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# REFERENCES

## REFERENCES

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# New type of conductivity oscillations in quantized films with rough walls

Progress in nanofabrication reignited studies of ultrathin films with quantum size effect (QSE). QSE describes quantization of motion of particle across the film, $`p_x\pi j/L`$ (below $`\mathrm{}=1`$), and leads to a split of the $`3D`$ energy spectrum $`ϵ\left(𝐩\right)`$ into a set of minibands $`ϵ_j\left(𝐪\right)`$ ($`𝐪`$ is the $`2D`$ momentum along the film). QSE is routinely observed by various spectroscopic and STM methods (see, e.g.,  and references therein). QSE also leads to a pronounced saw-like dependence of conductivity $`\sigma `$ on, for example, film thickness $`L`$. Though only few transport measurements exhibit QSE directly , it has been known for a long time that the saw-like curves $`\sigma \left(L\right)`$ should exist for both bulk  and surface  scattering.

”Usual” QSE singularities in $`\sigma \left(L\right)`$ correspond to abrupt changes in the number $`S=\mathrm{Int}\left(L/\lambda _F\pi \right)`$ of the occupied minibands $`ϵ_j`$ in the points when the film thickness $`L`$ becomes equal to $`L=k\pi \lambda _F`$ with integer $`k`$ (the Fermi wavelength $`\lambda _F=1/p_F`$). The drops in $`\sigma \left(L\right)`$ in these points are explained by an opening of $`k`$ new scattering channels associated with the scattering-driven transitions to and from the newly accessible highest miniband $`ϵ_k`$. The amplitude of these drops (”saw teeth”) is determined by comparison of the interband transition probabilities $`W_{jj^{}}\left(𝐪𝐪^{}\right)`$ with the intraband scattering $`W_{jj}\left(𝐪𝐪^{}\right)`$. When the off-diagonal $`W_{jj^{}}`$ become small, the amplitude of QSE jumps decreases reducing, eventually, the saw teeth to barely visible kinks on $`\sigma \left(L\right)`$.

If elastic wall scattering is the main scattering mechanism, the usual QSE oscillations can always be observed for random surface inhomogeneities with small correlation radius (”size”) $`R`$, $`R<L`$. For larger $`R`$ the interband transitions are often suppressed making $`\sigma \left(L\right)`$ smooth, almost power-law curve. Below we demonstrate that there exists a new type of QSE oscillations at $`R>L`$ between two distinct monotonic parts of $`\sigma \left(L\right)`$. These new oscillations can be observed only if the Fourier image $`\zeta \left(𝐪\right)`$ of the correlation function of random surface inhomogeneities $`\zeta \left(𝐬\right)`$ (the so-called power spectrum) is rapidly going to zero at large $`𝐪`$. This finding is illustrated in Figure 1. Curves 1 and 2, which show $`\sigma \left(L\right)`$ for correlators with exponential power spectra, consist of two smooth parts separated by an oscillation region. Curves 3 and 4 for the power-law spectral functions exhibit usual saw-like QSE. The explanations for the new QSE and the disappearance of the usual saw-like QSE are interrelated.

The results are based on the formalism  that unites earlier approaches  to transport in systems with random rough walls with or without bulk scattering. Elastic wall scattering leads to transitions between the states $`ϵ_j\left(𝐪\right)ϵ_j^{}\left(𝐪^{}\right)`$ with the probability $`W_{jj^{}}(𝐪,𝐪^{})`$ which is proportional to the power spectrum of surface inhomogeneities $`\zeta \left(𝐪_j𝐪_j^{}\right)`$ ($`q_j`$ is the Fermi momentum for the miniband $`ϵ_j`$, $`ϵ_j\left(q_j\right)=ϵ_F`$). The rate of decrease of $`\zeta \left(𝐪_j𝐪_j^{}\right)`$ at large $`q`$ depends on the correlation length $`R`$ via parameters $`\nu _{jj^{}}=R\left|q_jq_j^{}\right|`$,

$$\nu _{jj^{}}=\left|\sqrt{z^2\pi ^2j^2}\sqrt{z^2\pi ^2j^2}\right|R/L$$
(1)
where $`z=L/\lambda _F`$. The diagonal $`\nu _{jj}=0`$. The faster $`W_{jj^{}}`$ go to zero with increasing $`\nu _{jj^{}}`$, the earlier the transport signs of the usual QSE disappear.

We compared $`\sigma \left(L\right)`$ for several realistic correlation functions : the Gaussian correlator,

$$\zeta \left(𝐬\right)=\mathrm{}^2\mathrm{exp}\left(s^2/2R^2\right),$$
(2)
power-law correlators with various $`\mu ,`$

$$\zeta \left(𝐬\right)=2\mu \mathrm{}^2\left[R^2/\left(s^2+R^2\right)\right]^{1+\mu },$$
(3)
including the Staras correlator $`\mu =1`$, the Lorentzian

$$\zeta \left(𝐬\right)=2\mathrm{}^2R^2/\left(s^2+R^2\right),$$
(4)
and the correlators with a power-law Fourier image,

$$\zeta \left(𝐪\right)=2\pi \mathrm{}^2\left[R^2/\left(1+q^2R^2\right)\right]^{1+\lambda }.$$
(5)
The last group includes the Lorentzian in momentum space $`\lambda =0`$ (see experiment ) and the exponential correlator $`\zeta \left(𝐬\right)=\mathrm{}^2\mathrm{exp}\left(s/R\right)`$ at $`\lambda =1/2`$. All the correlators describe the surface inhomogeneities of the same average amplitude $`\mathrm{}`$ and, except for $`\left(\text{4}\right)`$, lead to the same conductivity $`\sigma `$ in the long-wave limit $`R/\lambda _F0`$ in which $`\sigma `$ should not depend on details of the inhomogeneities. The Fourier image of the Lorentzian $`\left(\text{4}\right)`$ contains the function $`K_0\left(qR\right)`$ and diverges logarithmically at $`R/\lambda _F0`$. We do not want to get into the discussion to what extent this correlator is ”physical”. The fact that this correlator is used in some calculations  is sufficient enough to consider it. To deal with the divergency, one can truncate this correlator at large distances (commonly, at about 0.1 of the system length ). The divergence, by itself, does not lead to any singularities in $`\sigma `$. \[Sometimes, the divergence of the power spectrum $`\zeta \left(𝐪\right)`$ is associated with a fractal nature of the surface ; to what extent our approach can be used for films with fractal surfaces is an open question\].

In all four Figures below curve 1 corresponds to the Gaussian correlator $`\left(\text{2}\right)`$, curve 2 to Eq.$`\left(\text{3}\right)`$ with $`\mu =1/2`$, and curves 3 and 4 to Eq.$`\left(\text{4}\right)`$ with $`\lambda =1/2`$ and $`0.`$

The power spectrum of the Gaussian $`\left(\text{2}\right)`$ decays at large $`qR`$ as $`\mathrm{exp}\left(q^2R^2/2\right)`$ and the off-diagonal $`W_{jj^{}}`$go to zero faster than the diagonal ones by the factor $`\mathrm{exp}\left(\nu _{jj^{}}^2/2\right)`$. The power spectra of the correlators $`\left(\text{3}\right),\left(\text{4}\right)`$ contain $`\left(qR\right)^\mu K_\mu \left(qR\right)`$ and $`W_{jj^{}}`$go to zero as $`\nu _{jj^{}}^{\mu 1/2}\mathrm{exp}\left(\nu _{jj^{}}\right)`$. The slowest, power-law decay of the power spectrum corresponds to inhomogeneities $`\left(\text{5}\right)`$. The amplitudes of the QSE drops of $`\sigma \left(L\right)`$ in the points $`z=L/\lambda _F=k\pi `$ decrease with increasing $`\nu _{kj}`$ with the rate that reflects the dependence $`W_{kj}\left(\nu _{kj}\right)`$. Accordingly, the QSE saw disappears, with increasing $`R`$, first for the surfaces with Gaussian inhomogeneities, then for the correlators $`\left(\text{3}\right),\left(\text{4}\right)`$, and almost never for $`\left(\text{5}\right)`$. This different rate of suppression of QSE is illustrated in Figure 1 at $`x=R/\lambda _F=200`$. The $`2D`$ conductivity $`\sigma \left(L\right)`$ is parameterized as

$$\sigma \left(L\right)=\frac{2e^2}{\mathrm{}}\frac{R^2}{\mathrm{}^2}f_L(z,x).$$
(6)
Since $`f_L\left(z,x=200\right)`$ for correlators $`\left(\text{2}\right)\left(\text{5}\right)`$ with the same values of $`\mathrm{}`$ and $`R`$ have different orders of magnitude, functions $`f_L`$, for better comparison, are normalized by their values at $`z=110`$, $`f_L\left(z\right)/f_L\left(110\right)`$. At $`x=200`$, $`\mathrm{exp}\left(\nu _{jj^{}}^2/2\right)`$ and $`\mathrm{exp}\left(\nu _{jj^{}}\right)`$ are small and QSE is suppressed for Gaussian $`\left(\text{2}\right)`$ and power-law $`\left(\text{3}\right)`$ ($`\mu =0.5`$) correlations (curves 1,2), but still persists for the slowly decaying power spectra $`\left(\text{5}\right)`$ with $`\lambda =0.5;0`$ (curves 3,4).

What is unexpected is the appearance of a new oscillation structure on curves 1,2 for $`z`$ between 20 and 90 for the Gaussian and power-law correlators. It looks as if there are two distinct regimes with large oscillations in-between. These oscillations are not related to the usual QSE, i.e., to abrupt changes in the number of occupied minibands $`S\left(z\right)=`$Int$`\left(z/\pi \right)`$: the oscillations are less sharp, have a larger period roughly proportional to $`z^2`$, and appear only at relatively large $`z`$ and $`S`$.

The explanation involves the interband transitions. It seems that at large $`x`$ the off-diagonal $`\nu _{jj^{}}`$ $`\left(\text{1}\right)`$ are large and the interband transitions are suppressed. However, for large $`z`$ few of the elements $`\nu _{jj^{}}`$ with small $`j,`$ which are close to the main diagonal, could become relatively small even for large $`x`$, $`\nu _{j,j+1}\left(jz/\pi \right)\pi ^2x\left(2j+1\right)/2z^2`$. Then the transitions $`jj+1`$ become noticeable,

$$W_{j,j+1}^{\left(0\right)}(x,z)W_{jj}^{\left(0\right)}(x,z)W_{jj}^{\left(1\right)}(x,z)$$
(7)
($`W_{jj^{}}^{(0,1)}`$ are the angular harmonics of $`W\left(𝐪_j𝐪_j^{}\right)`$ over the angle $`\widehat{𝐪_j𝐪_j^{}}`$). The opening of such transition channels is accompanied by drops in conductivity. Eqs.$`\left(\text{7}\right)`$ define the positions $`z_j\left(x\right)`$ of such drops in $`\sigma \left(L\right)`$. At $`z=z_1\left(x\right)`$, $`W_{12}`$ is the first of transition probabilities to acquire the ”normal” order of magnitude. At $`z=z_2\left(x\right)`$, $`W_{23}`$ becomes noticeable, then $`W_{34}`$, etc. The amplitudes of the drops rapidly decrease with increasing $`j`$. In the end, when all interband channels with $`jz/\pi `$ are open, $`\sigma \left(L\right)`$ becomes smooth, but with a much lower slope than in its initial part. The transitions $`jj+1`$ with high $`j`$ always remain suppressed at large $`x`$ and the usual saw-like QSE does not reappear. The growth of transition probabilities for transitions $`jj+2`$ does not result in new oscillations in $`\sigma \left(L\right)`$. In the points $`z\left(x\right)`$ where $`W_{j,j+2}`$ becomes large, $`W_{j,j+2}^{\left(0\right)}W_{jj}^{\left(0\right)}W_{jj}^{\left(1\right)}`$, the states $`j`$ and $`j+2`$ are already strongly coupled via $`W_{j,j+1}`$ and $`W_{j+1,j+2}`$.

According to , for Gaussian inhomogeneities

$$W_{jj^{}}^{(0,1)}=\frac{4\pi ^5\mathrm{}^2R^2}{m^2L^6}\left[e^{QQ^{}}I_{0,1}\left(QQ^{}\right)\right]e^{\left(QQ^{}\right)^2/2},$$
(8)
$`Q=q_jR,`$ $`Q^{}=q_j^{}R`$. The asymptotic solution of $`\left(\text{7}\right)`$ is

$$z_j\left(x\right)\frac{\pi }{2}\sqrt{\left(2j+1\right)x}\left[\mathrm{ln}\left(x\sqrt{2}\left(1+1/j\right)\right)\right]^{1/4}.$$
(9)
The values $`z_j\left(x=200\right)=24.3;31.7;37.7;\mathrm{}.`$ agree well with the positions of the drops on curve 1 of Fig.1.

For the surface with the power-law correlations of inhomogeneities $`\left(\text{4}\right)`$ with $`\mu 1`$, the solution of Eq.$`\left(\text{7}\right)`$ is not sensitive to $`\mu `$. With logarithmic accuracy

$`z_j\left(x\right)`$ $`=`$ $`\pi \sqrt{\left(2j+1\right)x/4\nu },`$ (10)
$`\nu `$ $``$ $`\mathrm{ln}\left[x\left(1+1/i\right)\sqrt{2\mathrm{ln}\left(x\left(1+1/i\right)\right)}\right].`$ (11)
The saw-like drops in conductivity for usual QSE correspond to opening of transitions to and from the newly accessible, highest miniband while all other interband transitions are also allowed. The drops are equidistant with the period $`\pi `$ along the $`z`$ axis. The new QSE oscillations in Fig. 1 correspond to the opening of transitions between the lowest minibands while the transitions in and out of higher minibands are suppressed. The peaks are almost equidistant if plotted against $`z^2`$.

The initial part of the curves 1,2 for $`\sigma \left(L\right)`$ is described analytically by equations of Ref. and is close to the power law $`\sigma L^{\left(5+\alpha \right)}`$ (small $`\alpha `$ depends on $`x`$) and to experimental data of the first Ref.. After the region of new QSE oscillations, the curves are again smooth, but with a much smaller tangent. We do not have an analytical description for this regime. The numerical analysis yields either $`\sigma =A+BL^{1+\beta }`$ with small $`\beta `$ or $`a+bL+cL^2`$. This is close to experimental data  and is different from the known behavior of $`\sigma \left(L\right)`$ at $`x=p_FR1`$ (see second references in ).

The dependence of the conductivity on the correlation radius of surface inhomogeneities, $`\sigma \left(R\right)`$, is best illustrated by the function $`f_R\left(y,z=const\right)`$,

$$\sigma \left(R\right)=\frac{2e^2}{\mathrm{}}\frac{L^2}{\mathrm{}^2}f_R\left(y,z=const\right),$$
(12)
with $`y=R/L`$. The number of the occupied minibands $`S`$ does not depend on the correlation radius of inhomogeneities, and $`f_R\left(y,z=const\right)`$ does not exhibit any saw-like QSE. However, these curves exhibit the step-like structure that corresponds to the new QSE oscillations of Fig. 1.

The positions of singularities $`y_j\left(z\right)`$ on $`f_R\left(y,z=const\right)`$ are identified by Eqs.$`\left(\text{7}\right)`$ with $`x=yz`$. The functions $`f_R\left(y,z=64.4\right)`$ are plotted in Figure 2 for several correlators. The steps on curve 1 in the points $`y=25;14;8;\mathrm{}`$ agree well with the solution $`y\left(z\right)`$ of Eq.$`\left(\text{9}\right)`$. The same feature, though barely discernible, is also observed for the power-law correlators. \[Minima in all curves near the vertical axis describe the region of the most effective surface scattering at $`p_FR1`$\].

The dependence of the conductivity $`\sigma `$ on the density of fermions $`N`$ or their Fermi momentum $`p_F`$ is best displayed by the function $`f_N\left(z\right)`$,

$$\sigma \left(p_F\right)=\frac{2e^2}{\mathrm{}}\frac{L^2}{\mathrm{}^2}f_N\left(z,y=const\right).$$
(13)
Function $`\sigma \left(p_F\right)`$ exhibits usual saw-like QSE at not very high $`y`$ for all types of correlators. With increasing $`y`$, the saw teeth disappear, first for the Gaussian and later for the power-law correlators, and persist for the power-law correlators in the momentum space.

Curves $`f_N\left(z\right)`$ exhibit the effect related to the new QSE oscillations of Figure 1 for $`\sigma \left(L\right)`$ and to the steps in Figure 2 for $`\sigma \left(R\right)`$. Figure 3 shows normalized (by the highest value) functions $`f_N\left(z\right)`$ for the correlators $`\left(\text{2}\right)`$ (curve 1), $`\left(\text{3}\right)`$ ($`\mu =1/2,`$ curve 2), and $`\left(\text{5}\right)`$ ($`\lambda =0.5`$, curve 4). The correlation radius $`R`$ is small, $`y=1`$, and the figure illustrates the transition from usual to new QSE. The correlators $`\left(\text{5}\right)`$ have a slowly decaying power spectrum and the functions $`f_N\left(z\right)`$ reveal usual saw-like QSE. Curve 2 starts as a usual QSE curve, but, with increasing $`z`$, the oscillations loose the saw-like shape and increase the period. Curve 1 for the Gaussian correlator with a much faster decaying power spectrum does not exhibit, even for the smallest $`z`$, neither the shape nor the periodicity of usual QSE.

Curves $`f_N\left(z\right)`$ for the same correlators, but at $`y=20`$, are shown in Figure 4. Curves 3,4 still exhibit usual QSE, while curves 1,2 show the well-developed oscillations of the new type. The peaks on curve 1 at $`z_j\left(y=20\right)=19.8;50.3;83.6;\mathrm{}`$ are in good agreement with Eq.$`\left(\text{9}\right)`$ with $`x=yz`$.

In summary, we predict new type of QSE in conductivity of films with random rough walls. The effect is reminiscent of magnetic breakthrough. The positions of the peaks $`\left(\text{7}\right)`$ are determined by the angular harmonics of the correlation function of surface inhomogeneities. These new QSE singularities replace usual QSE for surface inhomogeneities with large correlation radius and with rapidly (exponentially) decaying power spectra such as for Gaussian or power-law correlation functions. Surfaces with the power-law decay of the Fourier image of the correlation functions exhibit persistent standard QSE and do not exhibit new singularities. Dependences of the conductivity on the film thickness, correlation radius of inhomogeneities, and the particle density (Fermi momentum) display these new QSE anomalies in consistent, but somewhat different, ways. Analysis of transport along surfaces with large $`R`$ by equations for usual QSE can result in misinterpretation of experimental data. Large period of new oscillations can make the observation of QSE in metal films easier (cf. the last of Refs.).

The work is supported by NSF grant DMR-0077266.


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# Agent-based simulation of a financial market

## 1 Introduction and motivation

Over the last ten years, a number of computer-simulated, artificial financial markets have been built; LeBaron  offers a review of recent work in this field. Following the pioneering work done at the Santa Fe Institute , a number of researchers have proposed artificial markets populated with heterogeneous agents endowed with learning and optimisation capabilities. Generally speaking, these markets exhibit behaviour close to that of real world markets but are often too complex to be studied analytically.

Others have proposed artificial markets populated with heterogeneous agents characterised by simple trading rules . These lend themselves better to analytical modelling while still retaining the ability to capture fundamental features of market behaviour. It is probably fair to say that no artificial market is yet able to explain all the known stylised facts on asset price behaviour. Given the complexity of the task, a compromise between simple generalisation and a faithful representation of realistic detail is called for.

Our objective was to build an artificial market, which we will refer to as the Genoa market, that exhibits realistic trading features and takes into account the finiteness of agents’ resources. The goal was to build a robust simulated multi-agent market model on which it would be possible to perform computational experiments using various types of artificial agents.

This paper outlines the framework of the Genoa artificial market and gives a detailed description of its structure. We then present simulation results and close with some remarks on future research directions.

## 2 The model’s framework

Following the general scientific principle of conceptual parsimony, our objective is to offer a simple understanding of the known stylised facts of financial time series, i.e., volatility clustering and fat tails in the distribution of short-term returns.

The price-formation process of our market is built around a mechanism for matching demand and supply, the key ingredient of the model. We make the realistic assumption that agents’ resources are limited. We assume that, within the trading horizon under consideration (i.e., a few minutes to several days), the global amount of cash in the economy is time-invariant. Money creation is thus explicitly ruled out. Agents are restricted to trading only one asset in exchange for cash.

The adoption of agents with limited resources creates serious constraints on the agent decision-making process. We ran numerous simulations in which agents endowed with a limited amount of cash were divided into subpopulations, adopting either chartist, fundamentalist or random trading strategies. In all these simulations, one population invariably prevailed and the others decayed, losing wealth and relevance. This observation is consistent with what Friedman noted in 1953 . One possible way out of this situation is to allow random migrations between populations. As it is unlikely an agent embrace a losing strategy, the Genoa market keeps things simple and assumes that orders are randomly issued.

A population of agents that issue random orders in a limited resource market produces a price process with a Gaussian distribution and mean-reverting behaviour, but neither fat tails nor volatility clustering. To represent real world price processes, mechanisms able to better reproduce the behaviour of real traders are needed.

We modelled herding phenomena and a link between market volatility and agent uncertainty. Drawing from Cont and Bouchaud , agent aggregation was modelled as clustering in a random graph. The link between nervous (i.e. volatile) markets and agent uncertainty is introduced through the ordering mechanism. In volatile markets, agent uncertainty on asset market prices grows. To represent this, orders are issued at random, but their limit price exhibits a functional dependence on past price volatility. These mechanisms result in a market price process exhibiting fat tails, zero autocorrelation of returns and the serial autocorrelation of volatility.

## 3 The Genoa market microstructure

Let $`N`$ be the number of traders and let us denote the $`i`$-th trader with the subscript $`i`$. We let time evolve in discrete steps. We denote with $`C_i(h)`$ the amount of cash and with $`A_i(h)`$ the amount of assets owned by the $`i`$-th trader at time $`h`$. We denote with $`p(h)`$ the price of the stock at time $`h`$.

At each simulation step, each trader issues a buy order with probability $`P_i`$ or a sell order with probability $`1P_i`$. The figures below are relative to simulations where $`P_i`$ has been set to 0.5 for all agents.

Suppose the $`i`$-th trader issues a sell order at time $`h+1`$. Let’s denote with $`a_i^s`$ the quantity of stocks offered for sale by the $`i`$-trader at time $`h+1`$. We stipulate that the quantity of stocks offered for sale at time step $`h+1`$ is a random fraction of the quantity of stocks owned at time step $`h`$ according to the rule: $`a_i^s=[r_iA_i(h)]`$ where $`r_i`$ is a random number drawn from a uniform distribution in the interval $`[0,\mathrm{\hspace{0.33em}1}]`$ and the symbol $`[x]`$ denotes the integer part of $`x`$. In addition, a limit sell price $`s_i`$ is associated to each sell order.

We stipulate that sell orders cannot be executed at prices below the limit price. Limit prices are computed as follows: $`s_i=p(h)/N_i(\mu ,\sigma _i)`$ where $`N_i(\mu ,\sigma _i)`$ is a random draw from a Gaussian distribution with average $`\mu =1.01`$ and standard deviation $`\sigma _i`$.

It is worth noting that, as $`\mu =1.01`$, the mean value of all $`b_i`$ is likely to be greater than $`p(k)`$, while the mean value of all $`s_i`$ is likely to be smaller than $`p(k)`$. In other words, we introduce a spread between the average value of buy/sell orders to represent the fact that a trader placing an order wants to increase the chance of the order being executed. Hence, for a buy order the trader is likely to be willing to pay more than $`p(k)`$; conversely, for a sell order, the trader is likely to offer the stock at a lower price than $`p(k)`$.

The value of $`\sigma _i`$ is proportional to the historical volatility $`\sigma (T_i)`$ of the price $`p(h)`$ through the equation $`\sigma _i=k\sigma (T_i)`$, where $`k`$ is a constant and $`\sigma (T_i)`$ is the standard deviation of log-price returns , calculated in the time window $`T_i`$. The time window $`T_i`$ can be different for each trader. Tuning the system by performing numerous simulations with different parameters, we found that appropriate values for $`k`$ and $`T_i`$ are: $`k=3.5`$ and $`T_i=20`$. Graphics in figures 1-3 refer to a simulation run where $`k`$ has been set to $`3.5`$ and $`T_i`$ is 20 time steps long for each trader. Linking limit orders to volatility takes into account a realistic aspect of trading psychology: when volatility is high, uncertainty as to the “true” price of a stock grows and traders place orders with a broader distribution of limit prices.

Buy orders are generated in a fairly symmetrical way with respect to sell orders. If the $`i`$-th trader issues a buy order at time $`h+1`$, the amount of cash employed in the buy order, $`c_i`$, is a random fraction of his or her available cash at time $`h`$; $`c_i=r_iC_i(h)`$, where $`r_i`$ is a random draw from a uniform distribution in the interval $`[0,\mathrm{\hspace{0.33em}1}]`$. A limit price $`b_i`$ is associated to each buy order. We stipulate that orders cannot be executed at prices higher than the limit price.

Limit prices are computed as follows: $`b_i=p(h)N_i(\mu ,\sigma _i)`$, where $`N_i(\mu ,\sigma _i)`$ is a random draw from a Gaussian distribution with average $`\mu `$ and standard deviation $`\sigma _i`$. As for sell orders, $`\mu =1.01`$ and $`\sigma _i=k\sigma (T_i)`$, where $`k=3.5`$ and $`T_i=20`$ for each trader. The quantity of assets ordered to buy $`a_i^b`$ is therefore given by $`a_i^b=[c_i/b_i]`$, where $`[x]`$ denotes the integer part of $`x`$.

It is worth noting that the random numbers $`r_i`$ and $`N_i(\mu ,\sigma _i)`$ are generated independently at each time step and are different for each trader. Hence traders exhibit heterogeneous random behaviour subject to two constraints: the historical price volatility (which is included in $`\sigma _i`$) and the finiteness of the resources available to each trader, i.e., $`C_i(h)`$ and $`A_i(h)`$.

The price formation process is set at the intersection of the demand and supply curves. We compute the two curves at the time step $`h+1`$ as follows. Suppose that at time $`h+1`$ traders have issued $`U`$ buy orders and $`V`$ sell orders. For each buy order, let the pair $`(a_u^b,b_u),u=1,2,\mathrm{},U`$ indicate respectively the quantity of stocks to buy and the associated limit price. For each sell order in the same time step, let the pair $`(a_v^s,s_v),v=1,2,\mathrm{},V`$ denote respectively the quantity of stocks to sell and the associated limit price. Let us define the functions:

$$f_{h+1}(p)=\underset{u|b_up}{}a_u^b;$$
(1)
$$g_{h+1}(p)=\underset{v|s_vp}{}a_v^s;$$
(2)
$`f_{h+1}(p)`$ represents the total amount of stocks that would be bought at price $`p`$ (demand curve). It is a decreasing step function of $`p`$, i.e., the bigger $`p`$, the fewer the buy orders that can be satisfied. If $`p`$ is greater than the maximum value of $`b_u,u=1,2,\mathrm{},U`$, then $`f_{h+1}(p)=0`$. If $`p`$ is lower than the minimum value of $`b_u,u=1,2,\mathrm{},U`$, then $`f_{h+1}(p)`$ is the sum of all stocks to buy. Conversely, $`g_{h+1}(p)`$ represents the total amount of stocks that would be sold at price $`p`$ (supply curve) and is an increasing step function of $`p`$. In particular, its properties are symmetric with respect to those of $`f_{h+1}(p)`$.

The clearing price computed by the system is the price $`p^{}`$ at which the two functions cross. We define the new market price at time step $`h+1`$, $`p(h+1)`$ as: $`p(h+1)=p^{}`$. The aggregate quantity $`f(p^{})`$ is number of stocks for which there is a demand at a limit price higher than or equal to $`p^{}`$. The aggregate quantity $`g(p^{})`$ is the number of stocks offered at a limit price lower than or equal to $`p^{}`$. As $`f(p)`$ and $`g(p)`$ are step functions, generally the following relation holds: $`f(p^{})g(p^{})`$. Hence, in order to keep the total number of stocks unchanged, if $`f(p^{})<g(p^{})`$ ($`f\left(p^{}\right)>g\left(p^{}\right)`$), we stipulate that only $`f(p^{})`$ ($`g\left(p^{}\right)`$) stocks are traded. If $`f(p^{})<g(p^{})`$, then $`g(p^{})f(p^{})`$ stocks offered for sale at a compatible limit price are randomly chosen and discarded from the corresponding sell orders. Conversely, if $`f(p^{})>g(p^{})`$, then $`f(p^{})g(p^{})`$ stocks demanded to buy at a compatible limit price are randomly chosen and discarded from the corresponding buy orders. Buy and sell orders with limit prices compatible with $`p^{}`$ have now the same aggregate quantity and can be executed. Following transactions, traders’ cash and portfolios are updated. Orders that do not match the clearing price are discarded.

It should be noted that, because $`f(p)`$ and $`g(p)`$ are step functions, two rare pathological cases may occur. In the first case, $`f(p)`$ and $`g(p)`$ do not cross at a single point but have a common horizontal segment whose abscissas are $`p^1`$ and $`p^2`$. In this case, we assume: $`p^{}:=(p^1+p^2)/2`$. In the second case, $`f(p)`$ and $`g(p)`$ do not cross at all, i.e., $`f(p_1)=0`$ and $`g(p_2)=0`$ as $`p_1<p_2`$. In this case, the time step is discarded and a new iteration begins.

At the beginning of the simulation, the current price $`p(0)`$ is set in an exogenous way and each trader is endowed with a certain amount of cash and a certain amount of stocks. These amounts can be the same for all traders, or may differ.

Lastly, we modelled opinion propagation among agents. We draw on Cont and Bouchaud  for the application of random graph theory to trading networks. As explained in , the cluster size distribution follows an inverse power law. At the beginning of the simulation, the probability $`P_i`$ of placing a buy order is set at 0.5 for each trader. This probability is subsequently updated in function of clustering effects as explained below. At each time step, pairs of traders are randomly chosen with probability $`P_a`$. If a pair is chosen, a cluster is formed between the two traders forming the pair. In this way, clusters of traders are progressively formed, grow, and eventually merge.

At each simulation step, a random draw either activates one cluster with probability $`P_c`$ or leaves all clusters inactive with probability $`1P_c`$. If the system decides to activate a cluster, one cluster is then randomly chosen. In this case, all traders belonging to the selected cluster change their value of $`P_i`$ from 0.5 to 1.0 or 0.0 with probability 50 %. That is to say, all traders belonging to the selected cluster behave in the same way, placing buy orders if $`P_i=1.0`$ or sell orders if $`P_i=0.0`$. After orders are placed, the cluster is destroyed and for each trader belonging to the cluster, values of $`P_i`$ are set at 0.5.

Note that, given the finite amount of resources available to traders in the Genoa model, orders are not directly proportional to the respective cluster size. The Genoa model introduces an additional correction, making limit orders dependent on volatility. The model thereby introduces price volatility correlations.

Let’s make two further observations. First, though the amount of cash and the number of stocks in the market are time-invariant, the global wealth is a time-varying quantity which is obviously a linear function of the stock price. The price-formation system therefore creates or destroys wealth. A second observation is that the finite resource conditions of the Genoa market induce mechanisms of reversion to the mean for the price process. Suppose that the stock price increases above the equilibrium level at which cash and the global value of stocks are equal. Under the previous assumption, if the aggregate value of stocks exceeds the amount of cash, there will be an imbalance between buy and sell orders that will tend to make prices revert to the equilibrium value.

There are other feedback effects, notably a mechanism that will tend to flatten the distribution of stocks and cash among agents: a trader with a surplus of stocks will tend to issue more sell orders than buy orders and viceversa.

## 4 Simulation results

We will now present some features of a typical simulation 10000 time steps long with: $`N=100`$, $`P_a=0.0002`$ and $`P_c=0.1`$. The initial price of the stock has been fixed at $ 100 and every trader is endowed with the same value in stock and cash, i.e.: $ 30000 and a portfolio of 300 stocks.

Fig. 2 shows the cumulative distribution of standardized logarithmic returns $`Ret`$, i.e., logarithmic returns $`ret(h)=\mathrm{log}p(h)\mathrm{log}p(h1)`$ (see Fig. 1) detrended by their mean and rescaled by their standard deviation. For comparison, the solid line represents the cumulative distribution of the standard normal distribution $`N(0,1)`$. One observes a clear deviation from the Gaussian decay with approximate power law scaling in the tail. A log-log regression of points which satisfy the condition $`|Ret|>2`$ gives the slope: $`3.69\pm 0.02`$. This is not far from results empirically obtained for various financial prices for daily frequencies .

In Fig. 3, we present the autocorrelation $`C(\tau )`$ of the absolute returns $`|ret|`$ and of the raw returns $`ret`$ at different time lags $`\tau `$. While the autocorrelation of raw returns exhibits rapid decay, the autocorrelation of the absolute value of returns shows the presence of long-range correlations with a very slow exponential decay with exponent: $`(0.91\pm 0.03)10^2`$. Taking the absolute returns as a measure of volatility  and considering the shape of Fig. 1, the simulated time series exhibits the well known stylised fact of volatility clustering present in real-world markets.

## 5 Discussion and conclusions

An interesting characteristic of the Genoa artificial market is its ability to exhibit the key stylised facts of financial time series (i.e., fat tails and volatility clustering) using simple trading rules in a realistic trading environment characterised by the finiteness of agent resources, order limit prices, and the creation and matching of demand and supply curves.

There are some shortcomings of the model that we will address in future research. First, the volatility clustering effect is sensitive to model size. If the number of agents becomes very large, volatility clustering tends to disappear. Second, this model is still unable to correctly represent all the known stylised facts on price behaviour. The volatility exhibits an exponential decay, while empirical studies show a power law decay . However, it might be noted that a satisfactory microscopic explanation of the power law decay of volatility is still lacking  and even the well known ARCH and GARCH models, based on correlating volatility at different time steps, exhibit a volatility exponential decay .

Note that, within the limits of our simulations, the scaling of volatility exhibits an exponent $`<0.5`$. This might be related to the fact the Genoa market is a closed system with a mechanism of reversion to the mean in the price process. A coupling mechanism with an external cash generation process might change this finding. Actually, many real markets, e.g., some currency exchanges and commodities markets (copper, oil, electricity), exhibit a mean reverting behaviour .

Finally, the Genoa market is a computational laboratory where many experiments can be performed. The simulator was conceived to evolve; it was implemented using object-oriented technology and extreme programming . Using these techniques, it is possible to develop complex systems and to make substantial modifications very quickly, not jeopardizing quality.

Future research will explore more sophisticated agent aggregation mechanisms and more intelligent trader behaviour. We will also add different kinds of securities and a book of orders; we also plan to extend simulation and theoretical analysis to a non-stationary environment, simulating the injection of cash in the system from an external simulated economy.

## Acknowledgements

The authors gratefully acknowledge useful comments by an anonymous referee. Gianaurelio Cuniberti carefully revised an early version of this paper. This work has been supported by Fabbrica Servizi Telematici S.r.l, Cagliari, Italy.


text:
# Axion-Like Particles as Ultra High Energy Cosmic Rays?

## I Introduction

Ultra High Energy Cosmic Rays (UHECRs) with energies above the Greisen-Zatsepin-Kuzmin (GZK) cutoff  were detected in all relevant experiments , suggesting that these particles can not originate at cosmological distances. On the other hand, there are no apparent nearby sources in their arrival direction. Therefore, something fundamental appears to be missing in our understanding of the sources, nature, or propagation of UHECRs.

The small-scale clustering of UHECR events suggests that the sources are point-like on cosmological scales . Several astrophysical sources were suggested based on the coincidence of the arrival directions of some of the highest-energy events with certain astrophysical objects . For example, a correlation between compact radio quasars and UHECRs was suggested in , although other authors found them to be insignificant . Recently, a statistically significant correlation, at the level of chance coincidence below $`10^5`$, was found with the most powerful BL Lacertae, i.e. quasars with beams pointed in our direction . The identified sources are at $`z>0.1`$, far exceeding the GZK distance of $`R_{\mathrm{GZK}}50`$ Mpc, so that the primary UHE particles can not be protons. The photon attenuation length for energies around $`10^{20}`$ eV is of order the GZK cutoff distance, primarily due to the extragalactic radio backgrounds. While the limiting magnitude of the radio backgrounds necessary to absorb UHE photons can be determined only by numerical propagation codes , one can even now conclude that UHECRs with energies around $`10^{20}`$ eV are very unlikely to be photons.

The only Standard-Model particles which can reach our Galaxy without significant loss of energy are neutrinos. Two different scenarios involving UHE neutrinos have been proposed. In the first, neutrinos produce nucleons and photons via resonant $`Z`$-production with relic neutrinos clustered within about 50 Mpc from the Earth, giving rise to angular correlations with high-redshift sources . However, for the interaction rates to be sufficiently high, this scenario requires enormous neutrino fluxes and an extreme clustering of relic neutrinos with masses in the eV range . The second neutrino scenario invokes increased high-energy neutrino-nucleon cross sections. This could be caused by the exchange of Kaluza-Klein graviton modes in the context of extra dimensions  or by an exponential increase of the number of degrees of freedom in the context of string theory .

Another possibility to avoid the GZK cutoff is a small violation of Lorentz-invariance, a hypothesis which can not be tested in terrestrial experiments .

The GZK cutoff can be avoided also if the UHECRs consist of certain new particles. One possibility is a new stable massive hadron with a mass around 2–3 GeV , shifting the GZK bound to higher energies $`E>10^{21}`$ eV into a range where no UHECR event has yet been found. However, it now appears that these exotic hadrons are excluded by laboratory experiments .

Therefore, if the UHECRs indeed originate from point sources at cosmological distances one is running dangerously short of plausible explanations for how this radiation can reach us. This perhaps desperate situation motivates us to consider other options for new particles which can traverse the universe unimpeded at high energies. Specifically, we consider the possibility of axion-like particles, i.e. electrically neutral (pseudo)scalar particles $`X`$ with a relatively small mass $`M_X<10`$ MeV.

Such particles must fulfill several requirements to be candidates for UHECRs. They must live long enough to reach us from a cosmological distance. They must not lose too much energy in interactions with the CMBR and other background radiations or in extragalactic magnetic fields. They must interact sufficiently strongly in or near our Galaxy or in the Earth’s atmosphere to produce the observed UHE events. Finally, their interactions must allow for the production of a significant flux at the source.

We will first consider proper axions and find that they seem to be excluded as UHECRs. We then turn to more general particles and study their necessary properties to fulfill the above requirements. As an explicit example we study light sgoldstinos.

## II Proper Axions

Proper axions arise from the Peccei-Quinn mechanism to solve the strong CP problem. As such their properties are governed by one main parameter, the Peccei-Quinn scale or axion decay constant $`f_a`$; astrophysical limits imply $`f_a10^{10}`$ GeV. Axions mix with neutral pions so that their mass and interaction strength are roughly those of $`\pi ^0`$, reduced by $`f_\pi /f_a`$ with $`f_\pi 93\mathrm{MeV}`$ the pion decay constant. It is easy to see that axions live long enough and interact weakly enough with the CMBR to traverse cosmological distances unimpeded. By the same token, their interaction strength is far too weak to imagine their efficient production at the source or their efficient detection in the Earth’s atmosphere.

It is less obvious, however, if they could not be produced in sufficient numbers by their coherent conversion $`\gamma a`$ in large-scale magnetic fields in the source region, and then re-appear as photons in the galaxy by the inverse process. Put another way, one might imagine the UHECRs to be photons which traverse the universe in the guise of axions.

The conversion between axions and photons in a large-scale magnetic field is essentially a particle oscillation phenomenon . The diagonal elements of the mixing matrix involve $`m_a^2`$ and the square of the “photon effective mass” within the given medium, the off-diagonal element, which induces the mixing, is $`2g_{a\gamma }BE`$ where $`B`$ is the transverse magnetic field and $`E`$ the particle energy.

The oscillation length $`\mathrm{}_{\mathrm{osc}}`$ corresponds to the momentum difference between axions and photons of the given energy, in our case $`E10^{20}\mathrm{eV}`$. Noting that the effective photon mass is much smaller than $`m_a`$, the momentum difference is governed by the axion mass alone so that $`\mathrm{}_{\mathrm{osc}}=4\pi E/m_a^2=8.1\mathrm{kpc}(E/10^{20}\mathrm{eV})(\mathrm{meV}/m_a)^2`$. On the other hand, the coherence length $`\mathrm{}_B`$ of the galactic magnetic field is probably less than 1 kpc. A significant conversion rate requires $`\mathrm{}_{\mathrm{osc}}\mathrm{}_B`$, i.e. $`m_a`$ larger than a few meV, not in contradiction with current limits.

The effective mixing angle between axions and photons in a magnetic field is given by $`\frac{1}{2}\mathrm{tan}(2\theta )=g_{a\gamma }BE/m_a^2=0.2(g_{a\gamma }/10^{10}\mathrm{GeV}^1)(E/10^{20}\mathrm{eV})(\mathrm{meV}/m_a)^2`$. The astrophysical limit on the axion-photon coupling is $`g_{a\gamma }<10^{10}\mathrm{GeV}^1`$ so that for $`m_a`$ not much smaller than 1 meV the mixing angle becomes large. Put another way, for $`g_{a\gamma }`$ near its limit and $`m_a`$ around 1 meV the transition rate in the galaxy is not ridiculously small.

The numbers are much worse for proper axions where $`g_{a\gamma }`$ and $`m_a`$ are related by $`g_{a\gamma }\alpha /(2\pi f_a)`$ and $`m_am_\pi f_\pi /f_a`$. In this case the mixing angle becomes $`\theta 2\times 10^4(E/10^{20}\mathrm{eV})(\mathrm{meV}/m_a)1`$. Allowing the axion mass to be very small, the mixing angle could become reasonably large. On the other hand, the oscillation length then becomes very much larger than $`\mathrm{}_B`$. The transition probability is $`P(a\gamma )=(g_{a\gamma }B\mathrm{}_B/2)^23\times 10^8(B/\mu \mathrm{G})^2(\mathrm{}_B/\mathrm{kpc})^2(10^{10}\mathrm{GeV}/f_a)^21`$. A similar estimate applies to the source region where the magnetic field could be stronger, but the correlation length would be smaller. Therefore, the combined probability to produce axions at the source and to convert them into photons in the Galactic magnetic field is tiny, perhaps as small as $`P10^{16}`$. Therefore, if one adjusts the proton flux from the sources to the observed flux below the GZK cutoff, then no significant axion flux will be produced above the cutoff. Therefore, proper axions do not work for this scenario.

Even if one dials $`g_{a\gamma }`$ and $`m_a`$ independently, the numbers look discouraging as one would need a huge rate of UHE photon production in the source to compensate for small transition rates both in the source and galaxy and one would need parameter values near their exclusion limits.

## III Generic Axion-Like Particles

Since proper axions are apparently not able to explain the UHECR phenomenon, we next turn to a more exotic new scalar $`X`$; a similar analysis for pseudoscalars is straightforward. The new particle is assumed to couple to gluons and photons via nonrenormalizable interactions of the form ***The axion-photon coupling of the previous section was based on the normalization $`_{a\gamma }=(g_{a\gamma }/4)aF\stackrel{~}{F}=g_{a\gamma }a𝐄𝐁`$.

$$=g_gXG_{\mu \nu }^aG_a^{\mu \nu },=g_\gamma XF_{\mu \nu }F^{\mu \nu }.$$
(1)
Only these two interactions will be important, so we assume that the coupling to other Standard-Model particles are suppressed because, say, they proceed through loops or are proportional to small Yukawa constants.

If $`M_X<2m_\pi =270`$ MeV, the dominant decay mode is into two photons:

$$\mathrm{\Gamma }(X\gamma \gamma )=\frac{g_\gamma ^2M_X^3}{4\pi },$$
(2)
because the direct coupling to electrons is suppressed by assumption. If this light particle has the energy $`E_X`$ it propagates through the Universe without decay if

$$R_{\mathrm{Universe}}L_{\mathrm{decay}}=\frac{E_X}{\mathrm{\Gamma }_XM_X},$$
(3)
where $`\mathrm{\Gamma }_X`$ is essentially identical with the two-photon decay rate Eq. (2). Therefore, we need to require

$$g_\gamma 1.6\times 10^{11}\mathrm{GeV}^1\sqrt{\frac{E_X}{10^{20}\mathrm{eV}}}\left(\frac{10\mathrm{MeV}}{M_X}\right)^2$$
(4)
if these particles are supposed to reach us from cosmological distances.

Propagating through the Universe, the light scalar $`X`$ may also disappear by interactions with the CMBR. For $`E_X10^{20}`$ eV, the CM energy is $`E_{\mathrm{cm}}(2E_X\omega _0)^{1/2}350`$ MeV, where $`\omega _06\times 10^4`$ eV is the average energy of relic photons. Pairs of light charged particles $`A^\pm `$ are produced with the cross section $`\sigma (X\gamma A^+A^{})=\alpha g_\gamma ^2/16`$. With a relic photon number density of about $`400`$ cm-3 the requirement $`R_{X\gamma A^+A^{}}>R_{\mathrm{Universe}}`$ gives $`g_\gamma <1`$ GeV-1. Similar estimates apply to other possible processes like $`X\gamma _{\mathrm{CMB}}\gamma \pi ^0`$. Therefore, the tiny photon coupling required by Eq. (4) guarantees the absence of a GZK cutoff for the $`X`$ particles.

Both the production of $`X`$ particles at the source and their interaction in the atmosphere require rather large cross sections, comparable to strong ones. For $`X`$ particles with the characteristic energy scale $`g_g^1`$ this is possible only if the CM energy in the system is close to this scale, but not significantly higher so that the effective interactions (1) are still meaningful. Typical CM energies of UHECR interactions with nucleons are $`E_{\mathrm{cm}}100`$–300 TeV. We can estimate the interaction cross section with nucleons at such energies as

$$\sigma _X=\sigma _s\frac{\alpha _X}{\alpha _s}.$$
(5)
The suppression factor

$$\frac{\alpha _X}{\alpha _s}=\frac{(E_{\mathrm{cm}}g_g)^2}{4\pi \alpha _s}$$
(6)
should not be very small.

We next turn to the $`X`$ mean free path (mfp) $`\mathrm{}_X`$ in the Earth’s atmosphere. Since our particle exhibits strong interactions we estimate $`\mathrm{}_X`$ by analogy with the proton mfp $`\mathrm{}_p`$ as $`\mathrm{}_X=\mathrm{}_p(\alpha _s/\alpha _g)`$. To initiate an atmospheric shower, $`X`$ should have a relatively small mfp. Assuming $`\mathrm{}_X<10\mathrm{}_p`$ and using Eq. (6) and $`\alpha _s=0.1`$ we estimate

$$g_g>1.1\times 10^6\mathrm{GeV}^1\sqrt{\frac{10^{20}\mathrm{eV}}{E_X}}.$$
(7)
The inequalities (4) and (7) determine the $`g_g`$ range suitable for explaining the UHECRs above the GZK cutoff.

How are the $`X`$-particles produced at an astrophysical source like a quasar? If our estimate for the cross section Eq. (5) is valid, UHE $`X`$ particles will be efficiently produced in the high-energy tail of the proton spectra by proton-proton collisions while their production at low energies will be negligible. Therefore, we can expect that the proton flux from the source at low energies will continue with the same slope at high energies due to the $`X`$ component. Only part of the initial proton energy will be transfered to the $`X`$ particles; probably they will be produced on the peak of the gluon distribution function with $`E0.1E_p`$. However, once produced they will escape more easily from the source compared with protons precisely because their cross section is smaller.

Many bounds on axion-like particles arise from cosmology, astrophysics and laboratory measurements . Still, there remain regions in parameter space where $`X`$ particles can explain UHECRs without contradicting these limits. In Fig. 1 we present the experimentally allowed regions in the space ($`g_\gamma `$,$`M_X`$) where the inequality (4) is satisfied. In each concrete model one can evaluate the effective coupling constant $`g_\gamma `$ which has to belong to the allowed regions shown in Fig. 1. Since generally the interaction with gluons leads at higher order to an effective interaction with photons, the inequality (7) may shrink the allowed regions in Fig. 1 in concrete models.

From the general case one can see that constraints on the $`X`$ particle interactions favor a strong coupling to gluons and a tiny one to photons. Hence the first extreme example is a light scalar $`X`$ which interacts at tree level only with gluons according to Eq. (1); a similar analysis applies to a light pseudoscalar. The interaction with all other SM particles arises at higher order. In particular, because the gluonic operator creates mesonic fields, the interaction $`X\gamma \gamma `$ emerges with a coupling constant respecting the hierarchy $`g_\gamma /g_g\alpha /(4\pi )10^3`$. In view of this relationship the inequality (7) allows only the region of parameter space which corresponds to the upper shaded region in Fig. 1. Unfortunately, this allowed region corresponds to a fairly small $`g_g^10.1`$–5 TeV. Therefore, our nonrenormalizable model for $`X`$-baryon scattering in the atmosphere becomes invalid because it should proceed at 100 TeV in the CM frame.

This example shows that the lowest region in Fig. 1 is unphysical, because the condition (7) requires the hierarchy $`g_\gamma /g_g10^{10}`$, which is impossible due to loop contributions. The $`M_X`$ MeV region in Fig. 1 can still exist in models with a hierarchy between photon and gluon couplings, but this requires a two order of magnitude fine-tuning for the ratio $`g_\gamma /g_g`$ down to values of order $`10^5`$.

The other possibility is that the couplings to photons and to gluons are of the same order. In this case only the upper region in Fig. 1 is interesting because the gluon coupling should not be too small from Eq. (7). We now turn to an explicit example for a model which does not need any fine tuning of the couplings $`g_\gamma `$ and $`g_g`$.

## IV Light Sgoldstinos

As an example of a realistic model for $`X`$ particles we consider the supersymmetric extension of the SM with a light scalar and/or pseudoscalar sgoldstino, the superpartner of the goldstino. The sgoldstino couplings are $`g_g=M_3/(2\sqrt{2}F)`$ and $`g_\gamma =M_{\gamma \gamma }/(2\sqrt{2}F)`$, where $`F`$ is a parameter of supersymmetry breaking and $`M_{\gamma \gamma }=M_1\mathrm{cos}^2\theta _W+M_2\mathrm{sin}^2\theta _W`$ with $`M_i`$ the corresponding gaugino masses. Therefore, the sgoldstino coupling to photons is suppressed relative to gluons only by the “hierarchy among gauginos.” Therefore, this is an example for a model where $`X`$ couples to photons with a similar strength as to gluons. For $`M_3=5M_{\gamma \gamma }=500`$ GeV we obtain

$$\sqrt{F}1.5\times 10^6\mathrm{GeV}\left(\frac{10^{20}\mathrm{eV}}{E_X}\right)^{1/4}\frac{M_X}{10\mathrm{MeV}}$$
(8)
instead of Eq. (4) and

$$\sqrt{F}1.3\times 10^4\mathrm{GeV}\left(\frac{E_X}{10^{20}\mathrm{eV}}\right)^{1/4}$$
(9)
instead of Eq. (7).

A variety of experimental limits on models with light sgoldstinos has been derived in . In Fig. 2 we present the region of parameter space where sgoldstinos may act as UHECRs and are not excluded by other limits. This region corresponds to the upper region in Fig. 1.

If $`E_X=10^{21}`$ eV or more, the allowed regions are larger, though no event of such energies has been observed. If $`g_s=\text{const}/\mathrm{\Lambda }`$ where $`\mathrm{\Lambda }`$ is the scale of new physics, then at $`\text{const}1`$ we have $`\mathrm{\Lambda }=10^2`$$`10^3`$ TeV. With $`E_X=10^{11}`$ GeV we have $`E_{\mathrm{cm}}=300`$ TeV for interactions with protons. Certainly $`\mathrm{\Lambda }`$ should exceed this value if we want to use the nonrenormalizable interactions (1). For sgoldstinos we have $`M_{\mathrm{soft}}\text{const}F/\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }`$ should be larger than $`E_{\mathrm{cm}}=300`$ TeV. Note that $`F`$ is a parameter of supersymmetry breaking and $`\mathrm{\Lambda }`$ is something like the scale of mediation of supersymmetry breaking which generally differs from $`\sqrt{F}`$ but should exceed $`\sqrt{F}`$ if const is of order 1.

## V Conclusions

We have suggested new (pseudo)scalar particles as Ultra High Energy Cosmic Rays beyond the GZK cutoff. Our analysis was particularly motivated by recent results suggesting that the sources of UHECRs are cosmologically point-like  and that at least some of the sources appear to be BL Lacertae  at cosmological distances.

We have calculated the required range of parameters characterizing these particles if we postulate that they should be produced in high-redshift sources, propagate through the Universe without decay or energy loss, and interact in the Earth’s atmosphere strongly enough to produce extended air showers at energies beyond the GZK cutoff. The self-consistency of our analysis requires that the energy scale for new physics, which for SUSY models is the scale of mediation of supersymmetry breaking, should be close to the UHECR center-of-mass energy with nucleons of $`E_{\mathrm{cm}}=300`$ TeV.

As a specific example we studied light sgoldstinos. We considered restrictions on the parameters of the model which come from laboratory experiments and observational data. We obtained the required region in parameter space of the model which obeys all existing limits.

We note that our allowed region in Fig. 2 suggests that the supersymmetry breaking scale $`\sqrt{F}1`$–10 TeV. Hence our light sgoldstino model can be tested in searches for rare decays of $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ and in reactor experiments (for details see Ref. ). This low scale of supersymmetry breaking may be also tested at new generation accelerators like Tevatron and LHC. Also, sgoldstino contributions to FCNC and lepton flavor violation are strong enough to probe the supersymmetry breaking scale up to $`\sqrt{F}10^4`$ TeV  if off-diagonal entries in squark (slepton) mass matrices are close to the current limits in the MSSM. Thus our light-sgoldstino scenario for UHECRs allows only small flavor violation in the scalar sector of superpartners.

Light (pseudo)scalars emerge not only in the context of supersymmetry, but also, for instance, in string theory and models with extra dimensions. Probably, such scalars also can serve as UHECRs if their effective coupling with photons obeys the limits presented in section III.

Interpreting the UHECRs as new (pseudo)scalars is, of course, extremely speculative. However, we think it is noteworthy that such an interpretation is at all possible and self-consistent without violating existing limits.

## Acknowledgments

We thank B. Ermolaev, V. Kuzmin, A. Neronov, V. Rubakov, L. Stodolsky, I. Tkachev and V. Zakharov for helpful discussions and comments. The work of GR and DS was supported, in part, by the Deutsche Forschungsgemeinschaft under grant No. SFB-375. The work of DG was supported in part by RFBR grant 99-01-18410, by the CPG and SSLSS grant 00-15-96626, by CRDF grant (award RP1-2103) and by SSF grant 7SUPJ062239.


text:
# Smooth structure of some symplectic surfaces

## 1. Introduction

McMullen and Taubes \[MT\] have constructed a remarkable simply connected smooth $`4`$-manifold, denoted by $`X`$, starting from a $`4`$-component link $`KS^3`$ and four copies of the rational elliptic surface $`E(1)`$. The interest in the link $`K`$ stems from the fact that it admits several inequivalent fibrations over $`S^1`$; these inequivalent fibrations give rise to two inequivalent symplectic structures on $`X`$, providing the first simply connected example of manifold with this property. The ingredients in the construction of \[MT\] are reminiscent of those used by Fintushel and Stern in defining a large class of smooth $`4`$-manifolds, and it is natural to ask how these constructions are related. In this note we will compare the link surgery construction of \[FS\] and the McMullen-Taubes example in order to prove that the latter manifold is diffeomorphic to a Fintushel-Stern manifold. This analysis (further developed in \[V\]) will lead us to introduce a new presentation of $`X`$ that allows us to identify a new symplectic structure on $`X`$. We will assume some familiarity with \[FS\] and \[MT\].

## 2. Construction of the 4-manifolds

We start by recalling the link surgery construction of \[FS\], omitting (for the sake of brevity) full generality. Consider an $`n`$-component oriented link $`KS^3`$. Let $`p_i=_{ji}lk(K_i,K_j)`$; the closed manifold $`M_K`$ obtained by performing $`p_i`$-surgery on the $`i`$th component has the property that the image $`m_i`$ of each meridian $`\mu (K_i)`$ has infinite order in $`H_1(M_K,)`$ and is canonically framed; in $`S^1\times M_K`$, the tori $`S^1\times m_i`$ have self-intersection zero and are framed and essential in homology. Next take $`n`$ copies of the simply connected elliptic surface without multiple fibers $`E(m)`$, each containing an elliptic fiber $`F_i`$, and construct, by normal connected sum, the manifold

(1)
$$E(m)_K=E(m)_i\mathrm{\#}_{F_i=S^1\times m_i}S^1\times M_K.$$

The gluing is made so as to send the homology class of the normal circle to the $`i`$th torus $`S^1\times m_i`$, represented by $`p_im_i+l_i`$ (where $`l_i`$ is the image of the preferred longitude $`\lambda (K_i)`$) to the class of a normal circle to the $`i`$th elliptic fiber. These prescriptions can be insufficient to uniquely define the manifold: the gluing map is defined up the action of $`SL(3,)`$ matrices of the form

(2)
$$\left(\begin{array}{ccc}a& b& 0\\ d& e& 0\\ g& h& 1\end{array}\right);$$

since $`F`$ is in the neighborhood of a cusp fiber in $`E(m)`$, we can dispose of the indeterminacy corresponding to the upper left $`SL(2,)`$ factor (due to the absence of a canonical choice for the basis of $`H_1(F,)`$) because any fiber and orientation preserving diffeomorphism of $`(E(m)\nu F)`$ extends to a (fiber-preserving) diffeomorphism of $`E(m)\nu F`$ (see Chapter 8 of \[GS\]); the symbol $`\nu ()`$ denotes the open neighborhood of an embedded submanifold. The remaining indeterminacy, however, cannot be disposed of in general. The manifold $`E(m)_K`$ is simply connected and has $`b_2^+n`$.

We will discuss now the example of McMullen and Taubes. Consider, in $`S^3`$, the 4-component oriented link $`K`$ given by the union of the Borromean rings $`K_1K_2K_3`$ and the axis of $`_3`$-symmetry $`K_4`$. Let $`N:=S^3\nu K`$. We recall the form of the Alexander polynomial $`\mathrm{\Delta }_K(x,y,z,t)`$ of $`K`$; here $`x,y,z`$ are the variables corresponding to the meridians of the Borromean rings and $`t`$ corresponds to the meridian to the axis:

(3)
$$\begin{array}{c}\mathrm{\Delta }_K(x,y,z,t)=4+(t+t^1)+(x+x^1+y+y^1+z+z^1)+\\ \\ (xy+(xy)^1+yz+(yz)^1+xz+(xz)^1)+(xyz+(xyz)^1).\end{array}$$

We have another description for $`N`$; perform $`0`$-surgery on $`S^3`$ along the components of the Borromean rings; it is well known that this surgery yields $`T^3`$. We can thus write $`N=S^3\nu K=T^3\nu L`$, where $`L`$ is a framed link in $`T^3`$, whose first three components give a basis of $`H_1(T^3,)`$. In fact, when we perform the $`0`$-surgery on the Borromean rings, the three meridians $`\mu (K_i)`$ ($`i=1,2,3`$) to the components of the Borromean rings go over longitudes $`m_i`$ of $`L_i`$, while the preferred longitudes $`\lambda (K_i)`$ are sent to meridians $`l_i`$ of $`L_i`$. The longitude of $`K_4`$ becomes a longitude to the component $`L_4T^3`$, which satisfies the relation $`L_4=L_1+L_2+L_3H_1(T^3,)`$; the meridian $`\mu (K_4)`$ of $`K_4`$ goes instead to a meridian $`m_4`$ of $`L_4`$ and is null-homotopic in $`T^3`$. It is instead nontrivial in $`H_1(N,)`$, where the four generators are given by the meridians. We have $`H^1(N,)i^{}H^1(T^3,)=<t>^{}`$. Then define the normal connected sum

(4)
$$X=E(1)_i\mathrm{\#}_{F_i=S^1\times L_i}S^1\times T^3.$$

Again, the definition requires that the homology class of the normal circle to $`S^1\times L_i`$ be sent to the homology class of the normal circle to the $`i`$th elliptic fiber. The previous remarks on the ambiguity of the definition apply. This manifold is simply connected and has $`b_2^+>1`$.

We show now that both constructions appear as particular cases of a general construction: consider the exterior of an oriented $`n`$-component link $`KS^3`$ together with the choice, in each boundary component, of an homology basis of simple curves $`(\alpha _i,\beta _i)`$ of intersection $`1`$. We introduce the following definition.

###### Definition 2.1.

Take a link $`K`$ as above with homology basis $`(\alpha _i,\beta _i)`$ and an elliptic surface $`E(m)`$. Define the manifold

(5)
$$E(m;\alpha _i,\beta _i)=(E(m)_i\nu F_i)_{F_i\times S^1=S^1\times \alpha _i\times \beta _i}(S^1\times (S^3\nu K))$$

where the gluing is made by lifting a diffeomorphism between $`S^1\times \alpha _i`$ and $`F_i`$ to an orientation-reversing diffeomorphism of the boundary tori in such a way that the homology class of $`\beta _i`$ is sent to the homology class of the normal circle to the $`i`$-th elliptic fiber.

The gluing condition is not enough to define the manifold completely. As in the case of Fintushel-Stern manifolds, the ambiguity related to the absence of a chosen basis in $`H_1(F_i,)`$ is only apparent, whereas the remaining ambiguity is effective. Moreover, the smooth manifold (as the notation suggests) can depend on the choice of the $`(\alpha _i,\beta _i)`$, with the noteworthy exception considered in the following lemma.

###### Lemma 2.2.

Let $`E(1;\alpha _i,\beta _i)`$ be defined as before. Then the manifold is well-defined and moreover its definition depends uniquely on $`K`$: that is, it is unaffected by the choice of the basis on $`(S^3\nu K)`$.

Proof: This follows from the fact that any orientation-preserving diffeomorphism of $`(E(1)\nu F)`$, and not only the fiber-preserving ones, extends to an orientation-preserving diffeomorphisms of $`(E(1)\nu F)`$ (see \[GS\]): on each boundary component we can reabsorb any orientation-preserving self-diffeomorphism of $`S^1\times \alpha _i\times \beta _i`$ by an orientation-preserving self-diffeomorphism of $`(E(1)_i\nu F_i)`$, which extends to $`E(1)_i\nu F_i`$. No matter how we glue the manifold $`S^1\times (S^3\nu K)`$ (in particular, for any choice of homology basis for the boundary), the resulting four manifolds are smoothly equivalent. Analyzing the previous construction yields the following, straightforward proposition.

###### Proposition 2.3.

The Fintushel-Stern manifolds $`E(m)_K`$ and the McMullen-Taubes manifold $`X`$ can be described via the construction in Definition 2.1.

Proof: The definition of normal connected sum shows that the manifolds defined in equation 1 can be rewritten in the form

(6)
$$E(m)_K=(E(m)_i\nu F_i)(S^1\times (S^3\nu K))$$

where the gluing is made lifting a diffeomorphism between $`S^1\times \mu (K_i)`$ and $`F_i`$ to an orientation-reversing diffeomorphism of the boundary tori so that the homology class of $`p_i\mu (K_i)+\lambda (K_i)`$ is sent to the class of the normal circle to $`F_i`$. Hence the manifold $`E(m)_K`$ corresponds to the choice $`(\alpha _i,\beta _i)=(\mu (K_i),p_i\mu (K_i)+\lambda (K_i))`$.
Concerning the McMullen-Taubes example, an analysis of the definitions via normal connected sum of Eq. 4 (keeping track of the framing of $`L_i`$) shows, as $`T^3\nu L=S^3\nu K`$, that $`X`$ corresponds to $`m=1`$ and to the choice $`(\alpha _i,\beta _i)=(\mu (K_i),\lambda (K_i))`$ for $`i=1,2,3`$ and $`(\alpha _4,\beta _4)=(\lambda (K_4),\mu (K_4))`$. Note that the latter definition differs from the Fintushel-Stern one, applied to the same link, for the different choice of the homology basis. However, in this particular case, we have our next lemma.

###### Lemma 2.4.

The McMullen-Taubes manifold $`X`$ is diffeomorphic to the Fintushel-Stern manifold $`E(1)_K`$.

Proof: This follows as particular case of Lemma 2.2. The same argument implies also that the manifold is well defined.

## 3. symplectic structures

We now want compare the symplectic structure arising naturally from the different presentations of $`X`$. The proof of the existence of symplectic structures on $`X`$ follows by application of Gompf’s theorem on symplectic normal connected sum between $`_iE(1)`$ and $`S^1\times M_K`$ (resp., $`S^1\times T^3`$) in the Fintushel-Stern (resp., McMullen-Taubes) construction. Both $`M_K`$ and $`T^3`$ are fibered $`3`$-manifolds obtained by Dehn filling of $`S^3\nu K`$ along the different surgery curves. For any choice of a fiber $`\mathrm{\Sigma }`$ in $`M_K`$ (resp., $`T^3`$) transverse to the image of the link, $`E(1)_K`$ (resp., $`X`$) inherits a natural symplectic structure induced from the closed, nondegenerate $`1`$-form defining the fibration on $`S^3\nu K`$. For any link $`K`$, fibrations on $`S^3\nu K`$ are identified with the elements of $`H^1(S^3\nu K,)`$ laying on the cones over some of the top dimensional faces of the Thurston unit sphere. The latter is defined, for $`\phi H^1(S^3\nu K,)`$, by minimizing the quantity

(7)
$$\chi (\mathrm{\Sigma })=\underset{\chi (\mathrm{\Sigma }_i)<0}{}(\chi (\mathrm{\Sigma }_i))$$

among properly embedded representatives $`\mathrm{\Sigma }`$ of the Poincaré dual of $`\phi `$ and then extending by linearity and continuity to real cohomology classes. The fibration on $`M_K`$ restricts by construction (see \[FS\]) to the fibration of $`S^3\nu K`$ with fiber given by the minimal spanning surface of the link $`K`$, that is, to the class $`(1,1,1,1)H_2(S^3\nu K,)`$. On $`T^3`$, as discussed in \[MT\], every fibration that restricts to the cone over the top-dimensional faces of the Thurston unit sphere on $`i^{}H^1(T^3,)H^1(S^3\nu K,)`$ induces a symplectic structure on $`X`$. We can relate the fibration of class $`(1,1,1,1)`$ and the fibrations laying in $`i^{}H^1(T^3,)`$: the analysis of the Thurston norm on $`H^1(S^3\nu K,)`$, detailed in \[MT\], shows that $`(1,1,1,1)`$ lies in the cone over the top dimensional face identified by the dual vertex $`xyz`$ (we use the same notation as Eq. 3), a face that already contains fibered elements of $`i^{}H^1(T^3,)`$. As a consequence, the canonical bundle corresponding to the symplectic structure induced on $`X`$ by this fibration cannot be used to distinguish it from the ones exhibited in \[MT\].
Let’s discuss now how we can produce a new symplectic structure that can be distinguished from the known ones by studying the canonical class. The unit sphere of the Thurston norm of $`S^3\nu K`$ is given, as discussed in \[MT\], by the product of the unit sphere in the subspace $`i^{}H^1(T^3,)`$ and the interval $`[\frac{1}{2},\frac{1}{2}]`$ of the orthogonal subspace: every fibered face is determined by a dual vertex among the sixteen vertices of the Newton polyhedron of the Alexander polynomial. We can represent the orthogonal subspace to $`i^{}H^1(T^3,)`$ as pull back under inclusion of the first cohomology group of $`S^1\times S^2`$: in fact, $`0`$-surgery on the axis $`K_4`$ of the Borromean ring exhibits $`N`$ as complement of a link $`\widehat{L}`$ in $`S^1\times S^2`$. The images of the meridians $`\mu (K_i)`$ for $`i=1,2,3`$ are (nullhomotopic) meridians to the components of $`\widehat{L}`$ with the same index; $`\mu (K_4)`$ goes to a preferred longitude of $`\widehat{L}_4`$. The longitudes $`\lambda (K_i)`$ for $`i=1,2,3`$ go to preferred longitudes of the respective $`\widehat{L}_i`$, while $`\lambda (K_4)`$ goes to a meridian to $`\widehat{L}_4`$. The fiber of $`S^1\times S^2`$ restricts to the fiber of $`S^3\nu K`$ identified by the homology class $`(0,0,0,1)H^1(S^3\nu K,)`$ (a disk spanning the axis, pierced once by each components of the Borromean rings). We have now the following.

###### Definition 3.1.

Consider the framed symplectic tori $`S^1\times \widehat{L}_iS^1\times S^1\times S^2`$ of self-intersection zero together with four copies of the rational elliptic surface $`E(1)`$. We define the normal connected sum

(8)
$$Y=E(1)_i\mathrm{\#}_{F_i=S^1\times \widehat{L}_i}S^1\times S^1\times S^2.$$

The definition of normal connected sum imposes that the homology class of the normal circle to $`S^1\times \widehat{L}_i`$ be sent over the homology class of the normal circle to the $`i`$-th elliptic fiber.

This definition yields immediately our next proposition.

###### Proposition 3.2.

The manifold $`Y`$ introduced in Definition 3.1 is a manifold of type $`E(1;\alpha _i,\beta _i)`$; it is, moreover, diffeomorphic to $`X`$ and to the Fintushel-Stern manifold $`E(1)_K`$.

Proof: The first statement follows by observing that the definition of $`Y`$ corresponds to the choice $`S^1\times S^2\nu \widehat{L}=S^3\nu K`$ and to the homology basis $`(\alpha _i,\beta _i)=(\lambda (K_i),\mu (K_i))`$ for $`i=1,2,3`$ and $`(\alpha _4,\beta _4)=(\mu (K_4),\lambda (K_4))`$. The second statement is a corollary, as Lemma 2.4, of Proposition 2.2. The construction of $`X`$ introduced in Def. 3.1 induces naturally a symplectic structure on the manifold: the fibration of $`S^3\nu K`$ with class $`(0,0,0,1)`$ has dual vertex $`t`$, as we can see by looking at the Alexander polynomial in equation 3. Theorem 3.4 of \[MT\] identifies the canonical bundle of this symplectic structure as the image of twice this vertex under the injective map $`H_1(S^3\nu K,)H^2(X,)`$. This canonical bundle has different valence, as vertex of the Newton polyhedron of the SW polynomial, than the canonical bundles obtained from the previous two construction of $`X`$ (see \[MT\]) and so is combinatorially different. As a consequence, it lies in a different orbit with repect to the action of the diffeomorphism group of $`X`$, that acts by preserving the Newton polyhedron. This proves the following.

###### Theorem 3.3.

The symplectic structure induced by normal connected sum on $`Y`$ is not equivalent (up to combination of pull-back and homotopies) to the previous ones.

The Seiberg-Witten polynomial of $`X`$ is given by $`\mathrm{\Delta }_K(x^2,y^2,z^2,t^2)`$; the new symplectic structure (and its conjugate), together with the fourteen constructed in \[MT\], exhaust the sixteen basic classes with coefficient $`\pm 1`$.

In \[V\] we discuss how the above constructions can be extended to obtain further generalizations of the Fintushel-Stern link surgery construction.


text:
# Interaction-round-a-face density-matrix renormalization-group method

## 1 introduction

Quantum spin chains are one of the most extensively studied systems by way of numerical calculations. In this article we consider isotropic spin-$`S`$ anti-ferromagnetic Heisenberg (AFH) spin chain, whose Hamiltonian is represented as

$$H=J\underset{i=1}{\overset{N1}{}}𝐒_i𝐒_{i+1},$$
(1)
where $`J`$ is a positive coupling constant and $`𝐒_i^{}`$ denotes spin operator at $`i`$-th site. After Haldane conjectured the existence of finite excitation gap for integer spin chains and the absence for half-integer ones , many efforts have been performed to confirm this conjecture. We focus on numerical analysis of the AFH model in the following.

A simple but concrete way to obtain the gap energy of the spin-$`S`$ AFH chain in the thermodynamic limit is to numerically calculate the excitation energies for finite size systems, and to perform the finite size scaling. Conventionally Lanczos method is applied to the Hamiltonian (Eq. (1)) expressed as a large sparse matrix in order to obtain lower lying states and their energies. The major shortcoming of this way is that the Lanczos diagonalization requires huge numerical resources. This is because the matrix dimension of the $`N`$-site system is of the order of $`(2S+1)^N`$, that rapidly increases with both $`N`$ and $`S`$. The largest system size $`N`$ which is manageable with current computer is around 36 (for $`S=1/2`$) even now.

The Density-matrix renormalization-group (DMRG) invented by White  is a novel and powerful computational method, which overcomes the limitation of the manageable system size in the Lanczos diagonalization. It enables us to obtain physical observables such as ground state energy, correlation functions, etc., of large scale systems very accurately without performing extensive computations. It is not overwhelming to say that the DMRG is one of the standard tools to study low dimensional quantum systems. DMRG is a real-space renormalization method, which divides the whole system into the left and the right blocks, and reduces the degree of freedom of each block using the eigenvalues of the reduced density matrix (DM) as probabilistic measures to choose the relevant block-spin states. The number of the block spin state kept under the RG transformation is conventionally represented by the letter $`m`$. It is important to choose sufficiently large $`m`$ in order to keep numerical precision. The computational cost in DMRG is, roughly speaking, proportional to $`m_{}^3`$, which is not heavily dependent on size $`N`$.

When applying DMRG to the spin-$`S`$ AFH chain specified by Eq. (1), the block spin states have total spin $`L`$ up to $`nS`$, where $`n`$ is a non-negative integer and depends on the number of spins in the block, we have to keep sufficient numbers of the block-spin state up to a certain total-spin $`L`$. This is problematic for large $`S`$ chains, because the system has spin rotational symmetry; the eigenvalues of the DM are $`(2L+1)`$-fold degenerated, since a block spin state with spin $`L`$ belongs to $`2L+1`$ spin multiplet. Consequently the necessary block spin states ($`=m`$) increases rapidly with $`S`$.

The problem of $`(2L+1)`$-fold degeneracy can be overcome by integrating out the $`SU(2)`$ symmetry of the spin chain, and by representing the AFH Hamiltonian using the total spin basis. As a result, the AFH system can be represented as a quantum limit of the interaction round a face (IRF) model . Sierra and Nishino  have modified DMRG algorithm for the $`S=1/2`$ and $`1`$ AFH models in the IRF representation (rep), where their numerical procedure is called ‘IRF-DMRG’. Wada  has further developed IRF-DMRG for the cases $`S=1`$ and $`S=2`$. It is easily understood that the the computational cost of IRF-DMRG is much lower than that of the conventional DMRG, since the dimension of the associated Hamiltonian matrix in IRF rep is much smaller than that in conventional ($`=`$ vertex) rep.

## 2 IRF-DMRG applied to $`S=1`$ and $`2`$ AFH systems

Now we demonstrate the numerical efficiency of IRF-DMRG when it is applied to AFH model for higher spin ($`S1`$) chains. In order to treat large $`S`$ systems, Wada  has developed a way of obtaining the IRF expression for the Heisenberg interaction for $`S1`$. In the IRF formulation, the spin excited states can be targeted by putting an additional auxiliary (or ghost) spin to the spin chain; more details are shown in Ref. .

Before showing the calculated results we stress that all the numerical data are obtained using personal computer with the moderate power (SPECfp95 $`25`$). This is because the Hilbert space dimension in the IRF rep is much smaller than that in the conventional $`S_{}^z`$ basis rep. For example, in the case of spin-$`2`$ spin chain, to keep $`m_{\mathrm{IRF}}90`$ states in the IRF rep is equivalent to keep $`m_{s_z}450`$ in the conventional rep. We keep 100 states at most, in the IRF rep. The ground state energy density $`e_0`$ and the estimated gap energy $`\mathrm{\Delta }`$ for $`S=1`$ are $`e_0=1.401484039J`$ and $`\mathrm{\Delta }=0.4104J`$, and those for $`S=2`$ are $`e_0=4.76124816J`$ and $`\mathrm{\Delta }=0.088J`$ .

Having described the computational benefits of IRF formulation, now let us observe the boundary effect from the IRF view point. Since DMRG (including the IRF-DMRG) chiefly treats systems with open boundary, it is important to decrease the boundary effect and obtain the properties of bulk state.

In order to estimate the spin excitation gap of AFH in the thermodynamic limit, White et al.  minimized the boundary effect by tuning the coupling constants $`J_{\mathrm{end}}`$ at both ends of the spin chain. They found that for $`S=1`$ chain the best $`J_{\mathrm{end}}`$ is $`0.5088`$ for the first excited state, and is $`0.7`$ for the ground state. Let us review how fast the boundary effect decreases with the system size when $`J_{\mathrm{end}}=0.5088`$. Figure 1 shows the gap energies $`\mathrm{\Delta }`$ as a function of the system size $`N`$. After rapid increase with $`N`$, the gap energy $`\mathrm{\Delta }(N)`$ becomes almost independent of $`N`$ when it is larger than $`20`$. It should be noted that it is possible to estimate $`\mathrm{\Delta }=0.4015J`$ from the data $`N20`$. In contrast, when $`J_{\mathrm{end}}`$ deviates from the best value, $`\mathrm{\Delta }(N)`$ shows very slow increases with $`N`$, this makes the finite size scaling very difficult.

What happens when $`J_{\mathrm{end}}=0.5088`$ for the first excited state? It is believed that the magnon (or the domain wall excitation) has zero momentum ($`k=\pi `$ in their definition) and it distributes quite uniformly . The situation is quite similar to the case of a particle in tight binding model with shallow negative potential at the system boundary. The IRF rep detects the magnon distribution more clearly, since it is possible to obtain the partial spin average

$$S_{1i}^{}\underset{j=1}{\overset{i}{}}S_j^{}.$$
(2)
The derivative of $`S_{1i}^{}`$ with respect to the lattice coordinate $`i`$ is proportional to the density of the quasi particle ($`=`$ magnon). To speak precisely, it is possible to obtain $`S_{1i}^{}`$ from the numerical data of the conventional DMRG, but careful treatment of numerical data is required; the IRF-DMRG provides $`S_{1i}^{}`$ more directly. Figure 2 shows $`S_{1i}^{}`$ for three different $`J_{\mathrm{end}}`$s. As is seen the partial spin average is quite linear in $`i`$ at the best boundary condition (BC) of $`J_{\mathrm{end}}=0.5088`$. The partial spin average shall be a good reference data when searching the similar BC for the higher spin chains. More detailed analysis will be published elsewhere.

In conclusion we have demonstrated the numerical advantage of IRF formulation through the study of the AFH model, particularly for higher spin chains. The ground state energy densities $`e_0`$ and gap energies $`\mathrm{\Delta }`$ are obtained with moderate computational cost. The results are $`e_0=1.401484039J`$, $`\mathrm{\Delta }=0.4104J`$ for $`S=1`$, and $`e_0=4.76124816J`$, $`\mathrm{\Delta }=0.088J`$ for $`S=2`$. The estimated spin gap is much more accurate than those obtained so far, under the condition $`m100`$. In addition, we have discussed how the minimization of the boundary effect is observed from the IRF view point. We have seen that at the best boundary condition at which $`J_{\mathrm{end}}`$ minimizes the boundary effect, the partial spin average $`S_{1i}^{}_{j=1}^iS_j^{}`$ of the first excited state is almost linear in $`i`$. To find out such smooth BCs for higher spin cases is our future subject.

T. N thank to G. Sierra for valuable discussions. The present work is supported by Grant-in-Aid for Scientific Research from Ministry of Education, Science, Sports and Culture (No. 11640376). Most of computations were performed on a 600 MHz Alpha PC164 workstation with a variant of Linux Alpha OS.


text:
# A Possible Candidate for Dark Matter

## 1.  Introduction

According to present understanding, more than ninety per cent of cosmic matter is dark matter, dark matter has only gravitational effects and can hardly be detected unless by gravitation. Many suppositions for dark matter have presented. Some theories consider that the so-called dark matter may possibly be composed of yet undetected particles. A common character of the suppositions is that dark matter are not absolutely dark, i.e., it can be detected by some way besides gravitation in essence.

In contrast with the suppositions, on the basis a new quantum field theory without divergence we identify dark matter with the W-particles which cannot be detected except gravitation. By the new quantum field theory we have obtained possible answers to the following problems.

1. The issue of the cosmological constant.

2. The problem of divergence of Feynman integrals with loop diagrams.

3. The problem of the origin of asymmetry in the electroweak unified theory.

The Lagrangian density of the quantum field theory without divergence is

$$=_F+_{W\text{ }},$$

$`_F`$ describes the F-particles which are correspondent to the particles in the conventional quantum field theory, $`_{W\text{ }}`$describes the W-particles which are new particles. $`_F`$ and $`_W`$ are symmetric. Thus the F-particles and the W-particles are fully symmetric. $`_F`$ and $`_W`$ are independent of each other before quantization unless the gravitation or repulsion is considered. After quantization $`_F`$ and $`_W`$ are dependent on each other. Thus, there is no interaction between the W-particles and the F-particles by quantizable fields, only the gravitation or repulsion may possibly be the interaction between the W-particles and the F-particles, and a real F-particle cannot transform into a real W-particle unless by a gravitation field or a repulsion field, and vice versa (but the two sorts of virtual particles can transform from one into another). The W-particles form the W-world, and the F-particles form the F-world. Thus we existing in the F-world cannot detect the W-particles by another methods except gravitation or repulsion in essence. Both energies of the W-particles and energies of the F-particles are positive. In present paper we discuss only this possibility that there is gravitation between W-particles and F-particles.

In the second section the conjecture that W-matter is identified with dark matter is presented. In the third section the properties and predictable astronomical observation of the sort of dark matter are discussed. Section four is conclusion.

## 2. W-matter is identified with dark matter

Because there are the two sorts of particles corresponding to $`_W`$ and $`_F`$ according to the new quantum field theory, the energy-momentum tensor $`𝒯_{\mu \nu }`$ should be written as

(1)
$$𝒯_{\mu \nu }=𝒯_{F\mu \nu }+𝒯_{W\mu \nu }.$$

Correspondingly, the Einstein’s equation should also be written as

(2)
$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R+\lambda g_{\mu \nu }=8\pi G\left(𝒯_{F\mu \nu }+𝒯_{W\mu \nu }\right).$$

Because there is no other interaction between the F-particles and the W-particles except the gravitation, we existing in F-world cannot detect the W-particles by other methods except the gravition. Thus, if W-particles exist, they must be the dark matter for the F-world. Because the F-world and the W-world are symmetric, it is possible that the W-matter is 50 per cent of all matter in the cosmos. Other components of dark matter for the F-world may possibly be other undetected F-matter.

In Ref. we obtain naturally a new $`SU(2)\times U(1)`$ electroweak unified model whose $`=_F+_W`$ , here $``$ is left-right symmetric and $`_W`$ and $`_F`$ are both left-right asymmetic. Thus the world is left-right symmetric in principle, but the part observed by us is asymmetric because $`_F`$ is asymmetric. This model does not contain any unknown particle with a massive mass. The world in which we exist, i.e., the F-world, is left-hand world, then the W-world is the right-hand world. Thus the right-hand world is the dark matter world for the left-hand world, and vice versa.

## 3. The properties and predictable astronomical observation of the sort of dark matter.

Because F-particles and W-particles are symmetic, we may suppose that in some phase after large explosion of the cosmos, the W-elementary particles and the F-elementary particles, e.g. the W-leptons and W-quarks and the F-leptons and F-quarks, are equal in quantity and mix uniformly. When the F-elementary particles go together, they can form F-nucleons, F-atoms, F-molecules, F-matter, F-celestial bodies and the F-world by the strong interaction and electroweak interaction. Identically, when the W-elementary particles go together, they can form W-nucleons, W-atoms, W-molecules, W-matter, W-celestial bodies and the W-world. But when W-elementary particles and F-elementary particles go together, they cannot form any new particles, since there is no interaction except the gravitation between them. Thus, we see that the dark matter for the F-world, i.e., the W-matter, has the following properties:

1. Dark matter and matter are no longer uniformly mixing.

2. Dark matter can also form a dumpling as matter does.

3. Dark matter is absolutely dark, and cannot be detected except by its gravitation effects.

4. Dark matter or a W-celestial body is transparent for any F-particle, e.g., a F-photon or a F-electron, can pass through a W-celestial body without any resistance. Of course, because of gravitation effects, when F-photons go towards a W-celestial body, they will have a movement to violet. When F-photons go away from a W-celestial body, they will have a movement to red. When F-particles, e.g. F-photons, go by a W-celestial body, their orbits will be winding, i.e., the W-celestial body has lens effect for the F-particles.

5. Because there is no force offseting the gravitation between a F-celestial body and a W-celestial body, a F-body can easily go into the interior of a W-body, and vice versa, and a W-celestial body is a gravitation potential well for a F-particle or a F-body. Thus, in contrast with impact of two F-celestial bodies, when a F-celestial body impacts a W-celestial body (dark matter), the F-celestial body and the W-celestial body will pass through each other without any friction or dissipative force. Of course, because of the powerful gravitation of the W-celestial body, some phenomena analogous to earthquake will occur for the F-celestial body. For example, when a W-celestial body with a very large mass passes through the earth, the entrance of the W-celestial body will form a sea and the exit will form land or a high mountain because of powerful gravitation effects. When the velocity of a F-celestial body relative to a W-celestial body is not large, the F-celestial body and the W-celestial body will form a vibration system because of the gravitation between them. Obviously, a F-celestial body can also rotate around a W-celestial body.

From this We guess it is possible that the reason for drift of the land on the earth is effect of impact of a W-celestial body with a massive mass to the earth, and the North Pole and the South Pole are respectively the entrance and the exit of the W-celestial body.

When a W-celestial body with a small mass impacts the earth, it will cause some earthquakes or tsunamis. The characters of such events are as follows.

A. Gravitation in some areas will be abnormal for a time.

B. All such events will be abrupt since we cannot detect motion of a W-object.

C. All such events will be accompanied by gathering of seawater and atmosphere and charges caused by friction, consequencely powerful windstorm, thunder and lightning, abnormal magnetic field will appear.

From this we guess that some earthquakes, some tsunamis and some disasters in areas like Bermuda. are caused by some W-celestial bodies.

6. A F-celestial body can coincide with a W-celestial body when their relative velocity is equal to zero (It is easily proven that according to quantum mechanics in this case the gravitation potential energy is not infinite). We call such a celestial body a W-F-celestial body or a W-F-star. The characters of a W-F-celestial body are as follows.

A. Because the gravitation mass of a W-F-celestial body is a sum of the W-celestial body and the F-celestial body contained in it and the W-celestial body is absolutely dark, the mass density of a W-F-celestial body will be very large, hence the photons radiated by them will have larger movement to red.

B. Their temperature is not higher since the mass and density of the F-celestial body contained in it are not still very large.

It is possible that two new stars $`RXJ1865`$ and $`3C58`$ have been found. The radius and temperature of $`RXJ1865`$ are respectively $`11.3km`$ and $`7\times 10^5C`$ , and the density and temperature of $`3C58`$ are respectively 5 times of a neutron-star and $`1\times 10^8C.`$ We guess that the new stars $`RXJ1865`$ and $`3C58`$ are such two W-F-stars, and are not so-called quark-stars. The density and temperature of a W-F-star may is arbitrary since a W-F-star can be composed of a F-celestial body and a W-celestial body with an arbitearily large mass. But the density and temperature of a quark-star should be determinate, and no proof show how much the density and temperature of a quark-star are respectively. Hence $`RXJ1865`$ and $`3C58`$ may possiblely be the two W-F-stars. In fact, if the gravitation mass of a celestial body is abnormally large, the celestial body is possibly a W-F-celestial body.

Quasi-stellar objects have very large movement to red and radiate very powerful energy. We guess that quasi-stellar objects are possibly the W-F-stars. Thus it is possible that their very large movement to red originates from the very powerful gravitation of the W-celestial body contained in quasi-stellar objects, the distances from the earth to quasi-stellar objects are not very long, and the energy emitted by a quasi-stellar object is not very powerful.

We will discuss the problems in detail in the following paper.

## 4. Conclusions

On the basis of a new quantum field theory without divergence, we identify W-matter with dark matter and guess that the two new stars $`RXJ1865`$ and $`3C58`$ and quasi-stellar objects are the compounds of a F-celestial body with a W-celestial body with massive enough mass, and some earthquakes, some tsunamis and some disasters in some areas like Bermuda are caused by W-objects.