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# Generalized Uncertainty Principle, Extra-dimensions and Holography

## 1 Introduction

During the last years many efforts have been devoted to clarifying the role played by the existence of extra spatial dimensions in the theory of gravity . One of the most interesting predictions drawn from the theory is that there should be measurable deviations from the $`1/r^2`$ law of Newtonian gravity at short (and perhaps also at large) distances. Such new laws of gravity would imply modifications of those Generalized Uncertainty Principles (GUP’s) designed to account for gravitational effects in the measure of positions and energies.

On the other hand, the holographic principle is claimed to apply to all of the gravitational systems. The existence of GUP’s satisfying the holography in four dimensions (one of the main examples is due to Ng and Van Dam ) led us to explore the holographic properties of the GUP’s extended to the brane-world scenarios. The results, at least for the examples we considered, are quite surprising. The expected holographic scaling indeed seems to hold only in four dimensions, and only for the Ng and van Dam’s GUP. When extra spatial dimensions are admitted, the holography is destroyed. This fact allows two different interpretations: either the holographic principle is not universal and does not apply when extra dimensions are present; or, on the contrary, we take seriously the holographic claim in any number of dimensions, and our results are therefore evidence against the existence of extra dimensions.

In Section 2 we analyze GUP’s obtained by linearly combining quantum mechanical expressions with general relativistic bounds ; in Section 3 we repeat the same analysis for the type of GUP’s discussed in Refs.  and in Section 4 we comment on our results. The four-dimensional Newton constant is denoted by $`G_\mathrm{N}`$ throughout the paper.

## 2 Linear GUP’s from micro black holes

In this Section we derive GUP’s via a micro black hole gedanken experiment, following closely the content of Ref.  which we then generalize to space-times with extra dimensions.

### 2.1 GUP in four dimensions

When we measure a position with precision of order $`\mathrm{\Delta }x`$, we expect quantum fluctuations of the metric field around the measured position with energy amplitude

$`\mathrm{\Delta }E{\displaystyle \frac{\mathrm{}c}{2\mathrm{\Delta }x}}.`$ (2.1)
The Schwarzschild radius associated with the energy $`\mathrm{\Delta }E`$,

$`R_\mathrm{S}={\displaystyle \frac{2G_\mathrm{N}\mathrm{\Delta }E}{c^4}},`$ (2.2)
falls well inside the interval $`\mathrm{\Delta }x`$ for practical cases. However, if we wanted to improve the precision indefinitely, the fluctuation $`\mathrm{\Delta }E`$ would grow up and the corresponding $`R_\mathrm{S}`$ would become larger and larger, until it reaches the same size as $`\mathrm{\Delta }x`$. As it is well known, the critical length is the Planck length,

$`\mathrm{\Delta }x=R_\mathrm{S}\mathrm{\Delta }x=\left({\displaystyle \frac{G_\mathrm{N}\mathrm{}}{c^3}}\right)^{1/2}\mathrm{}_\mathrm{p},`$ (2.3)
and the associated energy is the Planck energy

$`ϵ_\mathrm{p}{\displaystyle \frac{\mathrm{}c}{2\mathrm{}_\mathrm{p}}}={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\mathrm{}c^5}{G_\mathrm{N}}}\right)^{1/2}.`$ (2.4)
If we tried to further decrease $`\mathrm{\Delta }x`$, we should concentrate in that region an energy greater than the Planck energy, and this would enlarge further the Schwarzschild radius $`R_\mathrm{S}`$, hiding more and more details of the region beyond the event horizon of the micro hole. The situation can be summarized by the inequalities

$`\mathrm{\Delta }x\{\begin{array}{ccc}\frac{\mathrm{}c}{2\mathrm{\Delta }E}\hfill & \mathrm{for}& \mathrm{\Delta }E<ϵ_\mathrm{p}\hfill \\ & & \\ \frac{2G_\mathrm{N}\mathrm{\Delta }E}{c^4}\hfill & \mathrm{for}& \mathrm{\Delta }E>ϵ_\mathrm{p}.\hfill \end{array}`$ (2.8)
which, if combined linearly, yield

$`\mathrm{\Delta }x{\displaystyle \frac{\mathrm{}c}{2\mathrm{\Delta }E}}+{\displaystyle \frac{2G_\mathrm{N}\mathrm{\Delta }E}{c^4}}.`$ (2.9)
This is a generalization of the uncertainty principle to cases in which gravity is important, i.e. to energies of the order of $`ϵ_\mathrm{p}`$. We note that the minimum value of $`\mathrm{\Delta }x`$ is reached for $`(\mathrm{\Delta }E)_{\mathrm{min}}=ϵ_\mathrm{p}`$ and is given by $`(\mathrm{\Delta }x)_{\mathrm{min}}=2\mathrm{}_\mathrm{p}`$.

### 2.2 GUP with $`n`$ extra dimensions

We shall now generalize the procedure outlined in the previous Subsection to a space-time with $`4+n`$ dimensions, where $`n`$ is the number of space-like extra dimensions. The first problem we should address is how to relate the gravitational constant $`G_\mathrm{N}`$ in four dimensions with the one in $`4+n`$, henceforth denoted by $`G_{(4+n)}`$.

This of course depends on the model of space-time with extra dimensions we consider. Models appeared in the literature in recent years belong mostly to two scenarios:

* the Arkani-Hamed–Dimopoulos–Dvali (ADD) model , where the extra dimensions are compact and of size $`L`$;
* the Randall–Sundrum (RS) model , where the extra dimensions have an infinite extension but are warped by a non-vanishing cosmological constant.

A feature shared by (the original formulations of) both scenarios is that only gravity propagates along the $`n`$ extra dimensions, while Standard Model fields are confined on a four-dimensional sub-manifold usually referred to as the brane-world.

In the ADD case the link between $`G_\mathrm{N}`$ and $`G_{(4+n)}`$ can be fixed by comparing the gravitational action in four dimensions with the one in $`4+n`$ dimensions. The space-time topology in such models is $`=^4\mathrm{}^n`$, where $`^4`$ is the usual four-dimensional space-time and $`\mathrm{}^n`$ represents the extra dimensions of finite size $`L`$. The space-time brane has no tension and therefore the action $`S_{(4+n)}`$ can be written as

$`S_{(4+n)}={\displaystyle \frac{c^4}{16\pi G_{(4+n)}}}{\displaystyle _{^4\mathrm{}^n}}d^{4+n}x\sqrt{g}R{\displaystyle \frac{c^4}{16\pi G_{(4+n)}}}{\displaystyle _^4}d^4x\sqrt{\stackrel{~}{g}}L^n\stackrel{~}{R},`$ (2.10)
where $`\stackrel{~}{R}`$, $`\stackrel{~}{g}`$ are the projections on $`^4`$ of $`R`$ and $`g`$. Here $`L^n`$ is the “volume” of the extra dimensions and we omitted unimportant numerical factors. On comparing the above expression with the purely four-dimensional action

$`S_{(4)}={\displaystyle \frac{c^4}{16\pi G_\mathrm{N}}}{\displaystyle _^4}d^4x\sqrt{\stackrel{~}{g}}\stackrel{~}{R},`$ (2.11)
we obtain

$`G_{(4+n)}G_\mathrm{N}L^n.`$ (2.12)
The RS models are more complicated. It can be shown  that for $`n=1`$ extra dimension we have $`G_{(4+n)}=\sigma ^1G_\mathrm{N}`$, where $`\sigma `$ is the brane tension with dimensions of $`length^1`$ in suitable units. The gravitational force between two point-like masses $`m`$ and $`M`$ on the brane is now given by

$`F=G_\mathrm{N}{\displaystyle \frac{mM}{r^2}}\left(1+{\displaystyle \frac{e^{\sigma r}}{\sigma ^2r^2}}\right),`$ (2.13)
where the correction to Newton law comes from summing over the extra dimensional graviton modes in the graviton propagator . However, since Eq. (2.13) is obtained by perturbative calculations, not immediately applicable to a non-perturbative structure such as a black hole, we shall consider only the ADD scenario in this paper. To be more precise, from table-top tests of the gravitational force one finds that $`n2`$ in ADD . On the other hand, black holes with mass $`M\sigma ^1`$ are likely to behave as pure five-dimensional in RS , therefore our results for $`n=1`$ should apply to such a case.

In order to proceed as in the previous Section, we now need a formula for the Schwarzschild radius in $`4+n`$ dimensions. This can be obtained, heuristically, from the gravitational force law in $`4+n`$ dimensions  as determined by Gauss theorem,

$`F=G_{(4+n)}{\displaystyle \frac{mM}{r^{2+n}}}.`$ (2.14)
Therefore, the total energy of a particle of mass $`m`$ in the gravitational field of the source $`M`$ is given by

$`E_{\mathrm{tot}}={\displaystyle \frac{1}{2}}mv^2G_{(4+n)}{\displaystyle \frac{mM}{r^{1+n}}},`$ (2.15)
and the escape velocity is

$`v_f^2=2G_{(4+n)}{\displaystyle \frac{M}{r^{1+n}}}.`$ (2.16)
Requiring $`v_f=c`$, we obtain for the Schwarzschild radius

$`R_{(4+n)}=\left({\displaystyle \frac{2G_{(4+n)}M}{c^2}}\right)^{\frac{1}{1+n}}.`$ (2.17)
We shall show in the next Section that an exact calculations based on the higher dimensional Schwarzschild solution  just modifies this result by numerical factors.

In the following, we shall just consider micro black holes with $`R_{(4+n)}L`$, so as to avoid the complications that are expected when the Schwarzschild radius approaches the compactification length . Moreover, the opposite case ($`R_{(4+n)}L`$) would imply the complete non-observability of extra dimensions, hidden beyond the event horizon.

The radius $`R_{(4+n)}`$ is related to $`R_{(4)}R_\mathrm{S}`$ as given in Eq. (2.2) according to

$`R_{(4+n)}=\left({\displaystyle \frac{2G_{(4+n)}M}{c^2}}\right)^{\frac{1}{1+n}}=\left({\displaystyle \frac{2G_\mathrm{N}ML^n}{c^2}}\right)^{\frac{1}{1+n}}=R_\mathrm{S}^{\frac{1}{1+n}}L^{\frac{n}{1+n}},`$ (2.18)
and, from $`R_{(4+n)}L`$, we can infer the following inequalities:

$`R_{(4+n)}LR_{(4+n)}^{1+n}L^{1+n}R_\mathrm{S}L^nL^{1+n}R_\mathrm{S}L;`$ (2.19)
$`R_\mathrm{S}LR_\mathrm{S}^{\frac{n}{n+1}}L^{\frac{n}{n+1}}R_\mathrm{S}L^{\frac{n}{n+1}}R_\mathrm{S}^{\frac{1}{n+1}}R_\mathrm{S}R_{(4+n)}.`$ (2.20)
Therefore,

$`R_\mathrm{S}R_{(4+n)}L`$ (2.21)
and the Schwarzschild radius of a black hole in a space-time with extra dimensions is greater than in four dimensions .

Since measurements can be performed only on the brane, to the uncertainty $`\mathrm{\Delta }x`$ in position we can still associate an energy given by Eq (2.1). The corresponding Schwarzschild radius is now given by Eq. (2.17) with $`M=\mathrm{\Delta }E/c^2`$ and the critical length such that $`\mathrm{\Delta }x=R_{(4+n)}`$ is the Planck length in $`4+n`$ dimensions,

$`\mathrm{\Delta }x=\left({\displaystyle \frac{G_{(4+n)}\mathrm{}}{c^3}}\right)^{\frac{1}{2+n}}=\left({\displaystyle \frac{G_\mathrm{N}\mathrm{}}{c^3}}L^n\right)^{\frac{1}{2+n}}=\left(\mathrm{}_\mathrm{p}^2L^n\right)^{\frac{1}{n+2}}\mathrm{}_{(4+n)}.`$ (2.22)
The energy associated with $`\mathrm{}_{(4+n)}`$ is analogously the Planck energy in $`4+n`$ dimensions,

$`ϵ_{(4+n)}={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\mathrm{}c^5}{G_\mathrm{N}}}{\displaystyle \frac{\mathrm{}^nc^n}{L^n}}\right)^{\frac{1}{n+2}}={\displaystyle \frac{1}{2}}\left[4ϵ_\mathrm{p}^2\left({\displaystyle \frac{\mathrm{}c}{L}}\right)^n\right]^{\frac{1}{n+2}},`$ (2.23)
where $`ϵ_\mathrm{p}`$ is the Planck energy in 4 dimensions given in Eq. (2.4).

It is reasonable to assume that $`\mathrm{}_\mathrm{p}L`$, otherwise the extra dimensions would not have a classical space-time structure. We then have

$`\mathrm{}_\mathrm{p}L\mathrm{}_\mathrm{p}^nL^n\mathrm{}_\mathrm{p}^{2+n}\mathrm{}_\mathrm{p}^2L^n=\mathrm{}_{(4+n)}^{2+n}\mathrm{}_\mathrm{p}\mathrm{}_{(4+n)}.`$ (2.24)
Further, we can also prove that

$`\mathrm{}_\mathrm{p}L\mathrm{}_\mathrm{p}^2L^2\mathrm{}_{(4+n)}^{2+n}=\mathrm{}_\mathrm{p}^2L^nL^{2+n}\mathrm{}_{(4+n)}L.`$ (2.25)
Summarizing, from $`\mathrm{}_\mathrm{p}L`$ we obtain

$`\mathrm{}_\mathrm{p}\mathrm{}_{(4+n)}L,`$ (2.26)
and correspondingly

$`{\displaystyle \frac{\mathrm{}c}{2L}}ϵ_{(4+n)}ϵ_\mathrm{p},`$ (2.27)
so that the Planck energy threshold, where quantum gravity phenomena become important, is lowered by the existence of extra dimensions . Finally, we can check the inequalities among $`\mathrm{}_\mathrm{p}`$, $`R_\mathrm{S}`$, $`R_{(4+n)}`$, and $`\mathrm{}_{(4+n)}`$. We can easily prove that

$`\mathrm{}_{(4+n)}<R_{(4+n)},`$ (2.28)
since

$`\mathrm{}_{(4+n)}<R_{(4+n)}\left(\mathrm{}_\mathrm{p}^2L^n\right)^{\frac{1}{n+2}}<\left(R_\mathrm{S}L^n\right)^{\frac{1}{n+1}}\mathrm{}_\mathrm{p}^{n+2}\mathrm{}_\mathrm{p}^n<R_\mathrm{S}^{n+2}L^n,`$ (2.29)
and the last inequality holds by virtue of $`\mathrm{}_\mathrm{p}<R_\mathrm{S}`$ and $`\mathrm{}_\mathrm{p}<L`$. We are therefore left with two possible chains of inequalities,

$`\mathrm{}_\mathrm{p}<R_\mathrm{S}<\mathrm{}_{(4+n)}<R_{(4+n)}<L`$ (2.30)
$`\mathrm{}_\mathrm{p}<\mathrm{}_{(4+n)}<R_\mathrm{S}<R_{(4+n)}<L,`$ (2.31)
and, in general, it is not possible to tell if $`R_\mathrm{S}<\mathrm{}_{(4+n)}`$ or $`R_\mathrm{S}>\mathrm{}_{(4+n)}`$.

Now, let us come back to the GUP. The argument goes precisely as in four dimensions and one therefore obtains the following inequalities

$`\mathrm{\Delta }x\{\begin{array}{ccc}\frac{\mathrm{}c}{2\mathrm{\Delta }E}\hfill & \mathrm{for}& \mathrm{\Delta }E<ϵ_{(4+n)}\hfill \\ & & \\ \left(\frac{2G_{(4+n)}\mathrm{\Delta }E}{c^4}\right)^{\frac{1}{n+1}}\hfill & \mathrm{for}& \mathrm{\Delta }E>ϵ_{(4+n)}.\hfill \end{array}`$ (2.35)
Combining linearly the previous inequalities, we obtain

$`\mathrm{\Delta }x{\displaystyle \frac{\mathrm{}c}{2\mathrm{\Delta }E}}+\left({\displaystyle \frac{2G_{(4+n)}\mathrm{\Delta }E}{c^4}}\right)^{\frac{1}{n+1}},`$ (2.36)
which is a straightforward generalization of Eq. (2.9) to the case with $`n`$ extra dimensions. The minimum value for $`\mathrm{\Delta }x`$ is now reached when $`(\mathrm{\Delta }E)_{\mathrm{min}}=(1+n)^{\frac{1+n}{2+n}}ϵ_\mathrm{p}`$ and we then have

$`(\mathrm{\Delta }x)_{\mathrm{min}}=\left[(1+n)^{\frac{1+n}{2+n}}+(1+n)^{\frac{1}{2+n}}\right]\mathrm{}_{(4+n)}.`$ (2.37)
### 2.3 Holographic properties

In this Subsection, we investigate the holographic properties of the GUP’s which we have proposed this far. We shall estimate the number of degrees of freedom $`n(V)`$ contained in a spatial volume (cube or “hypercube”) of size $`l`$. The holographic principle claims that $`n(V)`$ scales as the area of the (hyper-)surface enclosing the given volume, that is $`(l/\mathrm{}_\mathrm{p})^{2+n}`$ in $`4+n`$ dimensions.

For the GUP’s considered in the previous Subsections we find:

for the four-dimensional GUP in Eq. (2.9), this scaling does not occur. In fact, $`(\mathrm{\Delta }x)_{\mathrm{min}}\mathrm{}_\mathrm{p}`$ and a cube of side $`l`$ contains a number of degrees of freedom equal to

$`n(V)\left({\displaystyle \frac{l}{\mathrm{}_\mathrm{p}}}\right)^3.`$ (2.38)
for the GUP in $`4+n`$ dimensions of Eq. (2.36), the minimum value for $`\mathrm{\Delta }x`$ is given in Eq. (2.37) and, a part from numerical factors, we see that the holographic scaling again does not hold,

$`n(V)\left({\displaystyle \frac{l}{(\mathrm{\Delta }x)_{\mathrm{min}}}}\right)^{3+n}\left({\displaystyle \frac{l}{\mathrm{}_{(4+n)}}}\right)^{3+n}.`$ (2.39)
We then conclude that GUP’s obtained by linearly combining the quantum mechanical expression with gravitational bounds do not imply the holographic counting of degrees of freedom.

## 3 Ng and Van Dam GUP’s

An interesting GUP that satisfies the holographic principle in four dimensions has been proposed by Ng and van Dam in various papers . They start from the Wigner inequalities about distance measurements with clocks and light signals.

### 3.1 GUP in four dimensions

Suppose we wish to measure a distance $`l`$. Our measuring device is composed of a clock, a photon detector and a photon gun. A mirror is put at the distance $`l`$ we want to measure and $`m`$ is the mass of the system “clock + photon detector + photon gun”. We call “detector” the whole system and let $`a`$ be its size. Obviously, we suppose

$`a>r_\mathrm{g}{\displaystyle \frac{2G_\mathrm{N}m}{c^2}}=R_\mathrm{S}(m),`$ (3.1)
which means that we are not using a black hole as a clock. Be $`\mathrm{\Delta }x_1`$ the uncertainty in the position of the detector. Then the uncertainty on the detector velocity is

$`\mathrm{\Delta }v={\displaystyle \frac{\mathrm{}}{2m\mathrm{\Delta }x_1}}.`$ (3.2)
After a time $`T=2l/c`$, elapsed during the light trip detector–mirror–detector, the uncertainty on the detector position (i.e. the uncertainty on the actual length of the segment $`l`$) has become

$`\mathrm{\Delta }x_{\mathrm{tot}}=\mathrm{\Delta }x_1+T\mathrm{\Delta }v=\mathrm{\Delta }x_1+{\displaystyle \frac{\mathrm{}T}{2m\mathrm{\Delta }x_1}}.`$ (3.3)
We can minimize $`\mathrm{\Delta }x_{\mathrm{tot}}`$ by suitably choosing $`\mathrm{\Delta }x_1`$,

$`{\displaystyle \frac{\mathrm{\Delta }x_{\mathrm{tot}}}{\mathrm{\Delta }x_1}}=0(\mathrm{\Delta }x_1)_{\mathrm{min}}=\left({\displaystyle \frac{\mathrm{}T}{2m}}\right)^{1/2}.`$ (3.4)
Hence

$`(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}=(\mathrm{\Delta }x_1)_{\mathrm{min}}+{\displaystyle \frac{\mathrm{}T}{2m(\mathrm{\Delta }x_1)_{\mathrm{min}}}}=2\left({\displaystyle \frac{\mathrm{}T}{2m}}\right)^{1/2}.`$ (3.5)
Since $`T=2l/c`$, we have

$`(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}=2\left({\displaystyle \frac{\mathrm{}l}{mc}}\right)^{1/2}\delta l_{\mathrm{QM}}.`$ (3.6)
This is a purely quantum mechanical result obtained, for the first time, by Wigner in 1958 . From Eq. (3.6), it seems that we can reduce the error $`(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}`$ as much as we want by choosing $`m`$ very large, since $`(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}0`$ for $`m\mathrm{}`$. But, obviously, here gravity enters the game.

A first remark is that the length $`l`$ must be greater than the Schwarzschild radius of the detector with mass $`m`$,

$`l>r_\mathrm{g}{\displaystyle \frac{1}{m}}>{\displaystyle \frac{2G_\mathrm{N}}{lc^2}}(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}^28\mathrm{}_\mathrm{p}^2.`$ (3.7)
A second consideration (due to Amelino-Camelia ) is that the measuring device must not be a black hole,

$`a>r_\mathrm{g}(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}^28\mathrm{}_\mathrm{p}^2{\displaystyle \frac{l}{a}}.`$ (3.8)
The typical scenario is $`\mathrm{}_\mathrm{p}al`$. Also in the ideal case, when $`a\mathrm{}_\mathrm{p}`$, we have

$`(\mathrm{\Delta }x_{\mathrm{tot}})_{\mathrm{min}}2\sqrt{2l\mathrm{}_\mathrm{p}}.`$ (3.9)
Ng and van Dam have also considered a further source of error, a purely gravitational error, besides the purely quantum mechanical one already addressed. Suppose the clock has spherical symmetry, with $`a>r_\mathrm{g}`$. Then the error due to curvature can be computed from the Schwarzschild metric surrounding the clock. The optical path from $`r_0>r_\mathrm{g}`$ to a generic point $`r>r_0`$ is given by (see, for example, Ref. )

$`c\mathrm{\Delta }t={\displaystyle _{r_0}^r}{\displaystyle \frac{d\rho }{1\frac{r_\mathrm{g}}{\rho }}}=(rr_0)+r_\mathrm{g}\mathrm{log}{\displaystyle \frac{rr_\mathrm{g}}{r_0r_\mathrm{g}}},`$ (3.10)
and differs from the “true” (spatial) length $`(rr_0)`$. If we put $`a=r_0`$, $`l=r`$, the gravitational error on the measure of $`(la)`$ is thus

$`\delta l_\mathrm{C}=r_\mathrm{g}\mathrm{log}{\displaystyle \frac{lr_\mathrm{g}}{ar_\mathrm{g}}}r_\mathrm{g}\mathrm{log}{\displaystyle \frac{l}{a}},`$ (3.11)
where the last estimate holds for $`l>ar_\mathrm{g}`$.

If we measure a distance $`l2a`$, then the error due to curvature is

$`\delta l_\mathrm{C}r_\mathrm{g}\mathrm{log}2{\displaystyle \frac{G_\mathrm{N}m}{c^2}}.`$ (3.12)
Thus, according to Ng and van Dam the total error is

$`\delta l_{\mathrm{tot}}=\delta l_{\mathrm{QM}}+\delta l_\mathrm{C}=2\left({\displaystyle \frac{\mathrm{}l}{mc}}\right)^{1/2}+{\displaystyle \frac{G_\mathrm{N}m}{c^2}}.`$ (3.13)
This error can be minimized again by choosing a suitable value for the mass of the clock,

$`{\displaystyle \frac{l_{\mathrm{tot}}(m)}{m}}=0m_{\mathrm{min}}=c\left({\displaystyle \frac{\mathrm{}l}{G_\mathrm{N}^2}}\right)^{1/2}`$ (3.14)
and we then have

$`\left(\delta l_{\mathrm{tot}}\right)_{\mathrm{min}}=2\left({\displaystyle \frac{\mathrm{}G_\mathrm{N}l}{c^3}}\right)^{1/3}+\left({\displaystyle \frac{\mathrm{}G_\mathrm{N}l}{c^3}}\right)^{1/3}=3\left(\mathrm{}_\mathrm{p}^2l\right)^{1/3}.`$ (3.15)
The global uncertainty on $`l`$ contains therefore a term proportional to $`l^{1/3}`$.

### 3.2 GUP with $`n`$ extra dimensions

Ng and van Dam’s derivation can be generalized to the case with $`n`$ extra dimensions. The Wigner relation (3.6) for the quantum mechanical error is not modified by the presence of extra dimensions and we just need to estimate the error $`\delta l_\mathrm{C}`$ due to curvature.

We are not considering now micro black holes created by the fluctuations $`\mathrm{\Delta }E`$ in energy, as in the previous Section. Instead, we have to deal with (more or less) macroscopic clocks and distances and this implies that we have to distinguish four different cases:

1. $`0<L<r_g<a<l`$;
2. $`0<r_{(4+n)}<L<a<l`$;
3. $`0<r_{(4+n)}<a<L<l`$;
4. $`0<r_{(4+n)}<a<l<L`$;

where $`r_{(4+n)}=R_{(4+n)}(m)`$, and $`r_\mathrm{g}=r_{(4)}`$ as before. The curvature error will be calculated (as in the previous Subsection) by computing the optical path from $`ar_o`$ to $`lr`$. Of course, we will use a metric which depends on the relative size of $`L`$ with respect to $`a`$ and $`l`$, that is the usual four-dimensional Schwarzschild metric in the region $`L<r`$, and the $`4+n`$ dimensional Schwarzschild solution in the region $`r<L`$ (where the extra dimensions play an actual role).

In cases 1. and 2. the optical path from $`a`$ to $`l`$ can be computed using just the four-dimensional Schwarzschild solution and the result is given by Eq. (3.15) in the previous Subsection.

In cases 3. and 4. we instead have to use the Schwarzschild solution in $`4+n`$ dimensions ,

$`ds^2=\left(1{\displaystyle \frac{C}{r^{n+1}}}\right)c^2dt^2+\left(1{\displaystyle \frac{C}{r^{n+1}}}\right)^1dr^2+r^2d\mathrm{\Omega }_{n+2}^2,`$ (3.16)
at least for a part of the optical path. In the above,

$`C={\displaystyle \frac{16\pi G_{(4+n)}m}{(n+2)A_{n+2}c^2}},`$ (3.17)
and $`A_{n+2}`$ is the area of the unit $`(n+2)`$-sphere, that is

$`A_{n+2}={\displaystyle \frac{2\pi ^{\frac{n+3}{2}}}{\mathrm{\Gamma }\left(\frac{n+3}{2}\right)}}.`$ (3.18)
Besides, we note that, for $`n=0`$,

$`C={\displaystyle \frac{2G_\mathrm{N}m}{c^2}}=r_\mathrm{g},`$ (3.19)
that is, $`C`$ coincides in four dimensions with the Schwarzschild radius of the detector. The Schwarzschild horizon is located where $`(1C/r^{n+1})=0`$, that is at $`r=C^{1/(n+1)}r_{(4+n)}`$, or

$`r_{(4+n)}=\left[{\displaystyle \frac{16\pi G_{(4+n)}m}{(n+2)A_{n+2}c^2}}\right]^{\frac{1}{n+1}},`$ (3.20)
in qualitative agreement with the expression obtained in Subsection 2.2.

In case 3. we obtain the optical path from $`a`$ to $`l`$ by adding up the optical path from $`a`$ to $`L`$ and that from $`L`$ to $`l`$. We have to use the solution in $`4+n`$ dimensions for the first part, and the four-dimensional solution for the second part of the path,

$`c\mathrm{\Delta }t`$ $`=`$ $`{\displaystyle _a^L}\left(1+{\displaystyle \frac{C}{r^{n+1}C}}\right)𝑑r+{\displaystyle _L^l}\left(1+{\displaystyle \frac{r_\mathrm{g}}{rr_\mathrm{g}}}\right)𝑑r`$ (3.21)
$`=`$ $`(La)+(lL)+C{\displaystyle _a^L}{\displaystyle \frac{dr}{r^{n+1}C}}+r_\mathrm{g}{\displaystyle _L^l}{\displaystyle \frac{dr}{rr_\mathrm{g}}}.`$
We have shown before that from $`r_{(4+n)}<L`$ (that holds in cases 3. and 4.) we can infer

$`r_g<r_{(4+n)}<L.`$ (3.22)
Now, suppose $`a^{n+1}C=r_{(4+n)}^{n+1}`$, that is $`ar_{(4+n)}`$, so that we are not doing measures inside a black hole. Then $`r_g<r_{(4+n)}a<L<l`$ and

$`c\mathrm{\Delta }t`$ $``$ $`(la)+C{\displaystyle _a^L}{\displaystyle \frac{dr}{r^{n+1}}}+r_\mathrm{g}{\displaystyle _L^l}{\displaystyle \frac{dr}{r}}=(la)+{\displaystyle \frac{C}{n}}\left({\displaystyle \frac{1}{a^n}}{\displaystyle \frac{1}{L^n}}\right)+r_\mathrm{g}\mathrm{log}{\displaystyle \frac{l}{L}}`$ (3.23)
$`=`$ $`(la)+{\displaystyle \frac{1}{n}}\left({\displaystyle \frac{1}{a^n}}{\displaystyle \frac{1}{L^n}}\right){\displaystyle \frac{16\pi G_{(4+n)}}{(n+2)A_{n+2}c^2}}m+\left({\displaystyle \frac{2G_\mathrm{N}}{c^2}}\mathrm{log}{\displaystyle \frac{l}{L}}\right)m.`$
The error caused by the curvature (when $`a<L<l`$) is therefore linear in $`m`$,

$`\delta l_\mathrm{C}=\left[{\displaystyle \frac{1}{n}}\left({\displaystyle \frac{1}{a^n}}{\displaystyle \frac{1}{L^n}}\right){\displaystyle \frac{16\pi G_\mathrm{N}L^n}{(n+2)A_{n+2}c^2}}+{\displaystyle \frac{2G_\mathrm{N}}{c^2}}\mathrm{log}{\displaystyle \frac{l}{L}}\right]mKm.`$ (3.24)
We recall that the curvature error in four dimensions does not contain the size of the clock. On the contrary, this error in $`4+n`$ dimensions depends explicitly on the size $`a`$ of the clock and on the size $`L`$ of the extra dimensions. Hence the total error is given by

$`\delta l_{\mathrm{tot}}=\delta l_{\mathrm{QM}}+\delta l_C=2\left({\displaystyle \frac{\mathrm{}l}{mc}}\right)^{1/2}+Km=Jm^{1/2}+Km,`$ (3.25)
where $`J=2(\mathrm{}l/c)^{1/2}`$ and $`K`$ was defined before. This error can be minimized with respect to $`m`$,

$`{\displaystyle \frac{\delta l_{\mathrm{tot}}}{m}}=0m_{\mathrm{min}}=\left({\displaystyle \frac{J}{2K}}\right)^{2/3}.`$ (3.26)
Finally,

$`\left(\delta l_{\mathrm{tot}}\right)_{\mathrm{min}}`$ $`=`$ $`\left(2^{1/3}+2^{2/3}\right)\left(KJ^2\right)^{1/3}`$ (3.27)
$`=`$ $`2\left(2^{1/3}+2^{2/3}\right)\left[{\displaystyle \frac{1}{n}}\left({\displaystyle \frac{1}{a^n}}{\displaystyle \frac{1}{L^n}}\right){\displaystyle \frac{8\pi }{(n+2)A_{n+2}}}\mathrm{}_{(4+n)}^{2+n}l+\mathrm{}_\mathrm{p}^2l\mathrm{log}{\displaystyle \frac{l}{L}}\right]^{1/3},`$
where we used the definition of $`J`$ and $`K`$.

In case 4., the optical path from $`a`$ to $`l`$ can be obtained by using simply the Schwarzschild solution in $`4+n`$ dimensions. We get

$`c\mathrm{\Delta }t={\displaystyle _a^l}\left(1+{\displaystyle \frac{C}{r^{n+1}C}}\right)𝑑r=(la)+C{\displaystyle _a^l}{\displaystyle \frac{dr}{r^{n+1}C}}.`$ (3.28)
Suppose now, as before, that $`a^{n+1}C=r_{(4+n)}^{n+1}`$, that is $`ar_{(4+n)}`$ (i.e. our clock is not a black hole). We then have

$`c\mathrm{\Delta }t(la)+C{\displaystyle _a^l}{\displaystyle \frac{dr}{r^{n+1}}}=(la)+{\displaystyle \frac{C}{n}}\left({\displaystyle \frac{1}{a^n}}{\displaystyle \frac{1}{l^n}}\right).`$ (3.29)
If the distance we are measuring is, at least, of the size of the clock ($`l2a`$), we can write

$`c\mathrm{\Delta }t(la)+{\displaystyle \frac{C}{n}}\left({\displaystyle \frac{2^n1}{2^na^n}}\right).`$ (3.30)
The error caused by the curvature is therefore (when $`a<l<L`$)

$`\delta l_\mathrm{C}={\displaystyle \frac{C}{n}}\left({\displaystyle \frac{2^n1}{2^na^n}}\right).`$ (3.31)
Here we again note that the curvature error in $`4+n`$ dimensions explicitly contains the size of the clock. The global error can be computed as before

$`\delta l_{\mathrm{tot}}=\delta l_{\mathrm{QM}}+\delta l_C=2\left({\displaystyle \frac{\mathrm{}l}{mc}}\right)^{1/2}+{\displaystyle \frac{C}{n}}\left({\displaystyle \frac{2^n1}{2^na^n}}\right),`$ (3.32)
where $`C`$ is linear in $`m`$. Minimizing $`\delta l_{\mathrm{tot}}`$ with respect to $`m`$ can be done in perfect analogy with the previous calculation. The result is

$`\left(\delta l_{\mathrm{tot}}\right)_{\mathrm{min}}=\left(2^{1/3}+2^{2/3}\right)\left({\displaystyle \frac{2^n1}{2^nn}}{\displaystyle \frac{64\pi }{(n+2)A_{n+2}}}\right)^{1/3}\left({\displaystyle \frac{\mathrm{}_{(4+n)}^{n+2}l}{a^n}}\right)^{1/3}.`$ (3.33)
We note that the expression (3.27) coincides in the limit $`La`$ with Eq. (3.15) (taking $`l2a`$), while, in the limit $`Ll`$, we recover from Eq. (3.27) the expression (3.33) (of course, supposing also that $`l2a`$).

### 3.3 Holographic properties

We finally examine the holographic properties of Eq. (3.33) for the GUP of Ng and van Dam type in $`4+n`$ dimensions. We just consider the expression in Eq. (3.33) because it also represents the limit of Eq. (3.27) for $`Ll`$ and $`l2a`$. Moreover, for $`n=0`$, Eq. (3.33) yields the four-dimensional error given in Eq. (3.15).

Since we are just interested in the dependence of $`n(V)`$ on $`l`$ and the basic constants, we can write

$`\left(\delta l_{\mathrm{tot}}\right)_{\mathrm{min}}\left({\displaystyle \frac{\mathrm{}_{(4+n)}^{n+2}l}{a^n}}\right)^{1/3}.`$ (3.34)
We then have that the number of degrees of freedom in the volume of size $`l`$ is

$`n(V)=\left({\displaystyle \frac{l}{\left(\delta l_{\mathrm{tot}}\right)_{\mathrm{min}}}}\right)^{3+n}=\left({\displaystyle \frac{l^2a^n}{\mathrm{}_\mathrm{p}^2L^n}}\right)^{1+\frac{n}{3}},`$ (3.35)
and the holographic counting holds in four-dimensions ($`n=0`$) but is lost when $`n>0`$. Even if we take the ideal case $`a\mathrm{}_{(4+n)}`$ we get

$`n(V)=\left({\displaystyle \frac{l}{\mathrm{}_{(4+n)}}}\right)^{2\left(1+\frac{n}{3}\right)},`$ (3.36)
and the holographic principle does not hold for $`n>0`$.

## 4 Concluding remarks

In the previous Sections, we have shown that the holographic principle seems to be satisfied only by uncertainty relations in the version of Ng and van Dam and for $`n=0`$. That is, only in four dimensions we are able to formulate uncertainty principles which predict the same number of degrees of freedom per spatial volume as the holographic counting. This could be an evidence for questioning the existence of extra dimensions. Moreover, such an argument based on the holography could also be used to support the compactification of string theory down to four dimensions, given that there seems to be no firm argument which forces the low energy limit of string theory to be four-dimensional (except from the obvious observation of our world). In this respect, we should also say that the cases 3. and 4. of Subsection 3.2 do not seem to have a good probability to be realized in nature since, if there are extra spatial dimensions, their size must be shorter than $`10^1`$mm . Therefore, cases 1. and 2. of Subsection 3.2 are more likely to survive the test of future experiments.

A number of general remarks are however in order. First of all, we cannot claim that our list of possible GUP’s is complete and other relations might be derived in different contexts which accommodate for both the holography and extra dimensions. Further, one might find hard to accept that quantum mechanics and general relativity enter the construction of GUP’s on the same footing, since the former is supposed to be a fundamental framework for all theories while the latter can be just regarded as a theory of the gravitational interaction. We might agree on the point of view that GUP’s must be considered as “effective” (phenomenological) bounds valid at low energy (below the Planck scale) rather than “fundamental” relations. This would in fact reconcile our result that four dimensions are preferred with the fact that string theory (as a consistent theory of quantum gravity) requires more dimensions through the compactification which must occur at low energy, as we mentioned above. Let us also note that general relativity (contrary to usual field theories) determines the space-time including the causality structure, and the latter is an essential ingredient in all actual measurements. It is therefore (at least) equally hard to conceive uncertainty relations which neglect general relativity at all. This conclusion would become even stronger in the presence of extra dimensions, since the fundamental energy scale of gravity is then lowered  (possibly) within the scope of present or near-future experiments and the gravitational radius of matter sources is correspondingly enlarged .

A final remark regards cases with less than four dimensions. Since Einstein gravity does not propagate in such space-times and no direct analogue of the Schwarzschild solution exists, one expects a qualitative difference with respect to the cases that we have considered here. For instance, a point-like source in three dimensions would generate a flat space-time with a conical singularity and no horizon <sup>1</sup><sup>1</sup>1In three dimensions with negative cosmological constant one also has the BTZ black hole which forms when two point-like particles collide provided certain initial conditions are satisfied. For a recent review, see Ref. .. Consequently, one does expect that the usual Heisenberg uncertainty relations hold with no corrections for gravity.


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# Flexible Complementarity Solvers for Large-Scale ApplicationsThis work was supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing, Office of Science, U.S. Department of Energy, under Contract W-31-109-Eng-38.

## 1 Introduction

Achieving high performance for numerical methods in parallel computing environments demands that the user have the ability to customize algorithms, linear solvers, and data structures for their particular problems. Closed environments or algorithms requiring specific linear algebra constrain the choices available to the user, inevitably leading to inefficiency. This paper concerns a flexible, open environment, the Toolkit for Advanced Optimization, and two algorithms for solving complementarity problems implemented so that the user can exploit problem structure. The benefits of this design are significant reductions in solution time and good parallel scalability on targeted complementarity problems.

Complementarity problems arise in various application areas (see, e.g., ). In this paper, we are interested particularly in applications arising from infinite-dimensional box-constrained variational inequalities where a discretization of the problem corresponds to a large-scale linear or nonlinear complementarity problem . One example of this type, the journal bearing problem , involves determining the pressure distribution of a thin film of lubricant between two circular cylinders. This problem is posed as an elliptic partial differential equation with a free boundary. A finite-difference scheme for solving instances of this problem has $`n_xn_y`$ degrees of freedom, where $`n_x`$ and $`n_y`$ are the number of points in the spatial discretizations. The large number of degrees of freedom and structure imposed by the finite-difference scheme implies that high performance can be achieved when solving this problem in a parallel environment. Other applications that can be posed as infinite-dimensional variational inequalities include pricing American options , nonlinear obstacle problems , and optimal control problems .

The Toolkit for Advanced Optimization (TAO) provides a flexible environment for solving optimization and complementarity problems in parallel . Several numerical linear algebra packages have been incorporated into TAO . These packages offer many algorithmic choices so that a user can select the most appropriate method for a particular application. Novice users can rely on the provided defaults, while more advanced users have the freedom to select their problem representation and linear algebra to improve parallel performance. All of the source code for TAO can be downloaded from , which includes our implementations of several algorithms for solving complementarity problems.

Section 2 discusses the design philosophy of and facilities provided by the Toolkit for Advanced Optimization. The complementarity algorithms used to solve the discretized nonlinear complementarity problems in a parallel computing environment are discussed in Section 3. Two methods were implemented and tested: a semismooth method  and a reduced space method similar to those presented in . These algorithms are attractive because they solve only a single system of linear equations per iteration. These solves can be performed by using preconditioned iterative methods , taking advantage of the research lavished on numerical linear algebra for solving partial differential equations. Numerical results on the MCPLIB collection  of complementarity problems are presented in Section 4 to demonstrate that the methods are reasonably robust on general problems. The parallel performance achieved on several discretizations of infinite-dimensional variational inequalities shows the benefits of customizing the linear algebra: both good parallel performance and scalability are achieved.

## 2 Design Philosophy

Traditionally, the numerical methods used in an algorithm implementation to solve linear systems of equations are chosen by the developer. Since most floating point operations are typically performed by the linear system solver, considerable effort has been expended to select and implement one that is efficient and robust for a diverse collection of applications. Efficiency for particular problem instances has been sacrificed in exchange for robustness and general applicability. However, linear solvers tailored to a particular application may save a significant amount of computation and allow the method to find solutions to larger problems than previously possible. While developers choose a linear solver without any knowledge of the application, many applications have structure that can be exploited. The Toolkit for Advanced Optimization (TAO)  was specifically designed to allow the user to customize the linear solver to their application so that they can achieve high performance and parallel scalability.

One linear solver choice is an LU factorization, which can be applied to arbitrary nonsingular systems. Many robust implementations have been developed that utilize sparsity while maintaining numerical stability. The complementarity methods in TAO allow for the use of the LU factorizations from LAPACK  for dense systems and LUSOL  for sparse systems. Nonetheless, these factorizations do not exploit symmetry, strong monotonicity, or other features of the matrix, such as block structure. Furthermore, direct factorizations can impose excessive memory requirements even when the given matrix is sparse. Access to Cholesky factorizations are provided when a symmetric positive definite linear system is solved. In this case, the number of floating-point operations can be reduced by a factor of two, and further gains can be achieved by stable reorderings of the matrix based solely on the sparsity pattern.

Aside from direct methods, many iterative techniques can be applied to solve linear systems of equations. These techniques typically do not impose the memory requirements of direct methods. Two of the most common techniques are GMRES  for general nonsingular matrices and the conjugate gradient method  for symmetric positive definite matrices. Convergence of these methods can be significantly improved by using a preconditioner, such as an incomplete factorization, which works well on general problems, or an application-specific preconditioner, such as an overlapping additive Schwartz method .

In a parallel environment, the cost of message passing magnifies the importance of an appropriate selection of the linear system solver and preconditioner. Parallel implementations of GMRES, conjugate gradients, and many other iterative methods, along with scalable preconditioners such as incomplete factorizations and additive Schwartz methods, are provided in the PETSc toolkit . These linear system solvers use the Message Passing Interface (MPI)  for communication between processors.

Providing the user with sufficient flexibility in the choice of linear solver requires careful selection and implementation of the complementarity algorithms. In particular, the interface to the numerical objects, iterative methods and linear algebra, must be separated from their implementations. Object-oriented techniques permit the use of serial or parallel data structures with minimal changes to the interface and allow new implementations of linear system solvers and associated linear algebra to be incorporated. TAO was designed to enable this flexibility and leverages many of the existing parallel linear algebra tools, such as HYPRE , PETSc, and Trilinos . The optimization methods in TAO, which include the complementarity methods and solvers to minimize an objective function with bounds on the variables, are written to scale on parallel machines and expose many of the algorithmic details, such as the linear solver, to the user. This design philosophy assumes that the user has knowledge of an application that can be used to improve the parallel performance.

## 3 Complementarity Algorithms

The finite-dimensional nonlinear complementarity problem defined by a given function $`F:\mathrm{}^n\mathrm{}^n`$ is to calculate an $`x^{}\mathrm{}^n`$ such that $`x^{}0`$, $`F(x^{})0`$, and $`x^{},F(x^{})=0`$. The algorithms implemented in this study use the current iterate to define an active set, solve a reduced system to calculate a direction, and then perform a line search to compute a new iterate that sufficiently decreases a merit function.

### 3.1 Active-Set Semismooth Method

The semismooth algorithm reformulates a given complementarity problem as a nonsmooth system of equations satisfying a semismooth property by using an NCP function. The resulting nonsmooth system of equations is solved with Newton’s method where an element of the B-subdifferential plays the role of the Jacobian matrix in the direction calculation. The active-set semismooth method implemented in TAO is based on this idea.

Mathematically, a function $`\varphi :\mathrm{}^2\mathrm{}`$ is said to be an NCP function if $`\varphi (a,b)=0`$ if and only if $`a0`$, $`b0`$, and $`ab=0`$. By defining

$$\mathrm{\Phi }(x):=\left[\begin{array}{c}\varphi (x_1,F_1(x))\\ \varphi (x_2,F_2(x))\\ \mathrm{}\\ \varphi (x_n,F_n(x))\end{array}\right]$$

for any NCP function $`\varphi `$, the nonlinear complementarity problem can be reformulated as finding an $`x^{}\mathrm{}^n`$ such that $`\mathrm{\Phi }(x^{})=0`$. In order to globalize a Newton method for solving this system of equations, the merit function

$$\mathrm{\Psi }(x):=\frac{1}{2}\mathrm{\Phi }(x)_2^2$$

is typically used in a line search.

The Fischer-Burmeister function ,

$$\varphi _{FB}(a,b):=a+b\sqrt{a^2+b^2},$$

is one NCP function, where $`\mathrm{\Phi }_{FB}`$ denotes the reformulation of the nonlinear complementarity problem implied by using $`\varphi _{FB}`$. Even though $`\mathrm{\Phi }_{FB}`$ is not continuously differentiable, a Newton method can still be constructed for finding $`\mathrm{\Phi }_{FB}(x)=0`$.

The function $`\mathrm{\Phi }_{FB}`$ is differentiable almost everywhere and therefore admits a B-subdifferential

$$_B\mathrm{\Phi }_{FB}(x):=\{H\mathrm{}^{n\times n}\left\{x^k\right\}D_{\mathrm{\Phi }_{FB}}\text{ with }\underset{x^kx}{lim}\mathrm{\Phi }_{FB}(x^k)=H\},$$

where $`D_{\mathrm{\Phi }_{FB}}`$ denotes the set of points where $`\mathrm{\Phi }_{FB}`$ is differentiable. In particular,

$$_B\mathrm{\Phi }_{FB}(x)\left\{D_a(x)+D_b(x)F(x)\right\}$$

for nonnegative diagonal matrices $`D_a(x)`$ and $`D_b(x)`$ defined componentwise as follows :

1. If $`(x_i,F_i(x))_2>0`$, then

$`\left[D_a(x)\right]_{i,i}:=1{\displaystyle \frac{x_i}{(x_i,F_i(x))_2}}`$
$`\left[D_b(x)\right]_{i,i}:=1{\displaystyle \frac{F_i(x)}{(x_i,F_i(x))_2}}.`$
2. Otherwise

$$(\left[D_a(x)\right]_{i,i},\left[D_b(x)\right]_{i,i})\{(1\alpha ,1\beta )(\alpha ,\beta )_21\}.$$

Furthermore, the merit function, $`\mathrm{\Psi }_{FB}(x):=\frac{1}{2}\mathrm{\Phi }_{FB}(x)_2^2`$ is continuously differentiable with $`\mathrm{\Psi }_{FB}(x)=H^T\mathrm{\Phi }_{FB}(x)`$ for any $`H_B\mathrm{\Phi }_{FB}(x)`$.

The main computational task in a semismooth Newton method  for solving the nonsmooth system of equations $`\mathrm{\Phi }_{FB}(x)=0`$ is to calculate a direction by solving the linear system of equations

$$H^kd^k=\mathrm{\Phi }_{FB}(x^k),$$

where $`H^k`$ is any element of $`_B\mathrm{\Phi }_{FB}(x^k)`$. An Armijo line search  along this direction is then applied to obtain a new iterate that sufficiently decreases the merit function. When the full system is solved to find the Newton direction, one must use a method suitable for nonsymmetric matrices because of the row scaling implied by the characterization of the B-subdifferential. Alternatively, one can solve a reduced system, where only a nonnegative diagonal perturbation is made to $`F(x)`$. This reduced system will be symmetric whenever $`F(x)`$ is symmetric, removing the restrictions placed on the linear solver for the full-space system.

The reduced system is obtained by selecting active and inactive sets of constraints. For a fixed $`0ϵ<1`$, define

$`𝒜(x):=\{i\{1,\mathrm{},n\}[D_b(x)]_{i,i}ϵ\}`$
$`(x):=\{i\{1,\mathrm{},n\}[D_b(x)]_{i,i}>ϵ\},`$
where $`𝒜(x)`$ denotes the active constraints at $`x`$ and $`(x)`$ the inactive constraints. The characterization of the B-subdifferential can be used to show that

$$i𝒜(x)x_i\kappa F_i(x)$$

for some $`\kappa >0`$. The latter characterization is used by the active-set method in in , where they show that for all $`x`$ in a sufficiently small neighborhood of $`x^{}`$, the strongly active components are correctly identified.

We are now ready to state our active-set semismooth algorithm.

###### Algorithm 3.1

Active-Set Semismooth Method

1. Let $`F:\mathrm{}^n\mathrm{}^n`$, $`x^0\mathrm{}^n`$, $`ϵ[0,1)`$, $`\rho >0`$, $`p>2`$, $`\beta <1`$, and $`\sigma (0,\frac{1}{2})`$ be given. Set $`k=0`$.
2. If $`\mathrm{\Phi }(x^k)_2\text{tol}`$, then stop.
3. Otherwise, choose $`D_a(x^k)`$ and $`D_b(x^k)`$ so that

$$D_a(x^k)+D_b(x^k)F(x^k)_B\mathrm{\Phi }_{FB}(x^k),$$

and determine $`𝒜^k:=𝒜(x^k)`$ and $`^k:=(x^k)`$.
4. Let

$$d_{𝒜^k}^k=[D_a(x^k)]_{𝒜^k,𝒜^k}^1\mathrm{\Phi }_{FB}(x^k)_{𝒜^k},$$

and approximately solve the reduced system

$`\left([D_b(x^k)]_{^k,^k}^1[D_a(x^k)]_{^k,^k}+[F(x^k)]_{^k,^k}\right)d_^k^k=`$
$`[D_b(x^k)]_{^k,^k}^1\mathrm{\Phi }_{FB}(x^k)_^k[F(x^k)]_{^k,𝒜^k}d_{𝒜^k}^k`$
to find $`d_^k^k`$.
5. If the descent test

$$\mathrm{\Psi }_{FB}(x^k)^Td^k\rho d^k_2^p$$

is not satisfied, set $`d^k=\mathrm{\Psi }_{FB}(x^k)`$.
6. Calculate the smallest $`i\{0,1,\mathrm{}\}`$ such that

$$\mathrm{\Psi }_{FB}(x^k+\beta ^id^k)\mathrm{\Psi }_{FB}(x^k)+\sigma \beta ^k\mathrm{\Psi }_{FB}(x^k)^Td^k,$$

and set $`x^{k+1}=x^k+\beta ^id^k`$.
7. Set $`k=k+1`$, and go to Step 2.

The advantages of this active-set method are that the linear systems of equations solved to calculate the Newton directions are of a reduced size and they remain symmetric, positive definite if $`F(x)`$ is symmetric, positive definite. Therefore, the choice of preconditioner and iterative method is not restricted to nonsymmetric methods.

The implementation of the active-set method in TAO uses $`\rho =10^{10}`$, $`p=2.1`$, $`\beta =\frac{1}{2}`$, and $`\sigma =10^4`$. The value of $`ϵ`$ is dynamically chosen as

$$ϵ(x^k)=\frac{\mathrm{min}\{\frac{1}{2}\mathrm{\Phi }(x^k)_2^2,10^2\}}{1+F(x^k)_1}.$$

This choice forces the active-set identification to go to zero as we approach a solution to the complementarity problem and deals with possible scaling problems with the Jacobian of $`F`$, since small values for $`[D_b]_{i,i}`$ can still have an effect on the direction calculation when the Jacobian is poorly scaled. For mixed complementarity problems where we have both finite lower and upper bounds, the Billups formulation is used . The same active-set identification technique is used with this formulation.

### 3.2 Reduced-Space Method

The reduced-space method implemented in TAO also selects an active set and solves a reduced linear system of equations to calculate a direction. The iterates in this method remain within the variable bounds, while no such guarantee is made with the active-set semismooth method. This method is motivated by the simplicity of implementation in a distributed memory computing environment and the computational efficiency of similar methods observed on several classes of problems .

The active and inactive sets used within the reduced-space method are defined as

$`𝒜(x):=\{i\{1,\mathrm{},n\}x_i=0\text{ and }F_i(x)>0\}`$
$`(x):=\{i\{1,\mathrm{},n\}x_i>0\text{ or }F_i(x)0\}.`$
The active set denotes the variables where the lower bound is active and the function value can be ignored. The inactive set contains the remainder of the variables. At every iteration of the reduced-space method a direction is calculated by approximately solving the linear system equation

$$\left[F(x^k)\right]_{^k,^k}d_^k=F_^k(x^k)$$

and setting $`d_{𝒜^k}`$ to zero.

A projected line search is then applied to generate the next iterate $`x^{k+1}`$ such that

$$x^{k+1}=\pi [x^k+\alpha d^k],$$
(1)
where $`\pi `$ is the projection onto the variable bounds. The step size $`\alpha `$ is chosen such that $`F_\mathrm{\Omega }(\pi [x^k+\alpha d^k])_2(1\sigma \alpha )F_\mathrm{\Omega }(x)_2`$, where $`F_\mathrm{\Omega }(x)`$ is defined component-wise by

$$\left[F_\mathrm{\Omega }(x)\right]_i=\{\begin{array}{ccc}F_i(x)\hfill & \text{ if }\hfill & x_i>0\hfill \\ \mathrm{min}\{F_i(x),0\}\hfill & \text{ if }\hfill & x_i=0.\hfill \end{array}$$
(2)
The line search tries step lengths $`\alpha =\beta ^j`$ for $`\beta (0,1)`$ and positive integers $`j`$ such that $`\beta ^j>\gamma `$. There are no guarantees the direction calculated is a descent direction, so the line search can terminate with either a new point of sufficient improvement or a minimum step length. The implementation uses $`\sigma =10^4`$, $`\beta =0.5`$, and a minimum stepsize of $`\gamma =10^{12}`$ for the parameter choices.

If the line search fails to identify such a point, this method performs the same line search in the direction $`d^k=F(x^k)`$. The algorithm continues until there is a second failure in the line search or a stationary point has been found.

The complete reduced-space algorithm follows.

###### Algorithm 3.2

Active-Set Reduced Space Method

1. Let $`F:\mathrm{}^n\mathrm{}^n`$ and $`x^0\mathrm{}_+^n`$ be given, and set $`k=0`$.
2. If $`F_\mathrm{\Omega }(x^k)_2tol`$, then stop.
3. Let

$`𝒜(x):=\{i\{1,\mathrm{},n\}x_i=0\text{ and }F_i(x)>0\}`$
$`(x):=\{i\{1,\mathrm{},n\}x_i>0\text{ or }F_i(x)0\},`$
set $`d_{𝒜^k}=0`$, and approximately solve the linear system

$$\left[F(x^k)\right]_{^k,^k}d_^k=F_^k(x^k)$$

to calculate a direction.
4. If possible, calculate the smallest $`i\{0,1,\mathrm{},\overline{i}\}`$ such that

$$F_\mathrm{\Omega }(\pi [x^k+\beta ^id^k])_2(1\sigma \beta ^i)F_\mathrm{\Omega }(x^k)_2.$$
5. Otherwise, set $`d^k=F(x^k)`$, and apply the line search. If no such $`i`$ is found providing sufficient decrease, then stop.
6. Set $`x^{k+1}=\pi [x^k+\beta ^id^k]`$ and $`k=k+1`$, and go to step 2.

Although no convergence results have been proven for the reduced-space method, it has been demonstrated to be effective, especially on monotone applications. The reduced matrix retains symmetry and positive definiteness when they exist in the Jacobian, permitting the use of a symmetric linear solver. Furthermore, this method lends itself to a parallel implementation because it requires only a few numerical operations other than a linear solver.

## 4 Computational Results

The complementarity methods were implemented in and are distributed with the Toolkit for Advanced Optimization. Two series of tests were performed on the implementations: one to check the robustness to verify that the methods work on a significant number of general problems, and the other to test the parallel performance and scalability of the methods on some trial infinite-dimensional variational inequalities. The latter tests also validate the merits of our design philosophy by showing that the customization of the linear system solver does have a significant effect on the overall solution time. For all of these tests, an upper limit of 100 linear system solves was placed on the methods.

### 4.1 Robustness

We ran the implemented methods on the complementarity problems contained in the MCPLIB collection  to demonstrate robustness on a diverse set of problems, including many small complementarity problems and some nonlinear obstacle problems and optimal control problems. These computational tests were performed on Linux workstation containing a Pentium 4 processor with a clock speed of 1.8 GHz and 512 MB of RAM.

In order to test the robustness, we ran the methods with LUSOL as the selected linear system solver. This LU factorization routine is used by several optimization and complementarity packages, including MINOS  and PATH , and is known to be robust and efficient in a serial environment. We chose to use a direct factorization for this test to eliminate possible problems with the choice of preconditioner, iterative method, and termination tolerances for the inexact linear system solves.

Tables 1 and 2 report the number of successes and failures for each method and model in the test set when using LUSOL. These results indicate that the active-set semismooth method, which solves 73.7% of the problems, is more robust than the reduced-space method, which solves 65.5% of the problems. The overall conclusion to be drawn is that both methods solve a significant fraction of these test problems. While these robustness results can be improved by introducing heuristics into the implementations, we prefer to use the standard methods because they are less complicated and work well on the targeted infinite-dimensional variational inequalities.

### 4.2 Scalability

To demonstrate the scalability and performance gains that can be made by selecting appropriate linear system solvers, we tested the complementarity algorithms implemented on some discretizations of infinite-dimensional variational inequalities. All of the computational tests in this subsection were performed on a Linux cluster composed of 350 Pentium Xeon processors with a clock speed of 2.4 GHz. Each node has a minimum of 1 GB of RAM is connected by a Myrinet 2000 network.

One benchmark application is the journal bearing model, a variational problem over a two-dimensional region. This problem arises in the determination of the pressure distribution in a thin film of lubricant between two circular cylinders. The infinite-dimensional version of this problem is to find a piecewise continuously differentiable function, $`v:𝒟`$, such that

$$0v,w_q\mathrm{\Delta }vw_l,\text{ and }v\left[w_q\mathrm{\Delta }vw_l\right]=0$$

almost everywhere on $`𝒟`$ with $`v=0`$ on $`𝒟`$, where $`𝒟=(0,2\pi )\times (0,2b)`$ for some constant $`b>0`$ and

$$w_q(\xi _1,\xi _2)=(1+\epsilon \mathrm{cos}\xi _1)^3,w_l(\xi _1,\xi _2)=\epsilon \mathrm{sin}\xi _1$$

with $`\epsilon `$ in $`(0,1)`$. The eccentricity parameter, $`\epsilon `$, influences, in particular, the difficulty of the problem. Figure 1 shows the solution of the journal bearing problem for $`\epsilon =0.9`$. The steep gradient in the solution makes this problem a difficult benchmark. Other elliptic problems tested include the obstacle, elastic-plastic torsion, and combustion models from MINPACK-2; see  for a complete description of these models.

Discretization of the journal bearing problem with either finite differences or finite elements leads to a standard complementarity problem. The number of variables is $`n=n_xn_y`$, where $`n_x`$ and $`n_y`$ are, respectively, the number of grid points in each coordinate direction of the domain $`𝒟`$. See for  a description of the finite-element discretization.

The number of grid points can be very large. In fact, these problems become so large that the Jacobian matrix cannot even be stored on one machine. Direct factorizations exacerbate the computer memory issues because the fill-in associated with a direct factorization is significant. For this reason, iterative linear solvers are necessary.

The Jacobian of this problem has a sparse, symmetric, and positive definite structure. Considerable improvement can be made by using the conjugate gradient method to solve the linear systems with an incomplete factorization used as a preconditioner. Many incomplete factorization preconditioners require nonzeros along the diagonal, and the journal bearing problem satisfies this requirement.

The problem was discretized into 40,000 variables and then solved with three different solvers: LUSOL, a conjugate gradient method with an incomplete LU preconditioner, and a conjugate gradient method with a block Jacobi preconditioner such that each block contains an incomplete LU factorization. As Table 3 shows, use of the conjugate gradient methods with with an appropriate preconditioner saves a significant amount of time. With the reduced-space method, the savings range from $`30\%`$ on the combustion problem to over $`70\%`$ on the elastic-plastic torsion problem.

To demonstrate the parallel efficiency of the complementarity methods, we wrote parallel implementations of the elastic-plastic torsion and obstacle problems using the grid management facilities of PETSc, which relies on MPI  for communications between processors. PETSc provides support for discretizing the rectangular region $`𝒟`$, partitioning the surface into multiple regions, and assigning each processor to one of these regions. Each processor computes the function on its subdomain with respect to the variables in its region. A preconditioned conjugate gradient method was used to solve the linear systems generated by the complementarity algorithms. The preconditioner was a block Jacobi preconditioner with incomplete LU factorization. In the reduced-space method, the relative tolerance used during the linear solve was $`0.01`$. The results are summarized in Table 4 when using 1–64 processors.

The overall efficiency of our implementation is shown in Figure 2(a). Each bar indicates the performance of the active-set semismooth method relative to its performance on two processors. This number is the ratio of two times the execution time using two processors and the number of processors multiplied by the time needed to solve the problem using one of those processors. With this metric, the overall parallel efficiency active-set semismooth method on the obstacle problems using 16 processors was over $`83\%`$, and the overall parallel efficiency using 64 processors was over $`60\%`$. The overall efficiency of the reduced-space method was similar.

A second set of tests was performed with the mesh refined according the number of processors used to solve the problem. In these tests each processor owned $`10,000`$ variables. The mesh was $`100\times 100`$ when one processor was used and $`800\times 800`$ when $`64`$ processors were used. Since the methods require more iterations to solve problems with finer meshes, a comparison of running times would not demonstrate the scalability of the methods. Instead, we used the rate of floating-point operations as the measure of efficiency. Figure 2(b) shows the average number of floating-point operations performed per second on each processor when the reduced space method was used to solve the torsion problem. As the overhead of message passing increases, the rate of computation on each processor decreases. The problem used over $`142`$ MFlops when one processor was used and that rate only decreased to about $`124`$ MFlops when when 64 processors were used. Our parallel efficiency of both methods by this measure often exceeded $`80\%`$ on sixty four processors.

## 5 Conclusion

The complementarity methods implemented within the Toolkit for Advanced Optimization are reasonably robust and can effectively solve discretized versions of infinite-dimensional variational inequalities. In order to achieve high parallel performance, the methods were implemented so that the user has flexibility in the choice of data structures, linear algebra, and algorithms.

The submitted manuscript has been created by the University of Chicago as Operator of Argonne National Laboratory (”Argonne”) under Contract No. W-31-109-ENG-38 with the U.S. Department of Energy. The U.S. Government retains for itself, and others acting on its behalf, a paid-up, nonexclusive, irrevocable worldwide license in said article to reproduce, prepare derivative works, distribute copies to the public, and perform publicly and display publicly, by or on behalf of the Government.


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# INCREASING THE BANDWIDTH OF RESONANT GRAVITATIONAL ANTENNAS: THE CASE OF EXPLORER

## I introduction

The direct detection of gravitational waves (g.w.) using resonant detectors is an ongoing challenge of experimental physics. Explorer, located at CERN since 1983,  was the first cryogenic antenna to achieve long term observations. Other detectors operating at low (2-4 K) and ultralow (0.1-0.5 K) temperature (to reduce thermal noise, and to allow use of superconducting devices in the readout) have begun operation in the following years, up to the recent joint data taking of five antennas .

During these years, experimenters devoted a continuous effort to improve antenna sensitivity: the first priority was to optimize the burst sensitivity, well summarized by a unique figure: the minimum detectable energy change in the detector, that we traditionally express in terms of a pulse detection effective temperature $`\mathrm{\Delta }E_{min}=k_BT_{eff}`$.

The issue of bandwidth in resonant g.w. antennas has challenged researchers since the beginning: it was soon recognized  that the useful bandwidth of such a detector is by no means limited to the very narrow width of the high Q mechanical resonance. This is because the antenna has the same frequency response to both the g.w. signal and its own thermal noise (and to any mechanical excitation) Rather, it is the amplifier noise that limits the bandwidth of the detector. In simplified terms, the antenna is sensitive in the frequency region $`\mathrm{\Delta }f`$ where the thermal noise is larger than the amplifier noise. As a consequence, any reduction of amplifier noise and/or increase in coupling increases the antenna bandwidth.

It is now clear that the bandwidth of a resonant antenna is a crucial figure of merit for sensitivity to all kind of g.w. signals : in a search for periodic signals, although it does not affect the signal to noise ratio (that is set by the thermal noise only), the chance of finding a source of unknown frequency is obviously proportional to the available bandwidth. Search for stochastic radiation is carried out by crosscorrelating the output of two detectors : the minimun detectable spectrum $`S_h(f)`$ scales with the square root of the overlapping bandwidths.

Even a search for short bursts, where we only care about the energy deposited in the antenna by the wave, regardless of its shape or other details, benefits of a large bandwidth: indeed, for an antenna of resonant frequency $`f_a`$ operating at temperature T, the energy sensitivity $`T_{eff}`$ can be shown  to depend on the bandwidth $`\mathrm{\Delta }f`$:

$$T_{eff}=\frac{f_a}{Q\mathrm{\Delta }f}T$$
(1)
Moreover, the uncertainty on the arrival time of a burst is scales with $`(\mathrm{\Delta }f)^1`$: in searches with multiple detectors, an improved bandwidth allows a smaller coincidence window and therefore reduces the background of accidental coincidences. In the longer term, a larger bandwidth will provide more information on the incoming waveform, allowing a partial reconstruction of the signal.

The Explorer detector has been in almost continuous operation at CERN since 1991 , and it has undergone over the years several overhauls that progressively improved both its sensitivity and its operation duty cycle. We report here the latest hardware upgrade, that has boosted the detector useful bandwidth by over an order of magnitude, up to about 55 Hz. Explorer, like most resonant detectors, consists of a right cylinder of 5056 Al alloy of length $`L=3m`$, suspended in vacuum and hosted in a cryostat  where it is cooled to about 2.6 K by a superfluid $`{}_{}{}^{4}He`$ bath. A detailed description of the apparatus and its main features (including data gathering and analysis) was published in the past . Here we shall briefly recall some features relevant to the issue of bandwidth. We exploit the cylinder first longitudinal vibrational mode as ”the antenna”, i.e. the component that vibrates in response to an incoming g.w. Its effective mass (i.e. the mass of the simple harmonic oscillator that would respond with the same amplitude) is $`m_a=1135kg`$. To efficiently measure its amplitude of vibration, the read-out system implements two resonant impedance matching stages: the first is a light-mass oscillator ($`m_t=\mu m_a=0.7kg`$)  that is mechanically coupled to the main resonator and tuned near its resonant frequency $`f_tf_a=915Hz`$. The two resulting normal modes are separated by a beat frequency $`\delta f_a\sqrt{\mu }`$ (the equal sign holds for perfect tuning, $`f_a=f_t`$) and contain most of the signal energy collected by the antenna and of the thermal noise of both oscillators. The vibrational amplitude of the auxiliary oscillator modulates a d.c. bias field in a classic electrostatic transducer scheme; a superconductive transformer matches the transducer capacitance to the low input impedance of a high coupling, low noise d.c. SQUID.

The second resonant matching stage is the LC circuit formed by the transducer capacitance and the transformer inductance ( other components, as shown in fig.1, and stray impedances only account for small corrections to the resonant frequency $`f_{el}`$). A complete dynamical description of the detector and its response to both signal and noises must consider all three oscillators, with a cumbersome sixth order analysis that we carry out numerically. However, we have deliberately detuned the electric resonance ( $`f_{el}=1288Hz`$, ) to avoid that its lower Q factor degrade the mechanical ones: therefore, a two mode analysis  is for most instances satisfactory; besides, as long as the bandwidth $`\mathrm{\Delta }f`$ does not exceed the mode separation $`\delta `$, the two normal modes can be independently considered, and a simple, single resonance analysis  can be applied. For clarity sake, we use this simplified approach to illustrate the issues, keeping in mind that it only provides intuitive guidelines, while the quantitative results shown were derived with the full numerical model.

## II Bandwidth in resonant detectors

We consider a single resonance antenna, with effective mass $`m`$ and decay time $`\tau =Q/\pi f_a`$. The mechanical vibrations are converted into an electrical signal by an apparatus that we schematize with a simple transduction coefficient $`\alpha `$. The amplifier is characterized by a wide-band output noise with spectrum $`S_o`$; the resonant input noise is, for our SQUID amplifier, negligible with respect to thermal noise. The spectral sensitivity is easily computed  by explicitely writing the ratio of the detector response to an excitation with wave amplitude h(t) and spectrum $`S_h(f)`$ to the spectrum of total noise, sum of thermal (resonant) plus amplifier (wideband) contributions. By letting the $`SNR(f)=1`$, the minimum detectable g.w. spectrum can be written, in terms of a normalized frequency $`x=f/f_a`$ :

$$S_h(x)=\frac{\pi k_BT}{8mQL^2f_a^3x^4}[1+\mathrm{\Gamma }(x^2+Q^2[1+x^2]^2)]$$
(2)
For the complete (three oscillators) model, the polynomial in eq. 2 is replaced by a higher order one.

The coefficient $`\mathrm{\Gamma }=\frac{S_om\omega _a^2}{2\tau \alpha ^2k_BT}`$ , a dimensionless ratio of wide band to resonant noise spectra, is the crucial parameter governing the antenna bandwidth:

$$\mathrm{\Delta }f=\frac{f_a}{Q\sqrt{\mathrm{\Gamma }}}$$
(3)
This shows that a large transduction coefficient $`\alpha `$ is needed in order to obtain a large bandwidth. In the bare capacitive transducer this coefficient is simply given by the d.c. electric field $`E`$ in the gap, but if we consider the magnetic flux coupled, through our matching circuit into the SQUID by a unit displacement we get:

$$\alpha _\varphi j\omega _aC_t\frac{N_eM_s}{1\frac{f_a^2}{f_{el}^2}}E[Wb/m]$$
(4)
where $`\omega _aC_t`$ is the transducer electrical impedance, $`N_e`$ is the effective turn ratio of the superconducting transformer and $`M_s`$ is the mutual inductance between the input inductance and the SQUID. All three parameters can be acted upon, in the design phase, to improve the antenna bandwidth. In Explorer, we have adopted a dc SQUID with a large input coupling $`M_s=10.6nH`$  and a new resonant capacitive transducer  that, due to accurate surface finishing, can be assembled with a gap as small as $`10\mu m`$, resulting in a capacitance $`C_t=12nF`$.

## III Tuning of the detector

It is well known  that the transducer resonant frequency $`f_t`$ is modified by the additional restoring force provided by the electrical field confined in the gap: in first approximation $`\stackrel{~}{f}_t(E)=f_t\sqrt{1\beta }`$, where $`\beta \frac{E^2C_t}{m_t\omega _t^2}`$ is the figure of merit for transducer coupling. This in turn modifies the structure of the normal modes. For our system, the eigenfrequencies are given by the positive roots of the characteristic equation

$`D(f)`$ $`=`$ $`f^6f^4[f_{el}^2+f_a^2+f_t^2(1+\mu )]`$ (7)
$`+f^2[f_{el}^2f_a^2+f_{el}^2f_t^2(1+\mu )(1\beta )+f_a^2f_t^2]`$
$`f_{el}^2f_a^2f_t^2(1\beta )=0`$
The mode frequencies of Explorer can be changed by tens of Hz, due to the large value of $`\beta `$ (up to 0.05) achieved with the present transducer (see fig.2). This very large tuning range makes it possible to operate the detector either with the tranducer resonant frequency well tuned to $`f_a`$ or quite far from it: the two resulting lower normal modes (the upper one is to large extent purely electrical, and bears no sensitivity to g.w.) are respectively at a minimum separation of 24 Hz, or as wide as 44 Hz with the higher field (9MV/m) used. As a rule of thumb, supported by detailed analysis, the cross section to g.w. of each mode is inversely proportional to the distance of its resonant frequency from $`f_a=915Hz`$.

Tuned operation provides better mechanical matching: however, if the auxiliary oscillator has a much lower Q factor than the antenna, overall performance can be deteriorated by the resulting low Q of the normal modes. This was the case in 2000-2002 operation, when we chose to operate in an untuned mode, by raising the coupling field well above what needed for optimal tuning. In this way, only one normal mode retained sensitivity to g.w. and its quality factor was preserved. In 2003 the transducer has been reconditioned, the Q of the auxiliary resonator has improved to above $`210^6`$ and tuned operation is again advantageous (see fig. 3).

## IV Calibration and data quality

The Explorer g.w. detector is calibrated through either a piezoelectric or a capacitive secondary transducer: the usual procedure  requires a self-calibration of these auxiliary transducers via a reflection measurement: a large pulse is sent and then observed via the same device, allowing evaluation of its coupling We have calibrated the energy pulse sensitivity of Explorer and found it to agree within $`\pm 5\%`$ accuracy, limited by statistical spread and by some systematics, with the values predicted by our knowledge of the model, filters and system parameters.

Explorer is in continuous data taking for more than 10 months a year (January is reserved by CERN to cryogenic maintenance), with an operation duty cycle exceeding 80% of up time: the main interruption is a cryogen refill once a fortnight. Its noise energy $`T_{eff}`$ has been, over the last 3 years, between $`2÷5`$ mK, depending on the setup and on the bias field. This corresponds to a minimum detectable wave amplitude $`h_o=3÷610^{19}`$ for a conventional 1 ms pulse. Explorer has produced in these years data streams of unprecedented quality and sensitivity: filtering, event extraction and coincidence searches were described in detail . Its spectral sensitivity, as shown in fig. 3, is of the order of $`\sqrt{S_h(f_a)}=210^{21}Hz^{1/2}`$ on resonance, and it remains well below $`10^{20}Hz^{1/2}`$ from 880 to 935 Hz. We have chosen to express the observation bandwidth, rather than via the usual FWHM definition, as the region where the sensitivity is better than a given benchmark (here we chose $`10^{20}Hz^{1/2}`$) because it carries more information about where useful signal can be collected and it better approaches the design requirement of a flat sensitivity over the widest possible span.

Explorer operation was suspended in Aug.2002 due to a cryogenic failure. We took advantage of this stop to recondition the transducer and to complete installation of a cosmic ray shower detector, consisting of layers of plastic scintillators above and below the cryostat, with a trigger logic similar to that successfully tested on Nautilus . Operation has resumed in Feb. 2003, and the first cosmic ray-triggered events have been recorded. We show in fig 4 the antenna response to one such event (with a multeplicity of about $`3000`$ particles$`/m^2`$). The comparison with a similar event detected by Nautilus shows the great improvement, in terms of resolution in the arrival time, offered by a wideband readout.

## V conclusions

A new readout, with a small gap capacitive transducer and a high coupling d.c. SQUID, has been successfully tested and operated on Explorer. A similar version of this readout is being implemented on the ultracryogenic antenna Nautilus at the Frascati laboratories of INFN.

Future improvement in Explorer bandwidth and sensitivity can and will be achieved by further improving the readout: a differential capacitive transducer is presently under test, and we are confident to further reduce the wideband amplifier noise with the adoption of double stage d.c. SQUIDs that have shown  near quantum-limited performance. Depending on the output noise reduction that these devices will achieve, a further improvement of sensitivity, down to $`10^4K`$, and bandwidth, up to 120 Hz, can confidently be anticipated.


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# References

Information metric on instanton moduli spaces

in nonlinear $`\sigma `$ models

Shigeaki Yahikozawa 111 e-mail: yahiko@rikkyo.ac.jp

Department of Physics, Rikkyo University

Tokyo 171-8501, Japan

Abstract

We study the information metric on instanton moduli spaces in two-dimensional nonlinear $`\sigma `$ models. In the CP1 model, the information metric on the moduli space of one instanton with the topological charge $`Q=k(k1)`$ is a three-dimensional hyperbolic metric, which corresponds to Euclidean anti–de Sitter space-time metric in three dimensions, and the overall scale factor of the information metric is $`4k^2/3`$; this means that the sectional curvature is $`3/4k^2`$. We also calculate the information metric in the CP2 model.

1. Introduction

A parametrized family of probability distributions is often treated as a statistical model, which is deeply related to nonlinear $`\sigma `$ (NL$`\sigma `$) models. The NL$`\sigma `$ models have arisen in various contents : the Heisenberg ferromagnet model, the quantum Hall effect, and other statistical mechanics problems; and the conformal field theory, string theory, and Yang-Mills (YM) theories in four dimensions. In such models, instantons play an important role in nonperturbative analyses . From the geometrical point of view, the information metric arises as a metric on the moduli space of the instantons, and in more general as a metric on a manifold of probability distributions. It is generally defined by

$`G_{AB}={\displaystyle d^Dxp(x;\theta )_A\mathrm{ln}p(x;\theta )_B\mathrm{ln}p(x;\theta )},`$ (1)
where $`p(x;\theta )`$ is the probability density function of $`x`$, parametrized by $`\theta `$ . Here, $`x`$ is assumed to belong to a flat $`D`$-dimensional space $`𝐑^D`$, $`\theta `$ is a real $`N`$-dimensional parameter $`(\theta _1,\theta _2,\mathrm{},\theta _N)`$, and $`_A`$ is the derivative with respect to the parameters $`\theta _A(A=1,2,\mathrm{},N)`$. The space of the parameters corresponds to the instanton moduli space in this paper. If we treat the normalized topological charge density of the instantons, which is the same as the normalized energy density, as the probability density function, the information metric on the moduli space of the instantons naturally appears from the definition (1).

Geometrical approaches have many advantages in statistical physics , for example, it has recently been shown that the scalar curvature of the information metric plays a central role in studying the characterization of the phase structure in statistical mechanics models . In this paper, we concentrate upon the geometrical perspective from which instantons in nonlinear $`\sigma `$ models are combined with the information metric. The information metric on the moduli space of the instantons has been studied in YM theories in four dimensions and in NL$`\sigma `$ models in two dimensions. It has been shown so far that the information metric is isometric to hyperbolic space when one instanton with topological charge 1 exists in a $`SU(2)`$ YM theory  or in a rational map  which is correspondent to a NL$`\sigma `$ model in two dimensions, and also that the information metric is nondegenerate for the moduli space of the multiinstantons in rational maps . What has not been done so far is to study the concrete dependence of the information metric on the topological charge of the instantons. That is what we shall do in this paper. We shall, in particular, compute the overall scale factor, which corresponds to the square of “radius,” of the information metric in the moduli space of one instanton with the topological charge which is greater than or equal to 1. The negative reciprocal of the overall scale factor of the information metric is directly correspondent to the curvature, which is the sectional curvature to be exact. In the geometrical analyses about the NL$`\sigma `$ models and statistical models in general, it is important to investigate the curvature of the moduli spaces where the instantons live.

The paper is organized as follows. In Sec. 2, we briefly review the CPn NL$`\sigma `$ model. In Sec. 3, we compute the information metric on the moduli space of one instanton with the topological charge which is greater than or equal to 1 in the CP1 model. And, furthermore, we compute the information metric in the CP2 model. In Sec. 4, we draw conclusions and indicate some interesting possibilities to extend our work.

2. Definition of the CPn NL$`\sigma `$ model

To define the two-dimensional CPn model, we take an $`(n+1)`$-dimensional complex vector field $`\mathrm{\Phi }`$ :

$`\mathrm{\Phi }=(\varphi _1,\varphi _2,\mathrm{},\varphi _{n+1}).`$ (2)
The CPn model is defined by the Lagrangian density $``$ in two-dimensional Euclidean space-time:

$`={\displaystyle \frac{1}{2g^2}}[(D_\mu \mathrm{\Phi })(D_\mu \mathrm{\Phi })^{}+\alpha (\mathrm{\Phi }\mathrm{\Phi }^{}1)],`$ (3)
where $`D_\mu `$ $`(\mu =1,2)`$ is the covariant derivative defined by

$`D_\mu `$ $`=`$ $`_\mu +iA_\mu ,`$ (4)
$`A_\mu `$ $`=`$ $`{\displaystyle \frac{i}{2}}[\mathrm{\Phi }(_\mu \mathrm{\Phi })^{}(_\mu \mathrm{\Phi })\mathrm{\Phi }^{}],`$ (5)
$`\alpha `$ is the multiplier field imposing the constraint $`\mathrm{\Phi }\mathrm{\Phi }^{}=1`$, and $`g`$ is the coupling constant. This model has the global $`SU(n+1)`$ symmetry and the $`U(1)`$ local symmetry.

The CPn model defined above has a topological charge $`Q`$, which is also called a winding number:

$`Q`$ $`=`$ $`{\displaystyle d^2xq},`$ (6)
$`q`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}ϵ_{\mu \nu }_\mu A_\nu `$ (7)
$`=`$ $`{\displaystyle \frac{i}{2\pi }}ϵ_{\mu \nu }(D_\mu \mathrm{\Phi })(D_\nu \mathrm{\Phi })^{},`$
where $`q`$ is the topological charge density.

The equation of motion is obtained from the Lagrangian density (3),

$`D_\mu D_\mu \mathrm{\Phi }+(D_\mu \mathrm{\Phi })(D_\mu \mathrm{\Phi })^{}\mathrm{\Phi }=0.`$ (8)
If the self-dual equation

$`D_\mu \mathrm{\Phi }=iϵ_{\mu \nu }D_\nu \mathrm{\Phi }`$ (9)
is satisfied, then the equation of motion is automatically satisfied. Using this self-dual equation, we get the topological charge density $`q`$ as follows:

$`q={\displaystyle \frac{1}{2\pi }}(D_\mu \mathrm{\Phi })(D_\mu \mathrm{\Phi })^{},`$ (10)
which is proportional to the Lagrangian density under the constraint $`\mathrm{\Phi }^{}\mathrm{\Phi }=1`$, namely, the relation between the Lagrangian density and the topological charge density is

$`={\displaystyle \frac{\pi }{g^2}}q.`$ (11)
3. Information metrics on moduli spaces of instantons

To find the self-dual solution, let us parametrize the field $`\mathrm{\Phi }`$ as follows

$`\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{W}{\sqrt{WW^{}}}},`$ (12)
where $`W`$ is an $`(n+1)`$-dimensional vector,

$`W`$ $`=`$ $`(w_1,w_2,\mathrm{},w_{n+1}).`$ (13)
Substituting this $`\mathrm{\Phi }`$ into the self-dual equation (9), we find that if $`_{\overline{z}}W=0`$, then the self-dual equation is satisfied, where $`z=x^1+ix^2`$. Moreover, by making use of the $`U(1)`$ local symmetry, we can take $`W`$ as $`W=(\eta ,u_2,u_3,\mathrm{},u_{n+1})`$, where $`\eta `$ is a real number $`(\eta 0)`$ and $`u_i`$’s $`(i=2,3,\mathrm{},n+1)`$ are rational functions.

3-1. Information metric in the CP1 model

Let us consider the instanton solution in the CP1 model, which is the most simple NL$`\sigma `$ model. Since the purpose of this paper is to investigate the information metric on the moduli space of the instanton with the topological charge which is greater than or equal to 1, we adopt the following self-dual solution:

$`W=[\lambda ^k,(za)^k],`$ (14)
where $`a=a^1+ia^2`$ and $`k`$ is any positive integer. Here, $`\lambda `$ and $`a`$ correspond to instanton moduli parameters. The topological charge density of this instanton solution is given by

$`q={\displaystyle \frac{k^2}{\pi }}{\displaystyle \frac{\lambda ^{2k}|za|^{2k2}}{(\lambda ^{2k}+|za|^{2k})^2}},`$ (15)
which has a maximum value where $`|za|=[(k1)/(k+1)]^{1/2k}\lambda `$$`(k1)`$. The topological charge of the instanton solution (14) is $`k`$: $`Q=k`$. We take the normalized topological charge density, which corresponds to the normalized energy density or the normalized Lagrangian density in the Euclidean space-time, as the probability density function $`p(z;\lambda ,a)`$ of the instanton in the CP1 model:

$`p(z;\lambda ,a)`$ $`=`$ $`{\displaystyle \frac{1}{k}}q`$ (16)
$`=`$ $`{\displaystyle \frac{k}{\pi }}{\displaystyle \frac{\lambda ^{2k}|za|^{2k2}}{(\lambda ^{2k}+|za|^{2k})^2}}.`$
By substituting this probability density function into the definition of the information metric $`(\text{1})`$, we obtain

$`ds^2`$ $`=`$ $`G_{AB}d\theta ^Ad\theta ^B,`$ (17)
where

$`G_{11}`$ $`=`$ $`{\displaystyle \frac{4}{3}}k^2{\displaystyle \frac{1}{\lambda ^2}},`$ (18)
$`G_{ij}`$ $`=`$ $`{\displaystyle \frac{2\pi }{3}}{\displaystyle \frac{k^21}{k\mathrm{sin}(\pi /k)}}{\displaystyle \frac{1}{\lambda ^2}}\delta _{ij},`$ (19)
$`G_{1i}`$ $`=`$ $`G_{i1}=0,`$ (20)
where $`\theta ^1=\lambda ,\theta ^2=a^1,\theta ^3=a^2`$ and $`i,j=2,3`$. If we change the instanton moduli parameter $`a`$ into $`b`$ as follows

$`a=\sqrt{{\displaystyle \frac{2}{\pi }}{\displaystyle \frac{k^3\mathrm{sin}(\pi /k)}{k^21}}}b,`$ (21)
where $`b=b^1+ib^2`$, it is established that the information metric on the moduli space $`(\lambda ,\stackrel{}{b})`$ of the instanton is

$`ds^2={\displaystyle \frac{4k^2}{3}}{\displaystyle \frac{d\lambda ^2+d\stackrel{}{b}^2}{\lambda ^2}},`$ (22)
where $`\stackrel{}{b}=(b^1,b^2)`$. The overall scale factor of the information metric is $`4k^2/3`$. This hyperbolic three-space corresponds to the Euclidean anti–de Sitter space-time in three dimensions with the “radius” $`R=\sqrt{4/3}k`$, which means that the sectional curvature is $`3/4k^2`$. If $`k`$ becomes very large, the spacetime becomes flatter. It is clear that the information metric on the moduli space of one anti-instanton with the topological charge which is any negative integer is also the three-dimensional hyperbolic metric with the same curvature.

3-2. Information metric in the CP2 model

In the CP2 model, we consider the information metric on the moduli space of instantons which have $`Q=1`$ and moduli parameters ($`\lambda `$, $`a`$, $`b`$). The instanton solution is

$$W=(\lambda ,za,zb),$$
(23)
where $`\lambda `$ is real, $`a`$ and $`b`$ are complex numbers. In this case, the probability density function $`p(z;\lambda ,a,b)`$ is given by

$$p(z;\lambda ,a,b)=\frac{4}{\pi }\frac{2\lambda ^2+|ab|^2}{(2\lambda ^2+|ab|^2+|2zab|^2)^2}.$$
(24)
If we change the coordinate $`z`$ and the moduli parameters ($`\lambda `$, $`a`$, $`b`$) into $`v`$ and ($`\mathrm{\Lambda },c,\delta `$) as follows

$`z`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}v,`$ (25)
$`a`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(c+\delta ),`$ (26)
$`b`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(c\delta ),`$ (27)
$`\lambda `$ $`=`$ $`\sqrt{\mathrm{\Lambda }^2\delta ^2},`$ (28)
the probability density function becomes

$$\stackrel{~}{p}(v;\mathrm{\Lambda },c,\delta )=\frac{1}{\pi }\frac{\mathrm{\Lambda }^2}{(\mathrm{\Lambda }^2+|vc|^2)^2}.$$
(29)
This is indeed the same as the probability density function for one instanton with $`Q=1`$ in the CP1 model \[see Eq. (16)\]. Therefore, the information metric of the moduli space ($`\mathrm{\Lambda },c,\delta `$) is easily obtained,

$$ds^2=\frac{4}{3}\frac{d\mathrm{\Lambda }^2+d\stackrel{}{c}^2}{\mathrm{\Lambda }^2},$$
(30)
where $`\stackrel{}{c}=(c^1,c^2)`$. This information metric represents the hyperbolic three-space, which corresponds to the Euclidean anti–de Sitter space-time in three dimensions, in the same way as the case of the CP1 model mentioned in Sec. 3-1. Notice that there is no dependence on the parameters $`\delta `$ and $`d\stackrel{}{\delta }`$ in this information metric, where $`\stackrel{}{\delta }=(\delta ^1,\delta ^2)`$. The substitution of Eqs. (25)–(28) into Eq. (30) leads to the information metric for the moduli parameters ($`\lambda ,a,b`$):

$`ds^2`$ $`=`$ $`G_{AB}d\theta ^A\theta ^B,`$ (31)
$`G_{11}`$ $`=`$ $`{\displaystyle \frac{16}{3}}{\displaystyle \frac{\lambda ^2}{(2\lambda ^2+|ab|^2)^2}},`$ (32)
$`G_{1i}`$ $`=`$ $`G_{i1}=G_{1i+2}=G_{i+\mathrm{2\hspace{0.17em}1}}`$ (33)
$`=`$ $`{\displaystyle \frac{8}{3}}{\displaystyle \frac{\lambda \stackrel{~}{\delta }_i}{(2\lambda ^2+|ab|^2)^2}},`$
$`G_{ij}`$ $`=`$ $`G_{ji}=G_{i+2j+2}=G_{j+2i+2}`$ (34)
$`=`$ $`{\displaystyle \frac{4}{3}}{\displaystyle \frac{\stackrel{~}{\delta }_i\stackrel{~}{\delta }_j}{(2\lambda ^2+|ab|^2)^2}}+{\displaystyle \frac{4}{3}}{\displaystyle \frac{\delta _{ij}}{2\lambda ^2+|ab|^2}},`$
$`G_{ij+2}`$ $`=`$ $`G_{j+2i}`$ (35)
$`=`$ $`{\displaystyle \frac{4}{3}}{\displaystyle \frac{\stackrel{~}{\delta }_i\stackrel{~}{\delta }_j}{(2\lambda ^2+|ab|^2)^2}}+{\displaystyle \frac{4}{3}}{\displaystyle \frac{\delta _{ij}}{2\lambda ^2+|ab|^2}}`$
where $`\theta ^1=\lambda ,\theta ^2=a^1,\theta ^3=a^2,\theta ^4=b^1,\theta ^5=b^2`$, $`i,j=2,3`$, $`A,B=1,2,\mathrm{},5`$, and $`\stackrel{~}{\delta }_i=a^ib^i`$. Although this information metric looks complicated, a simple structure is hidden as explained above.

4. Conclusions and Discussions

We have shown that in the CP1 model the information metric on the moduli space of one instanton with the topological charge $`Q=k(k1)`$ is the Euclidean anti–de Sitter space-time metric in three dimensions. The overall scale factor of the information metric is $`4k^2/3`$, and this means that the “radius” $`R=\sqrt{4/3}k`$ and the sectional curvature is $`3/4k^2`$. If $`k`$ becomes very large, the space-time becomes flatter. Furthermore, we have also computed the information metric of the moduli space of the instanton in the CP2 model.

The NL$`\sigma `$ model often arises in string theory as well as in various statistical mechanics problems. Since the topological charge of the instanton may be related to the Ramond-Ramond charge or the $`D`$-instanton charge in string theory, it is worthwhile to attempt to apply the above results to the correspondence between conformal field theories and string theories in the anti–de Sitter space-time, which is called the AdS/CFT correspondence . It is particularly interesting to investigate the relation between three-dimensional anti–de Sitter space-time and a kind of two-dimensional NL$`\sigma `$ model from the point of view of string theory. Furthermore, we should study the information metric on the moduli space of multiinstantons in the NL$`\sigma `$ models, the YM theories, and supergravity theory in more detail.

Acknowledgments

The present work was supported in part by Grant for the Promotion of Research and Special Fund for Research from Rikkyo University, and Grant-in-Aid for Scientific Research (Grant No. 13127104) from the Japan Ministry of Education, Culture, Sports, Science and Technology.