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# “Quasiparticle Charge” in Superconductors: Effect of Mott Physics or Hidden Order Parameter ?

## I Introduction

The behavior of charge transport in both the normal and superconducting phases of cuprates is one of the puzzling issues in high temperature superconductors. In a recent paper, Ioffe and Millis discussed the effect of proximity to a Mott insulator on charge transport in the superconducting state of cuprates. millis  They pointed out that the renormalization factor, dubbed “quasiparticle charge” $`Z_e`$, of the the coupling between the supercurrent and quasiparticles is renormalized by quasiparticle interactions and contains useful information about strong correlations near a Mott insulator. larkin64 ; leggett65

Even though the real quasiparticle charge is not conserved in superconductors and $`Z_e`$ is not the conventionally defined charge, we will still use “quasiparticle charge” to call the renormalization factor mentioned above for convenience. As pointed out in the past millis ; larkin64 ; leggett65 , $`Z_e`$ appears in the linear temperature dependence of the superfluid density in d-wave superconductors (dSC). The low temperature superfluid density of d-wave superconductors is given by

$$\rho _s(T)=\rho _s(0)\alpha T,$$
(1)
where

$$\alpha =\frac{(\mathrm{ln}2)Z_e^2v_F}{2\pi v_\mathrm{\Delta }}.$$
(2)
Here $`v_F`$ is the Fermi velocity and $`v_\mathrm{\Delta }`$ the gap velocity defined as $`v_\mathrm{\Delta }=\mathrm{\Delta }_0a/\sqrt{2}`$, where $`\mathrm{\Delta }_0`$ is the maximum value of superconducting order parameter.

The behavior of the superfluid density in cuprates has been an important subject of debate. Lee and Wen observed that, in cuprates, $`\alpha `$ does not strongly depend on the doping concentration, $`x`$, while the zero temperature superfluid density is proportional to $`x`$.lee97 ; wen  This would be consistent with the phenomenology that the quasiparticles in the superconducting state of cuprates still couples to external electromagnetic field in the usual BCS manner even in the presence of strong correlation near a Mott insulator.lee97  On the other hand, two different strong coupling approaches to the t-J model lead to different behaviors of the superfluid density. The U(1) mean field theory predicts $`\alpha x^2`$ as well as $`\rho _s(0)x`$ kotliar88 , implying that the “quasiparticle” charge goes to zero as the Mott insulator is approached while the SU(2) gauge theory lead to $`\alpha 𝒪(1)`$ with the same $`\rho _s(0)`$.lee97 ; wen

Later on, Millis et al millis98  pointed out that $`\alpha `$ is in general renormalized by quasiparticle interactions even in the conventional d-wave superconductors. Millis et al further argued that the deviation from the standard BCS value $`Z_e=1`$ should be regarded as an evidence of the strong correlation present near a Mott insulator.millis98  Recently, Ioffe and Millis extracted the values of $`v_F`$ and $`v_\mathrm{\Delta }`$ from the angle resolved photoemission spectroscopy (ARPES) and the specific heat data of cuprates, and obtained the value of $`Z_e`$ for several samples of cuprates. They found that $`Z_e`$ varies from $`0.6`$ to $`1`$ in cuprates, and argued that the deviation from the BCS value ($`Z_e=1`$) is due to strong quasiparticle interactions near a Mott insulator.

In this paper, we show that the deviation from the BCS value of $`Z_e`$ can also occur within the weak coupling approach without taking into account the quasiparticle interactions, when a superconducting state coexists with another ordered state with the same internal symmetry. In this case, the value of $`Z_e`$ contains informations about the additional order parameter. As an example, we consider a system where the d-wave superconducting order coexists with the commensurate orbital antiferromagnetic order (d-density wave).relevance  The quasiparticles in this state have the Dirac spectrum near the nodes as the case of dSC and the superfluid density has the linear temperature dependence. By computing the coefficient of the linear temperature dependence of the superfluid density, we find that $`Z_e`$ in Eq.2 varies from $`1/\sqrt{2}`$ to $`1`$. The deviation from the BCS value ($`Z_e=1`$) in this case is not due to the quasiparticle interaction, but due to the existence of the additional order parameter. The superfluid density of the dSC coexisting with the dDW order was previously studied sumanta ; han , but the question of the renormalization factor $`Z_e`$ was not addressed. Although we studied a specific system, our results can be applied to more general situation where a superconducting order coexists with another order parameter with the same internal symmetry.

In the next section, we compute the current-current correlation function in the coexisting dSC and dDW states. Those who are not interested in the details can skip the next section and jump to section III. In the third section, we provide the analytical expression of $`\alpha `$ and extract the value of $`Z_e`$. We compare our results with the consequences of other existing theories and discuss further implications in the final section.

## II Superfluid density in the coexisting dDW and dSC states

In the phase where the dSC and dDW coexist, the quasiparticles keep the Dirac spectrum as the case of dSC. In particular, when the chemical potential $`\mu `$ is zero or $`\mu <T\mathrm{min}(\mathrm{\Delta }_0,W_0)`$, the low energy nodal spectrum is well described by changing the gap velocity $`v_\mathrm{\Delta }`$ to $`\stackrel{~}{v}_\mathrm{\Delta }=\sqrt{v_\mathrm{\Delta }^2+v_W^2}`$ where $`v_W=W_0a/\sqrt{2}`$ and $`W_0`$ is the maximum value of the dDW order parameter. In this case, the gap velocity measured in ARPES will correspond to $`\stackrel{~}{v}_\mathrm{\Delta }`$. The density of states will be also modified, but in a trivial fashion; $`v_\mathrm{\Delta }`$ is replaced by $`\stackrel{~}{v}_\mathrm{\Delta }`$. Thus one may expect that the coefficient of the linear temperature dependence of the superfluid density is simply given by $`\alpha =(\mathrm{ln}2)v_F/(2\pi \stackrel{~}{v}_\mathrm{\Delta })`$. If this is the case, we will not be able to extract an independent information about $`v_W`$ and practically $`Z_e=1`$; experiments will not be able to tell the difference between the simple dSC state and the coexisting dSC/dDW states. We show below that this is not the case. $`Z_e`$ has an independent information about $`v_W`$ and in general it is not unity. The deviation from $`Z_e=1`$ is in fact due to the existence of the dDW order parameter.

We derive the result described above by directly computing the current-current correlation function in a mean-field theory. We start from the mean-field Hamiltonian given by

$`H`$ $`=`$ $`{\displaystyle \underset{𝐤,\sigma }{}}(ϵ_𝐤\mu )c_{𝐤,\sigma }^{}c_{𝐤,\sigma }+{\displaystyle \underset{𝐤,\sigma }{}}iW_𝐤c_{𝐤,\sigma }^{}c_{𝐤+𝐐,\sigma }`$ (4)
$`+{\displaystyle \underset{𝐤,\sigma }{}}\mathrm{\Delta }_𝐤c_{𝐤,\sigma }^{}c_{𝐤,\sigma }^{}+h.c.,`$
where

$`ϵ_𝐤={\displaystyle \frac{t}{2}}\left(\mathrm{cos}k_x+\mathrm{cos}k_y\right),`$ (5)
$`\mathrm{\Delta }_𝐤={\displaystyle \frac{\mathrm{\Delta }_0}{2}}\left(\mathrm{cos}k_x\mathrm{cos}k_y\right),`$ (6)
$`W_𝐤={\displaystyle \frac{W_0}{2}}\left(\mathrm{cos}k_x\mathrm{cos}k_y\right).`$ (7)
Here $`\mathrm{\Delta }_𝐤`$ and $`iW_𝐤`$ are the order parameters of the dSC and dDW respectively. Using the Nambu basis defined as follows,

$$\mathrm{\Psi }_𝐤^{}=(c_𝐤^{},c_{𝐤+𝐐}^{},c_𝐤,c_{𝐤𝐐}),$$
(8)
the current operator can be written as

$`j_\alpha (𝐪)`$ $`=`$ $`t{\displaystyle \underset{𝐤}{}}\mathrm{sin}(k_\alpha +q_\alpha /2)\mathrm{\Psi }_𝐤^{}(\rho _3I)\mathrm{\Psi }_{𝐤+𝐪}`$ (9)
$``$ $`iW_0{\displaystyle \underset{𝐤}{}}\mathrm{sin}(k_\alpha +q_\alpha /2)\mathrm{\Psi }_𝐤^{}(i\rho _2\sigma _3)\mathrm{\Psi }_{𝐤+𝐪},`$ (10)
where $`\alpha =x,y`$. Here $`\rho `$’s and $`\sigma `$’s are the Pauli matrices and $`\rho _i\sigma _j\rho _i\sigma _j`$.

The superfluid density can be computed from the current-current correlation function.schrieffer

$$\rho _s(T)=K_x\underset{q0}{lim}\underset{\nu 0}{lim}\mathrm{\Lambda }_{xx}(𝐪,\nu ),$$
(11)
where $`K_x`$ is the diamagnetic contribution and $`\mathrm{\Lambda }_{xx}(𝐪,\nu )`$ is the paramagnetic current-current correlation function. The diamagnetic part can be computed as

$`K_x`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{ϵ_k+W_k}{\mathrm{\Omega }_k}}\mathrm{sin}k_x`$ (13)
$`\times \left({\displaystyle \frac{\mathrm{\Omega }_k\mu }{E_{1k}}}\mathrm{tanh}{\displaystyle \frac{E_{1k}}{2T}}+{\displaystyle \frac{\mathrm{\Omega }_k+\mu }{E_{2k}}}\mathrm{tanh}{\displaystyle \frac{E_{2k}}{2T}}\right),`$
where

$`E_{1k,2k}`$ $`=`$ $`\sqrt{(\mathrm{\Omega }_k\mu )^2+\mathrm{\Delta }_k^2},`$ (14)
$`\mathrm{\Omega }_k`$ $`=`$ $`\sqrt{ϵ_k^2+W_k^2}.`$ (15)
The paramagnetic contribution contains the information about $`Z_e`$ and can be obtained from

$`\mathrm{\Lambda }_{xx}(𝐪,i\nu _m)`$ $`=`$ $`t^2T{\displaystyle \underset{n}{}}{\displaystyle \underset{𝐤}{}}\mathrm{sin}k_x\mathrm{sin}(k_x+q_x)\mathrm{Tr}[G(𝐤,i\omega _n)(\rho _3I)G(𝐤+𝐪,i\omega _n+i\nu _m)(\rho _3I)]`$ (17)
$`+W_0^2T{\displaystyle \underset{n}{}}{\displaystyle \underset{𝐤}{}}\mathrm{sin}k_x\mathrm{sin}(k_x+q_x)\mathrm{Tr}[G(𝐤,i\omega _n)(\rho _2\sigma _3)G(𝐤+𝐪,i\omega _n+i\nu _m)(\rho _2\sigma _3)],`$
where

$$G^1(𝐤,i\omega _n)=i\omega _nI+ϵ_𝐤\rho _3\sigma _3\mu I\sigma _3W_𝐤\rho _2I+\mathrm{\Delta }_𝐤\rho _3\sigma _1.$$
(18)
Here $`\nu _m=2m\pi T`$ and $`\omega _n=(2n+1)\pi T`$ are the bosonic and fermionic Matsubara frequencies. Notice that the cross-terms proportional to $`tW_0`$ cancel out each other.

After the frequency sum, the correlation function has the following form. The first term, $`\mathrm{\Lambda }_{xx}^t`$, of Eq.17 which comes from the conventional current proportional to $`t`$ is obtained as follows by taking $`\nu 0`$ first and $`𝐪0`$ later.

$`\mathrm{\Lambda }_{xx}^t`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{t^2\mathrm{sin}k_x\mathrm{sin}(k_x+q_x)}{2}}[(1+{\displaystyle \frac{A_1}{E_{1k}E_{1k+q}}}{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}(1+{\displaystyle \frac{B_1}{E_{1k}E_{1k+q}}})){\displaystyle \frac{f(E_{1k+q})f(E_{1k})}{E_{1k+q}E_{1k}}}`$ (22)
$`+\left(1{\displaystyle \frac{A_1}{E_{1k}E_{1k+q}}}{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}\left(1{\displaystyle \frac{B_1}{E_{1k}E_{1k+q}}}\right)\right){\displaystyle \frac{f(E_{1k+q})+f(E_{1k})1}{E_{1k+q}+E_{1k}}}`$
$`+\left(1+{\displaystyle \frac{A_2}{E_{2k}E_{2k+q}}}+{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}\left(1+{\displaystyle \frac{B_2}{E_{2k}E_{2k+q}}}\right)\right){\displaystyle \frac{f(E_{2k+q})f(E_{2k})}{E_{2k+q}E_{2k}}}`$
$`+(1{\displaystyle \frac{A_2}{E_{2k}E_{2k+q}}}+{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}(1{\displaystyle \frac{B_2}{E_{2k}E_{2k+q}}})){\displaystyle \frac{f(E_{2k+q})+f(E_{2k})1}{E_{2k+q}+E_{2k}}}],`$
where $`f(x)=1/(e^{x/T}+1)`$ is the Fermi function and

$`A_{1,2}`$ $`=`$ $`\mathrm{\Delta }_k^2+ϵ_k^2W_k^2+\mu ^2{\displaystyle \frac{2\mu ϵ_k^2}{\mathrm{\Omega }_k}},`$ (23)
$`B_{1,2}`$ $`=`$ $`ϵ_k^2W_k^2\pm \mu \mathrm{\Omega }_k.`$ (24)
On the other hand, the second term, $`\mathrm{\Lambda }_{xx}^W`$, of Eq.17 comes from the additional contribution to the current due to the existence of the dDW order parameter. After taking $`\nu 0`$ first and $`𝐪0`$ later, we get

$`\mathrm{\Lambda }_{xx}^W`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{W_0^2\mathrm{sin}(k_x)\mathrm{sin}(k_x+q_x)}{2}}[(1+{\displaystyle \frac{A_1^{}}{E_{1k}E_{1k+q}}}+{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}(1+{\displaystyle \frac{B_1}{E_{1k}E_{1k+q}}})){\displaystyle \frac{f(E_{1k+q})f(E_{1k})}{E_{1k+q}E_{1k}}}`$ (28)
$`+\left(1{\displaystyle \frac{A_1^{}}{E_{1k}E_{1k+q}}}+{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}\left(1{\displaystyle \frac{B_1}{E_{1k}E_{1k+q}}}\right)\right){\displaystyle \frac{f(E_{1k+q})+f(E_{1k})1}{E_{1k+q}+E_{1k}}}`$
$`+\left(1+{\displaystyle \frac{A_2^{}}{E_{2k}E_{2k+q}}}{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}\left(1+{\displaystyle \frac{B_2}{E_{2k}E_{2k+q}}}\right)\right){\displaystyle \frac{f(E_{2k+q})f(E_{2k})}{E_{2k+q}E_{2k}}}`$
$`+(1{\displaystyle \frac{A_2^{}}{E_{2k}E_{2k+q}}}{\displaystyle \frac{2W_k^2}{\mathrm{\Omega }_k^2}}(1{\displaystyle \frac{B_2}{E_{2k}E_{2k+q}}})){\displaystyle \frac{f(E_{2k+q})+f(E_{2k})1}{E_{2k+q}+E_{2k}}}],`$
where

$$A_{1,2}^{}=\mathrm{\Delta }_k^2ϵ_k^2+W_k^2\mu ^2\pm \frac{2\mu ϵ_k^2}{\mathrm{\Omega }_k}.$$
(29)
Therefore, the superfluid density can be obtained from Eq.11, where $`\mathrm{\Lambda }_{xx}=\mathrm{\Lambda }_{xx}^t+\mathrm{\Lambda }_{xx}^W`$.

## III Value of the “quasiparticle charge” from superfluid density

At low temperatures, the leading paramagnetic contribution comes from the nodal quasiparticles and we can obtain the low energy quasiparticle dispersion by expanding $`ϵ_k`$ near $`\mu `$, and $`\mathrm{\Delta }_k`$, $`W_k`$ near the node as follows.

$`ϵ_k\mu `$ $`=`$ $`v_Fp_+,`$ (30)
$`\mathrm{\Delta }_k`$ $`=`$ $`v_\mathrm{\Delta }p_{},`$ (31)
$`W_k`$ $`=`$ $`v_Wp_{},`$ (32)
where $`p_+=(p_x+p_y)/\sqrt{2}`$ and $`p_{}=(p_xp_y)/\sqrt{2}`$ with the momentum, p, measured from $`𝐤_F`$. Here, $`v_F=ta/\sqrt{2}`$, $`v_\mathrm{\Delta }=\mathrm{\Delta }_0a/\sqrt{2}`$, and $`v_W=W_0a/\sqrt{2}`$. When $`\mu =0`$ or $`\mu <T`$, the quasiparticle dispersion can be well described by

$$E_{1k,2k}^2=v_F^2p_+^2+(v_\mathrm{\Delta }^2+v_W^2)p_{}^2.$$
(33)
Notice that the corresponding density of states has the following form.

$$N(E)=\frac{E}{2\pi v_F\sqrt{v_\mathrm{\Delta }^2+v_W^2}}.$$
(34)
Therefore, the specific heat as well as the measured gap velocity in ARPES will be given by the combination of $`v_W`$ and $`v_\mathrm{\Delta }`$ through $`\sqrt{v_\mathrm{\Delta }^2+v_W^2}`$. Now it is clear that the leading linear temperature dependence of the superfluid density comes from the terms with $`df(E_{1k})/d(E_{1k})`$ factor. The coefficient of the linear temperature dependence, $`\alpha `$, is obtained as

$$\alpha =\frac{\mathrm{ln}2}{2\pi }\frac{v_F}{\sqrt{v_\mathrm{\Delta }^2+v_W^2}}\left(1\frac{v_W^2}{2(v_\mathrm{\Delta }^2+v_W^2)}+𝒪(\frac{W_0^2}{t^2})\right).$$
(35)
Comparing Eq.35 and Eq.2, and replacing $`v_\mathrm{\Delta }`$ by the measured gap velocity, $`\sqrt{v_\mathrm{\Delta }^2+v_W^2}`$, we find

$$Z_e^2=\left(1\frac{v_W^2}{2(v_\mathrm{\Delta }^2+v_W^2)}\right),$$
(36)
where we neglect $`𝒪(W_0^2/t^2)`$ terms. From the above result, one can easily see that $`1/2Z_e^21`$. If $`W_0\mathrm{\Delta }_0`$, then $`Z_e^21/2`$, while in the opposite case $`\mathrm{\Delta }_0W_0`$ or $`W_00`$, we get $`Z_e^21`$. Therefore, $`Z_e`$ varies from $`1/\sqrt{2}(=0.71)`$ to 1 which is curiously close to the values in cuprates obtained by Ioffe and Millis millis .

In the discussion above, we assumed $`\mu <T`$. In the opposite limit, $`\mu >T`$, the low energy quasiparticle dispersion is better described by

$$E_{1k}^2=(v_Fp_+)^2+(v_\mathrm{\Delta }p_{})^2$$
(37)
which does not have any information about $`W_k`$, the dDW order parameter. This is due to the fact that the quasiparticles recognize the presence of the dDW gap only when their energy scale becomes larger than the chemical potential. Carrying out the explicit computation of the current-current correlation function, we verified that the coefficient of the linear temperature dependence of the superfluid density is given by Eq.2 with $`Z_e=1`$.han  Therefore, there is a cross-over in the value of $`Z_e`$ to unity when $`\mu >T`$ while $`Z_e1`$ for $`\mu <T`$. At the half-filling ($`\mu =0`$), $`Z_e`$ is in general not unity. At any rate, if $`\mu `$ is smaller than $`T`$ in the experimentally relevant temperature range, the value of $`Z_e`$ is given by Eq.36.

## IV conclusion

In the strong coupling regime, the coupling between the supercurrent and the quasiparticles can be strongly renormalized by quasiparticle interactions and lead to the deviation of $`Z_e`$ from the BCS value ($`Z_e=1`$). Here we show that the deviation from $`Z_e=1`$ can also occur in the weak coupling regime when the superconducting order coexists with an additional order parameter with the same internal symmetry. We have shown that in the case of the coexisting dSC and dDW states, the “quasiparticle charge” is given by $`Z_e=\left(1\frac{v_W^2}{2(v_\mathrm{\Delta }^2+v_W^2)}\right)^{1/2}`$ when the chemical potential $`\mu `$ is zero or $`\mu <T`$, where $`v_W`$ and $`v_\mathrm{\Delta }`$ are the gap velocities determined by the maximum gaps of the dDW and dSC order parameters. Thus $`Z_e`$ varies from $`1/\sqrt{2}`$ to 1. The deviation of $`Z_e`$ from the unity is a good measure of the additional coexisting order parameter. Our result of $`Z_e1`$ is also applicable to the systems where a superconducting order parameter coexists with another order parameter with the same internal symmetry; e.g., $`p`$-wave superconductor coexisting with $`p`$-density wave, although the expression of $`Z_e`$ would be different for different systems.

Our results suggest that the determination of the value of $`Z_e`$ alone will not sharply distinguish two possibilities; Mott physics and the existence of a hidden or an additional order parameter. However, if there exists a superconductor far away from a Mott insulator while it exhibits $`Z_e<1`$, one would strongly suspect that there might exist a hidden order parameter. The direct relevance of our results for the coexisting dSC and dDW states to cuprates has to discussed in conjunction with other experimental data and it is beyond the scope of this paper.

Acknowledgments: This work was supported in part by Canadian Institute for Advanced Research (H.Y.K. and Y.B.K.) and Alfred P. Sloan Foundation (Y.B.K.).


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# General Gauss-Bonnet brane cosmology

## I Introduction

The intriguing possibility that our Universe is only part of a higher dimensional spacetime ,  has raised a lot of interest in the physics community recently , ,  , , . In particular 5 dimensional brane Universe models and their cosmology have been extensively studied (see for example , , ). The Universe in this case is a gravitating homogeneous and isotropic brane or domain wall evolving in a constant negative curvature spacetime.

Amongst the interesting features of such a toy-model configuration is that it verifies a generalised version of Birkhoff’s staticity theorem , : a constant curvature spacetime of constant 3-space curvature is locally static; more specifically an ADS-black hole solution ,

$$ds^2=h(r)dt^2+h^1(r)dr^2+r^2\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(1)
where $`h(r)=\kappa \frac{\mu }{r^2}+k^2r^2`$, with $`\kappa =0,\pm 1`$ and $`\mu `$, $`k^2`$ are related to the black hole mass and bulk cosmological constant respectively. To ensure the validity of this theorem it is essential firstly that the brane Universe is of co-dimension 1 i.e. a domain wall type defect and secondly that the brane Universe is homogeneous and isotropic. The theorem in turn implies a certain number of physical properties for the configuration, in particular that the only dynamical degree of freedom is the wall’s trajectory or equivalently, for the 4-dimensional observer stuck on the brane, the expansion rate of the Universe. Hence although we have introduced an extra dimension, the number of dynamical degrees of freedom does not alter with respect to standard 4 dimensional FLRW cosmology. Just like in 4 dimensional cosmology, once given an equation of state relating energy density and pressure one obtains the expansion rate or equivalently the brane Universe trajectory. It follows rather elegantly, , that it is totally equivalent to study a brane Universe evolving in a static background in the manner of  to a fixed brane Universe in a time-dependant background .

When treating higher dimensional gravity theories we should keep in mind that 4 dimensional gravity is quite special for a numerous number of reasons. For example $`D=4`$ gives the minimal number of dimensions where the graviton is non trivial and has exactly two polarisation degrees of freedom whereas at the same time gauge interactions of the Standard Model are renormalisable. Another special property of 4 dimensional gravity is the uniqueness of the Einstein-Hilbert action.

In $`D>4`$, however, the situation is quite different. In 5 dimensions, in order to obtain the most general unique action, i.e. giving rise to a second order symmetric and divergence-free tensor, and to field equations that are of second order in the metric components, we have to add the Gauss-Bonnet term to the usual Einstein-Hilbert plus cosmological constant action. This is part of Lovelock’s theorem . Furthermore in an effective action approach of string theory, the Gauss-Bonnet term corresponds to the leading order quantum correction to gravity in particular in the case of the heterotic string . The Gauss-Bonnet coupling constant is related to the Regge slope parameter or string scale. Furthermore one of the important properties of string theories is that they contain no ghosts. Interestingly as was demonstrated in  the only curvature squared terms to give ghost-free self-interactions for the graviton (around flat spacetime) is precisely the Gauss-Bonnet combination.

The reason for all these nice properties shared by the Einstein-Hilbert and the Gauss-Bonnet terms can be understood from a purely geometrical point of view. The Gauss-Bonnet term is the generalised Euler characteristic of a 4 dimensional spacetime. It yields in $`D=4`$ a boundary term hence a topological and not dynamical contribution. This is a quite general and elegant fact. Indeed we remind the reader that in a similar fashion the Einstein-Hilbert action in 2 dimensions is related to the usual Euler characteristic of a 2-dimensional manifold. For example in string field theory the Euler characteristic $`\chi `$ is related to the string coupling constant $`g_s`$, governing “surface diagrams” in the perturbative regime. In general every spacetime of even dimension $`2n`$ is accompanied by its generalised Euler characteristic; which we have to add to the gravitational action of a $`2n+1`$ manifold in order to preserve uniqueness. Thus for example in 10 dimensions one has the Euler characteristics of 0 (cosmological constant), 2 (Einstein-Hilbert), 4 (Gauss-Bonnet), 6, and 8 dimensional manifolds . So from this discussion it would seem natural to include the Gauss-Bonnet term in a 5 dimensional spacetime, all the more since we are interested in toy models merging string theory with standard cosmology.

Madore and collaborators have considered this term in order to stabilise the 5th dimension in Kaluza-Klein theories  whereas there was a lot of effort in the 80’s to obtain exact solutions in Gauss-Bonnet theories in view to their relevance to quantum gravity corrections of string theory (see for instance ,  , , ). More recently in the context of brane universe it has been shown that the localised graviton zero mode persists in the RS model in the presence of a Gauss-Bonnet term , , . Cosmological consequences have also been studied in . However, only particular solutions in the bulk have been considered. Here we shall attack the problem in its full generality. We shall first of all find and discuss the full bulk solutions, and then we shall investigate the brane cosmology they induce. Not surprisingly Birkhoff’s theorem will be in the centre of our analysis and its physical consequences.

In the next section we set up the basic ingredients of the problem. In Section III we solve by brute force the field equations and find the general solution for the bulk spacetime. In Section IV we discuss the relevance of the bulk solutions to brane Universe cosmology in 5 dimensions. We conclude in section V.

## II General setting

Consider the following 5-dimensional action,

$$S=\frac{M^3}{2}d^5x\sqrt{g}\left[R+12k^2+\alpha (R_{\mu \nu \gamma \delta }R^{\mu \nu \gamma \delta }4R_{\mu \nu }R^{\mu \nu }+R^2)\right],$$
(2)
where $`M`$ is the fundamental mass scale of the 5-dimensional theory, $`\mathrm{\Lambda }=6k^2`$ is the negative bulk cosmological constant and the Gauss-Bonnet coupling constant $`\alpha `$ of dimension $`(length)^2`$ ,which we leave free, is the additional physical parameter of the problem. Setting $`\alpha =0`$ we obviously get the usual Einstein-Hilbert action with cosmological constant in 5 dimensions. As we discussed in the introduction, just like the Einstein-Hilbert action with cosmological constant is unique in $`4`$ dimensions, the gravitational action (2) is unique in 5 dimensions. To put it in a nutshell, (2) is the most general action that will yield second order partial differential equations with respect to the metric components in 5 dimensions. For this reason and for clarity we shall restrict ourselves to 5 dimensions.

Let us now consider a spacetime with constant three-dimensional spatial curvature. A general metric can then be written,

$$ds^2=e^{2\nu (t,z)}B(t,z)^{2/3}(dt^2+dz^2)+B(t,z)^{2/3}\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(3)
where $`B(t,z)`$ and $`\nu (t,z)`$ are the unknown component fields of the metric and $`\kappa =0,\pm 1`$ is the normalised curvature of the 3-dimensional homogeneous and isotropic surfaces. We choose to use the conformal gauge in order to take full advantage of the 2-dimensional conformal transformations in the $`tz`$ plane. This is the setup for a cosmological wall or brane-Universe of co-dimension 1. We note on passing that a co-dimension 2 or higher set-up would have lost the two dimensional conformal freedom. We will see in what follows that this freedom is essential for the integrability of the system wether or not we include the Gauss-Bonnet combination.

The field equations we are seeking to solve are found by varying the above action (2) with respect to the background metric and read

$`\text{E}_{\mu \nu }`$ $`=`$ $`G_{\mu \nu }6k^2g_{\mu \nu }\alpha [{\displaystyle \frac{g_{\mu \nu }}{2}}(R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }4R_{\gamma \delta }R^{\gamma \delta }+R^2)`$ (4)
$``$ $`2RR_{\mu \nu }+4R_{\mu \gamma }R_{\text{ }\nu }^\gamma +4R_{\gamma \delta }R_{\text{ }\mu \text{ }\nu }^{\gamma \text{ }\delta }2R_{\mu \gamma \delta \lambda }R_\nu ^{\text{ }\gamma \delta \lambda }]=0`$ (5)
where now the symmetric tensor $`\text{E}_{\mu \nu }`$ has replaced the usual Einstein tensor $`G_{\mu \nu }`$ and is also divergence free. Taking the trace of (4) one can show that for a solution, the Ricci scalar is a multiple of the Lagrangian in (2) (see for instance ). Thus the behaviour (in particular singularities) of the scalar curvature $`R`$ is shared by the Gauss-Bonnet scalar in (2). Hence not surprisingly we can deduce that although the field equations change radically, spacetime curvature still plays the same physical role for the critical points of the action (2).

## III The general solution for the bulk spacetime

Before plunging in the field equationsFor the full field equations see Appendix. it is rather useful to review the generalisation of Birkhoff’s theorem in the presence of a cosmological constant as it appeared recently in . Furthermore we shall use exactly the same method to derive the general solution.

In this subcase the field equations are obtained setting $`\alpha =0`$ in (2) and read

$$R_{\mu \nu }=\frac{2\mathrm{\Lambda }}{3}g_{\mu \nu }.$$

There are two key ingredients in this method. First of all in order to make use of the $`tz`$ conformal symmetries of (3) it is important to pass to light-cone coordinates,

$$u=\frac{tz}{2},v=\frac{t+z}{2}.$$
(6)
Secondly taking the combination $`R_{tt}+R_{zz}\pm 2R_{tz}=0`$, one obtains the integrability conditions which read§§§From now on $`B_{,u}`$ represents the partial derivative of $`B`$ with respect to $`u`$ etc.

$`B_{,uu}2\nu _{,u}B_{,u}`$ $`=`$ $`0,`$ (7)
$`B_{,vv}2\nu _{,v}B_{,v}`$ $`=`$ $`0.`$ (8)
Note then that these are ordinary differential equations with respect to $`u`$ and $`v`$ respectively and are independent of the physical parameter of the problem, namely, the cosmological constant $`\mathrm{\Lambda }`$. As their name indicates they are directly integrable giving

$$B=B(U+V)e^{2\nu }=B^{}U^{}V^{}$$
(9)
where $`U=U(u)`$ and $`V=V(v)`$ are arbitrary functions of $`u`$ and $`v`$, and a prime stands for the total derivative of the function with respect to its unique variable. Using a conformal transformation,

$$U=\frac{\stackrel{~}{z}\stackrel{~}{t}}{2},V=\frac{\stackrel{~}{z}+\stackrel{~}{t}}{2}$$

gives that the solution is locally static $`B=B(\stackrel{~}{z})`$ and Birkhoff’s theorem is therefore true. Starting from a general time and space dependant metric, spacetime has been shown to be locally static or equivelantly that there exists a timelike Killing vector field (here $`\frac{}{\stackrel{~}{t}}`$). Note that we did not have to find the precise form of the solution for $`B`$. The integrability conditions actually suffice to prove staticity and thus Birkhoff’s theorem. By use of the remaining field equations we can then find the form of $`B`$, leading after coordinate transformation to the topological black hole solution (1). Note that the solution becomes $`\stackrel{~}{t}`$-dependent as we cross the event horizon of the black hole. For more details the reader can consult .

Let us now turn to our case of interest with $`\alpha 0`$. In the presence of the Gauss-Bonnet term we can expect that if the system is indeed integrable then some integrability equation should be reproduced. Putting away technicalities this is the essence of what we shall do here. In analogy to the previous case let us take the combination, $`\text{E}_{tt}+\text{E}_{zz}\pm 2\text{E}_{tz}=0`$. On passing to light cone coordinates (6) we get after some manipulations

$`\left(9B^{4/3}e^{2\nu }+36\alpha \kappa B^{2/3}e^{2\nu }+4\alpha B_{,u}B_{,v}\right)(B_{,uu}2\nu _{,u}B_{,u})`$ $`=`$ $`0`$ (10)
$`\left(9B^{4/3}e^{2\nu }+36\alpha \kappa B^{2/3}e^{2\nu }+4\alpha B_{,u}B_{,v}\right)(B_{,vv}2\nu _{,v}B_{,v})`$ $`=`$ $`0`$ (11)
Note how the Gauss-Bonnet terms factorise nicely leaving the integrability equations (7) we had in the absence of $`\alpha `$.

Let us neglect for the moment the degenerate case where either $`B_{,u}=0`$ or $`B_{,v}=0`$ corresponding to flat solutions  (see Appendix). For $`B_{,u}0`$ and $`B_{,v}0`$ the situation is clear: either we have static solutions and Birkhoff’s theorem holds as in the case above or we will have

$$e^{2\nu }=\frac{4\alpha (B_{,z}^2B_{,t}^2)}{9B^{2/3}(B^{2/3}+4\alpha \kappa )}$$
(12)
Let us first examine the latter case, that we will call Class I solution. The two remaining field equations $`\text{E}_{\chi \chi }=0`$ and $`\text{E}_{tt}\text{E}_{zz}=0`$ give after some algebra the simple relation,

$$8\alpha k^2=1$$
(13)
This is quite remarkable: if the coupling constants obey this simple relation (13) then the $`B`$ field is an arbitrary function of space and time. Note in passing that Class I solutions exist in arbitrary dimension $`d`$ if the fine tuning relation $`\frac{96\alpha k^2}{(d1)(d2)}=1`$ is satisfied. We can already deduce that Birkhoff’s theorem does not hold for non zero cosmological constant. Note however that for a non-zero charge $`Q`$ and spherical symmetry ($`\kappa =1`$) Birkhoff’s theorem is always true as was shown by Wiltshire  (see also ) However in the absence of a cosmological constant it is always trivially true since (13) is impossible. Also we can note from (13) that a positive Gauss-Bonnet constant $`\alpha >0`$, as in heterotic string theory, demands a negative cosmological constant and vice-versa. The Class I metric reads,

$$ds^2=\frac{4\alpha (B_{,z}^2B_{,t}^2)}{9B^{4/3}(B^{2/3}+4\alpha \kappa )}(dt^2+dz^2)+B^{2/3}\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(14)
under the constraint (13) where we emphasize that $`B(t,z)`$ is an arbitrary function of $`t`$ and $`z`$. To simplify somewhat set $`B=R^3`$ to get,

$$ds^2=\frac{R_{,z}^2R_{,t}^2}{\kappa +\frac{R^2}{4\alpha }}(dt^2+dz^2)+R^2\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(15)
This solution has generically a curvature singularity for $`R_{,z}=\pm R_{,t}`$. The parameter $`\alpha `$ is related here to the 5-dimensional cosmological constant via (13). The Class I static solutions are given by,

$$ds^2=\frac{A(R)^2}{\kappa +\frac{R^2}{4\alpha }}dt^2+\frac{dR^2}{\kappa +\frac{R^2}{4\alpha }}+R^2\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(16)
with $`A=A(R)`$ now an arbitrary function of $`R`$. Time-dependent solutions for $`\alpha >0`$ are only possible for $`R^2<4\alpha `$ and $`\kappa =1`$.For $`\alpha <0`$ the situation is interchanged with static solutions possible only for $`\kappa =1`$ and $`R^2<4\alpha `$.

In order to obtain $`t`$ and $`z`$ dependent solutions it suffices to take the functional $`R`$ to be a non-harmonic function. Take for instance $`R=exp(f(t)+g(z))`$, with $`f`$ and $`g`$ arbitrary functions of a timelike and spacelike coordinate respectively. Let us also assume $`\kappa =0`$ for simplicity, the Class I metric in proper time reads,

$$ds^2=d\tau ^2+\frac{4\alpha dg^2}{1+4\alpha f_{,\tau }^2}+e^{2(f+g)}\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right).$$
(17)
Note here again that $`f`$ is an arbitrary function of time.

On the other hand if (13) does not hold then Birkhoff’s theorem remains true in the presence of the Gauss-Bonnet terms i.e. the general solution assuming the presence of a cosmological constant in the bulk and 3 dimensional constant curvature surfaces is static if and only if (13) is not satisfied. In this case the remaining two equations give the same ordinary differential equation for $`B(U+V)`$ which after one integration reads,

$$B^{}+9B^{2/3}(k^2B^{2/3}+\kappa )+18\alpha \left(\frac{B^{}}{9B^{2/3}}+\kappa \right)^2=9\mu $$
(18)
where $`\mu `$ is an arbitrary integration constant. Then by making $`B`$ the spatial coordinate and setting $`B^{1/3}=r`$ we get the solution discovered and discussed in detail by Boulware-Deser  ($`\kappa =1`$) and Cai  ($`\kappa =0,1`$),\**\**\**We have kept the same label as in (3) for the rescaled time coordinate .

$$ds^2=V(r)dt^2+\frac{dr^2}{V(r)}+r^2\left(\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2\right)$$
(19)
where $`V(r)=\kappa +\frac{r^2}{4\alpha }[1\pm \sqrt{18\alpha k^2+8\frac{\alpha \mu }{r^4}}]`$, and $`\mu `$ plays the role of the gravitational mass. The maximally symmetric solutions are obtained by setting $`\mu =0`$. There are two AdS branches permitted by the solution for $`\alpha >0`$ (, ). We can have both de-Sitter and Anti-de-Sitter for $`\alpha <0`$. Generically, as shown by Boulware and Deser , only one of the branches is physical, the $`{}_{}{}^{}+_{}^{}`$ branch being classically unstable to small perturbations and yielding a graviton ghost. For $`\alpha >0`$ and the $`{}_{}{}^{}_{}^{}`$ branch there is a black hole singularity at $`r=0`$, a unique event horizon and asymptotically one approaches the 5-d topological black hole solutions ,  (see also ). For a general and thorough analysis of the Gauss Bonnet black hole solutions, and their thermodynamics we refer the reader to ,  ††††††Perturbative AdS black holes with $`R^2`$ curvature terms and their thermodynamics have been discussed in ). It is interesting to point out that only the planar black hole $`\kappa =0`$ obeys the entropy-area formula. Indeed it turns out,  that the planar black hole shares exactly the same thermodynamic‡‡‡‡‡‡The interested reader could consult the more general approach of  properties as the planar topological black hole ($`\alpha =0`$) although the two solutions differ considerably. We will come back to this point in the next section. Furthermore for small $`\alpha `$ we have, $`V(r)=\kappa +k^2r^2(1+2\alpha k^2)\frac{\mu }{r^2}[1+2\alpha (2k^2\frac{\mu }{r^4})]+O(\alpha ^2)`$ and indeed for $`\alpha =0`$ we get the usual Kottler solution .

Now notice how (13) is a particular ’end’ point for (19) since the maximally symmetric solution is defined only for $`18\alpha k^2`$ (for $`\alpha <0`$ there is no such restriction). We can deduce in all generality that for $`18\alpha k^2`$ there is a unique static solution (19). When (13) is satisfied and $`\mu =0`$, the two branches coincide and $`V=\kappa +\frac{r^2}{4\alpha }`$, which is then a particular Class I solution (14) for the value $`A(r)=V(r)`$. For $`18\alpha k^2`$ no solutions exist.

## IV Brane world cosmology

Having evaluated the general solution in the bulk we now consider a 4-dimensional 3-brane where matter is confined. We furthermore suppose following the symmetries of our metric (3) that matter on the brane is modelled by a perfect fluid of energy density $`\rho `$ and pressure $`p`$. The brane is fixed at $`z=0`$, and the energy-momentum tensor associated with the brane takes the form,

$$T_\mu ^{\nu (b)}=\frac{\delta (z)}{\sqrt{g_{zz}}}diag(\rho (t),p(t),p(t),p(t),0).$$

and the field equations read,

$$\text{E}_{\mu \nu }=M^3T_{\mu \nu }^{(b)}\delta (z).$$
(20)
We will assume $`Z_2`$ symmetry across the location of the brane at $`z=0`$, and set $`M^3=1`$ for the time being.

Now before proceeding there are three important points to take into account. First of all the Israel junction conditions are no longer valid since we have included the Gauss-Bonnet term in the gravitational action. Although the Gauss-Codazzi integrability conditions are universal for any spacelike or timelike hypersurface (see for instance ), the Israel junction conditions have to be generalised in order to take into account the addition of the Gauss-Bonnet term  in the gravitational action (2). So in order to evaluate the brane junction conditions we choose to bifurcate the Israel junction conditions, integrating the field equations (20) on an infinitely small interval across the brane location at $`z=0`$.

The second important point is that since the field equations are of second order we will encounter at most second derivatives of $`z`$ and therefore the metric component fields have to be continuous. Indeed first order derivatives contain a jump in the metric given by means of the Heaviside distribution whereas second order derivatives contain a Dirac distribution at $`z=0`$, to be matched with the brane energy-momentum tensor (20). Note that had we considered any other combination of quadratic curvature terms in the action, the situation would have been different. The good behavior of the Gauss-Bonnet combination is coherent with the fact that (2) is unique in 5 dimensions, just as ordinary Einstein Hilbert gravity plus cosmological constant is unique in 4 dimensions. Hence we can expect a regular gravity theory and hence regular boundary conditions.

The final remark turns out to be crucial for the correct evaluation of the junction conditions and has been a source of confusion in the related literature. Indeed note that, in (20), first order derivatives with respect to $`z`$, multiplying second order derivatives of the metric functions, are always encountered as squares. Thus, the first order part involving Heaviside distributions turns out to be equal to $`+1`$ everywhere except at $`z=0`$. Although this is a removable discontinuity it occurs in the location of the Dirac distribution and hence the junction conditions are not obtained by simply matching the Dirac distributions in the field equations (20). It is imperative that we integrate over an infinitely small interval across the brane location \**\**\**We thank Stephen Davis for discussions on this point and then take the limit. In doing so the $`tt`$ and $`\chi \chi `$ components of (20) give respectively the energy density and pressure on the brane:

$$\rho (t)=\frac{2}{9}e^{3\nu }B^2B_{,z}(I_1+\frac{8\alpha }{3}B_{,z}^2)$$
(21)
$$p(t)=\frac{2}{9}e^{3\nu }B^2\left[I_1(B\nu _{,z}\frac{1}{3}B_{,z})+B_{,z}[6e^{2\nu }B^{4/3}+8\alpha B(B_{,tt}\nu _{,t}B_{,t})\frac{8\alpha }{3}B_{,t}^2]\right]$$
(22)
with $`I_1=9B^{4/3}e^{2\nu }+36\alpha \kappa B^{2/3}e^{2\nu }4\alpha (B_{,z}^2B_{,t}^2)`$ (see appendix). All the functions in the RHS of (21) and (22) are evaluated at $`z=0^+`$ since we have assumed $`Z_2`$-symmetry. The domain wall case ($`\rho =p`$) corresponding to a Poincaré invariant brane has been treated in , .

We will first focus on the Class II solution in the bulk. In this case the junction conditions remain invariant under the conformal boost $`uf(u)`$, $`vf(v)`$ just as for $`\alpha =0`$. Therefore for a fixed brane (or boundary) at $`z=0`$ there is a single degree of freedom $`U^{}`$ or $`V^{}`$ for the bulk spacetime which is evolving in time. By virtue of Birkhoff’s theorem this is equivelant to taking a moving brane (or boundary) in the static black hole background. We make use of this fact now to pass on to the static bulk configuration (for a detailed discussion see (19)).

Consider a brane Universe observer. The expansion parameter (or wall’s trajectory) reads, $`R(\tau )=B^{1/3}(t,0)`$ whereas proper time $`\tau `$ is given by $`d\tau =e^{\nu (t,0)}B^{1/3}(t,0)dt`$. For the solution (19) we have relations (9) and for example the Hubble expansion rate is given by,

$$H=\frac{1}{R}\frac{dR}{d\tau }=\frac{(U^{}+V^{})B^{}}{6e^\nu B^{2/3}}$$

First, using (9), (18), (21) and (22), we may obtain the standard conservation equation on the brane:

$$\frac{d\rho }{d\tau }+3H(p+\rho )=0$$
(23)
which is a consequence of the Bianchi and Bach-Lanczos identities for the Einstein tensor and Gauss-Bonnet terms respectively in (4). Then, using (9), (18) and (21) we get the generalised Friedmann equation:

$`\left({\displaystyle \frac{\rho }{16\alpha }}\right)^2=\left(H^2+{\displaystyle \frac{V(R)}{R^2}}\right)^3C\left(H^2+{\displaystyle \frac{V(R)}{R^2}}\right)^2+{\displaystyle \frac{1}{4}}C^2\left(H^2+{\displaystyle \frac{V(R)}{R^2}}\right)`$ (24)
where we have defined

$$C=\frac{3}{4\alpha }(18\alpha k^2+\frac{8\alpha \mu }{R^4})^{1/2}$$

and $`V(R)`$ is the black hole potential (19). This equation relates the brane trajectory $`R(\tau )`$ with the energy density of the brane. Equations (24) and (23) fix the unique degree of freedom in the bulk $`R=R(\tau )`$. In Einstein-Hilbert brane cosmology where $`\alpha =0`$, $`\rho ^2`$ depends linearly on $`H^2+\frac{h(R)}{R^2}`$, where $`h(R)`$ is the Kottler potential (1). Indeed taking heuristicaly the limit of small Gauss-Bonnet coupling ($`\alpha 0`$) in (24) yields the usual Friedmann equation for a 3-brane embeded into a (Einstein-Hilbert) five-dimensional bulk (see for instance ):

$$H^2=\frac{\rho ^2}{36}\frac{\kappa }{R^2}k^2+\frac{\mu }{R^4}+O(\alpha )$$
(25)
for the lower $`{}_{}{}^{}+_{}^{}`$ sign in (24). This sign corresponds to the stable branch for the black hole solution (19) as demonstrated by Boulware and Deser . \*†\*†\*†Note that for $`\alpha 0`$ the upper $`{}_{}{}^{}+_{}^{}`$ branch of (19) yields a singular negative term in the RHS of (24), which ties in nicely with the results of  showing the instability of this branch. At early times, (25) leads to unconventional cosmology $`H^2\rho ^2`$ , in contrast with standard four-dimensional cosmology where $`H^2\rho `$. Now, note from (24) how Gauss-Bonnet gravity yields $`\rho ^2`$ depending also on $`(H^2+\frac{V(R)}{R^2})^2`$ and $`(H^2+\frac{V(R)}{R^2})^3`$. In general the three powers in the RHS of (24) are expected to dominate successively during the cosmological evolution of the universe. This may have interesting consequences for early as for late time brane cosmology. Generically, the cosmological evolution resulting from (24) strongly depends on the epoch under consideration and on the order of magnitude of the bulk lagragian parameters $`\alpha `$ and $`k`$. A detailed study lies beyond the scope of a simple application of Birkhoff’s theorem to higher dimensional theories and will be undertaken in future work.

As an illustrative example we consider here the late time cosmology of a spatially flat ($`\kappa =0`$) expanding universe, for the particular relation between the bulk parameters

$$8\alpha k^2=3\text{ ,}$$
(26)
We will consider the $`{}_{}{}^{}_{}^{}`$ (upper) sign in (24) and expand up to $`O(\frac{1}{R^4})`$ (large scale factor). In this particular case, both the effective cosmological constant on the brane and the black hole term \*‡\*‡\*‡This term is usually referred to as the ’dark radiation term’ due its ’radiation’ like behavior. This is however misleading since the bulk solution does not radiate (Birkhoff’s theorem) and there are furthermore no ’radiation’ like particles in the bulk. in $`\frac{\mu }{R^4}`$ vanish. Equation (24) then reduces to

$$\frac{4}{3}\alpha H^6+H^4\frac{\mu }{2R^4}H^2=\frac{\rho ^2}{192\alpha }+O(\frac{1}{R^8})$$

At sufficiently late times, the leading contribution for the brane energy density is $`H^2\rho `$, as in standard four-dimensional cosmology, without the need to introduce any brane tension. For $`\alpha >0`$ we have a positive cosmological constant in the five-dimensional bulk action, but however the bulk space-time is AdS, as may be seen through the expression of the black-hole potential $`V(R)`$ (19). Domain wall solutions ($`\rho =p`$) without brane tension and in the presence of higher curvature terms, have been studied in . It has been proved that they may allow for a massless normalisable four-dimensional graviton. We can regard (26) as a special relation involving the bulk parameters in contrast to the Randall-Sundrum relation relating brane and bulk parameters. The catch however is that we used the $`{}_{}{}^{}+_{}^{}`$ (upper) branch of the solution in (19), which is unstable according to . It would be interesting to study the cosmology of similar cases in higher dimensions with higher order Euler densities, which may be stable .

Let us now consider the case $`8\alpha k^2=1`$ and $`\mu =0`$. Then, (24) becomes:

$$H^2=(\frac{k^2}{2}\rho )^{2/3}2k^2\frac{\kappa }{R^2}$$

This is the result we obtain for a Class I solution in the bulk, by directly using (12) and (17) (extended for $`\kappa 0`$) in (21). In this case, with (22), one also obtains (23). Again for Class I solutions, there is only one dynamical degree of freedom in brane cosmology, namely the function $`f(\tau )`$ appearing in (17).

Now it is interesting to study the late time cosmology of an expanding brane-universe resulting from the generalised Friedmann equation (24). In doing so, we take into account the tension (vacuum energy) $`T`$ of the brane ($`\rho T+\rho `$), and keep only linear terms in $`\rho `$ and $`\frac{\mu }{R^4}`$ (large scale factor). We concentrate on the physical Class II solutions (’-’ branch in (19)), with a negative cosmological constant in the bulk action and with $`\alpha >0`$ (as required by string theory), so that $`08\alpha k^2<<1`$. For a zero effective cosmological constant on the brane, one has to impose the modified Randall-Sundrum fine-tuning condition:

$$T=\left[\frac{1\sqrt{18\alpha k^2}}{\alpha }\right]^{\frac{1}{2}}(2+\sqrt{18\alpha k^2})$$
(27)
which indeed allows for a Kaluza-Klein zero-mode localized on the brane and a finite volume element, $`m_{Pl}<\mathrm{}`$ . Then, up to $`O(\rho )`$ and $`O(\frac{\mu }{R^4})`$, (24) gives

$$H^2=\frac{m_{Pl}^2}{3}\rho \frac{\kappa }{R^2}+(2+\sqrt{18\alpha k^2})^1\frac{\mu }{R^4}$$
(28)
where the reduced four-dimensional Planck mass is given by

$$m_{Pl}^2=\frac{M^3}{2\sqrt{\alpha }}\left(\frac{(1\sqrt{18\alpha k^2})^{1/2}}{2\sqrt{18\alpha k^2}}\right)$$
(29)
and we have restored the fundamental mass scale $`M`$ of the 5-dimensional theory. Note that the “cosmological” Planck mass, as defined above, agrees with the four-dimensional Newton constant obtained through estimation of the static gravitational potential at long distances along the brane .

Repeating the same procedure as above in the special case $`8\alpha k^2=1`$, one finds that (27) and (29) still hold, while the $`\mu `$-dependent term in the Friedmann equation (28) turns out to be in $`\frac{\mu ^{2/3}}{R^6}`$. Thus for $`0<8\alpha k^21`$, one sees from (29) that:

$$M^3<m_{Pl}^2k$$

whereas strict equality holds in the absence of the Gauss-Bonnet term (which is the leading quantum gravity correction term). Hence for fixed 4-dimensional Planck mass and cosmological constant in the bulk, “quantum corrections” for gravity in the bulk tend to decrease the fundamental mass scale $`M`$ of the 5-dimensional theory.

## V Conclusions

In this paper we have studied Gauss-Bonnet brane cosmology in a 5 dimensional spacetime. Our main motivation for including the Gauss-Bonnet term is that the usual 5 dimensional gravitational action (2) is then unique  as we noted in the Introduction. Furthermore the Gauss-Bonnet coupling constant $`\alpha `$ provides a window to the leading quantum gravity correction coming from string theory. Throughout our analysis the technical difficulties induced by the inclusion of the higher order curvature term where seen to be overcome quite elegantly for the Gauss-Bonnet combination.

Indeed starting from a homogeneous and isotropic 3-space in constant bulk curvature we found the general spacetime solutions to the field equations. Under a particular relation between the bulk cosmological constant and the Gauss-Bonnet coupling, a space and time dependant solution (Class I) of the field equations was found. If however this special relation is not satisfied then the unique solution is the black hole solution discovered and discussed in , ,  and . Therefore quite elegantly Birkhoff’s staticity theorem holds and all its interesting properties go through just like in the ordinary $`\alpha =0`$ case .

As a concrete application to the generalised Birkhoff’s theorem we studied brane cosmology in 5 dimensions for a 4-dimensional perfect-fluid brane. As it turns out special care has to be taken when deriving the generalised Friedmann equations for the brane. Although there are no ill defined distributional products (unlike any other higher order curvature theory) a limiting procedure has to be undertaken in order to obtain the junction conditions. On doing so it is found that the generalised Friedmann equation involves a third order polynomial in $`H^2`$ which yields drastic changes to conventional ($`\alpha =0`$) brane cosmology. Also generically Gauss-Bonnet gravity tends to decrease the 5 dimensional fundamental mass scale, which is interesting if we interpret the Gauss Bonnet term as the leading string quantum gravity correction. It is now important to investigate whether the Gauss-Bonnet term can give ordinary late time FLRW cosmology without the usual fine tuning conditions needed in Einstein-Hilbert brane cosmology. Work in this direction is under way.

## Acknowledgements

It is a great pleasure to thank Brandon Carter, Stephen Davis, Emilian Dudas and John Madore for encouraging and discouraging remarks in the early stages of this work. We thank in particular Pierre Binetruy and Jihad Mourad for fruitful discussions. CC also thanks Ruth Gregory for pointing out  and Simon Ross.

Note added:  has been brought to our attention, which appeared quasi-simultaneously to our paper and discusses some related issues.

## Field equations

The field equations obtained from (4) read,

$`\text{E}_{\chi \chi }`$ $`=`$ $`{\displaystyle \frac{1}{9e^{4\nu }B}}(B_{,tt}B_{,zz})[12e^{2\nu }B^{2/3}(2\alpha \kappa +B^{2/3})I_1]`$ (30)
$`+`$ $`{\displaystyle \frac{8\alpha }{9e^{4\nu }}}[B_{,zz}B_{,tt}+(\nu _{,t}^2\nu _{,z}^2)(B_{,t}^2B_{,z}^2)+B_{,tz}(2\nu _{,t}B_{,z}+2B_{,t}\nu _{,z}B_{,tz})`$ (31)
$``$ $`(B_{,tt}+B_{,zz})(\nu _{,t}B_{,t}+\nu _{,z}B_{,z})]`$ (32)
$``$ $`{\displaystyle \frac{20\alpha }{81e^{4\nu }B^2}}(B_{,t}^2B_{,z}^2)^2{\displaystyle \frac{I_1}{9e^{4\nu }}}(\nu _{,tt}\nu _{,zz})`$ (33)
$``$ $`6k^2B^{2/3}{\displaystyle \frac{\kappa }{3e^{2\nu }B^{4/3}}}[I_16e^{2\nu }B^{2/3}(6\alpha \kappa +B^{2/3})]=0`$ (34)
$`\text{E}_{tt}\text{E}_{zz}`$ $`=`$ $`{\displaystyle \frac{I_1}{9e^{2\nu }B^{7/3}}}(B_{,tt}B_{,zz})+{\displaystyle \frac{12e^{2\nu }k^2}{B^{2/3}}}`$ (35)
$`+`$ $`{\displaystyle \frac{6\kappa e^{2\nu }}{B^{4/3}}}{\displaystyle \frac{8\alpha }{27B^{10/3}e^{2\nu }}}(B_{,t}^2B_{,z}^2)^2`$ (36)
$``$ $`{\displaystyle \frac{8\alpha \kappa }{3B^{8/3}}}(B_{,t}^2B_{,z}^2)=0`$ (37)
The integrability conditions $`\text{E}_{tt}+\text{E}_{zz}\pm 2\text{E}_{tz}`$ are:

$`I_1(B_{,tt}+B_{,zz}+2B_{,tz}2\nu _{,t}B_{,t}2\nu _{,z}B_{,z}+2\nu _{,t}B_{,z}+2B_{,t}\nu _{,z})`$ $`=`$ $`0`$ (38)
$`I_1(B_{,tt}+B_{,zz}2B_{,tz}2\nu _{,t}B_{,t}2\nu _{,z}B_{,z}2\nu _{,t}B_{,z}2B_{,t}\nu _{,z})`$ $`=`$ $`0`$ (39)
where $`I_1=9B^{4/3}e^{2\nu }+36\alpha \kappa B^{2/3}e^{2\nu }4\alpha (B_{,z}^2B_{,t}^2).`$

In the degenerate case where either $`B_{,u}=0`$ or $`B_{,v}=0`$ (Class I solutions according to Taub) there are now two subcases. Either we obtain the Class I solution of Taub  which is simply flat Minkowski spacetime or we obtain,

$$ds^2=e^{2\nu }(4\alpha \kappa )^1(dt^2+dz^2)+(4\alpha \kappa )\frac{d\chi ^2}{1\kappa \chi ^2}+\chi ^2d\mathrm{\Omega }_{II}^2)$$
(40)
under once again (13). Note once more that $`\nu (t,z)`$ is an arbitrary function of $`t`$ and $`z`$ and planar symmetry is not permitted.


text:
# A Recipe for Construction of the Critical Vertices for Left-Sector Stability of Interval Polynomials

## Abstract

For the left-sector stability of interval polynomials, it suffices to check a subset of its vertex polynomials. This paper provides a recipe for construction of these critical vertices. Illustrative examples are presented.

Keywords: Robust Stability, Interval Polynomials, Critical Vertices.

Left-sector stability is a very useful concept in characterizing the damping behavior of linear systems. Motivated by the seminal result of Kharitonov, a number of papers have concentrated on the left-sector stability of interval polynomials. For the $`n`$-th order interval polynomials

$$𝐊(s)=\{f(s)f(s)=a_0+a_1s+\mathrm{}+a_ns^n,a_i[a_i^{},a_i^+],i=0,1,\mathrm{},n\}$$
(1)
and the left-sector stability region

$$D=\{\rho e^{j\theta }\rho >0,\frac{p\pi }{q}<\theta <2\pi \frac{p\pi }{q}\}$$
(2)
where $`p,q`$ are coprime positive integers and $`\frac{1}{2}\frac{p}{q}<1,`$ Soh and Foo have shown that all polynomials in $`𝐊(s)`$ have all their roots lying within $`D`$ if and only if $`2q`$ prespecified vertex polynomials in $`𝐊(s)`$ have all their roots lying within $`D`$. Some graphical methods for determination of these critical vertices based on value set geometry on the complex plane have also been proposed. In what follows, we will present a simple, direct procedure for construction of these critical vertices, which does not need graphical manipulation on the complex plane.

Any $`f(s)𝐊(s)`$ can be viewed as a vector

$$f=[a_0a_1\mathrm{}a_n]$$
(3)
in the $`(n+1)`$-dimensional coefficient space. For any vertex polynomial

$$f=[a_0a_1\mathrm{}a_n],a_i\{a_i^{},a_i^+\},i=0,1,\mathrm{},n$$
(4)
define the superscript of $`f`$ as

$$\mathrm{superscript}[f]=[\mathrm{superscript}[a_0]\mathrm{superscript}[a_1]\mathrm{}\mathrm{superscript}[a_n]]$$
(5)
For example, if

$$f=[a_0^{}a_1^+a_2^{}a_3^{}a_4^+a_5^+]$$
(6)
then its superscript is

$$\mathrm{superscript}[f]=[+++]$$
(7)
Construction Procedure for Critical Vertices:

Form a circle of $`2q`$ signs by placing positive sign “$`+`$” consecutively $`q`$ times and negative sign “$``$” consecutively $`q`$ times, respectively;

Pick one of these $`2q`$ signs on the circle as the starting point;

Move $`n`$ steps clockwisely on the circle with step length $`p`$ . Record the signs of the $`n`$ steps consecutively to form the superscript of a vertex polynomial;

Change the starting point and repeat.

Theorem

The $`2q`$ superscripts obtained by the above procedure are exactly the superscripts of the $`2q`$ critical vertices for the left-sector stability of interval polynomials.

Remark 1. The above construction procedure for the critical vertices does not need value set computation on the complex plane, thus is very suitable for computer implementation.

Remark 2. For low-order interval polynomials, the above procedure will automatically result in a reduced number of critical vertices.

Example 1.(Kharitonov’s Theorem)

Let $`\frac{p}{q}=\frac{1}{2},`$ which corresponds to the Hurwitz stability case. First, form a circle of signs with two positive signs and two negative signs consecutively; and then pick one sign on the circle as the starting point, move on the circle clockwisely with step length $`1`$, we get the superscript of one of the four Kharitonov polynomials

$$[++++\mathrm{}\mathrm{}]$$
(8)
By changing the starting point and repeating the procedure, we get the superscripts of the other three Kharitonov polynomials

$$[++++\mathrm{}\mathrm{}]$$
(9)
$$[++++\mathrm{}\mathrm{}]$$
(10)
$$[++++\mathrm{}\mathrm{}]$$
(11)
Example 2.

Let $`\frac{p}{q}=\frac{3}{4},`$ form a circle of signs with four positive signs and four negative signs consecutively, pick one sign on the circle as the starting point, move on the circle clockwisely with step length $`3`$, we get the superscript of one of the eight critical vertex polynomials

$$[++++\mathrm{}\mathrm{}]$$
(12)
By changing the starting point and repeating the procedure, we get the superscripts of the other seven critical vertex polynomials

$$[++++\mathrm{}\mathrm{}]$$
(13)
$$[++++\mathrm{}\mathrm{}]$$
(14)
$$[++++\mathrm{}\mathrm{}]$$
(15)
$$[++++\mathrm{}\mathrm{}]$$
(16)
$$[++++\mathrm{}\mathrm{}]$$
(17)
$$[++++\mathrm{}\mathrm{}]$$
(18)
$$[++++\mathrm{}\mathrm{}]$$
(19)
Example 3.

Let $`\frac{p}{q}=\frac{3}{5},`$ form a circle of signs with five positive signs and five negative signs consecutively, pick one sign on the circle as the starting point, move on the circle clockwisely with step length $`3`$, we get the superscript of one of the ten critical vertex polynomials

$$[+++++\mathrm{}\mathrm{}]$$
(20)
By changing the starting point and repeating the procedure, we get the superscripts of the other nine critical vertex polynomials

$$[+++++\mathrm{}\mathrm{}]$$
(21)
$$[+++++\mathrm{}\mathrm{}]$$
(22)
$$[+++++\mathrm{}\mathrm{}]$$
(23)
$$[+++++\mathrm{}\mathrm{}]$$
(24)
$$[+++++\mathrm{}\mathrm{}]$$
(25)
$$[+++++\mathrm{}\mathrm{}]$$
(26)
$$[+++++\mathrm{}\mathrm{}]$$
(27)
$$[+++++\mathrm{}\mathrm{}]$$
(28)
$$[+++++\mathrm{}\mathrm{}]$$
(29)


text:
# Construction of Diffusion Algebras

## 1 Introduction

Diffusion algebras play a key role in the understanding of one-dimensional stochastic processes. In the case of $`N`$ species of particles with only nearest-neighbour interactions with exclusion on a one-dimensional lattice, Diffusion algebras are useful tools in finding expressions for the probability distribution of the stationary state of these processes. Following the idea of matrix product states , the latter are given in terms of monomials built from the generators of a quadratic algebra. Depending on whether the system is closed, i.e. the stochastic process is defined on a ring, or open, in which case boundary conditions at the end of the lattice come into play, this expression varies;  presents an exposition of these facts and the reader is referred to this reference and references within for more details about the application of Diffusion algebras in physics.

It is the purpose of this work to treat Diffusion algebras from the mathematician’s point of view and to prove a construction theorem for Diffusion algebras.

We consider the following setting:

Let $`\alpha <\beta I_N:=\{1,\mathrm{},N\}`$ and consider quadratic relations of the form

$$g_{\alpha \beta }D_\alpha D_\beta g_{\beta \alpha }D_\beta D_\alpha =x_\beta D_\alpha x_\alpha D_\beta $$
(1)
with $`g_{\alpha \beta }R\{0\}`$, $`g_{\beta \alpha }R`$ and $`x_\alpha C`$ 111 Note that dependence on all the nonvanishing coefficients $`x_\alpha `$ in (1) is easily suppressed by rescaling the elements $`D_\alpha `$ as $`x_\alpha D_\alpha `$. We choose to display the dependence on these coefficients here, because they are important in applications to stochastic models, which is the physical motivation for the study of this type of algebras. . Then on has

###### Definition 1.1

An algebra with generators $`\{D_\alpha |\alpha I_N\}`$ and relations of type (1) is called Diffusion algebra, if it admits a linear PBW-basis of ordered monomials of the form

$$D_{\alpha _1}^{k_1}D_{\alpha _2}^{k_2}\mathrm{}D_{\alpha _n}^{k_n},k_jN^0$$
(2)
with $`\alpha _1>\alpha _2>\mathrm{}>\alpha _n`$.

We remark that although we formulate the mathematical setting for coefficients in $`R`$ in the relations (1), for physical reasons only relations with positive coefficients $`g_{\alpha \beta }R^{>0}`$ and $`g_{\beta \alpha }R^0`$ $`(\alpha <\beta )`$ are relevant, because they are interpreted as hopping rates in stochastic models. Since we are treating Diffusion algebras from the mathematical point of view here, we will not impose this restriction, but comment on the implications of this restriction on our results after the main theorem.

The requirement of having a PBW basis (2) implies conditions on the coefficients $`g_{\alpha \beta }`$ and $`x_\alpha `$ in (1) according to the Diamond Lemma in Ring Theory . In particular, the latter gives a criterion to check under which conditions the relations in (1) are of PBW type: it is the case if each subset of three generators $`\{D_\alpha ,D_\beta ,D_\gamma \}`$ with ordering $`\alpha <\beta <\gamma `$ is reduction unique with respect to the ordering, that is if the two ways of reducing the monomial $`D_\alpha D_\beta D_\gamma `$ to the monomial $`D_\gamma D_\beta D_\alpha `$ lead to the same result when expressed in the PBW basis (2).

The task of deriving all Diffusion algebras with $`N`$ generators thus reduces to the following two steps:

1. Find all Diffusion algebras with three generators.
2. Find all algebras with $`N`$ generators such that each subset of three generators coincides with one of the cases listed before.

The first is a trivial exercise, which amounts to finding those coefficients $`g_{\alpha \beta }`$ and $`x_\alpha `$ in (1) for which a set $`\{D_\gamma ,D_\beta ,D_\alpha \}`$ of three generators is reduction unique in the above sense. The corresponding list of algebras is given in , and we review it here in order to set up notation and render this paper self-contained. The second is a combinatorial problem, and requires to combine in a consistent way the three generator algebras listed before to algebras with $`N`$ generators for general $`N>3`$.

A construction method for Diffusion algebras, and thus a constructive method to approach the second point, is the so-called blending procedure in the above reference, which is an inductive procedure for the construction of Diffusion algebras. It uses the three generator cases and augments them to larger units by attaching further generators in accordance with the requirements of the Diamond Lemma, then giving a prescription how these larger building blocks may be glued (or in the terminology of this reference “blended”) together in order to obtain a general Diffusion algebra of $`N`$ generators. The advantage of the inductive procedure is that it facilitates the construction of representations, which are crucial for applications in physics. The main purpose of this paper is to provide a different construction method, which is more suitable for mathematical purposes, in particular, to deliver a proof for the fact that the set of algebras obtained via the blending procedure corresponds exactly to the set of Diffusion algebras in Definition 1.1.

After recalling the three generator case in Section 2, we present in Section 3 a derivation of Diffusion algebras from first principles. Furthermore, we present in this section a compact formulation for the blending procedure, and obtain the exhaustiveness of the inductive approach in  as a corollary to our main theorem.

## 2 Review of Diffusion algebras with 3 generators

As mentioned in the introduction, the three generator case provides the building blocks for the derivation of Diffusion algebras according to the Diamond Lemma and we therefore briefly recall the results of  for this case.

Consider a set $`\{D_\alpha ,D_\beta ,D_\gamma \}`$ of three generators with an ordering induced by the ordering of the index set $`\alpha <\beta <\gamma `$ and relations as in (1). Since $`g_{\alpha \beta }0`$ for all $`\alpha <\beta I_N`$ by assumption, we can cast the relations into the following form

$$\begin{array}{ccc}\hfill D_\alpha D_\beta & =& q_{\beta \alpha }D_\beta D_\alpha +x_\beta ^{\alpha \beta }D_\alpha x_\alpha ^{\alpha \beta }D_\beta \hfill \\ \hfill D_\alpha D_\gamma & =& q_{\gamma \alpha }D_\gamma D_\alpha +x_\gamma ^{\alpha \gamma }D_\alpha x_\alpha ^{\alpha \gamma }D_\gamma \hfill \\ \hfill D_\beta D_\gamma & =& q_{\gamma \beta }D_\gamma D_\beta +x_\gamma ^{\beta \gamma }D_\beta x_\beta ^{\beta \gamma }D_\gamma ,\hfill \end{array}$$
(3)
where $`q_{ji}:=\frac{g_{ji}}{g_{ij}}`$, $`x_k^{ij}:=\frac{x_k}{g_{ij}}`$ for $`k`$, $`i<j\{\alpha ,\beta ,\gamma \}`$. Then, using (3), any monomial can be expressed in terms of the PBW basis (2). This is well defined, if applying (3) in different orders leads to the same result, that is if the reductions

$$D_\alpha D_\beta D_\gamma D_\beta D_\alpha D_\gamma D_\beta D_\gamma D_\alpha D_\gamma D_\beta D_\alpha $$
(4)
and

$$D_\alpha D_\beta D_\gamma D_\alpha D_\gamma D_\beta D_\gamma D_\alpha D_\beta D_\gamma D_\beta D_\alpha $$
(5)
using (3) coincide when expressed in the PBW basis (2) . This leads to restrictions on the coefficients $`g_{\alpha \beta }`$ and $`x_\alpha `$ in (1). In particular, they are constrained by a set of 6 equations (see (2.5) – (2.10) in ) and their solutions determine all Diffusion algebras of three generators. The latter are listed here for future convenience and in order to set up notations. Throughout this section, we assume $`\alpha <\beta <\gamma `$ and $`x_j0`$ for $`j\{\alpha ,\beta ,\gamma \}`$.

1. The case of $`A_I`$:

$$\begin{array}{ccc}\hfill g[D_\alpha ,D_\beta ]& =& x_\beta D_\alpha x_\alpha D_\beta \hfill \\ \hfill g[D_\alpha ,D_\gamma ]& =& x_\gamma D_\alpha x_\alpha D_\gamma \hfill \\ \hfill g[D_\beta ,D_\gamma ]& =& x_\gamma D_\beta x_\beta D_\gamma \hfill \end{array}$$
(6)
where $`g0`$.
2. The case of $`A_{II}`$:

$$\begin{array}{ccc}\hfill g_{\alpha \beta }D_\alpha D_\beta & =& x_\beta D_\alpha x_\alpha D_\beta \hfill \\ \hfill g_{\alpha \gamma }D_\alpha D_\gamma & =& x_\gamma D_\alpha x_\alpha D_\gamma \hfill \\ \hfill g_{\beta \gamma }D_\beta D_\gamma & =& x_\gamma D_\beta x_\beta D_\gamma \hfill \end{array}$$
(7)
where $`g_{ij}:=g_ig_j`$ with $`g_ig_j`$ for all $`i<j\{\alpha ,\beta ,\gamma \}`$.
3. The case of $`B^{(1)}`$:

$$\begin{array}{ccc}\hfill g_\beta D_\alpha D_\beta (g_\beta \mathrm{\Lambda })D_\beta D_\alpha & =& x_\alpha D_\beta \hfill \\ \hfill gD_\alpha D_\gamma (g\mathrm{\Lambda })D_\gamma D_\alpha & =& x_\gamma D_\alpha x_\alpha D_\gamma \hfill \\ \hfill g_\beta D_\beta D_\gamma (g_\beta \mathrm{\Lambda })D_\gamma D_\beta & =& x_\gamma D_\beta \hfill \end{array}$$
(8)
where $`g0`$ and $`g_\beta 0`$. For the same ordering, we also find relations of type $`B^{(1)}`$ which are relations (8) with an exchange $`\alpha \beta `$ or $`\gamma \beta `$ and restrictions $`g0`$ and $`g_\alpha \{0,\mathrm{\Lambda }\}`$ or, respectively, $`g0`$ and $`g_\gamma \{0,\mathrm{\Lambda }\}`$ on the parameters.
4. The case of $`B^{(2)}`$:

$$\begin{array}{ccc}\hfill g_{\alpha \beta }D_\alpha D_\beta & =& x_\alpha D_\beta \hfill \\ \hfill g_{\alpha \gamma }D_\alpha D_\gamma g_{\gamma \alpha }D_\gamma D_\alpha & =& x_\gamma D_\alpha x_\alpha D_\gamma \hfill \\ \hfill g_{\beta \gamma }D_\beta D_\gamma & =& x_\gamma D_\beta \hfill \end{array}$$
(9)
where $`g_{\alpha \beta }`$, $`g_{\alpha \gamma }`$ and $`g_{\beta \gamma }0`$.
5. The case of $`B^{(3)}`$:

$$\begin{array}{ccc}\hfill gD_\alpha D_\beta (g\mathrm{\Lambda })D_\beta D_\alpha & =& x_\beta D_\alpha x_\alpha D_\beta \hfill \\ \hfill g_\gamma D_\alpha D_\gamma & =& x_\alpha D_\gamma \hfill \\ \hfill (g_\gamma \mathrm{\Lambda })D_\beta D_\gamma & =& x_\beta D_\gamma \hfill \end{array}$$
(10)
where $`g0`$ and $`g_\gamma \{0,\mathrm{\Lambda }\}`$.
6. The case of $`B^{(4)}`$:

$$\begin{array}{ccc}\hfill (g_\alpha \mathrm{\Lambda })D_\alpha D_\beta & =& x_\beta D_\alpha \hfill \\ \hfill g_\alpha D_\alpha D_\gamma & =& x_\gamma D_\alpha \hfill \\ \hfill gD_\beta D_\gamma (g\mathrm{\Lambda })D_\gamma D_\beta & =& x_\gamma D_\beta x_\beta D_\gamma \hfill \end{array}$$
(11)
where $`g0`$ and $`g_\alpha \{0,\mathrm{\Lambda }\}`$.
7. The case of $`C^{(1)}`$:

$$\begin{array}{ccc}\hfill g_\beta D_\alpha D_\beta (g_\beta \mathrm{\Lambda })D_\beta D_\alpha & =& x_\alpha D_\beta \hfill \\ \hfill g_\gamma D_\alpha D_\gamma (g_\gamma \mathrm{\Lambda })D_\gamma D_\alpha & =& x_\alpha D_\gamma \hfill \\ \hfill g_{\beta \gamma }D_\beta D_\gamma g_{\gamma \beta }D_\gamma D_\beta & =& 0\hfill \end{array}$$
(12)
where $`g_\beta ,g_\gamma `$ and $`g_{\beta \gamma }0`$. For the same ordering, we also find relations of type $`C^{(1)}`$ which are relations (12) with an exchange $`\alpha \beta `$ or $`\alpha \gamma \beta \alpha `$ and restrictions $`g_\alpha \mathrm{\Lambda }`$ and $`g_\gamma ,g_{\alpha \gamma }0`$ or, respectively, $`g_\alpha ,g_\beta \mathrm{\Lambda }`$ and $`g_{\alpha \beta }0`$ on the parameters.
8. The case of $`C^{(2)}`$:

$$\begin{array}{ccc}\hfill g_{\alpha \beta }D_\alpha D_\beta g_{\beta \alpha }D_\beta D_\alpha & =& x_\alpha D_\beta \hfill \\ \hfill g_{\alpha \gamma }D_\alpha D_\gamma g_{\gamma \alpha }D_\gamma D_\alpha & =& x_\alpha D_\gamma \hfill \\ \hfill D_\beta D_\gamma & =& 0\hfill \end{array}$$
(13)
where $`g_{\alpha \beta }`$ and $`g_{\alpha \gamma }0`$. For the same ordering, we also find relations of type $`C^{(2)}`$ which are relations (13) with an exchange $`\alpha \beta `$ or $`\alpha \gamma \beta \alpha `$ and restrictions $`g_{\alpha \beta },g_{\beta \gamma }0`$ or, respectively, $`g_{\alpha \gamma },g_{\beta \gamma }0`$ on the parameters.
9. The case of $`D`$: With $`q_{ji}:=\frac{g_{ji}}{g_{ij}}`$, $`i`$, $`j\{\alpha ,\beta ,\gamma \}`$ (recall that $`g_{ij}0`$ for $`i<j`$) we have

$$\begin{array}{ccc}\hfill D_\alpha D_\beta q_{\beta \alpha }D_\beta D_\alpha & =& 0\hfill \\ \hfill D_\alpha D_\gamma q_{\gamma \alpha }D_\gamma D_\alpha & =& 0\hfill \\ \hfill D_\beta D_\gamma q_{\gamma \beta }D_\gamma D_\beta & =& 0\hfill \end{array}.$$
(14)

We remark that the division into algebras of type $`A`$, $`B`$, $`C`$ and $`D`$ reflects the number of coefficients $`x_j`$, $`j\{\alpha ,\beta ,\gamma \}`$, being zero in comparison with the general form (1): for algebras of type $`A`$, $`B`$, $`C`$ and $`D`$ none respectively one, two, or all three of the coefficients $`x_i`$ vanish. The subdivision for each type then corresponds to the different choices for the coefficients $`g_{\alpha \beta }`$ which are compatible with the Diamond Lemma.

## 3 The case of general $`N`$

This section consists of four parts: we start by providing a decomposition of the index set which later facilitates the presentation of the algebras. In other words, we decompose the whole family of algebras, which depends on the ordered set of parameters $`\{g_{\alpha \beta },x_\alpha |\alpha ,\beta I\}`$ in the relations (1), into several subfamilies. Each subfamily is determined by a specific subset of the parameters $`x_\alpha `$ and $`g_{\alpha \beta }`$, which are subject to a set of conditions formulated below (see conditions (16), (20)–(23), (24) and (26) below).

As a next step, we list some general properties specific to Diffusion algebras in each of the subfamilies. They are later used in the proof of the main result. This is followed by the list of Diffusion algebras and a theorem which proves the exhaustiveness of the approach. We finally comment on the counting of Diffusion algebras.

### 3.1 Decomposition of the index set

The structure of the algebras in (6) – (14) suggests the following decomposition of the index set $`I_N=\{1,\mathrm{},N\}`$:

$$I_N=IR$$
(15)
where

$$\begin{array}{ccc}\hfill I& :=& \{\alpha I_N|x_\alpha 0\}\hfill \\ \hfill R& :=& \{\alpha I_N|x_\alpha =0\}.\hfill \end{array}$$
(16)
We will use in the following the notation $`N_I:=|I|`$ and $`N_R:=|R|`$ for the cardinalities of these sets.

We introduce the following terminology and notations:

###### Definition 3.1

Normal ordering of two generators $`D_\alpha `$ and $`D_\beta `$ is defined as

$$:D_\alpha D_\beta ::=\{\begin{array}{ccc}\hfill D_\alpha D_\beta & \text{ if }& \alpha <\beta \hfill \\ \hfill D_\beta D_\alpha & \text{ if }& \beta <\alpha \hfill \end{array}$$
(17)
###### Definition 3.2

For $`\alpha <\beta `$ we introduce the following short-hand notation:

$$[D_\alpha ,D_\beta ]_{q_{\beta \alpha }}:=D_\alpha D_\beta q_{\beta \alpha }D_\beta D_\alpha $$
(18)
where the index at the commutator is referring to the coefficients $`q_{\beta \alpha }`$ in terms of which the commutator is defined.

Using these notation, we subdivide the set $`R`$ into nonitersecting and non-empty subsets

$$R:=R_1R_2\mathrm{}R_{M_R}$$
(19)
according to the following requirements:

* Relations between generators from the sets $`R_a`$ and $`R_b`$ for $`ab`$ are given by:

$$:D_{r_1}D_{r_2}:=0r_1R_a\text{ and }r_2R_b.$$
(20)
* Relations within a set $`R_a`$ such that $`|R_a|2`$ are given by:

$$[D_{r_1},D_{r_2}]_{q_{r_2r_1}}=0r_1<r_2R_a,$$
(21)
where the coefficients in (21) are subject to the condition opposite to (20), that is: for any subdivision $`R_a=R^{}R^{\prime \prime }`$ into two nonintersecting and non-empty parts $`R^{}`$ and $`R^{\prime \prime }`$

$$r_1R^{}\text{ and }r_2R^{\prime \prime }:g_{r_1r_2}g_{r_2r_1}0.$$
(22)
In other words, this means that for any pair of indices $`r,sR_a`$ there exists a finite sequence $`\{r_kR_a|k=1,\mathrm{},n\}`$ such that $`r_1=r`$, $`r_n=s`$ and

$$\underset{k=1}{\overset{n1}{}}g_{r_kr_{k+1}}g_{r_{k+1}r_k}0.$$
(23)
Thus, the relations (22) and (23) may be represented graphically via a connectivity condition on an ordered graph the vertices of which are labelled by the indices $`rR_a`$ and the edges connect only those vertices $`r_1<r_2`$ for which the condition $`q_{r_2r_1}0`$ is satisfied.

Furthermore, for $`N_I2`$ we split the set $`R`$ into two sets $`S`$ and $`T`$ as follows:

For any $`R_aR`$ we define

$$R_a:=\{\begin{array}{cc}\hfill S_a& \text{ if }rR_a\text{and}iI:g_{ir}g_{ri}0,\hfill \\ \hfill T_a& \text{ otherwise }.\hfill \end{array}$$
(24)
Suppose that the $`M_R`$ sets $`R_a`$ in (19) split into $`M_S`$ sets $`S_a`$ and $`M_T`$ sets $`T_a`$ in this way, thus $`M_R=M_S+M_T`$. We number these sets as $`S_a`$, $`a=1,\mathrm{},M_S`$, and $`T_a`$, $`a=1,\mathrm{},M_T`$, and introduce

$$S:=_{a=1}^{M_S}S_a,T:=_{a=1}^{M_T}T_a.$$
(25)
Although the decomposition of the set $`S`$ into subsets $`S_a`$ has been used in the definition of the set $`S`$, it will not be of practical importance in what follows. Contrary to that, the structure of the set $`T`$ is crucial and needs further refinement.

For any $`T_aT`$ define

$$T_a:=\{\begin{array}{ccc}\hfill T_a^{}& \text{ if }i<jI:\hfill & T_a\{i+1,i+2\mathrm{},j1\}\text{ and }\\ & & I\{i+1,i+2,\mathrm{},j1\}=\mathrm{},\\ \hfill T_a^{}& \text{ otherwise }.\hfill & \end{array}$$
(26)
Thus in short hand notation $`T=\{T_a^{}|a=1,\mathrm{},M_T^{}\}\{T_a^{}|a=1,\mathrm{},M_T^{}\}`$ with $`M_T=M_T^{}+M_T^{}`$.

### 3.2 General structural remarks about $`N`$-generator Diffusion algebras

Until now we have primarily discussed index sets. By an abuse of terminology, we will from now on also refer to “generators of a set $`I`$, $`S`$, $`T`$, or $`R`$” meaning the generators indexed by elements from the corresponding set.

###### Definition 3.3

A set of three generators $`\{D_x,D_y,D_z\}`$ with $`x`$, $`y`$ and $`zX`$, $`Y`$, $`Z`$, respectively, where $`X`$, $`Y`$ and $`Z`$ are any of the sets $`I`$, $`R`$, $`S`$ and $`T`$ or any set in their decomposition will be called a triplet (of type) $`\{X,Y,Z\}`$.

Note that any triplet of type $`\{I,I,I\}`$ in a Diffusion algebra of $`N3`$ generators gives rise to a Diffusion algebra of type $`A_I`$ or $`A_{II}`$, any triplet of type $`\{I,I,R\}`$ to a Diffusion algebra of type $`B^{(1)}`$, $`B^{(2)}`$, $`B^{(3)}`$, or $`B^{(4)}`$, any triplet of type $`\{I,R,R\}`$ to a Diffusion algebra of type $`C^{(1)}`$ or $`C^{(2)}`$ and any triplet of type $`\{R,R,R\}`$ to a Diffusion algebra of type $`D`$.

Then we have:

###### Lemma 3.4

For any Diffusion algebra (1) with $`N3`$ generators the following statements hold

1. If $`N_I3`$, then all subalgebras corresponding to triplets of type $`\{I,I,I\}`$ are of the same type, which is either $`A_I`$ (that is, $`g_{ij}=g`$ $`i,jI`$) or $`A_{II}`$ (that is, $`g_{ji}=0`$, $`g_{ij}=g_ig_j`$, $`g_ig_j`$, $`i<jI`$).
2. If $`N_I3`$ and all subalgebras corresponding to triplets $`\{I,I,I\}`$ are of type $`A_I`$ then for any $`sS`$ and for all $`iI`$ one has

$$g_{is}=g_{si}=g_s.$$
(27)
3. If $`N_I3`$ and all subalgebras corresponding to triplets $`\{I,I,I\}`$ are of type $`A_{II}`$ then $`S=\mathrm{}`$.
4. Let $`N_I2`$.

For any $`iI`$ and for all $`t,t^{}T_a`$ (here $`T_a`$ means both $`T_a^{}`$ and $`T_a^{}`$) with $`t<i`$ and $`t^{}>i`$ the coefficients $`g_{ti}`$ and $`g_{it^{}}`$ depend only on the index $`a`$ of the set $`T_a`$ and not on the individual indices $`t`$ or $`t^{}`$. If $`t,t^{}T_a^{}`$ one furthermore has $`g_{ti}=g_{it^{}}`$.

For any $`i<jI`$ and for all $`t,t^{}T_a`$: $`t<i`$ and $`t^{}>j`$

$`g_{ti}+\mathrm{\Lambda }_{ij}`$ $`=`$ $`g_{tj},`$ (28)
$`g_{it^{}}`$ $`=`$ $`g_{jt^{}}+\mathrm{\Lambda }_{ij},`$ (29)
where $`\mathrm{\Lambda }_{ij}:=g_{ij}g_{ji}`$.
5. Let $`N_I=1`$. Denote the only index in $`I`$ as $`𝐢`$ in order to stress that it is not a running index. For all $`rR_a`$ one has

$$g_{𝐢r}g_{r𝐢}=\mathrm{\Lambda }_a.$$
(30)
Note that both the left and the right hand sides of relation (30) depend only on the index $`a`$ of the set $`R_a`$ and not on the individual index $`r`$.

*Proof.* 1.  It follows from the fact that in each set $`\{D_i,D_j,D_k|i,j,kI\}`$ one has either $`g_{\beta \alpha }0`$ for all $`\alpha <\beta \{i,j,k\}`$, or, $`g_{\beta \alpha }=0`$, for all $`\alpha <\beta \{i,j,k\}`$, but no mixture thereof, which contradicts a mixing of $`A_I`$ and $`A_{II}`$ type algebras.

2.  Let $`N_I3`$ and $`g_{ij}=g`$ $`i,jI`$. By (25) it is enough to check (27) for any $`S_aS`$. Consider an index $`rS_a`$ which satisfies the condition $`g_{rj}g_{jr}0`$ for some $`jI`$. Then, for any $`iI`$, the triplets $`\{D_r,D_i,D_j\}`$ are all of type $`B^{(1)}`$ with $`\mathrm{\Lambda }=0`$ and, hence, $`g_{ir}=g_{ri}=g_r`$.

Next, take any $`sS_a`$. By definition, there exists a sequence $`r_kS_a`$, $`k=1,\mathrm{},n`$, such that $`r_1=r`$, $`r_n=s`$ and such that the connectivity condition (23) is satisfied. Then, for any $`iI`$, starting with the triplet $`\{D_{r_1},D_{r_2},D_i\}`$ one inductively proves that all the triplets $`\{D_{r_k},D_{r_{k+1}},D_i\}`$ are of type $`C^{(1)}`$ with $`\mathrm{\Lambda }=0`$, and hence (27) follows.

3.  Let $`N_I3`$ and $`g_{ji}=0`$, $`g_{ij}=g_ig_j`$, $`g_ig_j`$, $`i<jI`$ and suppose $`S\mathrm{}`$. Consider some $`S_aS`$ and take those indices $`rS_a`$ and $`i_0I`$ for which condition $`g_{i_0r}g_{ri_0}0`$ is satisfied. For any $`j,kI`$ the triplets $`\{D_{i_0},D_j,D_r\}`$ and $`\{D_{i_0},D_k,D_r\}`$ are both of type $`B^{(1)}`$, which also implies that the triplets $`\{D_j,D_k,D_r\}`$, $`j,kI`$, are all of type $`B^{(1)}`$. Now, there is no mutual ordering of any arbitrarily chosen indices $`i<j<kI`$ and the index $`rS_p`$ for which the existence of any $`B^{(1)}`$-type triplet $`\{D_i,D_j,D_r\}`$, $`\{D_i,D_k,D_r\}`$ and $`\{D_j,D_k,D_r\}`$ is compatible with the condition that $`g_{ik}=g_{ij}+g_{jk}`$ — a contradiction.

4.  Let $`N_I2`$ and consider any three indices $`iI`$ and $`t<t^{}T_a`$. Exploiting the connectivity property (23) of the set $`T_a`$ one can find a sequence $`\{t_k|k=1,\mathrm{},n\}`$ such that $`t_1=t`$, $`t_n=t^{}`$ and such that all the $`C`$-type triplets $`\{D_i,D_{t_k},D_{t_{k+1}}\}`$ are not of type $`C^{(2)}`$. Hence, their corresponding nonzero coefficients $`g_{it_k}`$ (for $`i<t_k`$) or $`g_{t_ki}`$ (for $`t_k<i`$) are subject to the conditions for triplets of type $`C^{(1)}`$ (see (12)) which together with the definition (24) of the set $`T_a`$ implies $`g_{it}=g_{it^{}}`$ in the case $`i<t<t^{}`$, $`g_{ti}=g_{t^{}i}`$ in the case $`t<t^{}<i`$ and $`g_{ti}=g_{it^{}}`$ in the case $`t<i<t^{}`$, thus proving the first part of the fourth statement in the Lemma.

To prove the second part notice that for any four indices $`i,jI`$ and $`t,t^{}T_a`$ which are ordered as $`t<i<j<t^{}`$ their corresponding triplets $`\{D_t,D_i,D_j\}`$ and $`\{D_i,D_j,D_t^{}\}`$ are of type $`B^{(4)}`$ and, respectively, $`B^{(3)}`$. Conditions (28) and (29) then reproduce the relations between the coefficients in those triplets (see eqs.(10) and (11)).

5.  Let $`N_I=1`$ and consider any pair of indices $`r,r^{}R_a`$. As before, for every connective set $`R_a`$ there exists a chain of $`C`$-type triplets $`\{D_𝐢,D_{r_k},D_{r_{k+1}}\}`$, $`k=1,\mathrm{},n1`$, with $`r_1=r`$ and $`r_n=r^{}`$ which are not of type $`C^{(2)}`$. Hence one obtains (30) with one and the same coefficient $`\mathrm{\Lambda }_a`$ for all $`C^{(1)}`$ type triplets $`\{I,R_a,R_a\}`$. $`\mathrm{}`$

Lemma 3.4 suggests to list Diffusion algebras in families according to the number of generators in the set $`I`$ and provides information about the structure of relations among generators from the sets $`I`$, $`S`$, $`T`$ and $`R`$ in each case.

### 3.3 List of Diffusion algebras with $`N`$ generators

In this subsection, we list all $`N`$-generator Diffusion algebras and provide a theorem which proves the exhaustiveness of the formalism.

Diffusion algebras with $`N`$ generators are listed as five families of algebras: $`A_I`$, $`A_{II}`$, $`B`$, $`C`$ and $`D`$. As in the case of $`N=3`$ the number of nonzero coefficients $`x_\alpha `$ or, in other words, the cardinality of the set $`I`$ is used as a criterion for separating Diffusion algebras into families of the types $`A`$($`N_I3`$), $`B`$($`N_I=2`$), $`C`$($`N_I=1`$) or $`D`$($`N_I=0`$). Type $`A`$ algebras are separated further into two families $`A_I`$ and $`A_{II}`$ depending on the number of nonzero coefficients $`g_{ij}`$ with indices $`i,j`$ in the set $`I`$.

Different algebras in the families are obtained in dependence on the choice of the decomposition of the set $`I_N=\{1,2,\mathrm{},N\}`$ into ordered subsets $`I`$, $`S`$, $`T_a^{}`$, $`a=1,\mathrm{},M_T^{}`$, $`T_b^{}`$, $`b=1,\mathrm{},M_T^{}`$ (or $`R_a`$, $`a=1,\mathrm{}M_R`$ for $`N_I=1`$) as well as on the choice of coefficients in their defining relations. Below we adopt a notation for Diffusion algebras where the corresponding decomposition of the set $`I_N`$ is given explicitly as argument to the family symbol. To avoid any confusion let us stress that subscript indices $`a`$ and $`b`$ in our notation are treated as running ones so that, e.g.,

$$A_I(I,S,T_a^{},T_b^{})A_I(I,S,T_1^{},\mathrm{},T_{M_T^{}}^{},T_1^{},\mathrm{},T_{M_T^{}}^{}),$$

where we imply $`I_N=IS(_{a=1}^{M_T^{}}T_a^{})(_{b=1}^{M_T^{}}T_b^{})`$, and $`I`$, $`S`$, $`T_a^{}`$ and $`T_b^{}`$ are mutually nonintersecting ordered subsets in $`I_N`$. The values of the coefficients $`g_{\alpha \beta }`$ are not shown explicitly in these notations so that in fact our notation displays connnective components in a variety of Diffusion algebras rather than the particular algebras.

All relations in (31) – (35) below are to be complemented by relations (20), (21) for the elements of the subset $`R`$ together with the conditions (22) or (23) on the coefficients involved.

1. Diffusion algebras of type $`A_I(I,S,T_a^{},T_b^{})`$, $`N_I3`$:

$`g[D_i,D_j]`$ $`=`$ $`x_jD_ix_iD_j,i,jI,`$
$`g_s[D_s,D_i]`$ $`=`$ $`x_iD_s,sS,iI,`$
$`g_a^{}:D_iD_t:`$ $`=`$ $`x_iD_t,a,tT_a^{},iI,`$ (31)
$`g_b^+D_iD_t`$ $`=`$ $`x_iD_t,b,tT_b^{},iI:i<t,`$
$`g_b^{}D_tD_i`$ $`=`$ $`x_iD_t,b,tT_b^{},iI,:i>t,`$
where $`g`$, $`g_s`$, $`g_a^{}`$, $`g_b^\pm 0`$.

2. Diffusion algebras of type $`A_{II}(I,T_a^{},T_b^{})`$, $`N_I3`$:

$`(g_ig_j)D_iD_j`$ $`=`$ $`x_jD_ix_iD_j,i<jI,`$
$`(g_i+g_a^{}):D_iD_t:`$ $`=`$ $`x_iD_t,a,tT_a^{},iI,`$ (32)
$`(g_i+g_b^+)D_iD_t`$ $`=`$ $`x_iD_t,b,tT_b^{},iI:i<t,`$
$`(g_b^{}g_i)D_tD_i`$ $`=`$ $`x_iD_t,b,tT_b^{},iI:i>t,`$
where $`g_ig_j`$ for $`ij`$ and $`g_i\{g_a^{},g_b^\pm \}`$.

3. Diffusion algebras of type $`B(I=\{𝐢,𝐣\},S,T_a^{},T_b^{})`$:

We use the notation $`𝐢`$ and $`𝐣`$ with $`𝐢<𝐣`$ for the two elements of the set $`I`$ to emphasize that they are not running indices. Note also that $`𝐢<t<𝐣`$ for all $`tT_b^{}`$ in this case.

$`gD_𝐢D_𝐣(g\mathrm{\Lambda })D_𝐣D_𝐢`$ $`=`$ $`x_𝐣D_𝐢x_𝐢D_𝐣,`$
$`g_sD_𝐢D_s(g_s\mathrm{\Lambda })D_sD_𝐢`$ $`=`$ $`x_𝐢D_s,sS,`$
$`g_sD_sD_𝐣(g_s\mathrm{\Lambda })D_𝐣D_s`$ $`=`$ $`x_𝐣D_s,sS,`$
$`g_a^{}:D_𝐢D_t:`$ $`=`$ $`x_𝐢D_t,tT_a^{},`$ (33)
$`(g_a^{}\mathrm{\Lambda }):D_𝐣D_t:`$ $`=`$ $`x_𝐣D_t,tT_a^{},`$
$`g_b^+D_𝐢D_t`$ $`=`$ $`x_𝐢D_t,tT_b^{},`$
$`g_b^{}D_tD_𝐣`$ $`=`$ $`x_𝐣D_t,tT_b^{},`$
where $`g0`$, $`g_s0`$ for all $`s`$ and $`g_s\mathrm{\Lambda }`$ for $`s`$ such that either $`s<𝐢`$ or $`s>𝐣`$, $`g_a^{}\{0,\mathrm{\Lambda }\}`$ and $`g_b^\pm 0`$.

4. Diffusion algebras of type $`C(I=\{𝐢\},R_a)`$:

As in Lemma 3.4 the only element of $`I`$ is denoted here as $`𝐢`$.

$`g_rD_𝐢D_r(g_r\mathrm{\Lambda }_a)D_rD_𝐢`$ $`=`$ $`x_𝐢D_r,rR_a,`$ (34)
where $`g_r0`$ for $`r<𝐢`$ and $`g_r\mathrm{\Lambda }_a`$ for $`r>𝐢`$.

5. Diffusion algebras of type $`D(R)`$:

$`D_rD_sq_{sr}D_sD_r`$ $`=`$ $`0,r<sR.`$ (35)
###### Theorem 3.5

The list of algebras given above is exhaustive and contains all possible Diffusion algebras with $`N`$ generators.

*Proof.* According to the Diamond Lemma, an algebra of $`N`$ generators with relations of type (1) is a Diffusion algebra if each of its triplets $`\{D_\alpha ,D_\beta ,D_\gamma \}`$ generates a subalgebra coinciding with one of the cases listed in Section 2. Lemma 3.4 provides information about possibile consistent combinations of several such triplets and we thus have to demonstrate that the families of algebras (31)–(35) exhaust the list of Diffusion algebras which are allowed by this lemma.

Let us start with the case $`N_I3`$. According to the first statement of Lemma 3.4 there are two possible types of relations between generators from the set $`I`$. This gives rise to two families of Diffusion algebras — $`A_I`$ and $`A_{II}`$. Statement 2 of Lemma 3.4 describes the relations between the generators from the sets $`I`$ and $`S`$ in the case of the family $`A_I`$, and the third statement of Lemma 3.4 excludes the presence of a nonempty set $`S`$ in the case of the family $`A_{II}`$. The coefficients in the relations between the generators from the set $`I`$ and the sets $`T_a^{}`$ and $`T_b^{}`$ are subject to the conditions given in the fourth statement of Lemma 3.4, where $`\mathrm{\Lambda }_{ij}=0`$ for the $`A_I`$ family and $`\mathrm{\Lambda }_{ij}=(g_ig_j)`$ for the $`A_{II}`$ family. These conditions fix the relations between the generators in the families of type $`A_I`$ and $`A_{II}`$ to the expressions in (31) and (3.3). Since the triplets of the form $`\{I,S,T\}`$ (occurring only for the $`A_I`$ family) and $`\{I,T_a,T_b\}`$ for $`ab`$ are of type $`C^{(2)}`$, no further conditions arise from these relations. This exhausts all possibilities, and thus no further conditions occur.

Let $`N_I=2`$. For each subset $`S_aS`$ the connectivity property (23) implies relations of type $`B^{(1)}`$ for all triplets $`\{I,I,S_a\}`$, and thus for any triplet $`\{I,I,S\}`$. The corresponding relations are listed in the first three lines of (3.3). The compatibility conditions within the triplets $`\{I,T_a,T_a\}`$ and $`\{I,I,T_a\}`$ are given in the fourth statement of Lemma 3.4, where we now have $`\mathrm{\Lambda }_{\mathrm{𝐢𝐣}}\mathrm{\Lambda }`$. These conditions fix the form of the last four lines in (3.3). Since $`C^{(2)}`$ type relations for $`\{I,S,T\}`$ and $`\{I,T_a,T_b\}`$ ($`ab`$) triplets do not imply further restrictions, no further constraints arise.

In the case $`N_I=1`$ a decomposition of the set $`R`$ into $`S`$ and $`T`$ is not necessary, and we thus work with the whole set $`R`$. Then the form of the relations (34) is implied by the fifth statement of Lemma 3.4 which describes the compatibility conditions for the $`\{I,R_a,R_a\}`$ triplets. The relations in the $`C^{(2)}`$ triplets $`\{I,R_a,R_b\}`$ for $`ab`$ give no further constraints.

In the case $`N_I=0`$ all the triplets are of type $`D`$, which are compatible without any restrictions on the coefficients. $`\mathrm{}`$

Note that while mathematically possible, not all algebras in the families are relevant from the physicist’s point of view. Due to the fact that the structure constants of Diffusion algebras are interpreted as hopping rates, that is probabilities, in the framework of stochastic processes on linear lattices, only non-negative structure constants are relevant. This not only implies restrictions on the structure constants themselves, but also on the decompositions of the set $`I_N`$, because some configurations are not compatible with non-negative structure constants. In particular, due to Lemma 3.4, statement 4 part 1, non-negative structure constants throughout are possible only if the subsets $`T_a^{}`$ fulfill one of the following two requirements:

$$1.tT_a^{}\text{ and }iI:ti.$$
(36)
We conclude this section with some comments on the classification problem for Diffusion algebras. To deal with the problem one should first establish criteria of equivalence, and we discuss two natural ones here:

* One can consider linear transformations on the set of generators $`\{D_\alpha |\alpha I_N\}`$. However, there is the difficulty that not all linear transformations respect the ansatz (1). There are two special cases: rescaling transformations $`D_\alpha \kappa _\alpha D_\alpha `$ and substitution transformations $`D_\alpha D_{\sigma (\alpha )}`$, where $`\sigma `$ is an element of the symmetric group $`𝒮_N`$.

As has already been mentioned in the introduction, rescalings may be used to fix (depending on the context of the physical application) some special values for the nonzero coefficients $`x_\alpha `$. In particular, this implies that the values of the nonzero coefficients $`x_\alpha `$ are not relevant.

The substitution transformations clearly respect the form of the relations (1), but may contradict the requirement on the mutual ordering of the generators, that is $`g_{\alpha \beta }0`$ for $`\alpha <\beta `$. In particular, a permutation of the elements from different subsets $`T_a`$ and between the subsets $`T`$ and $`S`$, or $`T`$ and $`I`$ is strictly forbidden. In addition, one cannot permute two elements $`r<s`$ in the same subset $`R_a`$ unless $`q_{sr}0`$. On the other hand, permutations inside the subset $`I`$ and (in most cases) between the subsets $`I`$ and $`S`$ are allowed unless they contradict the reqirements described above. Thus, substitution transformations establish certain equivalence classes inside each of the families $`A_I(I,S,T_a^{},T_b^{})`$, $`A_{II}(I,T_a^{},T_b^{})`$, $`B(\{𝐢,𝐣\},S,T_a^{},T_b^{})`$, $`C(\{𝐢\},R_a)`$ and $`D(R)`$. These equivalence classes can be calculated in concrete cases, but one hardly expects their complete description in the case of general $`N`$.

Note that besides the rescalings and the substitutions which do always exist there may occur other types of linear transformations which relate different types of Diffusion algebras. For instance, in the case of $`N=3`$ the $`C^{(1)}`$ type algebras in (12) with $`\mathrm{\Lambda }0`$ can be reduced to (a subclass of) $`D`$ type algebras by the transformation $`D_\alpha D_\alpha x_\alpha /\mathrm{\Lambda }`$. For general $`N`$, such transformations allow to reduce the number of nonzero parameters $`\mathrm{\Lambda }_a`$ in the family of $`C`$ type Diffusion algebras in (34) by 1.
* One can use the algebra antihomomorphism which inverts simultaneously multiplication in the algebra, that is $`D_\alpha D_\beta D_\beta D_\alpha `$, and the order of indices, that is $`\alpha <\beta \alpha >\beta `$. This transformation amounts to a mirror reflection of the corresponding stochastic processes. For example, in the list of Diffusion algebras with $`N=3`$ the families $`B^{(3)}`$ and $`B^{(4)}`$ are mirror symmetric. Further examples of mirror symmetry for the case $`N=4`$ can be found in  in Appendix B.

### 3.4 Description of the blending procedure

The blending procedure is a constructive method to generate Diffusion algebras. The corresponding Construction Theorem states that any Diffusion algebra can be obtained from a set of building blocks (equations (4.1)–(4.7) in ) via blending. In the table below we describe the correspondence between the building blocks from  (left column) and the specific subclasses of the families in Theorem 3.5 (right column):

$`A_I^{(1)}`$ $`:`$ $`A_I(I,S),T=\mathrm{},`$
$`A_I^{(2)}`$ $`:`$ $`A_I(I,T^{}),\text{and}A_{II}(I,T^{}),S=\mathrm{},`$
$`A_{II}`$ $`:`$ $`A_{II}(I,T^{}),\text{and}A_{II}(I,T^{}),`$ (37)
$`B^{(1)}`$ $`:`$ $`B(I=\{𝐢,𝐣\},S),T=\mathrm{},`$
$`B^{(2)}`$ $`:`$ $`B(I=\{𝐢,𝐣\},T^{}),\text{and}B(I=\{𝐢,𝐣\},T^{}),S=\mathrm{},`$
$`C`$ $`:`$ $`C(I=\{𝐢\},R),`$
$`D`$ $`:`$ $`D(R).`$
Here it is understood that the sets $`T^{}`$ and $`T^{}`$ whenever they appear in the right column of the table are the only connective components in the decomposition (25) of the subset $`TI_N`$. The connectivity condition may be also imposed on the subsets $`S`$ and $`R`$ in the right column of (37). We remark that the mathematial setting adopted in the present paper allow us to extract elementary building blocks for the blending procedure. They are shown in the right column of the table (37) and the blocks listed in the left column and used in  can be constructed by blending of an arbitrary number of the corresponding blocks from the right column. Note that in the settings of Ref. extracting the elementary blocks would only amount to imposing additional connectivity conditions (23) on the coefficients $`g_{\alpha \beta }`$ in the relations (4.1)–(4.7) there and so would not suit the purposes of .

Furthermore we remark that in contrast to  we do not fix the order between $`D_𝐢`$, $`D_𝐣`$ and $`D_s`$ to $`𝐢<s<𝐣`$ for all $`sS`$ in $`B(I=\{𝐢,𝐣\},S)`$, because the other orders are needed when blending with $`B(I=\{𝐢,𝐣\},T^{})`$ and $`B(I=\{𝐢,𝐣\},T^{})`$ in order to obtain all Diffusion algebras. This is an inaccurracy in the formulation of the Construction Theorem in . Despite that in the list of $`N=4`$ Diffusion algebras given in Appendix B of  the blending of such blocks is treated correctly (see example 13 there).

Let $`X_l(I,U_l)`$, $`l=1,\mathrm{},K`$ denote $`K`$ building blocks in the list (37) above, where $`U_l`$ refers to the set $`R`$, $`S`$, $`T^{}`$ or $`T^{}`$ corresponding to the building block, and which are such that they have the same number of elements $`N_I`$ in $`I`$ with generators $`D_i`$, $`iI`$ satisfying in all blocks $`X_l`$ the same relations among themselves.

Consider an ordered set $``$ whose elements are labelled by the indices from the sets $`I`$, $`U_1,\mathrm{},U_K`$ and such that for any $`l=1,\mathrm{},K`$ the order of the elements of $``$ with their labels form $`I`$ and $`U_l`$ is the same as the order of the indices in the block $`X_l(I,U_l)`$. In this situation we say that the order on $``$ is compatible with the orders in the blocks $`X_l`$.

Let us denote as $`X_{}(I,U_1,\mathrm{},U_K)`$ the algebra with generators labelled by the elements in the set $``$ and which satisfies the following conditions:

* For any $`l=1,\mathrm{},K`$ the generators of $`X_{}`$ with indices from the subsets $`I,U_l`$ satisfy the same relations as their corresponding generators in the blocks $`X_l(I,U_l)`$.
* For any $`l_1l_2\{1,\mathrm{},K\}`$ and for all $`aU_{l_1}`$ and $`bU_{l_2}`$ the corresponding generators $`D_a,D_bX_{}`$ satisfy the relation

$$:D_aD_b:=0.$$
(38)

The procedure of constructing the algebras $`X_{}`$ from their building blocks $`X_l(I,U_l)`$ is called blending. Clearly the number of different algebras $`X_{}`$ which are associated with the set of building blocks $`\{X_l(I,U_l)\}_{l=1,\mathrm{},K}`$, coincides with the number of different ordered sets $``$ whose order is compatible with the orders in all blocks $`X_l`$.

The following statement made in  is a corollary to the Construction Theorem 3.5:

###### Theorem 3.6

Every Diffusion algebra can be obtained via a blending of building blocks in (37).

## 4 Conclusion

We have presented a derivation of Diffusion algebras, which has led to five different families of algebras: $`A_I`$, $`A_{II}`$ $`B`$, $`C`$ and $`D`$ and it has been shown that the approach is exhaustive. Since these families of algebras correspond to the algebras obtained via the bending procedure in , this also proves the Construction Theorem in this reference.

## Acknowledgements

We would like to thank A. Isaev and V. Rittenberg for useful discussions. R.T. acknowledges furthermore useful discussions with A. Cox, V.K. Dobrev, P.P. Martin and A. Sudbery.

P.P. has partly been supported by the grant of Heisenberg-Landau Foundation and by RFBR grant # 00-01-00299 and would like to acknowledge warm hospitality of Max-Planck-Institut für Mathematik where part of this work has been completed. R.T. has partly been supported by a Marie Curie fellowship and is grateful for the warm hospitality of the Department of Mathematics of the University of York, where this work was started.