text:
# Matching games with partial information

## 1 Marriage model as a market metaphor

The Marriage Problem  describes a system where two classes of $`N`$ players, that we shall often call men and women, can be matched pairwise to their mutual benefit. In different contexts players could be producers and consumers, employers and job seekers or resources and activities in general. In fact, while the metaphorical model of marriages between men and women is suggestive, the importance of studying matching models lies, for us, in their broad implications in economic and social contexts. The fundamental premise is that there are many mutually beneficial relations out there to be found, like the one linking consumers with specific wishes to firms with suitable products. Mutually beneficial does not imply equally beneficial: previous work shows that, whoever processes more information, can in general reap more benefits .

In this work we study further the matching model in some detail. In particular, we want to compare the matchmaker mediated matches (global optimum) with those obtained through the self-searching mode. The latter can be Nash equilibria  or satisficing matches, according to the definition of H. Simon . He claims that people face uncertainty about the future and costs in acquiring information in the present. Sometimes information is simply unavailable. The best agents can do, with partial information and limited research capability, is setting an aspiration level which, if achieved, they will be happy enough with.

Even if agents were “maximizers” of some utility function, partial information would still prevent potential optimal partners from finding each other. Our analysis allows us to determine how good are the approximations agents must be content with, in the absence of complete information. This is particularly relevant in economic relations, notably in the law of Supply and Demand. Neoclassical economics generally assumes perfect information is available, leading to optimal solutions. More recent researches, like the one conducted by Akerlof , suggest that in extreme cases of asymmetric information, potentially beneficial transactions may fail to materialize.

However, when a transaction is still realized, even with limited information, standard economics literature does not address the problem of determining how far from the optimum it falls. We try here, as it has previously been done in a different context , to quantify the dependence of this distance from the amount of available information. Our approach offers an open-ended research agenda, aiming to give a micro detailed description of macroscopic matchings .

## 2 Average satisfaction in matching games

Let us now formalize the model. We start with $`2N`$ players, $`N`$ men and $`N`$ women, who are to be matched. Each player is been assigned his/her list of preferred partners. The lists are drawn at random and are independent from one another. If man $`m`$ marries woman $`w`$ we attribute him an energy equal to the ranking of $`w`$ in $`m`$’s list. Let us define the matrices $`f`$ (for women) and $`h`$ (for men), such that the element $`f(w,m)`$ denotes the rank of man $`m`$ in $`w`$’s list and $`h(m,w)`$ the rank of woman $`w`$ in $`m`$’s list. The average energy per person in a given matching is defined by

$$ϵ=\frac{1}{N}\underset{w=1}{\overset{N}{}}f(w,m_\mathrm{w})+\frac{1}{N}\underset{m=1}{\overset{N}{}}h(m,w_\mathrm{m}),$$
(1)
where $`m_\mathrm{w}`$ is the husband of woman $`w`$ and $`w_\mathrm{m}`$ the wife of man $`m`$. Low energy corresponds to high satisfaction and vice-versa.

There are many ways to match pairwise the $`2N`$ players for a given instance of the preference lists, whether or not the notion of stability is taken into account . If we treat the Marriage Problem as an optimization problem, then we can define the following relevant states:

* Ground State (state with the minimal total energy).
* Optimal Stable State (stable state with the minimal total energy).

The first one is globally optimal, the second is a constrained optimal state. Both of them are rather unlikely to be found in real life, because of incomplete information and limited searching power . In particular men may not know all the women and vice-versa, or they may not dare to divorce once they found an acceptable partner. Following the lines traced in ref.  we propose a new procedure, the First Choice, that allows a selfish agent to find a suitable partner in a limited time. Here we shall mainly consider its symmetrical version, i.e. we make no difference between the strategies of men and women.

### 2.1 Ground State

Often referred to as Assignment Problem , the problem of finding the matching of minimal energy in a bipartite graph has a long history in Operations Research. It has been shown that, in an instance of size $`N`$ of the marriage problem, the Hungarian algorithm  finds the Ground State in $`O(N^3)`$ steps. The average energy of the corresponding matching has been calculated analytically in reference :

$$ϵ^{GS}=0.81\sqrt{N}.$$
(2)
The above esteem (solid line) is compared with simulation data (circles) in figure 1, with good agreement.

### 2.2 Optimal Stable State

The Stable Marriage Problem  describes a complex system where individuals attempt to optimize their own satisfaction, subject to mutually conflicting constraints. A stable matching is defined by the property that there are no two couples $`(m,w)`$ and $`(m^{},w^{})`$, such that $`h(m,w^{})<h(m,w)`$ and $`f(w,m^{})<f(w,m)`$. The algorithm of Gale and Shapley  yields the stable matching with minimal average men’s energy (male optimal). Starting from the male optimal solution, all other stable matchings can be obtained by properly performing cyclic exchange processes called rotations. If one wanted to find the stable matching that minimizes the total energy $`ϵ`$, one could thus enumerate all stable matchings and compare their values. Unfortunately it has been shown that the maximum and the average number of stable matchings, for an instance of size $`N`$ of the preference lists, grow, respectively, as $`e^N`$  and as $`N\mathrm{log}(N)`$ . In order to find a faster algorithm reference  suggests to construct a weighted directed graph of all rotations. The authors show that the maximum-weight closed subset of the rotation poset gives the OSS. The algorithm they propose scales as $`N^4`$, i.e. the running time of the Ford-Fulkerson algorithm  to find a minimum cut in the graph.

Since in stable matchings the average male and female energies are found to obey the relation $`ϵ_\mathrm{m}ϵ_f=N`$ , in a sex-fair matching, such as the OSS, the average energy per person must be

$$ϵ^{OSS}=\sqrt{N}.$$
(3)
In figure 1 the above equation, plotted as a dashed line, is shown to fit well the simulation data we obtained for the OSS (squares) using the algorithm described in .

### 2.3 First Choice

In the First Choice model (FC), at time step $`n`$ every player proposes to the $`n^{th}`$ of his/her preference list. Man $`m`$, for instance, will propose to woman $`w`$, such that $`h(m,w)=n`$. If $`w`$ is still unmarried, $`f(w,m)n`$ and $`w`$ receives no better proposal at time step $`n`$, then she retains $`m`$’s one and they get married. Marriages cannot be broken: married couples sit aside till the end of the game. If there are conflicting proposals the couples with the lowest energies are married first. When all the couples meeting this criteria at time step $`n`$ got married, bachelors propose the $`(n+1)^{th}`$ of their preference lists, and so forth. The game proceeds till everybody is married, reaching what we shall call FC state. Since energy corresponds to number of proposals, the FC state can be found in less than quadratic time.

The results of our extensive simulations, reported in fig. 1, show the gap between the three different ways of modeling agents’ behavior. The Ground State corresponds to the state of maximum global satisfaction, but there is no reason why selfish players should be able to find it by themselves, and not move from it once reached. Only an external institution, a matchmaker, could help people coordinate in such a profitable way. On the other hand, the OSS would not change, once reached by rational players. Since there is no procedure to reach it, though, the same rational players are much more likely to get trapped in another stable state. The OSS is, then, the best matching perfect agents could possibly obtain by self-searching. Numerical simulations of the FC state, reported as triangles up in figure 1, show that the FC matching gives average energies slightly above those of the OSS, and the same holds for their respective variances (inset graph). FC agents retain the best possibility they encounter at a given time and do not need to process all the virtually infinite information available. The same way consumers sometimes keep buying a specific, satisficing, product, instead of spending their time and money trying out all the other ones.

## 3 Individual energy distribution with complete information

We turn now our attention to single individuals, by tracing the individual energy distribution for the three matching methods. That of the OSS can be estimated following the same reasoning as in reference , where the authors define the ensemble of all stable matchings. In our case we just have to add the symmetry constraint $`ϵ_f=ϵ_m`$. Using continuous variables and rescaling the rankings such that $`x_\mathrm{m}h(m,w_\mathrm{m})/N`$, $`X=_{i=1}^Nx_i`$ and $`y_\mathrm{w}f(w,m_\mathrm{w})/N`$, $`Y=_{j=1}^Ny_j`$, the probability of finding a symmetrical stable state reads:

$`P`$ $`=`$ $`{\displaystyle _0^1}d^Nx{\displaystyle _0^1}d^Ny{\displaystyle \underset{ij}{}}(1x_iy_j)\delta ({\displaystyle \underset{i}{}}x_i{\displaystyle \underset{j}{}}y_j)`$
$``$ $`{\displaystyle _0^1}d^Nxe^{X^2}\rho _N^2(X)`$
where :

$$\rho _N(X)=_0^1d^Nx\delta (X\underset{i=1}{\overset{N}{}}x_i)\frac{X^{N1}}{\mathrm{\Gamma }(N)}(1e^{N/X})^N.$$
(4)
The single agent energy distribution can then be calculated by taking the average of $`\delta (xx_N)`$ in the above ensemble, which reads:

$`<\delta (xx_N)>`$ $`=`$ $`{\displaystyle \frac{1}{P}}{\displaystyle _0^N}e^{X^2}\rho _{N1}(Xx)\rho _N(X)`$ (5)
$``$ $`(N1){\displaystyle \frac{(\sqrt{N}x)^{N2}}{N^{\frac{N1}{2}}}}\sqrt{N}e^{x\sqrt{N}},`$ (6)
for $`Nx`$. In fact the integral in (5) can be solved with the saddle point method around $`X=\sqrt{N}`$, where the factor $`(1e^{N/X})^N`$ of equation (4) is almost equal $`1`$. Hence the distribution of the average player’s energy $`ϵ_\mathrm{i}=Nx`$ equals

$$p(ϵ_\mathrm{i})=\frac{1}{\sqrt{N}}e^{\frac{ϵ_\mathrm{i}}{\sqrt{N}}}.$$
(7)
The above becomes a simple exponential, if we rescale the $`ϵ_\mathrm{i}`$ variable as follows:

$$\stackrel{~}{ϵ_\mathrm{i}}=\frac{ϵ_\mathrm{i}}{\sqrt{N}}.$$
(8)
Equation (7), plotted as a solid line, agrees with the numerical simulations of the OSS reported in fig. 2.b, while it lies below the fat tail of the individual energy distribution of the FC State (fig. 2.a). Such a discrepancy is due to the fact that FC marriages are unbreakable, so the unlucky players married as last end up with energies comparable to that of a random choice ($`N/2`$). In real life social relations are not static, but local rearrangements, such as divorces or lay-offs, take place on a much longer time scale than that needed to find a partner.

The distribution of Ground State energies obeys perfectly the scaling of equation (8) and is well fitted by the Gaussian-like distribution $`e^{0.26ϵ_\mathrm{i}(2+ϵ_\mathrm{i})}`$. This suggests that the globally optimal solution tends to assign similar satisfactions to every agent, balancing the loss of those who happen to be more “beautiful”  in a given instance of the preference lists with the gain of the least attractive ones. Such a fair and profitable matching, though, is prevented by the individual selfishness of agents endowed with perfect information. In the following sections we will show how things may change when individual information is incomplete.

### 3.1 Evolutionary stability

The model becomes richer if we introduce a threshold value $`\delta `$, corresponding to the rank above which it is more convenient for an agent to remain unmarried (or, similarly, not to buy a given product). In this situation one could wonder if it would be a better strategy to go down quicker on one’s preference list, thus lowering one’s probability of remaining single, or slower, in order to double one’s chances of success with a better partner. Let us formalize this idea as follows: in a population of normal people (who propose to one partner at each time step) we can insert a percentage $`(1\beta )`$ of “fast” (who propose to the next two agents of their preference list) or “slow” ones (who only make one proposal every two time steps). The game can thence be carried out as usual. Some agents will remain single at an energy cost $`\delta +1`$.

In fig. 3 we report simulation data from this model. There we analyze the ratios between the average energies of slow (fast) and normal people $`ϵ_{\mathrm{slow}(\mathrm{fast})}/ϵ_{\mathrm{normal}}`$. Both ratios remain bigger than one for any value of the percentage of normal people $`\beta `$. This proves that, given agents do not seek the optimal but the satisficing, it is always convenient to make only one proposal at each time step. In other words, we could make different possible strategies compete by Darwinian selection, giving each agent a number of offsprings proportional to her satisfaction at every generation. No matter the percentage of people holding a given strategy in the first generation, the FC one would always spread and succeed. In a wide sense the First Choice model meets, therefore, the requirements for evolutionary stability .

## 4 Partial information

Complete information is rare to be encountered in economic and social relations. Imperfect markets, where consumers do not even know the existence of some products, are more frequent than ideal ones. The FC model can be generalized to the case of limited information, that is people only know a portion $`\alpha `$ of the world. Accordingly, every preference list will contain $`N(1\alpha )`$ holes. If people behaved according to the Gale-Shapley algorithm  the resulting satisfactions would be those reported in reference . In the FC case agents propose, at time step $`n`$, to the $`n^{th}`$ ranked known counterpart player of their lists. Man $`m`$ could accept woman $`w`$’s proposal only if $`h(m,w)`$ were smaller or equal to the rank of the $`n^{th}`$ known woman of his list. For small values of $`\alpha `$ some players find no partner and they remain single at an energy cost $`\mathrm{\Delta }_cN`$.

It is evident that information matters: the more people one knows, the more choice one has. It is then easy to state that $`ϵ`$ must be a monotonically decreasing function of $`\alpha `$. In order to quantify this dependence, we notice that the average probability of accepting a proposal is of order $`ϵ/N`$. If a player sent out $`n`$ proposals before finding her partner, the total probability $`ϵ\frac{n}{N}`$ of getting married must equal unity (in the absence of singles). Starting from this observation we can follow the argument used in , which gives, in the symmetric case,

$$ϵ=\sqrt{\frac{N}{\alpha (2\alpha )}}.$$
(9)
A similar, yet more precise esteem, can be found as follows.

### 4.1 Analytical estimation

The probability $`p_n`$ that an agent gets married exactly at time step $`n`$ can be written as

$$p_n2\frac{n}{\alpha N}q_{n1}^2,$$
(10)
where $`q_n`$ is the probability of not being married and $`n/\alpha N`$ the average probability of accepting a proposal, at step $`n`$. In eq. (10), and in the following, we are neglecting: (i)The probability of having two agents proposing to each other at the same time. (ii)The probability of having two agents proposing to the same partner at the same time. The latter becomes important for $`n_{max}=N\alpha 1`$. The number of singles diminishes with increasing $`n`$ according to the equation

$$q_n=q_{n1}p_nq_{n1}\left(12\frac{n}{\alpha N}q_{n1}\right),$$
(11)
which can be solved for $`\alpha 1`$, giving

$$q_n=\left(1+\frac{n^2}{\alpha N}\right)^1.$$
(12)
This means there are going to be singles even at the end of the FC process, i.e. for $`n=\alpha N`$. We compared such $`q_{\alpha \mathrm{N}}`$ with numerical simulations in the inset of figure 4, finding a good agreement.

When $`\alpha =1`$ there are no singles, and the exponential transition between the two regimes takes place around $`\alpha \mathrm{log}N/N`$, which corresponds to the analogous cut-off found in marriages with threshold .

Among the players who get married at time step $`n`$, half of them would be proposers and their energy would scale as $`n/\alpha `$; the other half would receive a proposal uniformly distributed between $`1`$ and $`n/\alpha `$. Therefore the average energy of these agents reads $`ϵ_n=\frac{3n}{4\alpha }`$. Inserting equation (12) into (10), we can calculate the average energy per agent as follows:

$$ϵ=\underset{k=1}{\overset{N\alpha }{}}p_kϵ_k\frac{3\pi }{8}\frac{N\sqrt{N\alpha }}{1+N\alpha }.$$
(13)
The above equation is plotted against $`\alpha `$ in figure 4. Comparison with simulation data shows a better agreement for large $`\alpha `$ values than for smaller ones. This is probably due to the above mentioned fact that the neglected contribution of conflicting proposals becomes important when $`n_{max}=N\alpha `$ is small.

### 4.2 Unhappy minority

As $`\alpha `$ increases, the average energy per person drops very quickly. Now we ask ourselves how benefits are distributed in the population. In particular we shall focus our attention on the agents who do not benefit at all from an information increase. This kind of individual based analysis is crucial in economic systems, where the average data is not the end of the story.

We can imagine a situation where agents are endowed with a knowledge $`\alpha _1`$, find a FC matching $`M_1`$ with average energy $`ϵ(\alpha _1)`$, and then acquire an additional amount of knowledge $`\mathrm{\Delta }\alpha `$. This way players make new acquaintances and may find a better partner than they used to. The resulting new matching $`M_2`$ would correspond to a different point in the plot of fig. 4, i.e. $`ϵ(\alpha _2)`$, where $`\alpha _2=\alpha _1+\mathrm{\Delta }\alpha `$. The average energy decrease $`ϵ(\alpha _2)<ϵ(\alpha _1)`$ is due to the percentage $`p_h(\alpha )`$ of the population that improves its condition. On the other hand some players ($`Np_u(\alpha )`$) suffer the couples reshuffling from $`M_1`$ to $`M_2`$, ending up with a higher energy.

We studied the percentage $`p_h(\alpha )`$ of “happy” people and that of unhappy ones $`p_u(\alpha )`$, at constant $`\alpha `$ increments $`\mathrm{\Delta }\alpha `$.

In figure 5 we reported the results for $`\mathrm{\Delta }\alpha =1/N`$. Notice that, in this case, the derivative $`D_u(\alpha )=lim_{\mathrm{\Delta }\alpha 0}\frac{1}{N}\frac{p_u(\alpha )}{\mathrm{\Delta }\alpha }`$ if well estimated by $`p_u(\alpha )`$ itself, when $`N`$ goes to infinity. After a very short transient phase where the number of singles increases for the joint effect of competition and scarcity of alternatives, $`p_u`$ decreases logarithmically, and so does $`p_h`$. Notice that, even though the two percentages come closer as $`\alpha `$ is increased, $`D_h(\alpha )`$ stays always above $`D_u(\alpha )`$, as shown in the inset of figure 5.

### 4.3 Asymmetric information

We have shown so far that information enhances the general satisfaction and damages slightly only a small minority of the population. Let us now give complete information to one side, say men ($`\alpha _\mathrm{m}=1`$), and vary the other group’s one ($`\alpha _\mathrm{w}(0,1]`$). A similar situation occurs in economics when, for instance, firms have a much better knowledge of the market, that is their core business, than consumers do. Potential buyers, on the other hand, may increase considerably their amount of information by gathering sellers’ reputation data, which becomes easily feasible in the Internet age .

In figure 6.a we plotted the probability of being unhappy $`p_u(\alpha _\mathrm{w})`$, with the same definition as before, for men, women and both. The behavior is very similar to the symmetric case. As expected, there are more men than women suffering from the unilateral injection of information in the game. Here men are justly paying the price of equal rights.

In figure 6.b the corresponding energies of both sexes are plotted against $`\alpha _\mathrm{w}`$ in semi-log scale. It appears clearly that women’s energy (squares) decreases while men’s energy (diamonds) increases, as $`\alpha _\mathrm{w}`$ grows. Then men’s satisfaction deteriorates, even if their information does not change during the process. Nevertheless the general average energy, represented by open circles in figure 6, diminishes. In other words men’s loss is more than compensated by women’s improvement: even a unilateral information increase is beneficial to the society as a whole. This confirms the pie augmentation hypothesis made in .

## 5 Matchmaker

When information is only partial players score very poorly (see fig. 4). In some circumstances it could be convenient for them to let someone else find them a partner, rather than doing it by themselves. This becomes possible –and even likely– in a world where the connectivity distribution of human social contacts is very broad . More than that, in the Internet age very few highly connected nodes  could gather a huge amount of information.

Let us imagine that people in a community agree to give their preferences lists to a matchmaker (MM). He possess now complete information and is capable of finding the Ground State of the system. Accordingly, he proposes each player a partner: if everybody accepted the MM’s proposal, then the community would minimize the total energy. Nevertheless we assume players are selfish and careless of the general welfare. Thus they keep looking for a better partner among those players whom they know, employing their maximum searching effort. If a man $`m`$ and a woman $`w`$ prefer to marry one another rather than accepting the MM’s offer, then they refuse it, step out of the community and get married. Such a decision forces in the meantime two more players ($`m`$’s and $`w`$’s partners in the Ground State) to look for a new partner. For each value of $`\alpha `$ there would be a percentage $`p_i(\alpha )`$ of such “independent” people.

A rough esteem of $`p_i`$ can be obtained by calculating the probability that an individual FC energy is lower than that of the Ground State. To do that, we shall assume that the distribution of individual energies in the FC state $`p^{FC}(x,\alpha )`$ equals that of the OSS (eq. (7)) for $`\alpha =1`$, and that $`p^{FC}(x,1)dx=p^{FC}(x/\sqrt{\alpha },\alpha )dx/\sqrt{\alpha }`$. These approximations are only reasonable when $`\alpha \alpha _c`$. If we take equation (2) for the individual energy distribution in the Ground State, we obtain:

$$p_i(\alpha )\left[\sqrt{\alpha }_0^\sqrt{N}𝑑xe^x_0^x𝑑ye^{0.3y(2+y)}\right]^20.2\alpha ,$$
(14)
for $`N`$ approaching to infinity. In figure 7.a equation (14) is compared with simulations, and the agreement seems good.

In figure 7.b the overall average energy per person $`ϵ`$ is plotted against $`\alpha `$. Its lower and upper bounds should respectively be the Ground State energy (displayed as dotted line) and the FC one (displayed as dashed line). It is clearly not the case for the latter, because half of the independent couples are rematched randomly, having been forced to divorce by their mates. The crossing point (around $`\alpha =0.72`$) corresponds, in the graph 7.a, to a critical percentage of independent people. Above that value (about $`2\%`$) the MM can no more be useful, unless he employed sophisticated mechanisms. For instance he could find the matching of minimal energy among the “loyal” people; but this could become an endless process, since it would generate a new cascade of desertions, and so forth.

For sure, at least below that critical value, $`ϵ`$ is a monotonically increasing function of $`\alpha `$. This means that people with partial information (small $`\alpha `$) can score better than those with infinite searching power ($`\alpha =1`$), given that they renounce to their personal privacy. This effect would be amplified by the fact that some of them would find the MM’s offer satisficing, and not search any further for a different partner. In other words what we are showing in fig. 7.b is the worst case of anti-social behavior at any given average information level. In real life very few people would employ all their searching effort looking for a substitute good (partners might be an exception) if they were satisfied enough with the one they already have . This way most of the people will remain in the MM’s community, thus saving searching costs and being better off on average. Such savings can be thought of as the MM’s revenue. The above argument becomes more effective if we imagine that the game be repeated numerous times, in which case reputation matters . Then people would care more about their average utility and might be pleased by a long lasting confidence relationship with the MM.

Of course we should consider the possibility of a corrupted MM, who would favor some players at the expense of the collectivity. However, the matchmaker institution would survive only if the average energy of those who accept his proposals is lower than that of those who found a partner on their own. Moreover, when the information that players release to the MM is not used properly, it would start to be convenient for them to protect their privacy. In such a situation it’s no more profitable for the MM to be corrupted and an equilibrium is likely to arise. By construction, at the equilibrium point the average satisfaction is bigger than it would be without the MM, and more evenly distributed (the variance of the Ground State distribution, plotted in the inset of fig. 1, is the smallest). Furthermore, we should consider competition among different MMs, in which case a cheating one would be exposed to the danger of loosing clients and lower his earnings.

## 6 Market implications

A real market could be thought of as a polygamic marriage game with unequal number of players. In order to point out the role of information, we can try to carry on this metaphor letting rational agents with partial information play the game.

Let us consider a market with $`N_c`$ consumers and $`n`$ enterprises, such that $`nN_c`$, where every enterprise produces the same type of good. Enterprises have a completely degenerate preference list, i.e. they make no discrimination among different consumers. Each enterprise $`i`$ is endowed with a budget equal to $`1`$, a fraction $`(1q_i)`$ of which will be invested in the marketing process, a fraction $`q_i`$ in the quality of the product. Here “quality” includes the research expenditures and the costs of production. Consumers act as in the FC model. They get to know the different brands through commercials, plus an effort $`e_k(0,1)`$, which represents the amount of personal search. $`e_k=1`$ corresponds to disposing of and processing infinite information, $`e_k=0`$ to no information effort. The probability $`\alpha _k(i)`$ that consumer $`k`$ knows the product $`i`$ should be a convex function of $`(1q_i)`$; for the sake of simplicity, let us assume it linear:

$$\alpha _k(i)=\mathrm{min}\{1,1q_i+e_k\}.$$
(15)
On the other hand, for consumer $`k`$ the product $`i`$ has an expected utility

$$u_k(i)=q_i+\eta _k(1q_i),$$
(16)
where $`\eta _k`$ is a random variable, uniformly distributed between zero and one. This way consumers have a perception of the quality of the goods($`q_i`$), but commercials ($`1q_i`$) are aimed to confuse them, so that the products look nicer than they really are. In fact information is not only limited in real life, but it is also imperfect . The factor $`\eta _k`$ is intended to account for commercials more or less effective, for different tastes and needs of consumers. Higher expected utility corresponds to better ranking in one’s preference list. This approach resembles the “beauty correlated” marriage problem, studied in a recent paper . All products have the same price, but different qualities.

At each instance of the game consumers buy one unit of good. In order to maximize their expected utility, they choose the best ranked among those they know of. As a first, simple example, let us set up a game with the variables $`q_i`$ randomly distributed between zero and one. Each consumer knows an average of $`r(e)=n(1+2e)/2`$ different products if the average effort $`e`$ is smaller than $`0.5`$, $`n`$ products otherwise. Consumers’ average utility is a monotonically increasing function of $`e`$ and $`n`$. Now we introduce a new enterprise and ask ourselves the $`q`$ value $`\widehat{q}`$ that maximizes its selling. With some approximation we can show that the probability of being the best ranked, among the $`r(e)`$ that each consumer knows, has the form $`p_{best}(q,r)\frac{(1q^{r1})}{(1q)r}`$. Multiplying $`p_{best}`$ and $`\alpha _k(i)`$ (eq. 15) we find the average selling of the new enterprise:

$$s(q,e)=N_c(1q+e)\frac{(1q^{n\frac{1+2e}{2}1})}{(1q)n\frac{1+2e}{2}}$$
(17)
For $`e<0.5`$ we can assume $`rn/2`$. With this position we find that the maximum of the above equation lies on the curve

$$e(\widehat{q})=\frac{(n2)(1\widehat{q})^2\widehat{q}^{n/2}}{2\widehat{q}^2+\widehat{q}^{n/2}[\widehat{q}(n\widehat{q})+2n]},$$

that is a monotonically increasing function of $`\widehat{q}`$. This means that, as expected, the optimal fraction of quality investment $`\widehat{q}`$ increases as the consumers’ effort grows (see fig. 8).

In other words, the bigger portion of the market consumers know, the more enterprises are likely to invest in the quality of the product. Moreover, the amount of effort needed to make it convenient to the new enterprise to invest all its capital in the quality, $`e(\widehat{q}=1)=\frac{4}{n4}`$, diminishes sensibly with increasing $`n`$. Similar arguments hold for $`e>0.5`$.

At a given value of the consumers’ effort $`e`$, some enterprises would adjust their $`q`$ investment to exploit the edge left by the other ones. But how do consumers decide their searching effort level? Increased computing power may allow for increasing information capability with no additional cost. Still, some information is costly . One way to take care of it is subtracting the search costs to the expected utility. In this more realistic case consumers may decide how much they want to invest in searching a good, given the average quality of the products. In the scenario we pictured above, they would probably search until they are satisfied, without necessarily maximizing their utility function. In fact, what is a core business for an enterprise is a marginal one for most consumers. For this reason, even if some enterprises had a perfect knowledge of the market and could find their $`\widehat{q}`$ at any time, it would always be convenient for them to chose a lower level of quality investment.

## 7 Acknowledgments

We would like to thank A. Capocci and Joseph Wakeling for useful comments. This work was supported by the Swiss National Fund, Grant No. 20-61470.00.


format: text

text:
# On Classification of Non-Abelian Toda Systems

## 1 Introduction

By a Toda system we mean a system of nonlinear partial differential equations for functions of two real variables or one complex variable having a special form. A concrete Toda system is specified by the choice of a Lie group and by the choice of a $``$-gradation of the corresponding Lie algebra, see, for example, . Any Toda system is exactly or completely integrable, and this is actually enough to justify the necessity to investigate them. As a matter of fact, they arise in many mathematical and physical problems having as fundamental as application significance.

In this talk we discuss the classification of non-abelian Toda systems associated with classical Lie groups. Such a classification was performed earlier with the help of the root decomposition of the corresponding Lie algebras in papers . Here we use the approach which is not based on root techniques and appeals only to general properties of simple Lie algebras.

## 2 Toda systems

Let $`M`$ be either the real manifold $`^2`$ or the complex manifold $``$. Denote the standard coordinates on $`^2`$ by $`z^{}`$ and $`z^+`$. In the case of the manifold $``$ we denote by $`z^{}`$ the standard complex coordinate $`z`$ and by $`z^+`$ its complex conjugate $`\overline{z}`$.111Actually one can assume that $`M`$ is an arbitrary two-dimensional real manifold or one-dimensional complex manifold. Here $`z^{}`$ and $`z^+`$ are some local coordinates.

Recall that a Lie algebra $`𝔤`$ is said to be $``$-graded if there is given a representation

$$𝔤=\underset{m}{}𝔤_m,$$

where

$$[𝔤_m,𝔤_n]𝔤_{m+n}$$

for all $`m,n`$. The subspace $`𝔤_0`$ is a subalgebra of $`𝔤`$.

Consider a real or complex matrix Lie group222The case of a general, not necessarily matrix, Lie group is considered in the paper , and in the book . $`G`$ whose Lie algebra $`𝔤`$ is endowed with a $``$-gradation. Let for some positive integer $`l`$ the subspaces $`𝔤_m`$ and $`𝔤_{+m}`$ for $`0<m<l`$ be trivial. Denote by $`G_0`$ the connected Lie subgroup of $`G`$ corresponding to the subalgebra $`𝔤_0`$. The Toda equations are the matrix equation for a mapping $`\gamma `$ from $`M`$ to $`G_0`$ which have the following form

$$_+(\gamma ^1_{}\gamma )=[c_{},\gamma ^1c_+\gamma ].$$

Here $`c_{}`$ and $`c_+`$ are some fixed mappings from $`M`$ to $`𝔤_l`$ and $`𝔤_{+l}`$ respectively, satisfying the conditions

$$_+c_{}=0,_{}c_+=0.$$

When the Lie group $`G_0`$ is abelian the corresponding Toda system is said to be abelian, otherwise we deal with a nonabelian Toda system.

There exist the so-called higher grading  and multi-dimensional  generalisations of the Toda systems.

## 3 $``$-gradations

It is clear that to classify Toda systems one has to classify $``$-gradations of Lie algebras. Let us restrict ourselves to the case of Lie algebras corresponding to classical Lie groups. These are complex special linear, orthogonal and symplectic groups. All these groups and the corresponding Lie algebras are simple. This fact allows one to describe all $``$-gradations. Here the following facts are used.

Let us have some $``$-gradation of a Lie algebra $`𝔤`$. Define a linear operator $`D`$ acting on an element $`x=_mx_m`$ as

$$Dx=\underset{m}{}mx_m.$$

The operator $`D`$ satisfies the relation

$$D([x,y])=[Dx,y]+[x,Dy].$$

Hence, $`D`$ is a derivation of $`𝔤`$. For any element of $`x𝔤`$ the linear operator $`\mathrm{ad}(x)`$ defined by

$$\mathrm{ad}(x)y=[x,y]$$

is a derivation of $`𝔤`$. Such a derivation is said to be internal. It is important for our consideration that any derivation of a semisimple Lie algebra is internal. Therefore, in the case when $`𝔤`$ is semisimple, for any $``$-gradation there exists an element $`q`$ of $`𝔤`$ such that

$$Dx=\mathrm{ad}(q)x=[q,x].$$

The operator $`\mathrm{ad}(q)`$, or the element $`q`$ itself, is called the grading operator, corresponding to the $``$-gradation under consideration. If the grading operator exists then the subspaces $`𝔤_m`$ can be described as

$$𝔤_m=\{x𝔤[q,x]=mx\}.$$

Note now that if $`q`$ is the grading operator generating some $``$-gradation, then the operator $`\mathrm{ad}(q)`$ is diagonalisable. Let us recall the following fact from the theory of semisimple Lie algebras.

Let $`𝔤`$ be a complex semisimple Lie algebra, and $`\phi `$ be its linear representation. If for some $`x𝔤`$ the operator $`\mathrm{ad}(x)`$ is diagonalisable, then the linear operator $`\phi (x)`$ is also diagonalisable.

In the case of classical Lie algebras we always have a special representation, it is the defining representation. The above facts say in this case that any $``$-gradation is generated by the corresponding grading operator, and that this operator, up to an automorphism of the Lie algebra under consideration, is a diagonal matrix.

Now, let us proceed to the description of concrete $``$-gradations and corresponding Toda systems.

## 4 Special linear groups

We start with the Lie groups $`\mathrm{SL}_n()`$ and the corresponding Lie algebras $`𝔰𝔩_n()`$.

The grading operator $`q`$ corresponding to a $``$-gradation of $`𝔰𝔩_n()`$ is a diagonalisable matrix. Hence, up to an internal automorphism any grading operator $`q`$ has the block matrix form

$$q=\left(\begin{array}{cccc}\rho _1I_{k_1}& 0& \mathrm{}& 0\\ 0& \rho _2I_{k_2}& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& \rho _pI_{k_p}\end{array}\right),$$
(1)
where $`I_k`$ is the $`k\times k`$ identity matrix, and we assume that $`Re\rho _1Re\rho _2\mathrm{}Re\rho _p`$. The grading operator $`q`$ of the above form belongs to the Lie algebra $`𝔰𝔩_n()`$ if $`_{a=1}^pk_a=n`$ and

$$\underset{a=1}{\overset{p}{}}\rho _ak_a=0.$$
(2)
Represent a general element $`x`$ of $`𝔰𝔩_n()`$ in the block matrix form

$$x=\left(\begin{array}{ccc}x_{11}& \mathrm{}& x_{1p}\\ \mathrm{}& \mathrm{}& \mathrm{}\\ x_{p1}& \mathrm{}& x_{pp}\end{array}\right),$$
(3)
where $`x_{ab}`$ is a $`k_a\times k_b`$ matrix. It is clear that

$$[q,x]_{ab}=(\rho _a\rho _b)x_{ab}.$$

Hence, since $`q`$ generates a $``$-gradation we should have $`m_a=\rho _a\rho _{a+1}`$. It follows that all numbers $`\rho _a`$ have the same imaginary part, and in reality the equality (2) implies that they are real and we will assume that $`\rho _1>\rho _2>\mathrm{}>\rho _p`$. The numbers $`\rho _a`$ can be expressed via the integers $`k_a`$ and $`m_a`$:

$$\rho _a=\frac{1}{n}\left(\underset{b=1}{\overset{a1}{}}m_b\underset{c=1}{\overset{b}{}}k_c+\underset{b=a}{\overset{p1}{}}m_b\underset{c=b+1}{\overset{p}{}}k_c\right).$$
(4)
Thus a $``$-gradation of the Lie algebra $`𝔰𝔩_n()`$ is uniquely specified by the choice of $`p`$ integers $`k_a`$ such that $`_{a=1}^pk_a=n`$ and by the choice of $`p1`$ positive integers $`m_a`$. The grading operator $`q`$ has the form (1), where the numbers $`\rho _a`$ are given by the relation (4).

The grading structure of the Lie algebras $`𝔰𝔩_n()`$ can be depicted by the following scheme

$$\left(\begin{array}{ccccc}0& m_1& m_1+m_2& \mathrm{}& \underset{a=1}{\overset{p1}{}}m_a\\ & & & & \\ m_1& 0& m_2& \mathrm{}& \underset{a=2}{\overset{p1}{}}m_a\\ & & & & \\ (m_1+m_2)& m_2& 0& \mathrm{}& \underset{a=3}{\overset{p1}{}}m_a\\ & & & & \\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ & & & & \\ \underset{a=1}{\overset{p1}{}}m_a& \underset{a=2}{\overset{p1}{}}m_a& \underset{a=3}{\overset{p1}{}}m_a& \mathrm{}& 0\end{array}\right).$$

Here the numbers in the boxes correspond to the grading indices of the corresponding blocks in the block matrix representation (3) of a general element of $`𝔰𝔩_n()`$. Note, in particular, that the subalgebra $`𝔤_0`$ is formed by all block diagonal matrices. The group $`G_0`$ is also formed by block diagonal matrices and is isomorphic to $`\mathrm{GL}_{k_1}()\times \mathrm{}\times \mathrm{GL}_{k_p}()`$.

Consider now Toda systems associated with the Lie group $`\mathrm{SL}_n()`$. Actually, it is more convenient to deal with the Lie group $`\mathrm{GL}_n()`$. Any grading operator for the Lie algebra $`𝔰𝔩_n()`$ can be considered as a grading operator for the Lie algebra $`𝔤𝔩_n()`$.

It can be easily understood that to exhaust all Toda systems it suffices to consider only gradations with all numbers $`m_a`$ equal to $`1`$ . In this case the mappings $`c_{}`$ and $`c_+`$ should take values in the subspaces $`𝔤_1`$ and $`𝔤_{+1}`$ respectively. The general forms of such elements are

$$c_{}=\left(\begin{array}{ccccc}0& 0& \mathrm{}& 0& 0\\ C_1& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& C_{(p1)}& 0\end{array}\right),c_+=\left(\begin{array}{ccccc}0& C_{+1}& \mathrm{}& 0& 0\\ 0& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 0& C_{+(p1)}\\ 0& 0& \mathrm{}& 0& 0\end{array}\right),$$
(5)
where for each $`a=1,\mathrm{},p1`$ the mapping $`C_a`$ takes values in the space of $`k_{a+1}\times k_a`$ complex matrices, and the mapping $`C_{+a}`$ takes values in the space of $`k_a\times k_{a+1}`$ complex matrices. Besides, these mappings must satisfy the relations

$$_+C_a=0,_{}C_{+a}=0.$$

Parametrise the mapping $`\gamma `$ as

$$\gamma =\left(\begin{array}{cccc}\mathrm{\Gamma }_1& 0& \mathrm{}& 0\\ 0& \mathrm{\Gamma }_2& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& \mathrm{\Gamma }_p\end{array}\right),$$
(6)
where the mappings $`\mathrm{\Gamma }_a`$ take values in the Lie groups $`\mathrm{GL}_{k_a}()`$. In this parametrisation Toda equations take the form

$$\begin{array}{ccccc}\hfill _+\left(\mathrm{\Gamma }_1^1_{}\mathrm{\Gamma }_1\right)& =& \mathrm{\Gamma }_1^1C_{+1}\mathrm{\Gamma }_2C_1,\hfill & & \\ \hfill _+\left(\mathrm{\Gamma }_a^1_{}\mathrm{\Gamma }_a\right)& =& \mathrm{\Gamma }_a^1C_{+a}\mathrm{\Gamma }_{a+1}C_a\hfill & +& C_{(a1)}\mathrm{\Gamma }_{a1}^1C_{+(a1)}\mathrm{\Gamma }_a,1<a<p,\hfill \\ \hfill _+\left(\mathrm{\Gamma }_p^1_{}\mathrm{\Gamma }_p\right)& =& & & C_{(p1)}\mathrm{\Gamma }_{p1}^1C_{+(p1)}\mathrm{\Gamma }_p.\hfill \end{array}$$

The simplest case is when one chooses $`k_a=k`$ and $`C_a=C_{+a}=I_k`$:

$$\begin{array}{ccccc}\hfill _+\left(\mathrm{\Gamma }_1^1_{}\mathrm{\Gamma }_1\right)& =& \mathrm{\Gamma }_1^1\mathrm{\Gamma }_2,\hfill & & \\ \hfill _+\left(\mathrm{\Gamma }_a^1_{}\mathrm{\Gamma }_a\right)& =& \mathrm{\Gamma }_a^1\mathrm{\Gamma }_{a+1}\hfill & +& \mathrm{\Gamma }_{a1}^1\mathrm{\Gamma }_a,1<a<p,\hfill \\ \hfill _+\left(\mathrm{\Gamma }_p^1_{}\mathrm{\Gamma }_p\right)& =& & & \mathrm{\Gamma }_{p1}^1\mathrm{\Gamma }_p.\hfill \end{array}$$

## 5 Orthogonal Lie groups

It is convenient for our purposes to define the complex orthogonal group $`\mathrm{O}_n()`$ as the Lie subgroup of $`\mathrm{GL}_n()`$ formed by the elements $`a\mathrm{GL}_n()`$ satisfying the condition

$$a^tJ_na=J_n,$$
(7)
where $`J_n`$ is the skew-diagonal $`n\times n`$ unit matrix. The Lie algebra $`𝔬_n()`$ of the Lie group $`\mathrm{O}_n()`$ consists of $`n\times n`$ complex matrices $`x`$ satisfying the condition

$$x^tJ_n+J_nx=0.$$
(8)
For a $`k_1\times k_2`$ matrix $`a`$ we will denote

$$a^T=J_{k_2}a^tJ_{k_1}.$$

Actually, $`a^T`$ is the transpose of $`a`$ with respect to the skew diagonal. The conditions (7) and (8) can be written now as $`a^T=a^1`$ and $`x^T=x`$, respectively.

The Lie algebras $`𝔬_n()`$ are simple and it is clear that any $``$-gradation of $`𝔬_n()`$ is generated by the corresponding grading operator, which has the form (1) and belongs to $`𝔬_n()`$. Hence, a $``$-gradation of the Lie algebra $`𝔬_n()`$ is uniquely specified by the choice of $`p`$ integers $`k_a`$ such that $`_{a=1}^pk_a=n`$, $`k_a=k_{pa+1}`$, and by the choice of $`p1`$ positive integers $`m_a`$ such that $`m_a=m_{pa}`$.

Consider now the Toda equations associated with the Lie groups $`\mathrm{O}_n()`$. The general form of the mappings $`c_{}`$ and $`c_+`$ is again given by (5), but here the mappings $`C_{\pm a}`$ should obey the relations

$$C_a^T=C_{(pa)},C_{+a}^T=C_{+(pa)}.$$
(9)
The Lie group $`G_0`$ in the case $`p=2s1`$ is isomorphic to $`\mathrm{GL}_{k_1}()\times \mathrm{}\times \mathrm{GL}_{k_{s1}}()\times \mathrm{SO}_{k_s}()`$ while in the case $`p=2s`$ it is isomorphic to $`\mathrm{GL}_{k_1}()\times \mathrm{}\times \mathrm{GL}_{k_s}()`$. We can use the same parametrisation (6) for $`\gamma `$ as for the case of the Lie group $`\mathrm{GL}_n()`$. Here one has

$$\mathrm{\Gamma }_a^T=\mathrm{\Gamma }_{pa+1}^1.$$
(10)
The Toda equations have the same form as for the case of the Lie groups $`\mathrm{GL}_n()`$. One only has to take into account the relations (9) and (10). In the case of $`p=2s1`$ we have $`s`$ independent mappings $`\mathrm{\Gamma }_a`$ and the equations for them are

$`_+\left(\mathrm{\Gamma }_1^1_{}\mathrm{\Gamma }_1\right)`$ $`=`$ $`\mathrm{\Gamma }_1^1C_{+1}\mathrm{\Gamma }_2C_1,`$
$`_+\left(\mathrm{\Gamma }_a^1_{}\mathrm{\Gamma }_a\right)`$ $`=`$ $`\mathrm{\Gamma }_a^1C_{+a}\mathrm{\Gamma }_{a+1}C_a+C_{(a1)}\mathrm{\Gamma }_{a1}^1C_{+(a1)}\mathrm{\Gamma }_a,1<a<s,`$
$`_+\left(\mathrm{\Gamma }_s^1_{}\mathrm{\Gamma }_s\right)`$ $`=`$ $`\mathrm{\Gamma }_s^TC_{+(s1)}^T\mathrm{\Gamma }_{s1}^{1T}C_{(s1)}^T+C_{(s1)}\mathrm{\Gamma }_{s1}^1C_{+(s1)}\mathrm{\Gamma }_s.`$
Stress on that in this case $`\mathrm{\Gamma }_s^T=\mathrm{\Gamma }_s^1`$. In the case $`p=2s`$ we have the equations

$`_+\left(\mathrm{\Gamma }_1^1_{}\mathrm{\Gamma }_1\right)`$ $`=`$ $`\mathrm{\Gamma }_1^1C_{+1}\mathrm{\Gamma }_2C_1,`$
$`_+\left(\mathrm{\Gamma }_a^1_{}\mathrm{\Gamma }_a\right)`$ $`=`$ $`\mathrm{\Gamma }_a^1C_{+a}\mathrm{\Gamma }_{a+1}C_a+C_{(a1)}\mathrm{\Gamma }_{a1}^1C_{+(a1)}\mathrm{\Gamma }_a,1<a<s,`$
$`_+\left(\mathrm{\Gamma }_s^1_{}\mathrm{\Gamma }_s\right)`$ $`=`$ $`\mathrm{\Gamma }_s^1C_{+s}\mathrm{\Gamma }_s^{1T}C_s+C_{(s1)}\mathrm{\Gamma }_{s1}^1C_{+(s1)}\mathrm{\Gamma }_s,`$
where the mappings $`C_{\pm s}`$ satisfy the relations

$$C_s^T=C_s,C_{+s}^T=C_{+s}.$$
(11)
## 6 Symplectic Lie groups

Define the Lie group $`\mathrm{Sp}_{2n}()`$ as the Lie subgroup of the Lie group $`\mathrm{GL}_{2n}()`$ formed by the elements $`a\mathrm{GL}_{2n}()`$ which satisfy the condition

$$a^tK_{2n}a=K_{2n},$$

where

$$K_{2n}=\left(\begin{array}{cc}\hfill 0& \hfill J_n\\ \hfill J_n& \hfill 0\end{array}\right).$$

Then the Lie algebra $`𝔰𝔭_{2n}()`$ of $`\mathrm{Sp}_{2n}()`$ is formed by all $`2n\times 2n`$ complex matrices $`x`$ satisfying the condition

$$x^tK_{2n}+K_{2n}x=0.$$

The Lie algebras $`𝔰𝔭_{2n}()`$ are simple and any $``$-gradation of $`𝔰𝔭_{2n}()`$ is generated by the grading operator, which has the form (1) and belongs to $`𝔰𝔭_{2n}()`$. One can get convinced that a $``$-gradation of the Lie algebra $`𝔰𝔭_{2n}()`$ is uniquely specified by the same data as for a $``$-gradation of the Lie algebra $`𝔬_{2n}()`$.

Consider now the corresponding Toda equations. The mappings $`c_{}`$ and $`c_+`$ have the forms (5) with the mappings $`C_{\pm a}`$ satisfying the relations

$`C_a^T=C_{(pa)},C_{+a}^T=C_{+(pa)},as1,s,`$
$`J_{k_{s1}}C_{(s1)}^tK_{k_s}=C_s,K_{k_s}C_{+(s1)}^tJ_{k_{s1}}=C_{+s}`$
when $`p=2s1`$, and

$`C_a^T=C_{(pa)},C_{+a}^T=C_{+(pa)},as,`$
$`C_s^T=C_s,C_{+s}^T=C_{+s},`$
when $`p=2s`$.

The Lie group $`G_0`$ in the case of $`p=2s1`$ is isomorphic to $`\mathrm{GL}_{k_1}()\times \mathrm{}\times \mathrm{GL}_{k_{s1}}()\times \mathrm{Sp}_{k_s}()`$, while in the case of $`p=2s`$ it is isomorphic to $`\mathrm{GL}_{k_1}()\times \mathrm{}\times \mathrm{GL}_{k_s}()`$. We can use the parametrisation (6) for the mapping $`\gamma `$. Here, in the case of $`p=2s1`$, one has

$$\mathrm{\Gamma }_a^T=\mathrm{\Gamma }_{pa+1}^1,as+1,\mathrm{\Gamma }_s^tK_{k_s}\mathrm{\Gamma }_s=K_{k_s},$$

whereas in the case of $`p=2s`$

$$\mathrm{\Gamma }_a^T=\mathrm{\Gamma }_{pa+1}^1$$

for any $`a`$. The independent Toda equations in the case of $`p=2s1`$ have the form

$`_+\left(\mathrm{\Gamma }_1^1_{}\mathrm{\Gamma }_1\right)`$ $`=`$ $`\mathrm{\Gamma }_1^1C_{+1}\mathrm{\Gamma }_2C_1,`$
$`_+\left(\mathrm{\Gamma }_a^1_{}\mathrm{\Gamma }_a\right)`$ $`=`$ $`\mathrm{\Gamma }_a^1C_{+a}\mathrm{\Gamma }_{a+1}C_a+C_{(a1)}\mathrm{\Gamma }_{a1}^1C_{+(a1)}\mathrm{\Gamma }_a,1<a<s,`$
$`_+\left(\mathrm{\Gamma }_s^1_{}\mathrm{\Gamma }_s\right)`$ $`=`$ $`\mathrm{\Gamma }_s^1K_{k_s}C_{+(s1)}^t\mathrm{\Gamma }_{s1}^{1t}C_{(s1)}^tK_{k_s}+C_{(s1)}\mathrm{\Gamma }_{s1}^1C_{+(s1)}\mathrm{\Gamma }_s.`$
In the case of $`p=2s`$ one has the same equations as for the Lie groups $`\mathrm{O}_{2n}()`$, but with the mappings $`C_{\pm s}`$ satisfying instead of (11) the relations

$$C_s^T=C_s,C_{+s}^T=C_{+s}.$$

## 7 Simplest example

A first non-abelian Toda system which was integrated explicitly was a system associated with the Lie group $`\mathrm{O}_5()`$. We start this section with the description of this system along lines used in early papers . The Lie algebra $`𝔬_5()`$ of the Lie group $`\mathrm{O}_5()`$ is of type $`B_2`$. Let $`h_1`$, $`h_2`$ be Cartan generators, and $`x_{\pm 1}`$, $`x_{\pm 2}`$ be the Chevalley generators corresponding to the simple roots $`\alpha _1`$, $`\alpha _2`$. Consider the $``$-gradation generated by the grading operator $`q=2h_1+h_2`$. The grading subspaces have the forms

$`𝔤_1`$ $`=`$ $`𝔤^{\alpha _1}𝔤^{\alpha _1\alpha _2}𝔤^{2\alpha _1\alpha _2}`$
$`𝔤_0`$ $`=`$ $`𝔤^{\alpha _2}𝔥𝔤^{\alpha _2}`$
$`𝔤_{+1}`$ $`=`$ $`𝔤^{\alpha _1}𝔤^{\alpha _1+\alpha _2}𝔤^{2\alpha _1+\alpha _2}.`$
Choose the fixed mappings $`c_{}`$ and $`c_+`$ as

$$c_+=[x_{+1},x_{+2}],c_{}=[x_2,x_1],$$

and parametrise the mapping $`\gamma `$ as

$$\gamma =\mathrm{exp}(a_+x_{+2})\mathrm{exp}(a_{}x_2)\mathrm{exp}(a_1h_1+a_2h_2)$$

Then the Toda equations take the form

$`_+_{}a_1`$ $`=`$ $`2\mathrm{e}^{a_1}(1+2a_{}a_+),`$ (12)
$`_+(_{}a_1_{}a_2a_{}_{}a_+)`$ $`=`$ $`\mathrm{e}^{a_2}(1+2a_{}a_+),`$ (13)
$`_+(\mathrm{e}^{a_12a_2}_{}a_+)`$ $`=`$ $`2\mathrm{e}^{2a_2}a_+,`$ (14)
$`_+[\mathrm{e}^{a_1+2a_2}(_{}a_{}a_{}^2_{}a_+)]`$ $`=`$ $`2\mathrm{e}^{2a_1+2a_2}a_{}(1+a_{}a_+).`$ (15)
Now, let us show how the system described above enters into our classification of non-abelian Toda systems. First of all notice that the Lie group $`\mathrm{O}_5()`$ is locally isomorphic to the Lie group $`\mathrm{Sp}_4()`$. Moreover, the formulation of the system was based only on local properties of the Lie group $`\mathrm{O}_5()`$. Therefore, we will come to the same system starting from the Lie group $`\mathrm{Sp}_4()`$. This also allows one to include the system under consideration in a series of non-abelian Toda systems associated with the Lie groups $`\mathrm{Sp}_{2n}()`$ which have an extremely simple form.

Endow the Lie algebra $`𝔰𝔭_{2n}()`$ with a $``$-gradation generated by the grading operator

$$q=\frac{1}{2}\left(\begin{array}{cc}I_n& 0\\ 0& I_n\end{array}\right).$$

The parametrisation of the mapping $`\gamma `$ corresponding with this $``$-gradation has the form

$$\gamma =\left(\begin{array}{cc}\mathrm{\Gamma }& 0\\ 0& (\mathrm{\Gamma }^T)^1\end{array}\right).$$

Choose the mappings $`c_{}`$ and $`c_+`$ as

$$c_{}=\left(\begin{array}{cc}0& 0\\ I_n& 0\end{array}\right),c_+=\left(\begin{array}{cc}0& I_n\\ 0& 0\end{array}\right).$$

The Toda equations have in our case the form

$$_+(\mathrm{\Gamma }^1_{}\mathrm{\Gamma })=(\mathrm{\Gamma }^T\mathrm{\Gamma })^1.$$
(16)
In the case of $`n=2`$, if one parametrises $`\mathrm{\Gamma }`$ as

$$\mathrm{\Gamma }=\left(\begin{array}{cc}\mathrm{e}^{a_2}(1+a_{}a_+)& \mathrm{e}^{a_1a_2}a_+\\ \mathrm{e}^{a_2}a_{}& \mathrm{e}^{a_1a_2}\end{array}\right),$$

then the Toda equations (16) take the form (12)–(15). Certainly, the equation (16) is more attractive than the equations (12)–(15).

In the case of $`n=1`$ the mapping $`\mathrm{\Gamma }`$ is just a function, and we have the equation

$$_+(\mathrm{\Gamma }^1_{}\mathrm{\Gamma })=\mathrm{\Gamma }^2.$$

Introducing a function $`F`$ via the relation

$$\mathrm{\Gamma }=\mathrm{e}^F$$

one comes to the famous Liouville equation

$$_+_{}F=\mathrm{e}^{2F}.$$

Therefore, it is quite natural for general $`n`$ to call the equation

$$_+(\mathrm{\Gamma }^1_{}\mathrm{\Gamma })=(\mathrm{\Gamma }^T\mathrm{\Gamma })^1$$

the non-abelian Liouville equation.

## 8 Conclusions

We have shown that the classification of the non-abelian Toda systems associated with complex classical Lie groups can be performed using only some general properties of the semisimple Lie algebras. The arising block matrix structure appears to be very convenient. For example, it allows one to find explicit forms for $`W`$-algebras corresponding to non-abelian Toda systems .

The work of A.V.R. was supported in part by the Russian Foundation for Basic Research under grant #01–01–00201 and the INTAS under grant #00–00561.


text:
# Charge Neutrality of the Color-Flavor Locked Phase from the Low Energy Effective Theory

## I Introduction

It is now understood that at asymptotically large baryon number densities, the ground state of 3-flavor, 3-color massless QCD is the Color-Flavor Locked (CFL) phase. (See  for comprehensive reviews.) In this phase, all 9 species of quarks with momenta close to the Fermi surface undergo BCS-like pairing. The resulting quark-quark condensate spontaneously breaks the original $`SU(3)_C\times SU(3)_L\times SU(3)_R`$ symmetry down to the diagonal subgroup, $`SU(3)_{C+L+R}`$, causing the gauge bosons of the original $`SU(3)_C`$ group to become massive, and also breaks the $`U(1)_B`$ symmetry associated with conserved baryon number.A local gauge symmetry cannot really be spontaneously broken . We have to fix a gauge to define expectation values of gauge variant quantities. One linear combination of gluon and photon remains massless; the associated unbroken gauge symmetry is referred to as $`U(1)_{\stackrel{~}{Q}}`$, denoting the “modified” electromagnetism.

A nonzero mass for the strange quark encourages the system to reduce the strange quark number density relative to the density of up- and down-type quarks. It has been argued that the system responds to this stress by forming a kaon condensate in the ground state . Kaon condensation allows the strange quark number density to be decreased without the costly breaking of pairs in the CFL background.

In particular, it was found that in the presence of small enough chemical potentials for the electric and lepton charges $`K^0`$ condensate was present in the ground state (the CFL$`K^0`$ phase) . The CFL and CFL$`K^0`$ phases are distinct, as hypercharge is spontaneously broken in the latter, but not in the former. Some recent reviews are listed in .

Recently, some attention has been devoted to the issue of realization of charge neutrality in the high baryon density matter. First, it was argued that for a macroscopic system the difference between being in a color singlet state and being in a state with equal number densities of red, blue and green color charges is negligible . Alford and Rajagopal constructed an expression for the free energy that incorporated general features of the CFL phase , while Steiner, Reddy and Prakash used NJL model supplemented by diquark and the t’Hooft six-fermion interactions . Neither approach included gauge bosons as dynamical fields. Instead, to ensure charge neutrality of the CFL phase, chemical potentials $`\mu _3`$ and $`\mu _8`$ were introduced for the charges corresponding to $`T_3`$ and $`T_8`$ generators of the $`SU(3)_c`$ group, along with $`\mu _Q`$, a chemical potential for the electric charge. In both papers it was found that $`\mu _3,`$ $`\mu _8`$ and $`\mu _Q`$ had to be adjusted to ensure local charge neutrality of the bulk quark matter.

Motivated by the ideas of , in this paper we employ the low energy effective theory of QCD at high baryon number density developed in  to address the issue of charge neutrality in the high baryon density matter. In particular, in this approach gauge fields are treated as dynamical degrees of freedom. One expects that in a color superconducting state, color charge neutrality will follow from the low energy dynamics of the system, and that is what we find for a homogeneous case.

In section 2 we show that this is indeed the case for a homogeneous medium; in section 3 we present the analysis for the case of an inhomogeneous medium, such as one would expect in a compact star, and we find a surprising result that nonzero electric fields exist in the bulk in this case.

## II Charge Neutrality in Homogeneous Medium

QCD at asymptotically high baryon density has several effective field theories valid for different ranges of excitation energies. For energies well below the quark number chemical potential $`\mu `$ heavy anti-quarks (mass $`2\mu `$) may be integrated out in a systematic manner leading to the High Density Effective Theory (HDET) developed in .

For energies smaller than the superconducting gap $`\mathrm{\Delta }`$ quasi-particle and quasi-hole states in the vicinity of the Fermi surface may, in turn, be integrated out leaving the Nambu-Goldstone bosons due to breaking of various flavor symmetries in the ground state as the relevant degrees of freedom . For instance, in the CFL phase we have an octet due to breaking of the chiral symmetry and a singlet due to $`U(1)_B`$ breaking. See  for a review of the subject.The low energy effective theory of dense QCD is similar in spirit to the effective theory of an ordinary (QED) superconductor (Ginzburg-Landau theory). See, for example, a pedagogical introduction by S. Weinberg .

The leading terms of the low energy effective Lagrangian of QCD at high baryon number density are

$``$ $`=`$ $`{\displaystyle \frac{f_\pi ^2}{2}}\left[\mathrm{T}r\left((X^{}D_0^LX)^2{\displaystyle \frac{1}{3}}(X^{}D_i^LX)^2\right)+\mathrm{T}r\left((Y^{}D_0^RY)^2{\displaystyle \frac{1}{3}}(Y^{}D_i^RY)^2\right)\right]`$ (2)
$`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }{\displaystyle \frac{1}{2}}\mathrm{T}r(G_{\mu \nu }G^{\mu \nu }),`$
where $`X`$ and $`Y`$ are the $`3\times 3`$ unitary matrix valued composite fields describing oscillations of the left- and right handed quark-quark condensates about the CFL ground state. Under the original symmetry group $`SU(3)_c\times SU(3)_L\times SU(3)_R,`$ X transforms as $`(3,3,1)`$ and Y as $`(3,1,3)`$. The pion decay constant $`f_\pi 0.209\mu `$ was computed in . The gauge covariant derivatives are

$`D_\nu ^LX=_\nu X+ig_sX(A_\nu ^c)^T+ieA_\nu ^{em}QX+i\delta _{\nu 0}{\displaystyle \frac{MM^{}}{2\mu }}X,`$ (3)
$`D_\nu ^RY=_\nu Y+ig_sY(A_\nu ^c)^T+ieA_\nu ^{em}QY+i\delta _{\nu 0}{\displaystyle \frac{M^{}M}{2\mu }}Y,`$ (4)
where $`A_\nu ^c`$ and $`A_\nu ^{em}`$ are the gluon and photon gauge fields, respectively; $`A_\nu ^c=A_{a\nu }^ct_a,`$ where $`t_a`$ is an $`SU(3)_c`$ generator in the fundamental representation. We treat quark mass matrix $`M`$ as an external (spurion) field that transforms as $`(1,3,\overline{3}).`$ It was argued in  that $`M^2/2\mu `$ terms should appear in the covariant derivatives (4), and, thus, that in the low energy effective theory $`m_s^2/2\mu `$ plays the role of chemical potential for strangeness. These are the terms responsible for the formation of kaon condensate in the ground state. In this paper we neglect up and down quark masses and set

$$M=\mathrm{d}iag(0,0,m_s).$$
(5)
The quark electric charge matrix is $`Q=\mathrm{d}iag(2/3,1/3,1/3).`$

A generic term in the effective Lagrangian is made of various $`SU(3)_C\times SU(3)_L\times SU(3)_R\times U(1)_B`$ invariant combinations of powers of $`f_\pi ^2\mathrm{\Delta }^2Y^{}(\frac{D}{\mathrm{\Delta }})^kY,`$ $`f_\pi ^2\mathrm{\Delta }^2X^{}(\frac{D}{\mathrm{\Delta }})^nX,`$ $`G_{\mu \nu }`$ and $`F_{\mu \nu }.`$ The terms involving both $`X`$ and $`Y`$ and the ones containing the field strengths are further suppressed by powers of $`g_s`$ and/or $`e`$ .

It is more convenient to rewrite the Lagrangian in the following form

$`=_{XYA}+_\mathrm{\Sigma },`$ (6)
where

$`_{XYA}`$ $`=`$ $`{\displaystyle \frac{f_\pi ^2}{4}}\mathrm{T}r\left(X^{}\dot{X}+Y^{}\dot{Y}+iX^{}({\displaystyle \frac{MM^{}}{2\mu }}+eA_0^{em}Q)X+iY^{}({\displaystyle \frac{M^{}M}{2\mu }}+eA_0^{em}Q)Y+2ig_s(A_0^c)^T\right)^2`$ (9)
$`+{\displaystyle \frac{f_\pi ^2}{4}}{\displaystyle \frac{1}{3}}\mathrm{T}r\left(X^{}_iX+Y^{}_iY+ieA_i^{em}(X^{}QX+Y^{}QY)+2ig_s(A_i^c)^T\right)^2`$
$`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }{\displaystyle \frac{1}{2}}\mathrm{T}r(G_{\mu \nu }G^{\mu \nu }),`$
and

$`_\mathrm{\Sigma }`$ $`=`$ $`{\displaystyle \frac{f_\pi ^2}{4}}\mathrm{T}r\left(X^{}\dot{X}Y^{}\dot{Y}+iX^{}{\displaystyle \frac{MM^{}}{2\mu }}XiY^{}{\displaystyle \frac{M^{}M}{2\mu }}Y+i\stackrel{~}{e}A_0^{\stackrel{~}{Q}}(X^{}QXY^{}QY)\right)^2`$ (11)
$`+{\displaystyle \frac{f_\pi ^2}{4}}{\displaystyle \frac{1}{3}}\mathrm{T}r\left(X^{}_iXY^{}_iY+i\stackrel{~}{e}A_i^{\stackrel{~}{Q}}(X^{}QXY^{}QY)\right)^2`$
$`=`$ $`{\displaystyle \frac{f_\pi ^2}{4}}\mathrm{T}r\left(\dot{\mathrm{\Sigma }}+iW_L\mathrm{\Sigma }i\mathrm{\Sigma }W_R\right)\left(\dot{\mathrm{\Sigma }}^{}+iW_R\mathrm{\Sigma }^{}i\mathrm{\Sigma }^{}W_L\right)`$ (13)
$`{\displaystyle \frac{f_\pi ^2}{4}}{\displaystyle \frac{1}{3}}\mathrm{T}r\left(_i\mathrm{\Sigma }+i\stackrel{~}{e}A_i^{\stackrel{~}{Q}}[Q,\mathrm{\Sigma }]\right)\left(_i\mathrm{\Sigma }^{}+i\stackrel{~}{e}A_i^{\stackrel{~}{Q}}[Q,\mathrm{\Sigma }^{}]\right).`$
Here

$`W_L=\stackrel{~}{e}A_0^{\stackrel{~}{Q}}Q+{\displaystyle \frac{MM^{}}{2\mu }}`$ (14)
and

$`W_R=\stackrel{~}{e}A_0^{\stackrel{~}{Q}}Q+{\displaystyle \frac{M^{}M}{2\mu }},`$ (15)
$`A_\mu ^{\stackrel{~}{Q}}`$ is the $`U_{\stackrel{~}{Q}}(1)`$ gauge field with the coupling constant

$$\stackrel{~}{e}=\frac{\sqrt{3}eg_s}{\sqrt{3g_s^2+4e^2}}.$$
(16)
We have introduced the color singlet field $`\mathrm{\Sigma }=XY^{}=\mathrm{e}xp[2i\pi ^at^a/f_\pi ],`$ where $`\pi _a`$’s are the pseudo-scalar octet of Nambu-Goldstone bosons which arise from the breaking of chiral symmetry. $`\mathrm{\Sigma }`$ transforms as $`(1,3,\overline{3}).`$ We neglect the $`U_B(1)`$ Nambu-Goldstone boson terms in the Lagrangian as they are irrelevant for the gauge charge neutrality.

We see that $`_\mathrm{\Sigma }`$ only depends on light fields, while $`_{XYA}`$ has both light and heavy degrees of freedom in it. The convenience of the representation (6) is due to the fact that at low energy the heavy gauge fields may be integrated out. Then $`_{XYA}`$ piece vanishes leaving us with $`_\mathrm{\Sigma }`$ only. Now one may proceed to solve equations of motion to determine values of various (classical) fields in the ground state. It was found in  that in the ground state $`\mathrm{\Sigma }`$ field takes on a non trivial value

$$\mathrm{\Sigma }_{K^0}=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& i\\ 0& i& 0\end{array}\right)$$
(17)
corresponding to CFL$`K^0`$ phase. We note that in the approximation $`m_u=m_d=0`$ the $`K^0`$ condensate in the ground state is maximal and formed for arbitrarily small value of $`m_s`$ .

From $`_{XYA}`$ we see that $`X^{}\frac{MM^{}}{2\mu }X+Y^{}\frac{M^{}M}{2\mu }Y`$ acts as a source term for the temporal components of gauge fields. This follows from $`M^2/2\mu `$ terms being part of the covariant derivatives (4). We may also see this from the matching calculation of the coefficient of the operator

$$g_sA_a^c\mathrm{T}r\left((t_a)^T\right),$$
(18)
where

$$=X^{}\frac{MM^{}}{2\mu }X+Y^{}\frac{M^{}M}{2\mu }Y,$$
(19)
in the low energy effective Lagrangian (6). The calculation yields a non zero coefficient of $`f_\pi ^2/4`$ that comes from the anomalous contribution to the one-loop tadpole diagram with one insertion of $``$ as shown in Fig. 1. The diagram is superficially proportional to $`\mathrm{\Delta }^2,`$ but the loop integration is infrared sensitive and picks up a compensating $`1/\mathrm{\Delta }^2.`$

We note that spatial components of gauge fields do not have sources and vanish in the ground state.

To proceed it is convenient to define a unitary matrix $`\xi `$, such that $`\xi ^2=\mathrm{\Sigma }`$, and an $`SU(3)`$ matrix $`U`$. Then $`X`$ and $`Y`$ may be presented as

$`X`$ $`=`$ $`\xi U,`$ (20)
$`Y`$ $`=`$ $`\xi ^{}U`$ (21)
We fix $`SU(3)_C`$ gauge by setting

$$U=1,$$
(22)
which corresponds to the unitary gauge . Then we have

$$\xi _{K^0}=\frac{1}{\sqrt{2}}\left(\begin{array}{ccc}\sqrt{2}& 0& 0\\ 0& 1& i\\ 0& i& 1\end{array}\right)$$
(23)
and $`X=\xi _{K^0}`$, $`Y=\xi _{K^0}^{}.`$

In the homogeneous medium all fields are constants and the Lagrangian reduces to

$``$ $`=`$ $`{\displaystyle \frac{f_\pi ^2}{4}}\mathrm{T}r\left(\xi _{K^0}^{}{\displaystyle \frac{MM^{}}{2\mu }}\xi _{K^0}+\xi _{K^0}{\displaystyle \frac{M^{}M}{2\mu }}\xi _{K^0}^{}{}_{}{}^{}+2g_s(A_0^c)^T+2eA_0^{em}Q\right)^2`$ (24)
Now let us proceed to state the $`\mathrm{𝑚𝑎𝑖𝑛}`$ result of the paper. The charge densities are defined as

$$J_0=\frac{}{A_0},$$
(25)
while the equations of motion for the temporal components of the gauge fields in the homogeneous case read

$$\frac{\delta }{\delta A_0}\frac{}{A_0}=0.$$
(26)
Then color and electromagnetic charge densities vanish in the ground state since the time components of the (classical) gauge fields must satisfy their equations of motion. Note that vanishing of charge densities in the ground state is a gauge independent result and does not depend on the particular (gauge dependent) values of the gauge fields in the ground state.

From the Lagrangian (24) we see that the charge density due to the nonzero strange quark mass (the first two terms in (24)) induces non zero $`A_0`$ fields in the ground state. So, when substituted into the expression for the charge density, the Debye screening term (the last two terms in (24)) and the $`m_s`$-induced charge density term cancel each other and the corresponding charge density $`J_0`$ vanishes. This is just what we expect to see in a superconductor. Qualitatively, this is similar to the picture from . There the linear in the chemical potentials charge density terms (analogous to the Debye screening terms in (24)) cancel the $`m_s`$-induced quark charge density pieces in the expressions for the charge densities thus ensuring charge neutrality.

Now let us solve equations of motion for the $`A_0`$’s. The formulas for the gauge fields will be needed in the next section. Let us note first that lagrangian (9) (and therefore (24)) does not depend on the $`A_0^{\stackrel{~}{Q}}.`$ This is a manifestation of the fact that the medium is $`U_{\stackrel{~}{Q}}(1)`$ neutral. The equation of motion for $`A_0^{\stackrel{~}{Q}}`$ is $`\stackrel{}{}^2A_0^{\stackrel{~}{Q}}=0`$ and the solution is

$$A_0^{\stackrel{~}{Q}}=C,$$
(27)
where $`C`$ is a constant. Then solving the equations of motion $`\frac{\delta }{\delta A_0}=0`$, with $``$ from (24), yields for $`A_0`$’s ($`A_0\varphi `$) in the original basis

(28)
$`\varphi _3^c={\displaystyle \frac{\stackrel{~}{e}^2m_{s}^{}{}_{}{}^{2}}{4\mu g_se^2}}{\displaystyle \frac{C\stackrel{~}{e}}{g_s}},`$ (29)
$`\varphi _8^c={\displaystyle \frac{\stackrel{~}{e}^2m_{s}^{}{}_{}{}^{2}}{4\sqrt{3}\mu g_se^2}}{\displaystyle \frac{C\stackrel{~}{e}}{\sqrt{3}g_s}},`$ (30)
$`\varphi ^{em}={\displaystyle \frac{\stackrel{~}{e}^2m_{s}^{}{}_{}{}^{2}}{3\mu g_{s}^{}{}_{}{}^{2}e}}+{\displaystyle \frac{C\stackrel{~}{e}}{e}}.`$ (31)
All other gauge fields vanish. In the pure quark matter $`A_0^{\stackrel{~}{Q}}`$ may take an arbitrary value. However, when one takes into account electrons, the requirement of CFL$`K^0`$ electric charge neutrality gives I am grateful to M.Alford and K.Rajagopal for pointing out this fact to me.

$$A_0^{\stackrel{~}{Q}}C=\frac{\stackrel{~}{e}m_{s}^{}{}_{}{}^{2}}{3\mu g_{s}^{}{}_{}{}^{2}}$$
(32)
so that $`\varphi ^{em}=0.`$ The remaining fields take on the following values

(33)
$`\varphi _3^c={\displaystyle \frac{m_{s}^{}{}_{}{}^{2}}{4\mu g_s}},`$ (34)
$`\varphi _8^c={\displaystyle \frac{m_{s}^{}{}_{}{}^{2}}{4\sqrt{3}\mu g_s}}.`$ (35)
Finally, let us make an important observation that due to the constraint imposed by the gauge invariance on the form of operators that are allowed to appear in the low energy effective theory Lagrangian, the expressions in (31) are not corrected by the neglected higher order terms in the effective Lagrangian (2).

## III Spatial Inhomogeneity As A Mechanism For Generating Electric Fields in High Density QCD

Our formalism also allows us to consider the case of inhomogeneous medium such as may be found in a neutron star core. We assume $`\mu `$ to be an unspecified, spherically symmetric function $`\mu (r)`$ with some typical size of inhomogeneity $`L`$. We use $`L=1`$ km for the numerical estimates, which is the typical length scale of a neutron star core. The characteristic length scale of the ground state is the screening Debye length $`\lambda _D(g_s\mu )^11fm.`$ Since $`\lambda _D/L10^{18},`$ the system is only very weakly inhomogeneous. We will analyze the system in an expansion in $`ϵ=\lambda _D/L.`$ For now we will neglect the electrons and consider only the quark matter.

Let us state the main result right away. To leading order in $`ϵ,`$ the equations of motion for the gauge fields are $`\frac{}{A_0}=0,`$ with $``$ given by (24), but with $`\mu `$ replaced by $`\mu (r).`$ The solutions are given by (31) with $`\mu `$ replaced by $`\mu (r).`$ Then

$$\varphi m_s^2/\mu (r)+const+𝒪(ϵ^2).$$
(36)
We immediately notice that, for example,

$$E_r_r\varphi ^{em}\frac{m_s^2}{\mu L}0.$$
(37)
So, we make a surprising observation that the spatial inhomogeneity gives rise to non zero electric fields in the bulk of quark matter.

It is useful to consider formation of such weakly inhomogeneous state, that is a situation where $`\mu =\mu (t,r)`$ evolves as schematically shown in Fig. 2. Starting from a homogeneous density profile at $`t=0,`$ the system grows denser in the central region as time elapses. We set the typical time evolution scale $`T`$ to be much bigger than any relevant QCD time scale, the typical size of the inhomogeneity $`L`$ is much greater than $`\lambda _D`$ as discussed above.

Let us consider, for example, the equations of motion for $`A_\mu ^{em}.`$ We have

$$_\mu F^{\mu \nu }=\frac{}{A_\nu ^{em}},$$
(38)
where $``$ is given by Eq. (6). We seek solutions in the form

$`\varphi ^{em}`$ $`=`$ $`\varphi _0ϵ^0+\varphi _2ϵ^2+\mathrm{},`$ (39)
$`\stackrel{}{A}^{em}`$ $`=`$ $`\stackrel{}{A}_0ϵ^0+\stackrel{}{A}_2ϵ^2+\mathrm{}.`$ (40)
To leading order in $`ϵ`$ the equations of motion for the gauge fields are $`\frac{}{A_\nu }=0,`$ with $``$ given by (24), but with $`\mu `$ replaced by $`\mu (t,r).`$ The temporal components of the fields are given by (31), and we find

$`\varphi _0`$ $`=`$ $`{\displaystyle \frac{m_s^2\stackrel{~}{e}^2}{3eg_s^2\mu (t,r)}}+{\displaystyle \frac{C\stackrel{~}{e}}{e}},`$ (41)
$`\stackrel{}{A}_0`$ $`=`$ $`0`$ (42)
where constant $`C`$ is defined in (27). At order $`ϵ^2`$ we find the following expressions for the electromagnetic current components

$$j_{em}^0=\stackrel{}{}^2\varphi _0$$
(43)
and

$$\stackrel{}{j}_{em}=_t\stackrel{}{}\varphi _0.$$
(44)
Note that $`_\mu j_{em}^\mu =0,`$ so that the electric charge conservation is satisfied. Thus, there exists a current with nonzero radial component

$$j_r(t,r)=_r_t\frac{m_s^2\stackrel{~}{e}^2}{3eg_s^2\mu (t,r)}\frac{m_s^2}{\mu TL}0.$$
(45)
Now we see that formation of an inhomogeneous density state is accompanied by the polarization of the system; the positive charges move outward and the negative ones - inward. Let us emphasize that during this process the system remains charge neutral. As the density profile reaches its stationary form, $`j_r(t,r)`$ vanishes but the charge density, (43), remains non zero.

Let us consider a stationary inhomogeneous case $`\mu =\mu (r)`$ such as the asymptotic density profile $`\mu (r,t_4)`$ in Fig. 2. So, we consider a spherically symmetric inhomogeneous region of size $`R>L`$ embedded into infinite homogeneous CFL$`K^0`$ medium.

As we have mentioned earlier, a spatial inhomogeneity of the density generates electric fields in the quark matter. Then it is possible that the light charged leptons, $`i.e.`$ positrons and electrons, may be attracted into the system to neutralize the $`U_{em}(1)`$ electric field created by the quark matter. To address this question we add

$$_e=\overline{\psi }(i\gamma ^\nu _\nu m_e)\psi e\overline{\psi }\gamma ^\nu \psi A_\nu ^{em}$$
(46)
to the Lagrangian (6), where $`\psi `$ is the usual electron-positron Dirac field and $`m_e`$ is the electron/positron mass. Now, using equations of motion we integrate out all the remaining heavy gauge fields. We are left with the low energy effective Lagrangian

$``$ $`=`$ $`\overline{\psi }(i\gamma ^\nu _\nu m_e)\psi {\displaystyle \frac{1}{2}}A_0^{\stackrel{~}{Q}}\stackrel{}{}^2A_0^{\stackrel{~}{Q}}`$ (48)
$`n_{\overline{e}}\left(A_0^{\stackrel{~}{Q}}\stackrel{~}{e}+{\displaystyle \frac{m_s^2\stackrel{~}{e}^2}{3g_s^2\mu (r)}}\right){\displaystyle \frac{2\stackrel{~}{e}^4n_e^2}{3f_\pi ^2g_{s}^{}{}_{}{}^{4}}},`$
where $`n_{\overline{e}}=\psi ^{}\psi `$ is the fermion density. We notice that fermions appear in the Lagrangian (48) as coupled to a gauge field with nonzero temporal component equal to

$$𝒜(r)=A_0^{\stackrel{~}{Q}}(r)+\frac{m_s^2\stackrel{~}{e}}{3g_s^2\mu (r)}.$$
(49)
One may think of the fermions as being in the presence of an effective chemical potential $`\stackrel{~}{e}𝒜`$. Then we may assume that in the ground state fermions form a Fermi sphere with Fermi momentum $`k_F`$ being a slow function of $`r`$ (Thomas-Fermi approximation). In the uniform case the electric charge neutrality of CFL$`K^0`$ requires that no electrons should be present in the ground state meaning that

$$𝒜=A_0^{\stackrel{~}{Q}}+\frac{m_s^2\stackrel{~}{e}}{3g_s^2\mu }=0,$$
(50)
which is consistent with (32).<sup>§</sup><sup>§</sup>§Strictly speaking, the condition is $`|\stackrel{~}{e}𝒜|<m_e`$. We neglect $`m_e`$ compared to $`m_s^2/\mu 50MeV`$.

We find the Fermi momentum from the equality of energy of a particle on the top of the Fermi sphere inside the system at a given point and a particle at rest far away from center at some $`r=R`$, where the density is constant (uniform density region far away from the center in Fig. 2). The equation is

$`\sqrt{k_F(r)^2+m_e^2}+\stackrel{~}{e}𝒜(r)=m_e+\stackrel{~}{e}𝒜(R)=m_e.`$ (51)
Then in Thomas-Fermi approximation, ignoring $`𝒪(n_{\overline{e}}^2)`$ term in (48), we have

$$n_e(r)=\frac{1}{3\pi ^2}k_F(r)^3=\frac{1}{3\pi ^2}((\stackrel{~}{e}𝒜(r)m_e)^2m_e^2)^3.$$
(52)
Solving the equation of motion for $`A_0^{\stackrel{~}{Q}}`$

$$\stackrel{}{}^2A_0^{\stackrel{~}{Q}}=\stackrel{~}{e}n_e(r)=\frac{\stackrel{~}{e}}{3\pi ^2}((A_0^{\stackrel{~}{Q}}(r)\stackrel{~}{e}+\frac{m_s^2\stackrel{~}{e}^2}{3g_s^2\mu (r)}m_e)^2m_e^2)^{3/2}$$
(53)
by the expansion in $`ϵ`$ yields

$`A_0^{\stackrel{~}{Q}}`$ $`=`$ $`{\displaystyle \frac{m_s^2\stackrel{~}{e}}{3g_s^2\mu (r)}}+𝒪({\displaystyle \frac{m_s^{4/3}}{L^{4/3}\mu ^{2/3}m_e}})`$ (54)
$`n_e`$ $`=`$ $`\stackrel{}{}^2{\displaystyle \frac{m_s^2}{3g_s^2\mu (r)}}+𝒪({\displaystyle \frac{m_s^{4/3}}{L^{10/3}\mu ^{2/3}m_e}}).`$ (55)
Since $`\stackrel{}{}^2(1/\mu (r))1/L^2\mu (r),`$ we have $`n_em_s^2/L^2\mu 10^2cm^3`$ and $`k_{Fe^+}10^7MeV`$ for $`\mu =400MeV`$ and $`m_s=150MeV.`$ An $`a`$ $`\mathrm{𝑝𝑜𝑠𝑡𝑒𝑟𝑖𝑜𝑟𝑖}`$ estimate gives $`m_em_s^2/L^2\mu `$ for the size of the neglected $`n_{\overline{e}}^2`$ term, which is subleading in $`\lambda _D/L`$ compared to the size of the $`n_{\overline{e}}\stackrel{~}{e}𝒜(r)`$ term in (48) which we retained.

From (55) we can see that for the case of our toy model density profile the total electric charge enclosed in the inhomogeneous region vanishes by Gauss’ law and we don’t have to worry about the energy contribution from the long range electric fields.

We estimate mean free path $`l`$ of $`\stackrel{~}{Q}`$ photons propagating in such a medium. For the case of low energy incoherent scattering of photons off of $`e^+`$ we get $`l=1/n_e\sigma m_e^2/\alpha _{em}n_e10^{19}cm`$ which is much larger than the radius of a star. So, the medium is still transparent. Let us stress, however, that taking into account the spatial inhomogeneity results in a qualitative change in the ground state. Namely, light $`\stackrel{~}{Q}`$ charged particles (positrons and/or electrons) are present in the ground state, while the homogeneous CFL$`K^0`$ phase is a perfect $`\stackrel{~}{Q}`$ insulator.

Acknowledgments

I thank D. B. Kaplan and D. T. Son for many helpful discussions along the way. I am grateful to M. Alford, K. Rajagopal, S. Reddy and T. Schaefer for reading and commenting on the manuscript. The work is supported by the US Department of Energy grant DE-FG03-00ER41132.

Postscript

After this work had been completed and the paper was being prepared for submission I became aware of Ref., where a similar conclusion about the charge neutrality of the color superconducting quark matter was reached.


text:
# References

Reply to “Comment on ‘Superfluidity in the interior-gap states’ ”

In a recent paper, Liu and WilczekLW  proposed the existence of a uniform superfluid state (the interior-gap state) in systems of two species Fermions with unequal masses and mismatched Fermi surfaces at weak coupling. Following this proposal, we investigate in Ref. WY  the stability of this state by calculating its superfluid density and discover that at weak coupling the superfluid density is always negative. We therefore conclude that the spatially uniform (gapless) interior-gap state can not be stable at weak coupling.

In response to our work, Liu and Wilczek criticized in a recent CommentLW2  that our conclusion was in error since the interior-gap state can be stable for systems with fixed particle densities. The only part of this CommentLW2  directly relevant to our work is the paragraph which contains their equation (2). Unfortunately, their argument in this part is incorrect. Contrary to their claim, there can actually be no linear corrections $`|𝐰|`$ to the Fermi momenta $`p_{F\alpha }`$ when the particle densities are held fixed. In fact, even if they existed, such corrections would yield no contributions to the paramagnetic current due to spatial isotropy. From their equation (2), it is indeed quite obvious that there can only be corrections to the paramagnetic densities which are higher order in $`𝐰`$. Fixing the particle densities, therefore, cannot save the superfluid density from turning negative. Thus the interior-gap state is unstable even under this constraint.

This work was supported by the National Science Council of Taiwan under Grant No. 91-2112-M-001-063.

Shin-Tza Wu and Sungkit Yip
Institute of Physics
Academia Sinica
Nankang, Taipei 115, Taiwan

Date
PACS numbers: 03.75.Kk, 05.30.Fk, 67.90.+z, 74.20.-z


text:
# A ROOT-based Client-Server Event Display for the ZEUS Experiment

## I Introduction

Event displays are indispensable tools for analysis in high energy physics experiments. They help to understand the physics of a recorded interaction, to diagnose the apparatus, to make the detector geometry imaginable and to illustrate the whole matter to general audiences. For these rather heterogeneous requirements, the application must be versatile and offer both 2-dimensional (2D) and 3-dimensional (3D) representations. On the other hand, in today’s large collaborations’ distributed environments, it should be possible to obtain event displays regardless of the question whether the workstation is on site or somewhere else in the world. This is in general a challenge, since displaying events requires access to the experiment’s event store and geometry constants.

In the ZEUS experiment, new requirements have emerged with the installation of new detector components, in particular the silicon micro-vertex detector (MVD) and the forward straw tube tracker (STT), which require more elaborate 3-dimensional visualizations than the previous tool provided.

In the following, we describe the ZeVis program suite (ZeVis standing for ZEUS Visualization), which is a distributed application designed to meet the above challenges.

## II Design Criteria

The design of the new event display is governed by two key criteria which are detailed in the following.

### II.1 Client Server Capability

The system should consist of a highly portable light-weight client, capable of running on many different platforms with the host residing on-site or somewhere in the internet, and a server application which lives on a stationary host in direct contact with the event store. The term “light-weight” implies that the client should be independent of the huge legacy libraries making up the main reconstruction and analysis code. The server application, on the other hand, should incorporate standard analysis tools. The connection protocol between client and server should be standardized and likely not to be stopped by firewalls.

### II.2 Integration of 2D/3D Views

Perspective 3-dimensional views with hidden lines and hidden surface removal are very useful for understanding detector geometry, and provide attractive pictures for public relation purposes (fig. 1). Analyzing the event itself is often less successful in this mode, since the geometry tends to obscure the tracks and hits.

Standard projections in the straight-forward sense, e.g. along the beam line or transverse to it, present detector and event in such a way that coordinates could be measured, and every item is in principle visible (fig. 2). However, straight-forward projections can be very complex to look at in a multi-component detector, and do not go all too well with the cylindrical geometry of many colliding-beam experiments.

Very favourable for physics analysis are layered projections, which make use of filled areas to show geometry and event but arrange them in suitable layers such that all relevant information is visible (fig. 3). An excellent review on how to design useful projections for cylindrical detector designs has been given in drevermann . The ideal system should integrate all three viewing variants.

## III Architecture And Design

The ROOT system root  was chosen as underlying graphics, GUI and persistency package, since it provides drawing capabilities both for 2-dimensional graphics primitives as well as 3-dimensional graphics in wireframe mode and with hidden lines and surface removal. The ZeVis package is structured such that the client application depends only on one common library, which contains the geometry and event classes. Other libraries contain the classes to build the geometry and event in ROOT format from the ZEUS internal data model, and the server application which will be discussed later.

The data structures are designed using the builtin ROOT containers, in particular the TClonesArray. The geometry, which normally needs to be loaded only once per session, is designed such that it can be drawn quickly without further modification, hence the data structures are all directly derived from ROOT geometry classes which are able to draw themselves. The present size of the geometry file is about 450 kB.

For the event, compact size is important since a typical event display session will involve access to many events. The data content is therefore strongly reflecting the event information in the official ZEUS mini-DST format, with about 30 kB/evt.

In layered projections, each geometry object acquires a 2-dimensional shape which can be different in each projection, e.g. the drift chamber outline is a circle in $`XY`$ view while it becomes two rectangles in the $`ZR`$ view.111The $`Z`$ coordinate is defined by the proton beam direction, $`X`$ and $`Y`$ are transverse to it. $`R=\sqrt{X^2+Y^2}`$, signed according to azimuthal region. The parallel implementation of 3-dimensional and 2-dimensional representations is achieved by overloading the Paint() member function in the derived geometry classes.

A fish-eye view introduces a nonlinear transformation of radius and $`Z`$ coordinate in the layered $`XY`$ and $`ZR`$ projections, with the aim to enable simultaneous inspection of inner (e.g. micro-vertex detector) and outer tracking components (muon system) within the same picture. It is implemented by overloading the TView::WCtoNDC member function of ROOT.

## IV The Server

The central server provides the access to the geometry and event data for the client program which may be running somewhere in the internet. It provides the following functionalities:

* detector geometry service
* single event service
* download of event files
* access to online events
* access to events of the week scan results (see explanation below)

### IV.1 Internal Structure

The internal structure of the ZeVis server is shown in fig. 4. The server is based on a normal Apache application apache  which has been extended by a ROOT module and PHP4. On the client side, requests to the server are handled by the TWebFile class embedded in ROOT which has been slightly extended to allow for passing of parameters and version qualifiers. The server operates its own cache, where a copy of each created event file is kept for some time. A repeated request from a client will be satisfied with the cached result of an identical earlier request if it still exists. Different components of the server provide the functionality described above.

### IV.2 Geometry Service

The detector geometry is normally requested by the client automatically on startup. The geometry resides statically on the server, and is subject to version control. Each client binary has the schema version it is based upon compiled in, and requests the geometry explicitly in the required version. The server keeps the geometry in several currently supported schema versions, which have been generated offline.

### IV.3 Single Event Service

Particular care has been invested to provide a prompt return of single events. The client requests a single event specified by run number and event number, and a server application named dispatcher passes it to a pre-initialized event agent, which uses the tag database zes1 ; zes2  to obtain the whereabouts of the event, retrieves it from the event store and converts it into ROOT format on-the-fly. The dispatcher then returns the event to the client. The event agent is based on a normal ZEUS analysis application and has access to all standard analysis code. It also uses the normal I/O layers of all ZEUS applications, which initiate automatically staging of a tape file if it should become necessary through the dCache dcache . Since the initialization phase would introduce a sizeable latency, event agents are always pre-initialized and work in daemon fashion. As an individual process could be kept busy for some time if e.g. a file needs to be staged, several event agents are operated in parallel. Similar as with the geometry, the server supports several schema versions for event information. Typically, ten event agents are working in parallel for each supported schema. Besides run number and event number, the client can specify cuts on physical quantities of the event, which the server evaluates as a query on the tag database. Thus, the client is able to select e.g. only DIS events in a certain kinematical range, or only diffractive events with $`J/\psi `$ candidates in the muon channel, etc.

### IV.4 Other Services

In the download service, the client specifies the name of an event file in the event store in one of several formats, which the server converts into ROOT format on the fly. Also raw data files can be requested, which the server passes through an on-demand reconstruction.

During data taking, the ZEUS online system splits random events off the stream with a typical frequency of 0.1 Hz. These events are passed through an automatic reconstruction on a dedicated machine, converted to ROOT and placed within the web area of the server. In online mode, the client retrieves the latest online event periodically (this has become a standard data quality control measure in the ZEUS control room).

In regular running mode, teams of specialists scan preselected ZEUS events visually and produce a selection named events of the week. The client application can retrieve this selection file directly from the server, which is also a useful mode for public relation purposes.

### IV.5 Hardware and Performance

The present event display server hardware is a dual processor PC with Intel Xeon 2.2 GHz CPU and a fast IDE RAID controller with 240 GB of disk space, connected by a gigabit ethernet interface.

The performance of the server under varying load conditions has been investigated systematically. Figure 5 shows the histogrammed response time of non-identical events requested in random order, with the server cache deactivated. The response time is measured on the server and includes access to the tag database and event store, event analysis and conversion to ROOT format, but not the network transfer to the client (which is almost negligible for 30 kB event size on a normal local area network which can easily transfer several MB/s). The average response time is less than 2s, and will be even shorter when the event happens to be in the cache. There are no significant tails in the distribution. Figure 6 shows the behaviour under an artificial stress test. While the response time increases with increasing concurrency of demands, it is still below 4s with nine simultaneous requests. With up to four requests in parallel, hardly any degradation of performance is noticeable. This stress test is however of rather artificial nature, since during normal operation, concurrency of requests has hardly been observed at all.

## V The Graphical User Interface (GUI)

The general layout of the GUI is shown in fig. 7. The largest item is the event display canvas which consists of two pads containing two selectable views of the event, and the header. Above the canvas, four radio buttons allow selection of the event retrieval mode, where the choice can be made between single event request, file download, local and online modes. On the left side of the display canvas, three register cards contain toggles for the display of individual detector components and the corresponding event information, and permit steering of the event retrieval, which will be discussed in more detail below. The bottom edge of the frame shows the general status on the left, and a description of the object currently below the mouse pointer (in this case a track reconstructed in the drift chamber). The right side of the display canvas features buttons for zoom functions, and a slider to adjust the zoom factor. A set of pull-down menus gives access to less frequently used options. The mouse buttons can be used to pick displayed objects and inspect their properties, in extension of a builtin ROOT feature. The context menu also allows changing between the view modes.

The steering panel for single event requests is shown in fig. 8. The minimal specification consists of run and event number. Optionally, a query on event tag variables can be entered in three fields, whereupon the server returns the first event satisfying the query with an event number equal or greater than the one specified. At the top, arrow-marked buttons allow navigation to the next or previous event. In presence of a query, the server will provide the next or previous event within the scope of the query.

A different panel (fig. 9) is used for requesting complete files from the server in various formats. The file name can be chosen with a file browser panel if the event store inventory is visible from the host on which the client is running. Figure 9 also shows the graphical event directory tree, which allows to move directly to any event in the downloaded file.

The GUI for the online mode is shown is fig. 10. In this mode, the client periodically requests the latest online event from the server (here every 20 seconds).

## VI Visualization of Events

A very typical event display for daily work is shown in fig. 11. It shows layered projections in $`XY`$ (left) and $`ZR`$ (right). The calorimeter energies are represented by the size of the shapes within the cell images, and are summed over all corresponding cells in $`Z`$ in case of the $`XY`$ view, and azimuth $`\varphi `$ in case of the $`ZR`$ view.

The fish-eye view allows simultaneous inspection of the inner MVD tracking layers together with the outer components (fig. 12). The fish-eye transformation blows up the inner part of the detector, it is available in both $`XY`$ and $`ZR`$ projections.

The micro-vertex detector benefits particularly from the capability to display 2-dimensional and 3-dimensional views together. Figure 13 shows the MVD simultaneously in $`XY`$ projection and at an arbitrary spatial viewing angle.

Special modes enable display of the raw hit information, as illustrated in fig. 14 in case of the central drift chamber. A display of a cosmic muon event with track segments in the muon chambers is shown in fig. 15.

Three-dimensional views with hidden lines and surface removal are possible through the special viewers X3D and OpenGL which are integrated in view. Figure 1 has been obtained using OpenGL. With these modes, live rotations are possible, and a suitable hardware acceleration, as available in the graphics adapters of most contemporary PCs, provides instantaneous response.

## VII Summary

We have developed and deployed a client-server event display for the ZEUS experiment, which is based on the ROOT framework. Its main features are a portable, lightweight client, smooth integration of 2-dimensional and 3-dimensional views and an ergonomic graphical user interface. The performance of the server is excellent and leaves plenty of reserves for future increase in usage.

###### Acknowledgements.

It is a pleasure to thank the ZEUS detector and physics groups for their help and many useful suggestions about the most efficent implementation of detector geometry and event data, and the ROOT team for help and advice in connection with ROOT, as well as for providing the system in the first place. We would also like to thank our summer students Aleksandra Adametz, Valentin Sipica and Ildar Tamendarov for their contributions to the program.