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# 1 Introduction

## 1 Introduction

Critical statistics has been an intense subject of study in recent years . So far, two kinds of models have been proposed to describe those critical correlations. In one of them, deviations from Wigner-Dyson statistics are obtained by adding a symmetry breaking term to the Gaussian Unitary Ensemble (GUE) . The model is solved by mapping it to a non interacting Fermi gas of eigenvalues. The second one  makes use of soft confining potentials. It is solved exactly by means of q-orthogonal polynomials.

Universality in critical statistics have been conjectured  due to the fact both models share the same kernel in the thermodynamic limit and when the deviations from GUE are small. However, the origin of the critical kernel is different in both cases. In models based in soft confining potentials the critical kernel is obtained from a nontrivial unfolding caused by the strong fluctuations of the spectral density. In models with a explicit breaking symmetry term, deviations from Wigner-Dyson statistics arise because the long range interactions among eigenvalues are suppressed . Although progress have been recently reported , the universality class associated with critical statistics can be still considered an unresolved problem.

Recently , a critical chiral Gaussian Unitary Ensemble (chGUE)  of the first class (addition of a symmetry breaking term to the chGUE) was proposed in order to describe the spectral correlations of the QCD Dirac operator beyond the Thouless energy . It was found that in the bulk of the spectrum and for small deviations from the Wigner-Dyson statistics, the spectral kernel coincided with the one conjectured  to be universal for critical statistics. In this letter we shall study the effect of the hard edge (the ensemble is defined on the positive real axis only) on the spectral correlations of a chGUE with a weak confining potential.

We will proceed as follows. First, we propose a random matrix ensemble defined on the positive real line with a non-polynomial potential which is soft confining in the bulk of the spectrum and Gaussian close to the origin. Then, we compute the spectral kernel in the semiclassical approximation. Finally, we compare our model with the above mentioned critical chGUE .

Properties of chGUE with weakly confining potentials have already been discussed in the physics literature , but attention was focused in the bulk of the spectrum. The effect of the hard edge in the critical spectral correlations and its impact on universality remains an open question.

## 2 Definition of the Model

In this section we introduce the model to be studied and argue the need to unfold the spectrum. Finally, we compute the mean spectral density needed for such unfolding by using the Dyson’s mean field equation.

We consider a $`N\times N`$ complex hermitian matrix ensemble $`H`$ with block structure,

$`H=\left(\begin{array}{cc}0& \hfill C^{}\\ C& \hfill 0\end{array}\right)`$ (3)
and probability distribution given by,

$`P\left(C\right)e^{V\left(CC^{}\right)}`$ (4)
where $`C`$ is a $`N/2\times N/2`$ hermitian matrix. In terms of the eigenvalues of $`H`$, the joint distribution is given by,

$`P\left(x_1\mathrm{}x_N\right){\displaystyle \underset{i=1}{\overset{N}{}}}x_ie^{V\left(x_i\right)}{\displaystyle \underset{1i<jN}{}}\left|x_i^2x_j^2\right|^2`$ (5)
$`V\left(x_i\right)={\displaystyle \frac{1}{\gamma }}\mathrm{arcsinh}^2\left(x_i\right)`$ (6)
where $`x_i`$ are the eigenvalues of $`H`$.

Since $`V\left(x_i\right)`$ in (5) is proportional to $`x_i^2`$ for $`x_i1`$ we expect to recover the chGUE kernel  in this limit. For $`x_i1`$, the potential $`V\left(x_i\right)\mathrm{log}^2\left(x_i\right)`$ fail to keep the eigenvalues confined and deviations from the chGUE may be relevant .

If the considered interval were the whole real line, the orthogonal polynomials associated with (6) would be the $`1/q`$\- Hermite polynomials $`h_n(x;q)`$  with $`\gamma =\mathrm{log}\left(1/q\right)`$. Unfortunately, for the positive real axes we do not know any set of polynomials orthogonal with respect to the measure (4) with the potential (6). Thus, in order to compute the mean spectral density necessary to unfold the spectrum we shall use the Dyson’s mean field equation.

The joint distribution (5) can be written as a statistical distribution of a one dimensional system of $`N`$ particles at temperature “$`1/T=2`$” with a pairwise logarithmic interaction and a one particle potential given by (6) that maintains the system confined.

$`P(x_1,\mathrm{}x_N)e^{F(x_1,\mathrm{},x_N)/T}`$ (7)
where

$`F(x_1,\mathrm{},x_N)={\displaystyle \underset{i=1}{\overset{N}{}}}V\left(x_i\right)2{\displaystyle \underset{ij}{\overset{N}{}}}\mathrm{log}\left|x_i^2x_j^2\right|\mathrm{log}\left(x_i\right)`$ (8)
We want to perform a mean field theory analysis of the above one dimensional system. We assume that in the large $`N`$ limit the above system has a continuous macroscopic density given by,

$`\rho \left(ϵ\right)={\displaystyle \underset{i=1}{\overset{N}{}}}\delta \left(ϵϵ_i\right)`$ (9)
Plugging $`\rho \left(ϵ\right)`$ into (8) and assuming that the density is non zero only in the interval $`0<x<D`$ we can express $`F`$ as a functional of the spectral density.

$`F\left[\overline{\rho }\left(ϵ\right)\right]={\displaystyle _0^D}\overline{\rho }\left(ϵ\right)V\left(ϵ\right)𝑑ϵ{\displaystyle _0^D}{\displaystyle _0^D}\overline{\rho }\left(ϵ\right)\overline{\rho }\left(ϵ^{}\right)\mathrm{log}\left|ϵϵ^{}\right|dϵdϵ^{}`$ (10)
The mean spectral density $`\rho _{MF}`$ is defined as the density that minimizes the above functional, namely, $`\delta F/\delta \overline{\rho }=0`$, that implies

$`{\displaystyle _0^D}𝑑ϵ^{}\rho \left(ϵ_{MF}^{}\right)\mathrm{log}\left|ϵϵ^{}\right|=V\left(ϵ\right)+c`$ (11)
where $`c`$ is a constant due to the normalization constraint. The general solution of the above equation (usually called Dyson equation) is given by ,

$`\rho _{MF}\left(ϵ\right)={\displaystyle \frac{1}{\pi ^2}}\sqrt{D^2ϵ^2}Re{\displaystyle _0^D}{\displaystyle \frac{dV/dt}{\sqrt{D^2t^2}}}{\displaystyle \frac{tdt}{t^2ϵ_+^2}}`$ (12)
where $`ϵ_+=ϵ+i0`$. $`D`$ is found from the normalization condition,

$`{\displaystyle _0^D}\rho _{MF}\left(ϵ\right)𝑑ϵ=N`$ (13)
Now, the task is to compute $`\rho _{MF}`$ for the potential $`V\left(ϵ\right)=\frac{1}{\gamma }\mathrm{arcsinh}^2\left(ϵ\right)`$,

$`\rho _{MF}\left(ϵ\right)={\displaystyle \frac{2}{\gamma \pi ^2}}\sqrt{D^2ϵ^2}Re{\displaystyle _0^D}{\displaystyle \frac{\mathrm{arcsinh}\left(t\right)}{\sqrt{1+t^2}}}{\displaystyle \frac{1}{\sqrt{D^2t^2}}}{\displaystyle \frac{tdt}{t^2ϵ_+^2}}`$ (14)
This integral can be performed by changing the contour of integration in a sum of two pieces, $`A=A_1+A_2`$ where $`A_1`$ is the the negative imaginary axis and $`A_2`$ is the interval $`[D,\mathrm{}]`$. Since we are interested only in the real part of (14), $`A_2`$ does not contribute to the integral . Thus, (14) can be written as,

$`\rho _{MF}\left(ϵ\right)={\displaystyle \frac{1}{\gamma \pi }}\sqrt{D^2ϵ^2}{\displaystyle \frac{2}{\pi }}{\displaystyle _1^{\mathrm{}}}{\displaystyle \frac{t}{\sqrt{t^21}\sqrt{D^2+t^2}}}{\displaystyle \frac{1}{t^2+ϵ^2}}`$ (15)
The above integral can be performed by means of a change of variables, the final result being,

$`\rho _{MF}\left(ϵ\right)={\displaystyle \frac{1}{\pi \gamma }}{\displaystyle \frac{1}{\sqrt{ϵ^2+1}}}\mathrm{arctan}{\displaystyle \frac{\sqrt{D^2ϵ^2}}{\sqrt{ϵ^2+1}}}`$ (16)
From the normalization condition we find that $`D=\mathrm{sinh}\left(\pi \gamma N\right)`$, therefore, the mean spectral density for $`N\mathrm{}`$ is given by,

$`\rho _{MF}\left(ϵ\right)={\displaystyle \frac{1}{2\gamma }}{\displaystyle \frac{1}{\sqrt{ϵ^2+1}}}`$ (17)
As expected, $`\rho _{MF}\left(ϵ\right)`$ has the right limiting values, it is a constant for $`ϵ1`$ (as in the chGUE case) and for $`ϵ1`$ is proportional to $`1/ϵ`$, as for the random matrix ensemble with soft confining potentials discussed in . The above spectral density will be used in the next section to unfold the spectrum.

This unfolding allows us to work in units in which the mean level spacing is equal to one. We recall that, in this context, random matrix theories only reproduce spectral correlations around the average spectral density.

We remark that the above mean spectral density is an approximate formula capable of giving only the smooth part of the spectral density. The exact mean spectral density has oscillations which are out of reach of the mean field formalism above used. Therefore, the mean spectral density (17) is only valid approximation if these fluctuation are small enough . In our model this situation corresponds with $`\gamma 1`$. For $`\gamma 1`$ the exact spectral density is a rapidly oscillating function. Hence, it is not possible to define a meaningful mean spectral density out of it .

As the mean spectral density is not constant, the rescaling procedure is not trivial . The variable $`x`$ in terms of which the spectral density becomes a constant, is the integrated mean spectral density.

$`x={\displaystyle _0^E}\rho _{MF}\left(ϵ\right)𝑑ϵ`$ (18)
where $`\rho _{MF}\left(ϵ\right)`$ is the mean spectral density previously found. We shall see in the next section that this nontrivial unfolding is the main ingredient to get a non translational invariant kernel in the bulk of the spectrum.

## 3 Calculation of the spectral kernel

In this section we compute the spectral kernel in the semiclassical approximation. The semiclassical approximation in the GUE consists in substituting the wave function (orthogonal polynomials times $`e^{V\left(x\right)}`$) appearing in the spectral kernel, after the Christoffel-Darboux formula is applied, by their WKB approximation. Because of the hard edge at $`x=0`$ we cannot simply do a WKB approximation by replacing the wave functions by plane waves, but instead have to use Bessel functions.

The kernel associated with (6) can be written in terms of the wave function as follows,

$`K(E,E^{})={\displaystyle \frac{\psi _{2N+1}\left(E\right)\psi _{2N}\left(E^{}\right)\psi _{2N+1}\left(E^{}\right)\psi _{2N}\left(E\right)}{\pi \left(EE^{}\right)}}+{\displaystyle \frac{\psi _{2N+1}\left(E^{}\right)\psi _{2N}\left(E\right)+\psi _{2N+1}\left(E^{}\right)\psi _{2N}\left(E\right)}{\pi \left(E+E^{}\right)}}`$ (19)
where $`\psi _{2N}\left(E\right)`$ and $`\psi _{2N+1}\left(E\right)`$ are the even and odd large $`N`$ limit of the wave functions associated with the potential (6). In the semiclassical approximation those functions are given by ,

$`\psi _{2N}\left(E\right)=\sqrt{s\left(E\right)}J_0\left(\pi s\left(E\right)\right)`$ (20)
$`\psi _{2N+1}\left(E\right)=\sqrt{s\left(E\right)}J_1\left(\pi s\left(E\right)\right)`$
where $`J_0`$ and $`J_1`$ are Bessel functions and $`s\left(E\right)`$ is defined by, $`\rho _{MF}=ds/dE`$, with $`\rho _{MF}`$ the mean spectral density computed in the last section. It is clear  that the above semiclassical expressions for the wave functions are correct for polynomial increasing potential. For soft confining potentials, according to  these expressions are valid if the mean-field spectral density used to unfold the spectrum is close to the exact mean spectral density. In our model this happens whether $`\gamma 1`$. Othe argument supporting (20) comes from the asymptotic form of the orthogonal polynomials associated with a potential asymptotically proportional to $`\mathrm{log}^2\left(E\right)`$. This problem have already been discussed in the literature . They found that for $`E1`$, $`\mathrm{\Psi }_{2N}\left(E\right)\mathrm{cos}\left(\mathrm{log}\left(E\right)/\gamma \right)`$. This result coincides with (20) in the limit considered. For $`E1`$, $`s\left(E\right)1/\gamma `$ and we recover the chGUE result. As an additional check, we evaluate $`T_2(x,y)=\left|K(x,y)\right|^2`$ by numerical integration of the the joint distribution (5). Figure 1 shows that the agreement between numerical and analytical results is excellent. We recall that for polynomial-like increasing potentials the mean spectral density is a constant proportional to $`N1`$, $`s\left(E\right)`$ is linear for $`E0`$ and we recover the kernel of the chGUE .

Once we know the form of the kernel we can unfold the spectrum by using (18) and (17) .

$`{\displaystyle _0^E}{\displaystyle \frac{2}{\gamma }}{\displaystyle \frac{1}{\sqrt{1+ϵ^2}}}𝑑ϵ=x`$ (21)
$`E=\mathrm{sinh}\left(x\gamma /2\right)`$ (22)
where for convenience we have set $`\gamma =\gamma /4`$. The kernel in terms of the new, unfolded variables is given by,

$`K(x,y)={\displaystyle \frac{\pi \gamma }{8}}\sqrt{\mathrm{cosh}\left(\gamma x/2\right)\mathrm{cosh}\left(\gamma y/2\right)xy}[{\displaystyle \frac{J_0\left(\pi x\right)J_1\left(\pi y\right)+J_0\left(\pi y\right)J_1\left(\pi x\right)}{\mathrm{sinh}\left(\left(x+y\right)\gamma /4\right)\mathrm{cosh}\left(\left(xy\right)\gamma /4\right)}}+`$
$`{\displaystyle \frac{J_1\left(\pi x\right)J_0\left(\pi y\right)J_1\left(\pi y\right)J_0\left(\pi x\right)}{\mathrm{sinh}\left(\left(xy\right)\gamma /4\right)\mathrm{cosh}\left(\left(x+y\right)\gamma /4\right)}}]`$ (23)
As expected, for $`\gamma 0`$ we recover the chGUE kernel. This kernel is already in a suitable form for comparison with the one previously found in .

$`K(x,y)={\displaystyle \frac{\pi \gamma }{8}}\sqrt{xy}\left[{\displaystyle \frac{J_0\left(\pi x\right)J_1\left(\pi y\right)+J_0\left(\pi y\right)J_1\left(\pi x\right)}{\mathrm{sinh}\left(\left(x+y\right)\gamma /4\right)}}+{\displaystyle \frac{J_1\left(\pi x\right)J_0\left(\pi y\right)J_1\left(\pi y\right)J_0\left(\pi x\right)}{\mathrm{sinh}\left(\left(xy\right)\gamma /4\right)}}\right]`$ (24)
Even though both kernels reproduce the chGUE kernel for $`\gamma 0`$ they are essentially different in the bulk of the spectrum. (24) is translational invariant in the bulk of the spectrum, unlike (23), which is not. The origin of such non traslationally invariant kernel is due to the nontrivial unfolding induced by the mean spectral density. This unfolding prevents from vanishing the second term of the right hand of (19) in the bulk of the spectrum.

In the next section, we shall study the effect of the non-translational invariance of the kernel in the spectral correlations involving many levels by computing the number variance.

## 4 Discussion of results

In this section we shall see, by computing the number variance, that the spectrum of our model is more rigid than the chGUE one and essentially different from the models describing critical statistics.

In order to observe deviations from chGUE prediction we are going to study long-range correlations of eigenvalues by studying the number variance in an interval $`[0,s]`$.
The number variance is a statistical quantity which gives a quantitative description of the stiffness of the spectrum. The number variance is obtained by integrating the two-point correlation function including the self-correlations

$`\mathrm{\Sigma }^2\left(L\right)={\displaystyle _0^L}𝑑x{\displaystyle _0^L}𝑑y\left[\delta \left(xy\right)\rho \left(x\right)+R_2(x,y)\right].`$ (25)
For the Wigner-Dyson statistics the number variance is proportional to $`\mathrm{log}\left(L\right)`$. Such weakly increasing number variance is not surprising as the eigenvalues repulsion produces a highly rigid spectrum. For the Poisson statistics the number variance is equal to $`L`$ as expected for eigenvalues which are not correlated. Finally, a number variance proportional to $`\chi L`$ (for $`L1`$ and $`\chi 1`$) is a signature of critical statistics . The slope $`\chi `$ is directly related  to the multifractality of the wave functions of a disordered system at a delocalization-localization transition.

A linear number variance for $`L1`$ with a slope $`\chi 1`$ was found in the generalized chGUE . However, as it can be observed in Figure 2 and 3, the number variance of our model is almost constant for $`L1`$. The oscillating behavior around a constant value is partially due to the self-interactions coming from the first term of the number variance.

Apparently, this result is surprising because random matrix ensembles with broken time invariance based on potentials behaving as $`\mathrm{log}^2\left(x\right)`$ asymptotically are supposed to have a linear number variance with slope $`\chi `$ in the bulk of the spectrum, which is a signature of critical statistics . In principle, one may think that the presence of a hard edge at $`x=0`$ in our model does not affect the spectral properties in the bulk of the spectrum. We argue that this is not the case.

The hard edge, combined with the soft-confining nature of the potential breaks up the translational invariance of the kernel (23) even in the bulk of the spectrum. In the bulk , the cluster function associated with the kernel (23)is given by,

$`Y_2(x,y)\left[{\displaystyle \frac{\mathrm{sin}^2\left(\pi \left(xy\right)\right)}{\mathrm{sinh}^2\left(\left(xy\right)\gamma /4\right)}}+{\displaystyle \frac{\mathrm{sin}^2\left(\pi \left(x+y\right)\right)}{\mathrm{cosh}^2\left(\left(xy\right)\gamma /4\right)}}+2{\displaystyle \frac{\mathrm{sin}\left(\pi \left(x+y\right)\right)}{\mathrm{cosh}\left(\left(xy\right)\gamma /4\right)}}{\displaystyle \frac{\mathrm{sin}\left(\pi \left(xy\right)\right)}{\mathrm{sinh}\left(\left(xy\right)\gamma /4\right)}}\right]`$ (26)
where we have used the asymptotic expression of the Bessel functions. By performing elementary integrations, we observe that the leading contribution to the number variance for $`L1`$ coming from the first term of $`Y_2`$ (translational invariant part) is $`\chi L`$ where $`\chi `$ is a function of $`\gamma `$ only. On the other hand, the leading contribution of the second term of $`Y_2`$ (non-translational invariant part) to the number variance is $`\chi L`$. Therefore, both contributions cancel each other and we are left with a oscillating (around a constant value depending on $`\gamma `$) number variance coming from the third term of the cluster function. We point out that the above cancelation is mainly due to the non-trivial unfolding used.

Roughly speaking, weak increasing potentials fail to keep the eigenvalues confined. As a consequence, the mean spectral density is in general a strongly oscillating function even in the thermodynamic limit. If $`\gamma 1`$ the deviations from chGUE are small and we can still define a relevant smooth mean spectral density by using the mean field formalism . The unfolding procedure using this mean spectral density breaks the translational invariance of the kernel in the bulk of the spectrum. This breaking of the translational symmetry produces a spectrum highly correlated and essentially different from the one reported in .

We would like to mention that a similar result to the one found in this letter has been reported by Canali and Kravtsov  . They studied the spectral properties of a generalized GUE based on a weak confining potential with a $`\mathrm{log}^2\left(x\right)`$ asymptotic as well. They noticed that in the bulk of the spectrum for $`N\mathrm{}`$ and $`\gamma <<1`$, the cluster function $`Y_2(x,y)`$ of that ensemble has strong correlations not only when $`xy`$, but also when $`xy`$. The total cluster function is given by the following non translational invariant relation,

$`Y_2(x,y)={\displaystyle \frac{\gamma ^2}{16\pi ^2}}{\displaystyle \frac{\mathrm{sin}^2\left(\pi \left(xy\right)\right)\mathrm{cosh}\left(x\gamma /2\right)\mathrm{cosh}\left(y\gamma /2\right)}{\mathrm{cosh}^2\left(\left(x+y\right)\gamma /4\right)\mathrm{sinh}^2\left(\left(xy\right)\gamma /4\right)}}`$ (27)
They showed that, due to this ‘ghost’ peak, the number variance depends on the interval in which it is calculated.

If the interval is not symmetric with respect to the origin ($`[0,s]`$ for instance), the system does not feel the strong (non-translational invariant) correlations at $`x=y`$. Then, the number variance goes asymptotically like $`\chi L`$ and the model is supposed to describe critical correlations. However, if the interval is symmetric with respect to the origin , the peak at $`x=y`$ of the two point function $`Y_2(x,y)`$ has to be taken into account as well. This contribution drives the asymptotic form of the number variance to a constant value , in agreement with the results obtained in this letter.

It is straightforward to connect the number variance in the bulk of the spectrum of  with the one studied in this letter. The asymptotic form of the number variance in a interval $`[0,s]`$ associated with the first two terms of (26) corresponds to the number variance in the interval $`[s/2,s/2]`$ of the above mentioned critical GUE. By changing variables $`u=x`$,$`v=y`$ in the expression for the number variance of our model we recover the expression obtained by Canali and Kravtsov. The third term of (26) produces the oscillating behavior observed only in our generalized chGUE.

To sum up, due to the non translational invariance of the kernel contributions coming from the points $`xy`$ have to be taken into account. These contributions make the linear term in the number variance vanish.

## 5 Conclusions

In this letter we have studied the effect of a hard edge in the spectral correlations of a chiral random matrix ensemble with a soft confining potential. We showed that beyond the Thouless energy the spectrum is characterized by an oscillating number variance around a constant value. The spectrum is even more correlated than the chGUE one.

The linear term of the number variance characterizing critical statistics vanishes due to the non-translational invariance of the spectral kernel in the bulk of the spectrum. Thus, the generalized chGUE studied in this letter and the ensemble of  (in which a linear number variance was found to be proportional to $`\chi L`$ for $`L>>1`$) belong to different universality classes .

Acknowledgements I thank Daniel Robles, Prof. Denis Dalmazi, Prof. Y.Chen for important suggestions and useful discussions. I thank Prof. J.J.M Verbaarschot for illuminating discussions and for a critical reading of the manuscript. I am indebted to James Osborn for providing me the program to perform the numerical simulation.

This work was supported by the US DOE grant DE-FG-88ER40388


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# Theory of Semi-flexible polymers

## Abstract

We have mapped the physics of a system of semi-flexible inextensible polymers onto a complex Ginzburg-Landau field theory using techniques of functional integration. It is shown in the limit of low number density of monomers in a melt of semi-flexible, inextensible polymers, kept apart by an excluded volume interaction, the radius of gyration scales as $`N^\nu `$, where $`N`$ is the chain length, and $`\nu =1`$, in contrast to the value of $`\nu 0.6`$ for flexible polymer melts. Using Renormalization Group arguments, we show that the system exhibits an infra-red stable fixed point which can be identified as the transition to the entangled state. Experiments to test these calculations are suggested.

preprint: LA-UR-01-805

Polymers in a biological setting occur with a variety of persistence lengths, ranging from being much smaller than the overall length of the polymer, to being comparable to the chain length. When the persistence length is much smaller than the chain length, the polymer can be described as being flexible. Generally however, the persistence length is not much smaller than the chain length, and the theoretical treatments of such semi-flexible polymers becomes complex, especially when one takes into account the fact that these polymers are inextensible, and can interact with each other.

One purpose of this paper is to understand the physics of melts of inextensible, semi-flexible polymers in the low number density limit, by generalizing de Genne’s theoretical approach. In this paper, it will be shown that the Flory exponent $`\nu `$, which characterizes the radius of gyration $`R_gN^\nu `$, where $`N`$ is total number of monomers in an average chain, is different for the case of interacting semi-flexible polymers, and is given by $`\nu =1`$.

Renormalization Group arguments will also be used to show that as the number density of semi-flexible polymer segments increases in a melt, the system actually begins to behave as if the chains were becoming increasingly independent, analogous to Flory’s theorem for melts of flexible chains. Furthermore, it can be shown that the system scales towards a thermodynamic fixed point as the number density is increased further, indicating a second order phase transition to the entangled state.

Treatments of semi-flexible polymers can become quite sophisticated, even when restricted to a single chain. In fact the treatment of ensembles of interacting semi-flexible chains is an open problem. In this paper, the focus will be on semi-flexible polymers interacting through hard-core repulsion between the monomers. This interaction will be represented by an excluded volume term. It turns out that the elegant path integral formalism for a single semi-flexible chain put forth by Kleinert is well-suited for generalization to a collection of interacting polymers. In this generalization, the physics of semi-flexible polymers gets mapped onto a time-dependent complex Ginzburg-Landau complex $`|\psi |^4`$ field theory. Time in the theory is merely a label for monomers along the chain.

Let us begin with the worm-like model of Kratky and Porod for a single semi-flexible polymer:

$`\beta _0`$ $`={\displaystyle \frac{\kappa }{2}}{\displaystyle _0^N}𝑑n\left({\displaystyle \frac{\stackrel{}{t}(n)}{n}}\right)^2`$ (1)
$`\stackrel{}{t}(n)`$ $`={\displaystyle \frac{\stackrel{}{R}(n)}{n}}`$ (2)
where $`\stackrel{}{R}(n)`$ is the location of the $`n^{th}`$ monomer in the chain which is $`N`$ units long, $`\stackrel{}{t}(n)`$ is the tangent vector at $`\stackrel{}{R}(n)`$, $`\beta =1/kT`$, $`k`$ is Boltzmann’s constant, $`T`$ is the temperature, $`\kappa =\mathrm{}_p/b^3`$, and $`\mathrm{}_p`$ is the persistence length over which the tangent vectors remain correlated, and $`b`$ is the monomer length. Note that Eqn.(2) has been written in a form that is reminiscent of that for the flexible chain case, with the replacement $`\stackrel{}{R}\stackrel{}{t}`$.

Inextensibility can be incorporated formally as done by Kleinert by introducing a correlation function via a path-integral representation. It expresses the fact that in $`(\stackrel{}{t},n)`$ space, segments $`q`$ units apart on the chain are distributed in a Gaussian fashion (see Eqn.(4) below). This is esentially the definition of the persistence length along a semi-flexible chain:

$$𝒢_0(\stackrel{}{t}(q),\stackrel{}{t}(0))_{\stackrel{}{t}(0)}^{\stackrel{}{t}(q)}𝒟^{d1}\stackrel{}{t}(n)\mathrm{exp}(\beta _0)$$
(3)
where $`d=3`$ refers to the dimension of the tangent vector, and integration over the reduced ($`d1`$) dimensions incorporates a length preserving constraint. More specifically, the restriction of the integration to $`d1=2`$ dimensions indicates the incorporation of a local inextensibility constraint, viz., $`\stackrel{}{t}(n)^2=(dx/ds)^2+(dy/ds)^2+(dz/ds)^2=constant`$. This restriction indicates that the integration is to be performed over the surface of a sphere in tangent space. This can lead to cumbersome calculations. An approximation will now be introduced, based on physical considerations, which greatly reduces the level of complexity of the subsequent calculations.

One can imagine that if we have a collection of worm-like chains, such that it costs energy to bend any one of them, and their number density is quite low, it would be quite easy for them to remain straight (their lowest-energy configuration), as the excluded volume term would not be a very effective constraint on their configuration. In other words, the curvature of any given chain for low number densities is expected to be low. As a result, it follows that the radius of the sphere on which the integration is to be carried out is quite large, compared to the monomer length. The surface is in this sense effectively flat, so that the integration can be carried out in a flat two-dimensional manifold. Equation(3) can now be evaluated easily:

$$𝒢_0(\stackrel{}{t}(q),\stackrel{}{t}(0))\left(\frac{2\pi qb^2}{3}\right)^1\mathrm{exp}\left[\frac{3(\stackrel{}{t}(q)\stackrel{}{t}(0))^2}{2qb^2}\right]$$
(4)
where $`b^2=3b^3/\mathrm{}_p`$. Now this expression for the propagator is seen to be analogous to the propagator $`𝒢_{QM}`$ for the Schroedinger equation in two dimensions, viz.,

$$𝒢_{QM}(\stackrel{}{r}(\tau ),\stackrel{}{r}(0))\left(\frac{2\pi \mathrm{}\tau }{\stackrel{~}{m}}\right)^1\mathrm{exp}\left[\frac{i\stackrel{~}{m}\left(\stackrel{}{r}(\tau )\stackrel{}{r}(0)\right)^2}{2\mathrm{}\tau }\right]$$
(5)
where $`\tau `$ is the time, $`\stackrel{}{r}`$ is the position vector, and $`\stackrel{~}{m}`$ is the particle mass. The mapping between the two models is given by $`\stackrel{~}{m}\frac{3}{b^2}`$, and $`i\tau q`$.

Since one can use Feynman’s formulation to connect the quantum-mechanical propagator to a wave function, it is natural to ask whether, working in imaginary time, one can relate the Green’s function in Eqn.(3) to a function that plays the role of a probability amplitude. It is advantageous to do so, since it permits the formulation of a non-trivial model of interacting semi-flexible polymers.

Our formulation uses a standard result from field theory to express Eqn.(3) in an alternative form through the use of an auxiliary complex field $`\psi (\stackrel{}{t},n)`$, and an associated functional $`_0`$:

$`𝒢_0(\stackrel{}{t}(N),\stackrel{}{t}(0)){\displaystyle 𝒟^2\psi \psi ^{}(\stackrel{}{t},N)\psi (\stackrel{}{t},0)\mathrm{exp}(\beta _0)}`$ (6)
$`\beta _0={\displaystyle 𝑑nd^{d1}\stackrel{}{t}\psi ^{}(\stackrel{}{t},n)\left(_n\frac{b^2}{6}^2\right)\psi (\stackrel{}{t},n)}`$ (7)
where $`_n/n`$, $`b^2=3b^2/\lambda `$, and $`\lambda =\mathrm{}_p/b`$.

Even at this non-interacting level the new formulation has an advantage over the preceding one in that it is a compact way of representing many independent polymers, since one can easily derive a $`2p`$-point correlation functions as a product of $`p`$ factors of $`𝒢_0`$ by starting with the partition function:

$$𝒵_0=𝒟^2\psi \mathrm{exp}(\beta _0)$$
(8)
Excluded volume effects, representing the simplest form of interaction between semi-flexible polymers can be expressed by the following extension:

$`\beta _0\beta =\beta _0+\beta \mathrm{\Delta }`$ (9)
$`\beta \mathrm{\Delta }={\displaystyle 𝑑nd^{d1}\stackrel{}{t}\left[\left(\frac{v}{2}\right)|\psi (\stackrel{}{t},n)|^4\mu |\psi (\stackrel{}{t},n)|^2\right]}`$ (10)
where $`v`$ is the usual excluded volume interaction parameter and $`\mu `$ is a Lagrange multiplier used to conserve the number of monomer segments in the system. The model was written down in analogy with the quartic quantum electrodynamic theory, where an interaction term local in space and time suffices to describe the physics, as long as the coupling constant is chosen correctly. It can be thought of as a pseudopotential model which is local in the independent variables.

An Euler-Lagrange equation obtained by extremizing $`\beta `$ with respect to $`\psi ^{}`$. An equation of continuity can be obtained as in Quantum mechanics from it. $`|\psi |^2`$ can now be interpreted as a probability density:

$`_n|\psi |^2`$ $`=\stackrel{}{}\stackrel{}{j}+S`$ (11)
$`\stackrel{}{j}`$ $`=\left({\displaystyle \frac{b^2}{6}}\right)(\psi ^{}\stackrel{}{}\psi +c.c.)`$ (12)
$`S`$ $`=\left({\displaystyle \frac{b^2}{6}}\right)|\stackrel{}{}\psi |^2+2\mu |\psi |^2v|\psi |^4`$ (13)
While this interpretation of $`|\psi |^2`$ as the probability density is obtained within a mean field approximation, it should not be expected to break down when we consider perturbative fluctuations around the mean field.

The chemical potential can be estimated by considering the homogeneous solution of the Euler-Lagrange equation, which leads to $`\mu =c_0v`$, where $`c_0`$ is the mean number density.

Now let us re-examine Eqn.(10). The integrand of $`\beta \mathrm{\Delta }`$ is seen to exhibit a double minimum potential as a function of $`|\psi |^2`$. As $`\mu 0`$, or equivalently $`c_00`$, it can be seen that the double minimum vanishes. Thus this $`|\psi |^4`$ theory is seen to be analogous to a Ginzburg-Landau theory used to describe the approach of a thermodynamic system to a critical point. Consequently, for sufficiently small number densities, a system of semi-flexible polymers approaches a critical point, where fluctuations become important. We shall account for them by appealing to Renormalization Group arguments.

Our interest is in systems composed of long chains. As done previously, we use $`_ni\omega `$, upon invoking a Fourier transform with respect to $`n`$. Further, as usual, $`i\omega |pq|^1`$, where $`|pq|`$ is the separation of units along the chain. The truncated Hamiltonian that will now be considered (for $`\mu 0^+`$) is:

$`\beta _{truncated}=`$ (14)
$`{\displaystyle d^{d1}\stackrel{}{t}\psi ^{}(\stackrel{}{t})(N^1^2+(v/2)|\psi (\stackrel{}{t})|^2)\psi (\stackrel{}{t})}`$ (15)
where $`N`$ is the chain length in the system. This truncation allows us to focus on the behavior of semi-flexible segments separated by $`N`$ monomers, e.g., the end-to-end distance. Now the entire Wilson formalism for dealing with second order phase transitions can be brought to bear on the problem, and it follows that the characteristic length scale in the system $`\xi `$ possesses the following scaling form, since $`d1=2`$:

$$\xi N$$
(16)
From de Genne’s work and our own, $`\xi `$ can be identified with the radius of gyration. If the system was composed of freely extensible chains, then the restriction to $`d1`$ dimensions would be unnecessary, and we obtain the result that $`R_gN^{0.63\mathrm{}}`$. It may turn out to be useful to study extensions of this theory to non-integer dimensions, by restriciting the requisite integration to $`dϵ`$, where $`1>ϵ>0`$ indicates varying degrees of extensibility of the chains.

As the number density increases, one can visualize these worm-like chains beginning to get entangled, while attempting to retain their low-energy linear conformation, by weaving themselves into a three-dimensional pile of enmeshed semi-rigid needles. To describe this transition, it suffices to consider the lowest order vertex correction, which arises from the first order bubble diagram. It is convenient in this calculation to scale all lengths in the theory by $`c_0^{1/3}`$, where $`c_0`$ is the average number concentration of segments in the system:

$`\alpha c_0v\alpha _R=\alpha \left({\displaystyle \frac{3}{8}}\right)\alpha ^2\mathrm{\Gamma }(\stackrel{}{k},\omega )`$ (17)
$`\mathrm{\Gamma }(\stackrel{}{k},\omega )=i{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^{\mathrm{}}}𝑑\lambda {\displaystyle _0^{\mathrm{}}}𝑑pp(2\pi )^2\theta (\mu p^2/2m)`$ (18)
$`\times \mathrm{exp}i\lambda \left(y+k^2/2m+p^2/m+(pk/m)\mathrm{cos}\varphi \right)`$ (19)
where $`m=3/b^2`$, $`y=i\omega 2\mu `$, and the required frequency integral has been performed by the method of residues by closing the contour in the upper half-plane, and the denominator, viz., $`\left(y+k^2/2m+p^2/m+(pk/m)\mathrm{cos}\varphi \right)`$ has been exponentiated using Feynman’s trick. The relevant integrals can be performed simply, with the result that:

$`\mathrm{\Gamma }(\stackrel{}{k},\omega )=\left({\displaystyle \frac{m}{4\pi }}\right)\times `$ (20)
$`\mathrm{ln}\left[{\displaystyle \frac{2my+4m\mu +\sqrt{k^4+4k^2my+(2my+4m\mu )^2}}{k^2+4my}}\right]`$ (21)
Notice that as $`k\mathrm{}`$, $`\mathrm{\Gamma }(\stackrel{}{k},\omega )0`$. This is as it should be, since $`\mathrm{\Gamma }`$ is simply the lowest order density-density structure factor.

In fact, had we done the required frequency integral in Eqn.(19) by closing the contour in the lower half-plane, we would have obtained, after performing dimensional regularization, $`\mathrm{\Gamma }(\stackrel{}{k},\omega )=\left(\frac{m}{4\pi }\right)\left(\psi (1)\mathrm{ln}[m(y+3k^2/(4m))]\right)`$, where $`\psi (1)`$ is a digamma function. This form does not vanish for large wavenumbers, as a density-density structure factor should.

It follows immediately from Eqn.(19) and Eqn.(21) that as the number density of segments increases, the effective coupling constant decreases. Physically this means that the semi-flexible polymers begin to behave as if they were increasingly independent. This is a direct generalization of Flory’s theorem for flexible polymer melts.

With Eqn.(21) in hand, it is possible to define a beta-function as is done in Renormalization Group theory, to study the scaling properties of the renormalized coupling constant $`\alpha _R`$.

In the long wave-length limit, the structure factor $`\mathrm{\Gamma }(k=0,\omega )`$ diverges logarithmically as $`y0^+`$. Note also that $`y=(i\omega 2\mu )(1/N2\mu )`$ plays the role of an effective inverse chain length. We would like to show that this is a signal for the onset of entanglement. For this purpose we rescale $`\alpha _R`$, and other relevant quantities, for convenience:

$`\widehat{\alpha }_R`$ $`=\alpha _R\left({\displaystyle \frac{3m}{32\pi 𝒴}}\right)`$ (22)
$`𝒴`$ $`{\displaystyle \frac{1}{\mathrm{ln}\left[1/2+\frac{\mu }{y}\right]}}`$ (23)
$`\widehat{\alpha }`$ $`=\alpha \left({\displaystyle \frac{3m}{32\pi 𝒴}}\right)`$ (24)
where $`𝒴`$ also plays the role of an inverse length scale. It has been introduced in order to facilitate a formulation of a scaling equation reminiscent of Wilson’s Renormalization Group arguments. A scaling function $`\beta (\widehat{\alpha }_R)`$ can now be defined:

$$\beta (\widehat{\alpha }_R)\frac{d\widehat{\alpha }_R}{d\mathrm{ln}𝒴}=\widehat{\alpha }_R+\widehat{\alpha }_R^2$$
(25)
$`\widehat{\alpha }_R=1`$ is an infra-red stable fixed point of the transformation (in terms of $`𝒴`$), and signifies a continuous phase transition. This second order phase transition is different from the conventional one in that the structure factor diverges merely logarithmically. To connect this transition with the onset of entanglement in semi-flexible polymers, we note that the system of semi-flexible polymers can be described by the following effective energy functional:

$`\beta _{effective}`$ (26)
$`{\displaystyle d^{d1}\stackrel{}{k}𝑑\omega \left(\mu c(\stackrel{}{k},\omega )+\frac{1}{2}c^{}(\stackrel{}{k},\omega )\mathrm{\Gamma }(\stackrel{}{k},\omega )^1c(\stackrel{}{k},\omega )\right)}`$ (27)
The partition function can be easily computed, since only Gaussian path integrals are involved. The Helmholtz free energy $`A`$ follows from this:

$$A=kT\mathrm{ln}(Z)\left(\frac{1}{2}\right)c_0kTVN\mu ^2\mathrm{\Gamma }(k=0,\omega =i/N)$$
(28)
Using $`P=\left(\frac{A}{V}\right)_{N,T}`$ and $`B=c_0\left(\frac{P}{c_0}\right)`$, we find:

$$B=\left(\frac{(c_0v)^2(c_0^{1/3}\mathrm{}_p)kTN}{8\pi b^3}\right)\mathrm{ln}\left[\frac{1}{2}+\frac{\mu }{1/N2\mu }\right]$$
(29)
It follows that the bulk modulus exhibits a sharp increase as $`1/N2\mu 0^+`$, as it must near the onset of entanglement. Thus we can identify the phase transition located using a Renormalization Group argument with the onset of entanglement in a system of semi-flexible polymers. The approximations utilized here are insufficient to describe the mechanical properties of the system beyond the onset of entanglement. The data provided by Hinner shows evidence of a sharp increase of the modulus as entanglement is approached, in a solution of actin. There appear fluctuations in the data near the transition point. This is qualitatively consistent with the (logarithmic) divergence of the structure factor at the transition point, which implies large fluctuations in the density-density correlation function. The theoretical curvature is also consistent with experimental data. Note that the number density dependence of the bulk modulus is $`c_0^{7/3}`$, similar to the concentration power law dependence quoted by Hinner et al. It is difficult to perform a finer comparison with these data, since the experiments were performed for solutions of actin, and the theory presented here applies to melts. It should be possible to use melts of semi-flexible polymers, where the rigidity could stem from steric hindrance, for example, to test the predictions of this model.

Hinner et al indicate that in the regime of entanglement, past the critical point discussed above, semi-flexible polymers appear to exist in tube-like cages. In this regime, away from the critical point just discussed, mean-field theory provides an adequate description. To investigate the structure of these tubes, let us consider the Euler-Lagrange which follows from extremizing $``$ with respect to $`\psi ^{}`$, written down in dimensionless form, in cylindrical geometry:

$$\frac{1}{\rho }\frac{d}{d\rho }\left(\rho \frac{d\psi _s(\rho )}{d\rho }\right)+\left(1\frac{s^2}{\rho ^2}\right)\psi _s(\rho )\psi _s(\rho )^3=0$$
(30)
where the radial variable $`\rho \stackrel{}{t}(n)\widehat{\rho }`$, with $`\widehat{\rho }`$ being the unit vector in the radial direction, and $`s`$ is an integer since a functional form $`\mathrm{exp}(is\varphi )`$ was assumed to capture the azimuthal dependence of the field. The unit of length used for scaling is:

$$a=\frac{b^{3/2}}{\sqrt{2c_0v\mathrm{}_p}}$$
(31)
For $`\rho 0^+`$, $`\psi (\rho )A\rho ^sA(\stackrel{}{t}(n)\widehat{\rho })^s`$. Here $`A`$ is an amplitude that can be adjusted in numerical calculations to match smoothly, over a distance $`a`$, the asymptotic solution for $`\rho \mathrm{}`$, viz., $`\psi (\rho )=\pm \sqrt{1s^2/(\stackrel{}{t}(n)\widehat{\rho })^2}`$.

Physically, what this mean-field solution indicates is that due to the inherent stiffness of the polymer, it cannot be wound up too tightly. In other words, for $`\stackrel{}{t}(n)\widehat{\rho }_n\stackrel{}{R}(n)\widehat{\rho }0^+`$, the probability $`|\psi |^2`$ of finding a polymer in that tightly wound position is vanishingly small. On the other hand, we do not have free polymers. There is an excluded volume interaction term which does not allow the semi-flexible polymers to unfurl in a linear fashion, but are instead forced to stay coiled, due to the presence of other polymers, over a distance $`a`$. This healing distance $`a`$ can be regarded as a tube radius. Equation(31) yields an analytic dependence of this tube radius on the number concentration of segments, persistence length, etc. If $`\mathrm{}_p`$ is of the order of the length of polymer chain, then the tube radius is proportional to the inverse square-root of the chain length. Since the number density of segments cannot exceed $`1/v`$, it follows that the smallest value of $`a`$ attainable is $`b^{3/2}/\sqrt{2\mathrm{}_p}`$.

We have used field-theoretic techniques to provide an insight into the physics of semi-flexible polymer melts. It will be interesting to see how this theory can be extended to study polyelectrolytes.

This research was supported by the Department of Energy contract W-7405-ENG-36, under the aegis of the Los Alamos National Laboratory LDRD-DR polymer aging program.


text:
# Oscillatory null singularity inside realistic spinning black holes

## Abstract

We calculate the asymptotic behavior of the curvature scalar $`(Riemann)^2`$ near the null weak singularity at the inner horizon of a generic spinning black hole, and show that this scalar oscillates infinite number of times while diverging. The dominant parallelly-propagated Riemann components oscillate in a similar manner. This oscillatory behavior, which is in a remarkable contrast to the monotonic mass-inflation singularity in spherical charged black holes, is caused by the dragging of inertial frames due to the black- hole’s spin.

One of the major challenges in Classical general relativity during the last few decades has been to explore the nature of the spacetime singularities which form in gravitational collapse. The existence of singularities inside black holes has been verified by several mathematical theorems . However, the singularity theorems do not tell us much about the location and features of these singularities.

It is widely anticipated that the realistic astrophysical black holes are rapidly spinning . The simplest type of a spinning black hole (BH) is given by the Kerr solution , describing a stationary, axially- symmetric, spinning vacuum BH. The inner horizon (IH) is a null hypersurface located inside the BH. This hypersurface, also known as the Cauchy horizon , marks the boundary of predictability for physical fields whose initial data are specified outside the BH. In the pure Kerr geometry, the IH is a perfectly smooth surface. Penrose  pointed out, however, that ingoing electromagnetic or gravitational perturbations are infinitely blue-shifted at the IH. He therefore suggested that in a more realistic BH, which is not strictly stationary, the infinitely blue-shifted perturbations will lead to the formation of a curvature singularity instead of a regular IH (we shall refer to this singularity as the IH singularity). The instability of the inner horizon was later investigated by several authors, who used a spherical charged BH as a toy model  (this is a useful toy model, because a spherical charged BH also admits an inner horizon with infinite blue shift). A few analyses of linear fields inside a Kerr BH have also been carried out at the end of the 1970’s . (For recent analyses of the late-time behavior of gravitational perturbations outside a Kerr BH, see .)

About ten years ago, in an effort to explore the non-linear aspects of the IH singularity, Poisson and Israel  introduced the mass-inflation model – a spherically-symmetric model made of a charged BH with two radial null fluids (ingoing and outgoing). In this model they obtained a null curvature singularity at the IH, known as the mass-inflation singularity. This singularity is marked by an exponential growth of curvature. A more detailed study  later revealed that the mass-inflation singularity is weak in Tipler’s  terminology. Namely, physical objects only experience finite tidal distortion when they approach the singularity.

Later, Ori  investigated the geometry inside a realistic spinning BH using a perturbative approach (see also ). This analysis revealed that in the spinning case, too, there is a null, weak, curvature singularity at the IH. The main results of the perturbative analysis  were later confirmed by several non-perturbative local analyses .

In general, the features of the IH singularity of spinning BHs are found to be very similar to that of spherical charged BHs: In both cases, the singularity is null, weak, and blue-shift dominated. There is one important difference, however: The mass-inflation singularity is characterized by a monotonic growth of the mass function (and curvature) . On the contrary, the IH singularity of a spinning BH is oscillatory, as we shall show in this paper. This oscillatory behavior is related to the dragging of inertial frames due to the BH’s spin.

One of the rather surprising findings of the perturbation analysis  is that the IH-singularity is essentially linear. Namely, at the early portion of the IH, the structure of the singularity may adequately be described (at the leading order) by the linear gravitational perturbation over the Kerr background, because the effect of higher-order non-linear perturbation terms is negligible. Motivated by this observation, we have recently carried out a detailed analysis  of linear gravitational perturbations over the Kerr background, using the Newman-Penrose (NP) formalism. Based on the results of this analysis (along with that of Ref. ), we shall now calculate the asymptotic behavior of the curvature at the IH-singularity and reveal its oscillatory character. For concreteness, we shall focus on the quadratic curvature scalar $`KR_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }`$ . We shall consider a non-extreme, pure vacuum BH, and restrict attention to the early portion of the IH singularity (where the perturbation analysis  is effective).

The event horizon and the IH of the background Kerr geometry are located at the hypersurfaces $`r=r_+`$ and $`r=r_{}`$, respectively, where $`r_\pm M\pm (M^2a^2)^{1/2}`$ . Here $`M`$ and $`a`$ denote the BH’s mass and specific angular momentum, respectively. We use here the Boyer-Lindquist  coordinates $`(t,r,\theta ,\phi )`$ . The Eddington-like coordinates $`u,v`$ are given by $`v=r+t`$ and $`u=rt`$, where $`r(r)`$ is defined by $`dr/dr=\mathrm{\Delta }/(r^2+a^2)`$ and $`\mathrm{\Delta }(rr_+)(rr_{})`$ . The event horizon and the IH correspond to $`u=\mathrm{}`$ and $`v=\mathrm{}`$ , respectively.

Following Ref. , we express the metric $`g_{\alpha \beta }`$ of the perturbed spinning BH as the sum of the unperturbed Kerr metric and the metric perturbation $`h_{\alpha \beta }`$ . The latter is then expanded in the form

$$h_{\alpha \beta }=h_{\alpha \beta }^{(1)}+h_{\alpha \beta }^{(2)}+h_{\alpha \beta }^{(3)}+\mathrm{}$$
(1)
where $`h_{\alpha \beta }^{(1)}`$ is the linear metric perturbation, $`h_{\alpha \beta }^{(2)}`$ is the second-order perturbation, etc.. We adopt here the gauge used in Ref. , in which all terms $`h_{\alpha \beta }^{(J)}`$ are finite at the IH (and are arbitrarily small at its early portion), and the null curvature singularity is located strictly at $`r=r_{}`$ (i.e. at the IH) of the Kerr background. This singularity is marked by the divergence of the curvature scalar K. Note that K (like the Riemann tensor itself) is perfectly regular at the IH of the unperturbed Kerr background, and its divergence in a realistic spinning BH is caused by the gravitational perturbation, which is infinitely blue-shifted at the IH.

Comparing the asymptotic forms of the various terms $`h_{\alpha \beta }^{(J)}`$ , one finds that $`h_{\alpha \beta }`$ is dominated by the linear perturbation $`h_{\alpha \beta }^{(1)}`$ ; The higher-order terms are smaller by certain powers of $`1/v`$ and/or $`1/u`$ (which is arbitrarily small at the early portion of the IH.) As a consequence, it is not difficult to show that K is dominated by $`\widehat{K}\widehat{R}_{\alpha \beta \gamma \delta }\widehat{R}^{\alpha \beta \gamma \delta }`$, where $`\widehat{R}_{\alpha \beta \gamma \delta }`$ denotes the linear perturbation in the Riemann tensor. In what follows we shall use the NP formalism to calculate $`\widehat{K}`$ .

In a vacuum spacetime, the Riemann tensor may be expressed as a linear combination of the five NP Weyl scalars $`\mathrm{\Psi }_i`$ (i=0…4) and their complex conjugate (see e.g. Eq. (1.298) in ). We schematically write this linear combination as

$$R_{\alpha \beta \gamma \delta }=Q_{\alpha \beta \gamma \delta }^i\mathrm{\Psi }_i+c.c.,$$
(2)
where $`Q_{\alpha \beta \gamma \delta }^i`$ are constants, and c.c. denotes the complex conjugate. Explicitly calculating these constants according to the method explained in Ref. , and then squaring the last equation, one finds

$$R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }=8\left(\mathrm{\Psi }_0\mathrm{\Psi }_4+3\mathrm{\Psi }_2^24\mathrm{\Psi }_1\mathrm{\Psi }_3\right)+c.c..$$
(3)
In a similar manner, by picking the linear perturbations of the quantities in both sides of Eq. (2) and squaring them, one obtains an analogous expression for $`\widehat{R}_{\alpha \beta \gamma \delta }`$ :

$$\widehat{K}\widehat{R}_{\alpha \beta \gamma \delta }\widehat{R}^{\alpha \beta \gamma \delta }8\left(\psi _0\psi _4+3\psi _2^24\psi _1\psi _3\right)+c.c.,$$
(4)
where $`\psi _i`$ denotes the linear perturbation in $`\mathrm{\Psi }_i`$ . \[We have ignored here all contributions proportional to the (undifferentiated) metric perturbation $`h_{\alpha \beta }`$ , e.g. those obtained when indices are raised or lowered. These turn out to be negligibly small, like $`h_{\alpha \beta }`$ itself.\]

From the asymptotic expressions for the linear metric perturbations , one can evaluate the maximal possible divergence rates of the various linear NP fields at the IH. One can show that the maximal inverse powers of $`rr_{}`$ involved in this divergence are

$$\psi _0(rr_{})^2,\psi _1(rr_{})^1,\psi _{2,3,4}(rr_{})^0.$$
(5)
Therefore, ***In the gauge we use, $`\mathrm{\Psi }_2`$ is dominated by its second-order term, $`\mathrm{\Psi }_2^{(2)}`$ , which diverges like $`(rr_{})^1`$ \[whereas $`\mathrm{\Psi }_2^{(1)}\psi _2(rr_{})^0`$ \]. Nevertheless, the contribution of $`\mathrm{\Psi }_2^{(2)}`$ (squared) to K is smaller than $`\widehat{K}`$ by certain powers of $`1/u`$ or $`1/v`$, as was mentioned above (with regards of the contribution of non-linear perturbations to K). All other NP fields $`\mathrm{\Psi }_i`$ ($`i2`$ ) are dominated by their linear counterparts, $`\psi _i`$

$$K\widehat{K}8\psi _0\psi _4+c.c..$$
(6)
This result is remarkable for two reasons. First, $`\psi _0`$ and $`\psi _4`$ are gauge-invariant  (whereas $`\psi _{1,2,3}`$ are not; the expressions for $`\psi _{1,2,3}`$ in Eq. (5) are obtained in the gauge used in Ref.  and here.) Second, both $`\psi _0`$ and $`\psi _4`$ satisfy a simple master equation .

The evolution of $`\psi _0`$ and $`\psi _4`$ inside a Kerr BH was analyzed in Ref.  Note that $`\mathrm{\Psi }^{s=2}`$ and $`\mathrm{\Psi }^{s=2}`$ therein correspond respectively to $`\psi _0`$ and $`(ria\mathrm{cos}\theta )^4\psi _4`$ in the notation of the present paper. . For generic initial data, one finds that both $`\psi _0`$ and $`\psi _4`$ are dominated by the modes with l=2 (which have the slowest decay rate, $`t^7`$ , outside the BH). The asymptotic behavior of $`\psi _4`$ at the early portion of the IH is found to be (see section IX in Ref. )

$$\psi _4u^8(r_{}ia\mathrm{cos}\theta )^4\underset{m=2}{\overset{2}{}}A_m{}_{2}{}^{}Y_{2}^{m}(\theta ,\varphi )e^{im\mathrm{\Omega }_{}u}+O(u^9),$$
(7)
where $`\mathrm{\Omega }_{}a/(2Mr_{})`$ , $`\varphi \phi \mathrm{\Omega }_{}t`$ is an azimuthal coordinate regular at the IH , and $`{}_{s}{}^{}Y_{l}^{m}`$ denotes the spin-weighted spherical harmonics. The asymptotic behavior of $`\psi _0`$ is

$$\psi _0(rr_{})^2v^7\underset{m=2}{\overset{2}{}}B_m{}_{2}{}^{}Y_{2}^{m}(\theta ,\varphi )e^{im\mathrm{\Omega }_{}v}+O(v^8).$$
(8)
$`A_m`$ and $`B_m`$ are coefficients that are proportional to the initial amplitudes of the modes (l=2, $`|m|2`$ ) of $`\psi _4`$ and $`\psi _0`$ , respectively. These coefficients are generically non-vanishing. The only exception is the coefficient $`B_0`$ , which vanishes identically (that is, the mode l=2,m=0 of $`\psi _0`$ is $`(rr_{})^2v^8`$ at the IH; see Ref. ). Substituting Eqs. (7) and (8) into Eq. (6), we obtain

$$K(rr_{})^2v^7\underset{m=1,2}{}C_m(u,\theta ,\varphi )e^{im\mathrm{\Omega }_{}v}+c.c.,$$
(9)
with (generically) non-vanishing coefficients $`C_m`$ . Note that no m=0 term is present at the leading order, due to the vanishing of $`B_0`$ .

Consider now a freely-falling observer which hits the IH singularity at a point $`(u_0,\theta _0,\varphi _0)`$ . For this observer, $`rr_{}`$ and $`v`$ are proportional to $`\tau `$ and $`\mathrm{ln}\left(\tau /M\right)`$ , respectively, where $`\tau `$ denotes the proper time, and we have set $`\tau =0`$ at the intersection with the IH singularity. One obtains

$$Kc\tau ^2\left[\mathrm{ln}\left(\tau /M\right)\right]^7\underset{m=1,2}{}C_m(u_0,\theta _0,\varphi _0)e^{imp\mathrm{ln}\left(\tau /M\right)}+c.c.,$$
(10)
where c is a non-vanishing constant that depends on the geodesic’s constants of motion, and $`pa(M^2a^2)^{1/2}`$ . In a similar manner, one finds that the most divergent components of the Riemann tensor (as measured by a parallelly-propagated tetrad) are $`\psi _0`$ , and are hence proportional to

$$\tau ^2\left[\mathrm{ln}\left(\tau /M\right)\right]^7\underset{m=1,2}{}c_m{}_{2}{}^{}Y_{2}^{m}(\theta _0,\varphi _0)e^{imp\mathrm{ln}\left(\tau /M\right)}+c.c.$$
(11)
with non-vanishing constants $`c_m`$ .

From Eq. (10) it is obvious that, while diverging like $`\tau ^2`$ (softened by an inverse-power logarithmic factor), the curvature scalar K undergoes infinite number of oscillations. In particular, K vanishes and changes sign infinitely many times on the approach to the IH-singularity. The dominant parallelly-propagated Riemann components, given in Eq. (11), behave in a similar manner. Thus, the IH-singularity of a generic spinning BH is oscillatory.

This oscillatory behavior is in a remarkable contrast to the monotonic increase of the mass-function (and curvature) in the mass-inflation singularity of spherical charged BHs. The oscillations are caused by the dragging of inertial frames, due to the BH’s angular momentum. More specifically, the dragging of the nonaxially-symmetric modes (which dominate $`\psi _0`$ ) leads to oscillations in $`v`$.

It has been argued by Belinsky, Khalatnikov, and Lifshitz (BKL)  that a generic singularity (the BKL singularity) exists in the solutions of the vacuum Einstein equations which is spacelike and oscillatory. Recent numerical and analytical investigations provide further evidence for the existence of such singular vacuum solutions . It is remarkable that both known generic singularities – the BKL singularity and the spinning inner-horizon singularity – are oscillatory. Note, however, that apart from this common non-monotonic character, these two singularities are very different from each other: The BKL singularity is spacelike, strong, and extremely complicated (perhaps even chaotic), whereas the inner-horizon singularity is null, weak, and of a rather simple asymptotic form.

There also is an important difference in the status of these two singularities in connection with their actual occurrence in realistic gravitational collapse (or, at least, in connection with our present knowledge about their actual occurrence). The actual formation of the null weak inner- horizon singularity in a generic gravitational collapse has been verified in an explicit manner by the perturbative analyses . (The local consistency and genericity of this singularity have been verified also by several non-perturbative local analyses .) On the other hand, the analyses of the BKL singularity indicated the local consistency of this singularity, and probably also its inevitable occurrence in certain cosmological models, but so far not in asymptotically-flat situations. There certainly exist generic asymptotically-flat initial-data sets which do not develope a BKL singularity (e.g. any set with a sufficiently weak initial field, such that no black hole forms). One may attempt to conjecture that generically any asymptotically-flat initial-data set which develops a black hole will also develope a BKL singularity inside it, but we are not aware of any compelling evidence for such a conjecture (recall also that the predictive power of the singularity theorems is exhausted by the null inner-horizon singularity, which definitely forms in a generic collapse). In fact, for reasons which are beyond the scope of this paper, the present author believes that the above conjecture is incorrect (but a weaker version, which puts restrictions on the spatial topology, may be attempted).

Recent numerical studies of spherical charged BHs perturbed by a self-gravitating scalar field indicate that a generic spacelike singularity forms when the area of the mass-inflation singularity shrinks to zero . It is unclear, however, whether an analogous spacelike singularity will form in realistic spinning black holes, which are non-spherical, and which have no scalar field. Note that the above scalar-field spacelike singularity is monotonic . This type of generic spacelike singularity probably has no counterpart in vacuum spacetimes: Both the original work by BKL  and the recent analyses by Berger and collaborators  suggest that there exists no generic, monotonic, spacelike, vacuum singularity. Therefore, although there is likelihood that a BKL-like spacelike singularity will form inside realistic spinning black holes, this is still far from obvious, and further research is required in order to clarify this issue.

This research was supported in part by the United States-Israel Binational Science Foundation, and the Fund for the Promotion of Research at the Technion.


text:
# Search for 𝐵⁰→𝜋⁰𝜋⁰ decay

## Abstract

We have searched for the charmless hadronic decay of $`B^0`$ mesons into two neutral pions. Using $`9.13\mathrm{fb}^1`$ taken at the $`\mathrm{{\rm Y}}(4\mathrm{S})`$ with the CLEO detector, we obtain an improved upper limit for the branching fraction $`(B^0\pi ^0\pi ^0)<5.7\times 10^6`$ at the 90% confidence level.

preprint:   CLNS 01/1718  CLEO 01-02

D. M. Asner,1 A. Eppich,1 T. S. Hill,1 R. J. Morrison,1 R. A. Briere,2 G. P. Chen,2 T. Ferguson,2 H. Vogel,2 A. Gritsan,3 J. P. Alexander,4 R. Baker,4 C. Bebek,4 B. E. Berger,4 K. Berkelman,4 F. Blanc,4 V. Boisvert,4 D. G. Cassel,4 P. S. Drell,4 J. E. Duboscq,4 K. M. Ecklund,4 R. Ehrlich,4 P. Gaidarev,4 L. Gibbons,4 B. Gittelman,4 S. W. Gray,4 D. L. Hartill,4 B. K. Heltsley,4 P. I. Hopman,4 L. Hsu,4 C. D. Jones,4 J. Kandaswamy,4 D. L. Kreinick,4 M. Lohner,4 A. Magerkurth,4 T. O. Meyer,4 N. B. Mistry,4 E. Nordberg,4 M. Palmer,4 J. R. Patterson,4 D. Peterson,4 D. Riley,4 A. Romano,4 J. G. Thayer,4 D. Urner,4 B. Valant-Spaight,4 G. Viehhauser,4 A. Warburton,4 P. Avery,5 C. Prescott,5 A. I. Rubiera,5 H. Stoeck,5 J. Yelton,5 G. Brandenburg,6 A. Ershov,6 D. Y.-J. Kim,6 R. Wilson,6 T. Bergfeld,7 B. I. Eisenstein,7 J. Ernst,7 G. E. Gladding,7 G. D. Gollin,7 R. M. Hans,7 E. Johnson,7 I. Karliner,7 M. A. Marsh,7 C. Plager,7 C. Sedlack,7 M. Selen,7 J. J. Thaler,7 J. Williams,7 K. W. Edwards,8 R. Janicek,9 P. M. Patel,9 A. J. Sadoff,10 R. Ammar,11 A. Bean,11 D. Besson,11 X. Zhao,11 S. Anderson,12 V. V. Frolov,12 Y. Kubota,12 S. J. Lee,12 J. J. O’Neill,12 R. Poling,12 T. Riehle,12 A. Smith,12 C. J. Stepaniak,12 J. Urheim,12 S. Ahmed,13 M. S. Alam,13 S. B. Athar,13 L. Jian,13 L. Ling,13 M. Saleem,13 S. Timm,13 F. Wappler,13 A. Anastassov,14 E. Eckhart,14 K. K. Gan,14 C. Gwon,14 T. Hart,14 K. Honscheid,14 D. Hufnagel,14 H. Kagan,14 R. Kass,14 T. K. Pedlar,14 H. Schwarthoff,14 J. B. Thayer,14 E. von Toerne,14 M. M. Zoeller,14 S. J. Richichi,15 H. Severini,15 P. Skubic,15 A. Undrus,15 V. Savinov,16 S. Chen,17 J. Fast,17 J. W. Hinson,17 J. Lee,17 D. H. Miller,17 E. I. Shibata,17 I. P. J. Shipsey,17 V. Pavlunin,17 D. Cronin-Hennessy,18 A.L. Lyon,18 E. H. Thorndike,18 T. E. Coan,19 V. Fadeyev,19 Y. S. Gao,19 Y. Maravin,19 I. Narsky,19 R. Stroynowski,19 J. Ye,19 T. Wlodek,19 M. Artuso,20 C. Boulahouache,20 K. Bukin,20 E. Dambasuren,20 G. Majumder,20 R. Mountain,20 S. Schuh,20 T. Skwarnicki,20 S. Stone,20 J.C. Wang,20 A. Wolf,20 J. Wu,20 S. Kopp,21 M. Kostin,21 A. H. Mahmood,22 S. E. Csorna,23 I. Danko,23 K. W. McLean,23 Z. Xu,23 R. Godang,24 G. Bonvicini,25 D. Cinabro,25 M. Dubrovin,25 S. McGee,25 G. J. Zhou,25 A. Bornheim,26 E. Lipeles,26 S. P. Pappas,26 M. Schmidtler,26 A. Shapiro,26 W. M. Sun,26 A. J. Weinstein,26 D. E. Jaffe,27 R. Mahapatra,27 G. Masek,27 and H. P. Paar27

1University of California, Santa Barbara, California 93106

2Carnegie Mellon University, Pittsburgh, Pennsylvania 15213

3University of Colorado, Boulder, Colorado 80309-0390

4Cornell University, Ithaca, New York 14853

5University of Florida, Gainesville, Florida 32611

6Harvard University, Cambridge, Massachusetts 02138

7University of Illinois, Urbana-Champaign, Illinois 61801

8Carleton University, Ottawa, Ontario, Canada K1S 5B6

and the Institute of Particle Physics, Canada

9McGill University, Montréal, Québec, Canada H3A 2T8

and the Institute of Particle Physics, Canada

10Ithaca College, Ithaca, New York 14850

11University of Kansas, Lawrence, Kansas 66045

12University of Minnesota, Minneapolis, Minnesota 55455

13State University of New York at Albany, Albany, New York 12222

14Ohio State University, Columbus, Ohio 43210

15University of Oklahoma, Norman, Oklahoma 73019

16University of Pittsburgh, Pittsburgh, Pennsylvania 15260

17Purdue University, West Lafayette, Indiana 47907

18University of Rochester, Rochester, New York 14627

19Southern Methodist University, Dallas, Texas 75275

20Syracuse University, Syracuse, New York 13244

21University of Texas, Austin, Texas 78712

22University of Texas - Pan American, Edinburg, Texas 78539

23Vanderbilt University, Nashville, Tennessee 37235

24Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061

25Wayne State University, Detroit, Michigan 48202

26California Institute of Technology, Pasadena, California 91125

27University of California, San Diego, La Jolla, California 92093

$`CP`$ violation in the neutral kaon system was observed long ago , and evidence of $`CP`$ violation in $`B`$ decays is beginning to be seen . In the standard model, $`CP`$ violation arises naturally from a single complex phase in the Cabibbo-Kobayashi-Maskawa (CKM) quark-mixing matrix . Observation of the time-dependent $`CP`$-violating asymmetry in the decay $`B^0\pi ^+\pi ^{}`$ (charge-conjugate modes are implied throughout this Letter) would, in principle, give a measurement of the sum of the CKM phases $`\beta \mathrm{arg}(V_{td}^{})`$ and $`\gamma \mathrm{arg}(V_{ub}^{})`$. However, difficulties arise from the fact that the tree and penguin contributions to the $`B^0\pi ^+\pi ^{}`$ decay enter with similar amplitude and unknown relative phase. It is known already from the large ratio of branching fractions $`(BK^+\pi ^{})/(B\pi ^+\pi ^{})`$ that the penguin contribution is large . The tree and penguin contributions can (in principle) be separated by performing an isospin analysis on the related $`B\pi \pi `$ modes . Although the decay mode $`B^0\pi ^+\pi ^{}`$ has been observed and there is some indication for the mode $`B^+\pi ^+\pi ^0`$ , the $`B^0\pi ^0\pi ^0`$ decay mode has not been seen yet. Theoretical calculations offer possible values for the branching fraction $`(B^0\pi ^0\pi ^0)`$ ranging from $`10^8`$ to $`10^5`$ .

In this Letter, we present a new limit on the $`B^0\pi ^0\pi ^0`$ branching fraction based on data taken with the CLEO II detector at the Cornell Electron Storage Ring (CESR). The data consist of $`9.13\mathrm{fb}^1`$ taken at the $`\mathrm{{\rm Y}}(4\mathrm{S})`$, corresponding to $`9.67\times 10^6B\overline{B}`$ pairs,***We assume equal branching fractions for $`\mathrm{{\rm Y}}(4S)B^0\overline{B}^0`$ and $`B^+B^{}`$. and $`4.35\mathrm{fb}^1`$ taken below the $`B\overline{B}`$ threshold, used for background studies. The new result supersedes the result from a previous publication , which was obtained with one third of the present statistics.

CLEO II is a general purpose detector, described in detail elsewhere . Most relevant for the present analysis are the tracking system and the electromagnetic calorimeter. Momentum and specific ionization ($`dE/dx`$) of charged tracks are measured in cylindrical drift chambers in a $`1.5`$T solenoidal magnetic field. In a second configuration of the detector, CLEO II.V, the innermost tracking chamber was replaced by a 3-layer, double-sided silicon vertex detector, and the gas in the main drift chamber was changed from argon-ethane to a helium-propane mixture. These modifications improved both the charged particle momentum resolution and the $`dE/dx`$ resolution. Photons are detected using a high resolution crystal CsI(Tl) electromagnetic calorimeter, composed of $`7800`$-CsI(Tl) crystals covering $`96\%`$ of the solid angle. Approximately two thirds of the data used in the present analysis was taken with the CLEO II.V detector.

Photon candidates are defined as isolated showers with energy greater than $`30`$MeV in the central region of the calorimeter ($`|\mathrm{cos}\theta |<0.71`$, where $`\theta `$ is the polar angle relative to the beam axis), and with energy greater than $`50`$MeV elsewhere. Neutral pions are formed from pairs of isolated photons with invariant mass within $`2.5\sigma `$ of the $`\pi ^0`$ mass ($`\sigma 9\mathrm{MeV}/c^2`$ for a $`2.7\mathrm{GeV}/c`$ $`\pi ^0`$). We require at least one of the two photons forming a $`\pi ^0`$ candidate to be in the central region of the calorimeter. The energies of the selected photons are then kinematically fitted with the mass constrained to the $`\pi ^0`$ mass.

The $`B`$ decay candidates are selected using a beam-constrained $`B`$ mass $`M=\sqrt{E_b^2p_B^2}`$, where $`E_{\mathrm{beam}}`$ is the beam energy and $`p_B`$ is the $`B`$ candidate momentum, and an energy difference $`\mathrm{\Delta }E=E_1+E_2E_{\mathrm{beam}}`$, where $`E_1`$ and $`E_2`$ are the energies of the two neutral pions. The resolution in $`M`$ is about $`3.4\mathrm{MeV}/c^2`$, due to equal contributions from the beam energy spread and the $`\pi ^0`$ energy resolution. The resolution on $`\mathrm{\Delta }E`$ is approximately $`60\mathrm{MeV}`$ and is slightly asymmetric because of energy loss out of the back of the CsI crystals. Using events containing at least three charged tracks, we select $`B`$ candidates with $`M`$ in the range $`5.25.3\mathrm{GeV}/c^2`$ and $`|\mathrm{\Delta }E|<400\mathrm{MeV}`$. The fiducial region in $`M`$ and $`\mathrm{\Delta }E`$ includes the signal region and a substantial sideband used for background normalization.

The main background arises from $`e^+e^{}q\overline{q}`$ (where $`q=u,d,s,c`$). Such events typically exhibit a two-jet structure and can produce high momentum back-to-back particles (tracks and/or showers) in the fiducial region. To reduce contamination from these events, we calculate the angle $`\theta _S`$ between the sphericity axis  of the candidate showers and the sphericity axis of the rest of the event. The distribution of $`\mathrm{cos}\theta _S`$ is strongly peaked at $`\pm 1`$ for $`q\overline{q}`$ events, due to their two-jet structure, and is nearly flat for $`B\overline{B}`$ events. We require $`|\mathrm{cos}\theta _S|<0.8`$ which eliminates $`85\%`$ of the $`q\overline{q}`$ background. Using a detailed GEANT-based Monte Carlo simulation we determined the overall $`B^0\pi ^0\pi ^0`$ signal detection efficiency $`=28.8\%`$, dominated by geometric acceptance. Additional discrimination between signal and $`q\overline{q}`$ background (continuum) is obtained from event shape information used in a Fisher discriminant ($``$) technique as described in detail in Ref.. The Fisher discriminant is used in the maximum-likelihood fit described below.

A total of $`1134`$ $`B^0\pi ^0\pi ^0`$ candidates are selected with the requirements described above. Figure 1 shows the $`\mathrm{\Delta }E`$ versus $`M`$ distribution of all the selected events, and the individual distributions of $`M`$, $`\mathrm{\Delta }E`$ and $``$, with restrictions on the other two variables to emphasize the signal region.

Monte Carlo simulation was also used to study backgrounds from $`bc`$ and other $`bu`$ and $`bs`$ decays. More than $`40`$ decay modes of the $`B`$ meson into final states containing energetic $`\pi ^0`$s and/or photons were considered. Only the $`B^+\rho ^+\pi ^0`$ decay channel was found to give a non-negligible contribution to the selection of $`B^0\pi ^0\pi ^0`$ signal events. The three-body final state $`\pi ^+\pi ^0\pi ^0`$ can be misidentified as a two-body $`\pi ^0\pi ^0`$ signal candidate when the charged pion from the asymmetric decay of the polarized $`\rho ^+`$ has sufficiently low momentum and the $`\pi ^0`$ energies are poorly measured. The best separation between this background and signal is obtained in the $`\mathrm{\Delta }E`$ distribution. The $`B^+\rho ^+\pi ^0`$ background is accounted for in the maximum-likelihood fit as described below.

To extract the signal yield, we perform an unbinned maximum-likelihood fit using the variables $`M`$, $`\mathrm{\Delta }E`$, and $``$ for each candidate event. The likelihood of an event is parameterized by the sum of probabilities of signal, $`q\overline{q}`$ background, and $`B^+\rho ^+\pi ^0`$ background hypotheses, with relative weights determined by maximizing the likelihood function $``$. The probability of a particular hypothesis is calculated as the product of the probability density functions (PDFs) for each of the input variables. Further details about the likelihood fit can be found in Ref. . The PDFs for signal and $`B^+\rho ^+\pi ^0`$ are determined from high-statistics Monte Carlo samples. The PDFs for continuum are obtained from the data taken below the $`B\overline{B}`$ threshold.

Monte Carlo experiments are generated to test the fitting procedure, and to produce frequentist confidence intervals as defined in Ref. . We generate Monte Carlo samples containing the same number of events as the real data sample. Continuum events are generated according to the continuum PDFs, neglecting the small correlation between the fit variables. According to a given branching fraction $`(B^0\pi ^0\pi ^0)`$, we include signal events randomly selected from our large $`B^0\pi ^0\pi ^0`$ Monte Carlo simulated sample. We also include Monte Carlo simulated $`B^+\rho ^+\pi ^0`$ events. We generate $`1000`$ samples for several values of $`(B^0\pi ^0\pi ^0)`$ and $`(B^+\rho ^+\pi ^0)`$ in the range $`010\times 10^6`$ and $`042\times 10^6`$, respectively. We apply the fitting procedure to every sample individually and determine the signal yield distribution for each value of $`(B^0\pi ^0\pi ^0)`$ and $`(B^+\rho ^+\pi ^0)`$. In the samples containing $`B^+\rho ^+\pi ^0`$ events, we find a small increase of the signal yield proportional to $`(B^+\rho ^+\pi ^0)`$. At the $`90\%`$ confidence level (C.L.) upper limit $`(B^+\rho ^+\pi ^0)<42\times 10^6`$ , the contribution to the signal yield is $`0.3`$ event. We include this maximal contribution as a one-sided systematic uncertainty in the result. The Monte Carlo experiments show that once the $`B^+\rho ^+\pi ^0`$ background is accounted for, the average yield for any value of $`(B^0\pi ^0\pi ^0)`$ is equal to the expected yield for this branching fraction, excluding thus any significant bias from the fitting method. An estimation of the statistical sensitivity of the measurement is given by the width of the yield distributions, and is measured to be about $`\pm 5`$ events.

Figure 2 shows the $`68\%`$, $`90\%`$, $`95\%`$, and $`99\%`$ frequentist confidence intervals (statistical only) built from the signal yield distributions obtained with $`(B^+\rho ^+\pi ^0)=0`$ and following the method described in Ref. .

Figure 3 shows the result of the likelihood fit as a plot of $`\chi ^2\chi _{\mathrm{min}}^2=2\mathrm{ln}/_{\mathrm{max}}`$. The maximum likelihood $`_{\mathrm{max}}`$ is found for a signal yield $`N_S=6.2_{3.7}^{+4.8}`$ events, with a statistical significance of $`2.0\sigma `$. We define the statistical significance to be $`n\sigma `$ if the value of $`2\mathrm{ln}`$ increases by $`n^2`$ when the signal yield $`N_S`$ is constrained to be zero. The measured yield for $`B^+\rho ^+\pi ^0`$ is $`N_{\rho \pi }=11\pm 9`$ events, consistent with the upper limit for that mode . This yield should, however, not be used to calculate a new value of the upper limit for $`(B^+\rho ^+\pi ^0)`$, as the $`\pi ^0\pi ^0`$ analysis described here is deliberately designed to minimize sensitivity to the $`B^+\rho ^+\pi ^0`$ mode. We also checked that, due to the small correlation between signal and background, the signal yield is reduced by only $`0.2`$ event when the background yield is constrained to be positive. Given the measured value of $`N_S`$, we use Figure 2 to determine the frequentist confidence interval for $`(B^0\pi ^0\pi ^0)`$. We obtain the $`90\%`$ C.L. interval $`0.3\times 10^6<(B^0\pi ^0\pi ^0)<5.2\times 10^6`$. This interval is statistical only, and does not include systematic uncertainties.

For the treatment of systematic uncertainties, we separate them into two categories. First, we estimate a systematic uncertainty on the fitted signal yield by varying the PDFs used in the fit within their uncertainties, and we add in quadrature the previously described systematic uncertainty due to the possible residual contamination from $`B^+\rho ^+\pi ^0`$ events. We also consider a possible mismodeling of the $`e^+e^{}\tau ^+\tau ^{}`$ contribution in the PDFs for continuum, and we assign a systematic uncertainty of $`\pm 0.7`$ event based on a high-statistics Monte Carlo simulation study. We obtain the total systematic uncertainty $`{}_{1.8}{}^{}{}_{}{}^{+2.0}`$ events on the signal yield $`N_S`$. Secondly, we estimate an uncertainty on the signal detection efficiency $``$, to account for uncertainties related to $`\pi ^0`$ finding efficiency, maximum-likelihood fit efficiency, luminosity, Monte Carlo statistics, and the $`|\mathrm{cos}\theta _S|`$ requirement. The efficiency with its uncertainty is $`=(28.8\pm 2.0)\%`$.

We derive the central value of the branching fraction $`(B^0\pi ^0\pi ^0)=(2.2_{1.3}^{+1.7}{}_{0.7}{}^{+0.7})\times 10^6`$, where the first uncertainty is statistical and the second is systematic. We also calculate the $`90\%`$ C.L. upper limit yield by integrating the likelihood function

$$\frac{_0^{N^{UL}}_{\mathrm{max}}(N)𝑑N}{_0^{\mathrm{}}_{\mathrm{max}}(N)𝑑N}=0.90,$$

where $`_{\mathrm{max}}`$ is the maximum $``$ at fixed $`N`$ to conservatively account for possible correlations among the free parameters in the fit. We obtain the upper limit $`N_S<13.7`$ events at $`90\%`$ C.L. (statistical). We then calculate the corresponding upper limit of the branching fraction, add one standard deviation of the systematic uncertainty, and obtain the branching fraction $`90\%`$ C.L. upper limit $`(B^0\pi ^0\pi ^0)<5.7\times 10^6`$.

In summary, using the full CLEO II and CLEO II.V data set, we have obtained an improved upper limit on the branching fraction of the $`B^0\pi ^0\pi ^0`$ decay mode. We see no indication for a signal and we set a new $`90\%`$ C.L. upper limit $`(B^0\pi ^0\pi ^0)<5.7\times 10^6`$. This limit is in the range of the theoretical predictions and constrains some of them.

We gratefully acknowledge the effort of the CESR staff in providing us with excellent luminosity and running conditions. This work was supported by the National Science Foundation, the U.S. Department of Energy, the Research Corporation, the Natural Sciences and Engineering Research Council of Canada, the Swiss National Science Foundation, the Texas Advanced Research Program, and the Alexander von Humboldt Stiftung.