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# 1 Introduction

## 1 Introduction

Planar field theories introduced years ago in the seminal work of ‘t Hooft  have recently enjoyed renewed interest in connection with holography  and non-commutative field theory  (for a review and references see ).

The holographic conjecture relates $`SU(N)`$ (supersymmetric) gauge theory in $`d`$ dimensions to string theory in $`(d+1)`$-dimensional anti de Sitter space. Consider a $`(d+1)`$-dimensional ball $`B_{d+1}`$ in the interior of AdS space, whose boundary $`S_d`$ is a $`d`$-dimensional sphere homotopic to the AdS boundary. The action of AdS supergravity evaluated on the solution of the classical field equations with boundary values prescribed on $`S_d`$ and integrated on $`B_{d+1}`$ is a functional of the field boundary values: Maldacena’s conjecture identifies this functional with the generating functional of correlators of gauge-invariant composite operators of the $`SU(N)`$ theory in the large $`N`$ limit and large ‘t Hooft gauge coupling, renormalized at a scale which is related to the radial distance of the sphere $`S_d`$ from the AdS boundary.

This intriguing correspondence between the AdS radial coordinate and the renormalization scale of the gauge theory has suggested to some authors  the possibility that the Wilson-Polchinski renormalization group equation of the $`SU(N)`$ quantum field theory in the large $`N`$ limit might correspond to the classical equations of motion of the supergravity theory. The RG Wilson-Polchinski equation  is a differential equation for the effective action of first order in the renormalization scale: therefore, in the scenario proposed in , it is put in relation with the supergravity field equations written in the Hamilton-Jacobi form, with the AdS radial direction identified with the time coordinate. Since radial slices are not space-like surfaces in AdS, this identification appears problematic. At any rate, any attempt to make this proposal more concrete requires the knowledge of the large $`N`$ limit of the RG Wilson-Polchinski equation. This is what we do in this article.

The RG Wilson-Polchinski equation in the planar limit might also be of interest in the study of the renormalization properties of the non-commutative quantum field theories which emerge in a certain limit of open string theory. It has in fact been observed  that the perturbative expansion for these theories reduces, in the limit of large non-commutative parameter $`|\mathrm{\Theta }|`$, to planar diagrams. It is therefore relevant to understand if a RG equation involving only planar diagrams can be written for such theories.

Let us comment on the meaning of planar diagrams in the context of field theories discussed in , whose non-commutative structure is described by the Moyal product. Feynman diagrams of non-commutative theories have two equivalent descriptions: in one description propagators are single lines and lines coming out of vertices are ordered. In the other description propagators are double lines carrying opposite orientations. In both pictures, a Feynman diagram uniquely determines a Riemann surface on which it can be drawn: this surface is oriented, due to the orientation of propagator lines, and it is closed, i.e. without boundaries, as long as one restricts oneself to theories without single lines (quarks). We will always refer to the double line picture in the following. In this picture diagrams corresponding to amputated and connected Green functions are called planar if they can be drawn on the sphere and if all the external legs are attached to the same line. Figure 1 shows two examples of planar $`(a)`$ and non-planar $`(b)`$ diagrams in non-commutative theory with cubic interaction, both of which can be drawn on a sphere: in this figure external legs are represented by breaks in the propagator lines. With this definition, non-planar diagrams like $`(b)`$ are exponentially suppressed in Moyal non-commutative theories in the limit of large non-commutativity (see Appendix A). The effective action appearing in the RG group equation is the generating functional of amputated connected Green functions. It is relatively easy to convince oneself and it will be explained in detail in Section 1 that one cannot write a RG group equation involving exclusively planar amplitudes: diagrams like $`(b)`$ must be included in the “planar” Wilson-Polchinski equation.

In $`SU(N)`$ matrix theories sphere diagrams like $`(a)`$ correspond to terms in the Wilsonian effective action which are single traces of the matrix source while diagrams like $`(b)`$ are associated to multi-traces. The large $`N`$ limit for the Wilsonian action is to be taken by keeping fixed both the ‘t Hooft couplings and the normalized trace invariants of the external matrix source. In this limit sphere diagrams — both of $`(a)`$ and $`(b)`$ type — are of the same (leading) order in the $`1/N`$ expansion. This makes clear why the planar limit of RG equation that we derive describes all sphere diagrams, irrespectively of where the external legs are attached.

This paper is organized as follows: in Section 2 a diagrammatic derivation of the planar RG equation (8) for 0-dimensional non-commutative theory is presented. It is interesting that this equation, unlike the usual RG Wilson-Polchinski equation, is of the Hamilton-Jacobi type. The first derivative with respect to the renormalization scale of the Wilsonian action equals a sum of two terms: the first is the classical one and is quadratic in the field derivatives of the effective action. The second term, which encodes the quantum corrections, is linear in field derivatives of the action: this is in contrast with the usual RG equation for which the quantum term involves second order field derivatives of the action. In Section 3 the same equation is derived by functional methods, by taking the large $`N`$ limit of the Wilson-Polchinski equation for scalar $`N\times N`$ matrix models. In Section 4 a formulation of the equation in terms of eigenvalues of the matrix source is also given: in these variables the planar RG equation is the Hamilton-Jacobi equation of a system of $`N`$ free particles in 1 dimension. This reformulation leads to a compact expression for the effective action in the large $`N`$ limit. In Section 5 we write down the planar RG equation for a scalar matrix theory in $`d`$ dimensions. Finally in Section 6 we state our conclusions.

In the work of Ref.  a large $`N`$ differential equation for the generating functional of the correlators of single-trace composite operators of a zero-dimensional matrix model is derived. This generating functional might be thought of as the zero-dimensional analogue of the on-shell supergravity action which enters the holographic conjecture in the formulation of . In Appendix B we rederive this equation in a language which is closer to the one of the present paper and at the same time we clear up a few imprecisions present in the equation of . It is important however to emphasize that this equation is not an equation for the Wilson-Polchinski effective action and, if generalized to higher dimensions, it does not encode the renormalization properties of the corresponding quantum field theory.

## 2 The “Planar” RG Equation from Feynman Diagrams

Let us consider a $`d`$-dimensional scalar field theory, whose field $`\varphi (x)`$ takes values in some non-commutative space. We can think of this space either as the space of $`N\times N`$ hermitian matrices or as the non-commutative algebra associated with the Moyal product. Let $`h_{t,t_0}^{planar}(p_1,\mathrm{},p_n)`$ be the planar contribution to the $`n`$-point connected and amputated Green function computed with a regulated propagator $`\mathrm{\Delta }_{t,t_0}(x,y)`$ which depends both on the ultra-violet scale $`t_0\mathrm{\Lambda }_0^2`$ and the running (infra-red) scale $`t\mathrm{\Lambda }^2`$. As we explained in the introduction $`h_{t,t_0}^{planar}(p_1,\mathrm{},p_n)`$ receives contributions from diagrams of type $`(a)`$ of Figure 1.

The Wilson-Polchinski RG equation describes the dependence on the infra-red scale $`t`$ of the generating functional $`H_t[\phi ]`$ of (both planar and non-planar) regulated, amputated and connected Green functions. Since the dependence of the Green functions on the ultra-violet cut-off $`t_0`$ never enters the discussion, henceforth we will drop explicit reference to $`t_0`$. One might hope that a consistent truncation of the Wilson-Polchinski equation to planar Green functions would lead to an evolution equation for the planar functional generator $`H_t^{planar}[\phi ]`$

$$H_t^{planar}[\varphi ]\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n}\underset{i=1}{\overset{n}{}}d^dp_i\delta \left(\underset{j=1}{\overset{n}{}}p_i\right)h_t^{planar}(p_1,\mathrm{},p_n)\phi (p_1)\mathrm{}\phi (p_n)$$
(1)
where $``$ is the trace on the non-commutative algebra. We will now explain why such a truncation does not exist: in order to write down a “planar ” RG equation one must extend the functional in Eq. (1) to include multi-trace terms.

Let us recall the diagrammatic interpretation of the ordinary (commutative) RG equation111Notice that, in order to avoid alternating signs, we have adopted a sign convention which is opposite to the standard one.. The $`t`$-derivative of $`H_t`$ is the formal sum of all the diagrams obtained from those contributing to $`H_t`$ by replacing one of the internal propagators $`\mathrm{\Delta }_t`$ with its derivative $`\dot{\mathrm{\Delta }}_t`$, i.e. by inserting $`\dot{\mathrm{\Delta }}_t`$ between the new external legs created after cutting the propagator line. This leads to the diagrammatic equation displayed in Figure 2. In this picture a box with a label $`\alpha `$ on the lower right-hand side corner represents an amputated connected Green function with $`\alpha `$ external legs. A crossed line denotes the insertion of the $`\dot{\mathrm{\Delta }}_t`$ factor. The two diagrams on the r.h.s. of the equation correspond to the two possible cases: in the first case the removed propagator line lies on a tree line of the skeleton graph while in the second case the propagator belongs to a loop.

Considering now the case of non-commutative or matrix theories, planar diagrams in the double-line picture have a preferred line, that will be called peripheral. This is the line to which all the external legs are attached: external legs of planar diagrams have therefore a natural cyclic order. Consider now the second term on the r.h.s. of the diagrammatic equation in Figure 2: when the external legs of a planar amplitude which are joined by the $`\dot{\mathrm{\Delta }}_t`$ are not contiguous, this term induces a non-vanishing contribution to the $`t`$-derivative of non-planar amplitudes. These are special non-planar amplitudes, like $`(b)`$ of Figure 1: they have sphere topology but have external legs attached to more than one single line. Let us name holes the lines, other than the peripheral line, to which external legs are attached. It is clear now that if we want to write a RG equation for the planar graphs we must, for consistency, include also all the sphere graphs with any number of holes to which an arbitrary number of external lines are attached. We might call these graphs swiss-cheese (SC) for their resemblance to swiss-cheese slices when drawn on a plane.

Let us picture an $`\alpha `$-point planar, connected and amputated amplitude with a box, whose perimeter represents the peripheral line labelled by an index $`\alpha `$ on the right-hand side lower corner. SC amplitudes with $`n`$ holes, $`\alpha _0`$ external legs attached to the peripheral line and $`\alpha _i`$ external legs attached to the $`i`$-th hole (with $`i=1,\mathrm{},n`$) are represented by a box with $`n`$ internal circular holes: the index $`\alpha _0`$ is associated with the perimeter of the box while $`\alpha _i`$’s label the internal circles. Two examples are depicted in Figure 3. Note that we call amplitude the sum of all diagrams with the same structure of external legs. Therefore the interior of boxes in Figure 3 should be thought as filled with all possible nets of propagators. Propagators will be now double lines and insertions of $`\dot{\mathrm{\Delta }}_t`$ will be indicated by crosses: . Let us also distinguish two kinds of propagators — external and internal. External propagators have one line belonging to the peripheral line, internal propagators are all the others.

Given these graphical rules, the diagrammatic RG equation for SC amplitudes which replaces Figure 2 is displayed in Figure 4. The four terms on the r.h.s. of this equation correspond to the four possible positions of the removed propagator inside the graph. In the first and the second term the cut propagator connects two otherwise disconnected graphs; in the third and fourth term removing the propagator leaves the diagram connected. The removed propagator of terms one and three is external, that of terms two and four is internal.

Terms one and two on the r.h.s. of the equation in Figure 4 replace the first (classical) term on the r.h.s. of the ordinary RG equation in Figure 2. Terms three and four correspond to the loop term of ordinary RG flow (the last term of Figure 2). It is the third term on the r.h.s. of the RG equation in Figure 4 that generates non-planar diagrams starting from planar ones.

We now want to translate the graphical “planar” RG equation in Figure 4 into analytic form. This requires the introduction of a functional generator for SC amplitudes generalizing the one for planar amplitudes given in Eq. (1). As Eq. (1) shows, planar amplitudes are represented in the effective action by a single trace of the product of the sources. Likewise, each hole of a SC amplitude is associated with the trace of the product of as many sources as legs attached to the hole. Hence, SC non-planar amplitudes are associated with multi-traces, one trace for each hole and one trace for the peripheral line. It is then clear that, when writing down the effective action, there is no distinction between holes and peripheral line: we can characterize the SC amplitude by the number $`m_k`$ of traces of products of $`k`$ sources without the need to distinguish the trace associated with the peripheral line from the traces associated with the holes. Of course diagrammatically this corresponds to the fact that SC graphs can be drawn on a sphere where the peripheral line is just another hole. Henceforth we will refer to SC amplitudes when drawn on a sphere as multi-trace amplitudes. More explicitely, if we call $`f_t(n,\{m_k\})`$ the SC amplitude with $`n`$ peripheral legs and $`m_k`$ $`k`$-leg holes and $`h_t(\{m_k\})`$ the multi-trace amplitude with $`m_k`$ $`k`$-leg holes — we are suppressing explicit reference to external momenta for notational simplicity — then one has

$$\frac{1}{n}f_t(n,\{m_k\})=(m_n+1)h_t(\{m_k+\delta _{k,n}\})$$
(2)
If we represent multi-trace amplitudes with spheres with holes the RG equation in Figure 4 becomes the graphical equation of Figure 5. Since the distinction between internal and external propagators is immaterial when we draw the diagram on the sphere, the first and the last pair of terms on the r.h.s. of the equation in Figure 4 become respectively the first and the second term in the equation of Figure 5. When the theory is a $`N\times N`$ matrix theory, the sphere representation of the RG equation in Figure 5 is perhaps more natural, since in the $`1/N`$ expansion sphere diagrams with holes are precisely the leading ($`O(N^2)`$) contribution to the effective Wilsonian action. In the next section where we will derive the “planar” RG equation by functional methods we will adopt the matrix point of view.

Let $`p_{k,j_k}^{\left(i_k\right)}`$ be the $`j_k`$-th momentum (with $`j_k=1,\mathrm{},k`$) which flows into the $`i_k`$ hole (with $`i_k=1,\mathrm{},m_k`$) of a multi-trace graph corresponding to the connected amputed amplitude $`h_t^{\{m_k\}}(p_{k,j_k}^{\left(i_k\right)})`$. The Wilsonian effective action writes

$$H_t[\phi ]\underset{\{m_k\}}{}\underset{k,i_k,j_k}{}dp_{k,j_k}^{\left(i_k\right)}\delta (\underset{k,i_k,j_k}{}p_{k,j_k}^{\left(i_k\right)})h_t^{\{m_k\}}(p_{k,j_k}^{\left(i_k\right)})\underset{k}{}\underset{i_k=1}{\overset{m_k}{}}\phi (p_{k,\mathrm{\hspace{0.17em}1}}^{\left(i_k\right)})\mathrm{}\phi (p_{k,k}^{\left(i_k\right)})$$
(3)
To simplify our task and notation we shall disregard momentarily the momenta, therefore limiting our analysis to zero-dimensional non-commutative field theory. Obviously in this case the propagator is simply a constant which we will identify with the RG scale $`t`$ and $`\dot{\mathrm{\Delta }}_t`$ reduces to $`1`$. The contribution of a given diagram to the corresponding amplitude is just the product of the combinatorial factor of the diagram with the required powers of the couplings and of the propagator. It should be clear however that the structure of the RG equation — which is captured by the graphical Equations Figures 4, 5 — is independent of the dimension of space-time. In Section 5 we will explicitly write down the $`d`$-dimensional version of the RG equation.

In $`0`$ dimensions the functional generator in Eq. 3 becomes

$$H_t(\{y_k\})\underset{\{m_k\}}{}h_t(\{m_k\})\underset{k=1}{\overset{\mathrm{}}{}}y_k^{m_k}$$
(4)
where

$$y_k\phi ^k$$
(5)
The first term on the r.h.s of the diagrammatic equation in Figure 5 corresponds to the following contribution to $`_tH_t(\{y_k\})`$

$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{k,k^{}=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\{m_p\}}{}}{\displaystyle \underset{\{m_p^{}\}}{}}km_kk^{}m_k^{}^{}h_t(\{m_p\})h_t(\{m_p^{}\}){\displaystyle \frac{y_{k+k^{}2}}{y_ky_k^{}}}{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}y_p^{m_p+m_p^{}}`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{k,k^{}=1}{\overset{\mathrm{}}{}}}kk^{}y_{k+k^{}2}_{y_k}H_t_{y_k^{}}H_t`$ (6)
The summand on the l.h.s. of the equation above corresponds to the joining of two multi-trace diagrams labelled respectively by the sequences $`\{m_p\}`$ and $`\{m_p^{}\}`$; the crossed propagator connecting the two diagrams goes from a hole of the first diagram with $`k`$ external legs to a hole of the second diagram with $`k^{}`$ legs. The factor $`km_kk^{}m_k^{}^{}`$ counts the different ways of joining two such diagrams. The resulting connected multi-trace diagram has a hole with $`k+k^{}2`$ legs replacing the two holes with $`k`$ and $`k^{}`$ legs: this is accounted for by the $`\frac{y_{k+k^{}2}}{y_ky_k^{}}`$ factor. The overall $`\frac{1}{2}`$ factor is due to the fact that exchanging the two multi-trace diagrams produces the same connected amplitude.

The second term on the r.h.s of the diagrammatic equation in Figure 5 yields:

$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=0}{\overset{k2}{}}}{\displaystyle \underset{\{m_p\}}{}}km_kh_t(\{m_p\}){\displaystyle \frac{y_iy_{k2i}}{y_k}}{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}y_p^{m_p}`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=0}{\overset{k2}{}}}ky_iy_{k2i}_{y_k}H_t`$ (7)
The summand in the l.h.s. of Eq. (7) describes the process of joining two legs of the same hole of a multi-trace diagram labelled by the sequence $`\{m_p\}`$. Let $`k`$ be the number of external legs of this hole. The possible resulting multi-trace diagrams have one less hole with $`k`$ legs and two more holes with $`i`$ and $`k2i`$ legs respectively, where $`i=0,\mathrm{},k2`$. This explains the $`\frac{y_iy_{k2i}}{y_k}`$ factor. Note that when $`i=0`$ and $`i=k2`$ one of the two holes has no external legs attached to it: if we define $`y_0=1`$, the factor $`\frac{y_iy_{k2i}}{y_k}`$ is the correct one for these cases too. Given $`k`$, there are $`km_k`$ ways to choose one of the two legs to be joined; the inequivalent choices for the second leg are labelled by the integer $`i`$ with $`i=0,\mathrm{},\left[\frac{k2}{2}\right]`$. Since the factor $`\frac{y_iy_{k2i}}{y_k}`$ is invariant under the substitution $`ik2i`$, we can equivalently sum over $`i`$ in the range $`[0,k2]`$ and divide by $`\frac{1}{2}`$.

In conclusion the RG equation for the functional generator of multi-trace amplitudes in $`0`$ dimensions reads:

$$_tH_t=\frac{1}{2}\underset{k,k^{}=1}{\overset{\mathrm{}}{}}kk^{}y_{k+k^{}2}_{y_k}H_t_{y_k^{}}H_t+\frac{1}{2}\underset{k=1}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{k2}{}}ky_iy_{k2i}_{y_k}H_t$$
(8)
The striking feature of this RG equation is that only first derivatives with respect to the sources $`y_k`$ appear: thus the equation is of the Hamilton-Jacobi type. This is to be contrasted with the Wilson-Polchinski equation for ordinary (commutative) field theory which contains second order derivatives with respect to the sources. For example, the ordinary RG equation of Figure 2 for a scalar field in $`0`$ dimensions reads

$$_tH_t=\frac{1}{2}\left(_\phi H_t\right)^2+\frac{1}{2}_\phi ^2H_t$$
(9)
where $`H_t(\phi )=_{n=0}^{\mathrm{}}\frac{1}{n!}h_t(n)\phi ^n`$ is the generating functional of connected amputated amplitudes $`h_t(n)`$ for the scalar field whose source is $`\phi `$. The first “classical” term in the r.h.s. of the ordinary RG equation is of the same form of its analog in the non-commutative RG: the difference between the two equations lies in the “loop” term, which becomes first order in source derivatives when going to the non-commutative context.

A solution of the RG equation (8) is specified by giving the initial condition $`H_t(\{y_k\})|_{t=0}`$. This should be interpreted as the “bare” or classical interaction Lagrangian222Due to our sign convention, the initial condition on $`H_t`$ is actually minus the interaction Lagrangian., which is usually specified as a linear function of the $`y_k`$’s. Note however that even if the initial condition is linear in the $`y_k`$, $`H_t`$ for $`t0`$ will necessary be non-linear: this reflects the impossibility of writing down the RG equation for the planar functional generator (1) that we have emphasized at the beginning at this section.

To consider a concrete example, let us choose the initial condition corresponding to a $`\lambda \varphi ^4`$ theory:

$$H_t(\{y_k\})|_{t=0}=\frac{1}{4}\lambda y_4$$
(10)
Let us remark that when the intial condition is even under “parity” transformation $`y_k(1)^ky_k`$ we can consistently truncate our equation to an effective action $`H_t^{(+)}H_t|_{y_{2k+1}=0}`$ depending only on the even $`y_{2k}`$ variables. This is due to the circumstance that the RG equation both conserves parity and is first order in $`y_k`$-derivatives. The truncated RG equation is

$$_tH_t^{(+)}=2\underset{k,k^{}=1}{\overset{\mathrm{}}{}}kk^{}y_{2k+2k^{}2}_{y_{2k}}H_t^{(+)}_{y_{2k^{}}}H_t^{(+)}+\underset{k=1}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{2k2}{}}ky_{2i}y_{2k22i}_{y_{2k}}H_t^{(+)}$$
(11)
It is straightforward to compute the solution of Eq. (11) with initial condition (10) as perturbative expansion in $`t`$:

$`H_t^{(+)}(\lambda ;\{y_k\})={\displaystyle \frac{1}{4}}\lambda y_4+(\lambda y_2+{\displaystyle \frac{1}{2}}\lambda ^2y_6)t+({\displaystyle \frac{3}{2}}\lambda ^3y_8+{\displaystyle \frac{5}{2}}\lambda ^2y_4`$
$`+{\displaystyle \frac{3}{4}}\lambda ^2y_2^2+{\displaystyle \frac{1}{2}}\lambda )t^2+({\displaystyle \frac{11}{2}}\lambda ^4y_{10}+{\displaystyle \frac{28}{3}}\lambda ^3y_6+{\displaystyle \frac{9}{2}}\lambda ^2y_2+5\lambda ^3y_2y_4)t^3`$
$`+({\displaystyle \frac{91}{4}}\lambda ^5y_{12}+{\displaystyle \frac{165}{4}}\lambda ^4y_8+{\displaystyle \frac{45}{2}}\lambda ^3y_4+21\lambda ^4y_2y_6+{\displaystyle \frac{27}{2}}\lambda ^3y_2^2`$
$`+{\displaystyle \frac{75}{8}}\lambda ^4y_4^2+{\displaystyle \frac{9}{8}}\lambda ^2)t^4+(27\lambda ^3y_2+{\displaystyle \frac{27}{2}}\lambda ^4y_2^3+135\lambda ^4y_2y_4+126\lambda ^4y_6`$
$`+84\lambda ^5y_4y_6+99\lambda ^5y_2y_8+{\displaystyle \frac{1001}{5}}\lambda ^5y_{10}+102\lambda ^6y_{14})t^5+O(t^6)`$ (12)
The interested reader can verify that the coefficients of the single terms in this sum count the number of the corresponding Feynman diagrams multiplied by their combinatorial factor. Owing to the choice of the factor $`\frac{1}{4}`$ in the interaction Eq. (10) the combinatorial factor of the diagram is the order of its rotation symmetry group in the plane: for example the planar version of the diagram has combinatorial factor $`\frac{1}{2}`$.

The effective action of the $`\lambda \varphi ^4`$ theory is invariant under the following rescaling

$$t\sigma t\lambda \sigma ^2\lambda y_{2k}\sigma ^ky_{2k}$$
(13)
where $`\sigma `$ is a real parameter. This reflects the invariance of the classical action under transformation of $`t`$ and $`\lambda `$ as in (13) and simultaneous rescaling of the classical field given by: $`\varphi \sqrt{\sigma }\varphi `$. Hence $`H_t^{(+)}`$ is a function of the variables $`\tau t^2\lambda `$ and $`\eta _{2k}t^ky_{2k}`$. The equation for $`(\tau ;\{\eta _{2k}\})H_t^{(+)}(\lambda ;\{y_{2k}\})`$ is

$`2\tau _\tau =2{\displaystyle \underset{k,k^{}=1}{\overset{\mathrm{}}{}}}kk^{}\eta _{2k+2k^{}2}_{\eta _{2k}}_{\eta _{2k^{}}}`$
$`+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=0}{\overset{2k2}{}}}k\eta _{2i}\eta _{2k22i}_{\eta _{2k}}+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}k\eta _{2k}_{\eta _{2k}}`$ (14)
This form of the equation is a convenient starting point for studying the strong coupling limit of the theory, $`\tau \mathrm{}`$. In this limit the interaction term $`\frac{1}{4}\tau \varphi ^4`$ in the classical action dominates, so that it is natural to rescale the field as $`\varphi \tau ^{\frac{1}{4}}\varphi `$ and to work with the sources $`\zeta _{2k}\tau ^{\frac{k}{2}}\eta _{2k}`$. The leading term in the effective action equals $`\frac{1}{4}\mathrm{log}\tau \frac{1}{2}\tau ^{\frac{1}{2}}\zeta _2`$, as it can been easily understood by considering, for example, the path integral representation of the Wilson-Polchinski action. Hence $``$ admits the following asymptotic expansion for $`\tau \mathrm{}`$

$`(\tau ;\{\eta _{2k}\})={\displaystyle \frac{1}{4}}\mathrm{log}\tau {\displaystyle \frac{1}{2}}\tau ^{\frac{1}{2}}\zeta _2+\stackrel{~}{}(\tau ;\{\zeta _{2k}\})`$
$`={\displaystyle \frac{1}{4}}\mathrm{log}\tau {\displaystyle \frac{1}{2}}\tau ^{\frac{1}{2}}\zeta _2+\stackrel{~}{h}_0(\{\zeta _{2k}\})+O(\tau ^{\frac{1}{2}})`$ (15)
The function $`\stackrel{~}{h}_0(\{\zeta _{2k}\})`$ is to be interpreted as the initial condition of the strong coupling limit and has to be computed by independent methods. Once $`\stackrel{~}{h}_0(\{\zeta _{2k}\})`$ is specified, the equation for $`\stackrel{~}{}`$

$$2\tau _\tau \stackrel{~}{}=\tau ^{\frac{1}{2}}\left[2\underset{k,k^{}=1}{\overset{\mathrm{}}{}}kk^{}\zeta _{2k+2k^{}2}_{\zeta _{2k}}\stackrel{~}{}_{\zeta _{2k^{}}}\stackrel{~}{}+\underset{k=1}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{2k2}{}}k\zeta _{2i}\zeta _{2k22i}_{\zeta _{2k}}\stackrel{~}{}\right]$$
(16)
determines recursively the subleading $`O(\tau ^{\frac{1}{2}})`$ terms.

## 3 Functional Derivation of Large N Wilson-Polchinski RG Equation

The generating functional $`(J)`$ of the connected Green functions of the $`N\times N`$ matrix scalar theory is

$$\mathrm{e}^{N^2(J)}𝒩𝑑\mathrm{\Phi }\mathrm{e}^{N\left[S(\mathrm{\Phi })\mathrm{Tr}J\mathrm{\Phi }\right]}$$
(17)
where $`J`$ is the $`N\times N`$ matrix source for the quantum matrix field $`\mathrm{\Phi }`$ and $`S(\mathrm{\Phi })`$ is the classical action

$$S(\mathrm{\Phi })=\frac{1}{2t}\mathrm{Tr}\mathrm{\Phi }^2\mathrm{Tr}V(\mathrm{\Phi })$$
(18)
For example we can take, as in the previous section, $`V(\mathrm{\Phi })=\frac{\lambda }{4}\mathrm{\Phi }^4`$. The normalization factor $`𝒩`$ is

$$𝒩^1=𝑑\mathrm{\Phi }\mathrm{e}^{\frac{N}{2t}\mathrm{Tr}\mathrm{\Phi }^2}=\left(\frac{\pi t}{N}\right)^{N^2/2}$$
(19)
The Wilsonian effective action $`H_t(\phi )`$ is the generating functional of the connected amputated Green functions. It is related to $`(J)`$ as follows:

$$(J)=H_t(\phi )\frac{1}{2Nt}\mathrm{Tr}\phi ^2$$
(20)
where $`J=\frac{1}{t}\phi `$.

The Wilson-Polchinski RG equation determines the dependence of $`H_t(\phi )`$ on the “propagator” $`t`$. The large $`N`$ limit should be taken keeping the invariants

$$y_k\frac{1}{N}\mathrm{Tr}\phi ^k$$
(21)
where $`k=1,2,\mathrm{}`$, finite as $`N\mathrm{}`$.

Taking the derivative with respect to $`t`$ of both sides of Eq. (17) one obtains

$$_tH_t(\phi )\frac{1}{2t^2N}\mathrm{Tr}\phi ^2=\frac{1}{2t}+\frac{1}{2Nt^2}\mathrm{Tr}\mathrm{\Phi }^2\frac{1}{Nt^2}\mathrm{Tr}\phi \mathrm{\Phi }$$
(22)
where

$$O(\mathrm{\Phi })=\frac{𝑑\mathrm{\Phi }\mathrm{e}^{N[S(\mathrm{\Phi })\frac{1}{t}\mathrm{Tr}\phi \mathrm{\Phi }]}O(\mathrm{\Phi })}{𝑑\mathrm{\Phi }\mathrm{e}^{N[S(\mathrm{\Phi })\frac{1}{t}\mathrm{Tr}\phi \mathrm{\Phi }]}}$$
(23)
Using

$`{\displaystyle \frac{1}{N}}\mathrm{Tr}\phi \mathrm{\Phi }=t\mathrm{Tr}\phi {\displaystyle \frac{}{\phi }}`$
$`{\displaystyle \frac{1}{N}}\mathrm{Tr}\mathrm{\Phi }^2={\displaystyle \frac{t^2}{N}}\mathrm{Tr}{\displaystyle \frac{^2}{\phi ^2}}+t^2N\mathrm{Tr}\left({\displaystyle \frac{}{\phi }}\right)^2`$ (24)
we get

$$_tH_t=\frac{N}{2}\mathrm{Tr}\left(\frac{H_t}{\phi }\right)^2+\frac{1}{2N}\mathrm{Tr}\frac{^2H_t}{\phi ^2}$$
(25)
which is the finite $`N`$ RG equation. In the large N limit we should keep fixed the variables $`y_k`$. Hence, let us express the derivatives with respect to $`\phi `$ in terms of $`y_k`$-derivatives:

$$\frac{H_t}{\phi }=\underset{k}{}k\frac{\phi ^{k1}}{N}_{y_k}H_t$$
(26)
and

$`{\displaystyle \frac{1}{N}}\mathrm{Tr}{\displaystyle \frac{^2H_t(\phi )}{\phi ^2}}={\displaystyle \frac{1}{N^2}}{\displaystyle \underset{k,k^{}}{}}kk^{}y_{k+k^{}2}_{y_k}_{y_k^{}}H_t`$
$`+{\displaystyle \underset{k}{}}{\displaystyle \frac{k}{N^2}}\mathrm{Tr}\left({\displaystyle \frac{\phi ^{k1}}{\phi }}\right)_{y_k}H_t`$ (27)
In the large $`N`$ limit the first term in the r.h.s. of the equation above goes to zero. The second term, instead, survives. Indeed, since

$$\mathrm{Tr}\left(\frac{\phi ^{k1}}{\phi }\right)=\underset{i=0}{\overset{k2}{}}\mathrm{Tr}\phi ^i\mathrm{Tr}\phi ^{k2i}$$
(28)
one has

$$\underset{k}{}\frac{k}{N^2}\mathrm{Tr}\left(\frac{\phi ^{k1}}{\phi }\right)_{y_k}H_t=\underset{k}{}\underset{i=0}{\overset{k2}{}}ky_iy_{k2i}_{y_k}H_t$$
(29)
which is finite as $`N\mathrm{}`$. In conclusion the RG equation in the large $`N`$ limit becomes

$$_tH_t=\frac{1}{2}\underset{k,k^{}}{}kk^{}y_{k+k^{}2}_{y_k}H_t_{y_k^{}}H_t+\frac{1}{2}\underset{k}{}\underset{i=0}{\overset{k2}{}}ky_iy_{k2i}_{y_k}H_t$$
(30)
in agreement with Eq. (8).

## 4 Application to Matrix Models

In the application of Eq. (30) to $`0`$-dimensional matrix models it is usually convenient to replace the $`y_k`$ variables with the eigenvalues $`\xi _i`$ of the matrix source $`\phi `$. Starting from

$$y_k=\frac{1}{N}\underset{i}{}\xi _i^k$$
(31)
it easily shown that

$$\mathrm{Tr}\left(\frac{H_t}{\phi }\right)^2=\underset{i}{}\left(_{\xi _i}H_t\right)^2$$
(32)
and that

$$\mathrm{Tr}\frac{^2H_t}{\phi ^2}=\underset{i}{}_{\xi _i}^2H_t+\underset{i,j:ij}{}\frac{_{\xi _i}H_t_{\xi _j}H_t}{\xi _i\xi _j}$$
(33)
Going back to the finite $`N`$ RG equation (25), it rewrites therefore as follows:

$$_tH_t=\frac{N}{2}\underset{i}{}\left(_{\xi _i}H_t\right)^2+\frac{1}{2N}\underset{i}{}_{\xi _i}^2H_t+\frac{1}{2N}\underset{i,j:ij}{}\frac{_{\xi _i}H_t_{\xi _j}H_t}{\xi _i\xi _j}$$
(34)
One can re-absorb the term linear in $`\xi _i`$’s derivatives by defining

$$\widehat{H}_t=H_t+\frac{1}{4N^2}\underset{i,j:ij}{}\mathrm{log}(\xi _i\xi _j)^2$$
(35)
Thus

$$_t\widehat{H}_t=\frac{N}{2}\underset{i}{}\left(_{\xi _i}\widehat{H}_t\right)^2+\frac{1}{2N}\underset{i}{}_{\xi _i}^2\widehat{H}_t$$
(36)
In order to understand the large $`N`$ behaviour of the equation above, we introduce the eigenvalue density

$$\rho (\xi )\frac{1}{N}\underset{i}{}\delta (\xi \xi _i),$$
(37)
and rewrite Eq. (36) as follows

$$_t\widehat{H}_t=\frac{1}{2}𝑑\xi \rho (\xi )\left[\left(_\xi \frac{\delta \widehat{H}_t}{\delta \rho (\xi )}\right)^2+\frac{1}{N^2}_\xi ^2\frac{\delta ^2H_t}{\delta \rho (\xi )^2}\right]$$
(38)
This makes clear that the second term in the r.h.s. which is second order in field derivatives is subleading in the large $`N`$-limit.

Thus the planar limit of the $`0`$-dimensional RG equation reduces just to the free Hamilton-Jacobi equation for a system of $`N`$ particles (with $`N\mathrm{}`$)

$$_t\widehat{H}_t=\frac{N}{2}\underset{i}{}\left(_{\xi _i}\widehat{H}_t\right)^2$$
(39)
We can therefore express $`\widehat{H}_t`$ in terms of the initial condition

$$\widehat{V}(\{\xi _i\})=\underset{i}{}V(\xi _i)+\frac{1}{4N}\underset{i,j:ij}{}\mathrm{log}(\xi _i\xi _j)^2$$
(40)
by means of the general integral of the free Hamilton-Jacobi equation:

$$\widehat{H}_t(\{\xi _i\})=\frac{1}{N}\widehat{V}(\{\zeta _i\})\frac{t}{2N}\underset{i}{}\left(_{\zeta _i}\widehat{V}(\{\zeta _i\})\right)^2$$
(41)
where the functions $`\zeta _i(\xi _i,t)`$ are implicitely defined by the following algebraic equation

$`\zeta _i=\xi _i+t_{\zeta _i}\widehat{V}(\{\zeta _i\})`$
$`=\xi _i+tV^{}(\zeta _i)+{\displaystyle \frac{t}{N}}{\displaystyle \underset{j:ji}{}}{\displaystyle \frac{1}{\zeta _i\zeta _j}}`$ (42)
In conclusion, we have reduced the solution of a generic matrix model with interaction $`V(\mathrm{\Phi })`$ coupled to an external source $`\phi `$, in the large $`N`$ limit, to the solution of the algebraic equation (42). In terms of the solution $`\zeta _i(\xi _i,t)`$ of this equation, the large $`N`$ effective action $`H_t`$ of the matrix model is

$`H_t={\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}V(\zeta _i){\displaystyle \frac{t}{2N}}{\displaystyle \underset{i}{}}(V^{}(\zeta _i))^2{\displaystyle \frac{t}{2N^2}}{\displaystyle \underset{i,j:ij}{}}{\displaystyle \frac{V^{}(\zeta _i)V^{}(\zeta _j)}{\zeta _i\zeta _j}}`$ (43)
$`{\displaystyle \frac{1}{4N^2}}{\displaystyle \underset{i,j:ij}{}}\mathrm{log}(1t{\displaystyle \frac{V^{}(\zeta _i)V^{}(\zeta _j)}{\zeta _i\zeta _j}}+{\displaystyle \frac{t}{N}}{\displaystyle \underset{k:ki,j}{}}{\displaystyle \frac{1}{(\zeta _i\zeta _k)(\zeta _j\zeta _k)}})^2`$
In deriving Eq. (43) from Eqs. (35), (41) and (40) we have suppressed terms

$$\frac{t}{2N^3}\underset{\genfrac{}{}{0pt}{}{i,j,k}{j,ki}}{}\frac{1}{\zeta _i\zeta _j}\frac{1}{\zeta _i\zeta _k}=\frac{t}{2N^3}\underset{i,j:ij}{}\frac{1}{(\zeta _i\zeta _j)^2}$$
(44)
and

$$\frac{2t}{N}\frac{1}{(\zeta _i\zeta _j)^2}$$
(45)
because sub-leading in the $`1/N`$ expansion. Note, however, that terms of order $`1/N^p`$ with $`p>0`$ are still contained in equation (43).

## 5 Extension to $`d`$ Space-Time Dimensions

The generating functional $`[J]`$ of the regularized connected Green functions of the $`d`$-dimensional $`N\times N`$ matrix scalar theory is

$$\mathrm{e}^{N^2[J]}𝒩[d\mathrm{\Phi }]\mathrm{e}^{N\left[S[\mathrm{\Phi }]{\scriptscriptstyle d^dx\mathrm{Tr}J(x)\mathrm{\Phi }(x)}\right]}$$
(46)
where $`J(x)`$ is the $`N\times N`$ matrix source for the quantum matrix field $`\mathrm{\Phi }(x)`$ and $`S[\mathrm{\Phi }]`$ is the regularized classical action

$$S[\mathrm{\Phi }]=\frac{1}{2}d^dxd^dy\mathrm{\Delta }_t^1(x,y)\mathrm{Tr}\mathrm{\Phi }(x)\mathrm{\Phi }(y)d^dxV(\mathrm{\Phi }(x))$$
(47)
As we explained in the previous section, $`\mathrm{\Delta }_t(x,y)`$ is the propagator regulated both in the IR and in the UV. We omit explicit reference to the UV scale $`t_0`$ and denote by $`t`$ the infra-red cut-off: $`\mathrm{\Delta }_t(x,y)`$ vanishes rapidly in the UV limit $`tt_0`$. The normalization factor $`𝒩`$ is

$`𝒩^1={\displaystyle [d\mathrm{\Phi }]\mathrm{e}^{\frac{N}{2}{\scriptscriptstyle d^dxd^dy\mathrm{\Delta }_t^1(x,y)\mathrm{Tr}\mathrm{\Phi }(x)\mathrm{\Phi }(y)}}}`$
$`=\left({\displaystyle \frac{\pi \mathrm{det}_{x,y}(\mathrm{\Delta }_t(x,y))}{N}}\right)^{N^2/2}`$ (48)
The Wilsonian effective action $`H_t[\phi ]`$ is related to $`[J]`$ as follows:

$$[J]=H_t[\phi ]\frac{1}{2N}d^dxd^dy\mathrm{\Delta }_t^1(x,y)\mathrm{Tr}\phi \left(x\right)\phi \left(y\right)$$
(49)
where $`J(x)=d^dy\mathrm{\Delta }_t^1(x,y)\phi \left(y\right)`$.

The Wilson-Polchinski RG equation determines the dependence of $`H_t[\phi ]`$ on the infra-red scale $`t`$. The large $`N`$ limit should be taken by keeping the invariants

$$Y_k(x_1,\mathrm{},x_k)\frac{1}{N}\mathrm{Tr}\phi \left(x_1\right)\mathrm{}\phi \left(x_k\right)$$
(50)
where $`k=1,2,\mathrm{}`$, finite as $`N\mathrm{}`$. Going through the same steps as in the previous section, we obtain the finite $`N`$ RG equation

$$_tH_t=\frac{N}{2}d^dxd^dy\dot{\mathrm{\Delta }}_t(x,y)\left[\mathrm{Tr}\frac{\delta H_t}{\delta \phi \left(x\right)}\frac{\delta H_t}{\delta \phi \left(y\right)}+\frac{1}{N^2}\mathrm{Tr}\frac{\delta ^2H_t}{\delta \phi \left(x\right)\delta \phi \left(y\right)}\right]$$
(51)
To take the large $`N`$ limit we must express the derivatives with respect to $`\phi `$ in terms of $`Y_k`$-derivatives:

$$\frac{\delta H_t}{\delta \phi \left(x\right)}=\underset{k}{}\frac{k}{N}𝑑x_1\mathrm{}𝑑x_{k1}\phi \left(x_1\right)\mathrm{}\phi \left(x_{k1}\right)\frac{\delta H_t}{\delta Y_k(x,x_1,\mathrm{},x_{k1})}$$
(52)
For the same reasons that have been explained in the previous section, the second derivative term in Eq. (51) reduces, in the large $`N`$ limit, to

$`{\displaystyle \frac{1}{N}}\mathrm{Tr}{\displaystyle \frac{\delta ^2H_t}{\delta \phi \left(x\right)\delta \phi \left(y\right)}}{\displaystyle \underset{k}{}}{\displaystyle \underset{i=1}{\overset{k1}{}}}k{\displaystyle 𝑑x_1\mathrm{}𝑑x_{k1}\delta \left(x_ix\right)}`$
$`\times Y_{i1}(x_1,\mathrm{},x_{i1})Y_{k1i}(x_{i+1},\mathrm{},x_{k1}){\displaystyle \frac{\delta H_t}{\delta Y_k(y,x_1,\mathrm{},x_{k1})}}`$
In conclusion the RG equation in the large $`N`$ limit becomes

$`_tH_t={\displaystyle \frac{1}{2}}{\displaystyle }dxdy\dot{\mathrm{\Delta }}_t(x,y)[{\displaystyle \underset{k,k^{}}{}}kk^{}{\displaystyle }dx_1\mathrm{}dx_{k1}dy_1\mathrm{}dy_{k^{}1}`$
$`\times Y_{k+k^{}2}(x_1,\mathrm{},x_{k1},y_1,\mathrm{},y_{k^{}1})`$
$`\times {\displaystyle \frac{\delta H_t}{\delta Y_k(x,x_1,\mathrm{},x_{k1})}}{\displaystyle \frac{\delta H_t}{\delta Y_k^{}(y,y_1,\mathrm{},y_{k^{}1})}}+`$
$`+{\displaystyle \underset{k}{}}{\displaystyle \underset{i=1}{\overset{k1}{}}}k{\displaystyle 𝑑x_1\mathrm{}𝑑x_{k1}\delta \left(x_ix\right)}`$
$`\times Y_{i1}(x_1,\mathrm{},x_{i1})Y_{k1i}(x_{i+1},\mathrm{},x_{k1})`$
$`\times {\displaystyle \frac{\delta H_t}{\delta Y_k(y,x_1,\mathrm{},x_{k1})}}]`$ (53)
This is still a Hamilton-Jacobi type equation for the system of multi-local sources $`Y_k(x_1,\mathrm{},x_k)`$. Due to the non-trivial $`t`$-dependence of $`\dot{\mathrm{\Delta }}_t(x,y)`$, this system is described by a time-dependent Hamiltonian, in contrast to the zero-dimensional case. Note that, even if we derived Eq. (53) in the framework of $`N\times N`$ matrix theory, the equation is valid for the non-commutative Moyal case as well.

## 6 Conclusions

In this article we have derived, both from diagrammatic and functional methods, the “planar” Wilson-Polchinski RG equation for a $`d`$-dimensional scalar theory with fields valued in a generic non-commutative algebra. We have emphasized that a closed RG equation exists for the functional generator of connected amputated graphs with sphere topology and all possible configurations of external legs, which represent multi-traces of the field sources. The crucial difference between the ordinary and the planar Wilson-Polchinski equations lies in the quantum (loop) term: it is proportional to second order field derivatives in the ordinary equation and to first order field derivatives in the planar one. Thus the planar RG equation for a $`d`$-dimensional system has the form of a Hamilton-Jacobi equation for a non-relativistic system in $`d+1`$ dimensions, whose time is identified with the renormalization scale.

This result is of course reminiscent of the holographic conjecture. However a precise relation — if it exists at all — between our $`d`$-dimensional RG equation and the Hamilton-Jacobi equation for $`d+1`$-dimensional supergravity of  remains unclear to us. In particular, it should be stressed that Wilson RG, even in Polchinski’s differential form, describes an invariance property of the Feynman integral and hence concerns the effective action which is a functional of the elementary fields while the object that enters the holographic conjecture is a vacuum energy, functional of the sources of composite operators.

The planar Wilson-Polchinski equation should be a useful tool to investigate the renormalization properties of field theories over non-commutative space. The equation describes the regime when external momenta are large in comparison with $`1/\sqrt{|\mathrm{\Theta }|}`$, with $`\mathrm{\Theta }`$ the non-commutative space-time tensor, and thus it does not concern the $`|\mathrm{\Theta }|0`$ limit. As first explained in , this limit is made subtle by the fact that non-planar Green functions contains negative powers of $`\mathrm{\Theta }`$. This does not necessarily imply the presence of singularities of the renormalized theory in the limit $`|\mathrm{\Theta }|0`$. Indeed the limit of small non-commutativity should be studied by renormalizing the theory at an energy scale is much smaller than $`1/\sqrt{|\mathrm{\Theta }|}`$. In this framework deformations corresponding to the small $`|\mathrm{\Theta }|`$ expansion of the star product should represent irrelevant terms. From this point of view the UV/IR paradox just originates from a not-allowed limit exchange.

As a last application, we have shown that in the case of $`0`$-dimensional hermitian matrix models the large $`N`$ RG equation can be recast in a very simple form: it is equivalent to the free Hamilton-Jacobi equation for a system of particles in 1 dimension. This reformulation has lead to a closed expression for the large $`N`$ effective action of the model, which is equivalent to the free energy of one-matrix model coupled to an external matrix source. As far as we know, the expression in Eqs. (43), (42) for the free energy of this model with arbitrary potential represents a new result.

## Acknowledgments

We thank M. Porrati for helpful discussions. This work is supported in part by the European Commission’s Human Potential programme under contract HPRN-CT-2000-00131 “The quantum structure of spacetime and the geometric nature of fundamental interactions”, to which the authors are associated through the Frascati National Laboratory, and by Ministero dell’Università e della Ricerca Scientifica e Tecnologica.

## Appendix A Non-Planar Non-Commutative Graphs

To understand how one can approach a field theory over a non-commutative space-time using our RG equation in the framework of perturbation theory it can be useful to present the first steps of the construction.

The starting point is the introduction of a cut-off propagator that we choose according to:

$$\mathrm{\Delta }_\mathrm{\Lambda }(p^2)=_{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}𝑑x\mathrm{e}^{xp^2}$$
(54)
Here $`\mathrm{\Lambda }_0`$ is the UV cut-off and $`\mathrm{\Lambda }`$ is the running cut-off that is identified with the RG parameter. Let $`1/\sqrt{|\mathrm{\Theta }|}`$ be the non-commutative mass scale. We will consider the evolution equation in the regime

$$\frac{1}{\sqrt{|\mathrm{\Theta }|}}<\mathrm{\Lambda }\mathrm{\Lambda }_0$$
(55)
The effective action $`H_\mathrm{\Lambda }[\phi ]`$ is computed as a series expansion of the coupling $`\lambda `$ starting from the initial condition

$$H_{\mathrm{\Lambda }_0}[\phi ]=\frac{\lambda }{4}\underset{i=1}{\overset{4}{}}dp_{4,i}\delta \left(\underset{j=1}{\overset{4}{}}p_{4,j}\right)\phi (p_{4,\mathrm{\hspace{0.17em}1}})\mathrm{}\phi (p_{4,\mathrm{\hspace{0.17em}4}})\mathrm{e}^{i\mathrm{\Phi }(p_{4,\mathrm{\hspace{0.17em}1}}\mathrm{}p_{4,\mathrm{\hspace{0.17em}4}})}$$
(56)
where we have defined the Moyal factor

$$\mathrm{\Phi }(p_{k,\mathrm{\hspace{0.17em}1}}\mathrm{}p_{k,k})\underset{i=2}{\overset{k1}{}}\left(\underset{j=1}{\overset{i1}{}}p_{k,j}\right)\mathrm{\Theta }p_{k,i}$$
(57)
The terms in the effective action of Eq. (3) proportional to the amplitudes $`h_\mathrm{\Lambda }^{\{\delta _{k,2}\}}(p_{k,j_k}^{\left(i_k\right)})`$ and $`h_\mathrm{\Lambda }^{\{\delta _{k,6}\}}`$ are determined at the first perturbative order to be:

$`\lambda {\displaystyle \underset{i=1}{\overset{2}{}}dp_{2,i}\delta \left(\underset{j=1}{\overset{2}{}}p_{2,j}\right)\left[\frac{dp}{(2\pi )^d}_{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}𝑑x\mathrm{e}^{xp^2}+C\right]\phi (p_{2,\mathrm{\hspace{0.17em}1}})\phi (p_{2,\mathrm{\hspace{0.17em}2}})}`$
$`+{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle \underset{i=1}{\overset{6}{}}dp_{6,i}𝑑p\delta \left(\underset{j=1}{\overset{3}{}}p_{6,j}+p\right)\delta \left(\underset{l=4}{\overset{6}{}}p_{6,l}p\right)_{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}𝑑x\mathrm{e}^{xp^2}}`$
$`\times \mathrm{e}^{i\mathrm{\Phi }(p_{6,\mathrm{\hspace{0.17em}1}}\mathrm{}p_{6,\mathrm{\hspace{0.17em}6}})}\phi (p_{6,\mathrm{\hspace{0.17em}1}})\mathrm{}\phi (p_{6,\mathrm{\hspace{0.17em}6}})`$ (58)
These contributions correspond, in the zero dimensional case, to the terms linear in $`t`$ in Eq. (12). The constant $`C`$ in the first term of equation above appears due to the UV divergence of the corresponding diagram; it must be determined using suitable normalization conditions at some fixed $`\mathrm{\Lambda }_R>1/\sqrt{|\mathrm{\Theta }|}`$. For example, if we require $`h_\mathrm{\Lambda }^{\{\delta _{k,2}\}}`$ to vanish at $`p_{2,\mathrm{\hspace{0.17em}1}}=0`$ at the normalization point $`\mathrm{\Lambda }_R`$, the term in brackets $`\frac{dp}{(2\pi )^d}_{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}𝑑x\mathrm{e}^{xp^2}+C`$ becomes $`(4\pi )^{\frac{d}{2}}(1\frac{d}{2})^1(\mathrm{\Lambda }^{d2}\mathrm{\Lambda }_R^{d2})`$, which is UV safe.

With a further step we reach the terms corresponding to the $`t^2`$ contributions in (12). At this order the first non-planar term in the perturbative expansion of the effective action appears:

$$\underset{i_2,j_2=1}{\overset{2}{}}dp_{2,j_2}^{\left(i_2\right)}\delta (\underset{i_2,j_2=1}{\overset{2}{}}p_{2,j_2}^{\left(i_2\right)})h_\mathrm{\Lambda }^{\{2\delta _{k,2}\}}(p_{k,j_k}^{\left(i_k\right)})\phi (p_{2,\mathrm{\hspace{0.17em}1}}^{\left(1\right)})\phi (p_{2,\mathrm{\hspace{0.17em}2}}^{\left(1\right)})\phi (p_{2,\mathrm{\hspace{0.17em}1}}^{\left(2\right)})\phi (p_{2,\mathrm{\hspace{0.17em}2}}^{\left(2\right)})$$
(59)
The non-planar amplitude $`h_\mathrm{\Lambda }^{\{2\delta _{k,2}\}}(p_{k,j_k}^{\left(i_k\right)})`$ receives contributions fron the two following diagrams (with inward oriented momenta):

Let us consider only the first diagram whose contribution to $`h_\mathrm{\Lambda }^{\{2\delta _{k,2}\}}`$ is:

$`h_{\mathrm{\Lambda },1}^{\{2\delta _{k,2}\}}={\displaystyle \frac{\lambda ^2}{4}}{\displaystyle \frac{dk}{(2\pi )^d}\mathrm{e}^{i\mathrm{\hspace{0.17em}2}k\mathrm{\Theta }(p_1+p_2)}_{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}𝑑x𝑑y\mathrm{e}^{\left[x\left(k+\frac{p_2+p_4}{2}\right)^2+y\left(k\frac{p_2+p_4}{2}\right)^2\right]}}`$ (60)
$`={\displaystyle \frac{\lambda ^2}{4(4\pi )^{\frac{d}{2}}}}{\displaystyle _{\mathrm{\Lambda }_0^2}^{\mathrm{\Lambda }^2}}{\displaystyle \frac{dxdy}{(x+y)^{\frac{d}{2}}}}\mathrm{e}^{\frac{1}{(x+y)}\left[xy(p_2+p_4)^2+(\mathrm{\Theta }(p_1+p_2))^2+i(xy)(p_2+p_4)\mathrm{\Theta }(p_1+p_2)\right]}`$
In the non-exceptional regime, in which

$$\frac{1}{\sqrt{|\mathrm{\Theta }|}}<\mathrm{\Lambda }<|p_1+p_2||p_2+p_4|$$
(61)
one can safely take the (UV) limit $`\mathrm{\Lambda }_0\mathrm{}`$ and, after a variable rescaling, one obtains

$`h_{\mathrm{\Lambda },1}^{\{2\delta _{k,2}\}}={\displaystyle \frac{\lambda ^2}{4(4\pi )^{\frac{d}{2}}|\mathrm{\Theta }|^{\frac{d}{2}2}}}{\displaystyle _0^{\frac{1}{|\mathrm{\Theta }|\mathrm{\Lambda }^2}}}{\displaystyle \frac{dxdy}{(x+y)^{\frac{d}{2}}}}`$
$`\times \mathrm{e}^{\frac{1}{(x+y)}\left[xy|\mathrm{\Theta }|(p_2+p_4)^2+\frac{\left(\mathrm{\Theta }(p_1+p_2)\right)^2}{|\mathrm{\Theta }|}+i(xy)(p_2+p_4)\mathrm{\Theta }(p_1+p_2)\right]}`$ (62)
Hence asymptotically, that is when $`\frac{1}{\sqrt{|\mathrm{\Theta }|}}<\mathrm{\Lambda }|p_1+p_2||p_2+p_4|`$, we find

$`h_{\mathrm{\Lambda },1}^{\{2\delta _{k,2}\}}{\displaystyle \frac{\lambda ^2}{4(4\pi )^{\frac{d}{2}}|\mathrm{\Theta }|^{\frac{d}{2}2}}}{\displaystyle _0^{\frac{1}{|\mathrm{\Theta }|\mathrm{\Lambda }^2}}}{\displaystyle \frac{dxdy}{(x+y)^{\frac{d}{2}}}}\mathrm{e}^{\frac{1}{(x+y)}\frac{\left(\mathrm{\Theta }(p_1+p_2)\right)^2}{|\mathrm{\Theta }|}}`$
$`{\displaystyle \frac{\lambda ^2}{4(4\pi )^{\frac{d}{2}}\left(\frac{\mathrm{\Lambda }^2}{2}\right)^{2\frac{d}{2}}}}{\displaystyle _1^2}𝑑zz^{\frac{d}{2}2}\mathrm{e}^{\left(\frac{1}{2}\mathrm{\Theta }(p_1+p_2)\right)^2\mathrm{\Lambda }^2z}`$
$`{\displaystyle \frac{\lambda ^2}{4(4\pi )^{\frac{d}{2}}\left(\frac{\mathrm{\Lambda }^2}{2}\right)^{2\frac{d}{2}}}}\mathrm{e}^{\left(\frac{1}{2}\mathrm{\Theta }(p_1+p_2)\right)^2\mathrm{\Lambda }^2}`$ (63)
This example confirms that when external momenta are non-exceptional non planar amplitudes are exponentially suppressed as noted in the Introduction.

One could wonder how it is possible that non-planar terms contribute to the evolution equation of planar ones — the observation of which fact is the main result of this paper. Our example clarifies also this point. Indeed the hole amplitude that we have studied contributes to the evolution equation of the two-loop self energy by a term in which two legs belonging to the same hole are connected by $`\dot{\mathrm{\Delta }}`$. However — and this is the crucial remark — this situation does not belong to the non-exceptional regime since $`p_3+p_4=p_1p_2=0`$. In this case it is apparent that the exponential damping factor in (63) disappears.

## Appendix B Differential Equations for Matrix Models

Let $`F(\{g_n\})`$ be the vacuum energy of $`0`$-dimensional matrix model with an infinite number of single-trace interactions

$$\mathrm{e}^{N^2F(\{g_n\})}𝑑\mathrm{\Phi }\mathrm{e}^{NS_1(\mathrm{\Phi };\{g_n\})}$$
(64)
where

$$S_1(\mathrm{\Phi };\{g_n\})=\underset{n=1}{\overset{\mathrm{}}{}}g_n\mathrm{Tr}\mathrm{\Phi }^n$$
(65)
The scale invariance of the matrix functional measure implies that

$$e^{N^2F}𝑑\mathrm{\Phi }\mathrm{Tr}_\mathrm{\Phi }\left(\mathrm{\Phi }\mathrm{e}^{NS_1}\right)=0$$
(66)
which translates in the following first order differential equation for $`F(\{g_n\})`$

$$1+\underset{n=1}{\overset{\mathrm{}}{}}ng_n_{g_n}F=0$$
(67)
A similar first order linear differential equation follows from translation invariance of the functional measure. In an analogous way we can derive a non-linear differential equation for $`F(\{g_n\})`$ starting from

$$e^{N^2F}𝑑\mathrm{\Phi }\mathrm{Tr}_\mathrm{\Phi }^2\mathrm{e}^{NS_1}=N\mathrm{Tr}_\mathrm{\Phi }^2S_1+N^2\mathrm{Tr}(_\mathrm{\Phi }S_1)^2=0$$
(68)
Using the relations

$`\mathrm{Tr}(_\mathrm{\Phi }S_1)^2=N{\displaystyle \underset{n,m=1}{\overset{\mathrm{}}{}}}nmg_ng_m_{g_{n+m2}}F`$
$`\mathrm{Tr}_\mathrm{\Phi }^2S_1=N^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{l=0}{\overset{n2}{}}}ng_n\left(_{g_l}F_{g_{n2l}}F+{\displaystyle \frac{1}{N^2}}_{g_l}_{g_{n2l}}F\right)`$ (69)
(and reorganizing the sums) we find, in the large $`N`$ limit

$$\underset{n,m=0}{\overset{\mathrm{}}{}}(n+m+2)g_{n+m+2}_{g_n}F_{g_m}F+\underset{n=0}{\overset{\mathrm{}}{}}\underset{l=1}{\overset{n+1}{}}l(nl+2)g_lg_{nl+2}_{g_n}F=0$$
(70)
where we define $`_{g_0}F1`$.

Eq. (70) allows to recursively determine $`F(\{g_n\})`$ as a perturbative series in $`g_2^1`$. In order to make the recursive computation simple it is convenient to introduce the following functional

$$\widehat{F}_t(\{g_n\})\frac{1}{2}\mathrm{log}t+F(\{g_n\frac{1}{2t}\delta _{n,2}\})$$
(71)
which is essentially the functional considered in . More precisely, the functional of  coincides with $`\widehat{F}_t(\{g_n\})`$ after the couplings $`g_n`$ with $`n2`$ have been set to zero. Note however that a simple differential equation can only be written for $`\widehat{F}_t(\{g_n\})`$ as a functional of all the couplings $`g_n`$ with $`n1`$. The definition Eq. (71) and the two differential equations (67) and (71) yield

$$_t\widehat{F}_t=\frac{1}{2}\underset{n,m=0}{\overset{\mathrm{}}{}}(n+m+2)g_{n+m+2}_{g_n}\widehat{F}_{g_m}\widehat{F}+\frac{1}{2}\underset{n=0}{\overset{\mathrm{}}{}}\underset{l=1}{\overset{n+1}{}}l(nl+2)g_lg_{nl+2}_{g_n}\widehat{F}$$
(72)
which is the equation derived in . Eq. (72) and the initial condition

$$\widehat{F}_t(\{g_n\})|_{t=0}=0$$
(73)
determine $`\widehat{F}_t(\{g_n\})`$ as a power series in $`t`$. The first terms of the series are

$$\widehat{F}_t=\left(g_2+\frac{1}{2}g_1^2\right)t+\left(g_2^2+g_1^2g_2+\frac{3}{2}g_1g_3+\frac{3}{2}g_6+\frac{5}{2}g_1g_5+g_1^2g_4\right)t^2+O(t^3)$$
(74)


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# Supersymmetric Lepton Flavour Violation

## I Introduction

The neutrino experiment results P3-18neutos  have a natural interpretation in terms of neutrino oscillations. This phenomenon is violating the individual lepton flavour number, and raises an interesting possibility of observing processes with charged-lepton flavour violation, like $`\mu e\gamma `$, $`\tau \mu \gamma `$, $`\mu `$-$`e`$ conversion in nuclei, rare $`K`$ decays etc. Unfortunately, due to smallness of the neutrino masses, the predicted branching ratios for these processes are so tiny that they are completely unobservable, e.g. BR$`(\mu e\gamma )<10^{50}`$.

In the supersymmetric extension of the Standard Model, however, the situation may be quite different. In addition to the SM mechanism, new sources of lepton flavour violation (LFV) can be generated by non-diagonal soft supersymmetry breaking slepton mass terms. Even if the off-diagonal slepton mass terms are assumed to vanish at tree level to avoid the supersymmetric flavour-changing problem, they can be induced radiatively P3-18rad  in the framework of a seesaw mechanism by the right-handed heavy neutrinos. In such a case a substantial $`\nu _\mu \nu _\tau `$ mixing leads to P3-18feng ; P3-18hisano  large $`\stackrel{~}{\mu }_L\stackrel{~}{\tau }_L`$ and $`\stackrel{~}{\nu }_\mu \stackrel{~}{\nu }_\tau `$ mixings. As a result, the rates for rare processes, such as $`\mu e\gamma `$, can be substantially enhanced. For nearly degenerate sleptons, however, these contributions are suppressed through the superGIM mechanism by $`\mathrm{\Delta }m_{\stackrel{~}{l}}/\overline{m}_{\stackrel{~}{l}}`$ with the mass difference $`\mathrm{\Delta }m_{\stackrel{~}{l}}`$ and the average mass $`\overline{m}_{\stackrel{~}{l}}`$ of the sleptons.

Once superpartners are discovered, it will also be possible to probe lepton flavour violation directly in their production and decay processes P3-18kras . It has been demonstrated that sneutrino or charged slepton pair production at future $`e^+e^{}`$ (and/or $`\mu ^+\mu ^{}`$) colliders may provide a more powerful tool to search for supersymmetric lepton flavour violation (SLFV) than rare decay processes P3-18feng ; P3-18nojiri . However, sneutrinos and charged sleptons may not only be directly pair-produced in $`e^+e^{}`$ collisions, but can also be decay products of other supersymmetric particles, like charginos and neutralinos, decaying via cascades. We find that off-diagonal chargino pair-production, overlooked earlier, can make a significant contribution to the SLFV signal P3-18gkr .

## II Collider Signals of Supersymmetric Lepton Flavour Violation

A flavor-violating signal is generated by the production of real sleptons, followed by their oscillation into a different flavored slepton, and subsequent decay to a lepton. For example, at $`e^+e^{}`$ colliders events with

$`\tau \mu +4j+E/_T,\tau \mu l+2j+E/_T,\tau \mu l\overline{l}+2j+E/_T`$ (1)
can be expected. Searching for such signals has several advantages: first these processes are at tree level while rare decays are generated by loop corrections. Second, the SLFV processes in decays of sleptons are suppressed only as $`\mathrm{\Delta }m_{\stackrel{~}{l}}/\mathrm{\Gamma }_{\stackrel{~}{l}}`$ P3-18ACFH205 , where $`\mathrm{\Gamma }_{\stackrel{~}{l}}`$ is the slepton decay width, as compared to the $`\mathrm{\Delta }m_{\stackrel{~}{l}}/\overline{m}_{\stackrel{~}{l}}`$ for rare decays. Since $`\overline{m}_{\stackrel{~}{l}}/\mathrm{\Gamma }_{\stackrel{~}{l}}`$ is typically of the order $`10^2`$$`10^3`$, one may expect spectacular signals for possible discovery in future $`e^+e^{}`$, $`\mu ^+\mu ^{}`$ or $`pp`$ collider experiments. Last, but not least, the SM background with two or more leptons with different flavours is quite small.

At $`e^+e^{}`$ linear colliders the SLFV signals can be looked for in decays of sleptons which are produced in pairs,

$`e^+e^{}`$ $``$ $`\stackrel{~}{\mathrm{}}_i^{}\stackrel{~}{\mathrm{}}_i^+\tau ^+\mu ^{}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0,`$
$`e^+e^{}`$ $``$ $`\stackrel{~}{\nu }_i\stackrel{~}{\nu }_i^c\tau ^+\mu ^{}\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_1^{},`$ (2)
with $`i=1,2,3`$. These processes have been discussed in detail, showing that they may be competitive to rare decay processes in searches for SLFV signals P3-18feng ; P3-18nojiri .

However, if the chargino $`\stackrel{~}{\chi }_2^\pm `$ is not much heavier, as is the case in a substantial region of the MSSM parameter space, then off-diagonal chargino or neutralino pair production $`e^+e^{}\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^{}`$, $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ can take place for the linear collider CM energy $`\sqrt{s}=500800\mathrm{G}\mathrm{e}\mathrm{V}`$. The heavier chargino and/or neutralino can decay via the SLFV chain,

$`e^+e^{}`$ $``$ $`\stackrel{~}{\chi }_2^+\stackrel{~}{\chi }_1^{}\tau ^+\mu ^{}\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_1^{},`$ (3)
$`e^+e^{}`$ $``$ $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0\tau ^+\mu ^{}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0,`$ (4)
where $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_1^0f\overline{f}^{}`$, and $`\stackrel{~}{\chi }_1^0`$ escapes detection. The signature therefore would be the same as in slepton pair production, i.e. eq.(1), depending on hadronic or leptonic $`\stackrel{~}{\chi }_1^\pm `$ decay mode. As a result, the processes (3) and (4) provide a new source for the signal in addition to those discussed in Ref.P3-18nojiri .

## III The role of charginos

To illustrate the role of charginos for the SLFV process at an $`e^+e^{}`$ linear collider, such as the proposed TESLA P3-18tdr , we consider the signal and background rates for two representative points in the MSSM parameter space. These points are given in terms of mSUGRA scenarios defined by:

$`RR1:m_0=100;M_{1/2}=200;A_0=0;\mathrm{tan}\beta =3;\mathrm{sgn}(\mu )=+`$
$`RR2:m_0=160;M_{1/2}=200;A_0=600;\mathrm{tan}\beta =30;\mathrm{sgn}(\mu )=+`$ (5)
chosen for detailed case studies at the ECFA/DESY linear collider workshop. Here the masses and $`A_0`$ are in GeV, and standard notation is used. The corresponding masses of chargino, neutralino and slepton states relevant for SLFV processes at $`\sqrt{s}=500`$ and 800 GeV, along with some branching ratios, can be found in P3-18gkr .

To be more specific, we take a pure 2-3 intergeneration mixing between $`\stackrel{~}{\nu }_\mu `$ and $`\stackrel{~}{\nu }_\tau `$, generated by a near-maximal mixing angle $`\theta _{23}`$, and ignore any mixings with $`\stackrel{~}{\nu }_e`$. The scalar neutrino mass matrix $`m_{\stackrel{~}{\nu }}^2`$, restricted to the 2-3 generation subspace, can be written in the fermion mass-diagonal basis as

$$m_{\stackrel{~}{\nu }}^2=\left(\begin{array}{cc}\mathrm{cos}\theta _{23}& \mathrm{sin}\theta _{23}\\ \mathrm{sin}\theta _{23}& \mathrm{cos}\theta _{23}\end{array}\right)\left(\begin{array}{cc}m_{\stackrel{~}{\nu }_2}& 0\\ 0& m_{\stackrel{~}{\nu }_3}\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}\theta _{23}& \mathrm{sin}\theta _{23}\\ \mathrm{sin}\theta _{23}& \mathrm{cos}\theta _{23}\end{array}\right),$$
(6)
where $`m_{\stackrel{~}{\nu }_2}`$ and $`m_{\stackrel{~}{\nu }_3}`$ are the physical masses of $`\stackrel{~}{\nu }_2`$ and $`\stackrel{~}{\nu }_3`$ respectively. In the following we take the mixing angle $`\theta _{23}`$ and $`\mathrm{\Delta }m_{23}=|m_{\stackrel{~}{\nu }_2}m_{\stackrel{~}{\nu }_3}|`$ as free, independent parameters.

In the case of RR2 the lightest chargino decays only leptonically (without SLFV it decays into $`\chi _1^0\tau \nu _\tau `$). As a result, the signature of SLFV in $`\stackrel{~}{\chi }_2^\pm \stackrel{~}{\chi }_1^{}`$ production would be one muon and three taus plus missing energy. Such a signal might be extremely difficult to extract from background with four taus or with two muons and two taus for realistic tau identification efficiencies.

For the case RR1, however, the lightest chargino has a large branching ratio for hadronic decays. Therefore in our analyses we consider only their hadronic decay modes. Given the mass spectrum, the off-diagonal $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^{}`$ pair is the only possibility for the SLFV signal in chargino production at $`\sqrt{s}=500`$ GeV. The slepton flavour violation can occur in the heavier chargino $`\stackrel{~}{\chi }_2^{}`$ cascade decay chain as shown
\[S1\] $`e^+e^{}\stackrel{~}{\chi }_2^\pm \stackrel{~}{\chi }_1^{}`$, $`\stackrel{~}{\chi }_2^+\tau ^+\stackrel{~}{\nu }_{2,3}`$, $`\stackrel{~}{\nu }_{2,3}\mu ^{}\stackrel{~}{\chi }_1^+`$
\[S2\] $`e^+e^{}\stackrel{~}{\chi }_2^\pm \stackrel{~}{\chi }_1^{}`$, $`\stackrel{~}{\chi }_2^+\mu ^+\stackrel{~}{\nu }_{2,3}`$, $`\stackrel{~}{\nu }_{2,3}\tau ^{}\stackrel{~}{\chi }_1^+`$
followed by $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_1^0+q+\overline{q}^{}`$. There is another sequence with the charges reversed. The other process for the same final state, which was discussed in P3-18nojiri , is the following
\[S3\] $`e^+e^{}\stackrel{~}{\nu }_i\stackrel{~}{\nu }_i^c`$, $`\stackrel{~}{\nu }_i\stackrel{~}{\chi }_1^{}\tau ^+`$, $`\stackrel{~}{\nu }_i^c\stackrel{~}{\chi }_1^+\mu ^{}`$
where $`i=2,3`$. In \[S1\] and \[S2\] the slepton flavour violating decay occurs in two ways leading to the the same final state so that eventually the signal rate gets doubled. The background may originate from the flavour-conserving SUSY processes
\[B1\] $`e^+e^{}\stackrel{~}{\chi }_2^+\stackrel{~}{\chi }_1^{}`$, $`\stackrel{~}{\chi }_2^+\tau ^+\stackrel{~}{\nu }_\tau `$, $`\stackrel{~}{\nu }_\tau \tau ^{}(\mu ^{})\stackrel{~}{\chi }_1^+`$
\[B2\] $`e^+e^{}\stackrel{~}{\chi }_2^+\stackrel{~}{\chi }_1^{}`$, $`\stackrel{~}{\chi }_2^+\tau ^+(\mu ^+)\stackrel{~}{\nu }_\tau `$, $`\stackrel{~}{\nu }_\tau \tau ^{}\stackrel{~}{\chi }_1^+`$
\[B3\] $`e^+e^{}\stackrel{~}{\nu }_i\stackrel{~}{\nu }_i^c`$, $`\stackrel{~}{\nu }_i\stackrel{~}{\chi }_1^{}\tau ^+`$, $`\stackrel{~}{\nu }_i^c\stackrel{~}{\chi }_1^+\tau ^{}(\mu ^{})`$
\[B4\] $`e^+e^{}\stackrel{~}{\tau }_2^+\stackrel{~}{\tau }_2^{}`$, $`\stackrel{~}{\tau }_2^+\tau ^+\stackrel{~}{\chi }_2^0`$, $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0\tau ^+(jets)\tau ^{}(\mu ^{})`$, $`\stackrel{~}{\tau }_2^{}\nu _\tau \stackrel{~}{\chi }_1^{}`$
in which the $`\mu `$ comes from $`\tau `$ decay after the $`\tau \tau X`$ events are produced, and from an important SM background
\[B5\] $`e^+e^{}t\overline{t}g`$
with semileptonic top decays if two quark jets are allowed to overlap. At 800 GeV additional signal and background channels open P3-18gkr .

With the set of kinematical cuts to ehnance the signal processes (listed in P3-18gkr ), in Fig.1 the contour lines are plotted for the significance $`\sigma _d=\frac{N}{\sqrt{N+B}}`$, where N and B is the number of signal and background events respectively for a given luminosity.

Comparing the dashed line with line B in Fig.1 we see that that the chargino contribution \[S1\] and \[S2\] increases the sensitivity range to $`\mathrm{sin}^2\theta _{23}`$ by 10-20% while the sensitivity to $`\mathrm{\Delta }m_{23}`$ does not change appreciably. At 800 GeV the background is more important reducing the sensitivity to the SLFV signal.

## IV Conclusions

Neutrino oscillations imply the violation of individual lepton flavour numbers and raise an interesting possibility of observing processes with a violation of lepton flavour between two charged leptons. In supersymmetry LFV processes may substantially be enhanced and many interesting signals of SLFV processes may be expected at future colliders. Our discussion of chargino contribution shows that a detailed account of all possible production channels is needed in assessing the sensitivity of future colliders to SLFV.

###### Acknowledgements.

I am grateful to M. Guchait and P.Roy for many stimulating discussions. The work was supported by the KBN Grant 2 P03B 060 18 and the European Commission 5-th framework contract HPRN-CT-2000-00149.


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# Solar and Reactor Neutrinos: Upcoming Experiments and Future Projects

## 1 Introduction

In the past, experiments with solar neutrinos and experiments with neutrinos from nuclear reactors probed different ranges of the parameter space for neutrino oscillations. Basically, the distances between source and detector in reactor neutrino experiments ($`<1`$ km) were too short to probe the parameter space relevant to explain the solar neutrino deficit . In the very near future, with the upcoming experiments KamLAND  and BOREXINO , it will be possible to study the parameter space of the large mixing angle (LMA) solution not only with solar, but as well with reactor neutrinos. Although BOREXINO is optimized for solar neutrino detection, it will be able to detect $`\overline{\nu }_e`$’s from far distant European nuclear reactors . Vice versa, KamLAND is dedicated to reactor neutrino spectroscopy, however, if radio impurities are sufficiently low, it will also measure solar neutrinos.

Future projects, for example LENS  and XMASS , seek to measure the primary pp-, 7Be- and CNO neutrino fluxes in real time via neutrino capture and neutrino-electron scattering respectively. Such measurements will provide important information on the flavor of solar neutrinos, on mixing parameters and on solar physics. If the LMA solution is realized in nature, $`\mathrm{\Delta }m^2`$ will be determined with high accuracy using reactor neutrinos. However, the measurement of the mixing angle will be statistically limited. Precision measurements of the pp- and 7Be fluxes by elastic scattering (ES) or neutrino capture (CC) would improve considerably the accuracy of the determination of the mixing angle. If the “LOW”, “(quasi-) VAC” or small mixing angle (SMA) is the correct solution (see Fig. 1 for terminology), then only solar neutrino experiments can explore the parameter spaces. Full information of the solar neutrino spectrum, via both ES and neutrino capture will be essential in any of the mentioned scenarios.

## 2 Objectives of future experiments

Since flavor conversion has been established from the the combined analysis of SNO and Super-Kamiokande (SK) data , the scientific goals of upcoming experiments and future projects shift from discovery and identification of the deficit to a comprehensive study of the phenomena: first, to fix the specific region of the parameter space, and second, to measure with high accuracy the neutrino oscillation parameters and the primary solar neutrino fluxes.

### 2.1 Test of stellar evolution theory

Solar neutrinos are a unique tool to directly study the fusion processes in the interior of the sun. In particular, direct measurements, with energy information and in real time, of neutrinos from the primary pp-, 7Be- and CNO processes are of fundamental interest. They will provide complementary information to observational data from helioseismology and probe the predictions of solar models.

### 2.2 Neutrino properties

One of the main goals of future experiments is to study neutrino oscillations and determine the oscillation parameters. In particular they need to:

* confirm $`\nu _e`$ conversion seen by SK and SNO at sub-MeV energies;
* observe directly the signature of oscillations, i.e. time variations or energy spectrum deformations;
* probe flavor composition at sub-MeV energies (active vs. sterile neutrinos, sterile contributions);
* establish the correct oscillation solution (LMA, LOW, (quasi-)VAC, SMA) and measure the mixing parameters with high accuracy.

Other questions comprise: the investigation of $`\mathrm{\Theta }_{13}`$, magnetic moment searches, coherent scattering off nuclei and neutrino instability.

## 3 Sub-MeV signature of solar $`\nu `$-oscillations

At 8B $`\nu `$-energies the various oscillation solutions differ only slightly with respect to the energy dependence of the survival probability. At sub-MeV energies, however, they differ dramatically. Moreover, for the LOW and VAC solutions the survival probability varies periodically in time for sub-MeV neutrinos. Day/night variations will be observable in the case of the LOW solution and variations on the scale of weeks to months for VAC solutions. Fig. 1 displays the characteristic survival curves for various oscillation scenarios. The “Just So2” and the “SMA” solutions are disfavored when including the recent results of SNO.

## 4 Experiments and R&D projects

Table 1 lists sub-MeV solar as well as reactor neutrino experiments which soon become operational, as well as projects which are currently in an early stage of development.

### 4.1 ES and CC-detection of sub-MeV neutrinos

Two different types of interactions will be exploited for the detection of sub-MeV real-time measurements: $`\nu _xe`$–scattering (ES) which involves charged (CC) and neutral (NC) current interactions, and neutrino capture which only occurs via CC-interaction. The first is sensitive to all active flavors – albeit $`\nu _\mu ,\nu _\tau `$ interact with a probability of about 1/6 of $`\nu _e`$ – while the latter is sensitive purely to $`\nu _e`$. Combining the results of an ES experiment with those of a neutrino capture experiment provides a unique neutral current probe. Currently this provides the only possibility to study the contributions of $`\nu _\mu `$ and $`\nu _\tau `$ in the primary pp- and 7Be neutrino fluxes. Electron scattering and neutrino capture experiments are therefore complementary, and should be realized in a coordinated strategy in order to maximize the potential physics output. For purposes of illustration only, Fig. 2 shows the expected relative interaction rates of 7Be neutrinos in BOREXINO and LENS. It should be noted that modest suppression factors, as for example expected for the the LMA solution, challenge the accuracy reachable in the experiments. For instance, in the particular case indicated in Fig. 2 with “experimentally difficult”, an error of $`<3\%`$ is needed both for BOREXINO and LENS in order to obtain a signal for $`\nu _\mu ,\nu _\tau `$ appearance $`>3\sigma `$ CL.

### 4.2 BOREXINO and KamLAND

As illustrated in Figs. 3 and 4, the BOREXINO (BX) and KamLAND (KL) detectors are similar in design. BX is optimized for solar neutrino detection, thus design priority has been given to high radiopurity, while KL is optimized for reactor neutrino detection where radiopurities are less stringent. Both detectors use liquid scintillators as $`\nu `$-target and detection medium. Reactor-$`\overline{\nu }_e`$’s are detected via $`\overline{\nu }_epe^+n`$ where $`e^+`$ carries the energy information of the interacting neutrino. The $`\overline{\nu }_e`$-tag is given by a coincident $`e^+\mathrm{n}`$ signal which is correlated in space and separated in time with $`\tau =200\mu `$sec. Solar neutrinos are measured via $`\nu _xe^{}`$-scattering ($`x=e,\mu ,\tau )`$. The Compton-like recoil electron provides the energy information of the interaction. About 55 events/day/100 tons are expected in the “7Be neutrino window” (i.e. recoil electrons with energies between 250-800 keV). Since $`\nu _xe^{}`$–signals cannot be distinguished from radioactive background as $`\beta `$-decay events with the same energy, ultra-low backgrounds are required for neutrino detection. The signal and background spectra expected in BOREXINO are displayed in Fig. 5. Expected detector performance and specifications for KL and BX are summarized in Tab. 2. KL needs to meet similar radiopurity specifications to achieve solar-$`\nu `$ detection. However, variable time effects, such as day/night variations, can be observable even with a background larger than $`10^{16}`$g/g. KL data taking commenced the end of 2001 and the first results from reactor $`\overline{\nu }_e`$-measurements are expected in 2002. BX scintillator filling will be completed early 2003 and first solar neutrino results might be available during the same year.

The reactor signal in KL (and as well in BX) will be strongly suppressed in the case where LMA parameters drive solar neutrino oscillations. The oscillation length $`L[\mathrm{m}]=1.24E[\mathrm{MeV}]/\mathrm{\Delta }m^2[\mathrm{eV}^2]`$ would amount to 100 km for 3 MeV reactor–$`\overline{\nu }_e`$’s and $`\mathrm{\Delta }m^2=3.7\times 10^5\mathrm{eV}^2`$. Fig. 6 shows the parameter space in which an observable rate suppression is expected. In case of no oscillations, KL will measure about 800 events per year in comparison to 30 events in BX. This obviously translates to a higher sensitivity with respect to $`\mathrm{sin}^22\mathrm{\Theta }`$. The recent best fit value $`\mathrm{sin}^22\mathrm{\Theta }=0.79`$, however, should provide unambiguous signals in both experiments provided that background levels are as expected.

For $`\mathrm{\Delta }m^2`$ values between $`1\times 10^5\mathrm{eV}^2`$ and $`2\times 10^4\mathrm{eV}^2`$, KL will not only observe a suppression of the rate, but also deformation of the shape of the well known positron energy spectrum. From the shape one can then infer, with high accuracy, the actual value of $`\mathrm{\Delta }m^2`$. For values larger $`2\times 10^4\mathrm{eV}^2`$ the oscillation signal smears out and only a lower limit can be given by KL. The upper “hard core” limit then will be given by the CHOOZ experiment at around $`1\times 10^3\mathrm{eV}^2`$. A follow-up experiment would be needed in this particular case. A a reactor experiment with a baseline of about 20 km is under discussion to address this question .

### 4.3 ES experiments for sub-MeV $`\nu `$ detection

Various $`\nu e^{}`$–scattering experiments for pp neutrino detection are under development. With an interaction rate of about 2/ton/day for pp-$`\nu _e`$, the detectors need to have a target mass of about 10 tons to acquire high statistical accuracy. 14C/12C ratios at $`10^{18}`$ in organic scintillators, as determined with the CTF of BX , prohibit the measurement of pp-neutrinos since the 156 keV $`\beta `$-decay endpoint significantly obscures the pp-energy range. If a low-14C liquid scintillator with 14C/12C $`<10^{20}`$ could be produced, as discussed in , a BX type detector could be realized for pp-$`\nu `$ detection. A promising approach to overcome the 14C background is to avoid organic liquids and instead, to use liquified noble gas as a scintillator. Projects with helium, neon and xenon are under investigation. Argon and krypton are not suitable because of their long-lived radioactive isotopes. Tab. 3 summarizes features relevant for the design of pp-neutrino detection.

High density liquid xenon, as proposed by the XMASS collaboration , provides efficient self-shielding. A geometry similar to that of BX, but smaller in size, could thus be realized. The scintillation photons can be detected with photomultiplier technology at liquid xenon temperatures. Backgrounds can arise from 85Kr $`\beta `$-decay and from $`2\nu \beta \beta `$ decay of 136Xe. The first isotope must be less than $`4\times 10^{15}`$g krypton/g. If the $`\tau _{1/2}`$ of 136Xe is $`<8\times 10^{23}`$ years, then isotope separation is needed. The best limits have $`\tau _{1/2}>1.1\times 10^{22}`$ years . Since theoretical calculations estimate $`\tau _{1/2}8\times 10^{21}`$ years, the need for isotope separation is likely. Fig. 7 shows the spectrum of recoil electrons along with the $`2\nu \beta \beta `$ decay of 136Xe. A prototype detector containing 100 kg of liquid Xe is under construction. Photon detection will be achieved with newly developed low background photomultiplier tubes consisting of a steel housing and a quartz window. Milestones during this R&D phase will include the determination of the $`2\nu \beta \beta `$ half-life and the optical properties of liquid xenon, such as the scattering length of scintillation light.

A similar concept is being pursued by the CLEAN project . The target under discussion is neon (or helium) for the fiducial mass and liquid or solid neon as passive shielding buffer. Since neon scintillation occurs at 80 nm, a wavelength shifter is required in order to use photo multipliers for light detection.

About 20t of super-fluid helium as neutrino target is modelled in the HERON project . Recoil electrons are detected via 1) prompt scintillation photons (80 nm) and 2) delayed phonon/rotons (1 meV; 108/MeV) on sapphire or silicon wafer calorimeters. About 2400 of these wafers are proposed to be located above the liquid phase. A schematic view of the detector is displayed in Fig. 8. The temperature rise after photon/phonon interactions is sensed by super-conducting transition edge thermometers or by magnetic micro-calorimeters. The goal is to obtain single (16 eV) photon sensitivity per wafer. Internal radioactive backgrounds are not expected to be a problem, since super-fluid helium is “self-cleaning” (i.e. gravity $`>`$ kT or chemical binding energies) and impurities, if present, fall to the bottom. On the other hand, the low density of helium does not provide sufficient self shielding against external backgrounds. Therefore, high radiopurity shielding material, dewar and light sensors is imperative. Point-like events, such as $`\nu e^{}`$–scattering, can possibly be distinguished from multiple scattering events typical for external $`\gamma `$–radiation by position reconstruction.

Full energy reconstruction of the neutrino energy in ES experiments requires the determination the angle that the recoil electron makes with respect to the incident neutrino direction. For this purpose TPC’s for solar neutrino detection are being investigated by several groups. The pioneering research project HELLAZ was one such project. A follow up R&D project was initiated recently  that proposes substantial conceptual modifications: it is planned to use methane instead of isobutane to overcome the 14C background, to decrease the operational pressure so as to increase the angular resolution, and to simplify the complexity of the electrodes in order to reduce the radioactive background. A further project under discussion is Super-MUNU . The detector concept is based on the experience of the MUNU experiment that searched for a neutrino magnetic moment at the Bugey reactor. Four 50 m3 modules, filled with CF4 at 1-2 bars pressure are under discussion. As a prototype study, it has been proposed to operate the MUNU reactor detector in an underground laboratory in order to study radioactive background and detector performance (angular and energy resolution) at pp-$`\nu `$ energies.

### 4.4 Charged current experiments for sub-MeV $`\nu _e`$ real time detection

The electron flavor content of sub-MeV solar neutrinos will be probed via neutrino capture. Only a few promising candidate nuclei exist for real time detection. Either the transition must populate an isomeric excited state, or the final state needs to be unstable in order to provide a coincidence tag to discriminate against background events. Moreover, the energy threshold of the transition needs to be sufficiently low to have sensitivity to sub-MeV neutrinos. Tab. 4 lists nuclei which satisfy these condition.

The MOON collaboration  favors the molybdenum isotope 100Mo for solar neutrino detection. The threshold for neutrino capture is 168 keV and thus sensitive to pp-neutrinos. The GT strength to the 1+ ground state in 100Tc is measured to be $`(g_A/g_V)^2B(GT)=0.52\pm 0.02`$ by EC and charge exchange reactions. An interaction rate of 1.1 and 3.3 events per day and 10 tons of 100Mo is expected for pp- and 7Be neutrinos. Fig. 9 displays the nuclear levels and transition involved in the neutrino capture process. The neutrino signature consists of a prompt electron and a delayed $`\beta `$-decay ($`\tau =15.8`$ s) with endpoint energy of 3.4 MeV. Two different design options for a detector based on 100 tons of natural molybdenum (9.6 tons of 100Mo) exist: 1) a hybrid detector consisting of plastic scintillator bars interleaved by Mo-foils (0.05 g/cm2) and read out with PMTs via wave-length shifting fibers, or 2) a similar detector geometry with liquid scintillators instead of plastic. Fig. 10 shows the expected spectrum together with the background of $`2\nu \beta \beta `$ decay.

Various candidate nuclei listed in Tab. 4 are being investigated by the LENS collaboration . These metals are being loaded up to 10% in weight in organic liquid scintillators. Ligands under study are carboxylic acids, phosphor organic compounds as well as beta-diketonates. Among the various nuclei, 115In and 176Yb are currently favored. Figs. 11 and 12 display the levels and transitions involved. 82Se and 160Gd are less promising because of challenges related to detection technique as well as to radioactive background.

The $`B(GT)`$ transition strengths of 176Yb and 115In have been measured via charge exchange reactions in order to estimate the interaction cross section. For 176Yb a $`B(GT)`$ value of $`0.20\pm 0.04`$ ($`0.11\pm 0.02`$) was evaluated for the transition to the 194.5 keV (339 keV) level . For 115In the weak matrix element is $`B(GT)=0.17`$ . These values are sufficiently accurate to evaluate the target mass necessary for the LENS detector. However, to derive the neutrino fluxes, it is planned to use an artificial 51Cr neutrino source of several MCi strength to calibrate the cross section at the few percent level. Figs. 13 and 14 display the expected spectra and interaction rates for 20 t of natural ytterbium and 4 t of indium. The actual target mass for an indium detector will most likely be on the 10 t scale taking into account detector efficiencies and required statistical accuracy.

A high granularity is required in order to discriminate against background caused by random coincidences of 14C and other sources. This will be realized by a modular detector design. A basic module has a lengths of the order of the absorption length of the liquid scintillator which corresponds to a few meters. The modul area varies from $`5\times 5`$ cm2 to $`20\times 20`$ cm2 depending on metal loading, scintillator performance, choice of nucleus and neutrino source calibration optimization.

In order to study the detector performance as close as possible to the final detector geometry, the LENS Low-Background-Facility (LLBF) has been newly installed underground at the LNGS. A low-background passive shielding system with 80 tons of mass, located in a clean room, can house detector modules with dimensions up to 70 cm $`\times `$ 70 cm $`\times `$ 400 cm. All shielding materials have been selected in order to minimize the intrinsic radioactive contamination. First results from the prototype phase are expected in 2002. Of particular interest will be the experimental study whether pp-$`\nu _e`$ detection with 115In, as proposed in Ref.  is feasible.

## 5 Study of $`U_{e3}`$ with reactor-$`\overline{\nu }_e`$’s and other projects

The goal of the Kr2Det project  is the study of $`U_{e3}`$ in a “disappearance” experiment using reactor-$`\overline{\nu }_e`$’s. Two identical detectors with 50 ton mass each, similar to the design of BOREXINO, are located at 150m and 1100m distant from the reactor core. Both detectors will be located underground at a depth of 600 mwe. From the comparison of the event rate of both detectors, a sensitivity of $`|U_{e3}|^2310^3`$ (90% CL) at $`\mathrm{\Delta }m^2=310^3`$ eV2 is expected. A prototype experiment (MiniKr2Det) with 1.5 ton target mass is under design in order to probe mixing parameters proposed by the LSND experiment.

The TEXONO collaboration in Taiwan  studies low-energy neutrino properties and interactions with reactor-$`\overline{\nu }_e`$’s with HP-Ge detectors and CsI(Tl) scintillation cristalls crystals to search for a neutrino magnetic moment and neutrino decay.

## 6 Summary and outlook

Solutions with $`\mathrm{\Delta }m^2<10^6`$ eV2 or small mixing angles can be probed best with solar neutrino experiments at sub-MeV energies. Values of $`\mathrm{\Delta }m^2>10^6`$ eV2 and large mixing angles can be studied both with long-baseline nuclear reactor neutrino experiments and with sub-MeV solar neutrinos. Large mixing, in particular at large $`\mathrm{\Delta }m^2`$ values, is favored when combining all solar neutrino data. In particular, the LMA solution with $`\mathrm{\Delta }m^2=3.7\times 10^5`$ eV2 and $`\mathrm{tan}^2\mathrm{\Theta }=0.37`$  gives the best $`\chi ^2`$ values in global analysis. The exact value of the minimum, as well as the extension of the allowed parameter range, depend mainly on the treatment of the 8B flux in the analysis. A large part of the $`10^4`$ eV2 range is allowed by the current data. Ultimately, large $`\mathrm{\Delta }m^2`$ values are limited at $`10^3`$ eV2 by the CHOOZ reactor experiment .

Results of the upcoming experiments KamLAND and BOREXINO most likely will tell us which oscillation solution is realized in nature. The objective of the upcoming experiments will be to probe the mixing parameters with complementary techniques both with ES and CC reactions with high precision. For the LMA solution, reactor and solar neutrino experiments are complementary to determine mixing parameters: $`\mathrm{\Delta }m^2`$ can be derived with high precision from reactor neutrino experiments while the mixing angle is measured best with solar neutrinos. A direct measurements of the primary solar neutrino fluxes will be essential to probe, with high accuracy, solar model predictions. Perhaps even new surprises await, if so, it would not be the first time in astroparticle physics – new experiments may find new phenomena.

Acknowledgement

It is a pleasure to thank all colleagues and friends with whom I had fruitful discussions while preparing this short review of this very active and exciting field, and who provided me with the latest developments of their projects. In particular, I would like to thank F.X. Hartmann for the careful reading of the manuscript.