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# Nuclear Stopping in Au+Au Collisions at √𝑠_{𝑁𝑁}=200 GeV

(Version: stopping.tex, March 3, 2004)

## Abstract

Transverse momentum spectra and rapidity densities, $`dN/dy`$, of protons, anti–protons, and net–protons ($`p\overline{p}`$) from central (0-5%) Au+Au collisions at $`\sqrt{s_{NN}}=200`$ GeV were measured with the BRAHMS experiment within the rapidity range $`0y3`$. The proton and anti–proton $`dN/dy`$ decrease from mid–rapidity to $`y=3`$. The net–proton yield is roughly constant for $`y<1`$ at $`dN/dy7`$, and increases to $`dN/dy12`$ at $`y3`$. The data show that collisions at this energy exhibit a high degree of transparency and that the linear scaling of rapidity loss with rapidity observed at lower energies is broken. The energy loss per participant nucleon is estimated to be $`73\pm 6`$ GeV.

PACS numbers: 25.75 Dw.

The energy loss of colliding nuclei is a fundamental quantity determining the energy available for particle production (excitation) in heavy ion collisions. This deposited energy is essential for the possible formation of a deconfined quark–gluon phase of matter (QGP). Because baryon number is conserved, and rapidity distributions are only slightly affected by rescattering in late stages of the collision, the measured net–baryon ($`B\overline{B}`$) distribution retains information about the energy loss and allows the degree of nuclear stopping to be determined. Such measurements can also distinguish between different proposed phenomenological mechanisms of initial coherent multiple interactions and baryon transport Bass:1999zq ; Soff:2002bn ; Bass:2002vm  .

The average rapidity loss, $`\delta y=y_py`$ 111The rapidity, $`y`$, is defined as $`y=0.5\mathrm{ln}\frac{E+p_z}{Ep_z}`$. Rapidity variables are in the center-of-mass system with $`y_p`$ positive., is used to quantify stopping in heavy ion collisions Busza:1983rj ; Videbaek:mf . Here, $`y_p`$ is rapidity of the incoming projectile and $`y`$ is the mean net–baryon rapidity after the collision :

$$y=\frac{2}{N_{part}}_0^{y_p}y\frac{dN_{(B\overline{B})}(y)}{dy}𝑑y,$$
(1)
where $`N_{part}`$ is the number of participating nucleons in the collision. The two extremes correspond to full stopping, where initial baryons lose all kinetic energy ($`\delta y=y_p`$) and full transparency, where they lose no kinetic energy ($`\delta y=0`$). For fixed collision geometry (system size and centrality) at lower energy (SIS, AGS, and SPS) it was observed that $`\delta y`$ is proportional to the projectile rapidity. For central collisions between heavy nuclei (Pb, Au), $`\delta y0.58y_p`$ Videbaek:mf ; Hong:1997mr ; e917 .

Bjorken assumed that sufficiently high energy collisions are “transparent”, thus the mid–rapidity region is approximately net–baryon free Bjorken:1982qr . The energy density early in the collision, $`ϵ`$, can then be related in a simple way to the final particle production. At RHIC it has been estimated that $`ϵ5\text{ GeV/fm}^3`$, well above the lattice QCD prediction ($`ϵ_{crit}1\text{GeV/fm}^3`$ Karsch:2001vs ) for the hadron gas to QGP phase transition.

In this letter, results on proton and anti–proton production, and baryon stopping in $`Au+Au`$ collisions at $`\sqrt{s_{NN}}=200`$ GeV are presented. The data were collected with the BRAHMS detector at RHIC. The BRAHMS experiment consists of two independent spectrometer arms, the Mid-Rapidity Spectrometer (MRS) and the Forward Spectrometer (FS), described in detail in BRAHMSNIM . The spectrometers consist of dipole magnets, Time Projection Chambers (TPC) and Drift Chambers (DC) for tracking charged particles, and detectors for particle identification (PID). The MRS can be rotated $`30^{}<\theta <95^{}`$ and the FS $`2.3^{}<\theta <30^{}`$, where $`\theta `$ is the polar angle with respect to the beam axis. By combining different settings of angle and magnetic fields, (anti–)proton transverse momentum spectra at different rapidities ($`0y3`$) were obtained.

The interaction point (IP) is determined by the Beam–Beam counters (BB), with a precision of $`\sigma _{BB}=0.7`$ cm. The IP was required to be within 15 (20) cm of the nominal IP for the MRS (FS) analysis to minimize acceptance corrections.

Protons and anti–protons are identified using Time Of Flight detectors (TOF) in the MRS (TOFW) and FS (H1 and H2), and by the Ring Imaging Cherenkov (RICH) in the FS. The TOF resolution is $`\sigma _{TOFW}=80\text{ ps}`$, $`\sigma _{H1}=\sigma _{H2}=90\text{ ps}`$. To identify (anti–)protons it is required that the derived square of the mass, $`m^2`$, is within $`\pm 2\sigma `$ of the proton $`m^2`$ and at least 2$`\sigma `$ away from the $`m^2`$ for kaons. This allows (anti–)protons to be identified up to momentum $`p<3.0`$ GeV/$`c`$ for TOFW, $`p<4.5`$ GeV/$`c`$ for H1, and $`p<6.5`$ GeV/$`c`$ for H2. The refractive index of the RICH, $`n=1.0020`$ allows protons to be directly identified via a measurement of their ring radius in the range $`15<p<25`$ GeV/$`c`$. By using the RICH to veto pions and kaons the PID can be extended down to $`p=10\text{ GeV/}c`$.

The collision centrality is determined using a multiplicity array located around the nominal IP BRAHMSNIM . In this analysis only the 0-5% most central collisions were used. The mean number of participants for this centrality class was found by Glauber model calculations to be $`N_{part}=357\pm 8`$ Bearden:2001qq .

From the identified particles, invariant differential yields $`\frac{1}{2\pi p_T}\frac{d^2N}{dydp_T}`$ were constructed for each spectrometer setting. The differential yields were corrected for geometrical acceptance, tracking and PID efficiency, absorption and multiple scattering. The corrections for absorption and multiple scattering were less than 20% at the lowest $`p_T`$ and less than 5% at the highest $`p_T`$ in all settings. No corrections were applied for secondary protons from e.g. the beam pipe, since the contribution was found to be negligible in GEANT based Monte Carlo (MC) simulations geant  using HIJING Wang:1991ht  as input, when the tracks were required to point back to the IP. The acceptance correction is purely geometrical and calculated using a MC simulation of the BRAHMS detector. The tracking efficiency was estimated for the TPCs, by embedding simulated tracks in real events (method I), and in the FS where there are 5 tracking detectors (2 TPCs and 3 DCs) by comparing the number of identified track segments in the chamber to the number of reference tracks determined by other detectors disregarding the chamber under consideration (method II). In the front part of the FS (FFS) where both methods are applicable, there was a 10% discrepancy between the two methods which has been included in the systematic errors quoted below. For the spectrometers the total tracking efficiency depends on the spectrometer angle and is 90-95% in the MRS, 80-90% in the FFS (settings at $`y2`$) and 60-70% in the full FS ($`y2`$, $`y3`$). The efficiencies of the TOF detectors were found to be 93-98%. For the part of the spectrum at $`y3`$, where the RICH was used to veto pions and kaons a correction for contamination of pions and kaons with no identified ring radius was applied. The RICH inefficiency is $`5\%`$.

Figure 1 shows transverse momentum spectra for four of the nine measured rapidities. The net–proton spectra were constructed by subtracting the anti–proton spectrum from the proton spectrum. At each rapidity, the proton, anti–proton, and net–proton spectra have similar shape, indicating that produced and transported protons have similar spectral properties. To obtain rapidity densities, $`dN/dy`$, for $`p,\overline{p}`$ and net-$`p`$ their spectra are fitted, and the fit was used to extrapolate to the full $`p_T`$ range. Different functional forms were tested: $`m_T`$-exponential, Boltzmann and Gaussian. The function found to best describe the data was the Gaussian in $`p_T`$ \[$`f(p_T)e^{p_T^2/(2\sigma ^2)}`$\] and this function has been used for all fits. This functional form was also used in Adler:2001aq .

The mean transverse momentum $`p_T`$ of the spectra calculated from the fit is found to be within 0.1 GeV/$`c`$ at each rapidity for the three functional forms. For protons which have the best counting statistics, $`p_T`$ decreases from $`p_T=1.01\pm 0.01\text{(stat) GeV/}c`$ at $`y=0`$ to $`p_T=0.84\pm 0.01\text{(stat) GeV/}c`$ at $`y3`$.

The differential yield within the measured $`p_T`$ range varies from 85% of the total $`dN/dy`$ near mid–rapidity to 45% at $`y3`$. The systematic errors on $`dN/dy`$ were estimated from the difference in $`dN/dy`$ values obtained using different spectrometer settings covering the same $`(y,p_T)`$ regions, the discrepancy between the two different efficiency methods, and by estimating the effects of the $`p_T`$ extrapolation. The systematic errors were found to be 10-15% for mid-rapidity ($`y<1`$) and 20-30% for forward rapidities.

Figure 2 shows the resulting rapidity densities $`dN/dy`$ as a function of rapidity. The most prominent feature of the data is that while the proton and anti–proton $`dN/dy`$ decrease at rapidities away from mid–rapidity the net–proton $`dN/dy`$ increases over all three units of rapidity, from $`dN/dy\text{(}y\text{=0)}=6.4\pm 0.4\text{(stat)}\pm 1.0\text{(syst)}`$ to $`dN/dy\text{(}y\text{=3)}=12.4\pm 0.3\text{(stat)}\pm 3.2\text{(syst)}`$.

A Gaussian fit to the anti-proton $`dN/dy`$ distribution gives the total extrapolated anti–proton yield : $`84\pm 6`$ (92% in $`3<y<3`$). For protons the yield from a Gaussian fit to $`dN/dy`$ in the range, $`3<y<3`$, is $`138\pm 7`$.

Figure 3 shows net–proton $`dN/dy`$ measured at AGS and SPS compared to these results. The distributions show a strong energy dependence, the net–protons peak at mid–rapidity at AGS, while at SPS a dip is observed in the middle of the distribution. At RHIC a broad minimum has developed spanning several units of rapidity, indicating that at RHIC energies collisions are quite transparent.

To calculate the rapidity loss, $`dN/dy`$ must be known from mid–rapidity to projectile rapidity, $`y_p=5.36`$. BRAHMS measures to $`y3`$, so the shape of the rapidity distribution must be extrapolated to calculate $`\delta y`$. The baryon number of participating nucleons ($`N_{part}`$) is conserved, while the net–proton number is not necessarily conserved. To obtain net–baryons, the number of net–neutrons and net–hyperons have to be estimated and the contribution from weak decays included in the measured net–protons has to be deduced. Using MC simulations we find these contributions to be $`c_1=0.53\pm 0.05`$ protons for each $`\mathrm{\Lambda }`$, and $`c_2=0.49\pm 0.05`$ protons for each $`\mathrm{\Sigma }^+`$ decay. There is a weak rapidity dependence which is included in the systematic error. The number of net–baryons is, then,

$$n_B=n_{p,meas}\frac{n_p+n_n+n_\mathrm{\Lambda }+n_{\mathrm{\Sigma }^+}+n_\mathrm{\Sigma }^{}}{n_p+c_1n_\mathrm{\Lambda }+c_2n_{\mathrm{\Sigma }^+}},$$

where $`n_x=N_xN_{\overline{x}}`$ are the primary number of net-neutrons ($`n_n`$), net-protons($`n_p`$), net-lambdas($`n_\mathrm{\Lambda }`$), and net-sigmas($`n_\mathrm{\Sigma }^{},n_{\mathrm{\Sigma }^+}`$), respectively, and $`n_{p,meas}`$ is the measured net–proton yield. In addition to primaries, net-lambdas, $`n_\mathrm{\Lambda }`$ includes contributions from other hyperons that decay to protons through $`\mathrm{\Lambda }`$s e.g. $`\mathrm{\Sigma }^0,\mathrm{\Xi }^0,\text{and }\mathrm{\Xi }^{}`$.

The ratio $`n_n/n_p=1.00\pm 0.05`$ was found from HIJING Wang:1991ht  and AMPT Zhang:1999bd  in the rapidity interval $`|y|<3.5`$. The equilibration of protons and neutrons close to mid–rapidity has been experimentally observed at AGS energies Barish:2001cf .

At mid-rapidity the ratio $`N_\mathrm{\Lambda }/N_p=0.89\pm 0.07\text{(stat)}\pm 0.21\text{(syst)}`$ was found to be equal within statistical errors to $`N_{\overline{\mathrm{\Lambda }}}/N_{\overline{p}}=0.95\pm 0.09\text{(stat)}\pm 0.22\text{(syst)}`$ at $`\sqrt{s_{NN}}=130`$ GeV Adcox:2002au . Those results indicate that $`N_\mathrm{\Lambda }/N_p=N_{\overline{\mathrm{\Lambda }}}/N_{\overline{p}}=n_\mathrm{\Lambda }/n_p`$. We use $`n_\mathrm{\Lambda }/n_p=0.93\pm 0.11\text{(stat)}\pm 0.25\text{(syst)}`$ at $`\sqrt{s_{NN}}=200`$ GeV and find at $`y=0`$ the number of feed-down corrected protons and anti–protons to be $`dN/dy=17.5\pm 1.2\text{(stat)}\pm 3.0\text{(syst)}`$ and $`dN/dy=13.2\pm 0.9\text{(stat)}\pm 2.3\text{(syst)}`$ respectively, in agreement with the measurement at $`\sqrt{s_{NN}}=200`$ GeV by PHENIX : $`dN/dy(p)=18.4\pm 2.6\text{(syst)},dN/dy(\overline{p})=13.5\pm 1.8\text{(syst)}`$ Adler:2003cb . Assuming that $`n_\mathrm{\Lambda }/n_p`$ is constant over the full rapidity interval the feeddown correction for $`\mathrm{\Lambda }`$ alone can be done as $`n_p=0.67\pm 0.12n_{p,meas}`$. At forward rapidity $`\mathrm{\Lambda }`$s have not been measured, and the conservative estimate $`n_\mathrm{\Lambda }/n_p=1.0\pm 0.5`$ is used.

The yield of $`\mathrm{\Sigma }^+`$ and $`\mathrm{\Sigma }^{}`$ have not been measured at RHIC. In thermal models $`N_{\mathrm{\Sigma }^+}N_\mathrm{\Sigma }^{}`$ and $`N_\mathrm{\Sigma }^{}0.1N_p`$ Broniowski:2001uk  at RHIC ($`\sqrt{s_{NN}}=130`$ GeV), and $`n_{\mathrm{\Sigma }^+}/n_p=n_\mathrm{\Sigma }^{}/n_p=0.10\pm 0.05`$ is used here.

The final correction is $`n_B=2.03\pm 0.08n_{p,meas}`$. The systematic error on the final correction depends almost entirely on the error on $`n_n/n_p`$ and $`n_\mathrm{\Sigma }^{}/n_p`$ because the partial derivative of Eq. Nuclear Stopping in Au+Au Collisions at $`\sqrt{s_{NN}}=200`$ GeV with respect to $`n_\mathrm{\Lambda }/n_p`$ and $`n_{\mathrm{\Sigma }^+}/n_p`$ is very small for the numerical values used.

Figure 4 (insert) shows the net–baryon $`dN/dy`$ obtained from the measured net–proton $`dN/dy`$. The net–baryon density in the rapidity region where BRAHMS has no acceptance can be constrained by the total integral, equal to $`N_{part}`$, and since diffractive scatterings can be ignored in central collisions where each nucleon on the average experiences several scatterings, $`dN/dy(y_p)0`$. To illustrate the extrapolation from the measured region, $`0<y<3`$, to beam rapidity, $`y_p`$, two different functions have been used: A six order symmetric polynomial (pol6) $`f(y)`$ which is the simplest polynomial that describes the data points, has the correct integral, and $`f(y_p)=0`$, and a Bjorken inspired symmetric sum of 2 Gaussians in momentum space (momgaus), converted to rapidity space using $`p=m\mathrm{sinh}(y)`$ $`(p_T=0)`$ where $`m`$ is the proton mass. The momgaus gives a simple description of the data as the product of the two fragmenting nuclei with no mid-rapidity source. The data are consistent with Bjorken’s picture of the collision where the fragmentation regions are far from mid–rapidity ($`y`$ 3-4), but shows that there is still a significant number of baryons transported to mid–rapidity. From the momgaus fit a mean momentum of 31 GeV/$`c`$ with a spread of 13 GeV/$`c`$ is found. The rapidity loss is $`\delta y=2.04\pm 0.10`$ using the pol6 fit and $`\delta y=2.06\pm 0.16`$ for the momgaus fit, and the last value has been used as estimate in Fig. 4. From the pol6 fit there are $`60\pm 6`$ net-baryons in the rapidity interval, $`0<y<3`$, with a $`\delta y=3.60\pm 0.05`$. If the remaining 118.5 net-baryons are placed at y=3.5, maximum $`\delta y=2.45`$, and $`y=5.0`$, minimum $`\delta y=1.45`$, a conservative estimate for the possible range of values is obtained, also shown in Fig. 4. The rapidity loss at RHIC is clearly less than the phenomenological linear rapidity scaling would predict; this scaling is broken at RHIC.

Using the functional forms the total energy, $`E`$, per net-baryon after the collision can be derived:

$$E=\frac{1}{N_{part}}_{y_p}^{y_p}m_T\mathrm{cosh}y\frac{dN_{B\overline{B}}}{dy}dy.$$
(2)
The $`m_T`$ is known for protons from the spectra in the covered rapidity interval. Linear and Gaussian extrapolations of $`m_T`$ to projectile rapidity changes $`E`$ by less than 5%. The energy is $`E=30\pm 2`$ GeV for pol6 and $`E=26\pm 5`$ GeV for the momgaus fits. Taking $`E=27\pm 6`$, $`\mathrm{\Delta }E=73\pm 6`$ GeV of the initial 100 GeV per participant is available for excitations. Using the same minimum and maximum estimates above : $`47<\mathrm{\Delta }E<85`$ GeV.

In conclusion BRAHMS has measured proton, anti–proton, and net–proton yields from mid–rapidity ($`y=0`$) to forward rapidity ($`y3`$). The net–proton distribution shows that collisions at RHIC energies are quite transparent compared to lower energies. By extrapolation to the full net–baryon distribution, we find that the rapidity loss scaling observed at lower energy is broken and the rapidity loss seems to saturate between SPS and RHIC energies.

This work was supported by the division of Nuclear Physics of the Office of Science of the U.S. DOE, the Danish Natural Science Research Council, the Research Council of Norway, the Polish State Committee for Scientific Research and the Romanian Ministry of Research.


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# The Cosmological Energy Density of Neutrinos from Oscillation Measurements

## 1 Introduction

The dawn of the era of precision cosmology has come with the observations of anisotropies in the cosmic microwave background (CMB) with the Wilkinson Microwave Anisotropy Probe (WMAP) over the whole sky to better than fundamental uncertainty over a wide range in anisotropy scale wmap . Combined with the three-dimensional galaxy distribution of the Sloan Digital Sky Survey Tegmark:2003uf , a consistent picture has emerged for the standard concordance cosmology: a universe dominated by dark matter and dark energy with structure growing from nearly scale-invariant adiabatic Gaussian density perturbations. In the simplest models, WMAP and SDSS measure the cosmological matter density to nearly 10% sdss .

Given the success of the standard concordance cosmology, it is tempting to assume that the density of all cosmological matter and radiation components of the universe are known to great precision. However, the neutrino density, often simply assumed to be fixed to its standard model value, is actually only known to factors of its own magnitude when using the WMAP data alone nnucmb .

One can hope to do better with primordial nucleosynthesis. During primordial nucleosynthesis, the nucleon beta-equilibrium weak interaction rates are sensitive to the electron neutrino and antineutrino densities. The cosmic expansion rate depends on the overall neutrino density, which sets when nuclear reactions freeze-out. These two effects can compensate each other and can produce primordial element abundances for deuterium, helium and lithium that are consistent with their observed abundances, as long as the nucleon density is increased to allow the nuclear rates to keep up with the required increased expansion rate wagoner . The non-zero neutrino chemical potentials (or degeneracy parameters) of this model led to its description as degenerate big bang nucleosynthesis (DBBN). Since the nucleon (baryon) density is independently constrained by the CMB, the magnitude of deviations from non-zero neutrino chemical potentials was appreciably constrained from the original DBBN models, but still allowed neutrino densities over twice that of the standard value newdbbn .

With the emergence of the mass and mixing spectrum of the active neutrino flavors, particularly in the large to maximal mixing angles of the solar and atmospheric neutrino oscillation solutions, it was proposed that the mixing could lead to the equilibration of neutrino asymmetries prior to nucleosynthesis in the studies of Refs. fuller ; lunardini .

The first attempt to solve the full evolution equations for the active neutrino system using was performed numerically by Dolgov, Hansen, Pastor, Petcov, Raffelt, and Semikoz dhpprs , who found that the maximal mixing solution of the atmospheric results and large mixing angle solution of the solar neutrino problem invariably led to a near equalization of neutrino asymmetries between flavors. Therefore, DBBN, which required a large disparity between electron and muon or tau neutrino densities, would not be viable in a universe with the observed neutrino mass and mixing matrix. Analytic insight into the flavor asymmetries’ equalization and a quantification of changes within the range of mixing parameters was studied by Wong yyy , and Abazajian, Beacom and Bell abb . The constraint imposed by the resulting equalizing transformations excludes DBBN and requires neutrino densities to be within $``$3% of the standard value. Therefore, any non-standard cosmic radiation energy density must come from a more exotic phenomenon than photons and neutrinos .

## 2 Synchronized Oscillations

In an elegant paper, Pastor, Raffelt & Semikoz prs  showed that the synchronization mechanism, initially studied in Refs. Samuel  can be framed in the representation of synchronized dipoles precessing in a magnetic field, with the orientation of the dipole representing the flavor content.

The system of mixed neutrinos in a dense, scattering, self-refractive environment must be handled in a density matrix formalism. The two-flavor neutrino density matrix is

$`\rho (p)=\left(\begin{array}{cc}\rho _{\alpha \alpha }& \rho _{\alpha \beta }\\ \rho _{\beta \alpha }& \rho _{\beta \beta }\end{array}\right)={\displaystyle \frac{1}{2}}\left[P_0(p)+𝝈𝐏(p)\right],`$ (3)
where $`𝐏(p)`$ as the neutrino’s “polarization” vector, which can be represented as an individual “magnetic-dipole.” The polarization vector describes asymmetries in flavor densities, such that $`𝐏(p)^{initial}\left[f_e(p,\xi _e)f_\mu (p,\xi _\mu )\right]`$, where $`f_\alpha (p,\xi _\alpha )`$ is the Fermi-Dirac distribution for a neutrino of flavor $`\alpha `$ with degeneracy parameter $`\xi `$.

The synchronized transformation can be described by the vector equations

$`_t𝐏_p`$ $`=`$ $`+𝐀_p\times 𝐏_p+\alpha (𝐉\overline{𝐉})\times 𝐏_p,`$ (4)
$`_t\overline{𝐏}_p`$ $`=`$ $`\overline{𝐀}_p\times \overline{𝐏}_p+\alpha (𝐉\overline{𝐉})\times \overline{𝐏}_p,`$
where neutrino scattering is negligible, $`𝐉`$ denotes the individual neutrino polarizations integrated over momentum, over-bars refer to antineutrino quantities, and $`\alpha `$ is the strength of the neutrino self-potential: $`\alpha (𝐉\overline{𝐉})\times 𝐏_p`$.

The general “magnetic field” vector $`𝐀_p`$ includes terms incorporating vacuum mixing, a thermal potential from the charged-lepton background, and a potential due to asymmetries between the charged leptons, $`𝐀_p=\stackrel{}{\mathrm{\Delta }}_p+\left[V^T(p)+V^B\right]\widehat{𝐳}`$. Vacuum mixing is incorporated by

$$\stackrel{}{\mathrm{\Delta }}_p=(\delta m_0^2/2p)(\mathrm{sin}2\theta _0\widehat{𝐱}\mathrm{cos}2\theta _0\widehat{𝐳}),$$
(5)
where $`\delta m_0^2=m_2^2m_1^2`$ and $`\theta _0`$ are the vacuum oscillation parameters.

The thermal potential $`V^T`$ arises from the finite-temperature modification of the neutrino mass due to the presence of thermally populated charged leptons, and $`V^B`$ is the background potential arising due to asymmetries in charged leptons. $`V^B`$ is the crucial term in the case of the sun, but is negligible in the early universe.

If one ignores the non-linear neutrino self-potential, the evolution of the system is trivial: the “magnetic-field” vector points in the direction of the charged lepton thermal potential, in the $`\pm \widehat{𝐳}`$ direction, which is also the initial direction of the polarization vectors in a flavor-asymmetric system, as in DBBN. The thermal potential initially dominates but decreases as the universe cools, eventually becoming comparable to $`\stackrel{}{\mathrm{\Delta }}_p`$, the vacuum term. $`\stackrel{}{\mathrm{\Delta }}_p`$ points in a direction determined by the vacuum mixing angle (Eq. 5), which for large mixing is close to the $`\widehat{𝐱}`$ direction. Each neutrino polarization (the flavor descriptor) then follows its respective “magnetic-field,” whose final orientation is in the direction of $`\stackrel{}{\mathrm{\Delta }}_p`$, and thus the cosmic flavor content, simply depends on the vacuum mixing angle.

When including the neutrino self-potential, the explicit solution can only be calculated numerically. Ref. abb  found that with the self-potential, the collective system behaves on average identically with the case when the self-potential is flatly ignored, even though the self-potential dominates all other terms by five or more orders of magnitude. Refs. yyy ; abb  showed that under certain approximations, the effect of the neutrino self-potential is to force all neutrino polarizations to follow a specific synchronization momentum’s $`𝐀_p`$, whose value is $`\frac{p_{\mathrm{sync}}}{T}=\pi \sqrt{1+\xi ^2/2\pi ^2}\pi `$, which is coincidentally very close to the average momentum of the Fermi-Dirac distribution $`p/T3.15`$. Of course, this is what the system average would follow without self-potential.

This remarkable coincidence allows for a dramatic simplification of the apparently initially intractable nonlinear evolution equations and allows a straightforward visualization of the general behavior of the neutrino gas for a variety of cases and mixing parameters. As described above, the transformation that leads to total or partial flavor equalization occurs at a temperature where the vacuum term and thermal potential are comparable. Since the vacuum term $`\stackrel{}{\mathrm{\Delta }}`$ is proportional to $`\delta m^2`$, larger $`\delta m^2`$ leads to transformations at higher temperature. And, since the final orientation of the flavor polarization vectors is in the $`\stackrel{}{\mathrm{\Delta }}`$ direction, the level of total or partial flavor equalization is determined by the vacuum mixing angle abb .

## 3 Oscillation Parameters and The Early Universe

The consequences of the emerging neutrino mass matrix structure for a universe that contains neutrino degeneracies is quite rich. The implications for each of the mass scales in a three-neutrino mixing frame-work and their mixings is as follows:

Atmospheric Neutrinos, $`\delta m_{23}^2`$ and $`\theta _{23}`$: for the range of $`\delta m^2`$ preferred by the oscillation solution to the atmospheric neutrino results by Super-Kamiokande superk , flavor equilibration occurs at a temperature $`T12\mathrm{MeV}`$ due to the presence of equilibrating scatterings, and maximal mixing produces absolute equalization of flavor density asymmetries. If precision measurements of $`\theta _{23}`$ reveal a non-maximal angle, the equalization of neutrino density would be very close though not necessarily perfect, and an explicit calculation would be necessary since scattering is not negligible at $`T12\mathrm{MeV}`$.

Solar Neutrinos, $`\delta m_{12}^2`$ and $`\theta _{12}`$: $`\delta m^2`$ for the large mixing angle solution to the solar neutrino problem is much smaller than that of the atmospheric scale, so that the thermal potential dominates until a lower temperature. The transformation in this case occurs at $`T2\mathrm{MeV}`$, sufficiently before the start of nucleosynthesis at $`T1\mathrm{MeV}`$, disallowing DBBN. The level of equalization is dependent on the orientation of $`\stackrel{}{\mathrm{\Delta }}`$, i.e., how “large” the large mixing angle is. Precise measurements of $`\theta _{12}`$ would determine the final vacuum vector orientation, what neutrino asymmetries can be accommodated by primordial nucleosynthesis abb , and therefore the maximum allowed cosmic neutrino density.

Neutrino Factories, Reactors and Long-Baseline Experiments, $`\theta _{13}`$: a non-zero value $`\theta _{13}`$ close to the current upper limit can lead to equalization at higher temperatures than that from the solar scale dhpprs . Also, for an inverted neutrino mass hierarchy, a very small but non-zero $`\theta _{13}`$ can lead to a resonance at $`T5\mathrm{MeV}`$ that would also enhance equalization abb . An appreciable $`\theta _{13}`$ or inverted hierarchy would further tighten the limits on the maximum cosmic neutrino density.

In summary, the intertwining of cosmic neutrino scattering, decoupling, weak beta-equilibrium freeze-out, and primordial nucleosynthesis with the mass and mixing scales for neutrino transformations in degenerate cosmic neutrino scenarios is exciting, particularly since the mass scales could have placed the transformations much higher or lower than the primordial nucleosynthesis scale. Therefore, the exact nature of the neutrino mass and mixing matrix, especially if it contains further surprises, will illuminate exactly what cosmic neutrino scenarios are plausible.


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# A universal Hamiltonian for a quantum dot in the presence of spin-orbit interaction

## Abstract

We derive a universal Hamiltonian for a quantum dot in the presence of spin-orbit interaction in the symmetry limits of a strong spin-dependent Aharonov-Bohm-like term. We also derive a closed expression for the conductance through such a dot, and use it to study the effects of spin-orbit on the conductance peak statistics in the presence of an exchange interaction. For a realistic strength of the exchange interaction, we find that the width of the peak-spacing distribution is sensitive to spin-orbit coupling only in the absence of an orbital magnetic field. We also find that spin-orbit coupling modifies the shape of the peak-spacing distribution and suppresses the peak-height fluctuations.

The statistical fluctuations of the single-particle spectrum and wavefunctions in a chaotic or diffusive quantum dot with a large Thouless conductance $`g_T`$ can be described by random matrix theory (RMT) alhassid00 ; guhr98 . In open dots, which are strongly coupled to leads, RMT can successfully describe the mesoscopic fluctuations of the conductance assuming non-interacting electrons. However, in almost-isolated dots, which are weakly coupled to leads, electron-electron interactions cannot be ignored. In such dots, most of the residual interaction terms are suppressed in the limit of a large $`g_T`$, except for a few terms. These terms constitute the interacting part of the universal Hamiltonian kurland00 ; aleiner02 , and include, in addition to the charging energy, a constant exchange interaction. Using RMT to describe the single-particle Hamiltonian, a significantly better agreement with the data of Refs. patel98a, ; patel98b,  is found once this exchange term is included exchange ; usaj03 . In general, the exchange interaction suppresses fluctuations of both the conductance peak spacings and peak heights.

Spin-orbit (SO) scattering is also expected to affect the conductance fluctuations, although its effects are suppressed in small dots. Enhanced SO coupling in a parallel magnetic field explained the suppression of conductance fluctuations in chaotic open 2D GaAs dots folk01 ; halperin01 . The possible symmetries of the single-particle Hamiltonian in such dots with SO scattering were recently classified aleiner01 , and their signatures were observed in open dots zumbuhl02 .

Realistic studies of SO effects in almost-isolated dots require the inclusion of interactions. However, the universal Hamiltonian for a 2D dot has been derived only in the absence of SO coupling. Here we study how the universal Hamiltonian is modified in the presence of SO scattering, both in the presence and absence of an orbital magnetic field. In particular, we derive the universal Hamiltonian \[Eq. (5)\] in the new symmetry limits introduced by the leading order SO term (a spin-dependent Aharonov-Bohm-like term). We also describe the dot’s Hamiltonian \[Eqs. (6),(7)\] in the crossover induced by this SO term. Electron correlations in the presence of SO scattering were recently studied in metal nanoparticles gorokhov03 , but such 3D nanoparticles do not possess the new symmetries considered here. In addition, we derive a closed formula for the conductance through a dot described by the new universal Hamiltonian \[Eqs. (8) – (11)\], and study the corresponding conductance peak statistics. For a realistic strength of the exchange interaction, we find that the standard deviation of the peak-spacing fluctuations is sensitive to SO scattering only in the absence of an orbital magnetic field. SO coupling also modifies the shape of the peak-spacing distribution and suppresses the peak height fluctuations.

The symmetries of the one-body Hamiltonian in the presence of SO in GaAs dots were classified by applying a suitable unitary transformation to its original form aleiner01 . The transformed Hamiltonian is expanded in the parameter $`L/\lambda `$ ($`L`$ is the linear size of the dot and $`\lambda `$ is a mean SO scattering length), which is assumed to be small. The two leading contributions are described by effective vector potentials that modify the vector potential of the orbital magnetic field $`B`$. The first is a spin-dependent Aharonov-Bohm-like vector potential $`𝐚_{}`$ of order $`(L/\lambda )^2`$, and the second is a spin-flip term $`𝐚_{}`$ of order $`(L/\lambda )^3`$. In small dots, only the first term is relevant and the total effective orbital field is given by

$$B_{\mathrm{eff}}=B+B_{\mathrm{so}}s_z;B_{\mathrm{so}}=\frac{c\mathrm{}}{e\lambda ^2},$$
(1)
where $`s_z`$ is the electron spin component perpendicular to the plane of the dot, and $`B_{\mathrm{so}}`$ is an effective SO field. The effect of the SO interaction is described by a dimensionless parameter $`x_{}^2=\kappa g_T(\mathrm{\Phi }_{\mathrm{so}}/\mathrm{\Phi }_0)^2=\kappa g_T(𝒜/\lambda ^2)^2`$, where $`𝒜`$ is the area of the dot, $`\kappa `$ is a geometrical coefficient, $`\mathrm{\Phi }_{\mathrm{so}}`$ is the flux associated with the SO field, and $`\mathrm{\Phi }_0=c\mathrm{}/e`$ is the unit flux. In the following we derive the universal Hamiltonian in the symmetry limits $`x_{}1`$ for both $`B=0`$ and $`B0`$. (in practice, the crossover is often achieved for $`x_{}1`$).

The single-particle eigenstates in the presence of an effective field (1) are given by $`|\alpha \sigma `$, where $`\sigma =\pm `$ describes spin up/down electrons with orbital wavefunctions $`\psi _{\alpha \pm }(𝐫)`$ and energies $`ϵ_{\alpha \pm }`$. In the absence of SO coupling ($`x_{}=0`$), $`\psi _{\alpha +}=\psi _\alpha `$. When SO is present, we have to distinguish between two cases. For $`B0`$, the wavefunctions $`\psi _{\alpha \pm }(𝐫)`$ correspond to two different values $`B\pm B_{\mathrm{so}}/2`$ of the effective field, and become uncorrelated for $`x_{}1`$. Thus, we have a crossover from two degenerate Gaussian unitary ensembles (GUE) at $`x_{}=0`$ to two uncorrelated GUE at $`x_{}1`$ orbital . However, for $`B=0`$, time reversal invariance leads to Kramers degeneracy $`ϵ_{\alpha +}=ϵ_\alpha `$ and $`\psi _\alpha (𝐫)=\psi _{\alpha +}^{}(𝐫)`$, and the crossover is from two degenerate Gaussian orthogonal ensembles (GOE) at $`x_{}=0`$ to two degenerate GUE at $`x_{}1`$.

Since $`|\alpha \sigma `$ is a complete single-particle basis, we can write the dot’s Hamiltonian in this basis. We first discuss the limits $`x_{}=0`$ and $`x_{}1`$ (more precisely, $`x_{}^2g_T`$) but not the crossover itself. In these limits, we consider the “diagonal” part of the interaction, i.e., direct terms $`v_{\alpha \sigma \gamma \sigma ^{};\alpha \sigma \gamma \sigma ^{}}`$, exchange terms $`v_{\alpha \sigma \gamma \sigma ^{};\gamma \sigma \alpha \sigma ^{}}`$, and Cooper channel terms $`v_{\alpha +\alpha ;\gamma +\gamma }`$. For $`g_T1`$, we separate this “diagonal” interaction into average and fluctuating parts, and identify terms that remain finite for $`g_T\mathrm{}`$. We define the following average matrix elements (for $`\alpha \gamma `$)

$`v_1`$ $`=`$ $`\overline{v}_{\alpha \sigma \gamma \sigma ^{};\alpha \sigma \gamma \sigma ^{}};v_2=\overline{v}_{\alpha \sigma \gamma \sigma ;\gamma \sigma \alpha \sigma };`$
$`v_3`$ $`=`$ $`\overline{v}_{\alpha \sigma \gamma \sigma ;\gamma \sigma \alpha \sigma };v_4=\overline{v}_{\alpha +\alpha ;\gamma +\gamma }.`$ (2)
While all the direct matrix elements have the same average $`v_1`$, we have distinguished two types of exchange matrix elements. For $`x_{}=0`$, the orbital wavefunctions are spin-independent and $`v_2=v_3=J_s`$. For $`x_{}\mathrm{}`$, $`v_2=J_s`$ remains unchanged (the orbital wavefunctions correspond to the same spin $`\sigma `$), but $`v_3=0`$. The vanishing of $`v_3`$ can be shown, e.g., in a contact model for the screened interaction \[$`v(𝐫𝐫^{})\delta (𝐫𝐫^{})`$\] for which $`v_{\alpha \sigma \gamma \sigma ;\gamma \sigma \alpha \sigma }𝑑𝐫\psi _{\alpha \sigma }^{}(𝐫)\psi _{\gamma \sigma }^{}(𝐫)\psi _{\gamma \sigma }(𝐫)\psi _{\alpha \sigma }(𝐫)`$. For $`B0`$, the correlator of the wavefunctions $`\psi _{\alpha \sigma }`$ and $`\psi _{\alpha \sigma }`$ is a GUE parametric correlator which decays as a power law for $`x_{}1`$ alhassid95 ; wilkinson95 . For $`B=0`$, the orbital wavefunctions have GUE symmetry with $`\psi _{\alpha \sigma }=\psi _{\alpha \sigma }^{}`$ and thus $`v_3𝑑𝐫\overline{\psi _{\alpha \sigma }^{}(𝐫)\psi _{\gamma \sigma }(𝐫)\psi _{\gamma \sigma }(𝐫)\psi _{\alpha \sigma }^{}(𝐫)}=0`$ average .

Using Eqs. (A universal Hamiltonian for a quantum dot in the presence of spin-orbit interaction), we can write the average part of the diagonal interaction in the form

$`\overline{V}_{\mathrm{diag}}={\displaystyle \underset{\alpha \gamma }{}}({\displaystyle \frac{1}{2}}v_1\widehat{n}_\alpha \widehat{n}_\gamma {\displaystyle \frac{1}{2}}v_2{\displaystyle \underset{\sigma }{}}\widehat{n}_{\alpha \sigma }\widehat{n}_{\gamma \sigma }+{\displaystyle \frac{1}{2}}v_3{\displaystyle \underset{\sigma }{}}a_{\alpha \sigma }^{}a_{\gamma \sigma }^{}a_{\alpha \sigma }a_{\gamma \sigma }+v_4\widehat{T}_\alpha ^{}\widehat{T}_\gamma )(v_1+v_3+v_4){\displaystyle \underset{\alpha }{}}\widehat{T}_\alpha ^{}\widehat{T}_\alpha ,`$ (3)
where $`\widehat{n}_{\alpha \sigma }`$ is the occupation operator of the state $`|\alpha \sigma `$ and $`\widehat{n}_\alpha =\widehat{n}_{\alpha +}+\widehat{n}_\alpha `$. Also $`\widehat{T}_\alpha ^{}=a_{\alpha +}^{}a_\alpha ^{}`$ is a pair creation operator, and we have used $`\overline{v_{\alpha +\alpha ;\alpha +\alpha }}=v_1+v_3+v_4`$ (as is easily verified for a contact interaction).

The total spin operator of the dot can be represented in the basis $`|\alpha \sigma `$ as $`\widehat{𝐒}=\frac{1}{2}_{\alpha \gamma ;\sigma \sigma ^{}}\alpha \sigma |\gamma \sigma ^{}a_{\alpha \sigma }^{}𝝈_{\sigma \sigma ^{}}a_{\gamma \sigma ^{}}`$ ($`𝝈`$ are Pauli matrices), and is no longer diagonal in the orbital label $`\alpha `$. However, since $`\alpha \sigma |\gamma \sigma =\delta _{\alpha \gamma }`$, the $`z`$ component of the total spin is diagonal $`\widehat{S}_z=\frac{1}{2}_\alpha (\widehat{n}_{\alpha +}\widehat{n}_\alpha )=_\alpha \widehat{s}_{\alpha z}`$, and we have $`_\sigma \widehat{n}_{\alpha \sigma }\widehat{n}_{\gamma \sigma }=\frac{1}{2}\widehat{n}_\alpha \widehat{n}_\gamma +2\widehat{s}_{\alpha z}\widehat{s}_{\gamma z}`$. The $`v_3`$ term in Eq. (3) is absent in the limit $`x_{}\mathrm{}`$, while for $`x_{}=0`$ it can be related to the spin operators through $`a_{\alpha +}^{}a_\gamma ^{}a_\alpha a_{\gamma +}+a_\alpha ^{}a_{\gamma +}^{}a_{\alpha +}a_\gamma =4(\widehat{s}_{\alpha z}\widehat{𝐬}_{\gamma z}\widehat{s}_\alpha \widehat{𝐬}_\gamma )`$. Thus in both symmetry limits $`x_{}=0`$ and $`x_{}\mathrm{}`$ we can write (3) in the form

$`\overline{V}_{\mathrm{diag}}={\displaystyle \frac{1}{2}}(v_1v_2/2)\widehat{n}^2`$ $``$ $`{\displaystyle \frac{1}{2}}(v_1v_2)\widehat{n}v_3\widehat{𝐒}^2`$ (4)
$``$ $`(v_2v_3)\widehat{S}_z^2+v_4\widehat{T}^{}\widehat{T},`$
where $`\widehat{T}^{}=_\alpha \widehat{T}_\alpha ^{}`$. In the following we denote $`\beta =1`$ ($`\beta =2`$) for $`B=0`$ ($`B0`$). For $`x_{}=0`$, $`v_2=v_3=J_s`$ and $`v_4=\delta _{\beta 1}J_c`$ ($`J_c`$ is the strength of the Cooper channel interaction), and we recover the universal Hamiltonian kurland00 ; aleiner02 . However, for $`x_{}1`$, we have $`v_3=0`$ and the $`\widehat{𝐒}^2`$ interaction is replaced by $`\widehat{S}_z^2`$. Furthermore, $`v_4=\delta _{\beta 1}J_c`$ still holds for $`x_{}1`$. For $`B0`$, $`v_4`$ is obviously zero, while for $`B=0`$ we use $`\psi _\alpha =\psi _{\alpha +}^{}`$ to obtain $`v_{\alpha +\alpha ;\gamma +\gamma }𝑑𝐫|\psi _{\alpha +}(𝐫)|^2|\psi _{\gamma +}(𝐫)|^2`$ and thus $`v_40`$.

As in the absence of SO, the off-diagonal elements of the residual interaction are suppressed at large $`g_T`$. Thus, for $`x_{}1`$, we obtain a new universal Hamiltonian

$$\widehat{H}=\underset{\alpha \sigma }{}ϵ_{\alpha \sigma }\widehat{n}_{\alpha \sigma }+\frac{1}{2}U_d\widehat{n}^2J_s\widehat{S}_z^2+\delta _{\beta 1}J_c\widehat{T}^{}\widehat{T}.$$
(5)
For $`B=0`$, the spin up/spin down levels are degenerate GUE levels ($`ϵ_{\alpha +}=ϵ_\alpha `$), while for $`B0`$, the spin up/spin down levels are uncorrelated GUE levels. The important new feature of (5) is that the exchange interaction is now given by $`J_s\widehat{S}_z^2`$ instead of $`J_s\widehat{𝐒}^2`$ dipolar .

In the crossover itself (finite $`x_{}`$), the fluctuations of the off-diagonal matrix elements are enhanced and cannot be ignored brouwer02 . Instead, we use the interaction of the universal Hamiltonian in the absence of SO scattering, and add SO coupling to the single-particle Hamiltonian

$`\widehat{H}_c={\displaystyle \underset{\alpha \sigma }{}}ϵ_{\alpha \sigma }\widehat{n}_{\alpha \sigma }`$ $`+`$ $`{\displaystyle \frac{1}{2}}U_d\widehat{n}^2J_s\widehat{S}_z^2+\delta _{\beta 1}J_c\widehat{T}^{}\widehat{T}`$ (6)
$``$ $`{\displaystyle \frac{1}{2}}J_s(\widehat{S}_+\widehat{S}_{}+\widehat{S}_{}\widehat{S}_+),`$
where we have used $`\widehat{𝐒}^2=(\widehat{S}_+\widehat{S}_{}+\widehat{S}_{}\widehat{S}_+)/2+\widehat{S}_z^2`$. The spin and pairing operators can be rewritten in the SO eigenstates $`|\alpha \sigma `$. The spin projection $`S_z=\frac{1}{2}_\alpha (\widehat{n}_{\alpha +}\widehat{n}_\alpha )`$ and the pair operator $`\widehat{T}^{}=_\alpha a_{\alpha +}^{}a_\alpha ^{}`$ (for $`\beta =1`$) remain diagonal as in the universal Hamiltonian (5). However, the spin components in the plane of the dot acquire an off-diagonal form

$`\widehat{S}_+={\displaystyle \underset{\alpha \gamma }{}}\zeta _{\gamma \alpha }^{}a_{\alpha +}^{}a_\gamma ;\widehat{S}_{}={\displaystyle \underset{\alpha \gamma }{}}\zeta _{\alpha \gamma }a_\alpha ^{}a_{\gamma +}.`$ (7)
Here $`\zeta _{\alpha \gamma }`$ are fluctuating quantities whose statistical properties depend on $`x_{}`$. For $`B0`$, $`\zeta _{\alpha \gamma }\alpha (0)|\gamma (x_{})`$ describe parametric overlaps in the Gaussian unitary process (GUP) between the eigenstates at scaled parameter values $`x_{}=0`$ and $`x_{}`$ alhassid95 ; wilkinson95 . For $`B=0`$, $`\zeta _{\alpha \gamma }`$ are just the orthogonal invariants $`\rho _{\alpha \gamma }`$ defined by the “real” scalar product of the eigenstates $`\alpha `$ and $`\gamma `$ brouwer02 . In the GUP, $`\overline{|\zeta _{\alpha \gamma }|^2}=x_{}^2/[(ϵ_\alpha ϵ_\gamma )^2/\mathrm{\Delta }^2+(\pi x_{}^2)^2]`$, where $`ϵ_\alpha `$ are the energy levels at a parameter value $`x_{}1`$ wilkinson95  (a similar expression holds in the GOE to GUE crossover brouwer02 ). Thus the number of levels $`\gamma `$ coupled to a level $`\alpha `$ in (7) is $`x_{}^2`$. Since (6) describes an effective Hamiltonian of $`g_T`$ levels around the Fermi energy, it is valid for $`x_{}^2g_T`$. The matrix elements $`\zeta _{\alpha \gamma }\zeta _{\mu \nu }`$ of the interaction $`\widehat{S}_+\widehat{S}_{}+\widehat{S}_{}\widehat{S}_+`$ have rms values $`1/x_{}^2`$, and dominate the corrections to (6) which are of the order $`1/g_T`$ . For $`x_{}^2g_T`$, the effective Hamiltonian is the universal Hamiltonian (5). The spin $`S`$ is no longer a good quantum number of the Hamiltonians (5) and (6) (for $`x_{}0`$), but $`S_z=M`$ remains a good quantum number.

In the following we focus on the universal Hamiltonian (5) and ignore the Cooper channel term. Since $`[\widehat{n}_{\lambda \sigma },\widehat{S}_z]=0`$, the occupations $`𝐧\{n_{\lambda \sigma }\}`$ form a complete set of good quantum numbers. The corresponding eigenstates $`|N𝐧M`$ have energies $`\epsilon _{𝐧M}^{(N)}=_{\lambda \sigma }ϵ_{\lambda \sigma }n_{\lambda \sigma }+U_dN^2/2J_sM^2`$, where $`N=_{\lambda \sigma }n_{\lambda \sigma }`$ is the total number of electrons and $`M=_\lambda (n_{\lambda +}n_\lambda )/2`$.

We have calculated the conductance $`G`$ at temperature $`T`$ using the rate equations approach master . Defining a scaled conductance $`g=(\mathrm{}kT/e^2\overline{\mathrm{\Gamma }})G`$ ($`\overline{\mathrm{\Gamma }}`$ is an average tunneling width), we find

$$g=\underset{\lambda \sigma }{}w_{\lambda \sigma }g_{\lambda \sigma }.$$
(8)
Here $`g_{\lambda \sigma }=(2/\overline{\mathrm{\Gamma }})\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{l}\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{r}/(\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{l}+\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{r})`$ are the single-particle level conductances, where $`\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{r}`$ ($`\mathrm{\Gamma }_{\lambda \sigma }^\mathrm{r}`$) is the partial width of an electron in level $`\lambda \sigma `$ to decay to the left (right) lead. The thermal weights $`w_{\lambda \sigma }`$ are given by

$$w_{\lambda \sigma }=\underset{\genfrac{}{}{0pt}{}{𝐧}{n_{\lambda \sigma }=0}}{}\stackrel{~}{P}_{𝐧M}^{(N)}f(\epsilon _{\lambda M}^\sigma ),$$
(9)
where the sum over all occupation sequences is restricted to the level $`\lambda `$ with spin $`\sigma `$ being empty. In Eq. (9), $`f(x)=(1+e^{x/kT})^1`$ is the Fermi-Dirac function evaluated at an energy $`\epsilon _{\lambda M}^\pm =ϵ_{\lambda \pm }J_s(M\pm 1/4)\stackrel{~}{ϵ}_F`$, which corresponds to the addition of an electron with spin $`\sigma `$ is to a level $`\lambda `$ ($`\stackrel{~}{ϵ}_\mathrm{F}`$ is an effective Fermi energy). The quantity $`\stackrel{~}{P}_{𝐧M}^{(N)}=e^{[\epsilon _{𝐧M}^{(N)}\stackrel{~}{ϵ}_FN]/kT}/Z`$ is the equilibrium probability of the state $`|N𝐧M`$, with a partition function $`Z`$ defined as a Boltzmann-weighted sum over all possible $`N`$\- and $`(N+1)`$-body states. The sum over all occupation numbers in Eq. (9) can be evaluated in closed form at constant $`M`$. The constraint $`n_{\lambda \sigma }=0`$ is taken into account by introducing the factor $`1n_{\lambda \sigma }`$, and we have

$$w_{\lambda \sigma }=\underset{M}{}(1n_\lambda _{n_\sigma }^\sigma )\stackrel{~}{P}_{N,M}f(\epsilon _{\lambda M}^\sigma );$$
(10)
where $`N/2MN/2`$. Here $`n_\pm =N/2\pm M`$ is the number of spin-up and spin-down electrons, and $`\stackrel{~}{P}_{N,M}`$ is the probability to find the dot with $`N`$ electrons and spin projection $`S_z=M`$. Since the trace at fixed $`N,M`$ is equivalent to a trace at fixed $`n_+,n_{}`$, we find

$$\stackrel{~}{P}_{N,M}=e^{(F_{n_+}^++F_n_{}^{}+U_{N,M})/kT}/Z,$$
(11)
with $`U_{N,M}=U_dN^2/2J_sM^2\stackrel{~}{ϵ}_\mathrm{F}N`$. In Eqs. (10) and (11) $`F_{n_\sigma }^\sigma =kT\mathrm{ln}\mathrm{tr}_{n_\sigma }e^{_\lambda ϵ_{\lambda \sigma }c_\lambda ^{}c_\lambda /kT}`$ and $`n_\lambda _{n_\sigma }^\sigma `$ are free energy and canonical occupations of $`n_\sigma `$ non-interacting spinless fermions with energies $`ϵ_{\lambda \sigma }`$.

Effects of the SO interaction on the conductance peak height statistics in the absence of exchange interaction were discussed in Ref. held03, . Here we consider SO effects on both the peak spacing and peak height statistics in the presence of exchange. We calculated these statistics in the limit $`x_{}1`$ using the universal Hamiltonian (5), and compared them with the corresponding statistics in the absence of SO interaction (i.e., $`x_{}=0`$) exchange . The left panel of Fig. 1 shows the width $`\sigma (\mathrm{\Delta }_2)`$ of the peak spacing distribution versus $`kT/\mathrm{\Delta }`$ for several values $`J_s`$ of the exchange interaction and for both limits $`x_{}1`$ (dashed lines) and $`x_{}=0`$ (solid lines). In the absence of exchange ($`J_s=0`$), the SO interaction leads to a strong suppression of the spacing fluctuations. However, at $`J_s=0.3\mathrm{\Delta }`$ the width is no longer sensitive to the SO coupling, except for a small suppression at higher temperatures. The peak-spacing distribution itself is affected by SO coupling and decreases more slowly at large spacings. In particular, the bimodality of the $`x_{}=0`$ distribution for $`kT0.3\mathrm{\Delta }`$ disappears for $`x_{}1`$ (see inset in Fig. 1) bimodal . The right panel of Fig. 1 shows similar results as in the left panel but for $`B=0`$. In contrast to the $`B0`$ case, we observe that the width $`\sigma (\mathrm{\Delta }_2)`$ is still sensitive to the SO coupling at $`J_s=0.3\mathrm{\Delta }`$. SO enhances the spacing fluctuations at low temperatures but suppresses them at higher temperatures.

A quantity that characterizes the peak height statistics is the ratio between the standard deviation $`\sigma (g_{\mathrm{max}})`$ and the average $`\overline{g_{\mathrm{max}}}`$ of the peak heights $`g_{\mathrm{max}}`$. The left panel of Fig. 2 shows this ratio as a function of $`kT/\mathrm{\Delta }`$ for $`J_s=0.3\mathrm{\Delta }`$ and $`B0`$ in both limits $`x_{}=0`$ and $`x_{}1`$. We observe that SO scattering suppresses $`\sigma (g_{\mathrm{max}})/\overline{g_{\mathrm{max}}}`$, and this suppression becomes stronger with temperature.

At higher temperatures, inelastic scattering becomes important. The right panel of Fig. 2 shows similar results as in the left panel but in the rapid-thermalization limit of strong inelastic scattering. We observe that SO interaction can lead to a significant suppression of $`\sigma (g_{\mathrm{max}})/\overline{g_{\mathrm{max}}}`$ also in the rapid-thermalization limit.

At present, no statistical data are available for observing SO effects in the presence of an exchange interaction. Using the value of $`\lambda `$ determined from experiments in large open dots zumbuhl02 , we estimate $`x_{}1`$ for the small dots of Refs. patel98a, ; patel98b, . It would be interesting to measure the conductance peak statistics in almost-isolated dots with large area $`𝒜`$, in which SO effects are enhanced (for a fixed electron density, $`x_{}𝒜^{5/4}`$). In such large dots, it is difficult to reach the limit $`T\mathrm{\Delta }`$, but our results are not restricted to low temperatures.

In conclusion, we have derived the universal Hamiltonian of a quantum dot in the new symmetry limits when the leading order SO interaction term is included, both in the presence and absence of an orbital magnetic field. Using this universal Hamiltonian, we have identified the signatures of SO scattering in the conductance peak statistics in the presence of an exchange interaction. The universal Hamiltonians for other symmetries in the presence of SO scattering and the corresponding crossover Hamiltonians will be discussed elsewhere.

We acknowledge useful discussions with B.L. Altshuler, P.W. Brouwer, V. Fal’ko, D. Huertas-Hernando, C.M. Marcus, and A.D. Mirlin. This work was supported in part by the U.S. DOE grant No. DE-FG-0291-ER-40608.


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# Hierarchical Structure in Healthy and Diseased Heart Rate Variability in Humans

## Abstract

It is shown that the heart rate variability (HRV) in healthy and diseased humans possesses a hierarchical structure of the She-Leveque (SL) form. This structure, first found in measurements in turbulent fluid flows, implies further details in the HRV multifractal scaling. The potential of diagnosis is also discussed based on the characteristics derived from the SL hierarchy.

The heart beat interval in humans is known to exhibit fluctuation which is referred to as heart rate variability (HRV). Power spectrum analysis of the fluctuation revealed a $`1/f`$-like scaling ref3 . Recent studies indicated that healthy human HRV exhibits even higher complexity which can be characterized by multifractal scaling ref1 ; ref2 . In contrast, HRV in the pathological state such as congestive heart failure exhibits more monofractal-like scaling ref1 . The change of the HRV 1/f law in congestive heart failure is consistent with this result ref4 . Such a multifractal-monofractal transition was also reported in parasympathetic nervous system (PNS) blockade experiment ref2 . Hence the manifestation of multifractal HRV is indicative of the proper autonomic regulation of the heart rate. Further studies revealed that the multifractal HRV have properties analogous to those found in fluid turbulence ref5 . However, there is little understanding beyond the phenomenological description of multifractal HRV.

In this paper, we exploit further the analogy of HRV to fluid turbulence and show the existence of a hierarchical structure in healthy and diseased HRV. This structure allows us to model the multifractality of HRV and make conjecture to the heart beat dynamics responsible for the multifractal scaling. The hierarchy, first proposed by She and Leveque (SL) to understand the statistical properties of turbulent flows, provides a successful framework to discuss and characterize the deviation from Kolmogorov monofractal scaling in fluid turbulence ref6 . When applied to study HRV, the SL hierarchy provides a model structure which possesses two advantages: (a) it simplifies the functional description of the multiscaling by using a maximum of only three parameters, and (b) it contains predictive power for HRV scaling in physiological states related to PNS withdrawal. One immediate implication is the potential use of this notion in applications such as diagnosis.

Let the beat-to-beat RR interval (RRi) be $`\mathrm{r}(t)`$, where $`t`$ is the beat number, and its increment be $`\mathrm{\Delta }\mathrm{r}(\tau )=\mathrm{r}(t+\tau )\mathrm{r}(t)`$. The SL hierarchy implies, for a range of $`\tau `$,

$$\left[\frac{S_{p+2}(\tau )}{S_{p+1}(\tau )}\right]=A_p\left[\frac{S_{p+1}(\tau )}{S_p(\tau )}\right]^\beta \left[S^{\mathrm{}}(\tau )\right]^{1\beta }.$$
(1)
Here $`0<\beta <1`$ is a parameter of the hierarchy, $`A_p`$, a function of $`p`$, $`S_p(\tau )=|\mathrm{\Delta }\mathrm{r}(\tau )|^p`$, the $`p`$-th order moment of $`|\mathrm{\Delta }\mathrm{r}(\tau )|`$ denoted as the $`p`$-th order RRi structure function, $`S^{\mathrm{}}(\tau )lim_p\mathrm{}S_{p+1}(\tau )/S_p(\tau )`$ and $``$ denotes statistical average. Since $`S^{\mathrm{}}(\tau )`$ is dominated by the statistics of large $`\mathrm{\Delta }\mathrm{r}(\tau )`$, it characterizes the most intense fluctuation in HRV. Moreover, given the empirical law $`S_p(\tau )\tau ^{\zeta (p)}`$ in HRV ref5 , the hierarchy (1) implies ref6  the scaling model

$$\zeta (p)=h_0p+C(1\beta ^p)$$
(2)
where $`h_0`$ and $`C`$ are two other parameters of the hierarchy. It follows from (1) and (2) that $`S^{\mathrm{}}(\tau )\tau ^{h_0}`$. A nonlinear functional dependence of $`\zeta (p)`$ on $`p`$ indicates multifractal scaling. Thus, the parameter $`\beta `$ measures the degree of multifractality. In particular, $`\beta 1`$ leads to monofractal scaling. In the multifractal description of fluid turbulence, the parameter $`C`$ can be shown to be the codimension of the most intense structure of the flow ref6 . Since it is not yet possible to write down the equation of motion for long-term cardiovascular dynamical system, we assume a working definition for $`C`$ as the “codimension parameter” of the signal.

We follow the procedure developed in Ref. ref7  to check whether the RRi data possess a SL hierarchical form. This approach, based on the scaling property implied by the hierarchy, the so-called generalized extended self-similarity (GESS) in fluid turbulence ref8 ; ref9 , describes a power-law relationship between the normalized structure functions:

$$\frac{S_p(\tau )}{[S_n(\tau )]^{p/n}}\left\{\frac{S_q(\tau )}{[S_n(\tau )]^{q/n}}\right\}^{\rho _n(p,q)}$$
(3)
In the case of SL hierarchy, the exponents $`\rho _n(p,q)`$ depends only on the model parameter $`\beta `$:

$$\rho _n(p,q)=\frac{n(1\beta ^p)p(1\beta ^n)}{n(1\beta ^q)q(1\beta ^n)}.$$
(4)
It follows that

$$\mathrm{\Delta }\rho _n(p+\delta p,q)=\beta ^{\delta p}\mathrm{\Delta }\rho _n(p,q)\frac{\delta p(1\beta ^n)(1\beta ^{\delta p})}{n(1\beta ^q)q(1\beta ^n)}$$
(5)
where $`\mathrm{\Delta }\rho _n(p,q)\rho _n(p+\delta p,q)\rho _n(p,q)`$. One can then plot $`\mathrm{\Delta }\rho _n(p+\delta p,q)`$ vs $`\mathrm{\Delta }\rho _n(p,q)`$ to check (5) and hence the validity of the SL hierarchy. We use several databases to perform the calculations (3) and (5). The first database (DB1) contains 10 sets of daytime ambulatory RRi recordings taken from healthy young adults ref5 . The second database (DB2) contains 18 sets of daytime normal sinus rhythm RRi data downloaded from public domain ref10 . We also analyze RRi data from congestive heart failure patients (DBCHF) from the same public domain ref10  to study the intrincity of the hierarchy.

Except for a few cases where excessive ectopic beats in the RRi data complicates the calculation of $`S_p(\tau )`$, and were therefore discarded from the analysis, GESS is found in both healthy and CHF HRV. The exponent $`\rho _n(p,q)`$ is then estimated from (3) and used in (5) to calculate $`\mathrm{\Delta }\rho _n(p,q)`$. Typical $`\mathrm{\Delta }\rho _n(p+\delta p,q)`$ vs $`\mathrm{\Delta }\rho _n(p,q)`$ plots are shown in Fig. 1. The observed linear trend implies (5). Hence, SL hierarchy is compatible with the multifractal scaling in HRV. From such plots, we estimate the value of $`\beta `$ simultaneously from the slope and the intercept of the fitted straight lines. The results are given in Fig. 2a. The $`\beta `$’s from healthy HRV (DB1,DB2) cluster in the range \[0.65,0.85\] with those $`\zeta (p)`$ showing less curvature being characterized by larger $`\beta `$ values (Fig. 1). The $`\beta `$’s from DBCHF are generally larger in values due to the monofractal-like scaling.

To gain insight of the hierarchy, She and Waymire (SW) arrived at the hierarchy (1) using multiplicative random cascade ref11 . Their cascade consists of two dynamic components. One is the basic component that generates the singular dynamics over a continuum of scales. It can be shown that this dynamical component gives rise to the scaling term $`h_0p`$ in (2). SW’s cascade contains an extra component, which they called the “defect dynamics” (DD), that modulates the singular structure through the multiplication of $`\beta `$ in discrete steps ref11 . It can be shown that this dynamical component contributes to the nonlinear term $`C(1\beta ^p)`$ in (2). To apply SW’s interpretation requires some clarification since continuous scale invariance does not exist in HRV, due to the fact that RRi fluctuation between heart beats cannot be defined. This suggests a dominant DD in the generation of the multifractal scaling of HRV and a scaling model with $`h_00`$. Equivalently, this implies a hierarchy with a $`\tau `$-independent $`S^{\mathrm{}}`$. Since $`S^{\mathrm{}}`$ cannot be directly calculated, to verify such a model we first re-write (1) as

$$S_p(\tau )[S^{\mathrm{}}(\tau )]^p\left\{\frac{S_q(\tau )}{S^{\mathrm{}}(\tau )^q}\right\}^{\mu (p,q)}$$
(6)
where $`\mu (p,q)(1\beta ^p)/(1\beta ^q)`$ ref7 . We then form the quotient of (6) at distinct values of $`\tau `$ and $`\tau _0`$, which, after some algebra, yields

$$\mathrm{log}_2\left[\frac{S^{\mathrm{}}(\tau )}{S^{\mathrm{}}(\tau _0)}\right]=\frac{\mathrm{log}_2[S_p(\tau )/S_p(\tau _0)]\mu (p,q)\mathrm{log}_2[S_q(\tau )/S_q(\tau _0)]}{pq\mu (p,q)}F_{p,q}(\tau ,\tau _0).$$
(7)
Hence, $`F_{p,q}(\tau ,\tau _0)`$ is independent of $`p`$ and $`q`$ and a $`\tau `$-independent $`S^{\mathrm{}}(\tau )`$ implies a “constant” $`F_{p,q}(\tau ,\tau _0)`$ over a range of $`\tau `$ and $`\tau _0`$ values. Figure 3 shows $`F_{p,q}(\tau ,\tau _0)`$ for healthy and CHF HRV. It is seen that the condition $`h_00`$ can be statistically ascertained and that $`\zeta (p)C(1\beta ^p)`$. Given this, $`C`$ is obtained by averaging $`\zeta (p)/(1\beta ^p)`$ over a range of $`p`$ and its result has been shown in Fig. 2b. Moreover, $`C`$, as a function $`\beta `$, shows an increasing trend as $`\beta 1`$ (Fig. 4). This functional relationship is consistent with the observations $`h_00`$ and that $`\zeta (p)`$ becomes almost proportional to $`p`$ as $`\beta 1`$. It can also be inferred from the earlier experimental studies, as we now explain.

Recall that the fractal dimension $`D(h)`$ of the set with a local scaling exponent $`h`$ is related to $`\zeta (p)`$ through a Legendre transform:

$$D(h)=\mathrm{min}_p[ph+d\zeta (p)]$$
(8)
where $`d`$ is the dimension of the embedding space. From (2) and with $`h_00`$, $`D(h)`$ can be explicitly obtained as:

$$D(h)=dC+\left[\frac{1+\mathrm{ln}C+\mathrm{ln}(\mathrm{ln}1/\beta )}{\mathrm{ln}(1/\beta )}\right]h\frac{h\mathrm{ln}h}{\mathrm{ln}(1/\beta )}$$
(9)
Let $`h^{}`$ be the scaling exponent of the singular set with largest dimension, i.e., $`D(h^{})`$ is the maximum. For HRV, $`h^{}`$ was found to increase its value from the multifractal-like scaling in healthy state to the monofractal-like scaling in the diseased and pathological states ref1 ; ref2 . Using (9), $`h^{}`$ is derived explicitly as

$$h^{}=C\mathrm{ln}(1/\beta ).$$
(10)
If $`C`$ is constant, $`h^{}`$ decreases as monofractal scaling is approached ($`\beta 1`$), which contradicts what was observed ref1 ; ref2 . In order for $`h^{}`$ to increase as $`\beta 1`$, $`C(\beta )`$ must diverge as $`1/\mathrm{ln}(1/\beta )`$. Indeed, we find that the dependence of $`C`$ on $`\beta `$ can be well described by $`0.2\beta /\mathrm{ln}(1/\beta )`$ (Fig. 4). Thus we have the result $`h^{}0.2\beta `$ with $`h^{}`$ increasing with $`\beta `$ in accord with the experimental observations ref1 ; ref2 . Finally, the asymptotic behaviour of $`C`$ (as $`\beta 1`$) presents a more favorable condition for diagnosis: i.e., the more monofractal-like scaling falls into the range with larger “separation” of the $`C`$ values (see also Fig. 2b).

In summary, we show that a hierarchical structure of the SL form exists in the healthy and diseased HRV. This property allows us to model the multifractal HRV in terms of only two parameters $`C`$ and $`\beta `$. Interestingly, $`C`$ and $`\beta `$ are related by an empirical law captured in Fig. 4. This finding is important for two reasons. First, the empirical law appears universal and is capable of describing both healthy and CHF data. Second, the divergence of $`C`$ as $`\beta 1`$ implies potential in diagnosis using the hierarchical structure. To find a model that is compatiable with the current finding, we adopted SW’s cascade which leads to further implications beyond the phenomenological description of multifractal HRV scaling. This model is appealing in that it contains a modulating component (DD) acting on the singular dynamics to “tame” the fluctuation (since $`\beta <1`$.) Its effect reminds us of the function of feedback regulation in biological systems. Hence, the SW’s model provides a concrete example of how (additive) feedback mechanism may be integrated multiplicatively in a cascading structure to produce the observed HRV phenomenology. Further experiments will be needed to test and quantify these possibilities in more detailed physiological terms.

Acknowledgment

ESCC acknowledges the Hong Kong Research Grants Council (CUHK 4286/00P) for support. D.C. Lin would like to thank the hospitality of the Physics Department at the Chinese University of Hong Kong, the C.N. Yang Visiting Fellowship and Natural Science and Engineering Research Council of Canada for supports.


text:
# Symmetry constraints for dispersionless integrable equations and systems of hydrodynamic type

## 1 Introduction

Dispersionless integrable equations arise in various contexts and have variety of applications from complex analysis to topological field theory (see -). The reduction method seems to be the most developed method of construction of exact solutions of dispersionless equations ,-. It reveals a close connection between such equations and certain systems of hydrodynamic type, emphasising a role of complex curves (Sato functions). The reduction method has been successfully applied to several dispersionless equations. However, an intrinsic background of its validity and efficiency seems to remain not very clear.

In the present paper it is shown that systems of hydrodynamic type arising within the reduction method are nothing but the symmetry constrained (2+1)-dimensional integrable equations. We will consider here the dispersionless KP and 2DTL hierarchies.

First, we find a general infinitesimal ‘nonisospectral’ symmetry transformation of the dispersionless $`\tau `$-function (free energy $`F`$). Then we impose symmetry constraint of the type ‘isospectral symmetry = nonisospectral symmetry’, similar to dispersionfull case -. It is demonstrated that such a constraint reduces (2+1)-dimensional dispersionless equation to a set of (1+1)-dimensional systems of hydrodynamic type with a finite number of dependent variables. We present also a simple way to find an associated complex curve and to construct generating equations.

Our approach starts with the $`\overline{}`$-method applied to dispersionless equations. It provides us with a simple and natural way to consider symmetries and symmetry constraints. At the same time, an analysis of such constraints indicates a direction of a possible extension of the quasiclassical $`\overline{}`$-method.

## 2 Quasiclassical $`\overline{}`$-method

Dispersionless integrable hierarchies can be described in different forms within different approaches. In the papers  it was shown that such hierarchies can be introduced starting with the nonlinear Beltrami equation (quasi-classical $`\overline{}`$-problem)

$`S_{\overline{z}}=W(z,\overline{z},S_z),`$ (1)
where $`z`$, bar means complex conjugation, $`S_z=\frac{S(z,\overline{z})}{z},`$ $`S_{\overline{z}}=\frac{S(z,\overline{z})}{\overline{z}},`$ and $`W`$ (quasi-classical $`\overline{}`$-data) is an analytic function of $`S_z`$,

$`W(z,\overline{z},S_z)={\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}w_p(z,\overline{z})(S_z)^p.`$ (2)
Applying the quasi-classical $`\overline{}`$-dressing method based on equation (1), one can get dispersionless integrable hierarchies and the corresponding addition formulae in a very regular and simple way. Such an approach reveals also the connection of dispersionless hierarchies with the quasi-conformal mappings on the plane.

The specific choice of the hierarchy depends on the choice of domain $`G`$ which is the support of the $`\overline{}`$-data. Once the domain is fixed, we introduce the class of functions $`S_0(z)`$, having the derivative $`_zS_0(z)`$ analytic in $`G`$, and formulate the boundary problem in $`G`$ in the following way. Let the function $`S_0(z)`$ be given. The problem is to find the function $`S=S_0+\stackrel{~}{S}`$, satisfying (1) in $`G`$, with $`\stackrel{~}{S}`$ analytic outside $`G`$ and decreasing at infinity

Introducing parameterization of the class of functions $`S_0(z)`$ in terms of infinite number of variables (times), and using the technique of quasi-classical $`\overline{}`$-dressing method, it is possible to demonstrate that $`S(z,\overline{z},𝐭)`$ is a solution of Hamilton-Jacobi equations of corresponding dispersionless hierarchy.

For dispersionless KP (dKP) hierarchy we take unit disc $`D`$ as $`G`$, and parameterization of $`S_0(z)`$ is given by

$$S_0(z,𝐭)=\underset{n=1}{\overset{\mathrm{}}{}}t_nz^n,$$
(3)
$`S(z,\overline{z},𝐭)=S_0+\stackrel{~}{S}`$, $`\stackrel{~}{S}`$ is analytic outside the unit disc, and at infinity it has an expansion $`\stackrel{~}{S}=_{i=1}^{\mathrm{}}S_i(𝐭)z^i`$. The quantity $`p=\frac{S}{t_1}`$ is a basic homeomorphism . Important role in the theory of dKP hierarchy is played by the equation

$$p(z)p(z_1)+z_1\mathrm{exp}(D(z_1)S(z))=0,z,z_1D,$$
(4)
(where $`D(z)`$ is the quasiclassical vertex operator, $`D(z)=_{n=1}^{\mathrm{}}\frac{1}{n}\frac{1}{z^n}\frac{}{t_n}`$, $`|z|>1`$) which generates Hamilton-Jacobi equations of the hierarchy by expansion into the powers of $`z^1`$ at infinity (see, e.g., ). This equation also implies existence of the $`\tau `$-function, characterized by the relation

$$\stackrel{~}{S}(z,𝐭)=D(z)F(𝐭),$$
(5)
and provides the dispersionless addition formula.

For the dispersionless 2DTL (d2DTL) hierarchy the $`\overline{}`$-data are localized on the domain $`G`$ which is an annulus $`a<|z|<b`$, where $`a,b`$ ($`a,b`$, $`a,b>0`$; $`b>a`$) are arbitrary, $`S_0`$ can be represented as

$$S_0(t,𝐱,𝐲)=t\mathrm{log}z+\underset{n=1}{\overset{\mathrm{}}{}}z^nx_n+\underset{n=1}{\overset{\mathrm{}}{}}z^ny_n.$$
(6)
We assume that $`\stackrel{~}{S}(z)_{n=1}^{\mathrm{}}\frac{S_n}{z^n}`$ as $`z\mathrm{}`$ and denote $`\stackrel{~}{S}(0)=\varphi `$, $`G_+=\{z,|z|>b\}`$, $`G_{}=\{z,|z|<a\}`$. The functions $`p_+=\frac{S}{x_1}`$ and $`p_{}=\frac{S}{y_1}`$ have pole singularities while $`p=\frac{S}{t}`$ has a logarithmic singularity. Relations, characterizing the $`\tau `$-function $`F`$, are $`\varphi =DF`$, $`\stackrel{~}{S}(z_1)=D_+(z_1)F`$ $`(z_1G_+)`$, $`\stackrel{~}{S}(z_2)=\varphi D_{}(z_2)F`$ $`(z_2G_{})`$, where $`D_+(z)=_{n=1}^{\mathrm{}}\frac{1}{n}\frac{1}{z^n}\frac{}{x_n}`$, $`D_{}(z)=_{n=1}^{\mathrm{}}\frac{1}{n}z^n\frac{}{y_n}`$, $`D=\frac{}{t}`$. Hamilton-Jacobi equations of the hierarchy are generated by the relations

$`e^{p(z)}e^{p(z_1)}+z_1e^{D_+(z_1)S(z)}=0,z,z_1G_+,`$ (7)
$`e^{p(z)}\left(1e^{D_{}(z_2)S(z)}\right)=z_2e^{(DD_{}(z_2))\varphi },z,z_2G_{},`$ (8)
these relations also provide dispersionless addition formulae for $`F`$.

## 3 $`\tau `$-function and symmetries

It was noted in  that equation (1) is a Lagrangian one. It can be obtained by variation of the action (for the boundary problem in $`G`$)

$`f={\displaystyle \frac{1}{2\pi \text{i}}}{\displaystyle _G}\left({\displaystyle \frac{1}{2}}\stackrel{~}{S}_{\overline{z}}\stackrel{~}{S}_zW_1(z,\overline{z},S_z)\right)𝑑zd\overline{z},`$ (9)
where

$`W_1(z,\overline{z},S_z)={\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}w_p(z,\overline{z}){\displaystyle \frac{(S_z)^{p+1}}{p+1}},_\eta W_1(z,\overline{z},\eta )=W(z,\overline{z},\eta ).`$
One should consider independent variations of $`\stackrel{~}{S}`$, possessing required analytic properties (analytic outside $`G`$, decreasing at infinity), keeping $`S_0`$ fixed.

In  it was proved for dispersionless KP and 2DTL hierarchies that the action (9) evaluated on the solution of nonlinear Beltrami equation (1) gives a $`\tau `$-function of the corresponding hierarchy. Here we formulate first an auxiliary statement, valid for an hierarchy with arbitrary $`G`$, and then recall the results of .

###### Lemma 1

Let us evaluate the action (9) on the solution of the boundary problem for (1) and consider it as a functional of $`S_0`$,

$`F(S_0)={\displaystyle \frac{1}{2\pi \mathrm{i}}}{\displaystyle _G}\left({\displaystyle \frac{1}{2}}\stackrel{~}{S}_{\overline{z}}\stackrel{~}{S}_zW_1(z,\overline{z},S_z)\right)𝑑zd\overline{z}.`$ (10)
Then

$$\delta F=\frac{1}{2\pi \mathrm{i}}_G\stackrel{~}{S}𝑑\delta S_0.$$
(11)
Using the formula (11), it is easy to reproduce the statements of the work .

###### Proposition 1

The function

$`F(𝐭)={\displaystyle \frac{1}{2\pi \mathrm{i}}}{\displaystyle _D}\left({\displaystyle \frac{1}{2}}\stackrel{~}{S}_{\overline{z}}(𝐭)\stackrel{~}{S}_z(𝐭)W_1(z,\overline{z},S_z(𝐭))\right)𝑑zd\overline{z},`$ (12)
i.e., the action (9) evaluated on the solution of the problem (1), with $`S_0`$ given by (3), is a $`\tau `$-function of dKP hierarchy.

###### Proposition 2

The function

$`F(t,𝐱,𝐲)={\displaystyle \frac{1}{2\pi \mathrm{i}}}{\displaystyle _G}\left({\displaystyle \frac{1}{2}}\stackrel{~}{S}_{\overline{z}}(t,𝐱,𝐲)\stackrel{~}{S}_z(t,𝐱,𝐲)W_1(z,\overline{z},S_z(t,𝐱,𝐲))\right)𝑑zd\overline{z},`$
with $`S_0`$ given by (6), evaluated on the solution of the problem (1), is a $`\tau `$-function of dispersionless 2DTL hierarchy ($`G`$ is an annulus defined above).

The function $`W`$ is the $`\overline{}`$ data for the quasiclassical $`\overline{}`$-problem. Its variations provide us with a wide class of variations of the function $`F`$ (first we will use formula (10) defined for arbitrary $`G`$).

For the functions $`W`$ of the form (2), varying $`w_n(z,\overline{z})`$, one has

$`\delta W={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\delta w_n(z,\overline{z})\left(S_z\right)^n,\delta W_1={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\delta w_n}{n+1}}\left(S_z\right)^{n+1},`$
and

$`\delta F={\displaystyle \frac{ϵ}{2\pi \text{i}}}{\displaystyle _G}U(z,\overline{z},S_z)𝑑zd\overline{z},`$ (13)
where $`U(z,\overline{z},\eta )`$ is an arbitrary function with the support in $`z`$-plane belonging to $`G`$, analytic in $`\eta `$. The formula (13) gives a general variation (infinitesimal symmetry transformation) of the $`\tau `$-function. Let us consider some special symmetry transformations.

Considering elementary variation $`\delta w_{n_0}=ϵ\alpha _{n_0}\delta (zz_0)`$, $`\delta w_n=0,nn_0`$, one gets

$`\delta F={\displaystyle \frac{ϵ}{2\pi \text{i}}}{\displaystyle \frac{\alpha _{n_0}}{(n_0+1)}}\left(S_z\right)^{n_0+1}|_{z=z_0},`$ (14)
and, respectively,

$`\delta \stackrel{~}{S}={\displaystyle \frac{ϵ}{2\pi \text{i}}}{\displaystyle \frac{\alpha _{n_0}}{(n_0+1)}}D(z)\left(S_z(z_0)\right)^{n_0+1}.`$ (15)
Taking superposition of elementary variations (14), we obtain a variation of the form

$`\delta F=ϵf(S_z(z_0)),`$ (16)
where $`f`$ is an arbitrary analytic function (summation over different points and integration over $`z_0`$ are also possible).

Another simple symmetry transformation is given by

$`\delta F=ϵc(S(z_2)S(z_1)),`$ (17)
where $`z_1,z_2`$ are arbitrary points belonging to the domain $`G`$, and $`c`$ is some constant. Indeed,

$`S(z_2)S(z_1)={\displaystyle _{z_1}^{z_2}}d(S)={\displaystyle _{z_1}^{z_2}}S_z𝑑z+{\displaystyle _{z_1}^{z_2}}S_{\overline{z}}𝑑\overline{z}`$
$`={\displaystyle _{z_1}^{z_2}}S_z𝑑z+{\displaystyle _{z_1}^{z_2}}W(z,\overline{z},S_z)𝑑\overline{z},`$
thus the function $`S(z_2)S(z_1)`$ corresponds to the special case of general variation (13). In the limit $`z_2z_1`$ the transformation (17) is reduced to elementary symmetries (14).

## 4 Symmetry constraints

Given infinitesimal symmetries of the form

$$\delta F=ϵ\mathrm{\Phi },$$

(cf., (13), (16), (17)), it is possible to introduce symmetry constraints

$$\frac{}{t_i}F=\mathrm{\Phi }.$$
(18)
These constraints are preserved by the flows of the hierarchy and represent a reduction of the hierarchy. There is a lot of similarity between constraints (18) and symmetry constraints in the (2+1)-dimensional dispersionfull case, which are rather well studied -. Below we will demonstrate that constraints (18) lead to hydrodynamic reductions, and give a regular way to introduce basic objects connected with these reductions.

Technically, in the dispersionful case one starts with linear equations of the hierarchy (which give the hierarchy itself in the form of compatibility conditions). Symmetry constraints connect the potentials in these equations with some special wave functions, and in the end one obtains (1+1)-dimensional integrable system for the set of wave functions. The simplest symmetry constraint for KP hierarchy leads to nonlinear Schrödinger equation.

In the dispersionless case we will follow the same strategy. The role of linear equations of the hierarchy is played by Hamilton-Jacobi equations of the dispersionless hierarchy.

## 5 Zakharov reduction for the dKP hierarchy

We begin with a simple example of symmetry constraint for the dKP hierarchy. The first Hamilton-Jacobi equation of dKP hierarchy (dispersionless analogue of Lax equation) is

$$S_y=p^2+2u;p=S_x,u=_x\stackrel{~}{S}_1,$$
(19)
where $`x=t_1`$, $`y=t_2`$. Let us consider the symmetry constraint

$$F_x=f(S_z(z_0)),$$
(20)
which is equivalent to the condition (cf., (5))

$$u=_xf(S_z(z_0)).$$

Differentiating (19) with respect to $`z`$ and evaluating the result at $`z=z_0`$, we get

$$\frac{_yS_z(z_0)}{_xS_z(z_0)}=2p_0,p_0=p(z_0).$$

Using this equation and evaluating (19) at $`z=z_0`$, we obtain a system of hydrodynamic type

$`\{\begin{array}{c}_yp_0=_x(p_0^2+2u),\hfill \\ _yu=2_x(p_0u).\hfill \end{array}`$ (23)
This system is well known , it represents a dispersionless limit of nonlinear Schrödinger eqution. Thus a constraint (20) represents a proper dispersionless analogue of the simplest symmetry constraint of KP hierarchy.

It is possible to move further and demonstrate that the symmetry constraint (20) leads to explicit expression for the function $`z(p)`$, which plays a fundamental role in the picture of constrained hierarchy and allows to find Riemann invariants and hodograph equations. To do this, we will use generating Hamilton-Jacobi equation (4) rewritten as

$$D(z)S(z^{})=\mathrm{log}\frac{p(z)p(z^{})}{z},|z|>1,$$
(24)
which produces infinite set of Hamilton-Jacobi equations by expansion into the powers of $`z^1`$ at infinity (see, e.g., ). Differentiating this equation by $`z^{}`$ and evaluating the result at $`z^{}=z_0`$, we get

$$\frac{D(z)S_z(z_0)}{_xS_z(z_0)}=\frac{1}{pp_0}.$$

Then, using the constraint (20) and simple formula

$$D(z)F_x=zp,$$

we obtain the relation

$$z=p+\frac{u}{pp_0}.$$
(25)
The function $`z(p)`$ (Sato function) plays a crucial role in the picture of dispersionless hierarchy. Dispersionless KP hierarchy (for general $`z(p)`$) can be written in the form $`_nz(p)=\{z_+^n,z\}.`$ Relation (25) defines the function $`z(p)`$ for the constrained hierarchy, it is well known  and is usually called Zakharov reduction. Thus we have demonstrated that symmetry constraint (20) leads to Zakharov reduction (25).

Riemann invariants for the constrained hierarchy of equations of hydrodynamic type (the first of which is (23)), are given by the values of $`z(p)`$ (25) at $`p_i`$ where $`\frac{z}{p}`$ vanishes, $`\lambda _i=z(p_i)`$, $`\frac{z}{p}(p_i)=0`$. It is rather straightforward to introduce hodograph transform for the solution of constrained hierarchy .

## 6 Generic symmetry constraint for the dKP hierarchy

Now we will use the symmetry (17) and consider the constraint

$$F_x=\underset{i=1}{\overset{N}{}}c_i(S_i\stackrel{~}{S}_i),$$
(26)
where $`S_i=S(z_i)`$, $`\stackrel{~}{S}_i=S(\stackrel{~}{z}_i)`$, $`z_i`$, $`\stackrel{~}{z}_i`$ are some sets of points, and $`c_i`$ are arbitrary constants. In equivalent form,

$$u=_x\underset{i=1}{\overset{N}{}}c_i(S_i\stackrel{~}{S}_i)=\underset{i=1}{\overset{N}{}}c_i(p_i\stackrel{~}{p}_i).$$

Evaluating Hamilton-Jacobi equation (19) and its higher counterpart

$$S_t=p^3+3up\frac{3}{2}\stackrel{~}{S}_1,$$

where $`t=t_3`$, at $`z`$ equal to $`z_i`$, $`\stackrel{~}{z}_i`$, we immediately get two systems of hydrodynamic type

$$\{\begin{array}{c}_yp_k=_x\left((p_k^2)+2\underset{i}{}c_i(p_i\stackrel{~}{p}_i)\right)\hfill \\ _y\stackrel{~}{p}_k=_x\left((\stackrel{~}{p}_k^2)+2\underset{i}{}c_i(p_i\stackrel{~}{p}_i)\right)\hfill \end{array}k=1,\mathrm{},N$$
(27)
and

$$\{\begin{array}{c}_tp_k=_x\left((p_k^3)+3p_k\underset{i}{}c_i(p_i\stackrel{~}{p}_i)+\frac{3}{2}\underset{i}{}c_i(p_i^2\stackrel{~}{p}_i^2)\right)\hfill \\ _t\stackrel{~}{p}_k=_x\left((\stackrel{~}{p}_k^3)+3\stackrel{~}{p}_k\underset{i}{}c_i(p_i\stackrel{~}{p}_i)+\frac{3}{2}\underset{i}{}c_i(p_i^2\stackrel{~}{p}_i^2)\right)\hfill \end{array}$$
(28)
These systems can be written in Hamiltonian form,

$`_{t_n}𝐩=J{\displaystyle \frac{\delta H_{n+1}}{\delta 𝐩}},J=\left(\begin{array}{cc}C^1& 0\\ 0& C^1\end{array}\right)_x,`$
$`H_3={\displaystyle \frac{1}{3}}{\displaystyle 𝑑x\left(\underset{i}{}c_i(p_i^3\stackrel{~}{p}_i^3)+3\left(\underset{i}{}c_i(p_i\stackrel{~}{p}_i)\right)^2\right)},`$
$`H_4={\displaystyle \frac{1}{4}}{\displaystyle 𝑑x\left(\underset{i}{}c_i(p_i^4\stackrel{~}{p}_i^4)+6\underset{i}{}c_i(p_i\stackrel{~}{p}_i)\times \underset{i}{}c_i(p_i^2\stackrel{~}{p}_i^2)\right)},`$
where $`𝐩=(p_1,\mathrm{},p_N,\stackrel{~}{p}_1,\mathrm{},\stackrel{~}{p}_N)^\mathrm{t}`$, $`C`$ is diagonal $`N\times N`$ matrix with the entries $`c_i`$, $`C_{ik}=c_i\delta _{ik}`$, $`i,k=1,\mathrm{},N`$.

Common solution of the systems (27), (28) generates a solution $`u=_ic_i(p_i\stackrel{~}{p}_i)`$ of the dKP equation.

The Sato function $`z(p)`$, which allows to construct Riemann invariants and higher Hamiltonians, is the central object for the constrained hierarchy. To find it, we, similar to the first example, use the generating Hamilton-Jacobi equation (24). Evaluating this equation at $`z^{}`$ equal to $`z_i`$, $`\stackrel{~}{z}_i`$ and combining the results, we get

$$D(z)\underset{i=1}{\overset{N}{}}c_i(S_i\stackrel{~}{S}_i)=\underset{i=1}{\overset{N}{}}c_i\mathrm{log}\frac{pp_i}{p\stackrel{~}{p}_i}.$$
(29)
Then, due to the constraint (26),

$$D(z)F_x=\underset{i=1}{\overset{N}{}}c_i\mathrm{log}\frac{pp_i}{p\stackrel{~}{p}_i},$$

and finally we obtain the function $`z(p)`$,

$$z=p\underset{i=1}{\overset{N}{}}c_i\mathrm{log}\frac{pp_i}{p\stackrel{~}{p}_i}.$$
(30)
Equation $`\frac{z}{p}=0`$ is an algebraic one, having $`2N`$ roots $`p_\alpha `$, and Riemann invariants for the constrained hierarchy are $`\lambda _\alpha =z(p_\alpha )`$.

Expansion of $`z(p)`$ at $`p\mathrm{}`$ looks like

$$z=p+\underset{n=1}{\overset{\mathrm{}}{}}\frac{v_n}{p^n},v_n=\underset{i=1}{\overset{N}{}}\frac{c_i(p_i^n\stackrel{~}{p}_i^n)}{n}.$$
(31)
Equation (24) allows us to obtain the generating equation for the whole hierarchy of systems of hydrodynamic type associated with the constraint (26). Indeed, differentiating (24) with respect to $`x`$ and evaluating it at the points $`z_i`$, $`\stackrel{~}{z}_i`$, one gets

$$\{\begin{array}{c}D(z)p_k=_x\mathrm{log}(pp_k)\hfill \\ D(z)\stackrel{~}{p}_k=_x\mathrm{log}(p\stackrel{~}{p}_k)\hfill \end{array}k=1,\mathrm{},N,$$
(32)
where $`p`$ is a function of $`z`$, $`(p_1,\mathrm{},p_N,\stackrel{~}{p}_1,\mathrm{},\stackrel{~}{p}_N)`$, defined by the relation (30). Expanding both sides of this system into the powers of $`z^1`$, one gets the systems (27), (28) and their higher counterparts. Introducing to $`S_0(z,𝐭)`$ dependence on extra time $`t_{\mathrm{log}}`$, $`S_0(z^{})S_0(z^{})t_{\mathrm{log}}\mathrm{log}(1\frac{z^{}}{z})`$, $`\frac{}{t_{\mathrm{log}}}=D(z)`$, we may consider (32) as a system of hydrodynamic type with the time $`t_{\mathrm{log}}`$. Hamiltonian for this system is given by the expression

$$H_{\mathrm{log}}=𝑑x\left(\frac{1}{2}p^2\underset{i=1}{\overset{N}{}}c_i\left(\stackrel{~}{p}_ip_i+p_i\mathrm{log}(pp_i)\stackrel{~}{p}_i\mathrm{log}(p\stackrel{~}{p}_i)\right)\right).$$

Differentiating (32) by $`z`$, we will get another form of generating system,

$$\{\begin{array}{c}D_z(z)p_k=_x\frac{p_z}{pp_k}\hfill \\ D_z(z)\stackrel{~}{p}_k=_x\frac{p_z}{p\stackrel{~}{p}_k}\hfill \end{array}k=1,\mathrm{},N,$$
(33)
where $`p,p_z`$ are functions of $`z`$, $`(p_1,\mathrm{},p_N,\stackrel{~}{p}_1,\mathrm{},\stackrel{~}{p}_N)`$, defined by the relation (30). This system can be considered as a system of hydrodynamic type with the time $`t_{\text{pole}}`$, $`S_0(z^{})S_0(z^{})+t_{\text{pole}}(zz^{})^1`$, $`\frac{}{t_{\text{pole}}}=D_z(z)`$. Hamiltonian for the generating system (33) is remarkably simple,

$$H_{\text{pole}}=p𝑑x,$$

and its expansion into the powers of $`z^1`$ gives a general formula for the Hamiltonians of constrained hierarchy,

$$H_n=\frac{1}{n}\mathrm{res}_{\mathrm{}}\left(z(p)^n\right)𝑑x=_x\stackrel{~}{S}_n,$$
(34)
which is in agreement with general results .

In a similar way one can treat the symmetry constraints

$$\frac{F}{t_n}=\underset{i=1}{\overset{N}{}}c_i(S_i\stackrel{~}{S}_i).$$
(35)
In particular, since

$$\frac{S}{t_n}=p^n+u_{n2}p^{n2}+\mathrm{}+u_0,$$

one obtains a corresponding Sato function

$$E(p)=z^n=p^n+u_{n2}p^{n2}+\mathrm{}+u_0\underset{i=1}{\overset{N}{}}c_i\mathrm{log}\frac{pp_i}{p\stackrel{~}{p}_i}.$$
(36)
Remark. It is easy to check that in the limit $`\stackrel{~}{z}_i=z_i+ϵ_i`$ $`ϵ_i0`$, $`c_iϵ_i=\text{const}`$, the Sato function (36) reproduces the curve

$$z^n=p^n+u_{n2}p^{n2}+\mathrm{}+u_0+\underset{i=1}{\overset{N}{}}\frac{a_i}{pp_i},$$
(37)
which has been discussed in . At $`n=1`$ one gets a general Zakharov reduction.

## 7 Symmetry constraint for the d2DTL hierarchy

Now we will consider symmetry reduction of d2DTL hierarchy defined by the constraint

$$F_t=\underset{i=1}{\overset{N}{}}c_i(S_i\stackrel{~}{S}_i).$$
(38)
Technically this case is very similar to that considered in the previous section, and we will omit some details. The first Hamilton-Jacobi equations of d2DTL hierarchy are

$`_xS(z)=e^p_t\stackrel{~}{S}_1,`$ (39)
$`_yS=e^{\varphi _tp},`$ (40)
where $`x=x_1`$, $`y=y_1`$. Using the constraint (38), from these equations we get two systems of hydrodynamic type, namely

$`\{\begin{array}{c}_xp_i=_t\left(e^{p_i}+_kc_k(e^{p_k}e^{\stackrel{~}{p}_k})\right)\hfill \\ _x\stackrel{~}{p}_i=_t\left(e^{\stackrel{~}{p}_i}+_kc_k(e^{p_k}e^{\stackrel{~}{p}_k})\right)\hfill \end{array}i=1,\mathrm{},N`$ (43)
and

$`\{\begin{array}{c}_yp_i=_t\mathrm{exp}\left(p_i+_kc_k(p_k\stackrel{~}{p}_k)\right)\hfill \\ _y\stackrel{~}{p}_i=_t\mathrm{exp}\left(\stackrel{~}{p}_i+_kc_k(p_k\stackrel{~}{p}_k)\right)\hfill \end{array}i=1,\mathrm{},N`$ (46)
Both systems can be written in Hamiltonian form,

$`_x𝐩=J{\displaystyle \frac{\delta H_1^+}{\delta 𝐩}},_y𝐩=J{\displaystyle \frac{\delta H_1^{}}{\delta 𝐩}},J=\left(E+\left(\begin{array}{cc}C^1& 0\\ 0& C^1\end{array}\right)\right)_t,`$
where $`E`$ is $`2N\times 2N`$ matrix with all entries equal to $`1`$, $`E_{ik}=1`$, $`i,k=1,\mathrm{},2N`$, $`C`$ is diagonal $`N\times N`$ matrix with the entries $`c_i`$, $`C_{ik}=c_i\delta _{ik}`$, $`i,k=1,\mathrm{},N`$, and the Hamiltonians are, respectively,

$`H_1^+={\displaystyle 𝑑t\underset{k}{}c_k(e^{p_k}e^{\stackrel{~}{p}_k})},`$ (47)
$`H_1^{}={\displaystyle 𝑑t\mathrm{exp}\left(\underset{k}{}c_k(p_k\stackrel{~}{p}_k)\right)\underset{k}{}c_k(e^{\stackrel{~}{p}_k}e^{p_k})}.`$ (48)
Using generating equation (7), we obtain the function $`z(p)`$ for the constrained hierarchy,

$$z=e^p\underset{k=1}{\overset{N}{}}\left(\frac{e^pe^{p_k}}{e^pe^{\stackrel{~}{p}_k}}\right)^{c_k}.$$
(49)
Starting with second generating equation (8), we get equivalent form of this relation,

$$z=\mathrm{exp}\left(p\underset{k=1}{\overset{N}{}}c_k(p_k\stackrel{~}{p}_k)\right)\underset{k=1}{\overset{N}{}}\left(\frac{e^pe^{p_k}}{e^pe^{\stackrel{~}{p}_k}}\right)^{c_k}.$$
(50)
Equation $`\frac{z}{p}=0`$ is algebraic (with respect to the variable $`\xi =e^p`$), having $`2N`$ roots $`\xi _\alpha `$, and Riemann invariants for the constrained hierarchy are $`\lambda _\alpha =z(\xi _\alpha )`$.

Generating systems for the constrained hierarchy read

$$\{\begin{array}{c}D_+(z)p_k=_t\mathrm{log}(e^pe^{p_k})\hfill \\ D_+(z)\stackrel{~}{p}_k=_t\mathrm{log}(e^pe^{\stackrel{~}{p}_k})\hfill \end{array}k=1,\mathrm{},N,$$
(51)
$$\{\begin{array}{c}D_{}(z)p_k=_t\mathrm{log}(1e^{pp_k})\hfill \\ D_{}(z)\stackrel{~}{p}_k=_t\mathrm{log}(1e^{p\stackrel{~}{p}_k})\hfill \end{array}k=1,\mathrm{},N,$$
(52)
(‘logarithmic’ form) and

$$\{\begin{array}{c}D_{z\pm }(z)p_k=_t\frac{p_z}{e^{p_kp}1}\hfill \\ D_{z\pm }(z)\stackrel{~}{p}_k=_t\frac{p_z}{e^{\stackrel{~}{p}_kp}1}\hfill \end{array}k=1,\mathrm{},N,$$
(53)
(‘pole’ form). Hamiltonian for the ‘pole’ form of generating equations is

$$H_\pm (z)=\frac{1}{z}p𝑑t.$$

Expansion of this Hamiltonian at $`z=\mathrm{}`$ and $`z=0`$ gives general expressions for the Hamiltonians of constrained hierarchy,

$`H_n^+={\displaystyle \frac{1}{n}}{\displaystyle \mathrm{res}_{\mathrm{}}\left(z(\xi )^n\xi ^1\right)𝑑t},`$ (54)
$`H_n^{}={\displaystyle \frac{1}{n}}{\displaystyle \mathrm{res}_0\left(z(\xi )^n\xi ^1\right)𝑑t},`$ (55)
where $`\xi =e^p`$.

In more detail, the Hamiltonian and bi-Hamiltonian structure of equation considered above will be considered elsewhere.

Symmetry constraints of the type $`F_{x_n}=_{i=1}^Nc_i(S_i\stackrel{~}{S}_i)`$ and $`F_{y_n}=_{i=1}^Nc_i(S_i\stackrel{~}{S}_i)`$ are treated analogously. The corresponding Sato function is given by (36) with substitutions $`pe^p`$, $`pe^p`$, respectively.

## 8 Conclusion

As we have seen, the systems of hydrodynamic type and associated complex curves (Sato functions) are direct consequences of the generating Hamilton-Jacobi equations (4), (7,8) under the symmetry constraint.

We would like to note here that complex curves discussed above are connected with the $`\overline{}`$-equation in a very natural way. Let us consider the dKP hierarchy as an example. The function $`p=_xS`$ solves a linear Beltrami equation $`p_{\overline{z}}=W^{}p_z`$, and under certain conditions is a basic homeomorphism. The inverse function $`z(p,\overline{p})`$ is analytic in some neighborhood of infinity. The Cauchy-Green formula implies that

$$z=p+\frac{1}{2\pi \mathrm{i}}\frac{dp^{}d\overline{p}^{}}{p^{}p}\frac{z}{\overline{p}^{}}.$$
(56)
In the neighborhood of infinity one has

$$z=p+\underset{n=1}{\overset{\mathrm{}}{}}\frac{v_n}{p^n},$$
(57)
where

$$v_n=\frac{1}{2\pi \mathrm{i}}p_{}^{}{}_{}{}^{n1}\frac{z}{\overline{p}^{}}𝑑p^{}d\overline{p}^{}.$$
(58)
Let us choose a special $`\frac{z}{\overline{p}}`$ with a support along the curve $`\mathrm{\Gamma }=_i\mathrm{\Gamma }_i`$ composed of $`N`$ disconnected pieces $`\mathrm{\Gamma }_i`$ with the ends at the points $`z_i`$ and $`\stackrel{~}{z}_i`$ and such that $`\frac{z}{\overline{p}}=_{i=1}^Nc_i\delta _{\mathrm{\Gamma }_i}`$. For such ‘constrained’ $`\overline{}`$-data formula (56) gives

$$z=p\underset{i=1}{\overset{N}{}}c_i\mathrm{log}\frac{pp_i}{p\stackrel{~}{p}_i},$$

while from (58) we obtain

$$v_n=\underset{i=1}{\overset{N}{}}\frac{c_i(p_i^n\stackrel{~}{p}_i^n)}{n},$$

that coincides with (30,31). For the $`\overline{}`$-data given by $`\frac{z}{\overline{p}}=_{i=1}^Na_i\delta (pp_i)`$, equation (56) immediately leads to the Sato function associated with Zakharov reduction (see (37)). Thus, the Cauchy-Green formula is a generator of complex curves associated with equations of hydrodynamic type.

Equation (56) is the two-dimensional extension of the integral equation discussed in , .

### Acknowledgments

Authors would like to thank Luis Martínez Alonso for useful discussions. LVB is also grateful to E.V. Ferapontov for attracting his interest to the problem of hydrodynamic reductions. LVB was supported in part by RFBR grant 01-01-00929 and President of Russia grant 1716-2003; BGK was supported in part by the grant COFIN 2002 ‘Sintesi’.