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# From bi-Hamiltonian geometry to separation of variables: stationary Harry-Dym and the KdV dressing chain

## 1 Introduction

The separation of variables is one of the most important methods of solving nonlinear ordinary differential equations of Hamiltonian type. It is known since 19$`th`$ century, when Hamilton and Jacobi proved that given a set of appropriate coordinates, the so called separated coordinates, it is possible to solve a related Liouville integrable dynamical system by quadratures. Unfortunately in the $`19th`$ century and most of the $`20th`$ century, for a number of models of classical mechanics the separated variables were either guessed or found by some *ad hoc* methods. A fundamental progress in this field was made in 1985, when Sklyanin adopted the method of soliton systems, i.e. the Lax representation, to systematic construction of separated variables (see his review article ). In his approach, the appropriate Hamiltonians appear as coefficients of the spectral curve, i.e. the characteristic equation of the Lax matrix. Recently, a new constructive separability theory was presented, based on a bi-Hamiltonian property of integrable systems. In the frame of canonical coordinates the theory was developed in a series of papers - (see also the review article ), while the general case was considered in  and .

In this paper we briefly summarize the results of the theory in the case of one-Casimir Poisson pencils and illustrate it on two examples: the stationary flow of Harry-Dym (canonical coordinates frame) and the KdV dressing chain (noncanonical coordinates frame). This last system is separated for the first time. Finally, on the basis of examples, we make a few comments on the relation between a separation curve of the bi-Hamiltonian approach and a spectral curve of the Sklyanin approach.

## 2 Preliminary considerations

Let $`M`$ be a differentiable manifold, $`TM`$ and $`T^{}M`$ its tangent and cotangent bundle. At any point $`uM,`$ the tangent and cotangent spaces are denoted by $`T_uM`$ and $`T_u^{}M`$, respectively. The pairing between them is given by the map $`<,>:`$ $`T_u^{}M\times T_uM.`$ For each smooth function $`FC^{\mathrm{}}(M),`$ $`dF`$ denotes the differential of $`F`$. $`M`$ is said to be a Poisson manifold if it is endowed with a Poisson bracket $`\{,\}:C^{\mathrm{}}(M)\times `$ $`C^{\mathrm{}}(M)C^{\mathrm{}}(M),`$ in general degenerate. The related Poisson tensor $`\pi `$ is defined by $`\{F,G\}_\pi (u):=<dG,\pi dF>(u)=<dG(u),\pi (u)dF(u)>`$. So, at each point $`u,\pi (u)`$ is a linear map $`\pi (u):T_u^{}MT_uM`$ which is skew-symmetric and has vanishing Schouten bracket with itself, i.e. the related bracket fulfils the Jacobi identity. Any function $`cC^{\mathrm{}}(M),`$ such that $`dc\mathrm{ker}\pi ,`$ is called a Casimir of $`\pi .`$ Let $`\pi _0`$,$`\pi _1:T^{}MTM`$ be two Poisson tensors on $`M.`$ A vector field $`K`$ is said to be bi-Hamiltonian with respect to $`\pi _0`$ and $`\pi _1`$ if there exist two smooth functions $`H`$,$`FC^{\mathrm{}}(M)`$ such that

$$K=\pi _0dH=\pi _1dF.$$
(1)
The Poisson tensors $`\pi _0`$ and $`\pi _1`$ are said to be compatible if the associated pencil $`\pi _\lambda =\pi _1\lambda \pi _0`$ is itself a Poisson tensor for any $`\lambda .`$

In this paper we consider a particular Poisson manifold $`M`$ of $`dimM=2n+1`$ equipped with a linear Poisson pencil $`\pi _\lambda `$ of maximal rank. Assuming that a Casimir of the pencil is a polynomial in $`\lambda `$ of an order $`n`$

$$h_\lambda =h_0\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n$$
(2)
one gets a bi-Hamiltonian chain

$$\pi _\lambda dh_\lambda =0\begin{array}{c}\pi _0dh_0=0\hfill \\ \pi _0dh_1=K_1=\pi _1dh_0\hfill \\ \pi _0dh_2=K_2=\pi _1dh_1\hfill \\ \mathrm{}\hfill \\ \pi _0dh_n=K_n=\pi _1dh_{n1}\hfill \\ \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}=\pi _1dh_n.\hfill \end{array}$$
(3)
where $`\{h_i\}_{i=1}^n`$ is a set of independent functions in involution with respect to both Poisson structures, so defines a Liouville integrable system on $`M`$.

*When is the system separated?* Let us introduce a set of canonical coordinates $`\{\lambda _i,\mu _i\}_{i=1}^n`$ and a Casimir coordinate $`c=h_0.`$ Then, let us linearize the system through a canonical transformation $`(\mu ,\lambda )(a,b)`$ in the form $`b_i=\frac{W}{a_i},\mu _i=\frac{W}{\lambda _i},`$ where $`W(\lambda ,a)`$ is a generating function satisfying the related Hamilton-Jacobi (HJ) equations

$$h_r(\lambda ,\frac{W}{\lambda })=a_r,r=1,\mathrm{},n.$$
(4)
In general, HJ equations (4) are nonlinear partial differential equations and to solve them is a hoopless task. Nevertheless, one can find a complete integral in some special case, when in $`(\mu ,\lambda )`$ coordinates a generating function $`W`$ is additively separated:

$$W(\lambda ,a)=\underset{i=1}{\overset{n}{}}W_i(\lambda _i,a).$$
(5)
In such a case HJ equations turn into a set of decoupled ordinary differential equations and hence, at least in principle, can be solved by quadratures. Then, in $`(a,b)`$ coordinates the flow is trivial

$$(a_j)_{t_r}=0,(b_j)_{t_r}=\delta _{jr}$$
(6)
and the implicit form of the trajectories $`\lambda _i(t_r)`$ is

$$b_j(\lambda ,a)=\frac{W}{a_j}=\delta _{jr}t_r+const,j=1,\mathrm{},n.$$
(7)
Such $`(\lambda ,\mu )`$ coordinates are called *separated coordinates.*

Lemma 1 *A sufficient condition for $`(\lambda ,\mu )`$ to be separated coordinates for the bi-Hamiltonian chain (3) is*

$$h_{\lambda _i}=f_i(\lambda _i,\mu _i),i=1,\mathrm{},n,$$
(8)
*where*

$$h_{\lambda _i}=c\lambda _i^n+h_1\lambda _i^{n1}+\mathrm{}+h_n$$

*and $`f_i(\lambda _i,\mu _i)`$ is an arbitrary smooth function of a pair of canonically conjugate coordinates.*

Proof Using the following notation

$$h=(c,h_1,\mathrm{},h_n)^T,v_i=(\lambda _i^n,\lambda _i^{n1},\mathrm{},\lambda _i^0=1),$$

$$v=(v_1,\mathrm{},v_n)^T,f=(f_1,\mathrm{},f_n)^T,$$
(9)
the condition (8) can be presented in the matrix form

$$vh=f\left(\begin{array}{cccc}\lambda _1^n& \lambda _1^{n1}& \mathrm{}& 1\\ \lambda _2^n& \lambda _2^{n1}& \mathrm{}& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \lambda _n^n& \lambda _n^{n1}& \mathrm{}& 1\end{array}\right)\left(\begin{array}{c}c\\ h_1\\ \mathrm{}\\ h_n\end{array}\right)=\left(\begin{array}{c}f_1(\lambda _1,\mu _1)\\ f_2(\lambda _2,\mu _2)\\ \mathrm{}\\ f_n(\lambda _n,\mu _n)\end{array}\right)$$
(10)
which may be called a *generalized Stäckel representation.* Indeed,

$$f_i=(vh)_i=v_ih=h_{\lambda _i}.$$
(11)
Multiplying the HJ equations (4), written in the matrix form

$$h=a,a=(c,a_1,\mathrm{},a_n)^T,$$
(12)
from the left by $`v_i`$ one gets

$$v_ih=v_iaf_i(\lambda _i,\frac{W}{\lambda _i})=c\lambda _i^n+a_1\lambda _i^{n1}+\mathrm{}+a_nW(\lambda ,a)=\underset{i=1}{\overset{n}{}}W_i(\lambda _i,a).$$
(13)
## 3 Separated coordinates

In ref.  the bi-Hamiltonian chain (3) in the separated coordinates $`(\lambda ,\mu ,c)`$ was constructed for the first time. Actually, the Hamiltonian functions $`h_k`$ take the following compact form

$$h_k(\lambda ,\mu ,c)=\underset{i=1}{\overset{n}{}}\frac{\rho _k(\lambda )}{\lambda _i}\frac{f_i(\lambda _i,\mu _i)}{\mathrm{\Delta }_i(\lambda )}+c\rho _k(\lambda ),k=1,\mathrm{},n$$
(14)
where $`\mathrm{\Delta }_i(\lambda ):=_{ji}(\lambda _i\lambda _j)`$, $`\rho _k(\lambda )`$ are the elementary symmetric polynomials and the two Poisson structures are

$$\pi _0=\left(\begin{array}{ccc}\hfill 0& \hfill I& \hfill 0\\ \hfill I& \hfill 0& \hfill 0\\ \hfill 0& \hfill 0& \hfill 0\end{array}\right),\pi _1=\left(\begin{array}{ccc}\hfill 0& \hfill \mathrm{\Lambda }& \hfill h_{1,\mu }\\ \hfill \mathrm{\Lambda }& \hfill 0& \hfill h_{1,\lambda }\\ \hfill \left(h_{1,\mu }\right)^T& \hfill \left(h_{1,\lambda }\right)^T& \hfill 0\end{array}\right),$$
(15)
where $`\mathrm{\Lambda }=diag(\lambda _1,\mathrm{},\lambda _n)`$ and $`h_{1,\mu }:=(\frac{h_1}{\mu _1},\mathrm{},\frac{h_1}{\mu _n})^T`$. Notice that all $`h_k`$ are linear in $`c`$. In fact there exists a family of separated coordinates $`(\lambda ^{},\mu ^{},c)`$ which preserve the form (14) and (15), and are related to the set $`(\lambda ,\mu ,c)`$ by a canonical transformation

$$\lambda _i^{}=\lambda _i,\mu _i^{}=\mu _i+\vartheta _i(\lambda _i),i=1,\mathrm{},n,$$
(16)
where $`\vartheta _i`$ are arbitrary smooth function.

If $`f_i=f,i=1,\mathrm{},n,`$ then the separated coordinates are $`n`$ different points of a curve

$$f(\lambda ,\mu )=h_\lambda ,h_\lambda =c\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n,$$
(17)
called the *separation curve.*

In the separated coordinates a Poisson pencil and the chain can be trivially projected onto a symplectic leaf $`S`$ of $`\pi _0`$ ($`dimS=2n`$) as $`\theta _\lambda =\theta _1\lambda \theta _0,`$ where

$$\theta _0=\left(\begin{array}{cc}0& I\\ I& 0\end{array}\right),\theta _1=\left(\begin{array}{cc}0& \mathrm{\Lambda }\\ \mathrm{\Lambda }& 0\end{array}\right),$$
(18)
is a nondegenerate Poisson pencil on $`S`$. Hence, $`S`$ is Poisson-Nijenhuis manifold where the related Nijenhuis tensor $`N`$

$$N=\theta _1\theta _0^1=\begin{array}{cc}\mathrm{\Lambda }& 0\\ 0& \mathrm{\Lambda }\end{array}$$
(19)
and its adjoint $`N^{}`$ are diagonal. This is the reason why $`(\lambda ,\mu )`$ are called the Darboux-Nijenhuis (DN) coordinates. On $`S`$ the chain (3),(14),(15) gives rise to

$$N^{}d\widehat{h}_i=d\widehat{h}_{i+1}\rho _id\widehat{h}_1,i=1,\mathrm{},n,$$
(20)
where $`\widehat{}`$ denotes the restriction to $`S`$ and $`h_{n+1}=0.`$ Notice that the $`\rho _i(\lambda )`$ are the coefficients of the minimal polynomial of the Nijenhuis tensor:

$$(det(\lambda IN))^{1/2}=\underset{i=0}{\overset{n}{}}\rho _i\lambda ^{ni}=\underset{i=1}{\overset{n}{}}(\lambda \lambda _i),\rho _0=1.$$
(21)
There exists a sequence of separable ”potentials” $`V_k^{(r)},r=\pm 1,\pm 2,\mathrm{},`$ which can be added to $`h_k(\lambda ,\mu ,c),`$ given by the following recursion relation

$$V_k^{(r+1)}=V_{k+1}^{(r)}V_k^{(1)}V_1^{(r)},V_k^{(1)}=\rho _k,r=1,2,\mathrm{},$$
(22)
and its inverse

$$V_k^{(r1)}=V_{k1}^{(r)}V_k^{(1)}V_n^{(r)},V_k^{(1)}=\rho _{k1}/\rho _n,r=1,2,\mathrm{}.$$
(23)
Notice that recursion formulae are coordinate free and generate separable potentials starting from the coefficients of the minimal polynomial of the Nijenhuis tensor in arbitrary set of coordinates. Potentials $`V^{(r)}`$ (22) and $`V^{(s)}`$ (23) entrance the separation curve in the following way

$$f(\lambda ,\mu )=\lambda ^{n+r1}+c\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n+\lambda ^s.$$
(24)
## 4 Canonical coordinates

Now, let us consider an arbitrary canonical transformation on $`M`$

$$(\lambda ,\mu )(q,p)$$
(25)
independent of a Casimir coordinate $`c`$ (not necessarily a point transformation!). The advantage of staying inside such a class of transformations is that the clear structure of the pencil is preserved.

Applying the transformation (25) to Hamiltonian functions (14) and Poisson matrices (15) one finds that

$$h_k(q,p,c)=h_k(q,p)+cb_k(q,p),k=1,\mathrm{},n$$
(26)
and

$`\pi _0`$ $`=`$ $`\left(\begin{array}{cc}\theta _0& 0\\ 0& 0\end{array}\right),\theta _0=\left(\begin{array}{cc}0& I\\ I& 0\end{array}\right),`$ (31)
$`\pi _1`$ $`=`$ $`\left(\begin{array}{cc}\theta _1& K_1\\ K_1^T& 0\end{array}\right),\theta _1=\left(\begin{array}{cc}D(q,p)& A(q,p)\\ A^T(q,p)& B(q,p)\end{array}\right),`$ (37)
where $`A,B`$ and $`D`$ are $`n\times n`$ matrices. The nondegenerate Poisson pencil $`\theta _\lambda `$ on $`S`$ gives rise to the related Nijenhuis tensor $`N`$ and its adjoint $`N^{}`$ in $`(q,p)`$ coordinates in the form

$$N=\theta _1\theta _0^1=\left(\begin{array}{cc}A& D\\ B& A^T\end{array}\right),N^{}=\theta _0^1\theta _1=\left(\begin{array}{cc}A^T& B\\ D& A\end{array}\right).$$
(38)
Obviously, in a real situation we start from a given bi-Hamiltonian chain (26)-(38) in canonical coordinates $`(q,p,c),`$ derived by some method, and we try to find the DN coordinates which diagonalize the appropriate Nijenhuis tensor and are separated coordinates for the system considered. So now we pass to a systematic derivation of the inverse of transformation (25).

The first part of the transformation is given by

$$\rho _i(\lambda )=b_i(q,p),i=1,\mathrm{},n.$$
(39)
The second part can be found in a few ways. One method was presented in refs.  and . Here we present another method suggested in . Consider the vector field $`Y=\pi _0db_1(q,p).`$ In DN coordinates it has the following form

$$Y=\underset{i=1}{\overset{n}{}}\frac{}{\mu _i}=\pi _0d\rho _1(\lambda ),\rho _1=\underset{i=1}{\overset{n}{}}\lambda _i.$$
(40)
Hence, if some $`\phi _i`$ depends only on a pair of coordinates $`(\lambda _i,\mu _i),`$ then $`Y(\phi _i)`$ also depends only on $`(\lambda _i,\mu _i)`$. So, when for some $`\overline{\phi }_i`$ we have $`Y(\overline{\phi }_i)=1,`$ then according to the gauge (16) it means that $`\mu _i=\overline{\phi }_i`$ are an admissible DN momenta and the second part of transformation is given by

$$\mu _i=\overline{\phi }_i(q,p),i=1,\mathrm{},n.$$
(41)
For this procedure our two basic objects, written in $`(q,p)`$ coordinates, are

$$Y=\pi _0db_1(q,p),\phi _i=h_{\lambda _i}(q,p).$$
(42)
More details will be given in examples.

In a special case of a point transformation, when $`b_i=b_i(q),i=1,\mathrm{},n,`$ the first part of the transformation is of the form

$$\rho _i(\lambda )=b_i(q)q_i=\alpha _i(\lambda ),i=1,\mathrm{},n$$
(43)
and the second part can be constructed from a generating function $`G(p,\lambda )=_ip_i\alpha _i(\lambda )`$ in the following way

$$\mu _i=\frac{G}{\lambda _i}p_i=\beta _i(\lambda ,\mu ),i=1,\mathrm{},n.$$
(44)
## 5 Noncanonical coordinates: a general case

When the Poisson chain (3) is given in an arbitrary coordinate system $`\{g_i\}_{i=1}^{2n+1}`$ a clear structure of a pencil is lost and it is far from obvious whether it is projectable onto a symplectic leaf $`S`$ of the first Poisson structure or not. On the other hand, such a projectibility is a necessary condition for separability of the chain, as DN coordinates are these which diagonalize an appropriate Nijenhuis tensor on $`S`$ constructed from a nondegenerated Poisson pencil on $`S`$. Here we adopt a method proposed in ,  to sketch the simplest case of one-Casimir Poisson pencils.

Let a vector field $`Z`$ be transversal to the symplectic foliation $`S`$ of $`\pi _0.`$ Consider the class of functions $`(M)`$ such that

$$_ZF=Z(F)=0,F(M),$$
(45)
where $``$ means a Lie derivative. We can identify $``$ with all functions on some leaf $`S_0,`$ as for an arbitrary $`f(S_0)`$ one can define its extension $`F`$ on $`M`$ such that (45) is fulfilled. Hence

$$(S_0)f=F_{S_0}.$$
(46)
We are looking for the condition on $`\pi _\lambda `$ such that

$$F,GA:\{F,G\}_{\pi _\lambda }A.$$
(47)
Then, $`\theta _\lambda `$ defined as

$$\{f,g\}_{\theta _\lambda }:=\{F,G\}_{\pi _\lambda S_0}$$
(48)
is a projection of $`\pi _\lambda `$ along $`Z`$ on $`S_0.`$

Theorem 2 *A sufficient condition for the projectability of $`\pi _\lambda `$ onto $`S_0`$ is*

$$_Z\pi _0=0,_Z\pi _1=YZ,$$
(49)
*where $`Y`$ is some vector field.*

Proof Let $`\pi `$ be a Poisson tensor. Then $`F,GA:`$

$`_Z\{F,G\}_\pi `$ $`=`$ $`_Z<dG,\pi dF>`$ (50)
$`=`$ $`<(_ZdG),\pi dF>+<dG,(_Z\pi )dF+\pi (_ZdF)>`$
$`=`$ $`<d(_ZG),\pi dF>+<dG,(_Z\pi )dF+\pi d(_ZF)>`$
$`=`$ $`<dG,(_Z\pi )dF>.`$
For $`\pi =\pi _0`$ under the condition (49) we have immediately $`_Z\{F,G\}_{\pi _0}=0.`$ For $`\pi =\pi _1`$ the condition (49) gives

$`_Z\{F,G\}_{\pi _1}`$ $`=`$ $`<dG,(_Z\pi _1)dF>=<dG,(YZ)dF>`$
$`=`$ $`<dG,(YZZY)dF>`$
$`=`$ $`(YZdF)G(ZYdF)G`$
$`=`$ $`Y(G)Z(F)Z(G)Y(F)=0,`$
so $`_Z\{F,G\}_{\pi _\lambda }=0`$ and the relation (47) is fulfilled.

Moreover, the following theorem can be proved.

Theorem 3 *Let a Poisson pencil be projectible in the sense of Theorem 2. If additionally*

$$_Z(_Zh_\lambda )=Z(Z(h_\lambda ))=0$$
(52)
*and vector fields $`Z`$ and $`Y`$ are normalized in such a way that*

$$_Zh_0=Z(h_0)=1,_Yh_0=Y(h_0)=0,$$
(53)
*then*

* *$`h_\lambda `$ is linear in a Casimir of $`h_0`$,*
* *$`Y=\pi _0d(Z(h_1)),`$*
* *on $`S_0`$ the chain (3) takes the form*

$$N^{}\widehat{dh}_i=\widehat{dh}_{i+1}Z(h_i)\widehat{dh}_1,i=1,\mathrm{},n.$$
(54)

Notice that this is a separating case from previous Sections, where now

$$\rho _i(\lambda )=Z(h_i)$$
(55)
is the first part of a transformation to the DN coordinates on $`S_0`$. In the language of the present Section, for arbitrary canonical coordinates considered in the previous Sections, we have

$$Z=\frac{}{c},_Z\pi _0=0,_Z\pi _1=YZ,Y=\pi _0d(Z(h_1))=\pi _0d\frac{h_1}{c},$$

$$Z(Z(h_\lambda ))=0,Z(h_0)=1,Y(h_0)=0.$$
(56)
## 6 Stationary flow of Harry-Dym

Here we consider the following Newton equations of motion

$$q_{1xx}=8q_1^5q_2+\alpha q_1,q_{2xx}=2q_1^4+4\alpha q_2c,\alpha =const,$$
(57)
with $`x`$ as an evolution parameter, which are the second stationary flow of the Harry-Dym hierarchy , . The appropriate bi-Hamiltonian chain is the following

$`h_0`$ $`=`$ $`c,`$
$`h_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}p_1^2+{\displaystyle \frac{1}{2}}p_2^2+2q_1^4q_2{\displaystyle \frac{1}{2}}\alpha q_1^22\alpha q_2^2+q_2c,`$
$`h_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}q_2p_1^2{\displaystyle \frac{1}{2}}q_1p_1p_2+{\displaystyle \frac{1}{2}}q_1^2+2q_1^4q_2^2+{\displaystyle \frac{1}{2}}\alpha q_1^2q_2{\displaystyle \frac{1}{4}}q_1^2c,`$
$`\pi _0`$ $`=`$ $`\left(\begin{array}{ccc}0& I& 0\\ I& 0& 0\\ 0& 0& 0\end{array}\right),`$ (61)
$`\pi _1`$ $`=`$ $`\left(\begin{array}{ccccc}0& 0& 0& \frac{1}{2}q_1& p_1\\ 0& 0& \frac{1}{2}q_1& q_2& p_2\\ 0& \frac{1}{2}q_1& 0& \frac{1}{2}p_1& 8q_1^5q_2\alpha q_1\\ \frac{1}{2}q_1& q_2& \frac{1}{2}p_1& 0& 2q_1^44\alpha q_2+c\\ p_1& p_2& 8q_1^5q_2+\alpha q_1& 2q_1^4+4\alpha q_2c& 0\end{array}\right),`$ (67)
where $`p_1=q_{1x},p_2=q_{2x}.`$ This is the case of canonical coordinates of Section 4 and the first part of the transformation (39) to DN coordinates is

$$\rho _1=\lambda _1\lambda _2=q_2,\rho _2=\lambda _1\lambda _2=\frac{1}{4}q_1^2$$

$$$$
(68)
$$q_1=2\sqrt{\lambda _1\lambda _2},q_2=\lambda _1\lambda _2.$$

Evidently this is a point transformation, so the second part of the transformation can be constructed either through a generating function (44) or by a general approach presented in Section 3. Because the first method is standard we apply here the second one. As $`Y=\pi _0d(q_2)=\frac{}{p_2}`$, we have

$$Y(h_\lambda )=p_2\lambda +\frac{1}{2}q_1p_1,Y(Y(h_\lambda ))=Y^2(h_\lambda )=\lambda Y\left(\frac{Y(h_\lambda )}{Y^2(h_\lambda )}\right)=1.$$
(69)
It means that

$$\mu _1=\frac{Y(h_{\lambda _1})}{Y^2(h_{\lambda _1})}=p_2+\frac{1}{2}q_1p_1\frac{1}{\lambda _1},\mu _2=\frac{Y(h_{\lambda _2})}{Y^2(h_{\lambda _2})}=p_2+\frac{1}{2}q_1p_1\frac{1}{\lambda _2}$$
(70)
and hence

$$p_1=\sqrt{\lambda _1\lambda _2}\left(\frac{\mu _1}{\mathrm{\Delta }_1}+\frac{\mu _2}{\mathrm{\Delta }_2}\right),p_2=\lambda _1\frac{\mu _1}{\mathrm{\Delta }_1}\lambda _2\frac{\mu _2}{\mathrm{\Delta }_2},\mathrm{\Delta }_1=\mathrm{\Delta }_2=\lambda _1\lambda _2,$$
(71)
$$f(\lambda _i,\mu _i)=\frac{1}{2}\lambda _i\mu _i^22\alpha \lambda _i^3+\frac{1}{8}\lambda _i^2.$$

The separation curve takes the form

$$\frac{1}{2}\lambda \mu ^22\alpha \lambda ^3+\frac{1}{8}\lambda ^2=c\lambda ^2+h_1\lambda +h_2.$$
(72)
Let us now relate the presented approach to the Sklyanin one. It is known that Liouville integrable systems can be put into the Lax form

$$L_x+[L,U]=0,$$
(73)
where $`L,U`$ are some matrices, $`[.,.]`$ means the commutator and $`x`$ is an evolution parameter. In the simplest case, when $`L`$ is $`2\times 2`$ traceless matrix

$$L=\left(\begin{array}{cc}A(\lambda ;q,p)& B(\lambda ;q,p)\\ C(\lambda ;q,p)& A(\lambda ;q,p)\end{array}\right),$$
(74)
i.e. in the case of the so-called Mumford systems , $`\lambda _i,i=1,\mathrm{},n`$ are roots of $`B=0`$ and $`\mu _i=A(\lambda _i;q,p),i=1,\mathrm{},n.`$ The separated coordinates are different points of the *spectral curve* $`det(L\mu I)=0.`$

A Lax pair for the stationary Harry Dym was found in  in the form

$`L`$ $`=`$ $`\left(\begin{array}{cc}q_1p_1\lambda ^2+2p_2\lambda & q_1^2\lambda ^24q_2\lambda 4\\ q_1^2\lambda ^3(4q_1^4q_2+p_1^2)\lambda ^2+(4\alpha q_22c)\lambda 4\alpha & q_1p_1\lambda ^22p_2\lambda \end{array}\right),`$ (77)
$`U`$ $`=`$ $`\left(\begin{array}{cc}0& 1\\ 4q_1^4\lambda +\alpha & 0\end{array}\right).`$ (80)
On the other hand, it is well known that the Lax representation is not unique and some admissible representation can be obtained for example via the transformation: $`\lambda \lambda ^1,L(\lambda ^1)\frac{1}{2}\lambda L(\lambda ^1):`$

$`L`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cc}q_1p_1\lambda ^1+2p_2& q_1^2\lambda ^14q_24\lambda \\ q_1^2\lambda ^2(4q_1^4q_2+p_1^2)\lambda ^1+8\alpha q_22c4\alpha \lambda & q_1p_1\lambda ^12p_2\end{array}\right),`$ (83)
$`U`$ $`=`$ $`\left(\begin{array}{cc}0& 1\\ 4q_1^4\lambda ^1+\alpha & 0\end{array}\right).`$ (86)
For this Lax representation the roots of $`B(q,p;\lambda )=\frac{1}{2}q_1^2\lambda ^12q_22\lambda =0`$ and $`\mu _i=A(q,p;\lambda _i)=\frac{1}{2}q_1p_1\lambda ^1p_2`$ are just the same separated coordinates (68), (70) as in the bi-Hamiltonian approach and moreover

$$det(L\mu I)=0\frac{1}{2}\lambda \mu ^22\alpha \lambda ^3+\frac{1}{8}\lambda ^2=c\lambda ^2+h_1\lambda +h_2.$$
(87)
Hence, in the case of stationary Harry Dym,

$$separationcurve=spectralcurve.$$
(88)
## 7 The KdV dressing chain

Consider the so-called dressing chain

$$(v_n+v_{n+1})_x=v_n^2v_{n+1}^2+\alpha _n$$
(89)
for the Schrödinger equation

$$\mathrm{\Psi }_{xx}=(u\lambda )\mathrm{\Psi }.$$
(90)
Actually, if $`u_n`$ is a sequence of solutions of (90), generated by a chain of Darboux transformations, and $`u_n=v_{nx}+v_n^2+\beta _n,`$is a Miura map to the modified fields $`v_n`$, then, as was shown in , the new fields $`v_n`$ are related among themselves through the chain of equations (89), where $`\alpha _n=\beta _n\beta _{n+1}.`$ Let us close the chain (89)

$$v_iv_{i+N},\alpha _i\alpha _{i+N},$$
(91)
and assume that $`_{i=1}^N\alpha _i=0,`$ then we obtain a finite dimensional dynamical system

$$(v_i+v_{i+1})_x=v_i^2v_{i+1}^2+\beta _i\beta _{i+1},i=1,\mathrm{},N.$$
(92)
As was shown by Veselov and Shabat , for $`N=2n+1,`$ it is a bi-Hamiltonian system for which the bi-Hamiltonian chain (3) can be constructed. In $`g_i=v_i+v_{i+1}`$ coordinates the nonzero matrix elements of both Poisson tensors are the following

$`\{g_i,g_{i1}\}_{\pi _0}`$ $`=`$ $`1,`$
$`\{g_i,g_j\}_{\pi _1}`$ $`=`$ $`(1)^{ji}g_ig_j,ji\pm 1,`$ (93)
$`\{g_i,g_{i1}\}_{\pi _1}`$ $`=`$ $`g_ig_{i1}+\beta _i,`$
and the Casimir of the pencil $`\pi _1\lambda \pi _0`$ is given by

$`h_\lambda `$ $`=`$ $`h_0\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n`$ (94)
$`=`$ $`(1)^N\left[{\displaystyle \underset{j=1}{\overset{N}{}}}\left(1+\zeta _{j+1}{\displaystyle \frac{^2}{g_ig_j}}\right)\right]{\displaystyle \underset{k=1}{\overset{N}{}}}g_k,\zeta _i=\beta _i\lambda .`$
As $`g_i,i=1,\mathrm{},N,`$ are noncanonical coordinates, to separate the system we have to apply the general formalism of Section 5. For $`Z=\frac{}{g_N}`$ one finds

$$_Z\pi _0=0,_Z\pi _1=ZY,$$

$$Y=\underset{i=1}{\overset{N1}{}}(1)^{i+1}g_i\frac{}{g_i}+\left(\underset{i=1}{\overset{N1}{}}(1)^ig_i\right)\frac{}{g_N}=\pi _0d(Z(h_1))$$
(95)
$$Z(Z(h_\lambda ))=0,Z(h_0)=1,Y(h_0)=0.$$

The first part of the transformation to the DN coordinates is

$$c=h_0,\rho _k(\lambda )=\frac{h_k}{g_N},k=1,\mathrm{},n.$$
(96)
The following property of the Casimir $`h_\lambda `$

$$Y^3(h_\lambda )=Y(h_\lambda )Y(\mathrm{ln}(Y(h_\lambda )+Y^2(h_\lambda ))=1$$
(97)
gives the second part of the transformation

$$\mu _i=\mathrm{ln}(Y(h_{\lambda _i})+Y^2(h_{\lambda _i})),i=1,\mathrm{},n.$$
(98)
Let us illustrate the method in the case $`N=5.`$ We have

$`h_0`$ $`=`$ $`g_1+g_2+g_3+g_4+g_5,`$
$`h_1`$ $`=`$ $`g_1g_2g_3g_2g_3g_4g_3g_4g_5g_4g_5g_1g_{51}g_1g_2g_1(\beta _3+\beta _5)`$ (99)
$`g_2(\beta _4+\beta _1)g_3(\beta _5+\beta _2)g_4(\beta _1+\beta _3)g_5(\beta _2+\beta _4),`$
$`h_2`$ $`=`$ $`g_1g_2g_3g_4g_5+\beta _1g_2g_3g_4+\beta _2g_3g_4g_5+\beta _3g_4g_5g_1+\beta _4g_5g_1g_2`$
$`+\beta _5g_1g_2g_3+\beta _3\beta _5g_1+\beta _1\beta _4g_2+\beta _2\beta _5g_3+\beta _1\beta _3g_4+\beta _2\beta _4g_5,`$
$`\pi _0`$ $`=`$ $`\left(\begin{array}{ccccc}0& 1& 0& 0& 1\\ 1& 0& 1& 0& 0\\ 0& 1& 0& 1& 0\\ 0& 0& 1& 0& 1\\ 1& 0& 0& 1& 0\end{array}\right),`$ (105)
$`\pi _1`$ $`=`$ $`\left(\begin{array}{ccccc}0& g_1g_2\beta _2& g_1g_3& g_1g_4& g_1g_5+\beta _1\\ g_2g_1+\beta _2& 0& g_2g_3\beta _3& g_2g_4& g_2g_5\\ g_3g_1& g_3g_2+\beta _3& 0& g_3g_4\beta _4& g_3g_5\\ g_4g_1& g_4g_2& g_4g_3+\beta _4& 0& g_4g_5\beta _5\\ g_5g_1\beta _1& g_5g_2& g_5g_3& g_5g_4+\beta _5& 0\end{array}\right).`$ (111)
Tthe transformation to DN coordinates is

$`g_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{(\lambda _2\lambda _1)e^{\mu _1+\mu _2}}{(\lambda _2\beta _3)(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _3)(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}}},`$
$`g_2`$ $`=`$ $`2{\displaystyle \frac{[(\lambda _2\beta _2)(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _2)(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}]}{(\lambda _2\lambda _1)[(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}]e^{\mu _1+\mu _2}}}`$
$`\times [(\lambda _2\beta _3)(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _3)(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}]`$
$`g_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{[(\lambda _2\beta _3)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _3)(\lambda _1\beta _5)e^{\mu _2}]}{[(\lambda _2\beta _3)(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _3)(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}]}}`$
$`\times {\displaystyle \frac{[(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}]}{(\lambda _2\lambda _1)(\lambda _1\beta _5)(\lambda _2\beta _5)}}`$
$`g_4`$ $`=`$ $`2{\displaystyle \frac{(\lambda _2\lambda _1)(\lambda _1\beta _4)(\lambda _1\beta _5)(\lambda _2\beta _4)(\lambda _2\beta _5)}{(\lambda _2\beta _4)(\lambda _2\beta _5)e^{\mu _1}(\lambda _1\beta _4)(\lambda _1\beta _5)e^{\mu _2}}},`$
$`g_5`$ $`=`$ $`cg_1g_2g_3g_4.`$
The appropriate function $`f`$ takes the form

$$f(\lambda _i,\mu _i)=2(\lambda _i\beta _1)\mathrm{}(\lambda _i\beta _5)e^{\mu _i}+\frac{1}{2}e^{\mu _i}$$
(113)
and the separation curve is

$$2(\lambda \beta _1)\mathrm{}(\lambda \beta _5)e^\mu +\frac{1}{2}e^\mu =c\lambda ^2+h_1\lambda +h_2.$$
(114)
The case $`N=5`$ suggests the general form of a separation curve for an arbitrary odd $`N`$

$$2(\lambda \beta _1)\mathrm{}(\lambda \beta _N)e^\mu +\frac{1}{2}e^\mu =c\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n.$$
(115)
The implicit form of the trajectories $`\lambda _i(t_r),`$ calculated from the solution of HJ equations, is

$$\underset{k}{}^{\lambda _k}\frac{\xi _i^{ni}}{\sqrt{h_{\xi _k}^2\gamma (\xi _k)}}𝑑\xi _k=\delta _{ir}t_r+const_i,i=1,\mathrm{},n,$$
(116)
where

$`h_{\xi _k}`$ $`=`$ $`c\xi _k^n+a_1\xi _k^{n1}+\mathrm{}+a_n,`$
$`\gamma (\xi _k)`$ $`=`$ $`4(\xi _k\beta _1)\mathrm{}(\xi _k\beta _N).`$
The Lax representation (73) of the KdV dressing chain (92) is given by

$$L=L_1\mathrm{}L_N,L_i=\left(\begin{array}{cc}v_i& 1\\ v_i^2+\zeta _i& v_i\end{array}\right),$$
(117)
so, it is not a Mumford system as the $`L`$ matrix is not a traceless one. The spectral curve takes the form

$$det(L\overline{\mu })=0\overline{\mu }^2(trL)\overline{\mu }+detL=0,$$
(118)
where

$`detL`$ $`=`$ $`(1)^N\zeta _1\mathrm{}\zeta _N=(1)^N(\lambda \beta _1)\mathrm{}(\lambda \beta _N),`$
$`trL`$ $`=`$ $`\tau _N=(1)^Nh_\lambda =(1)^N(h_0\lambda ^n+h_1\lambda ^{n1}+\mathrm{}+h_n).`$ (119)
Obviously

$$separationcurvespectralcurve$$
(120)
and points $`\{\lambda _i,\overline{\mu }_i\}_{i=1}^n`$ from a spectral curve are not canonical separated coordinates. Nevertheless, a simple transformation of $`\overline{\mu }`$

$$(1)^N\overline{\mu }=\frac{1}{2}e^\mu $$
(121)
transforms the spectral curve (118) into the separation curve (114), making the points $`\{\lambda _i,\mu _i\}_{i=1}^n`$ canonical separated coordinates.


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# 1 Introduction

## 1 Introduction

In this paper we study the “string homology” defined by Chas and Sullivan  (see also ) and its algebraic structure from the cohomological point of view of topological field theory (TFT) . String homology provides new topological invariants for general, oriented $`d`$-dimensional manifolds without boundary. The topological field theory underlying our analysis is a genera-lization of three-dimensional Chern-Simons theory, . It can be defined over an arbitrary differentiable, oriented, $`d`$-dimensional manifold, $`M`$, without boundary. Its formulation requires the data of a Lie group $`G`$ and a connection, $`A`$, on a principal $`G`$-bundle, $`P`$, over $`M`$.

In the main body of this paper we focus our attention on the example where $`G=GL(n,)`$, $`P`$ is the trivial bundle, $`P=M\times G`$, and where $`A`$ is a flat connection on $`P`$. But, in the last section of this paper, we sketch the necessary extensions of our arguments to cover more general situations.

We shall study the classical version of our “topological field theory”; but a few remarks on its quantization are contained in the last section.

Our topological field theory is constructed by making use of the Batalin-Vilkovisky forma-lism or the BRST formalism, depending on whether $`d`$ is odd or even; see e.g. . For the convenience of the reader we recall some key features of these formalisms.

The $`BV`$ formalism has been invented as a tool to quantize field theories in the Lagrangian formalism with a large (infinite) number of (infinitesimal) symmetries, for example gauge theories. The space, $`currentalgebraC_0`$, of classical field configurations of such a theory is first augmented by introducing ghosts, and second by introducing antifields for fields and ghosts in equal number as the fields and the ghosts. The extended configuration space, $`currentalgebraC`$, thus obtained can be viewed as an (odd-symplectic) supermanifold, the fields, ghosts and antifields for fields and ghosts being local even or odd (Darboux) coordinates on it. The superfunctions on $`currentalgebraC`$ form the supercommutative algebra of “preobservables”, denoted by $`currentalgebraO`$. This algebra is equipped with a natural $`_2`$-grading, $`||`$, and is furnished by construction with a non-degenerate, odd bracket, $`\{;\}`$,

$$\begin{array}{cccc}\{;\}:\hfill & currentalgebraO\times currentalgebraO& & currentalgebraO\\ & (O_1,O_2)& & \{O_1;O_2\}\end{array}$$
(1)
satisfying graded versions of antisymmetry, of the Leibnitz rule, and of the Jacobi identity. This is equivalent to saying that $`(currentalgebraO,\{;\})`$ is a Gerstenhaber algebra. Choosing local “Darboux coordinates”, $`\varphi ^a,\varphi _a^{}`$, on $`currentalgebraC`$, for example interpreting the $`\varphi ^a`$’s as “fields” (fields and ghosts) and the $`\varphi _a^{}`$’s as “antifields” (antifields for fields and ghosts),111$`\varphi ^a`$ and $`\varphi _a^{}`$ are assigned opposite Grassmann parity. the bracket can be expressed as

$$\{O_1;O_2\}=O_1\frac{\stackrel{}{}}{\varphi ^a}\frac{\stackrel{}{}}{\varphi _a^{}})_2O_1\frac{\stackrel{}{}}{\varphi _a^{}}\frac{\stackrel{}{}}{\varphi ^a}O_2.$$
(2)
In classical theory, one attempts to construct an action functional $`S`$ of degree zero satisfying the classical master equation

$$\{S;S\}=0.$$
(3)
Such an action functional equips $`currentalgebraO`$ with the structure of a differential algebra. The differential, $`\delta `$, is given by

$$\delta O=\{S;O\}(OcurrentalgebraO).$$
(4)
Because the bracket is odd and $`|S|=0`$,

$$|\delta O|=|O|+1.$$
(5)
The classical master equation for $`S`$ and the graded Jacobi identity imply that $`\delta `$ is nilpotent, i.e.,

$$\delta ^2=0.$$
(6)
The cohomology of $`\delta `$, $`H_\delta ^{}`$, is called the algebra of “observables” of the theory. Thanks to the graded Leibnitz rule it is indeed an algebra. The master equation and the graded Jacobi identity can be used to show that the bracket descends to cohomology, and $`H_\delta ^{}`$ thus has the structure of a Gerstenhaber algebra.

The structure described above is well suited to formulate a topological field theory yielding the cohomological version of the results of Chas and Sullivan, provided the dimension $`d`$ of the underlying manifold $`M`$ is odd. When $`d`$ is even we must actually follow the (Hamiltonian) BRST formalism. The latter was developed to quantize theories with (first-class) constraints. The classical phase space, $`currentalgebraC_0`$, is augmented by introducing ghosts and antighosts in equal number. The extended space, $`currentalgebraC`$, thus obtained can be considered as a supermanifold, the fields, ghosts and antighosts being (even or odd) coordinates on it. The algebra, $`currentalgebraO`$, of preobservables is defined to be the algebra of superfunctions on $`currentalgebraC`$. By construction, $`currentalgebraO`$ is furnished with a non-degenerate, even bracket. Thus the algebra $`currentalgebraO`$ has the structure of a super-Poisson algebra. The action $`S`$, now more appropriately called BRST generator, is odd ($`|S|=1`$). The differential $`\delta `$ on the algebra of preobservables is still defined by (4), it has degree 1 and is nilpotent. The cohomology $`H_\delta ^{}`$ of $`\delta `$ now has the structure of a super-Poisson algebra. (Observe that $`H_\delta ^0`$ describes the algebra of functions on the reduced phase space, but in general other cohomology groups may be nontrivial, too.)

The Lagrangian BV formalism and Hamiltonian BRST (or BFV) formalism are related to each other: after gauge fixing of the BV master action, which requires the elimination of the antifields by expressing them as appropriate functions of the fields, one finds an action for which the Legendre transformation to pass to the Hamiltonian formalism can be pursued; the Hamiltonian so obtained has BRST symmetry, and the BRST generator can be constructed. For more details we refer the reader to Appendix D, where the connection between the two formalisms is illustrated for our topological field theory.

In this paper we start directly from an extended field space $`currentalgebraC`$ and a master action (BRST generator) $`S`$ satisfying the classical master equation, see Section 2, without asking whether the theory comes from a classical Lagrangian (or Hamiltonian) theory.

Field configurations of our theory are differential forms, $`C`$, on $`M`$ with values in the tensor product of a supercommutative algebra, $`currentalgebraE`$, with the metric 222A Lie algebra endowed with a non-degenerate, Ad-invariant inner product is called metric. In particular, semi-simple Lie algebras with the Killing form are metric. But so are abelian Lie algebras with any non-degenerate inner product. Lie algebra $`𝔤`$ of the Lie group $`G`$. For simplicity, we suppose that the metric on $`𝔤`$ is given by the trace in a representation $`\rho _0`$. The forms $`C`$ have total degree $`|C|=1`$, where the mod 2 grading $`||`$ takes account of both the form degree and the $`currentalgebraE`$-degree. The space of field configurations, $`currentalgebraC`$, can be considered as a supermanifold with a natural odd (even) bracket; this gives the space of ($`currentalgebraE`$-valued) superfunctions, $`currentalgebraO`$, the structure of a Gerstenhaber (super-Poisson) algebra. The action functional, $`S`$, is chosen to be the “Chern-Simons” action

$$S[C]=_M\mathrm{tr}_{\rho _0}\left[\frac{1}{2}Cd_AC+\frac{1}{3}C^3\right],$$
(7)
where $`d_A`$ is the covariant exterior derivative (w.r.t. the flat connection $`A`$) over $`M`$. Of course, in the integrand of (7) only the part of total form degree $`d`$ contributes. It is not hard to show that the action is even (odd), $`|S|=0`$, ($`|S|=1`$), and that it satisfies the master equation, $`\{S;S\}=0`$.

Observables of these theories can be constructed as follows. Let $`𝖫M`$ denote the space of marked, parametrized loops in $`M`$. It carries an obvious circle action. String space, $`currentalgebraSM`$, is defined as the quotient of $`𝖫M`$ by this circle action; see Section 3. From the connection $`A`$ and the forms $`C`$ one can construct, using Chen’s iterated integrals (“Dyson series”), generalized holonomies, $`\mathrm{𝗁𝗈𝗅}_A(C)`$, in a fairly obvious way explained in Section 4. The trace, $`𝗁_{\rho ;A}(C)=\mathrm{tr}_\rho \mathrm{𝗁𝗈𝗅}_A(C)`$, also called generalized Wilson loop, then defines a (generalized) preobservable with values in $`currentalgebraE\mathrm{\Omega }^{}(currentalgebraSM)`$, i.e., a differential form on $`currentalgebraSM`$ whose components take values in a supercommutative algebra $`currentalgebraE`$. If $`a`$ represents a cycle in string homology, $`currentalgebraH_{}M`$, as described in , then one can pair $`a`$ with $`𝗁_{\rho ;A}(C)`$ by integration,

$$_a𝗁_{\rho ;A}(C).$$
(8)
We shall see in Section 4 that $`_a𝗁_{\rho ;A}(C)`$ is an observable of the theory, i.e., $`\delta _a𝗁_{\rho ;A}(C)=0`$, for arbitrary $`[a]currentalgebraH_{}M`$.

The main result of this paper, proven in Section 7, is the following theorem.
Theorem. Let $`G=GL(n,)`$, $`n=1,2,3,\mathrm{}`$, and let $`\rho `$ denote its standard representation (as matrices on $`^n`$). Let $`A`$ be a flat connection on $`M\times G`$. Then

$$\{_a𝗁;_{\overline{a}}𝗁\}=_{\{a;\overline{a}\}}𝗁,$$
(9)
where $`\{a;\overline{a}\}`$ is the Chas-Sullivan bracket, see , defined on string homology, and $`𝗁`$ is a shorthand notation for $`𝗁_{\rho ;A}(C)`$.$`\mathrm{}`$

The definition of the Chas-Sullivan bracket on string homology and some of its properties are explained in Section 5. The special role played by the groups $`GL(n,)`$ is explained in Section 6. As sketched in Section 8, more general Lie groups can be accommodated by replacing the string space by a “space of chord diagrams” on the manifold $`M`$. Section 8 also contains a sketch of various other generalizations (e.g. to nontrivial principal $`G`$-bundles).
Acknowledgments.

B. P. thanks Carletto Rossi for useful discussions about generalized holonomies.

A. S. C. acknowledges a three-month invitation at Harvard University during the Fall Term 2001, and thanks Raoul Bott and David Kazhdan for stimulating discussions.

A. S. C. thanks partial support by SNF Grant No. 20-63821.00 .

## 2 A TFT with generalized gauge fields

In this section, we introduce the topological field theories described in the Introduction in a mathematically precise fashion. We first describe the space of field configurations, then we introduce algebras of preobservables and define the bracket between two preobservables, and, finally, we define an “action functional“ satisfying the classical master equation.

### 2.1 Field configurations

The field theory is defined over a differentiable, oriented, $`d`$-dimensional manifold $`M`$.

Let $`P=M\times G`$ be a (for simplicity trivial) principal bundle over $`M`$ with structure group $`G`$. Denote by $`𝔤`$ the Lie algebra of $`G`$, by $`𝖴𝔤`$ the corresponding universal enveloping algebra, and by $`\kappa (,)`$ an invariant bilinear form on $`𝔤`$, which, for notational simplicity, we suppose to be given by the trace in some representation $`\rho _0`$: $`\kappa (,)=tr_{\rho _0}[]`$.

Let $`A`$ be a flat connection on $`P`$, i.e., $`A\mathrm{\Omega }^1(M,𝔤)`$ with $`dA+\frac{1}{2}[A,A]=0`$.

We require the following mathematical objects and concepts. A superalgebra $`X`$ (over $``$) is an algebra furnished with a mod 2 grading $`||`$, such that, as a vector space, it has the structure $`X=X_0X_1`$, with $`|x_i|=i`$ for $`x_iX_i`$, and such that $`|x_1x_2|=|x_1|+|x_2|`$. A superalgebra is supercommutative if $`x_1x_2=x_2x_1(1)^{|x_1||x_2|}`$.

Next, let $`currentalgebraE`$ be a supercommutative algebra (e.g. the algebra of supernumbers ). A superalgebra $`X`$ is an $`currentalgebraE`$-bimodule if $`currentalgebraE`$ acts on $`X`$ from the left and the right, with $`\epsilon x=x\epsilon (1)^{|x||\epsilon |}`$ and $`|\epsilon x|=|\epsilon |+|x|`$, for arbitrary $`\epsilon currentalgebraE`$ and $`xX`$. $`currentalgebraE`$ is clearly an $`currentalgebraE`$-bimodule.

Any superalgebra $`X`$ can be turned into an $`currentalgebraE`$-bimodule by considering $`X_{currentalgebraE}=currentalgebraE_{}X`$ and defining the grading $`|\epsilon x|=|\epsilon |+|x|`$, the left action $`\epsilon _1(\epsilon _2x)=(\epsilon _1\epsilon _2)x`$, the right action $`(\epsilon _2x)\epsilon _1=(\epsilon _1\epsilon _2)x(1)^{|x||\epsilon _2|}`$, and the product $`(\epsilon _1x_1)(\epsilon _2x_2)=\epsilon _1\epsilon _2x_1x_2(1)^{|x_1||\epsilon _2|}`$. For notational simplicity, one writes $`\epsilon \epsilon \mathrm{𝟏}`$, $`x\mathrm{𝟏}x`$ and $`\epsilon x\epsilon x`$.

Given two superalgebras $`X_1`$ and $`X_2`$ which are $`currentalgebraE`$-bimodules, one may define a tensor product bimodule $`X_1X_2=X_1_{currentalgebraE}X_2`$, which becomes a superalgebra by defining the grading as $`|x_1x_2|=|x_1|+|x_2|`$ and the product as $`(x_1x_2)(y_1y_2)=x_1y_1x_2y_2(1)^{|x_2||y_1|}`$. For notational simplicity one writes $`x_1x_1\mathrm{𝟏}`$, $`x_2\mathrm{𝟏}x_2`$ and $`x_1x_2x_1x_2`$. Clearly one has that $`currentalgebraEX=X`$.

Let $`currentalgebraC^G=\mathrm{\Omega }^{}(M)_{currentalgebraE}𝔤_{currentalgebraE}`$. The space of field configurations is defined as

$$currentalgebraC_1^G=\{CcurrentalgebraC^G||C|=1\}.$$
(10)
We note that the components, $`C_{\mu _1\mathrm{}\mu _k}^a(x)currentalgebraE`$, of a field configuration $`CcurrentalgebraC_1^G`$, are bosonic for odd $`k`$ and fermionic for even $`k`$; ($`a`$ labels a basis in $`𝔤`$).

### 2.2 Preobservables

A generalized preobservable is a functional on the space of field configurations with values in a superalgebra $`X`$ which is also an $`currentalgebraE`$-bimodule; i.e., it is an element of

$$currentalgebraO^G(X)\mathrm{\Omega }^0(currentalgebraC_1^G,X)$$
(11)
$`currentalgebraO^G(X)`$ is clearly an $`currentalgebraE`$-bimodule, the grading being given by the grading on $`X`$. We shall not indicate the group $`G`$ if not necessary. The space of (ordinary) preobservables is $`currentalgebraOcurrentalgebraO(currentalgebraE)`$. Though not strictly necessary, the concept of generalized preobservables turns out to be very convenient in the following.

The (tensor) product of two preobservables is defined as a map from $`currentalgebraO(X_1)\times currentalgebraO(X_2)`$ to $`currentalgebraO(X_1X_2)`$ in the obvious way.

### 2.3 Bracket between preobservables

We begin by defining the two operators

$$\frac{\stackrel{}{\delta }}{\delta C},\frac{\stackrel{}{\delta }}{\delta C}:currentalgebraO(X)currentalgebraO(X\mathrm{\Omega }^{}(M)_{currentalgebraE}𝔤_{currentalgebraE})$$
(12)
as follows:

$$\frac{d}{dt}|_{t=0}O(C+t\eta )=_M\mathrm{tr}_{\rho _0}\left[\eta \frac{\stackrel{}{\delta }}{\delta C}O\right]=(1)^{d(d+|O|)}_M\mathrm{tr}_{\rho _0}\left[O\frac{\stackrel{}{\delta }}{\delta C}\eta \right],$$
(13)
for $`OcurrentalgebraO(X)`$ and arbitrary $`\eta currentalgebraC_1`$. The signs are chosen in such a way that these two operators act from the left/right as operators of degree $`d+1`$, i.e., such that the Leibnitz rules

$`{\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}(O_1O_2)`$ $`=`$ $`({\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}O_1)O_2+(1)^{|O_1|(d+1)}O_1({\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}O_2),`$ (14)
$`(O_1O_2){\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}`$ $`=`$ $`(1)^{|O_2|(d+1)}(O_1{\displaystyle \frac{\stackrel{}{\delta }}{\delta C}})O_2+O_1(O_2{\displaystyle \frac{\stackrel{}{\delta }}{\delta C}})`$ (15)
hold. Moreover, one has

$$\frac{\stackrel{}{\delta }}{\delta C}O=(1)^{(d+1)|O|+1}O\frac{\stackrel{}{\delta }}{\delta C}.$$
(16)
Next, we define the bracket, $`\{;\}`$, by

$$\begin{array}{cccc}\{;\}:\hfill & currentalgebraO(X_1)\times currentalgebraO(X_2)& & currentalgebraO(X_1X_2)\\ & (O_1,O_2)& & \{O_1;O_2\}=(1)^{|O_1|d}_M\mathrm{tr}_{\rho _0}\left[O_1\frac{\stackrel{}{\delta }}{\delta C}\frac{\stackrel{}{\delta }}{\delta C}O_2\right]\end{array}.$$
(17)
The signs are chosen in such a way that, for $`d`$ even, $`\{;\}`$ is an even bracket, while for $`d`$ odd it is an odd bracket. In fact, $`\{;\}`$ has the following properties:

* Antisymmetry,

$$\{O_1;O_2\}=(1)^{(|O_1|+d)(|O_2|+d)}\{)_2;O_1\},$$
(18)
a consequence of (16);
* Leibnitz rule

$$\{O_1;O_2O_3\}=\{O_1;O_2\}O_3+(1)^{|O_2|(|O_1|+d)}O_2\{O_1;O_3\},$$
(19)
a consequence of (14);
* Jacobi identity

$$\{O_1;\{O_2;O_3\}\}=\{\{O_1;O_2\};O_3\}+(1)^{(|O_1|+d)(|O_2|+d)}\{O_2;\{O_1;O_3\}\},$$
(20)
which can be checked by using (16), (14) and the definition (17) .

We observe that, for a manifold $`A`$, for multivector fields $`v_i\mathrm{\Omega }_{}(A)`$ and for generalized preobservables $`O_icurrentalgebraO(\mathrm{\Omega }^{}(A)_{currentalgebraE})`$ the contraction ($``$ infinitesimal integration of chains with given orientation) can be understood as an operator, $`\iota _v`$ acting from the left and of degree $`|v|`$, namely

$$\iota _{v_1}\{O_1;O_2\}=\{\iota _{v_1}O_1;O_2\},\iota _{v_2}\{O_1;O_2\}=(1)^{|v_2|(d+|O_1|)}\{O_1;\iota _{v_2}O_2\}.$$
(21)
An explicit calculation on $`currentalgebraO`$ reveals that

$$\{C_{\mu _1\mathrm{}\mu _k}^a(x);C_{\mu _{k+1}\mathrm{}\mu _d}^b(y)\}=(1)^k\delta ^{(d)}(xy)\kappa ^{ab}\epsilon _{\mu _1\mathrm{}\mu _k\mu _{k+1}\mathrm{}\mu _d}.$$
(22)
### 2.4 BRST/BV generator and observables

We define an “action” functional, $`S`$, by

$$S[C]=_M\mathrm{tr}_{\rho _0}\left[\frac{1}{2}Cd_AC+\frac{1}{3}C^3\right]currentalgebraO.$$
(23)
This functional has total degree $`d+1`$ and is constructed so as to satisfy the BV/BRST master equation,

$$\{S;S\}=0.$$
(24)
It is thus to be thought of as a classical master action in the Lagrangian formalism, for $`d`$ odd, or as a classical BRST generator in the Hamiltonian formalism, for $`d`$ even. Being independent of the choice of a metric on $`M`$, the field theoretical model is called topological 333There is a sigma-model construction of $`S`$ and $`\{;\}`$, obtained by considering the fields $`C`$ as maps $`\mathrm{\Pi }TM\mathrm{\Pi }𝔤`$ (see ), where $`\mathrm{\Pi }`$ reverses the parity of the fiber in a vector bundle. One can check that, in a situation where $`M^{[d+1]}=M^{[d]}\times `$, $`d`$ even, $`S^{[d]}`$ is the BRST generator corresponding to $`S^{[d+1]}`$ after gauge fixing; (see Appendix D).

$`S`$ defines an odd differential, $`\delta `$, on the algebra of preobservables by

$$\begin{array}{cccc}\delta :& currentalgebraO(X)& & currentalgebraO(X)\\ & O& & \{S;O\}\end{array}.$$
(25)
We wish to mention another important property of $`S`$: The bracket between $`S`$ and a field component $`C`$ is given by

$$\{S;C\}=(1)^d(d_AC+C^2),$$
(26)
or, more explicitly,

$$\{S;C_{\mu _1\mathrm{}\mu _k}^a(x)\}=(1)^{d+k}(d_AC+C^2)_{\mu _1\mathrm{}\mu _k}^a(x)$$
(27)
This is a key equation for proving the fundamental identity (39), below.

The cohomology of $`\delta `$, $`H_\delta ^{}`$, defines the algebra of generalized observables of the topological field theory. Because of (19) and (20), respectively, product and bracket descend to cohomo-logy; the generalized observables thus have the structure of
$`\mathrm{}`$ a super-Poisson algebra (even bracket), for $`d`$ even,
$`\mathrm{}`$ a Gerstenhaber algebra (odd bracket), for $`d`$ odd.

## 3 The String Space of a manifold

In this section we define the loop space of a manifold, and, subsequently, the string space as the quotient of the former by a circle action. Moreover, we describe how to define local coordinates on loop- and string space.

One may define the loop space of a manifold $`M`$ as

$$𝖫M=\{\gamma ():S^1M,\gamma \mathrm{piecewise}\mathrm{differentiable}\}.$$
(28)
Observe that $`S^1`$ has a marked point, $`0`$, if we interpret $`S^1`$ as $`/`$. Therefore a loop can be thought of as a parametrized closed curve in $`M`$ with a marked point and a tangent vector in almost every point, the parameter $`t`$ ranging from $`0`$ to $`1`$.

Let $`(x^\mu )_{\mu =1\mathrm{}d}`$ be local coordinates on a coordinate patch $`UM`$. Then $`(\gamma ^\mu (t))_{\mu =1\mathrm{}d,tS^1}`$ are corresponding local coordinates on the patch $`𝖫U𝖫M`$. (For loops which extend over different patches, there is a similar construction of local coordinates; but it is not needed for the purposes of this paper).

Loop space carries an obvious circle action

$$\begin{array}{ccc}S^1\times 𝖫M& & 𝖫M\\ (s,\gamma ())& & \gamma (+s)\end{array}.$$
(29)
The string space, $`currentalgebraSM`$ is defined as the quotient of $`𝖫M`$ by this action 444The string space is a singular manifold, with singularities arising at the constant loops/strings, which are fixed points of the circle action.

$$\begin{array}{ccc}S^1& & 𝖫M\\ & & \pi _{S^1}\\ & & currentalgebraSM\end{array}.$$
(30)
A string can thus be thought of as a closed curve in $`M`$ with a tangent vector in almost every point.

Local coordinates on $`currentalgebraSM`$ can be constructed by choosing a local section $`currentalgebraSM𝖫M`$ and then using local coordinates on $`𝖫M`$; see Figure 1. More precisely, let $`\stackrel{~}{\sigma }currentalgebraSUcurrentalgebraSM`$ be a nonconstant string and $`p`$ a point on it such that $`\dot{\stackrel{~}{\sigma }}(p)0`$. Let $`\psi `$ be a function on $`M`$ defined in a neighborhood of $`p`$ such that $`\psi (p)=0`$ and $`<\dot{\stackrel{~}{\sigma }}(p);d\psi (p)>0`$. A local section $`s_{\psi ,p}:currentalgebraSM𝖫M`$ in a neighborhood of $`\stackrel{~}{\sigma }`$ is uniquely defined by the requirement that $`\psi (s_{\psi ,p}(\overline{\sigma })(t=0))=0`$, for any string $`\overline{\sigma }`$ that is a sufficiently small deformation of $`\stackrel{~}{\sigma }`$. The functions $`(\sigma ^\mu (t))_{\mu =1\mathrm{}d,tS^1}`$, defined as $`\sigma ^\mu (t)=\gamma ^\mu (t)s_{\psi ,p}`$, are then local coordinates on $`currentalgebraSM`$ in a neighborhood of $`\stackrel{~}{\sigma }`$.

We denote by $`currentalgebraH_{}M`$ the string homology, properly defined as the $`S^1`$-equivariant loop space homology. We denote by $`d^{}`$ the differential on both loop- and string space.

## 4 Generalized holonomies and Wilson loops

In this section we define generalized Wilson loops as generalized observables with values in string cohomology. As such, they can be paired with cycles in string homology, yielding observables of the topological field theory.

We introduce standard simplices $`\mathrm{\Delta }_n|_{t_i}^{t_f}=\{(t_1,\mathrm{},t_n)^n|t_it_1\mathrm{}t_nt_f\}`$, $`\mathrm{\Delta }_n=\mathrm{\Delta }_n|_0^1`$, and define the evaluation maps

$$\begin{array}{ccccc}\mathrm{ev}_{n,k}:& \mathrm{\Delta }_n\times 𝖫M& & M& \\ & (t_1,\mathrm{},t_n;\gamma )& & \gamma (t_k)& 1kn\end{array}$$
(31)
The $`n`$-th order generalized parallel transporter is given by

$$\mathrm{𝗁𝗈𝗅}_A^n(C)|_{t_i}^{t_f}=_{\mathrm{\Delta }_n|_{t_i}^{t_f}}\left(\mathrm{hol}_A|_{t_i}^{t_1}\mathrm{ev}_{n,1}^{}C\mathrm{hol}_A|_{t_1}^{t_2}\mathrm{}\mathrm{hol}_A|_{t_{n1}}^{t_n}\mathrm{ev}_{n,n}^{}C\mathrm{hol}_A|_{t_n}^{t_f}\right).$$
(32)
In this definition the parallel transporter, $`\mathrm{hol}_A|_{t_k}^{t_{k+1}}=P\mathrm{exp}_{t_k}^{t_{k+1}}\iota _{\dot{\gamma }(t)}A`$, of the flat connection $`A`$ is a function $`\mathrm{\Delta }_n\times 𝖫M𝖴𝔤_{currentalgebraE}`$; ($`P`$ denotes path ordering). For an expression in local coordinates, see Appendix C.

Thus,$`\mathrm{𝗁𝗈𝗅}_A^n|_{t_i}^{t_f}`$ is an element of $`currentalgebraO(\mathrm{\Omega }^{}(𝖫M)_{currentalgebraE}𝖴𝔤_{currentalgebraE})`$. We define generalized parallel transporters, $`\mathrm{𝗁𝗈𝗅}_A|_{t_i}^{t_f}`$, by

$$\mathrm{𝗁𝗈𝗅}_A(C)|_{t_i}^{t_f}=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{𝗁𝗈𝗅}_A^n(C)|_{t_i}^{t_f},$$
(33)
and generalized holonomies by

$$\mathrm{𝗁𝗈𝗅}_A(C)=\mathrm{𝗁𝗈𝗅}_A(C)|_0^1.$$
(34)
Furthermore, generalized “Wilson loops” in a representation $`\rho `$ are defined by

$$𝗁_{\rho ;A}(C)=\mathrm{tr}_\rho \mathrm{𝗁𝗈𝗅}_A(C).$$
(35)
It is worth remarking that the degree of generalized parallel transporters and generalized Wilson loops is zero, i.e.,

$$\left|\mathrm{𝗁𝗈𝗅}_A\right|=\left|𝗁_{\rho ;A}\right|=0.$$
(36)
Under a gauge transformation, $`g:MG`$, one finds that

$$\mathrm{𝗁𝗈𝗅}_A(C)=g^1\mathrm{𝗁𝗈𝗅}_{g(A+d)g^1}(gCg^1)g,𝗁_{\rho ;A}(C)=𝗁_{\rho ;g(A+d)g^1}(gCg^1).$$
(37)
The tangent vectors, $`\dot{\gamma }`$, that generate the circle action on $`𝖫M`$ define a section of $`T𝖫M`$. The contraction $`\iota _{\dot{\gamma }}𝗁_{\rho ;A}`$ clearly vanishes. Moreover, one finds  that

$$d^{}𝗁_{\rho ;A}=_0^1𝑑\tau \mathrm{tr}_\rho \left[\mathrm{𝗁𝗈𝗅}_A(C)|_0^\tau \iota _{\dot{\gamma }}\mathrm{ev}_\tau ^{}(d_AC+C^2)\mathrm{𝗁𝗈𝗅}_A(C)|_\tau ^1\right],$$
(38)
where $`\mathrm{ev}_\tau :𝖫MM,\gamma \gamma (\tau )`$. This implies that the Lie derivative $`L_{\dot{\gamma }}𝗁_{\rho ;A}=\iota _{\dot{\gamma }}d^{}𝗁_{\rho ;A}`$ vanishes, too. The form $`𝗁_{\rho ;A}`$ is thus horizontal and invariant with respect to the circle action, and thus defines a form on string space.

Comparing (38) and (26), we find the fundamental identity

$$((1)^d\delta +d^{})𝗁_{\rho ;A}=0,$$
(39)
which implies that the trace of the generalized holonomy is an observable with values in string cohomology 555There are no problems connected with the singularities of string space, since the form vanishes at constant strings.,

$$𝗁_{\rho ;A}H_\delta ^{}currentalgebraO(currentalgebraH^{}M),$$
(40)
and, for a cycle $`acurrentalgebraH_{}M`$ in string homology, the pairing

$$:=_a𝗁_{\rho ;A}H_\delta ^{}currentalgebraO$$
(41)
defines an observable.

## 5 The String Bracket

In this section we recall how to define a bracket

$$\{;\}:currentalgebraH_{}M\times currentalgebraH_{}McurrentalgebraH_{}M$$
(42)
on string homology. This definition is taken from the article of Chas and Sullivan , but we give a slightly simplified exposition.

Define $`currentalgebraSM^\times currentalgebraSM\times currentalgebraSM`$ as the space of pairs of strings which intersect transversally at at least one point. This space is a cycle of codimension $`d2`$, with $`n1`$-fold self intersections when the two strings intersect $`n`$ times. We propose to construct the current corresponding to $`currentalgebraSM^\times `$. The $`d`$-form

$$\omega ^\times =\delta (x^1\overline{x}^1)\mathrm{}\delta (x^d\overline{x}^d)(dx^1d\overline{x}^1)\mathrm{}(dx^dd\overline{x}^d)\mathrm{\Omega }^d(M\times M)$$
(43)
is the current for the diagonal in $`M\times M`$. We define

$$C^\times =_{S^1\times \overline{S}^1}(\mathrm{ev}_{1,1}^{}\times \overline{\mathrm{ev}}_{1,1}^{})\omega ^\times ,$$
(44)
which is a $`(d2)`$-current on $`𝖫M\times 𝖫M`$. It is closed, since $`\omega ^\times `$ is closed, and the integration domain, $`S^1\times \overline{S}^1`$, in the above formula has no boundaries. In local coordinates, it reads

$`C^\times `$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{d1}{}}}{\displaystyle \frac{(1)^{d+1}}{(k1)!(dk1)!}}{\displaystyle _{s=0}^{s=1}}𝑑s{\displaystyle _{\overline{s}=0}^{\overline{s}=1}}𝑑\overline{s}\delta ^{(d)}(\gamma (s)\overline{\gamma }(\overline{s}))\epsilon _{\nu _1\nu _2\mathrm{}\nu _k\overline{\nu }_{k+1}\overline{\nu }_{k+2}\mathrm{}\overline{\nu }_d}`$ (45)
$`\dot{\gamma }^{\nu _1}(s)d^{}\gamma ^{\nu _2}(s)\mathrm{}d^{}\gamma ^{\nu _k}(s)\dot{\overline{\gamma }}^{\overline{\nu }_{k+1}}(\overline{s})d^{}\overline{\gamma }^{\overline{\nu }_{k+2}}(\overline{s})\mathrm{}d^{}\overline{\gamma }^{\overline{\nu }_d}(\overline{s}).`$
From this expression it is easy to see that it is horizontal, and thus also invariant with respect to the two circle actions on the two factors of $`𝖫M\times 𝖫M`$. Hence, $`C^\times `$ defines a closed $`(d2)`$-current on $`currentalgebraSM\times currentalgebraSM`$. Let $`(\sigma ,\overline{\sigma })`$ be a point in $`currentalgebraSM^\times `$, with $`p`$ the (single) intersection point. In suitable coordinates on $`M`$ $`\dot{\sigma }(p)=_1(p)`$ and $`\dot{\overline{\sigma }}(p)=_d(p)`$. We define local coordinates on $`currentalgebraSM`$ using $`\psi ()=x^1()x^1(p)`$ and $`\overline{\psi }()=x^d()x^d(p)`$, as explained in Section 3. At $`(\sigma ,\overline{\sigma })`$, we then find the local expression

$$\begin{array}{cc}\hfill C_{(\sigma ,\overline{\sigma })}^\times =& _{k=1}^{d1}\frac{(1)^k}{(k1)!(dk1)!}\epsilon _{1\nu _2\mathrm{}\nu _k\overline{\nu }_{k+1}\mathrm{}\overline{\nu }_{d1}d}\hfill \\ & d^{}\sigma ^{\nu _2}(0)\mathrm{}d^{}\sigma ^{\nu _k}(0)d^{}\overline{\sigma }^{\overline{\nu }_{k+1}}(0)\mathrm{}d^{}\overline{\sigma }^{\overline{\nu }_{d1}}(0)\hfill \\ & \delta (\sigma ^2(0)\overline{\sigma }^2(0))\mathrm{}\delta (\sigma ^{d1}(0)\overline{\sigma }^{d1}(0)).\hfill \end{array}$$
(46)
We must check that this is the current corresponding to $`currentalgebraSM^\times `$; (see Appendix A).

* $`C^\times `$ is localized on $`currentalgebraSM^\times `$, since, as one can see from (45), it vanishes when the two strings do not intersect.
* A tangent vector, $`v+\overline{v}`$, at $`(\sigma ,\overline{\sigma })`$ is parallel to $`currentalgebraSM^\times `$ iff there exist real numbers $`\alpha `$ and $`\overline{\alpha }`$ such that

$$v(0)+\alpha \dot{\sigma }(0)=\overline{v}(0)+\overline{\alpha }\dot{\overline{\sigma }}(0).$$
(47)
A simple calculation shows that $`C^\times `$ is transverse to $`currentalgebraSM^\times `$, i.e., for all vectors $`\pi =v+\overline{v}`$ fulfilling (47), one has

$$\iota _\pi C_{(\sigma ,\overline{\sigma })}^\times =0.$$
(48)
* Comparing (46) to equation (99) in Appendix A, we see that the regular part of $`C^\times `$ at $`(\sigma ,\overline{\sigma })`$ is given by

$$\begin{array}{cc}\hfill \widehat{C_{(\sigma ,\overline{\sigma })}^\times }=& _{k=1}^{d1}\frac{(1)^k}{(k1)!(dk1)!}\epsilon _{1\nu _2\mathrm{}\nu _k\overline{\nu }_{k+1}\mathrm{}\overline{\nu }_{d1}d}\hfill \\ & d^{}\sigma ^{\nu _2}(0)\mathrm{}d^{}\sigma ^{\nu _k}(0)d^{}\overline{\sigma }^{\overline{\nu }_{k+1}}(\overline{0})\mathrm{}d^{}\overline{\sigma }^{\overline{\nu }_{d1}}(0),\hfill \end{array}$$
(49)
and the localization functions are given by

$$f_1=\sigma ^2(0)\overline{\sigma }^2(0)\mathrm{}f_{d2}=\sigma ^{d1}(0)\overline{\sigma }^{d1}(0).$$
(50)
It is easy to see that at $`(\sigma ,\overline{\sigma })`$

$$|<;\widehat{C_{(\sigma ,\overline{\sigma })}^\times }>|=|<;d^{}(\sigma ^2(0)\overline{\sigma }^2(0))\mathrm{}d^{}(\sigma ^{d1}(0)\overline{\sigma }^{d1}(0))>|.$$
(51)

Let

$$\mathrm{\Phi }:currentalgebraSM^\times currentalgebraSM$$
(52)
be the map that associates to two intersecting strings their concatenation, with an appropriate scaling of the velocity vectors, as shown in Figure 2. This map is nearly everywhere well-defined, namely on pairs of strings with one self-intersection, but $`n`$-valued when the two strings intersect $`n`$ times.

The string bracket is defined on string homology by 666Our definition differs from that described by Chas and Sullivan by a sign given by $`\{a;\overline{a}\}=\{\overline{a};a\}_{\mathrm{Chas}\mathrm{Sullivan}}`$. (see also Figure 3)

$$\begin{array}{cccc}\{;\}:& currentalgebraH_iM\times currentalgebraH_{\overline{i}}M& & currentalgebraH_{i+\overline{i}+2d}M\\ & (a,\overline{a})& & \{a;\overline{a}\}=(1)^{\overline{i}(d+i)}\mathrm{\Phi }\left((a\times \overline{a})_{C^\times }currentalgebraSM^\times \right)\end{array}.$$
(53)
The rôle of $`C^\times `$ is to orient the cycle obtained by intersecting an appropriately transversal representative $`a\times \overline{a}`$ with $`currentalgebraSM^\times `$; see Appendix A. The sign factor appearing in (53) is chosen in such a way that the bracket is even, for even $`d`$, and odd, for odd $`d`$; in fact, it then satisfies:

* Antisymmetry

$$\{a;\overline{a}\}=(1)^{(|a|+d)(|\overline{a}|+d)}\{\overline{a};a\},$$
(54)
as can be checked by exchanging the factors in (53), and using $`\mathrm{Ex}^{}C^\times =(1)^{1+d}C^\times `$, with $`\mathrm{Ex}`$ the map that permutes the factors in $`currentalgebraSM\times currentalgebraSM`$.
* Jacobi identity

$$\{a;\{b;c\}\}=\{\{a;b\};c\}+(1)^{(|a|+d)(|b|+d)}\{b;\{a;c\}\},$$
(55)
(see Appendix B for a proof).

Here the degree $`||`$ of a cycle is its dimension.

Consider the symmetric algebra $`S(currentalgebraH_{}M)`$ over $`currentalgebraH_{}M`$, with the grading given by $`||`$. Extending the bracket as a superderivation, namely in such a way that the

* Leibnitz rule

$$\{a,bc\}=\{a,b\}c+(1)^{|b|(|a|+d)}b\{a,c\}$$
(56)

is fulfilled, one finds that $`S(currentalgebraH_{}M)`$ is
$`\mathrm{}`$ a super-Poisson algebra (even bracket), for $`d`$ even,
$`\mathrm{}`$ a Gerstenhaber algebra (odd bracket), for $`d`$ odd.

## 6 A peculiarity of $`GL(n,)`$

In this section we highlight a property of $`GL(n,)`$ which will be needed in Section 7.

Let $`G=GL(n,)`$, and let $`\rho `$ denote its standard representation. We define an invariant bilinear form $`\kappa `$ as the trace in this representation:

$$\kappa _{ab}=\kappa (T_a,T_b)=\mathrm{tr}\left[\rho (T_a)\rho (T_b)\right].$$
(57)
It then follows that

$$\left(\kappa ^{ab}\rho (T_a)\rho (T_b)\right)vw=wv,$$
(58)
where $`v`$ and $`w`$ are vectors in the representation space of $`\rho `$. In components with respect to a basis in this space the above identity reads

$$\left(\kappa ^{ab}\rho (T_a)_p^r\rho (T_b)_q^s\right)=\delta _q^r\delta _s^p.$$
(59)
To prove this identity, we define a basis $`\{E_{ij}|i,j=1..n\}`$ of $`𝔤𝔩(n,)`$ by setting $`\rho (E_{ij})_s^r=\delta _i^r\delta _{js}`$. For this basis, one finds that $`\kappa (E_{ij},E_{kl})=\delta _{il}\delta _{jk}`$. Equation (59) then follows immediately.

In the following, expressions of the form

$$\mathrm{tr}_\rho \left[A_1T_aA_2\right]\kappa ^{ab}\mathrm{tr}_\rho \left[B_1T_bB_2\right]$$
(60)
will appear, where $`\rho `$ is a representation of $`G`$, $`\{T_a\}`$ is a basis of $`𝔤`$, and $`A_.,B_.`$ are elements of $`𝖴𝔤`$. For $`G=GL(n,)`$ and $`\rho `$ the standard representation, such expressions can be simplified using (59), as pictorially represented in Figure 4:

$$\mathrm{tr}_\rho \left[A_1T_aA_2\right]\kappa ^{ab}\mathrm{tr}_\rho \left[B_1T_bB_2\right]=\mathrm{tr}_\rho \left[A_1B_2B_1A_2\right].$$
(61)
## 7 An algebra homomorphism from $`S(currentalgebraH_{}M)`$ to $`H_\delta ^{}currentalgebraO`$

In this section we show that the map

$$\begin{array}{cccc}\hfill S𝗁:& \hfill S(currentalgebraH_{}M)& & H_\delta ^{}currentalgebraO\hfill \\ & \hfill a_1\mathrm{}a_k& & <a_1,𝗁_{\rho ;A}>\mathrm{}<a_k,𝗁_{\rho ;A}>\hfill \end{array},$$
(62)
which associates to a cycle in string homology the corresponding observable of the topological field theory, based on the group $`GL(n,)`$ in the standard representation, is a super-Poisson/Gerstenhaber algebra homomorphism. This is accomplished by establishing the following properties:

$`i)`$ $`|a|=|<a,𝗁_{\rho ;A}>|,`$ (63)
$`ii)`$ $`<\{a;\overline{a}\},𝗁_{\rho ;A}>=\{<a,𝗁_{\rho ;A}>;<\overline{a},𝗁_{\rho ;A}>\}.`$ (64)
Property $`i)`$ follows from (36). Property $`ii)`$, is proven in several steps:

Step 1
Applying (21), one finds that

$$\{;<\overline{a},\overline{𝗁}>\}=(1)^{|\overline{a}|(d+|a|)}.$$
(65)
Step 2
We derive a local expression for $`\{𝗁,\overline{𝗁}\}`$ on $`𝖫U\times 𝖫U`$. First one verifies that

$$\begin{array}{cc}& \frac{d}{dt}|_{t=0}𝗁(C+t\eta )=\hfill \\ \hfill =& _{k=0}^d_{s=0}^{s=1}\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}(C)|_0^s\frac{1}{(k1)!}\dot{\gamma }^{\mu _1}(s)dsd^{}\gamma ^{\mu _2}(s)\mathrm{}d^{}\gamma ^{\mu _k}(s)\eta _{\mu _1\mu _2\mathrm{}\mu _k}(\gamma (s))\mathrm{𝗁𝗈𝗅}(C)|_s^1\right].\hfill \end{array}$$
(66)
Using (13), one finds the local expressions for $`\frac{\stackrel{}{\delta }}{\delta C}𝗁,𝗁\frac{\stackrel{}{\delta }}{\delta C}currentalgebraO(\mathrm{\Omega }^{}(𝖫M)_{currentalgebraE}M_{currentalgebraE}𝖴𝔤_{currentalgebraE})`$, namely

$`{\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}𝗁`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{d}{}}}{\displaystyle \frac{(1)^{(k+1)(d+1)}}{(k1)!(dk)!}}{\displaystyle _{s=0}^{s=1}}𝑑s\delta ^{(d)}(\gamma (s)x)\epsilon _{\nu _1\nu _2\mathrm{}\nu _k\mu _{k+1}\mathrm{}\mu _d}`$ (67)
$`dx^{\mu _{k+1}}\mathrm{}dx^{\mu _d}\dot{\gamma }^{\nu _1}(s)d^{}\gamma ^{\nu _2}(s)\mathrm{}d^{}\gamma ^{\nu _k}(s)`$
$`\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}(C)|_0^sT_a\mathrm{𝗁𝗈𝗅}(C)|_s^1\right]\kappa ^{ab}T_b,`$
and

$`𝗁{\displaystyle \frac{\stackrel{}{\delta }}{\delta C}}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{d1}{}}}{\displaystyle \frac{(1)}{(k)!(dk1)!}}{\displaystyle _{s=0}^{s=1}}𝑑s\delta ^{(d)}(\gamma (s)x)\epsilon _{\mu _1\mathrm{}\mu _k\nu _{k+1}\nu _{k+2}\mathrm{}\nu _d}`$ (68)
$`dx^{\mu _1}\mathrm{}dx^{\mu _k}\dot{\gamma }^{\nu _{k+1}}(s)d^{}\gamma ^{\nu _{k+2}}(s)\mathrm{}d^{}\gamma ^{\nu _d}(s)`$
$`\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}(C)|_0^sT_a\mathrm{𝗁𝗈𝗅}(C)|_s^1\right]\kappa ^{ab}T_b.`$
Equation (17) yields the local expression for $`\{𝗁;\overline{𝗁}\}currentalgebraO(\mathrm{\Omega }^{}(𝖫M\times 𝖫M)_{currentalgebraE})`$

$`\{𝗁;\overline{𝗁}\}`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{d1}{}}}{\displaystyle \frac{(1)^{d+1}}{(k1)!(dk1)!}}{\displaystyle _{s=0}^{s=1}}𝑑s{\displaystyle _{\overline{s}=0}^{\overline{s}=1}}𝑑\overline{s}\delta ^{(d)}(\gamma (s)\overline{\gamma }(\overline{s}))\epsilon _{\nu _1\nu _2\mathrm{}\nu _k\overline{\nu }_{k+1}\overline{\nu }_{k+2}\mathrm{}\overline{\nu }_d}`$ (69)
$`\dot{\gamma }^{\nu _1}(s)d^{}\gamma ^{\nu _2}(s)\mathrm{}d^{}\gamma ^{\nu _k}(s)\dot{\overline{\gamma }}^{\overline{\nu }_{k+1}}(\overline{s})d^{}\overline{\gamma }^{\overline{\nu }_{k+2}}(\overline{s})\mathrm{}d^{}\overline{\gamma }^{\overline{\nu }_d}(\overline{s})`$
$`\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}|_0^sT_a\mathrm{𝗁𝗈𝗅}|_s^1\right]\kappa ^{ab}\mathrm{tr}\left[\overline{\mathrm{𝗁𝗈𝗅}}|_0^{\overline{s}}T_b\overline{\mathrm{𝗁𝗈𝗅}}|_{\overline{s}}^1\right].`$
We see that the latter can be written using the current $`C^\times `$, i.e.

$$\{𝗁;\overline{𝗁}\}=C^\times \mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}|_0^sT_a\mathrm{𝗁𝗈𝗅}|_s^1\right]\kappa ^{ab}\mathrm{tr}\left[\overline{\mathrm{𝗁𝗈𝗅}}|_0^{\overline{s}}T_b\overline{\mathrm{𝗁𝗈𝗅}}|_{\overline{s}}^1\right],$$
(70)
which, for $`G=GL(n,)`$ in the standard representation, is equal to

$$\{𝗁;\overline{𝗁}\}=C^\times 𝖧,$$
(71)
where

$$𝖧=\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}|_0^s\overline{\mathrm{𝗁𝗈𝗅}}|_{\overline{s}}^1\overline{\mathrm{𝗁𝗈𝗅}}|_0^{\overline{s}}\mathrm{𝗁𝗈𝗅}|_s^1\right];$$
(72)
see (61).

Step 3
$`\{𝗁;\overline{𝗁}\}`$ defines a form on $`currentalgebraSM\times currentalgebraSM`$. From (71) and (103) one finds that

$$==<(a\times \overline{a})_{C^\times }currentalgebraSM^\times ,𝖧>.$$
(73)
Moreover, one has that

$$<\{a;\overline{a}\},𝗁>=(1)^{|\overline{a}|(d+|a|)}<\mathrm{\Phi }\left((a\times \overline{a})_{C^\times }currentalgebraSM^\times \right),𝗁>.$$
(74)
Thus, to prove (64), we simply have to show that

$$<(a\times \overline{a})_{C^\times }currentalgebraSM^\times ,𝖧>=<\mathrm{\Phi }\left((a\times \overline{a})_{C^\times }currentalgebraSM^\times \right),𝗁>,$$
(75)
which holds, as described in (104), if

$$<\mathrm{\Pi },\mathrm{tr}\left[\mathrm{𝗁𝗈𝗅}|_0^s\overline{\mathrm{𝗁𝗈𝗅}}|_{\overline{s}}^1\overline{\mathrm{𝗁𝗈𝗅}}|_0^{\overline{s}}\mathrm{𝗁𝗈𝗅}|_s^1\right]>_{(\sigma ,\overline{\sigma })}=<\mathrm{\Phi }_{}\mathrm{\Pi },𝗁>_{\mathrm{\Phi }(\sigma ,\overline{\sigma })}$$
(76)
for any $`(\sigma ,\overline{\sigma })currentalgebraSM^\times `$ and any parallel multivector $`\mathrm{\Pi }\mathrm{\Lambda }_{}T_{(\sigma ,\overline{\sigma })}currentalgebraSM^\times `$. The validity of the latter follows immediately from the reparametrization invariance of $`\mathrm{𝗁𝗈𝗅}`$. The theorem is thus proven.

## 8 Outlook

In this section we outline various extensions and generalizations of the results proven in this paper.

### 8.1 Generalizations to other groups

We start by describing some ideas about how to generalize the results of this article by replacing $`GL(n,)`$ with an arbitrary Lie group. Inspiration is taken from .

A chord diagram (see Figure 5) is a union of disjoint oriented $`S^1`$-circles and disjoint arcs, with the endpoints of the arcs on the circles. A chord diagram on a manifold $`M`$ (see Figure 5) is a (continuous) map from a chord diagram to $`M`$ such that each arc is mapped to a single point in $`M`$ (that is, each arc is mapped to an intersection of strings in $`M`$), modulo the obvious action of $`S^1`$ on any circle. Let $`\mathrm{ch}(M)`$ be the space of chord diagrams on $`M`$. It can be viewed as a “manifold” with singularities when a circle is mapped to a single point (just like for $`currentalgebraSM`$), and boundaries when two different crossings between circles approach one another along one of the circles (see Figure 6).

One then defines a boundary operator, $`^{\mathrm{ch}(M)}`$ on cells in $`\mathrm{ch}(M)`$ in such a way that the so called $`4T`$-relation, represented in Figure 7, is respected.

The chord homology $`currentalgebraH_{}^{\mathrm{ch}}M`$ is the homology of $`\mathrm{ch}(M)`$ with respect to $`^{\mathrm{ch}(M)}`$.

In analogy to $`currentalgebraSM^\times currentalgebraSM\times currentalgebraSM`$ one defines $`\mathrm{ch}(M)^\times \mathrm{ch}(M)\times \mathrm{ch}(M)`$ as the space of pairs of chord diagrams on $`M`$ whose strings intersect at least once. Similarly to $`\mathrm{\Phi }:currentalgebraSM^\times currentalgebraSM`$ one defines the (generally multivalued) map

$$\mathrm{\Phi }^{\mathrm{ch}}:\mathrm{ch}(M)^\times \mathrm{ch}(M),$$
(77)
which associates to a pair of chord diagrams on $`M`$ with one intersection point the union of the two chord diagrams with a new arc corresponding to the intersection (and in an analogous way for multiple intersection points).

As in equation (53), one defines a bracket

$$\begin{array}{cccc}\{;\}:& currentalgebraH_i^{\mathrm{ch}}M\times currentalgebraH_{\overline{i}}^{\mathrm{ch}}M& & currentalgebraH_{i+\overline{i}+2d}^{\mathrm{ch}}M\\ & (a,\overline{a})& & (1)^{\overline{i}(i+d)}\mathrm{\Phi }^{\mathrm{ch}}((a\times \overline{a})_{C^\times }\mathrm{ch}(M)^\times )\end{array},$$
(78)
which is a bracket/antibracket for $`d`$ even/odd; the current $`C^\times `$ on $`\mathrm{ch}(M)^\times `$ can be constructed in a similar way as in section 5.

Similarly to $`S(currentalgebraH_{}M)`$, it is possible to define a super-Poisson/Gerstenhaber algebra $`S(currentalgebraH_{}^{\mathrm{ch}}M)`$.

In analogy to (62), we define a map

$$\begin{array}{cccc}\hfill S(𝗁^{\mathrm{ch},G}):& \hfill S(currentalgebraH_{}^{\mathrm{ch}}M^G)& & H_\delta ^{}currentalgebraO^G\hfill \\ & \hfill a_1\mathrm{}a_k& & <a_1,𝗁^{\mathrm{ch}}>\mathrm{}<a_k,𝗁^{\mathrm{ch}}>\hfill \end{array},$$
(79)
where $`currentalgebraH_{}^{\mathrm{ch}}M^G`$ denotes the homology of chord diagrams with circles labeled by representations of $`G`$. The form $`𝗁^{\mathrm{ch}}`$ is defined as explained in Figure 8.

The map (79) is a super-Poisson-/Gerstenhaber algebra homomorphism. This can be proved by the same reasoning as that in Section 7 and in .

The content of  concerns the special case of the above construction for manifolds $`M`$ of dimension $`d=2`$ and for $`currentalgebraH_0^{\mathrm{ch}}McurrentalgebraH_{}^{\mathrm{ch}}M`$.

The symmetric algebra on string homology, $`S(currentalgebraH_{}M)`$, is obtained by taking the quotient of $`S(currentalgebraH_{}^{\mathrm{ch}}M)`$ by the ideal $`I`$ generated by the diagrams of Figure 9.

One then sees that the following diagram is commutative:

### 8.2 Generalization to nontrivial principal bundles

In this subsection we explain how to extend methods and results of this paper to the situation where $`P`$ is a non-trivial bundle with base space $`M`$ and thus not necessarily admits a flat connection.

A principal bundle is determined by its “transition functions”

$$t_{ij}:U_iU_jG$$
(80)
defined on intersections of two coordinate patches of $`M`$, and with the property that

$$t_{ij}t_{jk}=t_{ik}\mathrm{on}U_iU_jU_k.$$
(81)
Two sets of transition functions $`t,\stackrel{~}{t}`$ describe the same bundle iff there exist “gauge transformations”

$$g_i:U_iG$$
(82)
such that

$$t_{ij}=g_i\stackrel{~}{t}_{ij}g_j^1,\mathrm{on}U_iU_j.$$
(83)
A connection on $`P`$ associates to every patch a $`𝔤`$-valued one-form

$$A_i\mathrm{\Omega }^1(U_i)𝔤,$$
(84)
such that

$$A_i=t_{ij}A_jt_{ij}^1+t_{ij}dt_{ij}^1\mathrm{on}U_iU_j.$$
(85)
The curvature, $`F`$, of the connection $`A`$ is given, on every patch, by a $`𝔤`$-valued two-form

$$F_i=dA_i+\frac{1}{2}[A_i,A_i]\mathrm{\Omega }^2(U_i)𝔤,$$
(86)
such that

$$F_i=t_{ij}F_jt_{ij}^1,\mathrm{on}U_iU_j.$$
(87)
The forms $`C`$ are $`𝔤_{currentalgebraE}`$-valued forms. On every coordinate patch, $`C`$ is given by

$$C_i\mathrm{\Omega }^{}(U_i)𝔤_{currentalgebraE},$$
(88)
with the property that

$$C_i=t_{ij}C_jt_{ij}^1,\mathrm{on}U_iU_j.$$
(89)
A principal bundle is trivial iff one can choose trivial transition functions: $`t_{ij}=\mathrm{𝟏}`$, for all $`U_i,U_j`$, with $`U_iU_j\mathrm{}`$. The connection, the curvature and the forms $`C`$ are then globally defined on $`M`$.

We now turn our attention to the master action and the bracket of the topological field theory. The forms on the patches

$$s_i=\mathrm{tr}_\rho \left[C_i(F_i+\frac{1}{2}d_{A_i}C_i+\frac{1}{3}C_i^2)\right]\mathrm{\Omega }^{}(U_i)_{currentalgebraE}$$
(90)
satisfy $`s_i=s_j`$ on $`U_iU_j`$, and thus yield a globally defined form $`s`$ on $`M`$. We may therefore define a master action, $`S`$, by

$$S=_Ms=_M\mathrm{tr}_\rho \left[C(F+\frac{1}{2}d_AC+\frac{1}{3}C^2)\right]\mathrm{\Omega }^{}(M)_{currentalgebraE}.$$
(91)
The bracket is well defined, since one has

$$\{C_i;C_i\}=\{C_j;C_j\},$$
(92)
a consequence of the invariance of the bilinear form $`\kappa `$ under the adjoint action of $`G`$ on $`𝔤`$. The master action still satisfies the master equation $`\{S;S\}=0`$. Furthermore,

$$\{S;C_i\}=\delta C_i=(1)^d(F_i+d_{A_i}C_i+C_i^2).$$
(93)
We now address the task of defining generalized parallel transporters and generalized Wilson loops. They can be defined as elements of $`\mathrm{\Lambda }^{}T_\gamma 𝖫M`$, for each loop $`\gamma 𝖫M`$. Let $`0=t_0<t_1<\mathrm{}<t_{k1}<t_k=1`$, and let $`U_1,\mathrm{},U_k=U_1`$ be patches on $`M`$ such that $`\gamma (t)U_i`$, for $`t[t_{i1},t_i]`$. One then defines the trace the generalized Wilson loop as

$$𝗁_{\rho ;A}(C)=\mathrm{tr}_\rho \left[\mathrm{𝗁𝗈𝗅}_{A_1}(C_1)|_0^{t_1}t_{12}\mathrm{𝗁𝗈𝗅}_{A_2}(C_2)|_{t_1}^{t_2}\mathrm{}\mathrm{𝗁𝗈𝗅}_{A_{k1}}(C_{k1})|_{t_{k2}}^{t_{k1}}t_{k1,k}\mathrm{𝗁𝗈𝗅}_{A_k}(C_k)|_{t_{k1}}^1\right].$$
(94)
The factors $`\mathrm{𝗁𝗈𝗅}_{A_i}(C_i)|_{t_{i1}}^{t_i}`$ are defined as in (33). It is easy to see that this definition does not depend on the choice of the charts and is invariant under gauge transformations. One then shows that

$$d^{}𝗁_{\rho ;A}=_0^1𝑑\tau \mathrm{tr}_\rho \left[\mathrm{𝗁𝗈𝗅}_A(C)|_0^\tau \iota _{\dot{\gamma }}\mathrm{ev}_\tau ^{}(F+d_AC+C^2)\mathrm{𝗁𝗈𝗅}_A(C)|_\tau ^1\right],$$
(95)
where the $`\tau `$-integral has to be split, as in (94), if the loop crosses different patches. Comparing (94) and (93), one finds that the fundamental identity (39) is fulfilled:

$$((1)^d\delta +d^{})𝗁_{\rho ;A}=0.$$
(96)
### 8.3 Remarks on quantization

The construction we have described in this paper yields, in the case of an even-dimensional manifold $`M`$, a Poisson algebra of observables (related to the string topology of $`M`$ if we choose $`GL(n)`$ as our Lie group). It is then natural to ask if and how this Poisson algebra may be quantized. We sketch in this Section a few approaches that might help understanding this problem.

#### 8.3.1 Path-integral quantization

If $`d=dimM`$ is even, our approach describes the BRST formalism for a field theory in the Hamiltonian formalism with the functional $`S^{[d]}`$ as the BRST generator. If we want to quantize this theory using path-integrals, we must first move to the Lagrangian formalism. As explained in Appendix D, the corresponding action functional on $`N=M\times I`$ is $`S^{[d+1]}`$.

In the case $`d=2`$, this is the BV action for Chern–Simons theory, and this is in accordance with the fact that Chern–Simons theory provides a quantization of the Goldman  bracket (the $`2`$-dimensional version of the string bracket), see . In higher dimensions, $`S^{[d+1]}`$ defines new topological quantum field theories (TQFT), among which we have the so-called $`BF`$ theories  which can be obtained by particular choices of the metric Lie algebra.

Our observables for strings on $`M`$ have then to be lifted to the corresponding observables on $`N=M\times I`$ (or, more generally, on a $`(d+1)`$-dimensional manifold $`N`$). The formulae we have given in odd dimensions describe this algebra of observables. Notice however that, in order to avoid singularities in the computation of expectation values, one has to restrict oneself to imbedded strings in $`N`$ (and possibly also to introduce a framing). In the particular case of $`BF`$ theories, the expectation values of these observables correspond to the cohomology classes of imbedded strings considered in , as shown in . As a consequence, the quantization of the string topology of $`M`$ must be related to the homology of the space of imbedded strings in $`M\times I`$. This space must then be endowed with the structure of associative algebra in such a way that its commutator yields, in the classical limit, the Poisson bracket of the projections of the strings to $`M`$.

#### 8.3.2 Deformation quantization

For $`d=2`$ and $`M`$ non-compact, the ideas described above have an explicit realization in terms of deformation quantization (i.e., working with formal power series in $`\mathrm{}`$), as described in . The construction is based on the Kontsevich integral for link invariants  which is the perturbative formulation of Chern–Simons theory in the holomorphic gauge studied in .

The higher-dimensional generalization of this approach should be obtained by considering perturbative expansions, in a suitable gauge, of the corresponding TQFTs.

#### 8.3.3 Geometric quantization

In some cases (e.g., $`BF`$ theories), the Poisson subalgebra of functionals commuting with $`S^{[d]}`$ is the algebra of a reduced phase space of generalized gauge fields on $`M`$. This space inherits a symplectic structure and one may try to quantize it using deformation quantization and produce a TQFT in Atiyah’s sense. In the $`2`$-dimensional case, when the reduced phase space turns out to be the space of flat connections on $`M`$ modulo gauge transformations, this program works (at least for compact groups). One may regard quantum groups as one of its outcomes. It would be very interesting to understand if the higher-dimensional case produces interesting generalizations thereof.

## Appendix A Intersection of cycles and currents

In this section we explain some concepts and manipulations used in the proof of eq. (64) in Section 7.

Let $`A`$ be a manifold and $`A^\times `$ an oriented immersion of codimension $`n`$, which defines an element of the homology, $`H_{}A`$, of $`A`$. Let $`C^\times `$ be the current that localizes on this immersion, i.e., a singular $`n`$-form on $`A`$ with the following properties:

* The form localizes on $`A^\times `$, i.e. for any point $`p`$ not in $`A^\times `$ one has

$$C_p^\times =0.$$
(97)
* The form is transverse, i.e., for every point $`p`$ on $`A^\times `$ and an arbitrary parallel tangent vector $`P(p)T_pA^\times `$ one has

$$\iota _{P(p)}C_p^\times =0.$$
(98)
* Let $`A^\times `$ be defined, locally, as the zero-set of functions $`f_1,\mathrm{},f_n`$, with $`df_1\mathrm{}df_n0`$. Then the current $`C^\times `$ is given by

$$C^\times =\widehat{C^\times }\delta (f_1)\mathrm{}\delta (f_n),$$
(99)
where $`\widehat{C^\times }`$ is a regular form, and for every point $`p`$ in $`A^\times `$ and every multivector $`VT_pA`$,

$$|<V,\widehat{C^\times }>|=|<V,df_1\mathrm{}df_n>|.$$
(100)

In particular, $`C^\times `$ defines an orientation on the normal bundle, $`N(A^\times )`$, of $`A^\times `$ in $`A`$. Given an $`i`$-cycle $`aH_i(A)`$, one can define a new cycle by considering the intersection

$$a_{C^\times }A^\times H_{in}(A).$$
(101)
As a set, it is obtained by intersecting an appropriate representative of $`a`$ with $`A^\times `$. The orientation is defined as follows: Let $`p`$ be a point in this intersection, $`P\mathrm{\Lambda }_{in}T_p(aA^\times )`$ the multivector that is the infinitesimal version at $`p`$ of $`aA^\times `$, $`T\mathrm{\Lambda }_nT_pa`$ the multivector in the normal bundle to $`A^\times `$ such that $`TP`$ is the infinitesimal version of $`a`$ at $`p`$. Then one defines

$$\mathrm{or}_{a_{C^\times }A^\times }(P)=\mathrm{or}_a(TP)\mathrm{or}_{N(A^\times )}(T),$$
(102)
where $`\mathrm{or}_{N(A^\times )}`$ is given by the current $`C^\times `$.

For any closed form $`H`$ on $`A`$, one has that

$$=<a_{C^\times }A^\times ,H>.$$
(103)
Next, let $`\mathrm{\Phi }`$ be a map from $`A^\times `$ into some other manifold $`B`$, and $`h`$ a closed form on $`B`$. If for an arbitrary point $`p`$ in $`A^\times `$ and any parallel multivector $`P\mathrm{\Lambda }_{}T_pA^\times `$, one has that

$$
_p=<\mathrm{\Phi }_{}P,h>_{\mathrm{\Phi }(p)},$$
(104)
then

$$<a_{C^\times }A^\times ,H>=<\mathrm{\Phi }(a_{C^\times }A^\times ),h>.$$
(105)
## Appendix B The Jacobi identity for the string bracket

In this appendix we show how to prove the Jacobi identity for the string bracket of section 5.

We first rewrite the Jacobi identity as

$$(1)^{\eta (abc)}\{\{a;b\};c\}+\mathrm{cycl}.(abc)=0,$$
(106)
where the sign factor is $`\eta (abc)=(|a|+d)(|c|+d)`$. We can define the first term as

$$\begin{array}{c}(1)^{\eta (abc)}\{\{a;b\};c\}=\\ \\ =(1)^{\eta (abc)+\sigma (abc)}\\ [\mathrm{\Phi }^{(1,23)}\left((a^{(1)}\times b^{(2)}\times c^{(3)})_{C^{\times (12)}C^{\times (13)}}(currentalgebraSM^{\times (12)}currentalgebraSM^{\times (13)})\right)+\\ +\mathrm{\Phi }^{(2,13)}\left((a^1\times b^2\times c^3)_{C^{\times (12)}C^{\times (23)}}(currentalgebraSM^{\times (12)}currentalgebraSM^{\times (23)})\right)].\end{array}$$
(107)
Let us first explain the objects that appear in the above definition. The sign factor is $`\sigma (abc)=(|b|(d+|a|)+|c|(|a|+|b|)`$, which follows from the definition of the string bracket, (53). $`a^{(1)}\times b^{(2)}\times c^{(3)}`$ is a cycle in $`currentalgebraSM^{(1)}\times currentalgebraSM^{(2)}\times currentalgebraSM^{(3)}`$. A point in $`currentalgebraSM^{\times (ij)}`$ is a triple of strings, $`(\sigma _1,\sigma _2,\sigma _3)currentalgebraSM^{(1)}\times currentalgebraSM^{(2)}\times currentalgebraSM^{(3)}`$, such that the $`i`$-th and the $`j`$-th intersect at least once. $`C^{\times (ij)}`$ is the corresponding current. $`\mathrm{\Phi }^{(i,jk)}`$ is the map

$$\mathrm{\Phi }^{(i,jk)}:currentalgebraSM^{\times (ij)}currentalgebraSM^{\times (ik)}currentalgebraSM^\times $$
(108)
which opens the intersections between the $`i`$-th and the $`j`$-th and between the the $`i`$-th and the $`k`$-th string, in the same way as the map $`\mathrm{\Phi }`$ in (52) does.

Now consider the two terms appearing in (106) corresponding to the cycle $`a`$ intersecting both the cycles $`b`$ and $`c`$. The first term corresponds to the first term in (107). The second one appears in $`(1)^{\eta (cab)}\{\{c;a\};b\}`$ and reads

$$\begin{array}{c}(1)^{\eta (cab)+\sigma (cab)}\\ \mathrm{\Phi }^{(2,13)}\left(\left(c^{(1)}\times a^{(2)}\times b^{(3)}\right)_{C^{\times (12)}C^{\times (23)}}\left(currentalgebraSM^{\times (12)}currentalgebraSM^{\times (23)}\right)\right)\end{array}.$$
(109)
To prove that the Jacobi identity holds, we only have to prove that two such terms add up to zero.

We first write the second term, rearranging the indices and bringing the cycles into a convenient order, i.e.,

$$\begin{array}{c}(1)^{\eta (cab)+\sigma (cab)}(1)^{|c|(|a|+|b|)}\\ \mathrm{\Phi }^{(1,32)}\left(\left(a^{(1)}\times b^{(2)}\times c^{(3)}\right)_{C^{\times (31)}C^{\times (12)}}\left(currentalgebraSM^{\times (12)}currentalgebraSM^{\times (23)}\right)\right);\end{array}$$
(110)
then we bring the currents into a convenient form

$$\begin{array}{c}(1)^{\eta (cab)+\sigma (cab)}+(1)^{|c|(|a|+|b|)+1}\\ \mathrm{\Phi }^{(1,23)}\left(\left(a^{(1)}\times b^{(2)}\times c^{(3)}\right)_{C^{\times (12)}C^{\times (13)}}\left(currentalgebraSM^{\times (12)}currentalgebraSM^{\times (23)}\right)\right),\end{array}$$
(111)
using that $`|C^{\times (ij)}|=d`$ and $`C^{\times (ij)}=(1)^{d+1}C^{\times (ji)}`$. What remains to be shown is thus that

$$\eta (abc)+\sigma (abc)+\eta (cab)+\sigma (cab)+|c|(|a|+|b|)+1\stackrel{!}{=}1,$$
(112)
which is easily seen to hold.

## Appendix C Local expression for the generalized
parallel transporters

In local coordinates $`(\gamma ^\mu (t))_{tS^1}`$ the generalized holonomy reads

$$\begin{array}{ccc}\hfill \mathrm{𝗁𝗈𝗅}_A^n(C)|_{t_i}^{t_f}& =& _{n_1,\mathrm{},n_n=1}^{\mathrm{}}_{(t_1,\mathrm{},t_n)\mathrm{\Delta }_n|_{t_i}^{t_f}}\hfill \\ & & \mathrm{hol}_A|_{t_i}^{t_1}\dot{\gamma }^{\mu _1^1}(t_1)dt_1d^{}\gamma ^{\mu _2^1}(t_1)\mathrm{}d^{}\gamma ^{\mu _{n_1}^1}(t_1)C_{\mu _1^1\mu _2^1\mathrm{}\mu _{n_1}^1}(\gamma (t_1))\mathrm{hol}_A|_{t_1}^{t_2}\hfill \\ & & \mathrm{}\hfill \\ & & \mathrm{hol}_A|_{t_{n1}}^{t_n}\dot{\gamma }^{\mu _1^n}(t_n)dt_nd^{}\gamma ^{\mu _2^n}(t_n)\mathrm{}d^{}\gamma ^{\mu _{n_n}^n}(t_n)C_{\mu _1^n\mu _2^n\mathrm{}\mu _{n_n}^n}(\gamma (t_n))\mathrm{hol}_A|_{t_n}^{t_f}\hfill \end{array},$$
(113)
where $`d^{}`$ is the differential on $`𝖫M`$.

## Appendix D BV/BRST

In this Appendix we explain the relationship between $`S^{[d+1]}`$ and $`S^{[d]}`$, where $`d`$ is an even number. We follow . For notational simplicity, we omit the Lie algebra part of the forms.

Let $`N𝐱`$ be an oriented manifold with $`dimN=d`$ even, and $`M=I\times N(t,𝐱)`$ with the product orientation. Let us write the fields on $`M`$ as

$$C=dtC_t+D=\underset{k=0}{\overset{d}{}}dt\frac{1}{k!}dx^{i_1}\mathrm{}dx^{i_k}C_{ti_1\mathrm{}i_k}+\underset{k=0}{\overset{d}{}}\frac{1}{k!}dx^{i_1}\mathrm{}dx^{i_k}D_{i_1\mathrm{}i_k}.$$
(114)
From (22) it follows that, in the BV-formalism, one can choose as fields and corresponding antifields, respectively,

$$D_{i_1\mathrm{}i_k}\frac{1}{(dk)!}\epsilon ^{i_1\mathrm{}i_ki_{k+1}\mathrm{}i_d}C_{ti_{k+1}\mathrm{}i_d}.$$
(115)
After choosing a gauge in which the connection $`A`$ has vanishing time component, $`A_t=0`$, the master action in the Lagrangian formalism reads

$$S^{[d+1]}[C^t,D]=_I𝑑t_N(d_AD+D^2)C_t+\frac{1}{2}\dot{D}D.$$
(116)
A gauge-fixing functional $`\mathrm{\Psi }[D]`$ ($`|\mathrm{\Psi }|=1`$) defines a gauge-fixed action

$$S_\mathrm{\Psi }^{[d+1]}[D]=S^{[d+1]}\left[C_{ti_{k+1}\mathrm{}i_d}=\frac{1}{k!}\epsilon ^{i_1\mathrm{}i_ki_{k+1}\mathrm{}i_d}\frac{\stackrel{}{\delta }}{\delta D_{i_1\mathrm{}i_k}}\mathrm{\Psi },D\right].$$
(117)
For a gauge-fixing functional adapted to the “space-time” split $`M=I\times N`$ of the form

$$\mathrm{\Psi }[D]=_I𝑑tK[D],$$
(118)
where $`K`$ is some functional of $`D`$, with $`D`$ interpreted as a form on $`N`$, one finds that

$$S_\mathrm{\Psi }^{[d+1]}[D]=_I𝑑t\left(\{S^{[d]},K\}_N+\frac{1}{2}_N\dot{D}D\right),$$
(119)
with

$$S^{[d]}[D]=\frac{1}{2}_ND𝑑D+\frac{2}{3}D^3.$$
(120)
We remark that the gauge fixed action (119) is already in Hamiltonian form, since it is of first order in time derivatives. Since

$$\{S^{[d+1]};D_{i_1\mathrm{}i_k}(t,𝐱)\}|_{C_t=\frac{\stackrel{}{\delta }}{\delta D}\mathrm{\Psi }}=(1)^k(dD+D^2)_{i_1\mathrm{}i_k}(t,𝐱)$$
(121)
and

$$\{S^{[d]};D_{i_1\mathrm{}i_k}(𝐱)\}=(1)^k(dD+D^2)_{i_1\mathrm{}i_k}(𝐱),$$
(122)
$`S^d`$ can be interpreted as the BRST-generator in the Hamiltonian formalism, and (119) is the gauge fixed action for a theory with vanishing Hamiltonian: the first term is the gauge-fixing term, while the second term can be written as

$$\frac{1}{2}_I𝑑t_N\frac{1}{k!}\underset{\dot{\mathrm{\Phi }}(t,𝐱)}{\underset{}{\frac{(1)^k}{(dk)!}\epsilon ^{i_1\mathrm{}i_ki_{k+1}\mathrm{}i_d}\dot{D}_{i_{k+1}\mathrm{}i_d}(t,𝐱)}}\underset{\mathrm{\Pi }(t,𝐱)}{\underset{}{D_{i_1\mathrm{}i_k}(t,𝐱)}},$$
(123)
which is exactly the desired expression (considering $`\mathrm{\Phi }`$ and $`\mathrm{\Pi }`$ as conjugate variables), as can be inferred from (22):

$$\{\underset{\mathrm{\Pi }(𝐱)}{\underset{}{D_{j_1\mathrm{}j_k}(𝐱)}};\underset{\mathrm{\Phi }(𝐲)}{\underset{}{\frac{(1)^k}{(dk)!}\epsilon ^{i_1\mathrm{}i_ki_{k+1}\mathrm{}i_d}D_{i_{k+1}\mathrm{}i_d}(𝐲)}}\}=\delta ^{(d)}(𝐱𝐲)\delta _{i_1}^{j_1}\mathrm{}\delta _{i_k}^{j_k}.$$
(124)


text:
# Brownian Motion in Gravitationally-Interacting Systems

## Maxwellian distribution.

Suppose the phase space distribution of stars to be given by a Maxwellian distribution with velocity dispersion $`\sigma `$:

$$f(r,u)\text{exp}(u^2/2\sigma ^2).$$
(17)
A simple calculation then gives $`\eta =1`$. This is not surprising: the analogy in this case is with a Brownian particle immersed in a gas of molecules with a well-defined temperature ; in the steady state, such a Brownian particle will be in exact equipartition with the molecules.

## The King model.

The simplest model for which the distribution function is a pure Maxwellian is the “isothermal sphere”, which is not a very physical description of actual stellar systems since it has infinite total mass. A commonly used alternative that resembles the isothermal sphere at small radii (where stars have large absolute values of energy per unit mass) is the King model (see , ):

$$f(E)=\{\begin{array}{cc}\rho _1(2\pi \sigma ^2)^{\frac{3}{2}}(e^{E/\sigma ^2}1)\hfill & \text{if }E<0\hfill \\ 0\hfill & \text{if }E0\text{,}\hfill \end{array}$$
(18)
where $`\rho _1`$ is independent of $`E`$. In Eq. (16), the upper velocity limit of the integrals is now $`\sqrt{2\sigma ^2\xi }`$ instead of infinity, where $`\xi =\mathrm{\Phi }(r)/\sigma ^2`$. A calculation reveals that

$$\eta =\frac{(1\frac{\xi }{e^\xi 1})(\frac{\sqrt{\pi }}{2}e^\xi \text{Erf}(\sqrt{\xi })\xi ^{1/2}\frac{2}{3}\xi ^{3/2})}{\frac{\sqrt{\pi }}{2}e^\xi \text{Erf}(\sqrt{\xi })\xi ^{1/2}\frac{2}{3}\xi ^{3/2}\frac{4}{15}\xi ^{5/2}},$$
(19)
where $`\text{Erf}(z)`$ is the error function defined as $`\text{Erf}(z)=2/\sqrt{\pi }_0^ze^{t^2}𝑑t`$. For large values of $`\xi `$,

$$\eta 1+(8\xi ^{3/2}/15\sqrt{\pi }1)\xi e^\xi +\mathrm{}O(e^{2\xi })\text{for}\xi 1.$$

Fig. 1 shows the relation between $`\eta `$ and $`\xi `$. $`\eta `$ starts at a value of approximately 1.75 and falls asymptotically to 1 as $`\xi `$ rises. The King model goes over into the isothermal sphere as $`\xi \mathrm{}`$. The (mild) deviation from equipartition is because of the deviation of the distribution function from the Maxwellian form and, in particular, the existence of an upper velocity limit above which the distribution function vanishes. Actual stellar systems are well described by King models with the central potential chosen such that $`\mathrm{\Phi }(0)/\sigma ^2`$ lies between roughly 3 and 10 (, , , ). As Fig. 1 shows, black holes at the centers of such systems will be very close to equipartition with the stars.

## Polytropic models.

Consider next stellar systems described by a polytropic distribution function which takes the simple form

$$f(E)\{\begin{array}{cc}(E)^n\hfill & \text{if }E<0\hfill \\ 0\hfill & \text{if }E0\text{.}\hfill \end{array}$$
(20)
Simple calculations give

$$\eta =(n+5/2)/(n+1)\text{for}n>1.$$
(21)
Note that $`\eta `$ for a polytropic model is independent of position $`r`$, unlike in the case of the King model. For large values of $`n`$, $`\eta `$ is close to 1, but for small values of $`n`$, there can be significant deviations from equipartition.

The potential profile of a polytropic system is a solution of the Lane-Emden equation , which can be solved in terms of elementary functions in only two cases: $`n=7/2`$ (this case was considered in ) and $`n=1/2`$. We examine these two cases in more detail.

## Polytropic model with $`n=7/2`$.

When $`n=7/2`$, we get the following functional forms for the density and potential profiles of the stellar system:

$$\rho (r)=\frac{3Ma^2}{4\pi }\frac{1}{(r^2+a^2)^{5/2}},\mathrm{\Phi }(r)=\frac{GM}{(r^2+a^2)^{1/2}},$$

where $`G`$ is the gravitational constant, $`M`$ is the total mass of the stellar system in stars, and $`a`$ is a length parameter. This is the well-known Plummer model  which provides a good fit to some globular clusters. In this case, $`\eta =4/3`$, which is mildly different from equipartition. $`\omega _0^2=k/m=GM/a^3`$ for small $`r`$, and

$$C=(8GM/9a)\gamma mm_{},$$
(22)
$$x^2=2a^2m_{}/9m,v_x^2=2GMm_{}/9am.$$
(23)
## Polytropic model with $`n=1/2`$.

When $`n=1/2`$, we get the following functional forms for the density and potential profiles of the stellar system:

$$\rho (r)=\{\begin{array}{cc}M/(4\pi ^2a^2)\times \mathrm{sin}(r/a)/r\hfill & \text{if }r<\pi a\hfill \\ 0\hfill & \text{if }r\pi a\text{,}\hfill \end{array}$$

$$\mathrm{\Phi }(r)=\{\begin{array}{cc}GM\mathrm{sin}(r/a)/\pi r\hfill & \text{if }r<\pi a\hfill \\ GM/r+GM/\pi a\hfill & \text{if }r\pi a\text{.}\hfill \end{array}$$

In this case, $`\eta =4`$, which is very different from equipartition. $`\omega _0^2=k/m=GM/3\pi a^3`$ for small $`r`$, and

$$C=(8GM/\pi a)\gamma mm_{},$$
(24)
$$x^2=6a^2m_{}/m,v_x^2=2GMm_{}/\pi am.$$
(25)
The expressions for $`x^2`$ in Eqs. (23) and (25) agree with the result of Bahcall & Wolf  to within factors of order unity.

## Numerical simulations.

In order to confirm our results, we have performed N-body simulations, using suitably modified versions of the fourth-order integrators of Aarseth  developed by Quinlan , for the two polytropic stellar systems described above. The techniques used are detailed in  and . In both cases, we use units such that $`G=M=1`$, and Coulomb forces are softened by $`ϵ=5\times 10^3`$ in order to prevent numerical divergences. Note that the polytropic initial conditions for the stellar system are not steady state solutions in the presence of the black hole; the initial transient response was therefore numerically settled.

For the case of the Plummer model, we have taken the mass of the black hole to be $`m=0.01`$, and the length scale of the potential to be $`a=3\pi /16`$. The stellar system is made up of 100,000 stars, each of mass $`m_{}=1\times 10^5`$. The model was integrated for 600 time units. The left half of Fig. 2 shows the binned distributions of one component of the black hole’s position and velocity in the stationary state. The solid lines show the corresponding bin values as predicted by Eqs. (6) and (7), under the assumption that in the stationary state, ensemble averages will be equal to time averages over long time spans. The agreement with the predictions of the model is evidently good (these results were described in ).

The right half of Fig. 2 shows the corresponding plots for the $`n=1/2`$ polytrope. We have here taken $`m=3\times 10^2`$, and $`a=3/4\pi `$. The stellar system is made up of 20,000 stars, each of mass $`m_{}=5\times 10^5`$. The integration time was 900 units. Agreement with the analytical results is again good. We note that the agreement seen in Fig. 2 would be spoiled if the appropriate value for $`\eta `$ were different from that given by our model.

## Summary.

We conclude that the model outlined in this Letter provides a good statistical description of the dynamics of a Brownian particle – such as a massive black hole – in a stellar system. If the black hole is inserted at the center of such a system, the transient effects of its initial position and velocity decay exponentially fast, and it settles into a stationary state in which the distributions of its position and velocity become time-independent. These distributions are also independent of each other and are Gaussian. If the stellar distribution function is Maxwellian, there is in the stationary state precise equipartition of kinetic energy between the black hole and the stars. The greater the deviation of the distribution function from a Maxwellian form, the greater is the deviation from strict equipartition. We have shown several examples of such cases, in one of which the black hole is very far from equipartition. The deviation originates from the existence of an upper velocity limit for stars beyond which the distribution function is zero. Note that the stationary state above is not a true equilibrium, since at very long time-scales (approximately 20 times the relaxation time), the stellar system will undergo core collapse .

The above analytical model applies strictly only to stellar models in which the density and potential profiles are non-singular at small radii; in realistic systems, however, the massive black hole would induce a density cusp consisting of stars bound tightly to it. Since it carries the cusp with it as it moves around, it is as if a black hole of a somewhat larger effective mass were moving in a background of unbound stars whose density profile is flat near the center (and unaffected by the black hole away from the center provided its mass is much smaller than the total mass of the stellar system). Since the restoring force and dynamical friction are provided mainly by the unbound stars, we would expect our results to apply to real systems as long as the mass of stars in the cusp is much smaller than the mass of the black hole; our simulations show that this is indeed so for the cases considered here.

## Acknowledgments.

We thank G. Quinlan for providing the simulation code. This work was supported in part by NASA grants NAG 5-7039, 5-7768, and by NSF grants AST-9900877, AST-0071019 (for AL).