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Thermodynamic entropy production fluctuation in a two dimensional shear flow model

F. Bonetto, J.L. Lebowitz

Mathmatics Department, Rutgers University, New Brunswick, NJ 08903, email: bonetto@math.rutgers.edu. Mathematics and Physics Department, Rutgers University, New Brunswick, NJ 08903, email: lebowitz@math.rutgers.edu.

Abstact: We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic system the Gallavotti-Cohen (GC)relation for the probability of large deviations, which holds for the phase space volume contraction giving the Gibbs ensemble entropy production, never seems to hold for the flux which gives the hydrodynamic entropy production. In the stochastic case the GC relation is found to hold for the total flux, as predicted by extensions of the GC theorem but not for the flux across part of the surface. The latter appear to satisfy a modified GC relation. Similar results are obtained for the heat flux in a steady state produced by stochastic boundaries at different temperatures.

1. Introduction

There has been much effort during the past decade to connect statistical mechanics of stationary nonequilibrium states (SNS) with the theory of dissipative dynamical systems $`\mathrm{}`$EQ. While most results obtained so far via this approach are more of a mathematical than physical interest there is one potential exception: the Gallavotti-Cohen theorem $`\mathrm{}`$GC and its generalizations $`\mathrm{}`$K$`\mathrm{}`$LS$`\mathrm{}`$M. The original GC theorem was motivated by the numerical results of $`\mathrm{}`$ECM2 on a “thermostated” dynamical system. The phase-space time evolution of such a system is given by an equation of the form

$$\dot{X}=(X)$$
$`(1.1)`$
with $``$ chosen to keep $`X(t)`$ confined to a compact surface $`\mathrm{\Sigma }`$ in the phase-space while forcing the system into a nonequilibrium state. The latter requires that $``$ be non-hamiltonian with $`\mathrm{div}(X)=\sigma (X)0`$.

Using some very strong assumptions on the dynamical system (1.1), GC proved that in the SRB measure $`\mathrm{}`$SRB describing the SNS of this system the probability distribution $`P_\tau (p)=\delta (p\pi _\tau (X))`$ of

$$\sigma _\tau (X)=\frac{1}{\tau \sigma }_{\tau /2}^{\tau /2}\sigma (X(t))𝑑t$$
$`(1.2)`$
satisfies the equality

$$\underset{\tau \mathrm{}}{lim}\frac{1}{\tau \sigma }\mathrm{ln}\frac{P_\tau (p)}{P_\tau (p)}=p.$$
$`(1.3)`$
Here $``$ represents the average in the SNS.

The quantity $`\sigma `$ is formally equal to the “rate of change” of the Gibbs entropy in the SNS. More precisely, if we start the system with a measure $`\mu _0(dX)=\rho _0(X)dX`$ where $`dX`$ is the Liouville measure restricted to the surface $`\mathrm{\Sigma }`$ then, using the evolution (1.1),

$$\dot{S}_G(t)=\frac{d}{dt}\rho _t\mathrm{log}\rho _tdX=\mu _t(\sigma )\begin{array}{c}t\mathrm{}\hfill \end{array}\sigma $$
$`(1.4)`$
where the existence of the limit will hold under the assumptions of the GC theorem. Furthermore we will have $`\sigma <0`$ implying that $`S_G(t)\mathrm{}`$ whenever the limiting state is not an equilibrium one with zero currents $`\mathrm{}`$Ru,$`\mathrm{}`$Ge.

Based on the relation (1.4) $`\sigma _\tau (X)`$ is often called the (normalized) “average entropy production during a time interval $`\tau `$” in the SNS. The identification of $`\sigma _{\mathrm{}}`$, the object of the GC theorem, with entropy production was further strengthened by the form of $`\sigma (X)`$ in many examples of bulk thermostated systems, e.g. those considered by Moran and Hoover $`\mathrm{}`$MH for electrical conduction and by $`\mathrm{}`$ECM for shear flow. In those systems $`\sigma (X)`$ is given by an expression related to the hydrodynamic entropy production and the validity of the GC relation, eq.(1.3), was confirmed by numerical simulations, despite the fact that the conditions of the GC theorem are not satisfied there.

Such bulk thermostated systems are however very different from realistic systems which are typically driven to SNS by inputs at their boundaries: the motion in their interiors being governed by Hamiltonian dynamics which do not produce any phase space volume contraction. It is therefore important, for comparison with real systems, to consider models of dynamical systems in which the thermostats forcing the system into SNS operate only near the boundaries. Such deterministic models were introduced by Chernov and Lebowitz $`\mathrm{}`$CL for shear flow and by Gallavotti $`\mathrm{}`$EQ, and van Beijeren $`\mathrm{}`$vB for heat flux. In this paper we investigate the validity and possible generalizations of the GC relation for such boundary driven systems. Before doing that we note that the GC theorem has been extended to open systems in contact with infinite thermal reservoirs which act on the system but are not changed by it. The simplest modeling of such a situation is via stochastic transitions, induced by the reservoirs, between different microstates of the system induced by the reservoirs $`\mathrm{}`$LS. Thus, to model a system carrying a heat current and/or a momentum flux, one may use Maxwellian boundary conditions. This means that a particle hitting the left (right) wall will be reflected with a Maxwellian distribution of velocities corresponding to temperatures $`T_L`$ ($`T_R`$) and mean velocities $`u_L`$ ($`u_R`$) parallel to these walls. For $`T_LT_R`$ this will induce a SNS with a heat flux while $`u_Lu_R`$ will (using periodic boundary conditions in the flow directions) induce a SNS with a shear flow, see $`\mathrm{}`$ELM$`\mathrm{}`$BLR. It is expected (hoped) that the deterministic (thermostated) and stochastic kinds of boundary modeling will yield similar SNS of a macroscopic system away from the boundaries. This is what happens in equilibrium systems, at least when not in a phase transition region.

Such an “equivalence of ensembles” is far from established for SNS. In fact there is, at some level, a profound difference between thermostated and stochastically modeled SNS as far as $`S_G`$ is concerned. As ready noted the former have $`S_G(t)\mathrm{}`$, and $`\dot{S}_G(t)\sigma <0`$, while the latter have $`S_G(t)\overline{S}_G`$, $`\dot{S}_G(t)0`$. The origin of the difference lies in the differences in the measures describing these SNS. Thermostated SNS are described by an SRB measure which is singular with respect to the induced Lebesgue measure $`dX`$, while the SNS of stochastically driven systems are (this can be proven in some case and expected in general) described by measures that are absolutely continuous with respect to $`dX`$ $`\mathrm{}`$GLP$`\mathrm{}`$GIK. This difference need not however mean much for a macroscopic system, since quantities of physical interest are sums of functions which depend only on a few variables. Their properties are therefore determined by the reduced distribution functions which can be expected to be absolutely continuous with respect to the local Lebesgue measure, i.e. expressible as densities, even when the full measure is singular and fractal $`\mathrm{}`$BKL.

Interestingly enough, it is possible for the boundary driven pure heat flow case to model the thermostat in such a way that the expression for $`\sigma (X)`$ appearing in the GC relation is the same, up to terms whose average vanishes, for both the deterministic and stochastic case, see $`\mathrm{}`$EQ. It can be written as

$$\sigma =\left(\frac{1}{T_L}\frac{1}{T_R}\right)J_Q+\frac{dF(X)}{dt}$$
$`(1.5)`$
so that

$$\sigma =\left(\frac{1}{T_L}\frac{1}{T_R}\right)J_Q$$
$`(1.6)`$
where $`J_Q(X)`$ is the heat flux through some surface in the middle of the system and the average of the time derivative $`dF/dt`$ vanishes in the SNS. $`\sigma `$ has the form of entropy production in the left and right heat “reservoirs” which is also equal to the hydrodynamic entropy production in the SNS $`\mathrm{}`$BLR.

The situation is different for the thermostated boundary driven shear flow case considered by $`\mathrm{}`$CL. The $`\sigma (X)`$ in (1.2), entering the GC theorem for that model is not clearly related to the hydrodynamic entropy production. The latter corresponds now to a momentum flux through the system, $`J_M(X)`$, for which a GC relation holds for the stochastically driven system. The question is then whether there is still enough equivalence between systems driven deterministically and stochastically so that the GC relation for $`J_M(X)`$, derived for the latter, also holds in the former.

Another question which concerns both the heat conduction and the shear case is whether the GC relation can be observed in real macroscopic physical systems. More precisely, we know that in the linear regime the GC relations imply an Onsager type reciprocity relations for the transport coefficients $`\mathrm{}`$G1, $`\mathrm{}`$LS which hold not only globally but also locally. Our question is therefore the following: assuming that the GC relation holds for some flux crossing a surface $`S`$ does it also hold (in some form) for the flux through part of $`S`$. The reason this is important for the applicability of the GC relation to real system is that for values of $`p`$ for which $`P_\tau (p)`$ is of order unity, $`P_\tau (p)`$, in eq. (1.3), which corresponds to the flux $`J`$ going in the opposite direction from its usual one, e.g. the heat flowing from the cold to the hot reservoir, is so small in a macroscopic system that the possibility of observing it is effectively zero. A local flux reversal on the other hand may be quite observable: an attempt in this direction was indeed made by Ciliberto and Laroche $`\mathrm{}`$Ci.

Here we describe numerical investigations of these questions for a deterministic and stochastically driven shear flow SNS and for a stochastic heat flow model.

2. Description of the shear flow model

Deterministic: The system consists of $`N`$ unit mass particles contained in a $`L\times M`$ box with periodic boundary conditions in the $`x`$-direction and reflecting boundaries on the walls perpendicular to the $`y`$-direction. The dynamics in the bulk of the system is Hamiltonian with hard core interactions (the particles have a radius $`r`$). When a particle collides with the reflecting walls its outgoing speed is the same as the incoming one while the direction of the velocity is chosen in a way which simulates a moving boundary and creates a shear flow. The boundary transformation we consider is the same as in $`\mathrm{}`$CL$`\mathrm{}`$BCL. Let $`\phi `$ and $`\psi `$ be the angle that the incoming (outgoing) velocity forms with the positive $`x`$-direction if the particle collides with the upper wall or with the negative $`x`$-direction if the particle collides with the lower wall. In the thermostated system the outgoing angle $`\psi `$ is given by a function of the incoming angle $`\phi `$: $`\psi =f(\phi )`$. The function $`f`$ we choose is $`f(\phi )=(\pi +b)\sqrt{(\pi +b)^2\phi (\phi 2b)}`$. This is time-reversible, i.e. $`\pi f(\pi f(\phi ))=\phi `$ see Fig. $`\mathrm{}figure1`$.

$`\varphi `$ $`\psi =f(\varphi )`$ $`L`$ $`M`$

Fig. 1: Schematic representation of the dynamics of the system.

Stochastic: The dynamics in the interior of the system is the same as before while the outgoing velocity at the upper (lower) wall is now chosen as if the particle was coming from a Maxwellian bath at temperature $`\beta ^1`$ moving at velocity $`v_0(v_0)`$. More precisely we assume that after a collision with the boundary the particle emerges with a velocity that is randomly chosen from a distribution:

$$𝒫(v)=\frac{1}{Z}v_y\mathrm{exp}\left(\frac{\beta }{2}\left(\left(v_xϵ_yv_0\right)^2+v_y^2\right)\right)$$
$`(2.1)`$
where $`Z`$ is a normalization constant, $`v_0`$ is the mean $`x`$-momentum of the particle after a collision and $`ϵ_y`$ is 1 if the collision is with the upper wall and $`1`$ if it is with lower wall.

In $`\mathrm{}`$BCL we checked the validity of the GC relation for the phase space contraction generated during the collisions of particles with the deterministic thermostated boundary. We divided the phase space contraction into a contribution due to the lower boundary and one due to the upper one. We found that the GC relation was well verified for the total phase space contraction $`\sigma (X)`$ but not for the partial ones1 We observe that based on the proof of GC we have no reason to expect that such a relation should hold for the partial phase space contraction. We tested it anyway since, as already noted, the GC relation appears to hold in more general situations than those covered by the GC theorem, e.g. for the total $`\sigma `$ here..

As already noted there is no apparent connection between the phase space contraction and the hydrodynamic entropy production which is proportional to the flux of the $`x`$-component of the momentum across the system. In $`\mathrm{}`$CL equality between average phase space contraction rate and average hydrodynamical entropy production rate was shown to hold to first order in the shear in the limit in which the system becomes large (at constant density), i.e. macroscopic, but the shear rate goes to zero in such a way as to maintain a constant total momentum transfer. This was done under the assumption that before a collision with either wall the particle velocities are distributed according to a Maxwellian. The equality between these averages was supported by numerical evidence.

In the present paper we further investigate the possible equivalence between phase space contraction and entropy production. The momentum flux is equal to the momenta carried by particles crossing a line through the middle of the system plus the exchange of momentum between two colliding particles when their center are on opposite side of the line, see fig.$`\mathrm{}figure2`$.

$`L`$ $`M`$

Fig. 2: Events producing momentum flux.

To be more precise we first introduce a discrete time for the system (in a slightly different way from what we did in $`\mathrm{}`$BCL). Let $`X=(q_i,v_i)`$ a phase space point, $`\mathrm{\Phi }_t(X)`$ be the time evolution induced by the dynamics and let $`\tau (X)`$ be the first time at which a particle crosses the middle line or two particles on different sides of this line collide starting from the phase point $`X`$ (we call such a situation a timing event) and let $`S(X)=\mathrm{\Phi }_{\tau (X)}(X)`$. Finally let $`\pi (X)`$ be the exchange of $`x`$-momentum at the phase point $`X`$.

We now specify the quantity whose fluctuations we will check. Given an integer $`\tau `$ let

$$\pi _\tau (X)=\underset{i=\tau /2}{\overset{\tau /2}{}}\pi (S^i(X))$$
$`(2.2)`$
and

$$p_\tau (X)=\frac{\pi _\tau (X)}{\pi _\tau (X)}$$
$`(2.3)`$
where the mean $``$ is taken with respect to the stationary measure of the system. Let now $`\mathrm{\Pi }_\tau (p)`$ be the distribution function of $`p_\tau (X)`$ and

$$\xi _\tau (p)=\frac{1}{\pi _\tau (X)}\mathrm{ln}\left(\frac{\mathrm{\Pi }_\tau (p)}{\mathrm{\Pi }_\tau (p)}\right).$$

We can formulate our “GC fluctuation relation for the entropy production” as follows:

$$\underset{\tau \mathrm{}}{lim}\xi _\tau (p)=Cp$$
$`(2.4)`$
Here $`C`$ is the conversion constant between momentum flow and entropy production that, from hydrodynamics $`\mathrm{}`$BCL, is $`C=2u_b/T_b`$ where $`u_b`$ is the velocity of the particle near the upper boundary and $`T_b`$ is the temperature near the boundary. Observe that this as well as the following definitions, make sense also in the stochastic case when the phase space contraction rate is not defined.

In this setting we define a local entropy production by looking at all events like the ones described in figure 2 that happen in a specified part of the middle line of size $`lL`$. More precisely let

$$\pi ^l(X)=\pi (X)\chi _{[0,lL]}(X)$$
$`(2.5)`$
where $`\chi _A(X)=1`$ if the location of the momentum transfer event is at a point in $`A`$ and 0 otherwise. We now define in a way analogous to eqs.(2.2) and (2.3) the quantities $`\pi _\tau ^l(X)`$, $`p_\tau ^l(X)`$, $`\mathrm{\Pi }_\tau ^l(p)`$ and $`\xi _\tau ^l(p)`$ and state our “local GC relation” for the entropy production as,

$$\underset{\tau \mathrm{}}{lim}\xi _\tau ^l(p)=Cp$$
$`(2.6).`$
More generally we check if a relation of the form:

$$\underset{\tau \mathrm{}}{lim}\xi _\tau ^l(p)=C_lp$$
$`(2.7)`$
holds.

The stochastic model permits us to discuss also different kind of transport phenomena. In fact we can set the reciprocal temperature $`\beta `$ of the upper and lower walls to different value $`\beta ^+`$ and $`\beta ^{}`$. In this case we will have also transport of heat through the middle of the system. We ran simulation also for this case, setting $`v_0=0`$ for simplicity, and report the results in section 4. Clearly now the correct quantity to compute is the energy transfered across the middle line when a particle crosses or a collision happens.

3. Numerical experiments for the shear flow

We simulated systems with $`N=20`$, $`40`$ and $`60`$ particles and $`L,M`$ such that the number density $`\delta =N/LM=0.034`$ was fixed. We chose two different ways to set $`L`$ and $`M`$. In one case we fix $`L=M`$ i.e. a square domain. In the second case we keep $`M`$ fixed at the value it had for $`N=20`$ and increase $`L`$ proportionally as $`N`$ is increased. In the deterministic case we fixed the energy per particle $`\frac{1}{2N}_iv_i^2=1`$ while in the stochastic case we fixed the values of $`v_0`$ and $`\beta `$ to reproduce the mean velocity $`u_b`$ and temperature $`T_b=(vu)^2`$ observed in the $`N=60`$ simulation for the deterministic system. More precisely we fixed $`v_0=0.2`$ and $`\beta ^1=0.48`$. Finally the radius $`r`$ was fixed to 1. For each value of $`N`$ and $`L`$ we followed a single trajectory of the system for $`510^8`$ timing events and used it to compute the distributions $`\mathrm{\Pi }_\tau ^l(p)`$ . As in $`\mathrm{}`$BCL (differently than in $`\mathrm{}`$BGG) we did not discard any events between two consecutive segments of length $`\tau `$ .

3.1. Stochastic case

As discussed in the introduction (see also section 5.1 for further discussion) we expect the fluctuation relation to hold for the total momentum flux corresponding to the hydrodynamic entropy production. This can indeed be seen in figure $`\mathrm{}fig_s`$ in which $`\xi _\tau (p)`$ is plotted for $`\tau =300`$ and $`N=60`$ for the rectangular geometry. The dashed line represent the theoretical prediction $`\xi _{\mathrm{}}(p)=0.769p`$. Similar results hold for $`N=20`$ and $`N=40`$.

$`p`$ $`\xi _\tau ^l\left(p\right)`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$  $`0.5`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$

Fig. 3: Fluctuation relation for the momentum flux in the stocastic shear flow with rectangular geometry. The filled circles () represent the experimental value for the total momentum flux, with error bars, for $`\tau =400`$ and $`N=60`$ while the dashed line is the theoretical prediction. The other data represent the partial fluctuation relation for $`l=0.9`$ (), $`l=0.6`$ () and $`l=0.3`$ (). In all three cases $`\tau =400`$.

The relation in the strong form given by eq.(2.6) appears not to hold for $`l<1`$ but eq.(2.7) seems to hold as one observes a linear behavior of $`\xi _\tau ^l(p)`$ always in Fig. 3.

The results for $`\xi _\tau ^l`$ can be used to obtain the behavior of the slope $`C_l`$ as a function of $`l`$. We report the result in Fig. $`\mathrm{}fig_slo_s`$ for the three value of $`N`$ and the two different geometries we have used. We observe that in the case in which we keep the box square $`C_l`$ decrease with $`N`$ and seems to reach a limit different from 1 when $`N`$ grows. If we just increase the horizontal side of the box keeping its height constant $`C_l`$ increases with $`N`$ and it is not clear from the data what, if any, limit is reached when $`N\mathrm{}`$.

Instead of fixing $`l`$ we also tried fixing the length $`lL`$ but found nothing interesting.

$`l`$ $`C_l`$ $`0.0`$ $`0.2`$ $`0.4`$ $`0.6`$ $`0.8`$ $`1.0`$ $`0.1`$ $`0.3`$ $`0.5`$ $`0.7`$   $`l`$  $`C_l`$ $`0.0`$ $`0.2`$ $`0.4`$ $`0.6`$ $`0.8`$ $`1.0`$ $`0.1`$ $`0.3`$ $`0.5`$ $`0.7`$

Fig. 4: Slope $`C_l`$ as a function of $`l`$ in the stochastic shear flow for $`N=20`$ (), $`N=40`$ () and $`N=60`$ (). The left figure is for the square geometry while the right one is for the rectangular geometry.

3.2. Deterministic case

The situation looks very different in the deterministic case. No fluctuation relation seems to hold even when we consider the full momentum transfer. The result are shown in Fig. $`\mathrm{}fig_tot_d`$ where $`\xi _\tau (p)`$ is plotted for $`\tau =100,200`$ and $`300`$. The dashed line represents the value predicted by eq. (2.4). Although we still observe a linear behavior, the slope appears to be increasing with $`\tau `$ so that no limit seems to be reached. We will attempt an explanation of this phenomenon in the last section.

$`p`$ $`\xi _\tau \left(p\right)`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$ $`0.7`$ $`0.8`$

Fig. 5: Fluctuation relation in the deterministic shear flow in the rectangular geometry for the total momentum flux with $`\tau =100`$ (), $`\tau =200`$ () and $`\tau =300`$ ().

We observe that a relation like eq. (2.7) seems to hold if we look at the partial momentum flux. This is clearly shown in Fig. $`\mathrm{}fig_par_d`$ where the behavior of $`\xi _\tau ^l(p)`$ for $`l=0.6`$ and several values of $`\tau `$ is plotted for $`N=60`$ in the rectangular geometry. As in the stochastic case we can look at the behavior of $`C_l`$ as a function of $`l`$ for both geometries. The results are plotted in Fig. $`\mathrm{}fig_slo_d`$. As can be seen the slope depends only very weakly on the size of the system, at least for the square geometry. The only value for which $`C_l`$ seems to depend on the size is for $`l=0.9`$.

$`p`$ $`\xi _\tau ^l\left(p\right)`$ $`0.0`$ $`0.2`$ $`0.4`$ $`0.6`$ $`0.8`$  $`1.0`$ $`1.2`$ $`1.4`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$ $`0.7`$

Fig. 6: Approach to a limit of the right hand side of eq.(2.7) for the deterministic case. In this case $`l=0.6`$ while $`\tau =100`$ (), 300 (), 500 () and 700 ().

It is interesting to observe that if the fluctuation relation was true we would expect to observe a slope $`C_l=2u_b/T_b`$ as discussed for the stochastic system. In this situation, and mainly for the square geometry, the value of $`u_b`$ varies significatively from $`N=20`$ to $`N=60`$ while $`C_l`$ remain almost constant. This and the result for the total momentum transfer suggests that the fluctuation of the phase space contraction rate and those of the momentum flux behave differently.

$`l`$ $`C_l`$ $`0.0`$ $`0.2`$ $`0.4`$ $`0.6`$ $`0.8`$ $`0.1`$ $`0.3`$ $`0.5`$ $`0.7`$ $`0.9`$ $`1.1`$ $`1.3`$

Fig. 7: Slope $`C_l`$ as a function of $`l`$ in the deterministic shear flow for $`N=20`$ (), $`N=40`$ () and $`N=60`$ () in the rectangular geometry. The graph of the square geometry in analogous.

4. Heat flow

The stochastic boundary condition permits us to study the case in which the two walls are kept at different temperatures $`T_+`$ and $`T_{}`$. In this case the hydrodynamics entropy production is proportional to the heat current or energy flux from the upper wall of the system to the lower one. The events contributing to an exchange of energy are the same as those considered in Fig. 2 but now we consider the kinetic energy of a particle passing through the middle line or the exchange of energy in a collision between two particle that are on different side of the middle line.

Analogously to what we did in section 2 we define $`\epsilon (X)`$ as the energy exchange for a point $`X`$ that is on the Poincaré section with

$$\epsilon _\tau (X)=\underset{i=\tau /2}{\overset{\tau /2}{}}\epsilon (S^i(X))$$
$`(4.1)`$
and

$$e_\tau (X)=\frac{\epsilon _\tau (X)}{\epsilon _\tau (X)}$$
$`(4.2)`$
Let now $`E_\tau (e)`$ be the distribution function of $`e_\tau (X)`$ and

$$\xi _\tau (e)=\frac{1}{\epsilon _\tau (X)}\mathrm{ln}\left(\frac{E_\tau (e)}{E_\tau (e)}\right)$$

As before we expect that

$$\underset{\tau \mathrm{}}{lim}\xi _\tau (e)=Ce$$
$`(4.3)`$
where $`C`$ is the proper conversion constant between heat flow and entropy production:

$$C=\frac{1}{T_+}\frac{1}{T_{}}$$

Similarly we define $`\epsilon _l(X)`$, $`e_l(X)`$, $`E_\tau ^l(e)`$ and $`\xi _\tau ^l(e)`$ and check whether

$$\underset{\tau \mathrm{}}{lim}\xi _\tau ^l(e)=C_le$$
$`(4.4)`$
$`e`$ $`E_\tau \left(e\right)`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$ $`0.0`$  $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$

Fig. 8: Fluctuation relation for the total energy flux in the heat flow model. The experimental value are plotted with error bar for $`\tau =100`$ (), $`\tau =200`$ () and $`\tau =300`$ () and $`N=20`$. The dashed line is the theoretical prediction.

The numerical experiments are very similar to the ones described in section 3 but we considered only stochastic boundary conditions with rectangular geometry. Finally we fixed $`T_+=0.7`$, $`T_{}=0.4`$ and all the other parameters as in the shear flow case. The global fluctuation relation is shown in figure 8. There it can be observed that the fluctuations are smaller than the shear flow case. In fact for $`\tau =300`$, when in the shear flow case the limiting behavior was reached, we have just 2 points for the fluctuation. We interpret the results as showing an approach to the expected limit. Similar result are obtained for $`N=40,60`$. The plots for the $`\xi _\tau ^l(e)`$, again, appear very linear, and their slopes $`C_l`$ are shown in figure $`\mathrm{}fig_slo_c`$.

$`l`$ $`C_l`$ $`0.0`$ $`0.1`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$ $`0.7`$ $`0.8`$ $`0.9`$ $`0.2`$ $`0.3`$ $`0.4`$ $`0.5`$ $`0.6`$ $`0.7`$ $`0.8`$

Fig. 9: Slope $`C_l`$ as a function of $`l`$ in the heat flow model for $`N=20`$ (), $`N=40`$ () and $`N=60`$ ().

Similar comments as the one for the rectangular geometry shear flow hold here.

5. Conclusions

We now try to summarize the results of our numerical experiments.

5.1. Global fluctuation

In the case of the stochastic boundary conditions the GC relation appears to be satisfied for both shear flow and heat conduction. This is not surprising. As in $`\mathrm{}`$LS, $`\mathrm{}`$M, $`\mathrm{}`$BLR we consider the stationary probability $`P_\tau (X(t))`$ on the space of the trajectories of the system from time $`\tau `$ to time $`\tau `$. (This can be assumed to be unique, see for example $`\mathrm{}`$GLP, $`\mathrm{}`$GL.) Define then the time reversal operation $`I((q_i,v_i))=(q_i,v_i)`$ then if $`X(t)`$ is a possible trajectory so is $`I(X(t))`$ and we can consider the measure $`\overline{P}=I^{}P`$. Then as in $`\mathrm{}`$LS, $`\mathrm{}`$M one finds

$$\frac{dP}{d\overline{P}}(X)=\mathrm{exp}\left\{R(X(\tau ))R(X(\tau ))+_\tau ^\tau \sigma (X(t))𝑑t\right\}$$
$`(5.1)`$
for some appropriate function $`\sigma (X)`$. Here the lhs represent a Radon-Nykodyn derivative and $`R(X)`$ is a boundary term. The $`\mathrm{}`$GC relation then follows.

It is easy to see that in the shear flow model $`\sigma _\tau =_\tau ^\tau \sigma (X)`$ is proportional to the momentum entering the system from the lower wall minus the momentum leaving the system from the upper wall. Due to the conservation of momentum in the bulk of the system the total momentum flux $`\pi _\tau `$ through the middle of the system is proportional to $`\sigma _\tau `$ plus corrections due to the variation of momentum in the upper and lower half of the system. We expect these two quantities to fluctuate much less than the momentum flux, at least if the system is big enough so that we can expect to have a GC fluctuation relation for $`\pi _\tau `$ 2 We observe however that differently from the analysis in $`\mathrm{}`$LS we do not have an a priori bound on the fluctuation of the total momentum of the system.. Similar considerations hold for the heat conduction model.

The deterministic case is far less clear. We know that the average phase-space volume contraction rate is equal to the hydrodynamic entropy production rate, only in some limiting situation, see $`\mathrm{}`$CL. Our numerical results, together with those in $`\mathrm{}`$BCL show that this equality does not extend to their fluctuations. We observe, first of all, that although the CG fluctuation relation appears not to hold $`\xi _\tau (p)`$ is linear in $`p`$ so that we can rewrite eq.(2.4) as:

$$\xi _\tau (p)=C_\tau p$$
$`(5.2)`$
The most striking effect appear to be the divergence of the slope $`C_\tau `$. A possible explanation of this can be based on the assumption that the distribution $`\mathrm{\Pi }_\tau (p)`$ to be close to a Gaussian, see \[BCL\], so that

$$C_\tau =\frac{2}{S(\tau )}$$

where

$$S(\tau )=\frac{2}{\tau }\underset{t=\tau }{\overset{\tau }{}}D(t)\frac{2}{\tau ^2}\underset{t=\tau }{\overset{\tau }{}}|t|D(t)$$
$`(5.3)`$
is the integral of the $`\pi `$-autocorrelation function $`D(t)=\pi (\mathrm{\Phi }^t())\pi ()\pi ^2`$.

Now when $`_{t=\tau }^\tau D(t)`$ converges to a finite value the GC relation reduces to the usual Green-Kubo relation. On the other hand if we assume that $`_{t=\tau }^\tau D(t)`$ approaches $`0`$ when $`\tau \mathrm{}`$ then $`C_\tau `$ has to diverge as $`\tau ^1`$, which is in good agreement with our numerical data. We were not able to check more directly this relation due to the lengthy simulations involved but we hope to come back to this in future work.

We already noted that the quantity that enters the GC theorem for our deterministic shear flow model, i.e. the phase space contraction rate due to collisions, appears to have little in common with the hydrodynamic entropy production. This is different from models of deterministically boundary thermostated heat conduction systems in which the phase space contraction rate assume the form of an entropy production $`\mathrm{}`$EQ $`\mathrm{}`$LS, $`\mathrm{}`$vB. We expect that it is possible to introduce a deterministic forcing term for the shear flow acting only at, or near, the boundary and producing a phase space contraction rate equal to the hydrodynamic entropy production, see $`\mathrm{}`$CL. This would make the GC relation dependent on the form of the boundary forcing term.

5.2. Local fluctuation

As we already noted in $`\mathrm{}`$BCL the local fluctuation, in both the stochastic and deterministic case, do not satisfy a fluctuation law in the form of eq.(2.6) but they appear to be in good agreement with the more general relation eq.(2.7). This seems to be contrary to the results obtained in $`\mathrm{}`$GG and in $`\mathrm{}`$M.

To resolve this apparent contradiction we note that in $`\mathrm{}`$GG Gallavotti considers a chain of weakly interacting Anosov dynamical systems3 The paper by Maes deals with a rather more general situation but similar arguments apply also there. and takes as a subsystem a finite piece of the chain. The phase space contraction rate is an extensive quantity as in the bulk thermostated systems. Furthermore the correlations in the chain decay exponentially both in space and in time. In a system with these characteristics one can prove that the fluctuation of the phase space contraction rate due to the degree of freedom of the subsystem satisfy a fluctuation relation with corrections proportional to the boundary of the subsystem times the correlation length.

In our situation none of the above characteristics is present. First of all we are not able to divide the degrees of freedom between the subsystem and the rest of the system. Moreover the phase space volume contraction is present only at the boundary of the system and the subsystem does not include any portion of the boundary. Finally we expect the correlation length in our system to be very long (potentially infinite), i.e. bigger that the size of the subsystem considered. For these reason we do not expect the arguments in $`\mathrm{}`$GG and $`\mathrm{}`$M to be applicable to our situation. We observe however that our system is closer to the experimental situation described in $`\mathrm{}`$Ci and to possible other experiments one can imagine doing.

As in $`\mathrm{}`$BCL we do not have any real explanation for the apparent validity of eq.(2.7). We think that the GC fluctuation relation can be extended to a partial relation of the form eq.(2.7) in a wide range of situations. These include a system of particles under the influence of an electric field and a Gaussian thermostat, see $`\mathrm{}`$BGG and $`\mathrm{}`$BDLR for more details. We think that for the asymmetric simple exclusion process, one should be able to find an analytic justification of this behavior.

Acknowledgements We are indebted to E.G.D. Cohen and G. Gallavotti for many helpful discussion and suggestion. Research supported in part by NSF Grant DMR-9813268, and Air Force Grant F49620-98-1-0207.

References.


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# References

SISSA 23/01/EP

gr-qc/0103073

How strings solve the apparent contradiction between black holes and quantum coherence ***Talk delivered at the symposium on “50 years of electroweak physics” NYU, 27-28 Oct. 2000, in honor of Alberto Sirlin $`70^{th}`$ anniversary

Daniele Amati e-mail: amati@sissa.it

SISSA, 34014 Trieste, Italy

## Abstract

Computations in the calculable small coupling regime of string theories and the general consensus that no new physics has to be invoked in continuing to the large coupling (black hole) regime, suggest the following picture. Quantum states are not black holes even if energy distributions would suggest so. Black holes appear as macrostates, i.e. with the same procedure that blures the quantum coherence of microstates. It is also discussed how a spacetime description - and thus geometry, causal properties and event horizons - may stem from decoherence in the pregeometric approach represented by string theories.

The apparent contradiction between gravity and quantum mechanics, that goes under the name of black hole information loss, has to be unambiguously solved by a consistent quantum theory that contains gravity. Superstring theory is thus a serious candidate to clarify the issue, specially since the recognition of remarkable coincidences , suggesting that no new physics has to be invoked in going from a small coupling perturbation regime to a strong coupling black hole one.

By taking seriously this suggestion I will show that a consistent picture emerges  in which well defined quantum states - microstates - aren’t black holes even if energy densities would classically suggest so. Black holes are generated by the decoherence procedure implied by a mesoscopic (classical) description.

I will first show how this dramatic effect of decoherence is at work in string theories even in the low coupling regime where all properties are perturbatively calculable. Consider a very massive string state, i.e. a high string excitation, in a small coupling regime. This means $`(\mathrm{}=c=1)`$

$`M^2={\displaystyle \frac{n}{\lambda _s^2}},`$ $`n1,`$ $`g^2<{\displaystyle \frac{1}{\sqrt{n}}}1,`$ (1)
where $`\lambda _s`$ is the string length, $`g`$ the dimensionless string coupling and $`n`$ the (integer) excitation number. The degeneracy $`N_n`$ at level $`n`$ is given by the number of partitions of $`n`$ in a set of integers $`n_i`$ such that $`n=_{i=1}^{\mathrm{}}in_i`$. For large $`n`$,

$$N_n\mathrm{exp}[a\sqrt{n}]=\mathrm{exp}[aM\lambda _s],$$
(2)
$`a`$ being a numerical constant of order one.

The $`S`$ matrix for whatever initial state may be perturbatively computed and will be unitary. Instead of computing $`S`$ matrix elements leading to each of the possible final states, well-defined techniques have been developed to compute - again perturbatively - semi-inclusive quantities as spectra of final particles, two particle correlations and so on. This means cross sections for observing one, two or more specific particles with specific momenta and summing over everything else not observed. The total set of semi inclusive quantities stores the whole information on the initial state.

In ref.  the spectrum in the decay of an arbitrary string state with large mass $`M`$ was computed at the tree level - weak coupling limit - and shown to give polynomial expressions (in the energy $`E`$ of a single observed massless particle) that depend, of course, on which is the specific decaying microstate. And it was shown that the spectra, when averaged over the many degenerate states with the same mass $`M`$, turns out to be the thermal one:

$$F(E)\frac{e^{E/T_H}}{1e^{E/T_H}},$$
(3)
where $`T_H`$ is the Hagedorn temperature $`T_H=1/a\lambda _s`$, where $`a`$ is the numerical constant appearing in eq. (2). This means that the decoherence of the mesoscopic procedure blures all the information contained in microstate spectra and correlations, leading to the informationless thermal distribution for macrostates.

It is a well-defined calculation of a consistent quantum theory that shows - baffling some physicists’ intuition- how even a specific correlator (i.e. a very limited measure on highly complex final states) may be very different for a microstate or a macrostate. Or, in other words, that the sum due to the non observation of many final state properties, does not imply the decoherence which is performed by averaging over initial states. This interesting property of string theories is due to their large degeneracy and extreme coherence. Characteristics that are, let me stress, at the very basis of their dual properties and, thus, of their “raison d’être”.

The physical picture we discussed was established in the calculable low coupling regime. But if no new physics has to be invoked in the continuation to the strong coupling, where black holes are expected, we recognize how string theory solves the information puzzle. Microstates aren’t black holes. Well-defined (and well-prepared) quantum states do not loose coherence and do not jeopardize the quantum character of the whole approach. It is decoherence that throws away information and generates black hole macrostates. The Beckenstein entropy thus measures the degeneracy of microstates of a black hole and does not count black holes. Indeed, the black hole is *the* macrostate and at the macroscopic (incoherent) level it is totally irrelevant how it has been formed.

The preceding scenario needs however a further understanding of why it is only at the macroscopic level that the geometrical nature of general relativity emerges from string theories.

String theories contain gravity in the infrared limit: for frequencies much smaller than the string scale, only background fields corresponding to massless states enter in the $`\beta =0`$ (no renormalization) condition, thus the metric and its Einstein equation. At the quantum level, however, fluctuations at the string scale will generate all other (massive) background fields that will appear, together with the metric, in a large system of coupled equations. These many non-metric coupled fields, that inhibit a geometrical space time description, are expected to have quickly varying phases, so as to be averaged out in the classical decoherence procedure even for large momenta. This is not surprising; string theories do not describe the evolution of a string in space time. Space time is not a pre-existing entity described by coordinates $`x^\mu `$; it is a target space, generated by the string, described by the operators $`X^\mu (\sigma ,\tau )`$ and it is only at a classical level in which quantum string fluctuations are averaged out, that they emerge as coordinates.

We thus witness how it is the decoherence procedure that, with the same token, generates the loss of quantum coherence, the emergence of a space time with its geometrical description and thus causal properties, singularities, event horizons and black holes.

I thank Massimo Porrati for interesting discussions during the meeting and for letting me know that ideas similar to mine have been simultaneously proposed by R. Myers .


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# 1 Introduction

## 1 Introduction

Analysis of cosmic microwave and X-ray background radiation, extra-galactic radio sources, and Lyman-$`\alpha `$ lines from neutral hydrogen in the universe indicates the three large-scale space dimensions of our universe are isotropic and homogeneous . The relevant variable in a homogeneous isotropic universe is the scale factor . For a closed universe, this scale factor is the radius of curvature of the universe.

Aleksandr Friedmann used Einstein’s general relativity to obtain the Friedmann equation for the scale factor $`R`$ of a homogeneous isotropic universe :

$$\left(\frac{dR}{dt}\right)^2\left(\frac{8\pi G}{3}\right)\epsilon \left(\frac{R}{c}\right)^2=kc^2$$
(1)
where $`\epsilon `$ is the energy density of the universe, the gravitational constant $`G=6.67\times 10^8`$ cm3/g sec2, and $`c=3\times 10^{10}`$ cm/sec. For a closed universe, $`k=1`$; for a flat universe, $`k=0`$; and for an open universe, $`k=1`$. At present, the energy density is

$$\epsilon =\epsilon _r\left(\frac{R_0}{R}\right)^4+\epsilon _m\left(\frac{R_0}{R}\right)^3+\epsilon _\varphi ,$$

where $`\epsilon _r,\epsilon _m`$, and $`\epsilon _\varphi `$ are, respectively, today’s values of the radiation, matter and scalar field energy densities, and $`R_0`$ is the scale factor of the universe today. Multiplied by $`\frac{1}{2}m`$, equation (1) describes the motion of a fictitious particle with mass $`m`$ and energy $`\frac{1}{2}kmc^2`$ in the potential

$$V_R=\frac{m}{2}\left(\frac{8\pi G}{3}\right)\left[\epsilon _r\left(\frac{R_0}{R}\right)^4+\epsilon _m\left(\frac{R_0}{R}\right)^3+\epsilon _\varphi \right]\left(\frac{R}{c}\right)^2.$$

Since $`\epsilon _r10^{34}`$ g/cm3 $`c^2`$, $`\epsilon _m10^{29}`$ g/cm3 $`c^2`$, and $`R_010^{28}`$ cm, the radiation term in the potential is approximately $`5.6\frac{m}{2}\frac{10^{71}}{R^2}`$ g (cm/sec)2 and the matter term in the potential is about $`5.6\frac{m}{2}\frac{10^{48}}{R}`$. In the early universe, when $`R10^5R_0`$, the radiation term dominated, so this paper neglects the matter term.

According to the Friedmann equation, the universe began with the “Big Bang,” when $`R=0`$ and the energy density was infinite. However, the occurrence of infinities in a physical theory can signal a breakdown in the theory . Because general relativity is not believed to be valid at distances less than the Planck length, it has been hoped that a quantum mechanical approach would avoid the problem of the initial singularity in the Friedmann universe.

Besides the initial singularity, there are other problems with many cosmologies based on the Friedmann equation. For example, the original Friedmann cosmology can’t explain why the universe

* is nearly flat (or, in other words, why it is so large that it appears to be nearly flat),
* is so homogeneous, in that regions that could never have communicated with each other by signals travelling at the speed of light have the same matter/energy distribution, and
* has such a smooth distribution of matter.

These problems (the flatness, horizon and smoothness problems)  are solved in inflationary models, where the universe contains a scalar field. Then, the universe can expand faster than the speed of light in an exponential expansion that makes the universe nearly flat, smooth and homogeneous. Ideally, a quantum mechanical approach to cosmology should also describe this inflationary phase.

The usual approach to quantum cosmology, involving the Wheeler-De Witt equation, is fraught with difficulties . However, the canonical Hamiltonian quantization of standard cosmology by Elbaz et al  and Novello et al  avoids the complexities of the Wheeler-De Witt equation. For example, they show that the quantum dynamics of a closed homogeneous and isotropic radiation-dominated universe is equivalent to the quantum dynamics of a particle moving in one dimension in a potential

$$V(q)=\frac{b^2}{4q^2},$$

where $`q`$ is proportional to the radius of curvature of the universe and $`b`$ is a constant.

The Schrödinger equation corresponding to equation (1) (which is the same as the Schrödinger equation of Elbaz et al  and Novello et al ) for a closed radiation-dominated Friedmann universe) can be written as

$$\frac{\mathrm{}^2}{2m}\frac{d^2}{dR^2}\psi \frac{4\pi mG}{3c^2}\frac{\epsilon _rR_0^4}{R^2}\psi =\frac{\mathrm{}^2}{2m}\frac{d^2}{dR^2}\psi \frac{mG}{2}\frac{A}{R^2}\psi =\frac{mc^2}{2}\psi $$
(2)
The solution to equation (2) can be expressed as

$$\psi =C_1Rh_{ip\frac{1}{2}}(i\kappa R),$$

where $`h`$ is the spherical Hankel function , or

$$\psi =C_2\kappa \sqrt{R}K_{ip}(\kappa R),$$

where $`K`$ is the modified Bessel function of the second kind . Here, $`\kappa =mc/\mathrm{}`$, the dimensionless index of the Bessel or Hankel function $`p=\sqrt{\frac{m^2GA}{\mathrm{}^2}\frac{1}{4}}`$, and $`C_1`$ and $`C_2`$ are normalization constants. This stationary state wave function is zero at $`R=0`$.

A time-dependent wave function describing the evolution of a closed radiation-dominated Friedmann universe must be a wave packet centered on the “effective energy” $`\frac{1}{2}mc^2`$. Any superposition of stationary state solutions to equation (2) is also zero at $`R=0`$. If general relativity were assumed valid at distances less than the Planck length, the Schrödinger equation of Elbaz et al would be valid at these distances. So, quantum mechanics forbids initial (and final) singularities in a closed radiation-dominated Friedmann universe. Since the eigensolutions of the Schrödinger equations for flat and open radiation-dominated Friedmann universes are also zero at $`R=0`$, this conclusion can be extended to flat and open radiation-dominated Friedmann universes. This analysis indicates the need for a model of the universe where the radius of curvature is never zero. One possibility is a quantum mechanical model allowing the universe to begin with a non-zero radius, by a quantum fluctuation from nothing.

Theories that adequately describe the four forces governing the universe (gravity, electromagnetism, the weak force, and the strong nuclear force) seem to require more than four space-time dimensions. If the extra dimensions are compact (for example, curled up so tightly that their characteristic size is the Planck length $`10^{33}`$ cm), they are invisible under ordinary circumstances. These extra dimensions provide another degree of freedom allowing development of the simple model  for the origin of the universe discussed in this paper. In addition, the size of the compact dimensions is a scalar field in the ordinary three dimensional space described by the Friedmann equation, and this scalar field produces the inflation needed to solve the problems of the earlier Big Bang cosmologies.

## 2 Overview of the Model

Assumptions necessary to develop the model

* The evolution of a homogeneous universe with $`N`$ space dimensions can be described by a Schrödinger wave equation in an abstract $`N`$-dimensional Euclidean curvature space. The coordinate of the universe in each of the $`N`$ curvature space dimensions is the radius of curvature of the corresponding dimension in the $`N`$-dimensional homogeneous physical space.
* The universe arises by a quantum fluctuation from nothing, so all total quantum numbers in the curvature space (and in the physical space) must be zero.
* The potential in the curvature space describing our universe has two terms. One term involves only the radius of curvature of the three space dimensions of a closed Friedmann universe. The other term involves only the characteristic radius of curvature of the $`N3`$ compact dimensions. So, the $`N`$-dimensional Schrödinger equation separates into two equations describing two distinct subspaces of the $`N`$-dimensional curvature space. One subspace corresponds to our homogeneous and isotropic Friedmann universe, and one subspace corresponds to the compact dimensions. The two subspaces do not exchange energy, except when the curvature energy of the compact dimensions drops to the ground state, injecting energy and entropy into the Friedmann dimensions and causing inflation
* The curvature of the Friedmann space is described by the quantum mechanical analogue of equation (1). This is the s-wave Schrödinger equation justified by Elbaz et al  and Novello et al . Since the total angular momentum in curvature space must be zero, an s-wave Schrödinger equation must also be used to describe the evolution of the compact space.
* In the initial state of the universe, the radius of curvature of all of the dimensions was some small multiple $`a`$ of the Planck length, and it was not changing. In this initial state, gravity and the strong-electroweak force had the same strength, and the Planck length was about nineteen orders of magnitude larger than it is today. Today, the characteristic radius of curvature of the compact dimensions is $`a`$ times the Planck length.

Inputs needed for numerical estimates

* The number of space-time dimensions: M-theory seems to be the leading candidate for the fundamental theory of the four forces governing the universe, so this paper assumes space-time is eleven dimensional and $`N=10`$.
* The long-range behavior of the effective potential constraining the size of the compact dimensions: One can assume $`V_r=k_nr^4`$ to get a universe similar to our own . Or, one can assume the energy spectrum of the compact dimensions must be that necessary for the Tseytlin-Vafa  dimensional collapse scenario in string theory. In the latter case, it can be shown that the WKB approximation for the energy spectrum requires $`V_r=k_nr^4`$.
* The experimental values of four fundamental physical constants: the proton mass $`m_p=1.67\times 10^{24}`$ g , $`\mathrm{}=1.05\times 10^{27}`$ g cm2/sec, $`c`$ , and $`G`$.

## 3 Model Development

If the universe was created by a quantum fluctuation from nothing, it must be closed, with all quantum numbers (including the total energy) equal to zero. If it is homogeneous, the relevant variables are the radii of curvature of each of the dimensions. Consequently, an $`(N+1)`$-dimensional quantum mechanical model of the origin of the universe can be developed , where space is initially an $`N`$-dimensional sphere. The model is formulated in an $`N`$-dimensional Euclidean curvature space (with $`N>6`$) describing the curvature of a homogeneous $`N`$-dimensional physical space. In the simplest case, today’s curvature space has subspaces related to the Friedmann universe and the $`N3`$ compact dimensions, and the curvature of all the compact dimensions is the same. The coordinate in each dimension of a state in the curvature space is the radius of curvature of the corresponding dimension of that state in the $`N`$-dimensional physical space.

When the total energy and total angular momentum in curvature space are zero, the Schrödinger equation for the $`N`$-dimensional radius of curvature is

$$\frac{\mathrm{}^2}{2m}_{\mathrm{}}^2\mathrm{\Psi }+V_{\mathrm{}}\mathrm{\Psi }=0,$$

where $`\mathrm{}`$ is the magnitude of an $`N`$-dimensional vector $`\stackrel{}{\mathrm{}}`$ and $`m`$ is an effective mass. Today, the “gravitational structure constant” $`\frac{Gm_p^2}{\mathrm{}c}=5.91\times 10^{39}`$ is the ratio of the strength of gravity to the strength of the strong force, the Planck mass $`M=\sqrt{\frac{\mathrm{}c}{G}}=2.18\times 10^5`$ g, and the Planck length $`\delta =\sqrt{\frac{\mathrm{}G}{c^3}}=1.62\times 10^{33}`$ cm. Initially, gravity and the strong-electro-weak (SEW) force had equal strength, and $`\frac{G_im_p^2}{\mathrm{}c}=1`$. The gravitational constant was initially $`G_i=\left(\frac{M}{m_p}\right)^2G=1.70\times 10^{38}G`$, so $`\frac{G_im_p^2}{\mathrm{}c}=\frac{GM^2}{\mathrm{}c}=1`$. The Planck length was $`\delta _i=\sqrt{\frac{\mathrm{}G_i}{c^3}}=\left(\frac{M}{m_p}\right)\delta =2.11\times 10^{14}`$ cm and the Planck mass was $`M_i=\sqrt{\frac{\mathrm{}c}{G_i}}=m_p`$.

In this model, the universe can be envisioned to begin by a quantum fluctuation from nothing into a spherically symmetric $`N`$-dimensional universe with zero total energy, $`\sqrt{\mathrm{}^2}=a\delta _i`$ and $`\dot{\mathrm{}}=0`$. The fundamental length in this curved space is the circumference of the $`N`$-sphere. If $`a=\frac{1}{2\pi }`$, this fundamental length is $`\delta _i`$. In this initial state, none of the $`N`$ space dimensions were distinguishable, and the only length scale is $`\delta _i`$ because all forces were initially equal. Such an initial state might be an unbroken symmetry state of some fundamental theory of the four forces governing the universe.

After the symmetric initial state arose from nothing by a quantum fluctuation, a quantum tunneling transition occurred from the initial state to another state with zero total curvature energy, where $`\mathrm{}^2=R^2+r^2`$, $`R`$ is the radial coordinate in the three dimensional subspace describing the curvature of the isotropic Friedmann universe, and $`r`$ is the radial coordinate in the $`n=N3`$ dimensional subspace describing the curvature of the compact dimensions. At the transition, $`\sqrt{R^2}=\sqrt{r^2}=a\delta _i`$ and $`\dot{R}=\dot{r}=0`$. This post-transition state was the beginning of today’s universe, where the size of the compact dimensions corresponds to a gauge singlet scalar field $`\varphi `$  that is constant throughout the Friedmann universe and drives inflation.

Notice that the universe could arise directly from a quantum fluctuation from nothing into the post-transition stage described above. However, the assumed transition from a completely symmetrical initial state allows a connection to more fundamental theories of the forces controlling the universe.

The precise relation between the gauge singlet scalar field $`\varphi `$ and the characteristic size of the compact dimensions is not important in this simple model. One realization of the model might involve a scalar field related to the size of the compact dimensions by $`\varphi =\frac{\zeta }{a\delta _i}\sqrt{\frac{\mathrm{}}{c}}\mathrm{ln}\left(\frac{a\delta _i}{r}\right)`$. Then, the scalar field $`\varphi =0`$ when $`r=a\delta _i`$. The value of the real number $`\zeta `$ would have to be obtained from a more fundamental theory of the four forces governing the universe, such as M-theory.

The model assumes $`V_{\mathrm{}}=V_R+V_r`$, so $`\mathrm{\Psi }=\mathrm{\Psi }(R)\mathrm{\Psi }(r)`$ and

$$\left[\frac{1}{\mathrm{\Psi }(R)}\frac{\mathrm{}^2}{2m}_R^2\mathrm{\Psi }(R)+V_R\right]+\left[\frac{1}{\mathrm{\Psi }(r)}\frac{\mathrm{}^2}{2m}_r^2\mathrm{\Psi }(r)+V_r\right]=0,$$

where each bracket is a constant, denoted $`E`$ and $`E`$ respectively. So, the curvature energy of the closed Friedmann universe is less than zero, the curvature energy of the extra dimensions is greater than zero, and the total curvature energy of the universe is zero. In this model, the universe evolved from an excited state with large curvature energies $`E`$ and $`E`$ (where $`|E|\frac{1}{2}mc^2`$) reached by a quantum transition from the spherically symmetric, zero curvature energy initial state with indistinguishable space dimensions. Today’s universe is a quantum state where the curvature energy of the Friedmann universe has the Einstein value $`\frac{1}{2}mc^2`$, and the compact dimensions are in the ground state of the potential $`V_r`$, with curvature energy $`\frac{1}{2}mc^2`$. The resulting simple quantum mechanical model for the origin of the universe is schematically outlined in Figure 1 (the details of Figure 1 will be explained below). The model provides a quantum theory of space, but it is certainly not the long-sought quantum field theory of gravity that will truly unify quantum mechanics and general relativity.

In the model, the Schrödinger equation for $`\psi (R)`$ is the quantum analog of the Friedmann equation for a universe containing radiation and a scalar field:

$`{\displaystyle \frac{\mathrm{}^2}{2m_\varphi }}{\displaystyle \frac{d^2}{dR^2}}\psi {\displaystyle \frac{4\pi m_\varphi G_\varphi }{3}}(\epsilon _r+\epsilon _\varphi )\left({\displaystyle \frac{R}{c}}\right)^2\psi `$ $`=`$ $`E^{}\psi \text{ or}`$
$`{\displaystyle \frac{\mathrm{}^2}{2m_\varphi }}{\displaystyle \frac{d^2}{dR^2}}\psi {\displaystyle \frac{4\pi \delta _\varphi }{3}}\left({\displaystyle \frac{A^{}}{R^2}}+\epsilon _\varphi R^2\right)\psi `$ $`=`$ $`E^{}\psi `$ (3)
where the scalar field energy density $`\epsilon _\varphi =\dot{\varphi }^2+V_\varphi (\varphi )`$ models the effect of the compact dimensions on the Friedmann universe. The subscript $`\varphi `$ indicates that $`G`$, the effective mass, the Planck length, and the scalar field energy density depend on the value of the scalar field $`\varphi `$. If $`R0`$ or $`\epsilon _r\epsilon _\varphi `$, equation (3) reduces to the Schrödinger equation (2) for a radiation dominated universe . An s-wave Schrödinger equation must be used for the compact dimensions to make the total N-dimensional “angular momentum” in the curvature space zero. Writing $`\mathrm{\Psi }=R^1\psi (R)r^{(n1)/2}\psi ^{}(r)`$, the separated Schrödinger equation becomes

$$\left[\frac{1}{\psi (R)}\frac{\mathrm{}^2}{2m}\frac{d^2\psi (R)}{dR^2}+V_R\right]+\left[\frac{1}{\psi ^{}(r)}\frac{\mathrm{}^2}{2m}\frac{d^2\psi ^{}(r)}{dr^2}+\left(\frac{\mathrm{}^2(n1)(n3)}{8mr^2}+V_r\right)\right]=0.$$

If $`V_r=k_nr^4`$, the model produces a universe like our own  if the minimum of the effective potential $`\frac{\mathrm{}^2(n1)(n3)}{8mr^2}+k_nr^4`$ in the compact dimensions is near $`r=a\delta `$. Specifically, if the minimum of the effective potential in the compact dimensions is at $`r=f_na\delta `$, $`k_n=\frac{\mathrm{}^2(n1)(n3)}{16mf_n^6a^6\delta ^6}`$. The factor $`f_n`$, calculated below, ensures that the radius of the compact dimensions today is $`\sqrt{r^2}=a\delta `$. Approximating the effective potential for the compact dimensions by a harmonic oscillator potential near its minimum, the ground state energy of the compact dimensions is $`E_\text{g}=\frac{\mathrm{}^2\beta _n^2}{2mf_n^2a^2\delta ^2}`$, where $`\beta _n^2=\frac{3}{8}(n1)(n3)+\sqrt{\frac{3}{2}(n1)(n3)}`$. Setting $`E_\text{g}=\frac{1}{2}mc^2`$ establishes the effective mass as $`m=\left(\frac{\beta _n}{f_na}\right)M`$, so $`k_n=\frac{\mathrm{}^2(n1)(n3)}{16\beta _nMf_n^5a^5\delta ^6}=\frac{(n1)(n3)Mc^2}{16\beta _nf_n^5a^5\delta ^4}`$. The ground state wavefunction of the compact dimensions is

$$\psi ^{}(r)\left(\frac{2}{\pi }\right)^{\frac{1}{4}}\sqrt{\frac{\gamma _n}{f_na\delta }}\mathrm{exp}\left(\frac{\gamma _n^2(rf_na\delta )^2}{f_n^2a^2\delta ^2}\right),$$

where $`\gamma _n^2=\sqrt{\frac{3(n1)(n3)}{8}}`$. Setting $`x=rf_na\delta `$,

$`r^2`$ $``$ $`\left\{{\displaystyle _{f_na\delta }^0}(x+f_na\delta )^2\mathrm{exp}\left[\left({\displaystyle \frac{\gamma _nx}{f_na\delta }}\right)^2\right]\text{d}x+{\displaystyle _0^{\mathrm{}}}(x+f_na\delta )^2\mathrm{exp}\left[\left({\displaystyle \frac{\gamma _nx}{f_na\delta }}\right)^2\right]\text{d}x\right\}`$
$`\times \left\{{\displaystyle _{f_na\delta }^0}\mathrm{exp}\left[\left({\displaystyle \frac{\gamma _nx}{f_na\delta }}\right)^2\right]\text{d}x+{\displaystyle _0^{\mathrm{}}}\mathrm{exp}\left[\left({\displaystyle \frac{\gamma _nx}{f_na\delta }}\right)^2\right]\text{d}x\right\}^1`$
$`=`$ $`{\displaystyle \frac{f_n^2a^2\delta ^2\left\{\frac{\mathrm{exp}(\gamma _n^2)}{\gamma _n}+\sqrt{\pi }\left[1+\text{Erf}(\gamma _n)\right]\left(1+\frac{1}{2\gamma _n^2}\right)\right\}}{\left\{\sqrt{\pi }\left[1+\text{Erf}(\gamma _n)\right]\right\}}},`$
where Erf$`(\gamma _n)`$ is the error function of $`\gamma _n`$. So, $`\sqrt{r^2}=a\delta `$ if

$$f_n=\left\{\frac{\frac{\mathrm{exp}(\gamma _n^2)}{\gamma _n}+\sqrt{\pi }\left[1+\text{Erf}(\gamma _n)\right]\left(1+\frac{1}{2\gamma _n^2}\right)}{\sqrt{\pi }\left[1+\text{Erf}(\gamma _n)\right]}\right\}^{\frac{1}{2}}.$$

After the quantum transition from the initial state, and just prior to inflation, the universe was still in a symmetric state with radius $`a\delta _i`$ , as indicated in Figure 1. Immediately after the transition, the compact dimensions were in a highly excited state of the effective potential $`V_r`$, with wave packet localized at the classical turning radius $`r=a\delta _i`$, and curvature energy $`E^{}=\frac{(n1)(n3)Mc^2}{16\beta _nf_n^5a}\left(\frac{\delta _i}{\delta }\right)^4`$. The curvature energy in the Friedmann dimensions at transition, $`E^{}`$, coincided with the top of the effective potential in equation (3), at $`R_{\text{peak}}=\delta _i`$, where $`R_{\text{peak}}^{\mathrm{\hspace{0.17em}4}}=\frac{A^{}}{\epsilon _\varphi }`$. So the transition resulted in a state with wave packet centered at $`R=a\delta _i`$, in unstable equilibrium, with $`\dot{R}=0`$. At transition $`\epsilon _\varphi =\frac{A^{}}{a^4\delta _i^4}`$, so $`\epsilon _r=\epsilon _\varphi `$ and $`\frac{8\pi m_\varphi G_\varphi A^{}}{3c^2a^2\delta _i^2}=\frac{(n1)(n3)Mc^2}{16\beta _nf_n^5a}\left(\frac{\delta _i}{\delta }\right)^4`$. Incidentally, the effective $`r^3`$ force constraining the size of the compact dimensions in this model is related to the effective $`1/R^3`$ radiation force in the Friedmann universe by the replacement $`R2^{2/3}a^2\delta _i^2/r`$.

When the curvature energy of the compact dimensions dropped to the ground state energy $`\frac{1}{2}\left(\frac{\beta _n}{f_na}Mc^2\right)`$, the curvature energy of the Friedmann universe was raised to the Einstein value $`\frac{1}{2}\left(\frac{\beta _n}{f_na}Mc^2\right)`$. The scalar field $`\varphi `$ changed from its initial value $`\varphi _i`$ to its present value $`\varphi _f`$ as the characteristic size of the compact dimensions decreased from $`\delta _i`$ to $`\delta `$, $`G`$ decreased from $`G_i`$ to its present value, and the Planck mass increased from $`m_p`$ to its present value $`M=\sqrt{\frac{\mathrm{}c}{G}}=2.18\times 10^5`$ g.

In this model, inflation occurred when the characteristic size of the compact dimensions shrank from $`\delta _i`$ to $`\delta `$ and the curvature energy of the compact dimensions dropped from the transition energy $`E^{}`$ to the ground state energy $`E_\text{g}`$, raising the curvature energy of the Friedmann dimensions to $`E_\text{g}`$ . Entropy was injected into the scalar field in the Friedmann dimensions, and transferred to radiation as the scalar field decayed during inflation. When $`R>R_{\text{peak}}=a\delta _i`$, the $`\epsilon _\varphi `$ term in equation (3) dominated and the Friedmann universe inflated. Figure 1 schematically indicates the process that initiated inflation.

Since $`\dot{r}=0`$ at transition, $`\dot{\varphi }=0`$ and the scalar field energy density at transition was $`\epsilon _\varphi =\dot{\varphi }^2+V_\varphi (\varphi _i)=V_\varphi (\varphi _i)`$ . When the compact dimensions reached their ground state at the end of inflation, $`\dot{r}^2=\dot{\varphi }^2=0`$ thereafter, and the scalar field energy density remained constant at $`\epsilon _\varphi =\dot{\varphi }^2+V_\varphi (\varphi _f)=V_\varphi (\varphi _f)`$. This is consistent with the observation that, after the scalar field energy stopped decaying to radiation at the end of inflation, the energy conservation equation can be separated into two parts, one for radiation and one for the scalar field \[3, pg. 727\]. Then the scalar field pressure is $`p_\varphi =\dot{\varphi }^2V_\varphi (\varphi )=V_\varphi (\varphi _f)=\epsilon _\varphi `$, and the scalar field energy density is constant thereafter. So, at the end of inflation, after the scalar field stopped decaying to radiation, $`\epsilon _\varphi \epsilon _{\text{rad}}`$, and the radiation-dominated universe satisfied equation (2) with

$$A=\frac{(n1)(n3)a^2}{8\beta _n^2f_n^4}\frac{\mathrm{}}{c}\left(\frac{\delta _i}{\delta }\right)^6.$$
(4)
## 4 Numerical Estimates

M-theory (involving eleven-dimensional space-time) seems to be the leading candidate for the theory of the four forces governing the universe, so the remainder of this paper assumes $`N=10`$, $`n=7`$ and $`a=1/2\pi `$. Then, $`\beta _7^2=15`$, $`\gamma _7=3`$, and $`f_7=0.93`$. From equations (2) and (4), $`V_{\text{radiation}}=7.8\frac{m}{2}\frac{10^{67}}{R^2}`$ g cm2/sec2, and the calculated radiation density is $`\epsilon _r=1.4\times 10^{38}`$ g/cm3c2 if $`R_0=10^{28}`$ cm. However, the model does not explicitly account for strong-electroweak symmetry breaking. Nuclear energy levels, determined by the strong force, are roughly $`10^6`$ times the atomic energy levels determined by the electromagnetic force, indicating that strong-electroweak symmetry breaking would increase the initial radiation density of the universe by up to six orders of magnitude. When some of this primordial radiation decays to hadrons, the remaining photons could then result in today’s microwave background radiation energy density of $`\epsilon _r=4.66\times 10^{34}`$ g/cm3c2 .

The extent of inflation can be estimated by assuming the curvature energy of the compact dimensions dropped instantaneously to the ground state energy when the size of the compact dimensions reached $`r=a\delta `$. The ratio of $`\frac{E^{}}{E_\text{g}}`$ the transition energy to the ground state energy is $`\frac{E^{}}{E_\text{g}}=\frac{(n1)(n3)}{8\beta _n^2f_n^4}\left(\frac{\delta _i}{\delta }\right)^4=7.73\times 10^{75}`$. At the end of inflation, the compact dimensions were in their ground state and could no longer transfer energy to the Friedmann dimensions. The scalar field had decayed to radiation and could no longer transfer entropy to the radiation field. Assuming the curvature energy of the compact dimensions dropped instantaneously to the ground state when the size of the compact dimensions reached $`r=a\delta `$ , the entropy of the compact dimensions was reduced by a factor of $`0.13\times 10^{75}`$ and the entropy of the scalar field in the Friedmann universe was increased by a factor of $`7.73\times 10^{75}`$ at the beginning of inflation. Then, if $`T_0`$ was the temperature of the Friedmann universe at the end of inflation, when entropy in the scalar field stopped being transferred to radiation, the temperature of the scalar field at the beginning of inflation was $`(7.73\times 10^{75})^{1/3}T_0=1.98\times 10^{25}T_0`$. During isentropic expansion, $`(RT)^3`$ remains constant. So, the injection of entropy from the collapse of the compact dimensions increased the scale factor of the Friedmann universe by a factor of $`1.98\times 10^{25}`$ as the Friedmann universe expanded exponentially and isentropically (driven by the scalar field), until inflation ended when $`\dot{\varphi }0`$ and the temperature of the universe was $`T_0`$. This 58 $`e`$-fold inflation is within the limits set by fluctuations in the microwave background radiation . If the strong-electroweak symmetry broke during inflation, as it must have to prevent monopole dominance, the temperature should increase by a factor of about $`(10^6)^{1/3}`$ at some instant during inflation. This will increase the inflation by a factor of about $`(10^6)^{1/3}=e^{4.6}`$, for a total inflation of more than 60 $`e`$-folds.

In this model, the vacuum energy density today is the scalar field energy density per unit coordinate volume (i.e., the vacuum energy density is the scalar field energy density per unit coordinate volume multiplied by the number of unit coordinate volumes in the universe and divided by the volume of the universe expressed in terms of unit coordinate volumes). The vacuum energy density has remained constant since the scalar field decoupled from the radiation field at the end of inflation. It is the energy density associated with the creation of 1 cm3 of space during the continuing expansion of the universe.

The scalar field energy density in the co-moving volume of the universe at the beginning of inflation can be obtained from the Schrödinger equation (3). At the moment of transition, when $`\dot{R}=0`$ and the scale factor $`R=a\delta _i`$, equation (3) becomes $`\frac{4\pi \delta _i}{3}2\epsilon _\varphi a^2\delta _i^2=E^{}`$, because $`\epsilon _r=\epsilon _\varphi `$ at transition. This scalar field energy density $`\epsilon _\varphi `$ is the total scalar field energy in the 3-sphere (with scale factor $`R=a\delta _i`$) comprising the initial Friedman universe, divided by the volume of the 3-sphere. It is related to $`\eta _\varphi `$, the scalar field energy density per unit coordinate volume at the beginning of inflation, by $`\epsilon _\varphi =\frac{1}{2\pi ^2a^3\delta _i^3}\eta _\varphi `$ . So, the energy density per unit coordinate volume of the scalar field in the Friedmann universe at the start of inflation was

$$\eta _\varphi =\left(\frac{3\pi }{4f_7^5}\right)2.18\times 10^{92}\text{g cm}\text{-1}\text{ sec}\text{-2}=7.38\times 10^{92}\text{g cm}\text{-1}\text{ sec}\text{-2}.$$

A spatially constant scalar field has only one degree of freedom, and the energy density in the scalar field is proportional to the fourth power of the temperature. So, the energy density per unit coordinate volume of the scalar field at the end of inflation was

$$\eta _e=\frac{T_0^4}{(1.98\times 10^{25}T_0)^4}7.38\times 10^{92}\text{g cm}\text{-1}\text{ sec}\text{-2}=4.80\times 10^9\text{g cm}\text{-1}\text{ sec}\text{-2}=\epsilon _e.$$

Primack  finds $`H_0=65`$ km sec-1 Mpc-1, based on recent astrophysical measurements, so the critical density $`\rho _c=\frac{3H_0^2}{8\pi G}=7.91\times 10^{30}`$ g cm-3 and the critical energy density $`\epsilon _c=\rho _cc^2=7.11\times 10^9`$g cm2 sec-2 cm-3. Therefore, in this model, $`\mathrm{\Omega }_\mathrm{\Lambda }=\frac{\epsilon _e}{\epsilon _c}=0.68`$, in agreement with the value $`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$ obtained by Primack  from astrophysical data.

## 5 Conclusions

M-theory, a prime candidate for the fundamental theory of the forces governing the universe, requires eleven dimensional space-time with seven compact space dimensions. The model outlined above simulates two key features of M-theory as applied to cosmology: a scalar field in the Friedmann equation , and the Tseytlin-Vafa dimensional compactification scenario . The vacuum energy density in the model can be identified with the cosmological constant/“dark energy” in the Friedmann equation for our four-dimensional universe that arises in M theory .

The Schrödinger equation for the effective potential $`\frac{\mathrm{}^2(n1)(n3)}{8mr^2}+k_nr^4`$ in the compact dimensions cannot be solved exactly. However, the energy levels are related to the classical turning radius $`r_\text{T}`$ by $`E=k_nr_\text{T}^4`$ and the WKB approximation shows that allowed values of $`r_\text{T}`$ satisfy $`r_\text{T}^3\left(j+\frac{1}{2}\right)\pi `$ , where $`j`$ is an integer. This indicates that the energy spectrum varies as the radius of the compact dimensions if the effective potential varies as $`r^4`$ for large $`r`$.

The solutions to the Schrödinger equation (2) for a radiation dominated Friedmann universe involve the factor $`p=\sqrt{\frac{8\pi m^2G\epsilon _rR_0^4}{3\mathrm{}^2c^2}\frac{1}{4}}`$. For $`p^21`$, the energy levels  of a radiation dominated Friedmann universe are $`E_n=\frac{mc^2}{2}\mathrm{exp}\left(\frac{2\pi j^{}}{p}\right)\frac{mc^2}{2}\left(1+\frac{2\pi j^{}}{p}\right)`$, where $`j^{}`$ is an integer. The r.m.s. radius of the Friedmann dimensions is

$$\sqrt{R^2}=\left[\frac{_0^{\mathrm{}}R^3K_{ip}(\kappa R)K_{ip}(\kappa R)\text{d}R}{_0^{\mathrm{}}RK_{ip}(\kappa R)K_{ip}(\kappa R)\text{d}R}\right]^{\frac{1}{2}}=\kappa ^1\sqrt{\frac{2(1+p^2)}{3}}.$$

Since $`\kappa ^1=\frac{\mathrm{}}{mc}=\frac{f_na}{\beta _n}\delta `$,

$$\sqrt{R^2}=\frac{f_na}{\beta _n}\delta \sqrt{\frac{2(1+p^2)}{3}}p\left(\frac{f_na\delta }{\beta _n}\right)\sqrt{\frac{2}{3}},$$

so the energy spectrum goes as $`1/R`$.

Tseytlin and Vafa  claim that string winding modes in $`N3`$ dimensions, with an energy spectrum varying as $`r`$, compact those dimensions. The constricting effect of winding modes can only be overcome in three of the space dimensions, where the energy spectrum of the momentum modes varies as $`\delta _i/R`$, according to the T-duality of string theory. In the expanding three dimensions, the massless string momentum modes are the photons of the radiation-dominated Friedmann universe. So, the model simulates the dimensional compactification scenario in string theory envisioned by Tseytlin and Vafa. Furthermore, once the number of space dimensions is specified, and $`V_r=k_nr^4`$ is chosen to accommodate the Tseytlin/Vafa dimensional compactification mechanism, only the experimental values of $`\mathrm{},c,G`$ and the proton mass $`m_p`$ are needed to obtain numerical results from the model.

To conclude, a simple and surprisingly realistic $`N+1`$ dimensional quantum mechanical model of the universe can be developed using the Friedmann equation from general relativity, elementary quantum mechanics, and measured values of $`\mathrm{},c,G`$, and the proton mass. The model suggests that the details of extra-dimensional collapse are less important than the fact of extra-dimensional collapse in explaining the inflation of our three-dimensional universe and the size of the cosmological constant/vacuum energy density.


text:
# Substellar Companions to Main Sequence Stars: No Brown Dwarf Desert at Wide Separations

## 1 Introduction

Understanding the processes, and distinctions between, star formation, binary formation and planetary formation is a major goal of stellar astronomy. A necessary step towards that goal is to understand the frequency of “brown dwarf” and “planetary” companions as a function of separation, primary mass, and secondary mass. It is now well-known that brown dwarfs are very rare as close companions to F-M dwarfs (the “brown dwarf desert,” Marcy & Butler 2000) yet they are quite common in the field (Reid et al., 1999) and in open clusters (Bouvier et al., 1998; Martín et al., 1998).

The purpose of this letter is to show that current data allow an estimate of the wide ($`\mathrm{\Delta }>1000`$ A.U.) brown dwarf companion frequency to near-solar mass main sequence stars, despite the present lack of well-defined searches for wide companions. The observational constraints and resulting wide companion frequency are discussed in Section 2 and the differences between this fraction and the close companion frequency are discussed in Section 3.

## 2 Observational Constraints

2MASS searches for ultracool dwarfs are based on colors and magnitudes; although designed to find isolated field dwarfs, they are not biased against widely separated ($`40`$ arcsec) companions whose photometry is uncontaminated by the primary star. Three published brown dwarf companions with separations $`\mathrm{\Delta }>1000`$ A.U. have been identified in the course of 2MASS searches for isolated field brown dwarfs. The L4.5 dwarf Gl 417B has an estimated mass of $`0.035\pm 0.015M_{}`$ and age $`0.080.3`$ Gyr while the L8 dwarf Gl 584C has a mass of $`0.060\pm 0.015M_{}`$ and an age of 1.0-2.5 Gyr (Kirkpatrick et al., 2000, 2001). The T dwarf Gl 570D has a mass of $`0.050\pm 0.020M_{}`$ and an age of 2-10 Gyr (Burgasser et al., 2000). All are definitely substellar via spectroscopic crieria as well, since both L dwarfs pass the lithium test while the T dwarf is too cool to be a star. All three have been confirmed as companions by their common proper motion. These reflect the results from 2MASS searches of only a fraction of the sky — wide brown dwarf companions continued to be discovered. Wilson et al. (2001) will describe the discovery of three additional L dwarf secondaries at 880 A.U., 1090 A.U., and 2460 A.U.

The usual procedure for determining companion frequency is to survey a number ($`N`$) of potential primary stars. If $`n`$ brown dwarfs with spectral type L are found, the frequency of L dwarf companions (in the searched separation range) is simply $`f_L=\frac{n}{N}`$. In the case of imaging surveys, only a fraction ($`y_L`$) of the brown dwarfs can be detected as L dwarfs, since brown dwarfs fade to very low temperatures and luminosities. Modelling of $`y_L`$ allows an estimate of the true brown dwarf frequency to be $`f_{bd}=\frac{n}{y_LN}`$. In principle, the Two Micron All-Sky Survey (2MASS) allows a search for wide companions to nearby stars, allowing $`f_L`$ and $`f_{bd}`$ to be determined. A complete search, however, has not yet been made, due to the complexities of the task.

It is nevertheless possible to estimate the frequency of wide-separation brown dwarf companions, since the frequency can also be expressed as

$$f_{bd}=\frac{\rho _{comp}}{\rho _{star}}=\frac{\rho _{comp}}{\rho _{bd}}\frac{\rho _{bd}}{\rho _{star}}=\frac{g_w\rho _{bd}}{\rho _{star}}=\frac{g_w\rho _L}{y_L\rho _{star}}$$

In this equation, $`\rho _{star}`$ is the space density of stars (the potential primaries), $`\rho _{comp}`$ is the space density of wide brown dwarf companions, $`\rho _{bd}`$ is the space density of field brown dwarfs found by 2MASS, and $`g_w`$ is the frequency of field brown dwarfs that have a stellar primary at $`\mathrm{\Delta }>1000`$ A.U. Each of these variables can be estimated from published data. Separations of 1000 A.U. correspond to 40 arcseconds at 25 parsecs distance, and larger values at closer distances. For these wide systems, the presence of the main sequence star does not affect the identification of the brown dwarf in searches for isolated field objects. In the final step, we have assumed that $`g_w`$ for all brown dwarfs is the same as $`g_w`$ for L dwarfs. 111Some of the field L dwarfs used in our calculation will not be brown dwarfs; however, since both Gl 417B and Gl 584C are confirmed brown dwarfs, accounting for this effect will only increase the derived brown dwarf companion frequency.

The observed space density of L dwarfs can be determined using the Kirkpatrick et al. (1999) sample of L dwarfs. Adopting the limiting magnitude $`K_s=14.7`$ and the Kirkpatrick et al. (2000) spectral type-$`M_{K_s}`$ relation, the Schmidt (1968) $`\frac{1}{V_{max}}`$ technique yields an L dwarf space density of $`\rho _L=0.0057\pm 0.0025`$ pc-3. The space density of T dwarfs is highly uncertain but comparable (Burgasser et al., 1999). Only a small fraction ($`y_L`$) of brown dwarfs are observable as L, or even T, dwarfs. We can estimate $`y_L`$ in two ways. If the mass function of companions is similar to that of isolated field brown dwarfs, then we can use the correction determined for isolated brown dwarfs. Reid et al. (1999) estimate that if the substellar mass function can be described as a power law $`\frac{dN}{dM}M^\alpha `$ extending down to $`0.01M_{}`$, then $`\alpha 1.3`$ and $`\rho _{bd}0.10`$ b.d. pc-3 with large uncertainties. For the cases $`\alpha =0.0,0.6`$ and $`1.0`$, then $`\rho _{bd}0.02,0.04`$ and 0.07 b.d. pc-3 respectively. Surveys of the Pleiades are consistent with $`\alpha 0.61.0`$ (Bouvier et al., 1998; Martín et al., 1998), and neither that cluster nor the field is consistent with $`\alpha =0`$. We adopt $`\rho _{bd}=0.07\pm 0.03`$ b.d. pc-3; hence, the ratio of L dwarfs to brown dwarfs is $`y_L0.08`$.

Alternatively, we may attempt to estimate the parameter $`y_L`$ directly from the properties of the L dwarf companions. Gl 584C is just at the limits of detectability; since its age is in the range 1.0-2.5 Gyr, it is only detectable for 0.1-0.25 of the age of the disk. Gl 417B is easily detectable as an L4.5, but would have been detectable down to spectral type L8. Comparison to evolutionary tracks indicates it would then be visible to an age of 0.3-1.0 Gyr. The companions themselves then imply a correction factor $`y_L`$ in the range 0.07 - 0.18 — consistent with the isolated brown dwarf estimate.

The fraction of the “isolated” field brown dwarfs which are actually wide companions to main sequence stars can be estimated from the 2MASS field brown dwarf searches. Over 100 field L dwarfs are now published, primarily from the 2MASS (Kirkpatrick et al., 1999, 2000), DENIS (Delfosse et al., 1999), and SDSS (Fan et al., 2000) surveys, of which two are wide companions to near-solar mass stars. Many of the L dwarfs, however, are at large distances ($`>25`$ pc), where it would be difficult to discover an L dwarf companion due to proximity of the primary star. We choose to consider only L dwarfs within 25 parsecs because at this distance, we can be confident that bright (F-K) primaries are cataloged and the L dwarf companions at $`\mathrm{\Delta }>1000`$ A.U. will be detectable. In this case, 2 of 40 L dwarfs (Kirkpatrick et al., 2000, Table 4) have primaries, indicating the fraction of field L dwarfs which are actually wide companions is $`g_w=0.05\pm 0.04`$. This estimate is supported by the ongoing 2MASS T dwarf search (Burgasser et al., 1999), which has now discovered 17 field T dwarfs Burgasser (2000). Since T dwarfs are simply the older counterparts of L dwarfs, the fraction of ’field’ dwarfs which are companions should be roughly the same. One (Gl 570D) of the T dwarfs is the fourth member of a K/M/M/T quadruple system (Burgasser et al., 2000), leading to an estimate of $`g_w=0.06\pm 0.06`$. (Note that Gl 229B is too close to Gl 229A to be counted or even detected by 2MASS.) Combining the L dwarf and T dwarf values, we adopt $`g_w=0.05\pm 0.03`$.

The space density of stars which are potential primaries for the brown dwarfs can be determined from the nearby star catalog as modified by Hipparcos parallaxes. All of the primaries to wide L/T dwarf companions (including the new Wilson et al. 2001 systems),have $`M_V<9.5`$ (or Mass $`>0.5M_{}`$). Jahreiß & Wielen (1997) find that the space density of stars with $`M_V<9.5`$ is $`0.020\pm 0.001`$ pc-3. These are F to M0 main sequence stars. We do not consider fainter primaries because the incompleteness of the late-M dwarf catalog means that we might not recognize their presence near an L dwarf. We therefore have insufficient information to calculate the M/L dwarf binary statistics. 222Note that the early-M dwarfs with $`9.5M_V<13.5`$ contribute another $`0.039\pm 0.008`$ stars pc-3, implying that we could decrease the derived brown dwarf frequency by a factor 2.9 — but in this case we face the puzzling fact that the chance of all 5 primaries having $`M_V<9.5`$ is only $`0.4`$%. An analogous difficulty in interpretation would occur if a search for companions amongst F-M dwarfs found companions only around the F, G and K dwarfs. We can now estimate the wide brown dwarf companion frequency to main sequence stars. Taking the stars with $`M_V<9.5`$ as the available primaries, we find $`f_L=0.014\pm 0.011`$. These, however, represent only a small fraction of the total brown dwarf population. We estimate $`f_{bd}=0.18\pm 0.14`$ by assuming a mass function $`\alpha =0.7`$; the $`y_L`$ values from the companions themselves suggest values in the range 0.08-0.20 $`\pm 0.14`$.

The large uncertainties — due to the fact that the estimates are based only 3 companions — indicate that a larger survey is needed to determine the brown dwarf companion fraction; we certainly cannot prefer $`f_{bd}=0.18`$ over $`f_{bd}=0.05`$ given the uncertainties. However, it is important to realize that the error bars are non-Gaussian and that very low companion fractions ($`f_{bd}`$) are already ruled out with statistical significance. The situation is illustrated in Figure 1. We run Monte Carlo simulations of samples of 57 brown dwarfs and determine the percentage that have at least 3 wide companions. (For each value of $`f_{bd}`$, we run 200,000 simulations.) The solid line plots our preferred scenario: A brown dwarf space density of 0.07 pc-3 (equivalently, $`y_L=0.08`$) and all primaries with $`M_V<9.5`$ considered. It is possible to consider other scenarios. If $`\rho _{bd}=0.02`$, equivalent to assuming $`\alpha =0`$ or $`y_L=0.29`$ (long-dashed line), then values of $`f_{bd}`$ as low as 0.015 can still be excluded at the 95% confidence level. This corresponds to a scenario in which nearly all brown dwarfs are relatively massive and therefore detectable as L dwarfs for many Gyr; in this case, the observed L dwarfs represent a larger fraction of the total brown dwarf population. We finally consider an extreme model, in which $`\rho _{bd}=0.02`$ and $`\rho _{star}=0.059`$ pc-3. In this case, the brown dwarf binary fraction can be much lower; in other words, we can reduce the reported brown dwarf fraction by averaging the many brown dwarf companions to $`M>0.5M_{}`$ primaries with the more numerous population of lower mass stars for which no wide brown dwarf companions have ever been detected.

## 3 Discussion

The existence of the “brown dwarf desert” separating stars from “planets” at separations less than 3 A.U. is well established (Halbwachs et al., 2000). The review of Marcy & Butler (2000) finds that less than 0.5% of F-M dwarfs have brown dwarf companions down to $`0.01M_{}`$ on the basis of over 500 stars. The Mazeh et al. (1992) analysis of the 164 nearby G dwarfs studied by Duquennoy & Mayor (1991) indicates that $`13\pm 3`$% of G dwarfs have stellar companions in this separation range, and that the mass distribution of these close companions is lacking in very-low-mass stars (a “red dwarf steppe”?) compared to both wider companions and the field mass function. On the basis of Duquennoy & Mayor (1991)’s analysis (their Figure 7), we estimate that $`12\pm 3`$ % of G dwarfs have stellar companions with separation $`\mathrm{\Delta }>1000`$ A.U.

Our evidence that F-M0 dwarfs have a significant ($`f_{bd}=18\pm 14`$%) population of very-low-mass companions at wide separations indicates that the orbital separation distribution of brown dwarf companions is not simply a scaled-down version of the stellar companion distribution. G dwarfs have approximately equal numbers of stellar-mass companions at separations $`\mathrm{\Delta }<3`$ A.U. and $`\mathrm{\Delta }>1000`$ A.U. ($`r_{1000/3}0.9`$); in contrast, we estimate their brown dwarf companions are at least four, and probably many more, times more common at the larger separations ($`r_{1000/3}4`$). Within the very large uncertainties, the number ratio of stellar and brown dwarf companions may be near unity, similar to the ratio for isolated stars and brown dwarfs (Reid et al., 1999), although a considerably larger sample is needed to investigate this. The fact that all the primaries are relatively massive suggests that wide brown dwarf companions do not form around — or are not retained by — less massive ($`M<0.5M_{}`$) primaries, although the incompleteness of the nearby star catalog for M dwarfs may contribute to this effect. The extreme limit to this is noted by Reid et al. (2001), who find that L dwarf primaries lack companions beyond $`10`$ A.U. Where the “brown dwarf desert” for F-M0 dwarf primaries ends is unclear at present, but searches around stars in the range 1-100 A.U. have generally had little success even though this range is the peak of stellar companion distribution for both G and M dwarf primaries (Duquennoy & Mayor, 1991; Fischer & Marcy, 1992). Most recently, Schroeder et al. (2000) failed to discover any brown dwarfs despite a sensitive Hubble Space Telescope search at separations of $`160`$ A.U. around 23 stars, while the extensive, highly sensitive search of 107 stars by Oppenheimer et al. (2001) found only 1 brown dwarf in range $`40120`$ A.U. (Note that these volume-limited samples are dominated by M dwarf primaries with $`M<0.5M_{}`$.) The fraction in the range 100-1000 A.U. cannot yet be constrained, but the recent discoveries of three L brown dwarf companions at those separations (Rebolo et al., 1998; Goldman et al., 1999; Gizis et al., 2001) suggest that they may be as common as wide companions and that 2MASS should detect many more.

While the uncertainty of our derived companion fraction is large, perspective on the brown dwarf desert may be gained by considering the numbers of stars and brown dwarfs within 25 parsecs. There are 1297 main sequence stars with $`M_V<9.5`$ in this volume according to the Jahreiß & Wielen (1997) luminosity function. Radial velocity surveys indicate that they will have fewer than 6.5 brown dwarf companions within 3 A.U. In constrast, three wide-separation (two L, one T) brown dwarf companions are already known to such stars even though 1) only a small fraction of the sky has been searched, 2) T dwarfs are not detectable all the way to 25 parsecs, and 3) older/lower-mass brown dwarfs are undetectable. Our numbers suggest another $`16\pm 9`$ wide L dwarf companions within 25 parsecs will be found, representing only the young, massive tip of the brown dwarf population.

Combined with the Reid et al. (2001) observation that 20% of L dwarfs have H.S.T. resolved ($`>0.1`$ arcsec) brown dwarf companions within $`10`$ A.U. but that wider companions are lacking, (see also Koerner et al. 1999), there is strong evidence that the frequency of brown dwarf companions is strongly dependent on both primary mass and orbital separation. There is a “brown dwarf desert” at $`<3`$ (or $`100`$?) A.U. for F to mid-M main sequence primaries, and another desert for wide ($`20`$ A.U.) brown dwarf doubles. This situation arises naturally in some theories of star formation (Boss, 1986; Bate, 2000).

## 4 Summary

We use the field L and T dwarfs which were discovered to be wide companions to known stars to derive a preliminary brown dwarf companion frequency. The observed L and T dwarfs indicate that brown dwarfs are not unusually rare as wide ($`>1000`$ A.U.) systems, even though they are rare ($`<0.5\%`$) at close ($`<3`$ A.U.)separations. The current data indicate that $`1\%`$ of $`M_V<9.5`$ primaries have a wide L dwarf companion; the brown dwarf fraction should be substantially ($`513`$ times) higher. Stellar companions in these separation ranges are equally frequent.

Our estimates indicate that continued searches for wide brown dwarf companions should not be discouraged by the existence of the “brown dwarf desert” at close separations. There is now strong evidence — from both the wide companions examined in this work, and the close double brown dwarfs examined by Reid et al. (2001) — that the brown dwarf companion frequency is a strong function of both primary mass and separation. A search using 2MASS for both stellar and brown dwarf companions with separation $`\mathrm{\Delta }>100`$ A.U. will be quite rewarding. Furthermore, provided the older and lower-mass wide brown dwarf companions are not stripped in the Galactic disk, the majority of the brown dwarfs should be intrinsically cooler than Gl 570D, suggesting that a deep wide-field SIRTF search near G and K dwarfs is a promising avenue to extend our knowledge of brown dwarfs.

J.E.G. and J.D.K. acknowledge the support of the Jet Propulsion Laboratory, California Institute of Technology, which is operated under contract with NASA. This work was supported by NASA’s Jet Propulsion Lab through contract number 961040NSF, a core science grant to the 2MASS science team. This publication makes use of data products from 2MASS, which is a joint project of the University of Massachusetts and IPAC/Caltech, funded by NASA and NSF.