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# Slow relaxation in the large 𝑁 model for phase ordering

## I Introduction

The phase ordering processes following the quench of non disorder systems (e.g. ferromagnets) below the critical point provide a simplified framework for the study of slow relaxation phenomena. In particular, aging and the off equilibrium deviation from the fluctuation dissipation theorem (FDT) have been studied numerically and through analytical treatment of solvable models. The basic structure of the complex phenomenology arising in these processes originates from the wide separation in the time scales of fast and slow variables. Referring to the more intuitive case of a domain forming system, in the late stage of phase ordering the order parameter can be assumed to be the sum of two statistically independent components

$$\varphi (\stackrel{}{x},t)=\psi (\stackrel{}{x},t)+\sigma (\stackrel{}{x},t)$$
(1)
the first describing equilibrium thermal fluctuation within domains and the second off-equilibrium fluctuations due to interface motion. From (1) follows rather straightforwardly the split of the autocorrelation function

$$G(t,t_w)=G_{st}(tt_w)+G_{ag}\left(\frac{t}{t_w}\right)$$
(2)
where $`G_{st}(tt_w)`$ is the stationary time translation invariant (TTI) contribution due to $`\psi `$ and $`G_{ag}(t/t_w)`$ the aging contribution due to the off-equilibrium $`\sigma `$ degrees of freedom. A similar structure shows up in the linear response at the time $`t`$ to an external random field switched on at the earlier time $`t_w`$

$$\chi (t,t_w)=\chi _{st}(tt_w)+\chi _{ag}(t,t_w).$$
(3)
Here, the stationary contribution $`\chi _{st}(tt_w)`$ satisfies the equilibrium FDT with respect to $`G_{st}(tt_w)`$, while $`\chi _{ag}(t,t_w)`$ is the off-equilibrium extra response due to the presence of the interfaces. This is considered to be proportional to the interface density

$$\chi _{ag}(t,t_w)\rho _I(t)$$
(4)
where $`\rho _I(t)L^1(t)`$ and $`L(t)t^{1/z}`$ is the typical domain size with $`z=2`$ for non conserved order parameter, as we shall assume in the following. A more precise formulation of this behavior is through the scaling relation

$$\chi _{ag}(t,t_w)=t_w^a\widehat{\chi }\left(\frac{t}{t_w}\right)$$
(5)
with the exponent $`a=1/2`$. The implication is that $`\chi _{ag}(t,t_w)`$ is negligible in the asymptotic regime $`t_w\mathrm{}`$.

Motivated by analytical results for the one dimensional Ising model which do not fit in the above scheme, recently we have undertaken a detailed study of the behavior of the response function under variation of space dimensionality for a system with a scalar order parameter. On the basis of numerical simulations for discrete Ising spins and approximated analytical results for continuous spins, we have arrived to a picture for the behavior of $`\chi _{ag}(t,t_w)`$ which modifies considerably the one presented above. This is best understood by introducing the notion of the effective response due to a single interface and defined by

$$\chi _{ag}(t,t_w)=\rho _I(t)\chi _{eff}(t,t_w).$$
(6)
Then, if (4) were to hold, $`\chi _{eff}(t,t_w)`$ ought to be a constant. Instead, we have found that for an Ising system this is the case only for $`d>3`$, while for $`d<3`$ there is the power law growth

$$\chi _{eff}(t,t_w)(tt_w)^\alpha $$
(7)
with numerical values for the exponent compatible with $`\alpha =(3d)/4`$. At $`d=3`$ the power law is replaced by logarithmic growth, promoting $`d=3`$ to the role of a critical dimensionality. This result is interesting for two reasons. The first concerns the mechanism of the response and the role of the off-equilibrium degrees of freedom. The power law (7) reveals that for $`d<3`$ the aging component of the response does not originate trivially just from the polarization of interfacial spins, but a more complex phenomenon producing large scale optimization of the position of domains with respect to the external field is at work. The second regards the overall behavior of $`\chi _{ag}(t,t_w)`$. Putting together (6) and (7) the exponent $`a`$ in (5) acquires a dependence on dimensionality

$$a=\{\begin{array}{cc}\frac{1}{2},\hfill & d>3\hfill \\ \frac{d1}{4},\hfill & d<3\hfill \end{array}$$
(8)
showing that $`lim_{t_w\mathrm{}}\chi _{ag}(t,t_w)`$ does not vanish as $`d1`$. This indicates that $`d=1`$ plays the role of a lower critical dimensionality, where the off equilibrium response becomes persistent. An interesting consequence of this phenomenon is that the connection between static and dynamic properties, which holds for $`d>1`$, is invalidated at $`d=1`$. It should be added that in order to have a phase ordering process in $`d=1`$ thermal fluctuations within domains must be suppressed.

As stated previously, the picture summarized above has been established on the basis of a combination of exact results for the $`d=1`$ Ising model, numerical results for Ising systems with $`d>1`$ and approximate analytical results for continuous spin systems. It is, then, interesting to test how general is the picture. As a step in this direction, we have considered the large $`N`$ model where exact analytical calculations can be carried out. The slow relaxation properties of the large $`N`$ or equivalent mean field models, arising in the quench at or below $`T_C`$ have been analyzed before. What we do here, however, goes beyond previous results since we manage to reproduce exactly and analytically the scenario outlined for Ising systems. We show that in the large $`N`$ model one can make explicitly the separation (1) of the order parameter into the sum of two independent components which are responsible of the stationary and aging contributions in (2). Then, we carry out analytically the corresponding separation (3) of the response function. After introducing the notion of defect density for the large $`N`$ model, we derive by analogy with (6) the effective response per defect and we find a behavior, as dimensionality is varied, qualitatively similar to the one established for scalar systems.

The paper is organized as follows. In Section II the large $`N`$ model is defined and the main static properties are reviewed. In Section III the solution of the equation of motion is presented and the analytical form of the autocorrelation function is obtained in quenches at and below the critical point. In Section IV the splitting of the order parameter into independent components satisfying the requirements above described is carried out. In Section V the behavior of the integrated response function is considered in relation to the off equilibrium deviation from the FDT. Finally, concluding remarks are made in Section VI.

## II Model and static properties

We consider the purely relaxational dynamics of a system with a non conserved order parameter governed by the Langevin equation

$$\frac{\stackrel{}{\varphi }(\stackrel{}{x},t)}{t}=\frac{\delta [\stackrel{}{\varphi }]}{\delta \stackrel{}{\varphi }(\stackrel{}{x},t)}+\stackrel{}{\eta }(\stackrel{}{x},t)$$
(9)
where $`\stackrel{}{\varphi }=(\varphi _1,\mathrm{},\varphi _N)`$ is an $`N`$-component vector, $`\stackrel{}{\eta }(\stackrel{}{x},t)`$ is a gaussian white noise with expectations

$$\{\begin{array}{cc}\stackrel{}{\eta }(\stackrel{}{x},t)=0\hfill & \\ \eta _\alpha (\stackrel{}{x},t)\eta _\beta (\stackrel{}{x}^{},t^{})=2T\delta _{\alpha ,\beta }\delta (\stackrel{}{x}\stackrel{}{x}^{})\delta (tt^{})\hfill & \end{array}$$
(10)
and $`T`$ is the temperature of the thermal bath. In the dynamical process of interest the system is initially prepared in the infinite temperature equilibrium state with expectations

$$\{\begin{array}{cc}\stackrel{}{\varphi }(\stackrel{}{x})=0\hfill & \\ \varphi _\alpha (\stackrel{}{x})\varphi _\beta (\stackrel{}{x}^{})=\mathrm{\Delta }\delta _{\alpha ,\beta }\delta (\stackrel{}{x}\stackrel{}{x}^{})\hfill & \end{array}$$
(11)
and at the time $`t=0`$ is quenched to a lower final temperature $`T_F`$. The hamiltonian is of the Ginzburg-Landau form

$$[\stackrel{}{\varphi }]=_Vd^dx\left[\frac{1}{2}(\stackrel{}{\varphi })^2+\frac{r}{2}\stackrel{}{\varphi }^2+\frac{g}{4N}(\stackrel{}{\varphi }^2)^2\right]$$
(12)
where $`r<0`$, $`g>0`$ and $`V`$ is the volume of the system. In the large $`N`$ limit the equation of motion for the Fourier transform of the order parameter $`\stackrel{}{\varphi }(\stackrel{}{k})=_Vd^dx\stackrel{}{\varphi }(\stackrel{}{x})\mathrm{exp}(i\stackrel{}{k}\stackrel{}{x})`$ takes the linear form

$$\frac{\stackrel{}{\varphi }(\stackrel{}{k},t)}{t}=[k^2+I(t)]\stackrel{}{\varphi }(\stackrel{}{k},t)+\stackrel{}{\eta }(\stackrel{}{k},t)$$
(13)
where

$$\{\begin{array}{cc}\stackrel{}{\eta }(\stackrel{}{k},t)=0\hfill & \\ \eta _\alpha (\stackrel{}{k},t)\eta _\beta (\stackrel{}{k}^{},t^{})=2T_F\delta _{\alpha ,\beta }V\delta _{\stackrel{}{k}+\stackrel{}{k}^{},0}\delta (tt^{})\hfill & \end{array}$$
(14)
and the function of time

$$I(t)=r+\frac{g}{N}\stackrel{}{\varphi }^2(\stackrel{}{x},t)$$
(15)
must be determined self-consistently, with the average on the right hand side taken both over thermal noise and initial condition. If the volume $`V`$ is kept finite the system equilibrates in a finite time $`t_{eq}`$ and the order parameter probability distribution reaches the Gibbs state

$$P_{eq}[\stackrel{}{\varphi }(\stackrel{}{k})]=\frac{1}{Z}e^{\frac{1}{2T_FV}_\stackrel{}{k}(k^2+\xi ^2)\stackrel{}{\varphi }(\stackrel{}{k})\stackrel{}{\varphi }(\stackrel{}{k})}$$
(16)
where $`\xi `$ is the correlation length defined by the equilibrium value of $`I(t)`$ through

$$\xi ^2=r+\frac{g}{N}\stackrel{}{\varphi }^2(\stackrel{}{x})_{eq}$$
(17)
with $`_{eq}`$ standing for the average taken with (16).

In order to analyze the properties of $`P_{eq}[\stackrel{}{\varphi }(\stackrel{}{k})]`$ it is necessary to extract from (17) the dependence of $`\xi ^2`$ on $`T`$ and $`V`$. Evaluating the average, the above equation yields

$$\xi ^2=r+\frac{g}{V}\underset{\stackrel{}{k}}{}\frac{T_F}{k^2+\xi ^2}.$$
(18)
The solution of this equation is well known and here we summarize the main features. Separating the $`\stackrel{}{k}=0`$ term under the sum, for very large volume we may rewrite

$$\xi ^2=r+gT_FB(\xi ^2)+g\frac{T_F}{V\xi ^2}$$
(19)
where

$$B(\xi ^2)=\underset{V\mathrm{}}{lim}\frac{1}{V}\underset{\stackrel{}{k}}{}\frac{1}{k^2+\xi ^2}=\frac{d^dk}{(2\pi )^d}\frac{e^{\frac{k^2}{\mathrm{\Lambda }^2}}}{k^2+\xi ^2}$$
(20)
regularizing the integral by introducing the high momentum cutoff $`\mathrm{\Lambda }`$. The function $`B(x)`$ is a non negative monotonically decreasing function with the maximum value at $`x=0`$

$$B(0)=\frac{d^dk}{(2\pi )^d}\frac{e^{\frac{k^2}{\mathrm{\Lambda }^2}}}{k^2}=(4\pi )^{\frac{d}{2}}\frac{2}{d2}\mathrm{\Lambda }^{d2}.$$
(21)
By graphical analysis one can easily show that (19) admits a finite solution for all $`T_F`$. However, there exists the critical value of the temperature $`T_C`$ defined by

$$r+gT_CB(0)=0$$
(22)
such that for $`T_F>T_C`$ the solution is independent of the volume, while for $`T_FT_C`$ it depends on the volume. Using

$$B(x)=(4\pi )^{\frac{d}{2}}x^{\frac{d}{2}1}e^{\frac{x}{\mathrm{\Lambda }^2}}\mathrm{\Gamma }(1\frac{d}{2},\frac{x}{\mathrm{\Lambda }^2})$$
(23)
where $`\mathrm{\Gamma }(1\frac{d}{2},\frac{x}{\mathrm{\Lambda }^2})`$ is the incomplete gamma function, for $`0<\frac{T_FT_C}{T_C}1`$ one finds (Appendix I) $`\xi (\frac{T_FT_C}{T_C})^\nu `$ where $`\nu =1/2`$ for $`d>4`$ and $`\nu =1/(d2)`$ for $`d<4`$, with logarithmic corrections for $`d=4`$. At $`T_C`$ one has $`\xi V^\lambda `$ with $`\lambda =1/4`$ for $`d>4`$ and $`\lambda =1/d`$ for $`d<4`$, again with logarithmic corrections for $`d=4`$. Finally, below $`T_C`$ one finds $`\xi ^2=\frac{M^2V}{T_F}`$ where $`M^2=M_0^2\left(\frac{T_CT_F}{T_C}\right)`$ and $`M_0^2=r/g`$.

Let us now see what are the implications for the equilibrium state. As (16) shows the individual Fourier components are independent random variables, gaussianly distributed with zero average. The variance is given by

$$\frac{1}{N}\stackrel{}{\varphi }(\stackrel{}{k})\stackrel{}{\varphi }(\stackrel{}{k})_{eq}=VC_{eq}(\stackrel{}{k})$$
(24)
where

$$C_{eq}(\stackrel{}{k})=\frac{T_F}{k^2+\xi ^2}$$
(25)
is the equilibrium structure factor. For $`T_F>T_C`$, all $`\stackrel{}{k}`$ modes behave in the same way, with the variance growing linearly with the volume. For $`T_FT_C`$, instead, $`\xi ^2`$ is negligible with respect to $`k^2`$ except at $`\stackrel{}{k}=0`$, yielding

$`C_{eq}(\stackrel{}{k})=\{\begin{array}{cc}\frac{T_C}{k^2}(1\delta _{\stackrel{}{k},0})+aV^{2\lambda }\delta _{\stackrel{}{k},0}\hfill & \text{, for }T_F=T_c\text{ }\hfill \\ \frac{T_F}{k^2}(1\delta _{\stackrel{}{k},0})+M^2V\delta _{\stackrel{}{k},0}\hfill & \text{, for }T_F<T_c\hfill \end{array}`$ (28)
where $`a`$ is a constant (Appendix I). This produces a volume dependence in the variance of the $`\stackrel{}{k}=0`$ mode growing faster than linear. Therefore, for $`T_FT_C`$ the $`\stackrel{}{k}=0`$ mode behaves differently from all the other modes with $`\stackrel{}{k}0`$. For $`T_F<T_C`$ the probability distribution (16) takes the form

$$P_{eq}[\stackrel{}{\varphi }(\stackrel{}{k})]=\frac{1}{Z}e^{\frac{\stackrel{}{\varphi }^2(0)}{2M^2V^2}}e^{\frac{1}{2T_FV}_\stackrel{}{k}k^2\stackrel{}{\varphi }(\stackrel{}{k})\stackrel{}{\varphi }(\stackrel{}{k})}.$$
(29)
Therefore, crossing $`T_C`$ there is a transition from the usual disordered high temperature phase to a low temperature phase characterized by a macroscopic variance in the distribution of the $`\stackrel{}{k}=0`$ mode. The distinction between this phase and the mixture of pure states, obtained below $`T_C`$ when $`N`$ is kept finite, has been discussed elsewhere.

We shall refer to this transition as condensation of fluctuations in the $`\stackrel{}{k}=0`$ mode. In order to gain a better insight it is convenient to go back to real space, splitting the order parameter into the sum of the two independent components

$$\stackrel{}{\varphi }(\stackrel{}{x})=\stackrel{}{\sigma }+\stackrel{}{\psi }(\stackrel{}{x})$$
(30)
with

$$\stackrel{}{\sigma }=\frac{1}{V}\stackrel{}{\varphi }(\stackrel{}{k}=0)$$
(31)
and

$$\stackrel{}{\psi }(\stackrel{}{x})=\frac{1}{V}\underset{\stackrel{}{k}0}{}\stackrel{}{\varphi }(\stackrel{}{k})e^{i\stackrel{}{k}\stackrel{}{x}}.$$
(32)
Then (29) takes the form

$$P_{eq}[\stackrel{}{\varphi }(\stackrel{}{x})]=P(\stackrel{}{\sigma })P[\stackrel{}{\psi }(\stackrel{}{x})]$$
(33)
where

$$P(\stackrel{}{\sigma })=\frac{1}{(2\pi M^2)^{N/2}}e^{\frac{\stackrel{}{\sigma }^2}{2M^2}}$$
(34)
shows the formation of the condensate below $`T_C`$ with the macroscopic variance $`\frac{1}{N}\stackrel{}{\sigma }^2_{eq}=M^2`$ while

$$P[\stackrel{}{\psi }(\stackrel{}{x})]=\frac{1}{Z}e^{\frac{1}{2T_F}_Vd^dx(\stackrel{}{\psi })^2}$$
(35)
describes thermal fluctuations about the condensate. Correspondingly, the correlation function $`G_{eq}(\stackrel{}{x}\stackrel{}{x}^{})=(1/N)\stackrel{}{\varphi }(\stackrel{}{x})\stackrel{}{\varphi }(\stackrel{}{x}^{})_{eq}`$ splits into the sum of two pieces

$$G_{eq}(\stackrel{}{x}\stackrel{}{x}^{})=G_T(\stackrel{}{x}\stackrel{}{x}^{})+M^2$$
(36)
where

$$G_T(\stackrel{}{x}\stackrel{}{x}^{})=\frac{1}{N}\stackrel{}{\psi }(\stackrel{}{x})\stackrel{}{\psi }(\stackrel{}{x}^{})_{eq}$$
(37)
is the correlation of thermal fluctuations and $`M^2`$ comes from fluctuations of the condensate. Since $`G_T(\stackrel{}{x}\stackrel{}{x}^{})`$ at large distances decays like $`|\stackrel{}{x}\stackrel{}{x}^{}|^{2d}`$, from (36) follows $`lim_{\stackrel{}{x}\stackrel{}{x}^{}\mathrm{}}G_{eq}(\stackrel{}{x}\stackrel{}{x}^{})=M^2`$ showing the violation of the clustering property of the correlation function due to the breaking of ergodicity in the low temperature phase. For future reference, notice that from (17) follows that for $`\stackrel{}{x}=\stackrel{}{x}^{}`$ and $`T_FT_C`$

$$G_{eq}(0)=M_0^2$$
(38)
which in turn implies

$$G_T(0)=M_0^2M^2.$$
(39)
As stated above, with a finite $`V`$ equilibrium is reached for $`tt_{eq}`$ and $`t_{eq}\xi ^2`$. Hence, in a quench to $`T_F<T_C`$ one has $`t_{eq}V`$ implying that if the $`V\mathrm{}`$ limit is taken at the beginning of the quench, equilibrium is not reached for any finite time. Since in the following we are interested in the relaxation regime before equilibrium is reached, we shall take the thermodynamic limit from the outset. We are interested to see whether it is possible to carry out the decomposition (1) of the order parameter in such a way that $`\stackrel{}{\sigma }(\stackrel{}{x},t)`$ eventually evolves into the equilibrium condensate $`\stackrel{}{\sigma }`$ and $`\stackrel{}{\psi }(\stackrel{}{x},t)`$ into the equilibrium thermal fluctuations.

## III Dynamics

Due to rotational symmetry, from now on we shall drop vectors and refer to the generic component of the order parameter. The formal solution of (13) is given by

$$\varphi (\stackrel{}{k},t)=R(\stackrel{}{k},t,0)\varphi _0(\stackrel{}{k})+_0^t𝑑t^{}R(\stackrel{}{k},t,t^{})\eta (\stackrel{}{k},t^{})$$
(40)
where $`\varphi _0(\stackrel{}{k})=\varphi (\stackrel{}{k},t=0)`$ and according to (11) in the $`V\mathrm{}`$ limit

$$\{\begin{array}{cc}\varphi _0(\stackrel{}{k})=0\hfill & \\ \varphi _0(\stackrel{}{k})\varphi _0(\stackrel{}{k}^{})=\mathrm{\Delta }(2\pi )^d\delta (\stackrel{}{k}+\stackrel{}{k}^{}).\hfill & \end{array}$$
(41)
The response function is given by

$$R(\stackrel{}{k},t,t^{})=\frac{Y(t^{})}{Y(t)}e^{k^2(tt^{})}$$
(42)
with $`Y(t)=\mathrm{exp}[Q(t)]`$, $`Q(t)=_0^t𝑑sI(s)`$ and $`Y(0)=1`$. The actual solution is obtained once the function $`Y(t)`$ is determined. In order to do this, notice that from the definition of $`Y(t)`$ follows

$$\frac{dY^2(t)}{dt}=2\left[r+g\varphi ^2(\stackrel{}{x},t)\right]Y^2(t).$$
(43)
Writing $`\varphi ^2(\stackrel{}{x},t)`$ in terms of the structure factor

$$\varphi ^2(\stackrel{}{x},t)=\frac{d^dk}{(2\pi )^d}C(\stackrel{}{k},t)e^{\frac{k^2}{\mathrm{\Lambda }^2}}$$
(44)
and using (40) to evaluate $`C(\stackrel{}{k},t)`$

$$C(\stackrel{}{k},t)=R^2(k,t,0)\mathrm{\Delta }+2T_F_0^t𝑑t^{}R^2(\stackrel{}{k},t,t^{})$$
(45)
from (43) we obtain the integro-differential equation

$$\frac{dY^2(t)}{dt}=2rY^2(t)+2g\mathrm{\Delta }f\left(t+\frac{1}{2\mathrm{\Lambda }^2}\right)+4gT_F_0^t𝑑t^{}f\left(tt^{}+\frac{1}{2\mathrm{\Lambda }^2}\right)Y^2(t^{})$$
(46)
where

$$f(x)\frac{d^dk}{(2\pi )^d}e^{2k^2x}=(8\pi x)^{\frac{d}{2}}.$$
(47)
Solving (46) by Laplace transform, the leading behavior of $`Y(t)`$ for large time is given by

$$Y^2(t)=\{\begin{array}{cc}A_ae^{2\xi ^2t}\hfill & \text{; for }T_F>T_C\hfill \\ A_ct^\omega \hfill & \text{; for }T_F=T_C\hfill \\ A_bt^{\frac{d}{2}}\hfill & \text{; for }T_F<T_C\hfill \end{array}$$
(48)
where $`\omega =0`$ for $`d>4`$ and $`\omega =(d4)/2`$ for $`d<4`$. The values of the constants $`A_a,A_b`$ and $`A_c`$ are listed in Appendix II.

This completes the solution of the model. Once the response function is known, we may go back to (40) and take various averages. Using (14) and (41) we have

$$\varphi (\stackrel{}{k},t)=0$$
(49)
and for the two time structure factor $`\varphi (\stackrel{}{k},t)\varphi (\stackrel{}{k}^{},t^{})=C(\stackrel{}{k},t,t^{})(2\pi )^d\delta (\stackrel{}{k}+\stackrel{}{k}^{})`$ with $`tt^{}`$

$$C(\stackrel{}{k},t,t^{})=R(\stackrel{}{k},t,0)R(\stackrel{}{k},t^{},0)\mathrm{\Delta }+2T_F_0^t^{}𝑑t^{\prime \prime }R(\stackrel{}{k},t,t^{\prime \prime })R(\stackrel{}{k},t^{},t^{\prime \prime }).$$
(50)
The corresponding real space correlation function $`G(\stackrel{}{x}\stackrel{}{x}^{},t,t^{})=\varphi (\stackrel{}{x},t)\varphi (\stackrel{}{x}^{},t^{})`$ is given by

$`G(\stackrel{}{x}\stackrel{}{x}^{},t,t^{})`$ $`=`$ $`{\displaystyle 𝑑\stackrel{}{x}^{\prime \prime }R(\stackrel{}{x}\stackrel{}{x}^{\prime \prime },t,0)R(\stackrel{}{x}^{}\stackrel{}{x}^{\prime \prime },t^{},0)\mathrm{\Delta }}`$ (51)
$`+`$ $`2T_F{\displaystyle _0^t^{}}𝑑t^{\prime \prime }{\displaystyle 𝑑\stackrel{}{x}^{\prime \prime }R(\stackrel{}{x}\stackrel{}{x}^{\prime \prime },t,t^{\prime \prime })R(\stackrel{}{x}^{}\stackrel{}{x}^{\prime \prime },t^{},t^{\prime \prime })}`$ (52)
where $`R(\stackrel{}{x},t,t^{})`$ is the inverse Fourier transform of $`R(\stackrel{}{k},t,t^{})`$. In the following we will be primarily concerned with the autocorrelation function $`G(t,t^{})=G(\stackrel{}{x}\stackrel{}{x}^{}=0,t,t^{})`$. Using the definitions (42) and (47) this is given by

$$G(t,t^{})=\frac{1}{Y(t)Y(t^{})}\left[f\left(\frac{t+t^{}}{2}+\frac{1}{2\mathrm{\Lambda }^2}\right)\mathrm{\Delta }+2T_F_0^t^{}𝑑t^{\prime \prime }f\left(\frac{t+t^{}}{2}t^{\prime \prime }+\frac{1}{2\mathrm{\Lambda }^2}\right)Y^2(t^{\prime \prime })\right].$$
(53)
The behavior of this quantity for different final temperatures and for different time regimes has been studied in the literature. Here we summarize the results.

For $`T_F>T_C`$ from (48) follows that for $`t^{}>t_{eq}=2\xi ^2`$ the autocorrelation function is TTI

$$G(\tau )=G_{eq}(0)e^{\frac{\tau }{t_{eq}}}$$
(54)
where $`G_{eq}(0)`$ is the equilibrium fluctuation above $`T_C`$ given by (17), i.e. $`G_{eq}(0)=M_0^2+\frac{1}{g}\xi ^2`$ and $`\tau =tt^{}`$.

For $`T_FT_c`$ the equilibration time diverges and there are two time regimes of interest:

i) short time separation: $`t^{}\mathrm{},\frac{\tau }{t^{}}0`$

ii) large time separation: $`t^{}\mathrm{},\frac{\tau }{t^{}}\mathrm{}`$.

Taking $`t^{}`$ large and using (48), for $`T_F=T_C`$ in these limits we find

$$G(t,t^{})=\{\begin{array}{cc}M_0^2(\mathrm{\Lambda }^2\tau +1)^{1\frac{d}{2}}\hfill & \text{, for }\frac{\tau }{t^{}}0\hfill \\ At^{1\frac{d}{2}}F(\frac{t}{t^{}})\hfill & \text{, for }\frac{\tau }{t^{}}\mathrm{}\hfill \end{array}$$
(55)
with

$$F(x)=\{\begin{array}{cc}\frac{4}{(4\pi )^{d/2}(d2)}(x1)^{1d/2}\frac{x^{1d/4}}{x+1}\hfill & \text{, for }2<d<4\text{ }\hfill \\ \frac{4}{(8\pi )^{d/2}(d2)}\left[\left(\frac{x1}{2}\right)^{1d/2}\left(\frac{x+1}{2}\right)^{1d/2}\right]\hfill & \text{, for }d>4\text{ }\hfill \end{array}$$
(56)
and for $`T_F<T_c`$

$$G(t,t^{})=\{\begin{array}{cc}M^2+(M_0^2M^2)(\mathrm{\Lambda }^2\tau +1)^{1\frac{d}{2}}\hfill & \text{, for }\frac{\tau }{t^{}}0\hfill \\ M^2\left[\frac{4tt^{}}{(t+t^{})^2}\right]^{\frac{d}{4}}\hfill & \text{, for }\frac{\tau }{t^{}}\mathrm{}.\hfill \end{array}$$
(57)
In the latter case we may also write

$$G(t,t^{})=G_{st}(\tau )+G_{ag}\left(\frac{t^{}}{t}\right)$$
(58)
where

$$G_{st}(\tau )=(M_0^2M^2)(\mathrm{\Lambda }^2\tau +1)^{1\frac{d}{2}}$$
(59)
and

$$G_{ag}(x)=M^2\left[\frac{4x}{(1+x)^2}\right]^{\frac{d}{4}}.$$
(60)
This is illustrated in Fig.1 which shows the convergence toward the form (58) of the exact autocorrelation function $`G(t,t^{})`$ obtained by solving numerically the coupled set of equations (46) and (53).

As explained in the Introduction, this behavior is suggestive of the existence of two variables responsible respectively of the stationary and of the aging behaviors. We want now to show that in the large $`N`$ limit these two variables can be explicitly constructed.

## IV Splitting of the field

The task stated at the end of the previous Section requires the splitting of the order parameter field into the sum of two independent contributions

$$\varphi (\stackrel{}{x},t)=\psi (\stackrel{}{x},t)+\sigma (\stackrel{}{x},t)$$
(61)
with zero averages $`\psi (\stackrel{}{x},t)=\overline{\sigma (\stackrel{}{x},t)}=0`$ and autocorrelation functions such that

$$\psi (\stackrel{}{x},t)\psi (\stackrel{}{x},t^{})=G_{st}(\tau )$$
(62)
$$\overline{\sigma (\stackrel{}{x},t)\sigma (\stackrel{}{x},t^{})}=G_{ag}(t^{}/t).$$
(63)
In order to stress the statistical independence of the two component fields, we have used the angular brackets for averages over $`\psi `$ and the overbar for averages over $`\sigma `$.

For the construction of fields with these properties, let us go back to Fourier space. Using the multiplicative property of the response function

$$R(\stackrel{}{k},t,t^{})R(\stackrel{}{k},t^{},t_0)=R(\stackrel{}{k},t,t_0)$$
(64)
with $`t>t^{}>t_0`$ it is easy to show that the formal solution (40) of the equation of motion can be rewritten as the sum of two statistically independent components $`\varphi (\stackrel{}{k},t)=\psi (\stackrel{}{k},t)+\sigma (\stackrel{}{k},t)`$ with

$$\sigma (\stackrel{}{k},t)=R(\stackrel{}{k},t,t_0)\varphi (\stackrel{}{k},t_0)$$
(65)
and

$$\psi (\stackrel{}{k},t)=_{t_0}^t𝑑t^{}R(\stackrel{}{k},t,t^{})\eta (\stackrel{}{k},t^{})$$
(66)
since for $`0t_0<t`$, $`\varphi (\stackrel{}{k},t_0)`$ and $`\eta (\stackrel{}{k},t)`$ are independent by causality. In other words, the order parameter at the time $`t`$ is split into the sum of a component $`\sigma (\stackrel{}{k},t)`$ driven by the fluctuations of the order parameter at the earlier time $`t_0`$ and a component $`\psi (\stackrel{}{k},t)`$ driven by the thermal history between $`t_0`$ and $`t`$. Let us remark that $`t_0`$ can be chosen arbitrarily between the initial time of the quench ($`t=0`$) and the observation time $`t`$. With the particular choice $`t_0=0`$, the component $`\sigma (\stackrel{}{k},t)`$ is driven by the fluctuations in the initial condition (41). The $`\psi `$ component describes fluctuations of thermal origin while the $`\sigma `$ component, as it will be clear below, if $`t_0`$ is chosen sufficiently large, describes the local condensation of the order parameter.

According to definitions (65) and (66), from (14) and (41) follows $`\overline{\sigma (\stackrel{}{k},t)}=\psi (\stackrel{}{k},t)=0`$. The two time structure factor splits into the sum

$$C(\stackrel{}{k},t,t^{})=C_\sigma (\stackrel{}{k},t,t^{})+C_\psi (\stackrel{}{k},t,t^{})$$
(67)
with $`\overline{\sigma (\stackrel{}{k},t)\sigma (\stackrel{}{k}^{},t^{})}=C_\sigma (\stackrel{}{k},t,t^{})(2\pi )^d\delta (\stackrel{}{k}+\stackrel{}{k}^{})`$ and

$$C_\sigma (\stackrel{}{k},t,t^{})=R(\stackrel{}{k},t,t_0)R(\stackrel{}{k},t^{},t_0)C(\stackrel{}{k},t_0)$$
(68)
where $`C(\stackrel{}{k},t_0)`$ is the equal time structure factor at the time $`t_0`$. Similarly $`\psi (\stackrel{}{k},t)\psi (\stackrel{}{k}^{},t^{})=C_\psi (\stackrel{}{k},t,t^{})(2\pi )^d\delta (\stackrel{}{k}+\stackrel{}{k}^{})`$ with

$$C_\psi (\stackrel{}{k},t,t^{})=2T_F_{t_0}^t^{}𝑑t^{\prime \prime }R(\stackrel{}{k},t,t^{\prime \prime })R(\stackrel{}{k},t^{},t^{\prime \prime }).$$
(69)
Going to real space and setting $`\stackrel{}{x}=\stackrel{}{x}^{}`$, we have

$$G(t,t^{})=G_\sigma (t,t^{})+G_\psi (t,t^{})$$
(70)
with

$$G_\sigma (t,t^{})=\frac{Y^2(t_0)}{Y(t)Y(t^{})}\frac{d^dk}{(2\pi )^d}e^{k^2\left(t+t^{}2t_0+\frac{1}{\mathrm{\Lambda }^2}\right)}C(\stackrel{}{k},t_0)$$
(71)
and

$$G_\psi (t,t^{})=2T_F_{t_0}^t^{}𝑑t^{\prime \prime }\frac{Y^2(t^{\prime \prime })}{Y(t)Y(t^{})}\frac{d^dk}{(2\pi )^d}e^{k^2\left(t+t^{}2t^{\prime \prime }+\frac{1}{\mathrm{\Lambda }^2}\right)}.$$
(72)
Assuming that $`t`$ and $`t^{}`$ are sufficiently larger than $`t_0`$ so that $`C(\stackrel{}{k},t_0)`$ under the integral in (71) can be replaced by its value at $`\stackrel{}{k}=0`$ and using (47) we may write

$$G_\sigma (t,t^{})=\frac{Y^2(t_0)}{Y(t)Y(t^{})}f\left(\frac{t+t^{}}{2}t_0+\frac{1}{2\mathrm{\Lambda }^2}\right)C_0$$
(73)
$$G_\psi (t,t^{})=\frac{2T_F}{Y(t)Y(t^{})}_{t_0}^t^{}𝑑t^{\prime \prime }f\left(\frac{t+t^{}}{2}t^{\prime \prime }+\frac{1}{2\mathrm{\Lambda }^2}\right)Y^2(t^{\prime \prime })$$
(74)
where $`C_0=C(\stackrel{}{k}=0,t_0)`$.

Let us now evaluate these results for short and large time separations. In the first case the dominant contributions are given by

$$G_\sigma (t,t^{})=M^2(M_0^2M^2)(2\mathrm{\Lambda }^2t_0)^{1\frac{d}{2}}$$
(75)
and

$$G_\psi (t,t^{})=(M_0^2M^2)\left[(2\mathrm{\Lambda }^2t_0)^{1\frac{d}{2}}+(\mathrm{\Lambda }^2\tau +1)^{1\frac{d}{2}}\right]$$
(76)
where the unknown constant $`C_0`$ entering (73) has been eliminated imposing that the equilibrium sum rule $`G_\sigma (0)+G_\psi (0)=M_0^2`$ be satisfied. The sum of the above contributions is independent of $`t_0`$, as it should, and coincides with (57). Similarly, in the large time regime we find the $`t_0`$ dependent results

$$G_\sigma (t,t^{})=\left[M^2(M_0^2M^2)(2\mathrm{\Lambda }^2t_0)^{1\frac{d}{2}}\right]\left[\frac{4tt^{}}{(t+t^{})^2}\right]^{\frac{d}{4}}$$
(77)
and

$$G_\psi (t,t^{})=(M_0^2M^2)(2\mathrm{\Lambda }^2t_0)^{1\frac{d}{2}}\left[\frac{4tt^{}}{(t+t^{})^2}\right]^{\frac{d}{4}}$$
(78)
again with the sum independent of $`t_0`$ and giving back (57). Defining the microscopic time $`t^{}=\mathrm{\Lambda }^2`$, we see that taking $`t_0t^{}`$ from (75) and (76) we get the short time behavior

$$\{\begin{array}{cc}G_\sigma (t,t^{})=M^2\hfill & \\ G_\psi (t,t^{})=(M_0^2M^2)(\mathrm{\Lambda }^2\tau +1)^{1\frac{d}{2}}\hfill & \end{array}$$
(79)
while from (77) and (78) follows the large time behavior

$$\{\begin{array}{cc}G_\sigma (t,t^{})=M^2\left[\frac{4tt^{}}{(t+t^{})^2}\right]^{\frac{d}{4}}\hfill & \\ G_\psi (t,t^{})=0.\hfill & \end{array}$$
(80)
Comparing with (59) and (60) we can make the identifications

$$G_\psi (t,t^{})=G_{st}(\tau )$$
(81)
and

$$G_\sigma (t,t^{})=G_{ag}\left(\frac{t^{}}{t}\right).$$
(82)
Therefore, the fields $`\sigma (\stackrel{}{x},t)`$ and $`\psi (\stackrel{}{x},t)`$ defined by (65) and (66), with the choice of $`t_0t^{}`$, provide an explicit realization of the decomposition (61) satisfying the requirements (62) and (63). The physical meaning of the two components can be readily understood comparing the equal time values of (79), which yield respectively $`G_\sigma (t=t^{})=M^2`$ and $`G_\psi (t=t^{})=M_0^2M^2`$, with the equilibrium results (38) and (39). It is then clear that the field $`\sigma (\stackrel{}{x},t)`$ is associated to local condensation of the order parameter with fluctuations of size $`M^2`$, while the field $`\psi (\stackrel{}{x},t)`$ describes thermal fluctuations. In the case of a system with a scalar order parameter, $`\sigma `$ would be associated to the average value of the order parameter characteristic of a domain and $`\psi `$ to thermal fluctuations within domains . This makes also clear the origin of the requirement $`t_0t^{}`$. In order to make a separation of variables with the above physical meaning, it is necessary to wait a time $`t_0`$ large enough for all microscopic transients to have occurred leaving well formed local equilibrium.

## V Response function

In the previous Section we have produced the explicit separation of the order parameter into the condensation component and thermal fluctuations in the quench at $`T_F<T_C`$. It is now interesting to see in what relation these components are with the linear response function.

If an external field is switched on at the time $`t_w>t_0`$, the splitting (61) modifies into $`\stackrel{}{\varphi }_h(\stackrel{}{x},t)=\stackrel{}{\psi }(\stackrel{}{x},t)+\stackrel{}{\sigma }_h(\stackrel{}{x},t)`$ where to linear order

$$\stackrel{}{\sigma }_h(\stackrel{}{x},t)=\stackrel{}{\sigma }(\stackrel{}{x},t)+_{t_w}^t𝑑t^{}_V𝑑\stackrel{}{x}^{}R(\stackrel{}{x}\stackrel{}{x}^{},t,t^{})\stackrel{}{h}(\stackrel{}{x}^{})$$
(83)
with $`\sigma (\stackrel{}{x},t),\psi (\stackrel{}{x},t)`$ and $`R(\stackrel{}{x},t,t^{})`$ unperturbed quantities. Here, we are interested in the response to a quenched, gaussianly distributed random field with expectations

$`\{\begin{array}{cc}E_h[\stackrel{}{h}(\stackrel{}{x})]=0\hfill & \\ E_h[h_\alpha (\stackrel{}{x})h_\beta (\stackrel{}{x}^{})]=h_0^2\delta _{\alpha \beta }\delta (\stackrel{}{x}\stackrel{}{x}^{}).\hfill & \end{array}`$ (86)
Computing the staggered magnetization from (83) and averaging over the field we obtain

$$\frac{1}{Nh_0^2V}_V𝑑\stackrel{}{x}E_h[\overline{\stackrel{}{\sigma }_h(\stackrel{}{x},t)}\stackrel{}{h}(\stackrel{}{x})]=\chi (t,t_w)$$
(87)
where $`\chi (t,t_w)=_{t_w}^tR(t,t^{})`$ is the integrated response function and $`R(t,t^{})=R(\stackrel{}{x}\stackrel{}{x}^{}=0,t,t^{})`$. From (42) and (48) for $`T_F<T_c`$

$$R(t,t^{})=\frac{d^dk}{(2\pi )^d}R(\stackrel{}{k},t,t^{})e^{\frac{k^2}{\mathrm{\Lambda }^2}}=(4\pi )^{\frac{d}{2}}\left(\frac{t^{}}{t}\right)^{\frac{d}{4}}\left(tt^{}+\frac{1}{\mathrm{\Lambda }^2}\right)^{\frac{d}{2}}.$$
(88)
Let us then write the integrated response function as the sum

$$\chi (t,t_w)=\chi _{st}(tt_w)+\chi _{ag}(t,t_w)$$
(89)
where the stationary component $`\chi _{st}(tt_w)`$ is defined by requiring that the equilibrium FDT be satisfied with respect to the stationary component (81) of the autocorrelation function, namely

$$T_F\chi _{st}(tt_w)=G_\psi (0)G_\psi (tt_w).$$
(90)
It is straightforward to check that this is verified by

$`\chi _{st}(tt_w)`$ $`=`$ $`(4\pi )^{\frac{d}{2}}{\displaystyle _{t_w}^t}𝑑t^{}\left(tt^{}+{\displaystyle \frac{1}{\mathrm{\Lambda }^2}}\right)^{\frac{d}{2}}`$ (91)
$`=`$ $`{\displaystyle \frac{1}{T_F}}(M_0^2M^2)\left\{1[\mathrm{\Lambda }^2(tt_w)+1]^{1\frac{d}{2}}\right\}.`$ (92)
The aging component then remains defined by the difference

$`\chi _{ag}(t,t_w)`$ $`=`$ $`\chi (t,t_w)\chi _{st}(tt_w)`$ (93)
$`=`$ $`(4\pi )^{\frac{d}{2}}t_w^{1\frac{d}{2}}x^{\frac{d}{2}1}{\displaystyle _x^1}𝑑y\left(1y+{\displaystyle \frac{x}{\mathrm{\Lambda }^2t_w}}\right)^{\frac{d}{2}}\left(y^{\frac{d}{4}}1\right)`$ (94)
where $`x=t_w/t`$. This shows that for $`d>2`$ and any fixed value of $`x`$ $`lim_{t_w\mathrm{}}\chi _{ag}(t,t_w)=0`$ implying

$$\underset{t_w\mathrm{}}{lim}\chi (t,t_w)=\chi _{st}(tt_w).$$
(95)
Hence, in the limit $`t_w\mathrm{}`$ the equilibrium FDT (90) is satisfied by the whole response function and the plot of $`\chi (t,t_w)`$ vs $`G_\psi (t,t_w)`$ is linear. Instead, if $`\chi (t,t_w)`$ is plotted against the full autocorrelation function (70), from (58) follows

$$\underset{t_w\mathrm{}}{lim}T_F\chi (t,t_w)=\{\begin{array}{cc}G(t,t)G(t,t_w)\hfill & \text{, for }M^2<G(t,t_w)M_0^2\hfill \\ M_0^2M^2\hfill & \text{, for }G(t,t_w)<M^2\hfill \end{array}$$
(96)
yielding the behavior of Fig.2 which is characteristic of the phase ordering process.

For $`d=2`$ the power of $`t_w`$ in front of the integral disappairs from (94) and the leading contribution for $`t\mathrm{\Lambda }^2`$ is given by

$$\chi _{ag}(t,t_w)=\frac{1}{2\pi }\mathrm{log}\left(\frac{2}{1+\sqrt{x}}\right)$$
(97)
showing that the aging contribution to the response does not vanish as $`t_w\mathrm{}`$. Furthermore, since $`T_C=0`$ for $`d=2`$, the phase-ordering process requires $`T_F=0`$ and from (70) follows

$$G(t,t^{})=G_\sigma (t,t^{})=2M_0^2\frac{\sqrt{x}}{1+x}.$$
(98)
Eliminating $`x`$ between (97) and (98) we get

$$\chi _{ag}(G)=\frac{1}{2\pi }\mathrm{log}\left\{\frac{2}{1+\frac{M_0^2}{G}\left[1\sqrt{1\frac{G^2}{M_0^4}}\right]}\right\}$$
(99)
which gives a parametric plot (Fig. 3) qualitatively similar to what one finds in the Ising model for $`d=1`$.

As it was recalled in the Introduction, with a scalar order parameter the behavior of $`\chi _{ag}(t,t_w)`$ under variations of dimensionality becomes trasparent by introducing the effective response $`\chi _{eff}(t,t_w)`$ associated to a single interface. The mechanism regulating the behavior of $`\chi _{ag}(t,t_w)`$ then is explained through the balance between the rate of loss of interfaces as coarsening proceeds, and the rate of growth of the single interface response given by (7). The dimensionality dependence of the exponent $`\alpha `$ in that case is the outcome of the competition between the external field and the curvature of interfaces in the drive of interface motion.

In the large $`N`$ model there are no localized defects and none of the above concepts has direct physical meaning. Nonetheless, the notion of defect density can be extended to the large $`N`$ case by looking at the behavior of $`I(t)`$. Consider the quench to $`T_F=0`$ where there are no thermal fluctuations. From (48), for large time, $`I(t)t^1`$ namely

$$M_0^2\frac{1}{N}\stackrel{}{\varphi }^2(\stackrel{}{x},t)t^1.$$
(100)
If the system was in the ordered state, with the order parameter aligned everywhere, the left hand side ought to vanish. Therefore, the positive difference (100) may be attributed to “defects” with density

$$\rho _D(t)L^2(t)t^1$$
(101)
which is what one obtains in general with a vector order parameter. We may then define the effective response function per defect by the analogue of (6) $`\chi _{ag}(t,t_w)=\rho _D(t)\chi _{eff}(t,t_w)`$ which yields

$$\chi _{eff}(t,t_w)=t^{2\frac{d}{2}}_x^1𝑑y\frac{y^{\frac{d}{4}}1}{\left(1y+\frac{1}{\mathrm{\Lambda }^2t}\right)^{\frac{d}{2}}}.$$
(102)
The behavior of this quantity can be computed analytically for short and for large time separation obtaining in both cases, apart from a change in the prefactor, a power law behavior as in (6)

$$\chi _{eff}(t,t_w)(tt_w)^\alpha $$
(103)
with

$$\alpha =\{\begin{array}{cc}0\hfill & \text{, for }d>4\hfill \\ 2\frac{d}{2}\hfill & \text{, for }d<4\hfill \end{array}$$
(104)
and

$$\chi _{eff}(t,t_w)\mathrm{log}\left[\mathrm{\Lambda }^2(tt_w)\right]$$
(105)
for $`d=4`$. The overall exact behavior of $`\chi _{eff}(t,t_w)`$ is depicted in Fig.4, obtained by plotting (102) for different dimensionalities.

Therefore, the qualitative picture is the same obtained in the scalar case. There exist upper critical dimensionalities, $`d_U=3`$ for $`N=1`$ and $`d_U=4`$ for $`N=\mathrm{}`$ (presumably for all $`N>1`$), above which $`\chi _{eff}`$ saturates to a constant value within microscopic times. At $`d_U`$ $`\chi _{eff}`$ grows logarithmically, while below $`d_U`$ there is power law growth. In addition there are lower critical dimensionalities, $`d_L=1`$ for $`N=1`$ and $`d_L=2`$ for $`N=\mathrm{}`$ (or $`N>1`$), where the exponent $`\alpha `$ reaches exactly the value such that $`\chi _{eff}(t,t_w)\rho _I^1(t)`$ in the scalar case and $`\chi _{eff}(t,t_w)\rho _D^1(t)`$ in the vectorial case. Namely, at $`d_L`$ the growth of $`\chi _{eff}`$ makes up exactly for the loss of interfaces or defects, producing the behavior illustrated in Fig. 3.

## VI Concluding remarks

In this paper we have shown that the basic features of the slow relaxation phenomenology arising in phase ordering processes: separation of order parameter, autocorrelation function and linear response function into fast and slow components, can be obtained analytically and exactly in the large $`N`$ model. The behavior of $`\chi _{ag}(t,t_w)`$ is of particular interest since it displays the same qualitative pattern of behavior under variation of dimensionality observed in the Ising case. This is a strong indication that this might be a generic feature of the slow relaxation in phase ordering processes. In this respect it might be worth to undertake a numerical study of $`\chi _{ag}(t,t_w)`$ in systems with vector order parameter and finite $`N`$ at different dimensionalities.

A comment should be made about the connection between static and dynamic properties. One of the most interesting recent developments in the study of the off equilibrium deviation from FDT has been the derivation of a link between the response function and the structure of the equilibrium state. Assuming that $`lim_{t_w\mathrm{}}\chi (t,t_w)=\chi (G(t,t_w))`$, i.e. that in the large time regime $`\chi (t,t_w)`$ depends on time only through the autocorrelation function, this connection takes the form

$$P(q)=T_F\frac{d^2\chi (G)}{dG^2})_{G=q}$$
(106)
where $`P(q)`$ is the probability that in the equilibrium state the overlap $`\frac{1}{NV}_V𝑑\stackrel{}{x}\stackrel{}{\varphi }(\stackrel{}{x})\stackrel{}{\varphi }^{}(\stackrel{}{x})`$ between two different configurations $`[\stackrel{}{\varphi }(\stackrel{}{x})]`$ and $`[\stackrel{}{\varphi }^{}(\stackrel{}{x})]`$ takes the value $`q`$. For Ising systems (106) holds for $`d>1`$. In fact, for $`d>1`$ the $`t_w\mathrm{}`$ limit of $`\chi (t,t_w)`$ is found to have the form (96) which, applying (106), yields

$$P(q)=\delta (qM^2)$$
(107)
in agreement with an equilibrium state formed by the mixture of pure states. For $`d=1`$, since $`\chi _{ag}(t,t_w)`$ does not disappear as $`t_w\mathrm{}`$, the connection (106) is no more valid. Then, in the large $`N`$ model we should expect (106) to fail at most for $`d=2`$, since that is the case where $`\chi _{ag}(t,t_w)`$ does not asymptotically vanish. However, it is not so straightforward that (106) should hold for $`d>2`$. In fact, as observed above, the behavior of $`\chi (t,t_w)`$ in the limit $`t_w\mathrm{}`$ for $`d>2`$ is indistinguishable from what one obtains in the Ising case. Namely, one finds the form (96) of $`\chi (G)`$ which yields (107) for $`P(q)`$ and this is what one expects when there is a mixture of ordered pure states. The problem is, as explained in Section 2, that the structure of the low temperature state in the large $`N`$ model is quite different from a mixture of pure states. This puzzling feature of the large $`N`$ model will be investigated in a separate paper.

Acknowledgments - This work has been partially supported from the European TMR Network-Fractals c.n. FMRXCT980183 and from MURST through PRIN-2000.

## VII Appendix I

Solving (19) in the large volume limit one finds:

for $`0<\frac{T_FT_C}{T_C}1`$

$$(\xi \mathrm{\Lambda })^2=\{\begin{array}{cc}\frac{\mathrm{\Lambda }^2}{2}\left[\frac{M_0^2}{2T_F}\frac{(8\pi )^{d/2}}{\mathrm{\Gamma }(1d/2)}\right]^{\frac{2}{2d}}\hfill & \text{, for }d<2\hfill \\ e^{\frac{4\pi M_0^2}{T_F}}\hfill & \text{, for }d=2\text{ }\hfill \\ \left[\frac{T_FT_C}{T_C}\frac{1}{\mathrm{\Gamma }(2d/2)}\right]^{\frac{2}{d2}}\hfill & \text{, for }2<d<4\hfill \\ \frac{T_FT_C}{T_C}\left(\frac{\mathrm{\Lambda }^2}{M_0^2g}+\frac{T_F}{T_C}\frac{2}{d4}\right)^1\hfill & \text{, for }d>4\hfill \end{array}$$
(108)
and

$$(\xi \mathrm{\Lambda })^2\mathrm{log}\left((\xi \mathrm{\Lambda })^2\right)=\left(\frac{T_FT_C}{T_F}\right)\text{, for }d=4.$$
(109)
For $`T_F=T_C`$

$$\xi =\{\begin{array}{cc}\frac{M_0^2}{T_C}\left(\frac{d2}{d4}\frac{\mathrm{\Lambda }^2}{r}\right)V^{\frac{1}{4}}\hfill & \text{, for }d>4\hfill \\ \left[\mathrm{\Gamma }(\frac{4d}{2})T_C^{\frac{d}{2}1}M_0^2\mathrm{\Lambda }^{2d}\right]^{\frac{1}{d}}V^{\frac{1}{d}}\hfill & \text{, for }d<4\text{ }\hfill \end{array}$$
(110)
and

$$\xi [2\mathrm{log}(\xi \mathrm{\Lambda })]^{\frac{1}{4}}=\left(\frac{M_0^2}{\mathrm{\Lambda }^2T_C}V\right)^{\frac{1}{4}}$$
(111)
for $`d=4`$.

## VIII Appendix II

The prefactors in (48) are given by

$$A_a=\{\begin{array}{cc}\mathrm{\Delta }\left[\frac{M_0^2}{\mathrm{\Gamma }(1d/2)}\left(\frac{8\pi }{T_F}\right)^{d/2}\right]^{\frac{2}{2d}}\hfill & \text{, for }d<2\hfill \\ 2\pi \frac{\mathrm{\Delta }}{T_F^2}M_0^2e^{4\pi \frac{M_0^2}{T_F}}\hfill & \text{, for }d=2\text{ }\hfill \\ \left[\frac{M_0^2}{T_C}(T_FT_C)\right]^{\frac{4d}{2d}}\left(\frac{1}{2g}+\frac{\mathrm{\Delta }M_0^2}{2T_C}\right)\left[\frac{2T_F|\mathrm{\Gamma }(1d/2)|}{(8\pi )^{d/2}}\right]^{\frac{2}{d2}}\frac{1}{d2}\hfill & \text{, for }2<d<4\hfill \\ \frac{(8\pi )^2}{2T_C}\left(\frac{1}{2g}+\frac{\mathrm{\Delta }M_0^2}{2T_C}\right)\frac{l}{\mathrm{log}(2\xi ^2)}\hfill & \text{, for }d=4\hfill \\ \left(\frac{1}{2g}+\frac{\mathrm{\Delta }M_0^2}{2T_c}\right)\left(\frac{1}{2g}+\frac{M_0^2}{\mathrm{\Lambda }^2}\frac{T}{T_c}\frac{1}{d4}\right)^1\hfill & \text{, for }d>4\hfill \end{array}$$
(112)
$$A_c=\{\begin{array}{cc}\frac{\mathrm{\Delta }}{M_0^2}\frac{1}{(8\pi )^{d/2}}\hfill & \text{, for }d<2\hfill \\ \frac{\mathrm{\Delta }}{8\pi M_0^2}\hfill & \text{, for }d=2\text{ }\hfill \\ \mathrm{sin}\left[\left(\frac{d}{2}1\right)\pi \right]\left(\frac{1}{g}+\frac{\mathrm{\Delta }M_0^2}{T_C}\right)\frac{(8\pi )^{d/21}}{T_C}(d2)\hfill & \text{, for }2<d<4\hfill \\ \frac{1}{2T_C}\left(\frac{1}{2g}+\frac{\mathrm{\Delta }M_0^2}{2T_C}\right)\hfill & \text{, for }d=4\hfill \\ \left(\frac{1}{2g}+\frac{\mathrm{\Delta }M_0^2}{2T_C}\right)\left(\frac{1}{2g}+\frac{M_0^2}{\mathrm{\Lambda }^2}\frac{1}{d4}\right)^1\hfill & \text{, for }d>4\hfill \end{array}$$
(113)
and

$$A_b=\frac{T_F+g\mathrm{\Delta }M_0^2}{(8\pi )^{\frac{d}{2}}g\left[M_0^2\left(1\frac{T_F}{T_C}\right)\right]^2}.$$
(114)


text:
# Ideals of Quasi-Symmetric Functions and Super-Covariant Polynomials for 𝒮_𝑛

## 1. Introduction

We study, in this paper, a natural analog of the space $`𝐇_n`$ of covariant polynomials of $`𝒮_n`$. Letting $`_n`$ denote the ideal generated by all symmetric polynomials with no constant term

$$_n=h_k,k>0,$$

where $`h_k`$ is the $`k^{\mathrm{th}}`$ homogeneous symmetric polynomials (cf. ), the space $`𝐇_n`$ is defined as the orthogonal complement, $`_n^{}`$, in $`[x_1,\mathrm{},x_n]`$, of the ideal $`_n`$, where the scalar product considered is

(1.1)
$$P,Q=P()Q(X)|_{X=0}.$$

where $`X`$ stands for the variables $`x_1,\mathrm{},x_n`$, $``$ stands for $`x_1,\mathrm{},x_1`$, and in the same spirit, $`X=0`$ stands for $`x_1=\mathrm{}=x_n=0`$.

Equivalently (cf. , Proposition I.2.3), covariant polynomials (also known as $`𝒮_n`$-harmonic polynomials) can be defined as polynomials $`P`$ such that $`Q()P=0`$, for any symmetric polynomial $`Q`$ with no constant term. Since, in particular, elements of $`𝐇_n`$ satisfy the Laplace equation

$$(x_1^2+\mathrm{}+x_n^2)P=\mathrm{\Delta }P=0,$$

every covariant polynomial is also harmonic.

Classical results  state that the space $`𝐇_n`$ affords a graded $`𝒮_n`$-module structure and is isomorphic (as a representation of $`𝒮_n`$) to the left regular representation. Furthermore, as a graded $`𝒮_n`$-module, $`𝐇_n`$ is isomorphic to the quotient

$$Q_n=[X]/_n,$$

with $`X=(x_1,\mathrm{},x_n)`$. The space $`Q_n`$ appears naturally in other contexts; for instance, as the cohomology ring of the variety of complete flags . In particular, this implies that

(1.2)
$$dim𝐇_n=n!.$$

Part of the interesting results surrounding the study of $`𝐇_n`$ involve the fact that it can also be described as the linear span of all partial derivatives of the Vandermonde determinant. This is just a special case of a more general result for finite groups generated by reflections .

By analogy, we consider here the space $`\mathrm{𝐒𝐇}_n=𝒥_n^{}`$ of super-covariant polynomials, where $`𝒥_n`$ is the ideal generated by quasi-symmetric polynomials with no constant term. Since the ring of symmetric polynomials is a subring of the ring of quasi-symmetric polynomials, we have $`_n𝒥_n`$ hence $`𝒥_n^{}_n^{}`$, thus

$$\mathrm{𝐒𝐇}_n𝐇_n,$$

which somewhat justifies the terminology. Quasi-symmetric polynomials where introduced by Gessel in 1984  and have since appeared as a crucial tool in many interesting algebraico-combinatorial contexts (cf. ).

As in the corresponding symmetric setup, we have a graded isomorphism

(1.3)
$$\mathrm{𝐒𝐇}_n𝐑_n=[X]/𝒥_n$$

and the approach used in the following work concentrates on this alternate description. We will construct a basis of $`𝐑_n`$ by giving an explicit set of monomial representatives. As we will show, this set is naturally indexed by Dyck paths of length $`n`$, hence we obtain the following main theorem.

###### Theorem 1.1.

The dimension of $`\mathrm{𝐒𝐇}_n`$ is given by the well known Catalan numbers:

(1.4)
$$dim\mathrm{𝐒𝐇}_n=dim𝐑_n=C_n=\frac{1}{n+1}\left(\genfrac{}{}{0pt}{}{2n}{n}\right).$$

In fact, taking into account the grading (with respect to degree), we have the Hilbert series

(1.5)
$$\underset{k=0}{\overset{n1}{}}dim\mathrm{𝐒𝐇}_n^{(k)}t^k=\underset{k=0}{\overset{n1}{}}\frac{nk}{n+k}\left(\genfrac{}{}{0pt}{}{n+k}{k}\right)t^k.$$

The article is composed of five sections. In Section 2 we recall useful definitions and basic properties. In Section 3 we construct a family $`𝒢`$ of generators for the ideal $`𝒥_n`$ and state useful properties of this set. The Section 4 is devoted to the proof of the main Theorem 1.1. We construct an explicit basis for $`𝐑_n`$ which allows us in Section 5 to obtain the Hilbert series of $`\mathrm{𝐒𝐇}_n`$.

## 2. Basic definitions

A composition $`\alpha =(\alpha _1,\alpha _2,\mathrm{},\alpha _k)`$ of a positive integer $`d`$ is an ordered list of positive integers ($`>0`$) whose sum is $`d`$. We denote this by $`\alpha d`$ and also say that $`\alpha `$ is a composition of size $`d`$. The size of $`\alpha `$ is denoted $`|\alpha |`$. The integers $`\alpha _i`$ are the parts of $`\alpha `$, and the length $`\mathrm{}(\alpha )`$ is set to be the number of parts of $`\alpha `$.

There is a natural one-to-one correspondence between compositions of $`d`$ and subsets of $`\{1,2,\mathrm{},d1\}`$. Let $`S=\{a_1,a_2,\mathrm{},a_k\}`$ be such a subset, with $`a_1<\mathrm{}<a_k`$, then the composition associated to $`S`$ is $`\alpha _d(S)=(a_1a_0,a_2a_1,\mathrm{},a_{k+1}a_k)`$, where we set $`a_0:=0`$ and $`a_{k+1}:=d`$. We denote $`D(\alpha )`$ the set associated to $`\alpha `$ by this correspondence. For compositions $`\alpha `$ and $`\beta `$, we say that $`\beta `$ is a refinement of $`\alpha `$, if $`D(\alpha )D(\beta )`$, and denote this by $`\beta \alpha `$.

We will use vectorial notation for monomials. More precisely, for $`\nu =(\nu _1,\mathrm{},\nu _n)^n`$, we denote $`X^\nu `$ the monomial $`x_1^{\nu _1}x_2^{\nu _2}\mathrm{}x_n^{\nu _n}`$. We further denote

$$[X^\nu ]P(X)$$

the coefficient of the monomial $`X^\nu `$ in $`P(X)`$.

For a vector $`\nu ^n`$, let $`c(\nu )`$ the composition obtained by erasing zeros (if any) in $`\nu `$. A polynomial $`P[X]`$ is said to be quasi-symmetric if and only if, for any $`\nu `$ and $`\mu `$ in $`^n`$, we have

$$[X^\nu ]P(X)=[X^\mu ]P(X)$$

whenever $`c(\nu )=c(\mu )`$. The space of quasi-symmetric polynomials in $`n`$ variables is denoted by $`Qsym_n`$. The space $`Qsym_n^{(d)}`$ of homogeneous quasi-symmetric polynomials of degree $`d`$ admits as linear basis the set of monomial quasi-symmetric polynomials indexed by compositions of $`d`$. More precisely, for each composition $`\alpha `$ of $`d`$ with at most $`n`$ parts, we set

(2.1)
$$M_\alpha =\underset{c(\nu )=\alpha }{}X^\nu $$

For the $`0`$ composition, we set $`M_0=1`$. Another important linear basis is that of the fundamental quasi-symmetric polynomials (cf. ):

(2.2)
$$F_\alpha =\underset{\beta \alpha }{}M_\beta $$

with $`\alpha n`$ and $`\mathrm{}(\alpha )n`$. For example, with $`n=4`$,

$`F_{21}(x_1,x_2,x_3,x_4)`$ $`=`$ $`M_{21}(x_1,x_2,x_3,x_4)+M_{111}(x_1,x_2,x_3,x_4)`$
$`=`$ $`x_{1}^{}{}_{}{}^{2}x_2+x_{1}^{}{}_{}{}^{2}x_3+x_{1}^{}{}_{}{}^{2}x_4+x_{2}^{}{}_{}{}^{2}x_3+x_{2}^{}{}_{}{}^{2}x_4+x_{3}^{}{}_{}{}^{2},x_4`$
$`+x_1x_2x_3+x_1x_2x_4+x_1x_3x_4+x_2x_3x_4.`$
Part of the interest of fundamental quasi-symmetric functions comes from the following properties. The first is trivial, but very useful and the second comes from the theory of $`P`$-partitions .

###### Proposition 2.1.

For $`\alpha =(\alpha _1,\alpha _2,\mathrm{},\alpha _k)d`$,

(2.3)
$$F_\alpha (X)=\{\begin{array}{cc}x_1F_{(\alpha _11,\alpha _2,\mathrm{},\alpha _k)}(X)+F_\alpha (x_2,\mathrm{},x_n)\hfill & \text{ if }\alpha _1>1\text{,}\hfill \\ & \text{ }\hfill \\ x_1F_{(\alpha _2,\alpha _3,\mathrm{},\alpha _k)}(x_2,\mathrm{},x_n)+F_\alpha (x_2,\mathrm{},x_n)\hfill & \text{ if }\alpha _1=1\text{.}\hfill \end{array}$$

Let $`u=u_1\mathrm{}u_l𝒮_{\mathrm{}}`$ and $`v=v_1\mathrm{}v_m𝒮_{[\mathrm{}+1,\mathrm{}+m]}`$. Let $`uv`$ denote the set of shuffles of the words $`u`$ and $`v`$, i.e. $`uv`$ is the set of all permutations $`w`$ of $`\mathrm{}+m`$ such that $`u`$ and $`v`$ are subwords of $`w`$. In particular $`uv`$ contains $`\left(\genfrac{}{}{0pt}{}{\mathrm{}+m}{m}\right)`$ permutations. Let $`𝒟(u)=\{i,u_i>u_{i+1}\}`$ denote the descent set of $`u`$. If $`\beta `$ and $`\gamma `$ are the two compositions such that $`D(\beta )=𝒟(u)`$ and $`D(\gamma )=𝒟(v)`$, then

###### Proposition 2.2 (, Exercise 7.93).

(2.4)
$$F_\beta F_\gamma =\underset{wuv}{}F_{\alpha _{\mathrm{}+m}(D(w))}.$$

There is an evident bijection between elements $`\nu `$ of $`^n`$ and the corresponding monomial $`X^\nu `$. Elements of $`^n`$ are naturally called vectors. Just as for compositions, the size $`\nu _1+\mathrm{}+\nu _n`$ of $`\nu `$ is denoted $`|\nu |`$. It will also be convenient to denote $`\mathrm{}(\nu )`$ the position of its last non-zero component. As usual, $`\nu +\mu `$ is the componentwise addition of vectors.

To make for easier reading, we generally use $`\alpha ,\beta ,\gamma `$ to denote compositions, and $`\mu ,\nu `$ to denote vectors. In general, $`n`$ the length of vectors (or number of variables) is fixed, and if $`w`$ is a word of integers (that is an element of $`^k`$ for $`0kn`$) we denote by $`w0^{}=w0^{nk}`$ the vector whose first $`k`$ parts are the letters of $`w`$, to which are added $`nk`$ $`0`$’s at the end. If $`u=u_1\mathrm{}u_k`$ and $`v=v_1\mathrm{}v_m`$ are words of integers, the word

$$uv:=u_1\mathrm{}u_kv_1\mathrm{}v_m$$

is the concatenation of $`u`$ and $`v`$. We use the same symbol $`\alpha `$ for both the composition $`(\alpha _1,\mathrm{},\alpha _{\mathrm{}})`$ and the word $`\alpha _1,\mathrm{},\alpha _{\mathrm{}}`$, likewise for vectors.

We next associate to any vector $`\nu `$ a path $`\pi (\nu )`$ in the $`\times `$ plane with steps going north or east as follows. If $`\nu =(\nu _1,\mathrm{},\nu _n)`$, the path $`\pi (\nu )`$ is

$$(0,0)(\nu _1,0)(\nu _1,1)(\nu _1+\nu _2,1)(\nu _1+\nu _2,2)\mathrm{}$$

$$(\nu _1+\mathrm{}+\nu _n,n1)(\nu _1+\mathrm{}+\nu _n,n).$$

For example the path associated to $`\nu =(2,1,0,3,0,1)`$ is

Observe that the height of the path is always $`n`$, whereas its width is $`|\nu |`$.

We distinguish two kinds of paths, thus two kinds of vectors, with respect to their “behavior” regarding the diagonal $`y=x`$. If the path remains above the diagonal, we call it a Dyck path, and say that the corresponding vector is Dyck. If not, we say that the path (or equivalently the associated vector) is transdiagonal. For example $`\eta =(0,0,1,2,0,1)`$ is Dyck and $`\epsilon =(0,3,1,1,0,2)`$ is transdiagonal.

Observe that $`\nu =\nu _1\mathrm{}\nu _n`$ is transdiagonal if and only if there exists $`1\mathrm{}n`$ such that

(2.5)
$$\mathrm{}<\nu _1+\mathrm{}+\nu _{\mathrm{}}.$$

Recall that the classical lexicographic order, on monomials of same degree, is

(2.6)
$$X^\nu _{\mathrm{lex}}X^\mu \mathrm{iff}\nu _{\mathrm{lex}}\mu ,$$

where we say that $`\nu `$ is lexicographically larger than $`\mu `$, $`\nu >_{\mathrm{lex}}\mu `$, if the first non-zero part of the vector $`\nu \mu `$ is positive. Thus

$$x_1^3>_{\mathrm{lex}}x_1^2x_2>_{\mathrm{lex}}x_1x_2^2>_{\mathrm{lex}}x_2^3$$

since

$$(3,0)>_{\mathrm{lex}}(2,1)>_{\mathrm{lex}}(1,2)>_{\mathrm{lex}}(0,3).$$

We extend this order to all monomials (of possibly different degree) by setting

$$X^\nu <_{\mathrm{lex}}X^\mu \mathrm{whenever}|\nu |<|\mu |.$$

This is known as the graded lex order, and it clearly makes sense for vectors.

## 3. The $`𝒢`$ basis

Following , we exploit relations (2.3) to construct a family

$$𝒢=\{G_\epsilon \}𝒥_n$$

indexed by vectors that are transdiagonal. For $`\alpha `$ any composition of $`kn`$, the polynomial $`G_\epsilon `$, with $`\epsilon :=\alpha 0^{}`$, is defined to be

(3.1)
$$G_\epsilon :=F_\alpha .$$

When $`\alpha 0`$, the vector $`\epsilon =\alpha 0^{}`$ is clearly transdiagonal. For a general vector $`\epsilon `$ (not of the form $`\alpha 0^{}`$), the polynomial $`G_\epsilon `$ is defined recursively in the following way. Let $`\epsilon =w0a\beta 0^{}`$ be the unique factorization of $`\epsilon `$ such that $`w`$ is a word of $`k1`$ non-negative integers, $`a>0`$ is a positive integer, and $`\beta `$ is a composition (parts $`>0`$). Then we set

(3.2)
$$G_\epsilon =G_{wa\beta 0^{}}x_kG_{w(a1)\beta 0^{}}.$$

Both terms on the right of (3.2) are well defined, and moreover we have

* $`\mathrm{}(wa\beta 0^{})=\mathrm{}(w(a1)\beta 0^{})=\mathrm{}(\epsilon )1`$;
* $`wa\beta 0^{}`$ and $`w(a1)\beta 0^{}`$ are transdiagonal as soon as $`\epsilon `$ is transdiagonal.

In fact, let $`\mathrm{}`$ be the first ordinate where $`\pi (\epsilon )`$ crosses the diagonal, this is to say that it is the smallest integer such that $`\mathrm{}<\epsilon _1+\mathrm{}+\epsilon _{\mathrm{}}`$. Then the second assertion follows from

$$\phi _1+\mathrm{}+\phi _{\mathrm{}}>\psi _1+\mathrm{}+\psi _{\mathrm{}}=\epsilon _1+\mathrm{}+\epsilon _{\mathrm{}}1>\mathrm{}1,$$

where $`\phi =wa\beta 0^{}`$ and $`\psi =w(a1)\beta 0^{}`$.

For example,

$`G_{1020}`$ $`=`$ $`G_{1200}x_2G_{1100}`$
$`=`$ $`F_{12}(x_1,x_2,x_3,x_4)x_2F_{11}(x_1,x_2,x_3,x_4)`$
$`=`$ $`x_1x_{2}^{}{}_{}{}^{2}+x_1x_{3}^{}{}_{}{}^{2}+x_1x_{4}^{}{}_{}{}^{2}+x_2x_{3}^{}{}_{}{}^{2}+x_2x_{4}^{}{}_{}{}^{2}+x_3x_{4}^{}{}_{}{}^{2}`$
$`+x_1x_2x_3+x_1x_2x_4+x_1x_3x_4+x_2x_3x_4`$
$`x_2(x_1x_2+x_1x_3+x_1x_4+x_2x_3+x_2x_4+x_3x_4)`$
$`=`$ $`x_1x_{3}^{}{}_{}{}^{2}+x_1x_3x_4+x_1x_{4}^{}{}_{}{}^{2}x_{2}^{}{}_{}{}^{2}x_3x_{2}^{}{}_{}{}^{2}x_4+x_2x_{3}^{}{}_{}{}^{2}+x_2x_{4}^{}{}_{}{}^{2}+x_3x_{4}^{}{}_{}{}^{2}.`$
Observe on this example that the leading monomial (in graded lex order) of $`G_{1020}`$ is $`X^{1020}=x_1^1x_2^0x_3^2x_4^0`$. This holds in general for the $`𝒢`$ family as stated in the following proposition, for which all technical details can be found in .

###### Proposition 3.1 (, Corollary 3.4).

The leading monomial $`LM(G_\epsilon )`$ of $`G_\epsilon `$ is $`X^\epsilon `$.

## 4. Proof of the main theorem

We now prove our main Theorem 1.1, and more precisely obtain an explicit basis for the space $`𝐑_n`$ naturally indexed by Dyck paths, thus of cardinality equal to $`C_n`$.

###### Theorem 4.1.

The set of monomials

(4.1)
$$_n=\{X^\eta |\pi (\eta )\mathrm{𝑖𝑠}a\mathrm{𝐷𝑦𝑐𝑘}\mathrm{𝑝𝑎𝑡ℎ}\}$$

is a basis of the space $`𝐑_n`$.

The proof will be achieved in several steps. We start with the following lemma.

###### Lemma 4.2.

Any polynomial $`𝒫[X]`$ is in the linear span of $`_n`$ modulo $`𝒥_n`$, which is to say that

(4.2)
$$P(X)\underset{X^\eta _n}{}c_\eta X^\eta (\mathrm{mod}𝒥_n).$$

###### Proof.

It clearly suffices to show that (4.2) holds for any monomial $`X^\nu `$, with $`\nu `$ transdiagonal. We assume that there exists $`X^\nu `$ not reducible in the form (4.2) and we choose $`X^\epsilon `$ to be the smallest amongst them with respect to the lexicographic order. Let us write

$`X^\epsilon `$ $`=`$ $`LM(G_\epsilon )`$
$`=`$ $`(X^\epsilon G_\epsilon )+G_\epsilon `$
$``$ $`X^\epsilon G_\epsilon (\mathrm{mod}𝒥_n).`$
All monomial in $`(X^\epsilon G_\epsilon )`$ are smaller than $`X^\epsilon `$, thus they are reducible. This contradicts our assuption on $`X^\epsilon `$ and completes our proof. ∎

Thus $`_n`$ spans the space $`𝐑_n`$. We now prove its linear independence. This is equivalent to showing that the set $`𝒢`$ is a Gröbner basis of the ideal $`𝒥_n`$. A crucial lemma is the following one, which is the quasi-symmetric analogue of a classical result is the case of symmetric polynomials (, Theorem II.2.2).

###### Lemma 4.3.

If we denote by $`[S]`$ the linear span of a set $`S`$, then

(4.3)
$$[X]=[X^\eta F_\alpha ,X^\eta _n,\alpha r0].$$

###### Proof.

We have already obtained

$$X^\epsilon =\underset{X^\eta _n}{}c_\eta X^\eta (\mathrm{mod}𝒥_n),$$

which is equivalent to

(4.4)
$$X^\epsilon =\underset{X^\eta _n}{}c_\eta X^\eta +\underset{\alpha r1}{}Q_\alpha F_\alpha .$$

We then apply the reduction (4.4) to each monomial of the $`Q_\alpha `$’s and use Proposition 2.2 to reduce products of fundamental quasi-symmetric functions. We obtain (4.3) in a finite number of operations since degrees strictly decreases at each operation, because $`\alpha r1`$ implies $`\mathrm{deg}F_\alpha 1`$. ∎

The next lemma is the final step in our proof of the Theorem 4.1.

###### Lemma 4.4.

The set $`𝒢`$ is a linear basis of the ideal $`𝒥_n`$, i.e.

(4.5)
$$𝒥_n=[G_\epsilon |\epsilon \mathrm{𝑡𝑟𝑎𝑛𝑠𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙}].$$

###### Proof.

Let us denote by $`𝒜_n`$ the set

(4.6)
$$𝒜_n=\{X^\xi |x_1^{\xi _n}x_2^{\xi _{n1}}\mathrm{}x_n^{\xi _1}_n\}$$

Now the algebra endomorphism of $`[X]`$ that reverses the variables, that is

$$x_ix_{ni+1},$$

clearly fixes the subalgebra $`Qsym`$. In fact it maps $`F_\alpha `$ to $`F_\alpha ^{}`$, where $`\alpha ^{}`$ is the reverse composition.

It follows from Lemma 4.3 that:

(4.7)
$$[X]=[X^\xi F_\alpha |X^\xi 𝒜_n,\alpha r0].$$

Now to prove Lemma 4.4, we reduce the problem as follows. We first use (4.7) and Proposition 2.2 to write

$$\begin{array}{cc}𝒥_n\hfill & =F_\alpha ,\alpha s0_{[X]}=[X^\xi F_\alpha F_\beta |X^\xi 𝒜_n,\alpha s0,\beta t1]\hfill \\ & \text{ }\hfill \\ & =[X^\xi F_\gamma |X^\xi 𝒜_n,\gamma r1].\hfill \end{array}$$

It is now sufficient to prove that for all $`X^\xi 𝒜_n`$ and all $`\gamma r1`$

(4.8)
$$X^\xi F_\alpha [G_\epsilon |\epsilon \mathrm{𝑡𝑟𝑎𝑛𝑠𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙}].$$

But Lemma 4.2 implies that any monomial of degree greater than $`n`$ is in $`𝒥_n`$. Hence to prove (4.8), we need only show it for $`\xi `$ and $`\gamma `$ such that $`|\xi |+|\gamma |n`$. To do that, we reduce the product

(4.9)
$$x_n^{\eta _n}(x_{n1}^{\eta _{n1}}(\mathrm{}(x_2^{\eta _2}(x_1^{\eta _1}F_\alpha ))))$$

recursively, using

(4.10)
$$x_kG_{wb\beta 0^{}}=G_{w(b+1)\beta 0^{}}G_{w0(b+1)\beta 0^{}}$$

or

(4.11)
$$x_kG_{w0^{}00^{}}=G_{w0^{}10^{}}G_{w0^{}010^{}}.$$

Relations (4.10) and (4.11) are immediate consequences of the definition of the $`𝒢`$ basis (relation (3.2)).

We have to show that the vectors $`\epsilon `$ generated in this process are all transdiagonal and that the length $`\mathrm{}(\epsilon )`$ always remains at most equal to $`n`$. Let us first check that the transdiagonal part. This is obvious in the case of relation (4.11). In the other case (relation (4.10)), it is sufficient to observe that, for $`\phi =wb\beta 0^{}`$, if $`m`$ is such that

$$\phi _1+\mathrm{}+\phi _m>m$$

with $`m>\mathrm{}(w)`$ (if not, it is evident), then

$$\phi _1^{}+\mathrm{}+\phi _m^{}>m+1>m\mathrm{and}\phi _1+\mathrm{}+\phi _{m+1}>m+1.$$

where $`\phi ^{}=w(b+1)\beta 0^{}`$, and $`\phi ^{\prime \prime }=w0(b+1)\beta 0^{}`$. We shall now prove that the length of the $`\epsilon `$’s always remains at most equal to $`n`$. For this we need to keep track of the term $`\epsilon _{\mathrm{}(\epsilon )}`$. Two cases have to be considered.

* First case: $`\epsilon _{\mathrm{}(\epsilon )}`$ comes from $`\alpha _{\mathrm{}(\alpha )}`$ that has been shifted on the right by relation (4.11). It could have made at most $`|\xi |`$ steps on the right, whence

$$\mathrm{}(\epsilon )\mathrm{}(\alpha )+|\xi ||\alpha |+|\xi |n.$$
* Second case: $`\epsilon _{\mathrm{}(\epsilon )}`$ is a $`1`$ generated by relation (4.11) that has been shifted on the right. If it is generated by multiplication by $`x_k`$, we consider the vector

$$\eta =\xi _n\xi _{n1}\mathrm{}\xi _k0^{}.$$

Since $`X^\xi 𝒜_n`$ implies $`\pi (\eta )`$ is a Dyck path, we have

$$|\eta |<\mathrm{}(\eta )=nk+1$$

hence the $`1`$ generated can be shifted at most in position

$$k+|\eta |k+nk=n.$$

The recursive process used to reduced a product of form (4.9) is illustrated in the following example, where $`n=5`$.

$$\begin{array}{cc}x_1x_3F_{21}\hfill & =x_3(x_1F_{21})\hfill \\ & \text{ }\hfill \\ & =x_3(G_{31000}G_{03100})\hfill \\ & \text{ }\hfill \\ & =x_3G_{31000}x_3G_{03100}\hfill \\ & \text{ }\hfill \\ & =G_{31100}G_{31010}G_{03200}+G_{03020}.\hfill \end{array}$$

###### End of proof of Theorem 4.1.

By Lemma 4.2, the set $`_n`$ spans the quotient $`𝐑_n`$, and we are now in a position to prove its linear independence. Assume we have a linear dependence relation modulo $`𝒥_n`$, i.e. there exists $`P`$

$$P=\underset{X^\xi _n}{}a_\xi X^\xi _n.$$

By Lemma 4.4, $`𝒥_n`$ is linearly spanned by the $`G_\epsilon `$’s, thus

$$P=\underset{\epsilon \mathrm{transdiagonal}}{}b_\epsilon G_\epsilon .$$

This implies $`LM(P)=X^\epsilon `$, with $`\epsilon `$ transdiagonal, which is absurd. ∎

## 5. Hilbert series

Since Theorem 4.1 gives us an explicit basis for the quotient $`𝐑_n`$, which is isomorphic to $`\mathrm{𝐒𝐇}_n`$ as a graded vector space, we are able to refine Theorem 1.1 by giving the Hilbert series of the space of super-covariant polynomials. For $`k`$, let $`\mathrm{𝐒𝐇}_n^{(k)}`$ and $`𝐑_n^{(k)}`$ denote the projections

(5.1)
$$\mathrm{𝐒𝐇}_n^{(k)}=\mathrm{𝐒𝐇}_n^{(k)}[X]𝐑_n^{(k)}[X]=𝐑_n^{(k)}$$

where $`^{(k)}[X]`$ is the vector space of homogeneous polynomials of degree $`k`$ together with zero. Here, we represent Dyck path horizontally, with $`n`$ rising steps $`(1,1)`$ and $`n`$ falling steps $`(1,1)`$. Let us denote by $`D_n^{(k)}`$ the number of Dyck paths of length $`2n`$ ending by exactly $`k`$ falling steps and by $`C_n^{(k)}`$ the number of Dyck paths of length $`2n`$ which have exactly $`k`$ factors, i.e. $`k+1`$ points on the axis. The next figure gives an example of a Dyck path of length $`28`$, ending with $`4`$ falling steps and made of $`3`$ factors.

It is well known that

(5.2)
$$D_n^{(k)}=C_n^{(k)}=\frac{k(2nk1)!}{n!(nk)!}\text{,}$$

where the first equality is classical (cf.  for example for a bijective proof), and the second corresponds to , formula (7).

Let us denote by $`F_n(t)`$ the Hilbert series of $`\mathrm{𝐒𝐇}_n`$, i.e.

(5.3)
$$F_n(t)=\underset{k0}{}dim\mathrm{𝐒𝐇}_n^{(k)}t^k.$$

###### Theorem 5.1.

For $`0kn1`$, the dimension of $`\mathrm{𝐒𝐇}_n^{(k)}`$ is given by

(5.4)
$$dim\mathrm{𝐒𝐇}_n^{(k)}=dim𝐑_n^{(k)}=D_n^{(nk)}=C_n^{(nk)}=\frac{nk}{n+k}\left(\genfrac{}{}{0pt}{}{n+k}{k}\right).$$

For $`kn`$ the dimension of $`\mathrm{𝐒𝐇}_n^{(k)}`$ is $`0`$.

###### Proof.

By Theorem 4.1, we know that the set

$$_n=\{X^\eta |\pi (\eta )\mathrm{𝑖𝑠}a\mathrm{𝐷𝑦𝑐𝑘}\mathrm{𝑝𝑎𝑡ℎ}\}$$

is a basis for $`𝐑_n`$. It is then sufficient to observe that the path $`\pi (\eta )`$ associated to $`\eta `$ ends by exactly $`n|\eta |`$ falling steps. ∎

For example, we have:

| $`n`$ | $`F_n(t)`$ |
| --- | --- |
| 1 | $`1`$ |
| 2 | $`1+t`$ |
| 3 | $`1+2t+2t^2`$ |
| 4 | $`1+3t+5t^2+5t^3`$ |
| 5 | $`1+4t+9t^2+14t^3+14t^4`$ |
| 6 | $`1+5t+14t^2+28t^3+42t^4+42t^5`$ |
| 7 | $`1+6t+20t^2+48t^3+90t^4+132t^5+132t^6`$ |

This gives

(5.5)
$$F_n(t)=\underset{k=0}{\overset{n1}{}}\frac{nk}{n+k}\left(\genfrac{}{}{0pt}{}{n+k}{k}\right)t^k.$$

from which one easily deduces that the generating series for the $`F_n(t)`$’s is

(5.6)
$$\underset{n}{}F_n(t)x^n=\frac{1\sqrt{14tx}2t}{2(t+x1)}.$$

###### Remark 5.2.

The study of various filtrations of the space $`[X]`$, with respect to family of ideals of quasi-symmetric polynomials, will be the object of a forthcoming paper .

## Acknowledgments

We thank Adriano Garsia for stimulating discussions about this work.


text:
# Prevalence of unstable attractors in networks of pulse-coupled oscillators

## Abstract

We present and analyze the first example of a dynamical system that naturally exhibits attracting periodic orbits that are unstable. These unstable attractors occur in networks of pulse-coupled oscillators, and become prevalent with increasing network size for a wide range of parameters. They are enclosed by basins of attraction of other attractors but are remote from their own basin volume such that arbitrarily small noise leads to a switching among attractors.

As attractors determine the long-term behavior of dissipative dynamical systems, the concept of attractors is central to the analysis of many natural systems as well as to the design of artificial systems. For instance, the computational capabilities of neural networks are controlled by the attractors of their collective dynamics. Consequently, the nature and design of attractors in such systems constitute a focus of current research Mirollo ; Ernst ; Tsodyks\_et\_al . In general, the state space of a nonlinear dynamical system is partitioned into various basins of attraction from which states evolve towards the respective attractors. Since states that are slightly perturbed from an attractor often stay confined to its vicinity and eventually return to the attractor, attractors are commonly considered to be stable Eckmann\_et\_al .

In the present letter, we show that unstable attractors exist and arise naturally as a collective phenomenon in networks of pulse-coupled oscillators Mirollo ; Ernst , which where introduced to model e.g. synchronization in spiking neural networks and the dynamics of other natural systems such diverse as cardiac pacemaker cells, populations of flashing fireflies, and earthquakes (cf. Mirollo ; Ernst ; Tsodyks\_et\_al ; Peskin\_et\_al ). We identify an analytically tractable network exhibiting unstable attractors. For this network we demonstrate the existence of attractors that are linearly unstable and are thus separated from the volume of their own basins of attraction. Such attracting yet unstable states are consistent with a definition of attractors introduced by Milnor, which neither presumes nor implies stability Milnor\_et\_al . In some other systems such Milnor attractors might not be uncommon if they are strange attractors that display irregular dynamics Sommerer\_et\_al . More generally, however, attractors that are not stable seem to be special cases that have to be constructed artificially by precisely tuning parameters. Contrary to this intuition, we report here that unstable attractors with regular, periodic dynamics are typical in large networks and persist even if the physical parameters are varied substantially.

We argue that dynamical consequences of unstable attractors may persist in a general class of systems of pulse-coupled units. Such consequences include an ongoing switching among unstable attractors in the presence of noise. In systems where the convergence towards an attractor has a functional role, such as the solution of a computational task by a neural network Hopfield\_et\_al , switching induces a high degree of flexibility that provides the system with a unique advantage compared to multistable systems: It will be hard to leave a stable attractor after convergence, e.g. the completion of a task. With an unstable attractor, however, a small perturbation is sufficient to leave the attractor and to switch towards another one.

We consider a homogeneous network of $`N`$ all-to-all pulse-coupled oscillators with delayed interactions. A phase variable $`\varphi _i(t)[0,1]`$ specifies the state of each oscillator $`i`$ at time $`t`$. Its free dynamics is given by

$$d\varphi _i/dt=1.$$
(1)
Whenever oscillator $`i`$ reaches a threshold, $`\varphi _i(t)=1`$, the phase is reset to zero, $`\varphi _i(t^+)=0`$, and a pulse is sent to all other oscillators $`ji`$, which receive this signal after a delay time $`\tau `$. Depending on whether the input $`\widehat{\epsilon }`$ is subthreshold or suprathreshold this induces a phase jump according to

$$\varphi _j((t+\tau )^+)=\mathrm{min}\{U^1(U(\varphi _j(t+\tau ))+\widehat{\epsilon }),\mathrm{\hspace{0.17em}1}\}$$
(2)
which depends on the phase $`\varphi _j(t+\tau )`$ of the receiving oscillator and the effective excitatory coupling $`\widehat{\epsilon }=\epsilon /(N1)>0`$. The function $`U(\varphi )`$ is twice continuously differentiable, monotonously increasing, $`U^{}>0`$, concave (down), $`U^{\prime \prime }<0`$, and normalized such that $`U(0)=0`$, $`U(1)=1`$. For many models of biological systems $`U(\varphi )`$ represents a ’potential’ of an oscillator at phase $`\varphi `$. For a more detailed discussion of the model see references Mirollo ; Ernst .

For such pulse-coupled systems, periodic orbits with groups of synchronized units constitute relevant attractors Mirollo ; Ernst ; Tsodyks\_et\_al ; Peskin\_et\_al . For instance, the network described above possesses a single global attractor in which all oscillators are synchronized with zero phase lag if the interactions are instantaneous ($`\tau =0`$) Mirollo . Here we consider the case of delayed interactions ($`\tau >0`$) where multiple different cluster-state attractors with several synchronized groups of oscillators (clusters) coexist Ernst . Such attractors are period-one orbits with all oscillators in the clusters reaching threshold and sending out pulses exactly once during each period.

We find (cf. Fig. 1a) that, although the system converges towards a periodic orbit from random initial conditions, weak noise is often sufficient to drive the system away from that attractor such that successive switching towards different attractors occurs. This alternating synchronization and desynchronization might be due to stable attractors located close to the boundaries of their basins of attraction, such that the noise drives the state of the system into a neighboring basin. In an otherwise noiseless system we tested this possibility by applying instantaneous perturbations of gradually decreasing strengths (down to $`\sigma =10^8`$, cf. Fig. 1b,c). As we did not find a strength for which any of the perturbed states returned to the attractor, we hypothesized that the persistent switching dynamics (Fig. 1a) is due to attractors that are unstable.

In order to verify this hypothesis directly, we analyze a small network of $`N=6`$ oscillators for which instantaneous perturbations lead to a similar switching among attractors. At given parameters parameters  this network exhibits a set of period-one orbits that are related by a permutation of phases in such a way, that the system may switch among them (Fig. 2a, states on the periodic orbits marked in red, yellow, blue). Due to their permutation-equivalence these orbits have identical stability properties. The state of the network at time $`t`$ is specified by $`\mathit{\varphi }(t)=(\varphi _1(t),\mathrm{},\varphi _6(t))^𝖳`$, such that the orbit marked in yellow in Fig. 2a is defined by the initial condition ABC

$$\mathit{\varphi }(0)=(0,\mathrm{\hspace{0.17em}0},A,A,B,C)^𝖳.$$
(3)
Here the origin of time was chosen such that oscillators $`1`$ and $`2`$ have just sent a signal and have been reset. Moreover, at $`t=0`$ only these two signals (and no others) have been sent but not yet received. The numerical values for the particular parameters considered, $`A0.176`$, $`B0.499,`$ $`C0.747`$, can be identified in Fig. 2a (orbit marked in yellow). This orbit indeed is periodic, $`\mathit{\varphi }(T)=\mathit{\varphi }(0)`$, such that after the period $`T`$ each oscillator has reached threshold, has sent a signal and has been reset exactly once (for details see Timme\_inprep ).

To perform a stability analysis, we define a return map by choosing oscillator $`i=1`$ as a reference: Let $`\varphi _{n,i}:=\varphi _i(t_n)`$ be the perturbed phases of the oscillators $`i`$ at times $`t_n>0`$, $`n`$, just after the resets of oscillator $`1`$, $`\varphi _1(t_n)0`$. Thus the five-dimensional vector $`𝜹_𝒏=\mathit{\varphi }_𝒏(0,A,A,B,C^{})^𝖳`$ (see modeldetails ) defines the perturbations $`\delta _{n,i}`$ for $`i\{2,\mathrm{},6\}`$ where we choose $`0<\delta _{n,2}`$ and $`\delta _{n,3}<\delta _{n,4}`$ . Following the dynamics, the five-dimensional return map is given by F\_i

$$𝜹_{n+1}=𝑭(𝜹_n).$$
(4)
The linearized dynamics of a slightly perturbed state with split-up clusters is described by the Jacobian matrix $`M=𝑭(𝜹)/𝜹|_{𝜹=\mathrm{𝟎}}`$. It has four zero eigenvalues

$$\lambda _i=0\mathrm{for}i\{1,2,3,4\}$$
(5)
such that a six-dimensional state-space volume accessed by the perturbation is contracted onto a two-dimensional manifold. This reflects the fact that suprathreshold input received simultaneously by two or more oscillators leads to a simultaneous reset and thus a synchronization of these oscillators independent of their precise phases. If a single oscillator is reset by a suprathreshold input signal, it exhibits a precise lag in firing time $`\mathrm{\Delta }t=\tau `$ compared to the oscillator that has sent this signal. In contradistinction, the concavity of $`U`$ implies that simultaneous subthreshold input to two or more oscillators leads to an increase of their phase differences, i.e. a desynchronization of oscillators with similar phases. For the orbits considered here, this is reflected by the only non-zero eigenvalue

$$\lambda _5=\frac{(2U^{}(c_0)U^{}(a_1))U^{}(c_1)U^{}(c_2)U^{}(c_3)}{U^{}(a_1)U^{}(a_2)U^{}(a_3)U^{}(a_4)}>1$$
(6)
where $`c_i=\tau +a_i`$ for all $`i`$ (cf. ABC ). Because $`c_i>a_i>c_{i1}`$ for all $`i`$ and $`U^{}>0`$, $`U^{\prime \prime }<0`$, this eigenvalue is larger than one, i.e. the periodic orbit is linearly unstable. If there is no homoclinic connection, this implies that such an attractor is not surrounded by a positive volume of its own basin of attraction, but is located at a distance from it: Thus, every random perturbation to such an attractor state – no matter how small – leads to a switching towards a different attractor. Furthermore, this periodic orbit indeed is an attractor: Right after the perturbation off a periodic orbit (e.g. the one marked in red in Fig. 2a, which is permutation-equivalent to the yellow one) the state of the system is mapped onto a two-dimensional manifold, re-synchronizing one cluster. The state then evolves towards a neighborhood of another attractor (here: the yellow one) in a lower dimensional effective state space without further dimensional reduction. Here, forming the second cluster, suprathreshold input leads to the last dimensional reduction while the state is mapped directly onto the periodic orbit.

In general, a periodic orbit is unstable, if after a random perturbation into its vicinity, one or more clusters are not re-synchronized by simultaneous suprathreshold input but desynchronize due to simultaneous subthreshold input. An unstable attractor results if these clusters are formed through synchronization in a region of state space that is separated from the periodic orbit towards which the state then converges. Roughly, unstable attractors can be viewed as saddle periodic orbits together with a funnel mechanism that puts trajectories onto its stable manifold (for details see Timme\_inprep ).

In order to further clarify the structure of state space, we numerically determined the basins of attraction of the three attractors displayed in Fig. 2a in two-dimensional sections of state space. The example shown in Fig. 2b reveals that attractors are surrounded by basins of attraction of other attractors as predicted by the above analysis. Because of this basin structure, noise induces repeated attractor switching among unstable attractors. Starting from the orbit defined by (3) the system may switch within sets of only six periodic orbit attractors as is apparent from the basins shown in Fig. 2b. However, in larger networks (cf. e.g. Fig. 1a) a cluster can split up in a combinatorial number of ways and exponentially many periodic orbit attractors are present among which the system may switch. The larger such networks are, the higher the flexibility they exhibit in visiting different attractors and exploring state space.

The preceeding analysis demonstrates the existence of unstable attractors. To answer the question, how common unstable attractors actually are, we numerically estimated the fraction $`p_\mathrm{u}(N)`$ of state space occupied by basins of unstable attractors. As an example, Fig. 3 (inset) displays $`p_\mathrm{u}(N)`$ for $`\epsilon =0.2`$ and $`\tau =0.15`$.

While unstable attractors are absent if networks are too small (here $`N4`$) and coexist with stable attractors in larger networks, the fraction $`p_\mathrm{u}(N)`$ approaches one for $`N1`$. More generally, we observed that $`p_\mathrm{u}(N)`$ approaches either zero or one in large networks, depending on the parameters. For networks of $`N=100`$ oscillators Fig. 3 shows the region of parameter space in which unstable attractors prevail ($`p_\mathrm{u}(100)>0.5`$). As this region covers a substantial part of parameter space, precise parameter tuning is not needed to obtain unstable attractors. Furthermore we find the same qualitative behavior independent of the detailed form of $`U`$. Hence, the occurrence of unstable attractors is a robust collective phenomenon in this model class of networks of excitatorily pulse-coupled oscillators.

Unstable attractors persist under various classes of structural perturbations. For instance, preliminary studies on networks with randomly diluted connectivity suggest, that a symmetric, all-to-all coupling is not required. Moreover, it is expected that every system obtained by a sufficiently small structural perturbation from the one considered here will exhibit a similar set of saddle periodic orbits, because linearly unstable states can generally not be stabilized by such a perturbation. Although, in general, these orbits may no longer be attracting, their dynamical consequences are expected to persist. In particular, a switching along heteroclinic connections may occur in the presence of noisy or deterministic, time-varying signals. As in the original system, the sequence of states reached may be determined by the directions into which such a signal guides the trajectory. By increasing and decreasing the strength of this signal, the time-scale of switching may be decreased and increased, respectively, due to the linear instability. Interestingly, it has recently been shown that certain models of neural networks are capable of dynamically encoding information as trajectories near heteroclinic connections Rabinovich .

Furthermore, switching among unstable states does also occur in systems of continuously, phase-coupled oscillators Hansel ; Kori  that can be obtained from pulse-coupled oscillators in a certain limit of weak coupling Kuramoto . In particular, Hansel, Mato, and Meunier show that a system of phase-coupled oscillators may switch back and forth among pairs of two-cluster states Hansel . Working in the limit of infinitely fast response, i.e. discontinuous phase jumps, we have demonstrated that far more complicated switching transitions can occur in large networks if the oscillators are pulse-coupled.

In this Letter, we have presented the first example of a dynamical system, a network of pulse-coupled oscillators, that naturally exhibits attracting periodic orbits that are unstable. Intriguingly, these unstable attractors are located remote from the volume of their own basin of attraction. We have shown that they prevail in large networks and for a wide range of parameters. Whereas unstable periodic orbits are essential for the dynamics of many nonlinear systems, unstable attracting periodic orbits previously seemed to be exceptional cases. Our results indicate that in a class of systems of pulse-coupled units unstable attractors are the rule rather than the exception.

We thank A. Aertsen, M. Diesmann, U. Ernst, D. Hansel, K. Kaneko, K. Pawelzik and C. v. Vreeswijk for useful discussions.