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# Magnetic Properties of Scalar Particles — the Scalar Aharonov-Casher Effect and Supersymmetry

## Abstract

The original topological Aharonov-Casher (AC) effect is due to the interaction of the anomalous magnetic dipole moment (MDM) with certain configurations of electric field. Naively one would not expect an AC effect for a scalar particle for which no anomalous MDM can be defined in the usual sense. In this letter we study the AC effect in supersymmetric systems. In this framework there is the possibility of deducing the AC effect of a scalar particle from the corresponding effect for a spinor particle. In 3+1 dimensions such a connection is not possible because the anomalous MDM is zero if supersymmetry is an exact symmetry. However, in 2+1 dimensions it is possible to have an anomalous MDM even with exact supersymmetry.

Having demonstrated the relationship between the spinor and the scalar MDM, we proceed to show that the scalar AC effect is uniquely defined. We then compute the anomalous MDM at the one loop level, showing how the scalar form arises in 2+1 dimensions from the coupling of the scalar to spinors. This model shows how an AC effect for a scalar can be generated for non-supersymmetric theories, and we construct such a model to illustrate the mechanism.

preprint:  UM-P-016-2002

The study of topological phases has provided a deep understanding of quantum systems. A particularly interesting case of a topological phase is the Aharonov-Bohm (AB) effect, discovered in 1959 by Aharonov and Bohm. The AB effect has been observed experimentally. In 1984 Aharonov and Casher discovered another configuration where a topological phase can develop, giving rise to what is now called the Aharonov-Casher (AC) effect. This effect has also been observed experimentally. The original AC effect was for a particle with spin and a non-zero anomalous magnetic dipole moment (MDM) interacting with a two dimensional electric field perpendicular to the spin polarization direction. It was realized that spin 1/2 is a particularly simple and instructive case, but the AC effect and other related effects have also been studied for particles with different spins.

For a spin-1/2 particle the interaction responsible for the AC effect is given by the following anomalous MDM interaction,

$`L_m={\displaystyle \frac{1}{2}}\mu \overline{\psi }\sigma ^{\mu \nu }\psi F_{\mu \nu }.`$ (1)
The topological phase $`\theta _{AC}`$ developed when the particle travels along a closed path that encircles a line charge of strength $`\mathrm{\Lambda }`$ per unit length is $`\theta _{AC}=\mu \mathrm{\Lambda }`$

In general it is possible for a particle with a non-zero anomalous MDM to have an AC effect. One would naively think that there should be no such an effect for a spin-0 particle because there there is no MDM, anomalous or otherwise. This naive expectation may not hold in 2+1 dimensions, where anomalous MDM interaction can be interpreted as an interaction of a current with the dual electric field, as was first pointed out by Stern, and noted in the context of the AC effect for general spins by us. With this interaction for a spin-0 particle, an AC like effect can be defined. This is a very suggestive way of identifying new topological effects. However one still can not be sure that the topological nature of the spin-0 case has the same origin as the spin-1/2 case. In this paper we address the question of whether a spin-0 particle can have an AC effect from the point of view of supersymmetry. We find indeed that a spin-0 particle can have an AC effect in 2+1 dimensions. This will enable us to discuss the AC effect for a spin zero particle in more general situations.

We note that Carrington and Kunstatter followed up Stern’s suggestion and showed that, in Maxwell-Chern-Simons scalar QED in 2+1 dimensions, a magnetic interaction added to the bare Lagrangian leaves the theory renormalisable at the one loop level. They also studied the AC effect of this interaction in the non-relativistic approximation. However, they also showed in a later paper , that at two loop level the scalar theory with a primitive magnetic interaction is not renormalisable at the two loop level. This non-renormalisability is not a difficulty for us, because we use the MDM interaction added to the Lagrangian as an effective Lagrangian to demonstrate the supersymmetric connection of the anomalous MDM of the scalar and the spinor, and never use it to generate higher order contributions. We will then discuss two renormalisable models in which the scalar magnetic moment is generated at one loop level, just as the Schwinger anomalous magnetic moment of the electron is generated in QED in $`3+1`$ dimensions. These are

1. Supersymmetric Maxwell-Chern-Simons theory, and
2. QED of Yukawa coupled spin 1/2 and spin 0 particles.

In these models the gauge and the Yukawa couplings have dimensions of (mass)1/2, so both of our models are super-renormalisable, and have no ultra-violet divergences. The Chern-Simons masses of the photon (and photino when present), with the masses of the matter particles, ensure that the theory is not infra-red divergent either.

In this paper we show that the scalar magnetic dipole moment interaction leads exactly to the AC effect in 2+1 dimensions — the non-relativistic approximation is not required. Carrington and Kunstatter also observed, in the non-relativistic limit, that the charged scalar particle with a magnetic interaction can exhibit anomalous statistics, the scalar equivalent of the result obtained by us for Dirac particles in 2+1 dimensions without the non-relativistic approximation. Our result on spin-1/2 particles, can be adapted mutatis mutandis to apply to the spin-0 interactions considered here, and shows that the possibility of anomalous statistics is also an exact result for charged scalar particles with magnetic interactions in 2+1 dimensions.

In supersymmetry, the spinor (spin-1/2) and the scalar (spin-0) particles are partners. If certain effects exist for a spinor, there should be corresponding effects for the scalar superpartner. Therefore one would expect that there must be an AC effect for a spin-0 particle. This turns out to be not automatically true. In fact it was shown some time ago that in 3+1 dimensions, if supersymmetry is exact, no anomalous MDM can exist for a spinor. Of course, in nature supersymmetry is broken, so there can be a non-zero anomalous MDM for a spinor and therefore an AC effect. The corresponding effect for the scalar superpartner need not exist because supersymmetry is broken. However this result holds only in 3+1 dimensions. In 2+1 dimensions with exact supersymmetry, a spinor can have an anomalous MDM and therefore the associated AC effect. Because supersymmetry is exact, one can uniquely identify the corresponding AC effect for the scalar superpartner.

In 3+1 dimensions with supersymmetry, a matter field is assigned to a chiral superfield $`\mathrm{\Phi }`$ which contains the spinor $`\psi `$ and scalar $`\varphi `$ as component fields

$`\mathrm{\Phi }=\varphi (z)+\sqrt{2}\theta \psi (z)+\theta \theta F(z),`$ (2)
where $`z_\mu =x_\mu +i\theta \sigma _\mu \theta `$. $`\theta `$ is the anti-symmetric spinor coordinates of the superfield. $`F`$ is an auxiliary field which can be eliminated by the use of the equations of motion.

The gauge superfield $`V`$ in the Wess-Zumino gauge is given by

$`V=\theta \sigma _\mu \overline{\theta }A^\mu (x)+i\theta \theta \overline{\theta }\overline{\lambda }(x)i\overline{\theta }\overline{\theta }\theta \lambda (x)+{\displaystyle \frac{1}{2}}\theta \theta \overline{\theta }\theta D(x),`$ (3)
where $`A^\mu `$ is the usual gauge field, $`\lambda `$ is the gaugino field and $`D`$ is an auxiliary field.

The usual anomalous MDM interaction of $`3+1`$ dimensions is contained in the superfield effective Lagrangian

$`\stackrel{~}{L}_m=ig\mathrm{\Phi }^{}D_\alpha \mathrm{\Phi }W^\alpha ,`$ (4)
where $`D_\alpha =/\theta ^\alpha +i\sigma _{\alpha \dot{\alpha }}^\mu \overline{\theta }^{\dot{\alpha }}_\mu `$, $`W^\alpha =(1/4)\overline{D}\overline{D}D^\alpha V`$ with $`\overline{D}_{\dot{\alpha }}=/\overline{\theta }^{\dot{\alpha }}i\theta ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu _\mu `$.

Expanding $`\stackrel{~}{L}_m`$ in terms of $`\theta `$, one would obtain

$`\stackrel{~}{L}_m=E+\chi \theta +\overline{\psi }\overline{\theta }+M\theta \theta +J_\mu \theta \sigma ^\mu \theta +\overline{\xi }\overline{\theta }\theta \theta .`$ (5)
The anomalous MDM interaction can be contained only in the $`M`$ term. This can be seen easily from a dimensional analysis argument. The anomalous MDM interaction is a dimension 5 operator composed of fields and derivatives. Inspection of $`\stackrel{~}{L}_m`$, shows that only the $`M`$ term is of dimension 5. However the superfield Lagrangian $`\stackrel{~}{L}_m`$ is not a chiral field, so the $`M`$ term, even being a F-term type, can not appear in the supersymmetric Lagrangian density. There is no way one can obtain a supersymmetric anomalous MDM in 3+1 dimensions.

In 2+1 dimensions the situation changes dramatically. It is possible to have a supersymmetric anomalous MDM. In this case the matter field $`\mathrm{\Phi }`$, the gauge field, and the corresponding $`W^\alpha `$ are given by

$`\mathrm{\Phi }(x_\mu ,\theta )=\varphi (x)+\theta ^\lambda \psi _\lambda (x){\displaystyle \frac{1}{2}}ϵ_{\lambda \tau }\theta ^\lambda \theta ^\tau F(x),`$ (6)
$`V^\alpha (x_\mu ,\theta )=i\theta ^\beta (\gamma ^\mu A_\mu (x))_\beta ^\alpha ϵ_{\lambda \tau }\theta ^\lambda \theta ^\tau \lambda ^\alpha (x),`$ (7)
$`W^\alpha ={\displaystyle \frac{1}{2}}D^\beta D^\alpha V_\beta ,D_\alpha ={\displaystyle \frac{}{\theta ^\alpha }}+i\theta ^\beta ϵ_{\alpha \delta }(\gamma ^\mu _\mu )_\beta ^\delta .`$ (8)
Here $`ϵ_{\alpha \beta }`$ is the totally anti-symmetric tensor with $`ϵ_{12}=1`$.

In 2+1 dimensions, the anomalous MDM interaction has dimension 7/2. The superfield effective Lagrangian which contains the anomalous MDM in 2+1 dimensions, given by

$$\stackrel{~}{L}_m=\mathrm{\Phi }^{}W_\alpha \mathrm{\Delta }^\alpha \mathrm{\Phi },$$
(9)
(with $`\mathrm{\Delta }^\alpha =D^\alpha ieV^\alpha `$), has dimension 5/2. Expanding in terms of the $`\theta `$, we have

$`\stackrel{~}{L}_m=A+B\theta +C\theta \theta .`$ (10)
The $`C`$ term has dimension 7/2 which has the right dimension for the anomalous MDM interaction and is also supersymmetric. Therefore in 2+1 dimensions it is possible to have an anomalous MDM interaction and also the associated AC effect in a supersymmetric theory. Since the interaction is supersymmetric, it is possible to identify uniquely the scalar AC effect. In the following we provide the detailed calculation to obtain the form of scalar AC effect interaction.

The supersymmetric Maxwell Lagrangian for the gauge and matter kinetic energies, and gauge and matter interactions is given by

$`L={\displaystyle d^2\theta [\frac{1}{4}W^\alpha W_\alpha +\frac{1}{2}(\mathrm{\Delta }^\alpha \mathrm{\Phi })^{}(\mathrm{\Delta }_\alpha \mathrm{\Phi })m\mathrm{\Phi }^{}\mathrm{\Phi }]},`$ (11)
which gives

$`L`$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{1}{2}}i\overline{\lambda }\gamma ^\mu _\mu \lambda +\overline{\psi }i\gamma ^\mu D_\mu \psi m\overline{\psi }\psi +(D^\mu \varphi )^{}(D_\mu \varphi )+L_F`$ (12)
$`+`$ $`ie\overline{\psi }\lambda \varphi ie\overline{\lambda }\psi \varphi ^{}.`$ (13)
Here $`D^\mu =^\mu ieA^\mu `$ is the gauge covariant derivative. $`L_F`$ contains the $`F`$ term and is given by

$`L_F=F^{}F(mF^{}\varphi +m\varphi ^{}F).`$ (14)
Using the equation of motion for $`F`$, $`F^{}=m\varphi ^{}`$ and $`F=m\varphi `$ to eliminate the auxiliary field $`F`$, one obtains the scalar mass term

$`L_F=m^2\varphi ^{}\varphi .`$ (15)
A straightforward calculation demonstrates that gauge invariant Chern-Simons mass terms, which have the superfield form

$$L_{cs}=\frac{M_{cs}}{8}d^2\theta V^\alpha W_\alpha $$
(16)
are generated at one loop level. Integrating out the Grassman variables,

$$L_{cs}=+\frac{M_{cs}}{2}ϵ^{\mu \nu \lambda }A_\mu _\nu A_\lambda \frac{M_{cs}}{2}\overline{\lambda }\lambda .$$
(17)
There is no symmetry principle to forbid the introduction of this $`P`$ and $`T`$ violating term, given that we have already introduced a violation of Parity and Time reversal invariance in the mass term for the spin-1/2 particles***See, for example, the discussion of the discrete symmetry properties of the $`2+1`$ dimensional fields in . We therefore allow it to appear in the bare Lagrangian, which is now referred to as a super-Maxwell-Chern-Simons theory.

A non-zero anomalous MDM interaction is represented by the introduction of a new superfield term, of the form $`\mathrm{\Phi }^{}W^\alpha \mathrm{\Delta }_\alpha \mathrm{\Phi }`$, to the effective Lagrangian. We will return to discuss how this term is generated in the perturbation expansion of the vertex function in the theory, but for the moment we introduce it into the effective Lagrangian and show how it leads to an AC effect for the scalar.

$`L_m`$ $`=`$ $`ig{\displaystyle d^2\theta \mathrm{\Phi }^{}W^\alpha \mathrm{\Delta }_\alpha \mathrm{\Phi }}={\displaystyle \frac{1}{2}}g\overline{\psi }\sigma ^{\mu \nu }\psi F_{\mu \nu }igsϵ^{\mu \nu \lambda }F_{\mu \nu }\varphi ^{}D_\lambda \varphi `$ (18)
$`+`$ $`2eg\overline{\lambda }\lambda \varphi ^{}\varphi g\overline{\lambda }\gamma ^\mu \psi (D_\mu \varphi )^{}g\overline{\psi }\gamma ^\mu \lambda (D_\mu \varphi )ig\overline{\psi }\lambda F+ig\overline{\lambda }\psi F^{}.`$ (19)
Here $`s=\pm `$ is defined as $`\gamma ^\mu \gamma ^\nu =g^{\mu \nu }+isϵ^{\mu \nu \lambda }\gamma _\lambda `$.

Eliminating the auxiliary field we obtain the full Lagrangian

$`L`$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{1}{2}}i\overline{\lambda }\gamma ^\mu _\mu \lambda `$ (20)
$`+`$ $`\overline{\psi }i\gamma ^\mu D_\mu \psi m\overline{\psi }\psi +(D^\mu \varphi )^{}(D_\mu \varphi )m^2\varphi ^{}\varphi +ie\overline{\psi }\lambda \varphi ie\overline{\lambda }\psi \varphi ^{}`$ (21)
$``$ $`{\displaystyle \frac{1}{2}}g\overline{\psi }\sigma ^{\mu \nu }\psi F_{\mu \nu }igsϵ^{\mu \nu \lambda }F_{\mu \nu }\varphi ^{}D_\lambda \varphi `$ (22)
$`+`$ $`2eg\overline{\lambda }\lambda \varphi ^{}\varphi g\overline{\lambda }\gamma ^\mu \psi (D_\mu \varphi )^{}g\overline{\psi }\gamma ^\mu \lambda (D_\mu \varphi )`$ (23)
$``$ $`ig^2\overline{\psi }\lambda \overline{\lambda }\psi igm\overline{\psi }\lambda \varphi +igm\overline{\lambda }\psi \varphi ^{}+{\displaystyle \frac{M_{cs}}{2}}ϵ^{\mu \nu \lambda }A_\mu _\nu A_\lambda {\displaystyle \frac{M_{cs}}{2}}\overline{\lambda }\lambda .`$ (24)
The first term proportional to $`g`$ in the above equation contains the usual anomalous MDM term $`\overline{\psi }\sigma ^{\mu \nu }\psi F_{\mu \nu }`$ for a spinor with $`g=\mu `$ compared with Eq.(1). This term is responsible for the AC effect of a spin-1/2 particle. We identify the second term proportional to $`g`$ in the above equation to be the corresponding AC effect term for a scalar particle.

To see the topological nature of these terms we note that they can be written as

$`L_{AC}={\displaystyle \frac{g}{2}}sF^{\mu \nu }ϵ_{\mu \nu \lambda }j_F^\lambda {\displaystyle \frac{g}{2}}sF^{\mu \nu }ϵ_{\mu \nu \lambda }j_S^\lambda ,`$ (25)
where $`j_F^\lambda =\overline{\psi }\gamma ^\lambda \psi `$, and $`j_S^\lambda =i(\varphi ^{}D^\lambda \varphi (D^\lambda \varphi ^{})\varphi )`$ are the current of the spinor and the scalar, respectively.

In general the interaction $`F^{\mu \nu }ϵ_{\mu \nu \lambda }j^\lambda `$ generates a topological phase regardless of the specific value of the spin of the particle if the AC conditions required for the electric field is satisfied. This can be seen by studying the change of the action $`\mathrm{\Delta }S`$ of the system due to $`L_{AC}`$, for a closed trajectory from time 0 to time T for a point particle with velocity $`\stackrel{}{v}\stackrel{}{j}`$. The topological phase generated for the spinor is given by

$`\theta _{AC}^F={\displaystyle \frac{1}{2}}g{\displaystyle _0^T}F^{\mu \nu }ϵ_{\mu \nu \lambda }j_F^\lambda =g{\displaystyle _0^T}(\stackrel{}{S}\stackrel{}{v})𝑑t=g{\displaystyle \stackrel{}{S}𝑑\stackrel{}{r}}=g\mathrm{\Lambda }.`$ (26)
In the above $`S_\mu =(1/2)ϵ_{\mu \alpha \beta }F^{\alpha \beta }`$. In the AC electric field configuration, $`S_\mu =(0,E_2,E_1)`$.

Similarly one obtains a topological phase $`\theta _{AC}^S`$ for the scalar when the AC conditions are satisfied with $`\theta _{AC}^S=g\mathrm{\Lambda }`$. We note that the topological phases developed for the spinor and scalar are the same in size and opposite in sign.

Having shown that the term of eq. (19), which contains a supersymmetric anomalous MDM interaction,give an AC effect for the scalar, we now turn to discuss how such an interaction can be naturally generated from the well known interactions of eq. (11) itself.

To this end we study the radiative correction of spinor-photon, and scalar-photon interactions at the one loop level starting with the Lagrangian in eq. (13). This theory the anomalous MDM, absent at tree level, can be generated at one loop level, in just the same way that the Pauli magnetic moment interaction is generated at one loop level in QED in $`3+1`$ dimensions. The relevant diagrams are shown in Figure 1. Figure 1.a is the usual QED diagram generating an anomalous MDM for a spinor. Due to supersymmetric interactions, there is an additional diagram, Figure 1.b, contributing to the anomalous MDM for a spinor. Evaluating these two diagrams, we obtain an effective $`g`$ in eq. (24) with

$`g={\displaystyle \frac{e^3}{16\pi m^2}}{\displaystyle _0^1}𝑑x{\displaystyle _x^1}{\displaystyle \frac{ydy}{(y^2x(yx)q^2/m^2)^{3/2}}},`$ (27)
where $`q`$ is the photon momentum. Ferrara and Remiddi  showed that in 3+1 dimensions these two contributions canceled, but we find that in 2+1 dimensions this cancellation does not happen.

The above result is logarithmically infrared divergent when $`q^2`$ approaches zero because of the absence of a Chern-Simons mass. In the presence of the Chern-Simons mass, the theory is free from infrared divergence. In this theory a Chern-Simons term will be generated at one loop level from eq. (10). The inclusion of these contributions leads to two modifications to eq. (19). The first is that the Chern-Simons term, representing a non-zero mass $`M_{cs}`$ for the photon and photino, modifies the denominator of eq. (19) to $`(y^2+(1x)M_{cs}^2/m^2x(yx)q^2/m^2)^{3/2}`$ and $`g`$ is infrared divergent free. Another modification is that the diagram of Figure 1.a (or of Figure 1.c) also contributes to the magnetic moment, because of the term in the propagator proportional to $`M_{cs}ϵ_{\mu \nu \lambda }q^\lambda /q^2`$ whose contributions have been calculated by Kogan . We do not include the Chern-Simons contribution to $`g`$ in our calculation, as (unless the bare Chern-Simons mass is non-vanishing) it is generated at the one loop level in perturbation theory from the Lagrangian of eq. (11) and $`M_{CS}`$ is of order $`e^2m`$. Thus its contribution to $`g`$ is of order $`e^5m`$, whereas the magnetic moment of eq. (27) is of order $`e^3m`$.

There are similar radiative corrections to scalar-photon couplings. These are shown in Figures 1.c and 1.d. Evaluating these diagrams, we indeed find the second term proportional to $`g`$ in eq. (24) with the same $`g`$ as in eq. (27) generated, as expected. The source for a non-zero contribution to $`g`$ of order $`e^3m`$ in this case is purely Figure 1.d. This is quite different from the spinor case where Figures 1.a and 1.b both contribute to the anomalous MDM at this order. As remarked in the previous paragraph, and reference, a Chern-Simons mass term gives rise to a scalar anomalous MDM from Figure 1.c, but this contribution is of order $`e^5m`$.

It is clear that the scalar AC effect in the above example is generated by the Yukawa coupling of a scalar with two spinors, Figure 1.d. In 3+1 dimensions, such an interaction can not generate an AC effect for a scalar. This shows that the AC effect is intrinsically a 2+1 dimensional effect. Supersymmetry then provides the link between the spinor and scalar AC effects. With this understanding one can easily construct a model which generates a topological AC effect for a scalar in a non-supersymmetric theory by introducing Yukawa couplings with at least one of the spinor having non-zero electric charge. For example, a Yukawa interaction of the type

$`L_Y=a\overline{\psi }_1\psi _2\varphi +H.C.`$ (28)
will generate a non-zero $`g`$ through a diagram of the type of Figure 1.d.

$`g`$ $`=`$ $`{\displaystyle \frac{|a|^2e_1}{16\pi ^2m_\varphi ^2}}{\displaystyle _0^1}𝑑x{\displaystyle _x^1}{\displaystyle \frac{[(m_1/m_\varphi +m_2/m_\varphi )ym_2/m_\varphi ]dy}{[y^2x(yx)q^2/m_\varphi ^2+m_2^2/m_\varphi ^2y(1(m_1^2m_2^2)/m_\varphi ^2)]^{3/2}}}`$ (29)
$`+`$ $`(m_1m_2,m_2m_1,e_1e_2),`$ (30)
where $`m_{1,2,\varphi }`$ are the masses of $`\psi _{1,2}`$ and $`\varphi `$, $`e_{1,2}`$ are the electric charges of $`\psi _{1,2}`$, respectively. The above equation reduces to Eq. (27) when $`m_1=m_\varphi =m`$, $`e_1=e`$, and $`m_2`$ and $`e_2`$ are both set to zero, as expected.

We emphasize that, in our models the scalar magnetic moment interaction is generated by one loop corrections, and does not appear in the primary Lagrangian, as assumed in the work of Carrington and Kunstatter. We therefore escape the problem that a scalar magnetic moment in the primary Lagrangian gives non-renormalisable contributions at two loop level.

To summarize we have studied the supersymmetric AC effect. In 3+1 dimensions, if supersymmetry is exact, no anomalous MDM interaction can exist. But in 2+1 dimensions, we find that a non-zero anomalous MDM interaction is possible. The related topological effect for a scalar is identified which is due to scalar current interaction with the dual of electric field. Since the Aharonov-Casher effect is essentially a phenomenon of two spatial dimensions, we conclude that there is an Aharonov-Casher effect for a spin-0 particle. This effect can be easily generated at one loop level through Yukawa couplings.

###### Acknowledgements.

We thank Craig Roberts and Herb Fried for helpful discussions. This work was supported in part by the ROC NSC under grant number NSC 90-2112-M-002-014, by the ROC Ministry of Education Academic Excellence Project 89-N-FA01-1-4-3, and by the Australian Research Council. BHJMcK thanks the Department of Physics at the National Taiwan University for their hospitality where part of this work was done. XGH thanks the School of Physics at the University of Melbourne for their hospitality while this work was finalized.


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# Metrics of positive curvature with conic singularities on the sphere

## Abstract

A simple proof is given of the necessary and sufficient condition on a triple of positive numbers $`\theta _1,\theta _2,\theta _3`$ for the existence of a conformal metric of constant positive curvature on the sphere, with three conic singularities of total angles $`2\pi \theta _1,2\pi \theta _2,2\pi \theta _3`$. The same condition is necessary and sufficient for the triple $`\pi \theta _1,\pi \theta _2,\pi \theta _3`$ to be interior angles of a spherical triangular membrane.

The following problem is classical . Let $`S`$ be a compact Riemann surface, $`p_1,\mathrm{},p_n`$ points in $`S`$, and $`\theta _1\mathrm{},\theta _n`$ positive numbers. Does there exist a conformal Riemannian metric of constant curvature $`K`$ with conic singularities at $`p_j`$ such that the total angle at $`p_j`$ is $`2\pi \theta _j`$? A complete answer to this question is known when $`K0,`$ see . If $`K0`$, a unique metric exists if and only if this is not prohibited by the Gauss–Bonnet theorem. In Troyanov’s papers  the case of non-constant $`K`$ is also considered.

On the other hand, little is known for the case $`K>0`$. Troyanov  considered the case of two points on the sphere and showed that the necessary and sufficient condition in this case is $`\theta _1=\theta _2`$. It follows from the results of Troyanov in  that for any compact surface $`S`$, there exists a metric of constant positive curvature if the condition

$$0<\chi (S)+(\theta _j1)<\mathrm{min}\{2,2\mathrm{min}\theta _j\}$$
(1)
is satisfied. Here the left inequality comes from the Gauss–Bonnet theorem while the right one is a technical restriction needed for Troyanov’s method to work. If one assumes that all $`\theta _j(0,1)`$, and $`S`$ is the sphere, then condition (1) is actually necessary and sufficient .

In view of this situation, it seems useful to analyse the simple case of a metric of positive constant curvature on the sphere with three singularities. Here we give a complete solution for this case. To do this we return to the methods which were used before the PDE $`\mathrm{\Delta }u=Ke^u`$ was invoked; our arguments are based on the papers of Riemann 111Apparently the research of Klein, Schwarz and Poincaré which lead to the discovery of the Uniformization Theorem was originally motivated by the study of ordinary linear differential equations, in particular, by the work of Riemann . Somewhat later, the Göttingen Royal Society suggested a different approach to the uniformization, a direct study of the non-linear PDE $`\mathrm{\Delta }u=e^u`$, which was proposed as a topic of a competition. It seems that the papers  were inspired by this competition.. For modern expositions of this work, see, for example .

The results show that for $`K>0`$ there are complicated restrictions in addition to the Gauss–Bonnet theorem.

In the generic case, when none of the prescribed angles is a multiple of $`2\pi `$, our result (Theorem 1 below) was earlier obtained by Umehara and Yamada . The method of these authors is somewhat indirect (they use a connection with surfaces of constant mean curvature $`1`$ in the hyperbolic space.) and they do not obtain an explicit condition in the case of integer $`\theta _j`$. In a recent preprint , the results which are equivalent to our theorems 1 and 2 are obtained by a pure geometric method, which is different from the analytic method used here. It seems that the proofs presented below are simpler. Conformal metrics of constant curvature on the sphere with three conic singularities were also studied by physicists  but they did not address the question of existence or uniqueness of such metrics.

We identify $`S\backslash \{p_3\}`$ with the complex plane $`𝐂`$ and assume without loss of generality that $`K=1`$, $`p_1=0,p_2=1`$ and $`p_3=\mathrm{}`$. Suppose that a conformal Riemannian metric of constant curvature $`1`$ is given on $`D=𝐂\backslash \{0,1\}`$. Then every point $`zD`$ has a neighborhood which is isometric to an open set on the unit sphere $`\overline{𝐂}`$ . The isometry is a conformal map, so we obtain a multi-valued locally univalent meromorphic function $`f`$ in $`D`$, whose monodromy belongs to the group of orientation-preserving isometries of $`\overline{𝐂}`$. This $`f`$ is sometimes called a “developing map” in geometric literature.

The converse is also true: given such a multi-valued function $`f`$, we define a conformal metric of constant curvature $`1`$ in $`D`$ by the length element

$$\lambda (z)|dz|=\frac{2|f^{}(z)||dz|}{1+|f(z)|^2}.$$

The behavior of $`f`$ at $`\{0,1,\mathrm{}\}`$ reflects the assumption that these points are conical singularities with total angles $`2\pi \theta _1,2\pi \theta _2,2\pi \theta _3`$: in a local coordinate $`z`$ near $`p_j`$ some fractional-linear transformation $`g_j=L_jf`$ of $`f`$ has the form

$$g_j(z)=z^{\theta _j}.$$

It follows that $`f`$ satisfies a Schwarz differential equation

$$\frac{f^{\prime \prime \prime }}{f^{}}\frac{3}{2}\left(\frac{f^{\prime \prime }}{f^{}}\right)^2=R(z),$$
(2)
where

$$R(z)=\frac{1\theta _1^2}{2z^2}+\frac{\theta _1^2+\theta _2^2\theta _3^21}{2z(1z)}+\frac{1\theta _2^2}{2(z1)^2}.$$

The equation $`(\text{2})`$ defines a metric with desired properties if and only if its monodromy group is conjugate to a subgroup of conformal isometries of the sphere.

It remains to find out when this is the case. This problem was considered in another context by Arnold and Krylov in  but they state its solution only when $`\theta _j(0,1)`$.

We begin with a remark that (2) is an equation with real coefficients. It follows that our function $`f`$ maps the upper half plane onto a circular triangle (membrane) $`T`$ that is a simply connected surface spread over the sphere whose boundary consists ofthree arcs of circles (each of these circles may be traced more than a full turn). We will show that the monodromy group is conjugate to a group of conformal isometries if and only if this triangle $`T`$ can be mapped by a fractional-linear transformation onto to a spherical (geodesic) triangle. In the opposite direction, if a geodesic triangular membrane $`T`$ is given, we can paste it together with its mirror image $`T^{}`$ and obtain a surface homeomorphic to the sphere, with metric of positive curvature $`1`$ and three conic singularities whose total angles are twice those of $`T`$.

It is well-known (since the work of Schwarz) that the monodromy group of the Schwarz equation (2) is the same as the projectivized monodromy group of the hypergeometric (Gauss) equation

$$z(1z)w^{\prime \prime }+(c(a+b+1)z)w^{}abw=0,$$
(3)
where parameters $`a,b,c`$ are related to parameters $`\theta _j`$ in the following way:

$$\begin{array}{c}\pm \theta _1=1c,\hfill \\ \pm \theta _2=ab,\hfill \\ \pm \theta _3=cab.\hfill \end{array}$$
(4)
1. Let us first consider the case that none of the numbers $`\theta _j`$ is an integer. Let $`\mathrm{\Gamma }^{}`$ be the group generated by reflections in the sides of the circular triangle $`T`$. Then the subgroup $`\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ of index $`2`$ consisting of orientation-preserving transformations coincides with the monodromy group of the equation (2). If $`C_1`$ and $`C_2`$ are two sides of $`T`$ with the common vertex $`v`$ then the group $`\mathrm{\Gamma }`$ contains an elliptic transformation fixing $`v`$ and the other point $`v^{}`$ where the circles containing $`C_1`$ and $`C_2`$ intersect. It is evident that the group $`\mathrm{\Gamma }`$ is conjugate to a group of isometries of the sphere if and only if there exists a fractional-linear transformation which sends all three pairs $`(v,v^{})`$ to pairs of diametrically opposite points. This is the case if and only if $`T`$ is equivalent by a fractional-linear transformation to a triangle whose sides are geodesic.

Monodromy of the equation (3) was explicitly computed by Riemann ; this result is reproduced in many places, for example, in . It follows from the explicit formulas that (under the condition that none of the $`\theta _j`$ is an integer) this monodromy remains unchanged if a triple $`(\theta _1,\theta _2,\theta _3)`$ is replaced by a triple $`(\pm \theta _1+m,\pm \theta _2+n,\pm \theta _3+k)`$, where $`(m,n,k)`$ are integers with the property $`m+n+k0(\mathrm{mod}\mathrm{\hspace{0.17em}2})`$. Let us call such triples of positive numbers equivalent. Every non-integer triple is equivalent to one and only one triple with the property

$$0<\theta _1^{}+\theta _2^{}1,0<\theta _2^{}+\theta _3^{}1,0<\theta _1^{}+\theta _3^{}1.$$
(5)
It is easy to show that for every triple of positive numbers satisfying (5) there is a unique (up to a fractional-linear transformation) circular triangle with angles $`(\pi \theta _1^{},\pi \theta _2^{},\pi \theta _3^{})`$, and this triangle consists of one sheet (is a Jordan region on the sphere). Such triangle $`T`$ is equivalent to a geodesic triangle if and only if the sum of its angles is greater than $`\pi `$. Thus we obtain

Theorem 1. If none of the $`\theta _1,\theta _2,\theta _3`$ is an integer, then a conformal metric of constant positive curvature on the sphere with conic singularities of total angles $`2\pi \theta _1,2\pi \theta _2`$ and $`2\pi \theta _3`$ exists if and only if the unique equivalent triple with the property $`(\text{5})`$ satisfies $`\theta _1^{}+\theta _2^{}+\theta _3^{}>1`$. Such metric of curvature $`1`$ is unique.

The uniqueness statement holds because a triple $`(\theta _1,\theta _2,\theta _3)`$ uniquely defines the right hand side $`R`$ of the Schwarz equation (2). A solution of the Schwarz equation with isometric monodromy is then defined up to a rotation of the sphere.

2. Now we consider the case when at least one of the three numbers $`\theta _1,\theta _2,\theta _3`$ is an integer. We assume that

$$\theta _j1,j=1,2,3,$$

because the case $`\theta _j=1`$ is covered by the result of Troyanov mentioned in the beginning.

First of all, we have a necessary condition for the monodromy group to be a group of isometries, that no logarithms are present in the formal solutions of (3) at its singular points. (Presence of a logarithm leads to a parabolic transformation in the monodromy group, see, for example, ).

Without loss of generality, we consider the singularity of the equation (3) at zero and suppose that $`N=\theta _1=1c`$ is a positive integer. The exponents at zero are $`0`$ and $`N`$. The logarithms will be absent if a power series

$$w=\underset{k=0}{\overset{\mathrm{}}{}}a_kz^k,a_00$$
(6)
satisfies (3). Substituting this series to the equation we obtain

$$[k(k1)+ck]a_k=[(k1)(k2)+(a+b+1)(k1)+ab]a_{k1},k=1,2,\mathrm{}.$$

The coefficient in the left hand side is zero when $`k=1c=N`$. So a power series solution of the form (6) exists if and only if the coefficient in the right hand side is zero for some $`k=n[1,N],`$ that is

$$(n1)(n2)+(a+b+1)(n1)+ab=0.$$

or

$$(n1)(a+b+n1)+ab=0.$$

Expressing $`a,b`$ in terms of $`\theta _2,\theta _3`$ and $`N=\theta _1`$, from (4), we obtain after simple transformations, that either sum or difference of $`\theta _1`$ and $`\theta _2`$ equals $`2nN1`$. In other words, one of the equations holds:

$$|\theta _1\pm \theta _2|[0,N1]\text{is an integer of the opposite parity from }N.$$
(7)
This condition is necessary for the monodromy of (2) to consist of isometries. Let us prove that it is also sufficient. If the angle at a vertex $`v`$ of the triangle $`T`$ is an integer multiple of $`\pi `$, and no logarithms are present in solutions, then two sides of $`T`$ meeting at $`v`$ belong to the same circle, so all sides of $`T`$ belong to two intersecting circles. But every such pair of circles can be mapped by a fractional-linear transformation onto a pair of great circles (by sending their two points of intersection to diametrically opposite points). So the group generated by reflections in sides of $`T`$ is conjugate to a group of isometries. Thus us we obtain

Theorem 2. If $`\theta _1`$ is an integer, then the necessary and sufficient condition of the existence of a conformal metric of curvature $`1`$ on the sphere, with three conic singularities of angles $`2\pi \theta _1,2\pi \theta _2,2\pi \theta _3`$ is that either $`\theta _2+\theta _3`$ or $`|\theta _2\theta _3|`$ is an integer $`m`$ of opposite parity from $`\theta _1`$, and $`m\theta _11`$. This metric with prescribed conical points is unique when exists.

Further remarks.

1. If two of the $`\theta _j`$ are integers, and the condition in Theorem 2 is satisfied, then the third one is an integer as well. Then the necessary and sufficient condition becomes:

The sum of the three integers is odd, and each of them is less than the sum of the others.

The solution of the Schwarz equation in this case has trivial monodromy and thus it is a rational function. It has critical points at $`0,1`$ and $`\mathrm{}`$. The local degrees at these points are $`\theta _j`$, and the condition above is necessary and sufficient for the existence of such rational function.

2. Our theorems 1 and 2 also give necessary and sufficient conditions for the existence of a spherical triangular membrane with geodesic sides and prescribed angles. Let us give a precise definition.

A spherical triangular membrane is a bordered surface homeomorphic to the closed unit disc, with Riemannian metric of constant curvature $`1`$, whose boundary consists of three geodesic arcs. It is clear how to define an interior angle of such a membrane. Spherical triangular membranes were considered by Klein in  but the following result does not seem to be explicitly stated there:

Theroem 3 There exists a spherical triangular membrane with interior angles $`\pi \theta _1,\pi \theta _2,\pi \theta _3`$ if and only if the three numbers $`\theta _1,\theta _2`$ and $`\theta _3`$ satisfy the conditions stated in theorems 1 and 2.

It is somewhat hard to visualize spherical triangular membranes which have angles greater than $`2\pi `$; the author thanks Mario Bonk for the following pictures:

Figure 1. Spherical triangular membranes with angles $`3\pi /2,3\pi /2,5\pi /2`$ (left) and
$`3\pi /2,3\pi /2,7\pi /2`$ (right) represented as surfaces spread over the sphere. The sides project into the great circles which are the coordinate axes and the unit circle. The covering numbers are shown for each region to help visualize the surface.

3. In the case of four or more conic singularities solution of the problem may not be unique. Indeed, consider the case when all total angles at the singularities are equal to $`4\pi `$. Then solutions $`f`$ of the Schwarz equation are rational functions, and the problem is equivalent to finding rational functions with prescribed simple critical points. Let us call two rational functions equivalent if they are obtained from each other by post-composition with a fractional-linear transformation. It is known  that for every $`2d2`$ points in general position there exist

$$u_d=\frac{1}{d}\left(\begin{array}{c}2d2\\ d1\end{array}\right),\text{the }d\text{-th Catalan number,}$$

of equivalence classes of rational functions of degree $`d`$ with these critical points. Thus there is $`u_d`$ of different conformal metrics of curvature $`1`$ with conical singularities of total angle $`4\pi `$ at $`2d2`$ given generic points. The smallest case of non-uniqueness occurs when $`d=3`$, so there are four conic singularities with total angles $`4\pi `$.

Furthermore, for every odd $`d3`$, there are configurations of $`2d2`$ points symmetric with respect to the real line such that the problem (with prescribed total angles of $`4\pi `$ at each of these points) has no symmetric solutions with respect to the real line . On the other hand, if all singularities belong to the real line, then all solutions of this problem are symmetric with respect to the real line .

Purdue University

West Lafayette, Indiana

eremenko@math.purdue.edu


text:
# Transiting topological sectors with the overlap

## Abstract

The overlap operator provides an elegant definition for the winding number of lattice gauge field configurations. Only for a set of configurations of measure zero is this procedure undefined. Without restrictions on the lattice fields, however, the space of gauge fields is simply connected. I present a simple low dimensional illustration of how the eigenvalues of a truncated overlap operator flow as one travels between different topological sectors.

The overlap operator  elegantly extends many features of chiral symmetry to the lattice. In particular, it provides a precise definition of a “winding number” for gauge field configurations, giving a lattice extention of continuum index theorems . At first sight this seems remarkable since the space of Wilson gauge fields is simply connected. In selecting sectors, the overlap operator must become singular at boundaries. These singular configurations form a set of measure zero. A simple “admissiblity” criterion  guarantees that the overlap operator is well defined. This criterion, however, is rather strong, and is not generally satisfied for configurations in practical simulations.

Here I explore the behavior of the overlap operator as one passes through a singularity separating two different sectors. This requires a truncation of the definition of the overlap. The result is that two complex eigenvalues of the overlap operator collide and evolve into a zero mode plus one heavy real eigenvalue. I follow this evolution explicitly in a simple zero space-time dimensional toy model.

I briefly review the so called “continuum” Dirac action and the role of zero modes. The generic action for a gauge theory consists of a pure gauge term and an interaction with the fermions, $`S=S_g+S_f`$. The gauge part is the square of the field strength, $`S_g=\frac{1}{4}F_{\mu \nu }F_{\mu \nu }`$. The fermion term is a quadratic form $`S_f=\overline{\psi }D_c\psi `$ with

$$D_c=\gamma (+igA)+m$$
(1)
The differential operator $`D_c`$ consists of an anti-Hermitean kinetic term plus a Hermitean mass term. It satisfies the Hermiticity condition

$$\gamma _5D_c=D_c^{}\gamma _5$$
(2)
Complex eigenvalues of $`D_c`$ are paired; if $`D_c\chi =\lambda \chi `$ then $`D_c\gamma _5\chi =\lambda ^{}\gamma _5\chi `$. Restricting ourselves to the space spanned by eigenvectors with real eigenvalues, then $`\gamma _5`$ and $`D_c`$ can be simultaneously diagonalized. On this subspace, an integer index is the difference of the number of positive and negative eigenvalues of $`\gamma _5`$, i.e. $`\nu =n_+n_{}`$. This number is robust under smooth field deformations and lies at the basis of the index theorem, which says that this index can also be calculated directly from the gauge fields as a topological charge .

For comparison with the lattice theory, we can consider the free continuum theory in momentum space $`D_c=ip\gamma +m`$. This has eigenvalues $`\lambda =\pm i|p|+m`$. If we work in finite volume, the momentum is quantized in units of $`\frac{2\pi }{L}`$. So called “naive” lattice fermions are obtained from the continuum result by the simple substitution $`p_\mu \mathrm{sin}(p_\mu a)/a`$. These are fraught with the famous doublers, extra low energy states whenever any component of the momentum satisfies $`p_\mu \frac{\pi }{a}`$. The doubling problem was solved years ago by Wilson , who allowed the fermion mass to depend on momentum

$$mm+\frac{1}{a}\underset{\mu }{}(1\mathrm{cos}(p_\mu a))$$
(3)
thus giving the doublers a mass of order $`1/a`$. In momentum space, the free Wilson-Dirac operator takes the form

$$D_w=m+\frac{1}{a}\underset{\mu }{}(i\mathrm{sin}(p_\mu a)\gamma _\mu +1\mathrm{cos}(p_\mu a)).$$
(4)
The difficulty with the Wilson approach is that the added term violates chiral symmetry. With gauge fields, the eigenvalues drift. To maintain the physics of massless quarks requires fine tuning. Real eigenvalues of $`D_w`$ can appear along much of the real axis, and for the purpose of defining an index we need a criterion for which of them to include.

The overlap Dirac operator partially answers these questions . To construct this operator, one starts with $`D_w`$ at a negative $`m`$. This is projected onto a unitary matrix

$$V=D_w(D_w^{}D_w)^{1/2}$$
(5)
from this the overlap operator is simply

$$D=1+V$$
(6)
Thus the low eigenvalues of $`D_w`$ become low eigenvalues of $`D`$, while the higher ones are projected to the side of the unitarity circle near unity. This process is sketched here

This construction satisfies the continuum property that $`D`$ is normal, $`[D,D^{}]=0`$, and preserves the $`\gamma _5`$ Hermiticity, $`\gamma _5D=D^{}\gamma _5`$. Furthermore, we have the famous Ginsparg-Wilson relation , succinctly written as

$$D\gamma _5=\mathrm{\Gamma }_5D$$
(7)
with the new matrix

$$\mathrm{\Gamma }_5V\gamma _5=(1D)\gamma _5$$
(8)
satisfying some of the same conditions as $`\gamma _5`$, $`\mathrm{\Gamma }_5=\mathrm{\Gamma }_5^{}`$ and $`\mathrm{\Gamma }_5^2=\gamma _5^2=I`$. The eigenvalues of $`\mathrm{\Gamma }_5`$ are all $`\pm 1`$, implying its trace is an integer. From this we define the gauge field index

$$\nu =\frac{1}{2}\mathrm{Tr}\mathrm{\Gamma }_5$$
(9)
Note the factor of 2, which comes from heavy modes at $`V1`$.

Our fermionic action, $`S_f=\overline{\psi }D\psi `$, is invariant under the generalized chiral rotation

$$\psi e^{i\theta \gamma _5}\psi \overline{\psi }\overline{\psi }e^{i\theta \mathrm{\Gamma }_5}$$
(10)
In this formalism the chiral anomaly appears in the fermionic measure

$$d\overline{\psi }d\psi d\overline{\psi }d\psi e^{i\mathrm{Tr}\mathrm{\Gamma }_5}d\overline{\psi }d\psi e^{2i\theta \nu }$$
(11)
much as in continuum discussions .

A fermion mass introduces, as in the continuum, the possibility of a CP violating term. To have formulas similar to the continuum, it is convenient to consider the fermionic action with mass term of the form

$$S_f=\overline{\psi }D\psi +\overline{\psi }(1V)M\psi /2$$
(12)
The rotation $`Me^{i\theta \gamma _5}M`$ is physically equivalent to a modification of the gauge action $`S_gS_g+\theta \nu `$. This angle $`\theta `$ is the strong CP violating parameter of innumerable continuum discussions.

This is all quite elegant, but the space of Wilson lattice gauge fields is simply connected. This raises the question of what happens as one continues between topological sectors. Along such a path $`D`$ must become singular. To keep things well defined, I introduce a cutoff into the definition of $`V`$

$$V=D_w(D_w^{}D_w+ϵ^2)^{1/2}$$
(13)
The quantity $`ϵ`$ should be analogous to $`\frac{1}{L_5}`$ with domain wall fermions.

I now introduce a simple $`2\times 2`$ matrix example. I take effectively zero space-time dimensions, with $`\sigma _3`$ playing the role of $`\gamma _5`$. The hermiticity condition reduces to $`D_W^{}=\sigma _3D_W\sigma _3.`$ The most general two by two matrix satisfying this has the form

$$D_W=b_0+ib_1\sigma _1+ib_2\sigma _2+b_3\sigma _3$$
(14)
This is singular when $`|D_W|=b_0^2+b_1^2+b_2^2b_3^2=0`$. We have a Minkowski space with the role of time being played by $`b_3`$. Minkowski space naturally breaks into light-like and space-like sectors. The index will highlight this division.

It is convenient to go to an analogue of “polar” coordinates and reparametrize

$$D_W=U(a_0+a_3\sigma _3)U$$
(15)
with $`U=e^{i(a_1\sigma _1+a_2\sigma _2)/2}`$. The coordinate mapping is $`b_3=a_3`$ and $`a_0=\pm \sqrt{b_0^2+b_1^2+b_2^2}`$. We explicitly construct $`V`$

$$\begin{array}{c}V=D_W(D_W^{}D_W+ϵ^2)^{1/2}=\\ \\ U\left(\begin{array}{cc}\frac{a_0+a_3}{\sqrt{(a_0+a_3)^2+ϵ^2}}& 0\\ 0& \frac{a_0a_3}{\sqrt{(a_0a_3)^2+ϵ^2}}\end{array}\right)U\end{array}$$
(16)
The possible topological sectors fall into three cases. The first has $`a_0^2a_3^2>0`$ representing the spacelike sector of our Minkowski space ($`a_3=b_3`$ plays the role of time). In this case $`V=U^2`$ and thus $`D=1+U^2`$. This has a conjugate pair of eigenvalues $`\lambda _\pm =1+e^{\pm i\sqrt{a_1^2+a_2^2}}`$ The winding number vanishes: $`\nu =\frac{1}{2}\mathrm{Tr}U\gamma _5U^{}=0`$

The second case involves $`a_3>|a_0|`$. Then $`V=\sigma _3`$ and $`D=1+\sigma _3`$. The winding number $`\nu =1`$; so, this represents the analog of an “instanton”. The third and final case is a reflection of this, with $`a_3<|a_0|`$, $`D=1\sigma _3`$, and $`\nu =1`$.

Now I transit between these sectors. As an example, let $`a_3`$ pass through the “light cone” at $`a_0>0`$. To be explicit, use $`U=cis\sigma _2`$ with $`c^2+s^2=1`$. For our interpolation parameter, define $`x=a_0a_3/\sqrt{(a_0a_3)^2+ϵ^2}`$ with range $`1x1`$. With the cutoff in place $`V`$ is no longer unitary, but takes the form

$$V=\frac{1}{2}\left(\begin{array}{cc}1+cx+cx& ssx\\ s+sx& 1+c+x+cx\end{array}\right)$$
(17)
The eigenvalues of this are

$$\lambda =\frac{1}{2}\left(c(1+x)\pm \sqrt{c^2(1+x)^24x}\right)$$
(18)
As an eigenvalue of $`D_W^{}D_W`$ passes through zero, a pair of eigenvalues leaves the unitarity circle. This is a perpendicular departure, following another circle. These eigenvalues then collide and become real. They move out to rest at $`\pm 1`$. In the process the winding number changes by one unit. This behavior is sketched here

The participating eigenvalues can come from anywhere on the unitarity circle. An instanton falling through the lattice does not require a large fermionic action. Throughout this discussion the index $`\nu `$ is an integer except within $`ϵ`$ of sector boundaries. This behavior is fairly robust, with other eigenvalues of $`V`$ moving little. However, as shown in  the other eigenvalues can also briefly leave the unitarity circle as we pass through the boundary.


text:
# A numerical study of the Schrödinger-Newton equation 1: Perturbing the spherically-symmetric stationary states

## 1 Introduction

The Schrödinger-Newton equations (hereafter the SN equations) for a quantum-mechanical particle of mass $`m`$ moving in its own gravitational potential, are the pair of coupled non-linear partial differential equations:

$`i\mathrm{}{\displaystyle \frac{\mathrm{\Psi }}{t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}^2\mathrm{\Psi }+m\mathrm{\Phi }\mathrm{\Psi }`$ (1)
$`^2\mathrm{\Phi }`$ $`=`$ $`4\pi Gm|\mathrm{\Psi }|^2`$
where $`\mathrm{}`$ is Planck’s constant, $`\mathrm{\Psi }`$ is the wave function, $`\mathrm{\Phi }`$ is the gravitational potential, $`G`$ is Newton’s gravitational constant and $`t`$ is time.

The SN equations were introduced by Penrose , in his discussion of quantum state reduction by gravity. Penrose suggested that a superposition of two quantum states corresponding to two separated ‘lumps’ of matter should spontaneously reduce to one or other of the states within a time related to the self-energy of the gravitational field generated by the difference of the densities. This idea requires that there be a preferred basis or special set of quantum states which collapse no further and these, Penrose suggested, should in the non-relativistic limit be the stationary states of the SN equations.

The spherically-symmetric stationary states of the SN equations have been found numerically by a number of authors starting with Ruffini and Bonazzola  and including Moroz, Penrose and Tod  and Bernstein, Giladi and Jones . Our aim in this article is to test the linear stability of these solutions by linearising the time-dependent SN equations about a spherically-symmetric stationary state. In a later article, we shall present a numerical study of the full non-linear evolution in certain symmetric cases.

The SN equations as introduced by Penrose are closely related to the Schrödinger-Poisson equations which have been studied for much longer (see e.g. ). They are also the non-relativistic limit of the Einstein equations with a complex Klein-Gordon field as source (see e.g. ) which is why their solutions are sometimes known as boson stars (see e.g. ).

The plan of this article will be as follows. In the remainder of this section we review the nondimensionalised SN equations and collect some analytical results on them. In Section 2, we review the spherically-symmetric stationary states and in Section 3 we derive the linearised time-dependent SN equations. In Section 4 we describe the numerical methods which will be used to solve the linearised equations and in Section 5 we present the results.

We shall find that the ground-state solution is linearly stable, having purely imaginary eigenvalues, and the $`n`$-th excited state, equivalently the $`(n+1)`$-th state, has $`n`$ unstable modes corresponding to $`n`$ quadruples of complex eigenvalues, together with purely imaginary eigenvalues. These results are in line with the expectation one might have from similar nonlinear problems like those described in  and .

Following Moroz et al  we begin by introducing dimensionless variables for the system (1). We write the rescaled $`\mathrm{\Psi },\mathrm{\Phi }`$ as $`\psi ,\varphi `$, and we rescale space and time but write them using the same variables as before to obtain the nondimensional SN equations:

$`i{\displaystyle \frac{\psi }{t}}`$ $`=`$ $`^2\psi +\varphi \psi ,`$ (2)
$`^2\varphi `$ $`=`$ $`|\psi |^2.`$
The most important rescaling, which we note for later use, is that for the time variable, for which $`t_{new}=\gamma t_{old}`$ with

$$\gamma =\frac{32\pi ^2G^2m^5}{\mathrm{}^3}.$$
(3)
Stationary solutions as usual take the form $`\psi (x,y,z)e^{iEt}`$ and satisfy the nondimensional time-independent SN equations:

$`E\psi `$ $`=`$ $`^2\psi +\varphi \psi ,`$ (4)
$`^2\varphi `$ $`=`$ $`|\psi |^2.`$ (5)
At this point it is worth collecting some analytical results on the SN equations.

* Existence and uniqueness for solutions of (2) is established by the following simplified version of a theorem of Illner et al .

> Given $`\chi (x)H^2(𝐑^3)`$ with $`L_2`$-norm equal to 1, the system (2) has a unique, strong solution $`\psi (x,t)`$, global in time, with $`\psi (x,0)=\chi (x)`$ and $`|\psi |^2=1`$.

Illner et al  give precise regularity properties for the resulting solution.
* The equation (4) can be obtained as a variational problem from the Lagrangian:

$`={\displaystyle (\psi \overline{\psi }+\frac{1}{2}\varphi |\psi |^2)}`$ (6)
where it is understood that $`\varphi `$ is the solution of (5), and the overbar denotes complex conjugation. (All integrals will be over $`𝐑^\mathrm{𝟑}`$ unless indicated to the contrary.) Here $`E`$ is a Lagrange multiplier for the normalisation constraint

$$I=|\psi |^2=1.$$
(7)
* The quantity $``$ of (6) is bounded below (). It is reasonable to suppose, though a proof has not appeared in the literature, that the infimum of $``$ is attained and that the ground state is the lowest energy spherically-symmetric solution found numerically by the authors mentioned above and proved to exist in .
* The system (2) preserves the normalisation (7) and the quantity $``$ of (6) even with time-dependent $`\psi `$ and $`\varphi `$. We shall therefore call $``$ the conserved energy. Note that it is different from the energy eigenvalue $`E`$ for a stationary state appearing in (4).
* If we define the kinetic energy $`T`$ and potential energy $`V`$ in the obvious way by

$$T=|\psi |^2,V=\varphi |\psi |^2,$$
(8)
then $`=T+\frac{1}{2}V`$. It was shown in  that, in a stationary state,

$$T=\frac{1}{3}E,V=\frac{4}{3}E,=\frac{1}{3}E.$$
(9)
In particular, as one expects, the energy eigen-values are all negative.
* There is an interesting observation on the dispersion of the wave-function due to Arriola and Solar . Define the second moment $`Q`$ by

$`Q={\displaystyle |𝐱|^\mathrm{𝟐}|\psi |^\mathrm{𝟐}}`$ (10)
assuming that the initial data is such that this integral exists, then it follows from (2) that

$`\ddot{Q}={\displaystyle (8|\psi |^2+2\varphi |\psi |^2)}=82V.`$ (11)
Now recall that, as a consequence of the maximum principle (see e.g. ) $`\varphi `$ is everywhere negative and therefore so is $`V`$. Thus if the conserved energy $``$ is positive, then the dispersion grows at least quadratically in time. In this sense, a positive energy solution necessarily scatters.

## 2 The spherically-symmetric stationary states

For a spherically-symmetric stationary state, there is no loss of generality in assuming that the wave-function is real. The time-independent SN equations can therefore be written in the form

$`(r\psi )_{rr}`$ $`=`$ $`r\psi U,`$ (12)
$`(rU)_{rr}`$ $`=`$ $`r\psi ^2,`$
where we have introduced the variable $`U=E\varphi `$ and used a subscript $`r`$ for $`d/dr`$.

The boundary conditions are that $`\psi 0`$ as $`r\mathrm{}`$ and $`\psi _r=0=\varphi _r`$ at $`r=0`$. If $`(\psi ,U,r)`$ is a solution then so is $`(\lambda ^2\psi ,\lambda ^2U,\lambda ^1r)`$ for any nonzero $`\lambda `$. This scaling can be used to impose the normalisation (7) retrospectively. To solve (12), Moroz et al  use a shooting method. They set $`U(0)=1`$, which can be done with a suitable $`\lambda `$ leaving the solution not correctly normalised, then they choose values of $`\psi (0)`$ and integrate away from $`r=0`$. The integration continues until the solution for $`\psi `$ diverges at some value of $`r`$. This value of $`r`$ can be pushed out to larger distances and the solution may diverge to large positive or large negative values. By adjusting $`\psi (0)`$ it is possible to bracket a value at which $`\psi `$ remains finite and then $`E`$ can be identified from the limit of $`U`$ at large distances.

With better triggering to recognise the diverging solutions, this technique can be refined and it becomes feasible to obtain the first 50 energy levels in a reasonable time. The first 20 eigenvalues calculated with the above routine are given in Table 1. The first 16 agree to this order with those given by Bernstein et al .

A log-log plot of the $`n`$-th energy $`E_n`$ against $`n`$ is shown in figure 1. The slope is asymptotically very close to -2, which would be the exact value for the Hydrogen atom (as was previously noted by Bernstein et al ).

Once one has the eigenvalues, one can alternatively use a spectral method to find the eigenfunctions and corresponding potentials at the Chebyshev points. These will be needed in Sections 3 and 4 (where the definition of Chebyshev points is also given).

## 3 The perturbation equations

In this section we shall set up the linear stability problem, ready for numerical solution in Section 4. We look for a solution to (2) which can be expanded in terms of a small parameter $`ϵ`$ as

$`\psi (𝐱,t)`$ $`=`$ $`\psi _0+ϵ\psi _1+\mathrm{},`$ (13)
$`\varphi (𝐱,t)`$ $`=`$ $`\varphi _0+ϵ\varphi _1+\mathrm{},`$
Substituting (13) into the SN equations (2) and equating powers of $`ϵ`$ we obtain

$`i\psi _{0t}+^2\psi _0`$ $`=`$ $`\psi _0\varphi _0`$ (14)
$`^2\varphi _0`$ $`=`$ $`|\psi _0|^2`$
$`i\psi _{1t}+^2\psi _1`$ $`=`$ $`\psi _0\varphi _1+\psi _1\varphi _0`$ (15)
$`^2\varphi _1`$ $`=`$ $`\psi _0\overline{\psi }_1+\overline{\psi }_0\psi _1.`$
We restrict to spherical symmetry and take

$`\psi _0`$ $`=`$ $`R_0(r)e^{iEt},`$ (16)
$`\varphi _0`$ $`=`$ $`EU_0(r),`$
where $`R_0`$ and $`U_0`$, both real, are known from the work described in Section 2. We seek solutions of the form

$`\psi _1`$ $`=`$ $`{\displaystyle \frac{1}{r}}R(r,t)e^{iEt},`$ (17)
$`\varphi _1`$ $`=`$ $`{\displaystyle \frac{1}{r}}\varphi (r,t),`$
where $`R`$ is complex and $`\varphi `$ is real. With this choice of variables, (15) becomes

$`iR_t+R_{rr}`$ $`=`$ $`R_0\varphi U_0R,`$ (18)
$`\varphi _{rr}`$ $`=`$ $`R_0\overline{R}+\overline{R}_0R.`$
We look for a solution of the form

$`R`$ $`=`$ $`(A+B)e^{\lambda t}+(\overline{A}\overline{B})e^{\overline{\lambda }t},`$ (19)
$`\varphi `$ $`=`$ $`We^{\lambda t}+\overline{W}e^{\overline{\lambda }t},`$
where we assume for now that $`\lambda `$ is not real and that $`A,B`$ and $`W`$ are functions only of $`r`$. Now we substitute into (18) and equate coefficients of $`e^{\lambda t}`$ and $`e^{\overline{\lambda }t}`$ still assuming that $`\lambda `$ is not real. This gives

$`W_{rr}`$ $`=`$ $`2R_0A,`$ (20)
$`A_{rr}+U_0AR_0W`$ $`=`$ $`i\lambda B,`$
$`B_{rr}+U_0B`$ $`=`$ $`i\lambda A.`$
If $`(A,B,W)`$ is a solution of (20) with eigenvalue $`\lambda `$ then $`(A,B,W)`$ is a solution with eigenvalue $`\lambda `$. Thus eigenvalues come in quadruples $`(\lambda ,\lambda ,\overline{\lambda },\overline{\lambda })`$ for complex $`\lambda `$. If there exists a solution of (20) with real $`\lambda `$ then the real and imaginary parts of the system decouple. We may assume without loss of generality that $`A`$ and $`W`$ are real and $`B`$ is pure imaginary and then there is once again a solution of the form of (19) to (18). Thus (20) gives the perturbation equations with no restriction on $`\lambda `$. From the definitions (17) we need $`A,B`$ and $`W`$ to vanish at $`r=0`$ and to vanish asymptotically as $`r`$ tends to infinity (or at the outer edge of the grid in a numerical calculation).

We note that $`\lambda =0`$ will be an eigenvalue of (20) with $`A=W=0`$, $`B=R_0`$. This is a trivial ‘zero-mode’ corresponding to an infinitesimal constant rotation in the phase of the unperturbed state. It will be found by the numerical calculation in Section 5 and we shall discard it by hand.

We can obtain a condition on $`\lambda ^2`$ as follows: multiply the second of (20) by $`\overline{A}`$ and the third by $`\overline{B}`$ and integrate to find with the aid of the first that

$`i\lambda {\displaystyle _0^{\mathrm{}}}\overline{A}B𝑑r`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}(U_0|A|^2|A_r|^2{\displaystyle \frac{1}{2}}|W_r|^2)𝑑r,`$ (21)
$`i\lambda {\displaystyle _0^{\mathrm{}}}A\overline{B}𝑑r`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}(U_0|B|^2|B_r|^2)𝑑r.`$
The right-hand-sides in (21) are both real, so that the quotient

$$\frac{i\lambda _0^{\mathrm{}}\overline{A}B𝑑r}{i\overline{\lambda }_0^{\mathrm{}}\overline{A}B𝑑r},$$
(22)
is real provided it is well-defined. Hence we have a dichotomy:

$$either\lambda ^2isrealor_0^{\mathrm{}}\overline{A}B𝑑r=0.$$
(23)
This will provide a useful check on the numerics in Section 5.

By a more sophisticated argument, which we shall relegate to an appendix, we may obtain an upper bound on the real part of any eigenvalue in terms of the energy of the state being perturbed. For perturbations of a state with energy-eigenvalue $`E`$ this is

$$|\mathrm{}(\lambda )|\frac{4}{9\pi ^2}\sqrt{E}.$$
(24)
This is an interesting analytic result which limits the rate at which an unstable state can decay. It also will provide a useful check in Section 5. We now turn to the problem of solving the perturbation equations.

## 4 Solving the perturbation equations

We solve the perturbation equations by a spectral method (see e.g. ) which reduces the calculation to that of solving a matrix eigenvalue problem.

We choose a range $`(0,L)`$ for $`r`$, regarding $`r=L`$ as being at infinity for the purpose of setting boundary conditions, and set $`x=2\frac{r}{L}1`$. Next we choose a number $`N`$ and approximate any function $`f(x)`$ by the unique polynomial $`p(x)`$ of degree $`N`$ or less such that $`p(x_k)=v_k`$ for $`k=0,1\mathrm{}N`$ , where $`v_k=f(x_k)`$ and $`x_k=\mathrm{cos}(k\pi /N)`$ are the Chebyshev points.

To approximate the derivative we introduce $`w_k`$ by $`w_k=p^{}(x_k)`$ for $`k=0,1\mathrm{}N`$. Then the differentiation matrix for polynomials of degree $`N`$, denoted $`D_N`$, is defined by the equation

$$\left(\begin{array}{c}w_0\\ w_1\\ \mathrm{}\\ w_N\end{array}\right)=D_N\left(\begin{array}{c}v_0\\ v_1\\ \mathrm{}\\ v_N\end{array}\right).$$
(25)
For an explicit formula for $`D_N`$, see e.g. .

The second-derivative matrix is just $`D_N^2`$. The requirement that $`A`$, $`B`$ and $`W`$ be zero at the boundary is imposed by deleting the first and last rows and columns of the relevant differentiation matrix, in this case $`D_N^2`$. This yields an $`(N1)\times (N1)`$ matrix conveniently denoted by $`\stackrel{~}{D}_N^2`$

For the perturbation equations (20) we therefore obtain the matrix eigenvalue equation

$$\left(\begin{array}{ccc}2R_0& 0& \stackrel{~}{D}_N^2\\ 0& \stackrel{~}{D}_N^2+U_0& 0\\ \stackrel{~}{D}_N^2U_0& 0& R_0\end{array}\right)\left(\begin{array}{c}A\\ B\\ W\end{array}\right)=i\lambda \left(\begin{array}{ccc}0& 0& 0\\ I& 0& 0\\ 0& I& 0\end{array}\right)\left(\begin{array}{c}A\\ B\\ W\end{array}\right),$$
(26)
where

$$\left(\begin{array}{c}A\\ B\\ W\end{array}\right)=\left(\begin{array}{c}A(x_1)\\ \mathrm{}\\ A(x_{N1})\\ B(x_1)\\ \mathrm{}\\ B(x_{N1})\\ W(x_1)\\ \mathrm{}\\ W(x_{N1})\end{array}\right),$$
(27)
and

$`R_0`$ $`=`$ $`diag(R_0(x_1),R_0(x_2),\mathrm{},R_0(x_{N1}))`$
$`U_0`$ $`=`$ $`diag(U_0(x_1),U_0(x_2),\mathrm{},U_0(x_{N1})).`$
where $`diag`$ indicates a diagonal matrix.

One might worry that since the matrix on the right in (26) is singular, accuracy in the eigenvalues was lost. By solving the equation for $`W`$ in terms of $`A`$ we can rewrite (26) as

$`\left(\begin{array}{cc}0& \stackrel{~}{D}_N^2+U_0\\ \stackrel{~}{D}_N^2+U_02R_0(\stackrel{~}{D}_N^2)^1R_0& 0\end{array}\right)\left(\begin{array}{c}A\\ B\end{array}\right)`$ (32)
$`=i\lambda \left(\begin{array}{cc}I& 0\\ 0& I\end{array}\right)\left(\begin{array}{c}A\\ B\end{array}\right)`$ (37)
However the difference between the eigenvalues computed by using (37) and by using (26) turns out to be small and we can just use (26).

## 5 Numerical results

We consider first the results obtained by solving (26) about the ground state of the system (4),(5). Recall for comparison that the eigenvalue for the ground state in non-dimensionalized units is $`0.163`$. The conversion factor to dimensional units is given by (3).

In figure 2 we plot those eigenvalues obtained by solving (26) which are closest to the origin, excluding the near-zero eigenvalue which does not correspond to a non-trivial perturbation. To compute these results, we used $`N=60`$ and $`L=150`$. (That the near-zero eigenvalue found does indeed correspond to the trivial zero-mode can be seen by plotting the corresponding eigenfunction. One finds that $`A`$, $`W`$ are very small $`(O(10^7))`$ as compared to $`B`$, and that $`B`$ is close to $`R_0`$, so that this solution indeed corresponds to the zero-mode foreseen in Section 3.)

In figure 3 we plot all the eigenvalues obtained by solving (26) (note the difference in vertical scale from figure 2) so that the quadruple of complex eigenvalues appears as a pair) to show that up to these limits there are no eigenvalues other than imaginary ones. The first few eigenvalues obtained, now including the near-zero one, are presented in table 2.

The non-trivial eigenvalues are all imaginary and we may conclude that the ground state is linearly stable.

To test convergence of the method we plot graphs of a calculated eigenvalue against increasing $`N`$ and $`L`$. As an example we show the graph of the fifth eigenvalue $`0.0765i`$ as the value of $`N`$ increases in figure 4 and as the value of $`L`$ increases in figure 5. There is satisfactory convergence.

Using the same method we compute the numerical solutions of the perturbation about the second state. This time we obtain some eigenvalues with nonzero real parts. In figure 6 we plot the eigenvalues nearest to the origin for the case where $`N=60`$ and $`L=150`$. In figure 7 we plot all the eigenvalues obtained with a different vertical scale (so that the quadruple of complex eigenvalues appears as a pair) to see that up to these limits there are no other complex ones.

From Section 3 we have two analytic conditions on the eigenvalues. The first (23) relates to complex eigenvalues and we do now have some. By the result of (23) we expect that for these $`_0^{\mathrm{}}\overline{A}B𝑑r=0`$. To see whether this is the case (up to numerical error) we compute

$$Q=\frac{|_0^L\overline{A}B𝑑r|}{(_0^L|A|^2𝑑r)^{\frac{1}{2}}(_0^L|B|^2𝑑r)^{\frac{1}{2}}}$$
(38)
which we want to be much less than one. For $`L=145`$ and $`N=60`$ we display in table 3 the calculated values of $`Q`$ with the eigenvalues nearest the origin. As expected, for the eigenvalues with nonzero real part, $`Q`$ is zero within numerical error and the result of (23) is confirmed.

For the third state, with $`N=60`$ and $`L=450`$, we present the eigenvalues in figure 8. We have also calculated the eigenvalues for the fourth state and a consistent pattern emerges: there are $`n`$-quadruples of complex eigenvalues for perturbations about the $`(n+1)`$-th bound state (equivalently for the $`n`$-th excited state); the rest of the eigenvalues come in purely imaginary pairs.

With the computed eigenvalues for the higher states available we can check their consistency with the other result, (24), from Section 3. In table 4 we compare the maximum of $`\mathrm{}(\lambda )`$ for the $`(n+1)`$-th state against the bound (24). The computed eigenvalues comply comfortably with this analytic bound.

When we have the eigenvalues for a particular state, we can check the accuracy of the spectral method by solving (20) with each eigenvalue in turn. Using a Runge-Kutta method, we arrive at the same eigenfunctions as by the spectral method.

To summarise, in this paper we have used a spectral method to analyse the linear stability of the stationary solutions of the SN equations in the context of the time-dependent SN equations. We have found that the ground-state solution is linearly stable having purely imaginary eigenvalues and the $`n`$-th excited state has $`n`$ unstable modes corresponding to $`n`$ quadruples of complex eigenvalues, together with purely imaginary eigenvalues. These results are tested for convergence and compliance with two analytical results. They are also in line with the expectation one might have from similar nonlinear problems like those described in  and . We shall consider the nonlinear stability in a second paper where this picture is confirmed and one can see the excited states decaying to the ground state.

## Acknowledgement

The work described in this paper formed part of the D.Phil. thesis of the first author and he gratefully acknowledges the receipt of a grant from EPSRC.

## Appendix

In this appendix, we shall prove (24) starting from (20). The calculation uses the best constant for the Sobolev inequality in three-dimensions given by Aubin (). To work in three-dimensions, we first define $`a=A/r,b=B/r`$ and $`w=W/r`$. In these variables we can write (20) as

$`^2w`$ $`=`$ $`2R_0a,`$ (39)
$`^2a+U_0aR_0w`$ $`=`$ $`i\lambda b,`$
$`^2b+U_0b`$ $`=`$ $`i\lambda a.`$
We multiply the second of (39) by $`\overline{a}`$, the complex conjugate of the third by $`b`$, add and integrate by parts to find

$`i{\displaystyle [\lambda a\overline{a}+\overline{\lambda }b\overline{b}]}={\displaystyle R_0b\overline{w}},`$ (40)
where, as usual, the integrals are over $`𝐑^\mathrm{𝟑}`$. Now we make repeated use of the Holder inequality and the Sobolev inequality in 3-dimensions:

$$(F^6)^{\frac{1}{6}}K(|F|^2)^{\frac{1}{2}}$$

where $`K`$ is the relevant Sobolev constant, namely

$$K=\frac{2^{\frac{2}{3}}}{3^{\frac{1}{2}}\pi ^{\frac{2}{3}}}.$$
(41)
From the first of (39) and the Holder inequality we find

$$|w|^22|R_0aw|2(|R_0|^3)^{\frac{1}{3}}(|a|^2)^{\frac{1}{2}}(|w|^6)^{\frac{1}{6}}$$

and using the Sobolev inequality in this gives

$$(|w|^2)^{\frac{1}{2}}2K(|R_0|^3)^{\frac{1}{3}}(|a|^2)^{\frac{1}{2}}.$$
(42)
Next we calculate

$`{\displaystyle |R_0bw|}`$ $``$ $`({\displaystyle |R_0|^3})^{\frac{1}{3}}({\displaystyle |b|^2})^{\frac{1}{2}}({\displaystyle |w|^6})^{\frac{1}{6}}`$
$``$ $`K({\displaystyle |R_0|^3})^{\frac{1}{3}}({\displaystyle |b|^2})^{\frac{1}{2}}({\displaystyle |w|^2})^{\frac{1}{2}}`$
$``$ $`2K^2({\displaystyle |R_0|^3})^{\frac{2}{3}}({\displaystyle |a|^2})^{\frac{1}{2}}({\displaystyle |b|^2})^{\frac{1}{2}}`$
where the first step uses the Holder inequality, the second uses the Sobolev inequality and the third uses equation (42). We shall put this together with (40). First we normalise the perturbation so that

$$|a|^2=\mathrm{cos}^2\theta ,|b|^2=\mathrm{sin}^2\theta ,$$
(43)
for some $`\theta `$ and set $`\lambda =\mu +i\nu `$. Now from (40) and (43) we have

$$|\mu +i\nu \mathrm{cos}2\theta |K^2\mathrm{sin}2\theta (|R_0|^3)^{\frac{2}{3}}.$$

from which it follows that

$$|\mu |K^2(|R_0|^3)^{\frac{2}{3}}.$$

We need an upper limit for the right-hand-side in this, which we obtain as follows:

$`{\displaystyle |R_0|^3}`$ $``$ $`({\displaystyle R_0^2})^{\frac{3}{4}}({\displaystyle R_0^6})^{\frac{1}{6}}`$
$``$ $`K^{\frac{3}{2}}({\displaystyle |R_0|^2})^{\frac{1}{2}}`$
$`=`$ $`K^{\frac{3}{2}}T^{\frac{3}{4}}`$
using the Holder and Sobolev inequalities again and the definition (8) of $`T`$. Using (9) for $`T`$ in a stationary state and the definition (41) of $`K`$ we finally arrive at the desired limit

$`|\mu |{\displaystyle \frac{4}{9\pi ^2}}\sqrt{E}.`$ (44)


text:
# Effect of kink-rounding barriers on step edge fluctuations

## 1 Introduction

In thin film growth the detailed knowledge of the microscopic elementary processes is essential since the large scale morphology is determined by the competition between the nonequilibrium deposition flux and the different relaxation mechanisms . Clear demonstrations of this are for example growth instabilities on high symmetry or vicinal crystal surfaces, which are known to produce self-organized nanoscale patterns . In both cases, mound formation on singular  and step meandering on vicinal surfaces , the size of the structures is set by the relation between the time scales of deposition and relaxation kinetics . Thus the knowledge of the relaxation kinetics opens a possibility to control the size of the structures by controlling the external parameters such as deposition rate and temperature.

The most important elementary process on surfaces is the hopping of individual atoms. The motion of an adatom from one lattice site to another is a thermally activated process and takes place at rate

$$\mathrm{\Gamma }_i=\mathrm{\Gamma }_{i,0}\mathrm{exp}\left(\beta E_i\right),$$
(1)
where $`\beta =1/k_BT`$ is the inverse temperature, $`\mathrm{\Gamma }_{i,0}`$ is an attempt frequency, and $`E_i`$ is the *activation energy* of the process $`i`$. Thus knowledge of the activation energies gives access to the elementary rates. Unfortunately the activation energies are very rarely accessible by direct measurement; it is extremely difficult to follow a single atom diffusing on a surface and to extract activation energies from its trajectory. Thus one has to rely on measurements of mesoscopic quantities and try to compare these with theoretical predictions in order to extract the microscopic parameters. Examples of such an approach are the determination of the adatom diffusion barrier from the island density , the estimate of interlayer diffusion barriers from second layer nucleation experiments and mound shapes , and the extraction of activation energies for processes at step edges from the characteristic length scales of growth instabilities on vicinal surfaces .

An elegant method for measuring energetic and kinetic parameters of atomistic processes at steps exploits the time correlation function of equilibrium step fluctuations, see  for recent reviews. In this paper we revisit the theoretical basis of these experiments for the case of mass transport dominated by step edge diffusion, and take into account the possibility of a significant *kink rounding barrier*, which prevents adatoms migrating along a step from hopping around a kink. The kink-rounding barrier is the one-dimensional analog of the well-known Ehrlich-Schwoebel (ES) barrier  suppressing the inter-layer mass transport on crystal surfaces. It is worth noting that also a three-dimensional analog of the ES barrier, inhibiting atoms going around facet edges, has been observed . The existence of the kink rounding barrier is still under debate; numerical calculations support its existence , but until now experimental observations are few . If present, the kink-rounding barriers have great impact on the patterns formed under unstable epitaxial growth  as well as on the shape relaxation of islands and other nanostructures . In this paper we show how kink-rounding barriers affect equilibrium step fluctuations, thus providing an alternative way of determining the barriers experimentally. In addition, in Sect.4 we clarify a misconception in the theory of step fluctuations which has lead to an incorrect data analysis in some cases.

## 2 Step fluctuations and the adatom mobility

On a vicinal surface the mono-atomic steps, separating high symmetry terraces, are not perfectly straight but wander due to thermal fluctuations. Here we will consider a situation where adatoms cannot detach from the steps, thus the only possible mass transfer process is migration of adatoms along the steps. The Langevin theory of step fluctuations then yields the expression

$$C(t)\left[\zeta (x,t)\zeta (x,0)\right]^2=a_{}^2\frac{\mathrm{\Gamma }(3/4)}{\stackrel{~}{\gamma }\pi \beta \mathrm{\Omega }^{1/2}}\left(2\sigma \stackrel{~}{\gamma }t\right)^{1/4}$$
(2)
for the time correlation function of the step edge position $`\zeta (x,t)`$ with the initial condition of a flat step, $`\zeta (x,0)0`$. Here $`\stackrel{~}{\gamma }`$ is the step stiffness, $`a_{}`$ the lattice spacing perpendicular to the step, $`\mathrm{\Omega }`$ is the atomic area, $`\mathrm{\Gamma }(3/4)1.2254\mathrm{}`$, and $`\sigma `$ denotes the adatom mobility along the step edge. It is defined through the relation

$$j=\sigma _x\mu =\sigma _x\mathrm{\Omega }\stackrel{~}{\gamma }_{xx}\zeta $$
(3)
between the mass current along the step and the chemical potential gradient driving it. In the last equality the Gibbs-Thomson relation has been used.

To make use of the expression (2) for the analysis of experimental data, the parameters $`\stackrel{~}{\gamma }`$ and $`\sigma `$ of the continuum description must be expressed in terms of the rates of the elementary processes. This can be done exactly if the step is modeled as a one-dimensional solid-on-solid (SOS) surface with energy barriers proportional to the number of lateral bonds in the initial state (Arrhenius kinetics); see Sect.3 for a precise definition. In this case one obtains

$$\sigma =\frac{a\mathrm{\Gamma }_0\beta }{2}\mathrm{exp}\left(\beta E_{det}\right)$$
(4)
and

$$\beta \stackrel{~}{\gamma }=a^1(\mathrm{cosh}\left(\beta ϵ\right)1),$$
(5)
where $`E_{det}`$ denotes the energy barrier for detachment of a step atom from a kink site, the *kink energy* $`ϵ`$ is the energy cost of creating a kink, $`a`$ is the lattice constant parallel to the step, and $`\mathrm{\Gamma }_0`$ is the attempt frequency, which is assumed to be the same for all processes. Since the detachment of a kink atom creates two kinks, within the Arrhenius model $`E_{det}=E_{st}+2ϵ`$, where $`E_{st}`$ is the energy barrier for diffusion along the straight (unkinked) step. Figure 1 shows

a cartoon of a step displaying the relevant processes. The relation $`\sigma e^{\beta E_{det}}`$ has also been derived within a Kubo formalism .

Putting everything together yields

$$C(t)/a_{}^2=g\times \left(\frac{t}{\tau _{st}}\right)^{1/4}$$
(6)
where $`g`$ is a numerical constant of order unity, and $`\tau _{st}\stackrel{~}{\gamma }^3/\sigma `$ is the characteristic time for the step to fluctuate one lattice constant. In the low temperature limit $`\beta ϵ1`$ one finds

$$\tau _{st}\mathrm{exp}\left[\beta (E_{det}+3ϵ)\right].$$
(7)
Equations (6) and (7) form the basis of the experimental determination of kinetic barriers from step edge fluctuations. Measuring the coefficient of the $`t^{1/4}`$-behavior of the correlation function (6), the activation energy of the characteristic time (7) can be obtained. Provided the kink energy $`ϵ`$ is known from other sources (e.g., from the analysis of *static* step fluctuations ), this yields an estimate of the detachment barrier $`E_{det}`$.

To see how (7) has to be modified in the presence of kink rounding barriers, we first rederive $`\tau _{st}`$ from a scaling argument. The elementary process driving the step fluctuations is the transport of an atom from one kink to another, which allows the kinks to diffuse along the step. In order to move the step by a distance $`a_{}`$, a kink must diffuse over a distance of the order of the mean kink spacing $`\mathrm{}_k=(1/2)ae^{\beta ϵ}`$. The detachment rate of atoms from a kink site is $`\mathrm{\Gamma }_{det}=\mathrm{\Gamma }_0\mathrm{exp}(\beta E_{det})`$. The probability $`P_{att}`$ for an emitted adatom to reach another kink at distance $`\mathrm{}_k`$ before it reattaches to the original kink can be calculated from a random walk theory , yielding $`P_{att}\mathrm{}_k^1`$. Thus the diffusion rate of a kink is $`\mathrm{\Gamma }_{det}P_{att}`$ and the characteristic time for a step to fluctuate over a single lattice constant reads $`\tau _{st}\mathrm{}_k^2/(\mathrm{\Gamma }_{det}P_{att})\mathrm{exp}[\beta (3ϵ+E_{det})]`$, in agreement with (7).

When atoms diffusing along the step experience an extra barrier $`E_{kr}`$ for going around a kink site, as drawn in Fig.1, the probability $`P_{att}`$ of the adatom to attach to a kink at distance $`\mathrm{}_k`$ is altered. After reaching the distant kink the adatom still has to overcome the kink rounding barrier in order to attach to it. This yields

$$P_{att}(\mathrm{}_k+1/p_{kr})^1,$$
(8)
where $`p_{kr}\mathrm{exp}(\beta E_{kr})`$ is the probability for going around a kink. Comparing $`\mathrm{}_k`$ with $`p_{kr}^1`$ it is obvious that the kink rounding barriers are relevant if $`E_{kr}>ϵ`$. In this case (7) has to be replaced by

$$\tau _{st}\mathrm{exp}\left[\beta (2ϵ+E_{det}+E_{kr})\right].$$
(9)
As shown before the characteristic time is generally a combination of the adatom mobility and the step stiffness, $`\tau _{st}\stackrel{~}{\gamma }^3/\sigma `$. Since the step stiffness does not depend on the dynamics of the adatoms along the step, but only on the energetics, we may conclude that the adatom mobility is reduced to

$$\sigma \mathrm{exp}(\beta (E_{det}+E_{kr}ϵ))$$
(10)
by the kink-rounding barrier, when $`E_{kr}>ϵ`$. The expression (8) suggests the interpolation formula

$$\sigma =\frac{1}{2}a\mathrm{\Gamma }_0\frac{e^{\beta E_{det}}}{1+e^{\beta (E_{kr}ϵ)}}$$
(11)
for the mobility, which recovers (4) for $`E_{kr}ϵ`$.

## 3 Monte Carlo simulations

In order to confirm the validity of the arguments of the previous section we have conducted Monte Carlo simulations of a simple one-dimensional SOS model. The position of the step at site $`i`$ is $`h_i`$ and the atoms may hop along the step to neighboring sites ($`ii\pm 1`$) with rate

$$\mathrm{\Gamma }_{i,i\pm 1}=\mathrm{\Gamma }_0\mathrm{exp}(\beta E_{i,i\pm 1})$$
(12)
where the activation energy depends on the local configuration as

$$E_{i,i\pm 1}=E_{st}+2ϵn_i+\left[1\delta (h_ih_{i\pm 1}1)\right]E_{kr}.$$
(13)
Here $`n_i=0,1,2`$ is the number of lateral nearest neighbors of the atom at initial site $`i`$ and $`E_{kr}`$ is an extra barrier suppressing kink rounding; whenever the hop from $`ii\pm 1`$ is *not* along flat step *i.e.* $`h_ih_{i\pm 1}1`$, the extra barrier $`E_{kr}`$ is added. In the simulations we used a lattice of size $`L=131072`$, starting with a straight step $`h_i(0)0`$.

The hopping rate $`\mathrm{\Gamma }_0\mathrm{exp}[\beta E_{st}]`$ of a free step edge atom on an unkinked step segment determines the time scale of the model, and can be set to unity in the simulation. For the kink energy we used the value $`ϵ=0.1`$ eV. The kink-rounding barrier $`E_{kr}`$ was varied between 0 and 0.24 eV, and the inverse temperature in the interval $`\beta ϵ=1.253.5`$, corresponding to $`T=331928`$ K.

The time-correlation function

$$C(t)\underset{i=1}{\overset{L}{}}h_i(t)^2$$
(14)
measured from the simulations is shown in Fig. 2. It has a clear $`t^{1/4}`$ time dependence and the prefactor in Eq. (2) was determined by fitting the data in the long time limit with $`C(t)=At^{1/4}+B`$. Using Eqs.(2) and (5), the

mobility $`\sigma `$ can be extracted from the prefactor. The mobility obtained from the simulation results is shown in Fig. 3 and the activation energy for the mobility $`E_\sigma `$, determined from a fit to the Arrhenius plot, is shown in Fig. 4. There is a cross-over in the behavior of the activation energy $`E_\sigma `$ as the kink-rounding barrier roughly equals the kink energy $`E_{kr}ϵ`$. Thus the simulation results are in good agreement with the analytical results (Eqs. (4) and (10)) of the previous section.

## 4 No Einstein relation for step edge diffusion

In the literature  the interpretation of experimental step fluctuation data is often based on an Einstein relation

$$\sigma =\frac{n_{st}D_{st}}{k_BT}$$
(15)
for the mobility, where $`n_{st}`$ is the (one-dimensional) concentration of step adatoms and $`D_{st}`$ denotes the tracer diffusion coefficient for an adatom migrating along a kinked step. The latter can be estimated by considering the motion of an adatom in a model potential where kink sites are represented as traps of depth $`E_{det}`$ spaced at the mean kink distance . The resulting activation energy for $`D_{st}`$ is $`E_{det}ϵ`$. Since a step adatom can be viewed as a double kink, the concentration of step adatoms in equilibrium is $`n_0e^{2ϵ/k_BT}`$,

and hence the activation energy of $`\sigma `$ is predicted by (15) to be $`E_{det}+ϵ`$, in disagreement with the exact result (4).

The problem with (15) was already noted in . Since step adatoms are continually absorbed and emitted at kinks, they do not constitute a conserved species, and it is difficult to consistently define $`D_{st}`$ and $`n_{st}`$. In fact, strictly speaking $`D_{st}0`$: It can be shown  that the mean square displacement of a marked step adatom moving along a kinked step grows *sublinearly*, as $`(x(t)x(0))^2t^{7/8}`$. This reflects the fact that a trapped adatom runs a considerable risk of being overgrown by a large step fluctuation, and hence the probability distribution of trapping times has a very broad tail. Representing the migration of an adatom along a kinked step by the diffusion of a particle in an external potential neglects both the possibility of long term trapping due to step fluctuations, and the fact that a kink site is not actually “filled” when an adatom attaches to it – it is merely shifted.

Nevertheless a relation of the form (4) does hold, if $`D_{st}`$ is replaced by the diffusion coefficient $`(1/2)a^2\mathrm{\Gamma }_0\mathrm{exp}[\beta E_{st}]`$ for the migration along a *straight* close packed step, and the bond counting relation $`E_{det}=E_{st}+2ϵ`$ is assumed. Then (15) simply expresses the balance between the detachment and attachment of step adatoms at the kinks.

## 5 Conclusions

We have studied the time fluctuations of a monoatomic step when the mass transport is restricted to migration along the step. The scaling arguments presented in this paper \[Eqs. (9) and (10)\], show how the adatom mobility along the step is reduced if the kink-rounding hops are suppressed with an extra barrier. The results of our Monte-Carlo simulations confirm the validity of the scaling arguments.

Time-dependent step fluctuations open a possibility for the experimental measurement of the activation energies of elementary processes on a stepped surface . The results presented here show that kink-rounding barriers have to be taken into account in the analysis of such experiments. Provided the kink energy $`ϵ`$ is known, the temperature dependence of the prefactor of the time correlation function $`C(t)`$ gives access to the activation energy $`E_\sigma `$ of the adatom mobility. In general, Eqs.(4) and (10) show that $`E_\sigma `$ is an upper bound on the detachment barrier $`E_{det}`$. For example, the interpretation of the results presented in  in the light of our work shows that $`E_{det}1.50\pm 0.16`$ eV for close-packed steps on Pt(111).

When additional information on the energy barriers is available, the analysis of time fluctuations may be used to determine the strength of the kink-rounding barrier itself. For the close-packed -step on Cu(100), the re-interpretation of the experimental results of  for the time fluctuations, supplemented with a result of  for the diffusion barrier $`E_{st}`$ at a straight step, yields the estimate $`E_{kr}0.41`$ eV .

## Acknowledgements

Useful discussions with H.J. Ernst, M. Giesen, M. Rusanen, S.V. Khare and T. Michely are gratefully acknowledged. This work was supported by DFG within SFB 237.