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# Cohomology of Moduli Spaces

## 1 Moduli spaces of curves

The study of algebraic curves, and how they vary in families, has been fundamental to algebraic geometry since the beginning of the subject, and has made huge advances in the last few decades . The concept of moduli as parameters describing as efficiently as possible the variation of geometric objects was initiated in Riemann’s famous paper  of 1857, in which he observed that an isomorphism class of compact Riemann surfaces of genus $`g2`$ ‘hängt … von $`3g3`$ stetig veränderlichen Grössen ab, welche die Moduln dieser Klasse genannt werden sollen’. In modern terminology, Riemann’s observation is the statement that the dimension of $`_g`$ is $`3g3`$ if $`g2`$. It was not until the 1960s that precise definitions and methods of constructing moduli spaces were given by Mumford in  following ideas of Grothendieck. Roughly speaking, the moduli space $`_g`$ is the set of isomorphism classes of nonsingular complex projective curves111All complex curves and real surfaces will be assumed to be connected. of genus $`g`$, endowed with the structure of a complex variety in such a way that any family of nonsingular complex projective curves parametrised by a base space $`S`$ induces a morphism from $`S`$ to $`_g`$ which associates to each $`sS`$ the isomorphism class of the curve parametrised by $`s`$. The moduli spaces $`_g`$ can be constructed in several different ways, including

* as orbit spaces for group actions,
* via period maps and Torelli’s theorem, and
* using Teichmüller theory.

The first of these is a standard method for constructing many different moduli spaces, using Mumford’s geometric invariant theory  or more recent ideas due to Kollár  and to Mori and Keel . Geometric invariant theory provides a beautiful compactification of $`_g`$ known as the Deligne-Mumford compactification $`\overline{}_g`$ . This compactification is itself modular: it is the moduli space of (Deligne-Mumford) stable curves (i.e. complex projective curves with only nodal singularities and finitely many automorphisms). $`\overline{}_g`$ is singular but in a relatively mild way; it is the quotient of a nonsingular variety by a finite group action .

The moduli space $`_{g,n}`$ of nonsingular complex projective curves of genus $`g`$ with $`n`$ marked points has a similar compactification $`\overline{}_{g,n}`$ which is the moduli space of complex projective curves with $`n`$ marked nonsingular points and with only nodal singularities and finitely many automorphisms. Finiteness of the automorphism group of such a curve $`\mathrm{\Sigma }`$ is equivalent to the requirement that any irreducible component of genus 0 (respectively 1) has at least 3 (respectively 1) special points, where ‘special’ means either marked or singular in $`\mathrm{\Sigma }`$ (and the condition on genus 1 components here is redundant when $`g2`$).

The second method of construction using the period matrices of curves leads to a different compactification $`\stackrel{~}{}_g`$ of $`_g`$ known as the Satake (or Satake-Baily-Borel) compactification. Like the Deligne-Mumford compactification, $`\stackrel{~}{}_g`$ is a complex projective variety, but the boundary $`\stackrel{~}{}_g_g`$ of $`_g`$ in $`\stackrel{~}{}_g`$ has (complex) codimension 2 for $`g3`$ whereas the boundary $`\mathrm{\Delta }=\overline{}_g_g`$ of $`_g`$ in $`\overline{}_g`$ has codimension 1. Each of the irreducible components $`\mathrm{\Delta }_0,\mathrm{},\mathrm{\Delta }_{[g/2]}`$ of $`\mathrm{\Delta }`$ is the closure of a locus of curves with exactly one node (irreducible curves with one node in the case of $`\mathrm{\Delta }_0`$, and in the case of any other $`\mathrm{\Delta }_i`$ the union of two nonsingular curves of genus $`i`$ and $`gi`$ meeting at a single point). The divisors $`\mathrm{\Delta }_i`$ meet transversely in $`\overline{}_g`$, and their intersections define a natural decomposition of $`\mathrm{\Delta }`$ into connected strata which parametrise stable curves of a fixed topological type. The boundary of $`_{g,n}`$ in $`\overline{}_{g,n}`$ has a similar description, but now as well as the genus of each irreducible component it is necessary to keep track of which marked points it contains.

The third method of constructing $`_g`$, via Teichmüller theory, leaves algebraic geometry altogether.

## 2 Teichmüller theory and mapping class groups

Important recent advances concerning the cohomology of the moduli spaces $`_g`$ (in particular ) have been proved by topologists via the link between these moduli spaces and mapping class groups of compact surfaces.

Let us fix a compact oriented smooth surface $`\mathrm{\Sigma }_g`$ of genus $`g2`$, and let $`\text{Diff}_+\mathrm{\Sigma }_g`$ be the group of orientation preserving diffeomorphisms of $`\mathrm{\Sigma }_g`$. Then the mapping class group $`\mathrm{\Gamma }_g`$ of $`\mathrm{\Sigma }_g`$ is the group

$$\mathrm{\Gamma }_g=\pi _0(\text{Diff}_+\mathrm{\Sigma }_g)$$

of connected components of $`\text{Diff}_+\mathrm{\Sigma }_g`$. It acts properly and discontinuously on the Teichmüller space $`𝒯_g`$ of $`\mathrm{\Sigma }_g`$, which is the space of conformal structures on $`\mathrm{\Sigma }_g`$ up to isotopy. The Teichmüller space $`𝒯_g`$ is homeomorphic to $`^{6g6}`$, and its quotient by the action of the mapping class group $`\mathrm{\Gamma }_g`$ can be identified naturally with the moduli space $`_g`$. This means that there is a natural isomorphism of rational cohomology

$$H^{}(_g;)H^{}(\mathrm{\Gamma }_g;).$$
(2.1)
The corresponding integral cohomology groups are not in general isomorphic because of the existence of nonsingular complex projective curves with nontrivial automorphisms. If, however, we work with the moduli spaces $`_{g,n}`$ of nonsingular complex projective curves of genus $`g`$ with $`n`$ marked points, then when $`n`$ is large enough such marked curves have no nontrivial automorphisms (cf.  p 37) and

$$H^{}(_{g,n};)H^{}(\mathrm{\Gamma }_{g,n};)$$

where $`\mathrm{\Gamma }_{g,n}`$ is the group of connected components of the group $`\text{Diff}_+\mathrm{\Sigma }_{g,n}`$ of orientation preserving diffeomorphisms of $`\mathrm{\Sigma }_g`$ which fix $`n`$ chosen points on $`\mathrm{\Sigma }_g`$.

In fact  the components of $`\text{Diff}_+\mathrm{\Sigma }_g`$ are contractible when $`g2`$, so there is also a natural isomorphism

$$H^{}(\mathrm{\Gamma }_g;)H^{}(B\text{Diff}_+\mathrm{\Sigma }_g;)$$

where $`B\text{Diff}_+\mathrm{\Sigma }_g`$ is the universal classifying space for $`\text{Diff}_+\mathrm{\Sigma }_g`$. This means that any cohomology class of the mapping class group $`\mathrm{\Gamma }_g`$ can be regarded as a characteristic class of oriented surface bundles, while any rational cohomology class of $`\mathrm{\Gamma }_g`$ can be regarded as a rational cohomology class of the moduli space $`_g`$.

The mapping class group $`\mathrm{\Gamma }_g`$ can be described in a group theoretical way. $`\mathrm{\Gamma }_g`$ acts faithfully by outer automorphisms (that is, the action is defined modulo inner automorphisms) on the fundamental group $`\pi _1(\mathrm{\Sigma }_g)`$ of $`\mathrm{\Sigma }_g`$, which is generated by $`2g`$ elements $`a_1,\mathrm{},a_g,b_1,\mathrm{},b_g`$ subject to one relation $`_ja_jb_ja_j^1b_j^1=1`$, and the image of $`\mathrm{\Gamma }_g`$ in $`\text{Out}(\pi _1(\mathrm{\Sigma }_g))`$ is the group of outer automorphisms of $`\pi _1(\mathrm{\Sigma }_g)`$ which act trivially on $`H_2(\pi _1(\mathrm{\Sigma }_g);)`$ . $`\mathrm{\Gamma }_g`$ has a finite presentation  with generators represented by Dehn twists (diffeomorphisms of $`\mathrm{\Sigma }_g`$ obtained by cutting $`\mathrm{\Sigma }_g`$ along a regularly embedded circle, twisting one of the resulting boundary circles through $`2\pi `$ and reglueing). There are similar descriptions of $`\mathrm{\Gamma }_{g,n}`$ .

## 3 Stable cohomology

Harer  proved in the 1980s that $`H^k(\mathrm{\Gamma }_g;)`$ and $`H^k(\mathrm{\Gamma }_{g+1};)`$ are isomorphic when $`g3k1`$, and the same is true for $`\mathrm{\Gamma }_{g,n}`$ and $`\mathrm{\Gamma }_{g+1,n}`$. This bound was improved by Ivanov  and Harer  made a further improvement. Since $`H^{}(\mathrm{\Gamma }_g;)`$ is isomorphic to $`H^{}(_g;)`$, this means that the rational cohomology group $`H^k(_g;)`$ is independent of $`g`$ for $`gk`$, and we can define the stable cohomology ring

$$H^{}(_{\mathrm{}};)$$

so that $`H^k(_{\mathrm{}};)H^k(_g;)`$ for $`gk`$.

Harer’s stabilisation map can be defined as follows. We choose a smooth identification of $`\mathrm{\Sigma }_{g+1}`$ with a connected sum of a smooth surface $`\mathrm{\Sigma }_g`$ of genus $`g`$ and a surface $`\mathrm{\Sigma }_1`$ of genus 1 (and if we have marked points we make sure they all correspond to points in $`\mathrm{\Sigma }_g`$). Let $`\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1}`$ be the subgroup of $`\mathrm{\Gamma }_{g+1}`$ consisting of mapping classes represented by diffeomorphisms from $`\mathrm{\Sigma }_{g+1}`$ to itself which fix all the points coming from $`\mathrm{\Sigma }_1`$. The result of collapsing all such points in $`\mathrm{\Sigma }_{g+1}`$ together is diffeomorphic to $`\mathrm{\Sigma }_g`$, so there is a homomorphism from $`\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1}`$ to $`\mathrm{\Gamma }_g`$ as well as an inclusion of $`\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1}`$ in $`\mathrm{\Gamma }_{g+1}`$. Harer showed that both of these induce isomorphisms

$$H^k(\mathrm{\Gamma }_g;)H^k(\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1};)\text{ and }H^k(\mathrm{\Gamma }_{g+1};)H^k(\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1};)$$

when $`gk`$, and likewise we have

$$H^k(\mathrm{\Gamma }_{g,n};)H^k(\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1,n};)\text{ and }H^k(\mathrm{\Gamma }_{g+1,n};)H^k(\mathrm{\Gamma }_{g+1,\mathrm{\Sigma }_1,n};)$$
(3.1)
when $`gk`$.

A similar construction can be made to describe the stabilisation isomorphism

$$H^k(_{g,n};)H^k(_{g+1,n};)$$

for the moduli spaces $`_{g,n}`$ (cf.  p31). Identifying the last marked point of a smooth nonsingular complex projective curve of genus $`g`$ with a marked point on a curve of genus 1 gives a stable curve of genus $`g+1`$ with $`n`$ marked points. This defines for us a morphism

$$\varphi :_{g,n+1}\times _{1,1}\overline{}_{g+1,n}$$

whose image is an open subset of an irreducible component of the boundary of $`_{g+1,n}`$ in $`\overline{}_{g+1,n}`$, and there is a normal bundle $`𝒩_\varphi `$ which is a complex line bundle (in the sense of orbifolds) over $`_{g,n+1}\times _{1,1}`$. Using $`𝒩_\varphi ^{}`$ to denote the complement of the zero section of $`𝒩_\varphi `$ we can compose projection maps with the forgetful map from $`_{g,n+1}`$ to $`_{g,n}`$ to get

$$𝒩_\varphi ^{}_{g,n+1}\times _{1,1}_{g,n+1}_{g,n}$$

which induces

$$H^k(_{g,n};)H^k(𝒩_\varphi ^{};).$$
(3.2)
On the other hand, using a tubular neighbourhood of the image of $`\varphi `$ in $`\overline{}_{g+1,n}`$ we obtain a natural homotopy class of maps from $`𝒩_\varphi ^{}`$ to $`_{g+1,n}`$ which induces

$$H^k(_{g+1,n};)H^k(𝒩_\varphi ^{};).$$
(3.3)
Here (3.2) and (3.3) represent Harer’s maps (3.1) and hence they are isomorphisms if $`gk`$.

## 4 Tautological classes

When $`g2`$ Mumford  and Morita  independently defined tautological classes

$$\kappa _iH^{2i}(\overline{}_g;)\text{ and }e_iH^{2i}(\mathrm{\Gamma }_g;)$$

which correspond up to a sign $`(1)^{i+1}`$ in $`H^{}(_g;)`$ under the isomorphism (2.1). The subalgebra $`R^{}(_g)`$ of $`H^{}(_g;)`$ generated by the $`\kappa _i`$, or equivalently by the $`e_i`$, is called its tautological ring.

The classes $`\kappa _i`$ are defined using the natural forgetful map $`\pi :_{g,1}_g`$ which takes an element $`[\mathrm{\Sigma },p]`$ of $`_{g,1}`$ represented by a nonsingular complex projective curve $`\mathrm{\Sigma }`$ with one marked point $`p`$ to the element $`[\mathrm{\Sigma }]`$ of $`_g`$ represented by $`\mathrm{\Sigma }`$. This is often called the universal curve over $`_g`$, since for generic choices of $`\mathrm{\Sigma }`$ the fibre $`\pi ^1([\mathrm{\Sigma }])`$ is a copy of $`\mathrm{\Sigma }`$. However if $`\mathrm{\Sigma }`$ has nontrivial automorphisms then $`\pi ^1([\mathrm{\Sigma }])`$ is not a copy of $`\mathrm{\Sigma }`$ but is instead the quotient of $`\mathrm{\Sigma }`$ by its automorphism group $`\text{Aut}(\mathrm{\Sigma })`$ (which has size at most $`84(g1)`$ when $`g2`$).

From the topologists’ viewpoint the rôle of $`\pi :_{g,1}_g`$ is played by the universal oriented $`\mathrm{\Sigma }_g`$-bundle

$$\mathrm{\Pi }:E\text{Diff}_+\mathrm{\Sigma }_gB\text{Diff}_+\mathrm{\Sigma }_g.$$

Its relative tangent bundle is an oriented real vector bundle of rank 2 on $`E\text{Diff}_+\mathrm{\Sigma }_g`$ (whose fibre at $`xE\text{Diff}_+\mathrm{\Sigma }_g`$ is the tangent space at $`x`$ to the oriented surface $`\mathrm{\Pi }^1(x)`$), so it has an Euler class $`eH^2(E\text{Diff}_+\mathrm{\Sigma }_g;)`$. Morita defined his tautological classes

$$e_iH^{2i}(\mathrm{\Gamma }_g;)H^{2i}(B\text{Diff}_+\mathrm{\Sigma }_g;)$$

by setting $`e_i`$ to be the pushforward (or integral over the fibres) $`\mathrm{\Pi }_!(e^{i+1})`$ of $`e^{i+1}`$.

To define his tautological classes $`\kappa _i`$ Mumford used essentially the same procedure with the forgetful map $`\pi :_{g,1}_g`$, except that he used cotangent spaces instead of tangent spaces (which is the reason that $`\kappa _i`$ and $`e_i`$ only correspond up to a sign $`(1)^{i+1}`$) and the relative cotangent bundle (or relative dualising sheaf) for $`\pi :_{g,1}_g`$ exists as a complex line bundle over $`_{g,1}`$ only in the sense of orbifold line bundles (or line bundles over stacks) because of the existence of nontrivial automorphism groups $`\text{Aut}(\mathrm{\Sigma })`$.

The forgetful map $`\pi :_{g,1}_g`$ can be generalised to $`\pi :_{g,n+1}_{g,n}`$ for any $`n0`$ by forgetting the last marked point of an $`n+1`$-pointed curve, and this can be extended to $`\pi :\overline{}_{g,n+1}\overline{}_{g,n}`$. Care is needed here when the last marked point lies on an irreducible component with genus 0 and only two other special points; such an irreducible component needs to be collapsed in order to produce a stable $`n`$-pointed curve of genus $`g`$. This collapsing procedure gives us a forgetful map $`\pi :\overline{}_{g,n+1}\overline{}_{g,n}`$ whose fibre at $`[\mathrm{\Sigma },p_1,\mathrm{},p_n]\overline{}_{g,n}`$ can be identified with the quotient of $`\mathrm{\Sigma }`$ by the automorphism group of $`(\mathrm{\Sigma },p_1,\mathrm{},p_n)`$. Mumford’s tautological classes can be extended to classes $`\kappa _iH^{2i}(\overline{}_{g,n};)`$ (in fact to classes in the rational Chow ring of $`\overline{}_{g,n}`$) defined by

$$\kappa _i=\pi _!(c_1(\omega _{g,n})^{i+1})$$

where $`\omega _{g,n}`$ is the relative dualising sheaf of $`\pi :\overline{}_{g,n+1}\overline{}_{g,n}`$ and $`c_1(\omega _{g,n})H^2(\overline{}_{g,n};)`$ is its first Chern class.

When $`n>0`$ there are other interesting tautological classes on $`_{g,n}`$ and $`\overline{}_{g,n}`$ exploited by Witten. The forgetful map $`\pi :\overline{}_{g,n+1}\overline{}_{g,n}`$ has tautological sections $`s_j:\overline{}_{g,n}\overline{}_{g,n+1}`$ for $`1jn`$ such that $`s_j([\mathrm{\Sigma },p_1,\mathrm{},p_n])`$ is the element of $`\pi ^1([\mathrm{\Sigma },p_1,\mathrm{},p_n])=\mathrm{\Sigma }/\text{Aut}(\mathrm{\Sigma })`$ represented by $`p_j`$. The Witten classes $`\psi _jH^2(\overline{}_{g,n};)`$ for $`j=1,\mathrm{},n`$ can then be defined by

$$\psi _j=c_1(s_j^{}(\omega _{g,n})).$$

Roughly speaking, $`\psi _j`$ is the first Chern class of the (orbifold) line bundle on $`\overline{}_{g,n}`$ whose fibre at $`[\mathrm{\Sigma },p_1,\mathrm{},p_n]`$ is the cotangent space $`T_{p_j}^{}\mathrm{\Sigma }`$ to $`\mathrm{\Sigma }`$ at $`p_j`$.

The boundary $`\mathrm{\Delta }=\overline{}_{g,n}_{g,n}`$ of $`_{g,n}`$ in $`\overline{}_{g,n}`$ is the union of finitely many divisors which meet transversely in $`\overline{}_{g,n}`$. The intersection of any nonempty set of these divisors is the closure of a subset of $`_{g,n}`$ parametrising stable $`n`$-pointed curves of some fixed topological type, and is the image of a finite-to-one map to $`\overline{}_{g,n}`$ from a product of moduli spaces $`_k\overline{}_{g_k,n_k}`$ which glues together stable curves of genus $`g_k`$ with $`n_k`$ marked points at certain of the marked points. These glueing maps induce pushforward maps on cohomology

$$H^{}(\underset{k}{}\overline{}_{g_k,n_k};)H^{}(\overline{}_{g,n};)$$
(4.1)
and the tautological ring $`R^{}(\overline{}_{g,n};)`$ is defined inductively to be the subalgebra of $`H^{}(\overline{}_{g,n};)`$ generated by the Mumford classes, the Witten classes and the images of the tautological classes in $`H^{}(_k\overline{}_{g_k,n_k};)`$ under the pushforward maps (4.1) from the boundary of $`_{g,n}`$. Its restriction to $`H^{}(_{g,n};)`$ is the tautological ring of $`_{g,n}`$ and is generated by the Mumford and Witten classes.

## 5 Mumford’s conjecture

Mumford’s tautological classes $`\kappa _iH^{2i}(_g;)`$ are preserved by Harer stabilisation when $`g`$ is sufficiently large, and so they define elements of the stable cohomology $`H^{}(_{\mathrm{}};)`$. Mumford conjectured in  that $`H^{}(_{\mathrm{}};)`$ is freely generated by $`\kappa _1,\kappa _2,\mathrm{}`$, or in other words that the obvious map

$$[\kappa _1,\kappa _2,\mathrm{}]H^{}(_{\mathrm{}};)$$
(5.1)
is an isomorphism. Miller  and Morita  soon proved that this map is injective, so it remained to prove surjectivity. Not long ago Madsen and Tillmann  found a homotopy version of Mumford’s map (5.1) which they conjectured to be a homotopy equivalence, and very recently Madsen and Weiss  have announced a proof of their conjecture, from which Mumford’s conjecture follows.

The Madsen-Tillmann map involves the stable mapping class group $`\mathrm{\Gamma }_{\mathrm{}}`$ rather than the moduli spaces $`_g`$. From the description of $`_g`$ as the quotient of the $`\mathrm{\Gamma }_g`$ action on Teichmüller space $`𝒯_g`$ it follows that when $`g2`$ there is a continuous map

$$B\mathrm{\Gamma }_g_g$$
(5.2)
uniquely determined up to homotopy. It is known that $`\mathrm{\Gamma }_g`$ is a perfect group when $`g3`$ , so we can apply Quillen’s plus construction to $`B\mathrm{\Gamma }_g`$ to obtain a simply connected space $`B\mathrm{\Gamma }_g^+`$ with the same homology as $`B\mathrm{\Gamma }_g`$. The moduli space $`_g`$ is also simply connected, so (5.2) factors through a map $`B\mathrm{\Gamma }_g^+_g`$ which induces the isomorphism $`H^{}(\mathrm{\Gamma }_g;)H^{}(_g;)`$ discussed above at (2.1). Moreover Harer stabilisation gives us maps $`B\mathrm{\Gamma }_g^+B\mathrm{\Gamma }_{g+1}^+`$ between simply connected spaces which are homology equivalences (and hence also homotopy equivalences) in a range up to some degree which tends to infinity with $`g`$. If $`B\mathrm{\Gamma }_{\mathrm{}}^+`$ denotes the homotopy direct limit of these maps as $`g\mathrm{}`$, then Mumford’s conjecture becomes the statement that

$$H^{}(B\mathrm{\Gamma }_{\mathrm{}}^+;)[\kappa _1,\kappa _2,\mathrm{}].$$

The conjecture of Madsen and Tillmann  describes the homotopy type of $`B\mathrm{\Gamma }_{\mathrm{}}^+`$ (or rather $`\times B\mathrm{\Gamma }_{\mathrm{}}^+`$), giving Mumford’s conjecture as a corollary.

Tillmann  had already shown that $`\times B\mathrm{\Gamma }_{\mathrm{}}^+`$ is an infinite loop space, in the sense that there exists a sequence of spaces $`E_n`$ with $`E_n=\mathrm{\Omega }E_{n+1}`$ and $`\times B\mathrm{\Gamma }_{\mathrm{}}^+=E_0`$. This was an encouraging result because infinite loop spaces have many good properties. Subsequently Madsen and Tillmann  found an $`\mathrm{\Omega }^{\mathrm{}}`$ map $`\alpha _{\mathrm{}}`$ from $`\times B\mathrm{\Gamma }_{\mathrm{}}^+`$ to an infinite loop space which they denoted by $`\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$ and whose connected component has rational cohomology isomorphic to $`[\kappa _1,\kappa _2,\mathrm{}]`$.

The infinite loop space $`\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$ is related to the limit $`^{\mathrm{}}`$ of the complex projective spaces $`^k`$ as $`k\mathrm{}`$. Over $`^k`$ there is a tautological complex line bundle $`L_k`$, whose fibre at $`x^k`$ is the one-dimensional subspace of $`^{k+1}`$ represented by $`x`$, and a complex vector bundle $`L_k^{}`$ of rank $`k`$ which is its complement in the trivial bundle of rank $`k+1`$ over $`^k`$. The restriction of $`L_{k+1}^{}`$ to $`^k`$ is the direct sum of $`L_k^{}`$ and a trivial complex line bundle, giving us maps $`\text{Th}(L_k^{})\mathrm{\Omega }^2\text{Th}(L_{k+1}^{})`$ and $`\mathrm{\Omega }^{2k+2}\text{Th}(L_k^{})\mathrm{\Omega }^{2k+4}\text{Th}(L_{k+1}^{})`$ where $`\text{Th}(L_k^{})`$ is the Thom space (or one-point compactification) of the bundle $`L_k^{}`$. Madsen and Tillmann define $`\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$ to be the direct limit of the spaces $`\mathrm{\Omega }^{2k+2}\text{Th}(L_k^{})`$ as $`k\mathrm{}`$.

Homotopy classes of maps from an $`n`$-dimensional manifold $`X`$ to $`\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$ are represented by proper maps $`\varphi :MX`$ from an $`(n+2)`$-dimensional manifold $`M`$ together with an ‘artificial differential’ $`\mathrm{\Phi }:TM\varphi ^{}TX`$ and an orientation of $`\text{ker}\mathrm{\Phi }`$. Here $`\mathrm{\Phi }`$ is a stable vector bundle surjection; that is, it may be that $`\mathrm{\Phi }`$ is defined and becomes a surjective bundle map only once a trivial bundle of sufficiently large rank has been added to $`TM`$ and $`\varphi ^{}TX`$. Any smooth oriented surface bundle $`\varphi :EX`$ induces a homotopy class of maps from $`X`$ to $`\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$ represented by $`\varphi `$ together with its differential $`\mathrm{\Phi }=d\varphi :TE\varphi ^{}TX`$, and this effectively defines the Madsen-Tillmann map $`\alpha _{\mathrm{}}:\times B\mathrm{\Gamma }_{\mathrm{}}^+\mathrm{\Omega }^{\mathrm{}}_1^{\mathrm{}}`$.

Submersion theory suggests a way to tackle the problem of showing that $`\alpha _{\mathrm{}}`$ is a homotopy equivalence, but compactness of $`X`$ creates a difficulty for this. Therefore Madsen and Weiss replace $`X`$ with $`X\times `$. They study a commutative diagram

$$\begin{array}{ccccc}𝒱& & 𝒲& & 𝒲_{\text{loc}}\\ & & & & \\ h𝒱& & h𝒲& & h𝒲_{\text{loc}}\end{array}$$

of contravariant functors from smooth manifolds to sets with the sheaf property for open coverings, and the induced diagram

$$\begin{array}{ccccc}|𝒱|& & |𝒲|& & |𝒲_{\text{loc}}|\\ & & & & \\ |h𝒱|& & |h𝒲|& & |h𝒲_{\text{loc}}|\end{array}$$

of the associated spaces, where homotopy classes of maps from $`X`$ to $`||`$ correspond naturally to concordance classes in $`(X)`$, and $`s_0,s_1(X)`$ are concordant if $`s_0=t|_{X\times \{0\}}`$ and $`s_1=t|_{X\times \{1\}}`$ for some $`t(X\times )`$.

If $`X`$ is any smooth manifold then elements of $`𝒱(X)`$ are given by smooth oriented surface bundles $`E`$ (that is, proper submersions whose fibres are connected oriented surfaces) over $`X\times `$, together with identifications $`E(S^1\times [0,1]\times X\times )`$ compatible with the maps to $`X\times `$. These identifications on the boundary are crucial, because they give $`𝒱`$ and the other functors involved the structure of monoids, and thus the associated spaces become topological monoids.

In one version of the bottom row $`h𝒱h𝒲h𝒲_{\text{loc}}`$ of the commutative diagram, elements of $`h𝒱(X)`$ are given by $`(n+3)`$-dimensional manifolds $`E`$, where $`n=\text{dim}X`$, and smooth maps $`\pi :EX`$ and $`f,g:E`$ such that $`(\pi ,f):EX\times `$ is a submersion and $`(\pi ,g):EX\times `$ is proper, together with an identification $`E(S^1\times [0,1]\times X\times )`$ compatible with the maps to $`X`$ and $``$. If $`(\pi ,f):EX\times `$ represents an element of $`𝒱(X)`$ then we get an element of $`h𝒱(X)`$ by setting $`g=f`$. The functors $`𝒲`$ and $`h𝒲`$ are defined similarly, except that the requirement that $`(\pi ,f):EX\times `$ should be a submersion is weakened to the requirements that $`\pi :EX`$ should be a submersion and that the restriction of $`f:E`$ to any fibre of $`\pi `$ should be a Morse function. For $`𝒲_{\text{loc}}`$ and $`h𝒲_{\text{loc}}`$ the requirements are weakened again, so that ‘proper’ is replaced by ‘proper when restricted to the set of singularities of $`f`$ on fibres of $`\pi `$’.

The strategy of Madsen and Weiss is to deduce that $`\alpha _{\mathrm{}}`$ is a homotopy equivalence from the following properties of the commutative diagram above:

(i) the first vertical map represents the Madsen-Tillmann map $`\alpha _{\mathrm{}}`$;

(ii) the second vertical map is a homotopy equivalence (by a corollary to Vassiliev’s h-principle );

(iii) the third vertical map is also a homotopy equivalence (by a much easier argument);

(iv) the bottom row is a homotopy fibre sequence;

(v) the top row becomes a homotopy fibre sequence after group completion (using stratifications of $`|𝒲|`$ and $`|𝒲_{\text{loc}}|`$ and a subtle application of Harer stabilisation).

## 6 Faber’s conjectures

Although Mumford’s conjecture tells us that the tautological classes $`\kappa _i`$ generate the stable cohomology ring $`H^{}(_{\mathrm{}};)`$, they do not generate $`H^{}(_g;)`$ for finite $`g`$, and in fact $`H^{}(_g;)`$ has lots of unstable cohomology (at least when $`g`$ is large enough). This follows from the calculation of Euler characteristics by Harer and Zagier  (see also ). They show that the orbifold Euler characteristic of $`_{g,n}`$ is

$$(1)^{n1}\frac{(2g+n3)!}{(2g2)!}\zeta (12g)$$

where $`\zeta `$ denotes the Riemann $`\zeta `$-function, and their work implies that when $`g15`$ the Euler characteristic of $`_g`$ is too large in absolute value for $`H^{}(_g;)`$ to be generated by $`\kappa _1,\kappa _2,\mathrm{}`$ (cf. also ). Nonetheless the tautological ring $`R^{}(_g)`$ generated by $`\kappa _1,\kappa _2,\mathrm{}`$ has many beautiful properties.

Faber  has conjectured that $`R^{}(_g)`$ has the structure of the algebraic cohomology ring of a nonsingular complex projective variety of dimension $`g2`$. More precisely, he conjectured that

(i) $`R^k(_g)`$ is zero when $`k>g2`$ and is one-dimensional when $`k=g2`$, and the natural pairing $`R^k(_g)\times R^{g2k}(_g)R^{g2}(_g)`$ is perfect. In addition $`R^k(_g)`$ satisfies the Hard Lefschetz property and the Hodge index theorem with respect to the class $`\kappa _1`$.

(ii) The classes $`\kappa _1,\mathrm{},\kappa _{[g/3]}`$ generate $`R^{}(_g)`$ with no relations in degrees up to and including $`[g/3]`$.

(iii) Faber also gave an explicit conjecture for a complete set of relations between these generators (in terms of the proportionalities between monomials in $`R^{g2}(_g)`$).

When $`g15`$ Faber  has proved all these conjectures concerning $`R^{}(_g)`$, and for general $`g`$ Looijenga  and Faber  have shown that $`R^k(_g)`$ is zero when $`k>g2`$ and is one-dimensional when $`k=g2`$. Their proofs apply to both the cohomological version and the Chow ring version of $`R^{}(_g)`$. Using topological methods, Morita  has recently proved that the classes $`\kappa _1,\mathrm{},\kappa _{[g/3]}`$ generate the cohomological version of $`R^{}(_g)`$ (and the rest of (ii) then follows essentially from ).

The mapping class group $`\mathrm{\Gamma }_g`$ acts naturally on $`H_1(\mathrm{\Sigma }_g;)`$ in a way which preserves the intersection pairing. This representation gives us an exact sequence of groups

$$1_g\mathrm{\Gamma }_gSp(2g;)1$$

where $`_g`$ denotes the subgroup of $`\mathrm{\Gamma }_g`$ which acts trivially on $`H_1(\mathrm{\Sigma }_g;)`$ and which is called the Torelli group. In  Johnson showed that $`_g`$ is finitely generated for $`g3`$ (in contrast with the case $`g=2`$ ), introduced a surjective homomorphism

$$\tau :_g^3H_1(\mathrm{\Sigma }_g;)/H_1(\mathrm{\Sigma }_g;)$$

whose kernel is the subgroup of $`\mathrm{\Gamma }_g`$ generated by all Dehn twists along separating embedded circles, and used $`\tau `$ to determine the abelianisation of $`_g`$. Morita  extended the Johnson homomorphism $`\tau `$ to a representation

$$\rho _1:\mathrm{\Gamma }_g(\frac{1}{2}^3H_1(\mathrm{\Sigma }_g;)/H_1(\mathrm{\Sigma }_g;))Sp(2g;)$$

of the mapping class group $`\mathrm{\Gamma }_g`$. Via the cohomology of semi-direct products this induces

$$\rho _1^{}:\text{Hom}(^{}U,)^{Sp(2g;)}H^{}(\mathrm{\Gamma }_g;)H^{}(_g;)$$

where $`U=^3H_1(\mathrm{\Sigma }_g;)/H_1(\mathrm{\Sigma }_g;),`$ and the image of $`\rho _1^{}`$ is the tautological ring $`R^{}(_g)`$ . By finding suitable relations in $`\text{Hom}(^{}U,)^{Sp(2g;)}`$ and exploiting the map $`H_1(\mathrm{\Sigma }_g;)H_1(\mathrm{\Sigma }_{g1};)`$ induced by collapsing a handle of $`\mathrm{\Sigma }_g`$, Morita  is able to prove that the classes $`\kappa _1,\mathrm{},\kappa _{[g/3]}`$ generate the cohomological version of $`R^{}(_g)`$.

Faber, Getzler, Hain, Looijenga, Pandharipande, Vakil and others (cf. ) have also made conjectures about the structure of the tautological rings of the compact moduli spaces $`\overline{}_{g,n}`$, which are generated not just by the Mumford classes $`\kappa _i`$ but also by the Witten classes $`\psi _j`$ and the pushforwards of tautological classes from the boundary of $`\overline{}_{g,n}`$. For example, it is expected that $`R^{}(\overline{}_{g,n})`$ looks like the algebraic cohomology ring of a nonsingular complex projective variety of dimension $`3g3+n`$, while Getzler has conjectured that if $`g>0`$ then the monomials of degree $`g`$ or higher in the Witten classes $`\psi _j`$ should all come from the boundary of $`\overline{}_{g,n}`$ (a cohomological version of this has been proved by Ionel ), and Vakil has made a closely related conjecture that any tautological class in $`R^k(\overline{}_{g,n})`$ with $`kg`$ should come from classes supported on boundary strata corresponding to stable curves with at least $`kg+1`$ components of genus 0.

## 7 The Virasoro conjecture

The geometry of a nonsingular complex projective variety $`X`$ can be studied by examining curves in $`X`$. Intersection theory on moduli spaces of curves in $`X`$, or more precisely moduli spaces of maps from curves to $`X`$, leads to Gromov-Witten theory and the quantum cohomology of $`X`$, with numerous applications in the last decade to enumerative geometry (cf. ).

Let us assume for simplicity that $`2g2+n>0`$. For any $`\beta H_2(X;)`$ there is a moduli space $`_{g,n}(X,\beta )`$ of $`n`$-pointed nonsingular complex projective curves $`\mathrm{\Sigma }`$ of genus $`g`$ equipped with maps $`f:\mathrm{\Sigma }X`$ satisfying $`f_{}[\mathrm{\Sigma }]=\beta `$. This moduli space has a compactification $`\overline{}_{g,n}(X,\beta )`$ which classifies ‘stable maps’ of type $`\beta `$ from $`n`$-pointed curves of genus $`g`$ into $`X`$ . Here a map $`f:\mathrm{\Sigma }X`$ from an $`n`$-pointed complex projective curve $`\mathrm{\Sigma }`$ satisfying $`f_{}[\mathrm{\Sigma }]=\beta `$ is called stable if $`\mathrm{\Sigma }`$ has only nodal singularities and $`f:\mathrm{\Sigma }X`$ has only finitely many automorphisms, or equivalently every irreducible component of $`\mathrm{\Sigma }`$ of genus 0 (respectively genus 1) which is mapped to a single point in $`X`$ by $`f`$ contains at least 3 (respectively 1) special points. The forgetful map from $`_{g,n}(X,\beta )`$ to $`_{g,n}`$ which sends $`[\mathrm{\Sigma },p_1,\mathrm{},p_n,f:\mathrm{\Sigma }X]`$ to $`[\mathrm{\Sigma },p_1,\mathrm{},p_n]`$ extends to a forgetful map $`\pi :\overline{}_{g,n}(X,\beta )\overline{}_{g,n}`$ which collapses components of $`\mathrm{\Sigma }`$ with genus 0 and at most two special points.

Of course, when $`X`$ is itself a single point, $`_{g,n}(X,\beta )`$ and $`\overline{}_{g,n}(X,\beta )`$ are simply the moduli spaces $`_{g,n}`$ and $`\overline{}_{g,n}`$. In general $`\overline{}_{g,n}(X,\beta )`$ has more serious singularities than $`\overline{}_{g,n}`$ and may indeed have many different irreducible components with different dimensions (cf. ). Nonetheless, it is a remarkable fact  that $`\overline{}_{g,n}(X,\beta )`$ has a ‘virtual fundamental class’ $`[\overline{}_{g,n}(X,\beta )]^{\text{vir}}`$ lying in the expected dimension

$$3g3+n+(1g)dimX+_\beta c_1(TX)$$

of $`\overline{}_{g,n}(X,\beta )`$. Gromov-Witten invariants (originally developed mainly in the case $`g=0`$ when $`\overline{}_{g,n}(X,\beta )`$ is more tractable, but now also studied when $`g>0`$) are obtained by evaluating cohomology classes on $`\overline{}_{g,n}(X,\beta )`$ against this virtual fundamental class.

The cohomology classes used are of two types. Recall that if $`1jn`$ the Witten class $`\psi _jH^2(\overline{}_{g,n};)`$ is the first Chern class of $`s_j^{}(\omega _{g,n})`$, where $`s_j`$ is the $`j`$th tautological section of the forgetful map from $`\overline{}_{g,n+1}`$ to $`\overline{}_{g,n}`$ and $`\omega _{g,n}`$ is the relative dualising sheaf of this forgetful map. In a similar way, using the forgetful map from $`\overline{}_{g,n+1}(X,\beta )`$ to $`\overline{}_{g,n}(X,\beta )`$, we can define $`\mathrm{\Psi }_jH^2(\overline{}_{g,n}(X,\beta );)`$ (and $`\mathrm{\Psi }_j`$ is not quite the pullback of $`\psi _j`$ via the forgetful map $`\pi :\overline{}_{g,n}(X,\beta )\overline{}_{g,n}`$ because of the collapsing process in the definition of $`\pi `$). We can also pull back cohomology classes on $`X`$ via the evaluation maps $`ev_j:\overline{}_{g,n}(X,\beta )X`$ which send a stable map $`f:\mathrm{\Sigma }X`$ to the image $`f(p_j)`$ of the $`j`$th marked point $`p_j`$ of $`\mathrm{\Sigma }`$ for $`1jn`$.

Gromov-Witten invariants for $`X`$ are given by integrals

$$_{[\overline{}_{g,n}(X,\beta )]^{\text{vir}}}ev_1^{}(\alpha _1)\mathrm{}ev_n^{}(\alpha _n)$$

of classes of the second type $`ev_j^{}(\alpha _j)`$, where $`\alpha _1,\mathrm{},\alpha _nH^{}(X;)`$, against the virtual fundamental class of $`\overline{}_{g,n}(X,\beta )`$, while descendent Gromov-Witten invariants are of the form

$$_{[\overline{}_{g,n}(X,\beta )]^{\text{vir}}}\mathrm{\Psi }_1^{k_1}\mathrm{}\mathrm{\Psi }_n^{k_n}ev_1^{}(\alpha _1)\mathrm{}ev_n^{}(\alpha _n)$$

for nonnegative integers $`k_1,\mathrm{},k_n`$, not all zero. More generally, instead of integrating against $`[\overline{}_{g,n}(X,\beta )]^{\text{vir}}`$ to get rational numbers one can consider the image in $`H^{}(\overline{}_{g,n};)`$ of the product $`\mathrm{\Psi }_1^{k_1}\mathrm{}\mathrm{\Psi }_n^{k_n}ev_1^{}(\alpha _1)\mathrm{}ev_n^{}(\alpha _n)`$ under the virtual pushforward map associated to $`\pi :\overline{}_{g,n}(X,\beta )\overline{}_{g,n}`$.

When $`X`$ is a single point, the descendent Gromov-Witten invariants reduce to the integrals

$$_{\overline{}_{g,n}}\psi _1^{k_1}\mathrm{}\psi _n^{k_n}.$$

Witten  conjectured relations between these integrals (later proved by Kontsevich  via a combinatorial description of $`\overline{}_{g,n}`$) which enable them to be calculated recursively. Witten’s conjecture can be formulated in terms of the formal power series

$$F_g=\underset{n0}{}\frac{1}{n!}\underset{k_1,\mathrm{},k_n0}{}_{\overline{}_{g,n}}\psi _1^{k_1}\mathrm{}\psi _n^{k_n}t_{k_1}\mathrm{}t_{k_n}$$

in $`[[t_0,t_1,\mathrm{}]]`$: it says that $`\mathrm{exp}(_{g0}F_g)`$ satisfies a system of differential equations called the Virasoro relations.

Witten’s conjecture has been generalised by Eguchi, Hori and Xiong (with an extension by Katz)  to provide relations between Gromov-Witten invariants and their descendents for general nonsingular projective varieties $`X`$. Their generalisation is called the Virasoro conjecture for $`X`$, since it says that a certain formal expression (the ‘total Gromov-Witten potential’) $`Z^X`$ in the Gromov-Witten invariants and their descendents satisfies a system of differential equations

$$_kZ^X=0\text{ for }k1$$

where the differential operators $`_k`$ satisfy the commutation relations $`[_k,_{\mathrm{}}]=(k\mathrm{})_{k+\mathrm{}}`$ and hence span a Lie subalgebra of the Virasoro algebra isomorphic to the Lie algebra of polynomial vector fields in one variable (with $`_k`$ corresponding to $`x^{k+1}\mathrm{d}/\mathrm{d}x`$). Dubrovin and Zhang  have proved that the Virasoro conjecture determines the Gromov-Witten invariants of $`X`$ when $`X`$ is homogeneous.

Getzler and Pandharipande  showed that part of Faber’s conjectures on the structure of the tautological ring of $`_g`$ (the proportionality formulas) would follow from the Virasoro conjecture for $`X=^2`$, and Givental  has recently found a proof of the Virasoro conjecture for a class of varieties which includes all complex projective spaces, thus completing the proof of the proportionality formulas.

Other methods for finding relations between Gromov-Witten invariants include the Toda conjecture  and exploitation of intersection theory on $`\overline{}_{g,n}`$ and localisation methods , which have been very powerful in enumerative geometry.

## 8 Moduli spaces of bundles over curves

Another very well studied family of moduli spaces is given by the moduli spaces $`_\mathrm{\Sigma }(r,d)`$ of stable holomorphic vector bundles $`E`$ of rank $`r`$ and degree $`d`$ over a fixed nonsingular complex projective curve $`\mathrm{\Sigma }`$ of genus $`g2`$. When $`r`$ and $`d`$ are coprime $`_\mathrm{\Sigma }(r,d)`$ is a nonsingular complex projective variety; when $`r`$ and $`d`$ have a common factor then $`_\mathrm{\Sigma }(r,d)`$ is nonsingular but not projective, and it has a natural compactification $`\overline{}_\mathrm{\Sigma }(r,d)`$ which is projective but singular (except when $`g=r=2`$) . If the curve $`\mathrm{\Sigma }`$ is allowed to vary as well as the bundle $`E`$ over $`\mathrm{\Sigma }`$ then we obtain a ‘universal’ moduli space of bundles $`_g(r,d)`$, which maps to the moduli space $`_g`$ of nonsingular curves of genus $`g`$ with fibre $`_\mathrm{\Sigma }(r,d)`$ over $`[\mathrm{\Sigma }]`$. Pandharipande  has shown that $`_g(r,d)`$ has a compactification $`\overline{}_g(r,d)`$ which maps to $`\overline{}_g`$ with the fibre over $`[\mathrm{\Sigma }]_g`$ given by $`\overline{}_\mathrm{\Sigma }(r,d)`$.

In the case when $`r`$ and $`d`$ are coprime we have a good understanding of the structure of the cohomology ring $`H^{}(_\mathrm{\Sigma }(r,d);)`$, and this understanding is particularly thorough when $`r=2`$ . For arbitrary $`r`$ it is known that the cohomology has no torsion  and inductive formulas  as well as explicit formulas  for computing the Betti numbers are available. There is a simple set of generators for the cohomology ring  and there are explicit formulas for the intersection pairings between polynomial expressions in these generators, which in principle determine all the relations by Poincaré duality . There is also an elegant description of a complete set of relations among the generators when $`r=2`$ , partially motivated by a conjecture of Mumford , and there is a generalisation when $`r>2`$ which is somewhat less elegant .

When $`r`$ and $`d`$ are not coprime the structure of the cohomology ring $`H^{}(_\mathrm{\Sigma }(r,d);)`$ is a little more difficult to describe; for example, the induced Torelli group action on $`H^{}(_\mathrm{\Sigma }(r,d);)`$ is nontrivial , whereas when $`r`$ and $`d`$ are coprime the Torelli action is trivial and the mapping class group acts via representations of $`Sp(2g;Z)`$ which are easy to determine. However even in this case information is available on the intersection cohomology of the compactification $`\overline{}_\mathrm{\Sigma }(r,d)`$ of $`_\mathrm{\Sigma }(r,d)`$ and the cohomology of another compactification $`\stackrel{~}{}_\mathrm{\Sigma }(r,d)`$ of $`_\mathrm{\Sigma }(r,d)`$ with only orbifold singularities: for example, there are formulas for the Betti numbers in both cases  and their intersection pairings , and the mapping class group again acts via representations of $`Sp(2g;)`$ .

One of the main reasons for our good understanding of the moduli spaces $`_\mathrm{\Sigma }(r,d)`$ (and their compactifications $`\overline{}_\mathrm{\Sigma }(r,d)`$ and $`\stackrel{~}{}_\mathrm{\Sigma }(r,d)`$ when $`r`$ and $`d`$ have a common factor) is that they can be constructed as quotients, in the sense of geometric invariant theory , of well behaved spaces whose properties are relatively easy to understand. Similar techniques could in principle be used to study the moduli spaces of stable curves $`\overline{}_g`$ and $`\overline{}_{g,n}`$, as well as Pandharipande’s compactification $`\overline{}_g(r,d)`$ of the universal moduli space of bundles $`_g(r,d)`$, since they too can be constructed using geometric invariant theory. In practice this has not succeeded except in very special cases because, in contrast to the case of $`_\mathrm{\Sigma }(r,d)`$, we do not have quotients of well behaved spaces which are easy to analyse. However as our understanding of the moduli spaces $`\overline{}_{g,n}(X,\beta )`$ of stable maps becomes increasingly well developed, and in particular localisation techniques are used with greater and greater effect, perhaps the techniques available for studying the cohomology of geometric invariant theoretic quotients will provide an additional approach to the cohomology of the moduli spaces $`\overline{}_g`$ and $`\overline{}_{g,n}`$ which can be added to the plethora of methods already available.


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# Particle Acceleration in Relativistic Jets due to Weibel Instability

## 1 Introduction

Nonthermal radiation, usually having a power-law emission spectrum, have been observed from astrophysical systems containing relativistic jets, e.g., active galactic nuclei (AGNs), gamma-ray bursts (GRBs), Galactic microquasar systems, and Crab-like supernova remnants (SNRs). In most of these systems, the emission is thought to be generated by accelerated electrons through the synchrotron or inverse Compton mechanisms. Radiation is observed from these systems from the radio through the gamma-ray region.

The most widely known mechanism for the acceleration of particles in astrophysical environments characterized by a power-law spectrum is Fermi acceleration. This mechanism for particle acceleration relies on the shock jump conditions at relativistic shocks (e.g., Gallant 2002). Most astrophysical shocks are collisionless since dissipation is dominated by wave-particle interactions rather than particle-particle collisions. Diffusive shock acceleration (DSA) relies on repeated scattering of charged particles by magnetic irregularities (Alfvén waves) to confine the particles near the shocks. However, particle acceleration near relativistic shocks is not due to DSA because the propagation of accelerated particles ahead of the shock cannot be described as spatial diffusion. Anisotropies in the angular distribution of the accelerated particles are large, and the diffusion approximation for spatial transport does not apply (Achterberg et al. 2001). Particle-in-cell (PIC) simulations may shed light on the physical mechanism of particle acceleration that involves the complicated dynamics of particles in relativistic shocks.

Recent PIC simulations using counter-streaming relativistic jets show that acceleration is provided in situ in the downstream jet, rather than by the scattering of particles back and forth across the shock as in Fermi acceleration (Frederiksen et al. 2003). Two independent simulation studies have confirmed that the counter-streaming jets excite the Weibel instability (Weibel 1959), which generates magnetic fields (Medvedev & Loeb 1999; Brainerd 2000; Pruet et al. 2001; Gruzinov 2001), and consequently accelerates electrons (Silva et al. 2003; Frederiksen et al. 2003). Since these simulations are performed with counter-streaming jets, shock dynamics involving the jet head, where Fermi acceleration may take place, has not been investigated.

In this paper we present new simulation results of particle acceleration and magnetic field generation in relativistic jets using 3-D relativistic electromagnetic particle-in-cell (REMP) simulations with and without initial ambient magnetic fields. In our simulations, an electron-ion relativistic jet with Lorentz factor, $`\gamma =5`$ (corresponds to 5 MeV) is injected into an electron-ion plasma in order to study the dynamics of a relativistic collisionless shock. We illustrate the features of the collisionless shock generated at the head of the relativistic jet injected into magnetized and unmagnetized ambient plasma. The Weibel instability is excited in the downstream region and accelerates electrons and ions. In section 2 the simulation model and initial conditions are described. The simulation results are presented in the section 3, and in section 4 we summarize and discuss the results.

## 2 Simulation model

The code used in this study is a modified version of the TRISTAN code, which is a relativistic electromagnetic particle (REMP) code (Buneman 1993). Descriptions of PIC codes are presented in Dawson (1983), Birdsall & Langdon (1995), and Hickory & Eastwood (1988). This code has been used for many applications including astrophysical plasmas (Zhao et al. 1994; Nishikawa et al. 1997).

The simulations were performed using $`85\times 85\times 160`$ grids with a total of 55 to 85 million particles (27 particles$`/`$cell$`/`$species for the ambient plasma). Both periodic and radiating boundary conditions are used (Buneman 1993). The ambient electron and ion plasma has mass ratio $`m_\mathrm{i}/m_\mathrm{e}=20`$. The electron thermal velocity $`v_\mathrm{e}`$ is $`0.1c`$, where $`c`$ is the speed of light. The electron skin depth, $`\lambda _{\mathrm{ce}}=c/\omega _{\mathrm{pe}}`$, is $`4.8\mathrm{\Delta }`$, where $`\omega _{\mathrm{pe}}=(4\pi e^2n_\mathrm{e}/m_\mathrm{e})^{1/2}`$ is the electron plasma frequency ($`\mathrm{\Delta }`$ is the grid size). In this study three different cases are simulated to investigate the fundamental characteristics of the Weibel instability in electron-ion plasmas. One simulation is performed injecting a thin jet into a magnetized ambient plasma. The other two simulations consider flat jets (infinite width) injected into a magnetized ambient plasma and then into an unmagnetized ambient plasma in order to compare this simulation with previous simulations (Silva et al. 2003; Frederiksen et al. 2003).

## 3 Simulation results

### 3.1 Injection into Magnetized Ambient Plasma

#### 3.1.1 Thin jet

Two kinds of jets have been simulated: a “thin” jet with radius $`r_{\mathrm{jet}}=4\mathrm{\Delta }`$ and a “flat” (thick) jet that fills the computational domain in the transverse directions (infinite width). In the simulations, jets are injected at $`z=25\mathrm{\Delta }`$. First, we describe the simulation results for the thin jet with initial ambient magnetic fields. The number density of the thin jet is $`0.741n_\mathrm{b}`$, where $`n_\mathrm{b}`$ is the density of ambient (background) electrons. The average jet velocity $`v_\mathrm{j}=0.9798c`$, and the Lorentz factor is 5. The time step $`\omega _{\mathrm{pe}}t=0.026`$, the ratio $`\omega _{\mathrm{pe}}/\mathrm{\Omega }_\mathrm{e}=2.89`$, the Alfvén speed $`v_\mathrm{A}=0.0775c`$, and the Alfvén Mach number $`M_\mathrm{A}=v_\mathrm{j}/v_\mathrm{A}=12.65`$. The gyroradii of ambient electrons and ions are $`1.389\mathrm{\Delta }`$, and $`6.211\mathrm{\Delta }`$, respectively. As shown in Fig. 1 the jet electrons are twisted due to a two-stream-type instability. Since the size of jet is of the order of the electron skin depth, it is not clear if the Weibel instability is excited. As will be shown in the flat jet simulation, the density perturbation is similar to that induced by the Weibel instability. Since the size of the jet is extremely small compared to realistic jets, further study of thin jets will be performed including simulations with larger jet sizes.

#### 3.1.2 Flat jet

The jet density of the flat jet is also nearly $`0.741n_\mathrm{b}`$. Other parameters are the same as in the case of the thin jet. In this case, the jet makes contact with the ambient plasma at a 2D interface spanning the computational domain. Therefore, only the dynamics of the jet head and the propagation of a shock in the downstream region is studied. This simulation system is similar to simulations performed previously using effectively infinite counter-streaming jets. The important difference between this simulation and previous simulations is that the evolution of the Weibel instability is examined in a more realistic spatial way including motion of the jet head. Furthermore, the density of the jet relative to the ambient plasma can be changed easily. The Weibel instability is excited and the electron density is perturbed as shown in Fig. 2a. The electrons are deflected by the perturbed (small) transverse magnetic fields ($`B_\mathrm{x},B_\mathrm{y}`$) via the Lorentz force: $`e(𝐯\times 𝐁)`$, generating filamented current perturbations ($`J_\mathrm{z}`$), which enhance the transverse magnetic fields (Weibel 1959; Medvedev and Loeb 1999). The complicated current structures due to the Weibel instability are shown in Fig. 2b. The sizes of these structures are nearly the electron skin depth ($`4.8\mathrm{\Delta }`$). This is in good agreement with $`\lambda 2^{1/4}c\gamma _{\mathrm{th}}^{1/2}/\omega _{\mathrm{pe}}1.188\lambda _{\mathrm{ce}}=5.7\mathrm{\Delta }`$ (Medvedev & Loeb 1999). Here, $`\gamma _{\mathrm{th}}`$ is a thermal Lorentz factor, $`\omega _{\mathrm{pe}}`$ is the electron plasma frequency. The shapes are elongated along the direction of the jet (the $`z`$-direction, horizontal in Fig. 2). The acceleration of electrons has been reported in previous work (Silva et al. 2003; Frederiksen et al. 2003). As shown in Fig. 3, the kinetic energy (parallel velocity $`v_{}v_\mathrm{j}`$) of the jet electrons is transferred to the perpendicular velocity via the electric and magnetic fields generated by the Weibel instability. The strongest deceleration of electron flow (Fig. 3b) and strongest transverse acceleration (Fig. 3a) is between $`z/\mathrm{\Delta }=100120`$ and takes place around the maximum amplitude of perturbations due to the Weibel instability at $`z=112\mathrm{\Delta }`$ (see Figs. 2 and 4). On the other hand, jet ions are slightly accelerated (not shown). However, due to the larger mass of the ions, the energy gained by ion acceleration is similar to that gained by the electrons. Furthermore, at the jet front some jet electrons are accelerated and some are decelerated. This acceleration and deceleration is shown by the slanting in the parallel velocity distribution at the jet head (Fig. 3b). This may indicate that Fermi acceleration is taking place at the jet front as described in previous work (e.g., Achterberg et al. 2001; Gallant 2002; Ellison & Double 2002).

The Weibel instability is excited just behind the jet head as shown in Fig. 4. The three curves are measured at three different locations ($`y/\mathrm{\Delta }=38,43`$, and 48) about the electron skin depth apart. As a result the phase of instability is different, but the amplitudes are similar. The growth rate of the Weibel instability is calculated to be, $`\tau \gamma _{\mathrm{sh}}^{1/2}/\omega _{\mathrm{pe}}21.4`$ ($`\gamma _{\mathrm{sh}}=5`$) (Medvedev & Loeb 1999). This is in good agreement with the simulation results with the jet head located at $`z=136\mathrm{\Delta }`$. Figure 3 suggests that the “shock” has a thickness from about $`z/\mathrm{\Delta }=80130`$ behind the shock front. Possibly, the “turbulence” assumed for the diffusive shock acceleration (DSA) corresponds to this shock region. The transverse acceleration of jet electrons takes place in the shock, as shown in Fig. 3a. Subtle structures are recognized at the jet head ($`z=136\mathrm{\Delta }`$). As shown in Fig. 4a, the width of the jet head is nearly the electron skin depth ($`4.8\mathrm{\Delta }`$). Additionally, Figure 4b shows that the $`z`$-component of current density becomes slightly negative. This results from the fact that some jet electrons are ahead of the ions. This negative current at $`z=137\mathrm{\Delta }`$ is clearly shown in Fig. 5b. Based on Figs. 2 and 4 the size of perturbations along the jet around $`z=120\mathrm{\Delta }`$ is nearly twice the electron skin depth. This result is consistent with the previous simulations by Silva et al. (2003).

The Weibel instability is excited just behind the jet head located at $`z=136\mathrm{\Delta }`$ (see Fig. 5c ($`z=134\mathrm{\Delta }`$)), and the accelerated jet electrons are creating the negative current at $`z=137\mathrm{\Delta }`$ (Fig. 5b) just in front of the jet head. This total negative current is indicated by three curves dipped uniformly at $`z=137\mathrm{\Delta }`$ in Fig. 4b.

The Weibel instability creates elongated shell-type structures which are also shown in counter-streaming jet simulations (Silva et al. 2003; Frederiksen et al. 2003). The size of these structures transverse to the jet propagation is nearly the electron skin depth ($`4.8\mathrm{\Delta }`$) as shown in Figs. 5 and 6. It should be noted that the size of perturbations at $`z=120\mathrm{\Delta }`$ is larger than those at different locations, since the smaller scale perturbations merge to larger sizes in the nonlinear stage at the maximum amplitudes (Silva et al. 2003).

### 3.2 Injection into Unmagnetized Ambient Plasma (Flat Jet)

In the previous simulations of Silva et al. (2003) and Frederiksen et al. (2003) ambient magnetic fields are not included initially. In order to investigate the generation of magnetic fields, a simulation has been performed without ambient magnetic fields but otherwise with the same parameters.

The structure of perturbations to the electron density and $`z`$-component of the current density are similar to those with initial ambient magnetic fields ($`B_{0z}`$), as shown in Fig. 7. The unmagnetized jet generates magnetic fields due to the current structures produced in the Weibel instability, as shown in Figs. 7b and 8b. The peak values of the perturbations due to the Weibel instability for an unmagnetized ambient plasma is larger that those for a magnetized ambient plasma. However, the amplitude of these perturbations is similar; therefore the effects of initial ambient magnetic fields are not apparent in these cases. Further investigation is required for a systematic analysis of the effects of magnetic fields. The generation of magnetic fields both with and without an initial magnetic field suggests that synchrotron emission (or jitter radiation) is relevant in GRB afterglows and Crab-like pulsar winds (Medvedev 2000).

Figure 9 shows the structures of perturbations along the $`z`$-direction in electron density, $`J_\mathrm{z}`$, $`E_\mathrm{z}`$, and $`B_\mathrm{x}`$, without an initial magnetic field. These are very similar to those with an initial magnetic field, shown in Fig. 4. The three curves are measured at three different locations ($`y/\mathrm{\Delta }=38,43`$, and 48) each separated about one electron skin depth. The phase of the instability is different along each line, but the amplitudes are similar. Furthermore, the different seed perturbations (thermal noise by the initial loading of particles) and the unmagnetized plasma make the amplitudes and shape of perturbations at the nonlinear phase different from those with the magnetized plasma (as shown in Fig. 4). From the previous simulations without an initial ambient magnetic field (Silva et al. 2003; Frederiksen et al. 2003), highly nonuniform, small-scale magnetic fields are generated due to the Weibel instability.

## 4 Summary and Discussions

We have performed the first self-consistent, three-dimensional relativistic particle simulations of electron-ion relativistic jets propagating through magnetized and unmagnetized electron-ion ambient plasmas. The Weibel instability is excited in the downstream region behind the jet head, where electron density perturbations and filamented currents are generated. The nonuniform electric field and magnetic field structures slightly decelerate the jet electrons and ions, while accelerating (heating) the jet electrons and ions in the transverse direction, in addition to accelerating the ambient material. The origin of the Weibel instability relies on the fact that the electrons are deflected by the perturbed (small) transverse magnetic fields ($`B_\mathrm{x},B_\mathrm{y}`$), and subsequently enhance the filamented current (Weibel 1959; Medvedev and Loeb 1999; Brainerd 2000; Gruzinov 2001). The deflection of particle orbits due to the Lorentz force increases as the magnetic field perturbation grows in amplitude. The amplified magnetic field is random in the direction perpendicular to the particle motion, since it is generated from a random seed field. The perturbed electron density and filamented currents have a complicated three-dimensional structure. The transverse size of these structures is nearly equal to the electron skin depth but is larger if there are no ambient magnetic fields. However, the size along the direction of jets is larger than the transverse scales. At the termination of our simulation, the thickness of the unstable region along the jet direction ranges from $`z/\mathrm{\Delta }=80`$ to $`130`$. The perturbation size in the transverse direction become largest around $`z/\mathrm{\Delta }=120`$, where nonlinear effects lead to the merging of the smaller scale filaments that first appear behind the jet front. This result is similar to previous counter-streaming simulation results (Silva et al. 2003) in which smaller scale filaments first appear and then merge into larger scale filaments at a later time. Now we see the temporal development appear as a spatial development.

The simulation results show that the initial jet kinetic energy goes to the magnetic fields and transverse acceleration of the jet particles through the Weibel instability. The properties of the synchrotron or “jitter” emission from relativistic shocks are determined by the magnetic field strength, $`𝐁`$ and the electron energy distribution behind the shock. The following dimensionless parameters are used to estimate these values; $`ϵ_\mathrm{B}=U_\mathrm{B}/e_{\mathrm{th}}`$ and $`ϵ_\mathrm{e}=U_\mathrm{e}/e_{\mathrm{th}}`$ (Medvedev & Loeb 1999). Here $`U_\mathrm{B}=B^2/8\pi `$, $`U_\mathrm{e}`$ are the magnetic and electron energy densities, and $`e_{\mathrm{th}}=nm_\mathrm{i}c^2(\gamma _{\mathrm{th}}1)`$ is the total thermal energy density behind the shock, where $`m_\mathrm{i}`$ is the ion mass, $`n`$ is the ion number density, and $`\gamma _{\mathrm{th}}`$ is the mean thermal Lorenz factor of ions. Based on the available diagnostics the following values are estimated; $`ϵ_\mathrm{B}0.02`$ and $`ϵ_\mathrm{e}0.3`$ (typical values for GRB afterglows). These estimates are made at the maximum amplitude ($`z112\mathrm{\Delta }`$).

The basic nature of the Weibel instability is as follows (Medvedev & Loeb 1999):

*
* 1. The instability is aperiodic, i.e., $`\omega _{\mathrm{real}}`$ = 0 (convective). Thus, it can be saturated only by nonlinear effects and not by kinetic effects, such as collisionless damping or resonance broadening. Hence the magnetic field can be amplified to very high values.
* 2. The instability is self-saturating. It continues until all the free energy due to the particle distribution function (PDF) anisotropy is transferred to the magnetic field energy.
* 3. The produced magnetic field is randomly oriented in the direction perpendicular to the flow. The Lorentz forces randomize particle motion over the pitch angle, and hence introduce an effective scattering into the otherwise collisionless system.

To this basic nature we add the spatial development associated with the propagation of the jet front:

*
* 1’. The smaller scale filaments appear immediately behind the jet front. The nonlinear effect is recognized by the fact that smaller filaments merge into larger filaments behind the jet front, as shown in Figs. 5 and 6.
* 2’. The instability is self-saturating (spatially) behind the jet front and continues until all of the free energy due to the particle distribution function anisotropy is transferred to the magnetic field energy. The largest amplitude of perturbations is located near the region with the maximum transverse acceleration (Fig. 3a) with deceleration in parallel velocity ($`v_\mathrm{z}`$) (Fig. 3b), as shown in Figs. 2, 5d, and 6d.
* 3’. The produced magnetic field is randomly oriented in the “shock” plane (three-dimensional structure, as shown in Figs. 2b and 5). The random Lorentz forces result in randomization and deceleration of the jet particles, an acceleration of the ambient particles, and transverse acceleration (heating) of jet and ambient particles inside the “shock” region.

Previous microphysical analyses of the energy conversion in relativistic pair outflows interacting with the surrounding interstellar medium consisting of cold protons and electrons have been performed (e.g., Brainerd 2000; Schlickeiser et al. 2002). These analyses have demonstrated that the beam excites both electrostatic and low-frequency magnetohydrodynamic Alfvén-type waves via a two-stream instability in the background plasma. They have also provided the time evolution of the distribution functions of beam particles and the generated plasma wave turbulence power spectra. While the jet front showed evidence of Fermi acceleration, the main acceleration of electrons may take place in the downstream region (e.g., Brainerd 2000; Schlickeiser et al. 2002; Ostrowski & Bednarz 2002).

Our present simulation study has provided the framework of the fundamental dynamics of a relativistic shock generated within a relativistic jet. While some Fermi acceleration may occur at the jet front, the majority of electron acceleration takes place behind the jet front and cannot be characterized as Fermi acceleration. Since the shock dynamics is complex and subtle, further comprehensive study is required for better understanding of the acceleration of electrons and the associated emission as compared with current theory (e.g., Rossi & Rees 2002). This further study will provide more insight into basic relativistic collisionless shock characteristics. The fundamental characteristics of such shocks are essential for a proper understanding of the prompt gamma-ray and afterglow emission in gamma-ray bursts, and also to an understanding of the particle reacceleration processes and emission from the shocked regions in relativistic AGN jets.

K.N. is a NRC Senior Research Fellow at NASA Marshall Space Flight Center. This research (K.N.) is partially supported by NSF ATM 9730230, ATM-9870072, ATM-0100997, and INT-9981508. The simulations have been performed on ORIGIN 2000 and IBM p690 (Copper) at NCSA which is supported by NSF.


text:
# Going forth and back in time : a fast and parsimonious algorithm for mixed initial/final-value problems

## 1 Introduction

In the investigation of dynamical systems, the standard initial-value problem is to compute from the equations of motion the state of the system at a final time $`t`$, given its initial condition at time $`t_0`$. Sometimes, however, the state of the system might be known at a final time $`t`$, and one would be interested in evolving the system backward in time to compute its earlier states, back to $`t_0`$. This can in theory be easily accomplished by reversing the direction of the time-integration, thus transforming the final-value problem in an initial-value one. Problems might however appear if the forward evolution is given by a mapping that is not one-to-one, as the previous state can thus become undefined. Even if the time evolution is given by a differential system, the backward evolution becomes unstable if the forward dynamics is dissipative, as is the case in many physical systems, like for instance Navier-Stokes turbulence. The problem stems from the fact that a dissipative system contracts volumes in phase space in the forward direction, and thus expands them in the backward direction and amplifies any small numerical errors, like those caused by roundoff.

Another quite difficult task is to obtain the evolution of a system when part of the variables that specify the state are given at an initial time $`t_0`$ and the remaining ones are given at the final time $`t`$. We refer to this class of problems as “mixed initial/final-value”. We will be interested in a special subclass of such problems, that can be schematically written as follows

$`{\displaystyle \frac{𝒖}{s}}`$ $`=`$ $`𝒇(𝒖,s),𝒖(t_0)=𝒖_0`$ (1)
$`{\displaystyle \frac{𝒛}{s}}`$ $`=`$ $`𝒈(𝒛,𝒖,s),𝒛(t)=𝒛_t,`$ (2)
where $`𝒖`$ and $`𝒛`$ are vectors in a given space. Far from being an academic oddity, this problem is relevant to many physical situations, among which we will discuss in detail the transport of scalar fields by a dynamically evolving flow. Consider indeed the problem of finding the solution $`𝒂(s)`$ of the stochastic differential equation

$$\frac{𝒂(s)}{s}=𝒗(𝒂(s),s)+\sqrt{2\kappa }𝜼(s),$$
(3)
with the final value $`𝒂(t)=𝒙`$.

Eq. (3) describes the evolution of a particle transported by the velocity field $`𝒗`$ and subject to molecular diffusion with diffusivity $`\kappa `$, represented here by the zero-mean Gaussian process $`𝜼`$ with correlations $`\eta _i(t)\eta _j(t^{})=\delta _{ij}\delta (tt^{})`$. The velocity field $`𝒗`$ at any time $`s`$ has to be obtained from some dynamical law (e.g. the Navier-Stokes equations) and from its initial value at $`s=t_0`$. It is easy to recognize that $`𝒗`$ plays the role of the variable $`𝒖`$ in Eqs. (1-2) whereas $`𝒂`$ has to be identified with $`𝒛`$. An equivalent description may be given in terms of the transition probability $`P(𝒚,s|𝒙,t)`$ – i.e. the probability that a particle is in $`𝒚`$ at time $`s`$ given that it will be in $`𝒙`$ at time $`t`$. The propagator evolution is ruled by the well known Kolmogorov equation

$$_sP(𝒚,s|𝒙,t)\mathbf{}_y[𝒗(𝒚,s)P(𝒚,s|𝒙,t)]=\kappa _y^2P(𝒚,s|𝒙,t),$$
(4)
where the final condition is set : $`P(𝒚,t|𝒙,t)=\delta (𝒙𝒚)`$. In the latter case, it is $`P`$ that has to be interpreted as $`𝒛`$ in (2).

In this article, we propose a fast and memory-sparing algorithm to solve the problem (1-2) or to allow one to go back through the time evolution if the dynamics is unstable or non-invertible. In Sec. 2 we describe in detail the algorithm, comparing it to more naive and less efficient strategies. In Sec. 3 we present an application to the problem of front generation in passive scalar turbulence (see e.g. ).

## 2 Backward Algorithm

The obvious difficulty with Eqs. (12) resides in the fact that, since the initial conditions of $`𝒖`$ and $`𝒛`$ are set at different times, they cannot be evolved in parallel. Also, the time evolution of $`𝒖(s)`$ might be non-invertible or unstable in the backward time direction. The whole history of $`𝒖(s)`$ in the interval $`[t_0,t]`$ is thus needed to integrate $`𝒛(s)`$ from time $`t`$ back to time $`t_0`$.

Before presenting our own algorithm, we wish to discuss some naive strategies to expose their shortcomings and advantages, and introduce notations. In the following, we will assume the whole time interval $`[t_0,t]`$ to be discretized in $`N`$ identical time steps, small enough to ensure accurate integration of Eqs. (12). The states $`𝒖(s)`$, $`𝒛(s)`$ thus have to be computed at the $`N+1`$ times $`t_0,\mathrm{},t_jt_0+(tt_0)j/N,\mathrm{},t_Nt`$. In our applications, the states $`𝒖(s)`$ and $`𝒛(s)`$ will be $`d`$-dimensional vector fields, numerically resolved with $`^d`$ collocation points, and therefore have a size $`O(d^d)`$, typically very large, that will be taken as unit of measure when describing the storage requirements $`𝒮(N)`$ of the different algorithms. The CPU time cost $`𝒯(N)`$ will refer only to (forward) integrations of $`𝒖`$ and will be expressed in terms of the time to perform a single forward integration step. We will also give examples of memory use and CPU time for $`d=2`$, $`=1024`$ and $`N=2^{14}`$, which are typical values of moderately resolved direct numerical simulations in computational fluid dynamics, requiring 16 MB of memory to store a single state array.

The most obvious and simple strategy is the following :

A1. integrate forward Eq. (1) from $`t_0`$ to $`t_N`$ and store $`𝒖(s)`$ at all time steps $`t_0\mathrm{}t_N`$ ;

A2. integrate backward Eq. (2) from $`t_N`$ back to $`t_0`$.

The number of integration steps needed by this procedure is $`𝒯(N)=N`$, while the memory storage cost is a frightening $`𝒮(N)=N`$. As soon as the dimensionality of the space or the number of collocation points increase, this approach becomes rapidly unfeasible. Taking our typical fluid dynamics value, one would need 256 GB of memory, which is clearly irrealistic.

A different strategy that minimizes the memory requirements is :

B1. set $`nN`$ and store the initial condition $`𝒖_0`$ ;

B2. integrate forward Eq. (1) from $`t_0`$ to $`t_n`$ ;

B3. integrate backward Eq. (2) from $`t_n`$ to $`t_{n1}`$, update $`nn1`$, and go back to step B2 if $`n0`$.

While this method is very advantageous in memory $`𝒮(N)=1`$, it is prohibitively expensive because of the large number of iterations needed : $`𝒯(N)=N(N+1)/2`$. With the previously given numerical parameters, one needs a daunting increase by a factor $`8200`$ in CPU time with respect to algorithm A.

To improve algorithm B, one can think of using more memory and a simple generalization goes as follows :

C1. integrate forward Eq. (1) from $`t_0`$ to $`t_N`$ and store the states $`𝒖(s)`$ at the $`M`$ equidistant times $`\tau _k=t_{Nk/M},k=0,\mathrm{},M1`$ (we assume here $`N`$ to be a multiple of $`M`$ for convenience) ;

C2. apply algorithm B successively in each segment $`[\tau _k,\tau _{k+1}]`$.

The number of operations is $`𝒯(N)=N(N+M)/(2M)`$ remains however prohibitive unless we raise $`M`$ to be $`O(N)`$. Now, since the memory storage is $`𝒮(N)=M`$, $`M`$ cannot be made too large as well. Again refering to the numerical parameters given above, we have that for $`M=16`$ the storage requirement is reasonably low (256 MB) yet the time factor with respect to algorithm A is a still discouraging 512.

A further possibility which helps reducing the number of iterations and is almost reasonable for the memory storage needs is :

D1. integrate forward Eq. (1) from $`t_0`$ to $`t_N`$ and store $`M`$ states $`𝒖(s)`$ at times $`\tau _k=t_{Nk/M},k=0,\mathrm{},M1`$. Set $`kM1`$ ;

D2. integrate forward Eq. (1) from $`t_{Nk/M}`$ to $`t_{N(k+1)/M}`$, using the stored state at $`\tau _k`$ as initial condition and saving the states $`𝒖(s)`$ at all time steps in a further set of $`N/M`$ storage locations ;

D3. integrate backward Eq. (2) from $`t_{N(k+1)/M}`$ to $`t_{Nk/M}`$ using the $`N/M`$ saved $`𝒖(s)`$, update $`kk1`$ and go back to step D2 if $`k0`$.

This procedure needs a reasonable total number of time steps $`𝒯(N)=N+(NM)(M1)/M`$, that is $`𝒯(N)2N`$ when $`NM1`$, and is thus asymptotically linear in $`N`$, provided we have enough memory. The storage requirement is indeed rather large $`𝒮(N)=M+N/M`$ and is minimized for a fixed $`N`$ by taking $`M=\sqrt{N}`$. With our typical parameters, we would have to take $`M=128`$ and store 256 fields, amounting to roughly 4 GB, still too large for typical workstations.

Algorithm D is still too greedy in memory, but it gives the idea of dividing the problem into smaller subproblems that have a much smaller running time, and that be combined later to give the full solution. If we push this idea further, we can build a recursive algorithm that integrates backward from $`t_N`$ to $`t_0`$ by integrating forward from $`t_0`$ to $`t_{N/2}`$, and using the states at $`t_0`$ and $`t_{N/2}`$ to call itself successively in the intervals $`[t_N,t_{N/2}]`$ and $`[t_{N/2},t_0]`$. We have chosen here the subdivision base (the equivalent of $`M`$ in the previous algorithm) to be 2, because it gives the simplest and one of the most efficient algorithms, but other bases could be used to slightly reduce the number of integration steps, at the price of using more storage. Of course, recursion can be eliminated and it is in its non-recursive form that we will describe our procedure. To do that, we will need a stack, that is a list of states to which we can add (push/save) a new item or remove (pull/delete) the last stored item. A stack can always be implemented as an array in programming languages that do not have it as a built-in type. We will also use the index $`[\mathrm{top}]`$ to refer to the (last pushed) element on top of the stack. Our algorithm is then very easy to state :

R1. set the desired time index $`nN`$ and push the initial condition $`𝒖_0`$ on the stack ;

R2. if the state on top of the stack does not correspond to the index $`n`$, set $`j(j_{[\mathrm{top}]}+n+1)/2`$ to the upper midpoint of the interval, integrate forward $`𝒖_{[\mathrm{top}]}`$ from $`t_{[\mathrm{top}]}`$ to $`t_j`$, push the state $`𝒖_j`$ on the stack and go back to step R2 ;

R3. pull the state $`𝒖_{[\mathrm{top}]}𝒖_n`$ from the stack, use it to integrate backward Eq. (2) from $`t_n`$ to $`t_{n1}`$, set $`nn1`$, and go back to step R2 if $`n0`$.

To understand better the behavior of algorithm R, the easiest is to show an example of how it works in a simple case for a small value of $`N`$. Fig. 1 does this for $`N=20`$, showing the stack movements at every time step. Even for such a small value of $`N`$, algorithm R needs 3.5 times less memory and is only 2.1 times slower than algorithm A, while it is 5 times faster than algorithm B.

It is obvious that our algorithm needs a very small amount of storage $`𝒮(N)=1+\mathrm{log}_2(N)`$, that is only 15 fields or 240 MB for our typical example with $`N=2^{14}`$. The computing time is also very reasonable : the computing time $`𝒯(N)`$ obeys the recursions $`𝒯(N)=2𝒯(N/2)+N/21`$ if $`N`$ is even and $`𝒯(N)=2𝒯(N/2)+N/2`$ if it is odd. The number of steps thus depends on the precise binary representation of $`N`$, but is given approximately by $`𝒯(N)N\mathrm{log}_2(N+1)/2+1`$ (equality being achieved if $`N`$ is a power of 2), that is a cost factor that is only logarithmic in the number of time steps. In our same example, we find that we will need 7 times more integration steps than the brute force algorithm A, but 1100 times less storage, so that the whole stack can be kept in-core during the backward integration.

The algorithm we propose is thus quite efficient in computing time, and very economical in memory, opening the door to the study of the backward evolution of very large multi-dimensional fields. To give an idea of possible applications, one might study the “seed” at $`t_0`$ that gave birth to a particular structure observed at time $`t`$. As an example, we will discuss in the following section the numerical implementation and an application of this algorithm to scalar transport in turbulent flows.

## 3 Scalar fields in turbulent flows

The transport of scalar fields, such as temperature, pollutants and chemical or biological species advected by turbulent flows, is a common phenomenon of great importance both in theory and applications . A scalar field, $`\theta (𝒙,t)`$, obeys the advection-diffusion equation

$$_t\theta +𝒗\mathbf{}\theta =\kappa ^2\theta +\varphi ,$$
(5)
where $`\kappa `$ is the molecular diffusivity, $`𝒗`$ is the velocity field, and $`\varphi `$ is the scalar input acting at a characteristic lengthscale $`L_\varphi `$. The presence of a scalar source allows for studying stationary properties. Thanks to the linearity of Eq. (5), the problem can be solved in terms of the particle propagator

$$\theta (𝒙,t)=_0^ts𝒚P(𝒚,s|𝒙,t)\varphi (𝒚,s),$$
(6)
as can be directly checked by inserting (6) in (5) and using (4). To make more intuitive the physical content of Eq. (6), we can rewrite it as

$$\theta (𝒙,t)=_0^ts\varphi (𝒂(s),s)_𝒂,$$
(7)
where $`\mathrm{}_𝒂`$ denotes the average over particle trajectories obeying (3) with $`𝒂(t)=𝒙`$. From (7) one understands that $`\theta (𝒙,t)`$ is built up by the superposition of the input along all trajectories ending at point $`𝒙`$ at time $`t`$.

The velocity field evolves according to the Navier-Stokes equation :

$$_t𝒗+𝒗\mathbf{}𝒗=\mathbf{}p+\nu ^2𝒗+𝒇.$$
(8)
Where the pressure $`p`$ is fixed by the incompressibility condition ($`\mathbf{}𝒗=0`$), $`\nu `$ is the kinematic viscosity, and $`𝒇`$ the energy input. Notice that $`\theta `$ does not enter the equation for the velocity field and therefore the scalar is called passive.

In the following we will consider a passive scalar field evolving in a two dimensional turbulent velocity field, and show how the numerical study of particle propagator conveys some information on the dynamical origin of structures in the scalar field.

### 3.1 Numerical Implementation

We integrate Eqs. (5), (8) and (4) in a doubly periodic box $`2\pi \times 2\pi `$ with $`_x\times _y`$ grid points (the results here discussed are for $`_x=_y=1024`$) by a standard $`2/3`$-dealiased pseudo-spectral method . A detailed description of the properties of the velocity field in two-dimensional Navier-Stokes turbulence can be found in . Here we only mention that the velocity field is self-similar with Kolmogorov scaling i.e. $`(𝒗(𝒙+𝒓,t)𝒗(𝒙,t))𝒓/rr^{1/3}`$. However, the passive scalar increments $`\theta (𝒙+𝒓)\theta (𝒙)`$ are not self-similar, since large excursions occur with larger and larger probability for increasingly small separations $`r`$ (see, e.g., ).

Time integration of Eqs. (5) and (8) is performed using a second order Runge-Kutta scheme modified to integrate exactly the dissipative terms. Both the velocity field and passive scalar were initialized to zero and integrated for a transient until a statistically stationary state was reached. The propagator is initialized at the final time as a Gaussian $`P(𝒚,t|𝒙,t)=\mathrm{exp}[|𝒙𝒚|^2/(2\delta ^2)]/(\sqrt{2\pi }\delta )`$, where the width $`\delta `$ is of the order of few grid points The time evolution of Eq. (4) is implemented by a second-order Adams-Bashforth scheme modified to exactly integrate the dissipative terms. The adoption of different schemes for the forward and backward integration is motivated by the requirement of minimizing the use of Fast Fourier Transforms. To implement the backward algorithm it is also necessary to store the scalar and velocity forcings, and this is easily accomplished by including in the stored states the seed(s) of the pseudo-random number generator(s).

The quality of the integration can be tested using the following relation

$$_0^ss^{}𝒚P(𝒚,s^{}|𝒙,t)\varphi (𝒚,s^{})=𝒚P(𝒚,s|𝒙,t)\theta (𝒚,s),$$
(9)
which stems from (4) and (5). In Fig. 2a we show both sides of (9), the quality of the integration is rather good.

We have also performed Lagrangian simulations, i.e. we have integrated particle trajectories evolving backward in time according to Eq. (3). For the integration we used an Euler-Itô scheme, and the particle velocity has been obtained by means of a bilinear interpolation. In Fig. 2b we show the r.h.s of (9) evaluated with the propagator and with the Lagrangian trajectories the final condition of which have been set according to the propagator distribution $`P(𝒚,t|𝒙,t)`$. We recall that in the limit of infinite particles the propagator is exactly recovered. The good agreement of Fig. 2b reflects the fact that, although pseudo-spectral methods are not suited to preserve the positivity of the propagator, the presence of small negative regions is not severely penalizing. Indeed, a closer inspection of the propagator shows that the negative values are limited to small amplitude oscillations where $`P(𝒚,s|𝒙,t)`$ is vanishingly small.

### 3.2 Frontogenesis in passive scalar advection

A striking and ubiquitous feature of passive scalar turbulence is the presence of fronts (also called “cliffs” or “sheets”), i.e. regions where the scalar has very strong variations separated by large regions (“ramps” or “plateaux”) where scalar fluctuations are weak (see Fig. 3.

The genesis of fronts and plateaux is best understood in terms of particle trajectories : to trace back the build-up of large and small scalar difference we study the evolution of the propagator

$$\chi (𝒚,s|𝒙,𝒙+𝒓,t)=P(𝒚,s|𝒙+𝒓,t)P(𝒚,s|𝒙,t),$$
(10)
which is related to the scalar difference by the formula

$$\theta (𝒙+𝒓,t)\theta (𝒙,t)=_0^ts𝒚\chi (𝒚,s|𝒙,𝒙+𝒓,t)\varphi (𝒚,s).$$
(11)
Notice that $`\chi `$ evolves backward according to Eq. (4), with the final condition $`\chi (𝒚,s|𝒙,𝒙+𝒓,t)=\delta (𝒚𝒙𝒓)\delta (𝒚𝒙)`$.

The numerical procedure was as follows. After the integration of Eqs. (5) and (8) over five eddy turnover times (the typical time-scale of large-scale motion) we choose $`𝒙`$ and $`𝒓`$ such that $`𝒙`$, $`𝒙+𝒓`$ are on a front or a plateau, respectively (see the right panel of Fig. 3). Then $`\chi `$ is integrated backward in time. In Fig. 4, we show four snapshots of the backward evolution of the field $`\chi `$. Already at a first glance the evolution of $`\chi `$ appears very different for the two final conditions : the blobs starting inside a plateau (first column) experience a strong mixing, while blobs lying initially across a front mix very poorly remaining compact and far aside. This is the basic mechanism for the formation of intense structures in passive scalar turbulence (for a related theoretical study see ).

## Acknowledgments

We are grateful to G. Boffetta, S. Musacchio, and M. Vergassola for several useful discussions and suggestions. M.C. has been supported by the EU under the contract HPRN-CT-2000-00162. A.C. acknowledges the EU contract HPRN-CT-2002-00300. Numerical simulations have been performed at IDRIS (project 021226).