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# Negative Volterra Flows

## 1 Introduction.

The present paper is devoted to an integrable hierarchy which can be viewed as an extension of the Volterra hierarchy (VH) by taking into account the so-called ’negative’ flows. The idea of negative flows is not new. One of the first examples (and maybe the most striking one) is the relation between the AKNS and sine-Gordon models : the sine-Gordon equation can be derived as the negative flow of the AKNS hierarchy. Some recent results and approaches to this problem can be found in . The negative flows have been constructed for almost all known integrable systems. But there are a few exceptions, and the Volterra model seems to be among them: to our knowledge, the systematic derivation of its ’negative’ equations has not been discussed in the literature.

Some of the equations belonging to the extended Volterra hierarchy are already known. First, it contains the famous 2D Toda lattice . We would also like to mention the works of De Lillo and Konotop , who discussed a nonlocal modification of the Volterra chain and recent papers by Boiti et al , who derived and studied new integrable discretization of KdV. As will be shown below, these equations belong to the extended VH.

Another indication of the fact that the neagtive Volterra flows should be studied more carefully is related to the problem of classification of the integrable discrete equations. In the paper by Yamilov  it has been shown that all equations of the form

$$u_{n,t}=f(u_{n+1},u_n,u_{n1})$$
(1)
can be divided into three classes. One of them can be presented as

$$u_{n,t}=\frac{p(u_n)u_{n+1}u_{n1}+q(u_n)(u_{n+1}+u_{n1})+r(u_n)}{u_{n+1}u_{n1}}$$
(2)
where $`p`$, $`q`$ and $`r`$ are polynomials in $`n`$. This equation is known to satisfy integrability tests, to posses an infinite set of local conservation laws and generalized symmetries. However, as was stated, for example, in , ”it is the only example of nonlinear chain of the form (1) which cannot be reduced to the Toda or Volterra equations by Miura transformations”. In this paper we will show that there is no need to look for substitutions converting (2) into Volterra chain, equations (2) (at least the simplest of them) are nothing but equations of the extended VH.

The most straightforward approach to the negative flows is to consider them in the framework of the inverse scattering transform. In section 2 we start with the standard zero-curvature representation (ZCR) for the VH and derive equations of the negative Volterra subhierarchy. The resulting equations turn out to be nonlocal. It is usual for the case of negative flows. However, nonlocality does not mean that equations are not interesting from the viewpoint of possible applications. Moreover, sometimes nonlocality can be eliminated. This can be achieved by a redefinition of the variables or by considering some differential consequences of the equations in question. Namely this is the topic of section 3 where we present the local equations which in this or another way are related to the nonlocal Volterra equations. Finally, in section 4 we derive the soliton solutions for the negative VH.

## 2 Zero curvature representation.

The inverse scattering approach for integrable systems is based on the ZCR, when our nonlinear equations are presented as a compatibility condition for some linear system. For example, the Volterra chain,

$$\dot{u}_n=u_n\left(u_{n+1}u_{n1}\right),n=0,\pm 1,\pm 2,\mathrm{}$$
(3)
is the compatibility condition,

$$\dot{U}_n=V_{n+1}U_nU_nV_n,$$
(4)
for the system

$$\{\begin{array}{ccc}\mathrm{\Psi }_{n+1}\hfill & =& U_n\mathrm{\Psi }_n\hfill \\ \dot{\mathrm{\Psi }}_n\hfill & =& V_n\mathrm{\Psi }_n\hfill \end{array}$$
(5)
where

$$U_n=U_n(\lambda )=\left(\begin{array}{cc}\lambda & u_n\\ 1& 0\end{array}\right),V_n=V_n(\lambda )=\left(\begin{array}{cc}u_n& \lambda u_n\\ \lambda & u_{n1}\lambda ^2\end{array}\right)$$
(6)
and $`\lambda `$ is an arbitrary constant. Traditionally Volterra and Toda chains are considered more often in the framework of the ’big’ Lax representation, when the system is finite ($`n=1,\mathrm{},N`$) and $`U`$ and $`V`$ are $`N\times N`$ matrices. In this paper we will use the $`2\times 2`$ $`U`$-$`V`$ pair (6). This approach is equivalent to the $`N\times N`$ representation and sometimes even more convenient (that is, it can be more easily modified to the cases of different boundary conditions, including the soliton case when $`N=\mathrm{}`$).

The choice of the $`U`$-$`V`$ pair for the system (5), even for a given $`U`$-matrix, is not unique. The matrix $`V`$ in (6) is a second-order polynomial in $`\lambda `$. By simple algebra one can find other matrices $`V`$, which are polynomials of higher order, such that ZCR (4) will be satisfied for all $`\lambda `$ provided $`u_n`$ solve some nonlinear evolutionary equations. These equations are called ’higher Volterra equations’. Taken together they constitute the VH.

Now we are going to derive the negative Volterra flows. The idea is simple: let us search for the $`V`$-matrices which are polynomials not in $`\lambda `$ but in $`\lambda ^1`$. For example, the simplest of such $`V`$-matrices, which is linear in $`\lambda ^1`$, is given by

$$V_n=\left(\begin{array}{cc}0& \frac{p_{n1}}{\lambda }\\ \frac{1}{\lambda p_{n1}}& \frac{1}{p_{n1}}\end{array}\right)$$
(7)
It is easy to verify that (5) will be consistent if $`u_n`$ and $`p_n`$ satisfy the system

$$\{\begin{array}{ccc}\hfill \dot{u}_n& =& p_{n1}p_n\hfill \\ \hfill u_n& =& p_{n1}p_n\hfill \end{array}$$
(8)
This is the first negative Volterra equation.

Now our aim is to obtain an infinite set of the similar $`V`$-matrices which solve ZCR (4). Using the notation

$$V_n=\left(\begin{array}{cc}a_n& b_n\\ c_n& d_n\end{array}\right)$$
(9)
we can rewrite (4) as

$`0`$ $`=`$ $`\lambda \left(a_{n+1}a_n\right)b_{n+1}u_nc_n,`$ (10)
$`0`$ $`=`$ $`b_n+u_nc_{n+1},`$ (11)
$`0`$ $`=`$ $`\lambda c_{n+1}+a_nd_{n+1}`$ (12)
and

$$\dot{u}_n=u_n\left(a_{n+1}d_n\right)\lambda b_n$$
(13)
or, after eliminating $`b_n`$ and $`d_n`$,

$`0`$ $`=`$ $`\lambda \left(a_{n+1}a_n\right)+u_{n+1}c_{n+2}u_nc_n,`$ (14)
$`\dot{u}_n`$ $`=`$ $`u_n\left[a_{n+1}a_{n1}+\lambda \left(c_{n+1}c_n\right)\right]`$ (15)
It is easy to show that (14) and (15) possess solutions where $`a_n`$ are polynomials of the $`(2j2)`$th order in $`\lambda ^1`$ while $`c_n`$ are polynomials of the $`(2j1)`$th order for $`j=1,2,\mathrm{}`$. In what follows we indicate different polynomials with the upper index, $`a_n^{(j)},c_n^{(j)}`$, and introduce an infinite set of times, $`\overline{t}_j`$, to distinguish the resulting nonlinear equations.

By simple algebra one can establish the following relations between different polynomials:

$`a_n^{(j+1)}`$ $`=`$ $`\lambda ^2a_n^{(j)}+\lambda ^2\alpha _n^{(j)},`$ (16)
$`c_n^{(j+1)}`$ $`=`$ $`\lambda ^2c_n^{(j)}+\lambda ^1\gamma _n^{(j)}`$ (17)
where $`\alpha _n^{(j)}`$ and $`\gamma _n^{(j)}`$ do not depend on $`\lambda `$. Substituting (16) and (17) into (14) and (15) one can convert our system into

$`\alpha _{n+1}^{(j)}\alpha _n^{(j)}+u_{n+1}\gamma _{n+2}^{(j)}u_n\gamma _n^{(j)}=0,`$ (18)
$`\gamma _n^{(j)}+\alpha _n^{(j+1)}+\alpha _{n1}^{(j+1)}=0`$ (19)
and

$$\frac{}{\overline{t}_j}\mathrm{ln}u_n=\alpha _{n1}^{(j)}\alpha _{n+1}^{(j)}$$
(20)
After introducing the tau-functions of the VH,

$$u_n=\frac{\tau _{n+1}\tau _{n2}}{\tau _n\tau _{n1}}$$
(21)
equations (18) and (19) can be solved,

$`\alpha _n^{(j)}`$ $`=`$ $`{\displaystyle \frac{}{\overline{t}_j}}\mathrm{ln}{\displaystyle \frac{\tau _{n1}}{\tau _n}}`$ (22)
$`\gamma _n^{(j)}`$ $`=`$ $`{\displaystyle \frac{}{\overline{t}_{j+1}}}\mathrm{ln}{\displaystyle \frac{\tau _n}{\tau _{n2}}}`$ (23)
and the resulting equations become

$$\tau _{n1}\tau _{n+1}\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}+\tau _n^2\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\tau _n=0$$
(24)
together with the first one

$$\tau _{n1}\tau _{n+1}\frac{}{\overline{t}_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\tau _n^2.$$
(25)
These equations can be rewritten in the Hirota bilinear form as

$$2D_{j+1}\tau _{n+1}\tau _{n1}+D_jD_1\tau _n\tau _n=0$$
(26)
and

$$D_1\tau _{n+1}\tau _{n1}=\tau _n^2$$
(27)
where

$$D_jab=\frac{}{\xi }a(\mathrm{},\overline{t}_j+\xi ,\mathrm{})b(\mathrm{},\overline{t}_j\xi ,\mathrm{})|_{\xi =0}.$$
(28)
## 3 Some integrable models.

In the previous section we have obtained an infinite set of integrable equations. These equations are nonlocal and it is difficult to say whether they are of any importance, say, from the viewpoint of applications. However, a hierarchy is more than a set of equations. The key point is that all equations of a hierarchy are compatible (some notes on this question can be found in the appendix). Hence we can consider them simultaneously and study the combined action of different flows. In other words, we can take some finite set of equations of a hierarchy and analyse equations which follow from this system. So, this is the aim of this section. Starting with the equations of the VH (both negative, derived above, and positive, i.e. classical Volterra equations) we will deduce some their consequences, which are local and some of which seem to be more promising for applications.

### 3.1 2D Toda lattice and the VH.

First let us consider the simplest negative equation (25) together with the Volterra equation (3)

$`{\displaystyle \frac{}{\overline{t}}}\mathrm{ln}{\displaystyle \frac{\tau _{n+1}}{\tau _{n1}}}`$ $`=`$ $`{\displaystyle \frac{1}{p_n}}`$ (29)
$`{\displaystyle \frac{}{t}}\mathrm{ln}u_n`$ $`=`$ $`u_{n+1}u_{n1}`$ (30)
where $`p_n`$ is related to $`\tau _n`$ by

$$p_n=\frac{\tau _{n1}\tau _{n+1}}{\tau _n^2}.$$
(31)
One can derive from the second equation that

$$\frac{}{t}\frac{1}{p_n}=p_{n1}p_{n+1}$$
(32)
which leads to

$$\frac{^2}{t\overline{t}}\mathrm{ln}\tau _n=\frac{\tau _{n1}\tau _{n+1}}{\tau _n^2}$$
(33)
where an unessential constant has been omitted. This equation, which can be rewritten in terms of $`p_n`$ as

$$\frac{^2}{t\overline{t}}\mathrm{ln}p_n=p_{n1}+2p_np_{n+1}$$
(34)
is nothing but the 2D Toda lattice . So, we have shown explicitly that tau-function (21) of the VH is at the same time the tau-function of the 2D Toda lattice, or, in other words, that the 2D Toda equation can be embedded into the VH. The reverse statement seems not to be true: not every solution of (33) should solve (29) and (30). In this sense splitting the (2+1)-dimensional equation (33) into two (1+1)-dimensional equations from the VH is a kind of *ansatz*. But the class of solutions of the 2D Toda model which can be can be obtained by solving Volterra equations (29) and (30) contains a large number of important solutions such as, e.g., N-soliton and finite-gap quasiperiodic solutions. It is obvious that this is a relation between the 2D Toda model and the *extended* VH and could not be revealed if dealing with the classical Volterra equations only.

### 3.2 Singular chain.

Another consequence of (25) is that the quantity

$$x_n=\frac{}{\overline{t}_1}\mathrm{ln}\tau _n$$
(35)
satisfies

$$\dot{x}_n=\frac{1}{x_{n1}x_{n+1}}$$
(36)
where the dot stands for the differentiating with respect to the first ’positive’ Volterra time (i.e. time which corresponds to (3)), $`t`$, $`\dot{x}_n=x_n/t`$. Thus we have come to an equation of the type (2) mentioned in the introduction. So, equations (2) probably can be embedded in the extended VH. Note that the quantity $`x_n`$ cannot be expressed locally in terms of the ’positive’ Volterra subhierarchy, without invoking the first negative flow.

Equation (36) seems to be non-typical for physical aplications. However, it can be easily converted to a more usual form. Indeed, it follows from (36) that the quantities $`Q_n`$ and $`P_n`$, given by

$$Q_n=\frac{1}{2}\mathrm{ln}\frac{x_{n+1}}{x_{n1}}P_n=x_{n+1}x_n$$
(37)
satisfy the system

$`2\dot{Q}_n`$ $`=`$ $`{\displaystyle \frac{1}{P_nP_{n+1}}}+{\displaystyle \frac{1}{P_nP_{n1}}}`$ (38)
$`2\dot{P}_n`$ $`=`$ $`\mathrm{coth}\left(Q_n+Q_{n+1}\right)\mathrm{coth}\left(Q_n+Q_{n1}\right)`$ (39)
which is a Hamiltonian system

$$\dot{Q}_n=\frac{}{P_n}\dot{P}_n=\frac{}{Q_n}$$
(40)
with the standard Poisson bracket and the Hamiltonian given by

$$=\frac{1}{2}\underset{n}{}\left\{\mathrm{ln}\left|P_nP_{n1}\right|+\mathrm{ln}\left|\mathrm{sinh}\left(Q_n+Q_{n1}\right)\right|\right\}.$$
(41)
### 3.3 Integrable dynamics of roots of a 3-polynomial.

The following system is a ’toy’ model which can be derived from (36) by imposing the periodic conditions $`x_{n+3}=x_n`$. Noting that the product

$$\mathrm{\Pi }=\left(x_1x_2\right)\left(x_2x_3\right)\left(x_3x_1\right)$$
(42)
is a constant and rescaling the time $`t\mathrm{\Pi }t`$ one can rewrite (36) as

$$\{\begin{array}{c}\dot{x}_1=\left(x_1x_2\right)\left(x_1x_3\right)\hfill \\ \dot{x}_2=\left(x_2x_1\right)\left(x_2x_3\right)\hfill \\ \dot{x}_3=\left(x_3x_1\right)\left(x_3x_2\right)\hfill \end{array}$$
(43)
or

$$\dot{x}_k=𝒫^{}(x_k)k=1,2,3$$
(44)
where $`𝒫`$ is an arbitrary monic 3-polynomial, and $`x_k`$ are its roots:

$$𝒫(x)=\underset{k=1}{\overset{3}{}}\left(xx_k\right).$$
(45)
Of course, it is a very simple ordinary differential equation, which can be studied without using the inverse scattering transform machinery. In terms of the first symmetric function of the roots, $`\sigma =x_1+x_2+x_3`$, it can be rewritten as the stationary KdV,

$$\sigma _{ttt}6\sigma _t^2=0$$
(46)
(to make the following formulae more readable we indicate differentiatings with subscripts) or, after introducing a ’logarithmic potential’ $`\psi `$,

$$\psi _t/\psi =\sigma ,$$
(47)
as

$$\psi _{tttt}\psi 4\psi _{ttt}\psi _t+3\psi _{tt}^2=0$$
(48)
which is the expanded form of the simple bilinear equation

$$D_t^4\psi \psi =0.$$
(49)
### 3.4 3+1 dimensional example.

The last example we want to discuss differs from those presented above. All previous equations considered in this sectioin were difference-differential systems. Now we derive from the VH some partial derivative equations in (3+1)-dimensional (physical) space-time.

Out starting point is equation (24) which can be presented as

$$p_n\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{^2}{\overline{t}_j\overline{t}_1}\mathrm{ln}\tau _n.$$
(50)
Acting on both sides of this equation by the $`/\overline{t}_k`$ operator one can note that right-hand side is symmetrical in $`j`$ and $`k`$, which leads to

$$\left(\frac{}{\overline{t}_j}p_n\frac{}{\overline{t}_{k+1}}\frac{}{\overline{t}_k}p_n\frac{}{\overline{t}_{j+1}}\right)\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=0.$$
(51)
On the other hand, differentiating (50) with respect to the first ’positive’ Volterra time $`t`$ one gets

$$\frac{}{t}p_n\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{}{\overline{t}_j}\left(\frac{^2}{t\overline{t}_1}\mathrm{ln}\tau _n\right)$$
(52)
which can be rewritten using (25) as

$$\frac{}{t}p_n\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{}{\overline{t}_j}p_n.$$
(53)
It is easy to note that equations (51) and (53) form a closed system

$`{\displaystyle \frac{}{\overline{t}_j}}p{\displaystyle \frac{\mathrm{\Lambda }}{\overline{t}_{k+1}}}{\displaystyle \frac{}{\overline{t}_k}}p{\displaystyle \frac{\mathrm{\Lambda }}{\overline{t}_{j+1}}}=0`$ (54)
$`{\displaystyle \frac{}{t}}p{\displaystyle \frac{\mathrm{\Lambda }}{\overline{t}_{j+1}}}={\displaystyle \frac{p}{\overline{t}_j}}`$ (55)
for two functions

$$p=p_n\mathrm{and}\mathrm{\Lambda }=\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}n=\mathrm{constant}$$
(56)
with $`n`$ being fixed.

From this multidimensional system one can derive a rather interesting consequence in 3+1 dimensions. To this end we denote

$$(x,y,z)=(\overline{t}_1,\overline{t}_2,\overline{t}_3)$$
(57)
and introduce vector $`\stackrel{}{u}`$ by

$$\stackrel{}{u}=\left(\begin{array}{c}\frac{\mathrm{\Lambda }}{\overline{t}_2},\frac{\mathrm{\Lambda }}{\overline{t}_3},\frac{\mathrm{\Lambda }}{\overline{t}_4}\end{array}\right)^T.$$
(58)
In these terms equation (55) can be rewritten as

$$\frac{}{t}p\stackrel{}{u}=p$$
(59)
where $``$ is the three-dimensional gradient, $`=(/x,/y,/z)`$, while equation (54) gives

$$\mathrm{curl}p\stackrel{}{u}=0.$$
(60)
Eliminating $`p`$ from (59) and (60) one obtains that vector $`\stackrel{}{u}`$ satisfies the following equation:

$$\mathrm{curl}\stackrel{}{u}=\left[\stackrel{}{u}\times \frac{\stackrel{}{u}}{t}\right]$$
(61)
where $`[\mathrm{}\times \mathrm{}]`$ is the usual three-dimensional wedge (vector) product.

Equation (61), which can be termed as ’dual to’ the Euler equation, $`\stackrel{}{u}/t=\left[\stackrel{}{u}\times \mathrm{curl}\stackrel{}{u}\right]`$, has already been discussed in the literature. For example, it has been proposed as a relativistic generalization of the $`\mathrm{curl}\stackrel{}{v}_s=0`$ condition for the velocity of a superfluid condensate (see, e.g., ). However, its relation with the integrable Volterra system (which also implies integrability of this model) seems to be new, and we are going to present more elaborated studies of (61) in future papers.

## 4 Soliton solutions.

Here we would like to recall that equations are not only to be derived or classified, but should also be solved. In this section we present some class of solutions of the negative VH, namely the dark soliton ones.

There are many ways to derive pure-soliton solutions for an integrable model: the inverse problem, the dressing method, Backlund-Darboux tansforms, Hirota’s ansatz. The key idea of the last approach is that soliton solutions of all the integrable models possess the same structure, and the only thing one has to do while solving a particular equation is to determine some constants. In this paper we also exploit this fact. However, we do not use Hirota’s technique but solve our equations using the elementary matrix calculus. Our starting point is that usually $`N`$-soliton solutions can be constructed of determinants of some combinations of the $`N\times N`$ matrices having the following structure:

$$\left(A_n\right)_{jk}=\frac{\mathrm{}_ja_{nk}(t)}{L_jR_k}$$
(62)
i.e. matrices which satisfy the equation

$$LA_nA_nR=|\mathrm{}a_n|$$
(63)
Here we use the ’bra-ket’ notation,

$$a_n|=(a_{n,1},\mathrm{},a_{n,N})|\mathrm{}=(\mathrm{}_1,\mathrm{},\mathrm{}_N)^T$$
(64)
and $`L`$ and $`R`$ are some diagonal matrices

$$L=\mathrm{diag}(L_1,\mathrm{},L_N)R=\mathrm{diag}(R_1,\mathrm{},R_N)$$
(65)
### 4.1 Algebra of matrices (62).

Before proceeding further we present some formulae related to matrices (62) which we need to construct soliton solutions of the negative Volterra equations under the so-called ’finite-density’ boundary conditions. We do not consider the most general case of (63), but restrict ourselves to

$$L=R^1$$
(66)
and specify from the beginning the $`n`$-dependence by

$$A_{n+1}=A_nR$$
(67)
(as will be shown below, namely these matrices we need for our purposes). From (63), which we rewrite now as

$$R^1A_nA_{n+1}=|\mathrm{}a_n|$$
(68)
or

$$A_nZZA_{n+1}=Z|\mathrm{}a_n|Z$$
(69)
where

$$Z=\left(I+R^1\right)^1$$
(70)
and $`I`$ is $`N\times N`$ unit matrix, one can derive that matrices $`F_n`$ inverse to $`I+A_n`$,

$$F_n=\left(I+A_n\right)^1$$
(71)
satisfy the identities

$$F_{n+1}R^1R^1F_{n1}=F_{n+1}|\mathrm{}a_{n1}|F_{n1}$$
(72)
and

$$ZF_{n+1}F_nZ=ZF_{n+1}|\mathrm{}a_n|F_nZ.$$
(73)
These relations, together with the following formulae

$`1a_n|F_nZ|\mathrm{}`$ $`=`$ $`{\displaystyle \frac{\omega _{n+1}}{\omega _n}}`$ (74)
$`1+a_{n1}|ZF_n|\mathrm{}`$ $`=`$ $`{\displaystyle \frac{\omega _{n1}}{\omega _n}}`$ (75)
where

$$\omega _n=\mathrm{det}\left(I+A_n\right)$$
(76)
lead to

$`\omega _nF_nZ|\mathrm{}`$ $`=`$ $`\omega _{n+1}ZF_{n+1}|\mathrm{}`$ (77)
$`\omega _na_n|F_nZ`$ $`=`$ $`\omega _{n+1}a_n|ZF_{n+1}.`$ (78)
Formulae (74) and (75) follow from (67) and the fact that for any bra-vector (i.e. $`N`$-row) $`u|`$ and any ket-vector (i.e. $`N`$-column) $`|v`$, $`\mathrm{det}\left(I+|vu|\right)=1+u|v`$, while (77) and (78) can be obtained from (73) by multiplying it by $`|\mathrm{}`$ and $`a_n|`$. Formulae (72)–(78) are all we need in the following consideration.

### 4.2 Auxiliary sytem.

Now we are ready to solve auxiliary equations

$$\overline{}_1\mathrm{ln}\frac{\omega _{n+1}}{\omega _{n1}}=\frac{\omega _n^2}{\omega _{n+1}\omega _{n1}}1$$
(79)
and

$$\overline{}_{j+1}\mathrm{ln}\frac{\omega _{n+1}}{\omega _{n1}}=\frac{\omega _n^2}{\omega _{n+1}\omega _{n1}}\overline{}_{1j}\mathrm{ln}\omega _n.$$
(80)
Solutions of these equations then can be easily modified to become solutions of the negative VH under the non-vanishing boundary conditions $`u_nu_{\mathrm{}}`$ as $`n\pm \mathrm{}`$

The crucial point of the ansatz (62) is that dependence on times $`\overline{t}_1`$, $`\overline{t}_2`$, … is incorporated in the $`N`$-rows $`a_n|=a_n(\overline{t}_1,\overline{t}_2,\mathrm{})|`$. Moreover, we assume (which is usual for pure soliton solutions) that $`\mathrm{ln}a_{nk}`$ is a linear function of times. Hence, differentiating the $`A`$-matrices leads to multiplication from the right by some constant matrices, $`C_j`$,

$$\frac{}{\overline{t}_j}A_n=A_nC_j$$
(81)
which should be determined. As follows from (81),

$$\frac{}{\overline{t}_j}\mathrm{ln}\omega _n=\mathrm{tr}F_nA_nC_j=\mathrm{tr}\left(IF_n\right)C_j$$
(82)
which gives

$$\frac{}{\overline{t}_j}\mathrm{ln}\frac{\omega _{n+1}}{\omega _{n1}}=\mathrm{tr}\left(F_{n1}F_{n+1}\right)C_j.$$
(83)
Using (72) and the fact that $`R`$ and $`C_j`$ commute, the last equation can be rewritten as

$`{\displaystyle \frac{}{\overline{t}_j}}\mathrm{ln}{\displaystyle \frac{\omega _{n+1}}{\omega _{n1}}}`$ $`=`$ $`\mathrm{tr}\left(R^1F_{n1}F_{n+1}R^1\right)C_jR`$ (84)
$`=`$ $`a_{n1}|F_{n1}C_jRF_{n+1}|\mathrm{}`$ (85)
On the other hand, by multiplying (74) and (75) one can derive the identity

$$\frac{\omega _n^2}{\omega _{n1}\omega _{n+1}}=1a_{n1}|F_{n1}X_nF_{n+1}|\mathrm{}$$
(86)
where

$$X_n=Z\left(I+A_{n+1}\right)\left(I+A_{n1}\right)RZ+Z|\mathrm{}a_n|Z$$
(87)
Applying (72) one gets

$$X_n=\left(IR\right)Z=\mathrm{constant}$$
(88)
i.e.

$$\frac{\omega _n^2}{\omega _{n1}\omega _{n+1}}1=a_{n1}|F_{n1}(RI)ZF_{n+1}|\mathrm{}$$
(89)
Comparing (85) and the last formula one can conclude that $`\omega _n`$ solve (79) if

$$C_1=\left(R^1I\right)Z$$
(90)
or

$$C_1=(IR)(I+R)^1.$$
(91)
Now our aim is to solve (80). Differentiating (82) with respect to $`\overline{t}_1`$ we get

$$\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\omega _n=\mathrm{tr}A_nF_nC_1F_nC_j.$$
(92)
From definition (91) of $`C_1`$ and (69) one can derive

$$A_nC_1=ZA_nA_nZ+Z|\mathrm{}a_{n1}|Z$$
(93)
which leads to

$$A_nF_nC_1F_n=F_nZZF_n+F_nZ|\mathrm{}a_{n1}|ZF_n.$$
(94)
Noting that $`Z`$ and $`C_j`$ commute and that the trace of a commutator is zero, the right-hand side of (92) can be rewritten as

$$\mathrm{tr}A_nF_nC_1F_nC_j=a_{n1}|ZF_nC_jF_nZ|\mathrm{}$$
(95)
which gives, together with (77) and (78),

$$\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\omega _n=\frac{\omega _{n1}\omega _{n+1}}{\omega _n^2}a_{n1}|F_{n1}C_jZ^2F_{n+1}|\mathrm{}.$$
(96)
Comparing this expression and equation (85) for the derivative with respect to the ($`j+1`$)th time, $`\overline{t}_{j+1}`$, one can conclude that $`\omega _n`$ is a solution of (80), if matrices $`C_{j+1}`$ and $`C_j`$ are related by

$$C_{j+1}=C_jZ^2R^1.$$
(97)
This recurence together with the ’initial condition’ (91) can be easily solved:

$$C_j=C_1\left(R+R^1+2I\right)^{1j}=C_1\left(R^{1/2}+R^{1/2}\right)^{22j}.$$
(98)
In such a way we have shown that if the time-dependence of the $`A`$-matrices is given by (81) and (98), then the quantities $`\omega _n`$ given by (76) solve (80).

### 4.3 Dark-soliton solutions of the VH.

It is easy to see that equations (79) and (80) differ only in a constant term on the right-hand side of (79) , which can be taken into account by $`\mathrm{exp}\left(n\overline{t}_1/2\right)`$ multiplier: functions

$$\tau _n=\mathrm{exp}\left(\frac{n\overline{t}_1}{2}\right)\omega _n$$
(99)
solve (25). The limiting values of the coresponding $`u`$-functions are unity and to meet general ’finite-density’ boundary conditions,

$$\underset{n\pm \mathrm{}}{lim}u_n=u_{\mathrm{}}$$
(100)
one has to add the $`u_{\mathrm{}}^{n^2/4}`$ factor and to rescale the times, $`\overline{t}_j\overline{t}_j/u_{\mathrm{}}^{j1/2}`$. The final formulae for the $`N`$-soliton solutions of the VH can be written as

$$\tau _n=u_{\mathrm{}}^{n^2/4}\mathrm{exp}\left(\frac{n\overline{t}_1}{2\sqrt{u_{\mathrm{}}}}\right)det\left|1+\frac{R_k^na_k(\overline{t})}{R_j^1R_k}\right|_{j,k=1,\mathrm{},N}.$$
(101)
The time dependence of $`a_k`$ on negative times is given by

$$a_k(\overline{t})=a_k(\overline{t}_1,\overline{t}_2,\mathrm{})=a_k^{(0)}\mathrm{exp}\left(\underset{j=1}{\overset{\mathrm{}}{}}\nu _k^{(j)}\overline{t}_j\right)$$
(102)
with

$$\nu _k^{(j)}=\frac{1}{\sqrt{u_{\mathrm{}}}}\frac{1R_k}{1+R_k}\left[u_{\mathrm{}}\left(2+R_k+R_k^1\right)\right]^{1j}$$
(103)
where $`R_k`$, $`a_k^{(0)}`$, $`k=1,\mathrm{},N`$ are arbitrary constants. Note that constants $`\mathrm{}_j`$ appearing in (62) have been incorporated in $`a_k^{(0)}`$ by the transform $`A_nM^1A_nM`$ with $`M=\mathrm{diag}(\mathrm{}_1,\mathrm{},\mathrm{}_N)`$ which does not change determinants.

## 5 Conclusion.

In the present paper we studied the negative Volterra flows. The main result of this work is that even in the theory of, so to say, classical systems there are some questions which have not been discussed in the literature yet. We applied the widely used zero curvature approach to the well-known scattering problem and obtained some results which seem to be new. Deriving equations (24) and (25) or (26) and (27) is not a very difficult problem, though it fills some gaps in the theory of one of the oldest integrable systems. However, a hierarchy is more than a set of equations, and one can hardly enumerate all equations which are contained in this or that hierarchy, i.e. to study all possible differential consequences of equations of a given hierarchy. In section 3 we demonstrated that from the extended VH, which is a set of differential-difference equations, some of which are nonlocal, one can extract rather different systems. For example, in our opinion it is very difficult to say a priori that equation (61) (a vector partial differential equation in 3+1 dimensions) has any relation to the Volterra chain. In future papers we are going to present some other integrable systems which can be ’embedded’ into (or extracted from) the extended VH, and we hope that the results presented above demonstrate that the theory of integrable systems is far from finished.

## Acknowledgements

VEV is supported by Ministerio de Educación, Cultura y Deporte under grant SAB2000-0256.

## Appendix.

The question of compatibility of the equations of a hierarchy (or, in other words, of commutativity of the corresponding flows) is of vital importance and usually not trivial. The most straightforward approach to this problem is to derive the Hamiltonians generating these flows and to show that they are in involution. However, the Hamiltonian representation of the negative Volterra hierarchy is still unknown and is a subject of future studies. Thus here we do not discuss this rather serious problem in the most general way and restrict ourselves to proving the commutativity of the first (classical) Volterra flow (3) and all the negative flows derived in this paper, a fact which is crucial for what has been presented in section 3.

This claim can be verified directly in the simlest cases. Let us first consider the Volterra equation (3), rewriting it now as

$$\frac{}{t_1}\mathrm{ln}\frac{\tau _n}{\tau _{n1}}=u_n,$$
(104)
which in its turn leads to

$$\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=u_{n+1}+u_n,$$
(105)
and show that it is compatible with (25),

$$\frac{}{\overline{t}_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{1}{p_n}.$$
(106)
To do this we need auxiliary formulae for the derivatives of $`u_n`$ and $`p_n`$. The first one (which follows from (106)) is

$$\frac{}{\overline{t}_1}\mathrm{ln}u_n=\frac{}{\overline{t}_1}\left(\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\mathrm{ln}\frac{\tau _n}{\tau _{n2}}\right)=\frac{1}{p_n}\frac{1}{p_{n1}}$$
(107)
while the second one is a consequence of (104):

$$\frac{}{t_1}\mathrm{ln}p_n=\frac{}{t_1}\left(\mathrm{ln}\frac{\tau _{n+1}}{\tau _n}\mathrm{ln}\frac{\tau _n}{\tau _{n1}}\right)=u_{n+1}u_n.$$
(108)
Now it is easy to derive

$$\frac{}{\overline{t}_1}\left(\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\right)=u_{n+1}\left(\frac{1}{p_{n+1}}\frac{1}{p_n}\right)+u_n\left(\frac{1}{p_n}\frac{1}{p_{n1}}\right)=p_{n+1}+p_{n1}$$
(109)
(we have used (107) and the fact that $`u_n=p_np_{n1}`$).

On the other hand, it follows from (106) and (108)

$$\frac{}{t_1}\left(\frac{}{\overline{t}_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\right)=\frac{1}{p_n}\left(u_nu_{n+1}\right)=p_{n1}p_{n+1}.$$
(110)
Since the right-hand sides of (109) and (110) are equal, one can conclude that

$$\frac{}{\overline{t}_1}\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{}{t_1}\frac{}{\overline{t}_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}$$
(111)
which proves the compatibility of (104) and (106).

Further we proceed by induction. Suppose that Volterra flow (104) commutes with all the negative flows $`/\overline{t}_1`$, $`/\overline{t}_2`$, … , $`/\overline{t}_j`$. Now our aim is to show that it commutes with the $`(j+1)`$th negative flow as well. Indeed, differentiating equation (24), which can be rewritten as

$$\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{1}{p_n}\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\tau _n$$
(112)
with respect to $`t_1`$, one can obtain

$`{\displaystyle \frac{}{t_1}}\left({\displaystyle \frac{}{\overline{t}_{j+1}}}\mathrm{ln}{\displaystyle \frac{\tau _{n+1}}{\tau _{n1}}}\right)`$ $`=`$ $`{\displaystyle \frac{}{t_1}}\left({\displaystyle \frac{1}{p_n}}{\displaystyle \frac{^2}{\overline{t}_1\overline{t}_j}}\mathrm{ln}\tau _n\right)`$ (113)
$`=`$ $`\left({\displaystyle \frac{}{t_1}}{\displaystyle \frac{1}{p_n}}\right){\displaystyle \frac{^2}{\overline{t}_1\overline{t}_j}}\mathrm{ln}\tau _n{\displaystyle \frac{1}{p_n}}{\displaystyle \frac{}{\overline{t}_j}}\left({\displaystyle \frac{^2}{t_1\overline{t}_1}}\mathrm{ln}\tau _n\right)`$ (114)
$`=`$ $`\left(p_{n+1}p_{n1}\right){\displaystyle \frac{^2}{\overline{t}_1\overline{t}_j}}\mathrm{ln}\tau _n+{\displaystyle \frac{1}{p_n}}{\displaystyle \frac{}{\overline{t}_j}}p_n`$ (115)
Here we have used the commutativity of $`/t_1`$ and $`/t_j`$ as well as the identity

$$\frac{^2}{t_1\overline{t}_1}\mathrm{ln}\tau _n=p_n$$
(116)
which can be derived by differentiating (106) with respect to $`t_1`$ (see section 3.1). Noting that

$$\frac{}{\overline{t}_j}p_n=p_n^2\frac{}{\overline{t}_j}\frac{1}{p_n}=p_n^2\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}$$
(117)
one can rewrite (115) as

$$\frac{}{t_1}\left(\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\right)=\left(p_{n+1}p_{n1}\right)\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\tau _n+p_n\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\frac{\tau _{n1}}{\tau _{n+1}}.$$
(118)
On the other hand,

$$\frac{}{\overline{t}_{j+1}}\left(\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\right)=\frac{}{\overline{t}_{j+1}}\left(u_{n+1}+u_n\right).$$
(119)
One can obtain from (112) the following formula for the derivative of $`u_n`$:

$`{\displaystyle \frac{}{\overline{t}_{j+1}}}u_n`$ $`=`$ $`p_np_{n1}{\displaystyle \frac{}{\overline{t}_{j+1}}}\left(\mathrm{ln}{\displaystyle \frac{\tau _{n+1}}{\tau _{n1}}}\mathrm{ln}{\displaystyle \frac{\tau _n}{\tau _{n2}}}\right)`$ (120)
$`=`$ $`p_n{\displaystyle \frac{^2}{\overline{t}_1\overline{t}_j}}\mathrm{ln}\tau _{n1}p_{n1}{\displaystyle \frac{^2}{\overline{t}_1\overline{t}_j}}\mathrm{ln}\tau _n`$ (121)
Substituting this expression in (119) leads to

$$\frac{}{\overline{t}_{j+1}}\left(\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}\right)=\left(p_{n+1}p_{n1}\right)\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\tau _n+p_n\frac{^2}{\overline{t}_1\overline{t}_j}\mathrm{ln}\frac{\tau _{n1}}{\tau _{n+1}}$$
(122)
Comparing the right-hand sides of (118) and (122) one can easily see that they coincide, which means that

$$\frac{}{t_1}\frac{}{\overline{t}_{j+1}}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}=\frac{}{\overline{t}_{j+1}}\frac{}{t_1}\mathrm{ln}\frac{\tau _{n+1}}{\tau _{n1}}$$
(123)
This leads by induction to the fact that all the negative Volterra flows $`/\overline{t}_j`$ commute with the classical one, $`/t_1`$.


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# 1 Introduction

## 1 Introduction

Although the quantum field theory achieved great successes, consistent scenario that includes quantum gravity is still lacking. String theory would be the most promising scenario in this direction. The requirement of additional dimensions is a characteristic feature of the string theory, which ensures the required consistency. At first, sizes of extra dimensions had been assumed to be as small as $`M_p^1`$. Then it is shown that there is no reason to believe such tiny compactification radius. In models with large extra dimensions, the observed Planck mass is obtained by the relation $`M_p^2=M_{}^{n+2}V_n`$, where $`M_{}`$ and $`V_n`$ denote the fundamental scale of gravity and the volume of the $`n`$-dimensional compact space. If one assumes more than two extra dimensions, $`M_{}`$ may be close to the TeV scale without conflicting any observable bound. The most natural embedding of this picture in the string theory context will be realized by the branes. Of course, the world on the branes will be a viable candidate for the Universe even if the fundamental scale is not so low as the TeV scale. In the brane world scenario, there is no obvious reason to believe that the fundamental scale is as high as the Planck scale.

Although the idea of the brane world inspired us to construct new types of phenomenology, a drastic modification is needed for the conventional cosmological scenarios. Models of inflation and baryogenesis are especially sensitive to such a low fundamental scale, i.e., $`M_{}<<M_{GUT}`$ where $`M_{GUT}`$ denotes the standard (old) GUT scale. To avoid extreme fine-tunings, one should reconstruct conventional scenarios of the standard cosmology. This requires the inclusion of novel ideas that are quite different from the conventional ones. For example, if one puts the inflaton field on the brane, their masses are required to be unnaturally small. On the other hand, in generic cases, the mass of the inflaton is bounded from below to achieve successful reheating. Thus it seems quite difficult to construct a model for inflation driven by a field on the brane. 222 A way to avoid this difficulty is put forward by Arkani-Hamed et al., where inflation is assumed to occur before the stabilization of the internal dimensions. In this case, however, the late oscillation of the radion field is a serious problem, which may or may not be solved by the second weak inflation. Alternatively, one may assume that the extra dimensions are stabilized by some dynamical mechanisms before the Universe exited from inflation.

In the scenario of the brane world, one may find another possibility. In the scenario of brane inflation, the branes are displaced from the stable point at the beginning of inflation, and the interbrane distance is used for the inflaton field. In this case, because of the tachyon instability, unconventional hybrid inflation is naturally obtained. The system develops tachyon modes when the brane distance becomes small, then leads to a natural end of inflation via the extra trigger field. This type of scenario has been discussed within various settings. On the other hand, however, there is a serious problem related to the peculiar properties of the tachyon. Because the tachyon cannot oscillate after inflation, reheating is not so easy as the conventional hybrid inflation. Thus, it seems very interesting to construct models for hybrid brane inflation where the physics related to the tachyon condensation does not appear.

In this paper we study inflation and the reheating in models for the brane world, considering hybrid brane inflation without tachyon. In any models for the brane universe, it is natural to think that some fields are localized on branes. It is also natural to expect that fields on the different branes may have $`O(1)`$ couplings when branes are on top of each other, while such interactions may vanish when branes are located at a distance. If the interaction that is needed to avoid spontaneous breaking of supersymmetry on the brane vanishes at the beginning of inflation, our idea for hybrid brane inflation works. In our model, when branes are far apart, supersymmetry is spontaneously broken by the field on a brane and the vacuum energy induces inflation. At the end of inflation, instability is induced by another field on another brane. During inflation, their cross terms are suppressed by the brane distance. Then at the end of inflation, the cross terms become as large as O(1), and the field rolls down to the supersymmetric vacuum. The inflaton is the moduli for the brane distance. At the end of inflation, when branes come close, supersymmetry is restored by the interaction terms between fields on the branes, then the field oscillates to reheat the Universe. We construct explicit models for F-term and D-term inflation. There are two advantages compared to the previous models for tachyonic brane inflation or standard hybrid inflation. The most attractive point is that reheating is natural in our model. The serious constraint from the loop correction is also avoided. In our model, unlike other models for hybrid inflation in the brane Universe, tachyon is not required. Inflation ends because the localized fields on each brane begin to interact. Then the interaction destabilizes the potential on the brane.

In section 2, we construct brane inflation with the F-term. The model can be used for the secondary weak inflation, however it cannot be used for the first inflation in generic situations. In section 3, we show that inflation with the D-term is possible within our settings. Unlike conventional D-term inflation in supergravity, the loop correction is not a serious problem. No fine-tuning is required for the coupling constants.

## 2 F-term inflation with moving brane

In this section we consider a “toy” model where the F-term on a brane induces inflation. As in the conventional models for brane inflation, two branes are needed. At the beginning of inflation, these two branes are assumed to be located at a distance in the extra dimensions. To make inflation, at least two fields are required to be localized on each branes.333Here we do not specify the mechanism for the localization. On one brane, a localized field $`S`$ is expected to form a superpotential of the form

$$W_1=S\mathrm{\Lambda }_1^2$$
(2.1)
if the charge of the superfield $`S`$ under $`U(1)_R`$ symmetry is the same as the assigned charge of the superpotential. We think one can easily understand that $`W_1`$ breaks supersymmetry by the F-term on the brane at $`r=r_1`$. Here $`\stackrel{}{r_1}`$ denotes the location of the corresponding brane in the extra dimensions. On the other brane, a superfield $`\mathrm{\Phi }`$ is localized at $`\stackrel{}{r}=\stackrel{}{r_2}`$, with superpotential $`W_2=0`$. Here we have assumed that the $`U(1)_R`$ charge of the superfield $`\mathrm{\Phi }`$ is 0.444For simplicity, here we do not consider other fields that may have $`U(1)_R`$ charges. However, when two branes come close at the end of inflation, the localized fields $`S`$ and $`\mathrm{\Phi }`$ may interact. Then the following superpotential will appear on the brane,

$$W_{1+2}=\lambda S(\mathrm{\Lambda }_1^2\mathrm{\Phi }^2).$$
(2.2)
More precisely, the interaction depends on the overlap of the wavefunctions of the fields, which will have the following form

$$W_{1+2}=\lambda S(\mathrm{\Lambda }_1^2\mathrm{\Phi }^2\lambda ^{}e^{(M_0|\stackrel{}{r_1}\stackrel{}{r_2}|)^2}),$$
(2.3)
where $`\lambda ,\lambda ^{}`$ are dimensionless constants, and $`M_0^1`$ is the width of the wavefunctions. One may explain each form of the superpotential by imposing continuous or discrete R-symmetry. Inflation starts when two branes are located at a distance. In this case, the inflaton is the moduli that parametrizes the distance between branes. The Moduli is flat when supersymmetry is maintained, but is lifted by the supersymmetry breaking on the brane. In the low energy effective description, the situation is similar to the conventional F-term inflaton in conventional models of supergravity. Without non-trivial requirement from the symmetry of the model, the effective mass of the inflaton would be as large as the Hubble parameter $`H`$, which makes it difficult to achieve the requirement from the conventional scenarios of inflation. Although a successful inflation may be achieved by the additional symmetries of the brane world, at this time we have no concrete example where the effective mass of the inflaton is well suppressed for F-term inflation. Although the model for inflation with the F-term does not seem to be suitable for the first inflation, it is sometimes useful for weak inflation.

## 3 D-term inflation with moving brane

As we have discussed in the previous section, F-term inflation suffers from the old serious difficulty even if it is extended to the models of brane inflation. In the past, the idea of D-term inflation was invoked to solve the problem of F-term inflation in conventional supergravity. In this section we examine whether one can use the same idea to solve the problem of brane inflation in the brane world.

Our model for inflation may seem to be a simple modification of the conventional hybrid inflation. However, we will discuss the crucial differences in the followings. As is discussed in ref., loop corrections are the serious problem for models of the conventional hybrid inflation. The situation is not changed in the conventional D-term inflation. The key difference in our model is that the trigger field on the brane is placed at the false vacuum without the problematic large coupling.

Here we consider a localized Fayet-Iliopoulos term on a brane at $`\stackrel{}{r}=0`$ of the form

$$\xi D\delta (\stackrel{}{r})$$
(3.1)
where $`D`$ is an auxiliary field of the vector superfield. We consider an additional abelian gauge group $`U(1)_X`$ in the bulk, while the Fayet-Iliopoulos term for $`U(1)_X`$ is localized on a brane. We also include the fields $`\varphi _X`$ that has $`U(1)_X`$ charge and localized on the other brane at $`\stackrel{}{r}=\stackrel{}{r_1}`$. When two branes are located at a distance, $`|\stackrel{}{r_1}|>>M_{}^1`$, the Fayet-Iliopoulos term (3.1) breaks supersymmetry on the brane and inflation starts. 555Here we temporally ignore the derivative terms.  In this case, as in the conventional models for brane inflation, the inflaton field is the moduli that parametrizes the brane distance. The moduli is denoted by $`\sigma =M_{}^2r_1`$, where $`M_{}`$ is the fundamental scale of the model. As we are considering D-term inflation, the mass of the inflaton ($`m_\sigma `$) may be much smaller than the Hubble parameter. Then a modest limit is $`m_\sigma m_{3/2}`$, where $`m_{3/2}`$ is the gravitino mass in the true vacuum.

Effect of the derivative terms

Here we consider the simplest example, five-dimensional theory that is made chiral by choosing the right boundary conditions. An abelian gauge multiplet of the five-dimensional gauge sector consists of a vector superfield $`V`$ whose components are the four-dimensional part of the vector gauge field $`A^\mu `$, the left-handed gaugino, auxiliary field $`D`$, and a chiral scalar field $`\mathrm{\Phi }`$. The lowest component of $`\mathrm{\Phi }`$ is a complex scalar $`\varphi =(\mathrm{\Sigma }+iA_5)/\sqrt{2}`$, where $`A_5`$ is the fifth component of the vector field. The five-dimensional Lagrangian density is given by

$$\left[\frac{1}{g^2}\left(\mathrm{\Phi }^{}\mathrm{\Phi }\sqrt{2}(\mathrm{\Phi }^{}+\mathrm{\Phi })_yVV_y^2V\right)\right]_{\theta ^4}+\left[W_\alpha W^\alpha \right]_{\theta ^2}+h.c.$$
(3.2)
We assume a Fayet-Iliopoulos term on a brane at $`y=0`$, which looks like

$$\left[2\xi V\delta (y)\right]_{\theta ^4},$$
(3.3)
and matter fields $`\varphi _X^\pm `$ with charges of $`\pm q_X`$ localized on a brane at $`y=L/2`$. The D-flat condision is

$$D=\left[2\xi \delta (y)+\frac{gq_X}{2}(|\varphi _X^+|^2|\varphi _X^{}|^2)\delta (yL/2)+_y\mathrm{\Sigma }\right]=0$$
(3.4)
which is satisfied although the fields $`\varphi _X^\pm `$ are not located at the brane where the the Fayet-Iliopoulos term is localized. The explicit form of the solution is $`|\varphi _X^+|^2|\varphi _X^{}|^2=4\xi /gq_X`$, $`\mathrm{\Sigma }=\xi ϵ(y)`$. This simple example shows that there is a possibility that supersymmetry can be restored by the derivative terms even if the Fayet-Iliopoulos term and the charged matter field are separated. Such a configuration is possible for five-dimensional models with orbifolded boundary conditions, at least when the Fayet-Iliopoulos term and the charged matter are located exactly at the different fixed points. On the other hand, if either or both of the branes were displaced from the fixed points at the beginning of inflation, there is no solution that satisfies both the D-flat condition and the orbifold boundary condition for $`\mathrm{\Sigma }`$. Moreover, for the models with more than two extra dimensions, it seems rather robust to expect that such non-trivial configurations always exist to compensate the supersymmetry breaking.

Thus our conclusion is the following. For the simplest case with the restricted initial conditions, and with the help of the derivative terms, one can find non-trivial configuration that satisfies the D-flat condition, even if the Fayet-Iliopoulos terms and the charged matter fields are located at a distance. However, such an example seems rather peculiar for the models that we have considered in this paper. As a result, in our models for inflation, it is natural to expect that supersymmetry is broken at the beginning of inflation, except for the specific models with restricted initial conditions, where derivative terms are effective to recover supersymmetry.

The most peculiar point in our model is the suppression of the interaction between inflaton and the source of the supersymmetry breaking during inflation. In our model, the tree-level interaction between inflaton (moduli for the distance between branes) and the fields on the branes appears only through the exponential factor. One should recall that in the conventional models for hybrid inflaton the trigger field must have “large” coupling to the inflaton field in order to stabilize the trigger field on top of the potential.

## 4 Cosmological constraints

In this section we examine the cosmological constraints for the above models. When one considers inflation, one of the most obvious expectations will be that it explains the origin of the cosmic microwave background (CMB) anisotropy of the present Universe. On the other hand, the requirement from the COBE data sometimes imposes fatal constraint on the models for inflation. Although the constraint may disappear if alternative mechanisms, such as cosmic strings or curvaton hypothesis works well to meet all the observational bounds, it is still very important to ask whether one can find a model for inflation that produces the required density fluctuation. In this section we examine whether the above model for inflation can produce the required anisotropy during inflation without fine-tunings.

We think it is important to show why the conventional models for hybrid inflation needed peculiar fine-tunings. The requirement from the COBE measurement puts severe bounds on their scales and couplings, because of the large loop correction. For example, we consider the original model for hybrid inflation with the potential

$`V(\varphi ,\sigma )`$ $`=`$ $`V_0+{\displaystyle \frac{1}{2}}m_\sigma ^2\sigma ^2+{\displaystyle \frac{1}{2}}g\varphi ^2\sigma ^2`$ (4.1)
$`{\displaystyle \frac{1}{4}}\lambda \varphi ^4{\displaystyle \frac{1}{2}}m_\varphi ^2\varphi ^2.`$
The “large” loop correction comes from the $`\varphi `$ field. If supersymmetry remains, the result is simplified because only the logarithmic part is relevant. The form of the loop correction is

$$\mathrm{\Delta }V_{1loop}(\sigma )=\frac{1}{64\pi ^2}\left(m^4(\sigma )ln\frac{m^2(\sigma )}{\mathrm{\Lambda }^2}\right)$$
(4.2)
where

$$m^2(\sigma )=(g^2\sigma ^2m_\varphi ^2)$$
(4.3)
and $`\mathrm{\Lambda }`$ is the renormalization scale. The flatness conditions require

$$g\frac{<\sigma >}{M_p},$$
(4.4)
which means that the non-renormalizable terms cannot be ignored if $`g`$ is not fine-tuned. Moreover, the COBE normalization requirement gives an additional constraint

$$<\varphi >^4\sigma _{COBE}(10^9GeV)^5\frac{V_0^{\frac{1}{2}}}{(1MeV)^2}$$
(4.5)
where $`\sigma _{COBE}`$ denotes the expectation value of $`\sigma `$ when the COBE scales leave the horizon. These conditions are crucial for the models with large extra dimensions.

In our model, however, the situation is quite different. The “trigger” mechanism is not due to the renormalizable couplings between large inflaton field and the trigger field, but is induced by the brane separation. Thus there is no need for the large “direct” coupling between inflaton and the trigger field. The relevant couplings are suppressed by the exponential factor when the brane distance is larger than the width of the wavefunctions.666See eq.(2.3). Of course there are higher dimensional terms that is not effective in our model. Thus it is quite easy to find that the conventional loop corrections are tiny and irrelevant in our model. Although the serious constraint from the loop correction does not appear in our model, another problem still remains because of the limit for $`\sigma _{COBE}`$. Here we consider $`\sigma M_{}^2r_1`$, which is the inflaton that parametrizes the brane distance. Assuming that the inflaton fluctuation is the origin of the structure of the Universe, one will find the constraint

$$M_p^3\frac{V_0^{3/2}}{V^{}}=5.3\times 10^4.$$
(4.6)
This implies that

$`\sigma _{COBE}`$ $``$ $`M_p^3V_0^{3/2}(5.3\times 10^4)^1m_\sigma ^2`$ (4.7)
$``$ $`10^4GeV\left({\displaystyle \frac{V_0}{(10^5GeV)^4}}\right)^{3/2}\left({\displaystyle \frac{V_0/M_p^2}{m_\sigma ^2}}\right)`$
where $`\sigma _{COBE}`$ is the expectation value of the inflaton when scales explored by COBE leave the horizon.777We have assumed the simplest form of the potential, $`VV_0+m_\sigma ^2\sigma ^2`$. Of course, $`\sigma _{COBE}`$ must not be smaller than $`M_{}`$, where brane inflation ends. Obviously, the bare mass for the $`\sigma `$ field is required to be smaller than $`\sqrt{V_0/M_p^2}`$. If supersymmetry is broken on the brane and the transition to the bulk fields occurs at the tree level, one can estimate an upper limit for the soft mass by dimensional analysis,

$$m_{modulus}^2G_{4+n_E}\frac{|F_{brane}|^2}{R_E^{n_E}},$$
(4.8)
where $`G_{4+n_E}`$ is the gravitational constant in the $`4+n_E`$ dimensions and $`F_{brane}`$ denotes the supersymmetry breaking on the brane. Without additional symmetries or mechanisms, the soft masses for the modulus can be expected to be a few orders smaller than the above upper limit. The lower limit for $`F_{brane}`$ must be given by the requirement from the conventional soft supersymmetry breaking terms in the supersymmetric extension of the standard model, which cannot be much smaller than the TeV scale. Thus the most optimistic requirement is $`F_{brane}`$O(1)TeV. In our model for D-term inflation, we are considering inflation where supersymmetry breaking is dominated by the D-term. We may safely assume that $`|F_{brane}|^2<<V_0`$ during inflation. From the above arguments, we can see that eq.(4.7) puts a serious constraint on F-term inflation, while it does not exclude D-term inflation with $`M_{}10^{56}`$GeV. Unlike the conventional models for D-term inflation, no “large” interaction is required between inflaton and the trigger field, which avoids the most serious constraint from the loop corrections.

Forces between branes

To calculate the cosmological parameters, we must first determine the form of the potential for the inflaton field. This matter is already discussed by many authers. Here we stress that in our model we do not always assume that the trigger field (the source of the vacuum energy during inflation) dominates the corrections that lift the flat inflaton potential. When we consider D-term inflation, one may expect that the phenomenological source of the supersymmetry breaking dominates the force between branes. Of course, one may expect that many types of corrections are present at the same time, which take different forms. For example,

* The simple $`m_{3/2}^2`$ correction from supergravity.
* Since the cancellation between the graviton-dilaton attraction and the RR repulsion fails when supersymmetry is broken, the potential of the form

$$V(\sigma )M^4\left(1\frac{m^k}{\sigma ^k}\right),$$
(4.9)
must appear. Here $`m`$ and $`k`$ are not fixed in our setups for D-term inflation.
* The loop corrections to the Kähler metric that comes from the particles of the mass $`\varphi =Mr^2`$.

The simplest example with $`m_\sigma ^2m_{3/2}^2`$ is already discussed. In models where the Vam der Waals forces between branes dominates the potential, the flatness conditions on the potential is satisfied when

$$ϵ=\frac{M_p^2}{2}\left(\frac{V^{}}{V}\right)^2\frac{M_p^2}{2}\left(\frac{m^k}{\sigma ^{k+1}}\right)^2<<1$$
(4.10)
and

$$|\eta |=\left|M_p^2\frac{V^{\prime \prime }}{V}\right|2M_p^2\frac{m^k}{\sigma ^{2+k}}<<1.$$
(4.11)
One may expect that the one-loop corrections to the Kähler potential lift the inter-brane potential when branes are well separated,

$$V(r)M^4(1+c)ln(M_{}r).$$
(4.12)
In the case when eq.(4.12) dominates the effective potential, the situation fits to the original idea of D-term inflation. The significant difference is that the serious constraint from the loop corrections, which was suggested in ref., does not exist in our model. During inflation, the interaction between the trigger field and the inflaton is not required to be large in our model.

Our conclusion in this section is the followings. For the F-term model, it is still difficult to make successful inflation. On the other hand, for the D-term model, the unique problem of the original hybrid inflation is safely removed. As we have discussed in the above, the precise form of the inflaton potential is not determined solely by the mechanism of non-tachyonic inflation, but will rather be determined by the phenomenological model.

## 5 Conclusions and Discussions

We have studied inflation in models for the brane universe, considering hybrid brane inflation without tachyon condensation. In our model, when branes are far apart, supersymmetry is spontaneously broken by the fields on a brane, which induces inflation. The inflaton is the moduli for the brane distance. At the end of inflation, when branes come close, supersymmetry is restored by the interaction. Then the field on the brane starts oscillation to reheat the Universe. In this paper we have constructed explicit models for F-term and D-term inflation. Although F-term inflation is not suitable for the first inflation, D-term inflation works without any fine-tunings. There are at least two major advantages in our model. One is that the reheating is natural in our model, because the trigger field is not the tachyon but a conventional field on the brane. The serious constraint from the loop correction, which always appears when one considers conventional models for hybrid inflation even if it is induced by the D-term, is removed because the “large” coupling between inflaton and the trigger field is not needed in our model.

## 6 Acknowledgment

We wish to thank K.Shima for encouragement, and our colleagues in Tokyo University for their kind hospitality.


text:
# On the Detectability of the Cosmic Dark Ages: 21-cm Lines from Minihalos

## Introduction

No direct observation of the universe during the period between the recombination epoch at redshift $`z10^3`$ and the reionization epoch at $`z>6`$ as yet been reported. While a number of suggestions for the future detection of the reionization epoch, itself, have been made, this period prior to the formation of the first stars and quasars – the cosmic “dark ages” – has been more elusive. Standard Big-Bang cosmology in the CDM model predicts that nonlinear baryonic structure first emerges during this period, with virialized halos of dark and baryonic matter which span a range of masses from less than $`10^4M_{}`$ to about $`10^8M_{}`$ which are filled with neutral hydrogen atoms. The atomic density $`n_\mathrm{H}`$ and kinetic temperature $`T_K`$ of the gas are high enough that collisions populate the hyperfine levels of the ground state of these atoms in a ratio close to that of their statistical weight (3:1), with a spin temperature $`T_S`$ that greatly exceeds the excitation temperature $`T_{}=0.0681\mathrm{K}`$. Since $`T_S>T_{\mathrm{CMB}}`$, the temperature of the Cosmic Microwave Background (CMB), as well, for the majority of halos, these “minihalos” can be a detectable source of redshifted 21-cm emission. The direct detection of minihalos at such high redshift would be an unprecedented measure of the density fluctuations in the baryons and of the total matter power spectrum at small scales. The results presented here are described in more detail in isms02 (3, 4, 6).

## 21-CM EMISSION AND ABSORPTION

The 21-cm emission from a single halo depends upon its internal atomic density, temperature, and velocity structure. We model each CDM minihalo here as a nonsingular, truncated isothermal sphere (“TIS”) of dark matter and baryons in virial and hydrostatic equilibrium, in good agreement with the results of gas and N-body simulations from realistic initial conditions is01 (1, 2, 7). The minihalos which contribute significantly to the 21-cm emission span a mass range from $`M_{\mathrm{min}}`$ to $`M_{\mathrm{max}}`$ which varies with redshift. $`M_{\mathrm{min}}`$ is close to the Jeans mass $`M_J`$ of the uncollapsed IGM prior to reionization, while $`M_{\mathrm{max}}`$ is the mass for which $`T_{\mathrm{vir}}=10^4\mathrm{K}`$ according to the TIS model is01 (1). Typically, at $`z=9`$, $`M_{\mathrm{min}}\text{few}\times 10^3M_{}`$ and $`M_{\mathrm{max}}\text{few}\times 10^7M_{}`$, depending upon the cosmological model.

Our results for individual minihalos are summarized in Figure 1a. Line profiles of different minihalos along the same line of sight should not typically overlap. The proper mean free path for photons to encounter minihalos in $`\mathrm{\Lambda }`$CDM is 160 kpc at $`z=9`$ s01 (5), corresponding to a frequency separation $`\mathrm{\Delta }\nu _{\mathrm{sep}}0.1\mathrm{MHz}\mathrm{\Delta }\nu _{\mathrm{eff}}<10\mathrm{kHz}`$. These results predict a “21-cm forest” of minihalo emission lines. At $`z=9`$, for example, there are about 160 lines per unit redshift along a typical line of sights01 (5). Detecting the stronger lines would require sub-arcsecond spatial resolution, $`1\mathrm{kHz}`$ frequency resolution, and $``$nJy sensitivity. SKA is expected to have sufficient resolution for such observations, but probably not sufficient sensitivity.

The minihalos which produce the “21-cm forest” of emission lines described above have appreciable optical depth to 21-cm absorption. The same minihalos will therefore produce a “21-cm forest” of absorption lines, too, in the spectra of radio continuum sources if the latter are discovered at high redshift ($`z>6`$), prior to the end of the reionization epoch. We plot illustrative 21-cm absorption line profiles for absorbing minihalos of different masses at $`z_{\mathrm{abs}}=9`$ in Figure 1b. These absorption features should be observable provided sufficiently bright ($`1\mathrm{mJy}`$) background source exists.

## 21-CM RADIATION BACKGROUND

The beam-averaged differential temperature $`\overline{\delta T_b}`$ within a given beam of angular size $`\mathrm{\Delta }\theta _{\mathrm{beam}}`$ is calculated by integrating our results for individual minihalos over the Press-Schechter mass function of minihalos sampled by the beam. We consider the currently-favored flat $`\mathrm{\Lambda }`$CDM model ($`\mathrm{\Omega }_0=0.3`$, $`\lambda _0=0.7`$, COBE-normalized, $`\mathrm{\Omega }_bh^2=0.02`$, $`h=0.7`$), with primordial power spectrum index $`n_p=0.9`$, 1, and 1.1.

In principle, the variation of $`\overline{\delta T_b}`$ with observed frequency should permit a discrimination between the 21-cm emission from minihalos and the CMB and other backgrounds, due to their very different frequency dependences. However, the average differential brightness temperature of the minihalo background is very low and its evolution is fairly smooth, so such measurement may be difficult in practice with currently planned instruments like LOFAR and SKA. The angular fluctuations in this emission, on the other hand, should be much easier to detect. The amplitude of $`q`$-$`\sigma `$ angular fluctuations (i.e. $`q`$ times the rms value) in the differential antenna temperature is given in the linear regime by $`\delta T_b^2^{1/2}/\overline{\delta T_b}=qb(z)\sigma _p`$, where $`\sigma _p`$ is the rms density fluctuation at redshift $`z`$ in a randomly placed cylinder which corresponds to the observational volume defined by the detector angular beam size, $`\mathrm{\Delta }\theta _{\mathrm{beam}}`$, and frequency bandwidth, $`\mathrm{\Delta }\nu _{\mathrm{obs}}`$, and $`b(z)`$ is the bias factor which accounts for the clustering of rare density peaks relative to the mass.

Illustrative results are plotted for 3-$`\sigma `$ fluctuations as a function of $`\mathrm{\Delta }\theta _{\mathrm{beam}}`$ for $`z=7`$ and 8.5, in Figure 2a, along with the expected sensitivity limits for the planned LOFAR (300 m filled aperture) and SKA (1 km filled aperture) arrays. We plot in Figure 2b the predicted spectral variation of these fluctuations vs. redshift $`z`$ for illustrative beam sizes of $`\mathrm{\Delta }\theta _{\mathrm{beam}}=9^{}`$ and $`25^{}`$. These 3-$`\sigma `$ fluctuations should be observable with both LOFAR and SKA with integration times of between 100 and 1000 hours. For a $`25^{}`$ beam, for example, 3-$`\sigma `$ fluctuations can be detected for untilted $`\mathrm{\Lambda }`$CDM by both with a 100 hours integration for $`z67.5`$ and a 1000 hours integration for $`z<11.5`$, while for a $`9^{}`$ beam, SKA can detect them after 100 hours for $`z<9`$ and after 1000 hours for $`z<13`$.


text:
# Disorder driven collapse of the mobility gap and transition to an insulator in fractional quantum Hall effect

## Abstract

We study the $`\nu =1/3`$ quantum Hall state in the presence of random disorder. We calculate the topologically invariant Chern number, which is the only quantity known at present to unambiguously distinguish between insulating and current carrying states in an interacting system. The mobility gap can be determined numerically this way, which is found to agree with experimental value semiquantitatively. As the disorder strength increases towards a critical value, both the mobility gap and plateau width narrow continuously and ultimately collapse leading to an insulating phase.

Two-dimensional electron systems in a perpendicular magnetic field have been the focus of both theoretical and experimental attention for the past two decades. Such systems, if made sufficiently pure and taken to low enough temperatures, exhibit primarily the fractional quantum Hall effectqhe1 ; qhe2 ; qhe3  (FQHE). While the pure systems, especially for the strongest FQHE, are fairly well understood, there is essentially no quantitative understanding of the role of random disorder. The importance of disorder, however, is underscored by the hallmark FQHE plateaus, which can not occur in a translationally invariant system. On the other hand, when the disorder strength becomes comparable to the strength of interactions between electrons, the FQHE will eventually be destroyed. In this paper, we report on finite-size numerical studies of the effects of random disorder on the 1/3 FQHE.

The usual numerically calculated quantities such as the energy spectrum, wavefunctions, and the density-density correlation functions, while useful in studies of isolated impuritiesdas ; rez , provide little or no understanding of transport properties. A more appropriate approach is to obtain the quantum Hall conductance by calculating topologically invariant Chern integerschern1 ; chern2 ; chern3  in systems with periodic boundary conditions (or torus geometry), in the presence of random disorder. Physically the Chern integers are the boundary condition averaged Hall conductance of the system in units of $`e^2/h`$. In the case of the integer quantum Hall effect (IQHE), the Chern numbers for the ground states have fixed non-zero integer values, while a “metallic” or critical state that separates two neighboring IQHE states gives an intrinsically fluctuating Chern numberchern3 . (It takes on different integer values in response to slight changes of the external parameters, such as the disorder configuration). Such a quantum phase transition has only been studied for several noninteracting modelschern3 , in which only the Chern number for single particle states needs to be calculated.

The situation is very different in the case of FQHE. Due to the topological and many-body nature of the problem, in the FQHE system at filling factor $`\nu =nh/eB=p/q`$ ($`B`$ is the magnetic field and $`n`$ the areal density), there exists a manifold of $`q`$ nearly degenerate low energy states on the torus, whose energy differences disappear in the thermodynamic limit (Ref. wenniu,  and see below). The quantization of the Hall conductance can not be tied, in a physically meaningful way, to any particular one of the $`q`$ ground states. For example, in the absence of disorder (in which case the degeneracy is exact), when an external flux quanta is inserted adiabaticallybob ; chern1 ; tao  in a region inaccessible to the electrons, the states within a given manifold evolve into each other. In the presence of disorder, the Chern number of the individual states fluctuates while the sum of the Chern number of all the states turns out to be $`p`$ and robust. As a consequence, we may regard the total Chern number $`p`$ to be shared by the $`q`$ degenerate states, which results in fractionally quantized Hall conductance $`\sigma _H=pe^2/qh`$ for the system.

Based on this picture, we have developed a numerical method for studying the topological Chern number of the ground state and low energy excited states for an interacting system. We will show that the presence of disorder leads to several interesting and important results for 1/3 FQHE: (i) A weak random disorder lifts the degeneracy of the ground state for a finite number of electrons. However, the level spacings between the lowest three states decrease monotonically with the increase of electron number, indicating the recovery of the degeneracy in the thermodynamic limit. (ii) The mobility gap, which separates the higher energy extended excitations from the low energy FQHE states, can be determined from the distribution of the Chern number of the many-body states. This is the only way to unambiguously distinguish between insulating and current carrying states in an interacting system. (iii) In general the mobility gap, determined this way, will be different from the spectrum gap (which separates the lowest three states from other higher states). It is the mobility gap that should be compared with the experimentally obtained activation energies. (iv) There exists a critical disorder strength $`W=W_c0.2e^2/ϵ`$ for Gaussian white noise potential, which marks a transition from the FQHE to insulator. (v) The physics of the destruction of the FQHE can be described as the continuous collapse of the mobility gap; the closing of the mobility gap and quantization of the Hall conductance occur at the same time.

We consider a two-dimensional interacting electron system in an $`L_1\times L_2`$ square cell with twisted boundary conditions: $`T(𝐋_j)\mathrm{\Phi }(𝐫)=e^{i\theta _j}\mathrm{\Phi }(𝐫)`$, where $`T(𝐋_j)`$ is the magnetic translation operator and $`j=1,2`$ represents the $`x`$ and $`y`$ directions, respectively. Calculating the Hall conductance $`\sigma _H`$ directly from a Kubo formula would require a knowledge of all the many body eigenstates for a fixed number of electrons. This proves impractical for systems with 3 electrons or larger. As first realized by Thoulesschern1  and co-workers, a topological property of the wavefunctionbob , known as the first Chern number, can be used to calculate the boundary condition averaged $`\sigma _H`$. The importance of Chern numbers, however, goes beyond obtaining $`\sigma _H`$. It appears to be the only quantity that distinguishes between insulating and current carrying stateschern2 ; note  in an interacting system. Because we are dealing with many-body wavefunctions, other simpler numerical methods (such as inverse participation ratio and Thouless numbers) used for determining the localization of the single-particle wavefunctions have no obvious extension here. After a unitary transformation $`\mathrm{\Psi }_k=exp[i_{i=1}^{N_e}(\frac{\theta _1}{L_1}x_i+\frac{\theta _2}{L_2}y_i)]\mathrm{\Phi }_k`$, the boundary-phase averaged Hall conductance for the $`k`$-th many-body eigenstate is $`\sigma _H^k=C(k)e^2/h`$, with

$`C(k)={\displaystyle \frac{i}{4\pi }}{\displaystyle 𝑑\theta _j\{\psi _k|\frac{\psi _k}{\theta _j}\frac{\psi _k}{\theta _j}|\psi _k\}},`$ (1)
where the closed path integral is along the boundary of a unit cell $`0\theta _1,\theta _22\pi `$ and summation over $`j`$ is implied. $`C(k)`$ is exactly the Berry phase (in units of $`2\pi `$) accumulated for such a state when the boundary phase evolves along the closed path. To determine the Chern number uniquelychern3 , we separate the boundary phase space into approximately $`36100`$ mesh points and get the sum of the Berry phases from each mesh. In cases where there are near-level-crossings, the integration contour has to be chosen reasonably close to these points. This determines the size of the mesh, at least locally. For the mesh sizes we chose, we found the Chern numbers had converged and did not change by further reducing the size of the mesh.

In the presence of a strong magnetic field, one can project the Hamiltonian onto the partially-filled, lowest Landau level. The projected Hamiltonian in the presence of both Coulomb interaction and disordersheng  can be written as:

$`H`$ $`=`$ $`{\displaystyle \underset{i<j}{}}{\displaystyle \underset{𝐪}{}}e^{q^2/2}V(q)e^{i𝐪(𝐑_i𝐑_j)}`$ (2)
$`+`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{𝐪}{}}e^{q^2/4}U_𝐪e^{i𝐪𝐑_i},`$
where $`𝐑_i`$ is the guiding center coordinate of the $`i`$-th electron, $`V(q)=2\pi e^2/ϵq`$ is the Coulomb potential, and $`U_𝐪`$ is the impurity potential with the wave vector $`𝐪`$. We set the magnetic length $`\mathrm{}=1`$ and $`e^2/ϵ\mathrm{}=1`$ for convenience. The Gaussian white noise potential we use is generated according to the correlation relation in $`q`$-space $`U_𝐪U_𝐪^{}=(W^2/A)\delta _{𝐪,𝐪^{}}`$, which corresponds to $`U(𝐫)U(𝐫^{})=W^2\delta (𝐫𝐫^{})`$ in real space, where $`W`$ is the strength of the disorder and $`A`$ is the area of the system. We consider the case of $`\nu =N_e/N_\varphi =1/3`$, where $`N_e`$ and $`N_\varphi `$ are the number of electrons and flux quanta. We obtain the exact low energy eigenvalues and eigenstates using the Lanczos method for systems up to $`N_e=8`$ electrons in 24 flux quanta, spanning a Hilbert space of size $`N_{\mathrm{basis}}=735,471`$. We then calculate the Chern numbers using Eq. (1).

Independent of boundary conditions, we find that, for weak disorder, low energy states are separated into groups. The lowest group has three closely spaced states. This property comes from the three-fold center of mass degeneracy of the pure system at $`\nu =1/3`$ and is shared by the entire spectrum. For finite sizes, there is a finite level spacing between the lowest three states, which is much smaller than the energy difference between the 3rd and the 4th state. The latter is the low energy spectrum gap denoted as $`E_s`$. At $`W=0.06`$, we have $`E_s=0.04\pm 0.002`$ (averaged over 100-2000 disorder configurations), which is size independent for $`N_e=58`$. It remains finite for weak W until $`W`$ is further increased to $`W0.15`$, at which point $`E_s`$ becomes too small and its value in the thermodynamic limit cannot be extrapolated from the sizes accessible to our approach.

On the other hand, the level spacings between the lowest three states depend strongly on $`N_e`$. They are expected to vanish exponentially as the linear dimension of the systemwenniu . This can be seen clearly in Fig. 1, where we show a semilog plot of the “bandwidth” $`E_b`$ vs $`\sqrt{N_e}`$ for three different disorder strengths. It is apparent that $`E_b`$ drops to zero for large $`N_e`$, a direct consequence of the topological order in the ground state. This is in contrast to the usual effect of disorder in the IQHE, where the degeneracy of all the states in a Landau level, not being a topological property, will be lifted by the perturbation of arbitrarily weak disorder.

In the presence of weak disorder ($`W<0.12`$), we find that the total Chern number carried by the lowest level is always 1, for $`N_e=38`$ and thousands of disorder configurations. Note that the vanishing $`E_b`$ and the existence of a finite spectrum gap $`E_s`$, at relatively weak $`W`$, is a direct manifestation of the $`\nu =1/3`$ FQHE; since the lowest three states become degenerate in the thermodynamic limit, the Hall conductance carried by the ground state is $`1/3`$ of $`e^2/h`$. However, this is not unique to the ground state and we find that even the low lying excited states above the spectrum gap have similar properties. Namely, each three states carry total Chern number $`C=1`$. At $`W=0.01`$, the lowest two groups have $`C=1`$ for all the disorder configurations we have sampled. In Fig. 2 we plot for the first five groups, $`P(C)`$, for $`W=0.06`$, vs $`C`$. $`P(C)`$ is the probability that the total group Chern number is $`C`$. We have averaged over 2000, 1000 and 500 disorder configurations for $`N_e=5,6`$ and 7, respectively. As seen in Fig. 2, $`P(1)=1`$ for the first group ($`N_g=1`$), and $`P(C)=0`$ for $`C1`$. This means all disorder configurations have $`C=1`$, which corresponds to the 1/3 FQHE because each state carries a definite average Hall conductance of $`e^2/3h`$. For $`N_g=2`$, both $`P(0)`$ and $`P(2)`$ are nonzero, indicating that a small number of configurations have $`C=0`$ or 2. As a result, $`P(1)`$ is reduced to $`0.9,0.91`$, and $`0.92`$ for $`N_e=5,6`$, and 7. The increase of $`P(1)`$ with $`N_e`$ indicates that $`P(1)`$ may recover to 1 at large $`N_e`$. For the $`N_g=3`$ case, $`P(1)`$ is significantly reduced to about 0.7; it behaves non-monotonically as a function of $`N_e`$. This results from the coexistence of three different Chern numbers in the thermodynamic limit, which characterizes the delocalization of quasi-particle excitations. Namely, these excitations carry nonzero Chern numbers which are extended in real space. For $`N_g>3`$, $`P(1)`$ is further reduced and seems to saturate at a value near 0.5.

We may regard the fluctuation of the Chern number to be an indication of the degree of delocalization. In analogy to the physics of noninteracting systemschern3 , we define $`P_{ext}=1P(1)`$ to be the likelihood of the breakdown of the quantization of the Hall conductance and thus a measure of the delocalization of the charged excitationsnote . In the FQHE plateau regime, $`P_{ext}`$ goes to zero as a result of the localization or nondissipative nature of the state. Here nonzero $`P_{ext}`$ occurs as we go to higher energy states ($`N_g3`$). The energy that separates these two kinds of states is called the mobility edge, where $`P_{ext}`$ has a large increase, which probably becomes a finite jump in the thermodynamic limit. For $`W=0.06`$, we find that, from $`N_g=2`$ to 3, $`P_{ext}`$ has the largest increase, which puts the $`N_g=3`$ group at the mobility edge. Measuring the energy at the mobility edge relative to the energy of the lowest level, we get the mobility gap $`E_m`$ for $`N_e=48`$, which is $`N_e`$-dependent. For $`W0.06`$, we determine the mobility gap by extrapolating the finite size data to the thermodynamic limit. For weaker disorder, the sizes that can be treated are not sufficient to produce a meaningful extrapolation to $`N\mathrm{}`$.

The extrapolated $`E_m`$ vs. $`W`$ is shown in Fig. 3a. In the inset we plot $`E_m`$ vs. $`1/N_e`$ for $`W=0.17`$, which can be best fit to $`E_m=0.10/N_e+0.005`$; thus we obtain $`E_m=0.005\pm 0.003`$ in the thermodynamic limit. We see that at $`W0.17`$ such a gap is strongly reduced, consistent with the drop of the spectrum gap for similar $`W`$, signaling the FQHE is on the verge of being destroyed by disorder.

The energy gap $`\mathrm{\Delta }`$ in the excitation spectrum of the correlated many-body ground state can be extracted experimentally from the temperature dependence of the magnetoresistivity, $`\rho _{xx}\mathrm{exp}(\mathrm{\Delta }/2k_BT)`$, where $`\mathrm{\Delta }/2`$ is the activation energy and $`k_B`$ the Boltzmann’s constant boebinger87 ; willett88 . Boebinger et al. boebinger87  systematically studied the activation energy for $`\nu =1/3`$, 2/3, 4/3, and 5/3 and its dependence on sample mobility $`\mu `$ (an indication of disorder) in GaAs-AlxGa1-xAs. For a class of high-mobility samples, they found that $`\mathrm{\Delta }(\mu )C_0(\mu )(e^2/ϵl)\mathrm{\Gamma }(\mu )`$, consistent with a simple phenomenological model chang83  that assumes a disorder-broadened excitation energy level with half-width $`\mathrm{\Gamma }(\mu )`$. Figure 3b compares this empirical formula of $`\mathrm{\Delta }(\mu )`$ with fitting parameters ($`C_0=0.049`$ and $`\mathrm{\Gamma }=6`$boebinger87 ) for high-mobility samples with the mobility gap we obtained in our calculation. To do this, we assume that both the (zero field) mobility and (high field) mobility gap are dominated by short-range scatterers (appropriate for high-mobility samples) and, in the Born approximation, $`\mu =e\mathrm{}^3/(m^2W^2)`$. We also use an empirical relation $`\mu n^{1.5}`$ between $`\mu `$ and electron density $`n`$ (both for zero gate bias) extracted from Fig. 1 of Ref. boebinger87, . Here, we do not include the effects of layer thickness and Landau level mixing which, nevertheless, exist in experimental samples and are known to reduce the gap by as much as a factor of 2 yoshioka86 ; willett88  (for zero or very weak disorder).

As we further increase W, the FQHE becomes unstable. This can be discerned by following the evolution of the Chern number of the lowest level and $`\sigma _H`$ averaged over the lowest three states. For example, for $`N_e=6`$, at $`W0.14`$, we have $`\sigma _H=e^2/3h`$; it drops to $`0.924e^2/3h`$ at $`W=0.17`$. At larger $`W`$, we find a very strong enhancement of the fluctuation in the Chern number and, correspondingly, a rapid reduction of $`\sigma _H`$. Similar results are obtained for $`N_e=8`$. As shown in Fig. 4, $`\mathrm{\Delta }\sigma _H/\mathrm{\Delta }W`$ has its largest value near $`W_c=0.22\pm 0.025`$ for all $`N_e=58`$, which determines the critical disorder for the $`\nu =1/3`$ state plateau to insulator transition.

To illustrate the nature of the phase transition, we change the filling to be slightly off 1/3. At weak $`W`$, the $`\nu =1/3`$ FQHE plateau has a finite width due to the nonzero mobility gap that survives to fillings slightly below and above 1/3. But at $`W=0.17`$, which is slightly below the critical $`W_c`$, we find the mobility gap $`E_m`$ at $`N_e=N_s/3+1`$ is already reduced to zero. This suggests that the plateau for disorder close to $`W_c`$ is still pinned at filling $`\nu =1/3`$, but with zero width. Therefore, the disappearance of the FQHE at $`W_c`$ is caused by the collapse of the mobility gap.

We would like to acknowledge helpful discussions with L. Balents, Mathew Fisher, X. G. Wen, and Z. Y. Weng. This work is supported by ACS-PRF # 36965-AC5 and Research Corporation Award CC5643 (DNS), by DOE under contract DE-FG03-02ER45981 (EHR), by NSF grants DMR-9971541 and DMR-0225698 (XW and KY), DMR-00116566 (DNS), DMR-0213706 (RNB andFDMH), the State of Florida (XW), and the A. P. Sloan Foundation (KY). We acknowledge NPACI and FSU CSTI supercomputer support.