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# A numerical method for solution of ordinary differential equations of fractional order

## 1 Introduction

In opposite to differential equations of integer order, in which derivatives depend only on the local behaviour of the function, fractional differential equations accumulate the whole information of the function in a weighted form. This is so called memory effect and has many applications in physics , chemistry , engineering , etc. For that reason we need a method for solving such equations which will be effective, easy-to-use and applied for the equations in general form. However, known methods used for solution of the equations have more disadvantages. Analytical methods, described in detail in , do not work in the case of arbitrary real order. Another analytical method , which uses the multivariate Mittag-Leffler function and generalizes the previous results, can be used only for linear type of equations. On the other hand, for specific differential equations with oscillating and periodic solution there are some specific numerical methods . Other numerical methods  allow solution of the equations of arbitrary real order but they work properly only for relatively simple form of fractional equations.

Let us consider an initial value problem for the fractional differential equation

$$a_1{}_{\tau }{}^{}D_{t}^{\alpha _1}y(t)+a_2{}_{\tau }{}^{}D_{t}^{\alpha _2}y(t)+\mathrm{}+a_n{}_{\tau }{}^{}D_{t}^{\alpha _n}y(t)+a_{n+1}y(t)=f(t)$$
(1)
connected with initial conditions

$$y^{(k)}(\tau )=b_k,$$
(2)
where $`0<tT<\mathrm{}`$, $`a_i\mathrm{I}\mathrm{R}`$, $`a_10`$, $`\alpha _i\mathrm{I}\mathrm{R}_+`$, $`i=1,\mathrm{},n`$, $`m_i1\alpha _i<m_i`$, $`m_i\mathrm{I}\mathrm{N}`$, $`\alpha _l>\alpha _{l+1}`$ for $`l=1,\mathrm{},n1`$, $`b_k\mathrm{I}\mathrm{R}`$, $`k=0,\mathrm{},m_11`$, $`f(t)`$ is a given function defined on the interval $`[0,T]`$, $`y(t)`$ is the unknown function which is the solution of eqn. (1).

The fractional derivative operator $`D^{\alpha _i}`$ is defined in the Riemann-Liouville sense . We also have other definitions of the operator like Caputo , Grünwald-Letnikov , and Weyl-Marchaud . Regarding to the Riemann-Liouville operator we can define it as the left-side operator

$$(_aD_t^\alpha y)(t)=\frac{1}{\mathrm{\Gamma }(m\alpha )}\frac{d^m}{dt^m}\underset{a}{\overset{t}{}}\frac{y(\xi )d\xi }{(t\xi )^{\alpha m+1}},$$
(3)
where $`a<tT<\mathrm{}`$, $`m1<\alpha m`$, $`m\mathrm{I}\mathrm{N}`$. In our study, we also use integral operators defined in the Riemann-Liouville sense . When $`y(t)L_1(a,b)`$ and $`\alpha >0`$ then left-side integral operator is defined as

$$(_aI_t^\alpha y)(t)=\frac{1}{\mathrm{\Gamma }(\alpha )}\underset{a}{\overset{t}{}}\frac{y(\xi )d\xi }{(t\xi )^{1\alpha }},t>a.$$
(4)
More informations concerning the operators properties one can find in literature . Applying definitions (3) and (4) we have the following property

$$(_aD_t^\alpha y)(t)=D^m(_aI_t^{m\alpha }y)(t),$$
(5)
where $`D^m`$ represents typical derivative operator of integer order $`m`$. According to  in the fractional integrals the composition rule occurs

$$_aI_t^\alpha (_aI_t^\beta y(t))=_aI_t^{\alpha +\beta }y(t)=_aI_t^{\beta +\alpha }y(t)=_aI_t^\beta (_aI_t^\alpha y(t)).$$
(6)
In the general case the Riemann-Liouville fractional derivatives do not commute

$$(_aD_t^\alpha (_aD_t^\beta y))(t)(_aD_t^{\alpha +\beta })(t)(_aD_t^\beta (_aD_t^\alpha y))(t).$$
(7)
Extending our considerations, the integer operator commutes with the fractional operator

$$(D_t^m(_aD_t^\alpha y))(t)=(_aD_t^{m+\alpha })(t),$$
(8)
but the opposite property is impossible. The mixed operators (derivatives and integrals) commute only in the following way

$$(_aD_t^\alpha (_aI_t^\beta y))(t)=(_aD_t^{\alpha \beta })(t),$$
(9)
but they do not commute in the opposite way.

We turn our attention to the composition rule in two following ways. First of all we found in literature  the fact, that authors neglect the general property of fractional derivatives given by eqn. (7). Regarding to solution of fractional differential equations we will apply above properties in the next sections.

## 2 Mathematical background

In this section we concentrate on describing the method which is decomposition of fractional differential equation into a system of one ordinary differential equation and inverse forms of Abel-integral equations. We focus on decomposition ways of arbitrary fractional differential equation (1) with initial conditions (2). In our considerations we classify the fractional differential equations in dependence on the fractional derivative occurrence as:

* one-term equations, in which $`D^\alpha `$ occurs only one,
* multi-term equations, in which $`D^\alpha `$ occurs much more times.

###### Corollary 1

An arbitrary one-term equation

$$a_1{}_{\tau }{}^{}D_{t}^{\alpha }y(t)+a_2y(t)=f(t),\mathrm{\hspace{0.33em}0}m1\alpha <m,m\mathrm{I}\mathrm{N},$$
(10)
in which $`a_10`$ and initial conditions $`y^{(k)}(\tau )=b_k`$, $`(k=0,\mathrm{},m1)`$ should be taken into account, can decomposed into the following system

$$\{\begin{array}{c}D_t^mz(t)=\frac{a_2}{a_1}y(t)+\frac{1}{a_1}f(t)\hfill \\ y^{(0)}(t)=_{k=0}^{m1}b_k\frac{(t\tau )^k}{k!}+_\tau D_t^{m\alpha }z(t)\hfill \\ y^{(1)}(t)=_{k=1}^{m1}b_k\frac{(t\tau )^k}{k!}+_\tau D_t^{m\alpha +1}z(t)\hfill \\ \mathrm{}\hfill \\ y^{(m1)}(t)=b_{m1}\frac{(t\tau )^{m1}}{(m1)!}+_\tau D_t^{2m\alpha 1}z(t)\hfill \end{array}.$$
(11)
###### Proof

We use the property (5) and we introduce a new variable $`z(t)`$ which we call a temporary function. For such introduction we have

$${}_{\tau }{}^{}D_{t}^{\alpha }y(t)=D_t^mz(t)\text{and}z(t)=(_\tau I_t^{m\alpha }y)(t).$$

The new variable represents the Abel integral equation which solution, found in literature , is the left inverse operator

$$y(t)=(_\tau D_t^mz)(t).$$

In dependence on the integer order $`m`$ we introduce initial conditions $`b_k`$ which are multiplied by a term $`\frac{(t\tau )^k}{k!}`$. The term issues from a kernel of the left-side Riemman-Liouville operator (3). ∎

In the system of eqns. (11), the first equation is the differential equation of $`m`$ integer order and the next equations represent inverse forms of Abel-integral equations. We also found in literature  different or similar approaches for solution of the eqn. (10).

In mathematical point of view, more interesting is the second class called multi-term equations. Let us consider the eqn. (1) with initial conditions (2). As in previous class we use the rule (5). Following the previous corollary we apply a system of new variables $`z_i(t)=(_\tau I_t^{m_i\alpha _i}y)(t)`$ and we decompose eqn. (1) into a system of the following equations

$$\{\begin{array}{c}a_1D_t^{m_1}z_1(t)+a_2D_t^{m_2}z_2(t)+\mathrm{}+a_nD_t^{m_n}z_n(t)+\hfill \\ +a_{n+1}y(t)=f(t)\hfill \\ z_1(t)=(_\tau I_t^{m_1\alpha _1}y)(t)\hfill \\ z_2(t)=(_\tau I_t^{m_2\alpha _2}y)(t)\hfill \\ \mathrm{}\hfill \\ z_n(t)=(_\tau I_t^{m_n\alpha _n}y)(t)\hfill \end{array}.$$
(12)
Such system is not a final form and requires additional transformations. In multi-term class we distinguish two sub-classes depending on $`\alpha _i`$ or follows the decomposition on $`m_i`$:

* independent subclass, in which $`m_i`$ are different derivatives orders of integer type $`m_im_{i+1}`$ for $`i=1,\mathrm{},n1`$,
* dependent subclass, in which one can find some dependence between the derivatives order of integer type, e.g. $`m_1=m_2=m_3`$ or $`m_1=m_4`$, etc.

###### Proposition 1

Taking into consideration the independent subclass it is possible to formulate the unique solution of eqn. (12) in the following form

$$\{\begin{array}{c}D_t^{m_1}z_1(t)=\frac{1}{a_1}\left(a_2D_t^{m_2}z_2(t)+\mathrm{}+a_nD_t^{m_n}z_n(t)\right)+\hfill \\ +\frac{1}{a_1}\left(a_{n+1}y(t)+f(t)\right)\hfill \\ z_2(t)=_0D_t^{m_1m_2\alpha _1+\alpha _2}z_1(t)\hfill \\ z_3(t)=_0D_t^{m_1m_3\alpha _1+\alpha _3}z_1(t)\hfill \\ \mathrm{}\hfill \\ z_n(t)=_0D_t^{m_1m_n\alpha _1+\alpha _n}z_1(t)\hfill \\ y^{(0)}(t)=_{k=0}^{m_11}b_k\frac{(t\tau )^k}{k!}+_0D_t^{m_1\alpha _1}z_1(t)\hfill \\ y^{(1)}(t)=_{k=1}^{m_11}b_k\frac{(t\tau )^k}{k!}+_0D_t^{m_1\alpha _1+1}z_1(t)\hfill \\ \mathrm{}\hfill \\ y^{(m_11)}(t)=b_{m_11}\frac{(t\tau )^{m_11}}{(m_11)!}+_0D_t^{2m_1\alpha _11}z_1(t)\hfill \end{array}.$$
(13)
###### Proof

In this proof we try to show a dependence of temporary functions $`z_i(t)`$ $`(i=2,\mathrm{},n)`$ on the temporary function $`z_1(t)`$. We assume, that initial conditions $`b_k=0`$. In such way we can easily construct the proof. We observe that the Abel integral operators in (12) have the order $`0<m_i\alpha _i<1`$. We consider the inverse form of such operators and for two operators we have

$$_\tau D_t^\beta z_2(t)={}_{\tau }{}^{}D_{t}^{\gamma }z_1(t),$$
(14)
where $`0<\beta <1`$ and $`0<\gamma <1`$ respectively. Using the property (5) we obtain

$$D_t^1(_\tau I_t^{1\beta }z_2(t))=D_t^1(_\tau I_t^{1\gamma }z_1(t)).$$

Neglecting the operator $`D_t^1`$ we can obtain the following formula

$$_\tau I_t^{1\beta }z_2(t)={}_{\tau }{}^{}I_{t}^{1\gamma }z_1(t)+C_{1,2},$$
(15)
where $`C_{1,2}`$ is an arbitrary constant. Additionally, we multiply the operator $`{}_{\tau }{}^{}I_{t}^{\beta }`$ for eqn. (15) and applying the property (6) we obtain

$$_\tau I_t^1z_2(t)={}_{\tau }{}^{}I_{t}^{1\gamma +\beta }z_1(t)+{}_{\tau }{}^{}I_{t}^{\beta }C_{1,2}.$$
(16)
Differentiating both sides by the operator $`D_t^1`$ and applying the property (9) (see literature ) we obtain the final dependence

$$z_2(t)={}_{\tau }{}^{}D_{t}^{\gamma \beta }z_1(t)+C_{1,2}\frac{\beta }{\mathrm{\Gamma }(1+\beta )t^{1+\beta }}.$$
(17)
In general way we state that $`z_i(t)`$ $`(i=2,\mathrm{},n)`$ depends on $`z_1(t)`$ together with additional term represented by the constants $`C_{1,i}`$. ∎

###### Proposition 2

All constants $`C_{1,i}=0`$ $`(i=2,\mathrm{},n)`$ in eqn. (17) are equaled to zero for $`\tau =0`$.

###### Proof

Taking into consideration the formula (17) we can calculate the constants

$$C_{1,i}=\frac{\mathrm{\Gamma }(1+\beta )t^{1+\beta }}{\beta }\left(z_i(t){}_{\tau }{}^{}D_{t}^{\gamma \beta }z_1(t)\right).$$

Additionally, putting the initial condition $`t=\tau =0`$ we obtain all $`C_{1,i}=0`$. ∎

###### Remark 1

According to previous considerations, the initial conditions for temporary functions $`z_i(t)`$ satisfy the following dependence

$$z_i(\tau =0)=0,i=1,\mathrm{},n.$$
(18)
In practical point of view given by formula (18), we can solve ordinary differential equation of integer type with variable coefficients under zeros initial conditions of temporary functions $`z_i(t)`$.

Let us consider the next subclass of a fractional differential equation. We assume, that some integer orders $`m_i`$ are the same. This may happen in the case when some $`\alpha _i`$ and $`\alpha _{i+1}`$, $`(i=1,\mathrm{},n1)`$ belong to the same integer values $`m_i=m_{i+1}`$. We introduce a parameter $`r`$ which denotes a number of temporary functions having the same derivative operator $`D^{m_1}`$ of integer type. If $`m_1=m_2=\mathrm{}=m_r`$ for different temporary functions $`z_i(t)`$, $`(i=1,\mathrm{},r)`$ then it can express the functions $`z_i(t)`$, $`(i=2,\mathrm{},r)`$ through the $`z_1(t)`$ function. It may observe a relationship in eqn. (13) for $`z_2(t)`$ and $`z_1(t)`$ functions respectively $`z_2(t)=_\tau D_t^{m_1m_2\alpha _1+\alpha _2}z_1(t)`$. We assume an equalities of the integer orders $`m_1=m_2`$. The previous relationship becomes $`z_2(t)=_\tau D_t^{\alpha _1+\alpha _2}z_1(t)`$. Following the property $`(_\tau D_t^\alpha y)(t)=(_\tau I_t^\alpha y)(t)`$ we have $`z_i(t)=_\tau I_t^{\alpha _1\alpha _i}z_1(t)`$, $`(i=2,\mathrm{},r)`$. In the ordinary differential equation presented in the system (13) we change all $`z_i(t),`$ $`(i=2,\mathrm{},r)`$ which depends on $`z_1(t)`$. Moreover, we introduce a new temporary function in the following form

$$w(t)=z_1(t)+\frac{a_2}{a_1}_\tau I_t^{\alpha _1\alpha _2}z_1(t)+\mathrm{}+\frac{a_r}{a_1}_\tau I_t^{\alpha _1\alpha _r}z_1(t).$$
(19)
We need to find an inverse form of eqn. (19) as

$$z_1(t)=(1+\frac{a_2}{a_1}_\tau I_t^{\alpha _1\alpha _2}+\mathrm{}+\frac{a_r}{a_1}_\tau I_t^{\alpha _1\alpha _r})^1w(t),$$
(20)
where $`(1+\frac{a_2}{a_1}_\tau I_t^{\alpha _1\alpha _2}+\mathrm{}+\frac{a_r}{a_1}_\tau I_t^{\alpha _1\alpha _r})^1`$ denotes the left inverse operator to the operator $`(1+\frac{a_2}{a_1}_\tau I_t^{\alpha _1\alpha _2}+\mathrm{}+\frac{a_r}{a_1}_\tau I_t^{\alpha _1\alpha _r})`$. We can apply the known Laplace transform for eqn. (19) that to find the left inverse operator in expression (20). The formula (20) is not suitable for practical purposes and computations.

###### Proposition 3

Connecting expressions (13) and (19)$`÷`$(20), the solution of the second subclass of the fractional differential equation is presented as follows:

$$\{\begin{array}{c}D_t^{m_1}w(t)=\frac{1}{a_1}(a_{r+1}D_t^{m_{r+1}}z_{r+1}(t)+\mathrm{}+\hfill \\ +a_nD_t^{m_n}z_n(t)+a_{n+1}y(t))+\frac{1}{a_1}f(t)\hfill \\ z_1(t)=(1+\frac{a_2}{a_1}_0I_t^{\alpha _1\alpha _2}+\mathrm{}+\frac{a_r}{a_1}_0I_t^{\alpha _1\alpha _r})^1w(t)\hfill \\ z_{r+1}(t)=_0D_t^{m_1m_{r+1}\alpha _1+\alpha _{r+1}}z_1(t)\hfill \\ \mathrm{}\hfill \\ z_n(t)=_0D_t^{m_1m_n\alpha _1+\alpha _n}z_1(t)\hfill \\ y^{(0)}(t)=_{k=0}^{m_11}b_k\frac{(t\tau )^k}{k!}+_0D_t^{m_1\alpha _1}z_1(t)\hfill \\ y^{(1)}(t)=_{k=1}^{m_11}b_k\frac{(t\tau )^k}{k!}+_0D_t^{m_1\alpha _1+1}z_1(t)\hfill \\ \mathrm{}\hfill \\ y^{(m_11)}(t)=b_{m_11}\frac{(t\tau )^{m_11}}{(m_11)!}+_0D_t^{2m_1\alpha _11}z_1(t)\hfill \end{array}.$$
(21)
We do not need to proof the above proposition because it was done in the previous subclass of the multi-term class.

## 3 Numerical treatment and examples of calculations

In this section we propose an explicit numerical scheme. For numerical solution of the differential equation of integer order we apply one-step Euler’s method . There is no limits to extend above approach to the Runge-Kutta method. According to results presented by Oldham and Spanier  we use numerical scheme for integral operator as

$$_0I_t^\alpha z_i=\frac{h^\alpha }{2\mathrm{\Gamma }(1+\alpha )}[z_0(i^\alpha (i1)^\alpha )+z_i+\underset{j=1}{\overset{i1}{}}z_{ij}((j+1)^\alpha (j1)^\alpha )],$$
(22)
which is valid for arbitrary $`\alpha >0`$. We also use an algorithm given by Oldham and Spanier  for numerical differentiation. The algorithm depends on $`\alpha `$ range. For $`0\alpha <1`$ we have

$$_0D_t^\alpha z_i=\frac{h^\alpha }{\mathrm{\Gamma }(2\alpha )}[\frac{(1\alpha )z_0}{i^\alpha }+\underset{j=0}{\overset{i1}{}}(z_{ij}z_{i(j+1)})((j+1)^{1\alpha }j^{1\alpha })].$$
(23)
In literature  one may find the algorithm for highest values.

For limited practical solution of eqn. (20) we found in literature Babenko’s method . In general form of eqn. (20) we cannot consider the left inverse operator. For that, we found only a simplified formula limited to the two fractional orders $`\alpha _1,\alpha _2`$, which binomial expansion we can show as

$$z_{1i}=\underset{j=0}{\overset{\mathrm{}}{}}(1)^j(\frac{a_2}{a_1})^jI^{(\alpha _1\alpha _2)j}w_i.$$
(24)
For some comparison we select the most popular fractional differential equation in literature

$$a_0D_t^2y(t)+b_0D_t^{1.5}y(t)+cy(t)=f(t)$$
(25)
called the Bagley-Torvik equation. Fig. 1a presents the qualitative comparison of the numerical solution generated by our method with the analytical solution.

We assume: $`a=1`$, $`b=0.5`$, $`c=0.5`$, the function $`f(t)=\{\begin{array}{c}8\text{for}\mathrm{\hspace{0.33em}0}t<1\hfill \\ 0\text{for}\mathrm{\hspace{0.33em}1}<t<\mathrm{}\hfill \end{array}`$ and initial conditions $`y(0)=0,y^{}(0)=0`$ respectively. The analytical solution one may find in . We also found a simple way of solution created in Podlubny’s work . Fig. 1a certifies that our numerical results behave good in comparison to the analytical solution. The great advantage would be the apply of our approach to the non-linear form of fractional differential equation. Let us consider the non-linear form of the fractional differential equation

$$_0D_t^2y(t)+0.5_0D_t^{1.5}y(t)+0.5y^3(t)=f(t)$$
(26)
where $`f(t)=\{\begin{array}{c}8\text{for}\mathrm{\hspace{0.33em}0}t<1\hfill \\ 0\text{for}\mathrm{\hspace{0.33em}1}<t<\mathrm{}\hfill \end{array}`$with initial conditions $`y(0)=0,y^{}(0)=0`$. This is the Bagley-Torvik equation where non-linear term $`y^3(t)`$ is introduced. Fig. 1b shows a behaviour of the numerical solution of eqn. (26). We can see that the step $`h`$ has strong influence to the solution $`y(t)`$. Non-linear fractional differential equations need some computational tests that to choose right value of the step.

## 4 Conclusions

In this paper we propose a new method for the numerical solution of arbitrary differential equations of fractional order. Following to Blank’s results  the main advantage of the method is a decomposition of fractional differential equation into a system composed with one ordinary differential equation of integer order and the left inverse equations of the Abel-integral operator. We distinguish two classes of such system: one-term fractional derivative and multi-term fractional derivatives. The comparison certifies that our method gives quite good results. Summarizing these results, we can say that the decomposition method in its general form gives a reasonable calculations, is the effective method and easy to use and is applied for the fractional differential equations in general form.


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# Critical structure factor in Ising systems

## I Introduction

Near a phase-transition critical point, some observed quantities show a universal behavior that is common to a large class of systems, independently of the microscopic details. A very important universality class is the Ising one that is characterized by short-range interactions and a scalar order parameter. It describes the liquid-vapor transition in fluids, the mixing transition in multicomponent systems, the Curie transition in (anti)ferromagnets with axial anisotropy. The Ising critical behavior has been extensively studied both theoretically and experimentally, see Refs. . In particular, the critical exponents, the equation of state, and several amplitude ratios have been determined with good precision. Another important quantity in the theory of critical phenomena is the static structure factor, that can be measured experimentally by determining the intensity of the light scattered by the fluid relative to the intensity of the incident light . To probe larger wave numbers, neutrons are used instead of light. At the critical density of fluids near the gas-liquid critical point or at the critical concentration of binary fluids near the critical mixing point, one expects for $`t(TT_c)/T_c0`$ the general scaling behavior

$$S_\pm (k)=\chi g_\pm (k\xi ),$$
(1)
where $`\chi =C^\pm |t|^\gamma `$, $`\xi `$ is the correlation length which diverges as $`\xi =f^\pm |t|^\nu `$, $`k`$ is the momentum-transfer vector, and $`\pm `$ refers to the two phases, $`+`$ (resp. $``$) corresponding to the high- (resp. low-) temperature phase. Its absolute value is given by

$$k=\frac{4\pi }{\lambda }\mathrm{sin}\frac{\theta }{2},$$
(2)
where $`\lambda `$ is the wavelength of the radiation (neutrons) in the scattering medium and $`\theta `$ is the scattering angle. The functions $`g_\pm (Q)`$, normalized so that

$$g_\pm ^1(Q)=1+Q^2+O(Q^4)$$
(3)
for $`Qk\xi 0`$ (this defines $`\xi `$ as the second-moment correlation length), are universal. Their limiting behavior is well known. For $`Q`$ small, $`g_\pm (Q)`$ is approximated by the leading term, the so-called Ornstein-Zernicke approximation

$$g_{OZ}(Q)=\frac{1}{1+Q^2}.$$
(4)
Such an approximation well describes the data up to $`Q1`$ and is routinely used in the analysis of the data with $`k\xi `$ small and of the turbidity for the determination of the correlation length . On the other hand, for large $`Q`$, $`g_\pm (Q)`$ shows an anomalous decay controlled by the exponent $`\eta `$

$$g_\pm (Q)\frac{C_1^\pm }{Q^{2\eta }}.$$
(5)
Therefore, the experimental determination of the structure factor for large wavenumbers allows a direct determination of the exponent $`\eta `$ .

In this paper, we compute the structure factor in the high-temperature phase for small values of $`Q`$ by means of Monte Carlo simulations on lattices $`L^3`$, with $`L=128,256`$. We are able to determine the function $`g_+(Q)`$ with an error of less than 1% (resp. 2%) for $`Q5`$ (resp. $`Q20`$). These numerical results together with the most recent estimates of the critical exponents  are then used to determine interpolations that are valid for all values of $`Q`$ and have the correct large-$`Q`$ behavior. For this purpose, we use a dispersive approach , which allows us to determine an interpolating form for $`g_+(Q)`$ that agrees with the Monte Carlo data in the small-$`Q`$ region and that well approximates (within 0.5%) the experimental results of Ref. .

These results are then used to compute the turbidity, i.e. the attenuation of the transmitted light intensity per unit optical path length due to the scattering with the sample. This quantity is routinely measured in experiments, since it allows the determination of the correlation length. In particular, we compute the deviations from the Puglielli-Ford expression , that is based on the Ornstein-Zernicke approximation.

The paper is organized as follows. In Sec. II we review the theoretical results for the structure factor. In Sec. II A we define the basic observables and report the behavior of $`g_\pm (Q)`$ for small and large values of $`Q`$. Estimates of the constants appearing in these expansions are reported in Sec. II B. In Sec. II C we discuss Bray’s approximation. First, we discuss the high-temperature phase: we update the estimates of Ref.  by using the most recent results for the critical exponents. Then, we generalize the approximation to the low-temperature phase. In Sec. III we discuss our high-temperature Monte Carlo results which are compared with approximate expressions and with the experimental data of Ref. . In Sec. IV we compute the turbidity, focusing on the deviations from the Puglielli-Ford expression  due to the anomalous decay of $`g_+(Q)`$. We find that the turbidity is larger than this expression by 1% (resp. 5%) for $`Q_0=15`$ (resp. 350), where $`Q_0=q_0\xi `$ and $`q_0`$ is the momentum of the incoming radiation.

## II Theoretical results

### A Definitions

Several theoretical results are available for the structure factor. For $`Q`$ small, one can compute the corrections to the Ornstein-Zernicke behavior, by writing

$$g_\pm ^1(Q)=1+Q^2+\underset{n=2}{}c_n^\pm Q^{2n}.$$
(6)
For large $`Q`$, the structure factor behaves as

$$g_\pm (Q)\frac{C_1^\pm }{Q^{2\eta }}\left(1+\frac{C_2^\pm }{Q^{(1\alpha )/\nu }}+\frac{C_3^\pm }{Q^{1/\nu }}\right),$$
(7)
a behavior predicted theoretically by Fisher and Langer  and proved in the field-theoretical framework in Refs. .

Beside the constants $`c_n^\pm `$, the constants $`S_M^\pm `$ and $`S_Z^\pm `$ defined by

$`S_M^\pm `$ $``$ $`M_{\mathrm{gap}}^2\xi ^2,`$ (8)
$`S_Z^\pm `$ $``$ $`\chi /(\xi ^2Z_{\mathrm{gap}}),`$ (9)
are of theoretical interest. Here $`M_{\mathrm{gap}}`$ (the mass gap of the theory) and $`Z_{\mathrm{gap}}`$ determine the long-distance behavior of the two-point function in $`x`$-space:

$$G(x)\frac{Z_{\mathrm{gap}}}{4\pi |x|}e^{M_{\mathrm{gap}}|x|}.$$
(10)
The critical limits of $`S_M^\pm `$ and $`S_Z^\pm `$ are related to the imaginary zeroes $`\pm iQ_0`$ of $`g_\pm ^1(Q)`$ closest to the origin by

$`S_M^\pm `$ $`=`$ $`Q_0^2,`$ (11)
$`S_Z^\pm `$ $`=`$ $`{\displaystyle \frac{dg^1(Q)}{dQ^2}}|_{Q=\pm iQ_0}.`$ (12)
### B Numerical results

The coefficients $`c_n^+`$ turn out to be very small , $`c_2^+10^4`$, and this explains the success of the Ornstein-Zernicke approximation up to $`Q1`$. The constants $`c_n^+`$ have been calculated by field-theoretic methods. They have been computed to $`O(ϵ^3)`$ in the framework of the $`ϵ`$-expansion , and to $`O(g^4)`$ in the framework of the $`d`$=3 $`g`$-expansion . The perturbative series have been resummed in Ref.  obtaining the results reported in Table I. The most precise estimates have been obtained from the analysis of their high-temperature expansions in improved models , see the results labelled by IHT in Table I.

As already observed in Ref. , the coefficients show the pattern

$$|c_n^+||c_{n1}^+|\mathrm{}|c_2^+|1\mathrm{for}n3.$$
(13)
Therefore, a few terms of the expansion of $`g_+(Q)`$ in powers of $`Q^2`$ provide a good approximation of $`g_+(Q)`$ in a relatively large region around $`Q=0`$: as we shall see, deviations are less than 1% up to $`Q3`$. This is in agreement with the theoretical expectation that the singularity of $`g_+(Q)`$ nearest to the origin is the three-particle cut . If this is the case, the convergence radius $`r_+`$ of the Taylor expansion of $`g_+^1(Q)`$ is $`r_+=3\sqrt{S_M^+}`$. Since, see Table I, $`S_M^+1`$, at least asymptotically we should have

$$c_{n+1}^+\frac{1}{9}c_n^+.$$
(14)
This behavior can be checked explicitly in the large-$`N`$ limit of the $`N`$-vector model .

The coefficients $`c_n^{}`$ are also quite small, although not as much as in the high-temperature case. Indeed, $`c_2^{}10^2`$, see Table I. They have been computed using field-theoretical methods  and from the analysis of low-temperature series . In the low-temperature phase, one also observes the pattern (13), although the coefficients decrease slower. This is related to the fact that in the low-temperature phase the nearest singularity is the two-particle cut, so that convergence radius $`r_{}`$ of the Taylor expansion of $`g_{}^1(Q)`$ is $`r_{}=2\sqrt{S_M^{}}`$, and therefore,

$$c_{n+1}^{}\frac{1}{4S_M^{}}c_n^{}0.27c_n^{}.$$
(15)
The large-order coefficients $`C_1^\pm `$, $`C_2^\pm `$, and $`C_3^\pm `$ have been computed theoretically within the $`ϵ`$ expansion to order $`ϵ^3`$  in the high-temperature phase and to order $`ϵ^2`$ in the low-temperature phase . Using the $`ϵ`$-expansion results, we obtain

$$C_1^+0.92,C_2^+1.8,C_3^+2.7.$$
(16)
The corresponding low-temperature parameters $`C_n^{}`$ can be derived from the high-temperature $`C_n^{}`$ by using a set of relations derived in Ref. :

$`{\displaystyle \frac{C_1^+}{C_1^{}}}`$ $`=`$ $`U_2^1U_\xi ^{2\eta }`$ (17)
$`{\displaystyle \frac{C_2^+}{C_2^{}}}`$ $`=`$ $`U_0U_\xi ^{(1\alpha )/\nu }`$ (18)
$`{\displaystyle \frac{C_3^+}{C_3^{}}}`$ $`=`$ $`U_\xi ^{1/\nu },`$ (19)
where

$`U_0={\displaystyle \frac{A^+}{A^{}}},`$ (20)
$`U_2={\displaystyle \frac{C^+}{C^{}}},`$ (21)
$`U_\xi ={\displaystyle \frac{f^+}{f^{}}}.`$ (22)
Here, $`C^\pm `$ and $`f^\pm `$ are the amplitudes of the susceptibility and of the second-moment correlation length defined above, while $`A^\pm `$ are defined from the critical behavior of the specific heat, $`C_HA^\pm |t|^\alpha `$. Using the estimates of Ref. , we obtain

$`C_1^{}`$ $`=`$ $`1.275(10)C_1^+1.17,`$ (23)
$`C_2^{}`$ $`=`$ $`0.728(5)C_2^+1.3,`$ (24)
$`C_3^{}`$ $`=`$ $`0.345(2)C_3^+0.9.`$ (25)
The large-momentum behavior of the structure factor has also been studied experimentally and the behavior (7) has been explicitly verified in the high-temperature phase. In particular, the exponent $`\eta `$ and the constant $`C_1^+`$ have been determined. Analysis of the large-$`k`$ behavior of the structure factor $`S_+(k)`$ gives: $`\eta =0.017(15)`$, $`C_1^+=0.96(4)`$ and $`\eta 0.030(25)`$, $`C_1^+0.95(4)`$ (two different parametrizations of the structure factor are used) ; $`\eta =0.0300(15)`$, $`C_1^+0.92(1)`$ ; $`\eta =0.042(6)`$, $`C_1^+0.915(21)`$ . No unbiased determination of $`C_2^+`$ and $`C_3^+`$ is available. Fixing $`C_2^++C_3^+=0.9`$ (the $`ϵ`$-expansion result of Ref. ), Ref.  obtains $`C_2^+=2.05(80)`$ and $`C_3^+=2.95(80)`$, in reasonable agreement with the $`ϵ`$-expansion predictions.

### C Bray’s approximation

In order to compare with the experimental data it is important to know the function $`g_\pm (Q)`$ for all values of $`Q`$. For the high-temperature $`g_+(Q)`$, several interpolations have been proposed with the correct large- and small-$`Q`$ behavior . The most successful one is due to Bray , which incorporates the expected singularity structure of $`g_+(Q)`$. Here, we present Bray’s interpolation together with its generalization to the low-temperature phase.

In this approach, one assumes $`g_\pm ^1(Q)`$ to be well defined in the complex $`Q^2`$ plane, with a cut on the negative real $`Q^2`$ axis, starting at $`Q^2=r_\pm ^2`$, where, as discussed above, $`r_+^2=9S_M^+`$, $`r_{}^2=4S_M^{}`$ . Then

$`g_\pm ^1(Q)`$ $`=`$ $`{\displaystyle \frac{2\mathrm{sin}\pi \eta /2}{\pi C_1^\pm }}{\displaystyle _{r_\pm }^{\mathrm{}}}𝑑uu^{1\eta }F_\pm (u)\left[{\displaystyle \frac{S_M}{u^2S_M}}+{\displaystyle \frac{Q^2}{u^2+Q^2}}\right],`$ (26)
where $`F_\pm (u)`$ is the spectral function, which must satisfy $`F_\pm (+\mathrm{})=1`$, $`F_\pm (u)=0`$ for $`u<r_\pm `$, and $`F_\pm (u)0`$ for $`ur_\pm `$. Notice the appearance of the constant $`C_1^\pm `$, which is determined, once $`F_\pm (u)`$ is given, by requiring $`g_\pm ^1(0)=1`$.

In order to obtain an approximation one must specify $`F_\pm (u)`$. Bray  proposed to use a spectral function that gives exactly the Fisher-Langer asymptotic behavior, i.e.

$$F_{\pm ,B}(u)=\frac{P_\pm (u)Q_\pm (u)\mathrm{cot}\frac{1}{2}\pi \eta }{P_\pm (u)^2+Q_\pm (u)^2},$$
(27)
where

$`P_\pm (u)`$ $`=`$ $`1+{\displaystyle \frac{C_2^\pm }{u^p}}\mathrm{cos}{\displaystyle \frac{\pi p}{2}}+{\displaystyle \frac{C_3^\pm }{u^{1/\nu }}}\mathrm{cos}{\displaystyle \frac{\pi }{2\nu }},`$ (28)
$`Q_\pm (u)`$ $`=`$ $`{\displaystyle \frac{C_2^\pm }{u^p}}\mathrm{sin}{\displaystyle \frac{\pi p}{2}}+{\displaystyle \frac{C_3^\pm }{u^{1/\nu }}}\mathrm{sin}{\displaystyle \frac{\pi }{2\nu }},`$ (29)
with $`p(1\alpha )/\nu `$. These definitions do not specify the spectral functions completely since several quantities are still unknown. First of all, we should fix the critical exponents. We will use the estimates of Ref. , obtained from the analysis of high-temperature expansions for improved models:

$`\gamma `$ $`=`$ $`1.2373(2),`$ (30)
$`\nu `$ $`=`$ $`0.63012(16),`$ (31)
$`\eta `$ $`=`$ $`0.03639(15),`$ (32)
$`\alpha `$ $`=`$ $`0.1096(5).`$ (33)
Several other determinations are reported in Refs. . For $`S_M^+`$ we use the estimate labelled by IHT reported in Table I, while for $`S_M^{}`$ we employ the low-temperature prediction of Ref. , see Table I. We must also fix $`C_2^\pm `$ and $`C_3^\pm `$. In the high-temperature phase, Bray proposes to fix $`C_2^++C_3^+`$ to its $`ϵ`$-expansion value $`C_2^++C_3^+=0.9`$ and then to determine these constants by requiring $`F_{+,B}(r_+)=0`$. These conditions completely fix the spectral function and thus the structure factor. As a check, we can compare the estimates of $`c_n^+`$ and $`C_i^+`$ obtained by using Bray’s approximation $`g_{+,B}(Q)`$ with the previously quoted results. We obtain

$`C_1^+0.918,C_2^+`$ $``$ $`2.56,C_3^+3.46,`$ (34)
$`c_2^+4.210^4,`$ $`c_3^+1.010^5.`$ (35)
The constants $`C_1^+`$, $`C_2^+`$, and $`C_3^+`$ are in reasonable agreement with the $`ϵ`$-expansion results (16), while $`c_2^+`$ and $`c_3^+`$ are close to the estimates reported in Table I.

In the low-temperature phase, we have tried to follow again Bray’s strategy. We have first set $`C_2^{}+C_3^{}=0.4`$ and required $`F_{,B}(r_{})=0`$. However, the resulting estimates of $`C_n^{}`$ and $`c_n^{}`$ are not in agreement with the previous results: we find $`C_1^{}0.87`$, $`c_2^{}1\times 10^3`$. Little changes if we fix $`C_2^++C_3^+=0.4`$ and use the relations (19). For this reason, we have given up requiring $`F_{,B}(r_{})=0`$ and we have simply set $`C_2^{}=1.3`$, $`C_3^{}=0.9`$, as obtained in the previous section. Then, Bray’s approximation gives

$`C_1^{}1.0,c_2^{}1.1\times 10^2,c_3^{}1.7\times 10^3,`$ (36)
which are close to previous estimates. A plot of Bray’s approximations is given in Fig. 1. Note that the structure factors in the high- and low-temperature phases are very similar.

## III Monte Carlo results

We determine the structure factor in the region of small $`k`$—as we shall see, we are able to reach $`k`$5-10$`/\xi `$ by means of a large-scale Monte Carlo simulation. We consider the Ising model on a cubic lattice, i.e. the Hamiltonian

$$=\beta \underset{}{}\sigma _i\sigma _j,$$
(37)
where $`\sigma _i=\pm 1`$ and the summation is over nearest-neighbor pairs $`<i,j>`$. We measure the structure factor

$$S(q;\beta ,L)=\frac{1}{3}\underset{x,y,z}{}\left(e^{iqx}+e^{iqy}+e^{iqz}\right)\sigma _{(0,0,0)}\sigma _{(x,y,z)}$$
(38)
for three different values of $`\beta `$ and $`L`$: (a) $`L=128`$, $`\beta =0.2204`$; (b) $`L=128`$, $`\beta =0.2210`$; (c) $`L=256`$, $`\beta =0.22145`$. Of course, in Eq. (38) $`q=2\pi n/L`$, where $`n`$ is an integer. In the simulation we used the Swendsen-Wang algorithm, starting from random configurations and discarding (2-4)$`\times 10^4`$ iterations. The results of the simulations are reported in Table II. We report the number of iterations $`N_{\mathrm{it}}`$, the susceptibility $`\chi `$, the second-moment correlation length $`\xi `$ and $`h(q;\beta ,L)`$,

$$h(q;\beta ,L)\mathrm{ln}\left[\frac{(1+q^2\xi ^2)S(q;\beta ,L)}{\chi }\right],$$
(39)
which directly measures the deviations from a purely Ornstein-Zernicke behavior.

In Fig. 2 we plot $`S(q;\beta ,L)/\chi `$ for the three lattices considered—errors are smaller than the size of the points—together with the experimental results of Ref.  for CO2 and Bray’s approximation. We observe good agreement, the numerical data for lattice (c) being close to the experimental ones.

However, at a closer look one observes tiny deviations of order 1-2%. In order to observe better the differences among the different approximations and data, it is useful to plot the function $`h(q;\beta ,L)`$ which converges to $`\mathrm{ln}[(1+Q^2)g_+(Q)]`$ in the scaling limit. We have been able to observe accurately (i.e. at the level of one error bar, approximately 0.3% on $`g_+(Q)`$) this convergence only up to $`Q4`$, as it can be seen in Fig. 3. Indeed, only in this region we observe a good overlap of the results for the two lattices (b) and (c), which have the largest values of $`\xi `$. As a further check, we can compare the numerical results with the small-$`Q`$ expansion (6) which is expected to converge rapidly up to $`Q3`$. Using Eq. (6) to order $`Q^6`$ (resp. $`Q^8`$) we obtain the curve labelled “series3” (resp. “series4”) in Fig. 3. The data (c), that correspond to $`L=256`$, are in perfect agreement, confirming that in this region we are seeing the correct asymptotic behavior. In Fig. 3 we also report the experimental results of Ref. . They are systematically higher than the Monte Carlo results and indicate that, at least in this region, the experimental error on the structure factor is approximately of order 0.5-1%.

For larger values of $`Q`$, we are not able to observe scaling, as it can be seen in Fig. 4. According to standard renormalization-group theory

$$h(q;\beta ,L)=h_1(Q,L/\xi )+L^\omega h_2(Q,L/\xi )+\mathrm{}$$
(40)
where  $`\omega =0.83(5)`$. Thus, we could try to extrapolate in $`L`$ at $`L/\xi `$ fixed and then take the limit $`L/\xi \mathrm{}`$. Lattices (b) and (c) have approximately the same $`L/\xi `$, $`L/\xi 6`$ and thus, in principle one should be able to extrapolate in $`L`$. In practice, corrections increase quickly with $`Q`$, see Fig. 4, and no reliable extrapolation can be done. In any case, we believe we can still use the numerical data presented in Fig. 4 to conclude conservatively that, for $`Q15`$-20, $`h(q;\beta ,L)`$ for lattice (c) is a good approximation to the limiting function with an error at most of 0.02, i.e. that we can use our data (c) to compute $`g_+(Q)`$ with a 2% precision up to $`Q15`$-20.

In Fig. 4 we also report Bray’s approximation. Such an approximation agrees nicely with the Monte Carlo results (c) up to $`Q10`$ and, as expected, it is lower in the region $`Q10`$ where we expect the results (c) to be higher than the scaling limiting curve. Bray’s function looks therefore a reasonable approximation to the universal scaling function, although it is somewhat lower than the experimental data by 1-2%.

For the computations of the next Section, it is important to have an estimate of the structure factor with a reasonable error bar. For this purpose, we have determined a second interpolation that is in better agreement with the experimental data. We will obtain an error by comparing the results obtained using this interpolation and Bray’s approximation. This interpolation may be obtained by considering expressions that agree with the numerical data for lattice (c) in the region $`Q<Q_{\mathrm{max}}15`$. We shall use again the spectral representation (26), since such an expression gives automatically the behavior (14) and ensures the correct small-$`Q`$ behavior. In order to obtain the correct large-$`Q`$ behavior, we use a generalization of the spectral function proposed by Bray, i.e.

$$F_{\mathrm{fit}}(u)=F_B(u)\left(1u^2\right)\left(1+\underset{n=2}{\overset{n_{\mathrm{max}}}{}}a_nu^n\right).$$
(41)
Such an expression is purely phenomenological. The first term has been introduced to guarantee that $`F_{\mathrm{fit}}(1)=0`$ as generally expected, while corrections of order $`1/u`$ have been avoided, since they would give rise to terms of order $`1/Q^{2\eta 1}`$ for $`Q\mathrm{}`$ that are stronger than those appearing in the Fisher-Langer behavior (7). In Eqs. (26) and (29) we use the $`ϵ`$-expansion estimates (16) and the values of the exponents reported in Eq. (33). The constants $`a_n`$ are fixed by requiring $`g_+^1(0)=1`$ and $`g_+(Q)`$ to fit the numerical data (c) up to $`Q15`$. A good fit is obtained by taking $`n_{\mathrm{max}}=6`$ and $`a_2=574.128`$, $`a_3=7588.59`$, $`a_4=29558.9`$, $`a_5=43740.7`$, $`a_6=21715.6`$. The corresponding curve labelled “fit” is reported in Fig. 4. The results depend on $`Q_{\mathrm{max}}`$ used in the fit, and tend to give a lower curve if smaller values of $`Q_{\mathrm{max}}`$ are used. However, it is interesting to remark that, with the choice $`Q_{\mathrm{max}}=15`$, the interpolation is in excellent agreement with the experimental data for all $`Q>15`$, see Fig. 4.

Finally, it is interesting to remark that the Ornstein-Zernicke approximation differs at most 1% from the correct expression for $`Q5`$, while for $`Q5`$ the Fisher-Langer formula can be applied, as already observed in many experimental works, see, e.g., Refs. .

## IV Turbidity

The turbidity $`\tau `$ is defined as the attenuation of the transmitted light intensity per unit optical path length due to the scattering with the sample. Explicitly, it is given by

$$\tau 𝑑\mathrm{\Omega }S(k)\left[1\frac{1}{2}\mathrm{sin}^2\theta \right],$$
(42)
where $`k=2k_0\mathrm{sin}(\theta /2)`$, $`k_0=2\pi n/\lambda `$ is the momentum of the incoming radiation in the medium, $`\lambda `$ the corresponding wavelength in vacuum, $`n`$ the refractive index, and $`\mathrm{\Omega }=(\varphi ,\theta )`$ the solid angle. By using Eq. (1), in the high-temperature phase we can write the turbidity in the form

$$\tau =\frac{2\tau _0t^\gamma }{Q_0^2}_0^{2Q_0}Q𝑑Qg_+(Q)\left[1\frac{Q^2}{2Q_0^2}+\frac{Q^4}{8Q_0^4}\right],$$
(43)
where $`Q_0k_0\xi `$ and $`\tau _0`$ is a constant that can be assumed temperature-independent in a neighborhood of the critical point.

For small values of $`Q_0`$, the Ornstein-Zernicke approximation can be used obtaining the Puglielli-Ford expression

$$\tau _{\mathrm{PF}}=\tau _0t^\gamma \left[\frac{2a^2+2a+1}{a^3}\mathrm{log}(2a+1)\frac{2(a+1)}{a^2}\right],$$
(44)
where $`a=2Q_0^2`$.

We can also compute the behavior for large $`Q_0`$ by using Eq. (7). We obtain

$$\tau _{\mathrm{as}}=\frac{2\tau _0t^\gamma }{Q_0^2}\left[C_1^+(2Q_0)^\eta \frac{\eta ^2+2\eta +8}{\eta (\eta +2)(\eta +4)}\frac{C_1^+}{\eta }+K+O\left(Q_0^{\eta (1\alpha )/\nu }\right)\right],$$
(45)
where

$$K=_0^1Q𝑑Qg_+(Q)+_1^{\mathrm{}}Q𝑑Q\left[g_+(Q)C_1^+Q^{\eta 2}\right].$$
(46)
In order to obtain $`\tau `$ for all values of $`Q_0`$ we must use a specific form for $`g_+(Q)`$. We will use here Bray’s approximation and the interpolation formula obtained using (41) with $`n_{\mathrm{max}}=6`$, $`Q_{\mathrm{max}}=15`$. The difference between the results obtained using these two expressions provides the error on our results. In Fig. 5 we report $`\tau /\tau _{\mathrm{PF}}`$ using the two different approximations together with their asymptotic expression $`\tau _{\mathrm{as}}/\tau _{\mathrm{PF}}`$. In Bray’s approximation $`K=0.128735`$ while in the second one $`K=0.160734`$. The deviations from the Puglielli-Ford behavior are very small and for $`Q_0100`$ are well described by the asymptotic expression (45) with $`C_1^+0.92`$ and $`K=0.145(16)`$. Estimates of the turbidity for $`1Q_0100`$ can be found in Table III. For $`Q100`$ one can use the phenomenological formula

$$\tau =\tau _{\mathrm{PF}}\left[0.666421+0.242399\left(1+0.0087936Q_0^2\right)^{0.018195}+0.0911801\left(1+0.09Q_0^4\right)^{0.0090975}\right],$$
(47)
which is also reported in Fig. 5 (“phen”).

We wish finally to compare our results with the approximate expressions given by Ferrell , which require $`Q_01`$ and $`\eta \mathrm{log}Q_01`$, i.e. $`1Q_0e^{1/\eta }9\times 10^{11}`$. By expanding Eq. (45) and setting as in Ref.  $`L=\mathrm{log}(4Q_0^2)`$ we obtain

$$\tau \frac{\tau _0t^\gamma }{Q_0^2}\left[C_1^+(L1)+C_1^+\eta \left(\frac{L^2}{4}\frac{L}{2}+\frac{3}{4}\right)+K\right].$$
(48)
In order to compare with Ferrell’s results, we must compute $`\tau /(4\tau _0t^\gamma g(2Q_0))`$. Since, using the same approximations $`g(2Q_0)=C_1^+(2Q_0)^2(1+\eta L/2+O(\eta ^2))`$, we obtain

$$\frac{\tau }{4\tau _0t^\gamma g(2Q_0)}L1\frac{\eta L^2}{4}+\eta \left(\frac{3}{4}+\frac{K}{\eta C_1^+}\right)$$
(49)
This formula agrees with Ferrell’s expression once we recognize that $`K=O(\eta )`$ since $`K=0`$ for a purely Ornstein-Zernicke behavior. Numerically, we predict $`3/4+K/(\eta C_1^+)5.1(5)`$, which is smaller than Ferrell’s numerical result 8.4. Ferrell’s expression predicts a turbidity that is somewhat higher than ours. Indeed, his numerical result implies $`K0.26`$ in Eq. (45), and as consequence we would obtain $`\tau /\tau _{\mathrm{PF}}1.06`$ (resp. 1.085) for $`Q_0=100`$ (resp. 1000), to be compared with our prediction $`\tau /\tau _{\mathrm{PF}}1.036(4)`$ (resp. 1.069(3)).

Another expression for the turbidity that takes into account the anomalous decay of the structure factor is given in Ref. . It assumes that $`g_+(Q)=(1+cQ^2)^{1+\eta /2}`$, where $`c=1/(1\eta /2)`$. It follows that

$$\tau =4\tau _0t^\gamma \frac{\left[(2b+1)^{\eta /2}1\right]\left[42b(\eta 4)+b^2(\eta ^2+2\eta +8)\right]4\eta b(1+b)}{b^3\eta (2+\eta )(4+\eta )},$$
(50)
where $`b=4Q_0^2/(2\eta )`$. Such an expression however predicts a turbidity that is too large. For instance, for $`Q_0=10`$ it gives $`\tau /\tau _{\mathrm{PF}}1.05`$, to be compared with our prediction $`\tau /\tau _{\mathrm{PF}}1.008`$, cf. Table III.

Note the correct turbidity $`\tau `$ is larger than $`\tau _{\mathrm{PF}}`$ since $`g_+(Q)`$ decreases slower for $`Q\mathrm{}`$ than the Ornstein-Zernicke approximation. However, this is apparently in contrast with the experimental results for the binary fluid mixture methanol-cyclohexane presented in Ref. .

## Acknowledgments

The work of V.M.M. was supported by the European Commission contract HPMF-CT-2000-00450 and by OCYT (Spain), project No. FPA2001-1813.


text:
# Galois Module Structure of 𝑝th-Power Classes of Extensions of Degree 𝑝

## 1. Main Theorems

Let $`F`$ be a field of characteristic not $`p`$ containing a primitive $`p`$th root of unity $`\xi _p`$. Let $`K`$ be a cyclic extension $`K=F(\sqrt[p]{a}),K^\times =K\{0\}\text{ and }J=K^\times /K_{}^{\times }{}_{}{}^{p}`$.

Denote $`\mathrm{Gal}(K/F)=\sigma `$ by $`G`$, where $`\sigma \mathrm{Gal}(K/F)`$ such that $`\sqrt[p]{a}^{\sigma 1}=\xi _p`$. For $`G`$-modules $`V`$, denote by $`V^G`$ the fixed submodule of $`V`$.

Maps related to the norm will play an important role, and as a result we use $`N`$ in several different ways. As an element of $`𝔽_p[G]`$ we let $`N:=1+\sigma +\mathrm{}+\sigma ^{p1}`$. We also view $`N`$ as the resulting $`G`$-homomorphism $`VV`$. Then we write $`N(J)`$ for the image of $`J`$, and $`N(K^\times )`$ for the image of $`K^\times `$.

The following two theorems classify all modules $`J`$ using only information about the extension $`K/F`$ encoded in the multiplicative subgroup of $`F`$.

###### Theorem 1.

Suppose $`p>2`$. As an $`𝔽_p[G]`$-module, $`J`$ decomposes as

$$J=XYZ$$

where

1. $`X`$ is an indecomposable $`𝔽_p[G]`$-submodule, of dimension $`1`$ if $`\xi _pN(K^\times )`$ and of dimension $`2`$ if $`\xi _pN(K^\times )`$;
2. $`Y`$ is a free $`𝔽_p[G]`$-submodule with $`Y^G=N(J)`$; and
3. $`Z`$ is a trivial $`𝔽_p[G]`$-module.

Moreover, the rank of any maximal free $`𝔽_p[G]`$-submodule of $`J`$ is equal to the rank of $`N(J)`$ as an $`𝔽_p`$-module.

###### Theorem 2.

Suppose $`p=2`$. As an $`𝔽_2[G]`$-module, $`J`$ decomposes as

$$J=XYZ$$

where

1. $`X`$ is of dimension $`1`$ if $`1N(K^\times )`$ and is $`\{0\}`$ otherwise;
2. $`Y`$ is a free $`𝔽_2[G]`$-submodule with $`Y^G=N(J)`$; and
3. $`Z`$ is a trivial $`𝔽_2[G]`$-module.

Moreover, the rank of any maximal free $`𝔽_2[G]`$-submodule of $`J`$ is equal to the rank of $`N(J)`$ as an $`𝔽_2`$-module.

The results in Theorem 1 and Theorem 2 imply that each $`𝔽_p[G]`$-module $`J`$ can be written as a sum of cyclic $`𝔽_p[G]`$-modules. Because each cyclic $`𝔽_p[G]`$-module is an indecomposable module, and each ring of the $`𝔽_p[G]`$-endomorphisms of such a module is a local ring, we can conclude that our decompositions are unique. This follows from the Krull-Schmidt-Remak-Azumaya theorem. (See \[Fa, page 24\].)

In the next theorem, which is a supplement to both Theorems 1 and 2, we determine the multiplicity of each cyclic $`𝔽_p[G]`$-module in a decomposition of an $`𝔽_p[G]`$-module $`J`$ using the arithmetical invariants associated with a field extension $`K/F`$. We provide a direct proof of this theorem, and in particular we do not use the Krull-Schmidt-Remak-Azumaya theorem quoted above. We use the same notation as above, and we also set $`\mathrm{{\rm Y}}(K)=1`$ or $`0`$ depending upon whether $`\xi _pN(K^\times )`$ or $`\xi _pN(K^\times )`$. For each set $`A`$ we denote by $`|A|`$ the cardinal number of $`A`$. Observe that each nonzero cyclic $`𝔽_p[G]`$-module $`M`$ is characterized by its $`dim_{𝔽_p}M\{1,2,\mathrm{},p\}`$.

###### Theorem 3.

Let $`J_{i=1}^p\left(_{j𝔎_i}M_{i,j}\right)`$ be a decomposition of $`J`$ into $`𝔽_p[G]`$-cyclic modules $`M_{i,j}`$, where $`dim_{𝔽_p}M_{i,j}=i`$ and $`𝔎_i`$ are index sets for each $`i\{1,2,\mathrm{},p\}`$.

Then we have

1. $`|𝔎_1|+1=2\mathrm{{\rm Y}}(K)+dim_{𝔽_p}(F^\times /N(K^\times ))`$;
2. If $`p>2`$ then $`|𝔎_2|=1\mathrm{{\rm Y}}(K)`$;
3. If $`3i(p1)\text{ then }𝔎_i=\mathrm{}`$; and
4. $`|𝔎_p|=dim_{𝔽_p}N(J)`$.

The proofs of Theorems 1, 2 and 3 are presented in Section 3.

As a consequence of these theorems and their proofs, we have the following results on extremal cases. A short proof of each is given in the last section of this paper.

Recall that if $`p>2`$ then $`aFF^p`$ is *$`p`$-rigid* if, whenever the cyclic algebra $`(\frac{a,b}{F,\xi _p})`$ is of trivial class in $`\mathrm{Br}(F)`$, then $`[b][a]`$ in $`F^\times /F_{}^{\times }{}_{}{}^{p}`$. For a discussion of $`p`$-rigidity and $`G`$-invariant modules $`J`$, see \[War\]. For the basic properties of cyclic algebras and Brauer groups, see \[P, Chapters 14 and 15\].

###### Corollary 1.

1. $`J`$ is a free $`𝔽_p[G]`$-module precisely when $`p=2`$, $`1N(K^\times )`$, and $`F^\times =N(K^\times )N(K^\times )`$.
2. If $`p>2`$ then $`J`$ contains no free direct summand precisely when $`a`$ is $`p`$-rigid. If $`p=2`$ then $`J`$ contains no free direct summand precisely when $`N(K^\times )/F^{\times 2}[a]F^\times /F^{\times 2}`$. (In this case it follows that $`\sqrt{1}K^\times `$.)
3. If $`p>2`$ then $`J`$ is $`G`$-invariant precisely when $`a`$ is $`p`$-rigid and $`\xi _{p^2}K^\times `$. If $`p=2`$ then $`J`$ is $`G`$-invariant precisely when $`J`$ contains no free summand.

It is worth pointing out that in the corollary above, we can replace “free direct summand of $`J`$” by “free submodule of $`J`$”, as it is well known that each free submodule of an $`𝔽_p[G]`$-module is in fact its summand. (See \[C, Theorem 11.2\].)

Observe that if $`J`$ is an $`𝔽_p[G]`$-module as above, and $`\phi :HG`$ is any isomorphism, we can consider $`J`$ to be an $`𝔽_p[H]`$-module and the isomorphism type of this module is independent of the choice of $`\phi `$. In particular, if we have two $`𝔽_p[G_i]`$-modules $`J_i,i=1,2`$ with $`GG_i,i=1,2`$, we may consider both modules $`J_i`$ as modules over the same group ring $`𝔽_p[G]`$. We shall apply this remark to the following situation.

Suppose $`p>2`$ and $`K_1=F_1(\sqrt[p]{a})`$ and $`K_2=F_2(\sqrt[p]{a})`$ are two cyclic extensions of degree $`p`$. We also set $`T_i=K_i^\times /K_i^{\times p},G_i=\mathrm{Gal}(K_i/F_i)`$ for $`i=1,2`$, and using any isomorphisms $`\phi _i:GG_i`$ as above we consider both modules $`T_1`$ and $`T_2`$ as modules over $`𝔽_p[G]`$. (We write here $`T_i`$ instead of $`J_i`$ so that we avoid possible confusion with our notation for the socle series employed later in this paper.)

Using this notation we shall formalize our classification of $`𝔽_p[G]`$-modules $`J`$ by means of arithmetic invariants associated with the multiplicative group $`F^\times `$ as follows.

###### Corollary 2.

The $`𝔽_p[G]`$-modules $`T_1`$ and $`T_2`$ are isomorphic if and only if the following three conditions are valid:

1. $`\xi _pN(K_1^\times )\xi _pN(K_2^\times )`$.
2. $`dim_{𝔽_p}N(K_1^\times )/F_1^{\times p}=dim_{𝔽_p}N(K_2^\times )/F_2^{\times p}`$.
3. $`dim_{𝔽_p}F_1^\times /N(K_1^\times )=dim_{𝔽_p}F_2^\times /N(K_2^\times )`$.

For $`p=2`$ we obtain a similar Corollary 3. We use the same notation as in the case of $`p>2`$ above. Moreover we set $`\mathrm{{\rm Y}}(K_i)=1`$ or $`0`$ depending upon whether $`1N(K_i^\times )`$ or $`1N(K_i^\times )`$, for both $`i=1,2`$.

###### Corollary 3.

The $`𝔽_2[G]`$-modules $`T_1`$ and $`T_2`$ are isomorphic if and only if the following two conditions are valid:

1. $`2\mathrm{{\rm Y}}(K_1)+dim_{𝔽_2}F_1^\times /N(K_1^\times )=2\mathrm{{\rm Y}}(K_2)+dim_{𝔽_2}F_2^\times /N(K_2^\times )`$.
2. $`\mathrm{{\rm Y}}(K_2)+dim_{𝔽_2}N(K_1^\times )/F_1^{\times 2}=\mathrm{{\rm Y}}(K_1)+dim_{𝔽_2}N(K_2^\times )/F_2^{\times 2}`$.

## 2. Cyclic Modules and Fixed Elements of $`J`$

This section contains a few basic facts used in our proofs of Theorems 1 and 2. For any subset $`\{x,y,\mathrm{}\}`$ of $`V`$ we denote by $`x,y,\mathrm{}`$ the $`𝔽_p`$-submodule of $`V`$ spanned by $`\{x,y,\mathrm{}\}`$.

We freely use basic Kummer theory (see \[A-T, Chapter 6, Section 2\]), and, depending upon the context, we use additive and multiplicative notation for our $`𝔽_p[G]`$-modules occurring as submodules of $`K^\times /K_{}^{\times }{}_{}{}^{p}`$.

Let $`A=_{j=0}^{p1}𝔽_p\tau ^j`$ be a free $`𝔽_p[G]`$-module on one generator $`1`$, where $`\sigma `$ acts by multiplication by $`\tau `$. For $`i=1,\mathrm{},p1`$, let $`A_i`$ denote the cyclic $`𝔽_p[G]`$-submodule

$$A_i=(\tau 1)^i,(\tau 1)^{i+1},\mathrm{},(\tau 1)^{p1},\text{ and set also }A_p=\{0\}.$$

The dimension of $`A/A_i`$ is $`i`$, and the $`𝔽_p[G]`$-modules $`A/A_i`$ exhaust the isomorphism classes of indecomposable $`𝔽_p[G]`$-modules. When describing an indecomposable $`𝔽_p[G]`$-module, we will use length synonymously with dimension. The only proper $`𝔽_p[G]`$-submodules of $`A/A_i`$ are cyclic and they are the images of $`A/A_i`$ under $`(\sigma 1)^j`$ for $`j=1,\mathrm{},i1`$.

The socle series of $`J`$ will be important for the determination of indecomposable submodules of $`J`$. The socle series of $`J`$ is defined by $`J_1=J^G`$ and $`(J_i/J_{i1})=(J/J_{i1})^G`$ for $`i>1`$. We have that $`J_i=\mathrm{ker}(\sigma 1)^i`$, when $`(\sigma 1)^i`$ is considered as an endomorphism of $`J`$.

Indecomposable submodules of $`J`$ may therefore be obtained as follows. We write the elements of $`J`$ as $`[\gamma ],\gamma K^\times `$. For $`[\gamma ]J_iJ_{i1}`$ let $`\gamma _j=\gamma ^{(\sigma 1)^j}`$ for $`j=0,1,\mathrm{},i1`$. Then the $`𝔽_p`$-submodule $`M_\gamma :=[\gamma ],[\gamma _1],\mathrm{},[\gamma _{i1}]`$ of $`J`$ is a cyclic $`𝔽_p[G]`$-submodule of dimension $`i`$ isomorphic to $`A/A_i`$.

In the proof of Theorem 1 in the next section, we shall construct submodules $`X,Y`$ and $`Z`$ of $`J`$ such that $`X`$ is a cyclic submodule of $`J`$ of length $`1`$ or $`2`$, $`Z`$ is a trivial submodule of $`J`$, and $`Y`$ is a free $`𝔽_p[G]`$-submodule of $`J`$. An important part of the proof will be to show that $`X,Y`$ and $`Z`$ generate $`J`$ as an $`𝔽_p[G]`$-module. In order to do this we need to construct a module $`Y`$ which is sufficiently large. The following lemma will be used to show that we have enough free cyclic submodules of $`J`$ to construct our sufficiently large free $`𝔽_p[G]`$-submodule $`Y`$ of $`J`$.

###### Lemma 1.

Suppose $`p>2`$ and let $`l`$ denote the length of $`M_\gamma `$.

1. If $`3lp`$, then there exists an element $`[\alpha ]J`$ such that $`N([\alpha ])=M_\gamma ^G`$.
2. If $`l=2`$ and $`\gamma `$ cannot be written as $`\gamma =a^{r/p}\gamma _1`$ for some $`r`$ and $`[\gamma _1]J_1`$, then there exists an integer $`t`$ and $`[\alpha ]J`$ such that $`N([\alpha ])=(M_{a^{t/p}\gamma })^G`$.

###### Proof.

Let $`3lip`$. We show by induction on $`i`$ that there exists an element $`\alpha _iK^\times `$ such that $`[\alpha _i]^{(\sigma 1)^{i1}}=M_\gamma ^G`$. Then we may set $`\alpha :=\alpha _p`$ and the proof of the first part of our lemma will be complete. If $`i=l`$ we set $`\alpha _l=\gamma `$. Assume now that $`li<p`$ and that our statement is true for $`i`$.

Set $`c=N(\alpha _i)`$. Since $`[\alpha _i]^{(\sigma 1)^{p1}}=[c]`$ and $`i<p`$ we see that $`[c]=[1]J`$. Because $`cF^\times K^{\times p}`$ from Kummer theory, we conclude that $`c=a^sf^p`$ for some $`fF^\times `$ and $`s`$. Then $`N(\alpha _i/fa^{s/p})=1`$. By Hilbert’s Theorem 90 there exists an element $`\omega K^\times `$ such that $`\omega ^{\sigma 1}=\alpha _i/fa^{s/p}`$. Then $`\omega ^{(\sigma 1)^2}=\alpha _i^{(\sigma 1)}/\xi _p^s`$. Therefore $`\omega ^{(\sigma 1)^i}=M_\gamma ^G`$ and we can set $`\alpha _{i+1}:=\omega `$.

Now we shall prove the second part of our lemma. Assume $`l=2=i`$. Proceeding in the same way as above, we see that for $`\alpha _2=\gamma `$ we have $`N(\alpha _2)=c=a^sf^p`$ for some $`fF^\times `$ and $`s`$.

As before we see that there exists an element $`\omega K^\times `$ such that $`\omega ^{\sigma 1}=\alpha _2/fa^{s/p}`$. Then $`\omega ^{(\sigma 1)^2}=(\alpha _2a^{s/p})^{(\sigma 1)}=(\gamma a^{s/p})^{(\sigma 1)}`$. Observe that $`\gamma a^{s/p}J_1`$ by our hypothesis, and therefore the length of $`M_{\gamma a^{s/p}}`$ is again $`2`$. Hence we can set $`\alpha _3:=\omega `$. We can then continue by induction on $`i`$ as above, concluding that there exists an element $`\alpha :=\alpha _p`$ such that $`N([\alpha ])=(M_{\gamma a^{s/p}})^G`$ as required. ∎

###### Remark 1.

In the case of $`\xi _pN(K^\times )`$ we do not need the adjusting factor $`a^{t/p}`$ in part b) of Lemma 1. Also in this case no restriction on $`\gamma `$ is necessary and $`\gamma `$ can be any element of $`K^\times `$ such that the length of $`M_\gamma `$ is $`2`$.

Indeed let $`\beta K^\times `$ such that $`N(\beta )=\xi _p`$. As before we have $`\omega ^{(\sigma 1)}=\alpha _2/fa^{s/p}`$ for some $`\omega K^\times `$ and $`s`$. Then set $`\theta =(\beta ^{(\sigma 1)^{p3}})^s\omega `$. Then $`\theta ^{(\sigma 1)^2}=\alpha _2^{(\sigma 1)}`$. Hence we may set $`\alpha _3:=\theta `$. We may then continue by induction on $`i`$ to conclude that there exists an element $`\alpha :=\alpha _p`$ such that $`N([\alpha ])=M_\gamma ^G`$.

In the next lemma we determine $`J_1`$ in terms of arithmetic invariants of $`K/F`$ encoded in the multiplicative group of $`F`$. We write $`ϵ(F^\times )`$ for the subgroup $`F^\times K_{}^{\times }{}_{}{}^{p}/K_{}^{\times }{}_{}{}^{p}`$ of $`J`$.

###### Lemma 2.

1. If $`\xi _pN(K^\times )`$ then $`J_1=ϵ(F^\times )`$.
2. If $`\xi _pN(K^\times )`$ then $`J_1ϵ(F^\times )\delta `$ where $`\delta K^\times ,\sigma (\delta )/\delta =\lambda ^p`$ and $`N(\lambda )=\xi _p`$.

###### Proof.

Suppose that $`\theta K^\times `$ such that $`[\theta ]J_1`$. Then $`\sigma (\theta )/\theta =\lambda ^p`$ for some $`\lambda K^\times `$, and hence $`N(\lambda )^p=1`$. Hence we see that $`N(\lambda )=\xi _p^c`$ for some $`c`$. Now consider the case $`\xi _pN(K^\times )`$. Then $`N(\lambda )=1`$, because otherwise $`\xi _p`$ would be a norm of a suitable power of $`\lambda `$. Therefore from Hilbert’s Theorem 90 we see that $`\sigma (\theta )/\theta =\sigma (k^p)/k^p`$ for some $`kK^\times `$. We conclude that $`\theta /k^pF^\times `$ and hence $`[\theta ]=[f]`$ for some $`fF^\times `$. Therefore if $`\xi _pN(K^\times )`$ then $`J_1=ϵ(F^\times )`$ as required.

Now assume that $`\xi _pN(K^\times )`$. Then $`\xi _p=N(\lambda )`$ for some $`\lambda K^\times `$ and by Hilbert’s Theorem 90 there exists an element $`\delta K^\times `$ such that $`\sigma (\delta )/\delta =\lambda ^p`$. Then the $`𝔽_p[G]`$-submodule of $`J`$ generated by $`\delta `$ and $`ϵ(F^\times )`$ is isomorphic with $`ϵ(F^\times )\delta `$. Now for each $`[\theta ]J_1,\sigma (\theta )/\theta =\nu ^p,N(\nu )=\xi _p^c,c`$, and therefore we have $`[\theta ]ϵ(F^\times )[\delta ]^c`$. Hence $`J_1ϵ(F^\times )\delta `$ as required. ∎

###### Remark 2.

It is worthwhile to observe that we have the following short exact sequence:

$$0[a]\stackrel{𝑖}{}F^\times /F^{\times p}\stackrel{\mathit{ϵ}}{}J_1\stackrel{𝑁}{}[a],$$

where $`[a]`$ is the subgroup of $`F^\times /F^{\times p}`$ generated by $`[a]F^\times /F^{\times p}`$, $`i`$ is the inclusion map, $`ϵ`$ is the natural homomorphism induced by the inclusion map $`F^\times K^\times `$ and $`N`$ is the map induced by the norm map $`N:K^\times F^\times `$. Moreover the map $`N:J_1[a]`$ is surjective if and only if $`\xi _pN(K^\times )`$.

The fact that $`[N(\theta )][a]`$ for each $`[\theta ]J_1`$ follows from the fact that $`N(\theta )F^\times K_{}^{\times }{}_{}{}^{p}`$. The exactness at $`F^\times /F^{\times p}`$ follows from Kummer theory. The exactness at $`J_1`$ can be seen as follows.

Suppose that $`[\theta ]J_1`$. Then $`\sqrt[p]{N(\theta )}K^\times `$ and $`[N(\theta )]=[1]F^\times /F_{}^{\times }{}_{}{}^{p}`$ if and only if $`\sigma (\sqrt[p]{N(\theta )})/\sqrt[p]{N(\theta )}=1`$. Set $`\sigma (\theta )/\theta =\lambda ^p,\lambda K^\times `$. Then the condition $`\sigma (\sqrt[p]{N(\theta )})/\sqrt[p]{N(\theta )}=1`$ translates as $`N(\lambda )=1`$. Using Hilbert’s Theorem 90 as in the proof of Lemma 2, part a) above, we see that $`N(\lambda )=1`$ if and only if $`[\theta ]ϵ(F^\times )`$.

Finally if $`\xi _pN(K^\times )`$ we know that $`ϵ:F^\times /F^{\times p}J_1`$ is surjective and hence $`N:J_1[a]`$ is trivial. If $`\xi _pN(K^\times )`$, then $`ϵ:F^\times /F^{\times p}J_1`$ is not surjective and therefore $`N`$ must be surjective.

## 3. Proofs

###### Proof of Theorem 1.

In the first part of this proof we shall construct some submodules $`X,Y`$ and $`Z`$ of $`J`$, and we shall show that they generate a submodule of $`J`$ isomorphic to $`XYZ`$. In the second part of this proof we shall show that $`X,Y`$ and $`Z`$ generate the full module $`J`$.

We first construct $`X`$. If $`\xi _pN(K^\times )`$, then by Remark 2 at the end of Section 2 we see that there exists an element $`\delta K^\times `$ such that $`N(\delta )=a`$ and $`[\delta ]J_1`$. Then we set $`X=[\delta ]`$.

If $`\xi _pN(K^\times )`$, then let $`\delta =\sqrt[p]{a}`$ and $`X=[\delta ],[\xi _p]J_2`$. If $`[\xi _p]=[1]`$ then a root of unity $`\xi _{p^2}`$ of order $`p^2`$ lies in $`K^\times `$ and we can pick $`\xi _{p^2}`$ such that $`\xi _p=N(\xi _{p^2})`$, contrary to hypothesis. Because $`[\sqrt[p]{a}]^{\sigma 1}=[\xi _p]`$, $`X`$ is isomorphic to $`A/A_2`$.

We proceed to construct $`Y`$. Let $``$ be an $`𝔽_p`$-basis for $`N(J)`$. For each $`[x]`$ we construct a free $`𝔽_p[G]`$-module $`M(x)`$, as follows. Choose a representative $`xF^\times `$ for $`[x]`$, such that $`xN(K^\times )`$. Choose $`\gamma K^\times `$ such that $`x=N(\gamma )`$. Finally set $`M(x)=M_\gamma `$.

We claim that the $`M(x)`$, $`[x]`$, are independent. First we show by induction on the number of modules that a finite set of modules $`M(x)`$ is independent. The base case is trivial. Now suppose that $`W=M(x^{})_{[x^{}][x]}M(x)\{0\}`$. Then $`W`$ contains the $`1`$-dimensional submodule $`V=M(x^{})J_1`$. If $`M(x^{})=M_\omega `$, then $`V=[N(\omega )]=[x^{}]`$. Since $`[x^{}]W`$, $`[x^{}]`$ is a finite sum $`_{[x^{}][x]}[m(x)]`$ where $`[m(x)]M(x)`$. By induction the modules $`M(x)`$ appearing in the sum are independent. Then since $`[x^{}]`$ is in $`J_1`$, each $`[m(x)]J_1`$ as well. But then each $`[m(x)][x]`$, hence $`[m(x)]N(J)`$. Since $`[x^{}]`$ and the finite number of elements $`[x]`$ considered above are distinct elements of an $`𝔽_p`$-base for $`N(J)`$, they are independent, and we have a contradiction.

Now if $`W=M(x^{})_{[x^{}][x]}M(x)\{0\}`$ where the sum is infinite, the same argument holds, since $`[x^{}]V=WJ_1`$ is a finite sum of elements $`[m(x)]`$. Hence the $`M(x)`$, $`[x]`$, are independent.

Let $`Y=_{}M(x)`$. Then $`Y`$ is a free $`𝔽_p[G]`$-module with a generating set in one-to-one correspondence with a generating set for $`N(J)`$ as an $`𝔽_p`$-module. Moreover, $`Y^G=M(x)^G=[x]=N(J).`$

Let $`Z`$ be any complement in $`ϵ(F^\times )`$ of the $`𝔽_p`$-submodule of $`J`$ generated by $`N(J)`$ and $`Xϵ(F^\times )`$. Clearly $`Z`$ is a trivial $`𝔽_p[G]`$-module.

We claim that $`X`$, $`Y`$, and $`Z`$ are independent $`𝔽_p[G]`$-submodules of $`J`$. If $`W=YZ\{0\}`$, then $`W`$ is a submodule of $`ϵ(F^\times )`$. Let $`[x]W`$. Then $`[x]`$ lies in $`YJ_1=N(J)`$, as well as in $`Z`$. But $`Z`$ is a complement of $`ϵ(F^\times )`$ of a submodule containing $`N(J)`$, a contradiction. Therefore the $`𝔽_p[G]`$-submodule of $`J`$ generated by $`Y`$ and $`Z`$ is isomorphic with $`YZ`$.

Now suppose $`W=X(YZ)\{0\}`$. Considering $`WJ_1`$ as above, we find that $`X`$ is of dimension $`2`$, $`\xi _pN(K^\times )`$, and $`W=[\xi _p]`$. If $`[\xi _p]N(J)`$ then $`\xi _pa^cN(K^\times )`$ for some $`c`$. However, since $`N(\sqrt[p]{a})=a`$, we have $`\xi _pN(K^\times )`$, a contradiction. Therefore $`WY=\{0\}`$ and $`[\xi _p]=y+z`$, $`yY`$, $`zZ`$, with $`z0`$. Hence $`yJ_1Y=N(J)`$, and $`z=[\xi _p]y`$ is the relation in $`ϵ(F^\times )`$. But $`Z`$ is a complement in $`ϵ(F^\times )`$ of the submodule generated by $`N(J)`$ and $`(Xϵ(F^\times ))=[\xi _p]`$, a contradiction.

Let $`\stackrel{~}{J}`$ be the $`𝔽_p[G]`$-submodule of $`J`$ generated by $`XYZ`$. As we have shown above, $`\stackrel{~}{J}XYZ`$. We show that $`J=\stackrel{~}{J}`$ by induction on the socle series of $`J`$.

First we show $`J_1\stackrel{~}{J}`$. From our construction of modules $`X,Y`$ and $`Z`$ we see that $`ϵ(F^\times )\stackrel{~}{J}`$. Therefore from Lemma 2a) in Section 2 we see that if $`\xi _pN(K^\times )`$ then $`J_1\stackrel{~}{J}`$. If $`\xi _pN(K^\times )`$ then from the definition of $`X`$ and Lemma 2b), we see that again $`J_1\stackrel{~}{J}`$.

For the inductive step, assume $`J_i\stackrel{~}{J},1i<p`$, and let $`[\gamma ]J_{i+1}J_i`$.

Let $`[b]=M_\gamma ^G`$. From our Lemma 1a) in Section 2 we see that if $`i2`$ then $`[b]N(J)`$. If $`i=1`$ and $`\xi _pN(K^\times )`$ we see from Remark 1 in Section 2 that again $`[b]N(J)`$. If $`\xi _pN(K^\times )`$ then $`[\sqrt[p]{a}]X`$ and therefore it is sufficient to show that $`[a^{t/p}\gamma ]\stackrel{~}{J}`$ for some $`t`$. Therefore in this case if $`\gamma =a^{r/p}\gamma _1`$, where $`r`$ and $`[\gamma _1]J_1`$, we see that $`[\gamma ]\stackrel{~}{J}`$ and if $`\gamma `$ cannot be written in this form, we replace $`\gamma `$ by a suitable $`a^{t/p}\gamma `$, and we use Lemma 1b) to conclude that $`(M_{a^{t/p}\gamma })^GN(J)`$. Thus using Lemma 1 we have reduced our investigation to the case when $`[b]N(J)`$.

We may write $`[b]=_{}c_x[x]`$ with $`c_x𝔽_p`$ and almost all $`c_x=0`$. Now for each $`[x]`$, $`M(x)=M_\omega `$ for some $`\omega K^\times `$ with $`N([\omega ])=[x]`$. For each $`[x]`$, set $`\gamma (x)=\omega ^{(\sigma 1)^{pi1}}`$, so that $`[\gamma (x)]J_{i+1}`$ and $`[\gamma (x)]^{(\sigma 1)^i}=[x]`$. Now let $`[\mathrm{\Gamma }]=_{}c_x[\gamma (x)]`$. The application of $`(\sigma 1)^i`$ to $`[\mathrm{\Gamma }]`$ results in $`_{}c_x[x]=[b]`$. Hence $`[\gamma /\mathrm{\Gamma }]`$ lies in the kernel of $`(\sigma 1)^i`$, and $`[\gamma /\mathrm{\Gamma }]J_i\stackrel{~}{J}`$ by induction. Since $`[\mathrm{\Gamma }]\stackrel{~}{J}`$, $`[\gamma ]\stackrel{~}{J}`$. ∎

The proof of Theorem 2 below follows the previous proof with some modifications. Since in the case of $`p=2`$ the length of the socle series of $`J`$ is at most $`2`$, the proof is simpler. Moreover, we make use of the well-known fact on elements of identical norm in quadratic extensions:

If $`K=F(\sqrt{a}),aF^\times F^{\times 2},\gamma _1,\gamma _2K^\times `$ and $`N(\gamma _1)=N(\gamma _2)`$ then $`[\gamma _1]ϵ(F^\times )[\gamma _2]`$. Indeed by Hilbert’s Theorem 90 we have $`[\gamma _1]=[N(k)][\gamma _2]`$ for some $`kK^\times `$. (See \[L, page 202\].)

###### Proof of Theorem 2.

If $`1N(K^\times )`$, then we set $`X=[\delta ]J_1`$ with $`\delta `$ such that $`\delta ^{\sigma 1}=\beta ^2`$ and $`N(\beta )=1`$ (observe that then $`[N(\delta )]=[a]F^\times /F^{\times 2})`$. If $`1N(K^\times )`$ then we set $`X=\{0\}`$.

Choose $``$ to be an $`𝔽_2`$-basis of $`N(J)`$. For each $`[x]`$ choose a representative $`xF^\times `$ of $`[x]`$ and $`\omega K^\times `$ such that $`x=N(\omega )`$. Then set $`M(x)=M_\omega `$ and let $`Y`$ be the submodule of $`J`$ generated by all $`M(x),x`$. The same argument as in the proof of Theorem 1 shows that $`Y`$ is a free $`𝔽_2[G]`$-submodule of $`J`$, and that $`YM(x)`$. Finally let $`Z`$ be any complement in $`ϵ(F^\times )`$ of the $`𝔽_2`$-module $`N(J)`$. As before we check that $`X,Y`$ and $`Z`$ are independent, $`Z`$ is a trivial $`𝔽_2[G]`$-module, and we let $`\stackrel{~}{J}XYZ`$ be the $`𝔽_2[G]`$-submodule of $`J`$ generated by $`X,Y`$ and $`Z`$.

Assume now that $`[\gamma ]J_1`$. Then $`N(\gamma )F^\times K^{\times 2}=F^{\times 2}aF^{\times 2}`$. If $`N(\gamma )F^{\times 2}`$ then $`[\gamma ]ϵ(F^\times )\stackrel{~}{J}`$. If $`N(\gamma )aF^{\times 2}`$ then $`[\gamma ][\delta ]ϵ(F^\times )\stackrel{~}{J}`$. Thus $`J_1\stackrel{~}{J}`$. Now suppose that $`[\gamma ]JJ_1`$. Let $`\lambda =\gamma ^{\sigma 1}`$ and since $`\sigma 1=\sigma +1`$ in $`𝔽_2[G],\text{ we see that }[\lambda ]=[N(\gamma )][1]`$. Hence for a suitable $`\mathrm{\Gamma }Y`$ we have $`[\gamma /\mathrm{\Gamma }]J_1`$. Therefore $`\stackrel{~}{J}=J`$ as required. ∎

###### Proof of Theorem 3.

We shall first show that if $`3ip1`$ then $`𝔎_i=\mathrm{}`$. Suppose that this is not true and that there exists $`M_{i,k}=M,3i(p1),k𝔎_i`$, appearing as a summand in our decomposition of $`J`$.

Let $`m`$ be a generator of $`M`$. Using the decomposition $`J=XYZ`$ described in Theorem 1, we can write $`m=u+v`$, where $`uY`$ and $`vXZ`$. Using the fact that $`vJ_2`$ and $`3i`$ we see that we can find an element $`nM\{0\}`$ and $`yYYJ_{p1}`$ such that $`n=(\sigma 1)^ky`$ for a suitable $`k`$.

Now write $`y=_{s=1}^tm_s`$ where $`m_sM_{a,j},1ap`$ and $`j𝔎_a`$. Of course we assume that we choose at most one element from each $`M_{a,j}`$. Then from the equality $`n=_{s=1}^t(\sigma 1)^km_s`$ we see that we may assume that $`n=(\sigma 1)^km_1`$ and $`(\sigma 1)^km_s=0`$ for $`s\{2,\mathrm{},t\}`$. Further from our equalities $`y=_{s=1}^tm_s,(\sigma 1)^km_s=0`$ for $`s\{2,\mathrm{},t\}`$ and $`yJ_pJ_{p1}`$ we see that $`m_1J_pJ_{p1}`$. But this implies that $`M`$ is a free summand of $`J`$ \- a contradiction. Hence if $`3ip1`$ then $`𝔎_i=\mathrm{}`$ as we claimed.

Now we consider the case of $`i=p`$. Since $`N(J)=_{j𝔎_p}N(M_{p,j})`$ and each $`N(M_{p,j})`$ is a $`1`$-dimensional $`𝔽_p`$-module, we see that $`|𝔎_p|=dim_{𝔽_p}N(J)`$.

Let us now consider the case of $`i=2`$ and $`p>2`$. We have

$$|𝔎_2|=dim_{𝔽_p}(((\sigma 1)J)^G/N(J)).$$

Therefore we see that $`|𝔎_2|`$ is an invariant of $`J`$ which does not depend upon any particular choice of the decomposition of $`J`$ into a sum of cyclic submodules of $`J`$. Therefore in order to determine $`|𝔎_2|`$ we may use our decomposition $`J=XYZ`$, where $`X,Y`$ and $`Z`$ are each thought of as a sum of their cyclic submodules. Thus in the case of $`p>2`$, from Theorem 1 we conclude that $`|𝔎_2|=1\mathrm{{\rm Y}}(K)`$.

Finally observe that if $`p>2`$ then $`|𝔎_1|+|𝔎_2|=dim_{𝔽_p}J_1/N(J)`$, and if $`p=2`$ then $`|𝔎_1|=dim_{𝔽_2}J_1/N(J)`$. Applying Lemma 2 and observing that if $`p>2`$ then $`aN(K^\times )`$ and if $`p=2`$ then $`aN(K^\times )`$ if and only if $`1N(K^\times )`$, we obtain

$$1+|𝔎_1|=dim_{𝔽_p}(F^\times /N(K^\times ))+2\mathrm{{\rm Y}}(K).$$

###### Proof of Corollary 1.

(1): From Theorem 3 we see that if $`p>2`$ then $`J`$ is a free $`𝔽_p[G]`$-module if and only if $`𝔎_1=\mathrm{}=𝔎_2`$, and if $`p=2`$ then $`J`$ is a free $`𝔽_p[G]`$-module if and only if $`|𝔎_1|=\mathrm{}`$. Therefore if $`J`$ is a free $`𝔽_p[G]`$-module, $`p=2`$ and $`1N(K^\times )`$. Moreover assuming $`p=2,1N(K^\times )`$ we see that $`𝔎_1=\mathrm{}`$ if and only if $`F^\times =N(K^\times )N(K^\times )`$.

(2): $`J`$ contains no free direct summand precisely when $`N(J)`$ is trivial. If $`p>2`$ then $`N(J)`$ is trivial precisely when $`a`$ is $`p`$-rigid. Suppose now that $`p=2`$. Then we see that $`N(J)`$ is trivial if and only if $`N(K^\times )/F^{\times 2}[a]F^\times /F^{\times 2}`$. Since $`[1]=[a]N(J)`$ we see that in this case $`\sqrt{1}K^\times `$.

(3): Suppose first that $`p>2`$. If $`J`$ is $`G`$-invariant then $`J`$ contains no free direct summand. Hence $`a`$ is $`p`$-rigid. If $`a`$ is $`p`$-rigid then $`N(J)`$ is trivial, and $`J`$ is $`G`$-invariant if additionally $`\xi _pN(K^\times )`$. By the definition of $`p`$-rigidity, $`[\xi _p][a]`$ in $`F^\times /F_{}^{\times }{}_{}{}^{p}`$, which is equivalent with $`\xi _{p^2}K^\times `$. Now if $`p=2`$ then $`J`$ is $`G`$-invariant precisely when $`J`$ contains no free direct summand. ∎

###### Proof of Corollary 2.

Suppose first that our three conditions mentioned in this corollary are valid. Then we see that if we use Theorem 1 and its proof, we can write $`T_i=K_i^\times /K_i^{\times p}`$ and $`T_i=X_iY_iZ_i,i=1,2`$, where modules $`X_i,Y_i`$ and $`Z_i`$ are described in Theorem 1 and its proof.

From condition 1 of our corollary we see that $`X_1X_2`$, from condition 2 we see that $`Y_1Y_2`$, and finally with condition 3 together with our choice of $`Z_i`$ as an $`𝔽_p`$-complement of the $`𝔽_p`$-submodule of $`T_i`$ generated by $`X_iϵ(F_i^\times )`$ and $`N(T_i)`$ in $`ϵ(F_i^\times )`$ we see that $`Z_1Z_2`$. Hence if conditions (1), (2) and (3) are valid, then $`T_1T_2`$.

Now assume that $`T_1=X_1Y_1Z_1`$ where submodules $`X_1,Y_1,Z_1`$ of $`T_1`$ are constructed as in the proof of Theorem 1 and $`\psi `$ is an $`𝔽_p[G]`$-isomorphism $`T_1T_2`$. Set $`X_2=\psi (X_1),Y_2=\psi (Y_1)`$ and $`Z_2=\psi (Z_1)`$. Then $`T_2=X_2Y_2Z_2`$. We also see that $`N(T_2)=N(Y_2)N(Y_1)=N(T_1)`$. Therefore we have $`dim_{𝔽_p}N(K_1^\times )/F_1^{\times p}=dim_{𝔽_p}N(K_2^\times )/F_2^{\times p}`$.

We shall now assume that $`X_1,Y_1`$ and $`Z_1`$ are decomposed into their cyclic summands, and we shall apply Theorem 3.

We obtain $`\xi _pN(K_1^\times )𝔎_2\mathrm{}\xi _pN(K_2^\times )`$. Finally from Theorem 3 we see that $`dim_{𝔽_p}(F_1^\times /N(K_1^\times ))=dim_{𝔽_p}(F_2^\times /N(K_2^\times ))`$ as required. ∎

Finally we shall prove Corollary 3. Observe that this proof is a straightforward corollary of Theorem 3. We write $`𝔎_{2,1}`$ for the index set $`𝔎_2`$ used in Theorem 3 when applied to the field extension $`K_1/F_1`$. Similarly we extend this notation for other index sets under consideration.

###### Proof of Corollary 3.

From Theorem 3 we see that $`T_1T_2`$ if and only if $`|𝔎_{1,1}|=|𝔎_{1,2}|`$ and $`|𝔎_{2,1}|=|𝔎_{2,2}|`$. Rewriting these equalities we obtain $`T_1T_2`$ if and only if we have the following two equalities.

1. $`2\mathrm{{\rm Y}}(K_1)+dim_{𝔽_2}F_1^\times /N(K_1^\times )=2\mathrm{{\rm Y}}(K_2)+dim_{𝔽_2}F_2^\times /N(K_2^\times )`$,
2. $`\mathrm{{\rm Y}}(K_2)+dim_{𝔽_2}N(K_1^\times )/F_1^{\times 2}=\mathrm{{\rm Y}}(K_1)+dim_{𝔽_2}N(K_2^\times )/F_2^{\times 2}.`$

## 4. Acknowledgments

We gratefully acknowledge the support of the Mathematical Sciences Research Institute in Berkeley, California, where during the fall of 1999 the authors met, for their subsequent discussions led to the results in this paper. The first author is also very appreciative of the stimulating discussions with Adrian Wadsworth.