1}`$ involves an infinite dimensional structure related to $`\widehat{A}_1=S\widehat{U}(2)`$ and known to relativists as the Geroch group.

The most extreme case of all, $`R^{0,1}`$, is particularly intriguing. With no space coordinate the theory must be some sort of particle dynamics related to $`E_{10}`$ if the pattern is to persist. $`E_{10}`$ itself is an interesting Lie algebra, being neither of finite-dimensional nor affine Kac-Moody type but in fact the largest (simply-laced) hyperbolic algebra, as will be explained. Its Cartan matrix has ten rows and columns and determinant equal to $`1`$. There is good reason to think that the particle mechanics refers to massless motions within the $`10`$-dimensional Weyl chamber of $`E_{10}`$, confined to it by reflections off the walls and displaying chaotic behaviour, maybe a limiting case of $`E_{10}`$ Toda mechanics .

There is an apparently heretical proposal, but nevertheless one that is very intriguing, put forward by Peter West . He has arguments to support the idea that M-theory, the putative theory of quantum super-membranes on $`_{10,1}`$, actually does possess a hidden $`E_{10}`$ symmetry, exactly the symmetry realised only in $`R^{1,1}`$ according to the previous ideas. It contains the conformal group of $`R^{10,1}`$, namely $`SO(11,2)`$ realised in some non-linear way. Of course these conformal groups did not play any role in the structure previously discussed. Actually he also argues that the symmetry structure may be even larger, at least $`E_{11}`$. There may also be an analogous symmetry algebra for the bosonic string theory in $`R^{25,1}`$, which he calls $`K_{27}`$.

Neither of these can be hyperbolic as $`10`$ is the highest possible rank for them but they are both Lorentzian. I now explain what this means and use West’s conjecture as a motivation for investigating properties of a class of these algebras.

To do this I shall briefly recap the notions underlying what are called Kac-Moody algebras as explained in more length in the classic book of Victor Kac . There is a connected Dynkin diagram encoding the Cartan matrix $`K`$. The latter is assumed, for simplicity, to be symmetric. It has $`r`$ rows and columns, entries equal to $`2`$ on the diagonal and equal to integers less than or equal to zero off the diagonal. The simple roots $`\alpha _1`$, $`\alpha _2\mathrm{}\alpha _r`$, are a set of $`r`$ linearly independent vectors whose scalar products are given by the elements of the Cartan matrix:

$$\alpha _i.\alpha _j=K_{ij}.$$

From this data may be deduced, in principle, the system of all the roots, which may very well be infinite. Then it is possible to specify, in principle, commutation relations for the whole Kac-Moody algebra, denoted $`g(K)`$ which is well defined according to a theorem of Serre.

Out of the infinitely many possiblities for $`K`$ I shall consider only the following three classes:

F : $`K`$ is positive definite: then $`g(K)`$ is a finite dimensional Lie algebra.

A : $`K`$ is positive semi-definite: then $`g(K)`$ is an affine Kac-Moody algebra.

L : $`K`$ is nonsingular with one eigenvalue negative so that the remainder are positive: then $`g(K)`$ is said to be a Lorentzian algebra.

Of course, classes F and A are completely classified, as is a subclass of L, the hyperbolic algebras. The paper  by M Gaberdiel, P West and myself discusses a particularly amenable class that includes all of F, A and a subclass of L that includes the hyperbolics, as well as the aforementioned $`E_{11}`$ and $`K_{27}`$ thought to be relevant to M-theory and bosonic string theory.

This class is characterised by possessing a connected Dynkin diagram in which it is possible to choose a node, called the central node, whose deletion breaks the original diagram into a finite number of disconnected pieces which are each of type F or A with no more than one piece of type A.

It is possible to consider the Cartan Matrix $`K`$ for such a diagram as being bordered by the row and column corresponding to the central node. This feature can be exploited to provide a formula for the determinant, det$`K`$, of the Cartan matrix of this diagram in terms of the Cartan matrices of the pieces. Similar constructions are given for the simple roots and the fundamental weights $`\lambda _1,\mathrm{}\lambda _r`$ defined as forming the basis reciprocal to that provided by the simple roots:

$$\lambda _i.\alpha _j=\delta _{ij}\text{so}\lambda _i.\lambda _j=(K^1)_{ij}.$$

Then it is proven that $`K`$ is of type F, A or L according as det$`K`$ is positive, zero or negative, as $`K`$ cannot have more than one negative eigenvalue when it has the structure described.

A useful and much simplified special case occurs when each disconnected component is linked to the central node by just one link. Then if the disconnected pieces have Cartan matrices $`K(\widehat{g}_0)`$, $`K(g_1)`$, $`K(g_2)\mathrm{}K(g_n)`$

$$\text{det}K=\text{det}K(g_0)\text{det}K(g_1)\mathrm{}\text{det}K(g_n)$$

and so is negative. Thus $`K`$ is Lorentzian. The factors on the right-hand side are all determinants of Cartan matrices of type F. It is known to follow from the above definition of fundamental weights that then

$$\text{det}K(g)=|Z(g)|$$

where $`Z(g)`$ is the centre of the simply connected Lie group with finite dimensional Lie algebra $`g`$. These quantities can then be easily evaluated by application of the previous identity. For example it easily follows that for any $`r3`$

$$\text{det}K(E_r)=9r,r3.$$

So $`E_r`$ is type F, A or L according as $`r8,r=9`$ or $`r10`$ respectively. In particular det$`K(E_9)=0`$, det$`K(E_{10})=1`$ and det$`K(E_{11})=2`$.

$`E_{11}`$ is an example of a type of Lorentzian algebra within the special subclass that may be called “very extended”. For such algebras the central node has two incident lines, one linking it to the affine node of the Dynkin diagram of $`\widehat{g}_0`$ and the other to the single node of the Dynkin diagram for $`A_1`$. So

$$\text{det}K=\text{det}K(g_0)\text{det}K(A_1)=2\text{det}K(g_0).$$

$`E_{11}`$ and $`K_{27}`$ are both of this type with $`g_0`$ equal to $`E_8`$ and $`D_{24}`$ respectively. Hence det$`K(K_{27})=8`$.

The occurrence of even unimodular lattices is often related to interesting situations in mathematics and physics (for example, in the theory of modular forms, in heterotic string theory etc). The root lattice of a simply laced Kac-Moody algebra constitutes such a lattice if det$`K=\pm 1`$. When the above formula applies this is satisfied if and only if $`g_0=g_1=\mathrm{}g_n=E_8`$, since $`E_8`$ is the only simply laced Lie algebra whose Cartan matrix has determinant equal to unity. Since the manner of linking the central node to each $`E_8`$ Dynkin diagram is unspecified this represents a large number of possibilities and there are even more of this type if the more general formula for det$`K`$ (not written down here) is considered. All these examples yield lattices of dimension $`8n+10`$. Thus there are very many different Lorentzian Kac-Moody algebras with the same root lattice, namely $`II_{8(n+1),1}`$, which is the unique even, unimodular, Lorentzian lattice of that dimension.

I now say something about the geometrical arrangement of the simple roots and fundamental weights. For type F all these lie in a Euclidean space. Each simple root has length $`\sqrt{2}`$. Simple roots of type L also have length $`\sqrt{2}`$. But they lie in a space with “mainly positive” Lorentzian metric and so are space-like, that is, lying outside both light cones. For the fundamental weights the situation is unclear. The distinctive feature of hyperbolic algebras is that each fundamental weight is either time or light like. In fact they all live in or on the same light cone. So the Weyl vector,

$$\rho =\underset{j=1}{\overset{r}{}}\lambda _j,$$

whose scalar product with each of the simple roots equals unity, lies strictly inside this common light cone.

For type F algebras this Weyl vector has an interesting relation, discovered by the mathematician Kostant , with the exponents of $`g`$ mentioned in connection with the Lorentz spins of the local conserved charges in integrable field theories in $`R^{1,1}`$. $`\rho `$ can be expressed as a linear combination of simple roots with strictly positive coefficients $`p_i`$, $`\rho =_ip_i\alpha _i`$, and as a consequence it is possible to construct a real $`SO(3)`$ subalgebra of $`g`$ (the principal $`SO(3)`$ subalgebra):

$$[T^3,T^\pm ]=\pm T^\pm ,[T^+,T^{}]=T^3,$$

by

$$T^3=\rho .H,T^+=\underset{j=1}{\overset{r}{}}\sqrt{p_j}E^{\alpha _j},T^{}=(T^+)^{}.$$

When the adjoint representation of $`g`$ is decomposed into irreducible representations with respect to this subalgebra exactly $`r=`$ rank$`g`$ multiplets are obtained. Their spins are precisely the exponents of $`g`$. The mathematical interest of this is that there is a beautiful formula for computing the Betti numbers of the group manifold from these exponents.

It is natural to ask whether anything similar can be done for algebras of type L. The answer is that for the class considered there is no such real $`SO(3)`$ subalgebra but that there is sometimes a real $`SO(2,1)`$ subalgebra. For example this is so for all the hyperbolics and for $`E_{11}`$ but not for $`K_{27}`$.

The point is that the coefficient of the $`j`$’th simple root in the expansion of the Weyl vector has the form $`p_j=\rho .\lambda _j`$ and so is always negative in the hyperbolic case as it is a scalar product of two vectors in the same light cone. This coefficient is also always negative for the central node of the class of Lorentzian algebras considered. The above construction of the real three dimensional subalgebra only works if the coefficients $`p_j`$ in the expansion of the Weyl vector all have the same sign, and yields $`SO(3)`$ if the common sign is positive and $`SO(2,1)`$ if it is negative. As $`\rho ^2=_0^rp_j`$, the Weyl vector $`\rho `$ is time-like in the latter case. For some subclasses of Lorentzian algebra this condition is quite restrictive. Thus it requires the rank of “overextended” algebras to be less than $`26`$, an intriguing result in view of the importance of that dimension in bosonic string theory . These are algebras whose diagram consists of an affine diagram whose affine node is linked to the central node. But other subclasses have now been found with indefinitely high rank and time-like Weyl vector .

Since the group is not compact, the unitary representations of $`SO(2,1)`$ are of infinite dimension. It was shown by Nicolai and myself  that for the hyperbolics, once the trivial three dimensional non-unitary representation is taken out, the the adjoint can be decomposed into unitary representations of the $`SO(2,1)`$. Only $`r1`$ of these possess states with $`T^3=0`$ and their “spins” can be used to define $`r1`$ analogues of the exponents in addition to the value $`1`$ associated with the triplet. These are complex numbers with $`1/2`$ as real part and examples have been calculated. But unfortunately it is not clear what the significance of these numbers is.

Let me conclude by saying that there remain many open questions in all directions concerning both integrability and duality but that I believe there is some real advantage in considering the topics together.

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# Diffractive Physics at HERA

## Introduction

Presently, one of the most important tasks in particle physics is the understanding of the strong force. For this purpose, the Quantum Chromodynamics theory (QCD) seems to be the best candidate. An important characteristic of this theory is that the coupling constant $`\alpha _S`$ is larger than 1 when the interaction between the different actors, quarks and gluons, does not take place at distances small enough. This means that to be calculable within a perturbative approach, the interaction between these constituents requires the presence in the process of a “hard” scale, i.e. a large transverse momentum or a large mass.

The lepton beam of the high energy $`ep`$ collider HERA (reaching an energy in the center of mass system $`\sqrt{s}=300`$ GeV) is a prolific source of photons in a large virtuality range such that the study of $`\gamma ^{}p`$ interactions provides a completely new and deep insight into the QCD dynamics.

A major discovery at HERA is the observation of the strong rise of the total cross section at high energy in the deep inelastic scattering (DIS) i.e. $`\gamma ^{}p`$ interactions with large $`Q^2`$ values ($`Q^2`$ being the negative of the squared four-momentum of the exchanged photon). This is inconsistent with the case of the photoproduction ($`Q^20`$), which shows a soft dependence in the total hadronic energy, $`W`$, similar to the hadron-hadron interaction case and well described by the Regge phenomenological theory.

HERA is thus a unique device to test QCD in the perturbative regime and to study the transition between perturbative and non-perturbative domains. One of the remarkable successes of this theory is the correct prediction of the evolution of the proton structure function with $`Q^2`$, for $`Q^2>1`$ GeV2, now measured with a very good acuracy. This evolution allows the extraction of the gluon density in the proton, which is not directly measurable. The fast rise of the gluon density for decreasing $`x`$, shown in Fig. 1 reflects the fast rise of the cross section with $`W`$.

Figure 1. The gluon density in the proton measured by H1 as a function of $`x`$, for different values of $`Q^2`$.

The other main window opened at HERA for the understanding of the strong force is the study of diffractive interaction. Diffraction has been successfully described, already more than 30 years ago, via the introduction of an exchanged object carrying the vacuum quantum numbers, called the Pomeron ($`IP`$). Whilst Regge-based models give a unified description of all pre-HERA diffractive data, this approach is not linked to an underlying fundamental theory.

The second major result at HERA is the observation that $`810\%`$ of the events in the deep inelastic regime ($`Q^2>1`$ GeV2) present the charateristics of diffractively produced events, i.e. a large rapidity gap (LRG) without hadronic activity between the two hadronic low mass sub-systems, $`X`$ and $`Y`$, as illustrated in Fig. 2.The gaps being significantly larger than implied by particle density fluctuation during the hadroni-

Figure 2. Sketch of the diffractive $`ep`$ interaction

sation process, these events are attributed to “hard” diffraction, i.e. to the exchange of a colourless object at the proton vertex, for the first time observed in a hard regime. HERA offers a unique possibility to study the nature of diffraction and determine the Pomeron structure in terms of QCD.

## 1 Inclusive DIS cross section and partonic structure of the Pomeron

The hard diffractive cross section can be defined by four kinematic variables conveniently chosen as $`Q^2`$, $`x_{IP}`$ , $`\beta `$ and $`t`$, where $`t`$ is the squared four-momentum transfer to the proton, and $`x_{IP}`$ and $`\beta `$ are defined as

$$x_{IP}\frac{Q^2+M_X^2}{Q^2+W^2}\beta \frac{Q^2}{Q^2+M_X^2};$$
(1)
$`x_{IP}`$ can be interpreted as the fraction of the proton momentum carried by the exchanged Pomeron and $`\beta `$ is the fraction of the exchanged momentum carried by the quark struck by the photon. These variables are related to the Bjorken $`x`$ scaling variable by the relation $`x=\beta x_{IP}`$.

Experimentally, the $`t`$ variable is usually not measured or is integrated over. In analogy with non-diffractive DIS scattering, the measured cross section is expressed in the form of a three-fold diffractive structure function $`F_2^{D(3)}(Q^2,x_{IP},\beta )`$:

$$\frac{\mathrm{d}^3\sigma (epeXY)}{\mathrm{d}Q^2\mathrm{d}x_{IP}\mathrm{d}\beta }=\frac{4\pi \alpha ^2}{\beta Q^4}(1y+\frac{y^2}{2})F_2^{D(3)}(Q^2,x_{IP},\beta ),$$
(2)
where $`y`$ is the usual scaling variable, with $`yW^2/s`$. Conveniently, $`F_2^{D(3)}`$ is factorised in the form $`F_2^{D(3)}(Q^2,x_{IP},\beta )=f_{IP/p}(x_{IP})F_2^D(Q^2,\beta )`$, assuming that the $`IP`$ flux $`f_{IP/p}(x_{IP})`$ is independent of the $`IP`$ structure $`F_2^D(Q^2,\beta )`$, by analogy with the hadron structure functions, $`\beta `$ playing the role of Bjorken $`x`$. The $`IP`$ flux is parametrized in a Regge inspired form. Including the reggeon ($`IR`$) trajectory in addition to the Pomeron, a good description of the data is obtained throughout the measured kinematic domain ($`6.5<Q^2<800`$ GeV2 $`x_{IP}<0.05`$ and $`0.01<\beta <0.9`$).

The reggeon contribution gets larger for increasing values of $`x_{IP}`$, which correspond to smaller energy (for given $`Q^2`$ and $`\beta `$ values). It also gets larger for smaller values of $`\beta `$, which is consistent with the expected decrease with $`\beta `$ of the reggeon structure function, following the meson example, whereas the Pomeron structure function is observed to be approximately flat in $`\beta `$. The comparision of $`F_2^{D(2)}(Q^2,\beta )`$ with the inclusive proton structure function, $`F_2(Q^2,x)`$, shows that the dynamic is different in the Pomeron and in the proton (see Fig. 3) for large $`\beta `$ values. By analogy to the QCD evolution of the proton structure function, one can attempt to extract the partonic structure of the Pomeron from the $`Q^2`$ evolution of $`F_2^{D(2)}(Q^2,\beta )`$. The extracted distributions are shown in Fig. 4 separately for the gluon and the singlet quark components as a function of $`z`$, the Pomeron momentum fraction carried by the parton entering the hard interaction. This distribution shows the dominance of gluons up to the high $`z`$ values in the Pomeron partonic structure.

The dominance of hard gluons in the Pomeron is confirmed by various analyses of the diffractive hadronic final state (jet production, energy flow, particle spectra and multiplicities, and event shape) providing a global consistent picture of diffraction.

## 2 Exclusive diffractive final states

During these last decades, our knowledge of the hadronic structure has progressed a lot, mostly with the study of the inclusive inelastic reactions. The study of exclusive reactions will probably be dominant in the coming years, in this field, as they allow us to go one step deeper in our understanding of the hadronic structure. In particular they give access to momenta and helicity correlations of the hadron structure.

Furthermore, the exclusive elastic vector meson production and the deeply virtual Compton scattering (DVCS) studies: $`\gamma ^{}pXp`$, where the hadronic system $`X`$ consists only in a vector meson ($`\rho ,\omega ,\mathrm{}`$) or a photon (DVCS), provide a very interesting way to test the mechanism of diffraction and our understanding of the Pomeron structure.

Fig. 5 summarizes the $`W`$ dependence of various elastic exclusive vector meson photo-production, together with the total photoproduction cross section. The light mesons ($`\rho ,\omega `$ and $`\varphi `$) show a soft dependence in $`W`$, equivalent to that of the total cross section dependence, while this energy dependence is much steeper for $`J/\psi `$ production. This regime change is interpreted as being due to the presence of a hard scale in the process, the (high) charm quark mass, making the $`J/\psi `$ meson smaller than the confinement scale ($`1fm`$). In this case, it is natural to attempt a perturbative QCD description of the process, where the photon fluctuates into a quark-antiquark pair and the exchanged Pomeron is modeled by a pair of gluons. This leads, in a first approximation, to a cross section proportional to the gluon density squared, which is in good agreement (full line) with the data (points) shown on Fig. 6.

Figure 6. Exclusive $`J/\psi `$ cross section in photoproduction and DIS Diffractive cross sections as a function of $`W`$.

Figure 7. Exclusive $`\rho `$ in DIS for different $`Q^2`$ values.

This figure also shows the agreement of the 2 gluons exchange model with measurement of exclusive $`J/\psi `$ production in the DIS regime, where a second hard scale, $`Q^2`$ is present. As illustrated on Fig. 7, a modification of the $`W`$ dependence also occurs for the elastic $`\rho `$ production when the $`Q^2`$ increases, which highlights the appearance of $`Q^2`$ as a hard scale for a light vector meson production.

It is remarkable to see that the different vector meson cross sections present a universal behaviour as a function of the variable $`Q^2+M_V^2`$, where $`M_V`$ is the vector meson mass, as shown in Fig. 8 for $`W`$ = 75 GeV. The cross sections were scaled by SU(4) factors, according to the quark content of the vector mesons. This indicates that this variable choice seems to be a good scale to describe the vector meson production in a universal way, and that the cross section is at the first order not sensitive to the quark flavour (which would probably not be valid at lower energy).

However, the exclusive $`\mathrm{{\rm Y}}`$ cross section seems to be too high for this universal behaviour. In fact, the cross section measurement does not agree with simple QCD predictions. This is due to the fact that the transition from a virtual photon coming from an electron to an on shell particle forces the fractional momenta of the two gluons involved to be unequal. Therefore, in the cross section expression, the gluon density cannot just be squared, but two different $`x`$ values have to be considered. When such skewing effects are included the agreement with QCD can be found again. This effect becomes important at high $`Q^2`$ values or high vector meson masses. To include such effects in the cross section calculations, the very powerfull formalism of Generalised Parton Distributions (GPD) has been introduced.

For vector meson production GPD appear quadratically in the cross section expression. A unique feature of DVCS is that they appear linearly in the interference term with the purely QED Bethe-Heitler process. Compared to vector meson production, DVCS is theoretically simpler (fully calculable) because the composite meson in the final state is replaced by the photon, thus avoiding large uncertainties due to the unknown meson wave functions. Therefore the DVCS measurement offers a particularly suitable channel to extract GPD. The first cross section measurement, shown in Fig. 9 as a function of $`W`$ and $`Q^2`$, is in good agreement with the perturbative QCD prediction and provides the first constrains on GPDs.

## Conclusion

HERA experiments have produced a large amount of results in diffraction, which allow confrontations with QCD predictions, when one of the hard scales $`Q^2`$, the quark mass or $`t`$ (not reported in this summary) is present in the process.

The QCD analysis of the total diffractive cross section, assuming factorisation into a Pomeron flux in the proton, shows that the corresponding parton distributions favors the dominance of hard gluons in the Pomeron. This is confirmed by the analysis of inclusive final states and of jet production.

For the case of exclusive final state production, in the presence of a hard scale the transition from soft to hard regime is observed as in inclusive DIS. Models based on the fluctuation of the photon in a quark-antiquark pair which subsequently exchange a pair of gluons with the proton parton successfully reproduce the enhanced energy dependence for the $`J/\psi `$ production and for the $`\mathrm{{\rm Y}}`$ when skewed effects are included. The DVCS cross section, the only fully calculable diffractive process, has been measured for the first time and is in good agreement with QCD predictions.