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# Calculation of NMR Properties of Solitons in Superfluid 3He-A

## I INTRODUCTION

Nuclear magnetic resonance (NMR) has turned out to be very useful for studying the superfluid phases of liquid 3He. The two superfluid phases A and B are distinguished in the NMR spectrum by different frequency shifts of the absorption peaks.Leggett74  In addition to these “bulk” peaks, one often observes additional “satellite” peaks. These are caused by topological objects and textures that appear in the superfluid order parameter. Especially in superfluid 3He-A, several different objects have been identified based on the frequency shifts of the satellite peaks.vollhardtwolfle ; Volovik ; Lounas  The simplest of these are solitons. They are domain-wall-like structures where a planar object separates two different but degenerate bulk states.

The satellite peaks in 3He-A were first observed in measurements in the mid 1970’s.Avenel ; GouldLee  Soon after the theory of solitons in 3He was developed by Maki and Kumar.MakiKumar77 ; MakiKumar  Their calculation gave a striking agreement with the measured frequency shifts of the satellite peaks at temperatures close to the superfluid transition temperature $`T_\mathrm{c}`$. This initial success had the consequence that further studies of solitons went to other directionsBruinsmaMaki ; GouldBartolacBozler ; KharadzeMaki ; NakaharaMaki  and, unfortunately, no more precise calculations were done.

A soliton has two basic structures, “twist” and “splay,” which correspond to the cases of a magnetic field ($`B1`$ mT) perpendicular and parallel, respectively, to the plane of the soliton wall. Both these structures can be studied using small oscillations of the magnetization that are either transverse or longitudinal relative to the static field.

There are several points that can be improved in the previous calculations, given as follows. (i) The structure of the splay soliton was calculated only by using variational approximation. (ii) The calculations were limited to temperatures near $`T_\mathrm{c}`$. (iii) The effect of different parameter values was not studied. (iv) The amplitudes and widths of the satellite peaks as well as peaks of higher order were not studied. (v) Dissipation was neglected. It is just these points that we address in this paper. An additional motivation is that the study of solitons opens the way to detailed understanding of more complicated topological objects such as vortices.

We find that, using dissipationless theory, the agreement between the theoretical and experimental frequency shifts is generally very good. However, we find a puzzling disagreement in the transverse oscillation frequency of the splay soliton. This disagreement has remained unnoticed because no detailed comparison between theory and experiment has been published. Further, we find that the theory is particularly inflexible to explain this discrepancy away. Taking into account dissipation, in particular spin diffusion, changes these conclusions. On one hand, the disagreement in the splay-soliton frequency is reduced. On the other hand, we find considerable extra shift of resonance frequencies in high fields, which has not been reported experimentally. We also point out that the longitudinal resonance of the splay soliton has not been studied experimentally. Measurement of these quantities would be important to test our understanding of the basic properties of superfluid 3He.

We start in Sec. II with a short introduction to the hydrodynamic theory and NMR in 3He-A. In Sec. III we solve numerically the structure of the splay soliton. The frequency and the absorption of the principal satellite peak are determined in Secs. IV and V ignoring dissipative effects. In Sec. V we calculate the frequencies and absorption of the higher modes. In Sec. VI we take into account dissipation and calculate the effect of the spin diffusion and normal-superfluid relaxation on the absorption spectrum.

## II HYDRODYNAMIC THEORY

Here we briefly present some main points of the hydrodynamic theory and NMR in 3He-A. The order parameter of superfluid 3He-A is a $`3\times 3`$ tensor of the formLeggett ; vollhardtwolfle

$$A_{\mu j}=\mathrm{\Delta }\widehat{d}_\mu (\widehat{m}_j+\mathrm{i}\widehat{n}_j),$$
(1)
where $`\widehat{𝐝}`$, $`\widehat{𝐦}`$ and $`\widehat{𝐧}`$ are unit vectors and $`\widehat{𝐦}\widehat{𝐧}`$. It is conventional to define $`\widehat{𝐥}=\widehat{𝐦}\times \widehat{𝐧}`$, which gives the axis of the orbital angular momentum of a Cooper pair. The unit vector $`\widehat{𝐝}`$ defines the axis along which the spin of the Cooper pair vanishes. In a static magnetic field, the structure of a soliton can be determined by finding a local minimum for the free energyvollhardtwolfle ; Cross ; Fetterrev

$$F_{\mathrm{static}}=d^3r(f_\mathrm{d}+f_\mathrm{g}+f_\mathrm{h}).$$
(2)
Here $`f_\mathrm{d}`$ comes from the dipole-dipole interaction between nuclear moments,

$$f_\mathrm{d}=\frac{1}{2}\lambda _\mathrm{d}(\widehat{𝐝}\widehat{𝐥})^2,$$
(3)
$`f_\mathrm{h}`$ from coupling to the external field $`𝐁`$,

$$f_\mathrm{h}=\frac{1}{2}\lambda _\mathrm{h}(\widehat{𝐝}𝐁)^2,$$
(4)
and $`f_\mathrm{g}`$ from the gradient of the order parameter,

$`2f_\mathrm{g}`$ $`=`$ $`\rho _{}𝐯_s^2+(\rho _{}\rho _{})(\widehat{𝐥}𝐯_s)^2+2C𝐯_s\mathbf{}\times \widehat{𝐥}`$ (5)
$``$ $`2C_0(\widehat{𝐥}𝐯_s)(\widehat{𝐥}\mathbf{}\times \widehat{𝐥})+K_\mathrm{s}(\mathbf{}\widehat{𝐥})^2+K_\mathrm{t}(\widehat{𝐥}\mathbf{}\times \widehat{𝐥})^2`$
$`+`$ $`K_\mathrm{b}|\widehat{𝐥}\times (\mathbf{}\times \widehat{𝐥})|^2+K_5|(\widehat{𝐥}\mathbf{})\widehat{𝐝}|^2+K_6{\displaystyle \underset{i,j}{}}[(\widehat{𝐥}\times \mathbf{})_i\widehat{d}_j]^2.`$
The gradient energy (5) also includes the kinetic energy arising from the superfluid velocity $`𝐯_s=(\mathrm{}/2m_3)_i\widehat{m}_i\mathbf{}\widehat{n}_i`$, where $`m_3`$ is the mass of a 3He atom. However, in the following we limit to the case of zero superfluid velocity. The parameters appearing in the gradient energy have been calculated in the weak-coupling approximation by CrossCross  and Dörfle,Dorfle  the latter including more Fermi-liquid parameters. For numerical values see Refs. Hook,  and web, . The characteristic scales are given by the dipole length $`\xi _\mathrm{d}=(\mathrm{}/2m_3)\sqrt{\rho _{}/\lambda _\mathrm{d}}10\mu \mathrm{m}`$ and the dipole field $`B_\mathrm{d}=\sqrt{\lambda _\mathrm{d}/\lambda _\mathrm{h}}2\mathrm{mT}`$.

We consider a static field $`𝐁_0=B_0\widehat{𝐳}`$. We assume that the equilibrium $`\widehat{𝐝}`$, denoted by $`\widehat{𝐝}_0`$, lies in the plane perpendicular to $`𝐁_0`$:

$`\widehat{𝐝}_0=\widehat{𝐱}\mathrm{cos}\theta +\widehat{𝐲}\mathrm{sin}\theta .`$ (6)
This situation is always achieved in large field $`B_0B_\mathrm{d}`$, where $`\widehat{𝐝}`$ is forced to the plane by $`f_\mathrm{h}`$ (4), but in some cases this happens in low fields as well. Minimization of the total energy (2) gives for $`\theta `$ the equation

$$𝒟\theta +(\widehat{𝐥}\widehat{𝐝}_0)(\widehat{𝐥}\times \widehat{𝐝}_0)_z=0,$$
(7)
where the operator $`𝒟`$ is defined by

$$𝒟f=\frac{K_6}{\lambda _\mathrm{d}}^2f\frac{K_5K_6}{\lambda _\mathrm{d}}\mathbf{}\left[\widehat{𝐥}(\widehat{𝐥}\mathbf{})f\right].$$
(8)
In a dynamic magnetic state one has to include the spin magnetization $`\gamma 𝐒`$ as a new variable in addition to $`\widehat{𝐝}`$ and $`\widehat{𝐥}`$. The effective energy density has the formLeggett74 ; vollhardtwolfle

$$f_{\mathrm{eff}}=\frac{\mu _0\gamma ^2}{2}𝐒\stackrel{1}{\stackrel{}{\chi }}𝐒\gamma 𝐒𝐁+f_\mathrm{d}+f_\mathrm{g},$$
(9)
where $`\gamma `$ is the gyromagnetic ratio and $`\stackrel{}{\chi }`$ the susceptibility tensor. This leads to the equations of motion

$`\dot{𝐒}`$ $`=`$ $`\gamma 𝐒\times 𝐁\widehat{𝐝}\times {\displaystyle \frac{\delta f}{\delta \widehat{𝐝}}},`$ (10a)
$`\dot{\widehat{𝐝}}`$ $`=`$ $`\widehat{𝐝}\times \gamma \left(𝐁{\displaystyle \frac{\mu _0\gamma }{\chi }}𝐒\right),`$ (10b)
where $`f=f_\mathrm{d}+f_\mathrm{g}`$ and $`\chi `$ is the susceptibility in the normal state. The motion of $`\widehat{𝐥}`$ is strongly limited by viscosity and therefore we assume that $`\widehat{𝐥}`$ is independent of time.LT2  Equations (10) describe dissipationless dynamics. The inclusion of dissipative terms is postponed to Sec. VI. The field $`𝐁`$ is the sum of the static field $`𝐁_0`$ and a small radio-frequency field $`𝐁^{}`$ that oscillates at angular frequency $`\omega `$. Throughout this paper we limit to study the linear response of $`𝐒`$ and $`\widehat{𝐝}`$ to $`𝐁^{}`$. We parametrize the deviation of $`\widehat{𝐝}`$ with two parameters $`d_\theta `$ and $`d_z`$,

$`\widehat{𝐝}=\widehat{𝐝}_0+(\widehat{𝐳}\times \widehat{𝐝}_0)d_\theta +\widehat{𝐳}d_z.`$ (11)
For $`𝐒`$ we parametrize the deviation $`𝐒^{}`$ from the equilibrium $`𝐒_0=\chi 𝐁_0/\mu _0\gamma `$ by $`S_z^{}=S_zS_0`$ and circular components $`S^\pm =S_x\pm \mathrm{i}S_y`$. Similar definitions are used for other vectors as well. We linearize Eqs. (10) and assume the time dependence $`𝐒^{}(t)=𝐒^{}\mathrm{exp}(\mathrm{i}\omega t)`$, etc. Using the equilibrium condition (7) we get

$`\omega S^\pm `$ $`=`$ $`\pm \omega _0S^\pm \lambda _\mathrm{d}e^{\pm \mathrm{i}\theta }(𝒟+U_{})d_z+\mathrm{i}\lambda _\mathrm{d}e^{\pm 2\mathrm{i}\theta }l_zl_{}d_\theta \chi B_0B_\pm ,`$ (12a)
$`\omega d_z`$ $`=`$ $`{\displaystyle \frac{\mu _0\gamma ^2}{2\chi }}\left(S^{}e^{\mathrm{i}\theta }S^+e^{\mathrm{i}\theta }\right)+{\displaystyle \frac{\gamma }{2}}\left(B_+e^{\mathrm{i}\theta }B_{}e^{\mathrm{i}\theta }\right),`$ (12b)
$`\omega S_z^{}`$ $`=`$ $`\mathrm{i}\lambda _\mathrm{d}(𝒟+U_{})d_\theta +\mathrm{i}\lambda _\mathrm{d}(\widehat{𝐝}_0\times \widehat{𝐥})_zl_zd_z,`$ (12c)
$`\omega d_\theta `$ $`=`$ $`\mathrm{i}{\displaystyle \frac{\mu _0\gamma ^2}{\chi }}S_z^{}\mathrm{i}\gamma B_z^{}.`$ (12d)
Here $`\omega _0=\gamma B_0`$ is the Larmor frequency. The potentials $`U_{}`$ and $`U_{}`$ are defined by

$`U_{}`$ $`=`$ $`1l_z^22(\widehat{𝐥}\times \widehat{𝐝}_0)_z^2`$ (13)
$`U_{}`$ $`=`$ $`12l_z^2(\widehat{𝐥}\times \widehat{𝐝}_0)_z^2{\displaystyle \frac{K_6}{\lambda _\mathrm{d}}}(\mathbf{}\theta )^2{\displaystyle \frac{K_5K_6}{\lambda _\mathrm{d}}}(\widehat{𝐥}\mathbf{}\theta )^2.`$ (14)
In order to simplify Eqs. (12), let us consider the special case $`l_z0`$. In this case the equations separate into independent blocks for longitudinal and transverse oscillations of the magnetization. The resonance frequencies are determined by two independent Schrödinger-type equations for $`d_\theta `$ and $`d_z`$,

$`(𝒟+U_{})d_\theta `$ $`=`$ $`\alpha _{}d_\theta ,`$ (15)
$`(𝒟+U_{})d_z`$ $`=`$ $`\alpha _{}d_z.`$ (16)
The eigenvalues $`\alpha _{,k}`$ and $`\alpha _{,k}`$ of these equations are related to the resonance frequencies as

$`\omega _{,k}^2`$ $`=`$ $`\mathrm{\Omega }^2\alpha _{,k},`$ (17)
$`\omega _{,k}^2`$ $`=`$ $`\omega _0^2+\mathrm{\Omega }^2\alpha _{,k}.`$ (18)
Here $`\mathrm{\Omega }=(\mu _0\gamma ^2\lambda _\mathrm{d}/\chi )^{1/2}`$ is the longitudinal resonance frequency of the A phase. The corresponding eigenfunctions of Eqs. (15) and (16) are denoted by $`\psi _{,k}`$ and $`\psi _{,k}`$, respectively. They are assumed to be normalized: $`d^3r|\psi _{,k}|^2=1`$ and $`d^3r|\psi _{,k}|^2=1`$. Because we have temporarily neglected dissipative processes, the power absorption $`P(\omega )`$ consists of $`\delta `$-peaks, $`P(\omega )=_kI_k\delta (\omega \omega _k)`$.

Instead of assuming $`l_z0`$, an alternative approach to Eqs. (12) is to study the high-field limit $`\omega _0\mathrm{\Omega }`$. More precisely, one can calculate the resonance frequencies as a power series of $`\mathrm{\Omega }^2`$ and neglect terms of the order of $`\mathrm{\Omega }^4`$ and higher. In this approximation all the three components $`S_z^{}`$, $`S^+`$, and $`S^{}`$ decouple. The eigenvalue equations and frequencies are the same as above equations (15)-(18) except that Eq. (18) is valid only to leading order in $`\mathrm{\Omega }`$:

$`\omega _{,k}`$ $`=`$ $`\pm \left[\omega _0+{\displaystyle \frac{\mathrm{\Omega }^2}{2\omega _0}}\alpha _{,k}+O({\displaystyle \frac{\mathrm{\Omega }^4}{\omega _0^3}})\right].`$ (19)
For the rest of this section we assume the high-field limit $`\omega _0\mathrm{\Omega }`$.

In the case of dipole locking, $`\widehat{𝐥}(𝐫)=\widehat{𝐝}(𝐫)`$, the lowest bulk eigenvalues are $`\alpha _{,\mathrm{b}}=\alpha _{,\mathrm{b}}=1`$. In this case only the bulk eigenstate gives rise to absorption $`I_{\mathrm{b},}=Vi_{}`$ and $`I_{\mathrm{b},}=Vi_{}`$, where the two modes

$`i_{}`$ $`=`$ $`{\displaystyle \frac{\pi }{4\mu _0}}B_{z}^{}{}_{}{}^{2}\chi \mathrm{\Omega }^2,`$ (20)
$`i_{}`$ $`=`$ $`{\displaystyle \frac{\pi }{4\mu _0}}(B_x^2+B_y^2)\chi \omega _0^2,`$ (21)
and $`V=d^3r`$ is the volume of the liquid.

In the presence of dipole unlocking also other eigenstates contribute to the absorption. Their intensities are given byBruinsmaMaki ; VSF84 ; vollhardtwolfle

$`I_{,k}`$ $`=`$ $`i_{}\alpha _{,k}Q_{,k}=i_{}\alpha _{,k}\left|{\displaystyle d^3r\psi _{,k}(𝐫)}\right|^2,`$ (22)
$`I_{,k}`$ $`=`$ $`i_{}Q_{,k}=i_{}\left|{\displaystyle d^3r\psi _{,k}(𝐫)\mathrm{exp}[\mathrm{i}\theta (𝐫)]}\right|^2.`$ (23)
Here the $`Q_k`$’s satisfy the sum rules

$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}Q_{,k}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}Q_{,k}=V,`$ (24)
$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\alpha _{,k}Q_{,k}`$ $`=`$ $`{\displaystyle d^3rU_{}},`$ (25)
$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\alpha _{,k}Q_{,k}`$ $`=`$ $`{\displaystyle d^3r\left[(\widehat{𝐥}\widehat{𝐝}_0)^2l_z^2\right]},`$ (26)
$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\alpha _{,k}^2Q_{,k}`$ $`=`$ $`{\displaystyle d^3rU_{}^2},`$ (27)
$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\alpha _{,k}^2Q_{,k}`$ $`=`$ $`{\displaystyle d^3r\left\{\left[(\widehat{𝐥}\widehat{𝐝}_0)^2l_z^2\right]^2+(\widehat{𝐥}\times \widehat{𝐝}_0)_z^2(\widehat{𝐥}\widehat{𝐝}_0)^2\right\}},`$ (28)
and so on. The sum rules can be derived using the orthogonality properties of the eigenfunctions. \[In Eq. (28) one also needs Eq. (7).\] The lowest-order rules (24)-(26) apparently are equivalent to the sum rules presented by Leggett.Leggett73

## III EQUILIBRIUM STRUCTURE OF A SPLAY SOLITON

The minimum of the dipole energy (3) can be achieved in two ways: either $`\widehat{𝐥}`$ and $`\widehat{𝐝}`$ are parallel or they are antiparallel. This double degeneracy gives rise to domain walls or solitons. On one side of the wall $`\widehat{𝐥}=\widehat{𝐝}`$ and on the other side $`\widehat{𝐥}=\widehat{𝐝}`$. We will study cases where the static field $`𝐁_0`$ is either perpendicular or parallel to the plane of the soliton wall. The soliton structures in these cases are known to have composite twist and splay structures, respectively.MakiKumar  The structure and the fundamental NMR frequency of a twist soliton have been solved analytically.MakiKumar77 ; MakiKumar ; vollhardtwolfle  Here we concentrate on the case of a splay soliton, which has previously been studied only by variational methods.MakiKumar ; VollhardtMaki ; BruinsmaMaki ; exp  Its structure is illustrated in Fig. 1.

In the cases of a twist or a splay soliton, both $`\widehat{𝐥}`$ and $`\widehat{𝐝}`$ are in the plane perpendicular to $`𝐁_0`$. We parametrize

$`\widehat{𝐥}=\widehat{𝐱}\mathrm{cos}\eta +\widehat{𝐲}\mathrm{sin}\eta `$ (29)
and $`\widehat{𝐝}`$ as above, Eq. (6). For a splay soliton the angles $`\theta `$ and $`\eta `$ are taken as functions of $`x`$ only. We use the boundary conditions $`\eta (+\mathrm{})=\theta (+\mathrm{})`$ and $`\eta (\mathrm{})=\theta (\mathrm{})+\pi `$. Substituting the vector fields (6) and (29) into the total energy (2) gives that the energy per unit area is

$`f_\mathrm{s}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }dx[(K_\mathrm{s}\mathrm{sin}^2\eta +K_\mathrm{b}\mathrm{cos}^2\eta )\left({\displaystyle \frac{d\eta }{dx}}\right)^2`$ (30)
$`+(K_6\mathrm{sin}^2\eta +K_5\mathrm{cos}^2\eta )\left({\displaystyle \frac{d\theta }{dx}}\right)^2\lambda _\mathrm{d}\mathrm{cos}^2(\eta \theta )].`$
The energy functional (30) was discretized using equal intervals ($`x_i=L/2+Li/N`$, $`i=0,\mathrm{},N`$), and the values of $`\eta `$ and $`\theta `$ at these discrete points were taken to be the minimizing variables. The boundary conditions were taken into account by linear initial approximations $`\eta =(\pi /2)(2\pi /3L)x`$ and $`\theta =(\pi /3L)x`$. The minimization can be done by a simple relaxation method. The resulting functions $`\eta (x)`$ and $`\theta (x)`$ at different temperatures are shown in Fig. 2.

## IV PRINCIPAL NMR FREQUENCY

We now apply the theory of Sec. II to calculate NMR properties of solitons. For solitons $`l_z0`$, which decouples the longitudinal and transverse modes at arbitrary $`\omega _0`$ in Eqs. (12). Thus the eigenvalues $`\alpha _{,k}`$ are related to resonance frequencies as given in Eq. (18) at any field.

The main signature of solitons in the NMR spectrum comes from the lowest eigenvalue of Schrödinger-like equations (15) and (16). This lowest frequency can be calculated, for example, using a variational formulation:

$`\alpha _,`$ $`=`$ $`\underset{\psi }{\mathrm{min}}{\displaystyle \frac{d^3r\left[K_6|\mathbf{}\psi |^2+(K_5K_6)|\widehat{𝐥}\mathbf{}\psi |^2+\lambda _\mathrm{d}U_,|\psi |^2\right]}{\lambda _\mathrm{d}d^3r|\psi |^2}}.`$ (31)
This was discretized and the values of $`\psi (x_i)`$ were taken to be the minimizing variables. The form for the initial approximation used was $`\psi (x)=\mathrm{cosh}^n(qx)`$ and the boundary conditions $`d\psi /dx=0`$ were assumed at the end points. The length $`L`$ was increased until its effect disappeared. One solution is shown in Fig. 3.

In Fig. 4 we plot the temperature dependence of the lowest resonance frequencies as well as some experimental data. For completeness we also include the analytical results for the twist soliton:MakiKumar ; vollhardtwolfle

$`\alpha _{}^{\mathrm{twist}}`$ $`=`$ $`{\displaystyle \frac{1}{2K_\mathrm{t}}}[\sqrt{(9K_\mathrm{t}+K_6)(K_\mathrm{t}+K_6)}3K_\mathrm{t}K_6]`$ (32)
$`\alpha _{}^{\mathrm{twist}}`$ $`=`$ $`{\displaystyle \frac{K_6}{K_6+K_\mathrm{t}}}.`$ (33)
The reduced frequency shifts $`\alpha _{}`$ (17) and $`\alpha _{}`$ (18) depend only on the ratios of the hydrodynamic coefficients $`K_\mathrm{b}`$, $`K_\mathrm{s}`$, $`K_\mathrm{t}`$, $`K_5`$, and $`K_6`$. (Note that the absolute magnitudes of $`K_i`$’s and $`\lambda _\mathrm{d}`$ define length and energy scales that do not affect $`\alpha _{}`$ or $`\alpha _{}`$.) In the weak-coupling approximation the ratios of $`K_i`$’s are functions of an infinite set of Fermi-liquid parameters $`F_j^s`$ and $`F_j^a`$, with $`j=1,3,5`$, etc.Dorfle  Here we neglect all the coefficients with $`j>1`$ since they are unknown. For $`F_1^s`$ we use the value by GreywallGreywall  at the melting pressure, $`F_1^s=14.5`$. However, the dependence on $`F_1^s`$ is weak. For example, the variation $`F_1^s=14.5\pm 1`$ shows up only in the fourth decimal of $`\alpha `$ at $`T=0.8T_\mathrm{c}`$. In terms of pressure, the maximum difference in $`\alpha `$ between 2.6 and 3.4 MPa is 1% at temperatures higher than $`0.5T_\mathrm{c}`$. The value $`F_1^a=1`$ was taken from Ref. Greywall83,  and it is also consistent with Ref. Candela, . In order to see the effect of $`F_1^a`$ we also used $`F_1^a=0`$. It can be seen in Fig. 4 that this shifts the resonance frequency up at temperatures below $`T_\mathrm{c}`$.

There are no quantitative calculations of strong-coupling effects in the A phase at a general temperature. In order to get some idea how strong coupling could affect the soliton frequencies, we use a “trivial strong-coupling” model developed by Serene and RainerSereneRainer  for the B phase. In this model the weak-coupling energy gap is multiplied by a factor that depends on the temperature and on the jump of the specific heat $`\mathrm{\Delta }C_\mathrm{B}/C_\mathrm{n}`$ at $`T=T_\mathrm{c}`$. This dependence is tabulated in Ref. SereneRainer, . We adapt this model to the A phase by calculating the multiplying factor using the same table but substituting $`\frac{6}{5}\mathrm{\Delta }C_\mathrm{A}/C_\mathrm{n}`$ in place of $`\mathrm{\Delta }C_\mathrm{B}/C_\mathrm{n}`$, and using extrapolation when needed. We take $`\mathrm{\Delta }C_\mathrm{A}/C_\mathrm{n}`$ from measurements by Greywall.Greywall  It can be seen in Fig. 4 that the gap enhancement, which affects only intermediate temperatures, has a smaller effect than the change of $`F_1^a`$.

In the limiting case $`TT_\mathrm{c}`$ the reduced frequencies $`\alpha _{}`$ and $`\alpha _{}`$ are independent of any parameters appearing in the weak-coupling model, including also the gap enhancement. This is a consequence of the Ginzburg-Landau expansion that gives to the parameters $`K_i`$ the ratios $`K_\mathrm{b}:K_\mathrm{s}:K_\mathrm{t}:K_5:K_6=\gamma :1:1:2:(\gamma +1)`$. The only free parameter here is $`\gamma `$, which in the weak coupling (with or without gap enhancement) has the value $`\gamma =3`$. This value is changed only when nontrivial strong-coupling corrections are included. The “weak-coupling-plus” model by Serene and RainerSereneRainer2  gives an estimate $`\gamma 3.12`$. Figure 4 shows the reduced frequencies corresponding to $`\gamma =2`$ and $`\gamma =4`$. We see that this variation changes the splay soliton $`\alpha _{}`$ less than 3% but for the twist soliton the effect is ten times larger.

There is rather good agreement between the experiment and the theory corresponding to weak coupling and $`F_1^a=1`$. Equally good agreement is achieved with gap enhancement and $`F_1^a0.7`$. The longitudinal twist data is a strong indication that the deviation from the weak-coupling value $`\gamma =3`$ is small, as predicted by Serene and Rainer.SereneRainer2  The only major difference between theory and experiment exists in the transverse splay-soliton frequency at high temperatures. It seems very difficult to improve the agreement in this case by any change of the parameters in the theory above since $`\alpha _{}^{\mathrm{splay}}`$ at $`T_\mathrm{c}`$ is effectively fixed. On the experimental side, one possibility is that the field is not precisely in the plane of the soliton in the measurements. This would add a small twist component to the splay soliton and thus shift up the frequency.MakiKumar  Another possibility is that the inclusion of relaxation mechanisms could shift the calculated resonance frequency, as will be discussed in Sec. VI.

At $`T_\mathrm{c}`$ we find the eigenvalues $`\alpha _{}=0.388`$ and $`\alpha _{}=0.672`$ for $`\gamma =3`$. These differ slightly from the variational results by Maki and KumarMakiKumar  that are 0.403 and 0.677, respectively.

## V ABSORPTION AND HIGHER MODES

Here we calculate the intensity of the principal soliton peak and analyze the absorption at other frequencies. For planar objects intensities (22) and (23) are most conveniently expressed in the form of an absorption thickness $`s_k`$, which equals $`Q_k`$ divided by the area of the planar object,

$`s_k={\displaystyle \frac{Q_k}{A}},`$ (34)
for each mode $`k`$. The absorption thicknesses in the lowest eigenstate are plotted in Fig. 5.

The absorption for a twist soliton can be calculated analytically. Substituting the eigenfunction $`\psi =c_1sech^\mu az`$ into Eqs. (22) and (23) and using $`\theta =c_2\mu _{}sgn(z)\mathrm{arccos}(sechaz)`$ (Refs. MakiKumar,  and vollhardtwolfle, ) we find

$`s_{}^{\mathrm{twist}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }\mathrm{\Gamma }^2(\frac{\mu _{}}{2})\mathrm{\Gamma }(\mu _{}+\frac{1}{2})}{a\mathrm{\Gamma }(\mu _{})\mathrm{\Gamma }^2(\frac{\mu _{}+1}{2})}}`$ (35)
$`s_{}^{\mathrm{twist}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }4^{1\mu _{}}\mathrm{\Gamma }(\mu _{})}{a\mathrm{\Gamma }(\mu _{}+\frac{1}{2})}}.`$ (36)
Here $`\mathrm{\Gamma }`$ is the Gamma function and

$`a`$ $`=`$ $`\sqrt{{\displaystyle \frac{\lambda _\mathrm{d}(K_6+K_\mathrm{t})}{K_6K_\mathrm{t}}}}`$ (37)
$`\mu _{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\sqrt{{\displaystyle \frac{9K_\mathrm{t}+K_6}{K_\mathrm{t}+K_6}}}1\right)`$ (38)
$`\mu _{}`$ $`=`$ $`{\displaystyle \frac{K_\mathrm{t}}{K_6+K_\mathrm{t}}}.`$ (39)
In order to get all the resonance modes, we discretize the space as discussed above ($`x_i=L/2+Li/N`$, $`i=0,\mathrm{},N`$, for twist soliton replace $`x`$ by $`z`$). This means that Eqs. (15) and (16) turn into a matrix eigenvalue problem. This can be solved by standard library routines for matrices of reasonable size. This gives all the frequencies, including the fundamental one (31). However, the higher modes extend over the whole interval, and it is important to fix boundary conditions for them. We require zero derivative of $`\psi `$ at $`x=\pm L/2`$. This can be justified by considering a lattice of solitons. The general eigenfunctions $`\psi `$ of Eqs. (15) and (16) are of the Bloch form, but only strictly periodic functions lead to nonzero absorption in Eqs. (22) and (23). The unit cell of a soliton lattice $`x=L/2,\mathrm{},3L/2`$ consists of two solitons located around $`x=0`$ and $`x=L`$. The vectors $`\widehat{𝐥}`$ and $`\widehat{𝐝}`$ have the symmetries $`\widehat{𝐥}(L/2+x)=\widehat{𝐥}(L/2x)`$ and $`\widehat{𝐝}(L/2+x)=\widehat{𝐝}(L/2x)`$. This implies that the eigenfunctions can be classified as symmetric or antisymmetric (with respect to $`x=L/2`$). The symmetric solutions have $`d\psi /dx(\pm L/2)=0`$, and the antisymmetric solutions can be neglected since they do not contribute to the absorption.

The results for the frequencies and intensities of the higher modes are shown in Fig. 6.

As expected, the higher modes depend on the size $`L`$ of the system used in the calculation. The modes seem to appear as pairs above the bulk peak. The bulk peak also seems to consist of two peaks that do not appear exactly at $`\alpha =1`$ due to finite $`L`$. In fact, the finite $`L`$ corresponds to a periodic lattice of solitons, which should give rise to peaks that are analogous to the Bragg peaks in the x-ray scattering from periodic solids. Such peaks are indeed seen experimentally in the case of a vortex sheet, where a nearly periodic arrangement is automatically generated.Parts  The observation of the peaks depends essentially on dissipative effects, which broadens the peaks. This will be discussed in the following section.

## VI THE EFFECT OF DISSIPATION

There are two sources of dissipation that are important for solitons. The nonequilibrium between normal and superfluid magnetizations is the main relaxation mechanism in homogeneous superfluid 3He.CE ; Combescot76 ; LT  In inhomogeneous situations the nonequilibrium between normal magnetizations at different locations causes relaxation via spin diffusion. We study these two mechanisms below, the latter in the case where the inhomogeneity arises from the soliton. We neglect extrinsic effects such as the inhomogeneity caused by nonuniform magnetic field. We also do not consider dissipation caused by orbital motion. According to the estimation in Ref. LT2, , this is important only at temperatures very near $`T_\mathrm{c}`$, region which is vanishingly small on the scale of Fig. 4.

Our treatment of the dissipation is purely phenomenological. For normal-superfluid relaxation we use the model developed by Leggett and Takagi, which is extensively described in Ref. LT, . For the relaxation of spatially nonequilibrium magnetization we use simple diffusion equation. This approach can be correct only when the mean free path of the quasiparticles is smaller than the thickness of the soliton, and therefore it necessarily fails at low temperatures, where the mean free path diverges. Our treatment also neglects the tensor character of the spin-diffusion coefficient, as well as the anisotropic energy gap with varying anisotropy axis $`\widehat{𝐥}(𝐫)`$, which leads to Andreev reflection of the quasiparticles.

In order to treat the relaxation, the spin polarization $`𝐒`$ is divided into a superfluid (pair) part $`𝐒_p`$ and a normal (quasiparticle) part $`𝐒_q=𝐒𝐒_p`$. Both parts have separate equations of motion

$`\dot{𝐒}_q`$ $`=`$ $`\gamma 𝐒_q\times \left(𝐁\mu _0\gamma {\displaystyle \frac{F_0^a}{\chi _0}}𝐒_p\right)+{\displaystyle \frac{1}{\tau }}\left[(1\lambda )𝐒_p\lambda 𝐒_q\right]+\kappa ^2𝐒_q`$ (40a)
$`\dot{𝐒}_p`$ $`=`$ $`\gamma 𝐒_p\times \left(𝐁\mu _0\gamma {\displaystyle \frac{F_0^a}{\chi _0}}𝐒_q\right){\displaystyle \frac{1}{\tau }}\left[(1\lambda )𝐒_p\lambda 𝐒_q\right]\widehat{𝐝}\times {\displaystyle \frac{\delta f}{\delta \widehat{𝐝}}}`$ (40b)
$`\dot{\widehat{𝐝}}`$ $`=`$ $`\gamma \widehat{𝐝}\times \left[𝐁\mu _0\gamma {\displaystyle \frac{F_0^a}{\chi _0}}𝐒_q\mu _0\gamma \left({\displaystyle \frac{F_0^a}{\chi _0}}+{\displaystyle \frac{1}{\lambda \chi _0}}\right)𝐒_p\right].`$ (40c)
Except the spin-diffusion term $`\kappa ^2𝐒_q`$, these equations are the same as in Ref. LT, . Here $`\chi _0`$ is the susceptibility in the absence of Fermi-liquid effects. As above, $`\chi `$ is the susceptibility in the normal state, so that $`\chi /\chi _0=1/(1+F_0^a)`$. The function $`\lambda (T/T_\mathrm{c})`$ is defined as the equilibrium fraction of the superfluid magnetization, and is given by Eq. (4.23) in Ref. LT, . The Leggett-Takagi relaxation time $`\tau `$ describes local relaxation of $`𝐒_p`$ and $`𝐒_q`$ to their equilibrium values. The spin diffusion appears via term $`\kappa ^2𝐒_q`$ in the equation for $`\dot{𝐒}_q`$ (40a). In the normal state the spin-diffusion constant $`\kappa `$ is related to the spin-diffusion time $`\tau _\mathrm{D}`$ byLeggett70

$$\kappa =\frac{1}{3}v_\mathrm{F}^2(1+F_0^a)\tau _\mathrm{D},$$
(41)
where $`v_\mathrm{F}`$ is the Fermi velocity. We use this parametrization also in the superfluid state. Note that $`\kappa `$ is defined as the spin-diffusion constant for $`𝐒_q`$, so that the effective diffusion constant for the total magnetization $`𝐒`$ is $`(1\lambda )\kappa `$.

We continue by writing the equations for variables $`\widehat{𝐝}`$, $`𝐒`$, and the deviation from local equilibrium

$`𝜼=𝐒_p\lambda 𝐒.`$ (42)
Similarly, as in Sec. II, we linearize the equations and assume harmonic time dependence. We use the fact that $`l_z=0`$ in solitons. As a consequence, the transverse and longitudinal modes separate at any field $`B_0`$. Differing from Sec. II we introduce dimensionless quantities by defining $`S^\pm =(\mathrm{\Omega }^2/\lambda _\mathrm{d}\omega _0)(S_x^{}\pm \mathrm{i}S_y^{})`$ and $`\eta ^\pm =(\mathrm{\Omega }^2/\lambda _\mathrm{d}\omega _0)(\eta _x^{}\pm \mathrm{i}\eta _y^{})`$. For transverse oscillations we get the equations

$`{\displaystyle \frac{\omega }{\omega _0}}S^\pm `$ $`=`$ $`\left[\pm 1+\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2\right]S^\pm \mathrm{i}{\displaystyle \frac{\kappa }{\omega _0}}^2\eta ^\pm {\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0^2}}e^{\pm \mathrm{i}\theta }(𝒟+U_{})d_z{\displaystyle \frac{B_\pm }{B_0}},`$ (43a)
$`{\displaystyle \frac{\omega }{\omega _0}}\eta ^\pm `$ $`=`$ $`\left(\pm {\displaystyle \frac{1}{1+F_0^a}}{\displaystyle \frac{\mathrm{i}}{\omega _0\tau }}+\mathrm{i}\lambda {\displaystyle \frac{\kappa }{\omega _0}}^2\right)\eta ^\pm \mathrm{i}\lambda (1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2S^\pm `$ (43b)
$`(1\lambda ){\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0^2}}e^{\pm \mathrm{i}\theta }(𝒟+U_{})d_z,`$
$`{\displaystyle \frac{\omega }{\omega _0}}d_z`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(S^{}e^{\mathrm{i}\theta }S^+e^{\mathrm{i}\theta }\right)+{\displaystyle \frac{\chi }{2\lambda \chi _0}}\left(\eta ^{}e^{\mathrm{i}\theta }\eta ^+e^{\mathrm{i}\theta }\right)`$ (43c)
$`+{\displaystyle \frac{1}{2B_0}}\left(B_+e^{\mathrm{i}\theta }B_{}e^{\mathrm{i}\theta }\right).`$
The full solution of this problem can be written as a five-component vector $`\psi =(S^{}\eta ^{}d_z\eta ^+S^+)^T=_ic_i\psi _i`$, where the $`\psi _i`$’s satisfy the homogeneous equation where $`B_\pm =0`$. The eigenvalues $`\omega _i`$ of the homogeneous equation are now complex valued, and the eigenvectors $`\psi _i`$ are not orthogonal to each other. In order to solve for the absorption spectrum we find that the following adjoint eigenvalue problem:MorseF

$`{\displaystyle \frac{\omega }{\omega _0}}\underset{¯}{S}^\pm `$ $`=`$ $`\left[\pm 1+\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2\right]\underset{¯}{S}^\pm \mathrm{i}\lambda (1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2\underset{¯}{\eta }^\pm {\displaystyle \frac{1}{2}}e^{\mathrm{i}\theta }\underset{¯}{d}_z`$ (44a)
$`{\displaystyle \frac{\omega }{\omega _0}}\underset{¯}{\eta }^\pm `$ $`=`$ $`\left(\pm {\displaystyle \frac{1}{1+F_0^a}}{\displaystyle \frac{\mathrm{i}}{\omega _0\tau }}+\mathrm{i}\lambda {\displaystyle \frac{\kappa }{\omega _0}}^2\right)\underset{¯}{\eta }^\pm \mathrm{i}{\displaystyle \frac{\kappa }{\omega _0}}^2\underset{¯}{S}^\pm {\displaystyle \frac{\chi }{2\lambda \chi _0}}e^{\mathrm{i}\theta }\underset{¯}{d}_z`$ (44b)
$`{\displaystyle \frac{\omega }{\omega _0}}\underset{¯}{d}_z`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0^2}}(𝒟+U_{})\left[e^{\mathrm{i}\theta }\underset{¯}{S}^{}e^{\mathrm{i}\theta }\underset{¯}{S}^++(1\lambda )(e^{\mathrm{i}\theta }\underset{¯}{\eta }^{}e^{\mathrm{i}\theta }\underset{¯}{\eta }^+)\right]`$ (44c)
has the same eigenvalues $`\omega _i`$ as the homogeneous version of problem (43) and that the eigenvectors $`\underset{¯}{\psi }_i=(\underset{¯}{S}_i^{}\underset{¯}{\eta }_i^{}\underset{¯}{d}_{z,i}\underset{¯}{\eta }_i^+\underset{¯}{S}_i^+)^T`$ are orthogonal to $`\psi _j`$’s:

$`{\displaystyle \underset{¯}{\psi }_i^T\psi _jd^3r}=\delta _{ij}.`$ (45)
When deriving this we have assumed zero derivate for the wave functions far from the soliton by considering a lattice of solitons as was discussed in Sec. V. The power absorption can now be written as

$`P(\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma \omega {\displaystyle \mathrm{Im}\left(𝐁^{}𝐒^{}\right)d^3r}`$ (46)
$`=`$ $`{\displaystyle \frac{\chi B_0\omega }{4\mu _0}}{\displaystyle \underset{j}{}}\mathrm{Im}\left[c_j{\displaystyle d^3r\left(B_{}^{}S_j^{}+B_+^{}S_j^+\right)}\right],`$
where the coefficients $`c_j`$ are given by

$`c_j={\displaystyle \frac{\gamma }{\omega \omega _j}}{\displaystyle d^3r\left[B_{}\underset{¯}{S}_j^{}B_+\underset{¯}{S}_j^++\frac{1}{2}(e^{\mathrm{i}\theta }B_+e^{\mathrm{i}\theta }B_{})\underset{¯}{d}_{z,j}\right]}.`$ (47)
We observe that the eigenfunctions are not symmetric with respect to the center of the soliton. This apparently is caused by the spin-diffusion term.

In the hydrodynamic limit where $`\omega \tau 1`$ one may solve $`\eta ^\pm `$ from Eq. (43) and to linear order in $`\tau `$

$`\eta ^\pm =\tau \lambda (1\lambda )\kappa ^2S^\pm \pm \mathrm{i}\tau (1\lambda ){\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0}}e^{\pm \mathrm{i}\theta }(𝒟+U)d_z.`$ (48)
If we additionally ignore the term $`^2\eta ^\pm `$, the equations for the three-component vector $`(S^{}d_zS^+)^T`$ read

$`{\displaystyle \frac{\omega }{\omega _0}}S^\pm `$ $`=`$ $`\left[\pm 1+\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2\right]S^\pm {\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0^2}}e^{\pm \mathrm{i}\theta }(𝒟+U_{})d_z{\displaystyle \frac{B_\pm }{B_0}},`$ (49a)
$`{\displaystyle \frac{\omega }{\omega _0}}d_z`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{\mathrm{i}\theta }\left[1{\displaystyle \frac{\tau \chi (1\lambda )\kappa }{\chi _0}}^2\right]S^{}{\displaystyle \frac{1}{2}}e^{\mathrm{i}\theta }\left[1{\displaystyle \frac{\tau \chi (1\lambda )\kappa }{\chi _0}}^2\right]S^+`$ (49b)
$``$ $`\mathrm{i}{\displaystyle \frac{\tau \chi \mathrm{\Omega }^2(1\lambda )}{\chi _0\omega _0\lambda }}(𝒟+U_{})d_z+{\displaystyle \frac{1}{2B_0}}\left(B_+e^{\mathrm{i}\theta }B_{}e^{\mathrm{i}\theta }\right).`$
The homogeneous adjoint problem for this is given by

$`{\displaystyle \frac{\omega }{\omega _0}}\underset{¯}{S}^\pm `$ $`=`$ $`\left[\pm 1+\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\omega _0}}^2\right]\underset{¯}{S}^\pm {\displaystyle \frac{1}{2}}\left(1{\displaystyle \frac{\tau \chi (1\lambda )\kappa }{\chi _0}}^2\right)\left(e^{\mathrm{i}\theta }\underset{¯}{d}_z\right),`$ (50a)
$`{\displaystyle \frac{\omega }{\omega _0}}\underset{¯}{d}_z`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }^2}{\omega _0^2}}(𝒟+U_{})\left(e^{\mathrm{i}\theta }\underset{¯}{S}^{}e^{\mathrm{i}\theta }\underset{¯}{S}^+\right)\mathrm{i}{\displaystyle \frac{\tau \chi \mathrm{\Omega }^2(1\lambda )}{\chi _0\omega _0\lambda }}(𝒟+U_{})\underset{¯}{d}_z.`$ (50b)
The equation for the power absorption does not need any modifications. One must be careful since the validity region of the hydrodynamic approximation is not very large. For temperatures near $`T_\mathrm{c}`$ one must, for typical values of $`\tau `$, have $`B_015`$ mT. We mainly used the hydrodynamic approximation for checking our calculations in the limit of $`\tau 0`$.

For longitudinal case, where $`𝐁^{}=B^{}\widehat{𝐳}𝐁_0`$, we also define dimensionless quantities by writing $`𝐒^{}=\widehat{𝐳}\lambda _\mathrm{d}S_z/\mathrm{\Omega }`$, $`𝜼^{}=\widehat{𝐳}\lambda _\mathrm{d}\eta _z/\mathrm{\Omega }`$, and $`𝐝^{}=d_\theta \widehat{𝐳}\times \widehat{𝐝}_0`$. The equations of motions are

$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}S_z`$ $`=`$ $`\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2S_z\mathrm{i}{\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\eta _z\mathrm{i}(𝒟+U_{})d_\theta ,`$ (51a)
$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}\eta _z`$ $`=`$ $`\mathrm{i}\lambda (1\lambda ){\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2S_z\mathrm{i}\left({\displaystyle \frac{1}{\tau \mathrm{\Omega }}}\lambda {\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\right)\eta _z\mathrm{i}(1\lambda )(𝒟+U_{})d_\theta ,`$ (51b)
$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}d_\theta `$ $`=`$ $`\mathrm{i}\left(S_z+{\displaystyle \frac{\chi \eta _z}{\lambda \chi _0}}\right)\mathrm{i}{\displaystyle \frac{\gamma B^{}}{\mathrm{\Omega }}},`$ (51c)
and the homogeneous adjoint problem for this is given by

$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}\underset{¯}{S}_z`$ $`=`$ $`\mathrm{i}(1\lambda ){\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\underset{¯}{S}_z\mathrm{i}\lambda (1\lambda ){\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\underset{¯}{\eta }_z+\mathrm{i}\underset{¯}{d}_\theta ,`$ (52a)
$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}\underset{¯}{\eta }_z`$ $`=`$ $`\mathrm{i}{\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\underset{¯}{S}_z\mathrm{i}\left({\displaystyle \frac{1}{\tau \mathrm{\Omega }}}\lambda {\displaystyle \frac{\kappa }{\mathrm{\Omega }}}^2\right)\underset{¯}{\eta }_z+\mathrm{i}{\displaystyle \frac{\chi }{\lambda \chi _0}}\underset{¯}{d}_\theta ,`$ (52b)
$`{\displaystyle \frac{\omega }{\mathrm{\Omega }}}\underset{¯}{d}_\theta `$ $`=`$ $`\mathrm{i}(𝒟+U_{})\left[\underset{¯}{S}_z+(1\lambda )\underset{¯}{\eta }_z\right].`$ (52c)
Power absorption for longitudinal case is given by

$`P(\omega )`$ $`=`$ $`{\displaystyle \frac{\chi \mathrm{\Omega }\omega }{2\mu _0\gamma }}{\displaystyle \underset{j}{}}\mathrm{Im}\left(c_j{\displaystyle B^{}S_{z,j}d^3r}\right),`$ (53)
where the $`c_j`$’s are the coefficients of the full solution $`\psi =(S_z\eta _zd_\theta )^T=_jc_j(S_{z,j}\eta _{z,j}d_{\theta ,j})^T`$ and given by

$`c_j`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}\gamma B^{}}{\omega _j\omega }}{\displaystyle \underset{¯}{d}_{\theta ,j}d^3r}.`$ (54)
Similar to the transverse case one could write the hydrodynamic equations using only $`d_\theta `$ and $`S_z`$.

The numerical solution for these different eigenvalue problems is obtained by dividing the calculation length $`x=L/2,\mathrm{},L/2`$, for example, to 1000 points and approximating the spatial derivatives by differences. The eigenvalues and vectors of the resulting sparse 5000$`\times `$5000 (or in the longitudinal case 3000$`\times `$3000) matrix $`A`$ are then solved by MATLAB. We make use of sparse matrices and calculate normally only $`20`$ lowest eigenvalues with $`\mathrm{Re}[\omega _k]>0`$ that give the main contribution to the absorption spectrum. The complex mode frequencies $`\omega _k`$ are related to the reduced frequency shifts $`\alpha _k`$ as given by Eqs. (17) and (18).

Additional parameters appear in the calculation compared to the dissipationless case. The most crucial ones are the relaxation times $`\tau `$ and $`\tau _\mathrm{D}`$. The Leggett-Takagi time $`\tau `$ can be extracted from the width of the bulk peak. Measurements of longitudinal and transverse resonances are in good agreement.Gully  We have reanalyzed the data by Gully et al.Gully  including strong-coupling corrections as described in Sec. IV and get the fit $`\tau =[1.70+6.71(1T/T_\mathrm{c})](1+F_0^a)10^7`$ s in the range of $`T/T_\mathrm{c}=0.78`$$`0.98`$. We fix $`F_0^a=0.746`$. For the spin-diffusion coefficient $`\kappa `$ we use the value $`\kappa T^2=1.1\times 10^5`$ mK$`{}_{}{}^{2}/\mathrm{s}`$ from Refs. sachrajda,  and pethick, . This corresponds to the spin-diffusion time $`\tau _\mathrm{D}=1.25\times 10^7T^2`$ mK2 s. A few absorption spectra are plotted in Figs. 79.

The effect of the normal-superfluid relaxation seems to be simple line broadening. In the transverse resonance the linewidth measured on the $`\alpha _{}`$ scale is inversely proportional to the magnetic field $`B_0`$ for $`B_0B_\mathrm{d}`$. This is caused by $`\mathrm{i}/(\omega _0\tau )`$ term in Eq. (43b). There is no field dependence in the longitudinal resonance since Eqs. (51) do not contain $`\omega _0`$. In the longitudinal case the linewidth on the $`\alpha `$ scale has no strong temperature dependence and approaches a finite constant when $`TT_\mathrm{c}`$. In the transverse case the linewidth on the $`\alpha `$ scale vanishes as $`TT_\mathrm{c}`$. All these characteristics are the same as predicted for the bulk peaks.

The effect of spin diffusion is more complicated. In addition to broadening, it shifts the principal soliton peak to higher frequencies. Since the spin diffusion is due to inhomogeneous texture, its strength in the transverse case is obtained by comparing the term $`\mathrm{i}(1\lambda )(\kappa /\omega _0)^2S^\pm `$ with the term $`(\mathrm{\Omega }^2/\omega _0^2)\mathrm{exp}(\pm \mathrm{i}\theta )(𝒟+U_{})d_z`$ in Eq. (43a). Therefore, the effective diffusion constant $`\kappa _{\mathrm{eff}}^{}=(1\lambda )\kappa \omega _0/\mathrm{\Omega }^2`$ is linearly proportional to the magnetic field. As a consequence also the reduced frequency $`\alpha _{}`$ of the satellite peak is field dependent. When $`B_0=5`$ mT the effect of diffusion is already quite large at $`T=0.95T_\mathrm{c}`$ and the soliton satellite peak is almost smeared out. In the longitudinal case there is no field dependence and the effective diffusion constant reduces to $`\kappa _{\mathrm{eff}}^{}=(1\lambda )\kappa /\mathrm{\Omega }`$. In both transverse and longitudinal cases the effective diffusion coefficients $`\kappa _{\mathrm{eff}}^{}`$ and $`\kappa _{\mathrm{eff}}^{}`$ diverge when $`TT_\mathrm{c}`$, as $`\mathrm{\Omega }0`$.

The relative contributions of normal-superfluid relaxation and spin diffusion are illustrated in Figs. 8 and 9, where both are separately shut off by setting $`\tau =0`$ or $`\tau _\mathrm{D}=0`$. It can be seen that the broadening of the longitudinal satellite peak is mostly caused by normal-superfluid conversion at $`T=0.95T_\mathrm{c}`$. In the transverse case at high field the spin diffusion becomes the dominant relaxation mechanism, as well as approaching $`T_\mathrm{c}`$. In uniform order parameter the width of the bulk peak comes solely from normal-superfluid relaxation. Our soliton lattice has many higher peaks in the absence of dissipation, but dissipation seems to remove them. Note that the higher peaks are mostly suppressed by spin diffusion in the case of Fig. 8 but by normal-superfluid relaxation in the case of Fig. 9.

The relatively high field in Fig. 8 has been chosen to allow a comparison to the spectrum of Hakonen et al.Hakonen  The shape of the twist-soliton spectra are very similar even if the temperature is quite low, where our modeling of the spin diffusion is under suspect. Further spectra at lower field are shown by Parts et al.exp  The comparison to Ref. GouldBartolacBozler,  is a different case. In this experiment such a dense soliton lattice was created that no bulk peak was observable. Avenel et al.Avenel  and Gould and LeeGouldLee  show soliton spectra measured by sweeping temperature. In all cases a proper comparison to our calculations would require first estimation of the density of solitons and then correcting our calculations for that density, which we have not done. What we can state that there seems to be no obvious contradictions between theory and experiment concerning the linewidth.

A summary of our results at $`B_0=3`$ mT is shown Fig. 10.

We see that the frequency of maximum absorption is shifted towards higher frequencies, especially at temperatures near $`T_\mathrm{c}`$. This alleviates the disagreement found between dissipationless theory and the experiment by Gould and LeeGouldLee  in the transverse mode of splay soliton. However, the experimental data does not show any sign of the divergence at $`T_\mathrm{c}`$ predicted by our model. The shift of the resonance frequency results from spin diffusion. For the longitudinal mode it is field independent, but for the transverse mode it increases with increasing field. In high field this shift can be substantial even at $`T0.7T_\mathrm{c}`$, see Fig. 8. This poses a problem since no field-dependent shift has been observed experimentally. This is the case particularly for the transverse mode of twist soliton measured at $`B_0=9.9`$ mT ($`\mathrm{}`$) (Ref. exp, ) and 28 mT ($`+`$) (Ref. Hakonen, ). Similar evidence for transverse mode of splay soliton measured at $`2.5\mathrm{}3.7`$ mT ($``$) (Ref. GouldLee, ) and at $`15\mathrm{}20`$ mT ($`\mathrm{}`$) (Ref. GouldBartolacBozler, ) is not so clear since the latter data is measured under different conditions, as discussed above.

## VII CONCLUSIONS

The frequencies of soliton satellite peaks in the NMR spectrum are calculated at all temperatures. The agreement of dissipationless theory with experiments is very good. However, there is a small difference in the transverse-mode frequency of a splay soliton near $`T_\mathrm{c}`$. This difference is partly explained by taking into account spin diffusion. The spin diffusion shifts up the reduced frequencies $`\alpha `$ at high fields, which has not been observed experimentally. We hope that new experiments could clarify this problem. We also point out the relatively narrow longitudinal line of the splay soliton, which has not been studied experimentally.

It would be of interest to extend the present calculations to vortex lines in 3He-A. This requires two-dimensional calculation and thus would be computationally much more demanding than the present one.

## ACKNOWLEDGMENTS

We thank Pete Sivonen for contribution in early stages of this work. This research was supported by the Academy of Finland and the Väisälä foundation.


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# Stability of a Hot Smoluchowski Fluid

## 1 Introduction

In  we derived systems of parabolic partial differential equations as the diffusion limit of discrete stochastic models describing a fluid of identical particles moving in an external potential $`V(x)`$. In the continuum limit the material is described by a density $`\rho (x,t)`$ and the internal energy is described by a temperature field $`\mathrm{\Theta }(x,t)`$. The various models are based on different kinematic assumptions, and this shows up in the details of the equations of evolution. In  there is a maximum possible value of the density, called $`\rho _{\mathrm{max}}`$, corresponding to the state in which all the sites of the discrete model are occupied. We showed that the first and second laws of thermodynamics hold in these models, and that in each case, the system has the Onsager form , though it is not linear and not near equilibrium. The difference between  and  is that in the latter, the hopping probability in the underlying discrete model grows proportionally with the energy of the state the particle occupies. This assumption leads to a surprising phenomenon in the continuum limit: the model shows the Soret and Dufour effects. This had been derived in 1912 by Enskog  and in 1912 by Chapman  from the Boltzmann equation, but only for gas mixtures.

These and similar models have been extended and studied by Biler, Dolbeault, Esteban, Hebisch, Karch, Krzywicki, Markowich and Nadzieja in a series of papers . In these papers, $`V`$ is either an external potential or is the mutual gravitational or electrical potential between the particles, and so obeys a Helmholtz equation with $`\rho (x,t)`$ as its source. This leads to an integro-differential system, for which the authors have been able to prove existence and uniqueness of solutions in many cases, and to study the asymptotic return to equilibrium.

In this paper we concentrate on the model  with the Soret and Dufour effects. The heat capacity per particle is unity, and so the energy density is naturally defined to be

$$(x,t):=\rho (x,t)[\mathrm{\Theta }(x,t)+V(x)].$$
(1)
The dynamics conserves the total number of particles and the total energy, and this leads to the local conservation laws:

$`{\displaystyle \frac{\rho }{t}}`$ $`+`$ $`\text{div}j_c=0`$ (2)
$`{\displaystyle \frac{}{t}}`$ $`+`$ $`\text{div}j_e=0.`$ (3)
The material current $`j_c`$ and the energy current $`j_e`$ of the model are shown to be

$`j_c`$ $`=`$ $`\lambda \left(\mathrm{\Theta }\rho +\rho (1\rho /\rho _{\mathrm{max}})(\mathrm{\Theta }+V)\right),`$ (4)
$`j_e`$ $`=`$ $`2\left(\mathrm{\Theta }j_c\lambda \rho (1\rho /\rho _{\mathrm{max}})\mathrm{\Theta }\mathrm{\Theta }\right)+Vj_c.`$ (5)
For rare gases, the density is much less than its maximum, and the system of equations simplifies. The currents for material and energy are then

$`j_c`$ $`=`$ $`\lambda \left(\mathrm{\Theta }\rho +\rho (\mathrm{\Theta }+V)\right)`$ (6)
$`j_e`$ $`=`$ $`2\left(\mathrm{\Theta }j_c\lambda \rho \mathrm{\Theta }\mathrm{\Theta }\right)+Vj_c.`$ (7)
The derivation given in  starts with a Markov chain, and takes the continuum limit. The equations are therefore local in time, and if $`V`$ is time-dependent, the same calculation shows that the right-hand side of eq. (3) should be $`\rho V/t.`$ The model falls into the general scheme advocated by Wojnar .

In  we show that the entropy is an increasing function of time (except at a stationary configuration); thus the model obeys both the first and the second law of thermodynamics if the boundary conditions allow no material or heat to enter or leave the system. The entropy is shown to be

$`S`$ $`=`$ $`{\displaystyle \rho (x)\mathrm{log}\rho (x)𝑑x}{\displaystyle (\rho _{\mathrm{max}}\rho (x))\mathrm{log}(1\rho /\rho _{\mathrm{max}})𝑑x}+`$ (8)
$`+`$ $`{\displaystyle \rho (x)\mathrm{log}\mathrm{\Theta }(x)𝑑x}.`$
For small $`\rho (x)/\rho _{\mathrm{max}}`$, so that we can ignore $`(\rho /\rho _{\mathrm{max}})^2`$, this simplifies to

$$S=\rho (x)\mathrm{log}\rho (x)𝑑x+\rho (x)\mathrm{log}\mathrm{\Theta }(x)𝑑x$$
(9)
apart from the term $`\rho (x)𝑑x`$, which is constant in time if no material enters or leaves the system.

Usually, the energy-balance equation (3) is ignored, and the temperature put equal to $`\mathrm{\Theta }_0`$ for all space and time (the iso-thermal situation), and we reduce to the Smoluchowski equation for the Brownian particle in a potential. We avoid this simplification, which loses the Soret and Dufour effects that come from the cross-terms $`\mathrm{\Theta }`$ in eq. (6) and $`2\mathrm{\Theta }j_c`$ in $`j_e`$. The first is the Joule-Thompson effect (in the local form called the Soret effect), which ensures that a gradient in the temperature causes a flow of material, even when the density is constant. The term $`2\mathrm{\Theta }j_c`$ is the Dufour effect, which means that there is a flow of heat even when the temperature is constant, if there is a non-zero particle current. We might expect the flow of heat due to convection to be $`\mathrm{\Theta }j_c`$ since the heat capacity is unity, and the factor $`2`$ was a surprise. In  it was shown that the other half of the contribution $`2\mathrm{\Theta }j_c`$ is needed as the Onsager dual of the Soret term, $`\mathrm{\Theta }`$, which occurs in $`j_c`$.

In this paper, we study these equations in one dimension in a bounded interval, which without loss of generality may be taken to be $`[0,1]`$. We shall continue to write $``$ for the gradient, so for the rest of the paper, $`=/x`$.

Consider the the boundary conditions $`\mathrm{\Theta }=\mathrm{\Theta }_0`$ for all time at $`x=0`$ and $`x=1`$, and $`j_c=0`$ for all time at $`x=0`$ and $`x=1`$. These have the direct physical meaning that the system is in a heat-bath at temperature $`\mathrm{\Theta }_0`$, and no material escapes through the boundary, which is impermeable to the particles of the fluid, but conducts heat perfectly. Such mixed Dirichlet-Neumann conditions for systems do not appear to have been considered before in that it leads to a new type of generator $`L`$ of the semigroup of time-evolution, for which form techniques do not work. This is because the operator $`L`$ is not sectorial.

It is obvious that there is a stationary solution satisfying the following conditions: $`\mathrm{\Theta }(x,t)=\mathrm{\Theta }_0`$, and $`j_c(x,t)=0`$ for all space and time. It is then easy to solve for $`\rho `$ in the case of a constant gravitational field $`(\mathrm{\S }2)`$. We also briefly discuss the case when $`\mathrm{\Theta }`$ is not constant.

In §3 we study the stability of small perturbations about the stationary state, by the usual method. We limit the consideration to the case $`V=0`$, and so leave for the future the (Bénard) instabilities expected for a liquid in a gravitational field heated from below and cooled from above.

We give a proof that the eigenvalues are real and non-positive, by exhibiting a $`2\times 2`$ similarity transform (not unitary) that transforms the operator $`L`$ to a diagonal positive matrix, times the known negative self-adjoint operator, the Laplacian with self-adjoint boundary conditions. This shows that $`L`$ is closed, and leads to the general study of operators of this type, which has been pursued by L. Boulton. The new difficulty is that the numerical range of the generator is the whole complex plane.

## 2 Some No-flow Solutions

Let $`j_c`$ and $`j_e`$ be given by eq. (6) and (7). Let us impose the no-flow conditions $`\text{div}j_c=0`$, so in one dimension, $`j_c`$ is a constant. This must be zero, since we impose the boundary condition of no material flow at the boundary. Let us impose Dirichlet conditions $`\mathrm{\Theta }(0)=\theta _0`$ at $`x=0`$ and $`\mathrm{\Theta }(1)=\theta _1`$ at $`x=1`$. The condition for stationarity of the energy-density then leads to $`\text{div}(\rho \mathrm{\Theta }\mathrm{\Theta })=0`$; these two remarks can be expressed as

$`(\mathrm{\Theta }\rho )^{}+\rho V^{}`$ $`=`$ $`0`$ (10)
$`(\mathrm{\Theta }\mathrm{\Theta }^{}\rho )^{}`$ $`=`$ $`0.`$ (11)
The second can be solved exactly for $`\rho `$ in terms of $`\mathrm{\Theta }`$. We assume that $`\mathrm{\Theta }(x)`$ and $`\mathrm{\Theta }(x)^{}`$ have no zeros in $`[0,1]`$. This gives

$$\rho =k/(\mathrm{\Theta }\mathrm{\Theta }^{}),$$
(12)
where $`k`$ is the constant of integration, assumed not to be zero. Eliminating $`\rho `$ from the first equation, we get

$$\mathrm{\Theta }\mathrm{\Theta }^{\prime \prime }\mathrm{\Theta }^{}V^{}=0$$
(13)
This can be solved exactly for $`\mathrm{\Theta }`$ if V(x) is linear, and $`\theta _0=\theta _1`$. Thus suppose that

$$V(x)=gx$$
(14)
as in a constant gravitational field. Then we get the obvious solution $`\mathrm{\Theta }(x)=\theta _0`$=const., and this leads to the solution for the density:

$$\rho (x)=C\mathrm{exp}\{gx/\mathrm{\Theta }_0\}.$$
(15)
This is just that given by the Boltzmann factor, exhibiting the usual exponential fall-off of the density with height. This result shows that the equations are on the right track.

We can find many exact solutions by choosing $`\mathrm{\Theta }`$, satisfying the boundary conditions, instead of choosing $`V`$. We then just need to solve the first-order equation (13) for $`V(x)`$. Not all choices of $`\mathrm{\Theta }(x)`$ lead to nonsingular equations. For example, if we try to satisfy boundary conditions in which $`\theta _0=\theta _1`$, then a non-negative differentiable function $`\mathrm{\Theta }(x)`$ must have a zero for $`\mathrm{\Theta }^{}`$ somewhere in the interval $`[0,1]`$. Then both $`\rho `$ and the force $`V`$ must be infinite somewhere in the interval. It follows that the only continuous stationary solution with $`\theta _0=\theta _1`$, and $`\mathrm{\Theta }^{}`$ finite, is constant in $`x`$. It is easy find stationary solutions satisfying other boundary conditions; for example choose $`\mathrm{\Theta }(x)=(x+1)^2`$; then we have a stationary solution

$`\rho (x)`$ $`=`$ $`k(x+1)^3`$ (16)
$`\mathrm{\Theta }(x)`$ $`=`$ $`(x+1)^2`$ (17)
$`V(x)`$ $`=`$ $`x+x^2/2.`$ (18)
This satisfies the equations together with the conditions that $`j_c(x)=0`$ for all $`x`$, and the boundary conditions $`\mathrm{\Theta }(0)=1,\mathrm{\Theta }(1)=4`$. The energy-flow, however is not zero, but is $`4\lambda `$. This flows in at $`x=1`$ and out at $`x=0`$, and is constant throughout the region. We have a driven stationary system far from equilibrium. We can follow the production of entropy explicitly; heat enters the system at a high temperature, $`\mathrm{\Theta }=4`$ and leaves at a low temperature, $`\mathrm{\Theta }=1`$. Heat leaves at the same rate as it enters. So the system receives entropy at the rate $`Q/\mathrm{\Theta }(1)=4\lambda /4=\lambda `$, and ejects it at the rate $`Q/\mathrm{\Theta }(0)=4\lambda `$, a net production rate of $`3\lambda `$. Where is the location of this entropy production? If we use the Onsager formalism, we can write the entropy production as , equation (4.11)

$$\mathrm{\Theta }\dot{S}=j_c.X^c/\mathrm{\Theta }+j_e.X^e/\mathrm{\Theta }.$$
(19)
Here, $`X^c`$ and $`X^e`$ are the thermodynamic forces, given by  (4.13) and (4.14). We only need

$$X^e/\mathrm{\Theta }=(1/\mathrm{\Theta })$$
(20)
since $`j_c=0`$. The entropy produced by the system is therefore

$$\dot{S}=_0^1j_e.X^e/\mathrm{\Theta }dx=4\lambda [(x+1)^2]_0^1=3\lambda .$$
(21)
At a stationary distribution, there is no change in the microscopic probability distribution with time, so it seems that the von Neumann entropy (from which the entropy in  is derived) must be independent of time. This is true, and is derived in eq. (4.10) in . In getting the Onsager form eq. (19), we discarded the boundary term, which if kept would appear as the loss of entropy by the system at the rate $`3\lambda `$, due to receiving hot heat and emitting cooler heat. The total change in the entropy is therefore zero, as befits a time-independent probability distribution. The environment, however, has an increase in entropy at the rate of $`3\lambda `$.

It is easy to construct many more examples.

## 3 Analysis of stability in the field-free case

We limit this section to the study of the case, in one dimension, on the interval $`[0,1]`$, where $`V=0`$, and $`\mathrm{\Theta }(0)=\mathrm{\Theta }(1)`$. We choose to write the dynamics in terms of the fields $`:=\rho \mathrm{\Theta }`$ and $`\mathrm{\Theta }`$; these have simple boundary conditions, Neumann and Dirichlet at the points $`x=0`$ and $`x=1`$, respectively. Note that at the boundary, $`=0`$, because the material current, which is $`j_c=\lambda `$, vanishes on the boundary. The energy current is $`2\mathrm{\Theta }j_c2\lambda \rho \mathrm{\Theta }\mathrm{\Theta }=2\lambda (\mathrm{\Theta })`$. We can recover $`\rho =/\mathrm{\Theta }`$ from these fields.

The equations of continuity, (2) and (3) then become

$`{\displaystyle \frac{\dot{}}{\mathrm{\Theta }}}{\displaystyle \frac{\dot{\mathrm{\Theta }}}{\mathrm{\Theta }^2}}`$ $`=`$ $`\lambda ^2`$ (22)
$`\dot{}`$ $`=`$ $`2\lambda ^2(\mathrm{\Theta }).`$ (23)
These can be written

$`\dot{\mathrm{\Theta }}`$ $`=`$ $`{\displaystyle \frac{2\lambda \mathrm{\Theta }}{}}(\mathrm{\Theta })^{\prime \prime }\lambda {\displaystyle \frac{\mathrm{\Theta }^2}{}}^{\prime \prime }`$ (24)
$`\dot{}`$ $`=`$ $`2\lambda (\mathrm{\Theta })^{\prime \prime }.`$ (25)
These clearly have the stationary solution $`\mathrm{\Theta }(x)=\mathrm{\Theta }(0)=\mathrm{\Theta }_0`$, $`(x)=(0)=_0`$, for all $`x[0,1]`$. To test the stability of this solution, we put

$$\mathrm{\Theta }(x,t)=\mathrm{\Theta }_0+\theta (x,t);(x,t)=_0+e(x,t)$$
(26)
where $`\theta (x,t)`$ and $`e(x,t)`$ are small functions, so that we ignore powers higher than the first, of these and their derivatives. Up to the first order, the equations become

$`\dot{e}`$ $`=`$ $`2\lambda \left[(\mathrm{\Theta }_0+\theta )(_0+e)\right]^{\prime \prime }`$
$`=`$ $`2\lambda \left[_0\theta ^{\prime \prime }+\mathrm{\Theta }_0e^{\prime \prime }\right].`$
Also

$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{2\lambda (\mathrm{\Theta }_0+\theta )}{_0+e}}\left[(\mathrm{\Theta }_0+\theta )(_0+e)\right]^{\prime \prime }`$
$`{\displaystyle \frac{\lambda (\mathrm{\Theta }_0+\theta )^2}{_0+e}}e^{\prime \prime }`$
$`=`$ $`{\displaystyle \frac{2\lambda \mathrm{\Theta }_0}{_0}}\left[_0\theta ^{\prime \prime }+(\mathrm{\Theta }_0/2)e^{\prime \prime }\right].`$
The linearized version of the equations can therefore be summarised as

$$\left(\begin{array}{c}\dot{e}\\ \dot{\theta }\end{array}\right)=2\lambda \mathrm{\Theta }_0\left[\begin{array}{cc}1& \gamma \\ 1/(2\gamma )& 1\end{array}\right]\left(\begin{array}{c}e^{\prime \prime }\\ \theta ^{\prime \prime }\end{array}\right):=L\left(\begin{array}{c}e^{\prime \prime }\\ \theta ^{\prime \prime }\end{array}\right)$$
(27)
where $`\gamma =_0/\mathrm{\Theta }_0`$. The boundary conditions are $`e^{}(0)=e^{}(1)=0=\theta (0)=\theta (1)`$. A necessary condition for the stability of the solution $`(_0,\mathrm{\Theta }_0)`$ is that the non-zero part of the spectrum of the operator

$$M\frac{d^2}{dx^2}=\left[\begin{array}{cc}1& \gamma \\ 1/(2\gamma )& 1\end{array}\right]\frac{d^2}{dx^2}$$
(28)
entering eq. (27) lies in the open left-half plane. We shall prove this, and show that the spectrum is discrete and negative, of finite multiplicity. Zero is in the spectrum, since $`e(x)=`$ non-zero constant, $`\theta (x)=0`$ is the corresponding eigenfunction. This perturbation corresponds to moving from one stationary state to another, with a different total number of particles.

$`M`$ is not symmetric, but is diagonalisable by a similarity, by Sylvester’s criterion. In fact, there is a one-parameter family of diagonalising matrices; for, if $`SMS^1=\widehat{M}`$ is diagonal, then the one-parameter family of diagonal matrices $`B(\beta )=\mathrm{diag}[\beta ,1/\beta ]`$ commute with $`\widehat{M}`$, and so leave it diagonal: $`B\widehat{M}B^1=\widehat{M}`$. In general, such a transformation leaves us with non-self-adjoint boundary conditions. These can be expressed as a singular perturbation of the Laplacian, in the manner of . This monograph, however, only deals with the self-adjoint case. This extra one-parameter family of diagonalising similarities can be used to ensure that the boundary conditions define a symmetric Dirichlet form, by a making judicious choice of $`\beta `$. Note that it is enough to diagonalise $`(MI)`$; this leads to the special case, $`\alpha =1/2`$, of the problem of finding all matrices $`S`$ such that

$$S=\left[\begin{array}{cc}a& b\\ c& d\end{array}\right]$$

and

$$S\left[\begin{array}{cc}0& \gamma \\ \alpha /\gamma & 0\end{array}\right]S^1=\mathrm{diag}[\lambda _1,\lambda _2]$$
(29)
Direct calculation immediately gives the conditions for the off-diagonal terms in $`\widehat{M}`$ to vanish:

$`b^2\alpha `$ $`=`$ $`a^2\gamma ^2`$
$`\alpha d^2`$ $`=`$ $`c^2\gamma ^2.`$
To avoid the vanishing of det $`S`$ we have to choose opposite signs in the square-roots of these equations, for example

$`b`$ $`=`$ $`a\gamma \alpha ^{1/2}`$
$`d`$ $`=`$ $`c\gamma \alpha ^{1/2}.`$
Then $`\widehat{M}=\mathrm{diag}[1+\alpha ^{1/2},1\alpha ^{1/2}]`$. We notice that this is independent of the value of $`\gamma `$. If we can show that the operator $`\widehat{M}d^2/dx^2`$ is a Dirichlet form, it is negative since $`\alpha =1/2<1`$. For this to be the case, the boundary conditions must be self-adjoint, so that the boundary terms that arise in the integration by parts vanish for functions in the domain of the operator. Let

$$\left(\begin{array}{c}\widehat{e}\\ \widehat{\theta }\end{array}\right)=S\left(\begin{array}{c}e\\ \theta \end{array}\right),$$

where

$$S=\left(\begin{array}{cc}a& a\gamma \alpha ^{1/2}\\ c& c\gamma \alpha ^{1/2}\end{array}\right).$$

Thus,

$`\widehat{e}`$ $`=`$ $`ae+a\gamma \alpha ^{1/2}\theta `$
$`\widehat{\theta }`$ $`=`$ $`cec\gamma \alpha ^{1/2}\theta .`$
Then

$`(\widehat{e},\widehat{\theta })\widehat{M}\left(\begin{array}{c}\widehat{e}^{\prime \prime }\\ \widehat{\theta }^{\prime \prime }\end{array}\right)`$ $`=`$ $`(1+\alpha ^{1/2})\widehat{e},\widehat{e}^{\prime \prime }+(1\alpha ^{1/2})\widehat{\theta },\widehat{\theta }^{\prime \prime }`$
$`=`$ $`(1+\alpha ^{1/2})\widehat{e}^{},\widehat{e}^{}(1\alpha ^{1/2})\widehat{\theta }^{},\widehat{\theta }^{}`$
$`+(1+\alpha ^{1/2})\left[\widehat{e}\widehat{e}^{}\right]_0^1+(1\alpha ^{1/2})\left[\widehat{\theta }\widehat{\theta }^{}\right]_0^1.`$
The boundary terms which must vanish are thus

$`(1+\alpha ^{1/2})\left[(ae+a\gamma \alpha ^{1/2}\theta )(ae^{}+a\gamma \alpha ^{1/2}\theta ^{})\right]_0^1+`$
$`+(1\alpha ^{1/2})\left[(cec\gamma \alpha ^{1/2})(ce^{}c\gamma \alpha ^{1/2}\theta ^{})\right]_0^1`$
$`=`$ $`\left\{(1+\alpha ^{1/2})\gamma \alpha ^{1/2}a^2(1\alpha ^{1/2})\gamma \alpha ^{1/2}c^2\right\}\left[e\theta ^{}\right]_0^1.`$
For this to vanish for all $`e,\theta `$ in the domain, we need to be able to choose $`(1+\alpha ^{1/2})a^2=(1\alpha ^{1/2})c^2`$ without making $`S`$ singular; this is possible. We conclude that our operator $`L`$ is similar to a negative self-adjoint operator with compact resolvent, and so has non-positive discrete spectrum. The domain of the operator is

$$\{(e,\theta )W^{2,2}:e^{}(0)=e^{}(1)=0\text{ and }\theta (0)=\theta (1)=0\}.$$
(31)
In order to solve the eigenvalue problem, we try

$`\widehat{e}(x,t)`$ $`=`$ $`A\mathrm{exp}\{\omega t\}\mathrm{cos}(k_1x)+B\mathrm{exp}\{\omega t\}\mathrm{sin}(k_1x)`$
$`\widehat{\theta }(x,t)`$ $`=`$ $`C\mathrm{exp}\{\omega t\}\mathrm{cos}(k_2x)+D\mathrm{exp}\{\omega t\}\mathrm{sin}(k_2x).`$
We have proved above that $`\omega `$, an eigenvalue of $`L`$, is nonnegative; $`k_1`$ and $`k_2`$ must be chosen to satisfy

$$\frac{\omega }{2\lambda \mathrm{\Theta }(0)}=(1+\alpha ^{1/2})k_1^2=(1\alpha ^{1/2})k_2^2.$$
(32)
To fit the boundary conditions, we can write $`(\widehat{e},\widehat{\theta })`$ in terms of $`(e,\theta )`$ and then use the given conditions. However, since a similarity does not alter the eigenvalue (only the eigenfunctions) we can avoid the complication of choosing $`S`$ so that the boundary terms vanish, and instead use any convenient matrix that diagonalises $`M`$. We choose

$$S=\left(\begin{array}{cc}1& \alpha ^{1/2}\\ 1& \alpha ^{1/2}\end{array}\right).$$
(33)
This gives us the boundary conditions

$`\widehat{e}^{}\widehat{\theta }^{}`$ $`=`$ $`0,\text{at }x=0,x=1`$ (34)
$`\widehat{e}+\widehat{\theta }`$ $`=`$ $`0,\text{at }x=0,x=1.`$ (35)
By imposing this condition, we get a linear homogeneous system of equations for $`A,B,C,D`$, and the vanishing of the determinant gives us a holomorphic trancendental equation for $`\omega `$. Note that the eigenvalues do not depend on $`\gamma `$, the ratio of $`_0`$ to $`\mathrm{\Theta }_0`$. We have computed the eigenvalues $`\omega `$ of $`L`$, and indeed, they are all non-negative.

In  it is proved that the semigroup $`U(t)=\mathrm{exp}\{Lt\}`$ defined by a sectorial operator $`L`$ with range in the left half-plane is a contraction semigroup in $`L^2`$. Here, however, the conditions for the theorem fail, and the best we can do in $`L^2`$ is to get the inequality for $`u`$ orthogonal to the one-dimensional subspace of stationary solutions:

$$\mathrm{exp}\{Lt\}u_2\mathrm{exp}\{\lambda _1t\}SS^1u_2$$
(36)
where $`\lambda _1`$ is the smallest non-zero eigenvalue of $`L`$. Since $`SS^1>1`$ in our model, the system is not obviously stable for small $`t`$. This problem does not arise for an isolated system, in which there is no flow of heat or material at the boundary; this gives us Neumann conditions on the boundary for both $``$ and $`\mathrm{\Theta }`$, which is a self-adjoint condition. Then the numerical range of $`Md^2/dx^2`$ is determined by its symmetric part, which is non-positive.

Acknowledgements

The author would like to thank E. B. Davies and L. Boulton for very useful discussions, and T. Nadzieja for reading the manuscript.


text:
# Contents

## 1 Introduction

In  and the subsequent paper , Connes gave a rather intrinsic construction of a Hilbert space intimately associated with the zeros of the Riemann zeta function on the critical line. But the zeros having multiplicities higher than a certain level (which is a parameter in Connes’s construction), have (if they at all exist) their contributions limited to that level, and not to the extent given by their natural multiplicities. Thus subsists the problem of a natural definition of a so-called “Hilbert-Pólya space”, with orthonormal basis indexed by the zeros $`\rho `$ of $`\zeta `$ and integers $`k`$ varying from $`0`$ to $`m_\rho 1`$ where $`m_\rho `$ is the multiplicity of $`\rho `$. We do not solve that problem here but we do propose a rather natural construction of Hilbert space vectors $`X_{\rho ,k}^\lambda `$, $`\zeta (\rho )=0`$, $`k<m_\rho `$, which in the limit when the parameter $`\lambda `$ goes to $`0`$ become perpendicular (when they correspond to distinct zeros. The vectors corresponding to a multiple root $`\rho `$ are independent but need to be orthogonalized.) As in Connes’s constructions these vectors live in a quotient space. Controlling the limit $`\lambda 0`$ to obtain a so-called Hilbert-Pólya space probably involves considerations from mathematical scattering theory (we have previously studied in ,  some connections with the problems of $`L`$functions.)

The context in which our construction takes place is that of the Nyman-Beurling formulation of the Riemann Hypothesis as an approximation problem , . Let $`K=L^2(]0,\mathrm{}[,dt)`$ (over the complex numbers), let $`\chi `$ be the indicator function of the interval $`]0,1]`$, and let $`\rho `$ be the function “fractional part” (the letter $`\rho `$ is also used to refer to a zero of the Riemann zeta function, hopefully no confusion will arise.) Let $`0<\lambda <1`$ and let $`_\lambda `$ be the sub-vector space of $`K`$ consisting of the finite linear combinations of the functions $`t\rho (\frac{\theta }{t})`$, for $`\lambda \theta 1`$.

###### Theorem 1.1 (Nyman , Beurling )

The Riemann Hypothesis holds if and only if

$$\chi \overline{\underset{0<\lambda <1}{}_\lambda }$$

Actually we are following  here in using a slight variant of the original Nyman-Beurling formulation. It is a disappointing fact that this theorem can be proven without leading to any new information whatsoever on the zeros lying on the critical line (basically what is at works is the factorization of functions belonging to the Hardy space of a half-plane .) The following is thus rather remarkable:

###### Theorem 1.2 (Báez-Duarte, Balazard, Landreau and Saias )

Let us write $`D(\lambda )`$ for the Hilbert-space distance $`inf_{f_\lambda }\chi f`$. We have

$$\underset{\lambda 0}{lim\; inf}D(\lambda )\sqrt{\mathrm{log}(\frac{1}{\lambda })}\sqrt{\underset{\rho }{}\frac{1}{|\rho |^2}}$$

If the Riemann Hypothesis fails this result is true but trivial as the left-hand side then takes the value $`+\mathrm{}`$. So we will assume that the Riemann Hypothesis holds. The sum on the right-hand side is over all non-trivial zeros $`\rho `$ of the zeta function, counted *only once* independently of their multiplicities $`m_\rho `$. We prove the following:

###### Theorem 1.3

We have:

$$\underset{\lambda 0}{lim\; inf}D(\lambda )\sqrt{\mathrm{log}(\frac{1}{\lambda })}\sqrt{\underset{\rho }{}\frac{m_\rho ^2}{|\rho |^2}}$$

So the zeros are counted according to the *square* of their multiplicities. To prove this lower bound we will construct remarkable Hilbert space vectors $`X_{\rho ,k}^\lambda `$, $`\zeta (\rho )=0`$, $`k<m_\rho `$ and use them to control $`D(\lambda )`$. The following “toy-model” gives us reasons to expect that the lower bound in fact gives the exact order of decrease of $`D(\lambda )`$:

###### Theorem 1.4

Let $`Q(z)=_\alpha (1\overline{\alpha }z)^{m_\alpha }`$ be a polynomial of degree $`q1`$ will all its roots $`\alpha `$ on the unit circle (the root $`\alpha `$ having multiplicity $`m_\alpha `$). Let $`P(z)`$ be an arbitrary polynomial. Let

$$E(N,P):=\underset{\mathrm{deg}(A)N}{inf}_{S^1}|P(z)Q(z)A(z)|^2\frac{d\theta }{2\pi }$$

We have as $`N`$ goes to infinity:

$$limNE(N,P)=\underset{\alpha }{}m_\alpha ^2|P(\alpha )|^2$$

## 2 The prediction error for a singular MA(q)

As motivation for our result we first consider a simpler approximation problem, in the context of the Hardy space of the unit disc rather than the Hardy space of a half-plane. Let $`Q(z)=_\alpha (1\overline{\alpha }z)^{m_\alpha }`$ be a polynomial of degree $`q1`$ will all its roots $`\alpha `$ on the unit circle (the root $`\alpha `$ having multiplicity $`m_\alpha `$ so that $`q=_\alpha m_\alpha `$.) Let us define:

$$E(N):=\underset{\mathrm{deg}(A)N}{inf}_{S^1}|1Q(z)A(z)|^2\frac{d\theta }{2\pi }$$

The measure $`\frac{d\theta }{2\pi }`$ is the rotation invariant probability measure on the circle $`S^1`$, with $`z=\mathrm{exp}(i\theta )`$. The minimum is taken over all complex polynomials $`A(z)`$ with degree at most $`N`$. We are guaranteed that $`lim_N\mathrm{}E(N)=0`$ as $`Q(z)`$ is an outer factor (). More precisely:

###### Theorem 2.1

As $`N`$ goes to infinity we have:

$$limNE(N)=\underset{\alpha }{}m_\alpha ^2$$

###### Note 2.2

In case $`Q(z)`$ has a root in the open unit disc then $`E(N)`$ is bounded below by a positive constant. In case $`Q(z)`$ has all its roots outside the open unit disc, then the result above holds but only the roots on the unit circle contribute. Finally if all its roots are outside the closed unit disc then the decrease is exponential: $`E(N)=O(c^N)`$, with $`c<1`$.

The theorem, although not stated explicitely there, is easily extracted from the work of Grenander and Rosenblatt . They state an $`O(\frac{1}{N})`$ result, in a much wider set-up than the one considered here (which is limited to simple-minded $`q`$-th order moving averages.) Unfortunately the $`O(\frac{1}{N})`$ bound is now believed not to be systematically true under their hypotheses (as is explained in ; I thank Professor W. Van Assche for pointing out this fact to me.) Nevertheless their technique of proof goes through smoothly in the case at hand and yields the exact asymptotic result as stated above. We only sketch briefly the idea, as nothing beyond the tools used in  is needed.

We point out in passing that it is of course possible to express $`E(N)`$ explicitely in terms of the Toeplitz determinants for the measure $`d\mu =|Q(\mathrm{exp}(i\theta ))|^2\frac{d\theta }{2\pi }`$. But already for an $`MA(2)`$ this gives rise to unwieldy computations…. Rather: let $`𝒫_N`$ be the vector space of polynomials of degrees at most $`N+q`$, let $`𝒱_N`$ be the subspace of polynomials divisible by $`Q(z)`$, and let $`𝒲_N`$ be its $`q`$-dimensional orthogonal complement. Then $`E(N)`$ is the squared norm of the orthogonal projection of the constant function $`1`$ to $`𝒲_N`$. A spanning set in $`𝒲_N`$ is readily identified: to each root $`\alpha `$ one associates $`Y_{\alpha ,0}^N`$, $`Y_{\alpha ,1}^N`$, …, $`Y_{\alpha ,m_\alpha 1}^N`$ defined as

$$Y_{\alpha ,0}^N:=1+\overline{\alpha }z+\mathrm{}+\overline{\alpha }^{N+q}z^{N+q}$$

$$Y_{\alpha ,1}^N:=z+2\overline{\alpha }z^2+\mathrm{}+(N+q)\overline{\alpha }^{N+q1}z^{N+q}$$

and similarly for $`k=2,\mathrm{},m_\alpha 1`$. We can then express $`E(N)`$ using a Gram formula in terms of (the inverse) of the positive matrix (of fixed size $`q\times q`$ but depending on $`N`$) built with the scalar products of the $`Y`$’s. It turns out that in the limit when $`N`$ goes to infinity and after the rescaling $`Y_{\alpha ,k}^NX_{\alpha ,k}^N:=N^{k1/2}Y_{\alpha ,k}^N`$ the Gram matrix decomposes into Cauchy blocks $`(1/(i+j+1))_{0i,j<m_\alpha }`$ of size $`m_\alpha `$, one for each root $`\alpha `$. It is known from Cauchy that the top-left element of the inverse matrix is $`m_\alpha ^2`$. This is how $`\frac{_\alpha m_\alpha ^2}{N}`$ arises, after keeping track of the scalar products $`(1,X_{\alpha ,k}^N)`$. Instead of the constant polynomial $`1`$ we could have looked at the approximation rate to an arbitrary polynomial $`P(z)`$. The proof just sketched applies identically and gives the Theorem 1.4 from the Introduction.

## 3 Invariant analysis and a construction of Báez-Duarte

The Mellin transform $`f(t)\widehat{f}(s)=_{t>0}f(t)t^{s1}𝑑t`$ establishes the Plancherel isometry between $`K=L^2(]0,\mathrm{}[,dt)`$ and $`L^2(s=\frac{1}{2}+i\tau ,\frac{d\tau }{2\pi })`$, with inverse $`F(s)_{s=1/2+i\tau }F(s)t^s\frac{d\tau }{2\pi }`$. Let $`a(s)`$ be a measurable function of $`s`$ (as a rule when using the letter $`s`$ we implicitely assume $`Re(s)=\frac{1}{2}`$. We will use letters $`w`$ and $`z`$ for general complex numbers.) If $`a(s)`$ is essentially bounded then $`F(s)a(s)F(s)`$ defines a bounded operator on $`K`$ which commutes with the unitary group $`D_\theta :f(t)\frac{1}{\sqrt{\theta }}f(\frac{t}{\theta })`$, and all bounded operators commuting with the $`D_\theta `$ ($`0<\theta <\mathrm{}`$) are obtained in such a manner. More generally all *closed* invariant operators are associated to a measurable multiplier $`a(s)`$ (finite almost everywhere, but not necessarily essentially bounded). For the details of this technical statement, see .

For example the Hardy averaging operator $`M:f(t)\frac{1}{t}_{]0,t]}f(u)𝑑u`$ corresponds to the spectral multiplier $`\frac{1}{1s}`$. The operator $`1M`$ corresponds to the spectral multiplier $`\frac{s}{s1}`$ and is thus unitary. Another (see ) remarkable invariant operator is the (even) “Gamma” operator $`\mathrm{\Gamma }_+=_+I`$. Here $`I`$ is the inversion $`f(t)\frac{1}{t}f(\frac{1}{t})`$ and $`_+`$ is the additive Fourier transform as applied to even functions (the cosine transform). The multiplier associated to $`\mathrm{\Gamma }_+`$ is the (Tate) function

$$\gamma _+(s)=\pi ^{\frac{1}{2}s}\frac{\mathrm{\Gamma }(s/2)}{\mathrm{\Gamma }((1s)/2)}=\frac{\zeta (1s)}{\zeta (s)}=2^{1s}\pi ^s\mathrm{cos}(\frac{\pi s}{2})\mathrm{\Gamma }(s)=(1s)_0^{\mathrm{}}u^{s1}\frac{\mathrm{sin}(2\pi u)}{\pi u}𝑑u$$

A further invariant operator is the operator $`U`$ introduced by Báez-Duarte  in connection with the Nyman-Beurling formulation of the Riemann Hypothesis: its spectral multiplier is $`\frac{s}{1s}\frac{\zeta (1s)}{\zeta (s)}`$, so $`U=(M1)_+I=_+I(M1)`$.

From the results recalled above on invariant operators, we see that invariant orthogonal projectors correspond to indicator functions of measurable sets on the critical line. So a function $`f(t)`$ is such that its multiplicative translates $`D_\theta (f)`$ ($`0<\theta <\mathrm{}`$) span $`K`$ if and only if $`F(s)=\widehat{f}(s)`$ is almost everywhere non-vanishing (Wiener’s $`L^2`$-Tauberian Theorem.) In that case the phase function

$$U_f(s)=\frac{\overline{F(s)}}{F(s)}$$

is almost everywhere defined and of modulus $`1`$. It thus corresponds to an invariant unitary operator, also denoted $`U_f`$.

Let us introduce the *anti-unitary* “time-reversal” operator $`J`$ acting on $`K`$ as $`g\overline{I(g)}`$. The operator $`U_f`$ commutes with the contractions-dilations, is unitary, and sends $`f`$ to $`J(f)`$. We call this the *Báez-Duarte construction* as it appears in  (up to some non-essential differences) in relation with the Nyman-Beurling problem (the phase function arises in other contexts, especially in scattering theory.)

To relate this with the operator $`U=(M1)_+I`$, one needs the formula

$$\frac{\zeta (s)}{s}=_0^{\mathrm{}}\rho (\frac{1}{t})t^{s1}𝑑t$$

which is fundamental in the Nyman-Beurling context. This formula shows that $`U`$ is the phase operator associated with $`\rho (\frac{1}{t})`$.

Generally speaking, the operators $`U_f`$ are related to the Hardy spaces $`^2=L^2(]0,1],dt)`$ and $`_{}^{2}{}_{}{}^{}=L^2([1,\mathrm{}[,dt)`$ (we will also use the notation $`^2`$ for the Mellin transform of $`L^2(]0,1],dt)`$.) Indeed the time-reversal $`J`$ is an isometry (anti-unitary) between $`^2`$ and $`_{}^{2}{}_{}{}^{}`$. Let us assume that the function $`f`$ belongs to $`^2`$. The operator $`U_f`$ has the same effect as $`J`$ on $`f`$, but contrarily to $`J`$ is an *invariant* operator. This puts the space $`_\lambda (f)`$ (of finite linear combinations of contractions $`D_\theta (f)`$ for $`\lambda \theta 1`$) isometrically in a new light as a subspace of $`L^2([\lambda ,\mathrm{}[,dt)`$. The marvelous thing is that in this new incarnation it appears to be sometimes possible to find vectors orthogonal to $`_\lambda (f)`$ and thus to get some control on $`_\lambda (f)`$ as $`\lambda `$ decreases (as in the Grenander-Rosenblatt method.)

## 4 The vectors $`Y_{s,k}^\lambda `$

To get started on this we first replace the $`L^2`$ function $`\frac{\zeta (s)}{s}`$ with an element of $`^2`$. This is elementary:

###### Proposition 4.1 (, )

The function $`Z(s)=\frac{s1}{s}\frac{\zeta (s)}{s}`$ belongs to $`^2`$. Its inverse Mellin transform $`A(t)`$ is given by the formula

$$A(t)=[\frac{1}{t}]\mathrm{log}(t)+\mathrm{log}([\frac{1}{t}]!)+[\frac{1}{t}]$$

One has (for $`0<t1`$) $`A(t)=\frac{1}{2}\mathrm{log}(\frac{1}{t})+O(1)`$.

The Báez-Duarte construction will then associate to $`A(t)`$ the operator $`V`$ with spectral multiplier

$$V(s)=\left(\frac{s}{1s}\right)^3\frac{\zeta (1s)}{\zeta (s)}$$

so that

$$V=(1M)^2U$$

This last representation will prove useful as it allows to use the formulae related to $`U`$ from  and . Let $`𝒞_\lambda `$ ($`0<\lambda <1`$) be the sub-vector space of $`^2`$ of linear combinations of the contractions $`D_\theta (A)`$ for $`\lambda \theta 1`$. The function $`\frac{s1}{s}\frac{1}{s}=\frac{1}{s}\frac{1}{s^2}`$ is the Mellin transform of $`\chi _1(t):=(1+\mathrm{log}(t))\chi (t)`$. The quantity $`D(\lambda )`$ considered by Báez-Duarte, Balazard, Landreau and Saias is thus the Hilbert space distance between $`\chi _1(t)`$ and $`𝒞_\lambda `$. To bound it from below we will exhibit remarkable Hilbert space vectors $`X_{\rho ,k}^\lambda `$ indexed by the zeros of the Riemann zeta function and perpendicular to $`𝒞_\lambda `$. We then compute the exact asymptotics of the orthogonal projection of $`\chi _1`$ to the vector spaces spanned by the $`X_{\rho ,k}^\lambda `$, for a finite set of roots, exactly as in the Grenander-Rosenblatt method.

To each complex number $`w`$ and natural integer $`k0`$ we associate the funtion $`\psi _{w,k}(t)=(\mathrm{log}(\frac{1}{t}))^kt^w\chi (t)`$ on $`]0,\mathrm{}[`$. For $`Re(w)<1`$ it is integrable, for $`Re(w)<\frac{1}{2}`$ it is in $`K`$. Let $`Q_\lambda `$ be the orthogonal projector from $`K`$ onto $`L^2([\lambda ,\mathrm{}[)`$. The main point of this paper is the following:

###### Theorem and Definition 4.2

For each $`0<\lambda 1`$, each $`s`$ on the critical line, and each integer $`k0`$ the $`L^2`$-limit in $`K`$ of $`V^1Q_\lambda V(\psi _{w,k})`$ exists as $`w`$ tends to $`s`$ from the left half-plane:

$$Y_{s,k}^\lambda :=\underset{\genfrac{}{}{0pt}{}{ws}{Re(w)<\frac{1}{2}}}{\mathrm{l}.\mathrm{i}.\mathrm{m}.}V^1Q_\lambda V(\psi _{w,k})$$

For each $`\lambda \theta 1`$ the scalar products between $`D_\theta (A)`$ and the vectors $`Y_{s,k}^\lambda `$ are:

$$\lambda \theta 1(D_\theta (A),Y_{s,k}^\lambda )=\left(\frac{d}{ds}\right)^k\theta ^{s\frac{1}{2}}Z(s)$$

###### Note 4.3

The proof shows the existence of an analytic continuation in $`w`$ accross the critical line, but we shall not make use of this fact.

Clearly one has the following statement as an immediate consequence:

###### Corollary 4.4

Let $`0<\lambda <1`$. The vector $`Y_{s,k}^\lambda `$ is perpendicular to $`𝒞_\lambda `$ if and only if $`\zeta ^{(j)}(s)=0`$ for all $`jk`$, if and only if $`s`$ is a zero $`\rho `$ of the zeta function and $`k<m_\rho `$.

###### Note 4.5

Our scalar products $`(f,g)`$ are complex linear in the first factor and conjugate-linear in the second factor.

###### Note 4.6

The operator $`\frac{d}{ds}`$ when applied to a not necessarily analytic function on the critical line is defined to act as $`\frac{1}{i}\frac{d}{d\tau }`$ (where $`s=\frac{1}{2}+i\tau `$.)

Proof  The proof of existence will be given later. Here we check the statement involving the scalar product, assuming existence. The following holds for $`\lambda \theta 1`$ and $`Re(w)<\frac{1}{2}`$:

$`(V^1Q_\lambda V(\psi _{w,k}),D_\theta (A))`$ $`=`$ $`(Q_\lambda V(\psi _{w,k}),VD_\theta (A))`$
$`=`$ $`(Q_\lambda V(\psi _{w,k}),D_\theta V(A))`$
$`=`$ $`(V(\psi _{w,k}),Q_\lambda D_\theta J(A))`$
$`=`$ $`(V(\psi _{w,k}),D_\theta V(A))`$
$`=`$ $`(\psi _{w,k},D_\theta (A))`$
$`=`$ $`\left({\displaystyle \frac{d}{dw}}\right)^k(\psi _{w,0},D_\theta (A))`$
$`=`$ $`\left({\displaystyle \frac{d}{dw}}\right)^k(D_\theta ^1(t^w\chi (t)),A)`$
$`=`$ $`\left({\displaystyle \frac{d}{dw}}\right)^k(\theta ^{1/2w}t^w\chi (\theta t),A)`$
$`=`$ $`\left({\displaystyle \frac{d}{dw}}\right)^k\theta ^{1/2w}{\displaystyle _{]0,1]}}t^w\overline{A(t)}𝑑t`$
Taking the limit when $`ws`$ gives

$`(Y_{s,k}^\lambda ,D_\theta (A))`$ $`=`$ $`\left({\displaystyle \frac{d}{ds}}\right)^k\theta ^{1/2s}{\displaystyle _{]0,1]}}t^s\overline{A(t)}𝑑t`$
$`=`$ $`\left({\displaystyle \frac{1}{i}}{\displaystyle \frac{d}{d\tau }}\right)^k\theta ^{i\tau }{\displaystyle _{]0,1]}}t^{\frac{1}{2}i\tau }\overline{A(t)}𝑑t`$
Taking the complex conjugate:

$`(D_\theta (A),Y_{s,k}^\lambda )`$ $`=`$ $`\left(i{\displaystyle \frac{d}{d\tau }}\right)^k\theta ^{i\tau }{\displaystyle _{]0,1]}}t^{\frac{1}{2}+i\tau }A(t)𝑑t`$
$`=`$ $`\left({\displaystyle \frac{d}{ds}}\right)^k\theta ^{s\frac{1}{2}}{\displaystyle _{]0,1]}}t^{s1}A(t)𝑑t`$
$`=`$ $`\left({\displaystyle \frac{d}{ds}}\right)^k\theta ^{s\frac{1}{2}}Z(s)`$
which completes the proof (assuming existence.) $``$

To prove the existence we will use in an essential manner the key Lemme 6 from . We have seen that $`V=(1M)^2U`$ where $`M`$ is the Hardy averaging operator and $`U`$ the Báez-Duarte operator. The spectral function $`U(s)`$ extends to an analytic function $`U(w)`$ in the strip $`0<Re(w)<1`$. We need pointwise expressions for $`V(\psi _{w,k})(t)`$, $`t>0`$ (at first only $`Re(w)<\frac{1}{2}`$ is allowed here). Thanks to the general study of $`U`$ given in , we know that for $`Re(w)<\frac{1}{2}`$ the vector $`U(\psi _{w,k})`$ in $`K`$ is given as the following limit in square mean:

$$\underset{\delta 0}{\mathrm{l}.\mathrm{i}.\mathrm{m}.}_\delta ^1(\mathrm{log}(\frac{1}{v}))^kv^w\frac{d}{dv}\frac{\mathrm{sin}(2\pi t/v)}{\pi t/v}𝑑v$$

Following , with a slight change of notation, we now study for each complex number $`w`$ with $`Re(w)<1`$ (and each integer $`k0`$) the *pointwise* limit as a function of $`t>0`$ for $`\delta 0`$:

$$\phi _{w,k}(t):=\underset{\delta 0}{lim}_\delta ^1(\mathrm{log}(\frac{1}{v}))^kv^w\frac{d}{dv}\frac{\mathrm{sin}(2\pi t/v)}{\pi t/v}𝑑v$$

###### Theorem 4.7 ()

Let $`k=0`$. For each $`t>0`$ and $`Re(w)<1`$ the pointwise limit defining $`\phi _{w,0}(t)`$ exists. It is holomorphic in $`w`$ for each fixed $`t`$. When $`w`$ is restricted to a compact set in $`Re(w)<1`$, one has uniformly in $`w`$ the bound $`\phi _{w,0}(t)=O(\frac{1}{t})`$ on $`[1,\mathrm{}[`$. Uniformly with respect to $`w`$ satisfying $`0<Re(w)<1`$ one has $`\phi _{w,0}(t)=U(w)t^w+O(1)`$ on $`0<t1`$.

Proof  Everything is either stated explicitely in , Lemme 6 and Lemme 4, or follows from their proofs. We will give more details for $`k1`$ as this is not treated in . $``$

###### Corollary 4.8

For each $`w`$ in the critical strip $`0<Re(w)<1`$ the Hardy operator $`M:f(t)\frac{1}{t}_0^tf(v)𝑑v`$ can be applied arbitrarily many times to $`\phi _{w,0}(t)`$. The functions $`M^L(\phi _{w,0})`$ ($`L`$) are $`O(\frac{(1+\mathrm{log}(t))^L}{t})`$ on $`[1,\mathrm{}[`$, uniformly with respect to $`w`$ when it is restricted to a compact subset of the open strip, and satisfy on $`t]0,1]`$ the estimate $`M^L(\phi _{w,0})(t)=\left(\frac{1}{1w}\right)^LU(w)t^w+O(1)`$, uniformly with respect to $`w`$.

Proof  A simple recurrence. $``$

We thus obtain:

###### Corollary 4.9

The vectors $`Y_{s,0}^\lambda `$ exist (for $`Re(s)=\frac{1}{2}`$). One has the estimates:

$$V(Y_{s,0}^\lambda )(t)=O(\frac{(1+\mathrm{log}(t))^2}{t})(t[1,\mathrm{}[)$$

$$V(Y_{s,0}^\lambda )(t)=V(s)t^s+O(1)(\lambda <t1)$$

$$V(Y_{s,0}^\lambda )(t)=0(0<t<\lambda )$$

uniformly with respect to $`s`$ when its imaginary part is bounded.

###### Theorem 4.10

Let $`k1`$. For each $`t>0`$ and $`Re(w)<1`$ the pointwise limit defining $`\phi _{w,k}(t)`$ exists. It is holomorphic in $`w`$ for each fixed $`t`$. When $`w`$ is restricted to a compact set in $`Re(w)<1`$, one has uniformly in $`w`$ the bound $`\phi _{w,k}(t)=O(\frac{1}{t})`$ on $`[1,\mathrm{}[`$. Uniformly for $`0<Re(w)<1`$ one has $`\phi _{w,k}(t)=\left(\frac{d}{dw}\right)^k(U(w)t^w)+O(1)`$ on $`0<t1`$.

Proof  The formula defining $`\phi _{w,k}(t)`$ is equivalent to (after integration by parts and the change of variable $`u=1/v`$):

$$\phi _{w,k}(t)=\underset{\mathrm{\Lambda }\mathrm{}}{lim}\frac{1}{\pi t}_1^\mathrm{\Lambda }(k+w\mathrm{log}(u))\left(\mathrm{log}(u)\right)^{k1}u^{w1}\mathrm{sin}(2\pi tu)\frac{du}{u}$$

This proves the existence of $`\phi _{w,k}(t)`$, its analytic character in $`w`$, and the uniform $`O(\frac{1}{t})`$ bound on $`[1,\mathrm{}[`$. The formula can be rewritten as:

$$\phi _{w,k}(t)=\left(\frac{d}{dw}\right)^k\frac{w}{\pi t}_1^{\mathrm{}}u^{w1}\mathrm{sin}(2\pi tu)\frac{du}{u}$$

When $`w`$ is in the critical strip the integral $`_0^{\mathrm{}}u^{w1}\mathrm{sin}(2\pi tu)\frac{du}{u}`$ is absolutely convergent and its value is $`t^{1w}_0^{\mathrm{}}u^{w1}\mathrm{sin}(2\pi u)\frac{du}{u}=\frac{1}{1w}(2\pi t)^{1w}\mathrm{cos}(\frac{\pi w}{2})\mathrm{\Gamma }(w)`$ from well-known integral formulae, so that:

$$\phi _{w,k}(t)=\left(\frac{d}{dw}\right)^k\left(\frac{w}{1w}2^{1w}\pi ^w\mathrm{cos}(\frac{\pi w}{2})\mathrm{\Gamma }(w)t^w\frac{w}{\pi t}_0^1u^{w1}\mathrm{sin}(2\pi tu)\frac{du}{u}\right)$$

The first term is $`\left(\frac{d}{dw}\right)^k(U(w)t^w)`$ and the second term can be explicitely evaluated using the series expansion of $`\mathrm{sin}(2\pi tu)`$ with the final result

$$\phi _{w,k}(t)=\left(\frac{d}{dw}\right)^k(U(w)t^w)+2(1)^kk!\underset{j1}{}(1)^j\frac{(2\pi t)^{2j}}{(2j+1)!}\frac{2j}{(w+2j)^{k+1}}$$

which shows $`\phi _{w,k}(t)=\left(\frac{d}{dw}\right)^k(U(w)t^w)+O(1)`$, on $`0<t1`$, uniformly for $`0<Re(w)<1`$. $``$

As was the case for $`k=0`$ we then deduce that the Hardy operator can be applied arbitrarily many times to $`\phi _{w,k}`$ for $`0<Re(w)<1`$. The existence of the $`Y_{s,k}^\lambda `$ follows.

###### Theorem 4.11

Let $`k0`$. The vectors $`Y_{s,k}^\lambda `$ exist (for $`Re(s)=\frac{1}{2}`$). One has the estimates:

$`V(Y_{s,k}^\lambda )(t)`$ $`=`$ $`O({\displaystyle \frac{(1+\mathrm{log}(t))^2}{t}})(t[1,\mathrm{}[)`$
$`V(Y_{s,k}^\lambda )(t)`$ $`=`$ $`\left({\displaystyle \frac{d}{ds}}\right)^k(V(s)t^s)+O(1)(\lambda <t1)`$
$`V(Y_{s,k}^\lambda )(t)`$ $`=`$ $`0(0<t<\lambda )`$
the implied constants are independent of $`\lambda `$ and are uniform with respect to $`s`$ when its imaginary part is bounded.

Proof  Clearly a corollary to 4.10. $``$

## 5 The vectors $`X_{\rho ,k}^\lambda `$ and completion of the proof

###### Definition 5.1

Let $`0<\lambda <1`$. To each zero $`\rho `$ of the Riemann zeta function on the critical line, of multiplicity $`m_\rho `$, and each integer $`0k<m_\rho `$ we associate the Hilbert space vector

$$X_{\rho ,k}^\lambda :=\left(\mathrm{log}(\frac{1}{\lambda })\right)^{\frac{1}{2}k}Y_{\rho ,k}^\lambda $$

where $`Y_{\rho ,k}^\lambda =\mathrm{l}.\mathrm{i}.\mathrm{m}._{ws}V^1Q_\lambda V(\psi _{w,k})`$, $`V`$ is the unitary operator $`(M1)^3_+I`$, $`Q_\lambda `$ is orthogonal projection to $`L^2([\lambda ,\mathrm{}[,dt)`$, and $`\psi _{w,k}(t)=(\mathrm{log}(\frac{1}{t}))^kt^w\chi (t)`$.

###### Note 5.2

Of course there is no reason except psychological to allow only zeros of the Riemann zeta function at this stage.

###### Theorem 5.3

As $`\lambda `$ decreases to $`0`$ one has:

$`\underset{\lambda 0}{lim}(X_{\rho _1,k}^\lambda ,X_{\rho _2,l}^\lambda )`$ $`=`$ $`0(\rho _1\rho _2)`$
$`\underset{\lambda 0}{lim}(X_{\rho ,k}^\lambda ,X_{\rho ,l}^\lambda )`$ $`=`$ $`{\displaystyle \frac{1}{k+l+1}}`$
Proof  To establish this we first consider, for $`Re(s_1)=Re(s_2)=\frac{1}{2}`$:

$$_\lambda ^1\left(\mathrm{log}(\frac{1}{t})\right)^{j_1}t^{s_1}\left(\mathrm{log}(\frac{1}{t})\right)^{j_2}t^{(1s_2)}𝑑t$$

If $`s_1s_2`$ an integration by parts shows that it is $`O\left(\mathrm{log}(\frac{1}{\lambda })\right)^{j_1+j_2}`$. On the other hand when $`s_1=s_2`$ its exact value is $`\frac{1}{j_1+j_2+1}\left(\mathrm{log}(\frac{1}{\lambda })\right)^{j_1+j_2+1}`$. With this information the theorem follows directly from 4.11 as (for example) the leading divergent contribution as $`\lambda 0`$ to $`(V(Y_{s,k}^\lambda ),V(Y_{s,l}^\lambda ))`$ is $`V(s)\overline{V(s)}_\lambda ^1\left(\frac{d}{ds}\right)^kt^s\overline{\left(\frac{d}{ds}\right)^lt^s}𝑑t`$ which gives $`\frac{1}{k+l+1}\left(\mathrm{log}(\frac{1}{\lambda })\right)^{k+l+1}`$. The rescaling $`YX`$ is chosen so that a finite limit for $`(X_{\rho ,k}^\lambda ,X_{\rho ,l}^\lambda )`$ is obtained. As the scalar products involving distinct zeros have a smaller divergency, the rescaling let them converge to $`0`$. $``$

###### Theorem 5.4

Let $`\chi _1(t)=(1+\mathrm{log}(t))\chi (t)`$. As $`\lambda `$ decreases to $`0`$ one has:

$`\underset{\lambda 0}{lim}\sqrt{\mathrm{log}({\displaystyle \frac{1}{\lambda }})}(\chi _1,X_{\rho ,k}^\lambda )`$ $`=`$ $`0(k1)`$
$`\underset{\lambda 0}{lim}\sqrt{\mathrm{log}({\displaystyle \frac{1}{\lambda }})}(\chi _1,X_{\rho ,0}^\lambda )`$ $`=`$ $`{\displaystyle \frac{\rho 1}{\rho ^2}}`$
Proof  We have $`(1M)\chi _1=\chi `$, and $`V=(1M)^2U`$ so $`V\chi _1=(1M)U\chi `$. From  we know that $`U\chi `$ is $`\frac{\mathrm{sin}(2\pi t)}{\pi t}`$ so $`V\chi _1`$ is the function $`\frac{\mathrm{sin}(2\pi t)}{\pi t}\frac{1}{t}_0^t\frac{\mathrm{sin}(2\pi v)}{\pi v}𝑑v`$. It is thus $`0(t^2)`$ as $`t0`$, and from 4.11 we then deduce that the scalar products $`(\chi _1,Y_{\rho ,k}^\lambda )`$ admit finite limits as $`\lambda 0`$. This settles the case $`k1`$. For $`k=0`$, one uses the uniformity with respect to $`w`$ in 4.7 to get

$$\underset{\lambda 0}{lim}(\chi _1,Y_{\rho ,0}^\lambda )=\underset{w\rho }{lim}(\chi _1,\phi _{w,0})$$

which gives $`lim_{w\rho }_0^1(1+\mathrm{log}(t))t^{w1}𝑑t=\frac{1}{\rho }\frac{1}{\rho ^2}=\frac{\rho 1}{\rho ^2}`$. $``$

We can now conclude the proof of our estimate.

###### Theorem 5.5

We have:

$$\underset{\lambda 0}{lim\; inf}D(\lambda )\sqrt{\mathrm{log}(\frac{1}{\lambda })}\sqrt{\underset{\rho }{}\frac{m_\rho ^2}{|\rho |^2}}$$

Proof  Let $`R`$ be a non-empty finite set of zeros. We showed that $`D(\lambda )`$ is the Hilbert space distance from $`\chi _1`$ to $`𝒞_\lambda `$, and that the vectors $`X_{\rho ,k}^\lambda `$ for $`0k<m_\rho `$ are perpendicular to $`𝒞_\lambda `$. So $`D(\lambda )`$ is bounded below by the norm of the orthogonal projection of $`\chi _1`$ to the finite-dimensional vector space $`H_R`$ spanned by the vectors $`X_{\rho ,k}^\lambda `$, $`0k<m_\rho `$, $`\rho R`$. This is given by a well-known formula involving the inverse of the Gram matrix of the $`X_{\rho ,k}^\lambda `$’s as well as the scalar products $`(\chi _1,X_{\rho ,k}^\lambda )`$. From 5.3 the Gram matrix converges to diagonal blocks, one for each zero, given by Cauchy matrices of sizes $`m_\rho \times m_\rho `$. From Cauchy we know that the top-left element of the inverse matrix is $`m_\rho ^2`$. Combining this with the scalar products evaluated in 5.4 we get that the squared norm of the orthogonal projection of $`\chi _1`$ to $`H_R`$ is asymptotically equivalent as $`\lambda 0`$ to $`\frac{_{\rho R}\frac{m_\rho ^2}{|\rho |^2}}{\mathrm{log}(\frac{1}{\lambda })}`$. The proof is complete. $``$

We can apply our strategy to a fully singular MA(q) on the unit circle. The relevant Báez-Duarte phase operator will then be (up to a non-important constant of modulus 1) the operator of multiplication by $`z^q`$ and it is apparent that this leads to a proof equivalent to the one we gave in our previous discussion, inspired by . In the case of the Nyman-Beurling approximation problem for the zeta funtion, we expect in the quotient of $`^2`$ by $`\overline{𝒞_\lambda }`$ a “continuous spectrum” additionally to the “discrete spectrum” provided by the (projection to $`^2`$ of the) $`X_{\rho ,k}^\lambda `$’s, $`\zeta (\rho )=0`$, $`k<m_\rho `$. It is tempting to speculate that the rescaling will kill this continuous part as $`\lambda 0`$, so that in the end only subsists a so-called “Hilbert-Pólya” space. This would appear to require 5.5 to give the exact order of decrease of the quantity $`D(\lambda )`$ and the numerical explorations reported by Báez-Duarte, Balazard, Landreau and Saias in  seem to support this.

## 6 Acknowledgements

I had been looking for the vectors $`X_{\rho ,k}^\lambda `$, and with the Lemme 6 of  they were suddenly there. I thank Michel Balazard for giving me copies of  and  in preprint form.