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# Shear-banding in a lyotropic lamellar phase Part 2: Temporal fluctuations

## I Introduction

Emulsions, shampoos, and paints are example of everyday life complex fluids. A mesoscopic scale located between the molecular size and the sample size is one of the most important features of these complex materials. In the case of an oil-in-water emulsion for instance, this length scale is the diameter of the oil droplets ranging from 100 nm to a few microns. During the last decade, many experimental and theoretical works have been devoted to the understanding of the effect of shear on these fluids Larson (1999); Cates and Evans (2000). A robust fact has emerged: the flow modifies the structure of the fluid, which in turn changes the flow field.

In some cases, this strong coupling between flow and structure may induce the nucleation of a new phase or even create new structures or textures that do not exist at rest. In wormlike micelles for instance, shear may induce a nematic phase Berret et al. (1994); Schmitt et al. (1994), whereas in membrane phases, shear creates new textural organizations Diat and Roux (1993); Roux et al. (1993). Such Shear-Induced Structures (SIS) usually appear above a critical shear rate $`\dot{\gamma }`$ or shear stress $`\sigma `$. For some range of controlled $`\dot{\gamma }`$ (or $`\sigma `$), the SIS coexists with the unmodified structure, and then progressively fills the flow as $`\dot{\gamma }`$ (or $`\sigma `$) is further increased. Usually, the SIS flows very differently from the initial structure and large variations of the effective viscosity $`\eta \widehat{=}\sigma /\dot{\gamma }`$ are recorded near the shear-induced transition. Since the two structures have different viscosities, inhomogeneous flows or banded flows, are expected. Such an experimental picture is referred to in the literature as shear-banding Larson (1999); Cates and Evans (2000). Shear-banding scenarii have been reported in a wide class of materials using both structural and rheological measurements Cappelaere et al. (1997); Hu et al. (1998a); Eiser et al. (2000); Panizza et al. (1995); Roux et al. (1993); Ramos et al. (2000). Moreover, a few experiments based on local velocimetry have reported the existence of such inhomogeneous flows where bands flow at different shear rates Debrégeas et al. (2001); Coussot et al. (2002); Pignon et al. (1996); Mair and Callaghan (1996); Britton and Callaghan (1997); Fischer and Callaghan (2001); Hu et al. (1998b); Salmon et al. (2003a). These experiments mainly concern glassy materials and wormlike micellar systems.

In the first part of this work Salmon et al. (2003b), we have started an exhaustive study of a shear-induced transition in a lyotropic lamellar phase composed of Sodium Dodecyl Sulphate (6.5% wt.) and Octanol (7.8% wt.) in Brine at 20 g.L-1. Since the pioneering work of Roux and coworkers Diat and Roux (1993); Roux et al. (1993), this system has been widely studied Diat et al. (1995); Sierro and Roux (1997); Leng et al. (2001). For $`\dot{\gamma }1`$ s-1, the membranes are wrapped into multilamellar vesicles called onions, that form a monodisperse disordered close-compact assembly. The characteristic size of the onions is a few microns. At higher shear rates ($`\dot{\gamma }15`$ s-1), onions get a long range hexagonal order and are organized on layers sliding onto each other. This shear-induced ordering transition is referred to in the literature as the layering transition Ackerson and Pusey (1988). Using local velocimetry, coupled to structural and rheological measurements Salmon et al. (2003b), we have shown that above a critical shear rate, a highly sheared band, most probably composed of the ordered texture, is nucleated at the rotor of the Couette cell. This band coexists with the viscous disordered state thus leading to a banded flow. When $`\dot{\gamma }`$ is further increased, the highly sheared band grows up to finally invade the whole gap of the Couette cell. The classical picture of shear-banding thus holds for the layering transition.

However, one point remains very striking. Indeed, the flow field presents large temporal fluctuations of the local velocity in the coexistence domain. Such fluctuations reach up to 20% at the interface separating the two differently sheared bands. This phenomenon seems quite general in shear-banded flows since such temporal fluctuations have also been detected in some wormlike micellar systems using local velocimetry Britton and Callaghan (1997); Fischer and Callaghan (2001). On a more general ground, it has been shown recently that some complex fluids may also exhibit some dynamics when submitted to a shear flow in the vicinity of shear-induced transitions Hu et al. (1998a); Pignon et al. (1996); Bandyopadhyay and Sood (2001); Lootens et al. (2003); Wheeler et al. (1998). In particular, in our lamellar phase, the effective viscosity $`\eta =\sigma /\dot{\gamma }`$ presents aperiodic or relaxational oscillations under controlled $`\sigma `$, suggesting deterministic behaviors in a very narrow range of parameters Wunenburger et al. (2001); Salmon et al. (2002). For all these dynamical behaviors, referred to as rheochaos, it seems that spatial degrees of freedom play a relevant role Pignon et al. (1996); Bandyopadhyay and Sood (2001); Salmon et al. (2002). On the experimental point of view, it is important to determine whether the spatial organization of the flow field near such transitions is responsible for the observed dynamics. Such experimental data may then be very helpful to unveil the most relevant ingredients of the existing theoretical models Head et al. (2001); Cates et al. (2002); Picard et al. (2002).

In this second part of the article, we present a detailed study of the temporal fluctuations in our system. In the next section, after recalling briefly the experimental setup, we analyze the temporal fluctuations of the global measurements and of some time series of the local velocity. In Sec. III, we show that these temporal fluctuations are due to a motion of the interface separating the bands inside the gap. We then come back in Sec. IV to the mechanical approach used to describe the shear-banding scenario in Ref. Salmon et al. (2003b). Assuming that the stress $`\sigma ^{}`$, at which the interface between the disordered and the ordered textures is stable, fluctuates in time, we are able to describe the dynamics of the flow field recorded under controlled shear rate but also under controlled shear stress.

## II Global and local fluctuations in the coexistence domain

### II.1 Experimental setup

The experimental setup has been fully described in the first part of this work Salmon et al. (2003b). It allows us to perform rheological experiments, local velocity measurements and to determine the structure of the fluid at the same time. Figure 1 sketches the main features of this setup.

A controlled-stress rheometer imposes a constant torque $`\mathrm{\Gamma }`$ on the axis of a Couette cell and records its rotation speed $`\mathrm{\Omega }`$ in real time. From these two global quantities, the rheometer indicates the following stress $`\sigma `$ and shear rate $`\dot{\gamma }`$:

$`\sigma `$ $`=`$ $`{\displaystyle \frac{R_1^2+R_2^2}{4\pi HR_1^2R_2^2}}\mathrm{\Gamma },`$ (1)
$`\dot{\gamma }`$ $`=`$ $`{\displaystyle \frac{R_1^2+R_2^2}{R_2^2R_1^2}}\mathrm{\Omega },`$ (2)
where $`H`$, $`R_1`$, and $`R_2`$ are the geometrical characteristics of the Couette cell (see Fig. 1). The values ($`\sigma `$,$`\dot{\gamma }`$) given by the rheometer represent the spatial averages of the local stress $`\sigma (r)`$ and of the local shear rate $`\dot{\gamma }(r)`$ over the gap of the Couette cell, in the case of a Newtonian fluid ($`r`$ is the radial position in the flow). Temperature is controlled using a water circulation around the Couette cell. Since the system under study is very sensitive to the exact fractions of its components, great care has been taken to minimize evaporation using a thermostated plate on top of the cell.

A laser beam crosses the transparent Couette cell along the velocity gradient direction $`v`$. The corresponding diffraction patterns are collected by a Charge-Coupled Device camera on a screen in the ($`q_𝐯`$,$`q_z`$) plane. Dynamic Light Scattering (DLS) experiments in the heterodyne geometry are performed to measure the local velocity. Such a method along with its spatial and temporal resolutions, has been described at length in Ref. Salmon et al. (2003c). The light scattered by a small volume of the sample (denoted by $``$ in Fig. 1) is collected using a single mode fiber. The scattered electric field is then mixed with the incident beam using an optical device coupling the two fibers. The Doppler frequency shift associated to the flow field inside the scattering volume is computed from the correlation function measured using an electronic correlator connected to a photomultiplier tube (see Fig. 1). From the Doppler frequency shift, the mean value of the velocity inside the scattering volume is then obtained using a careful calibration of the setup Salmon et al. (2003c). The characteristic size of the scattering volume is about 50 $`\mu `$m. To obtain velocity profiles in the gap of the Couette cell, the rheometer is moved along the direction of shear $`v`$ by steps of $`30\mu `$m. Note that the measurement of the local velocity at a specific position in the flow lasts about 3–5 s. A full velocity profile is then obtained in about 2–3 min.

### II.2 Temporal fluctuations of the global rheology

The experimental procedure used to prepare the onion texture is the following. The temperature is set at $`T=30^{}`$C. A constant shear rate $`\dot{\gamma }=5`$ s-1 is applied for 7200 s. This first step allows us to start the experiment with a well-defined stationary state of disordered onions. The shear rate is then increased from $`\dot{\gamma }=5`$ to $`20`$ s-1 by applying different steps lasting 5400 s. The increment between two different steps is 5 s-1. Finally, a constant shear rate of $`\dot{\gamma }=22.5`$ s-1 is applied. Figure 2 presents the evolution of the controlled $`\dot{\gamma }`$ and that of the measured $`\sigma `$ during this last step. Let us recall that our rheometer imposes a torque $`\mathrm{\Gamma }`$. A constant rotation speed $`\mathrm{\Omega }`$ and thus a constant shear rate $`\dot{\gamma }`$ is obtained by a computer-controlled feedback loop on the applied $`\mathrm{\Gamma }`$. As shown in Fig. 2(a),

this procedure is very successful since the temporal fluctuations of the controlled $`\dot{\gamma }`$ are less than $`0.05\%`$. However, some variations greater than 0.1 s-1 are sometimes recorded but they are very rare and probably induced by exterior mechanical noise. The measured stress $`\sigma (t)`$ is almost stationary: the temporal fluctuations of $`\sigma (t)`$ are about $`0.4\%`$ \[see Fig. 2(b)\]. The non-equality between the fluctuations of the controlled $`\dot{\gamma }`$ and the measured $`\sigma (t)`$ raises important questions: such a difference might result from bad filling conditions of the Couette cell or may hide more fundamental points in the rheological analysis.

To proceed further in this analysis, we plot the probability density function of $`\sigma `$ in Fig. 3(a).

$`p(\sigma )`$ is very well fitted by a Gaussian distribution centered around the mean value $`<\sigma >=16.21`$ Pa and characterized by a standard deviation of 0.065 Pa. In Fig. 3(b), we try to evidence some characteristic times by computing the frequency power spectrum of the signal. To minimize side effects, we first multiply the time series $`\sigma (t)`$ by a Hanning function. The frequency power spectrum presents a bump around 0.002 Hz corresponding to characteristic times of the order of 500 s. These time scales are short enough to be statistically well described by our measurements, since our signal was recorded during $`6.10^4`$ s with a sample rate of 1 s. Let us note however that the large peaks at very low frequency ($`1.10^4`$ Hz) are certainly due to a lack of statistics.

These above time scales ranging between 100 and 1000 s are very long when compared to the period of rotation of the Couette cell ($`5`$ s). They are reminiscent of the long time scales of the shear rate oscillations observed in the same system under controlled stress for temperatures $`TT_c=27^{}`$C Wunenburger et al. (2001); Salmon et al. (2002). Thus, the differences between the amplitude of the fluctuations of $`\dot{\gamma }`$ and of $`\sigma `$ are probably not due to a bad filling of the Couette cell but rather hide an important physical point.

### II.3 Temporal fluctuations of the local velocity

#### II.3.1 Fluctuating velocity profile

Let us now turn to the local velocimetry measurements. Figure 4(a) presents various velocity profiles obtained under the same applied shear rate of $`\dot{\gamma }=22.5`$ s-1.

We recall that it takes about 3 min to record a full velocity profile. These profiles clearly differ from each other and large variations of the velocity are observed. These variations are meaningful and greatly exceed the resolution of our experimental setup. If we decide, as in the first part of this paper Salmon et al. (2003b), to average these measurements and to calculate their standard deviations, we may define errorbars on the time-averaged velocity profile that correspond to the amplitudes of the temporal fluctuations.

The time-averaged profile reveals three major issues \[see Fig. 4(b)\]. (i) Sliding occurs: the velocity of the fluid does not vanish at the stator and does not reach its expected value at the rotor. (ii) Moreover, the sliding velocities $`v_{si}`$, defined as the difference between the fluid velocity near wall number $`i`$ and the velocity of wall number $`i`$, are almost constant. The lubricating layers responsible for the observed sliding, do not present any dynamics at the precision of our setup. (iii) Two bands with different shear rates coexist in the gap of the Couette cell. The highly sheared band is located near the rotor and is about 0.5 mm thick.

Finally, as shown in the inset of Fig. 4(b), the amplitude of the relative temporal fluctuations $`\delta v/v`$ varies with the position in the gap and seems to reach a maximum at $`x0.5`$ mm where lies the interface between the two differently sheared bands. Note that $`\delta v/v`$ seems to diverge at $`x0`$: this is due to the small values of the velocities near the stator and to the intrinsic uncertainty of our setup ($`5\%`$).

#### II.3.2 Fluctuating time series $`v(x,t)`$

The variations recorded above refer to the amplitude of the temporal fluctuations. To analyze them in more details, we record the evolution of the local velocity at a given position in the flow field, by measuring successively several correlation functions accumulated over 3 s. We thus obtain the evolution of the velocity with a temporal sample rate of 3 s. This sample rate is short enough to follow the slow dynamics described above and long enough to measure precisely the velocity Salmon et al. (2003c). Figure 5(a) presents the measurement performed in the middle of the gap at $`x_2=0.46`$ mm.

The signal was recorded during 11500 s. The inset clearly reveals fluctuations of the local velocity with an amplitude of about $`4`$ mm.s-1 and characteristic times ranging from 100 to 500 s. The power spectrum displayed in Fig. 5(b), points out the same feature: it presents a bump centered between 0.002 and 0.01 Hz. These measurements show that the time series of the local velocity presents large fluctuations that involve long time scales. In order to check whether these behaviors occur homogeneously in the entire gap of the Couette cell, we have repeated the same measurement for three positions in the gap $`x_1=0.07`$, $`x_2=0.46`$, and $`x_3=0.70`$ mm.

Figure 6 reports these measurements and presents the corresponding probability density functions $`p(v)`$ of the local velocities.

(i) Close to the rotor at $`x_1=0.07`$ mm, the velocity does not fluctuate much: the relative variation is equal to 4%. This value is of the same order of magnitude as the uncertainties on the measurement. It is thus rather difficult to analyze precisely this data set. However, temporal fluctuations on about 100 s are clearly present. A Gaussian distribution centered around 15.5 mm.s-1 and characterized by a standard deviation of 0.6 mm.s-1 nicely fits the experimental distribution of the local velocity.
(ii) In the middle of the gap at $`x_2=0.46`$ mm, the fluctuations are much larger and reach 12%. Moreover, the fluctuations are not symmetric: more events occur at high velocity than at low velocity. The distribution is thus not Gaussian.
(iii) Near the stator at $`x_3=0.70`$ mm, this behavior is even more pronounced: the velocity seems to fluctuate between two states. Most of the time, the velocity remains equal to about 3.5 mm.s-1, but sometimes the velocity increases rapidely to 5–6 mm.s-1. The most probable velocity is now clearly smaller than the mean velocity. The probability density function is highly dissymmetric and shows a long tail of rare events at high velocities

These measurements show that (i) long time scales ranging between 100 and 1000 s are involved in the dynamics of the local velocities; (ii) the amplitude of the fluctuations varies in the gap and reaches a maximum at the interface between the bands; (iii) the probability density functions are Gaussian near the rotor and become highly dissymmetric near the interface in the weakly sheared band.

## III Evidence for a motion of the interface between the two bands

### III.1 Local velocimetry measurements

To proceed deeper into the analysis, a dynamical picture of the flow in the entire gap would be very helpful. Unfortunately, our experimental setup does not provide an excellent temporal resolution: about 2–3 min are necessary to obtain a full velocity profile by moving the rheometer along the velocity gradient direction $`v`$. This time is comparable to the time scales involved in the temporal fluctuations. Thus, the velocity profile is not frozen during the measurement.

In the first part of this article, we have analyzed the time-averaged velocity profiles obtained using a careful protocol to study the layering transition (see Ref. Salmon et al. (2003b)). Keeping in mind the time needed to obtain a full profile ($`3`$ min), we now focus on individual profiles, i.e. without averaging.

Figure 7(a) presents two individual profiles obtained at $`\dot{\gamma }=15`$ s-1 and the time-averaged profile calculated over 13 successive measurements is shown in Fig. 7(b).

For this applied shear rate, the time-averaged velocity profile is almost linear. Sliding is observed both at the rotor and at the stator. The inset of Fig. 7(b) presents the relative fluctuations $`\delta v/v`$ vs. the position $`x`$. $`\delta v/v`$ reaches a maximum of 10% at $`x200\mu `$m. Moreover, among the 13 individual profiles, we can distinguish two kinds of measurements: some are linear while others present bands supporting different local shear rates \[see Fig. 7(a)\]. In this last case, the thickness of the highly sheared band is roughly equal to $`200\mu `$m. It seems that these two families of profiles correspond to frozen pictures of nearly stationary flow fields.

At this stage, an interpretation of the temporal fluctuations begins to emerge. These fluctuations could be correlated to the motion of the interface between the two bands. If the position of the interface moves, then different kinds of velocity profiles will be measured at this low shear rate: linear ones when the highly sheared band is absent, and shear-banded ones when the two textures coexist. Fluctuations of the position of the interface separating the two bands will also lead to a spatial localization of the fluctuations of the local velocity. This is indeed the case as can be seen in the inset of Fig. 7(b).

In order to further check this idea, we performed the same experiments at higher shear rates. Since the temporal fluctuations are more important, frozen pictures of the flow field are more difficult to capture. However, some profiles reveal the same results as for $`\dot{\gamma }=15`$ s-1. Figure 7(c) shows two different velocity profiles averaged over some well-chosen profiles among 13 successive measurements at $`\dot{\gamma }=22.5`$ s-1. In both cases, two differently sheared bands coexist in the gap. However, the position of the interface varies a lot. For the first group of velocity profiles, the interface lies at $`x0.25`$ mm and it has moved to $`x0.55`$ mm for the second group. In both cases, the velocity of the fluid near the rotor is nearly constant. This implies that the shear rate in the highly sheared band has changed from 35 to 23 s-1. Note that the shear rate in the weakly sheared band does not seem to vary. On average, the interface between the two textures lies at $`x0.40`$ mm and the amplitude of the fluctuations is maximal at this position \[see Fig. 7(d)\].

The same conclusions may be drawn by looking at two groups of profiles obtained at $`\dot{\gamma }=37`$ s-1 and displayed in Fig. 7(e). In this case, the highly sheared band has invaded the gap on a time-averaged point of view since the velocity profile averaged over 20 successive measurements is almost linear \[see Fig. 7(f)\].

### III.2 Temporal fluctuations of the structure

The previous measurements clearly show a displacement of the interface between the two bands in the gap. As the two bands present different microscopic structures, we believe that this motion may also be detected on the diffraction patterns. The patterns associated with the disordered texture are homogeneous rings, whereas six peaks modulate the ring at the onset of the layering transition. These peaks are associated with the hexagonal long range order of the onions on planes oriented along the flow Diat et al. (1995). Let us recall that the diffraction patterns correspond to a measure of the structure integrated along the velocity gradient direction $`v`$. During the layering transition, the diffraction pattern evolves continuously from an homogeneous ring to six well-defined peaks Salmon et al. (2003b).

A series of images were taken every 10 s at $`\dot{\gamma }=22.5`$ s-1 and $`T=30^{}`$C in the coexistence domain. To enhance the signal-to-noise ratio, each image corresponds to an average over five successive pictures separated by 40 ms. From the intensity of the peaks relative to that of the ring, we can compute a degree of organization of the sample Salmon et al. (2002). Such a parameter $`\varphi `$ is defined as the difference between the maximal intensity and the minimal intensity measured on the ring. $`\varphi `$ is significanty larger than 0 when peaks modulate the ring, whereas $`\varphi 0`$ when rings are uniform. Figure 8 presents the evolution of $`\varphi `$ as a function of time for $`\dot{\gamma }=22.5`$ s-1.

First, note that $`\varphi (t)`$ is always positive since peaks are always present on the ring: the intensity modulation of the ring is due to the presence of a highly sheared band most probably corresponding to the layered state of onions. Indeed, as shown in Fig. 4(b), the width $`\delta `$ of the ordered band is about $`0.5`$ mm at the considered $`\dot{\gamma }`$.

However, the time series $`\varphi (t)`$ fluctuates with characteristic periods of 100–500 s. The amplitude of these fluctuations is rather small but still meaningful since some well-chosen patterns \[see Figs. 8(a)–(d)\] clearly show the variation of the contrast of the peaks on the ring. These structural fluctuations support the idea that the proportion of ordered onions relative to disordered onions constantly changes, which is consistent with a motion of the interface between the bands. Moreover, it is reasonable to assume that such an ordering/disordering process, leading to the displacement of the highly sheared band, involves time scales longer than the characteristic times of hydrodynamics. Such long time scales correspond to those observed in the dynamics of $`\sigma (t)`$ and of $`v(x_i,t)`$.

## IV Analysis using a simple mechanical approach

### IV.1 Constitutive equations of the mechanical approach

In the first part of this article Salmon et al. (2003b), we have shown that the time-averaged velocity profiles may be well fitted by a simple mechanical approach. Using the rheological data $`\sigma `$ vs. $`\dot{\gamma }`$ together with the assumption that the interface between the bands always lies at the same local stress $`\sigma ^{}`$, we were able to reproduce the velocity data. Let us recall briefly such a mechanical approach. The flow curve obtained from the rheological data where the contribution due to wall-slip are removed is sketched in Fig. 9.

The shear rate plotted on this flow curve is the effective shear rate in the bulk material once slip effects are removed. The homogeneous branches corresponding to the disordered and layered states, yield the local rheological behaviors $`\sigma =f_i(\dot{\gamma })`$, where $`i=1`$ ($`i=2`$ resp.) denotes the disordered (layered resp.) texture.

Due to the the curvature of the Couette cell, the local stress $`\sigma (r)`$ varies in the gap as:

$$\sigma (r)=\frac{\mathrm{\Gamma }}{2\pi Hr^2}=\sigma _1\frac{R_1^2}{r^2},$$
(3)
where $`r`$ is the radial position in the gap, $`\mathrm{\Gamma }`$ is the imposed torque and $`\sigma _1=\mathrm{\Gamma }/(2\pi HR_1^2)`$ is the stress at the rotor. In our mechanical picture, the interface lies at a given stress $`\sigma ^{}`$. The width $`\delta `$ of the highly sheared band is thus given by:

$$\delta =R_1\left(\sqrt{\frac{\sigma _1}{\sigma ^{}}}1\right).$$
(4)
It is then straightforward to compute the theoretical profiles from an arbitrary value of $`\mathrm{\Gamma }`$ Salmon et al. (2003b). If $`\sigma (r)<\sigma ^{}`$ ($`\sigma (r)>\sigma ^{}`$ resp.) everywhere in the gap, the flow is homogeneous and composed of the disordered (layered resp.) state of onions. In that case, the velocity profiles are given by the following integration of the rheological behavior:

$$\frac{v(r)}{r}=\frac{v_2}{R_2}+_{R_2}^r\frac{\dot{\gamma }(u)}{u}\text{d}u,$$
(5)
where $`\dot{\gamma }(r)`$ is found by solving:

$`\sigma (r)={\displaystyle \frac{\mathrm{\Gamma }}{2\pi Hr^2}}=f_i\left(\dot{\gamma }(r)\right),`$ (6)
and $`i`$ denotes the considered branch. When there exists one particular position in the gap where $`\sigma (r)=\sigma ^{}`$, the flow displays two bands supporting different shear rates. To calculate the resulting velocity profile, one should separate the previous integration between $`[R_2;R_1+\delta ]`$ and $`[R_1+\delta ;R_1]`$ (see Ref. Salmon et al. (2003b) for details).

From this set of equations, one can compute a theoretical profile $`v(x)`$ from an arbitrary value of $`\mathrm{\Gamma }`$. It is then straigthforward to infer a global shear rate $`\dot{\gamma }`$ indicated by the rheometer. Such a procedure has been applied to our data in Ref. Salmon et al. (2003b): since Eqs. (5) and (6) lead to satisfactory fits of both the flow curve and of the velocity profiles, the assumption that the interface lies at a given stress $`\sigma ^{}`$, holds for the layering transition.

### IV.2 Temporal fluctuations of $`\sigma ^{}`$

One point is particularly important: for a given value of torque $`\mathrm{\Gamma }`$, there exists only one profile $`v(x)`$. Thus, under controlled shear rate, these equations predict that the stress $`\sigma `$ indicated by the rheometer is well-defined and that the position of the interface is fixed. Moreover, one can easily check that if $`\sigma ^{}`$ is fixed, very small variations of the applied shear rate cannot induce large fluctuations of the measured $`\sigma `$. Thus, the experimental data displayed in Fig. 2 cannot be understood simply by these equations.

However, since Eqs.(5) and (6) describe nicely the time-averaged velocity profiles, we believe that if a crucial parameter of the previous equations possesses its own hidden dynamics, the mechanical approach may still help us understand the observed fluctuations. Since the interface between the two bands fluctuates in the gap and since its position is fixed by $`\sigma ^{}`$ through Eq. (4), we can reasonably assume that some fluctuations of $`\sigma ^{}`$ could explain our data. Figure 10 presents a sketch of this scenario. Consider an initial state A in the shear-banding region.

The flow profile presents two differently sheared bands \[see Fig 10(b)\]. Let us now assume that $`\sigma ^{}`$ slightly increases. The position of the stress plateau thus changes, as well as the position in the gap that corresponds to $`\sigma ^{}`$. The interface does not lie on a stable position anymore. Under controlled shear rate, the final stable state will lie at point B on the flow curve, and the global stress will vary from $`\sigma `$ to $`\sigma ^{}`$. This simple picture helps us understand why fluctuations of $`\sigma `$ could be observed without any significant fluctuations of $`\dot{\gamma }`$ and with a motion of the interface in the gap.

To proceed further into the analysis, one should compare such a scenario to the experimental data. Since the global stress $`\sigma `$ fluctuates as $`\sigma ^{}`$, we assume that the fluctuations of $`\sigma ^{}`$ have the same shape as those of $`\sigma (t)`$. Figure 11(a) displays a time series $`\sigma ^{}(t)`$ inferred from a typical time series $`\sigma (t)`$ obtained under controlled shear rate at $`\dot{\gamma }=22.5`$ s-1. The mean value of $`\sigma ^{}`$ is set at 16.15 Pa, the value leading to the best fits of the experimental data in Ref. Salmon et al. (2003b).

We have presented in Fig. 11(b), the resulting theoretical velocity profiles computed from Eqs. (5) and (6) with $`\sigma ^{}(t)`$ displayed in Fig. 11(a). Figure 11(b) also presents the experimental time-averaged velocity profile obtained at $`\dot{\gamma }=22.5`$ s-1 for comparison.

Figure 12 displays a time-space plot of the same theoretical velocity profiles. The time series $`\delta (t)`$ of the position of the interface computed from Eq. (4) has also been added on this time-space plot.

Our crude approach succeeds to describe many experimental points. (i) The fluctuations of $`\sigma ^{}`$ induce a large fluctuating motion of the interface (see Fig. 12). (ii) The amplitude of the fluctuations of the flow field is thus localized \[see inset of Fig. 11(b)\]: they reach a maximum of about 10% at the position of the interface. (iii) A quantitative agreement may be found between the theoretical fluctuations and the measured data within this crude approach: fluctuations of $`\sigma ^{}`$ by 2% induce fluctuations of the measured $`\sigma `$ by 1%, and fluctuations of the local velocities reaching 10% at the interface. Let us outline that fluctuations of the others parameters of the mechanical equations such as the viscosities of the two different textures will not be able to reproduce these dynamics.

### IV.3 Validation under controlled shear stress

To fully validate our mechanical approach, one should perform experiments under controlled shear stress, and show that the fluctuations of $`\sigma ^{}`$ may also induce a fluctuating motion of the interface and some variations of the measured $`\dot{\gamma }(t)`$.

However, for temperatures $`TT_c=27^{}`$C and under controlled stress, the lyotropic lamellar phase under study displays well-defined oscillating behaviors of $`\dot{\gamma }(t)`$ with a period of about 500 s and an amplitude reaching about 20 s-1 in the vicinity of the transition. Unfortunatly, our setup is not suitable to follow such dynamics of the flow field, since the involved periods are of the order of minutes and the amplitudes are large. Using DLS velocimetry, it is thus rather difficult to determine whether the shear rate oscillations observed for $`TT_c`$ are due to an oscillating motion of the interface. We thus decide to perform experiments for temperatures $`T<T_c`$, where the shear rate only displays fluctuating behaviors rather than sustained oscillations. Indeed, in this region of parameters, the amplitude of the dynamics is rather small and the dynamics is slow enough to be captured by our setup.

Figure 13(a) presents two well chosen groups of velocity profiles measured in the coexistence domain under controlled $`\sigma `$ and at $`T=26^{}`$C. The velocity profile averaged over 14 successive measurements is shown in Fig. 13(b). These data clearly show a very large motion of the interface in the gap (from $`x=0.25`$ to 0.50 mm). In this experiment under controlled stress, the velocity of the fluid near the rotor and thus the measured $`\dot{\gamma }`$ vary a lot. Following our crude mechanical approach, the situation is the one sketched in Fig. 10. The flow field is initially stable at point A. A small variation of $`\sigma ^{}`$ changes the position of the plateau on this flow curve. Under controlled stress, the final stable configuration lies at point C: the shear rate has varied from $`\dot{\gamma }`$ to $`\dot{\gamma }^{}`$ and the interface has moved in the gap.

## V Conclusions, discussions, and perpectives

The present work has provided an exhaustive study of a shear-induced transition in a specific complex fluid: the onion texture of a lyotropic lamellar phase. Under controlled shear rate and above some critical value, onions get a long range hexagonal order into planes sliding onto each other. In the vicinity of this ordering transition, one observes a spatial organization of the flow field: a band corresponding to the ordered texture is nucleated near the rotor and coexists with the disordered texture. As pointed out by our velocity measurements, these two structures flow with different shear rates and the highly sheared band invades the gap as $`\dot{\gamma }`$ is increased. The proportion of the two differently sheared bands in the flow field is governed by the controlled $`\dot{\gamma }`$ and by $`\sigma ^{}`$, the local stress at the interface.

Our experiments have also revealed the presence of large fluctuations of the flow field localized at the interface between the two bands. Using DLS velocimetry coupled to rheology and structural measurements, we have shown that these temporal fluctuations are due to a fluctuating motion of the interface in the gap. The characteristic times of these puzzling dynamics range between 100 and 1000 s and do not correspond to external noise. Using the classical mechanical picture of shear-banding, we have demonstrated that the fluctuations of $`\sigma ^{}`$ may explain the observed dynamics. Indeed, under controlled shear rate, small variations of $`\sigma ^{}`$ may induce small variations of $`\sigma `$, but also large fluctuations of the interface between the bands and thus localized fluctuations of the flow field. Under controlled stress, we have also shown that for $`T<T_c=27^{}`$C, fluctuations of $`\sigma ^{}`$ may describe correctly the observed displacement of the interface.

This crude approach describes very nicely the dynamics of the fluctuations but raises a crucial question: why is $`\sigma ^{}`$ a fluctuating parameter? Clearly, this parameter does not vary because of some external mechanical vibrations. Following Lu’s theoretical approach Lu et al. (2000), this parameter depends on the mathematical form of the model which describes the transition and its origin is due to the presence of gradient terms. In the phenomenological model of Ref. Goveas and Olmsted (2001) for instance, $`\sigma ^{}`$ depends on the rate of change between the two structures of the differently sheared bands. Our data suggest that a dynamical equation describing the evolution of $`\sigma ^{}`$ is missing. Such an equation is difficult to derive since it must describe precisely the microscopic structure of the system. Other theoretical approaches such as those of Ref. Ajdari (1998), based on a dynamical equation for the motion of the interface, may also fully reproduce the observed fluctuations if other dynamical equations concerning the structure are added. Understanding the origin of the fluctuations of $`\sigma ^{}`$ from a microscopic point of view remains a major challenge in the study of shear-banding.

Finally, another point is left unclear: above the critical temperature $`T_c`$ and under controlled stress, why do the dynamics seem to become deterministic or even seem to display chaotic behaviors Salmon et al. (2002)? To answer such a crucial question, it is necessary to increase the temporal resolution of our setup. We plan to use a spectrum analyzer to reduce the acquisition time of the velocity measurements or to turn to other velocimetry methods such as ultrasonic techniques Manneville et al. (2003). These experimental improvements will certainly help to get a more precise spatio-temporal picture of rheochaos in complex fluids.

###### Acknowledgements.

The authors are deeply grateful to D. Roux, L. Bécu, and C. Gay for many discussions and comments on this work. The authors would like to thank the Cellule Instrumentation at CRPP for the realization of the heterodyne DLS setup. We also wish to thank A. Ajdari, A. Aradian, C. Barentin, L. Bocquet, L. Chevillard, F. Molino, G. Picard, L. White-Benon and C. Ybert for many helpful conversations.


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# Untitled Document

Fig. 1. Averaged capital per player as a function of the number of players obtained using analytical expressions for the evolution of the probability distribution. The paradox exists only for $`N=3`$ and $`N=6`$.

Fig. 2 Numerically obtained averaged capital per player per turn of the games as a function of the number of players ($`10N<1000`$). Capital is averaged over $`1000`$ turns and over $`1000`$ runs of the games. The paradox does not occur for any value of $`N`$. .

Fig. 3. Averaged capital per player as a function of the number of players obtained using analytical expressions for the evolution of the probability distribution. The paradox exists for all values of $`N`$, except for $`N=4`$ and then only in case game $`A+B`$ is played.

Fig. 4. Numerically obtained averaged capital per player per turn of the games as a function of the number of players ($`10N<1000`$). Capital is averaged over $`1000`$ turns and over $`1000`$ runs. The paradox occurs for all $`N`$.


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# Model Dependence of Lateral Distribution Functions of High Energy Cosmic Ray Air Showers

## I Introduction

Microscopic calculations of cosmic ray air showers at energies $`>10^{18}`$ eV are of crucial importance for the reconstruction of the properties of the primary cosmic ray. Ground-array type experiments like AGASA and Auger (working in non-hybrid mode) determine the energy of the primary cosmic ray by measuring the particle density at some distance from the shower axis. Muons as ground particles are interesting because they carry information about the composition of the primary cosmic ray; showers induced by heavy nuclei tend to give more muons than showers induced by protons or photons.

The interpretation of the observed signals depends strongly on the quality of the air shower model and simulation. Careful modelling of the shower development and properties is therefore of utmost importance. Many papers have restricted their focus to the dependence of air shower properties on the high energy hadronic model Heck:1997tw ; Heck:2002yc ; Heck:2000nv ; Heck:2001is ; Heck:2002yf ; Alvarez-Muniz:2002ne . This has been thought to be the main uncertainty for the determination of the shower maximum in the longitudinal profile. Models that predict a higher cross section or a higher multiplicity yield shower maxima at smaller slant depths, i.e., higher in the atmosphere (see e.g. Alvarez-Muniz:2002ne ).

In this paper we analyse the model dependence for lateral distribution functions (LDF) for muons, electrons/positrons and photons. For these observables, the low energy hadronic model becomes important, especially for the LDF of muons, because these are decay products of low energy charged mesons Engel99 ; Engel01 . Also the tails of LDFs of electrons/positrons and photons are influenced by the low interaction energy region as discussed in Drescher:2002vp .

## II Air shower modelling

For the present investigation of air shower models the SENECA framework is used. For an introduction and details about the SENECA model, the reader is referred to Drescher:2002cr ; Bossard:2000jh . In this approach, the intermediate energy region is calculated by solving a set of transport equations numerically. The high energy models that we compare are QGSJET01 QSJET  and SIBYLL2.1 Fletcher:1994bd ; Engel:1999db ; the choices for the low energy model are GHEISHA GHEISHA , G-FLUKAFLUKA  (the notation G- denotes the older version of FLUKA as found in Geant3.21), and UrQMD 1.2.1 Bleicher:1999xi ; Bass:1998ca ; Agostinelli:2002hh . Electromagnetic showering is done by the EGS4-code EGS4 .

UrQMD is a microscopic transport approach based on the covariant propagation of constituent quarks and di-quarks accompanied by mesonic and baryonic degrees of freedom. The leading hadrons of the fragmenting strings contain the valence-quarks of the original excited hadron. The elementary hadronic interactions are modelled according to measured cross sections and angular distributions. If the cross sections are not experimentally known, detailed balance is employed in the energy range of resonances. The partial and total decay widths are taken from the Particle Data Group Caso:1998tx .

Since UrQMD does not have an intrinsic cross section calculation, it is implemented in the following way. For collisions with e.g. nitrogen one assumes a disk with radius 5 fm, corresponding to a geometric cross section of 750 mb. The projectile is then propagated over a distance which is chosen randomly according to the mean free path, and is placed randomly on this disk. The fact that the cross section was assumed too large is automatically compensated by a certain number of non-interactions. The fraction of interactions times 750 mb gives the inelastic cross section. In a certain way, one can picture this as nature does it: The particle passes through the air, and whenever the transverse distance to a nucleus is too large, it continues to propagate without interaction.

## III Results

### III.1 Modification of lateral distribution functions

Lateral distribution functions are composed of three particle types, namely electrons/positrons, photons and muons. The former two are initiated by the decays of high and low energetic $`\pi ^0`$s, whereas the muons are decay products of low energetic charged mesons. As pointed out in Drescher:2002vp , high energy pion decays determine the electromagnetic LDF near the core. However, at large distances from the core, the contribution from low energy pions gains importance. Muons are in general produced by charged mesons that decay at intermediate altitudes ($`5`$ km).

Let us start with a comparison of the LDFs for different high energy hadronic interaction models. We compare vertical proton induced $`1\times 10^{19}`$ eV showers (averaged), observed at 860 g/cm2 altitude. The kinetic energy cutoffs are $`1`$ MeV for electrons/photons, and $`50`$ MeV for muons. As previously shown with CORSIKA simulations in Heck:2002yf , the present study also gives fewer muons and more electrons for SIBYLL than for QGSJET at small distances. At large distances both the electromagnetic and the muonic component are smaller in SIBYLL, as shown in Fig. 1 (top). This is confirmed in the average longitudinal profile from both models, as shown in Fig. 1 (bottom): QGSJET develops higher in the atmosphere. The significant difference in muons can be traced back to the higher average multiplicity of QGSJET. This difference is about 25% at 100 GeV and reaches a factor of two at $`10^{20}`$ eV Alvarez-Muniz:2002ne . At low energies this is due to different implementations of parton distribution functions (PDFs), QGSJET implements a flatter choice, even though contradictory to A flater PDF has a higher parton density a intermediate $`x_F`$ (Feynman-x: longitudinal momentum fraction) or energy, and higher density at lower $`x_F`$ or higher energy. HERA data (see Ostapchenko:2003sj ; Knapp28Icrc  for discussion). This leads to a somewhat higher multiplicity at low energies (ca. 100 GeV) but helps to control particle multiplicities up to collider energies. For higher energies particle production increases again strongly since QGSJET misses higher order corrections. Current efforts focus on resolving this problem by introducing enhanced Pomeron diagrams Ostapchenko27ICRC . SIBYLL mimics this effect by the implementation of an ad-hoc energy dependent $`p_{}`$ cutoff for hard processes Engel:1999db . Since the main contribution of particle production comes from hard processes, an increase of $`p_{}`$ with energy leads to a moderate rise of the multiplicity.

In the following, vertical $`5\times 10^{19}`$ eV proton induced showers are analysed. Fig. 2 shows the ratio of LDFs for the following combination of hadronic models. QGSJET and GHEISHA (QG), QGSJET and G-FLUKA (QF), and QGSJET and UrQMD (QU). The functions are plotted as a ratio to QGSJET+UrQMD. Whereas the QGSJET+G-FLUKA and QGSJET+UrQMD models show rather similar LDFs, resulting in a ratio close to unity, QGSJET+GHEISHA has a notably flatter LDF. The effect is most significant for muons, somewhat less for electrons and photons. This can be understood by the fact that most of the last collisions for muons producing hadrons are in the low-energy regime. The same is true for electrons and photons at larger distances from the shower-axis. The muon ratio reaches almost a factor of 2 at 3000 meters.

It is especially interesting to study the experimental response of the different components. At the Pierre Auger Observatory, the density is measured in vertical equivalent muon units (VEM). A vertical minimum ionising muon counts as one particle. Since the detectors are water tanks, muons penetrate much deeper than electrons and photons, and are expected to give a more pronounced signal. We calculate the detector response in terms of Cherenkov photons. A detector simulation based on the WTANK program wtank  has been done for the setup of an Auger water tank, by counting the number of Cherenkov photons arriving at the positions of the photo-multipliers. Tables with the results have been made for different incident angles, energies and particle types and are then applied to the simulations. The results for an average vertical $`5\times 10^{19}\text{eV}`$ shower are shown in Fig. 3. The model combination used here is QGSJET01+UrQMD. One sees that the curves for muons in number density and VEM units almost agree, whereas photons and electrons give less contribution per particle. Photons are still dominant due to their high number. These results are in good agreement with calculations presented in the Auger Design Report unknown:1996re . For completeness we show that protons and neutrons have a negligible contribution to the total signal.

The ratio of QGSJET+GHEISHA to SIBYLL+ G-FLUKA, together with the VEM yields, are depicted in Fig. 4. These model combinations give the most different results. The effect on the slope of the VEM-LDF is even bigger because at small distances photons dominate the signal, whereas at large distances the muons give the most contribution. The sensitivity of Auger to models is somewhat higher than for experiments using thin plastic scintillators. The main reason is that water tanks are more sensitive to muons, since their mean path length through the material is much longer. Further, muons become more dominant at large core distances, due to the flatter LDF. These two facts are important when choosing the density at a given distance as energy estimator. However, as shown below, GHEISHA as low energy hadronic model can be excluded from accelerator data and the differences between the remaining two low energy models are not so large. With a well measured LDF and a cross-calibration with the fluorescence method, Auger might be able to discriminate between high energy hadronic models.

The LDFs for the different models have been fitted to the following function

$$S(r)=Cr^\eta (1+(r/r_0)^2)^\alpha ,$$
(1)
with $`C`$, $`\eta `$, $`r_0`$, $`\alpha `$ being fit parameters and $`r`$ being the distance to the shower axis in meter. This function is inspired from the one used by AGASA Takeda:2002at . The resulting parameters are shown in Table 1. Fig. 5 shows the LDFs in VEM units for all model combinations, scaled by function (1), using the parameters for QGSJET+UrQMD. One sees how at small distances, the high energy model determines the shape; at larger distances deviations result from differences in the low energy hadronic models.

### III.2 Comparisons of models with data

In this section the behaviour of the different hadronic models and their influence on the LDFs is analysed. Here we focus on data available for hadron-nucleus collisions in the relevant energy domain. Light nuclei are chosen which are somewhat comparable to air. Fig. 6 addresses the mean $`4\pi `$ multiplicity of pions for $`\pi ^{}+`$Ne reactions at $`10.5`$ GeV/c Yeager:1977ym . One clearly observes that GHEISHA produces too many pions, while UrQMD and G-FLUKA are in line with the measured data.

To explore the longitudinal momentum distribution, we confront the models with rapidity spectra for p+Be reactions at 14.6 GeV/c taken at the AGS. The fact that GHEISHA shows a strange peak in the rapidity spectra is well-known Ferrari1996 . In addition, GHEISHA yields too high multiplicities for pions, and G-FLUKA overestimates the longitudinal momentum loss for protons. The stopping of the initial proton is well described by UrQMD and GHEISHA.

At higher energies, we can add QGSJET and SIBYLL to the comparison. These models are commonly employed at energies larger than $`E_{\mathrm{beam}}`$ 100 GeV. For example, CORSIKA uses 80 GeV as transition value. Fig. 8 shows that QGSJET overestimates and SIBYLL underestimates the negatively charged hadron multiplicities in p+Mg reactions at 100 and 200 GeV/c. The three other model results are in line with the data (NA35 Baechler:1991jh ).

Figs. 9 and 10 show rapidity spectra of (negatively) charged hadrons for p+Ar reactions DeMarzo:1982rh . Again, QGSJET and SIBYLL do deviate from the data. GHEISHA still produces the peak, which is located such that the total multiplicity is well described. G-FLUKA and UrQMD give good descriptions of the data. A similar behaviour is obtained for p+S collisions at 200 GeV/c (NA35 data Alber:1998sn ), as demonstrated in Figs. 11 and 12. Note that the analysis has been performed with the experimental trigger demanding a minimum of 5 charged particles being produced in the reaction.

As above, the longitudinal momentum loss of the protons (stopping) is best described by G-FLUKA and UrQMD.

An overall comparison is given in Figs. 13 and 14, where the mean multiplicity of negatively charged hadrons is plotted as a function of the incident kinetic energy. Below 100 GeV GHEISHA produces more particles per collision; this leads to the higher muon densities at large distances. In the same way the multiplicity of produced $`\pi ^0`$s changes the shape of the LDF of electrons and photons, only at larger distances, where this energy region becomes more dominant. UrQMD is slightly lower in multiplicity than G-FLUKA. The fact that the latter results in smaller signals at large distances might be due to differences in the total cross section, which is neglected in this analysis. The overestimation of particle production by QGSJET in the transition region above 100 GeV is significant. Since QGSJET is the most used model in air shower simulations, these deviations do deserve further studies, because the energy region above 100 GeV is certainly important for muon production.

## IV Conclusions

* We have demonstrated that the LDFs for high energy air showers depend on the high and also on the low energy hadronic models. The tails are strongly influenced by the low energy model, which therefore modifies the slope of the LDFs.
* GHEISHA, which is commonly used as low energy hadronic model, reproduces less accurately available data of hadron induced interactions. G-FLUKA and UrQMD describe the data better.
* In the transition region around 100 GeV, QGSJET predicts too high particle multiplicities, whereas SIBYLL is somewhat low. The present findings suggest to increase the transition energy. UrQMD is tested up to RHIC energies (21 TeV), and could be employed up to this value.

###### Acknowledgements.

This work has been supported by the German BMBF/DESY. The computational resources have been provided by the Center for Scientific Computing in Frankfurt am Main.


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# The NNLO predictions for the rates of the 𝑾/𝒁 production in {𝒑𝒑}┴(-) collisions1footnote 11footnote 1Contributed to 21th International Symposium on Lepton and Photon Interactions at High Energies (LP 03), 11-16 Aug 2003, Batavia, Illinois

## Abstract

The NNLO rates of the intermediate vector boson production (IVB) are calculated and found to agree with the preliminary results of Run II at the Fermilab $`\overline{p}p`$ collider. The estimated uncertainties in NNLO predictions for the IVB rates including the errors in PDFs, $`\alpha _\mathrm{s}`$, and the factorization/renormalization scales are about 2% for the Fermilab collider and 3% for the LHC that allows to use these predictions as a competitive benchmark for calibration of the collision luminosity.

Intermediate vector bosons, hadron colliders

The increase of the collision energy and intensity of the colliding beams in a new generation of the hadron colliders requires new approaches in the precise monitoring of the collisions’ luminosity necessary for detecting manifestation of new physics. The measurement of the rate of Intermediate Vector Bosons (IVB) production is one of the promising tool for this purpose Dittmar:1997md . Due to large scale given by the IVB masses the production cross section can be reliably calculated in the QCD-improved quark parton model. With the IVB masses and electroweak coupling well constraint from the wealth of other measurements the largest source of the uncertainty in the calculated IVB rates comes from the high-order (HO) QCD corrections. However the recent progress in the NNLO QCD calculations allows to minimize the uncertainty due to missing HO corrections as well. The NNLO coefficient functions for the Drell-Yan process have been calculated Hamberg:1990np . Despite the NNLO anomalous dimensions are not known completely yet, the remaining uncertainty in the NNLO splitting functions vanNeerven:2000wp  is at the level of several percents in the x-region relevant for existing data. As a result the uncertainty in the NNLO PDFs due to incomplete knowledge of the NNLO anomalous dimensions does not exceed the experimental uncertainties in the PDFs through the whole kinematics of the existing and planned hadron colliders Alekhin:2001ih  and, therefore, calculations of the IVB rates up to the NNLO make sense.

In this letter we give the NNLO calculations of the IVB rates at the Fermilab $`\overline{p}p`$ collider and the $`pp`$ Large Hadron Collider (LHC). The calculations are based on the code of Ref.Hamberg:1990np  with the NNLO PDFs of Ref. Alekhin:2002fv  extracted from the fit to the global deep-inelastic-scattering (DIS) data. This choice of PDFs provides an advantage in comparison with the Martin-Roberts-Stirling-Thorne (MRST) PDFs of Ref.Martin:2002dr  since in the later case the PDFs are fitted using wider set of processes including the data on jet production for which the NNLO corrections are unknown. Besides, the MRST fit includes the data for IVB production as well and thus the predictions of the IVB rates based on these PDFs are not truly independent.

In our calculations the values of the IVB masses were set as $`M_W=80.423\mathrm{GeV}`$, $`M_Z=91.188\mathrm{GeV}`$, the widths as $`\mathrm{\Gamma }_W=2.118\mathrm{GeV}`$, $`\mathrm{\Gamma }_Z=2.495\mathrm{GeV}`$, the branching ratios of the IVB leptonic decays as $`BR(Wl\nu )=0.107`$, $`BR(Zll)=0.034`$, squared sine of the Weinberg angle $`x_W(M_\mathrm{Z})=0.2311`$, squared cosine of the Cabibbo angle $`c_C=0.9505`$ Hagiwara:fs . The value of strong coupling constant $`\alpha _\mathrm{s}^{NNLO}(M_\mathrm{Z})=0.1143`$ used in the calculations was found in the analysis of Ref. Alekhin:2002fv  simultaneously with the parameterization of the PDFs.

The NNLO IVB production rates in the $`\overline{p}p`$ collisions at $`\sqrt{s}=1.96\mathrm{TeV}`$ calculated at the renormalization factorization scales set to the IVB masses are given in Fig.1. The horizontal lines correspond to the $`1\sigma `$ bands of the predictions. These bands stem from the PDFs errors and the error in $`\alpha _\mathrm{s}`$, which is correlated with the PDFs errors due to its value was extracted simultaneously with the PDFs from the same data set. The errors due to the high-twist (HT) contribution to the DIS cross sections are also effectively included into the error bands given since the HT terms were also fitted in the analysis of Ref. Alekhin:2002fv . All errors were estimated by straightforward propagation of the uncertainties in the inputs of the fit without introduction a scale factors. This allows for rigorous treatment of these errors in terms of the probability theory and correct calculation of the confidence intervals. The preliminary results of Run II for the IVB rates Evans:2002wj  are given in Fig.1 for comparison. The measured rates and predictions agree within the errors. The errors in the measured rates due to the luminosity uncertainty are typically about 10% that is much larger than the errors in the predictions. This allows to use the predictions for the complementary cross-checks of the luminosity monitor. For the $`pp`$ collisions at $`\sqrt{s}=14\mathrm{TeV}`$ the NNLO IVB rates are estimated as

$$\sigma _\mathrm{Z}=60.0\pm 1.9\mathrm{nb},$$

$$\sigma _\mathrm{W}=204.6\pm 6.4\mathrm{nb}$$

with the uncertainty about 3%.

To estimate the importance of the NNLO corrections on the IVB rates and to separate impacts of the NNLO corrections to the coefficient functions and to the PDFs we performed calculations combining the PDFs and the coefficient functions in different approximations. The value of $`\alpha _\mathrm{s}^{NLO}(M_\mathrm{Z})=0.1171`$ was used with the NLO PDFs, in accordance with the results of the NLO fit of Ref. Alekhin:2002fv . The results for the Fermilab collider and the LHC are given in Tables 1,2. For the Fermilab collider the both corrections have the same sign and comparable scale. For the LHC the effect of the NNLO corrections to the coefficient functions is marginal, while the change of the NLO PDFs by the NNLO ones causes sizeable increase of the cross sections with the relative scale of increase comparable to the case of the Fermilab collider. The latter is in disagreement with the results of Ref.Martin:2000gq , which reported negative contribution of the NNLO corrections to the IVB rates at the LHC. This disagreement can be attributed to the difference in the data sets used for fitting of the PDFs and needs further clarification. Both for the Fermilab collider and the LHC the uncertainty in the IVB rates due to possible variation of the NNLO anomalous dimensions is less than 1%.

An additional source of the uncertainty in the predictions for the IVB rates is variation of the factorization and the renormalization scales. However, in the NNLO these uncertainties are greatly suppressed as compared to the NLO case Hamberg:1990np . As one can see in Figs.2,3 the factorization uncertainty in the NNLO IVB rates estimated for very wide variation of the scale is less than 1% for the Fermilab collider and $`2÷3\%`$ for the LHC, while the errors due to the renormalization scale are generally smaller than ones due to the factorization scale. In conclusion, the estimated uncertainties in the NNLO predictions for the IVB rates including the errors in PDFs, $`\alpha _\mathrm{s}`$, and the factorization/renormalization scales are about 2% for the Fermilab collider and 3% for the LHC that allows to use these predictions as a competitive benchmark for calibration of the collision luminosity.

I am indebted to S. Kulagin for reading the manuscript and valuable comments, W. Giele and C.P. Yuan for stimulating discussions. The work was supported by the RFBR grant 03-02-17177.


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# Quasiperiodic Flows and Algebraic Number Fields

## 1. INTRODUCTION

We begin with an example that motivates a connection between a quasiperiodic flow and the group of units of the ring of integers in a real algebraic number field, a connection that manifests itself in terms of an absolute invariant of the smooth conjugacy class of a flow known as the multiplier group.

###### Example 1.1.

On the $`2`$-torus $`T^2=S^1\times S^1`$ equipped with global coordinates $`(\theta _1,\theta _2)`$, where $`S^1=/`$, let $`\varphi `$ be the quasiperiodic flow generated by the constant vector field

$$X=\sqrt{2}\frac{}{\theta _1}+\sqrt{10}\frac{}{\theta _2}.$$

The multiplier group of $`\varphi `$ is a subgroup of $`^{}\{0\}`$, the multiplicative group of real numbers, where each element of the multiplier group is an $`\alpha ^{}`$ such that $`R_{}X=\alpha X`$ for a diffeomorphism $`R`$ of $`T^2`$. (Here $`R_{}X=𝐓RXR^1`$ is the push-forward of $`X`$ by $`R`$, where $`𝐓`$ is the tangent functor.) For a diffeomorphism $`R`$ of $`T^2`$ induced a unimodular matrix $`B\text{GL}(2,)`$, the equation $`R_{}X=\alpha X`$ becomes the eigenvector-eigenvalue problem $`BX=\alpha X`$ with a twist: the eigenvector $`X`$ is known a priori, whereas the matrix $`B`$ and the eigenvalue $`\alpha `$ are to be determined. One solution of $`BX=\alpha X`$ is

$$\left[\begin{array}{cc}2& 1\\ 5& 2\end{array}\right]\left[\begin{array}{c}\sqrt{2}\\ \sqrt{10}\end{array}\right]=(2+\sqrt{5})\left[\begin{array}{c}\sqrt{2}\\ \sqrt{10}\end{array}\right].$$

Two other solutions of $`BX=\alpha X`$ are $`IX=1X`$ and $`IX=1X`$ where $`I`$ is the $`2\times 2`$ identity matrix. Hence, the set of numbers $`G=\{\pm (2+\sqrt{5})^m:m\}`$ is a subgroup of the multiplier group of $`\varphi `$. On the other hand, $`G`$ is a proper subgroup of $`\{\pm \left((1/2)(1+\sqrt{5})\right)^m:m\}`$ which is the group of units of the ring of integers in the real algebraic number field $`(\sqrt{5})`$, where a basis for this field of degree $`2`$ over $``$ is given by the set of components of the scalar multiple $`(1/\sqrt{2})X`$.

Guided by Example 1.1, we formulate two general, but related conjectures about the multiplier group of a quasiperiodic flow $`\varphi `$ on $`T^n`$ generated by a constant vector field $`X`$, and the group of units of the ring of integers in a real algebraic number field of degree $`n`$ over $``$.

###### Conjecture 1.2.

If there is a nonzero real $`\vartheta `$ such that the set of components of the scalar multiple $`\vartheta X`$ form a basis for a real algebraic number field $`F`$ of degree $`n`$ over $``$, then the multiplier group of $`\varphi `$ is a subgroup of the group of units of the ring of integers in $`F`$.

###### Conjecture 1.3.

If $`F`$ is a real algebraic number field of degree $`n`$ over $``$, then there is a quasiperiodic flow $`\varphi `$ on $`T^n`$ whose multiplier group is exactly the group of units of the ring of integers in $`F`$.

After presenting some generalized symmetry theory (which includes the multiplier group) and some algebraic number theory, we reformulate and prove these conjectures (see Theorem 3.4 and Theorem 3.8). As a consequence of the reformulation, we define the algebraic and transcendental classes into which the set of all quasiperiodic flows separates (see Definition 4.1), and support and formulate the conjecture that the multiplier group distinguishes between these two classes.

## 2. MULTIPLIERS AND QUASIPERIODIC FLOWS

For $`n2`$ an integer, let $`T^n=S^1\times \mathrm{}\times S^1`$ ($`n`$-times) be the $`n`$-torus which is a smooth, i.e. $`C^{\mathrm{}}`$, manifold without boundary, and let $`\text{Diff}(T^n)`$ be the group of smooth diffeomorphisms of $`T^n`$. Let $`\varphi :\times T^nT^n`$ be a smooth (complete) flow on $`T^n`$, and let

$$X(p)=\frac{d}{dt}\varphi (t,p)|_{t=0}$$

be the smooth vector field that generates $`\varphi `$. A flow $`\varphi `$ on $`T^n`$ is nontrivial if its generating vector field $`X`$ is not identically zero.

The generalized symmetries of a flow considered here are a type of space-time symmetry that sends orbits to orbits in which a global, uniform, nonzero constant time reparameterization of all orbits is permitted. This type of space-time symmetry can be simply defined in terms of the push-forward of a diffeomorphism on the generating vector field $`X`$ of a flow and a nonzero scalar multiple of $`X`$.

###### Definition 2.1.

An $`R\text{Diff}(T^n)`$ is a generalized symmetry of $`\varphi `$ if there is an $`\alpha ^{}`$ such that $`R_{}X=\alpha X`$. The number $`\alpha `$ is a multiplier of $`R`$ for $`\varphi `$.

Let $`S_\varphi `$ be the set of the generalized symmetries of $`\varphi `$ in the sense of Definition 2.1. This set is a subgroup of $`\text{Diff}(T^n)`$ (see Proposition 2.1 in ); it is called the generalized symmetry group of $`\varphi `$; and it is the group theoretic normalizer of $`F_\varphi =\{\varphi _t:t\}`$, the abelian group of diffeomorphisms determined by the flow where $`\varphi _t`$ is defined by $`\varphi _t(\theta )=\varphi (t,\theta )`$ (Theorem 2.5 in ). The generalized symmetry group of a flow $`\varphi `$ is a proper subgroup of $`\text{Diff}(T^n)`$ if and only if $`\varphi `$ is nontrivial (see Theorem 2.6 in ). In Definition 2.1, the value of a multiplier of a generalized symmetry was not assumed to be unique.

###### Lemma 2.2.

For a nontrivial flow $`\varphi `$, each $`RS_\varphi `$ has a unique multiplier.

###### Proof.

See Lemma 2.7 in . ∎

For a nontrivial flow $`\varphi `$, the multiplier representation$`\rho _\varphi :S_\varphi ^{}\text{GL}()`$ is a linear representation of $`S_\varphi `$ in $``$ (Theorem 2.8 in ), a homomorphism which takes each $`RS_\varphi `$ to its unique multiplier $`\rho _\varphi (R)`$. The image of this multiplier representation, $`\rho _\varphi (S_\varphi )`$, is the multiplier group of $`\varphi `$. The multiplier group of a nontrivial flow $`\varphi `$ always contains $`1`$: $`R=\text{id}`$, the identity diffeomorphism of $`T^n`$, and $`\alpha =1`$ satisfy $`R_{}X=\alpha X`$.

Two flows $`\varphi `$ and $`\psi `$ on $`T^n`$ generated by $`X`$ and $`Y`$ respectively are smoothly conjugate if and only if there is a $`V\text{Diff}(T^n)`$ such that $`V_{}X=Y`$. Smooth conjugacy is an equivalence relation on the set of smooth flows on $`T^n`$, and hence divides the set of smooth flows on $`T^n`$ into smooth conjugacy classes. An absolute invariant of the smooth conjugacy class of a nontrivial $`\varphi `$ is its multiplier group.

###### Theorem 2.3.

If two nontrivial flows $`\varphi `$ and $`\psi `$ on $`T^n`$ are smoothly conjugate, then the multiplier groups $`\rho _\varphi (S_\varphi )`$ and $`\rho _\psi (S_\psi )`$ are identical $`(`$and not just isomorphic$`)`$.

###### Proof.

See Theorem 4.2 in . ∎

A flow $`\varphi `$ on $`T^n`$ generated by $`X`$ is quasiperiodic if and only if it is smoothly conjugate with a flow on $`T^n`$ generated by a constant vector field whose $`n`$ real components are independent over $``$ (pp. 79-80 ). (Here $`n`$ real numbers $`a_1,\mathrm{},a_n`$ are independent over $``$, or rationally independent, if for $`(m_1,\mathrm{},m_n)^n`$, the equation $`_{j=1}^nm_ja_j=0`$ implies that $`m_j=0`$ for all $`j=1,\mathrm{},n`$.) A quasiperiodic flow is necessarily nontrivial, and its multiplier group always contains $`1`$ in addition to $`1`$ (Theorem 2.1 in ). Since the multiplier group is an absolute invariant of a nontrivial flow’s smooth conjugacy class, and since, by definition, any quasiperiodic flow is smoothly conjugate to a quasiperiodic flow generated by a constant vector field, attention is restricted to quasiperiodic flows on $`T^n`$ that are generated by constant vector fields.

In terms of fixed, global coordinates $`(\theta _1,\mathrm{},\theta _n)`$ on $`T^n`$, a constant vector field $`X`$ on $`T^n`$ has the form $`X=_{i=1}^na_i/\theta _i`$ where $`a_i`$. The equation $`R_{}X=\alpha X`$ that defines a generalized symmetry becomes $`𝐓RX=\alpha X`$, and in this form it restricts the possibilities for the multipliers of a quasiperiodic flow.

###### Theorem 2.4.

Let $`\varphi `$ be a quasiperiodic flow on $`T^n`$ generated by a constant vector field $`X=_{i=1}^na_i/\theta _i`$. If $`\alpha \rho _\varphi (S_\varphi )`$, then there exists a unique $`B=(b_{ij})\text{GL}(n,)`$ such that

$$\alpha a_i=\underset{j=1}{\overset{n}{}}b_{ij}a_j\mathrm{for}\mathrm{each}i=1,\mathrm{},n.$$

###### Proof.

See Corollary 4.5 and Theorem 5.3 in . ∎

The $`n`$ equations in Theorem 2.4 that the entries of the unimodular matrix $`B`$ and the multiplier $`\alpha `$ satisfy are the components of $`𝐓RX=\alpha X`$ relative to the global coordinates $`(\theta _1,\mathrm{},\theta _n)`$. The $`n`$ equations are derived from the result that the tangent map $`𝐓R`$ for every $`RS_\varphi `$ belongs to $`\text{GL}(n,)`$ (Theorem 4.3 in ). Thus, the search for the generalized symmetries and the concomitant multipliers of a quasiperiodic flow reduces to the eigenvector-eigenvalue problem $`BX=\alpha X`$ with a twist as shown in Example 1.1: the generating vector field $`X`$ is the given eigenvector, while a solution is a pair $`(B,\alpha )`$ that satisfies $`BX=\alpha X`$, in which the unimodular matrix $`B`$ is uniquely determined by the eigenvalue $`\alpha `$ as stated in Theorem 2.4. A complete characterization of the relationship between the components of $`X`$ and the entries of $`B`$ is known for any quasiperiodic flow on $`T^2`$ (Theorem 2.3 in ) and was used in Example 1.1 to find the $`B`$ given there; such a characterization is also known for a certain kind of quasiperiodic flow on $`T^3`$ (Theorem 3.1 in ).

###### Example 2.5.

Let $`\varphi `$ be the quasiperiodic flow on $`T^2`$ generated by $`X=/\theta _1+(1+\sqrt{2})/\theta _2`$. Then $`RS_\varphi `$ if and only if there exist unique $`u_1,u_2`$ such that

$$B=𝐓R=\left[\begin{array}{cc}2u_1+u_2& u_1\\ u_1& u_2\end{array}\right]$$

with $`\text{det}(B)=\pm 1`$ (Theorem 2.3 in ). The value of $`\rho _\varphi (R)`$ is determined by any of the $`n`$ equations listed in the conclusion of Theorem 2.4; the $`i=1`$ equation gives

$$\rho _\varphi (R)=(2u_1+u_2)+(1+\sqrt{2})u_1.$$

The choice of $`u_1=1`$ and $`u_2=2`$ gives

$$B=\left[\begin{array}{cc}0& 1\\ 1& 2\end{array}\right]$$

whose determinant is $`1`$, so that $`B`$ is unimodular and the diffeomorphism induced by $`B`$ is a generalized symmetry of $`\varphi `$ whose multiplier is $`1+\sqrt{2}`$.

###### Example 2.6.

Let $`\beta `$ be the real root of the irreducible $`z^3+z1`$. (An exact expression for $`\beta `$ is given by Cardano’s cubic formula.) Let $`\psi `$ be the quasiperiodic flow on $`T^3`$ generated by $`Y=\beta ^2/\theta _1+\beta /\theta _2+/\theta _3`$. Then $`RS_\psi `$ if and only if there are unique $`u_1,u_2,u_3`$ such that

$$B=𝐓R=\left[\begin{array}{ccc}u_1+u_2+u_3& u_1& u_1+u_2\\ u_1+u_2& u_3& u_1\\ u_1& u_2& u_3\end{array}\right]$$

with $`\text{det}(B)=\pm 1`$ (Theorem 3.1 in ). The value of $`\rho _\psi (R)`$ is determined by the $`i=3`$ equation listed in the conclusion of Theorem 2.4:

$$\rho _\psi (R)=u_1\beta ^2+u_2\beta +u_3.$$

The choice of $`u_1=u_2=u_3=1`$ gives

$$B=\left[\begin{array}{ccc}3& 1& 2\\ 2& 1& 1\\ 1& 1& 1\end{array}\right]$$

whose determinant is $`1`$, so that $`B\text{GL}(3,)`$ and the diffeomorphism of $`T^3`$ induced by $`B`$ is a generalized symmetry of $`\psi `$ whose multiplier is $`\beta ^2+\beta +1`$.

## 3. MULTIPLIERS AND ALGEBRAIC NUMBER FIELDS

An algebraic number field $`F`$ is a finite dimensional field extension of $``$. The degree of $`F`$ over $``$ is the dimension of $`F`$ as a vector space over $``$. A basis for a real algebraic number field $`F`$ of degree $`n`$ over $``$ is a subset $`\{a_1,\mathrm{},a_n\}`$ of $`F`$ whose elements are independent over $``$ and span $`F`$; that is, every $`\alpha F`$ is uniquely expressed as $`\alpha =_{i=1}^n\beta _ia_i`$ where $`\beta _i`$.

###### Definition 3.1.

Let $`F`$ be a real algebraic number field of degree $`n`$ over $``$. A quasiperiodic flow $`\varphi `$ on $`T^n`$ generated by the constant vector field $`X=_{i=1}^na_i/\theta _i`$ is called $`F`$-algebraic if there is a $`\vartheta ^{}`$ such that $`\{\vartheta a_1,\mathrm{},\vartheta a_n\}`$ is a basis for $`F`$.

As an invariant of smooth conjugacy, the multiplier group is not complete: two flows in different smooth conjugacy classes can have the same multiplier group (see Example 4.6 in ). This incompleteness manifests itself for two quasiperiodic flows that are both $`F`$-algebraic when the generating vector field of one flow is a nonzero scalar multiple of the generating vector field of the other flow.

###### Proposition 3.2.

Let $`F`$ be an algebraic number field of degree $`n`$ over $``$, and let $`\varphi `$ and $`\psi `$ be quasiperiodic flows generated by the constant vector fields $`X=_{i=1}^na_i/\theta _i`$ and $`Y=_{i=1}^n\omega _i/_i`$ respectively. If $`\varphi `$ is $`F`$-algebraic and $`X=\mu Y`$ for $`\mu ^{}`$, then $`\rho _\varphi (S_\varphi )=\rho _\psi (S_\psi )`$.

###### Proof.

Under the hypotheses, there are $`\vartheta ,\mu ^{}`$ such that the set of components of $`\vartheta X`$ is a basis for $`F`$, and $`X=\mu Y`$. Let $`\alpha \rho _\varphi (S_\varphi )`$. Then by Theorem 2.4 and the discussion following its proof, there is a unique $`B\text{GL}(n,)`$ such $`BX=\alpha X`$. The equation $`BX=\alpha X`$ is $`R_{}X=\alpha X`$ where $`R`$ is the diffeomorphism of $`T^n`$ induced by $`B`$. Since $`X=\mu Y`$, the equation $`R_{}X=\alpha X`$ implies the equation $`R_{}Y=\alpha Y`$. So $`\alpha \rho _\psi (S_\psi )`$. Reversing the roles of $`X`$ and $`Y`$ gives the other inclusion. ∎

A real number is an algebraic integer if it is a real root of a monic polynomial with coefficients in $``$ (see pp. 1-2 in ). The degree of an algebraic integer is the degree of the irreducible monic polynomial with coefficients in $``$ for which the algebraic integer is a root (see pg. 1 in ).

###### Lemma 3.3.

Let $`\varphi `$ be a quasiperiodic flow on $`T^n`$ generated by a constant vector field. If $`\alpha \rho _\varphi (S_\varphi )`$, then $`\alpha `$ is a real algebraic integer of degree at most $`n`$.

###### Proof.

See Corollary 4.4 in . ∎

Let $`\alpha `$ be an element of a real algebraic number field $`F`$ of degree $`n`$ over $``$, and choose a basis $`\{a_1,\mathrm{},a_n\}`$ for $`F`$. The norm of $`\alpha `$, denoted by $`\text{norm}_{F/}(\alpha )`$, is the determinant of the unique $`n\times n`$ matrix $`B=(b_{ij})`$ with $`b_{ij}`$ such that

$$\alpha a_i=\underset{j=1}{\overset{n}{}}b_{ij}a_ji=1,\mathrm{},n$$

(see p. 121 in ). The value of $`\text{norm}_{F/}(\alpha )`$ is independent of the basis chosen for $`F`$. The similarity of the definition of the norm of an element of $`F`$ and the conclusion of Theorem 2.4 is the key to proving Conjecture 1.2.

Let $`𝔬_F`$ denote the ring of integers in a real algebraic number field $`F`$, that is the set of real algebraic integers in $`F`$. The degree of an $`\alpha 𝔬_F`$ does not exceed the degree $`n`$ of $`F`$ over $``$ because every element of $`F`$ is a real root of a monic polynomial with coefficients in $``$ of degree at most $`n`$ (see Theorem 4.9, p. 50 and Theorem 5.6, p. 62 in ). For a real algebraic number field $`F`$ of degree $`n`$ over $``$, there is an $`\alpha 𝔬_F`$ of degree $`n`$ such that $`F`$ is the smallest subfield of $``$ containing $`\{\alpha \}`$ (see Theorem 5.6, p. 62 and Theorem 6.5 p. 77 in ); this smallest subfield is denoted by $`(\alpha )`$.

A unit of $`𝔬_F`$ is an $`\alpha 𝔬_F`$ whose multiplicative inverse, $`\alpha ^1`$, is also in $`𝔬_F`$. The group of units, denoted by $`𝔬_F^{}`$, is the set of units in $`𝔬_F`$. A useful characterization of a unit is: $`\alpha 𝔬_F^{}`$ if and only if $`\alpha 𝔬_F`$ and $`\text{norm}_{F/}(\alpha )=\pm 1`$ (see p. 20 in ).

###### Theorem 3.4.

Let $`\varphi `$ be a quasiperiodic flow on $`T^n`$ generated by the constant vector field $`X=_{i=1}^na_i/\theta _i`$. If $`\varphi `$ is $`F`$-algebraic, then $`\rho _\varphi (S_\varphi )<𝔬_F^{}`$.

###### Proof.

By the hypotheses, there is a nonzero real $`\vartheta `$ such that $`\{\vartheta a_1,\mathrm{},\vartheta a_n\}`$ is a basis for the real algebraic number field $`F`$ of degree $`n`$ over $``$. Let $`\alpha \rho _\varphi (S_\varphi )`$. By Theorem 2.4 there exists a unique $`B=(b_{ij})\text{GL}(n,)`$ such that

$$\alpha =\underset{j=1}{\overset{n}{}}b_{ij}\frac{a_j}{a_i}=\frac{1}{\vartheta a_i}\underset{j=1}{\overset{n}{}}b_{ij}\vartheta a_j$$

for every $`i=1,\mathrm{},n`$. It follows that $`\alpha F`$ since $`F`$ is a field and $`\{\vartheta a_1,\mathrm{},\vartheta a_n\}`$ is a basis for $`F`$. Moreover, $`\alpha 𝔬_F`$ by Lemma 3.3. Finally, $`\alpha 𝔬_F^{}`$ since $`\text{norm}_{F/}(\alpha )=\text{det}(B)=\pm 1`$. ∎

###### Example 3.5.

Let $`\psi `$ be the quasiperiodic flow on $`T^2`$ generated by $`Y=/\theta _1+\sqrt{5}/\theta _2`$. This flow is $`F`$-algebraic for $`F=(\sqrt{5})`$, and the generating vector field $`X=\sqrt{2}/\theta _1+\sqrt{10}/\theta _2`$ of the flow $`\varphi `$ in Example 1.1 is a nonzero scalar multiple of $`Y`$. By Proposition 3.2 the multiplier groups of $`\psi `$ and $`\varphi `$ are identical. By Theorem 3.4 this common multiplier group is a subgroup of $`𝔬_F^{}`$. However, $`\rho _\psi (S_\psi )𝔬_F^{}`$ because the unit $`(1/2)(1+\sqrt{5})`$ (a root of $`z^2z1`$) is excluded from $`\rho _\psi (S_\psi )`$ by Theorem 2.4: it is impossible that $`(1/2)(1+\sqrt{5})=b_{11}+b_{12}\sqrt{5}`$ for $`b_{11},b_{12}`$. Also, $`\varphi `$ and $`\psi `$ belong to different smooth conjugacy classes since $`V_{}X=Y`$ requires a diffeomorphism $`V`$ of $`T^2`$ such that $`𝐓V=\sqrt{2}I`$, which is impossible.

###### Example 3.6.

The real algebraic number field $`F=(\sqrt{2}+\sqrt{3})`$ has degree $`4`$ over $``$ because $`\sqrt{2}+\sqrt{3}`$ is a root of the irreducible $`z^410z^2+1`$. A basis for $`F`$ is $`\{1,\sqrt{2},\sqrt{3},\sqrt{6}\}`$. Let $`\varphi `$ be the quasiperiodic flow on $`T^4`$ generated by

$$X=\sqrt{6}\frac{}{\theta _1}+\sqrt{3}\frac{}{\theta _2}+\sqrt{2}\frac{}{\theta _2}+\frac{}{\theta _4}.$$

This quasiperiodic flow is thus $`F`$-algebraic, so that $`\rho _\varphi (S_\varphi )`$ is a subgroup of $`𝔬_F^{}`$ by Theorem 3.4. In particular, the number $`\alpha =2\sqrt{6}+4\sqrt{3}+5\sqrt{2}+5`$ is a multiplier of $`\varphi `$ because the diffeomorphism $`R`$ of $`T^4`$ induced by the unimodular matrix

$$B=\left[\begin{array}{cccc}5& 10& 12& 12\\ 5& 5& 6& 12\\ 4& 4& 5& 10\\ 2& 4& 5& 5\end{array}\right]$$

satisfies $`R_{}X=\alpha X`$. Hence $`\alpha 𝔬_F`$. However, $`\rho _\varphi (S_\varphi )𝔬_F^{}`$ because the unit $`(1/2)(\sqrt{2}+\sqrt{6})`$ (a root of $`z^44z^2+1`$) is excluded from $`\rho _\varphi (S_\varphi )`$ by Theorem 2.4: it is impossible that

$$\frac{\sqrt{2}+\sqrt{6}}{2}=c_{41}\sqrt{6}+c_{42}\sqrt{3}+c_{43}\sqrt{2}+c_{44}$$

for integers $`c_{4j}`$, $`j=1,2,3,4`$.

The ring of integers $`𝔬_F`$ is a $``$-module (see Lemma 1, p. 2 in ). An integral basis for a real algebraic number field $`F`$ of degree $`n`$ over $``$ is a set of real algebraic integers $`\{a_1,\mathrm{},a_n\}`$ in $`F`$ that is a $``$-module basis for $`𝔬_F`$ and is also a basis for $`F`$ (see pp. 79-80 in ). The existence of an integral basis for $`F`$ is the key to proving Conjecture 1.3.

###### Lemma 3.7.

If $`F`$ is a real algebraic number field, then there exists an integral basis for $`F`$.

###### Proof.

See Theorem 6.9, p. 81 in . ∎

###### Theorem 3.8.

If $`F`$ is a real algebraic number field of degree $`n`$ over $``$, then there exists an $`F`$-algebraic quasiperiodic flow $`\varphi `$ on $`T^n`$ such that $`\rho _\varphi (S_\varphi )=𝔬_F^{}`$.

###### Proof.

Suppose $`F`$ is a real algebraic number field of degree $`n`$ over $``$. By Lemma 3.7 there is an integral basis for $`F`$, say $`\{a_1,\mathrm{},a_n\}`$. Let $`\varphi `$ be the flow on $`T^n`$ generated by $`X=_{i=1}^na_i/\theta _i`$. Since the $`a_1,\mathrm{},a_n`$ are independent over $``$, the flow $`\varphi `$ is quasiperiodic. Since $`\{a_1,\mathrm{},a_n\}`$ is a basis for $`F`$, the flow $`\varphi `$ is $`F`$-algebraic. Then $`\rho _\varphi (S_\varphi )𝔬_F^{}`$ by Theorem 3.4, so it suffices to show that $`𝔬_F^{}\rho _\varphi (S_\varphi )`$. Let $`\alpha 𝔬_F^{}`$. Then since $`\text{norm}_{F/}(\alpha )=1`$ and since $`\{a_1,\mathrm{},a_n\}`$ is an integral basis for $`F`$, there exists a unique $`B=(b_{ij})\text{GL}(n,)`$ such that

$$\alpha a_i=\underset{j=1}{\overset{n}{}}b_{ij}a_j$$

for $`i=1,\mathrm{},n`$. Let $`R`$ be the diffeomorphism of $`T^n`$ induced by the unimodular matrix $`B`$. Then the equations $`\alpha a_i=_{j=1}^nb_{ij}a_j`$, $`i=1,\mathrm{},n`$, are the components of $`\alpha X=R_{}X`$. Hence $`RS_\varphi `$, and $`\alpha =\rho _\varphi (R)\rho _\varphi (S_\varphi )`$. ∎

A quasiperiodic flow on $`T^n`$ whose multiplier group is the group of units of the ring of integers in a real algebraic number field $`F`$ of degree $`n`$ over $``$ is constructed by finding an integral basis for $`F`$ and using the elements of this integral basis as the components of the generating vector field.

###### Example 3.9.

An integral basis for $`F=(\sqrt{2})`$ is $`\{1,\sqrt{2}\}`$ (see Theorem 6.11, p. 83 in ). The multiplier group of the quasiperiodic flow $`\psi `$ on $`T^2`$ generated by $`Y=/\theta _1+\sqrt{2}/\theta _2`$ is $`𝔬_F^{}`$. This group is $`\{\pm (1+\sqrt{2})^m:m\}`$ (Theorem 7.9, p. 92 in ), which is isomorphic to $`_2\times `$. The multiplier group of the quasiperiodic flow $`\varphi `$ in Example 2.5, generated by $`X=/\theta _1+(1+\sqrt{2})/\theta _2`$, is also $`𝔬_F^{}`$ because $`\{1,1+\sqrt{2}\}`$ is an integral basis for $`F`$ (the number $`1+\sqrt{2}`$ is a root of $`z^22z1`$). The flows $`\varphi `$ and $`\psi `$ lie in the same smooth conjugacy class because $`V_{}X=Y`$ for the diffeomorphism $`V`$ of $`T^2`$ induced by the unimodular matrix

$$\left[\begin{array}{cc}1& 0\\ 1& 1\end{array}\right].$$

This is typical because different integral bases of the same algebraic number field are related by a unimodular matrix.

###### Example 3.10.

An integral basis for $`F=(\sqrt{5})`$ is $`\{1,(1/2)(1+\sqrt{5})\}`$ (see Theorem 6.11, p. 83 in ). The multiplier group of the quasiperiodic flow $`\chi `$ on $`T^2`$ generated by $`Z=/\theta _1+(1/2)(1+\sqrt{5})/\theta _2`$ is $`𝔬_F^{}`$. This group is $`\{\pm \left((1/2)(1+\sqrt{5})\right)^m:m\}`$, which is isomorphic to $`_2\times `$.

###### Example 3.11.

An integral basis for $`F=(\sqrt{2}+\sqrt{3})`$ is $`\{1,\sqrt{3},\sqrt{6},(1/2)(\sqrt{2}+\sqrt{6})\}`$ (see pp. 84-85 in ). The multiplier group of the flow $`\psi `$ generated by

$$Y=\frac{\sqrt{2}+\sqrt{6}}{2}\frac{}{\theta _1}+\sqrt{6}\frac{}{\theta _2}+\sqrt{3}\frac{}{\theta _3}+\frac{}{\theta _4}$$

is $`𝔬_F^{}`$. This group is isomorphic to $`_2\times \times \times `$ by Dirichlet’s Unit Theorem (p. 21 in ) because $`\sqrt{2}+\sqrt{3}`$ is a root of the irreducible $`z^410z^2+1`$ which has four real roots.

## 4. THE ALGEBRAIC AND TRANSCENDENTAL CLASSES

For any real algebraic number field $`F`$, the abelian group $`𝔬_F^{}`$ is finitely generated and contains at least one infinite cyclic factor by Dirichlet’s Unit Theorem. The multiplier groups of the quasiperiodic flows in the examples given thus far each contain at least one infinite factor because there exists a multiplier other than $`\pm 1`$. This coincidence leads to the formulation of two classes of quasiperiodic flows and a conjecture regarding their separation in terms of the multiplier group.

###### Definition 4.1.

A quasiperiodic flow $`\varphi `$ on $`T^n`$ generated by a constant vector field $`X`$ is algebraic if it is $`F`$-algebraic for a real algebraic number field $`F`$ of degree $`n`$ over $``$; otherwise $`\varphi `$ is transcendental.

The multiplier group for the algebraic quasiperiodic flow $`\varphi `$ in Example 1.1 is the group $`G=\{\pm (2+\sqrt{5})^m:m\}`$ because, $`\rho _\varphi (S_\varphi )`$ being a subgroup of $`𝔬_F^{}=\{\pm \left((1/2)(1+\sqrt{5})\right)^m:m\}`$ for $`F=(\sqrt{5})`$ by Theorem 3.4, the multiplier $`2+\sqrt{5}`$ of $`\varphi `$ is the smallest unit in $`𝔬_F^{}`$ that is greater than $`1`$ and in $`\rho _\varphi (S_\varphi )`$. The index of $`\rho _\varphi (S_\varphi )`$ as a subgroup of $`𝔬_F^{}`$ is $`3`$ because $`(1/2)(1+\sqrt{5})G`$, $`\left((1/2)(1+\sqrt{5})\right)^2G`$, while $`\left((1/2)(1+\sqrt{5})\right)^3=2+\sqrt{5}G`$.

The multiplier group of the quasiperiodic flow $`\psi `$ on $`T^2`$ generated by $`Y=/\theta _1+\pi /\theta _2`$ is $`\{1,1\}`$ (Theorem 2.1 in ). Suppose that $`\psi `$ is algebraic. Then there is a real algebraic number field $`F`$ of degree $`2`$ over $``$ and a $`\vartheta ^{}`$ such that $`\{\vartheta ,\vartheta \pi \}`$ is a basis for $`F`$. Thus $`\pi =\vartheta \pi /\vartheta F`$ since $`F`$ is a field. This implies that $`\pi `$ is a root of a monic polynomial with coefficients in $``$ of degree at most $`2`$. This contradiction shows that $`\psi `$ is transcendental.

###### Conjecture 4.2.

The multiplier group distinguishes the algebraic quasiperiodic flows from the transcendental ones in that $`(`$a$`)`$ $`\varphi `$ is an algebraic quasiperiodic flow on $`T^n`$ if and only if $`\rho _\varphi (S_\varphi )`$ is a finite index subgroup of $`𝔬_F^{}`$ for a real algebraic number field $`F`$ of degree $`n`$ over $``$, and $`(`$b$`)`$ $`\varphi `$ is a transcendental quasiperiodic flow on $`T^n`$ if and only if $`\rho _\varphi (S_\varphi )=\{1,1\}`$.