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# Variational cluster approach to correlated electron systems in low dimensions

## Abstract

A self-energy-functional approach is applied to construct cluster approximations for correlated lattice models. It turns out that the cluster-perturbation theory (Sénéchal et al, PRL 84, 522 (2000)) and the cellular dynamical mean-field theory (Kotliar et al, PRL 87, 186401 (2001)) are limiting cases of a more general cluster method. Results for the one-dimensional Hubbard model are discussed with regard to boundary conditions, bath degrees of freedom and cluster size.

Low-dimensional systems of strongly interacting electrons, such as high-temperature superconductors, cuprate ladder compounds and organic conductors, currently form a focus of intense experimental and theoretical work. It is generally accepted that many of the fascinating physical properties of these materials arise from different kinds of short-range spatial correlations as well as from different phases with long-range order. On a low energy scale, this can be studied within effective models such as the Hubbard model Hubbard ((1963), for example. As these models have to be considered in the intermediate- to strong-coupling regime, weak-coupling perturbational approaches are inapplicable. Cluster methods, which approximate the physics of the infinite system by solving the problem for a corresponding finite cluster, appear to be promising in this context as the interaction part can be treated numerically exact. Currently, there are two different groups of cluster methods which are discussed intensively:

The point of reference for the first one is the direct cluster approach Dagotto ((1994). Using an exact-diagonalization or quantum Monte-Carlo technique, the effect of short-range correlations can be studied by computing static and dynamic correlation functions for an isolated small cluster. This direct method, however, suffers from the fact that phase transitions and long-range order cannot occur in a system of finite size. Furthermore, the spectral function consists of a comparatively small number of poles. This has caused the recent development of an extension called cluster-perturbation theory (CPT) Gros and Valenti ((1993); Sénéchal et al. (2000, 2002); Zacher et al. ((2000). The CPT procedure to calculate the one-electron Green’s function $`𝑮`$ matrix  is sketched in Fig. 1 for the Hubbard model: (i) The lattice is divided into small clusters, and the inter-cluster hopping $`𝑽`$ is switched off. The Green’s function $`𝑮^{}`$ for the system of decoupled clusters (Hamiltonian $`H^{}`$) is calculated numerically. (ii) The Green’s function $`𝑮`$ of the lattice model $`H`$ is then approximated by an RPA-like expression $`𝑮=𝑮^{}(1𝑽𝑮^{})^1`$ matrix . It has been pointed out that this corresponds to the first order in a systematic expansion in the inter-cluster hopping Sénéchal et al. (2000).

The point of reference for the second type of cluster methods is the dynamical mean-field theory (DMFT) Metzner and Vollhardt ((1989); Georges et al. ((1996). The lattice model $`H`$ is mapped onto an impurity model $`H^{}`$ consisting of a correlated site coupled to an infinite number of uncorrelated “bath” sites. The bath must be determined self-consistently. As a mean-field theory, the DMFT directly works in the thermodynamic limit and is, thus, able to describe phases with long-range order. Due to the locality of the self-energy Müller-Hartmann ((1989), however, it fails to incorporate the effects of short-range correlations. This has been the reason for the development of cluster extensions of the DMFT Schiller and Ingersent ((1995); Hettler et al. ((1998); Lichtenstein and Katsnelson ((2000); Kotliar et al. ((2001). The main idea of the cellular DMFT (C-DMFT) Kotliar et al. ((2001) is to replace the correlated impurity site by a finite cluster (see Fig. 1) and to proceed as follows: (i) The self-energy $`𝚺`$ is calculated numerically for the system of decoupled clusters with an uncorrelated bath attached to each of the correlated sites (Hamiltonian $`H^{}`$). (ii) The (approximate) Green’s function of the lattice model $`H`$ is then obtained from $`𝚺`$ via the lattice Dyson equation: $`𝑮=(𝑮_0^1𝚺)^1`$. (iii) The parameters of the respective baths have to be recalculated from $`𝑮`$ and $`𝚺`$ via the C-DMFT selfconsistency condition Georges et al. ((1996); Kotliar et al. ((2001). This requires to repeat the above steps until self-consistency is reached.

The first intention of this letter is to show that both the CPT and the C-DMFT can be considered as extreme limits of a more general cluster approach which is based on the self-energy-functional theory (SFT) proposed recently Potthoff (2003). This answers an open question Sénéchal et al. (2002) for the relation between the different cluster methods and unifies two approaches which appear to be rather different at first sight. The presented cluster approach based on the SFT not only reproduces the CPT ($`n_\mathrm{b}=0`$) and the C-DMFT ($`n_\mathrm{b}=\mathrm{}`$) but also allows to construct approximations with an arbitrary number of bath sites $`n_\mathrm{b}`$. This intermediate approach does not waive any of the general merits such as causality and thermodynamical consistency.

Secondly, this letter shows that there is room for new conceptual ideas beyond both the CPT and the C-DMFT: (i) A consistent cluster approach can be constructed e.g. by attaching uncorrelated baths at the cluster boundary only. (ii) Not only the bath parameters but also the on-site energies of and the hopping between the correlated sites may be determined in a self-consistent (variational) way. (iii) The question of boundary conditions can be answered by the method itself and need not be imposed by hand. To discuss the relevance and advantages or disadvantages of these points, some numerical results will be presented for the one-dimensional ($`D=1`$) Hubbard model.

Self-energy-functional theory (SFT): Consider a system of fermions on an infinite lattice with on-site Coulomb interactions at temperature $`T`$ and chemical potential $`\mu `$. Its Hamiltonian $`H=H_0(𝒕)+H_1(𝑼)`$ consists of a one-particle part which depends on a set of hopping parameters $`𝒕`$ and an interaction part with Coulomb-interaction parameters $`𝑼`$. The grand potential $`\mathrm{\Omega }`$ can be obtained from the stationary point of a self-energy functional

$$\mathrm{\Omega }_𝒕[𝚺]\mathrm{Tr}\mathrm{ln}((𝑮_0^1𝚺)^1)+F[𝚺]$$
(1)
as has been discussed in Ref. Potthoff (2003). Here $`𝑮_0=1/(\omega +\mu 𝒕)`$ and $`F[𝚺]`$ is the Legendre transform of the Luttinger-Ward functional $`\mathrm{\Phi }[𝑮]`$. As the latter is constructed as an infinite series of renormalized skeleton diagrams Luttinger and Ward ((1960), the self-energy functional is not known explicitely. Nevertheless, the exact evaluation of $`\mathrm{\Omega }_𝒕[𝚺]`$ and the determination of the stationary point is possible Potthoff (2003) on a restricted space $`𝒮`$ of trial self-energies $`𝚺(𝒕^{})𝒮`$. Due to this restriction the procedure becomes approximative.

Generally, the space $`𝒮`$ consists of $`𝒕^{}`$ representable self-energies. $`𝚺`$ is termed $`𝒕^{}`$ representable if there are hopping parameters $`𝒕^{}`$ such that $`𝚺=𝚺(𝒕^{})`$ is the exact self-energy of the model $`H^{}=H_0(𝒕^{})+H_1(𝑼)`$ (“reference system”). Note that both the original system $`H`$ and the reference system $`H^{}`$ must share the same interaction part. For any $`𝚺`$ parameterized as $`𝚺(𝒕^{})`$ we then have Potthoff (2003):

$$\mathrm{\Omega }_𝒕[𝚺(𝒕^{})]=\mathrm{\Omega }^{}+\mathrm{Tr}\mathrm{ln}((𝑮_0^1𝚺(𝒕^{}))^1)\mathrm{Tr}\mathrm{ln}(𝑮^{}),$$
(2)
where $`\mathrm{\Omega }^{}`$, $`𝑮^{}`$, and $`𝚺(𝒕^{})`$ are the grand potential, the Green’s function and the self-energy of the reference system $`H^{}`$ while $`𝑮_0`$ is the free Green’s function of $`H`$. For a proper choice of $`𝒕^{}`$ (namely such that certain degrees of freedom in $`H^{}`$, e.g. those in different clusters, are decoupled), a (numerically) exact computation of these quantities is possible. Hence, the self-energy functional (2) can be evaluated exactly for this $`𝚺=𝚺(𝒕^{})`$. A certain approximation is characterized by a choice for $`𝒮`$. As $`𝚺`$ is parameterized by $`𝒕^{}`$, this means to specify a space of variational parameters $`𝒕^{}`$. Any choice leads to a thermodynamically consistent approach since, once the variational procedure is carried out, Eq. (2) provides an explicit expression for a thermodynamical potential. For a further discussion of the general concept of the SFT see Ref. Potthoff (2003); a detailed description of its practical application is given in Ref. Potthoff (2003).

Cluster approximations: Fig. 1 illustrates the construction of cluster approximations within the framework of the SFT. To be specific, $`H`$ is taken to be the Hubbard model with nearest-neighbor hopping. Subdividing the infinite lattice into identical clusters of finite size, $`H^{}`$ is obtained from $`H`$ by switching off the inter-cluster hopping and by switching on the hopping to new uncorrelated ($`U_{\mathrm{bath}}=0`$) bath sites (Fig. 1, middle). Both operations merely change the one-particle part of the Hamiltonian, i.e. $`𝒕𝒕^{}`$, while the interaction part ($`𝑼`$) remains fixed – as required. To search for a stationary point on this space $`𝒮`$ of cluster-representable self-energies, one has to proceed as follows: (i) Compute the self-energy $`𝚺(𝒕^{})`$ of the reference system for a given $`𝒕^{}`$. (ii) Use Eq. (2) to evaluate $`\mathrm{\Omega }_𝒕[𝚺]`$ at $`𝚺=𝚺(𝒕^{})`$. (iii) Repeat steps (i) and (ii) for different $`𝒕^{}`$ to compute the function $`\mathrm{\Omega }(𝒕^{})\mathrm{\Omega }_𝒕[𝚺(𝒕^{})]`$ and the stationary point $`𝒕_\mathrm{s}^{}`$ given by $`\mathrm{\Omega }(𝒕_\mathrm{s}^{})/𝒕^{}=0`$. As shown in Ref. Potthoff (2003), causality requirements are respected.

The variational adjustment of the intra-cluster one-particle parameters $`𝒕^{}`$ can be looked upon as a (partial) compensation for the error introduced by the finite cluster size. An inclusion of $`n_\mathrm{b}`$ bath sites per original correlated site enlarges the number of variational parameters and thereby the space $`𝒮`$. This is expected to (and does) improve the approximation (see results below). In the limit of infinite cluster size (number of correlated sites within a cluster $`N_c\mathrm{}`$), the exact self-energy becomes $`𝒕^{}`$ representable and therefore the cluster approximation itself becomes exact. Since $`N_c`$ must be finite (small) in any practical calculation, one should focus on local quantities such as the on-site Green’s function $`G_{ii}=(𝑮_0^1𝚺(𝒕_\mathrm{s}^{}))_{ii}^1`$, for example.

CPT and C-DMFT: For a certain cluster approximation, it has to be specified which of the different intra-cluster one-particle parameters $`𝒕^{}`$ are treated as variational parameters. The simplest idea is to consider the intra-cluster hopping as fixed at the original values, $`t_{ij}^{}=t_{ij}`$ (for $`i,j`$ in the same cluster), and not to switch on a hopping to bath sites (i. e. not to introduce any bath sites). In this case there is no variational parameter at all. $`𝚺(𝒕^{})`$ is calculated once, and the Green’s function $`𝑮`$ for the original model is obtained by the (lattice) Dyson equation $`𝑮^1=𝑮_0^1𝚺(𝒕^{})`$. As $`𝚺(𝒕^{})`$ is the exact self-energy for $`H^{}`$ we also have: $`𝚺(𝒕^{})=𝑮_{0}^{}{}_{}{}^{1}𝑮_{}^{}{}_{}{}^{1}`$ and consequently $`𝑮^1=𝑮_0^1𝑮_{0}^{}{}_{}{}^{1}+𝑮_{}^{}{}_{}{}^{1}=𝑮_{}^{}{}_{}{}^{1}𝑽`$ with $`𝑽`$ being the inter-cluster hopping. As this is equivalent to the RPA-type equation mentioned above, one recovers the CPT.

The C-DMFT is obtained by introducing a hopping $`t_{ir}^{}`$ to $`n_\mathrm{b}=\mathrm{}`$ bath sites $`r=1,\mathrm{},n_\mathrm{b}`$ per correlated site $`i=1,\mathrm{},N_\mathrm{c}`$ and taking this hopping (“hybridization”) and the bath on-site energies $`ϵ_{i,r}^{}`$ as variational parameters while for the correlated sites $`t_{ij}^{}=t_{ij}`$ is still fixed. Assume that bath parameters $`\{t_{ir}^{},ϵ_{i,r}^{}\}`$ can be found such that the C-DMFT self-consistency equation is fulfilled. In Ref. Kotliar et al. ((2001) this was given in $`𝒌`$-space representation ($`𝒌`$ from the reduced Brillouin zone). In the real-space representation the self-consistency equation reads

$$(𝑮_0^1𝚺(\{t_{ir}^{},ϵ_{i,r}^{}\}))_{ij}^1=G_{ij}^{},$$
(3)
where $`i,j`$ must belong to the same cluster. This immediately implies that $`𝚺(\{t_{ir}^{},ϵ_{i,r}^{}\})`$ satisfies the SFT Euler equation $`\mathrm{\Omega }(𝒕^{})/𝒕^{}=0`$ or, calculating the derivative,

$$T\underset{\omega }{}\underset{ij}{}\left(\frac{1}{𝑮_0^1𝚺(𝒕^{})}𝑮^{}\right)_{ji}\frac{\mathrm{\Sigma }_{ij}(𝒕^{})}{𝒕^{}}=0.$$

This holds since the “projector” $`\mathrm{\Sigma }_{ij}(𝒕^{})/𝒕^{}=0`$ if $`i,j`$ belong to different clusters as these are decoupled in the reference system. We conclude that the self-energy functional is stationary at the C-DMFT self-energy.

In principle, approximations may also be constructed in reciprocal $`𝒌`$ space. For the Hubbard model, however, there is no simple reference system as the interaction part is non-local in $`𝒌`$ space. In particular, it is not possible to recover the dynamical cluster approximation (DCA) Hettler et al. ((1998) within the SFT.

“Intermediate” approach: The C-DMFT self-consistency equation can generally be fulfilled for $`n_\mathrm{b}=\mathrm{}`$ only. Within a cluster approach based on the SFT there are no formal problems, however, if $`n_\mathrm{b}<\mathrm{}`$. A finite $`n_\mathrm{b}`$ yields an approximation inferior as compared to $`n_\mathrm{b}=\mathrm{}`$ (C-DMFT) and superior as compared to $`n_\mathrm{b}=0`$ (CPT) as there are less or more variational parameters, respectively. For $`0<n_\mathrm{b}<\mathrm{}`$ the parameters must be found to satisfy the Eq. (Variational cluster approach to correlated electron systems in low dimensions).

Since the convergence with respect to $`n_\mathrm{b}`$ appears to be rapid for local physical quantities Potthoff (2003) and since the cluster Hilbert-space dimension increases exponentially with $`n_\mathrm{b}`$, approximations with small $`n_\mathrm{b}`$ (or even $`n_\mathrm{b}=0`$, CPT) appear advantageous. Anyway, the bath concept must become irrelevant in the limit $`N_\mathrm{c}\mathrm{}`$. On the other hand, there are good reasons to introduce bath sites: Depending on the dimensionality of the problem, it can be the description of the local (temporal) correlations that needs to be improved in first place. Note that for $`N_\mathrm{c}=1`$ and $`n_\mathrm{b}=\mathrm{}`$ the DMFT is recovered which represents the exact solution for $`D=\mathrm{}`$ Georges et al. ((1996). Furthermore, bath sites can serve as particle reservoirs which will be essential for a proper description of filling dependencies. Finally, the presence of bath sites may also facilitate practical calculations to treat the reference system, e.g. by an attenuation of the sign problem in the context of a Hirsch-Fye like QMC approach Hirsch and Fye ((1986).

Intra-cluster hopping determined variationally: For both the CPT and the C-DMFT the hopping between correlated sites is fixed at $`t_{ij}^{}=t_{ij}`$ (for the C-DMFT, this is even a necessary condition to satisfy Eq. (3) as can easily be seen from a high-frequency expansion). Contrary, within the SFT there is a priori no reason to fix $`t_{ij}^{}`$. A cluster approximation with $`t_{ij}^{}`$ determined variationally represents another “intermediate” approach as shall be discussed in the following.

Numerical calculations have been performed for the $`D=1`$ Hubbard model. Instead of solving the Euler equation (Variational cluster approach to correlated electron systems in low dimensions), we have directly evaluated the self-energy functional according to Eq. (2). The reference system $`H^{}`$ is taken to be a set of decoupled Hubbard chains with $`N_\mathrm{c}`$ correlated sites each. For $`N_\mathrm{c}10`$ (no additional bath sites), the ground-state energy $`E_0^{}`$ (and thereby $`\mathrm{\Omega }^{}=E_0^{}\mu N^{}`$ for $`T=0`$) and the Green’s function $`𝑮^{}`$ are computed using the standard Lanczos algorithm Lin and Gubernatis ((1993). The self-energy is obtained as $`𝚺(𝒕^{})=𝑮_{0}^{}{}_{}{}^{1}𝑮_{}^{}{}_{}{}^{1}`$. In Eq. (2), the trace “Tr” consists of a sum over a complete set of one-particle quantum numbers and (after analytical continuation to the real $`\omega `$ axis) a frequency integration. To keep the calculations simple, only a single variational parameter is taken into account.

Fig. 2 shows $`E_0(t^{})=\mathrm{\Omega }(t^{})+\mu N^{}`$ with $`\mathrm{\Omega }(t^{})\mathrm{\Omega }_𝒕[𝚺(t^{})]`$ where $`t^{}`$ is the nearest-neighbor hopping within the cluster. Clearly, $`E_0`$ is stationary for $`t^{}`$ very close to $`t`$ but $`t^{}t`$. The effect is most obvious for the smallest cluster size $`N_\mathrm{c}=2`$ (see inset). We conclude that a variational determination of the hopping between the correlated sites in fact improves the approximation. Surprisingly, however, the improvement is almost negligible for reasonable $`N_\mathrm{c}`$. Similar results are obtained when different selected hopping parameters are varied.

Different variational parameters: It is possible to construct a consistent cluster approach by attaching uncorrelated bath sites only at the boundaries of the respective cluster. Compared to the C-DMFT, this choice represents a certain restriction of the parameter set which is motivated by the expectation that here bath degrees of freedom compensate for the finite-size errors most efficiently. Fig. 3 (left) shows that switching on the hopping $`t_\mathrm{b}`$ to two bath sites in fact lowers the minimal $`E_0`$. With increasing $`N_\mathrm{c}`$ the energy difference $`E_0(t_\mathrm{b}=t_\mathrm{b}^{\mathrm{min}})E_0(0)`$ decreases, and $`E_0(t_\mathrm{b})`$ becomes almost flat for small $`t_\mathrm{b}`$, as expected. Note that the binding energy gain due to inclusion of two bath sites $`|E_0(N_\mathrm{c},t_\mathrm{b}^{\mathrm{min}})E_0(N_\mathrm{c},0)|`$ is always smaller than the gain $`|E_0(N_\mathrm{c}+2,0)E_0(N_\mathrm{c},0)|`$ due to a larger cluster: Introducing bath sites is less efficient as increasing the cluster size, at least for $`D=1`$. Interestingly, the convergence of $`E_0`$ with increasing $`N_\mathrm{c}`$ appears to be much faster as compared to the direct cluster method (see arrows in Fig. 3).

Within the CPT the question of the correct boundary conditions is decided a posteriori by inspection of the respective results for the spectral density Sénéchal et al. (2002). Here we introduce a hopping parameter $`t_\mathrm{r}`$ between the edge sites and let the method “decide” by itself. As is seen in Fig. 3 (right), a minimum for $`E_0`$ is obtained at $`t_\mathrm{r}=0`$ (open boundary conditions) while there is no indication for a stationary point at $`t_\mathrm{r}=t`$ (periodic boundary conditions).

Conclusion: The self-energy-functional theory has been shown to provide a consistent and very general framework for the construction of variational cluster approximations including the CPT and the C-DMFT. The extreme flexibility with regard to the choice of variational parameters offers a variety of further methodical developments and applications.

###### Acknowledgements.

It is a pleasure to thank E. Arrigoni and W. Hanke for discussions. M. Aichhorn is supported by DOC \[Doctoral Scholarship Program of the Austrian Academy of Sciences\] and acknowledges hospitality at the physics institute in Würzburg. The work is supported by the DFG (SFB 290) and KONWIHR (CUHE).


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# Squaring the terms of an ℓ^"th" order linear recurrence

## 1 Introduction and the Main result

An $`\mathrm{}^{\text{th}}`$ order linear recurrence is a sequence in which each is a linear combination of the $`\mathrm{}`$ previous terms. The symbolic representation of an $`\mathrm{}^{\text{th}}`$ order linear recurrence defined by

$$a_n=\underset{j=1}{\overset{\mathrm{}}{}}p_ja_{nj}=p_1a_{n1}+p_2a_{n2}+\mathrm{}+p_{\mathrm{}}a_n\mathrm{},$$
(1)
is $`(a_n(c_0,\mathrm{},c_\mathrm{}1;p_1,\mathrm{},p_{\mathrm{}}))_{n0}`$, or briefly $`(a_n)_{n0}`$, where the $`p_i`$ are constant coefficients, with given $`a_j=c_j`$ for all $`j=0,1,\mathrm{},\mathrm{}1`$, and $`n\mathrm{}`$; in such a context, $`(a_n)_{n0}`$ is called an $`\mathrm{}`$-sequence.

In the case $`\mathrm{}=2`$, this sequence is called Horadam’s sequence and was introduced, in 1965, by Horadam , and it generalizes many sequences (see ). Examples of such sequences are the Fibonacci numbers $`(F_n)_{n0}`$, the Lucas numbers $`(L_n)_{n0}`$, and the Pell numbers $`(P_n)_{n0}`$, when one has the following initial conditions: $`p_1=p_1=c_1=1`$, $`c_0=0`$; $`p_1=p_2=c_1=1`$, $`c_0=2`$; and $`p_1=2`$, $`p_2=c_1=1`$, $`c_0=0`$; respectively. In 1962, Riordan  found the generating function for powers of Fibonacci numbers. He proved that the generating function $`_k(x)=_{n0}F_n^kx^n`$ satisfies the recurrence relation

$$(1a_kx+(1)^kx^2)_k(x)=1+kx\underset{j=1}{\overset{[k/2]}{}}(1)^j\frac{a_{kj}}{j}_{k2j}((1)^ix)$$

for $`k1`$, where $`a_1=1`$, $`a_2=3`$, $`a_s=a_{s1}+a_{s2}`$ for $`s3`$, and $`(1xx^2)^j=_{k0}a_{kj}x^{k2j}`$. Horadam  gave a recurrence relation for $`_k(x)`$ (see also ). Haukkanen  studied linear combinations of Horadam’s sequences and the generating function of the ordinary product of two of Horadam’s sequences. Recently, Mansour  found a formula for the generating functions of powers of Horadam’s sequence. In this paper we interested in studying the generating function for squaring the terms of the $`\mathrm{}`$-sequence, that is,

$$𝒜_{\mathrm{}}(x)=𝒜_{\mathrm{}}(x;c_0,\mathrm{},c_\mathrm{}1;p_1,\mathrm{},p_{\mathrm{}})=\underset{n0}{}a_n^2(c_0,\mathrm{},c_\mathrm{}1;p_1,\mathrm{},p_{\mathrm{}})x^n.$$

The main result of this paper can be formulated as follows. Let $`\mathrm{\Delta }_{\mathrm{}}=(\mathrm{\Delta }_{\mathrm{}}(i,j))_{0i,j\mathrm{}1}`$ be the $`\mathrm{}\times \mathrm{}`$ matrix

$$\mathrm{\Delta }_{\mathrm{}}(i,j)=\{\begin{array}{cc}1_{s=1}^{\mathrm{}}p_j^2x^j,\hfill & i=j=0\hfill \\ 2xv_j,\hfill & i=0\text{ and }1j\mathrm{}1\hfill \\ p_ix^i,\hfill & 1i\mathrm{}1\text{ and }j=0\hfill \\ \delta _{i,j}p_{ij}x^{ij}p_{i+j}x^i,\hfill & 1i\mathrm{}1\text{ and }1j\mathrm{}i\hfill \\ \delta _{i,j},\hfill & 1i\mathrm{}1\text{ and }\mathrm{}+1ij\mathrm{}1\hfill \end{array}$$

where $`v_j`$ is given by

$$v_j=p_1p_{j+1}+p_2p_{j+2}x+\mathrm{}+p_\mathrm{}jp_{\mathrm{}}x^{\mathrm{}j1},$$

for all $`j=1,2,\mathrm{},\mathrm{}1`$, we define $`p_i=0`$ for $`i0`$, and $`\delta _{i,j}=\{\begin{array}{cc}1,\hfill & \text{if }i=j\hfill \\ 0,\hfill & \text{if }ij\hfill \end{array}`$ .

Let $`\mathrm{\Gamma }_{\mathrm{}}=(\mathrm{\Gamma }_{\mathrm{}}(i,j))_{0i,j\mathrm{}1}`$ be the $`\mathrm{}\times \mathrm{}`$ matrix

$$\mathrm{\Gamma }_{\mathrm{}}(i,j)=\{\begin{array}{cc}x_{s=0}^\mathrm{}1(c_s^2w_{s1}^2)x^j,\hfill & i=j=0\hfill \\ x^{i+1}_{s=0}^{\mathrm{}1i}c_s(c_{s+i}w_{s+i1})x^s,\hfill & j=0\text{ and }1i\mathrm{}1\hfill \\ \mathrm{\Delta }_{\mathrm{}}(i,j),\hfill & 0i\mathrm{}1\text{ and }1j\mathrm{}1\hfill \end{array}$$

where $`w_j`$ is given by

$$w_j=p_1c_j+p_2c_{j1}+\mathrm{}+p_{j+1}c_0=\underset{s=1}{\overset{j+1}{}}p_sc_{j+1s},$$

for $`j=0,1,\mathrm{},\mathrm{}2`$ with $`w_1=0`$.

###### Theorem 1.1

The generating function $`𝒜_{\mathrm{}}(x)`$ is given by

$$\frac{det(\mathrm{\Gamma }_{\mathrm{}})}{xdet(\mathrm{\Delta }_{\mathrm{}})}.$$

The paper is organized as follows. In Section 2 we give the proof of Theorem 1.1 and in Section 3 we give some applications for Theorem 1.1.

## 2 Proofs

Let $`(a_n)_{n0}`$ be a sequence satisfying Relation (1) and $`\mathrm{}`$ be any positive integer. We define a family $`\{f_d(n)\}_{d=0}^\mathrm{}1`$ of sequences by

$$f_d(n)=a_{n1}a_{n1s},$$

and a family $`\{F_d(x)\}_{d=0}^\mathrm{}1`$ of generating functions by

$$F_d(x)=\underset{n1}{}a_{n1}a_{n1d}x^n.$$
(2)
Now we state two relations (Lemma 2.1 and Lemma 2.2) between the generating functions $`F_d(x)`$ and $`F_0(x)=x𝒜_{\mathrm{}}(x)`$ that play the crucial roles in the proof of Theorem 1.1.

###### Lemma 2.1

We have

$$F_0(x)=F_0(x)\underset{j=1}{\overset{\mathrm{}}{}}p_j^2x^j+2x\underset{j=1}{\overset{\mathrm{}1}{}}v_jF_j(x)+x\underset{j=0}{\overset{\mathrm{}1}{}}(c_j^2w_{j1}^2)x^j.$$

Proof.  Since the sequence $`(a_n)_{n0}`$ satisfying Relation (1) we get that

$$a_n^2=\underset{j=1}{\overset{\mathrm{}}{}}p_j^2a_{nj}^2+2\underset{1i<j\mathrm{}}{}p_ip_ja_{ni}a_{nj},$$

for all $`n\mathrm{}`$. Multiplying by $`x^n`$ and summing over $`n\mathrm{}`$ together with the following facts:

1. $`\underset{n\mathrm{}}{}a_n^2x^n=\frac{1}{x}\underset{n\mathrm{}}{}f_0(n+1)x^{n+1}=\frac{1}{x}\left(F_0(x)\underset{j=1}{\overset{\mathrm{}}{}}a_{j1}^2x^j\right)`$,
2. $`\underset{n\mathrm{}}{}a_{nj}^2x^n=\underset{n\mathrm{}}{}f_0(nj+1)x^n=x^{j1}\left(F_0(x)\underset{t=1}{\overset{\mathrm{}j}{}}a_{t1}^2x^t\right)`$,
3. $`\underset{n\mathrm{}}{}a_{ni}a_{nj}x^n=\frac{1}{x}\underset{n\mathrm{}+1}{}f_{ji}(ni)x^n=x^{i1}\left(F_{ji}(x)\underset{d=ji+1}{\overset{\mathrm{}i}{}}a_{d1}a_{dj+i1}x^d\right)`$,

we have that

$$\begin{array}{cc}F_0(x)\hfill & =F_0(x)\underset{j=1}{\overset{\mathrm{}}{}}p_j^2x^j+2\underset{1i<j\mathrm{}}{}p_ip_jx^iF_{ji}(x)\hfill \\ & +\underset{j=1}{\overset{\mathrm{}}{}}a_{j1}^2x^j\underset{j=1}{\overset{\mathrm{}}{}}\underset{i=1}{\overset{\mathrm{}j}{}}p_j^2a_{i1}^2x^{j+i}2\underset{1i<j\mathrm{}}{}\underset{d=ji+1}{\overset{\mathrm{}i}{}}p_ip_ja_{d1}a_{d(ji)1}x^{i+d}\hfill \\ & =F_0(x)\underset{j=1}{\overset{\mathrm{}}{}}p_j^2x^j+2x_{j=1}^\mathrm{}1v_jF_j(x)+x\underset{j=0}{\overset{\mathrm{}1}{}}(a_j^2w_{j1}^2)x^j.\hfill \end{array}$$

Hence,using the fact that $`a_j=c_j`$ for $`j=0,1,\mathrm{},\mathrm{}1`$ we obtain the desired result. $`\mathrm{}`$

###### Lemma 2.2

For any $`i=1,2,\mathrm{},\mathrm{}1`$,

$$F_i(x)=p_ix^iF_0(x)+\underset{j=1}{\overset{\mathrm{}i}{}}(p_{ij}x^{ij}+p_{i+j}x^i)F_j(x)+x^{i+1}\underset{j=0}{\overset{\mathrm{}1i}{}}c_j(c_{i+j}w_{i+j1})x^j.$$

Proof.  By direct calculations we have for $`n\mathrm{}+1`$,

$$f_i(n)=a_{n1}a_{n1i}=\underset{j=1}{\overset{\mathrm{}}{}}p_ja_{n1j}a_{n1i};$$

equivalently,

$$\begin{array}{c}f_i(n)\hfill \\ =p_1f_{i1}(n1)+p_2f_{i2}(n2)+\mathrm{}+p_if_0(ni)+p_{i+1}f_1(ni)+\mathrm{}+p_{\mathrm{}}f_\mathrm{}i(ni).\hfill \end{array}$$

As in Lemma 2.1, multiplying by $`x^n`$ and summing over $`n\mathrm{}+1`$ we get

$$\begin{array}{c}F_i(x)\underset{j=i+1}{\overset{\mathrm{}}{}}a_{j1}a_{j1i}x^j=\underset{j=1}{\overset{i}{}}p_jx^j\left(F_{ij}(x)\underset{d=ij+1}{\overset{\mathrm{}j}{}}a_{d1}a_{d(ij)1}x^d\right)\hfill \\ +\underset{j=i+1}{\overset{\mathrm{}}{}}p_jx^i\left(F_{ji}(x)\underset{d=ji+1}{\overset{\mathrm{}i}{}}a_{d1}a_{d(ji)1}x^d\right)\hfill \end{array}$$

The rest is easy to check from the definitions. $`\mathrm{}`$

Proof. (Theorem 1.1) Using the above lemmas together with the definitions we have

$$\mathrm{\Delta }_k[F_0(x),F_1(x),F_2(x),\mathrm{},F_\mathrm{}1(x)]^\text{T}=𝐰^\text{T},$$

where the vector $`𝐰`$ is given by

$$\left[\begin{array}{c}x_{j=0}^\mathrm{}1(c_j^2w_{j1})x^j\\ x^2_{j=0}^\mathrm{}2c_j(c_{j+1}w_j)x^j\\ x^3_{j=0}^\mathrm{}3c_j(c_{j+2}w_{j+1})x^j\\ \mathrm{}\\ x^\mathrm{}1_{j=0}^0c_j(c_{j+\mathrm{}1}w_{j+\mathrm{}2})x^j\end{array}\right].$$

Hence, the solution of the above equation gives the generating function $`F_0(x)=\frac{det(\mathrm{\Gamma }_{\mathrm{}})}{det(\mathrm{\Delta }_{\mathrm{}})}`$; equivalently, $`𝒜_{\mathrm{}}(x)=\frac{det(\mathrm{\Gamma }_{\mathrm{}})}{xdet(\mathrm{\Delta }_{\mathrm{}})}`$, as claimed in Theorem 1.1. $`\mathrm{}`$

## 3 Applications

In this section we present some applications of Theorem 1.1.

Fibonacci numbers. Let $`F_{k,n}`$ be the $`n^{\text{th}}`$ $`k`$-Fibonacci number which is given by

$$F_{k,n}=\underset{j=1}{\overset{k}{}}F_{k,nj},$$

for $`nk`$, with $`F_{k,0}=0`$ and $`F_{k,j}=1`$ for $`j=1,2,\mathrm{},k1`$; in such a context, $`F_{2,n}`$, $`F_{3,n}`$, and $`F_{4,n}`$ are usually called the $`n^{\text{th}}`$ Fibonacci numbers, tribonacci numbers, and tetranacci numbers; respectively. Using Theorem 1.1 with $`c_0=0`$ and

$$c_1=c_2=\mathrm{}=c_{k1}=p_1=p_2=\mathrm{}=p_k=1$$

gives the generating function $`_{n0}F_{k,n}^2x^n`$ (see Table 1).

From Table 1, for $`k=3`$ we obtain

$$\underset{n0}{}nF_{3,n}^2x^n=\frac{x(12x+2x^2+12x^3+8x^5+2x^6+4x^7+3x^8+2x^9)}{(x^3x^2x1)^2(x^3+x^2+3x1)^2}.$$

Pell numbers. Let $`P_{k,n}`$ be the $`n^{\text{th}}`$ $`k`$-Pell number which is given by

$$P_{k,n}=2P_{k,n1}+\underset{j=2}{\overset{k}{}}P_{k,nj},$$

for $`nk`$, with $`P_{k,j}=1`$ for $`j=0,1,\mathrm{},k1`$; in such a context, $`P_{2,n}`$ is usually called the $`n^{\text{th}}`$ Pell number. Using Theorem 1.1 with $`c_j=1`$ for $`j=0,1,\mathrm{},k1`$ and $`p_j=1`$ for $`j=1,2,\mathrm{},k`$ gives the generating function $`_{n0}P_{k,n}^2x^n`$ (see Table 2).

From Table 2, for $`k=2`$ we have

$$\underset{n0}{}nP_{2,n}^2x^n=\frac{x(12x+10x^22x^3+x^4)}{(x+1)^2(x^26x+1)^2}.$$

2000 Mathematics Subject Classification: Primary 11B39; Secondary 05A15


text:
# Entanglement and spin squeezing in the two-atom Dicke model

## References


text:
# Conjecture 1 (Local restriction conjecture)

On the Hardy-Littlewood majorant problem
Ben Green111While this work was carried out the first author was resident in Budapest, and was supported by the Mathematics in Information Society project carried out by Rényi Institute, in the framework of the European Community’s Confirming the International Rôle of Community Research programme. and Imre Z. Ruzsa

## Abstract

Let $`\mathrm{\Lambda }\{1,\mathrm{},N\}`$, and let $`\{a_n\}_{n\mathrm{\Lambda }}`$ be a sequence with $`|a_n|1`$ for all $`n`$. It is easy to see that

$$\underset{n\mathrm{\Lambda }}{}a_ne(n\theta )_p\underset{n\mathrm{\Lambda }}{}e(n\theta )_p$$

for every even integer $`p`$. We give an example which shows that this statement can fail rather dramatically when $`p`$ is not an even integer. This answers in the negative a question known as the Hardy-Littlewood majorant conjecture, thereby ruling out a certain approach to the restriction and Kakeya families of conjectures.

1. Introduction Let $`\mathrm{\Lambda }\{1,\mathrm{},N\}`$, and let $`\{a_n\}_{n\mathrm{\Lambda }}`$ be a sequence with $`|a_n|1`$ for all $`n`$. Hardy and Littlewood observed (as a simple consequence of Parseval’s identity) that we have

$$\underset{n\mathrm{\Lambda }}{}a_ne(n\theta )_p\underset{n\mathrm{\Lambda }}{}e(n\theta )_p$$
(1)
for every even integer $`p`$. They asked what, if anything, can be said about other values of $`p>2`$. Defining a constant $`B_p(\mathrm{\Lambda })`$ by

$$\underset{\{a_n\}:|a_n|1}{sup}\underset{n\mathrm{\Lambda }}{}a_ne(n\theta )_p=B_p(\mathrm{\Lambda })\underset{n\mathrm{\Lambda }}{}e(n\theta )_p,$$
(2)
their question may be interpreted as asking for the behaviour of $`B_p(\mathrm{\Lambda })`$. Thus for any $`\mathrm{\Lambda }`$ one has $`B_p(\mathrm{\Lambda })=1`$ for all even integers $`p`$. As Hardy and Littlewood  knew, it is possible for $`B_3(\mathrm{\Lambda })`$ to be larger than $`1`$, so that a perfect analogue of (1) cannot hold. We will discuss an example later on.
Let us give a brief history of the problem since Hardy and Littlewood. It is natural to write

$$B_p(N)=\underset{\mathrm{\Lambda }\{1,\mathrm{},N\}}{sup}B_p(\mathrm{\Lambda })$$

and to ask for the behaviour of $`B_p(N)`$. Thus Hardy and Littlewood knew that $`B_3(N)>1`$, and Boas  later showed that $`B_p(N)>1`$ for any $`p\{2,4,6,\mathrm{}\}`$. Disproving a conjecture of Hardy and Littlewood, Bachelis  (see also  p. 138) showed that in fact $`B_p(N)\mathrm{}`$ for any $`p\{2,4,6,\mathrm{}\}`$. The idea behind this construction is to take a kind of product of Boas-type examples, an idea which Bachelis states was communicated to him by Katzelson. A more precise version of the same idea forms the heart of the present paper.
Recently, there has been renewed interest in the quantitative behaviour of $`B_p(N)`$ due to connections with two famous open questions in harmonic analysis, the restriction conjecture and the Kakeya conjecture. The Kakeya conjecture is a problem in geometric measure theory of much greater importance than one would at first sight think. In its weakest form, it asserts that a Besicovitch set, that is any compact subset of $`^d`$ containing a unit line segment in each direction, must have Minkowski dimension $`d`$. The restriction conjecture is, put simply, an assertion about the Fourier transforms of functions supported on the $`(d1)`$-dimensional Euclidean sphere $`S^{d1}^d`$. One form of it is the following.

###### Conjecture 1 (Local restriction conjecture)

There exists, for each $`ϵ>0`$, an absolute constant $`\gamma =\gamma _{d,ϵ}`$ with the following property. Let $`\sigma `$ be the surface measure on $`S^{d1}`$, and suppose that $`f:S^{d1}`$ is a continuous function with $`f_{\mathrm{}}1`$. Then, for all $`R`$ sufficiently large,

$$_{|\xi |R}|\widehat{fd\sigma }(\xi )|^{2d/(d1)}𝑑\xi \gamma R^ϵ.$$

This implies a rather more classical global restriction conjecture of the form

$$|\widehat{fd\sigma }(\xi )|^{2d/(d1)+\delta }𝑑\xi =O_{\delta ,d}(1)$$
(3)
by the so-called $`ϵ`$-removal technique of Tao . Conjecture 1 is known to be true for $`d=2`$ (see ) but not for any higher value of $`d`$. It would, by a classical method (essentially due to Fefferman – see , Chapter 5) imply the Kakeya conjecture.
The novice reader may be rather mystified by all of this, but by now there are several good introductions to this area of research, such as . See also .
By an argument which is sketched in , Conjecture 1 would follow if we could show that

$$B_p(\mathrm{\Gamma })_{p,ϵ}N^ϵ,$$
(4)
where $`\mathrm{\Gamma }\{1,\mathrm{},N\}`$ is a set constructed by discretizing and then projecting the sphere $`S^{d1}`$ in a suitable way. The resulting set $`\mathrm{\Gamma }`$ is not particularly natural, but this would not concern us if we could prove that in fact (4) holds for any $`\mathrm{\Lambda }`$ in place of $`\mathrm{\Gamma }`$, that is that $`B_p(N)_{p,ϵ}N^ϵ`$. The question of whether such a statement holds has become known as the Hardy-Littlewood majorant problem and, as we have stated, it would imply the restriction conjecture, and hence the Kakeya conjecture.

###### Problem 2 (Hardy-Littlewood majorant problem)

Is it true that we have an estimate

$$B_p(N)_{p,ϵ}N^ϵ$$

for all $`ϵ>0`$ and $`p2`$?

In  it is shown that $`B_p(N)\mathrm{exp}(c\mathrm{log}N/\mathrm{log}\mathrm{log}N)`$. In  a detailed investigation of the behaviour of $`B_p(\mathrm{\Lambda })`$ for random subsets $`\mathrm{\Lambda }\{1,\mathrm{},N\}`$ is conducted. In particular it is shown that for any fixed $`\lambda (0,1)`$ and for any $`p(2,4)`$ (the range of interest for applications) a random subset $`\mathrm{\Lambda }\{1,\mathrm{},N\}`$ with cardinality $`N^\lambda `$ will satisfy $`B_p(\mathrm{\Lambda })_{p,ϵ,\lambda }N^ϵ`$ almost surely.
The main theorem of this paper is that the answer to Problem 2 is no.

###### Theorem 3

$`B_3(N)N^\eta `$ for some explicitly computable positive constant $`\eta `$.

The proof is by construction of a set $`\mathrm{\Lambda }`$ with $`B_3(\mathrm{\Lambda })`$ large, and is completely explicit. In the next section we describe the construction, and then we offer two alternative proofs of Theorem 3.
We have recently heard that Mockenhaupt and Schlag have independently obtained a proof of Theorem 3. In fact, they obtain the same result with $`3`$ replaced by any $`p>2`$ which is not an even integer. Our construction could be modified to obtain such a result, but we have not done so here. The two approaches are quite similar, which is perhaps rather unsurprising. Mockenhaupt and Schlag’s argument will appear in .
2. The construction. It seems to be quite well-known (see , p144) that if $`Q(\theta )=1+e(\theta )+e(3\theta )`$ and $`q(\theta )=1+e(\theta )e(3\theta )`$ then

$$_0^1|q(\theta )|^3𝑑\theta >_0^1|Q(\theta )|^3𝑑\theta .$$

In any case this statement is rather easy to check on a computer, and it confirms that the set $`\mathrm{\Lambda }=\{0,1,3\}`$ has $`B_3(\mathrm{\Lambda })>1`$. It is rather natural to try taking a product of several copies of this set. Thus if $`D`$ is a large positive integer, define the set

$$\mathrm{\Lambda }=\left\{\underset{i=0}{\overset{k1}{}}\epsilon _iD^i\right|\epsilon _i\{0,1,3\}\text{ for all }i\},$$

where $`k=\mathrm{log}N/\mathrm{log}D`$. We will show that if $`D`$ is large enough then these sets satisfy Theorem 3. In fact if $`a_n`$ is defined to be $`(1)^{W(n)}`$, where $`W(n)`$ is the number of 3s in the base $`D`$ expansion of $`D`$, then we will be able to prove that $`a_ne(n\theta )_3`$ is much larger than $`e(n\theta )_3`$. It is easy to see that

$$\underset{n\mathrm{\Lambda }}{}e(n\theta )=\underset{i=0}{\overset{k1}{}}Q(D^i\theta )$$
(5)
and

$$\underset{n\mathrm{\Lambda }}{}a_ne(n\theta )=\underset{i=0}{\overset{k1}{}}q(D^i\theta ).$$
(6)
We we will write these two expressions as $`F(\theta )`$ and $`f(\theta )`$ respectively.
3. Proof that the construction works. To estimate the norms of $`F`$ and $`f`$ we prove the following.

###### Lemma 4

Let $`p`$ be *any* trigonometric polynomial and, for let $`D`$ be a large positive integer. Define a trigonometric polynomial $`g`$ by

$$g(\theta )=\underset{i=0}{\overset{k1}{}}p(D^i\theta )$$

*(*viz. equation (5)*)*. Let $`\alpha `$ and $`\epsilon `$ be positive numbers. Then there is a $`D_0=D_0(p,\alpha ,\epsilon )`$ such that for all $`D>D_0`$ we have

$$p_\alpha \epsilon g_\alpha ^{1/k}p_\alpha +\epsilon $$
(7)
for every $`k`$.

Remark. Of course, we are interested in the case $`p=1+e(\vartheta )+e(3\vartheta )`$ or $`1+e(\theta )e(3\vartheta )`$.
Proof. We proceed by finding functions $`r^+`$ and $`r^{}`$ satisfying

$$0r^{}(\varphi )|p(\varphi )|^\alpha r^+(\varphi )$$
(8)
and

$$(p_\alpha \epsilon )^\alpha r^{}_1r^+_1(p_\alpha +\epsilon )^\alpha $$
(9)
with the property that both $`r=r^+`$ and $`r=r^{}`$ satisfy

$$_0^1\underset{i=0}{\overset{k1}{}}r(D^i\vartheta )d\vartheta =\left(_0^1r(\vartheta )𝑑\vartheta \right)^k$$
(10)
for any positive integer $`k`$. Once such functions have been given we can estimate $`g_\alpha `$ by

$`g_\alpha ^\alpha `$ $`=`$ $`{\displaystyle _0^1}{\displaystyle \underset{i=0}{\overset{k1}{}}}|p(D^i\vartheta )|^\alpha d\vartheta `$
$``$ $`{\displaystyle _0^1}{\displaystyle \underset{i=0}{\overset{k1}{}}}r^+(D^i\vartheta )d\vartheta `$
$`=`$ $`\left({\displaystyle _0^1}r^+(\vartheta )𝑑\vartheta \right)^k`$
$``$ $`(p_\alpha +\epsilon )^{\alpha k},`$
which is the upper bound of (7). The lower bound follows similarly by using $`r^{}`$.
Properties (8) and (9) will follow from an assumption

$$\mathrm{max}(0,|p(\varphi )|^\alpha \delta )r^{}(\varphi )|p(\varphi )|^\alpha r^+(\varphi )|p(\varphi )|^\alpha +\delta $$
(11)
with a suitably chosen positive $`\delta `$.
One class of functions $`r`$ that have property (10) is $`𝒜`$, the functions that are constant on each interval $`R_j=[j/D,(j+1)/D)`$. To see this, observe that

$$(\vartheta ,D\vartheta ,\mathrm{},D^{k1}\vartheta )R_{j_0}\times \mathrm{}\times R_{j_{k1}}$$
(12)
precisely for those $`\vartheta `$ whose base $`D`$ expansion starts

$$\vartheta =\frac{j_0}{D}+\frac{j_1}{D^2}+\mathrm{}+\frac{j_{k1}}{D^k}+\mathrm{}$$

Thus for fixed $`j_0,\mathrm{},j_{k1}`$ the inclusion (12) holds for $`\vartheta `$ lying in some interval of length exactly $`D^k`$, and this quickly implies (10). The continuity of $`p`$ ensures that we may find $`r𝒜`$ which satisfy (11) as well, provided of course that $`D`$ is sufficiently large.
Another class of functions $`r`$ that can be used is $``$, the trigonometrical polynomials of degree less than $`D/2`$. It is easy to see that any $`r`$ satisfies (10). If $`p`$ has no zero on the unit circle (which is the case for the polynomials which actually interest us) then (11) is an immediate consequence of Weierstrass’ approximation theorem. If $`p`$ does have a zero, some care is needed to find the lower function $`r^{}`$. One can circumvent the obstacle by seeking $`r^{}`$ in the form

$$r^{}(\varphi )=|p(\varphi )|^mh(\varphi ),$$

where $`m>\alpha `$ is an even integer and $`h`$ is a trigonometric polynomial. If $`h`$ satisfies

$$\mathrm{max}(0,\frac{|p(\varphi )|^\alpha \delta }{|p(\varphi )|^m})h(\varphi )\frac{|p(\varphi )|^\alpha +\delta }{|p(\varphi )|^m}$$

then $`r^{}`$ will satisfy (11). The existence of such an $`h`$ does now follow from Weierstrass’ theorem.
Whether we use $`𝒜`$ or $``$, the lemma has certainly been verified.
We remark that the use of $`𝒜`$ is both simpler and works for every continuous function $`p`$, while the use of $``$ only works for functions that have only a finite number of roots, and if those roots have finite order. It has, however, some hidden advantages. If $`p`$ is a nice function (say, analytic), then approximation by polynomials of degree $`D`$ is typically much better than by functions of step $`1/D`$. Furthermore, if we use polynomials of higher degree, then, though the simple equality (10) will no longer hold, it is still possible to calculate the integral on the left side by a linear recurrence. This was done in a different context by Pintz and the second author .
By the remarks in §2, the deduction of Theorem 3 is simply a matter of proving a bound of the form $`f_3N^\eta F_3`$. We apply the Lemma for the functions $`p`$ and $`q`$ defined in §2, $`\alpha =3`$ and

$$\epsilon =(q_3Q_3)/3,$$

say. Then we have $`f_3/F_3c^k`$ with

$$c=\frac{q_3\epsilon }{Q_3+\epsilon }>1.$$

Observing that $`N<D^k`$ we see that Theorem 3 holds with $`\eta =\mathrm{log}c/\mathrm{log}D`$.
An explicit constant $`\eta `$ could be calculated, but it would be very small. To finish this section we show that $`\eta 1/18`$ by modifying an argument sketched in .

###### Proposition 5

Let $`\mathrm{\Lambda }\{1,\mathrm{},N\}`$, and let $`(a_n)_{n\mathrm{\Lambda }}`$ be a sequence with $`|a_n|1`$ for all $`n`$. Then

$$\underset{n\mathrm{\Lambda }}{}a_ne(n\theta )_3N^{1/18}\underset{n\mathrm{\Lambda }}{}e(n\theta )_3.$$

Proof. Consider the map $`T:l^{\mathrm{}}(\mathrm{\Lambda })C(𝕋)`$ defined by

$$(Ta)(\theta )=a_ne(n\theta )$$

for any $`a=(a_n)_{n\mathrm{\Lambda }}`$. Write $`F(\theta )=_{n\mathrm{\Lambda }}e(n\theta )`$. Then it is easy to check, using Parseval’s identity, the bounds

$$Ta_2a_{\mathrm{}}F_2$$

and

$$Ta_4a_{\mathrm{}}F_4$$

for any sequence $`a`$. By the Riesz–Thorin interpolation theorem (one reference is , Ch. 7.) these imply a bound

$$Ta_3a_{\mathrm{}}F_2^{1/3}F_4^{2/3}.$$
(13)
Now observe that

$$F_2F_3$$
(14)
and that

$`F_4`$ $``$ $`F_{\mathrm{}}^{1/4}F_3^{3/4}`$ (15)
$``$ $`|\mathrm{\Lambda }|^{1/4}F_3^{3/4}.`$
Equations (13),(14) and (15) immediately lead to

$$Ta_3a_{\mathrm{}}|\mathrm{\Lambda }|^{1/6}F_3^{5/6}.$$
(16)
However, observing that $`|F(\theta )||\mathrm{\Lambda }|/2`$ for $`|\theta |1/10N`$, we see that $`F_3|\mathrm{\Lambda }|N^{1/3}`$. This provides an upper bound for $`|\mathrm{\Lambda }|`$ which, when substituted into (16), gives the bound

$$Ta_3N^{1/18}a_{\mathrm{}}F_3.$$

This is what we wanted to prove.
We remark if one wished to replace the exponent $`3`$ by some $`p(2,4)`$ then an identical argument would allow one to replace $`1/18`$ by $`2(1/p1/4)(12/p)`$.
4. Further remarks on the majorant problem. Our result, Theorem 3, is rather negative since it does nothing more than rule out an approach to some well-known problems which was rather optimistic. The constants $`B_p(\mathrm{\Lambda })`$ are really of interest for specific sets which arise “naturally”, for example from surfaces in Euclidean space.
Mockenhaupt  proves that if $`f:S^1`$ satisfies $`f_{\mathrm{}}1`$ then one has the inequality

$$_{|\xi |R}|\widehat{fd\sigma }(\xi )|^4𝑑\xi \pi _{|\xi |R}|\widehat{d\sigma }(\xi )|^4𝑑\xi $$
(17)
for $`R`$ sufficiently large (recall that $`\sigma `$ is the induced measure on $`S^1`$, considered as a subset of $`^2`$). This may be regarded as an estimate of Hardy-Littlewood majorant type, with the rôle of the set $`\mathrm{\Lambda }`$ being played by $`S^1`$. We are not aware of any counterexamples to the corresponding statement in $`d`$ dimensions. That is, we cannot be certain that there is no absolute constant $`C_d`$ such that

$$_{|\xi |R}|\widehat{fd\sigma }(\xi )|^{2d/(d1)}𝑑\xi C_d_{|\xi |R}|\widehat{d\sigma }(\xi )|^{2d/(d1)}𝑑\xi $$
(18)
for all functions $`f:S^{d1}`$ with $`f_{\mathrm{}}1`$ and all $`RR_0(d)`$.
The relevance of the exponent $`2d/(d1)`$ is that $`\widehat{d\sigma }`$ lies in $`L^q(^d)`$ if and only if $`q>2d/(d1)`$.
The estimate (18), if true, would be quite remarkable. It would immediately imply a strong quantitative form of the local restriction conjecture (Conjecture 1). It would also imply, by the classical method that if $`E^d`$ is a Besicovitch set then the $`\delta `$-neighbourhood $`N_\delta (E)`$ has measure at least $`c_d\left(\mathrm{log}(1/\delta )\right)^{1d}`$. This would be an extremely strong quantitative form of the Kakeya conjecture. Trying to disprove this might not be a bad way of showing that (18) is too optimistic, if indeed this is the case.


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# Observation of Droplet Size Oscillations in a Two-Phase Fluid under Shear Flow

## Abstract

Experimental observations of droplet size sustained oscillations are reported in a two-phase flow between a lamellar and a sponge phase. Under shear flow, this system presents two different steady states made of monodisperse multilamellar droplets, separated by a shear-thinning transition. At low and high shear rates, the droplet size results from a balance between surface tension and viscous stress whereas for intermediate shear rates, it becomes a periodic function of time. A possible mechanism for such kind of oscillations is discussed.

Homogenizing immiscible fluids by the use of shear flow is an everyday experience and a fundamental step in the processing of soft materials Larson (1999). By fragmenting large domains, the flow opposes the thermodynamics instability driving phase separation and leads to the formation of non-equilibrium steady states in which the coarsening is stopped Onuki (1997). Since the pioneering work of Taylor Taylor (1934) on isolated Newtonian emulsions, the study of the rupture and deformation of isolated droplets under shear flow has drawn much attention. For Newtonian fluids, the dispersed phase forms generally somewhat deformed spherical droplets of the break-up size: $`R\chi /\eta \dot{\gamma }`$, where $`\chi `$ is the surface tension between both phases, $`\eta `$ the shear viscosity and $`\dot{\gamma }`$ the shear rate Taylor (1934). However, when the shear response of the fluids exhibits complexity as in semi-dilute entangled polymer solutions Hashimoto et al. (1995), near critical mixtures Min et al. (1989), lamellar-sponge phase-separated mixtures Cristobal et al. (2000), or emulsions Mason and Bibette (1996), other steady state structures such as cylindrical domains (known as the string phase), two dimensional domains (ribbons phase) or colloidal crystals made of droplets are observed. Predicting the steady state domain morphology which results from the interplay between the flow, the surface tension, the volume fraction of the two phases and their viscosities is a real challenge in non-equilibrium physics. Moreover, for a wide class of complex fluids, several different structures can be obtained under shear flow; these steady states are thus separated by out-of-equilibrium transitions. Depending on the nature of the rheological transition (shear-thinning or shear-thickening) and on the imposed dynamic variable (stress or shear rate), structural bistability and/or coexistence between structures characterized by shear-banding, can be seen Cristobal et al. (2000); Bonn et al. (1993); Olmsted and Lu (1997). Because energy is constantly brought into the system, these transitions are also expected to lead to richer behavior such as bifurcations to oscillatory states or even to chaos Wunenburger et al. (2001); Grosso et al. (2001); Bandyopadhyay et al. (2000); Head et al. (2001); Picard et al. (2002).

The purpose of this letter is to show for the first time on two-phase flow that the droplet size can be a periodic function of time. Those oscillations are asymptotic (i.e. they do not correspond to a transient regime) and display a huge period of time, typically a few thousands of seconds.

We study a pseudo binary mixture made of sodium bis(2-ethylhexyl) sulfo-succinate (AOT) and brine (water and sodium chloride) Gosh and Miller (1987). At $`T=25^{}`$C, for low salinities ($`S14`$ g.l-1), flat bilayers of AOT, stack upon each other and a lamellar phase ($`L_\alpha `$) is observed. At high salinities ($`S20`$ g.l-1), the bilayers interconnect randomly and result in a Newtonian bicontinuous phase referred to in Literature as sponge phase (or $`L_3`$ phase) Porte (1992). For intermediate salinities, coexistence between $`L_\alpha `$ and $`L_3`$ phases is found. We prepare solutions in the two-phase ($`L_\alpha /L_3`$) region with 20% wt. AOT (from Fluka) and 80% wt. brine ($`S=17`$ g.l-1) and let them rest for a few weeks to reach equilibrium. Because of a density mismatch between the two phases, an interface appears and the volume fraction of $`L_\alpha `$ phase (65% at $`T=25^{}`$C) can be measured directly from the observation of the position of this interface.

Experiments: As previously described Courbin et al. (2002), Small Angle static Light Scattering experiments (SALS) are performed at imposed shear rate with a home made transparent Couette cell, with gap $`e=1`$ mm and inner radius $`R_i=16`$ mm. In short, a circularly polarized laser beam (He-Ne, $`\lambda =632.8`$ nm) passes through the cell along $`v`$, the shear gradient direction and probes the sample in only one of the gaps. The scattered pattern corresponding to light scattered in the velocity-vorticity ($`𝐯,𝐳`$) plane is digitalized, by means of a CCD video camera for the frame acquisition. Experiments at imposed stress (rheology and SALS) are performed with a commercial rheometer (RS5, Rheometrics), using a transparent Mooney-Couette cell with gap $`e=0.7`$ mm and inner radius $`R_i=19`$ mm. To investigate the effect of flow on the ($`L_\alpha /L_3`$) phase region, the solution is stirred in order to obtain a macroscopic homogeneous mixture, before introducing it into the Couette cell and shearing it at a constant stress.

Results: After a transient regime which is a few hours long, a steady state (i.e. $`\dot{\gamma }`$ does not any longer vary) is reached (see Fig. 1). This steady state I is characterized in SALS by a scattering ring with a well defined six fold modulation of its radial intensity (see Fig. 2). It does not depend on initial conditions and is determined only by the value of $`\sigma `$, the applied stress. If the flow is stopped, the ring persists during a few tens of minutes with same size, indicating that this shear-induced structure is metastable. Microscopic observations reveal that this homogeneous structure consists of a monodisperse closed-compact multilamellar droplets Courbin et al. (2003) (Inset Fig. 2).

The ring corresponds to the characteristic size of these closed packed droplets and its modulation shows the existence of a hexagonal order in the positions of the droplets. When the stress is increased, the value of the steady shear rate increases accordingly to $`\dot{\gamma }\sigma ^2`$ (indicating a shear-thinning of the sample since the viscosity $`\eta `$ varies as $`\eta =A_I\dot{\gamma }^{1/2}`$, see Fig. 1). The size of the ring becomes larger and larger indicating that the steady droplet size $`R`$ decreases. At a well defined stress $`\sigma _c30`$ Pa, a transition characterized by a jump in the measured shear rate occurs between steady state I and another steady state, labelled II. Above this transition, the scattering pattern consists also of a ring with six well defined spots and the viscosity varies as $`\eta =A_{II}\dot{\gamma }^{1/2}`$. Although both steady states have similar rheological and microscopic features (see inset of Fig. 2), they can however be easily distinguished since the scattering ring and therefore the characteristic droplet size vary discontinuously at the transition (Fig. 2).

To study the nature of the transition between states I and II, we now perform the same experiment at fixed shear rate. Figure 2 shows the evolution of the steady droplet size $`R`$, deduced from SALS measurements, as a function of $`\dot{\gamma }`$. Two stationary branches, labelled I and II are observed for respectively $`\dot{\gamma }100`$ s-1 and $`\dot{\gamma }300`$ s-1. They correspond to the two steady states already observed in rheology (see Fig. 1). For intermediate shear rates (i.e. $`100\dot{\gamma }300`$ s-1), very surprisingly, we do not observe any longer steady states, but instead oscillatory states. The size of the scattering ring oscillates indefinitely in time, indicating that the size of the droplets becomes a periodic function of time (Fig. 3).

Although these data have been recorded and digitalized for one day ($`\mathrm{8\hspace{0.17em}10}^4`$ s), we have observed them visually over more than a week, with no amplitude and period shifts during this time. The droplet size increases very slowly (the typical duration of the growth is a few thousands of seconds long) and bursts out suddenly (in a few tens of seconds). During the continuous growth of the droplets, no spatial inhomogeneities, such as bands, are observed in the ($`𝐯,𝐳`$) planes. When the laser beam probing the structure, is moved along the vertical $`𝐳`$–direction, the size of the scattering ring (and therefore the droplets size) remains constant in the whole cell. During the burst out of the droplets, the solution becomes turbid, the scattering ring vanishes and horizontal bands are then observed in the Couette cell. These reproducible oscillations are observed both upon increasing or decreasing the shear rate, for different parameters of the Couette cell (gaps and radii). The transition I-Oscillation occurs at a well defined shear rate $`\dot{\gamma }_c100`$ s-1 whereas the transition between Oscillation and II presents an hysteretic behavior for $`230\dot{\gamma }300`$ s-1 (Fig. 2). Their period (a few thousands seconds) is many order of magnitude larger than the period of rotation of the rotor (a few seconds) and varies with $`\dot{\gamma }`$ (see Fig. 4). These observations rule out any artefacts, such as a possible coupling with an external perturbation (building vibrations, temperature fluctuations…). They clearly prove that the oscillations correspond to a non-linear relaxation process.

Discussion: These observations are very different from most unsteady flows reported in complex fluids, since they involve large relaxation oscillations between two different structural states (I and II) Rem : the droplet size oscillates. We believe that a better understanding of the transition I/II may provide us some insights to the oscillation mechanism. For both steady states, $`R`$ varies as $`\dot{\gamma }^{1/2}`$ whereas $`\eta \dot{\gamma }^{1/2}`$. These two scaling laws suggest that the droplet size results in both states, from a balance between surface tension and viscous stress, yielding to the well-known relation Taylor (1934):

$$R\frac{\chi }{\eta \dot{\gamma }}=\frac{\chi }{\sigma }.$$
(1)
Within this picture, the surface tensions $`\chi `$ can be obtained from the slopes of the linear fits $`R`$ vs. $`1/\sigma `$ display in the insets of Fig. 1. This estimation respectively leads to $`\chi _I9.510^5`$ N.m-1 for state I and $`\chi _{II}11.510^5`$ N.m-1 for state II. Both values are compatible with what is expected from a dimensional analysis, namely $`\chi k_BT/l^2`$, where $`k_BT`$ is the thermal energy and $`l`$ a correlation length of the mixture of the order of a few hundreds of angstroms, (typically the smectic distance in the phase $`L_\alpha `$ or the pore size of the phase $`L_3`$). The transition I/II seems therefore related to a discontinuity in the surface tension between both coexisting phases. We believe that a compression of the multilamellar droplets occurs at this transition yielding to release of the solvent outside, and as a consequence to the change in $`\chi `$. Such a phenomenon which has already been evidenced in a $`L_\alpha `$ phase Sierro and Roux (1997) is compatible with the discontinuous jumps of the viscosity and the size observed at the transition I/II. It may also explain the turbidity enhancement occurring when the droplets burst. Within this picture, there is a critical pressure $`\sigma _c`$, above which the droplets compress and release water. More insights on such mechanism can be gained by considering for instance the following differential equation, describing a first-order phase transition induced by Laplace pressure between region I (uncompressed state, $`\varphi 0`$) and region II (compressed droplets, $`\varphi 1`$):

$`\dot{\varphi }={\displaystyle \frac{1}{\tau _1}}\left({\displaystyle \frac{\chi (\varphi )/R\sigma _c}{\sigma _c}}\alpha (2\varphi 1)+(2\varphi 1)^3\right).`$ (2)
Next to this transition, if the shear rate is increased, the size $`R`$ slightly decreases (since $`R\dot{\gamma }^{1/2}`$). Then, the Laplace pressure $`\chi /R`$ becomes higher than $`\sigma _c`$ and water is expelled from the droplets. This water release decreases the viscosity and consequently the viscous stress. Due to Eq. (1), the droplet size then increases again and the Laplace pressure decreases. As a result, the water goes back into the droplets and the same mechanism starts over leading to sustained oscillations. Because permeation of water through membranes is a very slow process Leng and Nallet and Roux (2001), such a scenario may explain the very large time scales involved in our observations, as suggested in Refs. Wunenburger et al. (2001).

In a first approach, for simplicity’s sake, we consider that the temporal evolution of $`R(t)`$ is driven by the following first-order kinetics:

$`\dot{R}={\displaystyle \frac{1}{\tau _2}}\left(R{\displaystyle \frac{\chi (\varphi )}{\eta (\varphi ,\dot{\gamma })\dot{\gamma }}}\right),`$ (3)
with $`\chi (\varphi )=\chi _I(1\varphi )+\chi _{II}\varphi `$, and $`\eta (\varphi ,\dot{\gamma })=A(\varphi )\dot{\gamma }^{1/2}`$ where $`A(\varphi )=A_I(1\varphi )+A_{II}\varphi `$. Taking for $`A_I`$, $`A_{II}`$, $`\chi _I`$, $`\chi _{II}`$, $`\sigma _c`$ the values found experimentally (Figs. 1 and 2) and $`\tau _2=650`$ s (Fig. 4), our simplified two equations reproduce the two steady branches observed experimentally for both the droplet size and the viscosity. For intermediate shear rates, in a given range of the $`\alpha `$ and $`\tau _1`$ parameters, it may also lead to sustained droplet size oscillations Courbin et al. . The transient banding behavior observed during the fast burst of the droplets suggests that an overall description requires the set-up of space and time-dependent non-linear coupled differential equations. Such approaches are currently being developed with success by theorists to describe spatio-temporal flows of complex fluids Head et al. (2001); Picard et al. (2002). We hope that our experiments on a model system will stimulate such theoretical researches.

To conclude, we have shown in a two phase flow, the existence of non-linear structural oscillatory states for which droplet size is a periodic function of time. This new result raises now an important question: can the droplet size display chaotic behavior? We believe that this question will be a major topic of research in the study of rheochaos Head et al. (2001) in the near future.

###### Acknowledgements.

We thank T. Douar and M. Winckert for technical assistance. We acknowledge fruitful discussions with A. Benayad, A. Colin, J.-P. Delville and J. Rouch.


text:
# CP violation in weak interactions from orbifold reduction: possible unification structures.

## I Orbifold Reduction.

Orbifolds provide a breaking of higher dimensional symmetries ( such as chiral, super or gauge symmetries) via an internal geometric symmetry of the extra space. This geometric symmetry induces a transformation on the fields and selects zero modes which break the higher dimensional invariance Hebecker:2001jb .

More explicitely, in $`4+1`$ dimensions, we take the extra space dimension as a $`S^1/Z_2`$, i.e. the circle with the points identification under the $`4+1D`$ parity( $`yy`$). This fixes the geometric space we work with.

Moreover, we have to specify the $`Z_2`$ representation on the field content. Actually, for any transformation under parity of the Lorentz representations, we are allowed to add in the transformation a symmetry of the theory, for instance a gauge transformation $`P_𝒢𝒢`$ (with $`P_𝒢^2=𝕀`$).

So we get:

$`A_\mu ^a(x_\nu ,y)\lambda ^a`$ $`=`$ $`A_\mu ^a(x_\nu ,y)P_𝒢\lambda ^aP_𝒢^1,`$
$`A_y^a(x_\nu ,y)\lambda ^a`$ $`=`$ $`A_y^a(x_\nu ,y)P_𝒢\lambda ^aP_𝒢^1,`$
for gauge fields and

$$\mathrm{\Psi }(x_\mu ,y)=P_𝒢\gamma _5\mathrm{\Psi }(x_\mu ,y),$$

for fermions.

This identification determines the KK expansion for fields with respect to their parity eigenvalues: $`\mathrm{cos}\frac{n}{R}y`$ for $`+1`$ while $`\mathrm{sin}\frac{n}{R}y`$ for $`1`$.

Subsequently, $`P_𝒢`$ can be chosen to commute with the $`\lambda ^{\overline{a}}`$ generating the $`\overline{𝒢}`$ subgroup while anticommuting with the other $`\lambda ^{\widehat{a}}`$ ($`a=(\overline{a},\widehat{a})`$). In that way, zero modes $`A_\mu ^{\overline{a},0}`$ belong to an unbroken $`\overline{𝒢}𝒢`$. On the other hand, the zero modes for the extra component of the gauge fields are the $`A_y^{\widehat{a},0}`$ and belong to the coset $`𝒢/\overline{𝒢}`$.

Fermion zero modes depend on both the sign of chirality and the sign from the gauge transformation $`P_𝒢`$. This implies that the initially vectorlike fermionic representation is then split in chiral representations under the unbroken group $`\overline{𝒢}`$. L and R representations are coupled through the Wilson loop to form a complex mass.

For scalars now, there are two cases.111We just focus here on adjoint scalars. First, if they couple to fermions, since the $`\overline{\psi }\psi `$ term is not invariant under $`Z_2`$ Gavela , the identification must be:

$$\mathrm{\Phi }^a(x_\mu ,y)\lambda ^a=\mathrm{\Phi }^a(x_\mu ,y)P_𝒢\lambda ^aP_𝒢^1.$$

Zero modes are then in $`𝒢/\overline{𝒢}`$ and their vev’s are aligned to $`𝑑yA_y`$ to minimize the interaction potential coming from the covariant derivative.222Note that, if we want a $`CP`$ invariant mass term, we have also to add a sign for the charge conjugate of such a scalar: $`𝒞\mathrm{\Phi }𝒞=\mathrm{\Phi }^c`$. Otherwise for scalars not directly coupled to fermions, the sign of the transformation is free.

The obvious advantage of any orbifold rather than physical domain wall is the purely geometrical approach. This does not lead to any problem of stabilisation for the domain wall nor localisation of gauge fields. It also avoids parasitic solutions as in domain wall approach on compactified spaces.

## II Minimal model.

Now, we start with a gauge theory in $`4+1`$ dimensions which will reduce to a $`3+1`$ left-right symmetric gauge theory with complex Yukawa couplings. Let first recall the basic fields for an $`SU(2)_L\times SU(2)_R\times U(1)_{BL}`$ model:

|  | $`SU(2)_L\times SU(2)_R\times U(1)_{BL}`$ |
| --- | --- |
| $`Q_L`$ | $`(2,1)_{(BL)}`$ |
| $`Q_R`$ | $`(1,2)_{(BL)}`$ |
| $`\mathrm{\Phi }`$ | $`(2,2)_0`$ |
| $`\chi _L`$ | $`(3,1)_2`$ or $`(2,1)_1`$ |
| $`\chi _R`$ | $`(1,3)_2`$ or $`(1,2)_1`$ |

The bi-doublet $`\mathrm{\Phi }`$ breaks both $`SU(2)`$’s leaving $`U(1)_{T_R^3+T_L^3}\times U(1)_{BL}`$ unbroken. $`\chi _{L,R}`$ differentiate both $`SU(2)`$’s with their respective vev’s giving a mass $`𝒪(\chi _R)`$ to the $`W_R`$. We list also the maximal subgroups of $`SU(4)`$ and $`Sp(4)`$, and the representation decomposition below: 333The notation is self-explanatory: dimension of the representation for $`SU`$ components and $`U(1)`$ charge for the abelian part.

| $`Sp(4)`$ | $`SU(2)\times SU(2)`$ |
| --- | --- |
| $`4`$ (fundamental) | $`(2,1)+(1,2)`$ |
| $`10`$ (adjoint) | $`(3,1)+(1,3)+(2,2)`$ |

| $`SU(4)`$ | $`SU(2)\times SU(2)\times U(1)`$ |
| --- | --- |
| $`4`$ (fundamental) | $`(2,1)(1)+(1,2)(1)`$ |
| $`15`$ (adjoint) | $`(1,1)(0)+(3,1)(0)+(1,3)(0)`$ |
|  | $`+(2,2)(2)+(2,2)(2)`$ |

First consider an $`SU(4)`$ gauge group and the parity operator $`P_𝒢=diag(1,1,1,1)`$ acting on the fundamental. We verify easily that $`P_𝒢`$ commutes with generators of an $`SU(2)\times SU(2)\times U(1)`$ subgroup while anticommuting with the others.

As a result, the gauge zero modes are:

$`A_\mu ^{\overline{a},0}`$ $``$ $`(1,1)(0)+(3,1)(0)+(1,3)(0),`$
$`A_y^{\widehat{a},0}`$ $``$ $`(2,2)(2)+(2,2)(2),`$
and fermions in the $`4`$ representation reduce to the following zero modes:

$$\left(\begin{array}{cccc}u_L^0& d_L^0& u_R^0& d_R^0\end{array}\right)(2,1)(1)+(1,2)(1).$$

An adjoint scalar $`\mathrm{\Phi }`$ coupled to fermions gets its zero modes in the same representation as $`A_y`$.

Could we get the same building blocks as in the left-right model? On one hand, we indeed get left and right doublets for fermions together with a bi-doublet for both $`\mathrm{\Phi }`$ and $`A_y`$. But on the other hand, since the obtained $`U(1)_X`$ differentiates left and right fermions, we are not able to use it as a $`U(1)_{BL}`$. The alternative is then to start from $`SU(4)\times U(1)`$ and to assign ourselves the hypercharges to the representations. We should eventually care to break the unwanted $`U(1)_X`$ at least at the same level than $`SU(2)_R`$ in order to eliminate it from the low energy spectrum. To do that, $`\chi _{L,R}`$ cannot be put in the adjoint since it reduces to $`(3,1)(0)+(1,3)(0)`$ without giving a mass to $`U(1)_X`$. The remaining possibility is to put them in the $`4`$.

Therefore, the field content of the theory is:

|  | $`SU(4)\times U(1)_{BL}`$ | $`SU(2)_L\times SU(2)_R`$ |
| --- | --- | --- |
|  |  | $`\times U(1)_X\times U(1)_{BL}`$ |
| $`B_\mu `$ | $`1_0`$ | $`(1,1)(0)_0`$ |
| $`A_\mu `$ | $`15_0`$ | $`(3,1)(0)_0+(1,3)(0)_0+(1,1)(0)_0`$ |
| $`A_y`$ | $`15_0`$ | $`(2,2)(2)_0+(2,2)(2)_0`$ |
| $`\mathrm{\Psi }`$ | $`4_{(BL)}`$ | $`(2,1)(1)_{(BL)}+(1,2)(1)_{(BL)}`$ |
| $`\mathrm{\Phi }`$ | $`15_0`$ | $`(2,2)(2)_0+(2,2)(2)_0`$ |
| $`\chi _{L,R}`$ | $`4_1`$ | $`(2,1)(1)_1+(1,2)(1)_1`$ |

This reproduces a left-right model with one more neutral current with mass $`𝒪(\chi _R)`$. Complex phases are obtained in the fermion mass matrix:

$$\overline{u}_L^0\frac{1}{2}(m\mathrm{\Phi }_4+iA_4^y\gamma _5)u_R^0$$

$$+\overline{d}_L^0\frac{1}{2}(m\mathrm{\Phi }_{11}+iA_{11}^y\gamma _5)d_R^0+h.c..$$

CP violation occurs with both $`W_L`$ and $`W_R`$ interactions and only one generation. However, to get $`CP`$ violation through the $`W_L`$ alone, more generations are needed to form the usual CKM matrix.

Note that $`CP`$ violation is induced here at the dimensional reduction stage, not at the level of $`LR`$ breaking which thus avoids difficulties met in Ball:1999mb .

The $`Sp(4)`$ case seems more attractive since it contains $`SU(2)\times SU(2)`$ without any other $`U(1)`$. So, starting from $`Sp(4)\times U(1)_{BL}`$ with parity $`P_𝒢=diag(1,1,1,1)`$,444our conventions for $`Sp(4)`$ are listed in appendix A the group breaks down to $`SU(2)_L\times SU(2)_R\times U(1)_{BL}`$. The field content:

|  | $`Sp(4)\times U(1)_{BL}`$ | $`SU(2)_L\times SU(2)_R\times U(1)_{BL}`$ |
| --- | --- | --- |
| $`B_\mu `$ | $`1_0`$ | $`(1,1)(0)_0`$ |
| $`A_\mu `$ | $`10_0`$ | $`(3,1)_0+(1,3)_0`$ |
| $`A_y`$ | $`10_0`$ | $`(2,2)_0`$ |
| $`\mathrm{\Psi }`$ | $`4_{(BL)}`$ | $`(2,1)_{(BL)}+(1,2)_{(BL)}`$ |
| $`\mathrm{\Phi }`$ | $`10_0`$ | $`(2,2)_0`$ |
| $`\chi _{L,R}`$ | $`10_2`$ | $`(3,1)_2+(1,3)_2`$ |

provides the desired breaking pattern and realises the minimal requirements for a realistic model. $`CP`$ violation arises as in the previous case.

## III Unification.

We now discuss possible embeddings of such a model in a unique gauge group which contains both strong and electroweak interactions.

Since the structure is left-right symmetric, the first group which could potentially be considered is $`SO(10)`$. Indeed, $`SO(10)`$ contains maximally $`SU(2)_L\times SU(2)_R\times SU(4)`$, where $`SU(4)`$ can be broken to $`SU(3)_c\times U(1)_{BL}`$Ross:ai .

Nevertheless, the fermions unification in $`SO(10)`$ comes with the 16 representation which in $`3+1D`$ includes only left fermions, e.g. $`((u_L,d_L)\mathrm{}(u_L^c,d_L^c))`$. Therefore, as chirality cannot be assigned to representations in $`4+1D`$ and as we need L and R fermions to come out from the same representation to get a Wilson loop coupling, the usual unification is not appropriate here.

At least, if we replace the left handed anti-particles by their corresponding right handed particles, charges under the resulting $`U(1)`$ and $`SU(3)`$ will differentiate L and R fermions. Indeed, the reduction of the 16 is: $`16(2,1,4)+(1,2,\overline{4})`$, where the $`4`$ reduces in $`41_3+3_1`$. This is however incompatible with the fermion spectum as we then get quarks as $`Q_L^i:(2,1,3)_1`$ and $`Q_R^i:(1,2,\overline{3})_1`$. The $`U(1)`$ charge is as in the $`SU(4)`$ case but moreover the quark mass term $`Q_L^{}Q_R`$ is no longer an $`SU(3)`$ singlet and then breaks $`SU(3)`$.

In other words, the $`16`$ can be reduced either to $`((u_L,d_L)\mathrm{}(u_L^c,d_L^c)),`$ with $`P_𝒢=𝕀`$, or $`((u_L,d_L)\mathrm{}(u_R,d_R)).`$ Only the first choice gives the right particle content but it is then impossible to generate the desired Yukawa couplings in the present scheme.

We will now see that $`SO(11)`$ answers those problems. Indeed, the doubled fermion components resolve the chirality problem.

Since $`SO(11)`$ is not such a common unification group, we first consentrate on the group structure and decomposition before dealing with the reduction itself.

$`SO(11)`$ obviously contains $`SO(5)\times SO(6)`$, that is up to an isomorphism $`Sp(4)\times SU(4)`$. As already said, $`Sp(4)`$ can provide the left-right extension for weak interactions while $`SU(4)`$ is often used in the more usual $`SO(10)`$ to get strong interactions. From the point of view of representations, the $`SO(11)Sp(4)\times SU(4)`$ breaking induces the following reduction Slansky:yr :

$`32\text{ (spin}\frac{1}{2}\text{)}`$ $``$ $`(4,4)+(4,\overline{4}),`$
$`55\text{ (adjoint)}`$ $``$ $`(10,1)+(1,15)+(5,6).`$
As a next step, $`Sp(4)SU(2)_L\times SU(2)_R`$ and $`SU(4)SU(3)_c\times U(1)_{BL}`$ breakings imply the spectrum:

$`(4,4)`$ $``$ $`(2,1,1)_3+(1,2,1)_3+(2,1,3)_1+(1,2,3)_1,`$
$`(10,1)`$ $``$ $`(3,1,1)_0+(1,3,1)_0+(2,2,1)_0,`$
$`(1,15)`$ $``$ $`(1,1,1)_0+(1,1,8)_0+(1,1,3)_4+(1,1,\overline{3})_4.`$
Thus, if we ensure that the first breaking does not select chirality while the second does, fermions in the $`32`$ reduce to a vectorlike $`(4,4)`$ of $`Sp(4)\times SU(4)`$ which gives rise to an entire fermion family with the correct charges and chiralities.555the $`(4,\overline{4})`$ being eliminated by orbifolding, see below.

Let us now turn to the dimensional reduction of this $`SO(11)`$ compactified on a $`S^1/Z_2`$.

Since the first breaking has to be left-right blind, it won’t result from a $`Z_2`$ symmetry along the extra coordinate. However, another possibility is offered to us, that is to allow a gauge transformation in the $`S^1`$ periodic conditions. Indeed, extending periodic conditions to:

$$\mathrm{\Psi }(y+2\pi R)=T_𝒢\mathrm{\Psi }(y),$$

$$A_B^a(y+2\pi R)\lambda ^a=A_B^a(y)T_𝒢\lambda ^aT_𝒢^1,$$

selects zero modes with eigenvalues $`+1`$. Since for $`+1`$ the KK tower contains both $`\mathrm{cos}\frac{n}{R}y`$ and $`\mathrm{sin}\frac{n}{R}y`$ while for $`1`$ the complete set of functions are $`\mathrm{cos}(n+\frac{1}{2})\frac{y}{R}`$ and $`\mathrm{sin}(n+\frac{1}{2})\frac{y}{R}`$, the latter’s have no zero modes.

So, in that way, we take

$$T_𝒢=\left(\begin{array}{cc}𝕀_{5\times 5}& 0\\ 0& 𝕀_{6\times 6}\end{array}\right)$$

in the fundamental of $`SO(11)`$, i.e. the inversion of the fundamental of $`SO(6)`$. This selects zero modes for the adjoint of $`SO(11)`$ in $`(10,1)+(1,15)`$ of the unbroken group. The $`32`$ gets its zero modes in the $`(4,4)`$.666see appendix B for clarity.

The second breaking takes place with the $`Z_2`$ symmetry where $`P_𝒢`$ has to be determined. The $`Sp(4)`$ part has already been considered before. The $`SU(4)`$ part however cannot be broken to $`SU(3)\times U(1)`$ through a $`Z_2`$ orbifold since there is no automorphism to play that role Hebecker:2001jb .777Roughly, this is due to the requirement of a $`det=+1`$ transformation. Nevertheless, this breaking can be provided by an adjoint scalar of $`SO(11)`$, not coupled to fermions, which gets a vev in the $`(1,1,1)_0`$ representation of $`SU(2)_L\times SU(2)_R\times SU(3)_c\times U(1)_{BL}`$. This indeed breaks $`SU(4)`$ to $`SU(3)\times U(1)`$.

Thus, the gauge transformation parity $`P_𝒢`$ takes the form of $`diag(1,1,1,1)`$ for the $`Sp(4)`$ part in direct product with the identity for $`SU(4)`$.

In the same way as before, the $`Sp(4)`$ group gives rise to the left-right $`SU(2)_L\times SU(2)_R`$, with this symmetric structure for fermions and bi-doublets for a mass scalar and the Wilson loop. The last ingredients for this symmetry to be broken are two $`\chi _{L,R}`$ in the $`32`$ which transform as:

$$\chi _{L,R}(y+2\pi R)=T_𝒢\chi _{L,R}(y),$$

under periodic conditions and which respectively get their vev in the $`(2,1,1)_3`$ and $`(1,2,1)_3`$.

We summarize below the cascade with the needed breaking sector:

$$SO(11)\stackrel{T_𝒢}{}Sp(4)\times SU(4)\stackrel{P_𝒢}{}SU(2)_L\times SU(2)_R\times SU(4)\stackrel{55}{}$$

$$SU(2)_L\times SU(2)_R\times SU(3)_c\times U(1)_{BL}\stackrel{55\&\mathrm{\hspace{0.17em}32}}{}SU(3)_c\times U(1)_Q$$

## IV Conclusion

We have explored group structures in $`4+1`$ dimensions which either reproduce the standard model (using $`Sp(4)`$) or allow for grand unification via the left-right symmetric model.

At the difference of standard left-right model, $`CP`$ violation is here present already at the compactification scale, before left-right breaking.

Of courses the three generations still need to be introduced by hand, as the real Yukawa couplings needed to define the mass spectrum. We have achieved here a mechanism for breaking $`SO(11)`$ to the standard model, and generate the $`CP`$ violating part of the couplings.

## Appendix A $`Sp(4)`$ generators.

We list for completeness $`Sp(4)`$ generators used here.

$$T_i^L=\sigma _i\times S^L,T_i^R=\sigma _i\times S^R,T_i^3=\sigma _i\times S^3,T_{10}=𝕀\times A;$$

where:

$$S^L=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right),S^R=\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right),$$

$$S^3=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),A=\frac{1}{2\sqrt{2}}\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),$$

and $`\sigma _i`$ are the Pauli matrices.

## Appendix B $`4`$ and $`\overline{4}`$ of $`SO(6)`$

The spinorial representations of $`SO(6)(SU(4))`$ is given by the Clifford algebra of six $`\mathrm{\Gamma }`$ matrices:

$$\mathrm{\Gamma }_1=\sigma _2\times \sigma _3\times \sigma _3,\mathrm{\Gamma }_2=\sigma _1\times \sigma _3\times \sigma _3,\mathrm{\Gamma }_3=𝕀\times \sigma _2\times \sigma _3,$$

$$\mathrm{\Gamma }_4=𝕀\times \sigma _1\times \sigma _3,\mathrm{\Gamma }_5=𝕀\times 𝕀\times \sigma _2,\mathrm{\Gamma }_6=𝕀\times 𝕀\times \sigma _1,$$

which provide the generators of the representation, i.e. $`M_{ij}=\frac{1}{4i}[\mathrm{\Gamma }_i,\mathrm{\Gamma }_j]`$. Moreover, this representation is reducible in a $`4`$ and a $`\overline{4}`$, with the projectors given by: $`\frac{1}{2}(𝕀\pm \mathrm{\Gamma }_7)`$, where $`\mathrm{\Gamma }_7=\sigma _3\times \sigma _3\times \sigma _3`$ Georgi:jb .

Since the set of $`\mathrm{\Gamma }_i`$’s transforms as the fondamental of $`SO(6)`$, it is easy to check that $`\mathrm{\Gamma }_7`$ is the equivalent of the inversion of the fundamental of $`SO(6)`$ and to observe that the $`4`$ is unchanged while the $`\overline{4}`$ takes a minus sign.

## Acknowledgments.

We thank M. Tytgat and Y. Gouverneur for interesting discussions. This work is supported in part by IISN, la Communauté Française de Belgique (ARC), and the belgian federal government (IUAP).


text:
# Large-Eddy Simulations of Fluid and Magnetohydrodynamic Turbulence Using Renormalized Parameters

(March 7, 2003)

## Abstract

In this paper a procedure for large-eddy simulation (LES) has been devised for fluid and magnetohydrodynamic turbulence in Fourier space using the renormalized parameters. The parameters calculated using field theory have been taken from recent papers by Verma MKV:MHD\_PRE ; MKV:MHDRG . We have carried out LES on $`64^3`$ grid. These results match quite well with direct numerical simulations of $`128^3`$. We show that proper choice of parameter is necessary in LES.

Turbulence is one of the most difficult and unsolved problems of classical physics. To probe the complex dynamics of turbulence, one often resorts to computer experiments, known as Direct Numerical Simulations (DNS). Since multiple scales are involved in turbulence, DNS of turbulence is a very expensive task in terms of both computer time and memory, even in modern computers. For example, a pseudo-spectral simulation by Gotoh Goto:DNS  on $`1024^3`$ grid using vector parallel Fujitsu VPP5000/56 with 32 processors took 500 hours of computer time, and required 8 Gigabytes of memory per processor. To reduce the required computer time and memory space, an ingenious technique called large-eddy simulation (LES) has been developed (see review article by Metais Meta:rev  and references therein).

Basic idea of LES is to resolve only the large scales of turbulent flow. The effect of smaller scale interactions are modeled appropriately using the existing theories. In turbulence, Fourier modes of different scales interact with each other. Kolmogorov provided an important model of turbulence in which the interactions effectively yield a constant energy flux from large scales to intermediate scales, and then to small scales. When we observe Fourier modes up to certain length scale $`l`$ in the intermediate range, the modes with scales less than $`l`$ act as a sink of energy. According to Kolmogorov’s theory, the amount of sink should be equal to the energy flux. In LES, the large scales up to $`l`$ are resolved by using eddy viscosity at cutoff scale $`l`$, where energy is drained. Analysis of turbulence using renormalization groups (RG) shows that the above modeling is possible. LES uses this idea to analyze large-scale dynamics of turbulence.

Renormalization Group (RG) is a popular tool used by physicists to solve problems with multiple scales. Since turbulence involves multiple scales, RG has been applied successfully to turbulence FNS ; YakhOrsz ; McCo:book . In Wilson’s Fourier space RG scheme, Fourier space is divided into many shells. The nonlinear interactions among various shells are computed using first-order perturbation theory, that yields an effective viscosity, called renormalized or eddy viscosity, at any scale. The renormalized viscosity is found to be wavenumber ($`k`$) dependent. McComb and Watt McCoWatt  computed the renormalized viscosity using ‘self-consistent’ RG procedure. When the cutoff wavenumber $`k_C`$ is in the inertial range, the renormalized viscosity is given by

$$\nu _r(k_C)=(K)^{1/2}\mathrm{\Pi }^{1/3}k_C^{4/3}\nu ^{}$$
(1)
where $`\mathrm{\Pi }`$ is the energy flux, $`K`$ is Kolmogorov’s constant, and $`\nu ^{}`$ a parameter. McComb and Watt McCoWatt  found $`\nu _{}0.50`$ and $`K1.62`$. Verma MKV:MHD\_PRE  also computed the above quantities using a refined technique and found $`\nu _{}.38`$ and $`K1.6`$.

Zhou and Vahala ZhouVaha88 ; ZhouVaha93  developed an alternative recursive-renormalization-group theory for turbulence modeling. In their calculation they find backscatter of energy from small scales to large scales, and a cusp in renormalized viscosity near $`k_C`$. These features are attributed to triple correlations, which has not been accounted for in McComb and Watt’s calculations. Recently Schilling and Zhou SchiZhou  have addressed the above problem using eddy-damped quasinormal Markovian (EDQNM) closure model. In the current paper we neglect backscatter.

McComb McCo:book  had proposed that the renormalized viscosity $`\nu (k_C)`$ could be used as effective viscosity for LES, however, this calculation had not been done till date. Earlier, the spectral eddy viscosity $`\nu _t(k|k_C)`$ has been used for LES in EDQNM formalism (see Lesi:book ). In this scheme,

$$\nu _t(k|K_C)=0.441K^{3/2}\left[\frac{E(k_C)}{k_C}\right]^{1/2}f(k/k_C)$$
(2)
where $`f(x)`$ is a nondimensional function which tends to 1 as $`x`$ approaches 0. Comparing Eqs. (1,2), we find that their dependence on Kolmogorov’s constant is different. In Eq. (2), if we assume that $`E(k_C)`$ follows Kolmogorov’s spectrum and $`K=1.6`$, then the constant multiplying $`\mathrm{\Pi }^{1/3}k_C^{4/3}`$ is 0.27. In contrast, in Eq. (1) the same quantity is $`\sqrt{K}\nu ^{}0.48`$. As it will be shown in the later part of the paper, the choice of constant is quite crucial in LES. We find that $`\nu _r(k_C)`$ of Eq. (1) yields better numerical results compared to $`\nu _t(k|k_C)`$ of Eq. (2). We believe that the calculation of renormalized viscosity is theoretically more sound than the calculation of spectral eddy viscosity using EDQNM approximation, therefore, former is more appropriate for LES than the later.

In this paper we perform LES of fluid turbulence using renormalized viscosity. We have been able to apply the same procedure to magnetohydrodynamic (MHD) turbulence also, except that we need two renormalized parameters: renormalized viscosity and renormalized resistivity. The required parameters for MHD have been recently calculated by Verma MKV:MHD\_PRE ; MKV:MHDRG ; MKV:MHDflux . The LES calculations have been performed on $`64^3`$ grid, and they have been compared with DNS results of $`64^3`$ and $`128^3`$. As described below, the inertial range in LES is found to be either equal or larger than that in DNS, hence our LES model is working very well.

We solve Navier-Stokes equation in Fourier space Orsz :

$$\frac{u_i(𝐤)}{t}=\nu _r(k_C)k^2u_i(𝐤)FT\left(u_j\frac{u_i}{x_j}\right)ik_ip(𝐤)$$
(3)
where $`FT`$ stands for Fourier transform. We take $`\nu ^{}`$ to be equal to 0.38.

We adopt pseudo spectral method on grid size $`64^3`$ with $`dt=10^4`$. We apply Adam-Bashforth scheme to integrate the nonlinear terms, and Crank-Nicholson’s scheme for the viscous term. We apply 2/3 rule to eliminate the aliasing errors Orsz . We use Fast Fourier Transform developed by Frigo and Johnson fftw  for our calculations. Our initial condition is taken to be unit energy spread out in wavenumber shells from 2 to 13 with an exponentially decreasing distribution. The modes in a shell have equal energy but random phases, and satisfy divergenceless condition. The most important ingredient in our simulation is renormalized viscosity, which is computed using Eq. (1) with $`k_C=32`$. Since $`\mathrm{\Pi }`$ changes with time, it is computed every 0.01 dimensionless time unit. We use dissipation rate for $`\mathrm{\Pi }`$. We carry out our simulation up to 50 time units. Our LES simulation takes approximately 60 hours on Athlon 1.7 GHz processor.

In Fig. 1 we show the energy evolution as a function of time for $`\nu ^{}=0.25,0.38,0.48`$. The $`E`$ vs. $`t`$ plot for all three $`\nu ^{}`$ are overlapping. The LES results are also compared with the standard pseudo-spectral DNS results performed on $`64^3`$ (DNS64) and $`128^3`$ (DNS128) with identical initial condition and $`\nu _0=2\times 10^4`$. In DNS we apply additional hyperviscous term $`1/k_{eq}^2k^4𝐮(𝐤)`$ with $`k_{eq}=9`$ to overcome aliasing errors. Clearly the energy evolution for LES matches quite well with DNS128, but differ significantly with DNS64. Hence, our LES on $`64^3`$ is able to mimic DNS of $`128^3`$.

In Fig. 2, we plot $`E(k)k^{5/3}\mathrm{\Pi }^{2/3}`$ vs. $`k`$ for DNS as well as LES. Again the normalized spectrum of LES matches quite well with DNS128 at small and intermediate wavenumbers. Note that $`64^3`$ LES has much larger inertial range compared to $`64^3`$ DNS, where it is almost absent. We find that the wavenumber range of inertial wavenumbers (constant with $`k`$) is maximum for LES with $`\nu ^{}=0.38`$; in fact wavenumber range for LES is larger than that for DNS128. The energy spectrum for $`\nu ^{}=0.25`$ has a hump for large wavenumbers (underdamped case), implying that actual $`\nu ^{}`$ value is higher than 0.25. The spectrum for $`\nu ^{}=0.48`$ shows overdamped character Math:book . We have done DNS128 for some more parameters. The trend appears to show that $`\nu ^{}0.38`$ is the most appropriate choice for LES. Fortunately, we obtain the above value using renormalization group calculation MKV:MHDRG . It is interesting to note from Fig. 1 that the temporal evolution of energy does not clearly tell us which $`\nu ^{}`$ is the most appropriate for LES. Hence we should be careful in concluding the appropriateness of $`\nu ^{}`$ using energy evolution. The energy spectrum has more information, and can provide us clues on the correct choice of $`\nu ^{}`$.

From Fig. 2 we obtain the numerical value of $`K`$ to be $`1.7\pm 0.1`$; this value is close to the theoretically calculated value 1.6 McCoWatt ; MKV:MHD\_PRE . Hence, the renormalized viscosity predicted by Verma MKV:MHD\_PRE  appears to be consistent and provides us a very good scheme for LES.

For LES of magnetohydrodynamic (MHD) turbulence, Agullo et al. MullCara\_pop1 , and Müller and Carati MullCara\_pop2 ; MullCara\_cpc  applied dynamic gradient-diffusion subgrid model. The forms of eddy-viscosity and eddy-resistivity are derived using dimensional arguments, but the constants are calculated using dynamical LES procedure. Their results match very well with DNS counterpart. In one of their main models, turbulent viscosity $`\nu _t\overline{l}^{4/3}(ϵ^K)^{1/3}`$ and turbulent resistivity $`\eta _t\overline{l}^{4/3}(ϵ^M)^{1/3}`$, where $`\overline{l}`$ is the resolvable length scale on the LES grid, and $`ϵ^K`$ and $`ϵ^M`$ are kinetic and magnetic energy dissipation applied by the subgrid scale respectively. Zhou et al. Zhou:MHD\_LES  have studied subgrid scale and backscatter model for MHD turbulence using EDQNM closure scheme. Verma MKV:MHD\_PRE ; MKV:MHDRG  has also calculated the above parameters using renormalization group procedure. Simple calculations show that turbulent dissipative parameters of Verma differ significantly from those of Agullo et al. MullCara\_pop1  and Müller and Carati MullCara\_pop2 ; MullCara\_cpc , as well as from those of Zhou et al. Zhou:MHD\_LES . In the following discussions we will compare the LES results from the above three approaches.

For MHD turbulence we apply the same LES method as described for fluid turbulence using renormalized parameters. The pseudo-spectral method to solve MHD equations is very similar to that of fluid turbulence. We also confine ourselves to zero cross helicity, i.e., ($`𝐮𝐛=0`$), and zero mean magnetic field. The difference of LES and DNS is in the values of viscosity and resistivity. In DNS we take $`\nu _0=0.00015`$ and $`\eta _0=0.00015`$ with hyperviscosity and hyperesistivity parameters $`k_{eq}=7`$. However, in LES we take $`\nu (k_C)=\nu _r(k_C)`$, and $`\eta (k_C)=\eta _r(k_C)`$, where $`k_C`$ is the cutoff wavelength. The renormalized viscosity $`\nu _r(k_C)`$, and renormalized resistivity $`\eta (k_C)`$ are taken from Verma MKV:MHD\_PRE ; MKV:MHDRG  as

$`\nu _r(k_C)`$ $`=`$ $`(K^u)^{1/2}\mathrm{\Pi }^{1/3}k_C^{4/3}\nu ^{}`$ (4)
$`\eta _r(k_C)`$ $`=`$ $`(K^u)^{1/2}\mathrm{\Pi }^{1/3}k_C^{4/3}\eta ^{}.`$ (5)
Here $`K^u`$ is Kolmogorov’s constant for MHD, $`\mathrm{\Pi }`$ is the total energy flux, and $`\nu ^{},\eta ^{}`$ are renormalized parameters. The parameters $`\nu ^{},\eta ^{}`$, and $`K^u`$ depend on the Alfvén ratio $`r_A`$, which is the ratio of kinetic and magnetic energy. In our decaying MHD turbulence simulation, we start with unit total energy and $`r_A=8.0`$. The ratio of magnetic to kinetic energy grows as a function of time as expected. Therefore, we need to compute the renormalized parameters for various values of $`r_A`$. The parameters have been calculated using the procedure described in Verma MKV:MHDRG , and they are shown in Table 1. We use the appropriate $`\nu ^{}`$ and $`\eta ^{}`$ given in the table for our simulations. The energy cascade rates are computed using Fast Fourier Transforms fftw . We take $`\nu _r(k_C)`$ and $`\eta _r(k_C)`$ from Eqs. (4, 5). The energy flux $`\mathrm{\Pi }`$ changes with time; we compute $`\mathrm{\Pi }`$ dynamically every $`0.01`$ time-unit. We carried out LES for MHD up to 25 nondimensional time units, and it took approximately 55 hours.

The evolution of kinetic and magnetic energies are shown in Fig. 3 as a function of time. The evolution of kinetic energy using LES is quite close to that using DNS. However, the evolution of magnetic energy does not match very well. Comparatively, LES of Agullo et al. MullCara\_pop1  and Müller and Carati MullCara\_pop2 ; MullCara\_cpc  yield a better fit to the temporal evolution of energy. Fig. 4 shows the energy spectra of kinetic and magnetic energies for $`r_A=0.5`$ at 27 time units of DNS and 12 time units of LES. We find that the energy spectra calculated in LES matches quite well with that in DNS. The Kolmogorov’s constant as indicated by the straight line in upper part of Fig. 4 is found to be $`1.8\pm 0.2`$, which is close to the theoretical value calculated in MKV:MHD\_PRE ; MKV:MHDRG . We conclude that the LES based on renormalized parameters of Verma MKV:MHD\_PRE ; MKV:MHDRG  is quite good. Our numerical results are comparable with results of Agullo et al. MullCara\_pop1  and Müller and Carati MullCara\_pop2 ; MullCara\_cpc . However, we believe that our parameters, which are based on field-theoretic calculations, are on a somewhat stronger footing as compared to those used in earlier LES methods.

To conclude, we have devised a LES procedure for fluid and MHD turbulence in Fourier space using the renormalized parameters. We take renormalized parameters from Verma MKV:MHD\_PRE ; MKV:MHDRG  and carry out LES for $`64^3`$ grid. When LES results are compared with DNS of size $`128^3`$ with the same initial conditions, we find that our LES results on energy evolution and spectra match quite well with the DNS results, except for the temporal evolution of magnetic energy. The inertial range of LES is much larger compared to DNS of the same size. Our results shows that substitution of renormalized parameters for eddy viscosity in LES yield excellent results. Hence, we demonstrate the usefulness of renormalized parameters in LES calculations.

Figure Captions

Fig. 1 Temporal evolution of energy in fluid turbulence using DNS and LES. The figure contains Energy($`E`$) vs time plots for DNS128 (solid line), DNS (DNS64), and three LES runs using $`\nu ^{}`$ equal to 0.38 (LES1), 0,25 (LES2) and 0.48 (LES3). The evolution in LES for all the three $`\nu ^{}`$ is quite close to DNS128, but not to DNS64.

Fig. 2 Energy spectrum for fluid turbulence is calculated using DNS and LES. The figure contains plots of normalized energy spectrum $`E^{}(k)=E(k)k^{5/3}ϵ^{2/3}`$ with wavenumber $`k`$ after 50 time units for DNS128, DNS64, and three LES runs using $`\nu ^{}`$ equal to 0.38 (LES1), 0,25 (LES2) and 0.48 (LES3). We get the best inertial range for $`\nu ^{}=0.38`$. The Kolmogorov’s constant is found to be $`1.7\pm 0.1`$. DNS64 run has hardly any inertial range.

Fig. 3 Temporal evolution of total kinetic and magnetic energy in MHD turbulence using DNS and LES. The kinetic energy matches quite well in both the schemes, but magnetic energy evolves somewhat differently.

Fig. 4 Plots of normalized spectra $`E^{}(k)=E(k)k^{5/3}ϵ^{2/3}`$ with wavenumber $`k`$ for MHD turbulence. The straight line shows the value of $`K_o`$ for LES run.