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# Motion of an adhesive gel in a swelling gradient: a mechanism for cell locomotion

## Abstract

Motivated by the motion of nematode sperm cells, we present a model for the motion of an adhesive gel on a solid substrate. The gel polymerizes at the leading edge and depolymerizes at the rear. The motion results from a competition between a self-generated swelling gradient and the adhesion on the substrate. The resulting stress provokes the rupture of the adhesion points and allows for the motion. The model predicts an unusual force-velocity relation which depends in significant ways on the point of application of the force.

Many cells are able to crawl on a solid substrate to which they adhere. This motion involves in general three processes: the formation and protrusion of a thin lamellipod in front of the cell, the adhesion of the lamellipod to the substrate and its retraction at the rear, pulling the cell forward. The formation of the lamellipod involves the polymerization of cytoskeletal filaments and their cross-linking near the membrane. Motion generation requires a symmetry breaking often associated with the treadmilling of the cell cytoskeleton (the continuous asymmetric polymerization at the leading extremity of the gel and depolymerization at the rear). Typical examples for crawling cells are the motion of fibroblast cells or fish epidermal keratocytes that have been studied in details. In many cells the cytoskeleton is an actin network and the motion generation involves a complex interaction between actin, myosin II motors and many other proteins mitchison ; svitkina1 ; svitkina2 .

From a point of view of physics, cell motion is closely related to the motion of an elastic gel. Spontaneous motion of gels have been studied in several contexts. A mechanism has been proposed where a gel rolls on a substrate without slipping; the gel is not treadmilling in this case degennes1 . In order to explain the motion of the bacterium Listeria which is propelled by formation of an actin gel comet, a description has been proposed which is based on the interplay of gel elasticity, polymerization on the surface of the bacteria and depolymerization at the outer surface of the gel prost . The coupling between polymerization and motion is due to the stress developed between the actin gel and the bacterium. Biomimetic experiments on the motion of small colloidal spheres induced by an actin comet have been performed to test these ideas sykes . More recently, Bottino et al. bottino  have described the crawling of nematode sperm cells on a surface. The cytoskeleton is represented by a gel which is treadmilling and adhering to the substrate. The polarity of the cell leads to a pH gradient that subsequently induces a gradients in internal tension and adhesion to the substrate which are introduced phenomenologically.

Ascaris nematode sperm cells provide an example of motion of a treadmilling gel in a swelling gradient. The motility of these cells has been thoroughly studied experimentally theriot ; roberts1 . The cytoskeleton mostly consists of an apolar protein, MSP, that similarly to actin polymerizes to form filaments which can be cross-linked to form a gel king . The moving cell forms a thin lamellipod on the substrate and the cell body is dragged behind the lamellipod. There is convincing evidence that polymerization of the MSP network proceeds at the advancing edge of a motile cell italiano1 ; roberts2 . Depolymerization occurs in the vicinity of the cell body. ATP is hydrolyzed in the polymerization process but molecular motors apparently do not play a role for motility. The local pH strongly influences the polymerization and depolymerization of the MSP networkitaliano2 : an increase of pH enhances the polymerization and a decrease of pH provokes depolymerization of the network. It has been proposed that an influx of protons in the cell body creates a pH source which leads to a pH gradient and thus an asymmetry between the front and the rear of the cellking2 .

The aim of the present letter is to describe on very general physical grounds the motion of an isotropic elastic gel adhering on a surface by considering the interplay between a self-generated concentration field (pH) that creates a gradient in the gel properties and the adhesion. In order to illustrate the main principles of motion of an adhesive gel in a swelling gradient, we use simplified assumptions. We assume that the main effect of the pH is to change the local equilibrium swelling of the gel and that the advancing gel is more contracted at the rear (our mechanism is however more general and does not depend on the sign of the gradient); we furthermore assume that the gel adheres to the substrate by localized adhesion points and that the adhesion is strongly irreversible. This implies that the adhesion points are broken if they are subject to a constraint that exceeds a threshold. Using general elasticity theory, we show that the combination of adhesion and an equilibrium swelling gradient generates stresses in the gel that become large at the rear part and provoke a rupture of the adhesion points. For the sake of simplicity, we use a two-dimensional model, that considers only one dimension in the direction of motion and the direction transverse to the plane of motion.

Consider a thin treadmilling gel in a concentration gradient (pH). The situation sketched in figure (1)

involves a gel of small thickness $`h`$ that adheres on the substrate over a length $`Lh`$. Behind the adhering part, there is a non adhering part of the gel of length $`L^{}`$. The pH gradient is stationary in the reference frame of the moving gel. The gel forms at the leading edge by polymerization and it depolymerizes at the rear. In the following, we use the state of the gel formed by polymerization as the reference state for the quantification of elastic deformations: in this state, two points connected by a vector $`\mathrm{𝐝𝐱}`$ are at a distance $`ds_0^2=\delta _{ij}dx_idx_j`$. As the polymerization proceeds, each point of the gel is transported by the treadmilling process inside the moving gel and displaced by a vector $`𝐮`$ with respect to the substrate. The gel undergoes elastic deformations resulting in changes in the distance between the two points which becomes $`ds^2=g_{ij}dx_idx_j`$ where $`g_{ij}=\delta _{ij}+2ϵ_{ij}`$ is the metric tensor and $`ϵ_{ij}=\frac{1}{2}(\frac{u_i}{x_j}+\frac{u_j}{x_i})`$ is the displacement gradient (which should not be confused with the strain tensor defined below) lubensky . In the reference frame of the gel, a given volume element is transported toward low pH regions as time goes on; its equilibrium swelling changes and it tends to contract. We assume here for simplicity that the equilibrium state of the gel at a given position (a given pH) is isotropic. Swelling of the gel implies that the distance between two neighboring points in the equilibrium state is contracted by a factor $`\mathrm{\Lambda }`$ that depends only on the local pH, as compared to the reference state in which it was formed. The contraction factor $`\mathrm{\Lambda }`$ increases from a value $`\mathrm{\Lambda }<1`$ at the rear of the gel to $`\mathrm{\Lambda }=1`$ at the leading edge. The equilibrium state of the gel is the state that a small gel element would reach if it were cut from the rest of the gel while remaining in its environment. The metric tensor in the local equilibrium state is $`g_{ij}^0=\mathrm{\Lambda }^2\delta _{ij}`$. The strain tensor is defined in a standard way as $`u_{ij}=\frac{1}{2}(g_{ij}g_{ij}^0)=\frac{_{1\mathrm{\Lambda }^2}}{2}\delta _{ij}+ϵ_{ij}`$. The stress tensor in the gel $`\sigma _{ij}`$ can be calculated by assuming again that the gel is isotropic and by introducing the two Lamé coefficients $`\lambda `$ and $`\mu `$ such that $`\sigma _{ij}=\lambda u_{kk}\delta _{ij}+2\mu u_{ij}`$. The two Lamé coefficients may themselves depend on the local pH but, within a linear elasticity description, we ignore here this variation. Our model for the motion is one-dimensional, $`x`$ is the coordinate parallel to the substrate and $`z`$ is perpendicular. The stress tensor can then be written as $`\sigma _{ij}=(\lambda +\mu )(1\mathrm{\Lambda }^2)\delta _{ij}+\lambda ϵ_{kk}\delta _{ij}+2\mu ϵ_{ij}`$. The second and third terms in this expression are the standard contributions from linear elasticity theory; the first term, related to the change in equilibrium swelling, plays the role of the tensile stress introduced phenomenologically by Bottino et al. bottino .

Locally the gel is at mechanical equilibrium and the divergence of the stress tensor vanishes $`\frac{}{x_j}\sigma _{ij}=0`$. However, the gel does not relax to its equilibrium swelling since it adheres on the surface. If we assume that the adhesion occurs at the leading edge upon the formation of the gel and that the adhesion points are frozen, the displacement $`𝐮`$ vanishes at each point on the surface. The upper surface of the gel is free and the two components of the stress vanish there $`\sigma _{iz}(h)=0`$.

The elastic deformation is calculated by solving the force balance equation. Inside the gel, we use a lubrication approximation batchelor : the variation of the displacement occurs over a distance $`h`$ in the perpendicular direction ($`z`$) much smaller than the distance $`L`$ in the direction parallel to the substrate and the derivatives with respect to $`z`$ are thus much larger than the derivatives with respect to $`x`$. We find dewimille

$`u_x={\displaystyle \frac{\lambda +\mu }{\lambda +2\mu }}{\displaystyle \frac{d(\mathrm{\Lambda }^2(x)1)}{dx}}({\displaystyle \frac{z^2}{2}}2hz)`$ (1)
$`u_z={\displaystyle \frac{\lambda +\mu }{\lambda +2\mu }}(\mathrm{\Lambda }^2(x)1)z`$
The deformation in the $`x`$ direction at the free surface ($`z=h`$) is negative towards the rear where the gel contraction is stronger. The “lubrication approximation” is valid everywhere in the gel except in a region of size $`h`$ both at the leading edge and at the rear of the gel. The distance to the edge of the gel is smaller than $`h`$ in these regions and the full elasticity equations must be solved. At the rear, the gel tends to contract and the deformation in the $`x`$ direction becomes positive. The tangential stress on the substrate ($`z=0`$) at position $`x`$ reads

$$\sigma _{xz}=2\mu \frac{\lambda +\mu }{\lambda +2\mu }h\frac{d(\mathrm{\Lambda }^21)}{dx}$$
(2)
The stress on the surface is negative as the gel is pulled towards the rear part. The tangential stress on the surface is balanced by the force per unit area exerted by the adhesion points. If there is a uniform density $`\rho _s`$ of adhesion points, the (positive) force exerted by each point on the gel is $`f=\sigma _{xz}/\rho _s`$.

So far, we have considered a flat piece of gel of length $`L`$ adhering on the substrate. At the rear of this piece over a region with a size of the order of the thickness $`h`$, the signs of both the deformation and the tangential stress change. A precise calculation of the tangential stress in this region is difficult as it requires a complete solution of the elasticity equations. However, one can get an estimate of the stress using the macroscopic force balance on the adhering gel along the substrate. The total force acting on the gel vanishes. Since there are no external forces acting at the upper surface and at the leading edge, the force balance leads to $`_0^L\sigma _{xz}𝑑x=0`$. If we neglect the variation of the tangential stress in the region of size $`h`$ where it is positive, we obtain

$$\sigma _{xz}(x=0)\mu \frac{\lambda +\mu }{\lambda +2\mu }(1\mathrm{\Lambda }^2)$$
(3)
The “lubrication” approximation is consistent if $`h\frac{d(\mathrm{\Lambda }^21)}{dx}1`$ and the stress pulling the gel forward at the back of the gel is much larger than the stress pulling it backwards in the front parts. The tension on the adhesion points is thus largest at the back of the adhering part of the gel.

The adhesion points on the substrate have a finite strength, they rupture if the force exerted by the gel is too large. We consider here that adhesion is irreversible and that there is a threshold for the rupture of an adhesion point (that can be associated to several molecular bonds). The rupture of each adhesion point can be viewed as the escape of a particle from an attractive potential well under the action of an external force (the gel stress). This problem has been studied in details by several authors bell ; evans ; we use here the simplified approach that ignores thermal fluctuations which amounts to characterize each adhesion point by the critical force $`f_c`$ that it can sustain (This force could also in principle depend on pH and on the time scale of the adhesion breakage evans ). The stress exerted on the substrate by the gel being largest at the back of the adhering gel, the adhesion points first break at the back of the gel. The critical adhesion force, using equation (3), defines a critical value of the tangential stress and thus a critical value of the swelling ratio $`\mathrm{\Lambda }_c`$ at which adhesion bonds rupture. If we assume steady state motion, the pH profile and thus also the profile of swelling $`\mathrm{\Lambda }(x)`$ are stationary in the reference frame of the gel. The critical adhesion force then imposes the distance $`L^{}`$ between the rear of the gel and the point where the adhesion points rupture when $`\mathrm{\Lambda }(0)=\mathrm{\Lambda }_c`$. An important point is that our model does not require any adhesion gradient, the adhesion rupture occurs at the point of strongest tension.

We therefore obtain the picture sketched in fig. (1) of a gel adhering to the substrate in the front part over a length $`L`$ but not adhering in the rear over a length $`L^{}`$. The adhering gel is under stress while the non-adhering gel can relax to its local equilibrium swelling characterized by $`\mathrm{\Lambda }(x)`$. The picture is not changed qualitatively if the critical force of the adhesion points $`f_c`$ depends on pH, only the precise value of $`L^{}`$ changes. The concept of rupture of discrete adhesion points implies that the motion is not steady but occurs in jumps. As the depolymerization (and the polymerization) proceeds, the force on the most strongly loaded adhesion point increases further until the critical value is reached which provokes rupture. When an adhesion point ruptures, the gel relaxes rapidly and moves in the direction of motion. We implicitly assume here that the rupture is irreversible: adhesion points do not reform immediately and the kinetics of formation of the adhesion points is slow compared to the depolymerization kinetics.

The model is consistent if the internal stress is large enough to induce rupture of the adhesion points ($`L^{}`$ must be positive) and if the adhesion points can form ($`L`$ must be larger than $`h`$) otherwise the gel gets stuck on the substrate. Our simplified description relies on the use a two-dimensional model. For a real three-dimensional gel, collective effects such as detachment waves similar to those observed in friction problems could be expected ronsin . This will be the subject of future studies.

The gel adhering on a surface advances by polymerization at the leading edge and depolymerization at the rear. The motion is possible because of the rupture of the adhesion points that we just discussed. The polymerization reactions are far from equilibrium and we assume for simplicity that only polymerization occurs at the leading edge and only depolymerization occurs at the rear. The free energy gain in these reactions (as well as the energy required to maintain the pH gradient) are the sources of energy for the motion. The dissipation is mainly due to the gel retraction after the rupture of adhesion points.

In order to obtain a complete model for motion, we have to characterize the polymerization and depolymerization reactions. We denote the local concentration of free monomers by $`\rho (x)`$, the local gel concentration by $`c(x)=c_0\mathrm{\Lambda }(x)^2`$, where $`c_0`$ is the concentration at the leading edge of the gel. The total number of monomers in the gel, $`m_{gel}`$, increases by polymerization and decreases by depolymerization. The kinetics of these reactions is written as

$`{\displaystyle \frac{dm_{gel}}{dt}}_l=h_lk_pc_0\rho _l`$
$`{\displaystyle \frac{dm_{gel}}{dt}}_r=h_rk_dc_r=k_dhc_0/\mathrm{\Lambda }_r`$
Here, the subscripts $`l`$ and $`r`$ refer, respectively, to the leading edge of the gel where polymerization occurs and the the rear where the depolymerization occurs. The rate constants for polymerization $`k_p`$ and depolymerization $`k_d`$ should be taken at the local pH (at the leading edge for polymerization and at the rear for depolymerization). In a steady state, the gel mass is constant and $`\frac{dm_{gel}}{dt}_l+\frac{dm_{gel}}{dt}_r=0`$. In the reference frame of the moving gel, the transport of the depolymerized monomers occurs by diffusion. In a steady state, the flux $`J=D_m(\rho _r\rho _l)/(L+L^{})`$ is equal to $`\frac{dm_{gel}}{dt}_r/h`$, ($`D_m`$ being the monomer diffusion constant). This fixes the monomer concentrations at the leading edge and at the rear $`\rho _l=k_d/(k_p\mathrm{\Lambda }_r)`$ and $`\rho _r=\rho _l\left\{1+k_pc_0(L+L^{})/D_m\right\}`$. The average velocity is equal to the polymerization speed $`Vc_0=\frac{1}{h}\frac{dm_{gel}}{dt}`$ or

$$V=k_p\rho _l=k_d/\mathrm{\Lambda }_r$$
(4)
It is selected by the steady state polymerization or depolymerization velocity. The total length of the gel $`L+L^{}`$, can be determined assuming the total monomer mass $`m`$ (free and in the gel) is known.

The main result of this letter is to show that a gel can sustain a steady state motion via a treadmilling mechanism even though it adheres to the substrate. No gradient in adhesive strength is required for this to happen. The two necessary ingredients are the existence of a critical rupture force for the adhesive bonds and of a self-sustained gradient leading to a change in the gel swelling. The critical rupture force depends on the loading rate, the actual value must therefore be determined taking the gel speed into account. Furthermore, the existence of the mechanism does not depend on the sign of the induced gel swelling. The gradient that controls swelling has been described in terms of a pH gradient, but any other gradient in the gel could play this role. The differential swelling of the gel could also result from the action of molecular motors as will be discussed in a forthcoming publication. We have presented a generic mechanism. Its originality and robustness stem from the peculiar distribution of the stresses at the gel-substrate interface. Over most of the gel surface, the stress pulling on the adhesive bonds is proportional to the gel thickness and the swelling gradient. In a small region where the rupture occurs, conventional elasticity tells us that it is of opposite sign and larger by a factor $`L/h`$. For nematodes, $`L/h`$ is of order $`1020`$ and there is a broad range of adhesive strength over which the mechanism can work. This stress distribution can be measured using techniques recently developed to study the forces that cells develop on soft substratesschwarz . A sign inversion of the stress as proposed here has been observed on keratocyte cells sheetz .

It is very instructive to study within our framework the situation where external forces act on the moving gel. The effect of a force has a striking signature depending on the position where the force is applied. Consider an external force applied at position $`x`$ along the substrate. If the force is acting at a point inside the adhering gel, the elasticity equations show that its effect is screened: the gel deformation and the stress on the surface are changed only over a region of size $`h`$ (the gel thickness) around the point of application; the force therefore has no effect on the gel velocity, total length and adhering length until it reaches a bond rupture value. If the force is applied at the front of the gel, its effect is also localized. The force however tends to reduce the polymerization rate; the behavior of the gel in a steady state strongly depends on the depolymerization conditions at the rear of the gel. If the force is applied at the rupture point, it must be added to the macroscopic force balance in the gel which determines the stress at the rupture point. In the presence of an additional force, the adhering section of the gel is increased and corresponds to an effective rupture force $`f_c+f/(\rho _ch)`$. Eventually, a force applied at the rear of the gel and opposing the motion influences the depolymerization. In general it increases the depolymerization rate and according to equation 4 the velocity increases. The gel in this case has a negative mobility! All these surprising predictions could be tested experimentally. We will present a more detailed study of the effect of a force in a future publication.

We are grateful to J.Plastino (Institut Curie) for useful discussions on the MSP protein and A.Mogilner for interesting discussions on ref. bottino .


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# A new class of nodal stationary states in 2D Heisenberg ferromagnet.

,

## Abstract

A new class of nodal topological excitations in a two-dimensional Heisenberg model is studied. The solutions correspond to a nodal singular point of the gradient field of the azimuthal angle. An analytical solution found for the isotropic case. An effect of in-plane exchange anisotropy is studied numerically. It results in solutions which are analogues of the conventional out-of-plane solitons in the two-dimensional magnets.

The known topological solutions in two-dimensional (2D) Heisenberg model belong to classes of the homotopic groups isomorphic to the group of integers such as $`\pi _2(S^2)`$: Belavin-Polyakov (BP) solitons Belavin  and easy-axis solitons Kosevich ; to the relative homotopic group $`\pi _2(S^2,S^1)`$: an out-of-plane (OP) OUTPLAN  and Takeno-Homma (TH) Takeno  solitons; and to the group $`\pi _1(S^1)`$: Kosterlitz-Thouless (KT) vortices. They correspond to a map of a spin order parameter space onto a sphere $`S^2`$ homeomorphic to the 2D plane or a circle $`S^1`$Mermin .

In this paper we use an another way of a search of non-trivial topological excitations. By starting from the non-linear equations for ($`\theta ,\phi `$)-fields describing the dynamics of a classical 2D isotropic Heisenberg magnet of a spin $`S`$ with an exchange $`J`$ Bishop

$$0=\mathrm{}S\mathrm{sin}\theta \frac{\varphi }{t}+JS^2\left(\mathrm{\Delta }\theta \mathrm{cos}\theta \mathrm{sin}\theta \left(\stackrel{}{}\varphi \right)^2\right),$$
(1)
$$0=\mathrm{}S\frac{\theta }{t}+JS^2\left(2\mathrm{cos}\theta \left(\stackrel{}{}\varphi \stackrel{}{}\theta \right)+\mathrm{sin}\theta \mathrm{\Delta }\varphi \right)$$
(2)
one may see that in the stationary case the field variable $`\theta `$ is determined by only the gradient field $`\stackrel{}{\psi }=\stackrel{}{}\varphi `$. The Euclidean 2D-plane is homeomorphic to the sphere $`S^2`$ with one punctured point. According to the Hopf theorem Dubrovin  Eulerian characteristic of triangulated surface equals to the sum of indices of singular points of the vector field on the surface. An Eulerian characteristic of the sphere is equal $`2`$. In the simplest case one may suggest that one singular point with the Poincare index $`+1`$ is placed in the south pole and the other one at infinity with the same index corresponds to the punctured point in the north pole. The space configuration of the $`\theta `$-field will depend on the kind of singular point of $`\stackrel{}{\psi }`$: a center, a node or a focus. The center singularity (Fig. 1a) corresponds to the solution of Eq.(2) $`\mathrm{\Delta }\varphi =0`$ and the particular solution $`\varphi =q\mathrm{tan}^1\left(\frac{y}{x}\right)`$ results in the well-known solitons with an axial symmetry listed above. One may expect that the focus singularity (Fig. 1b) will correspond to a spiral spin arrangement Borisov .

The investigation of the paper is devoted to the nodal point of the vector field $`\stackrel{}{\psi }`$ (Fig. 1c), where $`\stackrel{}{\psi }`$ has a maximal (minimal) value. This means the choice of the following parametrization $`\varphi =\varphi \left(r\right)`$, i.e. the azimuthal angle changes along the radial direction in the plane. From the equation (2) one obtain

$$\frac{d\phi }{dr}=\frac{q}{r\mathrm{sin}^2\theta },$$
(3)
this determines the radial dependence of the $`\phi `$-field

$$\phi (r)=\phi _0+q\underset{a}{\overset{r}{}}\frac{dr^{^{}}}{r^{^{}}\mathrm{sin}^2\theta },$$
(4)
where the notation $`a`$ is used for the lattice unit; $`\phi _0`$ is an initial value. The equation for the $`\theta `$-angle

$$\mathrm{}\theta \frac{\mathrm{cos}\theta }{\mathrm{sin}^3\theta }\frac{q^2}{r^2}=0$$
(5)
may be integrated exactly and results in the scale invariant solution

$$\theta (r)=\mathrm{cos}^1\left[\sqrt{1\left(\frac{q}{Q}\right)^2}\mathrm{sin}\left(p\mathrm{log}\left[\left(\frac{r}{R}\right)^{\left|Q\right|}\right]\right)\right],p=\pm 1.$$
(6)
This presents annuluses divergent logarithmically from the center (Fig. 2) and looks like a ”target” with annular domains of magnetization. The parameter $`Q^2q^2`$ governs the amplitude of the oscillations, $`R`$ is a scale factor, the sign $`p`$ is a polarity of the solution. The continuum description is valid just for distances greater than the lattice unit $`a`$, the $`R`$ value determines the boundary value $`\theta _0=\theta |_{r=a}`$. As is seen from Eq. (6) the $`\theta `$ can not take the values $`0`$ and $`\pi `$. The plane chirality is determined by the sign of parameter $`q`$; the corresponding in-plane spin texture is presented in Fig. 3.

This solution is a counterpart of the BP soliton because it has no definite localization radius and it is scale-invariant. In contrary to the BP soliton the energy of the found solution

$$E=\frac{JS^2}{2}\underset{a}{\overset{L}{}}\left[\left(\stackrel{}{}\theta \right)^2+\frac{q^2}{r^2\mathrm{sin}^2\theta }\right]𝑑\stackrel{}{r}=\pi JS^2Q^2\mathrm{log}\left(\frac{L}{a}\right)$$
(7)
has no finite value and reveals the KT logarithmic behavior with an increase of the system size $`L`$.

An availability of the pair of stationary solutions resembles in somewhat an exsistence of fundamental system of linear second-order differential equation. In the study of topological excitations in the classical $`XY`$ model we deal the last situation: in Ref. Kosterlitz  just one of the harmonic function $`\varphi =q\mathrm{tan}^1\left(\frac{y}{x}\right)`$ has been considered as physically reasonable; another solution $`\overline{\varphi }=q\mathrm{log}(r)`$ is exploited to obtain an effective interaction between vortices.

As it follows from Eq.(6) the choice $`\left|Q\right|=q`$ realizes a pure in-plane arrangement $`\theta =\frac{\pi }{2}`$ and insures a minimal energy $`E`$ in the class of solutions. In the logarithmic scale $`x=\mathrm{log}\left(\frac{r}{R}\right)`$ the parameter $`Q`$ determines the wave length $`\delta =\frac{2\pi }{\left|Q\right|}`$, i.e. a distance between the nearest ”crests” of the ”target”. The change of the angle $`\phi `$ on the scale $`\delta `$ is $`\mathrm{}\phi =q\delta `$ that leads to the important relation for the small amplitude of the magnetization oscillations ($`qQ`$)

$$\frac{\mathrm{}\phi }{2\pi }\frac{q}{\left|Q\right|},$$
(8)
i.e. the ratio $`q/\left|Q\right|`$ responds to the relative change of the azimuthal angle on the scale $`\delta `$.

The criterion of topological stability of the BP soliton is rather simple Kosevich : there is an integer-valued topological invariant $`Q`$ (degree of a map $`S^2S^2`$) associated with the BP solution $`\theta (\stackrel{}{r})`$, $`\varphi (\stackrel{}{r})`$ via

$$Q=\frac{1}{4\pi }\mathrm{sin}\theta (\stackrel{}{r})𝑑\theta (\stackrel{}{r})𝑑\varphi (\stackrel{}{r}).$$

For the soliton with an axial symmetry $`\varphi =\varphi (\alpha )`$ ($`\alpha `$ is the angular polar variable) the topological invariant

$$Q=\frac{\nu }{2}[\mathrm{cos}\theta (0)\mathrm{cos}\theta (\mathrm{})]=\pm \nu ,$$

where $`\nu `$ is a winding number. This describes a change of the $`\varphi `$ angle at moving around the center $`r=0`$

$$\delta \varphi =2\pi \nu $$

and equals to degree of a map $`S^1S^1`$. A non-zero density of an angular momenta Egorov

$$L_z=\nu \mathrm{}S(1\mathrm{cos}\theta )$$

and a zero value of the radial part of the momentum density $`P_r=0`$ is a common point of the solitons with the center singularity: BP and easy-axis solitons, the OP and TH solitons, and also KT vortices. Thus, the winding number is associated uniquely with the angular momenta density of the magnetization field.

For the solutions with a nodal singularity a situation is opposite: $`L_z=0`$ and $`P_r`$ has a non-zero value Egorov

$$P_r=\mathrm{}S(1\mathrm{cos}\theta )\frac{d\varphi }{dr}=\mathrm{}\frac{qS}{r}\frac{1}{1+\mathrm{cos}\theta }.$$

For a pure in-plane spin arrangement the $`q`$ value determines a scaling factor

$$\mathrm{log}\lambda =\frac{2\pi }{q},$$

thus, that a change of the azimuthal angle on the scale $`\lambda `$

$$\varphi (\lambda r)\varphi (r)=2\pi .$$

As is seen the $`q`$ value is associated identically with the momentum density of the magnetization field.

A special kind of nodal time-dependent solutions of two-dimensional Heisenberg model has been considered in Ref. Mikhailov  by means of the inverse scattering transform. Keeping time-dependent terms in the Eqs.(1, 2) one may obtain solutions with a finite energy and finite localization radius. The radial behavior of the angle variables differs form the situation considered above, for example, the $`\theta `$ reveals an exponential dependence at large distances in fixed time. The solitons are ring-shaped waves. Their localization radius and thickness grows with time linearly, whereas an amplitude is inversely proportional to the time.

It is well known that an exchange anisotropy along $`z`$-axis $`J_z>J_{}`$ changes the asymptotic behavior at large distances from the power law decreasing to the exponential ones and results in the easy-axis solitons. An analogous effect occurs in the considered case but only for the plane exchange anisotropy $`J_{}>J_z`$. The static equations for the case with an account of an external magnetic field along $`z`$-axis $`h`$ may be written as

$$0=J_{}(4\mathrm{cos}\theta \mathrm{sin}\theta +\mathrm{cos}^2\theta \mathrm{\Delta }\theta )J_{}\mathrm{cos}\theta \mathrm{sin}\theta ((\stackrel{}{}\theta )^2+(\stackrel{}{}\varphi )^2)$$

$$4J_z\mathrm{cos}\theta \mathrm{sin}\theta +J_z\mathrm{cos}\theta \mathrm{sin}\theta (\stackrel{}{}\theta )^2+J_z\mathrm{sin}^2\theta \mathrm{\Delta }\theta \frac{h}{S}\mathrm{sin}\theta ,$$
(9)
$$0=\mathrm{sin}\theta \mathrm{\Delta }\varphi +2\mathrm{cos}\theta (\stackrel{}{}\theta \stackrel{}{}\varphi ).$$
(10)
The equation (10) is the same as in the isotropic case and results in the relation (4). An analysis of asymptotic behavior at infinity yields the boundary value

$$\mathrm{cos}\theta _0=\frac{h}{4S(J_{}J_z)}$$
(11)
from which one obtain $`\theta _0=\frac{\pi }{2}`$ at $`h=0`$ and there is no static solutions at $`h0`$ and $`J_{}=J_z`$. However, in the last case there is a dynamical solution $`\phi =\phi (r)+\omega t`$ with the Larmor resonance frequency.

For a zero magnetic field $`h`$ an asymptotic behavior at $`r\mathrm{}`$

$$\theta =\frac{\pi }{2}+\delta \theta $$

may be obtained from the equation

$$r^2\frac{d^2\delta \theta }{dr^2}+r\frac{d\delta \theta }{dr}\left(4\frac{(J_{}J_z)}{J_z}r^2\frac{J_{}}{J_z}q^2\right)\delta \theta =0.$$
(12)
The solution is the McDonald’s function $`\delta \theta =K_v\left(\frac{r}{\lambda }\right)`$, $`v=iq\sqrt{\frac{J_{}}{J_z}}`$ with the localization radius

$$\lambda =\frac{1}{2}\sqrt{\frac{J_z}{J_{}J_z}}.$$
(13)
A series expansion of the solution (6) near the point $`r=a`$

$$\theta (r)\theta (a)+\theta ^{^{}}(a)r.$$
(14)
A numerical calculation of the Eqs. (9, 10) is made by the shooting method and an example of the nodal OP soliton is presented in Fig. 4a. The phase portrait of possible behavior of the solutions presented in Fig. 5. An arbitrary choice of the derivative $`\theta ^{^{}}(a)`$ results in energetically unfavorable oscillating solutions above or below $`\theta =\frac{\pi }{2}`$ (left and right limit cycles) and only an unique choice of the derivative gives the soliton. Like in the case of the conventional OP with an axial symmetry an energy has a logarithmic divergence with a growing of the soliton size.

Finally, we point out that an inclusion of an external magnetic field $`h`$ changes the asymptotic behavior of the soliton at infinity from the exponential into the power decay

$$\delta \theta \frac{1}{4}\frac{J_{}}{J_{}J_z}\frac{\mathrm{cos}\theta _0}{\mathrm{sin}^5\theta _0}\frac{q^2}{r^2},$$
(15)
where $`\theta _0`$ is given by (11). This is a counterpart of conventional TH solitons (Fig. 4b).

In conclusion, the class of the nodal stationary states in the 2D Heisenberg model is investigated. The scale-invariant solution, a counterpart of BP soliton, is found. An account of in-plane exchange anisotropy yields the analogues of out-of-plane and Takeno-Homma solitons, however, in contrary to the conventional solutions, those which are considered in the paper have no axial symmetry.

This work was partly supported by the grant NREC-005 of US CRDF (Civilian Research & Development Foundation), INTAS grant (Project N 01-0654), by the grant ”Russian Universities” ( UR.01.01.005).


text:
# Processes 𝑒⁺𝑒⁻→𝑐𝑐̄𝑐𝑐̄ and 𝑒⁺𝑒⁻→𝐽/𝜓+𝑔𝑔 at √𝑠=10.59 GeV.

## 1 Introduction.

Perturbative QCD allows us to describe the hard part of hadron production process. The most essential success is achieved in the description of the heavy meson production and the heavy quarkonium production at large transverse momentum, where heavy quarks is produced in the hard process followed by the soft hadronization process. The hadronization is described by common coefficient which is slightly depends on transverse momentum $`p_T`$. It is not unlikely, that the final state interaction can strongly brake the factorization at small transverse momenta and small energies. The existence of charge asymmetry in the charm particle production confirm this supposition. Thus, we expect the deviation from the common pQCD fragmentation mechanism at small energies and small $`p_T`$. So, the recent BELLE Collaboration research  of pair production $`J/\psi +\eta _c`$ and inclusive production $`J/\psi +c\overline{c}`$ in the $`e^+e^{}`$-annihilation at $`\sqrt{s}=10.6`$ GeV results in the production cross section values, which exceed the pQCD predictions  by order of magnitude. The experimental shapes of some cross section distribution for the process $`e^+e^{}J/\psi +gg`$ crucially differ from the pQCD predictions.

It was shown in recent works , that the account of electromagnetic $`J/\psi +J/\psi `$ and $`J/\psi +\eta _c`$ pair production increase almost twice the theoretical estimation of the cross section. However, it does not remove the existing discrepancy between the pQCD predictions and the experimental data for $`c\overline{c}c\overline{c}`$ production process. One more disagreement takes place for the prompt $`J/\psi `$ production in the processes $`e^+e^{}J/\psi +c\overline{c}`$ and $`e^+e^{}J/\psi +gg`$: the experimental value

$$\sigma (J/\psi +c\overline{c})/\sigma (J/\psi +gg)=0.59_{0.13}^{+0.15}\pm 0.12$$
(1)
contradicts pQCD estimations

$$\sigma (J/\psi +c\overline{c})/\sigma (J/\psi +gg)0.1.$$

It is worth to mention, that the both cross section $`\sigma (J/\psi +c\overline{c})`$ and $`\sigma (J/\psi +gg)`$ are the same order of $`\alpha _s`$ and at $`\sqrt{s}=10.6`$ GeV slightly depend on the used models, as well as on the chosen scale.

In this article we shall discuss in detail the existing discrepancies between the pQCD predictions and the experimental data.

## 2 Process $`e^+e^{}J/\psi +c\overline{c}`$.

The experimental values of the production cross section for the inclusive process

$$e^+e^{}J/\psi +c\overline{c},$$
(2)
which are reconstructed from the $`e^+e^{}J/\psi +D^0+X`$ and $`e^+e^{}J/\psi +D^++X`$ equal to

$$\sigma (e^+e^{}J/\psi c\overline{c})=1.1_{0.30}^{+0.36}\pm 0.26\text{pb}\text{and}\mathrm{\hspace{0.33em}0.74}_{0.24}^{+0.28}\pm 0.19\text{pb},$$
(3)
correspondingly.

In the frame work of pQCD the process (2) is described by the diagrams of Fig. 1. The process amplitude can be represented as the hard $`c\overline{c}`$ pair production amplitude multiplied by amplitudes of the soft fusion into $`c\overline{c}`$-quarkonium. Such estimations were done independently by several research groups . These calculations are in a good accordance to each other and gives the cross section value 111The recent calculations  for $`\alpha _s=0.26`$ results in twice as much value of this cross section. :

$$\sigma (J/\psi +c\overline{c})610^2\text{pb},$$
(4)
which underestimates the experimental data (3) by the oder of magnitude. The cross section (4) increase due to the increase of $`\alpha _s`$ do not eliminate this discrepancy. The factorization approach is not most likely reason of the disagreement. It was shown in work , that the factorization approach predicts practically the same cross section values, as ones calculated in the frame work of the method, which is based on the quark-hadron duality hypothesis, and where no factorization, no information about wave function are used.

So, $`c\overline{c}c\overline{c}`$-production cross section values calculated for the color singlet state of $`c\overline{c}`$-pair in the duality interval $`2m_cM_{c\overline{c}}2M_D^{}+\mathrm{\Delta }M`$ ($`\mathrm{\Delta }M0.5÷1`$ GeV) for $`\alpha _s=0.24`$ and $`m_c=1.4`$ GeV equal to :

$$\sigma _{c\overline{c}}(\mathrm{\Delta }M=0.5)=0.13\text{pb}$$
(5)
$$\sigma _{c\overline{c}}(\mathrm{\Delta }M=1.0)=0.16\text{pb}$$
(6)
It is worth to compare these results with the production cross section of all $`S`$-wave quarkonium states:

$$\sigma (\mathrm{\Sigma }\eta _{c,}\psi )=0.13\text{pb}$$
(7)
It is clear from (5, 6) and (7) that, the rough estimation of the cross section for the process (2), based on duality hypothesis, as well as the more rigorous factorization method lead to same cross section value. Nevertheless, as it was mentioned in Introduction, this prediction underestimates BELLE experimental data by order of magnitude.

It is necessary to note another important circumstance. The total $`c\overline{c}c\overline{c}`$ production cross section calculated by us at $`\alpha _s=0.24`$, $`m_c=1.4`$ GeV and $`\sqrt{s}=10.6`$ equals to

$$\sigma (c\overline{c}c\overline{c})=0.237\text{pb},$$
(8)
which makes up $`W_{c\overline{c}}=2\times 10^4`$ of the total cross section of the $`c\overline{c}`$-pair production at the same energy. At $`Z^0`$ boson peak, where the interaction energy is higher by order of magnitude, the value of $`W_{c\overline{c}}`$ is about $`0.03`$. Such behavior of the probability $`W_{c\overline{c}}`$ to produce the additional $`c\overline{c}`$-pair is described by pQCD calculation well . It should be noted that (8) is less than experimental cross section value for the process $`J/\psi +c\overline{c}`$. The latter circumstance could indicate the strong suppression of the four $`D`$-meson production.

The cross section of the electromagnetic $`c\overline{c}c\overline{c}`$ production forms about 2.5% of the total production cross section (8) :

$$\sigma ^{QED}(c\overline{c}c\overline{c})6.610^3\text{pb}$$

The theoretical predictions for the cross section of the electromagnetic production of the $`S`$-wave states 222 The cross section value of the electromagnetic production of $`S`$-wave state estimated in the recent work  is nearly two times less than predicted in .  are several times greater than experimental value of $`c\overline{c}c\overline{c}`$ production. Perhaps, this fact indicates the underestimation of the experimental value of $`\sigma ^{QED}(c\overline{c}c\overline{c})`$. Also, it is not unlikely, that electromagnetic mechanism of the $`c\overline{c}c\overline{c}`$ production is essentially differ from QCD production mechanism.

## 3 Process $`e^+e^{}J/\psi +gg`$.

Let us consider one more process, which contributes to the inclusive $`J/\psi `$ production (see diagrams in Fig. 2):

$$e^+e^{}J/\psi +gg.$$

To study this process in detail one need to read the papers.

The process cross section calculated in the frame work of color singlet model at $`\sqrt{s}=10.6`$ GeV and $`\alpha _s=0.24`$ equals to

$$\sigma (J/\psi +gg)=0.7\text{pb}.$$
(9)
The estimation of $`J/\psi +c\overline{c}`$ production in the frame work of the same model leads to the following ratio between the cross sections:

$$\sigma (J/\psi +c\overline{c})/\sigma (J/\psi +gg)=610^2/0.70.1$$
(10)
It is necessary to compare this ratio value with the experimental one (1). The prediction uncertainty of ratio (10) is smaller than the cross section uncertainties themselves, because (10) does not include the nonrelativistic amplitude of the soft process $`c\overline{c}J/\psi `$. Moreover, the both processes $`e^+e^{}J/\psi +c\overline{c}`$ and $`e^+e^{}J/\psi +gg`$ are characterized by approximately the same virtualities, that is why the ratio (10) does not depend on factorization scale chosen to calculate $`\alpha _s`$.

It is worth to point out, that some difficulties exist for the prompt using of the pQCD to predict the $`J/\psi +gg`$ production. It is well known that the essential discrepancy exits between the LO pQCD predictions and the experimental data at small digluon masses $`m_{gg}`$ for decays $`J/\psi \gamma +gg`$ and $`\mathrm{{\rm Y}}\gamma +gg`$. It was shown in  that taking into account next order in the calculations strongly modify the spectrum at small digluon masses. The analogous effect can be achieved by using the effective nonzero mass of gluon. To estimate the gluonic mass correction for the $`J/\psi +gg`$ production cross section we follow the work  and choose the gluonic mass to be 1.18 GeV (as it was shown in, this mass value is needed to describe the photonic spectrum in the decay $`\mathrm{{\rm Y}}\gamma +X`$). In our case the nonzero gluon mass shifts the $`m_{gg}`$ spectrum to the region of large $`m_{gg}`$ values and decrease two times the cross section value (see Fig. 3). For chosen gluon mass the cross section ratio becomes equal to

$$\sigma (J/\psi +c\overline{c})/\sigma (J/\psi +gg)0.2$$

It is clear, that the corrections by coused nonzero gluon mass does not remove disagreement between the pQCD prediction and the experimental data.

## 4 Doubly charmed baryon production

The research of $`c\overline{c}c\overline{c}`$ production would not be complete without the discussion of the doubly charmed baryon $`\mathrm{\Xi }_{cc}^{}`$. The $`\mathrm{\Xi }_{cc}^{}+\overline{c}\overline{c}`$ production cross section can be estimated by the same two methods, which are applied to calculate the $`J/\mathrm{\Psi }+c\overline{c}`$ production.

The first method is based on the factorization theorem. In the frame work of this approach the $`\mathrm{\Xi }_{cc}^{}`$ production can be represented as the hard $`c\overline{c}c\overline{c}`$ production followed by $`c`$-quark fusion into the color antitriplet state of $`cc`$-diquark. This fusion is described by the general coefficient, which is proportional to the $`cc`$-diquark wave function (it is worth to note that the situation is analogous to one for $`J/\psi `$ production). At large energies of $`e^+e^{}`$-interaction the $`cc`$-diquark production cross section is calculated by convolution of single $`c\overline{c}`$-pair production with the fragmentation function $`c(cc)_{\overline{3}}+\overline{c}`$ . Unfortunately, this asymptotic regime does not set in at energies, which are researched by BELLE Collaboration. Thus, it is necessary to take into account the total set of the nonasymptotic terms. For $`\alpha _s=0.24`$ such calculation leads to the following cross section value :

$$\sigma (\mathrm{\Xi }_{cc}^{})=0.15\pm 0.01\text{pb}.$$
(11)
The ratio of $`\mathrm{\Xi }_{cc}^{}`$ production cross section and the single $`c\overline{c}`$-pair production cross section equals to

$$\sigma (\mathrm{\Xi }_{cc}^{})/\sigma _{c\overline{c}}10^4.$$
(12)
The largest uncertainty of this method is coused by the uncertainty of $`(cc)_{\overline{3}}`$-diquark wave function.

Another calculation type is based on the quark-hadron duality hypothesis. In the frame work of this method the diquark production cross section is evaluated by formula

$$\mathrm{\Sigma }\sigma (e^+e^{}(cc)_{\overline{3}}+\overline{c}\overline{c})=_{2m_c}^{2m_c+\mathrm{\Delta }M}\frac{d\sigma }{dM}((cc)_{\overline{3}}+\overline{c}\overline{c})𝑑M,$$

which results in the following cross section values for the chosen duality intervals $`\mathrm{\Delta }M`$:

$$\sigma _{cc}(\mathrm{\Delta }M=0.5\text{GeV})=0.1\text{pb},$$

$$\sigma _{cc}(\mathrm{\Delta }M=1.0\text{GeV})=0.17\text{pb}.$$
(13)
The expected number of doubly charmed baryons at the luminosity $`L=10^{34}`$cm2sec-1 is about $`10^4`$ pear year. The momentum distribution of the $`(cc)_{\overline{3}}`$-diquark production cross section is preformed in Fig. 4.

One can conclude from our discussion, that the cross section value of $`\mathrm{\Xi }_{cc}^{}+\overline{c}\overline{c}`$ production is close to the cross section value of $`J/\psi +c\overline{c}`$ production. Thus if one will discover the mechanism, which will explain the large $`J/\psi `$ production cross section at BELLE experiment, then, it is not unlikely, that analogous mechanism will predict the large cross section value of double charmed baryon production. The latter value will be several times greater than predicted by us in the frame work of pQCD.

We thank V.Kiselev, M.Danilov and P.Pakhlov for the useful discussions.

This work is supported in part by Grants RFBR 99-02-6558 and 00-15-96645, Grant of RF Ministry of Education E02-3.1-96 and Grant CRDF MO-001-0.


text:
# T invariance of Higgs interactions in the standard model

##

The quark mass terms arising from Yukawa interaction with Higgs fields as a result of a Higgs vacuum expectation value are complex and of the form $`\overline{q}_LMq_R+\overline{\stackrel{~}{q}_L}\stackrel{~}{M}\stackrel{~}{q}_R+hc`$ where $`q,\stackrel{~}{q}`$ stand for quarks with charge +2/3 and -1/3 respectively. On diagonalization of $`M,\stackrel{~}{M}`$, by SU(3)$`\times `$SU(3) matrices (without any U(1) factors to avoid QCD anomalies),

$`q_LA_L^1q_L,`$ $`q_RA_R^1q_R`$
$`\stackrel{~}{q}_L\stackrel{~}{A}_L^1\stackrel{~}{q}_L,`$ $`\stackrel{~}{q}_R\stackrel{~}{A}_R^1\stackrel{~}{q}_R,`$ (1)
the W-interactions pick up a matrix $`A_L\stackrel{~}{A}_L^1C`$, the Cabibbo-Kobayashi-Maskawa matrix, which may be complex and T-violating. The diagonalized mass terms may continue to be complex  and of the form $`\overline{\psi }m\mathrm{exp}(i\theta ^{}\gamma _5)\psi `$. The physical Higgs-quark interaction terms are proportional to these mass terms and thus of the form $`\overline{\psi }\varphi \mathrm{exp}(i\theta ^{}\gamma _5)\psi `$. The $`\gamma _5`$ phase factors are usually believed to violate both P and T.

It is not widely known that these mass (and interaction) terms possess parity invariance  with a modified quark transformation. Here we shall demonstrate time-reversal invariance. A euclidean spacetime version of this invariance also exists. This is necessary in setting up the euclidean functional integral. A measure for quark functional integration can be constructed to be invariant under this euclidean transformation in addition to strong and electromagnetic gauge transformations. This means that the time-reversal invariance has no QCD or even QED anomaly. Any breaking of the invariance must be from other sources.

The requirement of time-reversal invariance of a fermionic action amounts to demanding that

$`𝒯(t)𝒯^1=(t).`$ (2)
Under the antilinear transformation $`𝒯`$, the gauge fields $`A_0(t)A_0(t)`$, $`A_i(t)A_i(t)`$, while the fermion fields are taken to transform as

$`𝒯\psi (t)𝒯^1=T\psi (t)`$ (3)
with suitable matrices $`T`$. If there exists a $`T`$ preserving (2), one has time-reversal invariance, otherwise it is broken.

For real quark mass, we consider $`=\overline{\psi }(i\gamma ^\mu D_\mu m)\psi `$, where we keep in $`D`$ only vector gauge interactions with photons and gluons. The weak interactions are understood to be treated separately in a perturbative manner. One finds that the matrices $`T`$ have to obey

$`T^{}T=1,T^{}\gamma ^0\gamma ^iT=\gamma ^0\gamma ^i,T^{}\gamma ^0T=\gamma ^0.`$ (4)
In the standard representation of gamma matrices, $`\gamma ^2`$ is purely imaginary, while the rest are real. Then one finds $`T=i\gamma ^1\gamma ^3`$, the standard T-transformation for fermions.

For complex mass terms, the situation changes: the Lagrangian $`=\overline{\psi }(i\gamma ^\mu D_\mu me^{i\theta ^{}\gamma _5})\psi `$ leads to the requirement

$`T^{}T=1,T^{}\gamma ^0\gamma ^iT=\gamma ^0\gamma ^i,T^{}\gamma ^0e^{i\theta ^{}\gamma _5^{}}T=\gamma ^0e^{i\theta ^{}\gamma _5}.`$ (5)
These are satisfied by

$$T=ie^{i\theta ^{}\gamma _5}\gamma ^1\gamma ^3.$$

To investigate the measure, one goes to the Euclidean metric. Then one has a linear time-inversion instead of the antilinear time-reversal; $`A_0(t)A_0(t)`$, $`A_i(t)A_i(t)`$. Further, $`\psi ,\overline{\psi }`$ are independent fields, so that there are two transformation matrices $`T,\overline{T}`$:

$`\psi (t)T\psi (t),\overline{\psi }(t)\overline{\psi }(t)\overline{T}.`$ (6)
$`\gamma _0`$ is also altered: all gamma matrices become antihermitian and can be made hermitian by absorbing i. In this situation, the conditions for invariance are

$`\overline{T}\gamma ^0T=\gamma ^0,\overline{T}\gamma ^iT=\gamma ^i,\overline{T}T`$ $`=`$ $`1,`$ (7)
yielding $`\overline{T}=T=i\gamma ^1\gamma ^2\gamma ^3`$ when the mass term is real, and

$`\overline{T}\gamma ^0T=\gamma ^0,\overline{T}\gamma ^iT=\gamma ^i,\overline{T}e^{i\theta ^{}\gamma _5}T=e^{i\theta ^{}\gamma _5},`$ (8)
leading to

$`T=ie^{i\theta ^{}\gamma _5}\gamma ^1\gamma ^2\gamma ^3,\overline{T}=ie^{i\theta ^{}\gamma _5}\gamma ^1\gamma ^2\gamma ^3,`$ (9)
when the mass term is complex.

We come now to the construction of a measure for fermion fields in euclidean spacetime and define the functional integral by

$`Z={\displaystyle 𝒟A\underset{n}{}𝑑a_n\underset{n}{}𝑑\overline{a}_ne^S}.`$ (10)
For a real quark mass term, $`a_n,\overline{a}_n`$ are defined by

$`\psi ={\displaystyle \underset{n}{}}a_n\varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n\varphi _n^{},`$ (11)
with $`\varphi _n`$ being eigenfunctions of $`i\gamma ^\mu D_\mu `$.

For a complex mass term, it turns out to be necessary  to be more flexible and expand the quark fields as

$`\psi =e^{i\beta \gamma ^5/2}{\displaystyle \underset{n}{}}a_n\varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n\varphi _n^{}e^{i\beta \gamma ^5/2},`$ (12)
with the phase $`\beta `$ to be determined. This is a $`\beta `$-dependent family of measures. Note that $`\theta ^{},\beta `$ can be removed from the functional integral by transforming $`a,\overline{a}`$ at the expense of changes in the $`\theta F\stackrel{~}{F}`$ term. The effective parity and T violation parameter turns out to be

$`\overline{\theta }=\theta \theta ^{}+\beta .`$ (13)
$`\beta `$ is fixed by noting that under the time-inversion operation for gauge fields,

$`\varphi _n(x_0,\stackrel{}{x})`$ $``$ $`i\gamma ^1\gamma ^2\gamma ^3\varphi _n(x_0,\stackrel{}{x}),`$ (14)
$`\varphi _n^{}(x_0,\stackrel{}{x})`$ $``$ $`\varphi _n^{}(x_0,\stackrel{}{x})i\gamma ^1\gamma ^2\gamma ^3,`$ (15)
so that

$`\left(e^{\frac{i\beta \gamma ^5}{2}}\varphi _n(x_0,\stackrel{}{x})\right)`$ $``$ $`ie^{i\beta \gamma ^5}\gamma ^1\gamma ^2\gamma ^3\left(e^{\frac{i\beta \gamma ^5}{2}}\varphi _n(x_0,\stackrel{}{x})\right),`$
$`\left(\varphi _n^{}(x_0,\stackrel{}{x})e^{\frac{i\beta \gamma ^5}{2}}\right)`$ $``$ $`\left(\varphi _n^{}(x_0,\stackrel{}{x})e^{\frac{i\beta \gamma ^5}{2}}\right)ie^{i\beta \gamma ^5}\gamma ^1\gamma ^2\gamma ^3.`$ (16)
The T-invariance of the measure or $`a_n,\overline{a}_n`$ requires the consistency of the transformation matrices in (16) with (9). Like parity invariance , this is achieved only with

$`\beta =\theta ^{},`$ (17)
for which we have the interesting consequence  that

$`\overline{\theta }=\theta \theta ^{}+\beta =\theta ,`$ (18)
providing a resolution of the strong T or CP problem .

We have shown that even when the mass term is complex, it is possible to define a time-reversal transformation whch keeps it (as well as the kinetic terms and vector gauge interactions) invariant. This time-reversal is not anomalous because it (or its euclidean version) can be preserved by an appropriate quark measure. As regards the interaction of the quark with the physical Higgs particle, the phase in this Yukawa term is the same as the phase in the mass term which is generated from the vacuum expectation value of the Higgs field. Consequently, the time-reversal transformation defined in this paper keeps also the quark-Higgs interaction term invariant. Time-reversal is of course expected to be broken elsewhere: in the charged current weak interactions through the CKM matrix and in the gluon sector through the vacuum angle $`\theta `$ if it is nonzero. But the phase $`\theta ^{}`$ in the quark mass term left after diagonalization by SU(3)$`\times `$SU(3) matrices does not break T.


text:
# 1 Introduction

## 1 Introduction

Study of string theory in pp-wave background has been a subject of much interest for theoretical physicists recently. It is known that pp-wave spacetime yields exact classical backgrounds for string theory, since all curvature invariants and therefore all $`\alpha ^{}`$ corrections, vanish. Hence pp-wave spacetimes correspond to exact conformal field theory backgrounds. These backgrounds are shown to be exactly solvable in light cone gauge. Many of these are obtained from $`AdS_p\times S^q`$ type geometries in Penrose limit and are also maximally supersymmetric. Strings in pp-wave background are also investigated to establish the duality, between the supergravity modes and the gauge theory operators in the large R-sector of the gauge theory.

PP-wave backgrounds with nonconstant flux are also studied recently. The worldsheet theory is described by nonlinear sigma model. These theories are the nontrivial examples of interacting theories in light cone gauge. The sigma model with $`RR`$ five form flux is supersymmetric and one can have linearly realized ‘supernumarary’ supersymmetries in these backgrounds. The corresponding sigma model with 3-form NS-NS and RR flux is non-supersymmetric in general, unless there exists some target space isometry and corresponding Killing vector fields, which ensure the worldsheet supersymmetry. Also the supernumarary supersymmetries are absent in this case due to structure of gamma matrices. The bosonic part is same in both cases and the two models share many properties, e.g. both are exact string theory backgrounds and integrability structure is same etc. The classical solutions of $`D`$-branes in pp-wave background with constant NS-NS and RR flux are already discussed in literature. $`Dp`$-branes from the worldsheet point of view are constructed in . Supersymmetric properties of $`D`$-branes in these backgrounds are analyzed both from supergravity and worldsheet point of view. Recently, supersymmetric properties of $`D`$-branes in these backgrounds are realized more rigorously.

In earlier work, we found some supersymmetric solutions of $`D`$-branes along with its open string spectrum in pp-wave background, arising from $`AdS_3\times S^3`$ geometry, with constant three form flux. Keeping in view of the importance of $`D`$-branes in understanding the nonperturbative as well as duality aspects of string theory, it is useful to study them in more general backgrounds with flux being turned on. In this paper, we study the classical solutions of $`D`$-branes in pp-wave spacetimes with nonconstant three form $`NSNS`$ flux.

The plan of the paper is as follows. In next section, we present classical solutions of $`Dp`$ as well as $`DpDp^{}`$ bound states. Section-3 is devoted to supersymmetric properties of the $`D`$-brane solutions constructed in section-2. We conclude in section-4 with some remarks.

## 2 Supergravity solutions

In this section we present classical solutions of $`Dp`$ as well as $`DpDp^{}`$ -branes with nonconstant $`NSNS`$ three form flux transverse to brane worldvolume. We start by writing down the supergravity solutions of $`D`$-string in pp-wave background with nonconstant NS-NS three form flux. The metric, dilaton and the field strengths are given by:

$`ds^2`$ $`=`$ $`f_1^{\frac{1}{2}}\left(2dx^+dx^{}+K(x_i)(dx^+)^2\right)`$ (2.1)
$`+`$ $`f_1^{\frac{1}{2}}{\displaystyle \underset{m=1}{\overset{8}{}}}(dx^m)^2,(i=1,\mathrm{},4),`$ (2.3)
$`H`$ $`=`$ $`_1b_2(x_i)dx^+dx^1dx^2+_3b_4(x_i)dx^+dx^3dx^4,`$ (2.5)
$`e^{2\varphi }`$ $`=`$ $`f_1,F_{+n}=_nf_1^1,`$ (2.7)
with $`b(x_i)`$ and $`K(x_i)`$ satisfying the equations $`\mathrm{}b(x_i)=0`$ and $`\mathrm{}K(x_i)=(_ib_j)^2`$ respectively and $`f_1=1+\frac{Q_1}{r^6}`$ is the harmonic function in the transverse space. We have checked that the above solution satisfies type IIB field equations. For constant three form flux this solution reduces to that of ref . All other $`Dp`$-brane ($`p=2,\mathrm{},5`$) solutions can be found out by applying $`T`$-duality along $`x^5,\mathrm{},x^8`$ directions. For example: the classical solution for a system of $`D3`$-brane in such a background is given by:

$`ds^2`$ $`=`$ $`f_3^{\frac{1}{2}}\left(2dx^+dx^{}+K(x_i)(dx^+)^2+(dx^7)^2+(dx^8)^2\right)`$ (2.8)
$`+`$ $`f_3^{\frac{1}{2}}{\displaystyle \underset{m=1}{\overset{6}{}}}(dx^m)^2,(i=1,\mathrm{},4),`$ (2.10)
$`H`$ $`=`$ $`_1b_2(x_i)dx^+dx^1dx^2+_3b_4(x_i)dx^+dx^3dx^4,`$ (2.12)
$`e^{2\varphi }`$ $`=`$ $`1,F_{+78n}=_nf_3^1,`$ (2.14)
with $`b(x_i)`$ and $`K(x_i)`$ satisfying the equations $`\mathrm{}b(x_i)=0`$ and $`\mathrm{}K(x_i)=(_ib_j)^2`$ respectively and $`f_3=1+\frac{Q_3}{r^4}`$ is the harmonic function satisfying the Green function equation in the transverse space.

Now we present classical solution of $`D1D5`$ system as an example of $`pp^{}`$ bound state in these background. The supergravity solution for a such system is given by:

$`ds^2`$ $`=`$ $`(f_1f_5)^{\frac{1}{2}}(2dx^+dx^{}+K(x_i)(dx^+)^2)+\left({\displaystyle \frac{f_1}{f_5}}\right)^{\frac{1}{2}}{\displaystyle \underset{m=5}{\overset{8}{}}}(dx^m)^2`$ (2.15)
$`+`$ $`(f_1f_5)^{\frac{1}{2}}{\displaystyle \underset{i=1}{\overset{4}{}}}(dx^i)^2,`$ (2.17)
$`e^{2\varphi }`$ $`=`$ $`{\displaystyle \frac{f_1}{f_5}},`$ (2.19)
$`H`$ $`=`$ $`_1b_2(x_i)dx^+dx^1dx^2+_3b_4(x_i)dx^+dx^3dx^4,`$ (2.21)
$`F_{+i}`$ $`=`$ $`_if_{1}^{}{}_{}{}^{1},F_{ijk}=ϵ_{ijkl}_lf_5,`$ (2.23)
with $`b(y_j)`$ and $`K(x_i)`$ satisfying the equations $`\mathrm{}b(x_i)=0`$ and $`\mathrm{}K(x_i)=(_ib_j)^2`$ respectively and $`f_1=1+\frac{Q_1}{r^2}`$ and $`f_5=1+\frac{Q_5}{r^2}`$ are the harmonic functions of $`D1`$ and $`D5`$-branes in common transverse space. One can check that the above ansatz do satisfy type IIB field equations.

## 3 Supersymmetry Analysis

In this section we present the supersymmetry of the solutions described earlier in section (2).

The supersymmetry variation of dilatino and gravitino fields of type IIB supergravity in ten dimension, in string frame, is given by :

$`\delta \lambda _\pm `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{\Gamma }^\mu _\mu \varphi {\displaystyle \frac{1}{12}}\mathrm{\Gamma }^{\mu \nu \rho }H_{\mu \nu \rho })ϵ_\pm +{\displaystyle \frac{1}{2}}e^\varphi (\pm \mathrm{\Gamma }^MF_M^{(1)}+{\displaystyle \frac{1}{12}}\mathrm{\Gamma }^{\mu \nu \rho }F_{\mu \nu \rho }^{(3)})ϵ_{},`$ (3.1)
$`\delta \mathrm{\Psi }_\mu ^\pm `$ $`=`$ $`\left[_\mu +{\displaystyle \frac{1}{4}}(w_{\mu \widehat{a}\widehat{b}}{\displaystyle \frac{1}{2}}H_{\mu \widehat{a}\widehat{b}})\mathrm{\Gamma }^{\widehat{a}\widehat{b}}\right]ϵ_\pm `$ (3.2)
$`+`$ $`{\displaystyle \frac{1}{8}}e^\varphi \left[\mathrm{\Gamma }^\mu F_\mu ^{(1)}{\displaystyle \frac{1}{3!}}\mathrm{\Gamma }^{\mu \nu \rho }F_{\mu \nu \rho }^{(3)}{\displaystyle \frac{1}{2.5!}}\mathrm{\Gamma }^{\mu \nu \rho \alpha \beta }F_{\mu \nu \rho \alpha \beta }^{(5)}\right]\mathrm{\Gamma }_\mu ϵ_{},`$ (3.4)
where we have used $`(\mu ,\nu ,\rho )`$ to describe the ten dimensional space-time indices, and hat’s represent the corresponding tangent space indices. Solving the above two equations for D-string solution as given in (2.7), we get several conditions on the spinors. First, the dilatino variation gives:

$`{\displaystyle \frac{f_{1,\widehat{n}}}{f_1}}\mathrm{\Gamma }^{\widehat{n}}ϵ_\pm f_1^{\frac{1}{4}}(_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{i}\widehat{j}}ϵ_\pm {\displaystyle \frac{f_{1,\widehat{n}}}{f_1}}\mathrm{\Gamma }^{\widehat{+}\widehat{}\widehat{n}}ϵ_{}=0,`$ (3.5)
Gravitino variation gives the following conditions on the spinors:

$`\delta \psi _+^\pm `$ $``$ $`\left(_++{\displaystyle \frac{1}{4}}_{\widehat{n}}(Kf_1^{\frac{1}{4}})\mathrm{\Gamma }^{\widehat{+}\widehat{n}}{\displaystyle \frac{1}{4}}(_{\widehat{i}}b_{\widehat{j}})(\mathrm{\Gamma }^{\widehat{i}\widehat{j}})\right)ϵ_\pm `$ (3.6)
$``$ $`{\displaystyle \frac{1}{8}}\mathrm{\Gamma }^{\widehat{+}\widehat{}\widehat{n}}{\displaystyle \frac{Kf_{1,\widehat{n}}}{f_1^{5/4}}}\mathrm{\Gamma }^{\widehat{+}}ϵ_{}=0`$ (3.8)
$`\delta \psi _{}^\pm `$ $``$ $`_{}ϵ_\pm =0`$ (3.9)
$`\delta \psi _n^\pm `$ $``$ $`\left(_n{\displaystyle \frac{1}{8}}{\displaystyle \frac{f_{1,n}}{f_1}}\right)ϵ_\pm ,(n=5,\mathrm{},8)`$ (3.10)
$`\delta \psi _i^\pm `$ $``$ $`\left(_i{\displaystyle \frac{\delta _{i\widehat{i}}}{4}}f_1^{\frac{1}{2}}(_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{j}}{\displaystyle \frac{1}{8}}{\displaystyle \frac{f_{1,i}}{f_1}}\right)ϵ_\pm ,(i=1,\mathrm{},4).`$ (3.11)
In writing the above equations we have used the brane supersymmetry condition:

$`\mathrm{\Gamma }^{\widehat{+}\widehat{}}ϵ_\pm =ϵ_{}.`$ (3.12)
Taking derivative of the eqn. (3.11) with respect to $`_{\widehat{k}}`$ and subtracting the derivative of $`_{\widehat{k}}`$ equation with respect to $`_{\widehat{i}}`$, we get

$$(_{\widehat{k}}_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{j}}ϵ_\pm =0,$$
(3.13)
which can be satisfied for nonconstant $`_{\widehat{i}}b_{\widehat{j}}`$ only if $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$. Using $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$. and brane supersymmetry condition (3.12), the dilatino variation (3.5) is satisfied. Using $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$, the supersymmetry conditions (3.10) and (3.11) are solved by spinors: $`ϵ_\pm =exp(\frac{1}{8}lnf_1)ϵ_\pm ^0`$, with $`ϵ_\pm ^0`$ being a function of $`x^+`$ only. Since $`ϵ_\pm ^0`$ is independent of $`x^i`$ and $`(_ib_j)`$ is a function of $`x^i`$ only, the gravitino variation gives the following conditions to have nontrivial solutions:

$$(_{\widehat{i}}b_{\widehat{j}})(\mathrm{\Gamma }^{\widehat{i}\widehat{j}})ϵ_\pm ^0=0$$
(3.14)
and

$$_+ϵ_\pm ^0=0.$$
(3.15)
The condition $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$ breaks sixteen supersymmetries. The number of remaining supersymmetries depend on the existence of constant $`ϵ_\pm ^0`$ solutions of the equation (3.14). For the particular case when $`H_{+12}=H_{+34}`$, the equation (3.14) gives the condition:

$$(1\mathrm{\Gamma }^{\widehat{1}\widehat{2}\widehat{3}\widehat{4}})ϵ_\pm ^0=0.$$
(3.16)
Therefore in this case, the $`D`$-string solution (2.7), preserves $`1/8`$ supersymmetry. Similarly, one can show that the $`D3`$-brane solution (2.14) also preserves $`1/8`$ supersymmetry.

Next, we will analyze the supersymmetry properties of $`(D1D5)`$ system that is described in eqn. (2.23) of the previous section.

The dilatino variation gives the following conditions on the spinors:

$`{\displaystyle \frac{f_{1,\widehat{i}}}{f_1}}\left(\mathrm{\Gamma }^{\widehat{i}}ϵ_\pm \mathrm{\Gamma }^{\widehat{+}\widehat{}\widehat{i}}ϵ_{}\right)(f_1f_5)^{\frac{1}{4}}(_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{i}\widehat{j}}ϵ_\pm {\displaystyle \frac{f_{5,\widehat{i}}}{f_5}}\left(\mathrm{\Gamma }^{\widehat{i}}ϵ_\pm +{\displaystyle \frac{1}{3!}}ϵ_{\widehat{i}\widehat{j}\widehat{k}\widehat{l}}\mathrm{\Gamma }^{\widehat{j}\widehat{k}\widehat{l}}ϵ_{}\right)=0`$ (3.17)
On the other hand, the gravitino variation gives:

$`\delta \psi _+^\pm `$ $``$ $`_+ϵ_\pm +{\displaystyle \frac{1}{4}}_{\widehat{n}}(K(f_1f_5)^{\frac{1}{4}})\mathrm{\Gamma }^{\widehat{+}\widehat{n}}{\displaystyle \frac{1}{4}}(_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{i}\widehat{j}}ϵ_\pm `$ (3.18)
$``$ $`{\displaystyle \frac{1}{8}}(f_1f_5)^{\frac{1}{4}}\left(\mathrm{\Gamma }^{\widehat{+}\widehat{}\widehat{n}}{\displaystyle \frac{Kf_{1,\widehat{n}}}{f_1}}+\mathrm{\Gamma }^{\widehat{m}_1\mathrm{}\widehat{m}_3}ϵ_{\widehat{m_1},\mathrm{},\widehat{m_3},\widehat{n}}{\displaystyle \frac{Kf_{5,\widehat{n}}}{f_5}}\right)\mathrm{\Gamma }^{\widehat{+}}ϵ_{}=0`$ (3.20)
$`\delta \psi _{}^\pm `$ $``$ $`_{}ϵ_\pm =0,\delta \psi _m^\pm _mϵ_\pm =0,`$ (3.21)
$`\delta \psi _i^\pm `$ $``$ $`_iϵ_\pm {\displaystyle \frac{\delta _{i\widehat{i}}}{4}}(f_1f_5)^{\frac{1}{2}}(_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{j}}+{\displaystyle \frac{1}{8}}\left[{\displaystyle \frac{f_{1,i}}{f_1}}+{\displaystyle \frac{f_{5,i}}{f_5}}\right]ϵ_\pm =0.`$ (3.22)
In writing down the above gravitino variations we have once again made use of the brane conditions:

$$\mathrm{\Gamma }^{\widehat{i}}ϵ_\pm \mathrm{\Gamma }^{\widehat{+}\widehat{}\widehat{i}}ϵ_{}=0,$$
(3.23)
and

$$\mathrm{\Gamma }^{\widehat{i}}ϵ_\pm +\frac{1}{3!}ϵ_{\widehat{i}\widehat{j}\widehat{k}\widehat{l}}\mathrm{\Gamma }^{\widehat{j}\widehat{k}\widehat{l}}ϵ_{}=0.$$
(3.24)
Taking derivative of the eqn. (3.22) with respect to $`_{\widehat{k}}`$ and subtracting the derivative of $`_{\widehat{k}}`$ equation with respect to $`_{\widehat{i}}`$, we get

$$(_{\widehat{k}}_{\widehat{i}}b_{\widehat{j}})\mathrm{\Gamma }^{\widehat{+}\widehat{j}}ϵ_\pm =0,$$
(3.25)
which can be satisfied for nonconstant $`_{\widehat{i}}b_{\widehat{j}}`$ only if $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$.

Using $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$ and brane supersymmetry conditions (3.23) and(3.24) , the dilatino condition (3.17) is satisfied. Using $`\mathrm{\Gamma }^{\widehat{+}}ϵ_\pm =0`$, the supersymmetry condition (3.22) is solved by spinors: $`ϵ_\pm =exp(\frac{1}{8}ln(f_1f_5))ϵ_\pm ^0`$, with $`ϵ_\pm ^0`$ being a function of $`x^+`$ only. Since $`ϵ_\pm ^0`$ is independent of $`x^i`$ and $`(_ib_j)`$ is a function of $`x^i`$ only, the gravitino variation gives the following conditions to have nontrivial solutions:

$$(_{\widehat{i}}b_{\widehat{j}})(\mathrm{\Gamma }^{\widehat{i}\widehat{j}})ϵ_\pm ^0=0$$
(3.26)
and

$$_+ϵ_\pm ^0=0.$$
(3.27)
Once again, the number of supersymmetries depend on the existence of solutions of equation (3.26). For the particular case when $`H_{+12}=H_{+34}`$, the $`D1D5`$ bound state solution (2.23) also preserves $`1/8`$ supersymmetry.

## 4 Conclusion

In this paper we have constructed the supergravity solutions of $`Dp`$ as well as $`DpDp^{}`$ branes in pp-wave background with nonconstant $`NSNS`$ flux. The supersymmetric properties of these solutions are also verified by analyzing the type IIB killing spinor equations explicitly. All the solutions presented here are shown to preserve $`1/8`$ supersymmetry and the supernumarary supersymmetry is absent for the background presented in this paper. $`D`$-brane solutions with nonconstant $`RR`$ flux can be found out by applying $`S`$-duality transformation on the solutions presented here, which will be generalization of those given in . The $`D`$-brane solutions presented here have the interpretation of $`D`$-branes in nonsupersymmetric sigma model of . It is also desirable to analyze them from the worldvolume point of view following the procedure of .

Acknowledgment: We thank A. Kumar, R. R. Nayak and A. Biswas for useful discussions. We would also like to thank S. F. Hassan and N. Kim for comments on the earlier version of the paper.


text:
# Correlations in Scale-Free Networks: Tomography and Percolation

## Introduction

Scale-free networks, i.e. networks with power-law degree distributions, have recently been widely studied (see Refs.  for a review). Such degree distributions have been found in many different contexts, for example in several technological webs like the Internet , the WWW , or electrical power grids , in natural networks like the network of chemical reactions in the living cell  and also in social networks, like the network of human sexual contacts , the science  and the movie actor  collaboration networks, or the network of the phone calls .

The topology of networks is essential for the spread of information or infections, as well as for the robustness of networks against intentional attack or random breakdown of elements. Recent studies have focused on a more detailed topological characterization of networks, in particular, in the degree correlations among nodes . For instance, many technological and biological networks show that nodes with high degree connect preferably to nodes with low degree , a property referred to as disassortative mixing. On the other hand, social networks show assortative mixing , i.e. highly connected nodes are preferably connected to nodes with high degree.

In this paper we shall study some aspects of this topology, specifically the importance of the degree correlations, in three related models of scale-free networks and concentrate on the two important characteristics: the tomography of shell structure around an arbitrary node, and percolation.

## The Models

Our starting model is the one of Barabasi and Albert (BA) , based on the growth algorithm with preferential attachment. Starting from an arbitrary set of initial nodes, at each time step a new node is added to the network. This node brings with it $`m`$ proper links which are connected to $`m`$ nodes already present. The latter are chosen according to the preferential attachment prescription: The probability that a new link connects to a certain node is proportional to the degree (number of links) of that node. The resulting degree distribution of such networks tends to :

$$P(k)=\frac{2m(m+1)}{k(k+1)(k+2)}k^3.$$
(1)
Krapivsky and Redner  have shown that in the BA-construction correlations develop spontaneously between the degrees of connected nodes. To assess the role of such correlations we shall randomize the BA-network.

Recently Maslov and Sneppen  have suggested an algorithm radomitzing a given network that keeps the degree distribution constant. According to this algorithm at each step two links of the network are chosen at random. Then, one end of each link is selected randomly and the attaching nodes are interchanged. However, in case one or both of these new links already exits in the network, this step is discarded and a new pair of edges is selected. This restriction prevents the apparearance of multiple edges connecting the same pair of nodes. A repeated application of the rewiring step leads to a randomized version of the original network. We shall refer to this model as link-randomized (LR) model.

The LR model can be compared with another model which is widely studied in the context of scale-free networks, namely with the configuration model introduced by Bender and Canfield . It starts with a given number $`N`$ of nodes and assigning to each node a number $`k_i`$ of “edge stubs” equal to its desired connectivity. The stubs of different nodes are then connected randomly to each other; two connected stubs form a link. One of the limitations of this “stub reconnection” algorithm is that for broad distribution of connectivities, which is usually the case in complex networks, the algorithm generates multiple edges joining the same pair of hub nodes and loops connecting the node to itself. However, the cofiguration model and the LR model get equivalent as $`N\mathrm{}`$.

One can also consider a node-randomized (NR) counterpart of the LR randomize procedure. The only difference to the link-radomized algorithm is that instead of choosing randomly two links we choose randomly two nodes in the network. Then the procedure is the same as in the LR model.

As we proceed to show, the three models have different properties with respect to the correlations between the degrees of connected nodes. While the LR (configuration) model is random, the genuine BA prescription leads to a network which is dissortative with respect to the degrees of connected nodes, and the NR model leads to an assortative network. This fact leads to considerable differences in the shell structure of the networks and also to some (not extremely large) differences in their percolation characteristics. We hasten to note that our simple models neglect many important aspects of real networks like geography  but stress the importance to consider the higher correlations in the degrees of connected nodes.

## Tomography of the Networks

Referring to spreading of computer viruses or human diseases, it is necessary to know how many sites get infected on each step of the infection propagation. Thus, we examine the local structure in the network. Cohen et al.  examined the shells around the node with the highest degree in the network. In our study we start from a node chosen at random. This initial node (the root) is assigned to shell number 0. Then all links starting at this node are followed. All nodes reached are assigned to shell number 1. Then all links leaving a node in shell 1 are followed and all nodes reached that don’t belong to previous shells are labelled as nodes of shell 2. The same is carried out for shell 2 etc., until the whole network is exhausted. We then get $`N_{l,r}`$, the number of nodes in shell $`l`$ for root $`r`$. The whole procedure is repeated starting at all $`N`$ nodes in the network, giving $`P_l(k)`$, the degree distribution in shell $`l`$. We define $`P_l(k)`$ as:

$$P_l(k)=\frac{_rN_{l,r}(k)}{_{k,r}N_{l,r}(k)}.$$
(2)
We are most interested in the average degree $`k_l=_kkP_l(k)`$ of nodes of the shell $`l`$. In the epidemiological context, this quantity can be interpreted as a disease multiplication factor after $`l`$ steps of propagation. It describes how many neighbors a node can infect on average. Note that such a definition of $`P_l(k)`$ gives us for the degree distribution in the first shell:

$$P_1(k)=\frac{_rN_{1,r}(k)}{_{k,r}N_{1,r}(k)}=\frac{kN_k}{_kkN_k}=\frac{kP(k)}{k},$$
(3)
where $`P(k)`$ and $`N_k`$ are the degree distribution and the number of nodes with degree $`k`$ in the network respectively. We bear in mind that every link in the network is followed exactly once in each direction. Hence, we find that every node with degree $`k`$ is counted exactly $`k`$ times. From Eq.(3) follows that $`k_1=k^2/k`$. This quatity, that plays a very important role in the percolation theory of networks , depends only on the first and second moment of the degree distribution, but not on the correlations. Of course $`P_0(k)=P(k)`$.

Note that as $`N\mathrm{}`$ we have $`k^2\mathrm{}`$: for our scale-free constructions the mean degree in shell 1 depends significantly on the network size determining the cutoff in the degree distribution. However, the values of $`k_1`$ are the same for all three models: The first two shells are determined only by the degree distributions. In all other shells the three models differ. For the LR (configuration) model one finds for all shells in the thermodynamic limit $`P_l(k)=P_1(k)`$. However, since these distributions do not possess finite means, the values of $`k_l`$ are governed by the finite-size cutoff, which is different in different shells, since the network is practically exhausted within the first few steps, see Fig.1.

In what follows we compare the shell structure of the BA, the LR and the NR models. We discuss in detail the networks based on the BA-construction with $`m=2`$. For larger $`m`$ the same qualitative results were observed. In the present work we refrain from discussion of a peculiar case $`m=1`$. For $`m=1`$ the topology of the BA-model is distinct from one for $`m2`$ since in this case the network is a tree. This connected tree is destroyed by the randomization procedure and is transformed into a set of disconnected clusters. On the other hand, for $`m2`$ the creation of large separate clusters under randomization is rather unprobable, so that most of the nodes stay connected. Fig. 1 shows $`k`$ as a function of the shell number $`l`$. Panel (a) corresponds to the BA model, panel (b) to the LR model, and panel (c) to the NR model. The different curves show simulations for different network sizes: $`N=3,000`$; $`N=10,000`$; $`N=30,000`$; and $`N=100,000`$. All points are averaged over ten different realizations except for those for networks of 100,000 nodes with only one simulation. In panel (d) we compare the shell-structure for all three models at $`N=30,000`$. The most significant feature of the graphs is the difference in $`k_2`$. In the BA and LR models the maximum is reached in the first shell, while for the NR model the maximum is reached only in the second shell: $`k_{2,BA}<k_{2,LR}<k_{2,NR}`$. This effect becomes more pronounced with increasing network size. In shells with large $`l`$ for all networks mostly nodes with the lowest degree $`2`$ are found.

The inset in graph (a) of Fig. 1 shows the relation between average age $`\eta `$ of nodes with connectivy $`k`$ in the network as a function of their degree for the BA model. The age of a node $`n`$ and of any of its proper links is defined as $`\eta (n)=(Nt_n)/N`$ where $`t_n`$ denotes the time of birth of the node. For the randomized LR and NR models age has no meaning. The figure shows a strong correlation between age and degree of a node. The reasons for these strong correlations are as follows: First, older nodes experienced more time-steps than younger ones and thus have larger probability to acquire non-proper bonds. Moreover, at earlier times there are less nodes in the network, so that the probability of acquiring a new link per time step for an individual node is even higher. Third, at later time-steps older nodes already tend to have higher degrees than younger ones, so the probability for them to acquire new links is considerably larger due to preferential attachment. The correlations between the age and the degree bring some nontrivial aspects into the BA model based on growth, which are erased when randomizing the network.

Let us discuss the degree distribution in the second shell. In this case we find as that every link leaving a node of degree $`k`$ is counted $`k1`$ times. Let $`P(l|k)`$ be a probability that a link leaving a node of degree $`k`$ enters a node with degree $`l`$. Neglecting the possibility of short loops (which is always appropriate in the thermodynamical limit $`N\mathrm{}`$) and the inherent direction of links (which may be not totally appropriate for the BA-model) we have:

$$P_2(l)=\frac{_kkP(k)(k1)P(l|k)}{_kkP(k)(k1)}.$$
(4)
The value of $`k_2`$ gives important information about the type of mixing in the network. To study mixing in networks one needs to divide the nodes into groups with identical properties. The only relevant characteristics of the nodes that is present in all three models, is their degree. Thus, we can examine the degree-correlations between neighboring nodes, which we compare with the uncorrelated LR model, where the probability that a link connects to a node with a certain degree is independent from whatever is attached to the other end of the link: $`P(k|l)=kP(k)/k=kP(k)/2m`$. All other relations would correspond to assortative or disassortative mixing. Qualitatively, assortativity then means that nodes attach to nodes with similar degree more likely than in the LR-model: $`P(k|l)>P(k|l)_{LR}=kP(k)/k`$ for $`kl`$. Dissortativity means that nodes attach to nodes with very different degree more likely than in the LR-model: $`P(k|l)>kP(k)/k`$ for $`kl`$ or $`lk`$. Inserting this in Eq.(4), and calculating the mean, one finds qualitatively that $`k_1=k_{2,LR}<k_2`$ for assortativity, and $`k_1>k_2`$ for dissortativity.

In the following we show where the correlations of the BA and NR model originate. A consequence of the BA-algorithm is that there are two different types of ends for the links. Each node has exactly $`m`$ proper links attached to it at the moment of its birth and a certain number of links that are attached later. Since each node receives the same number of links at its birth, towards the proper nodes a link encounters a node with degree $`k`$ with probability $`P(k)`$. To compensate for this, in the other direction a node with degree $`k`$ is encountered with the probability $`\frac{(km)P(k)}{m}=2\frac{kP(k)}{k}P(k)`$, so that both distributions together yield $`kP(k)/k`$. On one end of the link nodes with small degree are predominant: $`P(k)<kP(k)/k`$ for small $`k`$. On the other end nodes with high degree are predominant: $`(km)P(k)/m>kP(k)/2m`$ for $`k`$ large. This corresponds to dissortativity. Actually the situation is somewhat more complex since in the BA model these probability distributions also depend on the age of the link.

Assortativity of the NR model is a result of the node-randomizing process. Since the nodes with smaller degree are predominant in the node population, those links are preferably chosen that have on the end with the randomly chosen node a node with a smaller degree ($`P(k)>kP(k)/k`$ for $`k`$ small). Then the randomization algorithm exchanges the links and connects those nodes to each other. This leads to assortativity for nodes with small degree, which is compensated by assortativity for nodes with high degree.

## Percolation

Percolation properties of networks are relevant when discussing their vulnerability to attack or immunization which removes nodes or links from the network. For scale-free networks random percolation as well as vulnerability to a deliberate attack have been studied by several groups . One considers the removal of a certain fraction of edges or nodes in a network. Our simulations correspond to the node removal model; $`q`$ is the fraction of removed nodes. Below the percolation threshold $`q<q_c`$ a giant component (infinite cluster) exists, which ceases to exist above the threshold. A giant component, and consequently $`q_c`$ is exactly defined only in the thermodynamic limit $`N\mathrm{}`$: it is a cluster, to which a nonzero fraction of all nodes belongs.

In  and  a condition for the percolation transition in random networks has been discussed: Every node already connected to the spanning cluster is connected to at least one new node. Ref.  gives the following percolation criterion for the configuration model:

$$1q_c=\frac{k}{k^2k},$$
(5)
where the means correspond to an unperturbed network ($`q=0`$). For networks with degree distribution Eq.(1), $`k^2`$ diverges as $`N\mathrm{}`$. This yields for the random networks with a such degree distribution a percolation threshold $`q_c=1`$ in the thermodinamic limit, independent of the minimal degree $`m`$; in the epidemiological terms this corresponds to the absence of herd immunities in such systems. Crucial for this threshold is the power-law tail of the degree distribution with an exponent $`3`$. Moreover, Ref.  shows that the critical exponent $`\beta `$ governing the fraction of nodes $`M_{\mathrm{}}`$ of the giant component, $`M_{\mathrm{}}(q_cq)^\beta `$, diverges as the exponent of the degree distribution approaches $`3`$. Therefore $`M_{\mathrm{}}`$ approaches zero with zero slope as $`q1`$.

In Fig. 2 we plotted for the three models discussed $`M_{\mathrm{}}`$ as a function of $`q`$. The behavior of all three models for a network size of $`300,000`$ nodes is presented in panel (a). In the inset the size of the giant component was measured in relation to the number of nodes remaining in the network $`(1q)N`$ and not to their initial number $`N`$. Other panels show the percolation behavior of each of the models at different network sizes: Panel (b) corresponds to the BA model, (c) to the LR model, and (d) to the NR model. For the largest networks with $`N=300,000`$ nodes we calculated 5 realizations for each model, for those with $`30,000`$; $`10,000`$; and $`3,000`$ nodes averaging over 10 realization was performed. For all three models within the error bars the curves at different network sizes coincide. This shows that even the smallest network is already close to the thermodynamical limit. R. Albert et al. have found a similar behavior in a study of BA-networks . They analyze networks of sizes $`N=1000,5000`$ and $`20000`$ concluding “that the overall clustering scenario and the value of the critical point is independent of the size of the system”.

In the simulations we find two regimes: for moderate $`q`$ we find, that the sizes of the giant components of the BA, LR, and NR model obey the inequalities $`M_{\mathrm{},BA}>M_{\mathrm{},LR}>M_{\mathrm{},NR}`$ , while for $`q`$ close to unity the inequalities are reverted: $`M_{\mathrm{},BA}<M_{\mathrm{},LR}<M_{\mathrm{},NR}`$. However, in this regime the differences between $`M_{\mathrm{},BA},M_{\mathrm{},LR}`$ and $`M_{\mathrm{},NR}`$ are subtle and hardly resolved on the scales of Fig. 2. We note that similar situation was observed in Ref. . However, there the size of the giant cluster was measured not as a function of $`q`$ but of a scaling parameter in the degree distribution.

The observed effects can be explained by the correlations in the network. For $`q=0`$ one has $`M_{\mathrm{},BA}=M_{\mathrm{},LR}=M_{\mathrm{},NR}`$. Now, the probability that single nodes loose their connection to the giant cluster depends only on the degree distribution, and not on correlations. So, the difference in the $`M_{\mathrm{}}`$ must be explained by the break-off of clusters containing more than one node. The probability for such an event is smaller in the BA than in the LR model, since dissortativity implies that one finds fewer ’regions’, where only nodes with low degree are present.

However, when we get to the region of large $`q`$, as nodes with low degree act as ’bridges’ between the nodes with high degree, the connections between the nodes with high degree are weaker in the case of the BA model than in the case of the LR model. So, the probability that nodes with high degree break off is higher for the BA model than for the LR model. There is no robust core of high-degree nodes in the network . The correlation effects for the NR model, when compared with the LR model, are opposite to those for the BA model.

## Conclusion

We consider three different models of scale-free networks: the genuine Barabasi-Albert construction based on growth and preferential attachment, and two networks emerging when randomizing it with respect to links or nodes. We point out that the BA model shows dissortative behavior with respect to the nodes’ degrees, while the node-randomized network shows assortative mixing. However, these strong differences in the shell structure lead only to moderate quantitative difference in the percolation behavior of the networks.

## Acknowledgment

Partial financial support of the Fonds der Chemischen Industrie is gratefully acknowledged.