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# 1 Introduction and Preliminaries

## 1 Introduction and Preliminaries

Type II superstring theories possess stringy solitons called Dirichlet-branes (D-branes) and they have been attracting our attention as a clue to resolve the non-perturbative aspects. As originally defined, a D$`p`$-brane is a $`(p+1)`$-dimensional hypersurface in 10-dimensional space-time on which open strings are allowed to end and the massless modes of the open strings form a multiplet of supersymmetric $`U(1)`$ gauge theory, a vector field $`A_a`$, $`(9p)`$ real scalar fields $`\mathrm{\Phi }^i`$ and their superpartners. We will use $`a,b`$ for world-volume indices of D$`p`$-branes, $`i,j,k`$ for transverse indices of that and $`\mu ,\nu `$ for space-time indices.

The bosonic part of the low energy theory on a single D$`p`$-brane world-volume is described by an abelian Born-Infeld action of the form

$`𝒮_{\text{BI}}`$ $`=T_p{\displaystyle d}\stackrel{p+1}{\sigma }e^\varphi \sqrt{det(P[G_{ab}+B_{ab}]+\lambda F_{ab})},`$ (1)
where $`T_p=2\pi /(2\pi \mathrm{}_s)^{p+1}g_s`$ is the D$`p`$-brane tension and $`\lambda =2\pi \mathrm{}_s^2`$. $`F_{ab}`$ is a field strength of the gauge field on the world-volume theory. A dilaton $`\varphi `$, a metric $`G_{\mu \nu }`$ and an antisymmetric tensor $`B_{\mu \nu }`$, which are generically called Neveu-Schwartz fields, are fields in the space-time, so they appear in the above action as pullbacks to the world-volume. We’ll use the symbol $`P[\mathrm{}]`$ to clarify the pullbacks, for example, $`P[G_{ab}]=\frac{x^\mu }{\sigma ^a}\frac{x^\nu }{\sigma ^b}G_{\mu \nu }`$. To simplify the action we often employ the static gauge

$`\{\begin{array}{cc}x^a=\sigma ^a,\hfill & a=0,1,\mathrm{},p,\hfill \\ x^i=\lambda \mathrm{\Phi }^i(x^a),\hfill & i=p+1,\mathrm{},9.\hfill \end{array}`$ (2)
In this case $`P[G_{ab}]`$ is written as

$`P[G_{ab}]`$ $`=G_{ab}+\lambda (_a\mathrm{\Phi }^iG_{ib}+_b\mathrm{\Phi }^iG_{ai})+\lambda ^2_a\mathrm{\Phi }^i_b\mathrm{\Phi }^jG_{ij}.`$ (3)
One of the important features of the abelian Born-Infeld action is that it can capture some geometrical informations about the D$`p`$-brane and strings attached to or dissolved in it. For instance, in the case of a D3-brane world-volume theory, a point charge Coulomb gauge field become a BPS saturated solution if one of the scalar fields, say $`\mathrm{\Phi }^9`$, is exited. The excitation of $`\mathrm{\Phi }^9`$ implies that the shape of the D3-brane is like a spike and, indeed, this configuration is identified with a fundamental string attached to the D3-brane.

In addition to the massless NS spectrums, closed strings in type II superstring theories contain Ramond-Ramond massless spectra. A D-brane carries an R-R charge and couples to R-R potentials as

$`𝒮_{\text{CS}}=\mu _p{\displaystyle _{p+1}}P\left[{\displaystyle \underset{np+1}{}}C^{(n)}e^B\right]e^{\lambda F}.`$ (4)
This is an abelian Chern-Simons action for the single D$`p`$-brane. Here $`\mu _p=T_p`$ is the R-R charge of the D$`p`$-brane and $`C^{(n)}`$ denotes the R-R $`n`$-form potential. $`n`$ takes odd $`(1,3,5,7,9)`$ for type IIA and even $`(0,2,4,6,8,10)`$ for type IIB. In the presence of non-zero R-R field strength $`G^{(n+1)}=dC^{(n)}`$, the abelian Chern-Siomons action gives some contribution to potential energy of the D$`p`$-brane world-volume theory, which implies existences of new solutions. For example, a spherical D2-brane, in the $`x^1,x^2,x^3`$ directions, with $`N`$ magnetic fluxes is usually unstable against decaying to $`N`$ D0-branes. In the background of constant $`G_{0123}^{(4)}=4h`$, however, this spherical D2-brane expanding in the $`x^1,x^2,x^3`$ directions with a radius $`h\lambda N`$ becomes globally stable. This is so-called a dielectric effect or spherically dielectric D2-brane.

Low energy world-volume action for the single D$`p`$-brane is realized by the abelian Born-Infeld action $`(\text{1})`$ plus the abelian Chern-Simons action $`(\text{4})`$. Now we move on to a world-volume action for $`N`$ coincident D$`p`$-branes. If $`N`$ parallel D$`p`$-branes close to each other, the ground state modes of open strings stretched between these D$`p`$-branes become massless and therefore world-volume gauge symmetry is enhanced to $`U(N)`$. To obtain the world-volume action of the $`N`$ coincident D$`p`$-branes, in the actions $`(\text{1})`$ and $`(\text{4})`$, we would modify $`A_a`$ and $`\mathrm{\Phi }^i`$ as adjoint representations of $`U(N)`$ Lie algebra and take a trace of the integrand. The action obtained like this way, however, is not consistent with T-duality. The correct one is given by Myers et al. as follows.

The non-abelian Born-Infeld action for the $`N`$ coincident D$`p`$-branes, which is consistent with T-duality, is modified into the form

$`𝒮_{\text{BI}}`$ $`=T_p`$ $`{\displaystyle d}\stackrel{p+1}{\sigma }\text{STr}(e^\varphi \sqrt{det\left(P[E_{ab}]+P[E_{ai}((Q^1)_{}^{i}{}_{j}{}^{}\delta _{}^{i}{}_{j}{}^{})E^{jk}E_{kb}]+\lambda F_{ab}\right)det\left(Q_{}^{i}{}_{j}{}^{}\right)}),`$ (5)
where $`E_{\mu \nu }=G_{\mu \nu }+B_{\mu \nu }`$ and $`Q_{}^{i}{}_{j}{}^{}=\delta _{}^{i}{}_{j}{}^{}+i\lambda [\mathrm{\Phi }^i,\mathrm{\Phi }^k]E_{kj}`$. The partial derivatives $`_a\mathrm{\Phi }^i`$ are changed to covariant derivatives $`D_a\mathrm{\Phi }^i_a\mathrm{\Phi }^i+i[A_a,\mathrm{\Phi }^i]`$. STr represents a symmetrized trace, that is, $`U(N)`$ Lie algebra indices of $`F_{ab}`$, $`D_a\mathrm{\Phi }^i`$ and $`i[\mathrm{\Phi }^i,\mathrm{\Phi }^j]`$ are symmetrized in the trace. By setting $`\varphi =B_{\mu \nu }=0`$ and expanding around $`G_{\mu \nu }=\eta _{\mu \nu }`$, the non-abelian Born-Infeld action is approximated of the form

$`𝒮_{\text{BI}}`$ $`NT_pV_{p+1}{\displaystyle \frac{\lambda ^2}{4}}T_p{\displaystyle d}\stackrel{p+1}{x}\text{Tr}\left(F^{ab}F_{ab}+2(D^a\mathrm{\Phi }^i)(D_a\mathrm{\Phi }^i)[\mathrm{\Phi }^i,\mathrm{\Phi }^j][\mathrm{\Phi }^i,\mathrm{\Phi }^j]\right).`$ (6)
This action is also obtained by the dimensional reduction of the bosonic part of 10-dimensional $`U(N)`$ SYM theory to $`(p+1)`$-dimensional theory. It is easy to see that the potential term $`[\mathrm{\Phi }^i,\mathrm{\Phi }^j]^2`$ is characteristic of the non-abelian case, which originally comes from the term $`\sqrt{detQ}`$. This potential term reaches to global minima when all $`\mathrm{\Phi }^i`$ are simultaneously diagonalized. The diagonal elements of each $`\mathrm{\Phi }^i`$ multiplied by $`\lambda `$ represent the positions of the individual D$`p`$-branes in the $`x^i`$ direction.

The non-abelian Chern-Simons action for the $`N`$ coincident D$`p`$-branes , which is consistent with T-duality, is modified into the form

$`𝒮_{\text{CS}}`$ $`=\mu _p{\displaystyle _{p+1}}\text{STr}\left(P\left[e^{i\lambda \mathrm{i}_\mathrm{\Phi }\mathrm{i}_\mathrm{\Phi }}\left({\displaystyle \underset{n}{}}C^{(n)}e^B\right)\right]e^{\lambda F}\right),`$ (7)
where $`n`$ takes odd for type IIA and even for type IIB. Here $`\mathrm{i}_\mathrm{\Phi }`$ denotes the interior product defined as

$`(\mathrm{i}_\mathrm{\Phi }\mathrm{i}_\mathrm{\Phi })^lC^{(n+2l)}={\displaystyle \frac{1}{2^ln!}}\left({\displaystyle \underset{s=1}{\overset{l}{}}}[\mathrm{\Phi }^{j_{2s}},\mathrm{\Phi }^{j_{2s1}}]\right)C_{j_1j_2\mathrm{}j_{2l1}j_{2l}\mu _1\mathrm{}\mu _n}^{(n+2l)}dx^{\mu _1}\mathrm{}dx^{\mu _n}.`$ (8)
The remarkable property of the non-abelian Chern-Simons action is that there are coupling terms to the R-R potential $`C^{(n)}`$ with $`np+3`$. Because of this fact, a non-zero constant R-R field strength $`G^{(p+4)}`$ generates a new potential term for the $`N`$ coincident D$`p`$-branes world-volume theory. For instance, in the presence of the constant $`G_{0123}^{(4)}=4h`$, the configurations of $`N`$ static D0-branes, i.e. all simultaneously diagonalized $`\mathrm{\Phi }^i`$, are no longer globally stable. The potential energy reaches to global minima when $`\frac{\mathrm{\Phi }^1}{2h}`$, $`\frac{\mathrm{\Phi }^2}{2h}`$ and $`\frac{\mathrm{\Phi }^3}{2h}`$ satisfy the commutation relation of the $`SU(2)`$ Lie algebra. These solutions are known as fuzzy two-spheres. If $`\frac{\mathrm{\Phi }^1}{2h}`$, $`\frac{\mathrm{\Phi }^2}{2h}`$ and $`\frac{\mathrm{\Phi }^3}{2h}`$ belong to the $`N`$ dimensional irreducible representations of $`SU(2)`$ Lie algebra, the radius of the fuzzy two-sphere is almost equal to $`h\lambda N`$. This is the dielectric effect viewed from the $`N`$ D0-branes world-volume theory, often called Myers effect.

In this paper we explore torus-like configurations of the dielectric D2-brane from the two alternative viewpoint of the single D2-brane action or the $`N`$ D0-branes one222 In refs. and , a dielectric D5-brane with the topology $`^4\times T^2`$ is considered from a viewpoint of certain deformations of $`𝒩=4`$ super Yang-Mills theory in four dimensions.. Motivations are as follows. Firstly, consider a situation where the spherical D2-brane (the fuzzy two-sphere) is expanding in the $`x^1,x^2,x^3`$ directions and the $`x^3`$ direction is compactified on a circle with circumference $`2\mathrm{}`$. The radius of the spherical D2-brane (the fuzzy two-sphere) is given by $`h\lambda N`$ in the background of constant $`G_{0123}^{(4)}=4h`$ flux. Therefore, if $`h\lambda N`$ is bigger than $`\mathrm{}`$, the spherical D2-brane (the fuzzy two-sphere) would be deformed to a torus-like configuration via tachyon condensation process. Notice that one of two cycles of this torus wraps the $`x^3`$ direction but another does not wind any circle of the target space. It might difficult to pursuit the tachyon condensation process directly. However, knowledges of possible torus-like configurations of the dielectric D2-brane (the $`N`$ D0-branes) would tell us what happens after the tachyon condensation. The another reason is that the torus-like dielectric D2-brane ($`N`$ D0-branes) would be possible to regard as a non-BPS D-string which wraps the $`x^3`$ direction. A non-BPS D-string can be constructed from the D2-$`\overline{\text{D}2}`$ system by the condensation of a real tachyonic field. To make it more clear, consider the case where D2 and $`\overline{\text{D}2}`$ are extending in the $`x^2,x^3`$ directions and separated by the string scale in the $`x^1`$ direction. If the tachyon condensation starts from $`x^2=\pm \mathrm{}`$ and proceed step by step toward $`x^2=0`$, a torus-like D2-brane can be obtained. A non-BPS D-string is identified to this torus-like D2-brane if the cycle, which doesn’t wind any circle of the target space, shrinks almost to zero. The constant R-R flux, however, might puff up this shrinking cycle. It is interesting if we can construct a non-BPS D-string via $`N`$ D0-branes.

In section 2 we review the dielectric effect briefly. In section 3 the torus-like configurations of the dielectric D2-brane are obtained as classical solutions of equation of motion for the D2-brane world-volume action. We try to reproduce the same configurations from the viewpoint of the $`N`$ D0-branes action in section 4. In section 5 we make some discussions.

## 2 Brief Review of the Dielectric Effect

The world-volume theory of $`N`$ coincident D$`p`$-branes is described by non-abelian Born-Infeld action plus non-abelian Chern-Simons action, which are consistent with T-duality. The remarkable fact is that, in the presence of constant R-R 4-form field strength, the $`N`$ coincident D0-branes are unstable against expanding into a spherical D2-brane. In this section we briefly review this dielectric effect.

### 2.1 The Dielectric Effect from the D2-brane Action

In this subsection we shortly see the dielectric effect from the viewpoint of a single D2-brane world-volume theory. The system considered here is the spherical D2-brane with $`N`$ magnetic fluxes in the presence of constant R-R flux $`G_{0123}^{(4)}=4h`$. The space-time flat metric is taken to be

$`ds^2=dt^2+dr^2+r^2d\theta ^2+r^2\mathrm{sin}^2\theta d\varphi ^2+{\displaystyle \underset{s=4}{\overset{9}{}}}(dx^s)^2.`$ (9)
Here the $`x^1`$, $`x^2`$ and $`x^3`$ directions are expressed by the spherical coordinates as

$`x^1=r\mathrm{sin}\theta \mathrm{cos}\varphi ,x^2=r\mathrm{sin}\theta \mathrm{sin}\varphi ,x^3=r\mathrm{cos}\theta .`$ (10)
Instead of the usual static gauge, it is useful to take the world-volume coordinates of the spherical D2-brane as $`\sigma ^0=t`$, $`\sigma ^1=\theta `$, $`\sigma ^2=\varphi `$. Suppose that the position of the spherical D2-brane is at $`r=R`$ and $`x^s=0`$. The R-R flux on the spherical coordinates is $`G_{tr\theta \varphi }^{(4)}=4hr^2\mathrm{sin}\theta `$, or $`C_{t\theta \varphi }^{(3)}=\frac{4}{3}hr^3\mathrm{sin}\theta `$ in terms of the R-R potential. The field strength of the gauge field is given by $`F_{\theta \varphi }=\frac{1}{2}N\mathrm{sin}\theta `$ and other fields are set to be zero.

In these backgrounds, the world-volume action of the spherical D2-brane is given by

$`𝒮_{\text{D2}}`$ $`=T_2{\displaystyle 𝑑t𝑑\theta 𝑑\varphi \sqrt{det(P[G_{ab}]+\lambda F_{ab})}}+\mu _2{\displaystyle P[C^{(3)}]}`$
$`=4\pi T_2{\displaystyle 𝑑t\left(\sqrt{R^4+\frac{\lambda ^2N^2}{4}}\frac{4h}{3}R^3\right)}.`$ (11)
Thus, the potential energy is expressed by a function of $`R`$ as

$`V_{\text{D2}}(R)=\sqrt{\left(4\pi R^2T_2\right)^2+\left(NT_0\right)^2}{\displaystyle \frac{16\pi }{3}}hT_2R^3.`$ (12)
The first term is just the square root of the sum of the spherical D2-brane mass squared and $`N`$ D0-branes mass squared. If we assume $`4\pi R^2T_2NT_0`$, this potential energy can be approximated as

$`V_{\text{D2}}(R)`$ $`NT_0+{\displaystyle \frac{2T_0}{\lambda ^2N}}R^4{\displaystyle \frac{8hT_0}{3\lambda }}R^3.`$ (13)
This approximated potential energy takes extrema at $`R=0,h\lambda N`$. The potential energies at these points are $`V_{\text{D2}}(0)=NT_0`$ and $`V_{\text{D2}}(h\lambda N)=NT_0\frac{2}{3}NT_0(h^2\lambda N)^2`$ respectively, so the spherical D2-brane with $`R=h\lambda N`$ is stable. In this case the above assumption insists $`h^2\lambda N1`$.

Before proceeding to the next subsection we should estimate a region where our calculations so far are reliable. If we take a typical length of the system to be $`R_{\text{sys}}`$, dimensionless square of gauge coupling constant on the D2-brane is given by $`g_{\text{gauge}}^2R_{\text{sys}}g_sR_{\text{sys}}/\mathrm{}_s`$ and that of gravitational coupling constant becomes $`\kappa ^2/R_{\text{sys}}^8\mathrm{}_s^8g_s^2/R_{\text{sys}}^8`$. The Born-Infeld action is valid where $`g_{\text{gauge}}^2R_{\text{sys}}`$ is fixed and the gravitational interactions are neglected, i.e., in the decoupling limit $`\mathrm{}_sR_{\text{sys}}`$ and $`g_s1`$. So in the case of $`R=h\lambda N`$, we should require $`\mathrm{}_sh\lambda N`$.

### 2.2 Myers Effect

In this subsection we study the dielectric effect from the viewpoint of $`N`$ coincident D0-branes. The world-volume action employed here is (6) plus (7). The $`\mathrm{\Phi }^4,\mathrm{},\mathrm{\Phi }^9`$ are set to be zero. Now the world-volume action of the $`N`$ coincident D0-branes in the background of constant R-R flux $`G_{0123}^{(4)}=4h`$ is given by

$`𝒮_{N\text{D0}}`$ $`NT_0V_1+{\displaystyle \frac{\lambda ^2}{4}}T_0{\displaystyle 𝑑t\text{Tr}\left(2(_t\mathrm{\Phi }^i)^2+[\mathrm{\Phi }^i,\mathrm{\Phi }^j][\mathrm{\Phi }^i,\mathrm{\Phi }^j]\right)}{\displaystyle \frac{2ih\lambda ^2}{3}}\mu _0ϵ_{ijk}{\displaystyle 𝑑t\text{Tr}\left(\mathrm{\Phi }^i[\mathrm{\Phi }^j,\mathrm{\Phi }^k]\right)},`$ (14)
where $`i,j,k`$ run $`1,2,3`$. This action is valid when the commutators $`i\lambda [\mathrm{\Phi }^i,\mathrm{\Phi }^j]`$ are small enough. The potential energy can be written as

$`V_{N\text{D0}}=NT_0{\displaystyle \frac{\lambda ^2}{4}}T_0\text{Tr}\left([\mathrm{\Phi }^i,\mathrm{\Phi }^j][\mathrm{\Phi }^i,\mathrm{\Phi }^j]\right)+{\displaystyle \frac{2ih\lambda ^2}{3}}\mu _0ϵ_{ijk}\text{Tr}\left(\mathrm{\Phi }^i[\mathrm{\Phi }^j,\mathrm{\Phi }^k]\right).`$ (15)
And in the static case, the equation of motion is obtained by varing the potential energy,

$`{\displaystyle \frac{\delta V_{N\text{D0}}}{\delta \mathrm{\Phi }^i}}=\lambda ^2T_0[[\mathrm{\Phi }^i,\mathrm{\Phi }^j],\mathrm{\Phi }^j]+2ih\lambda ^2\mu _0ϵ_{ijk}[\mathrm{\Phi }^j,\mathrm{\Phi }^k]=0.`$ (16)
All simultaneously diagonalized $`\mathrm{\Phi }^i`$ are one of the solutions of this equation of motion, where the potential energy is equal to $`NT_0`$. On the other hand, we can find more nontrivial solutions which satisfy the relation of $`SU(2)`$ Lie algebra

$`[{\displaystyle \frac{\mathrm{\Phi }^i}{2h}},{\displaystyle \frac{\mathrm{\Phi }^j}{2h}}]`$ $`=iϵ_{ijk}{\displaystyle \frac{\mathrm{\Phi }^k}{2h}}.`$ (17)
The non-commutative geometry which satisfies the above relation is often called fuzzy two-sphere. If all $`\mathrm{\Phi }^i/2h`$ belong to $`N`$ dimensional irreducible representations of $`SU(2)`$ Lie algebra, the radius of the fuzzy two-sphere is given by

$`R_{\text{fuzzy}}\sqrt{{\displaystyle \frac{1}{N}}\text{Tr}\left((\lambda \mathrm{\Phi }^i)^2\right)}=h\lambda N\sqrt{1{\displaystyle \frac{1}{N^2}}},`$ (18)
and the potential energy can be estimated as

$`V_{N\text{D0}}`$ $`=NT_0{\displaystyle \frac{2}{3}}NT_0(h^2\lambda N)^2\left(1{\displaystyle \frac{1}{N^2}}\right).`$ (19)
This potential energy is less than that of the all simultaneously diagonalized solutions and this means that the fuzzy two-sphere is stable. If the $`N`$ is large, the radius and the potential energy of the fuzzy two-sphere match up to those of the spherical D2-brane calculated in the previous subsection up to $`1/N^2`$ correction.

As a preparation for a later section, we examine the geometry of the fuzzy two-sphere in detail. By using variables

$`J_+={\displaystyle \frac{\mathrm{\Phi }^1}{2h}}+i{\displaystyle \frac{\mathrm{\Phi }^2}{2h}},J_{}={\displaystyle \frac{\mathrm{\Phi }^1}{2h}}i{\displaystyle \frac{\mathrm{\Phi }^2}{2h}},J_3={\displaystyle \frac{\mathrm{\Phi }^3}{2h}},`$ (20)
the equation of motion (16) is rewritten as

$`[[J_+,J_{}],J_+]+2[[J_+,J_3],J_3]+4[J_+,J_3]=0,`$ (21)
$`[[J_+,J_3],J_{}]+[[J_{},J_3],J_+]+2[J_+,J_{}]=0.`$
In the case of the fuzzy two-sphere, $`J_+`$ and $`J_{}`$ are ladder operators of $`SU(2)`$ Lie algebra and $`J_3`$ is the Cartan subalgebra. The explicit matrix form of $`J_3`$ in the $`N`$ dimensional irreducible representation is given by

$`J_3^{\text{irr}}=\left(\begin{array}{ccccc}\frac{N1}{2}& & & & \\ & \frac{N3}{2}& & & \\ & & \mathrm{}& & \\ & & & \frac{N3}{2}& \\ & & & & \frac{N1}{2}\end{array}\right),`$ (22)
where the superscript is to denote the irreducibility. Each diagonal element multiplied by $`2h\lambda `$ would be interpreted as the position of each D0-brane in the $`x^3`$ direction. Here we call the D0-brane corresponding to the $`(m,m)`$ element as the $`m`$th D0-brane. The explicit matrix forms of $`J_+`$ and $`J_{}`$ belonging to the $`N`$ dimensional irreducible representations are given by

$`J_+^{\text{irr}}=\left(\begin{array}{ccccc}\mathrm{\hspace{0.33em}0}& \sqrt{N1}& & & \\ & 0& \sqrt{2(N2)}& & \\ & & \mathrm{}& & \\ & & & 0& \sqrt{N1}\\ & & & & 0\end{array}\right),J_{}^{\text{irr}}=\left(\begin{array}{ccccc}\mathrm{\hspace{0.33em}0}& & & & \\ \sqrt{N1}& 0& & & \\ & \sqrt{2(N2)}& \mathrm{}& & \\ & & & 0& \\ & & & \sqrt{N1}& 0\end{array}\right).`$ (23)
The off-diagonal elements $`(m,m+1)`$ or $`(m+1,m)`$ multiplied by $`2h\lambda `$ would represent the extension, to the radial direction of the $`x^1`$-$`x^2`$ plane, of the cell between the $`m`$th D0-brane and the $`(m+1)`$th D0-brane. The factor $`2h\lambda `$ is defined by the fact that $`\text{Tr}\left((\lambda \mathrm{\Phi }^1)^2\right)+\text{Tr}\left((\lambda \mathrm{\Phi }^2)^2\right)`$ is equal to $`(2h\lambda )^2\text{Tr}\left(J_+J_{}\right)`$.

On the arguments so far, we chose the irreducible representations of $`SU(2)`$ Lie algebra as the solution of (21). But reducible representations of $`SU(2)`$ can also be the solutions. For example $`2N\times 2N`$ matrices,

$`J_3=\left(\begin{array}{cc}J_3^{\text{irr}}+c\mathrm{𝟏}_{N\times N}& 0\\ 0& J_3^{\text{irr}}c\mathrm{𝟏}_{N\times N}\end{array}\right),J_+=\left(\begin{array}{cc}J_+^{\text{irr}}& 0\\ 0& J_+^{\text{irr}}\end{array}\right),J_{}=\left(\begin{array}{cc}J_{}^{\text{irr}}& 0\\ 0& J_{}^{\text{irr}}\end{array}\right),`$ (24)
become a solution and represent two fuzzy two-spheres located at $`x^3=2h\lambda c`$ and $`x^3=2h\lambda c`$ respectively. The potential energy of this solution is higher than that of a fuzzy two-sphere which is constructed by $`2N`$ dimensional irreducible representations, but lower than that of $`N`$ coincident D0-branes.

Since each component of the commutators $`i\lambda [\mathrm{\Phi }^i,\mathrm{\Phi }^j]`$ is of the order of $`h^2\lambda N`$, our calculations are reliable when a relation $`h^2\lambda N1`$ holds.

## 3 A Torus-like Dielectric D2-brane

In this section we find out configurations of a torus-like D2-brane with $`N`$ magnetic fluxes in the presence of constant R-R flux $`G_{0123}^{(4)}=4h`$. The $`x^3`$ direction is compactified by a circle with the circumference $`2\mathrm{}`$. One of two cycles of the torus-like D2-brane wraps the $`x^3`$ direction, but another doesn’t wind any circle of the target space. This will be an extension of the spherical D2-brane solution.

Let us consider a case where the center of the spherical dielectric D2-branes is located at $`x^3=0`$ (Fig.1 (a)). Since the radius of the spherical D2-brane is given by $`h\lambda N`$, adjacent surfaces of the spherical D2-brane approach at the length of a string scale at $`h\lambda N\mathrm{}`$. There arise a tachyonic mode in the spectrum of the open strings stretched between those surfaces (Fig.1 (b)). This tachyonic mode would imply a deformation of the topology of the sphere and, at $`h\lambda N>\mathrm{}`$, the shape of the D2-brane will become a distorted torus (Fig.1 (c)). We call this configuration a torus-like dielectric D2-brane.

The world-volume theory on the D2-brane can be described by the abelian Born-Infeld action (1) plus the abelian Chern-Simons action (4). We consider the torus-like D2-brane with $`N`$ magnetic fluxes in the presence of the constant R-R 4-form filed strength $`G_{0123}^{(4)}=4h`$, thus the relevant fields are the metric $`G_{\mu \nu }`$, the field strength of the gauge field $`F_{ab}`$ and the R-R 3-form potential $`C^{(3)}`$. Since the shape of the D2-brane is a distorted torus, instead of the static gauge, we employ the gauge

$`x^0=t,x^1=R(t,z)\mathrm{cos}\theta ,x^2=R(t,z)\mathrm{sin}\theta ,x^3=z.`$ (25)
Here $`(t,\theta ,z)`$ are the world-volume coordinates with $`t`$, $`\pi \theta \pi `$, and $`\mathrm{}z\mathrm{}`$.

Now the action of the D2-brane is written in the form

$`𝒮_{\text{D2}}`$ $`=T_2{\displaystyle 𝑑t𝑑\theta 𝑑z\left(\sqrt{det(P[G]_{ab}+\lambda F_{ab})}\right)}+\mu _2{\displaystyle P[C^{(3)}]}`$
$`=T_2{\displaystyle 𝑑t𝑑\theta 𝑑z\left\{\sqrt{R^2(1+R_{}^{}{}_{}{}^{2}\dot{R}^2)+(\lambda F_{\theta z})^2(1\dot{R}^2)}2hR^2\right\}},`$ (26)
where $`\dot{R}`$ and $`R^{}`$ are abbreviations of $`\frac{dR}{dt}`$ and $`\frac{dR}{dz}`$ respectively. In order to obtain $`F_{\theta z}`$ as a functional of $`R`$, we use the equations of motion for $`A_\theta `$ and $`A_z`$. These equations lead that the quantity $`D`$ defined by

$`D{\displaystyle \frac{1}{\lambda T_2}}{\displaystyle \frac{\delta }{\delta F_{\theta z}}}={\displaystyle \frac{\lambda F_{\theta z}(1\dot{R}^2)}{\sqrt{R^2(1+R_{}^{}{}_{}{}^{2}\dot{R}^2)+(\lambda F_{\theta z})^2(1\dot{R}^2)}}},`$ (27)
depends only on $`t`$. By using this $`D`$, $`\lambda F_{\theta z}`$ can be expressed as

$`\lambda F_{\theta z}={\displaystyle \frac{DR\sqrt{1+R_{}^{}{}_{}{}^{2}\dot{R}^2}}{\sqrt{(1\dot{R}^2)(1\dot{R}^2D^2)}}}.`$ (28)
We only consider the static case hereafter, $`\dot{R}=0`$ and $`D`$ is a constant. Then the eq.(28) becomes simply

$`\lambda F_{\theta z}={\displaystyle \frac{D}{\sqrt{(1D^2)}}}R\sqrt{1+R_{}^{}{}_{}{}^{2}}.`$ (29)
Since the metric on the world-volume is given by $`ds^2=dt^2+R^2d\theta ^2+(1+R_{}^{}{}_{}{}^{2})dz^2`$, the eq.(29) means that the number of the magnetic fluxes per unit area is constant everywhere. Furthermore, $`D`$ can be determined by the quantization condition of the magnetic flux. Now the number of the magnetic fluxes on the D2-brane is $`N`$, the condition is written as

$`N={\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑\theta 𝑑zF_{\theta z}}={\displaystyle \frac{1}{2\pi \lambda }}{\displaystyle \frac{D}{\sqrt{(1D^2)}}}S.`$ (30)
Here $`S`$ is the area of the D2-brane world-volume,

$`S={\displaystyle 𝑑\theta 𝑑zR\sqrt{1+R_{}^{}{}_{}{}^{2}}}.`$ (31)
The field strength of the gauge field, therefore, becomes

$`\lambda F_{\theta z}={\displaystyle \frac{2\pi \lambda N}{S}}R\sqrt{1+R_{}^{}{}_{}{}^{2}}.`$ (32)
Using this expression, the action (26) is rewritten in the form

$`𝒮_{\text{D2}}=T_2{\displaystyle 𝑑t\sqrt{S^2+\left(2\pi \lambda N\right)^2}}+4\pi hT_2{\displaystyle 𝑑t𝑑zR^2}.`$ (33)
and the potential energy is given by

$`V_{\text{D2}}=\sqrt{\left(ST_2\right)^2+\left(NT_0\right)^2}4\pi hT_2{\displaystyle 𝑑zR^2}.`$ (34)
The first term is the square root of the sum of the D2-brane mass squared and $`N`$ D0-branes mass squared, as expected.

Now the potential energy is obtained as a functional of $`R(z)`$. The next task is to get the explicit form of $`R(z)`$. The equation of motion for $`R`$ is obtained by varing the potential energy.

$`{\displaystyle \frac{\delta V_{\text{D2}}}{\delta R}}`$ $`={\displaystyle \frac{V_{\text{D2}}}{R}}\left({\displaystyle \frac{V_{\text{D2}}}{R^{}}}\right)^{}`$
$`={\displaystyle \frac{V_{\text{D2}}}{S}}{\displaystyle \frac{S}{R}}8\pi hT_2R\left({\displaystyle \frac{V_{\text{D2}}}{S}}{\displaystyle \frac{S}{R^{}}}\right)^{}`$
$`={\displaystyle \frac{2\pi T_2}{R^{}}}\left\{{\displaystyle \frac{R}{P\sqrt{1+R_{}^{}{}_{}{}^{2}}}}2hR^2\right\}^{}`$ (35)
$`=0.`$
Here $`P`$ is defined as

$`P=\sqrt{1+\left({\displaystyle \frac{NT_0}{ST_2}}\right)^2}.`$ (36)
One can easily integrate the eq.(35) once and obtain

$`R^{}`$ $`=\pm {\displaystyle \frac{2h}{2hR^2+C}}\sqrt{(R_+^2R^2)(R^2R_{}^2)},`$ (37)
where $`C`$ is an integration constant and $`R_\pm ^2`$ are defined as

$`R_\pm ^2`$ $`{\displaystyle \frac{C}{hX}}\left(1X/2\pm \sqrt{1X}\right),`$ (38)
$`X`$ $`8ChP^2.`$
If $`X1`$, the eq.(37) shows that $`R^{}=0`$ at $`R=R_\pm `$ and $`R`$ is periodic with $`R_{}RR_+`$. Because we are studying the configurations like Fig.1(c), the minus (plus) sign of the eq.(37) is chosen in $`0z\mathrm{}`$ ($`\mathrm{}z0`$). We only consider the region where $`0z\mathrm{}`$ in the following. The eq.(37) is further integrated as

$`z`$ $`={\displaystyle \frac{1}{2h}}{\displaystyle _R^{R_+}}𝑑R{\displaystyle \frac{2hR^2+C}{\sqrt{(R_+^2R^2)(R^2R_{}^2)}}}`$
$`=R_+{\displaystyle _0^\psi }𝑑\varphi \sqrt{1k^2\mathrm{sin}^2\varphi }+{\displaystyle \frac{C}{2hR_+}}{\displaystyle _0^\psi }𝑑\varphi {\displaystyle \frac{1}{\sqrt{1k^2\mathrm{sin}^2\varphi }}}`$ (39)
$`=R_+E(\psi ,k)+{\displaystyle \frac{C}{2hR_+}}F(\psi ,k),`$
where we choose such an integration constant that $`R=R_+`$ at $`z=0`$ and $`R=R_{}`$ at $`z=\mathrm{}`$. $`F(\psi ,k)`$ and $`E(\psi ,k)`$ are the incomplete elliptic integrals of the first and second kinds respectively, $`k`$ is the elliptic modulus and $`\psi `$ is the angle given by

$`k`$ $`={\displaystyle \frac{\sqrt{R_+^2R_{}^2}}{R_+}},\psi =\mathrm{sin}^1\sqrt{{\displaystyle \frac{R_+^2R^2}{R_+^2R_{}^2}}}.`$ (40)
The range of the elliptic modulus is $`0k1`$ and that of the angle is $`0\psi \frac{\pi }{2}`$. Some properties of the elliptic integrals are listed in the appendix A.

Now we will examine the solutions (39) in detail. For this purpose, it is better to express the quantities in terms of the modulus $`k`$. As we will see later, however, two distinct solutions correspond to the same $`k`$. In fact, $`X=8ChP^2`$ is more suitable for a parameter of solutions. By the definition (40), $`k`$ can be expressed as a function of $`X`$.

$`k^2={\displaystyle \frac{2\sqrt{1X}}{1X/2+\sqrt{1X}}}.`$ (41)
The range of $`X`$ is restricted to $`X1`$, which is consistent with $`0k1`$. In general, two distinct values of $`X`$ correspond to the same $`k`$, for example, $`k=0`$ at $`X=\mathrm{},1`$. The only exception is $`k=1`$ at $`X=0`$. $`k`$ increase monotonously in the region of $`X<0`$, and decrease monotonously in that of $`0<X<1`$ (Fig.2).

Now we rewrite the quantities obtained so far as functions of $`X`$. By the definition of $`S`$, we obtain

$`S={\displaystyle \frac{2\pi }{hP}}{\displaystyle _R_{}^{R_+}}𝑑R{\displaystyle \frac{R^2}{\sqrt{(R_+^2R^2)(R^2R_{}^2)}}}={\displaystyle \frac{2\pi R_+}{hP}}E(k),`$ (42)
where $`E(k)`$ is the complete elliptic integral of the second kind. By using this equation (42), $`P`$ is written as

$`P={\displaystyle \frac{1}{\sqrt{1\left({\displaystyle \frac{h\lambda N}{R_+E(k)}}\right)^2}}}.`$ (43)
By using this equation (43) and the definition of $`X`$ (38), we can rewrite the constant $`C`$ by means of $`X`$ as

$`C`$ $`={\displaystyle \frac{X}{16h}}\left(1\sqrt{1{\displaystyle \frac{32(h^2\lambda N)^2}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}}\right)`$
$`{\displaystyle \frac{X(h^2\lambda N)^2}{hE(k)^2\left(1X/2+\sqrt{1X}\right)}},`$ (44)
where $``$ holds when $`h^2\lambda N1`$. Here we take a choice which gives the smaller area. $`S`$ is now written in the form

$`S`$ $`=4\pi (h\lambda N)^2\times {\displaystyle \frac{2\sqrt{2}}{E(k)\sqrt{1X/2+\sqrt{1X}}}}\left(1+\sqrt{1{\displaystyle \frac{32(h^2\lambda N)^2}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}}\right)^1`$
$`4\pi (h\lambda N)^2\times {\displaystyle \frac{\sqrt{2}}{E(k)\sqrt{1X/2+\sqrt{1X}}}}.`$ (45)
In the limit of $`h^2\lambda N1`$, $`S`$ is equal to $`4\pi (h\lambda N)^2`$ at $`X=0`$. The solution of $`X=0`$, therefore, corresponds to the spherical D2-brane in the previous section.

$`R_\pm `$ are given by

$`R_\pm ^2`$ $`={\displaystyle \frac{1X/2\pm \sqrt{1X}}{16h^2}}\left(1\sqrt{1{\displaystyle \frac{32(h^2\lambda N)^2}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}}\right),`$
$`R_+`$ $`{\displaystyle \frac{h\lambda N}{E(k)}},`$ (46)
$`R_{}`$ $`{\displaystyle \frac{h\lambda N}{E(k)}}\times \sqrt{{\displaystyle \frac{1X/2\sqrt{1X}}{1X/2+\sqrt{1X}}}}.`$ (47)
$`R_+=R_{}`$ when $`X=1`$, thus the shape of the D2-brane becomes a torus. Up to order $`h^2\lambda N`$, the radius of the cycle, which does not wind any circle of the target space, equals to $`\frac{2}{\pi }h\lambda N`$.

The half of the circumference of the $`x^3`$ circle $`\mathrm{}`$ is given by

$`\mathrm{}`$ $`=R_+E(k)+{\displaystyle \frac{C}{2hR_+}}K(k)`$
$`={\displaystyle \frac{1}{4h}}(E(k)\sqrt{1X/2+\sqrt{1X}}+{\displaystyle \frac{K(k)X}{2\sqrt{1X/2+\sqrt{1X}}}})\sqrt{1\sqrt{1{\displaystyle \frac{32(h^2\lambda N)^2}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}}}`$
$`h\lambda N\times \left(1+{\displaystyle \frac{K(k)X}{2E(k)\left(1X/2+\sqrt{1X}\right)}}\right).`$ (48)
$`K(k)`$ is the complete elliptic integral of the first kind. Notice that $`\mathrm{}`$ depends on two quantities, $`h\lambda N`$ and $`X`$, in the limit of $`h^2\lambda N1`$. As it is usual to fix $`\mathrm{}`$, the eq.(48) is interpreted as a relation between $`h\lambda N`$ and $`X`$. $`X`$ and $`h\lambda N`$ govern the shape and size of the D2-brane respectively.

Finally $`z`$ is written as

$`z`$ $`={\displaystyle \frac{1}{4h}}(E(\psi ,k)\sqrt{1X/2+\sqrt{1X}}+{\displaystyle \frac{F(\psi ,k)X}{2\sqrt{1X/2+\sqrt{1X}}}})\sqrt{1\sqrt{1{\displaystyle \frac{32(h^2\lambda N)^2}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}}}`$
$`h\lambda N\times \left({\displaystyle \frac{E(\psi ,k)}{E(k)}}+{\displaystyle \frac{F(\psi ,k)X}{2E(k)\left(1X/2+\sqrt{1X}\right)}}\right),`$ (49)
and the potential energy is given by

$`V_{\text{D2}}`$ $`=\sqrt{\left(ST_2\right)^2+\left(NT_0\right)^2}4\pi hT_2\left\{{\displaystyle \frac{4(2k^2)E(k)}{3}}R_+^3{\displaystyle \frac{2(1k^2)K(k)}{3}}R_+^3+E(k){\displaystyle \frac{CR_+}{h}}\right\}`$
$`NT_0NT_0\left\{{\displaystyle \frac{8(2k^2)}{3E(k)^2}}{\displaystyle \frac{4(1k^2)K(k)}{3E(k)^3}}{\displaystyle \frac{42X}{E(k)^2\left(1X/2+\sqrt{1X}\right)}}\right\}(h^2\lambda N)^2.`$ (50)
The results in the limit of $`h^2\lambda N1`$ are collected in Table 1. As already mentioned, we see that $`X=0`$ corresponds to the spherical D2-brane which agrees with the one obtained in §§2.1 and $`X=1`$ corresponds to the toroidal D2-brane whose potential energy is equal to that of $`N`$ D0-branes. Even though the potential energy takes minimum for the spherical D2-brane, if $`h^2\lambda N`$ is small enough we could expect that the torus-like D2-branes are meta-stable.

The shapes of the torus-like D2-branes where $`X=0`$, $`0.75`$, $`0.999`$ $`3`$, $`999`$ are depicted in Fig.4. For these solutions, $`R_{}/h\lambda N=0`$, $`0.299`$, $`0.616`$, $`0.299`$ ,$`0.616`$, respectively. The remarkable D2-brane configuration is like Fig.4(d). In this case, another torus-like D2-brane seems to appear in the interior of the original torus-like D2-brane(Fig.3). However, the world-volume of the D2-brane intersect at $`z=\mathrm{}`$. The space-metric would not be flat around there and our calculations might go wrong. For this reason, we do not take seriously the results for the region $`\mathrm{}<X<0`$.

## 4 Torus-like Generalization of Myers Effect

In the previous section, we obtained the various torus-like configurations of the D2-brane, including the spherical configuration. As we have seen in the §§2.2, the spherical dielectric D2-brane could also be obtained from the world-volume theory of the $`N`$ D0-branes. In this section, we express the torus-like D2-branes from the viewpoint of the world-volume theory of the $`N`$ D0-branes.

We consider the same system as in the §§2.2. The potential energy and the equation of motion are given by the eq.(15) and the eq.(21) respectively. Our aim is to find the torus-like solutions of the eq.(21). Let us start the explicit matrix forms of the spherical solution (22),(23). A small deformation of the spherical configuration would not change the positions of non-zero components in the matrices so much. Therefore, we assume the form of $`J_3`$ as

$`J_3`$ $`=\left(\begin{array}{ccccccccc}\mathrm{}& & & & & & & & \\ & z_N+2\mathrm{}^{}& & & & & & & \\ & & z_1& & & & & & \\ & & & z_2& & & & & \\ & & & & \mathrm{}& & & & \\ & & & & & z_{N1}& & & \\ & & & & & & z_N& & \\ & & & & & & & z_12\mathrm{}^{}& \\ & & & & & & & & \mathrm{}\end{array}\right).`$ (51)
Note that the compactification of the $`x^3`$ direction makes the size of matrix infinity. The $`N\times N`$ diagonal block containing the components $`z_1,\mathrm{},z_N`$ are the original matrix and the others are the copies of it. $`z_1,\mathrm{},z_N`$ multiplied by $`2h\lambda `$ denote the positions in the $`x^3`$ direction of $`N`$ D0-branes and $`2\mathrm{}^{}`$ multiplied by $`2h\lambda `$ is the circumference of the compactified circle. We also assume the forms of $`J_\pm `$ as

$`J_+=J_{}^{}`$ $`=\left(\begin{array}{ccccccccc}\mathrm{}& R_{N1}& & & & & & & \\ & 0& R_N& & & & & & \\ & & 0& R_1& & & & & \\ & & & 0& & & & & \\ & & & & \mathrm{}& & & & \\ & & & & & 0& R_{N1}& & \\ & & & & & & 0& R_N& \\ & & & & & & & 0& R_1\\ & & & & & & & & \mathrm{}\end{array}\right).`$ (52)
$`R_1,\mathrm{},R_N`$ multiplied by $`2h\lambda `$ represent the extension, to the radial direction in the $`x_1`$-$`x_2`$ plane, of the cell between adjacent D0-branes. Because the configurations of D0-branes should be symmetric with respect to the reversal at $`z=0`$, the conditions $`R_n=R_{Nn}`$ $`(n=1,\mathrm{},[\frac{N1}{2}])`$ must be imposed.

These assumptions are justified by comparing the potential energy (15) and (34). By substituting the assumptions (51),(52) for the eq.(15), we obtain for the original $`N\times N`$ matrix

$`V_{N\text{D0}}`$ $`=NT_0+{\displaystyle \frac{8NT_0(h^2\lambda N)^2}{N^3}}{\displaystyle \underset{n=1}{\overset{N}{}}}(z_nz_{n+1})^2\left\{R_n^2+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{R_n^2R_{n+1}^2}{z_nz_{n+1}}}\right)^2\right\}`$
$`{\displaystyle \frac{16NT_0(h^2\lambda N)^2}{N^3}}{\displaystyle \underset{n=1}{\overset{N}{}}}R_n^2(z_nz_{n+1}).`$ (53)
On the other hand, by using the approximations

$`{\displaystyle 𝑑zR^2}`$ $`(2h\lambda )^3{\displaystyle \underset{i=1}{\overset{N}{}}}R_n^2(z_nz_{n+1}),`$ (54)
$`{\displaystyle 𝑑zR\sqrt{1+R_{}^{}{}_{}{}^{2}}}`$ $`={\displaystyle 𝑑z\sqrt{R^2+\frac{1}{4}\{(R^2)^{}\}^2}}(2h\lambda )^2{\displaystyle \underset{n=1}{\overset{N}{}}}(z_nz_{n+1})\sqrt{R_n^2+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{R_n^2R_{n+1}^2}{z_nz_{n+1}}}\right)^2},`$
the eq.(34) is evaluated in this case as

$`V_{\text{D2}}`$ $`NT_0+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{ST_2}{NT_0}}\right)^24\pi hT_2{\displaystyle 𝑑zR^2}`$
$`=NT_0+{\displaystyle \frac{8NT_0(h^2\lambda N)^2}{N^4}}\left\{{\displaystyle \underset{n=1}{\overset{N}{}}}(z_nz_{n+1})\sqrt{R_n^2+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{R_n^2R_{n+1}^2}{z_nz_{n+1}}}\right)^2}\right\}^2`$ (55)
$`{\displaystyle \frac{16NT_0(h^2\lambda N)^2}{N^3}}{\displaystyle \underset{n=1}{\overset{N}{}}}R_n^2(z_nz_{n+1}).`$
The second terms of two potential energies (53),(55) are different. However, if the conditions,

$`(z_nz_{n+1})\sqrt{R_n^2+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{R_n^2R_{n+1}^2}{z_nz_{n+1}}}\right)^2}=KN+𝒪(1),`$ (56)
hold for some constant $`K`$ and arbitrary $`n`$, two potential energies become equal up to the order $`\frac{1}{N}`$. The left hand side of the eq.(56) is regarded as the measure $`dzR\sqrt{1+R_{}^{}{}_{}{}^{2}}`$ in the large $`N`$ limit, and thus the eq.(56) implies that the areas of cells between the adjacent D0-branes are a constant. The solutions of the eq.(21) might satisfy these conditions. For example, $`K`$ is equal to $`\frac{1}{2}`$ for the fuzzy two-sphere.

By substituting the assumptions (51),(52) for the eq.(21), we obtain equations

$`R_n\left\{(z_nz_{n+1})^22(z_nz_{n+1})+R_n^2{\displaystyle \frac{R_{n1}^2+R_{n+1}^2}{2}}\right\}=0,`$
$`R_n^2(z_nz_{n+1}1)+R_{n1}^2(z_{n1}z_n1)=0,`$ (57)
$`n=1,\mathrm{},N,`$
where $`R_0=R_N`$, $`R_{N+1}=R_1`$, $`z_0=z_N+2\mathrm{}^{}`$, $`z_{N+1}=z_12\mathrm{}^{}`$ and so on. Further calculation gives

$`z_nz_{n+1}=1\pm \sqrt{1R_n^2+{\displaystyle \frac{R_{n1}^2+R_{n+1}^2}{2}}},`$
$`R_n^2\sqrt{1R_n^2+{\displaystyle \frac{R_{n1}^2+R_{n+1}^2}{2}}}=R_{n1}^2\sqrt{1R_{n1}^2+{\displaystyle \frac{R_{n2}^2+R_n^2}{2}}},`$ (58)
$`n=1,\mathrm{},N.`$
It is difficult to solve these equations explicitly. In principle, however, if we fix $`R_N`$, all the other $`R_n`$ and $`(z_nz_{n+1})`$ are written in terms of $`R_N`$. One of the solutions is $`R_1=\mathrm{}=R_N`$ and this corresponds to the toroidal configuration. Another non-trivial one is

$`R_N=0,R_n=\sqrt{n(Nn)},z_0={\displaystyle \frac{N+1}{2}}\pm \sqrt{N},z_n={\displaystyle \frac{N+12n}{2}},`$ (59)
where $`n=1,\mathrm{},N1`$. If $`N`$ is large, this solution corresponds to the fuzzy two-sphere.

In order to get some insights, we explicitly examine $`N=3`$ case here. In this case, $`R_1`$ is equal to $`R_2`$ and given as a function of $`R_3`$,

$`R_1=\sqrt{1+\sqrt{2\left({\displaystyle \frac{\sqrt{3}+1}{2}}R_3^2\right)\left(R_3^2+{\displaystyle \frac{\sqrt{3}1}{2}}\right)}}.`$ (60)
In the range of $`0R_3\frac{1}{\sqrt{2}}`$, $`R_1`$ becomes larger as $`R_3`$ increase. In $`\frac{1}{\sqrt{2}}R_3\frac{4}{3}`$, $`R_1`$ becomes smaller as $`R_3`$ increase. $`R_1=\sqrt{2}`$ at $`R_3=0,1`$ and $`R_1=R_3`$ at $`R_3=\frac{4}{3}`$. We should mention that $`R_1`$ does not take the maximum when $`R_3`$ takes the minimum. The results of numerical calculations for $`N=8`$ are given in Fig.5.

## 5 Discussions

In this paper, in the presence of R-R flux $`G_{0123}^{(4)}=4h`$, we have obtained, by compactifing the $`x^3`$ direction with the circumference $`2\mathrm{}`$, solutions of torus-like dielectric D2-brane with $`N`$ magnetic fluxes. The analyses were done in two different ways. From the viewpoint of the world-volume action of the D2-brane, we have seen that, in the limit of $`h^2\lambda N1`$, the shape and size of the torus-like D2-brane are governed by $`X(0<X<1)`$ and $`h\lambda N`$ respectively. $`X=0`$ corresponds to the spherical configuration with the radius $`h\lambda N`$ and $`X=1`$ does to the toroidal one whose radius of the cycle, which does not wind any circle of the target space, is equal to $`\frac{2}{\pi }h\lambda N`$. The potential energy of solutions increases as $`X`$ does. Thus the spherical configuration is the stablest and the others are meta-stable.

From the viewpoint of the world-volume action of the $`N`$ D0-branes, we have put the assumptions for the components of the matrices $`J_3`$, $`J_\pm `$ and obtained the relations between them. These relations can be solved in principle. The results of the numerical calculations were given in the case of $`N=8`$ and they match well to the solutions obtained from the D2-brane action.

Now let us consider the case where the radius $`h\lambda N`$ of the spherical D2-brane or fuzzy two-sphere grows bigger than the half of the circumference $`\mathrm{}`$ of the $`x^3`$-circle. Now $`\mathrm{}`$ is fixed as

$`\mathrm{}=h_{\mathrm{}}\lambda N.`$ (61)
When $`h`$ is smaller than $`h_{\mathrm{}}`$, the spherical configuration is the stablest with the potential energy $`NT_0\frac{2}{3}NT_0(h^2\lambda N)^2`$ (Fig.6(a)). As $`h`$ is approaching to $`h_{\mathrm{}}`$, the tachyonic modes will appear from the open strings stretched between the adjacent surfaces. And when $`h`$ grows bigger than $`h_{\mathrm{}}`$, the tachyon condensation will occur. Though we cannot trace this process, we know that D2-brane must emit some D0-branes to make its size small. Suppose that $`M`$ D0-branes are emitted during the tachyon condensation. Then $`\mathrm{}`$ and $`h\lambda (NM)(<\mathrm{})`$ are obtained, so we can calculate $`X`$ or $`R_N`$ in principle and predict the shape of the torus-like dielectric D2-brane after the tachyon condensation(Fig.6(b)). Of course the torus-like dielectric D2-brane is energetically unstable since the potential energy of it is bigger than that of the spherical dielectric one with the radius $`h\lambda (NM)`$ (Fig.6(c)). The difference between these two potential energies is, however, less than $`NT_0(h^2\lambda (NM))^2`$. Thus if $`(h^2\lambda (NM))^2`$ is small enough, the torus-like dielectric D2-brane can be regarded as a meta-stable state.

The K-theory analysis leads that a non-BPS D-string is a spharelon in string theory. In our analyses, the meta-stability of the torus-like D2-brane came from the existence of the constant R-R flux, which does not appear in the K-theory analysis. However, the fact that the torus-like D2-brane is meta-stable suggests that these solutions are puffed analogue of the non-BPS D-string. On the other hand, the non-BPS D-string may emit only one D0-brane. It is interesting if we can shrink the cycle of the torus-like D2-brane and compare the properties of these two. It is also a challenging task to ask that a stable non-BPS D0-brane in type I superstring theory can be constructed from circling a D-string with non-trivial $`_2`$ Wilson line.

## 6 Acknowledgments

The author would like to thank Hiroshi Kunitomo for useful discussions and careful reading of the manuscript, Hidetoshi Awata, Kenji Hotta, Tadakatsu Sakai, Masafumi Fukuma and Masao Ninomiya for useful conversations or encouragements.

## Appendix A The Properties of the Elliptic Integrals

In this appendix, the properties of the incomplete elliptic integrals of the first kind $`F(\psi ,k)`$ and second kind $`E(\psi ,k)`$ are shortly explained. The definition of $`F(\psi ,k)`$ and $`E(\psi ,k)`$ are given by

$`F(\psi ,k){\displaystyle _0^\psi }𝑑\varphi {\displaystyle \frac{1}{\sqrt{1k^2\mathrm{sin}^2\varphi }}},E(\psi ,k){\displaystyle _0^\psi }𝑑\varphi \sqrt{1k^2\mathrm{sin}^2\varphi }.`$ (62)
$`K(k)F(\frac{\pi }{2},k)`$ and $`E(k)E(\frac{\pi }{2},k)`$ are called the complete elliptic integrals of the first and second kinds respectively. And at $`k=0,1`$,

$`K(0)={\displaystyle \frac{\pi }{2}},K(1)=\mathrm{},E(0)={\displaystyle \frac{\pi }{2}},E(1)=1.`$ (63)
A formula

$`{\displaystyle _0^{\frac{\pi }{2}}}𝑑\varphi \left(\sqrt{1k^2\mathrm{sin}^2\varphi }\right)^3={\displaystyle \frac{2(2k^2)}{3}}E(k){\displaystyle \frac{1k^2}{3}}K(k),`$ (64)
is used in eq.(50).


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# NSF-ITP-01-18 Compositional Representation of Protein Sequences and the Number of Eulerian Loops

## I Introduction

The composition of nucleotides in DNA sequences and the amino acids composition in protein sequences have been widely studied. For example, the $`g+c`$ contents or $`CpG`$ islands in DNAs have played an important role in gene-finding programs. However, this kind of study usually has been restricted to the frequency of single letters or short strings, e.g., dinucleotide correlations in DNA sequences, amino acids frequency in various complete genomes. However, in contrast to DNA sequences amino acid correlations in proteins have been much less studied. A simple reason might be that there are 20 amino acids and it is difficult to comprehend the 400 correlation functions even at the two-letter level. A more serious obstacle consists in that protein sequences are too short for taking averages in the usual definition of correlation functions.

For short sequences like proteins one should naturally approach the problem from the other extreme by applying more deterministic, non-probabilistic methods. In fact, the presence of repeated segments in a protein is a strong manifestation of amino acid correlation. This problem has a nice connection to the number of Eulerian loops in Euler graphs. Therefore, we start with a brief detour to graph theory.

## II Number of Eulerian Loops in an Euler Graph

Eulerian paths and Euler graphs comprise a well-developed chapter of graph theory, see, e.g., . We collect a few definitions in order to fix our notation. Consider a connected, directed graph made of a certain number of labeled nodes. A node $`i`$ may be connected to a node $`j`$ by a directed arc. If from a starting node $`v_0`$ one may go through a collection of arcs to reach an ending node $`v_f`$ in such a way that each arc is passed once and only once, then it is called an Eulerian path. If $`v_0`$ and $`v_f`$ coincide the path becomes an Eulerian loop. A graph in which there exists an Eulerian loop is called an Eulerian graph. An Eulerian path may be made an Eulerian loop by drawing an auxiliary arc from $`v_f`$ back to $`v_0`$. We only consider Euler graphs defined by an Eulerian loop.

From a node there may be $`d_{\mathrm{out}}`$ arcs going out to other nodes, $`d_{\mathrm{out}}`$ is called the outdegree (fan-out) of the node. There may be $`d_{\mathrm{in}}`$ arcs coming into a node, $`d_{\mathrm{in}}`$ being the indegree (fan-in) of the node. The condition for a graph to be Eulerian was indicated by Euler in 1736 and consists in

$$d_{\mathrm{in}}(i)=d_{\mathrm{out}}(i)d_i=\mathrm{an}\mathrm{even}\mathrm{number}$$

for all nodes $`i`$.

Numbering the nodes in a certain way, we may put their indegrees as a diagonal matrix:

$$M=\mathrm{diag}(d_1,d_2,\mathrm{},d_m).$$
(1)
The connectivity of the nodes may be described by an adjacent matrix $`A=\{a_{ij}\}`$, where $`a_{ij}`$ is the number of arcs leading from node $`i`$ to node $`j`$.

From the $`M`$ and $`A`$ matrices one forms the Kirchhoff matrix:

$$C=MA.$$
(2)
The Kirchhoff matrix has the peculiar property that its elements along any row or column sum to zero: $`_ic_{ij}=0`$, $`_jc_{ij}=0`$. Further more, for an $`m\times m`$ Kirchhoff matrix all $`(m1)\times (m1)`$ minors are equal and we denote it by $`\mathrm{\Delta }`$.

A graph is called simple if between any pairs of nodes there are no parallel (repeated) arcs and at all nodes there are no rings, i.e., $`a_{ij}=0`$ or $`1i,j`$ and $`a_{ii}=0i`$. The number $`R`$ of Eulerian loops in a simple Euler graph is given by
The BEST Theorem (BEST stands for N. G. de Bruijn, T. van Aardenne-Ehrenfest, C. A. B. Smith, and W. T. Tutte):

$$R=\mathrm{\Delta }\underset{i}{}(d_i1)!$$
(3)
For general Euler graphs, however, there may be arcs going out and coming into one and the same node (some $`a_{ii}0`$) as well as parallel arcs leading from node $`i`$ to $`j`$ ($`a_{ij}>1`$). It is enough to put auxiliary nodes on each parallel arc and ring to make the graph simple. The derivation goes just as for simple graphs and the final result is one has the original graph without auxiliary nodes but with $`a_{ii}0`$ and $`a_{ij}>1`$ incorporated into the adjacent matrix $`A`$. However, in accordance with the unlabeled nature of the parallel arcs and rings one must eliminate the redundancy in the counting result by dividing it by $`a_{ij}!`$. Thus the BEST formula is modified to

$$R=\frac{\mathrm{\Delta }_i(d_i1)!}{_{ij}a_{ij}!}$$
(4)
As $`0!=1!=1`$ Eq. (4) reduces to (3) for simple graphs.

## III Eulerian Graph from a Protein Sequence

We first decompose a given protein sequence of length $`L`$ into a set of $`LK+1`$ consecutive overlapping $`K`$-strings by using a window of width $`K`$, sliding one letter at a time. Combining repeated strings into one and recording their copy number, we get a collection $`\{W_j^K,n_j\}_{j=1}^M`$, where $`MLK+1`$ is the number of different $`K`$-strings.

Now we formulate the inverse problem. Given the collection $`\{W_j^K,n_j\}_{j=1}^M`$ obtained from the decomposition of a given protein, reconstruct all possible amino acid sequences subject to the following requirements:

1. Keep the starting $`K`$-string unchanged. This is because most protein sequences start with methionine (M); even the tRNA for this initiation M is different from that for elongation. This condition can easily be relaxed.
2. Use each $`W_j^K`$ string $`n_j`$ times and only $`n_j`$ times until the given collection is used up.
3. The reconstructed sequence must reach the original length $`L`$.

Clearly, the inverse problem has at least one solution — the original protein sequence. It may have multiple solutions. However, for $`K`$ big enough the solution must be unique as evidenced by the extreme case $`K=L1`$. We are concerned with how unique is the solution for real proteins. Our guess is for most proteins the solution is unique at $`K5`$.

In order to tell the number of reconstructed sequences we transform the original protein sequence into an Euler graph in the following way. Consider the two $`(K1)`$substrings of a $`K`$-string as two nodes and draw a directed arc to connect them. The same repeated $`(K1)`$-strings are treated as a single node with more than one incoming and outgoing arcs.

Take the SWISS-PROT entry ANPA\_PSEAM as an example. This antifreeze protein A/B precursor of winter flounder has a short sequence of 82 amino acids and some repeated segments related to alanine-rich helices. Its sequence reads:

```
     MALSLFTVGQ LIFLFWTMRI TEASPDPAAK AAPAAAAAPA AAAPDTASDA AAAAALTAAN
     AKAAAELTAA NAAAAAAATA RG

```

Consider the case $`K=5`$. The first 5-string MALSL gives rise to a transition from node MALS to ALSL. Shifting by one letter, from the next 5-string ALSLF we get an arc from node ALSL to node LSLF, and so on, and so forth. Clearly, we get an Eulerian path whose all nodes have even indegree (outdegree) except for the first and the last nodes. Then we draw an auxiliary arc from the last node TARG back to the first MALS to get a closed Eulerian loop.

In order to get the number of Eulerian loops there is no need to generate a fully-fledged graph with all the $`M`$ distinct $`(K1)`$-strings treated as nodes. The number of nodes may be reduced by replacing a series of consecutive nodes with $`d_{\mathrm{in}}=d_{\mathrm{out}}=1`$ by a single arc, keeping the topology of the graph unchanged. In other words, only those strings in $`\{W_j^{K1},n_j\}`$ with $`n_j2`$ are used in drawing the graph. In our example it reduces to a small Euler graph consisting of 9 nodes:

$$\{\mathrm{𝙰𝙺𝙰𝙰},2;\mathrm{𝙰𝙰𝙿𝙰},2;\mathrm{𝙰𝙿𝙰𝙰},2;\mathrm{𝙿𝙰𝙰𝙰},2;\mathrm{𝙰𝙰𝙰𝙰},10;\mathrm{𝙰𝙰𝙰𝙿},2;\mathrm{𝙻𝚃𝙰𝙰},2;\mathrm{𝚃𝙰𝙰𝙽},2;\mathrm{𝙰𝙰𝙽𝙰},2\}.$$

The Kirchhoff matrix is:

$$\begin{array}{cc}C=\left(\begin{array}{ccccccccc}2& 1& 0& 0& 0& 0& 1& 0& 0\\ 0& 2& 2& 0& 0& 0& 0& 0& 0\\ 0& 0& 2& 2& 0& 0& 0& 0& 0\\ 0& 0& 0& 2& 2& 0& 0& 0& 0\\ 1& 0& 0& 0& 4& 2& 1& 0& 0\\ 0& 1& 0& 0& 1& 2& 0& 0& 0\\ 0& 0& 0& 0& 0& 0& 2& 2& 0\\ 0& 0& 0& 0& 0& 0& 0& 2& 2\\ 1& 0& 0& 0& 1& 0& 0& 0& 2\end{array}\right),\hfill & \end{array}$$
(5)
The minor $`\mathrm{\Delta }=192`$ and

$$R(5)=\frac{\mathrm{\Delta }9!}{6!2^6}=1512.$$

We write $`R(K)`$ to denote the number of reconstructed sequences from a decomposition using $`K`$-strings.

We note, however, precautions must be taken with spurious repeated arcs caused by the reduction of number of nodes. In calculating the $`_{ij}a_{ij}`$ in the denominator of Eq. (4) one must subtract the number of spurious repeated arcs from the corresponding matrix element of the adjacent matrix. This remark applies also to the auxiliary arc obtained by connecting the last node to the first. Fortunately, there are no such spurious arcs in the example above.

We have written a program to exhaustively enumerate the number of reconstructed amino acid sequences from a given protein sequence and another program to implement the Eq. (4). The two programs yield identical results whenever comparable — the enumeration program skips the sequence when the number of reconstructed sequences exceeds 10000.

## IV Result of Database Inspection

We used the two programs to inspect the 2820 proteins in the special selection pdb.seq. The summary is given in Table I. As expected most of the proteins lead to unique reconstruction even at $`K=5`$. At $`K=10`$ such proteins make 99% of the total.

The fact that most of the protein sequences have unique reconstruction is not surprising if we note that for a random amino acid sequence of the length of a typical protein one would expect $`R=1`$ at $`K=5`$, as it is very unlikely that its decomposition may yield repeated pairs of $`K`$-strings among the $`20^5=3200000`$ possible strings. A more positive implication of this uniqueness is one may take the collection of $`\{W_j^K\}_{j=1}^L`$ as an equivalent representation of the original protein sequence. This may be used in inferring phylogenetic relations based on complete genomes when it is impossible to start with sequence alignment. We will report our on-going work along this line in a separate publication.

A more interesting result of the database screening consists in there exists a small group of proteins which have an extremely large number of reconstructed sequences. The number $`R`$ is not necessarily related to the length of the protein. As a rule, long protein sequences, say, with 2000 or more amino acids, tend to have larger $`R`$ at $`K=5`$ or so, but the number drops down quickly. In fact, all 29 proteins in pdb.seq with more than 2115 amino acids have unique or a small number of reconstructed sequences. Some not very long proteins have much more reconstructions than the long ones. We show a few ”mild” examples in Table II.

The inspection is being extended to all available protein sequences in public databases.

## V Discussion

In this paper we have given some precise construction and numbers associated with real protein sequences. Their biological implications have to be yet explored.

As mentioned in Section IV, we have been using the uniqueness of the reconstruction for most protein sequences to justify the compositional distance approach to infer phylogenetic relations among procaryotes based on their complete genomes. Most of the phylogenetic studies so far consider mutations at the sequence level. Sequences of more or less the same length are aligned and distances among species are derived from the alignments. However, mutations from a common ancestral sequence reflect only one way of evolution. There might be another way of protein evolution — short polypeptides may fuse to form longer proteins. Perhaps our approach may better capture the latter situation.

The decomposition and reconstruction described in this paper provide a way to study polypeptide repeats and amino acid correlations. The reconstruction problem naturally singles out a small group of proteins that have a complicated structure of repeated segments. One may introduce further coarse-graining by reducing the cardinality of the amino acid alphabet according to their biological properties. This makes the approach closer to real proteins. Investigation along these lines are under way.

We note that the Eulerian path problem has been invoked in the study of sequencing by hybridization, i.e., in the context of RNA or DNA sequences, see  and references therein. To the best of our knowledge the modification of the BEST formula to take into account parallel arcs and rings has not been discussed so far.

## Acknowledgments

This work was accomplished during the Program on Statistical Physics and Biological Information at ITP, UCSB, supported in part by the National Science Foundation under Grant No. PHY99-07949. It was also supported partly by the Special Funds for Major State Basic Research Project of China and the Major Innovation Research Project ”248” of Beijing Municipality. BLH thanks Prof. Ming Li for calling his attention to .


text:
# Implications of the muon anomalous magnetic moment and Higgs-mediated flavor changing neutral currents

## Abstract

In the light of the recent measurement of the muon anmalous magnetic moment $`a_\mu `$ by the Muon $`(g2)`$ Collaboration, we examine the contribution to $`a_\mu `$ from the exchange of flavor changing scalars. Assuming that the heavier generations have larger flavor changing couplings, we obtain a bound on $`\mu \tau `$ Yukawa coupling for a given scalar mass. Constraints on other flavor changing/conserving couplings are also obtained from the lepton flavor violating decays of muon and tau lepton, and bounds on the branching ratio of $`\tau 3e`$, $`\mu 3e`$ and $`\tau e\mu e`$ processes are predicted.

preprint: hep-ph/0103064

Very recently, the Muon $`(g2)`$ Collaboration has reported a measurement of the anomalous magnetic moment of the muon, indicating a $`2.6\sigma `$ deviation of $`a_\mu (g_\mu 2)/2`$ from the standard model (SM) prediction :

$$\mathrm{\Delta }a_\mu a_\mu ^{\mathrm{exp}}a_\mu ^{\mathrm{SM}}=(426\pm 165)\times 10^{11}.$$
(1)
Although the measurement of $`a_\mu `$ is about 350 times less precise than that of $`a_e`$, it is much more sensitive to new physics effects since such contributions are generally proportional to $`m_l^2`$ . In this spirit, the deviation exhibited in Eq. (1) may be regarded as a signal of new physics beyond the SM, and at $`90\%`$ C.L., $`\mathrm{\Delta }a_\mu ^{NP}`$ must lie in the range

$$215\times 10^{11}\mathrm{\Delta }a_\mu ^{NP}637\times 10^{11}.$$
(2)
Various proposals of new physics have been suggested to accommodate this deviation, and it has also been employed to constrain the unknown parameters .

In this paper, we will examine another possibility that stems from Higgs-mediated lepton flavor violating neutral interactions which contribute to the anomalous magnetic moment of the muon. In general the flavor changing neutral current (FCNC) interactions can be generated at tree level in the two-Higgs doublet extension of the SM. Since such tree level flavor changing neutral current interactions are phenomenologically dangerous, one usually impose a discrete symmetry in order to avoid the FCNC problem. However, no tree level FCNC may not be necessary, alternatively one can consider the very general model with extended Higgs sector where the flavor changing neutral couplings are just constrained by experiments. Nie and Sher have studied the effects of those Higgs-mediated FCNC couplings on $`a_\mu `$, and shown that contribution from the exchange of flavor-changing scalars can be enhanced as long as the mass of scalar is light enough . Reliably assuming that the heavier generations have larger flavor changing couplings , they have obtained a bound on $`\mu \tau `$ Yukawa coupling from the measured value of $`a_\mu `$. In this work, we will re-analyze the effects of the lepton flavor changing (particularly $`\mu \tau `$) coupling on $`a_\mu `$ to obtain an improved bound on the coupling in the light of new measurement of $`a_\mu `$. On the other hand, such FCNC couplings generically lead to the lepton flavor violating decays of $`\tau `$ and $`\mu `$ which should be strongly constrained by experimental data. Combining the constraint on the coupling obtained from Eq.(2) with experimental limits on the branching ratios of the corresponding processes, it is possible to estimate bounds on other flavor changing/conserving couplings, $`ee`$, $`e\mu `$, $`e\tau `$, $`\mu \mu `$, and $`\tau \tau `$. We will investigate the bounds on those couplings and the branching ratios for lepton flavor violating three-body decays of $`\tau `$.

Following Ref. , we choose a basis for the two Higgs doublets, $`H`$ and $`\mathrm{\Phi }`$, such that only one Higgs doublet, $`H`$, obtains a vacuum expectation value. After the rotation of the charged leptons, corresponding neutral Higgs boson $`H^0`$ has flavor-diagonal couplings, while the other neutral Higgs boson, $`\varphi `$, have flavor changing couplings. The relevant terms for Yukawa interaction in the Lagrangian are then given by

$$L=\frac{\sqrt{2}}{v}\left(m_e\overline{e}_Le_RH^0+m_\mu \overline{\mu }_L\mu _RH^0+m_\tau \overline{\tau }_L\tau _RH^0\right)+h_{ij}\overline{l}_{iL}l_{jR}\varphi +H.c.$$
(3)
where $`H=(0,v/\sqrt{2})^T`$, and the $`\varphi `$ field consists of a scalar $`\varphi _s`$ and a pseudoscalar $`\varphi _p`$. The lepton flavor changing couplings can induce new contributions to the anomalous magnetic moment of the muon, $`a_\mu `$, as well as the lepton flavor violating decays of the muon and tau through scalar and pseudoscalar-mediated diagrams. As shown in Ref., the heavier generations are naturally expected to have larger flavor-changing couplings. Then, the most dominant contributions to the anomalous magnetic moment of the muon arise from $`h_{\mu \tau }`$ coupling. The scalar and pseudoscalar contributions to $`a_\mu `$ are given by

$$a_\mu ^{s,p}=\frac{h_{\mu \tau }^2m_\mu ^2}{16\pi ^2}_0^1𝑑x\frac{x^2x^3\pm (m_\tau /m_\mu )x^2}{m_\mu ^2x^2+(m_\tau ^2m_\mu ^2)x+m_{\varphi _{s,p}}^2(1x)},$$
(4)
where $`m_{\varphi _{s,p}}`$ is the mass of the scalar or pseudoscalar, and the $`+()`$ sign corresponds to the scalar (pseudoscalar). In the limit $`m_\mu m_\tau m_\varphi `$, the leading term becomes

$$a_\mu (\pm )\frac{h_{\mu \tau }^2}{16\pi ^2}\frac{m_\mu m_\tau }{m_\varphi ^2}\left(\mathrm{ln}\frac{m_\varphi ^2}{m_\tau ^2}\frac{3}{2}\right).$$
(5)
We note that the scalar exchange yields a positive contribution to $`a_\mu `$, while the pseudoscalar exchange leads to a negative one. Since our goal is to explain the recent measured value of $`a_\mu `$ which indicates a positive value of $`\mathrm{\Delta }a_\mu `$, we demand that the contribution from the scalar exchange dominates over that from the pseudoscalar exchange. This can be easily achieved by assuming that the pseudoscalar is sufficiently heavier than the scalar. We see from Eq.(5) that $`a_\mu `$ decreases as the mass of the scalar increases for a fixed $`h_{\mu \tau }`$. For a given $`m_\varphi `$, $`\mathrm{\Delta }a_\mu `$ yields a constraint on the coupling $`h_{\mu \tau }`$. In particular, when we combine the lower limit of neutral Higgs boson mass determined from CERN $`e^+e^{}`$ collider LEP experiment, the lower value of $`\mathrm{\Delta }a_\mu `$ in Eq. (1) leads to the lower bound on $`h_{\mu \tau }`$.

In order to calculate the contribution to $`a_\mu `$ from the scalar exchange, let us take the mass of the scalar to be $`100`$ GeV which is about the value of the current LEP bounds, and assume that the mass of the pseudoscalar is large enough so that its contribution becomes negligibly small. The value of $`a_\mu `$ then becomes $`4.65\times 10^8h_{\mu \tau }^2`$. Picking up the limit for the measured value of $`a_\mu `$, we can get a constraint on $`h_{\mu \tau }`$ which is given by $`0.053h_{\tau \mu }0.09`$ for $`m_\varphi =100`$ GeV.

Now, let us examine the lepton flavor violating processes such as $`\tau \mu \gamma ,\tau e\gamma `$, $`\mu e\gamma `$, and three-body decays of $`\tau `$ and $`\mu `$ which can be induced from the FCNC couplings. A matrix element of the form,

$$i=e\overline{u}(p_2)i\sigma _{\mu \nu }q^\nu (A_LP_L+A_RP_R)u(p_1)ϵ(q)^\mu ,$$
(6)
leads to the partial widths for the radiative decay modes which are given in the leading order by

$`\mathrm{\Gamma }(\tau e\gamma )`$ $``$ $`{\displaystyle \frac{\alpha m_\tau ^5}{2^{11}9\pi ^4m_\varphi ^4}}(h_{\tau \tau }^2h_{e\tau }^2+4h_{ee}^2h_{e\tau }^2+4h_{\mu \tau }^2h_{e\mu }^2),`$ (7)
$`\mathrm{\Gamma }(\tau \mu \gamma )`$ $``$ $`{\displaystyle \frac{\alpha m_\tau ^5}{2^{11}9\pi ^4m_\varphi ^4}}(h_{\tau \tau }^2h_{\mu \tau }^2+4h_{e\mu }^2h_{e\tau }^2+4h_{\mu \tau }^2h_{\mu \mu }^2),`$ (8)
$`\mathrm{\Gamma }(\mu e\gamma )`$ $``$ $`{\displaystyle \frac{\alpha m_\mu ^3m_\tau ^2}{2^{13}\pi ^4m_\varphi ^4}}(h_{\mu \tau }^2h_{e\tau }^2),`$ (9)
where we have considered only tau-mediated loop contribution for the $`\mu e\gamma `$ process. The lepton flavor violating three-body decay rate of $`\tau `$ is given by

$$\mathrm{\Gamma }(\tau l_il_jl_k)\frac{m_\tau ^5}{3072\pi ^3m_\varphi ^4}(h_{l_jl_k}^2h_{l_i\tau }^2),$$
(10)
and a similar calculation can be done for the $`\mu eee`$ process. Contribution from the pseudoscalar exchange also exists, but is ignored since it is assumed to be heavy enough. Using the lower bound on $`h_{\mu \tau }`$ obtained from $`a_\mu `$ one can derive conservative upper bounds on the flavor changing/conserving couplings such as $`(h_{e\mu },h_{\mu \mu },h_{e\tau },h_{\tau \tau },h_{ee})`$ from the experimental limits of the branching ratios of $`\tau \mu ^{}e^+\mu ^{}`$, $`\tau \mu ^{}\mu ^+\mu ^{}`$, $`\mu e\gamma `$, $`\tau \mu \gamma `$ and $`\tau \mu ^{}e^+e^{}`$, respectively. In addition, we can also predict the upper bounds on $`Br(\tau e^{}\mu ^+e^{})`$ and $`Br(\tau e^{}e^+e^{})`$ by combining the upper bounds on $`h_{e\tau },h_{e\mu }`$ and $`h_{ee}`$. In Table I, we present experimental bounds on the branching ratios of the corresponding decay processes for $`\tau `$ and $`\mu `$ and the upper bounds on the flavor changing/conserving couplings.

We note that the above numerical results crucially depends on the mass of the scalar. The bounds on the flavor changing/conserving couplings get increase as the mass of the scalar increases. When we take $`m_\varphi `$ to be 1 TeV, the bound on $`h_{\mu \tau }`$ is given by $`0.127h_{\mu \tau }0.693`$. In Table II, we present the upper bounds on the flavor changing/conserving couplings and the branching ratio of lepton flavor violating three-body decays of the muon and tau lepton for $`m_\varphi =1`$ TeV.

In conclusion, we have examined the contribution to the anomalous magnetic moment of the muon from the exchange of the flavor changing scalar. By using the recent measurement of $`(g2)_\mu `$ by the Muon $`(g2)`$ Collaboration, we have obtained a bound on $`h_{\mu \tau }`$ for a given scalar mass. In the analysis, we assumed that the scalar is lighter than the pseudoscalar to get the positive contribution and the heavier generations have larger flavor changing couplings. Useful constraints on the other flavor changing/conserving couplings have been obtained from the lepton flavor violating decays of the muon and tau lepton, and bounds on the branching ratios of $`\tau 3e`$, $`\mu 3e`$ and $`\tau e\mu e`$ have also been predicted.


text:
# 1 Introduction

## 1 Introduction

The last decade has witnessed radical changes in the structure of electricity markets world-wide. Prior to the 1980s it was argued convincingly that the electricity industry was a natural monopoly and that strong vertical integration was an obvious and efficient model for the power sector. In the 1990s, technological advances suggested that it was possible to operate power generation and retail supply as competitive market segments .

The changes that are taking place and the growing complexity of today’s energy markets introduce the need for sophisticated tools for the analysis of market structures and modeling of electricity load and price dynamics . However, we have to bear in mind that electricity markets are not anywhere near as straightforward as financial or even other commodity markets. Demand and supply are balanced on a knife-edge because electric power cannot be economically stored, end user demand is largely weather dependent, and the reliability of the grid is paramount.

Recently it has been observed that, contrary to most financial assets , electricity price processes are mean-reverting . In the next Sections we investigate whether electricity prices and loads in the California power market can be modeled by generalized Ornstein-Uhlenbeck processes, a special class of mean-reverting diffusion processes.

## 2 Preparation of the data

The analyzed database was provided by the University of California Energy Institute (UCEI) . Among others it contains market clearing prices from the California Power Exchange (CalPX) and system-wide loads supplied by California’s Independent (Transmission) System Operator (ISO). At first we looked at CalPX clearing prices – a time series containing system prices of electricity for every hour since April 1st, 1998, 0:00 until December 31st, 2000, 24:00. Because the series included a very strong daily cycle we created a 1006 days long sequence of average daily prices (as in ), see Fig. 1.

The price trajectory suggests that the process does not exhibit a regular annual cycle. Indeed, since June 2000, California’s electricity market has produced extremely high prices and threats of supply shortages. The difficulties that have appeared are intrinsic to the design of the market, in which demand exhibits virtually no price responsiveness and supply faces strict production constraints . It is evident that without taking into consideration regulatory issues, modeling electricity prices in the ”unstable” California power market is an almost impossible task. Thus, instead of forecasting electricity prices, we tried to tackle the ”simpler” problem of modeling system loads.

Like for electricity prices, the UCEI database contains information about the system-wide load for every hour of the period April 1st, 1998 – December 31st, 2000. Due to a very strong daily cycle we have created a 1006 days long sequence of daily loads, which is plotted in Fig. 2. Apart from the daily cycle, the time series exhibits weekly and annual seasonality. Due to the fact that common trend and seasonality removal techniques do not work well when the time series is only a few (and not complete, in our case ca. 2.8 annual cycles) cycles long, we restricted the analysis only to two full years of data, i.e. to the period January 1st, 1999 – December 31st, 2000, and applied a new seasonality reduction technique.

The seasonality can be easily observed in the frequency domain by plotting the periodogram, which is a sample analogue of the spectral density. For a vector of observations $`\{x_1,\mathrm{},x_n\}`$ the periodogram is defined as $`I_n(\omega _k)=\frac{1}{n}\left|_{t=1}^nx_t\mathrm{exp}\{2\pi i(t1)\omega _k\}\right|^2`$, where $`\omega _k=k/n`$, $`k=1,\mathrm{},[n/2]`$ and $`[x]`$ denotes the largest integer less then or equal to $`x`$. Observe that $`I_n`$ is the squared absolute value of the Fourier transform. In order to use fast algorithms for the Fourier transform we restricted ourselves to vectors of even length, i.e. $`n=2m`$. In Figure 3 we plotted the periodogram for the system-wide load before and after removal of the weekly and annual cycles. The periodogram shows well-defined peaks at frequencies corresponding to cycles with period 7 and 365 days. The smaller peaks close to $`\omega _k=0.3`$ and 0.4 indicate periods of 3.5 and 2.33 days, respectively. Both peaks are the so called harmonics (multiples of the 7-day period frequency) and indicate that the data exhibits a 7-day period but is not sinusoidal. The weekly period was also observed in lagged autocorrelation plots . These cycles have to be removed before further analysis is carried out, since they may influence predictions to a great extent.

To remove the weekly cycle we used the moving average technique . For the vector of daily loads $`\{x_1,\mathrm{},x_{730}\}`$ the trend was first estimated by applying a moving average filter specially chosen to eliminate the weekly component and to dampen the noise: $`\widehat{m}_t=\frac{1}{7}(x_{t3}+\mathrm{}+x_{t+3})`$, where $`t=4,\mathrm{},727`$. Next, we estimated the seasonal component. For each $`k=1,\mathrm{},7`$, the average $`w_k`$ of the deviations $`\{(x_{k+7j}\widehat{m}_{k+7j}),3<k+7j727\}`$ was computed. Since these average deviations do not necessarily sum to zero, we estimated the seasonal component $`s_k`$ as $`\widehat{s}_k=w_k\frac{1}{7}_{i=1}^7w_i`$, where $`k=1,\mathrm{},7`$ and $`\widehat{s}_k=\widehat{s}_{k7}`$ for $`k>7`$. The deseasonalized (with respect to the 7-day cycle) data was then defined as $`d_t=x_t\widehat{s}_t`$ for $`t=1,\mathrm{},730`$. Finally we removed the trend from the deseasonalized data $`\{d_t\}`$ by taking logarithmic returns, see the middle panel of Fig. 4.

After removing weekly seasonality we were left with the annual cycle. Unfortunately, because of the short length of the time series (only two years), the method applied to the 7-day cycle could not be used to remove the annual cycle. To overcome this we introduced a new method which consists of the following: (i) calculate a 25-day rolling volatility  for the whole vector; (ii) calculate the average volatility for one year (i.e. in our case $`v_t=(v_t^{1999}+v_t^{2000})/2`$); (iii) smooth the volatility by taking a 25-day moving average of $`v_t`$; (iv) finally, rescale the returns by dividing them by the smoothed annual volatility. The obtained time series (see the bottom panel of Fig. 4) showed no apparent trend and seasonality (see the bottom panel of Fig. 3). Therefore we treated it as a stationary process. In the next Section we fit the deseasonalized load returns by a generalized Ornstein-Uhlenbeck type model.

## 3 Modeling with generalized Ornstein-Uhlenbeck type processes

The deseasonalized data sets were modeled by mean-reverting continuous-type processes of the form (generalized Ornstein-Uhlenbeck processes):

$$dX_t=\beta (mX_t)dt+\rho X_t^\gamma dB_t.$$
(1)
Unfortunately, since we were unable to remove the annual cycle from the system loads themselves we had to restrict our analysis to models with $`\gamma =0`$ (we estimated $`\gamma (0.3,0.8)`$, but for fractional $`\gamma `$ the process has to be strictly positive and evidently returns do not comply with this restriction). Thus we were left with the so-called Vasicek model .

We can calibrate the Vasicek model via ordinary linear regression:

$$X_t=E(X_t)+\epsilon _t=X_{t1}e^\beta +m(1e^\beta )+\epsilon _t,$$
(2)
where $`\epsilon _tN(0,\rho _\epsilon )`$ and $`\rho _\epsilon `$ is the standard deviation from the regression. Observe that the above implies that the Vasicek model is a continuous version of an AR(1) process. This is the main reason why it performs poorly for our data sets. The deseasonalized system loads may be an AR (Auto Regressive) process, however, of an order greater then 1 (see the PACF plots in Fig. 5, which can be used as an estimate of the AR order ). It is worth noting that other diffusions of the form (1) also have a very short AR dependence structure, which would probably result in poor prediction of electricity prices or loads.

For comparison, in the bottom panel of Fig. 5 we plotted actual deseasonalized load returns in December 2000 and the Vasicek prediction. The prediction is a one day forecast with model parameters estimated from the last 365 daily returns. Unfortunately the fit is far from being perfect. The largest differences occur during Christmas (December 24th–26th), but this can be improved by incorporating a holiday structure into the model. However, the prediction for the first 23 days in December is still much worse than the prediction obtained from a simple ARMA(3,3) model , i.e. the mean absolute deviation from the true values is 0.565 compared to 0.355 for the ARMA forecast.

Even though continuous-time models have certain advantages (like analytic tractability, a developed theory of pricing derivatives, etc. ) over discrete models, further research will be in the direction of discrete time series models which offer a much better fit to market data .