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# Non Linear Kinetics underlying Generalized Statistics

## I Introduction

In the last few decades there has been an intensive discussion on non conventional classical or quantum statistics. Up to now several entropies with the ensuing statistics have been considered. For instance, in classical statistics, beside the additive Boltzmann-Gibbs-Shannon entropy which leads to the standard Maxwell-Boltzman statistics, one can find in the literature, the entropies and/or related statistics introduced by Druyvenstein , Renyi , Sharma-Mittal , Tsallis , Abe , Papa , Borges-Roditi , Landsberg-Vedral , Anteneodo-Plastino , Frank-Daffertshofer , among others. On the other hand, in the literature we can find, besides the standard Bose-Einstein and Fermi-Dirac quantum statistics and/or entropies, the ones introduced by Gentile , Green , Greenberg-Mohapatra , Biedenharn , Haldane-Wu , Acharya-Narayana Swamy , Buyukkilic-Dimirhan  etc. This plethora of entropies poses naturally some questions.

A first question is if it is possible and how to treat the above entropies in the frame of a unifying context and from a more general prospective, in such a way to distinguish the common properties of the entropies, from the ones depending on the particular form of the single entropy.

A second question is if it is possible to obtain the stationary statistical distribution of the various non linear systems in the frame of a time dependent scheme. Fermion and boson kinetics were introduced in 1935 by Uehling and Uhlenbeck . On the other hand, the non linear kinetics associated with the anomalous diffusion has been considered in the last few decades in several papers by the mathematicians and by the physicists of the condensed matter. After 1995, in the frame of the Fokker-Planck picture, the anomalous diffusion has been linked with the time dependent Tsallis statistical distribution  and the kinetics of the particles obeying the Haldane statistics  and the quon statistics  has been considered.

The problem of the non linear kinetics from a more general point of view has been considered only in 1994. In ref.  it has been proposed an evolution equation (eq. (7) of the reference) describing a generic non linear kinetics. Subsequently some properties of this kinetics in the frame of the Fokker-Planck picture has been studied in ref.  and in the frame of the Boltzmann picture in ref. . Finally, the kinetics described by non linear Fokker-Planck equations has been reconsidered recently in ref. .

It is well known that the formalism used to describe the time evolution of a statistical system, depends on the picture used to describe the system. For instance, for a particle system interacting with a bath, we can study its time evolution in the phase space in the frame of the Kramers picture (Fokker-Planck picture in the velocity space). Besides, for an isolated system, we can study its time evolution in the phase space adopting the Boltzmann picture.

A third question which arises at this point is if the entropy of a system, or its stationary statistical distribution, depends and how on the particular picture used to describe the system.

A fourth and last question is if it exists a principle underlying the time evolution of the system, in the two pictures. Obviously if this principle exists, it must define both the entropy and the stationary statistical distribution of the system.

The present paper is concerned with the above questions. Its principal goal is to show, that exists a principle in the following called Kinetical Interaction Principle (KIP), which governs the particle kinetics and imposes the form of the entropy of the system independently on the particular picture used to describe the system. Within the two pictures and in a unifying context, the H-theorem is proved and the form of the the generalized entropy together with the stationary statistical distribution for a generic non linear system are obtained.

The paper is organized as it follows. In Sect. II, we introduce the KIP underlying the kinetics of a particle system, without regard if it interacts with its environment or if it is an isolated system . In Sect. III, we study the nonlinear kinetics in the Kramers picture implied by KIP. In particular, after writing the evolution equation of the system we obtain its entropy and also its statistical distribution both as the stationary state of the evolution equation and by using the maximum entropy principle. The stability of this equilibrium distribution is also studied. In Sect. IV, we examine an isolated particle system and describe its nonlinear kinetics governed by the KIP in the Boltzmann picture. In particular the equilibrium and the stability of the system are studied. In Sect. V, we consider in an unifying context some examples of already known classical and quantum statistical distributions, in order to test and highlight the utility of the formalism here developed. In Sects. VI and VII, we consider, just as a working example, a new statistical distribution, the $`\kappa `$-deformed distribution, which arises naturally in the frame of this formalism. This distribution is obtained according to the KIP both as stationary solution of a nonlinear evolution equation and by using the maximum entropy principle. In Sect. VIII, we consider some concrete physical systems where the $`\kappa `$-deformed distribution can be adopted. Finally in Sect. IX, some concluding remarks are reported.

## II A principle underlying the kinetics

Isolated systems: Let us consider an isolated system composed by $`N`$ identical particles. We make the hypothesis that the system is a low density gas so that we can describe it by a one particle distribution function. The interaction of a particle in the site $`𝒓=(𝒙,𝒗)`$ where the particle density is $`f=f(t,𝒓)`$, with a second particle in the site $`𝒓_1=(𝒙_1,𝒗_1)`$ where the particle density is $`f_1=f(t,𝒓_1)`$, changes the states of both the particles. After the interaction we find the first particle to the site $`𝒓^{}=(𝒙^{},𝒗^{})`$, where the particle density is $`f^{}=f(t,𝒓^{})`$ and the second particle to the site $`𝒓_1^{}=(𝒙_1^{},𝒗_1^{})`$, where the particle density is $`f_1^{}=f(t,𝒓_1^{})`$. We postulate that the transition probability from the state where the particles occupy the sites $`𝒓`$ and $`𝒓_1`$, after interaction, to the state where the particles occupy the sites $`𝒓^{}`$ and $`𝒓_1^{}`$ is given by

$$\pi (t,𝒓𝒓^{},𝒓_1𝒓_1^{})=T(t,𝒓,𝒓^{},𝒓_1,𝒓_1^{})\gamma (f,f^{})\gamma (f_1,f_1^{}).$$
(1)
The first factor in (1) is the transition rate which depends only on the nature of the two body particle interaction. Then this factor is proportional to the cross section of the two body interaction and doesn’t depend on the particle population of the four sites. Being the system composed by identical particles, the second and third factors are given by the same function and differ only on the arguments. The factor $`\gamma (f,f^{})`$ in (1) is an arbitrary function of the particle populations of the starting and of arrival sites. Eq.(1) takes into account two body interactions and for this reason the function $`\gamma (f,f^{})`$ must satisfy the condition $`\gamma (0,f^{})=0`$ because, if the starting site is empty, the transition probability is equal to zero. The dependence of the function $`\gamma (f,f^{})`$ on the particle population $`f^{}`$ of the arrival site plays a very important role in the particle kinetics because can stimulate or inhibite the particle transition $`𝒓𝒓^{}`$ in such a way that interactions originated from collective effects can be taken into account. The condition $`\gamma (f,0)0`$ requires that in the case the arrival site is empty the transition probability must depend only on the population of the starting site. We note that for the standard linear kinetics the relation $`\gamma (f,f^{})=f`$ holds.

Systems interacting with a bath: We consider now the case of a particle system interacting with its environment which we consider as a bath. The particle which transits from the site $`𝒓`$ to the site $`𝒓^{}`$ is now the test particle while the one that transits from the site $`𝒓_1`$ to the site $`𝒓_1^{}`$ is a particle of the bath and the factor entering into the transition probability is indicated with $`\stackrel{~}{\gamma }(f_1,f_1^{})`$ and depends on the nature of the bath. If we address our attention to the test particle and after posing

$$W(t,𝒓,𝒓^{})=d^{2n}r_1d^{2n}r_1^{}T(t,𝒓,𝒓^{},𝒓_1,𝒓_1^{})\stackrel{~}{\gamma }(f_1,f_1^{}),$$
(2)
the transition probability (1) transforms immediately into

$$\pi (t,𝒓𝒓^{})=W(t,𝒓,𝒓^{})\gamma (f,f^{}).$$
(3)
We remark that the transition rate $`W(t,𝒓,𝒓^{})`$ depends only on the nature of the interaction between the test particle and the bath and doesn’t depend on the population of the test particle in the starting and arrival sites.

Kinetical interaction principle: In this paper, we will study kinetics coming from the transition probabilities (3) and (1) when the function $`\gamma `$ satisfies the condition

$$\frac{\gamma (f,f^{})}{\gamma (f^{},f)}=\frac{\kappa (f)}{\kappa (f^{})},$$
(4)
where $`\kappa (f)`$ is a positive real function. This condition implies that $`\gamma (f,f^{})/\kappa (f)`$ is a symmetric function. Then we can pose $`\gamma (f,f^{})=\kappa (f)b(f)b(f^{})c(f,f^{})`$ where $`b(f)`$ and $`c(f,f^{})=c(f^{},f)`$ are two real arbitrary functions. It will be convenient later on to introduce the real arbitrary function $`a(f)`$ by means of

$$\kappa (f)=\frac{a(f)}{b(f)},$$
(5)
and write $`\gamma (f,f^{})`$ under the guise

$$\gamma (f,f^{})=a(f)b(f^{})c(f,f^{}).$$
(6)
We claim at this point that $`\gamma (f,f^{})`$ given by (6) with $`a(f)`$ and $`b(f)`$ linked through (5), is the most general function obeying the condition (4). We wish to note that $`\gamma (f,f^{})`$ is given as a product of three factors. The first factor $`a(f)`$ is an arbitrary function of the particle population of the starting site and satisfies the condition $`a(0)=0`$ because if the starting site is empty the transition probability is equal to zero. The second factor $`b(f^{})`$ is an arbitrary function of the arrival site particle population. For this function we have the condition $`b(0)=1`$ which requires that the transition probability does not depend on the arrival site if, in it, particles are absent. The expression of the function $`b(f^{})`$ plays a very important role in the particle kinetics, because stimulates or inhibites the transition $`𝒓𝒓^{}`$, allowing in such a way to consider interactions originated from collective effects. Finally, the third factor $`c(f,f^{})`$ takes into account that the populations of the two sites, namely $`f`$ and $`f^{}`$, can eventually affect the transition, collectively and symmetrically.

The function $`\gamma (f,f^{})`$ given by (6) defines a special interaction which involves, separately and/or together, the two particle bunches entertained in the starting and arrival sites. We observe that this interaction is different from the one depending on the coordinates of the sites involved in the transition which one takes into account by means of the functions $`T`$ (cross section) in (1) or by $`W`$ (transition rate) in (3). In order to explain the nature of the interaction introduced by the function $`\gamma (f,f^{})`$ we start by considering the case

$$\gamma (f,f^{})=f(1f^{}).$$
(7)
It is well known  that this particular expression for the $`\gamma (f,f^{})`$ given by (7) takes into account the Pauli exclusion principle and defines completely the fermion kinetics. Other expressions of the function $`\gamma (f,f^{})`$ take into account interactions introduced by the generalized exclusion-inclusion principle , the Haldane generalized exclusion principle , the Tsallis principle underlying the nonextensive statistics  etc. We observe that the above mentioned principles impose the form of the collisional integral in the kinetic equations through the choice of $`\gamma (f,f^{})`$. It is worth noting that in the cases of Haldane statistics the particular expression of $`\gamma (f,f^{})`$ is originated from the fractal structure of the single particle Hilbert space, its dimension depending on the particle number in the considered state . Also the Tsallis statistics is originated from the fractal structure of the relevant particle phase space .

Taking into account that particular choices of $`\gamma (f,f^{})`$ reproduce the already known principles above mentioned, we can see the function $`\gamma (f,f^{})`$ as describing a general principle which we call Kinetical Interaction Principle (KIP). The KIP defines a special collective interaction which could be very useful to describe the dynamics of many body systems. As we will see in the following sections, the KIP both governs the system evolving toward the equilibrium and imposes the stationary state of the system.

## III Kramers generalized kinetics

In the following we study the particle kinetics in a $`2n`$-dimensional phase space of a dilute system composed by $`N`$ identical particles interacting with an equilibrated bath. The procedure which we use in the present section to derive the evolution equation of the system, is a generalization to the non linear case of the standard procedure, involving the Kramers-Moyal expansion and the first neighbor approximation, which was introduced firstly to study the linear kinetics. We indicate with $`𝒙`$ and $`𝒗`$ the position and the velocity variables, respectively. The particles evolve under an external potential $`V=V(𝒙)`$. The evolution equation for the distribution function $`f=f(t,𝒙,𝒗)`$ is given by

$$\frac{df}{dt}=_{}\left[\pi (t,𝒙,𝒗^{}𝒗)\pi (t,𝒙,𝒗𝒗^{})\right]d^nv^{},$$
(8)
where $`df/dt`$ is the total time derivative while the transition probability according to the KIP is given by

$$\pi (t,𝒙,𝒗𝒗^{})=W(t,𝒙,𝒗,𝒗^{})\gamma (f,f^{}).$$
(9)
Let us write the transition rate as $`W(t,𝒙,𝒗,𝒗^{})=w(t,𝒙,𝒗,𝒗^{}𝒗)`$, where the last argument in $`w`$ represents the change of the velocity during the transition. In the following, for simplicity, we indicate explicitly only the dependence on the velocity variables of the functions $`w(t,𝒙,𝒗,𝒗^{}𝒗)`$ and $`f(t,𝒙,𝒗)`$. We start by writing Eq.(8) as follows

$`{\displaystyle \frac{df}{dt}}`$ $`={\displaystyle _{}}w(𝒗+𝒚,𝒚)\gamma [f(𝒗+𝒚),f(𝒗)]d^ny`$ (11)
$`{\displaystyle _{}}w(𝒗,𝒚)\gamma [f(𝒗),f(𝒗𝒚)]d^ny.`$
For physical systems evolving very slowly $`w(𝒗,𝒚)`$ decreases very expeditiously as $`𝒚`$ increases and we can consider only the transitions for which $`𝒗\pm 𝒚𝒗`$. At this point we make use of the two following Taylor expansions

$`w(𝒗+𝒚,𝒚)\gamma [f(𝒗+𝒚),f(𝒗)]`$ (12)
$`={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m!}}\left[{\displaystyle \frac{^m\{w(𝒖,𝒚)\gamma [f(𝒖),f(𝒗)]\}}{u_{\alpha _1}u_{\alpha _2}\mathrm{}u_{\alpha _m}}}\right]_{_{𝒖=𝒗}}y_{\alpha _1}y_{\alpha _2}\mathrm{}y_{\alpha _m},`$ (13)
$`\gamma [f(𝒗),f(𝒗𝒚)]`$ (14)
$`={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^m}{m!}}\left[{\displaystyle \frac{^m\gamma [f(𝒗),f(𝒖)]}{u_{\alpha _1}u_{\alpha _2}\mathrm{}u_{\alpha _m}}}\right]_{_{𝒖=𝒗}}y_{\alpha _1}y_{\alpha _2}\mathrm{}y_{\alpha _m},`$ (15)
and after substitution in (11) we obtain the following Kramers-Moyal expansion.

$`{\displaystyle \frac{df(t,𝒙,𝒗)}{dt}}={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}[{\displaystyle \frac{^m\{\zeta _{\alpha _1\alpha _2\mathrm{}\alpha _m}(t,𝒙,𝒖)\gamma [f(t,𝒙,𝒖),f(t,𝒙,𝒗)]\}}{u_{\alpha _1}u_{\alpha _2}\mathrm{}u_{\alpha _m}}}`$ (16)
$`+(1)^{m1}\zeta _{\alpha _1\alpha _2\mathrm{}\alpha _m}(t,𝒙,𝒗){\displaystyle \frac{^m\gamma [f(t,𝒙,𝒗),f(t,𝒙,𝒖)]}{u_{\alpha _1}u_{\alpha _2}\mathrm{}u_{\alpha _m}}}]_{_{𝒖=𝒗}},`$ (17)
where the $`m`$-th order momentum $`\zeta _{\alpha _1\alpha _2\mathrm{}\alpha _m}(t,𝒙,𝒗)`$ of the transition rate is defined as:

$$\zeta _{\alpha _1\alpha _2\mathrm{}\alpha _m}(t,𝒙,𝒗)=\frac{1}{m!}_{}y_{\alpha _1}y_{\alpha _2}\mathrm{}y_{\alpha _m}w(t,𝒙,𝒗,𝒚)d^ny.$$
(18)
We remark that from Eq. (17), where the dependence on all the variables $`t,𝒙,𝒗`$ is indicated explicitly, we can obtain as a particular case Eq. (7) of ref. .

In the frame of the first neighbor approximation only the first order (drift coefficient) $`\zeta _i`$ and the second order (diffusion coefficient) $`\zeta _{ij}`$ momenta of the transition rate are considered. Indicating again explicitly only the dependence on the velocity variables Eq.(17) reduces to the following non linear second order partial differential equation

$`{\displaystyle \frac{df}{dt}}=[{\displaystyle \frac{\{\zeta _i(𝒖)\gamma [f(𝒖),f(𝒗)]\}}{u_i}}+\zeta _i(𝒗){\displaystyle \frac{\gamma [f(𝒗),f(𝒖)]}{u_i}}`$ (19)
$`+{\displaystyle \frac{^2\{\zeta _{ij}(𝒖)\gamma [f(𝒖),f(𝒗)]\}}{u_iu_j}}\zeta _{ij}(𝒗){\displaystyle \frac{^2\gamma [f(𝒗),f(𝒖)]}{u_iu_j}}]_{_{𝒖=𝒗}},`$ (20)
which after taking into account the two identities:

$`\left[{\displaystyle \frac{\{\zeta _i(𝒖)\gamma [f(𝒖),f(𝒗)]\}}{u_i}}+\zeta _i(𝒗){\displaystyle \frac{\gamma [f(𝒗),f(𝒖)]}{u_i}}\right]_{_{𝒖=𝒗}}`$ (21)
$`={\displaystyle \frac{}{v_i}}\{\zeta _i(𝒗)\gamma [f(𝒗),f(𝒗)]\},`$ (22)
and

$`\left[{\displaystyle \frac{^2\{\zeta _{ij}(𝒖)\gamma [f(𝒖),f(𝒗)]\}}{u_iu_j}}\zeta _{ij}(𝒗){\displaystyle \frac{^2\gamma [f(𝒗),f(𝒖)]}{u_iu_j}}\right]_{_{𝒖=𝒗}}`$ (23)
$`={\displaystyle \frac{}{v_i}}\{{\displaystyle \frac{\zeta _{ij}(𝒗)}{v_j}}\gamma [f(𝒗),f(𝒗)]`$ (24)
$`+\zeta _{ij}(𝒗)[{\displaystyle \frac{\gamma [f(𝒖),f(𝒗)]}{u_j}}{\displaystyle \frac{\gamma [f(𝒗),f(𝒖)]}{u_j}}]_{_{𝒖=𝒗}}\},`$ (25)
assumes the form

$`{\displaystyle \frac{df}{dt}}={\displaystyle \frac{}{v_i}}\{[\zeta _i(𝒗)+{\displaystyle \frac{\zeta _{ij}(𝒗)}{v_j}}]\gamma [f(𝒗),f(𝒗)]`$ (26)
$`+\zeta _{ij}(𝒗)[{\displaystyle \frac{\gamma [f(𝒖),f(𝒗)]}{u_j}}{\displaystyle \frac{\gamma [f(𝒗),f(𝒖)]}{u_j}}]_{_{𝒖=𝒗}}\}.`$ (27)
Finally Eq. (27) can be rewritten as

$$\frac{df}{dt}=\frac{}{v_i}\left[\left(\zeta _i+\frac{\zeta _{ij}}{v_j}\right)\gamma (f)+\zeta _{ij}\gamma (f)\lambda (f)\frac{f}{v_j}\right],$$
(28)
with $`\gamma (f)=\gamma (f,f)`$ and

$`\lambda (f)=\left[{\displaystyle \frac{}{f}}\mathrm{ln}{\displaystyle \frac{\gamma (f,f^{})}{\gamma (f^{},f)}}\right]_{f^{}=f}.`$ (29)
By taking into account the condition (4), the function $`\lambda (f)`$ simplifies as

$$\lambda (f)=\frac{\mathrm{ln}\kappa (f)}{f},$$
(30)
and Eq.(28) becomes

$$\frac{df}{dt}=\frac{}{v_i}[(\zeta _i+\frac{\zeta _{ij}}{v_j})\gamma (f)+\gamma (f)\frac{\mathrm{ln}\kappa (f)}{f}\zeta _{ij}\frac{f}{v_j}].$$
(31)
We assume the independence of motion among the $`n`$ directions of the homogeneous and isotropic $`n`$-dimensional velocity space and pose $`\zeta _i=J_i`$, $`\zeta _{ij}=D\delta _{ij}`$, being $`𝑱`$ and $`D`$ the drift and diffusion coefficients, respectively. Moreover we introduce the function $`U`$ by means of

$$\beta \frac{U}{𝒗}=\frac{1}{D}\left(𝑱+\frac{D}{𝒗}\right),$$
(32)
with $`\beta `$ a constant. In the following we will consider the case where $`U=U(𝒗)`$ depends exclusively on the velocity. Taking into account that the potential $`V=V(𝒙)`$ depends only on the spatial variable, Eq. (31) can be written as

$$\frac{df(t,𝒙,𝒗)}{dt}=\frac{}{𝒗}\left(D(𝒗)\gamma (f)\frac{}{𝒗}\{\beta \left[V(𝒙)+U(𝒗)\mu \right]+\mathrm{ln}\kappa (f)\}\right),$$
(33)
with $`\mu `$ a constant and the expression of the total time derivative given by

$`{\displaystyle \frac{d}{dt}}={\displaystyle \frac{}{t}}+{\displaystyle \frac{1}{m}}{\displaystyle \frac{U(𝒗)}{𝒗}}{\displaystyle \frac{}{𝒙}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{V(𝒙)}{𝒙}}{\displaystyle \frac{}{𝒗}}.`$ (34)
Equation (33) represents the evolution equation of the particle system in the Kramers picture and describe a non linear kinetics. This non linear evolution equation can be written in the form

$`{\displaystyle \frac{df}{dt}}+{\displaystyle \frac{}{𝒗}}\left[D\gamma (f){\displaystyle \frac{}{𝒗}}{\displaystyle \frac{\delta 𝒦}{\delta f}}\right]=0,`$ (35)
where $`\delta 𝒦/\delta f`$ is the functional derivatives of the functional $`𝒦`$ defined through

$$𝒦=_{}d^nxd^nv𝑑f\mathrm{ln}\frac{\kappa (f)}{\kappa (f_s)},$$
(36)
where the stationary distribution $`f_s=f(\mathrm{},𝒙,𝒗)`$ is defined through:

$$\mathrm{ln}\kappa (f_s)=\beta \left[V(𝒙)+U(𝒗)\mu \right].$$
(37)
We remark now that from Eq. (35) it follows immediately that the stationary distribution maximizes $`𝒦`$ and can be obtained from a variational principle:

$`{\displaystyle \frac{\delta 𝒦}{\delta f}}=0{\displaystyle \frac{df}{dt}}=0;f=f_s.`$ (38)
It is easy to verify that the functional $`𝒦`$ increases in time

$`{\displaystyle \frac{d𝒦}{dt}}`$ $`={\displaystyle _{}}d^nxd^nv{\displaystyle \frac{\delta 𝒦}{\delta f}}{\displaystyle \frac{df}{dt}}`$ (41)
$`={\displaystyle _{}}d^nxd^nv{\displaystyle \frac{\delta 𝒦}{\delta f}}{\displaystyle \frac{}{𝒗}}\left[D\gamma (f){\displaystyle \frac{}{𝒗}}{\displaystyle \frac{\delta 𝒦}{\delta f}}\right]`$
$`={\displaystyle _{}}d^nxd^nvD\gamma (f)\left({\displaystyle \frac{}{𝒗}}{\displaystyle \frac{\delta 𝒦}{\delta f}}\right)^20.`$
In order to study the behaviour of the functional $`𝒦(t)`$ when $`t\mathrm{}`$ we introduce the function $`\sigma (f)=𝑑f\mathrm{ln}\kappa (f)`$ so that $`\kappa (f)`$ can be written as $`\kappa (f)=\mathrm{exp}\left[d\sigma /df\right]`$. Now we are able to calculate, in the limit $`t\mathrm{}`$, the following difference

$`𝒦(t)𝒦(\mathrm{})=`$ $`{\displaystyle _{}}d^nxd^nv[\sigma (f)\sigma (f_s)+(ff_s)\mathrm{ln}\kappa (f_s)]`$ (42)
$`=`$ $`{\displaystyle _{}}d^nxd^nv\left[\sigma (f)\sigma (f_s)(ff_s){\displaystyle \frac{d\sigma (f_s)}{df_s}}\right]`$ (43)
$``$ $`{\displaystyle _{}}d^nxd^nv\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2\sigma (f_s)}{df_s^2}}(ff_s)^2\right],`$ (44)
and assume that $`d^2\sigma (f)/df^20`$. This requirement is satisfied if the function $`\kappa (f)`$ obeys to the condition $`d\kappa (f)/df0`$ and consequently we have $`𝒦(t)𝒦(\mathrm{})`$, then $`𝒦`$ assumes its maximum value for $`t=\mathrm{}`$. The inequalities $`d𝒦(t)/dt0`$ and $`𝒦(t)𝒦(\mathrm{})`$ imply that $`𝒦`$ is a Lyapunov functional and demonstrate the H-theorem. The functional $`𝒦`$ is the constrained entropy of the system and results to be the sum of two terms: $`𝒦=S+S_c`$ where

$$S=_{}d^nxd^nv𝑑f\mathrm{ln}\kappa (f),$$
(45)
is the entropy of the system and $`S_c=\beta (E\mu N)`$. The energy $`E`$ of the system is given by

$$E=_{}d^nxd^nv\left[V(𝒙)+U(𝒗)\right]f.$$
(46)
We remark that, being $`\kappa (f)`$ an arbitrary function, the H-theorem has been verified in a unified way, for a very large class of non linear systems interacting with a bath.

## IV Boltzmann generalized kinetics

In the diffusive approximation, adopted in the previous section to describe the changes of the particle states, the system is coupled with its environment. In this frame, meanwhile the particle system, interacting with the bath, evolves toward the equilibrium, both its entropy $`S`$ and $`𝒦`$ increases monotonicaly. In the present section we will consider the particle system isolated from its environment and describe its time evolution in the frame of the more rigorous Boltzmann picture. In presence of external forces derived from a potential the total time derivative is defined as

$`{\displaystyle \frac{d}{dt}}={\displaystyle \frac{}{t}}+𝒗{\displaystyle \frac{}{𝒙}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{V(𝒙)}{𝒙}}{\displaystyle \frac{}{𝒗}},`$ (47)
and the evolution equation assumes the form:

$`{\displaystyle \frac{df}{dt}}={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}[\pi (t,𝒙,𝒗^{}𝒗,𝒗_1^{}𝒗_1)`$ (48)
$`\pi (t,𝒙,𝒗𝒗^{},𝒗_1𝒗_1^{})`$ $`].`$ (49)
Eq. (49) describes a non linear generalized kinetics, the transition probabilities being defined, according to the KIP, as:

$`\pi (t,𝒙,𝒗𝒗^{},𝒗_1𝒗_1^{})`$ (50)
$`=T(t,𝒙,𝒗,𝒗^{},𝒗_1,𝒗_1^{})\gamma (f,f^{})\gamma (f_1,f_1^{}).`$ (51)
In (51) we have posed $`f=f(t,𝒙,𝒗)`$, $`f^{}=f(t,𝒙,𝒗^{})`$ and analogously $`f_1=f(t,𝒙,𝒗_1)`$, $`f_1^{}=f(t,𝒙,𝒗_1^{})`$ in order to consider point-like binary collisions. A symmetry is imposed to $`T=T(t,𝒙,𝒗,𝒗^{},𝒗_1,𝒗_1^{})`$ by the principle of detailed balance $`T(t,𝒙,𝒗,𝒗^{},𝒗_1,𝒗_1^{})=T(t,𝒙,𝒗^{},𝒗,𝒗_1^{},𝒗_1)`$, so that Eq. (49) assumes the form

$`{\displaystyle \frac{df}{dt}}={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}T(t,𝒙,𝒗,𝒗^{},𝒗_1,𝒗_1^{})`$ (52)
$`\times \left[\gamma (f^{},f)\gamma (f_1^{},f_1)\gamma (f,f^{})\gamma (f_1,f_1^{})\right]`$ $`.`$ (53)
Alternatively, by taking into account (6), one can write:

$`{\displaystyle \frac{df}{dt}}`$ $`={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}Tc(f,f^{})c(f_1,f_1^{})`$ (55)
$`\times \left[a(f^{})b(f)a(f_1^{})b(f_1)a(f)b(f^{})a(f_1)b(f_1^{})\right].`$
We note that when $`c(f,f^{})=c(f_1,f_1^{})=1`$, Eq. (55) reduces to the equation recently considered in ref. . In the following we will describe the system using Eq. (53) which can be rewritten as

$$\frac{df}{dt}=_{}d^nv^{}d^nv_1d^nv_1^{}T𝒬\gamma (f^{},f)\gamma (f_1^{},f_1),$$
(56)
where the auxiliary function $`𝒬=𝒬(f,f^{},f_1,f_1^{})1`$ is defined as

$`𝒬=1{\displaystyle \frac{\gamma (f,f^{})\gamma (f_1,f_1^{})}{\gamma (f^{},f)\gamma (f_1^{},f_1)}}.`$ (57)
Taking into account the condition (4), the function $`𝒬`$ becomes $`𝒬=1[\kappa (f)\kappa (f_1)]/[\kappa (f^{})\kappa (f_1^{})]`$ and can be written immediately in the following form

$`𝒬=1\mathrm{exp}\left[\mathrm{ln}\kappa (f)+\mathrm{ln}\kappa (f_1)\mathrm{ln}\kappa (f^{})\mathrm{ln}\kappa (f_1^{})\right].`$ (58)
We consider now the system at the equilibrium. From the evolution equation (56) we have $`df/dt=0`$, and $`𝒬=0`$. The first condition $`df/dt=0`$ taking into account the definition of the total time derivative, implies for the stationary distribution $`f=f_s`$ that $`f_s=f_s[m𝒗^2/2+V(𝒙)]`$. On the other hand from the condition $`𝒬=0`$ we have

$`\mathrm{ln}\kappa (f_s)+\mathrm{ln}\kappa (f_{s1})\mathrm{ln}\kappa (f_s^{})\mathrm{ln}\kappa (f_{s1}^{})=0.`$ (59)
This last equation allows us to conclude that the quantity $`\mathrm{ln}\kappa (f_s)`$ is a collisional invariant for the particle system. If we suppose that the binary interparticle collisions conserve the particle number and the kinetic energy

$`{\displaystyle \frac{1}{2}}m𝒗^2+{\displaystyle \frac{1}{2}}m𝒗_1^2={\displaystyle \frac{1}{2}}m𝒗_{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{2}}m𝒗_{1}^{}{}_{}{}^{2},`$ (60)
we have that the quantity $`\beta \left[\frac{1}{2}m𝒗^2+V(𝒙)\mu \right]`$ is the more general collisional invariant. Then we obtain the condition

$$\mathrm{ln}\kappa (f_s)=\beta \left[\frac{1}{2}m𝒗^2+V(𝒙)\mu \right],$$
(61)
which defines the stationary distribution, so that $`𝒬`$ becomes

$`𝒬=1\mathrm{exp}\left[\mathrm{ln}{\displaystyle \frac{\kappa (f)}{\kappa (f_s)}}+\mathrm{ln}{\displaystyle \frac{\kappa (f_1)}{\kappa (f_{s1})}}\mathrm{ln}{\displaystyle \frac{\kappa (f^{})}{\kappa (f_s^{})}}\mathrm{ln}{\displaystyle \frac{\kappa (f_1^{})}{\kappa (f_{s1}^{})}}\right].`$ (62)
After introducing the functional $`𝒦`$ by means of (36) with $`f_s`$ is given by (61) the quantity $`𝒬`$ can be written in the form:

$`𝒬=1\mathrm{exp}\left({\displaystyle \frac{\delta 𝒦[f]}{\delta f}}{\displaystyle \frac{\delta 𝒦[f_1]}{\delta f_1}}+{\displaystyle \frac{\delta 𝒦[f^{}]}{\delta f^{}}}+{\displaystyle \frac{\delta 𝒦[f_1^{}]}{\delta f_1^{}}}\right).`$ (63)
Finally the evolution equation (56) assumes the form

$`{\displaystyle \frac{df}{dt}}={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}T\gamma (f^{},f)\gamma (f_1^{},f_1)`$ (64)
$`\times \{1\mathrm{exp}({\displaystyle \frac{\delta 𝒦[f]}{\delta f}}{\displaystyle \frac{\delta 𝒦[f_1]}{\delta f_1}}+{\displaystyle \frac{\delta 𝒦[f^{}]}{\delta f^{}}}+{\displaystyle \frac{\delta 𝒦[f_1^{}]}{\delta f_1^{}}})\}.`$ (65)
From the structure of (65) we have that the stationary distribution $`f_s=f(\mathrm{},𝒙,𝒗)`$ can be obtained from a variational principle

$`{\displaystyle \frac{\delta 𝒦}{\delta f}}=0{\displaystyle \frac{df}{dt}}=0;f=f_s.`$ (66)
We study now how the functional $`𝒦`$ evolves in time. Its time derivative is given by

$`{\displaystyle \frac{d𝒦}{dt}}`$ $`={\displaystyle _{}}d^nxd^nv\mathrm{ln}{\displaystyle \frac{\kappa (f)}{\kappa (f_s)}}{\displaystyle \frac{df}{dt}}`$ (69)
$`={\displaystyle _{}}d^nxd^nvd^nv^{}d^nv_1d^nv_1^{}T\mathrm{ln}{\displaystyle \frac{\kappa (f)}{\kappa (f_s)}}`$
$`\times [\gamma (f^{},f)\gamma (f_1^{},f_1)\gamma (f,f^{})\gamma (f_1,f_1^{})].`$
The symmetry of the integrand function permit us to write (69) as it follows

$`{\displaystyle \frac{d𝒦}{dt}}`$ $`={\displaystyle _{}}d^nxd^nvd^nv^{}d^nv_1d^nv_1^{}{\displaystyle \frac{1}{4}}T`$ (72)
$`\times \left[\mathrm{ln}{\displaystyle \frac{\kappa (f)}{\kappa (f_s)}}+\mathrm{ln}{\displaystyle \frac{\kappa (f_1)}{\kappa (f_{s1})}}\mathrm{ln}{\displaystyle \frac{\kappa (f^{})}{\kappa (f_s^{})}}\mathrm{ln}{\displaystyle \frac{\kappa (f_1^{})}{\kappa (f_{s1}^{})}}\right]`$
$`\times [\gamma (f^{},f)\gamma (f_1^{},f_1)\gamma (f,f^{})\gamma (f_1,f_1^{})].`$
After taking into account the expressions of $`𝒬`$ we have:

$`{\displaystyle \frac{d𝒦}{dt}}`$ $`={\displaystyle _{}}d^nxd^nvd^nv^{}d^nv_1d^nv_1^{}{\displaystyle \frac{1}{4}}T`$ (74)
$`\times [𝒬\mathrm{ln}(1𝒬)]\gamma (f^{},f)\gamma (f_1^{},f_1).`$
We observe now that $`𝒬1`$ and then we have $`𝒬\mathrm{ln}(1𝒬)0`$. This implies that the integrand function in (74) is a non negative function. Then we conclude that $`d𝒦/dt0`$. Starting from the definition of $`𝒦`$ and following the procedure adopted in Sect. III we obtain $`𝒦(t)𝒦(\mathrm{})`$. We can conclude at this point that $`𝒦`$ is a Lyapunov functional. It is easy to verify that

$$𝒦=S\beta (E\mu N),$$
(75)
where the entropy of the system $`S`$ is defined through (45) while its energy $`E`$ is given by:

$$E=_{}d^nxd^nv\left[\frac{1}{2}m𝒗^2+V(𝒙)\right]f,$$
(76)
which is a conserved quantity, $`dE/dt=0`$, as the particle number $`N`$. Consequently (75) can be written as

$$𝒦(t)=S(t)+\mathrm{constant}.$$
(77)
The H-theorem for the isolated nonlinear system follows immediately:

$$\frac{dS}{dt}0;S(t)S(\mathrm{}).$$
(78)
## V Some Known Statistics

In this section we will show that the formalism previously developed permit us to consider, in a unitary way, the already known statistical distributions. For simplicity we will discuss the case of distributions depending exclusively on the velocity. Firstly we observe that the stationary distribution $`f`$, defined through $`\kappa (f)=\mathrm{exp}(ϵ)`$ with $`ϵ=\beta (mv^2/2\mu )`$, can be obtained as steady state of a Fokker-Planck (FP) equation describing the kinetics of brownian particles for which results $`U=mv^2/2`$ and $`D=const`$. The same distribution can be viewed as steady state of a Boltzmann equation, describing free particles interacting by means of binary collisions, conserving the particle number, momentum and energy. In this section we will write the evolution equations (FP and/or Boltzmann) of some distributions available in literature to illustrate the relevance of the approach adopted in the previous sections describing the non linear particle kinetics.

Maxwell-Boltzmann statistics: We start by considering the MB statistics given by $`f=Z^1\mathrm{exp}(ϵ)`$. It is readily seen that the related kinetics is defined starting from $`a(f)=f`$, $`b(f^{})=1`$, while the symmetric function $`c(f,f^{})`$ remains arbitrary. Then we have $`\kappa (f)=f`$ and $`\gamma (f)=fc(f)`$. In the Boltzmann picture the evolution equation becomes

$`{\displaystyle \frac{f}{t}}={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}Tc(f,f^{})c(f_1,f_1^{})\left(f^{}f_1^{}ff_1\right),`$ (79)
while, in the Fokker-Planck picture we have

$$\frac{f}{t}=\frac{}{𝒗}\left[Dc(f)(\beta m𝒗f+\frac{f}{𝒗})\right].$$
(80)
In the simplest case $`c(f,f^{})=1`$ we obtain the standard linear Boltzmann and FP equations. We observe that there is an infinity of ways (one for any choice of $`c(f,f^{})`$) to obtain the MB distribution.

Bosonic and fermionic statistics: We consider now the case of quantum statistics namely the Fermi-Dirac ($`\eta =1`$) and Bose-Einstein ($`\eta =1`$) statistics defined by means of $`f=Z^1(\mathrm{exp}ϵ\eta )^1`$. The kinetics now is defined through $`a(f)=f`$ and $`b(f^{})=1+\eta f^{}`$ while again the function $`c(f,f^{})`$ remains arbitrary. We have consequently $`\kappa (f)=f/(1+\eta f)`$. In the Boltzmann picture the evolution equation becomes

$`{\displaystyle \frac{f}{t}}={\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}Tc(f,f^{})c(f_1,f_1^{})`$ (81)
$`\times \left[f^{}(1+\eta f)f_1^{}(1+\eta f_1)f(1+\eta f^{})f_1(1+\eta f_1^{})\right],`$ (82)
and reduces to the well known Uehling-Uhlenbeck equation if we choose $`c(f,f^{})=1`$. This choice for $`c(f,f^{})`$, in the frame of the FP picture, implies $`\gamma (f)=f(1+\eta f)`$ and we obtain the following evolution equation :

$$\frac{f}{t}=\frac{}{𝒗}\left[D\beta m𝒗f(1+\eta f)+D\frac{f}{𝒗}\right].$$
(83)
In order to show that a kinetics, different from the one described by (83), also reproducing the bosonic and fermionic statistics, exists, we consider $`c(f,f^{})=(1+\eta \sqrt{ff^{}})^1`$ or alternatively $`c(f,f^{})=[1+\eta (f+f^{})/2]^1`$. It is easy to verify that in both the cases we have $`c(f)=(1+\eta f)^1`$ and $`\gamma (f)=f`$. Now the evolution equation in the FP picture becomes :

$$\frac{f}{t}=\frac{}{𝒗}\left[D\beta m𝒗f+D\frac{1}{\eta }\frac{}{𝒗}\mathrm{ln}(1+\eta f)\right].$$
(84)
Intermediate statistics: The quantum statistics interpolating between the bosonic and fermionic statistics has captured the attention of many researchers in the last few years. A first example of intermediate statistics can be realized by considering in the distribution $`f=Z^1(\mathrm{exp}ϵ\eta )^1`$, previously examined, the parameter $`\eta `$ as being continuous: $`0\eta 1`$. For $`\eta \pm 1`$ we have a quantum statistics different from the Bose or Fermi statistics. A second intermediate statistics is the boson-like $`(+)`$ or fermion-like $`()`$ quon statistics , which can be obtained easily by posing $`a(f)=[f]__q`$ and $`b(f^{})=[1\pm f^{}]__q`$, where $`[x]__q=(q^xq^x)/2\mathrm{ln}q`$ and $`q𝐑`$. If we choose for simplicity $`c(f)=c_q=2\mathrm{ln}q/(qq^1)`$, the evolution equation in the FP picture becomes :

$$\frac{f}{t}=\frac{}{𝒗}\left(c_qD\beta m𝒗[f]__q[1\pm f]__q+D\frac{f}{𝒗}\right).$$
(85)
A third intermediate statistics is the Haldane-Wu exclusion statistics which can be obtained starting from the kinetics defined by setting $`a(f)=f`$ and $`b(f^{})=(1gf^{})^g[1+(1g)f^{}]^{\mathrm{\hspace{0.17em}1}g}`$ with $`0g1`$ .

Tsallis statistics: We consider the non extensive termostatistics introduced by Tsallis . The relevant distribution $`f=Z^1[1(1q)ϵ]^{1/(1q)}`$ can be obtained naturally starting from the kinetics defined through $`\mathrm{ln}\kappa (f)=(f^{1q}1)/(1q)\mathrm{ln}_qf`$. The Boltzmann equation (55) becomes now

$`{\displaystyle \frac{f}{t}}=`$ $`{\displaystyle _{}}d^nv^{}d^nv_1d^nv_1^{}Tc(f,f^{})c(f_1,f_1^{})b(f)b(f_1)b(f^{})b(f_1^{})`$ (87)
$`\times [\mathrm{exp}(\mathrm{ln}_qf^{}+\mathrm{ln}_qf_1^{})\mathrm{exp}(\mathrm{ln}_qf+\mathrm{ln}_qf_1)].`$
In the FP picture the evolution equation is given by

$$\frac{f}{t}=\frac{}{𝒗}\left[D\gamma (f)\left(\beta m𝒗+f^q\frac{f}{𝒗}\right)\right],$$
(88)
which for $`\gamma (f)=f`$ reduces to the one proposed in ref. .

## VI The $`𝜿`$-deformed Analysis

In the previous section we have considered some statistical distributions, quantum or classical, already known in the literature, depending on one continuous parameter. We will now turn our attention to the distribution $`f=Z^1(\mathrm{exp}ϵ\eta )^1`$. We note that this quantum distribution can be viewed as a deformation of the MB one, which can be recovered as the deformation parameter $`\eta `$ approaches to zero. Another classical distribution which can be obtained by deforming the MB one, is the Tsallis distribution $`f=Z^1[1(1q)ϵ]^{1/(1q)}`$. The MB distribution emerges again as the deformation parameter $`q1`$.

In the present section we will study the main mathematical properties of a new, one parameter, deformed exponential function, while in the next section we will consider the induced deformed statistics. The deformed exponential is indicated by $`\mathrm{exp}_{_{\{\kappa \}}}(x)`$, where $`\kappa `$ denote the deformation parameter, and we postulate that it obeys the following condition:

$$\mathrm{exp}_{_{\{\kappa \}}}(x)\mathrm{exp}_{_{\{\kappa \}}}(x)=1.$$
(89)
We start by observing that any function $`A(x)`$ can be written in the form $`A(x)=A_e(x)+A_o(x)`$ where $`A_e(x)=A_e(x)`$ is an even function and $`A_o(x)=A_o(x)`$ an odd one. The condition $`A(x)A(x)=1`$ allows us to express $`A_e(x)`$ in terms of $`A_o(x)`$ by means of $`A_e(x)=\sqrt{1+A_o(x)^2}`$ and consequently write the function $`A(x)`$ in the form: $`A(x)=\sqrt{1+A_o(x)^2}+A_o(x)`$. At this point it is obvious that a deformed exponential $`\mathrm{exp}_{_{\{\kappa \}}}(x)`$ obeying (89) and depending only on one deformation parameter $`\kappa `$, so that $`\mathrm{exp}_{_{\{\kappa \}}}(x)\genfrac{}{}{0pt}{}{}{\stackrel{}{\kappa 0}}\mathrm{exp}x`$, can be written as

$$\mathrm{exp}_{_{\{\kappa \}}}(x)=\left[\sqrt{1+g_\kappa (x)^2}+g_\kappa (x)\right]^{1/\kappa },$$
(90)
or alternatively as

$$\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}\left(\frac{1}{\kappa }\mathrm{arcsinh}g_\kappa (x)\right).$$
(91)
In (90) the generator $`g_\kappa (x)`$ of the deformed exponential is an arbitrary function depending on the parameter $`\kappa `$ and obeying the conditions:

$$g_\kappa (x)=g_\kappa (x);g_\kappa (x)\genfrac{}{}{0pt}{}{}{\stackrel{}{\kappa 0}}\kappa x.$$
(92)
Since it will be useful later on, we introduce the inverse function of $`\mathrm{exp}_{_{\{\kappa \}}}(x)`$ indicated by $`\mathrm{ln}_{_{\{\kappa \}}}(x)`$ and defined through $`\mathrm{exp}_{_{\{\kappa \}}}\left[\mathrm{ln}_{_{\{\kappa \}}}(x)\right]=x`$. It is easy to verify that

$$\mathrm{ln}_{_{\{\kappa \}}}(x)=g_\kappa ^1\left(\frac{x^\kappa x^\kappa }{2}\right),$$
(93)
where $`g_\kappa ^1(x)`$ is the inverse function of $`g_\kappa (x)`$. We remark that the deformed exponential can be defined by fixing the expression of the generator $`g_\kappa (x)`$. We note that by choosing $`g_\kappa (x)=\mathrm{sinh}\kappa x`$ we can generate the standard undeformed exponential $`\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}x`$ and logarithm $`\mathrm{ln}_{_{\{\kappa \}}}(x)=\mathrm{ln}x`$ functions.

The $`\kappa `$-exponential: In the following we consider the simplest deformed exponential (in following called $`\kappa `$-exponential), which is generated from $`g_\kappa (x)=\kappa x`$ and is given by

$$\mathrm{exp}_{_{\{\kappa \}}}(x)=\left(\sqrt{1+\kappa ^2x^2}+\kappa x\right)^{1/\kappa },$$
(94)
or equivalently by

$$\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}\left(\frac{1}{\kappa }\mathrm{arcsinh}\kappa x\right).$$
(95)
Obviously, we have $`\mathrm{exp}_{_{\{0\}}}(x)=\mathrm{exp}x`$ and for $`x𝐑`$ it results $`\mathrm{exp}_{_{\{\kappa \}}}(x)𝐑^+`$. Furthermore we have $`\mathrm{exp}_{_{\{\kappa \}}}(0)=1`$ and $`\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}_{_{\{\kappa \}}}(x)`$, so that we can consider simply that $`\kappa 𝐑^+`$. A relevant property of $`\mathrm{exp}_{_{\{\kappa \}}}(x)`$ is that for $`a𝐑`$

$$\mathrm{exp}_{_{\{\kappa \}}}(ax)=[\mathrm{exp}_{_{\{a\kappa \}}}(x)]^a.$$
(96)
Concerning the asymptotic behaviour of $`\kappa `$-exponential we easily obtain that $`\mathrm{exp}_{_{\{\kappa \}}}(x)\genfrac{}{}{0pt}{}{}{\stackrel{}{x+\mathrm{}}}|2\kappa x|^{1/|\kappa |}`$ and $`\mathrm{exp}_{_{\{\kappa \}}}(x)\genfrac{}{}{0pt}{}{}{\stackrel{}{x\mathrm{}}}|2\kappa x|^{1/|\kappa |}`$. We observe that the deformed exponential is an increasing function $`d\mathrm{exp}_{_{\{\kappa \}}}(x)/dx>0`$, $`\kappa 𝐑`$. Finally, its concavity is $`d^2\mathrm{exp}_{_{\{\kappa \}}}(x)/dx^2>0`$ for $`|\kappa |1`$ while for $`|\kappa |>1`$ we obtain $`d^2\mathrm{exp}_{_{\{\kappa \}}}(x)/dx^2>0`$ for $`x<x_c`$ and $`d^2\mathrm{exp}_{_{\{\kappa \}}}(x)/dx^2<0`$ for $`x>x_c`$ being $`x_c=(\kappa ^4\kappa ^2)^{1/2}`$.

The $`\kappa `$-sum: Of course if we take into account that $`\mathrm{arcsinh}x+\mathrm{arcsinh}y`$ $`=\mathrm{arcsinh}(x\sqrt{1+y^2}+y\sqrt{1+x^2})`$ we arrive immediately at the following relationship:

$$\mathrm{exp}_{_{\{\kappa \}}}(x)\mathrm{exp}_{_{\{\kappa \}}}(y)=\mathrm{exp}_{_{\{\kappa \}}}(x^^\kappa y),$$
(97)
where the $`\kappa `$-deformed sum or simply $`\kappa `$-sum $`x^^\kappa y`$, is defined through

$$x^^\kappa y=x\sqrt{1+\kappa ^2y^2}+y\sqrt{1+\kappa ^2x^2}.$$
(98)
We note that the $`\kappa `$-sum obeys the associative law $`(x^^\kappa y)^^\kappa z=x^^\kappa (y^^\kappa z)`$, admits a neutral element $`x^^\kappa \mathrm{\hspace{0.17em}\hspace{0.17em}0}=0^^\kappa x=x`$ and for any $`x`$ exists its opposite $`x^^\kappa (x)=0`$. Moreover the commutativity property $`x^^\kappa y=y^^\kappa x`$ holds, so that the real numbers constitute an abelian group with respect the $`\kappa `$-sum. Since it will be useful later on, we define the $`\kappa `$-difference as: $`x^^\kappa y=x^^\kappa (y)`$.

The $`\kappa `$-trigonometry: Firstly we define the $`\kappa `$-deformed hyperbolic sine and cosine, starting from $`\mathrm{exp}_{_{\{\kappa \}}}(\pm x)=\mathrm{cosh}_{_{\{\kappa \}}}(x)\pm \mathrm{sinh}_{_{\{\kappa \}}}(x)`$ which is the $`\kappa `$-Euler formula and obtain

$`\mathrm{sinh}_{_{\{\kappa \}}}(x)={\displaystyle \frac{1}{2}}\left[\mathrm{exp}_{_{\{\kappa \}}}(x)\mathrm{exp}_{_{\{\kappa \}}}(x)\right],`$ (99)
$`\mathrm{cosh}_{_{\{\kappa \}}}(x)={\displaystyle \frac{1}{2}}\left[\mathrm{exp}_{_{\{\kappa \}}}(x)+\mathrm{exp}_{_{\{\kappa \}}}(x)\right].`$ (100)
It is straightforward to introduce the $`\kappa `$-hyperbolic trigonometry which reduces to the ordinary hyperbolic trigonometry as $`\kappa 0`$. For instance, the formulas:

$`\mathrm{tanh}_{_{\{\kappa \}}}(x)={\displaystyle \frac{\mathrm{sinh}_{_{\{\kappa \}}}(x)}{\mathrm{cosh}_{_{\{\kappa \}}}(x)}},`$ (101)
$`\mathrm{cosh}_{_{\{\kappa \}}}^2(x)\mathrm{sinh}_{_{\{\kappa \}}}^2(x)=1,`$ (102)
$`\mathrm{sinh}_{_{\{\kappa \}}}(x^^\kappa y)+\mathrm{sinh}_{_{\{\kappa \}}}(x^^\kappa y)=2\mathrm{sinh}_{_{\{\kappa \}}}(x)\mathrm{cosh}_{_{\{\kappa \}}}(x),`$ (103)
$`\mathrm{tanh}_{_{\{\kappa \}}}(x)+\mathrm{tanh}_{_{\{\kappa \}}}(y)={\displaystyle \frac{\mathrm{sinh}_{_{\{\kappa \}}}(x^^\kappa y)}{\mathrm{cosh}_{_{\{\kappa \}}}(x)\mathrm{cosh}_{_{\{\kappa \}}}(y)}},`$ (104)
and so on, still hold true. All the formulas of the ordinary hyperbolic trigonometry still hold true after expediently deformed. The deformation of a given trigonometric formula can be obtained starting from the corresponding undeformed formula, making in the argument of the trigonometric functions the substitution $`x+yx^^\kappa y`$ and obviously $`nxx^^\kappa x\mathrm{}^^\kappa x`$ (n times).

The $`\kappa `$-De Moivre formula involving trigonometric functions having arguments of the type $`rx`$ with $`r𝐑`$, assumes the form

$`[\mathrm{cosh}_{_{\{\kappa \}}}(x)\pm \mathrm{sinh}_{_{\{\kappa \}}}(x)]^r=\mathrm{cosh}_{_{\{\kappa /r\}}}(rx)\pm \mathrm{sinh}_{_{\{\kappa /r\}}}(rx).`$ (105)
The $`\kappa `$-derivative: It is important to emphasize that we can naturally introduce a $`\kappa `$-calculus which reduces to the usual one as the deformation parameter $`\kappa 0`$. In fact we can define the $`\kappa `$-derivative of course through

$$D_{_{\{\kappa \}}}f(x)=\frac{df(x)}{dx_{_{\{\kappa \}}}}=\underset{yx}{lim}\frac{f(x)f(y)}{x^^\kappa y},$$
(106)
where the $`\kappa `$-differential $`dx_{_{\{\kappa \}}}=lim_{yx}x^^\kappa y`$, after taking into account the identity $`(x^^\kappa y)(x^^\kappa y)=x^2y^2`$, is given by

$`dx_{_{\{\kappa \}}}=\underset{yx}{lim}x^^\kappa y=\underset{yx}{lim}{\displaystyle \frac{x^2y^2}{x^^\kappa y}}={\displaystyle \frac{dx}{\sqrt{1+\kappa ^2x^2}}}.`$ (107)
The function $`x_{_{\{\kappa \}}}`$ can be easily calculated after integration

$`x_{_{\{\kappa \}}}={\displaystyle \frac{1}{\kappa }}\mathrm{ln}\left(\sqrt{1+\kappa ^2x^2}+\kappa x\right)={\displaystyle \frac{1}{\kappa }}\mathrm{arcsinh}\kappa x,`$ (108)
and satisfies the relationship $`x_{_{\{\kappa \}}}+y_{_{\{\kappa \}}}=(x^^\kappa y)_{_{\{\kappa \}}}`$. We observe that it is possible to write the $`\kappa `$-derivative in the form

$$\frac{df(x)}{dx_{_{\{\kappa \}}}}=\sqrt{1+\kappa ^2x^2}\frac{df(x)}{dx},$$
(109)
from which it appears clearly that the $`\kappa `$-calculus is governed by the same rules of the ordinary one. For instance, we can write

$`{\displaystyle \frac{d\mathrm{exp}_{_{\{\kappa \}}}(x)}{dx_{_{\{\kappa \}}}}}=\mathrm{exp}_{_{\{\kappa \}}}(x);{\displaystyle \frac{d\mathrm{sinh}_{_{\{\kappa \}}}(x)}{dx_{_{\{\kappa \}}}}}=\mathrm{cosh}_{_{\{\kappa \}}}(x),`$ (110)
and so on. We observe now that the introduction of the function $`x_{_{\{\kappa \}}}`$ permit us to write $`\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}\left(x_{_{\{\kappa \}}}\right)`$ and analogously for the $`\kappa `$-deformed trigonometric functions. For instance, we have $`\mathrm{sinh}_{_{\{\kappa \}}}(x)=\mathrm{sinh}\left(x_{_{\{\kappa \}}}\right)`$, $`\mathrm{cosh}_{_{\{\kappa \}}}(x)=\mathrm{cosh}\left(x_{_{\{\kappa \}}}\right)`$ etc. This property of the $`\kappa `$-deformed exponential and trigonometric functions permits us to consider their Taylor expansion in terms of the function $`x_{_{\{\kappa \}}}`$. For instance, it holds

$`\mathrm{exp}_{_{\{\kappa \}}}(x)={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m!}}\left(x_{_{\{\kappa \}}}\right)^m.`$ (111)
The $`\kappa `$-integral: Starting from the definition of $`\kappa `$-derivative, we define the $`\kappa `$-integral through

$$f(x)𝑑x_{_{\{\kappa \}}}=\frac{f(x)}{\sqrt{1+\kappa ^2x^2}}𝑑x.$$
(112)
All the standard rules of the undeformed integral calculus still hold true.

The $`\kappa `$-cyclic functions: The $`\kappa `$-deformed sine and cosine can be defined through $`\mathrm{sin}_{_{\{\kappa \}}}(x)=i\mathrm{sinh}_{_{\{\kappa \}}}(ix)`$ and $`\mathrm{cos}_{_{\{\kappa \}}}(x)=\mathrm{cosh}_{_{\{\kappa \}}}(ix)`$, respectively. It results: $`\mathrm{sin}_{_{\{\kappa \}}}(x)=\mathrm{sin}(x_{_{\{i\kappa \}}})`$ and $`\mathrm{cos}_{_{\{\kappa \}}}(x)=\mathrm{cos}(x_{_{\{i\kappa \}}})`$ being $`x_{_{\{i\kappa \}}}=\kappa ^1\mathrm{arcsin}(\kappa x)`$. Of course the $`\kappa `$-cyclic trigonometry, naturally can be introduced.

The $`\kappa `$-logarithm: We study now the inverse function of the $`\kappa `$-exponential namely the $`\kappa `$-logarithm which, after remembering its definition (93) and the expression of the generator $`g_\kappa (x)=\kappa x`$, can be written as

$$\mathrm{ln}_{_{\{\kappa \}}}(x)=\frac{x^\kappa x^\kappa }{2\kappa }.$$
(113)
From (113) we can see that $`x𝐑^+\mathrm{ln}_{_{\{\kappa \}}}(x)𝐑`$ and $`\mathrm{ln}_{_{\{0\}}}(x)=\mathrm{ln}x`$. Furthermore we have $`\mathrm{ln}_{_{\{\kappa \}}}(1)=0`$ and $`\mathrm{ln}_{_{\{\kappa \}}}(x)=\mathrm{ln}_{_{\{\kappa \}}}(x)`$. Two relevant properties of the $`\kappa `$-logarithm are $`\mathrm{ln}_{_{\{\kappa \}}}(xy)=\mathrm{ln}_{_{\{\kappa \}}}(x)^^\kappa \mathrm{ln}_{_{\{\kappa \}}}(y)`$ and $`\mathrm{ln}_{_{\{\kappa \}}}(x^m)=m\mathrm{ln}_{_{\{m\kappa \}}}(x)`$, while its asymptotic behaviour is $`\mathrm{ln}_{_{\{\kappa \}}}(x)\genfrac{}{}{0pt}{}{}{\stackrel{}{x\mathrm{\hspace{0.17em}0}^+}}|2\kappa |^1x^{|\kappa |}\mathrm{}`$ and $`\mathrm{ln}_{_{\{\kappa \}}}(x)\genfrac{}{}{0pt}{}{}{\stackrel{}{x+\mathrm{}}}|2\kappa |^1x^{|\kappa |}+\mathrm{}`$.

In closing this section we consider the relationship linking the functions $`\mathrm{exp}_{_{\{\kappa \}}}(x)`$ and $`\mathrm{ln}_{_{\{\kappa \}}}(x)`$, here introduced with the already known in the literature Tsallis exponential $`\mathrm{exp}_q(x)=[1+(1q)x]^{1/(1q)}`$ and its inverse function, the Tsallis logarithm $`\mathrm{ln}_q(x)=(x^{1q}1)/(1q)`$ namely:

$`\mathrm{exp}_{_{\{\kappa \}}}(x)=\mathrm{exp}_{_{1+\kappa }}\left(x+{\displaystyle \frac{\sqrt{1+\kappa ^2x^2}1}{\kappa }}\right),`$ (114)
$`\mathrm{ln}_{_{\{\kappa \}}}(x)={\displaystyle \frac{1}{2}}\left[\mathrm{ln}_{_{1+\kappa }}(x)+\mathrm{ln}_{_{1\kappa }}(x)\right].`$ (115)
## VII The $`𝜿`$-deformed Statistics

In this section we will consider a new statistical distribution, just as a working example of the theory presented in the previous sections. We start by considering a particle system in the velocity space and postulating the following density of entropy:

$$\sigma __\kappa (f)=𝑑f\mathrm{ln}_{_{\{\kappa \}}}(\alpha f),$$
(116)
where the real constant $`\alpha >0`$ is not specified for the moment. Eq. (116), for $`\kappa 0`$, gives the standard Boltzmann-Gibbs-Shannon density of entropy if we pose $`\alpha =1`$. We note that the above definition of $`\sigma __\kappa (f)`$ implies that $`\kappa (f)`$ is related to the $`\kappa `$-logarithm, through $`\mathrm{ln}\kappa (f)=\mathrm{ln}_{_{\{\kappa \}}}(\alpha f)`$. It is immediate to see that for $`\kappa 𝐑`$, $`d^2\sigma __\kappa (f)/df^20`$, independently on the value of $`\alpha `$. Then for the entropic functional $`𝒦`$, we have $`d𝒦(t)/dt0`$ and $`𝒦(t)𝒦(\mathrm{})`$. The entropy of the system given by $`S__\kappa =_{}d^nv\sigma __\kappa (f)`$ assumes now the form

$$S__\kappa =\frac{1}{2\kappa }_{}d^nv\left(\frac{\alpha ^\kappa }{1+\kappa }f^{\mathrm{\hspace{0.17em}1}+\kappa }\frac{\alpha ^\kappa }{1\kappa }f^{\mathrm{\hspace{0.17em}1}\kappa }\right),$$
(117)
and reduces to the standard Boltzmann-Gibbs-Shannon entropy $`S__0=_{}d^nv[\mathrm{ln}(\alpha f)1]f`$ as the deformation parameter approaches zero. This $`\kappa `$-entropy is linked to the Tsallis entropy $`S_q^{^{(T)}}`$ through the following relationship

$$S__\kappa =\frac{1}{2}\frac{\alpha ^\kappa }{1+\kappa }S_{_{1+\kappa }}^{^{(T)}}+\frac{1}{2}\frac{\alpha ^\kappa }{1\kappa }S_{_{1\kappa }}^{^{(T)}}+const.$$
(118)
First choice of $`\alpha `$: We discuss now the case $`\alpha =1`$. The stationary statistical distribution corresponding to the entropy $`S__\kappa `$ can be obtained by maximizing the functional $`𝒦`$

$$\delta \left[S__\kappa +_{}d^nv(\beta \mu f\beta Uf)\right]=0.$$
(119)
One arrives to the following distribution

$$f=\mathrm{exp}_{_{\{\kappa \}}}(ϵ);ϵ=\beta (U\mu ),$$
(120)
which gives the standard classical statistical distribution as $`\kappa 0`$.

Second choice of $`\alpha `$: Before introducing the second choice of the constant $`\alpha `$ we consider briefly the concept of entropy. It is to be understood that the entropy is an absolute measure of information only in the case of an isolated system, where the particle number and energy are conserved. In the case of a system interacting with a bath, only the particle number is conserved and the free entropy can’t be used as an absolute measure of information. For this reason an entropy constrained by the particle number conservation and by the relevant energy mean value must be introduced. The constrain introduced by the particle number conservation is a special one, and because of its presence both in the case of free and interacting systems, can be taken into account directly in the definition of the entropy. For instance, for the linear kinetics, the stationary distribution $`f=Z^1\mathrm{exp}(\beta U)`$ with partition function given by $`Z=_{}d^nv\mathrm{exp}(\beta U)`$, can be obtained using the variational principle, namely $`\delta [S__0\beta _{}d^nvUf]=0`$, where the functional $`S__0=_{}d^nv[\mathrm{ln}(Zf)1]f`$ depending on the constant $`Z`$ is the above mentioned constrained entropy, the particle number (in following we pose $`N=1`$) being conserved.

It is clear that, for analogy, also in the case of the non linear kinetics with $`\kappa 0`$, we can choose $`\alpha =Z`$ in the expression of $`S__\kappa `$ given by (117), so that the stationary statistical distribution

$$f=\frac{1}{Z}\mathrm{exp}_{_{\{\kappa \}}}(\beta U),$$
(121)
with $`Z=_{}d^nv\mathrm{exp}_{_{\{\kappa \}}}(\beta U)`$ can be obtained by considering the following variational principle

$$\delta \left[S__\kappa \beta _{}d^nvUf\right]=0.$$
(122)
Of course, the expression of $`f`$ depends on the potential $`U`$ and, in the particularly interesting case of Brownian particles, $`U=mv^2/2`$, after tedious but straightforward calculations we can write the distribution function as:

$$f=[\frac{\beta m|\kappa |}{\pi }]^{{\scriptscriptstyle \frac{n}{2}}}[1+\frac{1}{2}n|\kappa |]\frac{\mathrm{\Gamma }(\frac{1}{2|\kappa |}+\frac{n}{4})}{\mathrm{\Gamma }(\frac{1}{2|\kappa |}\frac{n}{4})}\mathrm{exp}_{_{\{\kappa \}}}(\frac{\beta }{2}mv^2),$$
(123)
where $`n=1,2,3`$ is the dimension of the velocity space and $`|\kappa |<2/n`$. The distribution given by (123) reduces to the standard Maxwell-Boltzmann one $`f=(\beta m/2\pi )^{n/2}\mathrm{exp}(\beta mv^2/2)`$ as the deformation parameter $`\kappa `$ approaches to zero. This limit can be performed easily by taking into account the Stirling’s formula: $`\mathrm{\Gamma }(z)\sqrt{2\pi }z^{z1/2}\mathrm{exp}(z)`$, holding for $`z+\mathrm{}`$.

We write now the evolution equation, whose stationary state is described by (123). After indicating with $`f(t,𝒗)`$ the time depending statistical distribution, which for $`t\mathrm{}`$ reduces to (123), we introduce the new function $`p=Z_{\mathrm{}}f`$, and remember that $`\alpha =Z_{\mathrm{}}`$. The evolution equation of the function $`p`$, in the Fokker-Planck picture, in the case of Brownian particles, and by choosing for simplicity $`\gamma (f)=f`$, assumes the form

$$\frac{p}{t}=\frac{}{𝒗}\left[k𝒗p+\frac{D}{2}(p^\kappa +p^\kappa )\frac{p}{𝒗}\right],$$
(124)
where $`k=Dm\beta _{\mathrm{}}`$. In the Boltzmann picture the evolution equation is structurally similar with the one of Tsallis kinetics. The only difference is that the Tsallis logarithm is replaced now by the $`\kappa `$-logarithm.

We conclude this section by considering a new quantum distribution, describing particles with a behaviour intermediate between bosons and fermions, which can be constructed starting from (120). We impose for the entropy density the following expression:

$$\sigma __\kappa (f)=𝑑f\mathrm{ln}_{_{\{\kappa \}}}\left(\frac{f}{1+\eta f}\right),$$
(125)
being $`\eta `$ a real parameter. After maximization of the constrained entropy or, equivalently, after obtaining the stationary solution of the proper evolution equation associated to (125), one arrives to the following distribution

$$f=\frac{1}{\mathrm{exp}_{_{\{\kappa \}}}(ϵ)\eta }.$$
(126)
We note that (126) for $`\eta =0`$ reduces to (120) while for $`\eta =1`$ becomes a $`\kappa `$-deformed Bose-Einstein distribution and for $`\eta =1`$ becomes a $`\kappa `$-deformed Fermi-Dirac distribution. Finally for $`\eta 0,\pm 1`$ the (126) becomes a quantum distribution which defines an intermediate statistics and can describe anyons likewise of the distribution considered in ref. . Obviously, other quantum intermediate statistical distributions (generalized Haldane statistics, generalized quon statistics, etc.), can be constructed starting from (120).

## VIII Applications of $`\kappa `$-deformed statistics

It is worth to note here that $`\kappa `$deformed statistical distribution given by (120) and (121) is obtained by extremization, under constraints, of the entropy $`S__\kappa `$ which is given by (118) in terms of Tsallis entropy. This interesting result permits us to use $`\kappa `$deformed statistical distribution to study physical systems where we can find experimental evidences for the physical relevance of the Tsallis entropy like, for instance, in 2d turbolent pure-electron plasma , solar neutrinos , bremsstrahlung , anomalous diffusion of correlated and Levy type , self-gravitating systems , cosmology  among many others. In the following we consider two examples of application of $`\kappa `$-deformed distribution, just to see the values the parameter $`\kappa `$ assumes.

In ref. , firstly, the problem of the solar neutrinos is considered and a solution, in the frame of the non extensive statistics is proposed. It is well known that the solar core, where the energy is produced, is a weakly non ideal plasma. In fact, density and temperature condition suggest that the microscopic diffusion of ions is non standard: diffusion and friction coefficients are energy dependent, collisions are not two-body processes and retain memory beyond the single scattering event. For this reason the equilibrium velocity distribution of the ions is slightly different in the tail from the Maxwellian one, as argued also by Clayton . Consequently the reaction rates are sensibly modified and, at last, the neutrino fluxes which are experimentally detected, have calculated values different from the standard ones. With the hypothesis that the velocity distribution of the ions in the solar core is a $`\kappa `$-deformed distribution, we can reproduce the experimental data, analyzed in ref. , when $`\kappa =0.15`$.

In ref.  it is shown that the observational data concerning the velocity distribution of clusters of galaxies can be fitted by a non extensive statistical distribution. If we adopt the $`\kappa `$-deformed statistical distribution to analyze the data reported in ref.  we obtain a remarkable good fitting when $`\kappa =0.51`$.

## IX Conclusions

In the present effort we have studied from a general prospective the kinetics of non linear systems in the frame of two pictures, namely Kramers and Boltzmann. The results, can be summarized as follows:

The KIP governs the time evolution of the non linear system by means of the function $`\gamma (f,f^{})=a(f)b(f^{})c(f,f^{})`$ and imposes its steady state through the function $`\kappa (f)=a(f)/b(f)`$. The steady state $`f_s`$ can be obtained as stationary solution of its evolution equation.

The KIP imposes the entropy form of the non linear system, which is given by (45) both in Kramers and in Boltzmann pictures. The constrained entropy $`𝒦`$, given by (36), satisfies the H theorem when $`d\kappa (f)/df0`$ and the $`f_s`$ can be obtained also from the maximum entropy principle for $`𝒦`$.

In the case of Brownian particles where $`U(𝒗)=\frac{1}{2}m𝒗^2`$, the stationary state $`f_s`$ and then the constrained entropy $`𝒦`$ assume the same values both in Kramers and in Boltzmann pictures. Being $`\kappa (f)`$ an arbitrary function, the H-theorem has been demonstrated in a unified way for a very large class of isolated or interacting with a bath non linear systems.

Finally, we have considered within the formalism here developed, some statistical distributions already known in the literature. On the other hand, as a working example of the theory here presented, we have introduced the new $`\kappa `$-deformed statistics. After studying the main properties of the new statistics, we have discussed two applications to real physical systems.


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# Periodic Perturbations of Non-Conservative Second Order Differential Equations

## 1 Introduction

Consider the second order differential equation of the type

$$(E_ϵ)x^{\prime \prime }+g(t,x,x^{},ϵ)=0$$

where $`ϵ>0`$ is a small parameter, $`g`$ is a $`T`$-periodic function in $`t`$ and $`g(t,x,0,0)=g(x)`$ is independent of $`t`$.
The existence problem of non constant periodic solutions of this equation in the case where $`g`$ is independent on $`x^{}`$ and is continuously differentiable has been studied by many authors.
Indeed, in the latter case certain among them proved existence of solutions of $`x^{\prime \prime }+g(t,x,ϵ)=0.`$ For a review see Chow-Hale \[C-H\] and Hale \[H\].
Example given by Hartman proved non existence cases of that equation if we do not suppose $`g`$ independent on $`x^{}`$. We then cannot generalize their result.

Let the following equation, which is a perturbation of Lienard type

$$(1_ϵ)x^{\prime \prime }+f(x)x^{}+g(x)=ϵh(\frac{t}{T},x,x^{},ϵ)$$

where $`h`$ is $`T`$-periodic in $`t`$, $`f`$ and $`g`$ are functions only dependent on $`x`$, satisfying conditions defined below. We look for periodic solutions of ($`1_ϵ`$) for $`ϵ`$ small enough under some additional hypothesis. It is assumed that the unperturbed system has an isolated periodic solution. The perturbation is supposed to be controllably periodic in the Farkas sense \[F\], i.e. it is periodic with a period which can be chosen appropriately.
We prove an existence theorem for this equation.

Loud \[L\] already proves for $`f(x)c`$, the existence of periodic solution of the equation

$$x^{\prime \prime }+cx^{}+g(x)=ϵh(t),$$
(1)
where the perturbation does not depend on the state. He uses for that a variant of the implicit function theorem. More exactly, he considers a function $`g(x)=xk(x)`$ where $`k`$ is continuously differentiable $`k(x)>0,x0`$. And either

$$x\frac{d}{dx}k(x)>0,x0$$

or

$$x\frac{d}{dx}k(x)<0,x0$$

always holds with the possible exception of isolated points. Let us notice that these conditions imply on one hand the monotonicity of the period function $`T`$ for the system $`x^{\prime \prime }+g(x)=0`$. If $`g`$ is differentiable they imply on the other hand $`g^{\prime \prime }(0)=0,`$ that is a necessary condition.
Let $`u(t)`$ be a non-constant $`\omega `$-periodic solution of the equation

$$x^{\prime \prime }+g(x)=0$$

and define

$$F(s)=_0^{\mathrm{}}u^{}(t+s)f(t)𝑑t.$$

\[L\] observes that if for some $`s_0,F(s_0)=0`$ while $`F^{}(s_0)0`$ then for sufficiently small $`ϵ>0`$ there exists an $`\omega `$-periodic solution $`v(t,ϵ)`$ of the perturbed equation

$$x^{\prime \prime }+g(x)=ϵf(t)=ϵf(t+\omega )$$

## 2 Existence and non-existence of periodic solutions of $`E_ϵ`$

### 2.1 A non existence result

On the other hand, according to P. Hartman (\[H\], p. 39), equation ($`1_ϵ`$) in general does not have a non constant periodic solution, even if $`xg(t,x,x^{})>0`$.
The following example given by Moser proves the non existence of a non constant periodic solution of

$$x^{\prime \prime }+\varphi (t,x,x^{})=0.$$

Let

$$\varphi (t,x,y)=x+x^3+ϵf(t,x,y),ϵ>0$$

satisfying the following conditions for $`\varphi C^1(R^3),f(t+1,x,y)=f(t,x,y),`$ with

$$f(0,0,0)=0,f(t,x,y)=0\mathrm{𝑖𝑓}xy=0$$

$$\frac{\varphi }{x}\mathrm{}\mathrm{𝑤ℎ𝑒𝑛}x\mathrm{}$$

uniformly in $`(t,y)R^2,`$

$$\frac{\delta f}{\delta y}>0\mathrm{𝑖𝑓}xy>0,\mathrm{𝑎𝑛𝑑}\frac{\delta f}{\delta y}=0\mathrm{𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒}.$$

$`x,y`$ verifying $`x<ϵ,y<ϵ.`$
In fact, we have $`xf(t,x,y)`$ and $`yf(t,x,y))>0`$ if $`xy>0,x<ϵ,y`$ arbitrary and $`\varphi =0`$ otherwise.
Notice that $`\frac{\delta f}{\delta y}`$ is small.

The function $`V=2x^2+x^4+2x_{}^{}{}_{}{}^{2}`$ satisfies $`V^{}=4ϵx^{}f(t,x,x^{})`$, so that $`V^{}<0`$ if $`xx^{}>0,x<ϵ`$ and $`V^{}=0`$ otherwise.
Thus $`x`$ cannot be periodic unless $`V^{}=0`$ .

This example is significant because it shows in particular encountered difficulties in order to establish existence results of periodic solutions for example for the perturbed Lienard equation $`x^{\prime \prime }+f(x)x^{}+g(x)=ϵh(t,x,x^{},ϵ).`$ The period of the perturbed equation should be ’controlled’ in order to state existence of periodic solution.

### 2.2 Case where $`g`$ is independent on $`x^{}`$

Consider equation of the type

$$x^{\prime \prime }+\varphi (t,x,ϵ)=0,$$
(2)
where $`ϵ>0`$ is a small parameter, $`\varphi `$ is a continuous function, $`T`$periodic on $`t`$ such that $`\varphi (t,x,0)=\stackrel{~}{g}(x)`$.

More precisely, under the following hypotheses for the function $`g`$ defined on $`R\times (\alpha ,\beta )\times ]0,ϵ_0].`$

$`\{\begin{array}{cc}(1)\varphi \mathrm{𝑖𝑠}T\mathrm{𝑝𝑒𝑟𝑖𝑜𝑑𝑖𝑐}\mathrm{𝑜𝑛}t\hfill & \\ (2)\varphi (t,x,0)=\stackrel{~}{g}(x)\hfill & \\ (3)ifx0,\mathrm{𝑤𝑒}\mathrm{ℎ𝑎𝑣𝑒}\stackrel{~}{g}(x)x>0.\hfill & \end{array}`$ (3)
That means for $`ϵ=0`$ the autonomous system

$`\{\begin{array}{cc}x^{}=y\hfill & \\ y^{}=\stackrel{~}{g}(x)\hfill & \end{array}`$ (4)
has the origin $`(0,0)`$ as a center.
In using a version of fixed point theorem due to W. Ding, P. Buttazzoni and A. Fonda \[B-F\] proved there are periodic solutions of (2) provide that the period $`T`$ of the autonomous associated system is monotone and $`ϵ`$ is small enough. $`\varphi `$ is assumed to be (only) continuous
More exactly, they show that if the function $`\varphi (t,x,ϵ)`$ is continuous, then the periodic solutions of such equations may be located near to the solutions of the autonomous equation, provided that periodic solutions of (4) exist and the period function is strictly monotone. Moreover, there is a solution making exactly $`N`$ rotations around the origin in the time $`kT`$.
Their results improve those of Loud \[L\] , that thought that the function $`\varphi `$ had to be continuously differentiable.
Moreover, under the light of the preceding example \[H\], it seems that the methods described above does not generalize if one supposes $`\varphi `$ dependent on $`x^{}`$ : $`\varphi \varphi (t,x,x^{},ϵ)`$.
So, an other condition on the period appears to be necessary to obtain existence of periodic solutions of the perturbed equation.
One nevertheless can show an analogous result to the preceding one under more restrictive hypotheses. In particular on the appropriated choice of the period of a periodic solution of the perturbed Lienard equation.

## 3 A controllably periodic perturbation

One refers to a method due to Farkas inspired of the one of Poincaré. The determination of controllably periodic perturbed solution. This method proved to be itself very effective particularly for the perturbations of various autonomous systems. Since we know it for example a good application for perturbed Van der Pol equations type \[F-F\]. We logically may expect that the Farkas method be again applied for perturbed Lienard equations. This has been considered and proved by Farkas himself \[F\] .
Our proof we give here made it more simple and contains some modifications in using in particular methods of \[F1\] to estimate existence regions of periodic solutions for that equation.
The perturbation is supposed to be ‘controllably periodic’, i.e., it is periodic with a period which can be chosen appropriately. Under very mild conditions it is proved that to each small enough amplitude of the perturbation there belongs a one parameter family of periods such that the perturbed system has a unique periodic solution with this period.

### 3.1 Basic hypotheses

Let us consider the (unperturbed) Lienard equation

$$(L)u^{\prime \prime }+f(u)u^{}+g(u)=0.$$

In order to have an unique periodic solution we have to suppose the functions $`f`$ and $`g`$ are of class $`C^2`$$`f`$ is even, and $`g`$ is odd. The integral

$$F(x)_0^xh(t)𝑑t,G(x)_0^xh(t)𝑑t$$

of $`f`$ and $`g`$ respectively are such that $`lim_x\mathrm{}F(x)=\mathrm{},`$ and $`lim_x\mathrm{}G(x)=\mathrm{}.`$ It is assumed that $`F`$ has a unique zero. Then it is known \[C-L\] that (L) has a stable non constant periodic solution $`u_0(t)`$ with period $`\tau _0`$.
Equation (L) is usually studied by means of an equivalent plane system. The most used ones is :

$`\{\begin{array}{cc}u^{}=v\hfill & \\ v^{}=g(u)f(u)v\hfill & \end{array}`$ (5)
and also

$`\{\begin{array}{cc}u^{}=vF(u)\hfill & \\ v^{}=g(u)\hfill & \end{array}`$ (6)
In fact, there are equivalent to the 2-dimensional system

$$(S)\dot{x}=h(x)$$

after introducing the notations $`x=col[x_1,x_2]`$

$`\{\begin{array}{cc}x_1=\dot{u}(t)F(u(t))\hfill & \\ x_2=u(t)\hfill & \end{array}`$ (7)
where $`x=col[x_1,x_2]`$ and $`h(x)=col[g(x_2),x_1F(x_2(t)).`$
Suppose

$$u_0(0)=a,u^{}(0)=0>0$$

so that the periodic solution of period $`\tau _0`$ of the variational system

$$\dot{y}=h_{}^{}{}_{x}{}^{}(p(t))y$$

is

$$p(t)=col[\dot{u}_0(t)F(u_0(t)),u_0(t)].$$

We then have

$$\dot{p}(t)=col[g(u_0(t)),\dot{u}_0(t)].$$

So, the initial conditions are

$$p(0)=col[F(a),a],\dot{p}(0)=col[g(a),0].$$

Let us consider the following perturbed Lienard equation of the form

$$(L_R)\ddot{u}+f(u)\dot{u}+g(u)=ϵ\gamma (\frac{t}{\tau },u,\dot{u})$$

where $`tR,ϵR`$ is a small parameter, $`ϵ<ϵ_0,\tau `$ is a real parameter such that $`\tau \tau _0<\tau _1`$ for some $`0<\tau _1<\frac{\tau _0}{2}`$.
Moreover, the closed orbit

$$\{(u,v)R^2:u(t)=u_0(t),v(t)=\dot{u}_0(t),t[0,\tau _0]\}$$

belongs the region $`\{(u,v)R^2:u^2+v^2<r^2\}.`$ $`q`$ is a function of class $`C^2,`$ $`\tau `$-periodic in $`t`$.
By the same way as for $`(L)`$, the 2-dimensional equivalent system to $`(L_R)`$ is

$$(S_L)\dot{x}=h(x)+ϵq(\frac{t}{\tau },x)$$

where $`q=col[q_1,q_2],`$

$`\{\begin{array}{cc}q_1=\gamma (\frac{t}{\tau },x_2,x_1F(x_2))\hfill & \\ q_2=0\hfill & \end{array}`$ (8)
### 3.2 Existence of periodic solutions of $`(L_R)`$

Now we will use Poincare method for the determination of the approximated solution of the perturbed equation $`(L_R)`$. It is assumed the existence of the fondamental matrix solution of the first variational system of $`\dot{x}=h(x)`$ and the unique periodic solution $`p(t)`$ corresponding to $`u_0(t).`$
In order to get estimates for the existence of periodic solutions we have to calculate some constants. Following Farkas \[F\], the Jacobi matrix $`J`$ has the following form

$$J(\tau _0)=I+\left(\begin{array}{cc}g(a)& 0\\ 0& 0\end{array}\right)+Y(\tau _0)$$

$`I=Id_2`$ and $`Y(t)`$ is the fundamental solution matrix of the varational system with $`Y(0)=I`$

$$\dot{y}=\left(\begin{array}{cc}O& g^{}(u_0(t))\\ 1& f(u_0(t))\end{array}\right)y.$$
(9)
It is proved, that if $`detJ(\tau _0)0`$ then there exist uniquely determined functions $`\tau (ϵ,\varphi )`$ and $`h(ϵ,\varphi )`$ defined in the neighborhood of $`(0,0)`$ such that the function

$$u(t;\varphi ,p_0+h(ϵ,\varphi ),ϵ,\tau (ϵ,\varphi ))$$

is periodic solution of system $`(S_L)`$ so that $`\tau (0,0)=\tau _0,h(0,0)=0`$. Moreover, it is given an estimate for the region in which the the variables $`ϵ`$ and $`\varphi `$ may vary . It is needed for that to evaluate the norm of the difference of Jacobi matrices $`J(ϵ,\varphi ,\tau ,h)J(0,0,\tau _0,0).`$

A trivial $`\tau _0`$-periodic solution of (9) is $`col[g(u_0(t)),\dot{u}_0(t)].`$ A trivial calculation gives the other linearly independent solution of (9)

$$col[g(u_0(t))v(t),\dot{u}0(t)v(t)+\frac{g(u_0(t))}{g^{}(u_0(t))}\dot{v}(t)]$$

where

$$v(t)=_0^t[g_0(s)]^2g^{}(u_0(t))exp[_0^sf(u_0(\sigma ))𝑑\sigma ]𝑑s$$

for $`t[0,\tau _0]`$.

Then the fundamental solution matrix of (9) with $`Y(0)=I`$ is

$$Y(t)=\left(\begin{array}{cc}\frac{g(u_0(t))}{g(a)}& g(a)g(u_0(t))v(t)\\ \frac{\dot{u}_0(t)}{g(a)}& g(a)\dot{u}_0(t)v(t)+g(a)\frac{g(u_0(t))}{g^{}(u_0(t))}\dot{v}(t)\end{array}\right).$$

According to Liouville’s formula the Wronskian determinant $`W(t)`$ with $`W(o)=1`$ is given by

$$W(t)=exp[_0^tf(u_0(\tau ))𝑑\tau ].$$

The characteristic multipliers of (9) are $`\rho _1=1`$ and

$$\rho _2=W(\tau _0)=exp[_0^{\tau _0}f(u_0(\tau ))𝑑\tau ].$$

$`\rho _2<1`$ if and only if

$$_0^{\tau _0}f(u_0(\tau ))𝑑\tau >0.$$
(10)
The initial conditions give

$$Y(\tau _0)=\left(\begin{array}{cc}1& g^2(a)v(\tau _0)\\ 0& \rho _2\end{array}\right).$$

Thus, we get

$$J=\left(\begin{array}{cc}g(a)& g^2(a)v(\tau _0)\\ 0& \rho _21\end{array}\right),$$

$$J^1=\left(\begin{array}{cc}g^1(a)& g^2(a)v(\tau _0)(1\rho _2)^1\\ 0& (1\rho _2)^1\end{array}\right).$$

Therefore,

$$J^1=2max[g^1(a),(1\rho _2)^1,g^2(a)v(\tau _0)(1\rho _2)^1].$$

The inverse matrix of $`Y(t)`$ is

$$Y^1(t)=W(t)\left(\begin{array}{cc}g(a)\dot{u}_0(t)v(t)+g(a)\frac{g(u_0(t))}{g^{}(u_0(t))}\dot{v}(t)& g(a)g(u_0(t))v(t)\\ \frac{\dot{u}_0(t)}{g(a)}& \frac{g(u_0(t))}{g(a)}\end{array}\right).$$

Now we have to determine the constants for system $`(L_R)`$. Following \[F\] let us denote

$$S=\{x=(x_1,x_2)R^2/x_{2}^{}{}_{}{}^{2}+[x_1F(x_2(t))]^2<r^2\}$$

$`\{\begin{array}{cc}g_0:=max_{xS}g(x_2),\hfill & \\ g_1:=max_{xS}g^{}(x_2),\hfill & \\ g_2=max_{xS}g^{\prime \prime }(x_2).\hfill & \end{array}`$ (11)
$$f_1:=max_{xS}f(x_2),f_2:=max_{xS}f^{}(x_2)$$

$`\{\begin{array}{cc}q_0:=max_{xS,sR}q(s,x),\hfill & \\ q_1:=max_{xS,sR}q_x^{}(s,x),\hfill & \\ q_2:=max_{xS,sR}q_s^{}(s,x).\hfill & \end{array}`$ (12)
$$K:=max_{t[\frac{\tau _0}{2},\tau _0]}Y(t),K_1:=max_{t[\frac{\tau _0}{2},\tau _0]}Y^1(t).$$

Thus, we may deduce that

$$P:=max_{t[\frac{\tau _0}{2},\tau _0]}\dot{p}(t)\frac{K}{2},$$

The phase initial $`\varphi `$ and the period $`\tau `$ have to verify the following, which can be easely obtained from the above estimates, see \[F\]

$$\varphi <\frac{\tau _0}{2},\tau \tau _0<\frac{\tau _0}{2}.$$

If in addition we suppose $`ϵ`$ and $`h`$ are such that

$$\frac{3}{2}g_0ϵ+h<\sigma exp(\frac{3}{2}g_1\tau _0)$$

(here $`\sigma `$ is the distance between the path of the periodic solution and the boundary of $`S`$) then a solution of $`(L_R)`$ exists.
We may resume in the following

Theorem 1 If $`1`$ is a simple characteristic multiplier of (9) (that means inequality (10) holds) then there are two functions $`\tau ,h:UR`$ and a constant $`\tau _1<\frac{\tau _0}{2}`$ such that the solution $`u(t,\varphi ,a+h(ϵ,\varphi ),ϵ,\tau )`$ of equation

$$(L_R)\ddot{u}+f(u)\dot{u}+g(u)=ϵ\gamma (\frac{t}{\tau },u,\dot{u})$$

exists for $`(ϵ,\varphi )U`$, and satisfying properties $`\tau \tau _0<\tau _1,\tau (0,0)=\tau _0,h(0,0)=0.`$

### 3.3 Special cases

As a corrolary we may deduce from the above some results about autonomous perturbations of the Lienard system

$$(L_{R_A})\ddot{u}+f(u)\dot{u}+g(u)=ϵ\gamma $$

where the perturbation is independent on the time variable $`\gamma \gamma (u,\dot{u},ϵ,\tau )`$.
The equivalent plane system is of the form

$$\dot{x}=h(x)+ϵq(\frac{t}{\tau },x)$$

where $`q=col[q_1,q_2].`$
Consider the following autonomous perturbed Lienard equation of the form

$$(L_{R_A})\ddot{u}+f(u)\dot{u}+g(u)=ϵ\gamma \gamma (u,\dot{u},ϵ,\tau )$$

where $`tR,ϵR`$ is a small parameter, $`ϵ<ϵ_0,\tau `$ is a real parameter such that $`\tau \tau _0<\tau _1`$ for some $`0<\tau _1<\frac{\tau _0}{2}`$.
Moreover, the closed orbit

$$\{(u,v)R^2:u(t)=u_0(t),v(t)=\dot{u}_0(t),t[0,\tau _0]\}$$

belongs the region $`S=\{(u,v)R^2:u^2+v^2<r^2\}.`$ $`\gamma `$ is a function of class $`C^2.`$
In this case the perturbation is independent on the initial phase $`\varphi `$.
We then have the following

Corrolary 2 Suppose inequality (10) to hold, then there are constants $`ϵ_0`$ and $`\tau _1<\frac{\tau _0}{2}`$ such that to each $`ϵ[ϵ_0,ϵ_0]`$ there exist two functions $`\tau ,h`$ only dependent on $`ϵ:\tau \tau (ϵ),hh(ϵ)`$ such that the equation

$$(L_{R_A})\ddot{u}+f(u)\dot{u}+g(u)=ϵ\gamma ϵ\gamma (u,\dot{u},ϵ,\tau )$$

has a unique periodic non constant solution $`u(t,ϵ)`$ with period $`\tau `$. Moreover, $`\tau (0)=\tau _0`$ , and satisfy the properties $`\tau \tau _0<\tau _1,\tau (0)=\tau _0,h(0)=0.`$

On other hand, a second special case may occur when the perturbation does not depend on the state of the system. That means the perturbation is independent on $`u`$

$$\gamma \gamma (\frac{t}{\tau }).$$

Then the above estimates can be easely calculated.

REFERENCES

\[B-F\] P.Buttazzoni and A.Fonda Periodic perturbations of scalar second order differential equations Discr. and Cont. Dyn. Syst., vol 3, n° 3, p. 451-455, (1997).

\[C-H\] S.N.Chow-J.Hale Methods of bifurcation theory, Springer, Berlin (1982).

\[C-L\] E.Coddington-N.Levinson Theory of ordinary differential equations, Mc Graw-Hill, New-York, (1955).

\[F-F\] I.Farkas-M.Farkas On perturbations of Van der Pol’s equation Ann. Univ. Sci. Budapest, Sect math., p. 155-164, (1972).

\[F\] M.Farkas Periodic perturbations of autonomous systems Alkalmaz. Math. Lapok, vol 1, n° 3-4, p. 197-254, (1975).

\[F1\] M.Farkas Estimates on the existence regions of perturbed periodic solutions, SIAM J. Math. Anal., vol 9, p. 867-890, (1978).

\[Ha\] J.Hale Topics in dynamic bifurcation theory, Wiley, New-York, (1981).

\[H\] P.Hartman On boundary value problems for superlinear second order differential equation J. of Diff Eq. , vol 26, p. 37-53, (1977).

\[Lo\] W.S. Loud Periodic solutions of $`x^{\prime \prime }+cx^{}+g(x)=ϵf(t)`$  Mem. Amer. Math. Soc., n 31, p. 1-57, (1959).


text:
# 1 Introduction

## 1 Introduction

Open string field theory contains closed strings in its quantum spectrum. It is conjectured that open string states decouple at a non-perturbative minima of the tachyon condensate  (further analyzed in ). Approximations of the tachyon potential in string field theory are found in,111Investigations of the tachyon potential in the context of dual models are found in  , for example. Similar conjectures for the superstring are covered in . In this letter, we examine scattering amplitudes in the mixed open/closed theory within the boundary state formalism developed in a number of works ; in this formalism we may explicitly demonstrate that scattering amplitudes containing open string modes decouple, or, equivalently, that Riemann surfaces with non-vanishing boundaries describing the worldsheet are exponentially suppressed with respect to the tachyon condensate; and we answer a question regarding how the closed string modes arise at the classical level. We also determine independence of the bosonic coupling constants in open string theory, $`g_s`$ and $`g_{\mathrm{YM}}`$, and model them via bulk and boundary worldsheet expectation values. This independence of the string couplings generates broken conformal invariance that is found in off-shell open string field theory.

The open/closed string duality  generates closed strings in the quantum amplitudes of the open string theory (and also generates precise means to map non-abelian gauge theory amplitudes to gravitational amplitudes ). It is of interest to generate alternate means for finding closed string excitations including gravitation from a classical open string model. The role of the coupling constant relation $`g_s=g_{\mathrm{YM}}^2`$ in on-shell open string theory and the holomorphic/anti-holomorphic factorization of scattering amplitudes permits a direct comparison between unintegrated graviton amplitudes with gauge boson amplitudes. In the context of the BSFT (boundary string field theory) formalism, however, the coupling constant relation may be generalized: a mechanism for generating a closed string sector with non-interacting open strings is to take $`g_{\mathrm{YM}}0`$. The boundary worldsheet interactions and the relation to the open string coupling constant breaks conformal invariance of the world-sheet theory, but may be related to a field redefinition in the target space-time. This limit in the target spacetime is akin to examining

$`={\displaystyle d^{26}x\sqrt{g}\left(\frac{1}{\kappa ^2}R+\frac{1}{g_{\mathrm{YM}}^2}\mathrm{Tr}F^2\right)},`$ (1.1)
the limit of fixed $`\kappa `$ and varying $`g_{\mathrm{YM}}^2`$ at fixed $`\alpha ^{}`$. In the target spacetime theory, it is obvious that general values of the coupling constant generate consistent theories. This will be given a concrete description in terms of the open string theory in a non-trivial tachyon background in this letter. A nullified gauge coupling constant decouples open string modes.

Geometrically, there are two scalar deformations on the open string worldsheet that generate gauge coupling constants:

$`{\displaystyle _{M_{g,h}}}d^2z\sqrt{g}R\varphi +{\displaystyle _{M_{g,h}}}𝑑ze\stackrel{~}{\varphi },`$ (1.2)
with $`R`$ the bulk worldsheet curvature, the integral giving a topological invariant on genus g, $`d^2z\sqrt{g}R=22gh`$. The latter picks up a factor under non-area preserving diffeomorphisms, and the scaling may be absorbed in general under a scale change of the coupling $`\stackrel{~}{\varphi }`$. Modulo the worldsheet renormalizations, these expectation values couple as closed and open string dilaton and the latter models the off-shell structure of perturbation theory in the open string theory via the boundary state field formalism. The path integral quantization is direct and may be performed explicitly in perturbation theory. The open string field theory with an off-shell tachyon is modeled by the critical bosonic theory with the above deformations. The introduction of the open string boundary term generates both off-shell open string theory in addition to the equivalent interpretation in which $`g_sg_{ym}^2`$. The latter may be interpreted as a breaking of the conformal invariance of the string away from the point in which $`g_{ym}=0`$ ($`\stackrel{~}{\varphi }=\mathrm{}`$) and $`g_s0`$ in which the closed sector remains as the consistent closed bosonic theory. This holds in perturbation theory order by order in the worldsheet expansion.

This work is organized as follows. In Section 2 we examine the scattering amplitudes in the BSFT formalism and probe them as a function of the vacuum values $`\varphi `$ and $`\stackrel{~}{\varphi }`$. In section 3, we demonstrate that closed strings arise at the classical level in the non-perturbative regime of the tachyon vacuum. In section 4 we conclude with discussion.

## 2 Amplitudes in the BSFT of the string field

The worldsheet bosonic action of the bosonic string theory is described by

$`S_0={\displaystyle _M}d^2z\sqrt{g}g^{\alpha \beta }_\alpha X^\mu _\beta X^\nu G_{\mu \nu }+{\displaystyle _M}d^2z\sqrt{g}R\varphi .`$ (2.1)
The deformations that breaks worldsheet conformal invariance,

$`S[u_j,a]={\displaystyle _M}𝑑ze\left(a+{\displaystyle \underset{j=1}{\overset{26}{}}}u_\mu X_\mu ^2\right),`$ (2.2)
describe the solitonic configuration . The boundary conditions following from the above $`S+S[u_j,a]`$ are

$`n^\alpha _\alpha X_\mu +u_\mu X_\mu =0.`$ (2.3)
On a surface with boundary the former term arises from the boundary term,

$`{\displaystyle d^2z\sqrt{g}^\alpha \left(g^{\alpha \beta }_\beta \chi \right)}={\displaystyle 𝑑zea},`$ (2.4)
and represents the total derivative and boundary fluctuations on the open string worldsheet.

The tachyon potential in the open bosonic string theory has the approximate form

$`V(T)=\mathrm{exp}\left(a\right)(1+a).`$ (2.5)
A target spacetime redefinition, $`\mathrm{exp}(a)=\varphi ^2`$, changes the potential into

$`V(\varphi )=\varphi ^2(12\mathrm{ln}\varphi ).`$ (2.6)
Within the boundary state formalism, the tachyon condenses at the point $`a\mathrm{}`$ and $`u_j0`$ (destabilizing the solitonic configuration), modeled by exponentiating zero momentum insertions.

The non-vanishing values of $`a`$ and $`u_j`$ break the conformal invariance on the boundaries of the Riemann surfaces. Greens functions are independent of the parameter $`a`$. However, as the variation of the boundary cosmological constant term is independent of $`X_\mu `$. The conformal mappings change the functional form of the Greens functions as a function of $`u_j`$. On the disc with flat metric $`ds^2=dz^2+d\overline{z}^2`$ the two-point function with boundary conditions is

$`G(z_i,z_j;u)=\mathrm{ln}|z_iz_j|^2\mathrm{ln}|z_i\overline{z}_j+1|^2+{\displaystyle \frac{2}{u}}`$ (2.7)
$`2u{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k(k+u)}}\left[\left(z_i\overline{z}_j\right)^k+\left(\overline{z}_iz_j\right)^k\right]`$ (2.8)
and on the stereographically projected sphere the Greens function, following from a coordinate transformation

$`z{\displaystyle \frac{1z}{1+z}}`$ (2.9)
takes on the form,

$`G(z_i,z_j;u)=\mathrm{ln}|z_iz_j|^2\mathrm{ln}|z_i+z_j|^2+{\displaystyle \frac{2}{u}}`$ (2.10)
$`2u{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k(k+u)}}\left[\left({\displaystyle \frac{[1z][1\overline{w}]}{[1+z][1+\overline{w}]}}\right)^k+\left({\displaystyle \frac{[1\overline{z}][1w]}{[1+\overline{z}][1+w]}}\right)^k\right].`$ (2.11)
The limit in which $`u_j=0`$ generates conformally invariant Greens functions (after subtracting the zero mode) as in the critical string. The limit of these Greens functions on the boundary is

$`G(\theta _1,\theta _2;u)=2{\displaystyle \underset{kZ}{}}{\displaystyle \frac{1}{|k|+u}}e^{i(\theta _1\theta _2)},`$ (2.12)
together with the first derivative,

$`G(\theta _1,\theta _2;u)=2i{\displaystyle \underset{kZ}{}}\left[{\displaystyle \frac{k}{|k|+u}}\right]e^{i(\theta _1\theta _2)}.`$ (2.13)
The OPE associated with the two-point function is straightforward to carry out and generates an identical structure to the undeformed case. Similar Greens functions on multi-genus Riemann surfaces are obtained from the prime form $`E(z_i,z_j)`$. To explore the tachyon condensation limit, however, we require $`u_j=0`$ and the multi-genus Greens functions are conformally invariant in this limit explicitly (they do not depend on the parameter $`a`$).

The scattering amplitudes are,

$`A(k_j,ϵ_j)={\displaystyle \frac{[dg][dX]}{N}e^{(S_0+S[u_j,a])/\alpha ^{}}\underset{m=1}{\overset{n}{}}V_{k_m}},`$ (2.14)
modulo a renormalization of the boundary coupling compensating for the conformal invariance being broken at the boundary. The local OPE generates poles identical to the free theory, and the mass levels do not shift as a function of $`u_j`$: they are trivially independent of the deformation parameter $`a`$, because the Greens functions are independent of this parameter. The term $`S[0,a]`$ appears to break conformal invariance; the choice of the gauge fixing of the diffeomorphisms generates different exponential factors associated with this term in the world-sheet theory. In the target spacetime this ambiguity from

$`\mathrm{exp}\left(a{\displaystyle 𝑑ze}+S_0\right),`$ (2.15)
is related to the ambiguity in defining an off-shell extension of string theory. However, for any choice of metric on the world-sheet a field redefinition of $`a`$ may be performed that removes the ambiguity. In the target space-time theory this is a relabeling of coordinates that parameterizes the moduli space of tachyon vacua. In the target space-time theory, the interaction appears conformal invariant.

Thus the interaction generates on a worldsheet,

$`{\displaystyle 𝑑g\mathrm{exp}\left(a𝑑ze\right)}=\mathrm{exp}\left(a_{\widehat{g}}(1+h)\right),`$ (2.16)
where $`\widehat{g}`$ denotes the conformal class, and $`a_{\widehat{g}}`$ is a redefined tachyon expectation value.

As an example, consider the four-point function $`A_4(k_i,ϵ_i)`$ evaluated on the sphere with non-vanishing $`u_j`$ parameters. We take the limit in which $`u_j=0`$; the conformal breaking only enters into the conformal prefactor associated with the open string coupling. The Koba-Nielson representation of the amplitude is

$`A=e^{al}{\displaystyle \underset{i,j=1}{\overset{4}{}}\mathrm{exp}\left(\alpha k_ik_jG_{ij}+ϵ_{[i}k_{j]}\dot{G}_{ij}+ϵ_iϵ_j\dot{\dot{G}}_{ij}\right)}|_{\mathrm{multi}\mathrm{linear}}`$ (2.17)
and as an expansion in the polarizations it generates the tree-level amplitude process. The cosmological constant term in the exponential from $`S[0,a]`$, $`al`$, generates the exponential suppression at the boundary and thus the OPE is independent of $`a`$.

The gauge fixed $`n`$-point tachyon amplitude is similarly,

$`A_4=e^{a\beta }(z_{n2}z_{n1})(z_{n1}z_n)(z_{n1}z_n)`$
$`{\displaystyle dz_j\underset{ij}{}\mathrm{exp}\left(G_{ij}s_{ij}\right)}|_{z_1=0,z_2=1,z_n=\mathrm{}}`$ (2.18)
with $`s_{ij}=(k_i+k_j)^2`$. Mixed scattering between the gauge bosons and tachyon modes are found by replacing the $`j`$th polarization vector in the above with zero and substituting in the mass shell condition of the tachyon, $`k_j^2=m^2`$.

The expansion of the perturbative series in the genus expansion is

$`A_n(k_i,ϵ_i;a)={\displaystyle e^{p\varphi }e^{a_{\widehat{g}}}A_n^{(m)}(ϵ,k_i)},`$ (2.19)
with $`\varphi `$ the closed dilatonic factor, and $`A_n^{(m)}`$ the $`n`$-point genus $`m`$ sub-amplitude. Consistency with unitarity requires the relative normalization between the open couplings of $`e^{a_{\widehat{g}}}`$ at different orders in the expansion.

Next, we comment on the behavior of the poles and residues as a function of the tachyon vacuum at non-vanishing values of $`u`$. The Greens function in (2.11) has the expansion at small values of $`u`$

$`e^{\alpha ^{}G(z_1,z_2)}=|z_1z_2|^{2\alpha ^{}}|z_1+\overline{z}_2|^{2\alpha ^{}}e^{2/u}`$
$`\times {\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(2u)^m[{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k(k+u)}}\left({\displaystyle \frac{(1z)(1\overline{w})}{(1+z)(1+\overline{w})}}\right)^k+\left({\displaystyle \frac{(1\overline{z})(1w)}{(1+\overline{z})(1+w)}}\right)^k]^m`$ (2.20)
and the poles do not shift as a function of $`u`$. However, the residues of the poles have a non-trivial $`u`$ structure, and the expansion of a pole changes as

$`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\alpha (k,u;s)}{sm_k}},`$ (2.21)
with $`\alpha (k,u;s)=b_n+\alpha n+g(u)+nh(u)`$. This signals that the tachyon medium has a dielectric effect on the angular momentum associated with the pole.

## 3 Closed strings via confinement on the brane

Nonperturbative mechanisms have been analyzed inducing confinement of the open strings, see for example . The presence of the Dirichelet boundary conditions reflect a soliton in the spacetime, and we present two microcopic mechanisms of the dynamics of the open strings into closed counterparts. The first mechanism reflects the Hilbert space. The second represents the forces acting on the endpoints of the open strings and not the closed strings themselves; however, the force in the latter mechanism does indicate a confinement into closed strings.

One mechanism for the generation of closed strings at the classical level is found through the limit $`a\mathrm{}`$. The open strings propagating on the soliton parameterized by the Dirichelet boundary conditions span a worldsheet with boundary, and as such must degenerate in the limit of $`a\mathrm{}`$ (since the coupling is $`e^{al_{\mathrm{bdy}}}`$)222This is also examined in the context of “hole cutting operators” in . This limit provides a dynamical means for the doubling of the Hilbert space at the classical level.

Furthermore, at non-vanishing values of $`u`$, the force between two points on the soliton may be computed from the tree-level Greens functions $`G(z_1,z_2;a,u)`$. At values $`u0`$, the Greens function creating the force between two test particles on the brane is

$`G(z_1,z_2;u)=\mathrm{ln}|z_1z_2|^2\mathrm{ln}|z_1\overline{z}_2+1|^2+{\displaystyle \frac{2}{u}}+𝒪(u).`$ (3.1)
As $`u0`$ a potential from the zero mode binds the two points on the soliton, closing the open string degrees of freedom on the soliton as $`u0`$ and as $`a\mathrm{}`$. This confining mechanism (linear in $`1/u`$) dynamically generates the closed string degrees of freedom at the classical level, as the tachyon condenses and the brane evaporates.

## 4 Conclusions

The perturbative amplitudes in the boundary state formalism are examined together with the pole structure of the amplitudes and the functional dependence of $`a`$ and $`u_j`$. In the limit in which $`a\mathrm{}`$, the amplitudes associated with bounded Riemann surfaces (i.e. open string worldsheets) are exponentially suppressed as a function of the tachyon expectation value. In the limit of the tachyon mimima, only the closed string sector remains, in agreement with the Sen conjecture. The mechanism for the decoupling of the open strings is perturbative in the boundary state formalism, and generalizes to off-shell the open-closed duality. An interpretation of the parameter $`a`$ is a decoupling of the two couplings $`g_s`$ and $`g_{\mathrm{YM}}^2`$ in the string, which leads to a breaking of conformality on the world-sheet. The ambiguity associated with the world-sheet non-conformal invariant term, $`a𝑑ze`$, along the boundaries of the Riemann surfaces may be absorbed by a field redefinition of the tachyon expectation value labeling the vacua. This procedure holds order by order in perturbation theory and multi-genus results may be performed in a similar fashion.

The tachyon condensation in this framework indicates that the closed string excitations are perturbative. The closed string modes arise as bound states of the open string states propagating on the brane as the tachyon condenses. The decoupling of the open worldsheet surfaces generates a dynamical means for doubling the Hilbert space, as is required for consistency with quantum open/closed duality.

## Acknowledgements

The work of GC is supported in part by the US Department of Energy, Division of High Energy Physics, contract W-31-109-ENG-38. I thank Per Kraus and Finn Larsen for discussions.