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# Equivalence and Isomorphism for Boolean Constraint SatisfactionSupported in part by grant NSF-INT-9815095/DAAD-315-PPP-gü-ab.

## 1 Introduction

In 1978, Thomas J. Schaefer proved a remarkable result. He examined the satisfiability of propositional formulas for certain syntactically restricted formula classes. Each such class is given by the finite set $`𝒞`$ of Boolean functions allowed when constructing formulas. A *$`𝒞`$-formula* in his sense now is a conjunction of clauses, where each clause consists of a Boolean function from $`𝒞`$ applied to some propositional variables. Such a Boolean function can be interpreted as a constraint that has to be fulfilled by a given assignment; the satisfiability problem for $`𝒞`$-formulas hence provides a mathematical model for the examination of the complexity of constraint satisfaction problems, studied in artificial intelligence and database theory. Let $`\text{CSP}(𝒞)`$ denote the problem of deciding whether a given $`𝒞`$-formula is satisfiable. Schaefer \[Sch78\] showed that, depending on $`𝒞`$, the problem $`\text{CSP}(𝒞)`$ is either (1) efficiently (i.e., in polynomial time) solvable or (2) NP-complete (see also \[GaJo79, Problem LO6\]); and he gave a simple criterion that allows one to determine whether (1) or (2) holds. Since the complexity of $`\text{CSP}(𝒞)`$ is either easy or hard (and not located in one of the—under the assumption P $``$ NP—infinitely many intermediate degrees between P and the NP-complete sets \[Lad75\]), Schaefer called this a “dichotomy theorem for satisfiability.”

In recent years, there has been renewed interest in Schaefer’s result and constraint satisfaction problems.
N. Creignou examined in \[Cr95\] how difficult it is to find assignments to constraint satisfaction problems that do not necessarily satisfy all clauses but as much as possible. Together with Hermann she studied the difficulty of determining the number of satisfying assignments of a given constraint satisfaction problem in \[CrHe96\]. In \[CrHe97\] Creignou and Hérbrard discussed algorithms that generate all satisfying assignments, turning their attention to the question whether such an algorithm, given the fact that it has already found a satisfying assignment, can find another one in polynomial time. Kirousis and Kolaitis researched the complexity of finding minimal satisfying assignments for constraint satisfaction problems in \[KiKo01\] and Khanna, Sudan and Trevisan examined the approximability of these problems \[KhSuTr97, KhSuWi97\]. Reith and Vollmer had a look at lexicographical minimal or maximal satisfying assignments constraint satisfaction problems \[ReVo00\]. In \[ReWa99\] Reith and Wagner examined very closely various problems in the vicinity of constraint satisfaction such as the circuit value problem, counting and threshold problems for restricted classes of Boolean circuits. The PhD thesis of S. Reith \[Re01\] contains a wealth of results about problems dealing with restricted Boolean circuits, formulas, and constraint satisfaction.

As mentioned above, constraint satisfaction problems are used as a programming or query language in fields such as artificial intelligence and database theory, and the above complexity results shed light on the difficulty of design of systems in that areas. A problem of immense importance from a practical perspective is that of determining whether two sets of constraints express the same state of affairs (that is, are equivalent), for example, in the applications, if two programs or queries are equivalent, or if a program matches a given specification. Surprisingly, this problem has not yet been looked at from a complexity point of view. In the case of unrestricted propositional formulas, the equivalence problem is easily seen to be complete for coNP. The main result of the present paper (Theorem 3.1) is a complete classification of the complexity of determining if two given constraint satisfaction instances are equivalent. We consider constraints drawn from a fixed arbitrary finite set $`𝒞`$ of Boolean functions and show that for all such $`𝒞`$, the considered problem is either (1) solvable in polynomial time, or (2) complete for coNP. As in Schaefer’s result, our proof is constructive in the sense that it allows us to easily determine, given $`𝒞`$, if (1) or (2) holds.

Besides the immediate practical relevance of the equivalence problem, we also see our results as contributions to the study of two other decision problems: First, the equivalence problem is a “sub-problem” of the minimization problem, i.e., the problem to find out, given a set of constraints, if it can equivalently be expressed with a fewer number of constraints. Secondly, equivalence relates to the isomorphism problem, which has been studied from a theoretical perspective for various mathematical structures. Most prominently, the question if two given (directed or undirected) graphs are isomorphic is one of the few problems in NP neither known to be in P nor known to be NP-complete \[KoScTo93\]. The most recent news about graph isomorphism are a number of hardness results (e.g., for NL, PL, and DET) given in \[To00\]. Related to our study are the papers \[AgTh00, BRS95\] presenting a number of results concerning isomorphism of propositional formulas. In Section LABEL:s:iso, we show (Theorem LABEL:isodichth) that the isomorphism problem for constraint applications is coNP-hard if the corresponding equivalence problem is coNP-hard, and polynomial-time many-one reducible to the just mentioned graph isomorphism problem in all other cases. We also show that for a number of these cases, the isomorphism problem is in fact polynomial-time many-one equivalent to graph isomorphism (Theorems LABEL:giequivth and LABEL:t:gi-affine). The same proof technique can be used to prove a general, non-trivial $`\mathrm{P}_{||}^{\mathrm{NP}}`$ (parallel access to NP) upper bound for the isomorphism problems for constraint satisfaction (Theorem LABEL:t:iso-upper).

## 2 Boolean Constraint Satisfaction Problems

We start by formally introducing constraint satisfaction problems. The definitions necessary for the equivalence and isomorphism problems will be given in the upcoming sections.

###### Definition 1

1. A constraint $`C`$ (of arity $`k`$) is a Boolean function from $`\{0,1\}^k`$ to $`\{0,1\}`$.
2. If $`C`$ is a constraint of arity $`k`$, and $`x_1,x_2,\mathrm{},x_k`$ are (not necessarily distinct) variables, then $`C(x_1,x_2,\mathrm{},x_k)`$ is a constraint application of $`C`$.
3. If $`C`$ is a constraint of arity $`k`$, and for $`1ik`$, $`x_i`$ is a variable or a constant (0 or 1), then $`C(x_1,x_2,\mathrm{},x_k)`$ is a constraint application of $`C`$ with constants.

The decision problems examined by Schaefer are the following.

###### Definition 2

Let $`𝒞`$ be a finite set of constraints.

1. $`\text{CSP}(𝒞)`$ is the problem of, given a set $`S`$ of constraint applications of $`𝒞`$, to decide whether $`S`$ is satisfiable, i.e., whether there exists an assignment to the variables of $`S`$ that satisfies every constraint application in $`S`$.
2. $`\text{CSP}_c(𝒞)`$ is the problem of, given a set $`S`$ of constraint applications of $`𝒞`$ with constants, to decide whether $`S`$ is satisfiable.

Clearly, there are an infinite number of $`\text{CSP}(𝒞)`$ problems. In 1978, Schaefer proved the surprising result that constraint satisfiability problems are either in P or NP-complete. He also completely characterized for which sets of constraints the problem is in P and for which it is NP-complete. Consult the excellent monograph \[CrKhSu00\] for an almost completely up-to-date overview of further results and dichotomy theorems for constraint satisfaction problems.

The question of whether satisfiability for CSPs is in P or NP-complete depends on those properties of the involved Boolean functions that we define next.

###### Definition 3

Let $`C`$ be a constraint.

* $`C`$ is 0-valid if $`C(\stackrel{}{0})=1`$.
* $`C`$ is 1-valid if $`C(\stackrel{}{1})=1`$.
* $`C`$ is Horn (a.k.a. weakly negative) if $`C`$ is equivalent to a CNF formula where each clause has at most one positive variable.
* $`C`$ is anti-Horn (a.k.a. weakly positive) if $`C`$ is equivalent to a CNF formula where each clause has at most one negative variable.
* $`C`$ is bijunctive if $`C`$ is equivalent to a 2CNF formula.
* $`C`$ is affine if $`C`$ is equivalent to an XOR-CNF formula.
* $`C`$ is complementive (a.k.a. C-closed) if for every $`s\{0,1\}^k`$, $`C(s)=C(\overline{s})`$, where $`k`$ is the arity of $`C`$ and $`\overline{s}=_{\mathrm{def}}(1s_1)(1s_2)\mathrm{}(1s_k)`$ for $`s=s_1s_2\mathrm{}s_k`$.

Let $`𝒞`$ be a finite set of constraints. We say $`𝒞`$ is 0-valid, 1-valid, Horn, anti-Horn, bijunctive, affine, or complementive if every constraint $`C𝒞`$ is 0-valid, 1-valid, Horn, anti-Horn, bijunctive, affine, or complementive, respectively. Finally, we say that $`𝒞`$ is Schaefer if $`𝒞`$ is Horn or anti-Horn or affine or bijunctive.

Schaefer’s theorem can now be stated as follows.

###### Theorem 2.1 (Schaefer \[Sch78\])

Let $`𝒞`$ be a finite set of constraints.

1. If $`𝒞`$ is 0-valid, 1-valid, or Schaefer, then $`\text{CSP}(𝒞)`$ is in P; otherwise, $`\text{CSP}(𝒞)`$ is NP-complete.
2. If $`𝒞`$ is Schaefer, then $`\text{CSP}_c(𝒞)`$ is in P; otherwise, $`\text{CSP}_c(𝒞)`$ is NP-complete.

In this paper, we will study two other decision problems for constraint satisfaction problems. In the next section, we will look at the question of whether two given CSPs are equivalent. In Section LABEL:s:iso, we address the isomorphism problem for CSPs. In both cases, we will prove dichotomy theorems.

## 3 The Equivalence Problem for Constraint Satisfaction

The decision problems studied in this section are the following:

###### Definition 4

Let $`𝒞`$ be a finite set of constraints.

1. $`\text{EQUIV}(𝒞)`$ is the problem of, given two sets $`S`$ and $`U`$ of constraint applications of $`𝒞`$, to decide whether $`S`$ and $`U`$ are equivalent, i.e., whether for every assignment to the variables, $`S`$ is satisfied if and only if $`U`$ is satisfied.
2. $`\text{EQUIV}_c(𝒞)`$ is the problem of, given two sets $`S`$ and $`U`$ of constraint applications of $`𝒞`$ with constants, to decide whether $`S`$ and $`U`$ are equivalent.

It is immediate that all equivalence problems are in coNP. Note that, in some sense, equivalence is at least as hard as non-satisfiability, since $`S`$ is not satisfiable if and only if $`S`$ is equivalent to $`0`$. Thus, we obtain immediately that if $`𝒞`$ is not Schaefer, then $`\text{EQUIV}_c(𝒞)`$ is coNP-complete.

On the other hand, equivalence can be harder than satisfiability. For example, equivalence between Boolean formulas with $``$ and $``$ (i.e., without negation) is coNP-complete \[EG95\] while non-satisfiability for these formulas is clearly in P. We will prove following dichotomy theorem.

###### Theorem 3.1

Let $`𝒞`$ be a set of constraints. If $`𝒞`$ is Schaefer, then $`\text{EQUIV}(𝒞)`$ and $`\text{EQUIV}_c(𝒞)`$ are in P; otherwise, $`\text{EQUIV}(𝒞)`$ and $`\text{EQUIV}_c(𝒞)`$ are coNP-complete.

The cases of constraints with polynomial-time equivalence problems are easy to identify, using the following theorem:

###### Theorem 3.2

$`\text{EQUIV}_c(𝒞)`$ is truth-table reducible to $`\text{CSP}_c(𝒞)`$.

###### Proof

Let $`S`$ and $`U`$ be two sets of constraint applications of $`𝒞`$ with constants. Note that $`S`$ and $`U`$ are equivalent if and only if $`UA`$ for every constraint application $`AS`$, and $`SB`$ for every constraint application $`BU`$ (see, e.g., \[hako92\]). Here and in the following, when we write a set of constraint applications $`S`$ in a Boolean formula, we take this to be a shorthand for $`_{\widehat{A}S}\widehat{A}`$.

Given a constraint application $`\widehat{A}`$ with constants and a set $`\widehat{S}`$ of constraint applications of $`𝒞`$ with constants, it is easy to check whether $`\widehat{S}\widehat{A}`$ with at most $`2^k`$ truth-table queries to $`\text{CSP}_c(𝒞)`$, where $`k`$ is the maximum arity of $`𝒞`$: For every assignment to the variables in $`\widehat{A}`$ that does not satisfy $`\widehat{A}`$, substitute this partial truth assignment in $`\widehat{S}`$. $`\widehat{S}\widehat{A}`$ if and only if none of these substitutions results in a satisfiable set of constraint applications. ∎

If $`𝒞`$ is Schaefer, then $`\text{CSP}_c(𝒞)`$ is in P by Schaefer’s theorem and we immediately obtain the following corollary.

###### Corollary 1

If $`𝒞`$ is Schaefer, then $`\text{EQUIV}_c(𝒞)`$ is in P.

Having identified the easy equivalence cases, the following theorem proves the second half of our Dichotomy Theorem 3.1:

###### Theorem 3.3

If $`𝒞`$ is not Schaefer, then $`\text{EQUIV}(𝒞)`$ is coNP-hard.

First of all, note that this would be easy to prove if we had constants in the language, since for all sets $`S`$ of constraint applications of $`𝒞`$ the following holds: $`S`$ is not satisfiable if and only if $`S`$ is equivalent to the constraint $`0`$. Still, we can use this simple observation in the case where $`𝒞`$ is not 0-valid and not 1-valid.

###### Claim 3.4

If $`𝒞`$ is not Schaefer, not 0-valid, and not 1-valid, then $`\text{EQUIV}(𝒞)`$ is coNP-hard.


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# Phase transitions in one dimension and less

## 1 Introduction

It has long been known that phase transitions are uncommon in one-dimensional classical statistical mechanics. An old argument by Peierls shows that in models at non-zero temperature with local interactions and a finite number of degrees of freedom, order is not possible: the entropy gain from disordering the system will always dominate the energy loss. There are (at least) three ways of avoiding this argument. The first two are well understood. A system at zero temperature can of course order: the system just sits in its ground state. A system with long-range interactions can have an energy large enough to dominate the entropy. In this paper, we will discuss in depth a third way of obtaining a phase transition in one dimension. This is to study systems with an infinite number of degrees of freedom per site.

In particular, we will study magnets with $`O(N),SU(N)`$ and $`Sp(N)`$ symmetry. We will see that there can be a phase transition in the $`N\mathrm{}`$ limit. We solve these one-dimensional classical systems for any $`N`$, and show how the transition occurs only in this limit; for finite $`N`$ all quantities depend on the temperature analytically. The infinite number of degrees of freedom has roughly the same effect of increasing the effective dimensionality, but the phase transition is very different from those in higher dimension. It is not a phase transition between an ordered phase and a disordered one, but rather between a disordered phase and a seriously-disordered one. In the seriously-disordered phase, the system behaves as if it were at infinite temperature. The entropy has dominated the energy to the point where the energy term does not affect the physics; each spin is effectively independent. The infinite number of degrees of freedom means that this serious disorder is possible even at finite temperature.

The paper is a companion to one by Tchernyshyov and Sondhi . There it is shown that in some magnets, a mean-field calculation yields a phase transition in any dimension. Since mean-field results are exact at $`N\mathrm{}`$, this predicts the phase transition we observe here. Their computation also predicts that there is a first-order phase transition for the $`SU(N\mathrm{})`$ magnet on just three sites with periodic boundary conditions. Remarkably, this first-order transition happens only for precisely three sites; for any other number of sites greater than 1 there is a second-order transition.

It has long been known that phase transitions can occur as $`N\mathrm{}`$ in zero-dimensional matrix models . Phase transitions in one dimension at infinite $`N`$ were studied in . In particular, the largest eigenvalue for the $`SU(N)`$ case discussed here was computed in  for any $`N`$. Here will develop the necessary techniques systematically, and extend these results in several ways. We explicitly find all the eigenvalues of the transfer matrix for these magnets. All these results are completely analytic in $`N`$ and in the inverse temperature $`\beta `$ as long as $`N`$ is finite. The singularity and a phase transition can develop when $`N\mathrm{}`$ and $`\beta \mathrm{}`$ with $`\beta /N`$ remaining finite. Knowing all the eigenvalues and their multiplicities explicitly for any $`N`$ lets us show that there can be a phase transition as $`N\mathrm{}`$ even for a finite number of sites in one dimension.

In section 2, we find all the eigenvalues (and their multiplicities) of the transfer matrices in a variety of one-dimensional magnets. In section 3, we use these results to study the phase transitions which occur as the number of sites and $`N`$ go to infinity. Most of these phase transitions are ferromagnetic, but one is antiferromagnetic. In section 4, we study the first-order transition for the three-site $`SU(N)`$ chain. In an appendix we collect some useful mathematical results.

## 2 Solving one-dimensional magnets at any $`N`$

### 2.1 The rotor

To illustrate the procedure, we start with a simple rotor, the classical XY model in one dimension. The spin is defined by a periodic variable $`0\theta <2\pi `$, and spins $`\theta `$ and $`\theta ^{}`$ on adjacent sites have energy

$`E_{O(2)}(\theta ,\theta ^{})=\mathrm{cos}(\theta \theta ^{}).`$ (1)
To compute the partition function of this system, define a transfer “matrix”

$$T(\theta ,\theta ^{})=e^{\beta E(\theta ,\theta ^{})}.$$

Since the variables of the system take continuous values, this isn’t really a matrix, but rather the kernel of an integral operator. It takes functions of $`\theta `$ to functions of $`\theta ^{}`$ by

$`g(\theta ^{})={\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta ^{}}{2\pi }}T(\theta ,\theta ^{})f(\theta ^{}).`$
To compute the partition function, we need eigenvalues $`\lambda _l`$ of $`T`$. Because the spins take values on a compact space (the circle here), the eigenvalues are discrete and hence labeled by a discrete index $`l`$. The corresponding eigenfunctions $`f_l(\theta )`$ obey

$`\lambda _lf_l(\theta ^{})={\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta ^{}}{2\pi }}T(\theta ,\theta ^{})f_l(\theta ^{}).`$ (2)
For the energy (1), the $`f_l(\theta )`$ are obviously

$$f_l=e^{il\theta }.$$

The index $`l`$ must be an integer to preserve the periodicity under $`\theta \theta +2\pi `$. To see that these are eigenfunctions, note that

$`\lambda e^{il\theta }`$ $`=`$ $`{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta ^{}}{2\pi }}e^{\beta \mathrm{cos}(\theta \theta ^{})}e^{il(\theta ^{})}`$
$`=`$ $`{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta ^{}}{2\pi }}e^{\beta \mathrm{cos}(\theta ^{})}e^{il(\theta \theta ^{})}.`$
The integral then can be evaluated for any $`l`$ in terms of a Bessel function:

$`\lambda _l`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\theta ^{}e^{\beta \mathrm{cos}(\theta ^{})}e^{il\theta ^{}}`$ (3)
$`=`$ $`I_l(\beta ).`$ (5)
The partition function for $`L`$ sites with periodic boundary conditions is then

$$Z_{O(2)}=\underset{l}{}(I_l(\beta ))^L.$$

When $`L`$ is large enough, the sum is dominated by largest eigenvalue, which here is the $`l=0`$ state. The internal energy density $`U`$ of the system is then

$$U_{O(2)}=\frac{1}{L}\frac{}{\beta }\mathrm{ln}Z=\frac{I_0^{}(\beta )}{I_0(\beta )}.$$

All other quantities such as correlators can easily be found as well, since we have an explicit and complete set of eigenvalues and their multiplicities.

### 2.2 $`O(N)`$ magnets

The eigenvalues of the $`O(2)`$ problem are found by Fourier transforming the transfer matrix. What we need to do for more general cases can be summarized as Fourier analysis on manifolds more general than the circle. In other words, we want to expand a function taking values on a manifold $``$ into a series, e.g.

$$T()=\underset{l}{}\lambda _lf_l()$$

where the $`f_l()`$ are complete set of orthonormal functions. The eigenvalues of the transfer matrix are the coefficients of the expansion in this basis.

The problem of Fourier analysis on all the manifolds of interest has been solved already. The key is to exploit the symmetry. A familiar example is where the spins take values on the two-sphere $`S^2`$, where the eigenfunctions are called spherical harmonics. In coset language, the two-sphere can be described as the manifold $`S^2=O(3)/O(2)`$: the $`O(3)`$ group consists of rotations, while the $`O(2)`$ subgroup is the set of rotations which leave a given point invariant. Thus different points on $`S^2`$ take values in $`O(3)/O(2)`$. We parameterize the two-sphere by the usual spherical coordinates: a unit three-vector $`\stackrel{}{s}(\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{cos}\theta )`$. To make progress, it is crucial to consider an energy invariant under the $`O(3)`$ rotation group, namely

$$E_{O(3)}=\stackrel{}{s}\stackrel{}{s^{}}=\mathrm{cos}\theta \mathrm{cos}\theta ^{}\mathrm{sin}\theta \mathrm{sin}\theta ^{}\mathrm{cos}(\varphi \varphi ^{}).$$

We can expand the transfer matrix energy into irreducible representations of the rotation group, labeled by an angular momentum $`l`$ and an $`L_z`$ component $`m`$. The eigenfunctions of the transfer matrix are expressed in terms of Legendre polynomials $`P_l`$, whose explicit definition will be given below. One way of showing that the Legendre polynomials are eigenfunctions of the transfer matrix is to show that they obey an addition theorem, for example

$`P_l(\mathrm{cos}\theta \mathrm{cos}\theta ^{}+\mathrm{sin}\theta \mathrm{sin}\theta ^{}\mathrm{cos}(\varphi \varphi ^{}))`$
$`=P_l(\mathrm{cos}\theta )P_l(\mathrm{cos}\theta ^{})+2{\displaystyle \underset{m=0}{\overset{l}{}}}{\displaystyle \frac{(lm)!}{(l+m)!}}P_{lm}(\mathrm{cos}\theta )P_{lm}(\mathrm{cos}\theta ^{})\mathrm{cos}(\varphi \varphi ^{}),`$
where the $`P_{lm}`$ are called associated Legendre polynomials, with $`P_l=P_{l0}`$. One can then expand the function $`e^{\beta x}`$ in terms of Legendre polynomials, and then use the addition theorem to split the $`\theta `$ and $`\theta ^{}`$ dependence. This leaves an integral for the eigenvalue.

To just obtain the eigenvalues of the transfer matrix, one does not have to go to all the complications of generalized addition theorems. Mathematicians have developed more in-depth ways of deriving the eigenfunctions, and then the addition theorem comes as a consequence of the computation. A geometric method is discussed in , while a much more explicit method is discussed in . We will require the methods of the latter in order to treat the $`Sp(N)`$ magnet, where the spins do not take values on a symmetric space. (A symmetric space $`G/H`$ has $`H`$ a maximal subgroup of $`G`$; the importance here is that when the spins take values in a symmetric space, the transfer matrix depends on only one parameter.)

First we find the eigenvalues for an $`O(N)`$-invariant magnet, where the spins $`\stackrel{}{s}`$ take values on the manifold $`O(N)/O(N1)`$, which is the $`(N1)`$-sphere $`S^{N1}`$. We take the energy between nearest neighbors to be

$$E_{O(N)}=\stackrel{}{s}\stackrel{}{s^{}}.$$
(6)
An eigenvalue $`\lambda _l`$ associated with eigenfunction $`f_l(\stackrel{}{s})`$ is given by the equation

$$\lambda _l^{O(N)}f_l(\stackrel{}{s})=_{S^{N1}}[D\stackrel{}{s^{}}]e^{\beta \stackrel{}{s}\stackrel{}{s^{}}}f_l(\stackrel{}{s^{}}).$$
(7)
where $`[D\stackrel{}{s^{}}]`$ is the usual measure on the $`N1`$ sphere, normalized so that $`[D\stackrel{}{s^{}}]=1`$. The unit $`N`$-vector $`\stackrel{}{s}`$ depends on $`N1`$ angles, but the energy only depends on the angle between the two spins. This means that to compute the eigenvalue, we need do only one integral. Put in terms of the $`O(3)`$ spherical harmonics, it means that the eigenvalues depend only the value of $`l`$ and not $`m`$. Explicitly, if one sets $`\stackrel{}{s}=(0,0,\mathrm{},0,1)`$, the integrand in (7) depends on only a single angle $`\theta `$. We can then do the integral over all the other angles in (7), and the measure reduces to

$$_{S^{N1}}[D\stackrel{}{s^{}}]=\frac{\mathrm{\Gamma }(N/2)}{\mathrm{\Gamma }((N1)/2)\mathrm{\Gamma }(1/2)}_0^\pi 𝑑\theta \mathrm{sin}^{N2}\theta $$
(8)
The eigenfunctions for all the magnets we study here can be written in terms of Jacobi polynomials $`P_l^{(\mu ,\nu )}(x)`$. These are orthogonal polynomials of order $`x^l`$, and a number of useful properties are collected in the appendix. The eigenfunctions for the $`O(N)`$ magnet with energy (6) are given by $`P^{(r,r)}(\mathrm{cos}\theta ),`$ where $`r=(N3)/2`$. These are often called Gegenbauer or ultraspherical polynomials. They are indeed orthogonal with respect to the measure (8). The eigenvalues are then given by

$$\lambda _l^{O(N)}P^{(r,r)}(1)=\frac{\mathrm{\Gamma }(N/2)}{\mathrm{\Gamma }((N1)/2)\mathrm{\Gamma }(1/2)}_0^\pi 𝑑\theta \mathrm{sin}^{N2}(\theta )e^{\beta \mathrm{cos}\theta }P^{(r,r)}(\mathrm{cos}\theta )$$

Using the integral in the appendix for $`\mu =\nu =(N3)/2`$ gives

$$\lambda _l^{O(N)}=e^\beta \frac{\mathrm{\Gamma }(N/2)\mathrm{\Gamma }(N/21/2+l)}{\mathrm{\Gamma }(1/2)\mathrm{\Gamma }(N1+2l)}M(N/21/2+l,N1+l,2\beta ).$$

The function $`M`$ is called Kummer’s function, and is a confluent hypergeometric function. Its definition and the differential equation it satisfies are given in the appendix. Using the double-argument formula for gamma functions  and the identity (37) with $`\nu =N/21+l`$ gives our result

$$\lambda _l^{O(N)}=\mathrm{\Gamma }(N/2)\left(\frac{\beta }{2}\right)^{N/21+l}I_{N/21+l}(\beta )$$
(9)
Note that the eigenvalues reduce to the rotor result (5) when $`N=2`$. Note also that $`O(N)`$ ferromagnets and antiferromagnets are essentially the same, because redefining $`\stackrel{}{s}\stackrel{}{s}`$ for every other spin sends $`\beta \beta `$. This transformation $`\theta \pi \theta `$ leaves the measure of the integral invariant, and $`\lambda _l^{O(N)}(\beta )=(1)^l\lambda _l^{O(N)}(\beta )`$.

As a function of $`\beta `$, the Bessel function is analytic for all $`\beta `$. Moreover $`I_\gamma (\beta )>I_{\gamma +1}(\beta )`$ for any $`\beta `$ as long as $`\gamma `$ is positive. Thus the free energy does not have any singularities as long as $`\gamma `$ remains finite. One might hope something interesting happens when $`N\mathrm{}`$, but in Section 3 we will show that in this case there is still no transition.

### 2.3 $`SU(N)`$ magnets

The computation for the $`SU(N)`$ case is very similar to that of the $`O(N)`$ case, but we will see in the next section how there is a completely new phase.

The $`SU(N)`$ magnet is defined in terms of a complex $`N`$-vector $`z`$ obeying $`z^{}z=1`$. The energy for adjacent sites is

$$E^{SU(N)}=|z^{}z^{}|^2.$$
(10)
This energy is not only invariant under global $`SU(N)`$ rotations, but is invariant under local (gauge) transformations $`z(x)e^{i\alpha (x)}z(x)`$ at any site $`x`$. The vector $`z`$ takes values on a complex sphere $`U(N)/U(N1)`$, which as a manifold is identical to the real $`2N1`$-sphere $`O(2N)/O(2N1)`$. However, the $`U(1)`$ gauge symmetry can be used to effectively reduce the number of degrees of freedom in the problem by 1. For example, one can set the last component of $`z`$ to be real at every site, so $`z`$ effectively takes values on the manifold

$$\frac{U(N)}{U(N1)\times U(1)}.$$

This manifold is a symmetric space, and is known as the complex projective space $`CP^{N1}`$.

Like the $`O(N)`$ case, the energy between adjacent sites depends only on a single angle $`\theta `$, where $`z^{}z^{}=\mathrm{cos}\theta `$ (any phase can always be gauged away). Then the normalized measure can be written as

$$_{CP^{N1}}[Dz^{}]=2(N1)_0^{\pi /2}𝑑\theta \mathrm{sin}^{2N3}\theta \mathrm{cos}\theta $$
(11)
The eigenvectors of the $`CP^{N1}`$ transfer matrix are Jacobi polynomials as well, namely

$$P_l^{(N2,0)}(\mathrm{cos}2\theta ).$$

The $`N=2`$ case reduces to the ordinary real two-sphere, and indeed the $`P_l^{(0,0)}`$ are ordinary spherical harmonics. The $`SU(N)`$ symmetry means that the eigenvalues have degeneracies. For example, we saw in section 2.1 that for $`N=2`$ the eigenvalue depends only on $`l`$ and not the $`S_z`$ value $`m`$. For $`N=2`$, the degeneracy $`D_l`$ of $`\lambda _l`$ is of course $`2l+1`$; the generalization to all $`N`$ is

$$D_l=\frac{(2l+N1)\mathrm{\Gamma }^2(l+N1)}{\mathrm{\Gamma }(N)\mathrm{\Gamma }(N1)\mathrm{\Gamma }^2(l+1)}$$
(12)
The eigenvalues are given by

$`\lambda _l^{SU(N)}P_l^{(N2,0)}(1)`$ $`=`$ $`2(N1){\displaystyle _0^{\pi /2}}𝑑\theta \mathrm{sin}^{2N3}\theta \mathrm{cos}\theta e^{\beta \mathrm{cos}^2\theta }P_l^{(N2,0)}(\mathrm{cos}2\theta )`$ (13)
$`=`$ $`{\displaystyle \frac{N1}{2^{N1}}}{\displaystyle _1^1}𝑑x(1x)^{N2}e^{\beta (1+x)/2}P_l^{(N2,0)}(x)`$ (15)
where $`x=\mathrm{cos}2\theta `$. Using the integral in the appendix for $`\mu =N2`$, $`\nu =0`$ gives

$`\lambda _l^{SU(N)}=\beta ^l{\displaystyle \frac{\mathrm{\Gamma }(N)\mathrm{\Gamma }(l+1)}{\mathrm{\Gamma }(N+2l)}}M(l+1,N+2l,\beta )`$ (16)
For finite $`N`$ and $`\beta `$, these are analytic functions. Note that, unlike for $`O(N)`$ magnets, $`\beta >0`$ and $`\beta <0`$ are not equivalent here. For positive $`\beta `$, we have a ferromagnet: the energy favors aligned spins: a neighbor of $`z=(0,0,\mathrm{},0,1)`$ is in the same state $`z^{}=z`$ (up to a phase). However, $`\beta <0`$ does not correspond to an antiferromagnet: the energy favors the neighbor $`z^{}`$ being in any state orthogonal to $`z`$, i.e., $`z^{}z^{}=0`$. There is a unique orthogonal state only for $`N=2`$. Thus, with the exception of $`SU(2)`$, the $`SU(N)`$ model (10) is ferromagnetic when $`\beta >0`$, but is not an antiferromagnet when $`\beta <0`$. For a proper generalization of an antiferromaget, one needs to designate among the $`N1`$ vectors orthogonal to $`z=(0,0,\mathrm{},0,1)`$ one that can be called “antiparallel” to it, for example, $`z^{}=(0,0,\mathrm{},1,0)`$. Doing so manifestly breaks the $`SU(N)`$ symmetry, as we discuss next.

### 2.4 $`Sp(N)`$ magnets

The $`SU(2N)`$ magnet can be deformed in an interesting way by breaking the $`SU(2N)`$ symmetry to $`Sp(N)`$. The main novelty of this $`Sp(N)`$ magnet is that the phase transition can occur at an antiferromagnetic value of $`\beta `$. The energy between adjacent sites is

$$E^{Sp(N)}=a|z^{}z^{}|^2b|zJz^{}|^2.$$
(17)
where $`z`$ is a $`2N`$-dimensional complex vector, and $`J`$ is the $`2N\times 2N`$ dimensional matrix $`i\sigma _yI`$, where I is the $`N`$-dimensional identity matrix, and $`\sigma _x`$ the Pauli matrix. The second term breaks the $`SU(2N)`$ symmetry, but preserves an $`Sp(N)`$ subgroup. The case $`b=0`$ reduces to the $`SU(2N)`$ ferromagnet discussed above. The case $`a=0`$, studied by Read and Sachdev , is a large-$`N`$ generalization of an antiferromagnet. Indeed, the energy

$$|zJz^{}|^2=\left|\underset{i=1}{\overset{N}{}}z_{2i1}z_{2i}^{}+z_{2i}z_{2i1}^{}\right|^2$$

is minimized when vectors $`z`$ and $`z^{}`$ are locked in adjacent flavors $`2i1`$ and $`2i`$, e.g., $`z=(0,0,\mathrm{},0,1)`$ and $`z^{}=(0,0,\mathrm{},1,0)`$, analogues of spin-down $`(0,1)`$ and spin-up $`(1,0)`$ in $`SU(2)`$.

Like the $`SU(N)`$ magnet, the generalized model has a local $`U(1)`$ symmetry. Just like the complex sphere $`U(N)/U(N1)`$ is identical as a manifold to the real sphere $`O(2N)/O(2N1)`$, the “quaternionic sphere” $`Sp(N)/Sp(N1)`$ is identical as a manifold to the complex sphere $`U(2N)/U(2N1)`$ (which in turn is equivalent the real $`4N1`$-sphere $`O(4N)/O(4N1)`$). When we fix a gauge, then $`z`$ takes values on the manifold

$$\frac{Sp(N)}{Sp(N1)\times U(1)}.$$
(18)
It is easiest to study first the special point $`a=b`$, where the gauge symmetry is enhanced to $`SU(2)=Sp(1)`$. The $`SU(2)`$ gauge symmetry (a subgroup of the $`Sp(2N)`$) mixes the $`2i1`$ and $`2i`$ components of $`z`$ and also mixes $`z`$ and $`z^{}`$. Precisely, if we arrange these components into the matrix

$$M_i=\left(\begin{array}{cc}z_{2i1}& z_{2i}^{}\\ z_{2i}& z_{2i1}^{}\end{array}\right)$$

then all the $`M_i`$ transform under the gauge symmetry as

$$M_iM_iU_i,$$

where $`U_i`$ is an element of $`SU(2)`$. The energy is invariant under these transformations even though $`U_i`$ can be different at every point. If we use this symmetry to fix a gauge (e.g. $`z_{N1}=\mathrm{sin}(\theta _{N1})`$, $`z_N=\mathrm{cos}(\theta _{N1})`$), then $`z`$ for $`a=b`$ takes values on the manifold

$$\frac{Sp(N)}{Sp(N1)\times Sp(1)},$$

which we call $`QP^{N1}`$. Solving this case is almost the same as the $`SU(N)`$ case, because this is a symmetric space. The energy between adjacent sites depends on only one variable, and the measure becomes

$$_{QP^{N1}}[Dz^{}]=4(N1)(2N1)_0^{\pi /2}𝑑\theta \mathrm{sin}^{4N5}\theta \mathrm{cos}^3\theta $$
(19)
The eigenfunctions of the transfer matrix are the Jacobi polynomials $`P^{(2N3,1)}(\mathrm{cos}2\theta )`$ . Using the integral in the appendix yields

$`\lambda _l^{QP}=\beta ^l{\displaystyle \frac{\mathrm{\Gamma }(2N)\mathrm{\Gamma }(l+2)}{\mathrm{\Gamma }(2N+2l)}}M(l+2,2N+2l,\beta )`$ (20)
For $`N=2`$, this is equivalent to the $`O(5)`$ magnet.

The calculation for $`ab`$ is more complicated. The reason is that the energy between adjacent sites depends now on two angles: the manifold (18) is not a symmetric space. Luckily, the work of  allows us to solve this case as well. It is convenient to write coordinates for the quaternionic sphere $`Sp(N)/Sp(N1)`$ in terms of angles $`\theta _i`$ describing an ordinary $`N1`$-dimensional sphere, namely

$`q_1`$ $`=`$ $`\mathrm{sin}\theta _{N1}\mathrm{}\mathrm{sin}\theta _2\mathrm{sin}\theta _1`$
$`q_2`$ $`=`$ $`\mathrm{sin}\theta _{N1}\mathrm{}\mathrm{sin}\theta _2\mathrm{cos}\theta _1`$
$`q_3`$ $`=`$ $`\mathrm{sin}\theta _{N1}\mathrm{}\mathrm{sin}\theta _3\mathrm{cos}\theta _2`$
$`\mathrm{}`$
$`q_{N1}`$ $`=`$ $`\mathrm{sin}\theta _{N1}\mathrm{cos}\theta _{N2}`$
$`q_N`$ $`=`$ $`\mathrm{cos}\theta _{N1}`$
Then we have

$`z_{2i1}`$ $`=`$ $`q_ie^{i\phi _{2i1}}\mathrm{cos}\omega _i`$
$`z_{2i}`$ $`=`$ $`q_ie^{i\phi _{2i}}\mathrm{sin}\omega _i`$
The angles take values in

$$0\theta _i\pi /20\omega _i\pi /20\phi _i2\pi .$$

Setting $`z_i=(0,0,\mathrm{},0,1)`$ corresponds to all coordinates $`\theta _i=\phi _i=\omega _i=0`$ except $`\omega _N=\pi /2`$. Then the energy (17) is

$$(a\mathrm{sin}^2\omega _N^{}+b\mathrm{cos}^2\omega _N^{})\mathrm{cos}^2\theta _{N1}^{}$$

This indeed depends on two angles, except in the $`SU(2)`$ gauge-invariant case $`a=b`$. In terms of these two variables, the measure is

$$_{RS}[Dz]=8(N1)(2N1)_0^{\pi /2}𝑑\theta \mathrm{sin}^{4N5}\theta \mathrm{cos}^3\theta _0^{\pi /2}𝑑\omega \mathrm{sin}\omega \mathrm{cos}\omega $$
(21)
where we have dropped the now-unnecessary subscripts and primes.

The eigenvectors of the corresponding transfer matrix are now labelled by two indices, $`0l^{}l<\mathrm{}`$. They are written in terms of Jacobi polynomials as

$$\mathrm{cos}^{ll^{}}\theta P_{ll^{}}^{(0,0)}(\mathrm{cos}2\omega )P^{(2N3,ll^{}+1)}(\mathrm{cos}2\theta )$$

One can easily check that they are indeed orthogonal with respect to the measure (21). The eigenvalues $`\lambda _{ll^{}}`$ of the transfer matrix in the Read-Sachdev case $`a=0`$, $`b=1`$ are therefore given by

$`\lambda _{ll^{}}^{RS}P_{ll^{}}^{(0,0)}(1)P^{(2N3,ll^{}+1)}(1)=8(N1)(2N1){\displaystyle _0^{\pi /2}}𝑑\theta \mathrm{sin}^{4N5}\theta \mathrm{cos}^3\theta `$
$`\times {\displaystyle _0^{\pi /2}}d\omega \mathrm{sin}\omega \mathrm{cos}\omega e^{\beta \mathrm{cos}^2\omega \mathrm{cos}^2\theta }P_{ll^{}}^{(0,0)}(\mathrm{cos}2\omega )P^{(2N3,ll^{}+1)}(\mathrm{cos}2\theta )`$
Using the integral in the appendix twice, we find that

$$\lambda _{ll^{}}^{RS}=(\beta )^{ll^{}}\mathrm{\Gamma }(2N)\underset{j=0}{\overset{\mathrm{}}{}}\beta ^jA_j(l,l^{})$$

where

$$A_j(l,l^{})=\frac{\mathrm{\Gamma }(ll^{}+1+j)\mathrm{\Gamma }(\frac{3}{2}l\frac{3}{2}l^{}+2+j)\mathrm{\Gamma }(\frac{1}{2}l\frac{1}{2}l^{}+1+j)}{j!\mathrm{\Gamma }(2l2l^{}+2+j)\mathrm{\Gamma }(\frac{1}{2}l\frac{3}{2}l^{}+1+j)\mathrm{\Gamma }(2N+\frac{1}{2}l+\frac{1}{2}l^{}+j)}$$

This series be rewritten in terms of a confluent hypergeometric function if desired. For the ground state $`l=l^{}=0`$, it simplifies to

$$\lambda _{00}^{RS}=M(1,2N,\beta ).$$

The lowest eigenvalue is identical to that for the $`SU(2N)`$ magnet, but the general eigenvalues are not the same.

## 3 Phase transitions as $`N\mathrm{}`$

In this section we study systems with the number of sites $`L\mathrm{}`$. This means that the free energy follows from the largest eigenvalue $`\lambda _0`$ of the transfer matrix. We saw in the last section that in all cases, $`\lambda _0`$ is analytic function of the inverse temperature $`\beta `$ for any finite $`N`$. Thus the only possibility for a phase transition is if this function develops a singularity as $`N\mathrm{}`$.

### 3.1 No transition in the $`O(N)`$ magnet

It is useful to study the $`O(N)`$ magnets first. We need to use the asymptotic formula for Bessel functions, valid when $`\gamma `$ is large :

$$I_\gamma (\gamma y)\frac{1}{\sqrt{2\pi \gamma }}\frac{e^{\gamma (\sqrt{1+y^2}\xi ^1)}}{(1+y^2)^{1/4}}$$

where

$$\xi ^1\mathrm{ln}(1+\sqrt{1+y^2})\mathrm{ln}(y)$$

This formula implies that to have a non-trivial large $`N`$ limit, we need to take the inverse temperature $`\beta `$ to $`\mathrm{}`$ as well, leaving the model in terms of the new variable $`y2\beta /(N2)`$. Using this formula and some algebra gives the eigenvalue ratios to be

$$\frac{\lambda _{l+1}^{O(N)}(y)}{\lambda _l^{O(N)}(y)}=e^{\xi ^1}$$

When we write quantities as a function of $`y`$, we mean that the expression is valid up to terms of order $`1/N`$. The two-point function is

$$\stackrel{}{s}_i\stackrel{}{s}_{i+R}\left(\frac{\lambda _1}{\lambda _0}\right)^R,$$

so $`\xi `$ is indeed the correlation length. At zero temperature ($`y\mathrm{}`$), $`\xi `$ diverges, just like the one-dimensional Ising model. This is the usual zero-temperature behavior in one-dimensional classical models. The correlation length does not diverge for any other value of temperature, but note that at infinite temperature, $`\xi 0`$. This is a state where the system is completely disordered: every site is essentially independent of any other site, because all configurations have the same weight in the partition sum. It is also useful to compute the internal energy. This is defined as

$$U=\frac{}{y}\mathrm{ln}\lambda _0.$$

Using the asymptotic formula for the Bessel function gives

$$\frac{U^{O(N)}(y)}{N}=\frac{1\sqrt{1+y^2}}{y}$$

In the $`N\mathrm{}`$ limit, the internal energy is proportional to $`N`$, so it is the energy per component which remains finite.

### 3.2 Transitions in the $`SU(N)`$ and $`Sp(N)`$ magnets

The $`SU(N)`$ and $`Sp(N)`$ magnets each have a phase transition when $`N\mathrm{}`$. The lowest eigenvalue is given by for example

$$\lambda _0^{SU(N)}=M(1,N,\beta ).$$

As detailed in the last section, for the Read-Sachdev case $`\lambda _{00}^{RS}=\lambda _0^{SU(2N)}`$. To find the large $`N`$ behavior, it is useful to examine the differential equation (36) for $`M(a,N,Ny)`$ directly. Then one can see how one can neglect various terms in the equation in various regimes, and then easily solve the equation. This sort of analysis is called boundary-layer theory, and the techniques are discussed at length in . Rewriting (36) in terms of $`y=\beta /N`$, one has

$$\frac{y}{N}\frac{d^2M}{dy^2}+(1y)\frac{dM}{dy}aM=0.$$
(22)
In the large $`N`$ limit, we can neglect the first term as long as $`y<1`$. This shows that

$$\underset{N\mathrm{}}{lim}M(a,N,Ny)=\frac{1}{(1y)^a}\text{ for }y<1.$$
(23)
This formula can be verified by using Stirling’s formula in the series expression (35) for $`M`$. The lowest eigenvalue at large $`N`$ is therefore

$`\lambda _0^{SU(N)}(y){\displaystyle \frac{1}{1y}}\text{ for }y<1.`$ (24)
Two important results are apparent from this formula. First, there is a singularity at $`y=1`$. Second, $`U^{SU(N)}(y)`$ for $`y<1`$ does not grow with $`N`$, and so the internal energy per component vanishes. A vanishing internal energy is characteristic of infinite temperature. The remarkable characteristic of the $`SU(N)`$ magnet is that this behavior persists all the way from infinite temperature $`y=0`$ to a finite temperature $`y=1`$.

In fact, the correlation length vanishes for all $`y<1`$. This follows from the ratio of the first two eigenvalues:

$`{\displaystyle \frac{\lambda _1^{SU(N)}(y)}{\lambda _0^{SU(N)}(y)}}`$ $`=`$ $`(Ny){\displaystyle \frac{1}{N(N+1)}}{\displaystyle \frac{M(2,N+2,Ny)}{M(1,N,Ny)}}`$
$``$ $`{\displaystyle \frac{y}{N(1y)}}\text{ for }y<1.`$
As $`N\mathrm{}`$, this vanishes if $`y<1`$. Most scale-invariant critical points have diverging correlation length. At the phase transition at $`y=1`$, the correlation length vanishes. We call a phase with vanishing correlation length seriously disordered. This distinguishes it from the $`y>1`$ phase, which is a conventional disordered phase with a finite, non-zero correlation length. In the seriously-disordered phase, the eigenfunction is $`P_0=1`$. This eigenfunction gives equal probabilities to all configurations. Basically, what has happened is that the energy has been swamped by the entropy. For large $`N`$, there are so many possible spin configurations that if $`y<1`$, the energy term is too small to make a difference. This is apparent in the integral (15). The measure favors configurations where the angle $`\theta `$ between nearest-neighbor spins is near $`\pi /2`$. The reason is as stated before: for a fixed $`z`$, there is only one value of $`z^{}`$ where $`z^{}z^{}=1`$ but there are many with $`z^{}z^{}=0`$. The energy favors aligned spins, and at $`y=1`$ the energy term is strong enough to cause a transition to a phase with finite correlation length. The phase for $`y>1`$ is still a disordered phase, but a conventional one, as occurs in the $`O(N)`$ magnets. Note that this phase transition occurs in the ferromagnetic phase ($`\beta >0`$). If $`\beta <0`$, the energy and the entropy both favor disorder, so the system is always seriously disordered.

We have asserted but not yet proven that for $`y>1`$, the internal energy is non-zero and the correlation length is finite. The expression (23) for $`M`$ in the large-$`N`$ limit is not valid for $`y>1`$, because the first term in the differential equation (22) can no longer be neglected when $`(y1)`$ is of order $`1/\sqrt{N}`$. To understand $`y>1`$, it is useful to derive a differential equation for

$$U=\frac{\frac{d}{dy}M(1,N,Ny)}{M(1,N,y)}$$

directly. One has

$`y{\displaystyle \frac{d}{dy}}U`$ $`=`$ $`y{\displaystyle \frac{M^{\prime \prime }}{M}}+y\left({\displaystyle \frac{M^{}}{M}}\right)^2`$ (25)
$`=`$ $`UN(y1)N+yU^2`$ (27)
where we utilized (22). The internal energy for $`y<1`$ is a solution of this equation with $`U`$ finite, found by neglecting the left-hand side and the last term on the right-hand side. It is

$$U^{SU(N)}(y)=\frac{1}{y1}y<1$$

The solution of the differential equation (27) for $`N`$ large and $`y>1`$ comes by assuming $`U/N`$ is finite. Then one neglects the left-hand-side and the second term on the right-hand side, yielding

$$\frac{U^{SU(N)}(y)}{N}=\frac{1y}{y}y>1$$

One can find the $`1/N`$ corrections to these expressions systematically. For example, one can show that the lowest eigenvalue $`\lambda _0`$ for $`y>1`$ is to next order in $`N`$:

$$\lambda _0^{SU(N)}(y)=A_Ne^{N(y1)}y^{1N}y>1$$
(28)
where $`A_N=\sqrt{2\pi N}`$.

The ratio of the first two eigenvalues for $`y>1`$ follows from a similar computation, yielding

$`{\displaystyle \frac{\lambda _1^{SU(N)}(y)}{\lambda _0^{SU(N)}(y)}}`$ $`=`$ $`{\displaystyle \frac{y}{N+1}}{\displaystyle \frac{M(2,N+2,Ny)}{M(1,N,Ny)}}`$
$``$ $`{\displaystyle \frac{y1}{y}}y>1`$
Thus we see that the correlation length indeed goes to zero as $`y1`$ from above. This is a second-order phase transition: the energy is continuous but its derivative is discontinuous. For the Read-Sachdev $`Sp(N)`$ magnets, the formula is similar:

$`{\displaystyle \frac{\lambda _1^{RS}(y)}{\lambda _0^{RS}(y)}}`$ $``$ $`\sqrt{{\displaystyle \frac{y1}{y}}}y>1`$
### 3.3 Near the phase transition

The expression for the eigenvalues in terms of the Kummer function $`M`$ is valid for any value of $`y`$ and $`N`$, but the expressions derived for the large-$`N`$ limit break down when $`|y1|`$ is of order $`(\sqrt{N})`$. All the terms in the differential equations (22,27) need to be included in this region.

To understand the transition region, we study the physics in terms of the variable

$$x\sqrt{N}(y1).$$

The differential equation for the lowest eigenvalue (22) becomes (in the $`SU(N)`$ case)

$$\left(1+\frac{x}{\sqrt{N}}\right)\frac{d^2\lambda _0}{dx^2}x\frac{d\lambda _0}{dx}\lambda _0=0.$$
(29)
For $`N`$ large, we can neglect the term with the $`1/\sqrt{N}`$ in it. Thus the subsequent analysis will be valid up to terms of order $`1/\sqrt{N}`$, as opposed to equations in the last section, which have corrections of order $`1/N`$. Solving this differential equation by plugging in the series

$$\lambda _0=\underset{j=0}{\overset{\mathrm{}}{}}m_jx^j,$$

requires that

$$m_{j+2}=\frac{1}{j+2}m_j$$

Plugging this in and summing the series, the solution near $`y1`$ for large $`N`$ is therefore

$$\lambda _0=m_0e^{x^2/2}+m_1xM(1,3/2,x^2/2)$$
(30)
where the $`M`$ is indeed our friend the Kummer function. Thus we have shown that the eigenvalue $`\lambda _0=M(1,N,Ny)`$ near $`y1`$ at large $`N`$ is related to a Kummer function with different arguments. To fix the values of $`m_0`$ and $`m_1`$, we need to match this onto the value of $`\lambda _0`$ in the high-temperature phase (24) and in the low-temperature phase (28). From , we have the asymptotic formula

$$M(1,3/2,z)\frac{1}{2}\sqrt{\frac{\pi }{z}}e^zz\text{ large}$$

Matching while neglecting terms of order $`1/\sqrt{N}`$ yields $`m_0=m_1\sqrt{\pi /2}`$. Matching this with the numerical result for $`A_N`$ given in the last section gives

$$m_0=\sqrt{\frac{\pi N}{2}}m_1=\sqrt{N}$$

The two terms in (30) cancel when $`x`$ is large and negative, but add when $`x`$ is large and positive.

With a little work, one can now derive the specific heat

$$C=\frac{dU}{d(1/y)}$$

everywhere, including at $`y=1`$. We find $`C=1`$ for $`y<1`$, $`C=0`$ for $`y<1`$, and $`C=1(2/\pi )`$ for $`y=1`$. The traditional critical exponents can be defined when $`N=\mathrm{}`$. For the specific heat, we have $`\alpha =0`$, while the correlation length goes to zero logarithmically, so $`\nu =0`$ as well.

## 4 First-order transition for three sites

In section 2 we found all the eigenvalues and their degeneracies for the $`SU(N)`$ magnet. This means that we can also study phase transitions where the number of sites $`L`$ is finite as well as the infinite-$`L`$ case studied in section 3. The phase transition persists all the way down to two sites. A remarkable result of the mean-field-theory analysis of  is that for three sites (and only for three sites), the transition becomes first-order. We verify this result in this section.

The partition function for the $`SU(N)`$ magnet with periodic boundary conditions for any number of sites $`L`$ is given by

$$Z=\underset{l=0}{\overset{\mathrm{}}{}}D_l(\lambda _l)^L$$

where the eigenvalues $`\lambda _l`$ and their degeneracies $`D_l`$ are given by (16) and (12) respectively. In this section we study only the $`SU(N)`$ magnet, so we will omit the $`SU(N)`$ superscripts. If one takes $`L\mathrm{}`$ before taking $`N\mathrm{}`$, the partition function is dominated by the largest eigenvalue $`\lambda _0`$ no matter what the degeneracy $`D_l`$ is. However, for finite $`L`$, the fact that $`D_l`$ grows quite quickly with $`l`$ and $`N`$ means that the largest eigenvalue does not necessarily dominate the partition function, but instead

$$ZD_{l_0}\lambda _{l_0}^L$$

for some $`l_0`$ which may not be zero.

All the eigenvalues with finite $`l`$ (so that $`l/N0`$ as $`N\mathrm{}`$) have the same kind of singularity as $`y1`$. Thus if the effect of including the degeneracy merely shifts $`l_0`$ to some finite value, the second-order transition remains. To find a first-order transition, we need to study the eigenvalues when $`N\mathrm{}`$ with $`l/N`$ remaining finite. It is convenient to fix the inverse temperature $`y`$ and study the problem as a function of $`r`$, defined as

$$r=2\frac{l}{N}.$$

At some value $`r=r_0`$, $`D(r)\lambda (r,y)^L`$ is a maximum; at this value the free energy is minimized (the path integral has a saddle point). The behavior of the eigenvalues at non-zero $`r`$ can be found by doing a saddle-point approximation to the integral representation of the Kummer function, or by deriving a differential equation for $`M^{}/M`$ in the manner of (27). To leading order in $`N`$,

$`{\displaystyle \frac{2}{N}}\mathrm{ln}(\lambda (r,y))`$ $`=`$ $`A+y1+\mathrm{ln}(2)+r\mathrm{ln}(y)+(r+1)\mathrm{ln}(r)`$ (33)
$`\mathrm{ln}(y1+A)(r+1)\mathrm{ln}\left((r+1)^2y+(r+1)A\right)`$
where

$$A=\sqrt{(r+1)^2+(y1)^21}.$$

At large $`N`$ and $`l`$, the degeneracy behaves as

$`{\displaystyle \frac{1}{N}}\mathrm{ln}(D(r))=(r+2)\mathrm{ln}(r+2)r\mathrm{ln}(r)2\mathrm{ln}(2)`$ (34)
The degeneracy is a group-theoretical factor and is independent of the inverse temperature $`y`$.

A first-order transition occurs if $`r_0`$ jumps discontinuously as $`y`$ is varied. What can happen is that $`D(r)\lambda (r,y)^L`$ can develop another maximum as a function of $`r`$. At some value $`y=y_0`$, one can have two peaks at the same place:

$`D(r_1)\lambda (r_1,y_0)^L`$ $`=`$ $`D(r_2)\lambda (r_2,y_0)^L`$
$`{\displaystyle \frac{d}{dr}}\left[D(r)\lambda (r,y_0)^L\right]_{r=r_1}`$ $`=`$ $`{\displaystyle \frac{d}{dr}}\left[D(r)\lambda (r,y_0)^L\right]_{r=r_2}=0.`$
If this happens, the free energy has two minima as a function of $`r`$. This is the mark of a first-order transition: the internal energy will not be continuous in $`y`$ because the value of $`r_0`$ jumps from $`r_1`$ to $`r_2`$ as $`y`$ is varied. We find that for $`L=3`$, this indeed happens. In Fig. 1, we plot the free energy per site $`F/3=\mathrm{ln}[D(r)\lambda (r,y)^3]/(3y)`$ for values of $`y`$ just below, above, and at the transitional value $`y_0=.900312694913\mathrm{}`$. At the phase transition, the value of $`r_0`$ jumps from $`0`$ to $`.0197950036795\mathrm{}`$. This is small, but the transition is definitely first order, as shown in . The transition occurs for $`y<1`$, so the internal energy jumps from $`0`$ to a finite value. No transition occurs at $`y=1`$, because the saddle point is already away from $`r=0`$.

For any other value of $`L`$, the transition is second-order as before; no second minimum seems to occur. Due to the unwieldiness of the expression (33), we have not been able to prove this in general, but it is easy to see by looking at the curves numerically. Since the first-order transition is so weak for three sites, it would indeed be surprising if the effect of the degeneracies were to overcome the behavior of the eigenvalues for larger $`L`$. To see this in more detail, let us examine some limits. At large $`r`$, the eigenvalue goes to zero as $`(yr)^{Nr}e^{Nr}`$, while the degeneracy only grows as $`r^{2N}`$. Thus $`r_0`$ must be finite. The behavior for small $`r`$ crucially depends on whether $`y`$ is greater or less than $`1`$. For $`y<1`$, $`D(0)\lambda (y,0)^L=1`$, and the slope at $`r=0`$ is negative. For $`y>1`$, $`D(0)\lambda (y,0)^L`$ depends on $`y`$ and the slope at $`r=0`$ is positive. The simplest behavior for $`y<1`$ consistent with these limits is to have $`D(r)\lambda (y,r)^L`$ fall off monotonically from $`1`$ to zero. The simplest behavior for $`y>1`$ is for $`D(r)\lambda (y,r)^L`$ to rise up to a single maximum at some value $`r=r_0`$, and then fall off to zero for large $`r`$. By studying plots of the free energy, it seems that this simple scenario is realized for all $`L`$ larger than $`3`$. For $`L>3`$ and $`y<1`$, $`r_0=0`$, so the partition function is dominated by an eigenvalue with finite $`l`$. As $`y`$ is increased past $`1`$, $`r_0`$ becomes non-zero. There is only a single peak, so $`r_0`$ varies continuously with $`y`$, so the minimum value of the free energy is also varies continuously. This means that for $`L>3`$ the only phase transition is a second-order one at $`y=1`$.

We are very grateful to Shivaji Sondhi for many interesting conversations and for collaboration on . We are also grateful to R. Moessner and N. Read for helpful conversations. The work of P.F. is supported by NSF Grant DMR-0104799, a DOE OJI Award, and a Sloan Foundation Fellowship. O.T. is supported by NSF Grant DMR-9978074.

## Appendix A Jacobi polynomials and confluent hypergeometric functions

The Jacobi polynomials $`P^{(\mu ,\nu )}(x)`$ can be expressed in terms of a Rodrigues formula

$$(1x)^\mu (1+x)^\nu P_l^{(\mu ,\nu )}(x)=\frac{(1)^l}{2^ll!}\left(\frac{d}{dx}\right)^l\left[(1x)^{l+\mu }(1+x)^{l+\nu }\right]$$

They are defined to be orthogonal with respect to the measure $`dx(1x)^\mu (1+x)^\nu `$:

$$_1^1𝑑x(1x)^\mu (1+x)^\nu P_l^{(\mu ,\nu )}(x)P_k^{(\mu ,\nu )}(x)=0lk$$

Many results on Jacobi polynomials can be found in . One integral we need is

$$_1^1𝑑x(1x)^\mu (1+x)^\sigma P_l^{(\mu ,\nu )}(x)=\frac{2^{\mu +\sigma +1}\mathrm{\Gamma }(\sigma +1)\mathrm{\Gamma }(\mu +l+1)\mathrm{\Gamma }(\sigma \nu +1)}{l!\mathrm{\Gamma }(\sigma \nu l+1)\mathrm{\Gamma }(\mu +\sigma +l+2)}$$

Be aware that there are (different) typos in this formula in both  and in . Another useful result is

$$P^{(\mu ,\nu )}(1)=\frac{\mathrm{\Gamma }(l+\mu +1)}{\mathrm{\Gamma }(l+1)\mathrm{\Gamma }(\mu +1)}$$

Using these two relations we evaluate the integral

$`{\displaystyle _1^1}𝑑x(1x)^\mu (1+x)^\nu e^{\beta (1+x)}P_l^{(\mu ,\nu )}(x)`$
$`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\beta ^j}{j!}}{\displaystyle _1^1}𝑑x(1x)^\mu (1+x)^{\nu +j}P_l^{(\mu ,\nu )}(x)`$
$`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}\beta ^j2^{\mu +\nu +j+1}{\displaystyle \frac{\mathrm{\Gamma }(\nu +j+1)\mathrm{\Gamma }(\mu +l+1)}{l!\mathrm{\Gamma }(jl+1)\mathrm{\Gamma }(\mu +\nu +j+l+2)}}`$
$`=P_l^{(\mu ,\nu )}(1)\mathrm{\Gamma }(\mu +1)\beta ^l{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(2\beta )^k2^{\mu +\nu +l+1}{\displaystyle \frac{\mathrm{\Gamma }(\nu +k+l+1)}{k!\mathrm{\Gamma }(\mu +\nu +k+2l+2)}}`$
$`=P_l^{(\mu ,\nu )}(1)\beta ^l\mathrm{\hspace{0.17em}2}^{\mu +\nu +l+1}{\displaystyle \frac{\mathrm{\Gamma }(\mu +1)\mathrm{\Gamma }(\nu +l+1)}{\mathrm{\Gamma }(\mu +\nu +2l+2)}}M(\nu +l+1,\mu +\nu +2l+2,2\beta )`$
where $`k=jl`$ and we use the fact that $`1/\mathrm{\Gamma }(jl+1)=0`$ for $`jl`$ a negative integer. The function $`M(a,b,z)`$ is known as Kummer’s series:

$$M(a,b,z)=\frac{\mathrm{\Gamma }(b)}{\mathrm{\Gamma }(a)}\underset{k=0}{\overset{\mathrm{}}{}}\frac{z^k}{k!}\frac{\mathrm{\Gamma }(a+k)}{\mathrm{\Gamma }(b+k)}.$$
(35)
The Kummer function is a confluent hypergeometric function because it can be obtained by taking a limit of the hypergeometric function $`{}_{2}{}^{}F_{1}^{}`$ where two singularities coincide. It satisfies the differential equation

$$z\frac{d^2M}{dz^2}+(bz)\frac{dM}{dz}aM=0$$
(36)
$`M`$ is an analytic function of $`a,b`$ and $`z`$; the only way to get singularities is to take some or all of these parameters to infinity. A fact useful for $`O(N)`$ magnets is that the Bessel function $`I_\gamma (z)`$ can be written as

$$I_\gamma (z)=\frac{z^\nu }{2^\nu \mathrm{\Gamma }(\gamma +1)}e^zM(\gamma +1/2,2\gamma +1,2z)$$
(37)


text:
# H𝛼 rotation curves: the soft core question

## 1 INTRODUCTION

Both in physics and in cosmology we face the fundamental problem of a mass component, dark matter, which we feel confident exists because of dynamical astronomical measurements but which we have not yet detected. The only knowledge we have is that it acts gravitationally and that it dominates preferentially on large scales. It is therefore of particular importance to understand its properties to set guidelines in preparing more focused physics experiments to detect it.

If we wish to explore the properties of dark matter, it is necessary to select dark matter dominated galaxies. In the nuclear regions of high surface brightness galaxies (HSB), the baryonic component (disk and bulge) is dominant and therefore masks the contribution of the dark matter to the total mass distribution. On the contrary, late-type dwarf galaxies provide an excellent laboratory to investigate the dark halo properties. Due to their large mass-to-light ratio $`\mathrm{{\rm Y}}_{}`$ and lack of prominent central bulges, these systems are thought to be dark matter dominated at all radii.

LSBs have blue colors, low metallicities, high gas fractions and very extended disks. The low surface brightness of these galaxies is generally interpreted to be due to their having higher disk angular momenta than HSB. All these properties support the idea that LSBs are unevolved galaxies with low current and past star formation rates (van der Hulst et al. 1993; McGaugh & de Blok 1997). Therefore these systems represent ideal candidates for measuring the dark matter distribution and for testing the predictions of theories of galaxy formation.

One of the main goals of current cosmology and particle physics is to determine the nature of the dark matter. The current most popular scenario for the structure formation in the universe is based on the inflationary CDM theory, according to which cosmic structures arise from small Gaussian density fluctuations composed of non-relativistic collisionless particles.

It is well known that while the CDM simulations quite nicely explain most of the observations at large scales, they face serious problems on small scales. One of the most serious discrepancies between theory and observations is related to the central dark density of dark matter dominated galaxies, a fact put forward by Moore (1994), Flores & Primack (1994) and Burkert (1995). Navarro, Frenk & White (1997) find, from detailed cosmological simulations, that the CDM halos have a singular central density (a cuspy core) while the observations tend to support the evidence of a constant central density (a soft core). Higher resolution N-body simulations have showed that the dark density profile is $`\rho `$ r-1.5 at the center, even more cuspy than the NFW model, and hence in starker contrast to the observations (Moore et al. 1999). de Blok, McGaugh & van der Hulst (1996) carried out 21-cm line rotation curves for a sample of LSB galaxies supporting the evidence of a soft core for these systems.

On the other hand, Swaters, Madore & Trewhella (2000) have obtained supplementary data in H$`\alpha `$ for five LSB galaxies and argued that the low resolution HI observations suffered from beam smearing which smoothed the rotation curves and smeared out the effects of a strong central mass concentration. McGaugh, Rubin & de Blok (2001) and de Blok, McGaugh & Rubin (2001) have analyzed the same data concluding that only one of the five LSB galaxies is really affected by beam smearing. In a forthcoming paper, van den Bosch & Swaters (2001) published a catalog of 20 late-type dwarf galaxies. The problem with these data is that the spatial resolution attained is too poor to distinguish the presence of soft cores. Indeed, as expected, the results of the work are non-discriminating. Their conclusion is that there is no convincing evidence against cuspy cores of dwarf galaxy halos, but they point out that the rotation curves studied are also consistent with the presence of soft cores. However, H$`\alpha `$ rotation curves of LSB showed in de Blok, McGaugh & Rubin (2001) are in favour of core-dominated halos.

Results by Salucci & Burkert (2000) and Borriello & Salucci (2001) confirm that most late-type dwarf galaxies are core-dominated in conflict with the cusp predicted by the CDM N-body simulations. Furthermore, an analysis by Salucci (2001) shows evidence for a soft core also in HSB galaxies.

On galaxy cluster scales, the presence of shallow cores for the dark halos is statistically weak, because not many galaxy clusters have yet been properly observed. On the other hand, strong lensing observations of CL0024+1654 allow the production of a mass map of unprecedented resolution. Using these data, Tyson, Kochansky & Dell’Antonio (1998) have shown the presence of a soft core, in conflict with the prediction of the NFW model. Recent X-ray data from Chandra for A1795 have revealed that the mass distribution of this cluster is shallow at the center indicating a soft core (Ettori et al. 2001). Firmani et al. (2000, 2001) extended the analysis of the global halo scales (core radius and central density) from HI rotation curves of core-dominated LSB and dwarf galaxies to galaxy clusters with evidence of soft cores, integrating the available information from the literature. In that early work the authors find that the central density is independent on the halo mass and the core radius scales with the mass when the mass range is increased. One of the purposes of this work is to see if, by using a sample of H$`\alpha `$ rotation curves, we are in agreement with their previous findings.

This paper is organized as follows: in Section 2 we describe our observations and the data reduction while in Section 3 we present our rotation curves and compare our observations with earlier HI data. The mass model and the fits of the observations are presented in Section 4 with the global halo scaling relations. Our results are briefly summarized in the Section 5. We use $`H_o`$=75 km s-1 Mpc-1 throughout the paper.

## 2 THE DATA

### 2.1 Sample

The galaxies presented in this work have been selected from the sample of late-type dwarfs in van den Bosch & Swaters (2001), and from the sample of LSB galaxies in de Blok & McGaugh (1997). The properties of these galaxies are presented in Table 1, which lists the galaxy name (1), the adopted distance using $`H_0`$=75 km s-1 Mpc-1 (2), the disk scale length in kpc (3), the inclination angle (4), the position angle (5), the systemic velocity (6), the central surface brightness (7), the morphological type (8) and the references (9). The first four galaxies are late-type and dwarf galaxies, while the last two are LSB galaxies.

### 2.2 Observations

Observations were carried out at the 3.6 m Telescopio Nazionale Galileo (TNG) in November 2000 and March 2001. We used the d.o.lo.res. instrument in spectroscopic mode with the grism HR-r (0.8 Å pxl-1, $`\lambda `$ (6200,7800) Å and a spatial scale of 0.28′′pxl-1) for all the galaxies except F583-1. For this galaxy we used an innovative VPH (Volume Phase Holographic) dispersing element with 1435 lines/mm and $`\lambda _{blaze}=\lambda _{H\alpha }`$ (the dispersion was about 0.35 Å pxl-1). The slit size was either 1′′ or 1.5′′ depending on the seeing, yielding a spectral resolution of $``$ 3 Å (4.5 Å). We used d.o.lo.res. in photometric mode for the positioning of the slit: by doing this, we were able to ensure that the slit was properly aligned along the major axis of the galaxy as seen on the screen. Cumulative exposure times were half an hour, except for UGC4325 and UGC7603 for which they were one hour. All the 6 galaxies had previous HI published observations. For all galaxies except UGC4325 and UGC4499 Argon comparison lamp frames were taken immediately before and after each object exposure; for UGC4325 and UGC4499 this was not possible because of technical problems, but this did not significantly affect the resulting rotation curves.

### 2.3 Reductions

Red spectra of spiral galaxies at low redshifts typically show the prominent nebular lines of H$`\alpha `$ $`\lambda `$6563, \[N II\] $`\lambda `$$`\lambda `$6548,6583, and \[S II\] $`\lambda `$$`\lambda `$6716,6731; usually, the disk emission is stronger in H$`\alpha `$ than in \[N II\] and \[S II\]; the H$`\alpha `$ line is also more spatially extended than the other four emission features in our six galaxies. For these reasons, we will focus only on the H$`\alpha `$ rotation curves. The strength of the H$`\alpha `$ line, and hence the accuracy of the rotation curves, varies from object to object.

#### 2.3.1 Preliminary Reductions

Standard calibration material includes high signal-to-noise flats (with same slit opening as objects), a series of bias frames and Argon comparison lamp frames. Standard reduction steps were taken: bias subtraction, flat-fielding, and removal of cosmetic defects (hot pixels, bad columns and cosmic rays) were all done using procedures in IRAF.

#### 2.3.2 Wavelength Calibration and Sky Subtraction

A polynomial pixel-wavelength fit was extracted from each Ar calibration spectrum using interactive line identification. Eight to eleven lines were identified in each of the lamp spectra, and a third-order polynomial was fit to derive the dispersion curve. The same calibration lamps were used to model the effect of line-curvature. For UGC4325 and UGC4499, for which we could not take Ar comparison lamp frames right before and after the object spectrum, we used the sky lines for wavelength calibration.

We checked the goodness of the wavelength calibration on the sky lines for each object spectra; that is, after calibration, sky lines should be straight (along the spatial direction) and match the laboratory wavelengths. For all the galaxies except F583-1 the one sigma calibration velocity error was $`\delta v_{cal}`$ $``$ (4,7) km s-1, while for the galaxy F583-1 $`\delta v_{cal}`$ 2.5 km s-1.

After the wavelength calibration test, the sky lines and the sky background were removed by interpolating the regions above and below the galaxy emission with a second-order polynomial.

An example of a two dimensional long slit spectrum after reduction is shown in Figure 1 for the galaxy LSB F583-1; Figure 2 shows the exact position of the long slit on the galaxy.

#### 2.3.3 The Rotation Curves

We measured the centroids at each position (row) along the H$`\alpha `$ galaxy emission by making Gaussian fits to the line profile. The errors were derived by simulating realistic spectra, and estimating the relation $`\delta v_{S/N}=F(S/N)`$ for each spectrum; the S/N threshold was chosen such that $`\delta v_{S/N}`$ 25 km s-1. The final one-sigma velocity error at each position along the major axis is therefore given by $`\delta v=\sqrt{(\delta v_{cal})^2+(\delta v_{S/N})^2}`$.

We assumed, furthermore, that the maximum of the light in the direction perpendicular to the dispersion of the continuum spectrum would coincide with the center of the galaxy. However, in those cases where the continuum was too weak to give a reliable estimate, we used a sigmoid function to fit the unfolded rotation curve and assumed the center of symmetry to be the center of the galaxy. In other words we got an estimate of the dynamical center under the assumption of unperturbed circular motion. In all cases the fit was carried out accounting for the errors estimated as above and the velocity of the center of symmetry was assumed to be the systemic velocity of the galaxy.

The final rotation curves (velocity as a function of the galactocentric distance) were obtained by folding the line-of-sight velocity profiles around the estimated centers (i.e. by combining the approaching and the receding sides) after correction for the inclination of the galaxies ($`v(r)=v_{l.o.s.}/\mathrm{sin}i`$), and by re-sampling the H$`\alpha `$ points every 1.5$`{}_{}{}^{\prime \prime }÷`$3′′, depending on the seeing and the H$`\alpha `$ emission distribution (continuous or clumpy) of each galaxy.

The final one-sigma error $`\mathrm{\Delta }v`$ for each radial velocity point also takes into account the asymmetries in the rotation curve, which are less than 10 km s-1. Finally $`\mathrm{\Delta }v`$ is given by:

$$\mathrm{\Delta }v=\sqrt{rms_v^2+\frac{1}{_{i=1}^N(1/\delta v_i^2)}},$$
(1)
where $`rms_v`$ is the standard deviation of the $`N`$ velocity measurements inside the re-sampling bin and $`\delta v_i`$ is the one-sigma error of the line-of-sight velocity measurements in the bin. The $``$ 50 % asymmetries in the rotation curve (quite common in late-type dwarf galaxies as shown by Richter & Sancisi 1994) are taken into account in the term $`rms_v`$.

The final one-sigma errors for the velocities are, as expected, fairly large when compared to the HI observations, except for the two galaxies UGC7603 and F583-1. For all the galaxies, the major contribution to the final error comes from the $`\delta v_{S/N}`$ term: because of the short exposure times and the intrinsic faintness of the H$`\alpha `$ emission in these galaxies, the H$`\alpha `$ line did not have a high enough S/N to make the term $`\delta v_{S/N}`$ small. The rotation curve of UGC7603 has instead quite small errors, due both to the higher cumulative exposure time and to intrinsicly stronger H$`\alpha `$ emission. The rotation curve of the galaxy F583-1 has very low velocity errors, due to the fact that the corresponding spectrum was taken with the new VPH dispersing element. This newly introduced upgrade in the d.o.lo.res. spectrograph allows a higher spectral resolution together with an enhanced transmission efficiency (Conconi et al. 2001).

## 3 COMPARISON WITH OTHER OPTICAL ROTATION CURVES

High resolution H$`\alpha `$ rotation curves for the two galaxies F571-8 and F583-1 have been published by de Blok, McGaugh & Rubin (2001). In Figure 3 our H$`\alpha `$ rotation curves for these two galaxies are plotted together with the H$`\alpha `$ rotation curves obtained by de Blok, McGaugh & Rubin (2001): for both galaxies, the two independent rotation curves agree very well within the errors.

### 3.1 H$`\alpha `$ vs HI Data

The observed H$`\alpha `$ rotation curves were then compared to the HI rotation curves published in literature, in order to see how strongly the HI rotation curves are affected by beam smearing and to complement the H$`\alpha `$ curves at large distance from the center. Indeed the spatial resolution of the HI data for the LSB galaxies (F571-8 and F583-1) is $``$13′′, while the spatial resolution of the HI data for the late-type dwarf galaxies is $``$30′′. In Figure 4 we show the H$`\alpha `$ rotation curves (this work) with the 21 cm points overplotted (de Blok & McGaugh 1997; van den Bosch & Swaters 2001).

For the three galaxies UGC4325, UGC7603 and UGC11861 the H$`\alpha `$ points agree (within measurement errors) with the HI data; for the two galaxies UGC4499 and F583-1 the H$`\alpha `$ velocities are slightly larger than the HI data in the inner regions, but the velocity differences are always $``$ 5-10 km s-1; only for F571-8 are the H$`\alpha `$ velocities much larger (up to 30 km s-1) than those derived from the 21 cm line.

We conclude that for five of the six galaxies in our sample, the HI rotation curves are not affected substantially by beam smearing. The only galaxy with an HI rotation curve which is apparently affected by beam smearing is F571-8. This galaxy is almost edge-on so the discrepancies could be due to differences in the optical depth and projection effects.

## 4 MODELING

For robust mass modeling, both good spatial resolution in the inner regions and extension of the rotation curves to large radii are necessary. The good spatial resolution in the inner regions is necessary to properly estimate the mass distribution in the nuclear region and to discriminate between cuspy or soft dark matter density cores. The extension to large radii is necessary to better constrain the total mass of the galaxy; it also helps costrain the NFW fits, whose velocities tend to keep rising if not constrained at large radii.

Because the H$`\alpha `$ curves have good spatial resolution and the 21 cm curves go to larger radii, we combine the data to produce hybrid rotation curves. We use these hybrid rotation curves in the following mass modeling in order to see if the observed rotation curves are characterized by soft or cuspy density profiles.

The aim of this work is to test for the existence of soft cores for the observed galaxies. We want to give to the NFW model a maximum chance to match the data. Thus, since for these galaxies the luminous component contribution to the gravitational potential seem not to be dominant, we assume that the observed optical high-spatial resolution rotation curves trace the dark halo component. We neglect, in a first approximation, the disk contribution to the total gravitational potential. The idea is to verify if the observed rotation curves rise more gently in the inner regions than the NFW model, showing evidence of a soft core. A more accurate modeling of the rotation curve makes the conflict with the CDM models even worse.

In this approximation we apply a best fit procedure to the data assuming three different models for the dark halo mass distribution and consequently three different functions for the circular velocity:

* the Burkert profile (Burkert 1995):

$$v^2(r)=2\pi G\rho _or_o^3\frac{1}{r}\left\{\mathrm{ln}\left[\left(1+\frac{r}{r_o}\right)\sqrt{1+\left(\frac{r}{r_o}\right)^2}\right]\mathrm{arctan}\frac{r}{r_o}\right\},$$
(2)
where $`\rho _o`$ and $`r_o`$ are respectively the central density and the core radius; this profile is characterized by a central soft density core ($`\rho `$ is constant at small radii), while at large radii $`\rho `$ r-3.
* the NFW profile (Navarro, Frenk & White 1997):

$$v^2(r)=4\pi G\rho _or_s^3\frac{1}{r}\left[\mathrm{ln}\left(1+\frac{r}{r_s}\right)\frac{r/r_s}{(r/r_s)+1}\right],$$
(3)
where $`\rho _o`$=$`\delta _c\rho _{crit}`$ and $`r_s`$ is a scale radius; this profile is characterized by a cuspy core ($`\rho `$ r-1 at small radii), while at large radii $`\rho `$ r-3.
* the Moore profile (Moore et al. 1999):

$$v^2(r)=\frac{8}{3}\pi G\rho _or_s^3\frac{1}{r}\mathrm{ln}\left[1+\left(\frac{r}{r_s}\right)^{1.5}\right],$$
(4)
where $`\rho _o`$ is a characteristic density and $`r_s`$ is a scale radius; this profile is characterized by a steeper central cuspy density core ($`\rho `$ r-1.5 at small radii), while at large radii $`\rho `$ r-3.

The observed rotation curves were normalized to the outermost observed points; we also normalized the three models to the corresponding maximum velocities and maximum radii ($`r_{max}=3.3r_o`$ for the Burkert profile, $`r_{max}2.16r_s`$ for the NFW profile, and $`r_{max}1.25r_s`$ for the Moore profile).

The observed rotation curves are shown in Figure 5 overplotted with the three models. First of all, we notice how nicely the Burkert profile follows the observed rotation curves (we must keep in mind that we did not fit the observed points, but we only normalized each curve to its last point). Secondly, the NFW and the Moore profiles are inconsistent with the observed rotation curves in the inner regions: they both predict a too fast rising rotation curve because of the presence of the cuspy cores. The natural matching of the Burkert profile to the observed rotation curves and the inconsistency in the inner regions seen when we use the two profiles predicted by the numerical simulations tell us that these six galaxies seem to be core dominated. Thirdly, the Moore profile is always the most inconsistent in the inner points, since considering steeper inner density profiles only makes the inconsistency greater between the observed and the theoretical rotation curves. In this first fit procedure, note that the NFW model and the Moore profile have normalized chi-squared with large values, while low values are only obtained assuming the Burkert profile. In the plot, the normalized chi-squared are indicated in parenthesis for the three models, respectively.

A second comparison with the NFW profile for the mass distribution of the galaxies may be obtained. The NFW circular velocity as a function of the radius may be written in terms of the concentration parameter c=$`r_{200}/r_s`$ ($`r_{200}`$ is the radius of the sphere having mean density equal to 200$`\rho _{crit}`$) and the circular velocity at the virial radius $`v_{200}`$:

$$v^2(r)=v_{200}^2\frac{1}{x}\frac{\mathrm{ln}(1+cx)[cx/(1+cx)]}{\mathrm{ln}(1+c)[c/(1+c)]},$$
(5)
where $`c`$ and $`v_{200}`$ are the two free parameters of the fit and $`x=r/r_{200}`$.

The best fit procedure allows us to derive the values of c and $`v_{200}`$ of the observed rotation curves. The fitting is done by the maximum-likelihood method applied to the function:

$$\chi _\nu ^2=\frac{1}{Nm}\underset{i=1}{\overset{N}{}}\frac{1}{\delta v_{i}^{}{}_{}{}^{2}}[v_iv(r_i)]^2,$$
(6)
where $`N`$ is the total number of points to fit, $`m`$ is the number of free parameters, $`\delta v_i`$ is the one-sigma velocity error, $`v_i`$ is the observed velocity and $`v(r_i)`$ is the model velocity.

In Table 3 and 4 the minimum disk model best fit scales are shown respectively for the Burkert and the NFW profiles.

The Burkert profile reproduces both the inner and the outer regions of the observed rotation curves, while the NFW profile best fit solution does not reproduce the rotation curves as well. To obtain a good enough statistical fit with the NFW profile, we had to force the fitting procedure; we found that the best fit solutions are characterized by too large maximum velocities, in that the best fitting maximum velocities are up to 30$`\%`$ higher than what is observed. Note that the outermost points of the rotation curves come from HI observations taken from the literature with errors of $``$ 3-7 km s-1. The galaxy UGC4499 is the only one for which the NFW best fit solution does not require a large maximum velocity, but this galaxy has a stellar bulge component which, even if not dominant, could make the inner profile steeper. The concentration values derived by the best fit procedure are listed in the Table 4 for the observed objects; the observed $`cM_{200}`$ relation is shown in Figure 6 overplotted with the theoretical one predicted by the NFW model for a $`\mathrm{\Lambda }`$CDM cosmology. Note that even forcing the NFW model to represent the mass distribution of the galaxies, the concentrations appear to be lower than the predicted values from the CDM N-body simulations. Unfortunately, the concentration values measured in the dark halos by the N-body simulations show a very large scatter and no consensus is reached by different authors on the real scatter in the relation concentration-halo virial mass (or c-$`M_{200}`$) (see e.g. Wechsler 2001). Note however that the values inferred for the concentrations are upper limits in this minimum disk approximation. Thus, if the disk component is included in the analysis, the concentration values should be pushed down to lower values in the plot.

Regarding a comparison with other published works, the galaxies F583-1 and F571-8 are also found in the published sample of high resolution H$`\alpha `$ rotation curves by de Blok, McGaugh & Rubin (2001). For the LSB F583-1 we have a good agreement between our estimate of the central density assuming a Burkert profile as representative of the mass distribution and the minimum disk model adopted in de Blok, McGaugh & Rubin (2001) analysis. Since the core radius estimate depends on the assumed model, and the de Blok, McGaugh & Rubin (2001) analysis uses a isothermal model, an agreement is not necessary required. For F571-8 our estimate of the central density in this approximation is slightly lower than the de Blok, McGaugh & Rubin (2001) estimate. Because of the projection effects associated with our seeing this galaxy edge-on, we conclude that our estimates of the central densities are close to the de Blok, McGaugh & Rubin (2001) work. The two galaxies UGC4325 and UGC7603 are in common with the work of de Blok & Bosma (2002). For UGC4325 there is disagreement between our estimates of $`c`$ and $`v_{200}`$ and the corresponding ones obtained by de Blok & Bosma (2002); they find a lower value for $`c`$ and a higher value for $`v_{200}`$ than we do. For this galaxy we also find a value of $`\rho _o`$ for the Burkert profile which is more than twice the corresponding value found by de Blok & Bosma (2002). The two parameters $`\rho _o`$ and $`r_o`$ are related in the way that if $`r_o`$ is increased, $`\rho _o`$ must decrease in order to fit a given rotation curve; although $`\rho _o`$=0.231 $`M_{}`$ pc-3 and $`r_o`$=1.77 kpc are the best fit parameters for our H$`\alpha `$ rotation curve, it may be possible that a better rotation curve (with smaller velocity error bars and with more points in the inner region) could better constrain the two parameters, giving a larger value for the core radius and a smaller value for the central density. For UGC7603, instead, there is quite good agreement on all the best fit parameters for the two assumed minimum disk models.

We therefore conclude that the six observed galaxies, in the minimum disk hypothesis, are characterized by dark matter profiles with constant density cores and are rather inconsistent with the density profiles predicted by cosmological numerical simulations. This inconsistency is worse in the case of the Moore profile. By taking into account both the contribution of the stellar disk and the baryonic adiabatic contraction, the inconsistency between the NFW profile and the observed rotation curves gets worse.

### 4.1 Halo Adiabatic Contraction

In the last section we found that the galaxies in our sample are core dominated. However, the values for the halo central density and the core radius were inferred by a first analysis, neglecting the disk component. They have to be considered as upper limits for the halo scales and are representative of the present dark halo. In the following section, we analyze the rotation curves taking into account the disk contribution. The dark matter halo density profile that we infer today from observations is not the primordial one. In fact, due to the cooling of the baryons inside the virialized halo, the halo gravitational potential well is altered and the halo shrinks, becoming more concentrated in the inner regions, and forcing the matter distribution to re-adjust. Consequently, after the disk formation, the dark component of the rotation curve could rise more steeply in the inner regions. If our aim is to test the predictions of the current cosmological paradigm through the mass distribution of the observed galaxies, we have to take into account the halo contraction during the disk formation and correct our analysis by this effect.

Since the disk formation is a slow process, the halo contraction is assumed to be adiabatic and we account for it by using adiabatic invariant techniques (Flores et al. 1993). A useful approximation is to assume that the angular momentum of the dark matter particles is unaffected by the baryons that are collapsing toward the center. That is, for circular motion, $`rM(<r)`$ is preserved, and this quantity is an adiabatic invariant during the growth of the disk. In this way, it is straightforward to predict a rotation curve reflecting the present distribution of dark matter and baryons from an initial halo profile. Accounting for the halo adiabatic contraction we can attempt to discriminate between the NFW and the King model as representative mass distribution of the primordial dark halo.

The procedure we have implemented in order to interpret the data builds a fiducial galaxy. We assume for the primordial halo a mass distribution with a soft core (described by a King model) or a cuspy core (assuming the NFW profile). The King model is assumed with a form parameter $`f_p=8`$. Although the shape of the profile in the central region is not sensitive to the form parameter, we chose to use this particular King model, since the rotation curves of LSB and dwarf galaxies are well fitted by this model in the inner regions (Firmani et al. 2001).

We build the disk in order to reproduce the observed photometric data. We have our own photometric data only for UGC4325 and UGC4499. For the other galaxies, the photometric values of LSB F583-1 and LSB F571-8 are taken from de Blok, McGaugh & Rubin (2001) and of UGC11861 and UGC7603 from Swaters (1999). In Table 5 the baryonic fraction $`f_b=M_{disk}/M_{vir}`$ for the observed galaxies is reported with the assumed mass to light ratio $`\mathrm{{\rm Y}}_{}`$ and the scale length $`h`$. The disk was modeled using the photometric profile with $`\mathrm{{\rm Y}}_{}`$=1.4 for the two LSB galaxies (consistent with the E(B-V)=0.6 estimated for these galaxies by de Blok et al. 2001) and $`\mathrm{{\rm Y}}_{}`$=1.0 for the late-type dwarf galaxies. This value was estimated using the model provided by Charlot & Longhetti (2001) with a star formation rate $`SFRe^{t/\tau }`$ ($`t`$ 7 Gyr and $`\tau `$ 15 Gyr)(Longhetti, private communication). Then, we correct for the adiabatic contraction using the adiabatic invariant technique and we derive the final rotation curve to be compared to the data.

In Figure 7 the analysis for the six galaxies of our sample is shown. In the left-hand panels the NFW is assumed as the representative mass distribution of the primordial halo (dotted lines), while in the right-hand panel of each galaxy a King model is adopted (dotted lines). The disk is represented by the dot-dashed lines and the final rotation curve, corrected for the halo adiabatic contraction, is the solid line. Asterisks are our high-spatial resolution H$`\alpha `$ rotation curves combined in the outer parts with the HI data (squares).

It is clear that all the observed rotation curves are reproduced best when the dark matter in the primeval halo is distributed as a King profile. The NFW profile is always inconsistent with the inner parts of the observed rotation curves, as it predicts velocities which rise too fast.

### 4.2 Scaling relations

Firmani et al. (2001) analyzed a sample of dark matter dominated galaxies (dwarfs and LSBs) with accurate HI rotation curves taken from the literature. All these galaxies showed slowly rising rotation curves and evidence for soft cores. The authors correlated the halo scales from galaxies to galaxy clusters, including in the analysis the halo scales inferred from CL0024+1654 and other clusters with a suspect evidence of flat mass distribution at the center. Surprisingly they found that the halo central density is independent on the halo mass, ranging from dwarf galaxies to galaxy clusters and the core radius scales with the mass. However, due to the low spatial resolution of the radio observations, the HI data are potentially affected by beam smearing, which could mask the real mass distribution in the halo inner regions.

With the optical rotation curves for dark matter dominated galaxies, we correlate the halo scales from dwarf galaxies to galaxy clusters. Since the halos of these galaxies seem to be core dominated and well fitted by a King model with form parameter $`f_p=8`$, we use the estimated values for the scales $`\rho _o`$ (central density) and $`r_o`$ (core radius) of the King profile derived in the previous section and corrected for halo adiabatic contraction in order to test the robustness of the scaling relations found by Firmani et al. (2001).

In Figure 8 the halo central density and the core radius are shown as functions of the maximum circular velocity for LSB and dwarf galaxies inferred by HI rotation curves taken from the literature (dark squares). The white circles are the optical high resolution rotation curves by Swaters, Madore & Trewhella (2000) but corrected for adiabatic contraction. Dark circles are our sample of high spatial resolution rotation curves. The two independent points on the right of the plot are the galaxy clusters: CL0024+1654 and A1795.

The scale invariance (within a factor of 2) of the halo central density is preserved and the core radius scales proportional to the halo mass. The optical rotation curves confirm the scale properties estimated in Firmani et al. (2001). Further observations are needed especially on galaxy cluster scales, for which there are still many uncertainties; furthermore, soft cores are not found at the center of every galaxy cluster (David et al. 2000) or they are very small (Arabadjis, Bautz & Garmire 2001). Remarkably, if the core existence is confirmed on galaxy cluster scales the CDM models are unable to predict the scale invariance of the halo central density.

If future observations will confirm this scale invariance of the halo central density, it has interesting implications for the nature of the dark matter. If the dark matter is assumed to be warm, the maximum space phase density, defined as $`f_{max}=\rho _o/\sigma ^3`$ with $`\rho _o`$ the halo central density and $`\sigma `$ the halo velocity dispersion ($`\sigma v_{max}`$), has a finite value. As a consequence of the Liouville’s theorem $`f_{max}`$ is preserved, implying an increase of the halo central density for more massive halos: $`\rho _ov_{max}^3`$ (dashed line in the top panel of Figure 8). This is inconsistent with the constant central density shown here. Indeed, if we accept the scale invariance of the halo central density on the halo mass ($`\rho _o`$ const), this rules out the fermionic warm particles as candidates for the dark matter. On the other hand, if the dark matter is assumed to be weakly self-interacting, the scaling relations shown in this paper can be reproduced if the cross section is assumed to be inversely proportional to the halo dispersion velocity (D’Onghia, Firmani & Chincarini 2002). However, the self-interacting dark matter suffers from other conflicts that make this scenario unlikely to solve all the problems of the CDM models (e.g. Gnedin & Ostriker 2001).

## 5 CONCLUSIONS

From the analysis of high spatial resolution rotation curves obtained with H$`\alpha `$ long slit spectroscopy of four late-type dwarf galaxies and two LSB galaxies we reach the following conclusions:

* By comparing the H$`\alpha `$ and the HI rotation curves in the inner regions, we find a good agreement for all the six galaxies except for LSB F571-8. In other words, the HI data available in the literature for these galaxies are not substantially affected by the modest spatial resolution of the radio observations. The galaxy F571-8 is seen edge-on so that different optical depth and projection effects may easily alter the observed rotation curve.
* In the minimum disk hypothesis, in which we really neglect the disk contribution to the total gravitational potential, the observed rotation curves match better to the soft core density profile (Burkert) than to cuspy profiles (NFW and Moore). The profiles predicted by CDM N-body simulations are severely inconsistent in the inner regions, predicting rotation curves rising too fast within a few kpc.
* By forcing the fit in the minimum disk hypothesis with the NFW profile we were able to fit the observations reasonably well; however, the best fit has maximum velocities that are up to 30$`\%`$ higher than the velocity at the largest observed radius.
* Accounting for the presence of baryonic matter in the nucleus, we find that the King profile (characterized by a soft density core) fits well to the primeval dark matter halo density profile derived from our rotation curves. This is not the case when the primeval dark matter halo density profile is modeled with a NFW profile. If a Moore profile is assumed for the initial halo, the discrepancy is exacerbated.

Finally, the optical rotation curves confirm for LSB and late type dwarf galaxies halo central density close to the value of 0.05 h2 $`M_{}`$pc-3 as estimated previously on the basis of the HI data.

## 6 ACKNOWLEDGMENTS

We are grateful to the referee, Stacy McGaugh, for very helpful and detailed comments and for very interesting discussions. DM wishes to thank Marcella Longhetti for her contribution in the reduction and interpretation of the data; Paolo Saracco for constructive suggestions; and all the staff of the TNG for their continuing support during the observations and for their great hospitality. ED thanks Andi Burkert for stimulating discussions on the topic and for an early reading of the draft. DM and ED thank Fondazione Cariplo for financial support.