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# Untitled Document

FRACTAL STRINGS AS THE BASIS OF CANTORIAN-FRACTAL

SPACETIME AND THE FINE STRUCTURE CONSTANT

Carlos Castro

Center for Theoretical Studies of Physical Systems

Clark Atlanta University

Atlanta, Georgia, 30314

April, 2002

Abstract

Beginning with the most general fractal strings/sprays construction recently expounded in the book by Lapidus and Frankenhuysen, it is shown how the $`complexified`$ extension of El Naschie’s Cantorian-Fractal spacetime model belongs to a very special class of families of fractal strings/sprays whose scaling ratios are given by suitable pinary (pinary, $`p`$ prime) powers of the Golden Mean. We then proceed to show why the logarithmic periodicity laws in Nature are direct physical consequences of the complex dimensions associated with these fractal strings/sprays. We proceed with a discussion on quasi-crystals with p-adic internal symmetries, von Neumann’s Continuous Geometry, the role of wild topology in fractal strings/sprays, the Banach-Tarski paradox, tesselations of the hyperbolic plane, quark confinement and the Mersenne-prime hierarchy of bit-string physics in determining the fundamental physical constants in Nature.

1. Introduction: Fractal strings

We will briefly summarize the basic ideas behind the book by  on Fractal strings. A standard fractal string $``$ is a bounded open subset $`\mathrm{\Omega }`$ of the real line $`R`$. It is well known to the experts that such a set consists of countably many open intervals, the lengths of which will be denoted by $`l_1,l_2,l_3\mathrm{}.l_j`$. These are called the lengths of the string. The sum $`l_j`$ is finite and equals the Lebesgue measure of $`\mathrm{\Omega }`$. Despite the fact that one is dealing with countably many intervals/lengths in the definition of $`\mathrm{\Omega }`$ the $`boundary`$ $`\mathrm{\Omega }`$ is not necessarily countably finite. The $`boundary`$ of the Cantor string is the ternary Cantor set which is a $`non`$ countable dust of points (it has the same cardinality as the real line) despite having zero measure.

The geometric counting function of the lengths is defined as:

$$\zeta _{}(s)=\underset{j=1}{\overset{\mathrm{}}{}}(l_j)^s.$$
$`(1)`$
The $`central`$ notion of the book  is that this function of $`s`$ has poles at complex numbers $`s_n`$, the so-called complex dimensions of a fractal string. The spectrum of a fractal string consists of the sequence of frequencies: $`f=k/l_j`$ for $`k,j=1,2,3\mathrm{}`$. The spectral zeta function of the fractal string $``$ is defined as:

$$\zeta _\nu (s)=\underset{f}{}f^s.$$
$`(2)`$
The geometry and the spectrum of $``$ are connected by the following relationship, valid for all values of $`s`$:

$$\zeta _\nu (s)=\zeta _{}(s)\zeta _R(s).$$
$`(3)`$
where the Riemann zeta function is:

$$\zeta _R(s)=n^s.$$
$`(4)`$
it has a simple pole at $`s=1`$ with residue $`1`$ and it admits an analytic continuation to the whole complex plane. The Cantor string is defined by constructing the sequence of lengths using two scaling factors $`r_1=r_2=1/3`$. One starts with the unit interval and scales it by these two scaling factors yielding two segments of length equal to $`1/3`$. One then repeats this process iteratively yielding the Cantor string which is a self similar string consisting of segments of lengths $`3^n`$ with multiplicities of $`1,2,4,\mathrm{}2^n`$ respectively. The geometric counting function of the Cantor string is then given by the geometric series:

$$\zeta _{CS}(s)=2^n3^{ns}=\frac{1}{123^s}.$$
$`(5)`$
The complex dimensions are given by the poles of this function, zeros of the denominator:

$$23^s=1=1e^{i2\pi n}.$$
$`(6)`$
Taking logarithms on both sides of this equation yields:

$$\mathrm{ln}2s\mathrm{ln}3=0\pm i2\pi ns=\frac{\mathrm{ln}2}{\mathrm{ln}3}\pm \frac{i2\pi n}{\mathrm{ln}3}.$$
$`(7)`$
we immediately can recognize that the real part of the complex dimension $`\mathrm{ln}2/\mathrm{ln}3`$ coincides precisely with the fractal dimension of the ternary Cantor set. The $`boundary`$ of the fractal string $``$ is precisely the uncountable Cantor fractal dust of points. There are many types of fractal strings discussed in the book . In particular, the Fibonacci fractal string which is constructed using the scaling ratios $`r_1=1/2`$ and $`r_2=1/4`$. The sequence of lengths are $`1,1/2,1/4.1/8,\mathrm{}\mathrm{..1}/2^n,\mathrm{}`$ with respective multiplicities given by the Fibonacci numbers $`1,1,2,3,\mathrm{}.F_{n+1}\mathrm{}`$ which obey $`F_{n+1}=F_n+F_{n1}`$ and whose ratio in the large $`n`$ limit is given by the Golden ratio:

$$\underset{n\mathrm{}}{lim}\frac{F_{n+1}}{F_n}=\tau =1+\varphi =\frac{1+\sqrt{5}}{2}=1.618\mathrm{}$$
$`(8)`$
The geometric counting function of the Fibonacci string is:

$$\zeta _{Fib}(s)=\frac{1}{12^s4^s}.$$
$`(9)`$
and the poles are found by solving $`(2^s)^2+2^s=1`$ which gives the complex dimensions:

$$\frac{\mathrm{ln}\tau }{\mathrm{ln}2}\pm \frac{i2\pi n}{\mathrm{ln}2}$$

$$\frac{\mathrm{ln}\tau }{\mathrm{ln}2}\pm \frac{i2\pi (n+1/2)}{\mathrm{ln}2}.$$
$`(10)`$
Notice that $`negative`$ dimensions are very natural ingredients of the complex dimensions of fractal strings. Negative dimensions fit the negative-entropy proposal of Michael Conrad  to understand living systems. Both the Cantor and Fibonacci strings belong to the class of lattice strings, meaning that they have oscillations in the geometry of the order of $`D=Real(s)`$. We can hear the dimension of fractal strings  . We can also hear if a string is Minkowski measurable if, and only if, the $`\zeta (s)`$ has $`no`$ zeros on the line $`Real(s)=D`$. Cantor strings, lattice strings, are not Minkowski measurable. A class of nonlattice strings is given, for example, for scaling ratios given by $`r_1=1/2`$ and by $`r_2=1/3`$; i.e the scaling ratios are not given by powers of a fixed $`r<1`$. Another example is given by the so-called Golden string in  whose scaling rations are $`r_1=1/2`$ and $`r_2=(1/2)^{1+\varphi }`$. In particular, the complex dimensions of these strings are given by solving a $`transcendental`$ equation which yields a $`nonlattice`$ structure of points in the complex planes. For this reason these strings are called non-lattice, despite being self-similar. The complex dimensions of the Golden string is given by an almost periodic structure in the complex plane. All complex dimensions of a self similar string with scaling ratios $`r_1,r_2,\mathrm{}r_N`$ lie to the left of, or on the line $`Real(s)=D`$ . In order not to confuse the reader with the nomenclature used in  we emphasize that our construction of Cantorian-Fractal spacetime  is based entirely in a particular class of fractal strings, and higher dimensional fractal sprays or branes, based on suitable binary powers and pinary powers of the Golden mean. By pinary we mean powers of a prime number $`p`$:

$$2^{\varphi ^j}.p^{\varphi ^j}.j=\pm 1,\pm 2,\pm 3\mathrm{}.$$
$`(11)`$
In section 3 we will show that complex dimension is not just a mathematical artifact but that is deeply related to the log-periodic laws in Nature discussed amply by Nottale et al  in their theories of the Fractal Tree of life and Fractal Evolution and by many others in particle physics in the renormalization group context . We believe that quantum gravitational phenomena should involve $`interference`$ of complex dimensions. With this preamble of some of the basic ideas on fractal strings of the book  we turn attention to the construction of El Naschie’s Cantorian-Fractal spacetime and its complexification. Before doing so, we must discuss the notion of fractal sprays (branes) which are the higher dimensional analogs of strings.

2. Fractal Branes/Sprays

In this section we are going to generalize the construction of fractal strings to the $`p`$-branes case. In particular we will be studying a subclass of fractal branes called $`sprays`$ in the literature . Having done so we will show how the Cantorian-Fractal spacetime model  is a very special representative of these fractal sprays models given by  and which are based on scaling ratios given by powers of the golden mean $`\varphi ^j`$, where $`j=\pm 1,\pm 2,\pm 3,\mathrm{}..`$. A self-similar fractal spray  $`\mathrm{\Omega }`$ with basic shape $`B`$, scaled by a self-similar string $``$, whose dimension can be $`greaterthanone`$, is given by a collection of sets $`\mathrm{\Omega }_j`$ which are congruent to $`l_jB`$, the homothetic of $`\mathrm{\Omega }`$ by the ratio $`l_j<1`$ for each value of $`j`$. Hence, for instance, the fractal spray of the Cantor string on the unit square $`B`$, see figure, is obtained by having one open unit square; two open squares of length-size $`1/3`$, four open squares of length-size $`1/9`$…and so forth. The spectral zeta function of the Dirichlet Laplacian on the square is:

$$\zeta _B(s)=\underset{n_1,n_2}{}(n_1^2+n_2^2)^{s/2}.$$
$`(12)`$
and the spectral zeta function of the spray associated with the Cantor-string is defined by:

$$\zeta _\nu (s)=\zeta _{CS}(s)\zeta _B(s)$$
$`(13)`$
where the geometric length counting function of the Cantor string was given in the previous section:

$$\zeta _{CS}(s)=\underset{j}{}(l_j)^s=2^n3^{ns}=\frac{1}{123^s}.$$
$`(14)`$
The $`\zeta _B(s)`$ has poles at $`s=2`$ and the $`\zeta _{CS}(s)`$ has poles at: $`s=(\mathrm{ln}2/\mathrm{ln}3)\pm i2\pi n/\mathrm{ln}3`$. The Sierpinski drum is also a fractal spray associated with the unit area triangle $`𝒯`$ and is obtained by scaling the middle triangle with the scaling ratios: $`r_1=r_2=r_3=1/2`$. Notice now that $`r_j=3/2>1`$ and for this reason the dimension of this fractal spray will be greater than unity. There is one triangle of unit area, $`3`$ triangles of $`1/4`$ area, $`9`$ triangles of $`1/16`$ area, and so forth. The geometric $`length`$ counting function associated with the scaling lengths $`r_1=r_2=r_3=1/2`$ is:

$$\zeta _{}(s)=(l_j)^s=3^n2^{ns}=\frac{1}{132^s}.$$
$`(15)`$
and has poles at:

$$s=\frac{\mathrm{ln}3}{\mathrm{ln}2}\pm \frac{i2\pi n}{\mathrm{ln}2}.$$
$`(16)`$
Notice that the real part of $`s`$ is given by $`D=\mathrm{ln}3/\mathrm{ln}2>1`$ which is precisely the fractal dimension of the Sierpinski’s gasket. The spectral zeta function of the Dirichlet Laplacian on the unit triangle is:

$$\zeta _𝒯(s)=\underset{m,n}{}(m^2+mn+n^2)^{s/2}.$$
$`(17)`$
and it has poles at $`s=2`$ with residue $`(\pi /3\sqrt{3})`$ and at $`s=1`$ with residue $`3/4`$. The spectral zeta of the Sierpinski drum is finally given by:

$$\zeta _\nu (s)=\zeta _𝒯(s)\frac{1}{132^s}.$$
$`(18)`$
Notice that $`no`$ complex dimension of $``$ (the string whose scaling ratios $`r_1=r_2=r_3=1/2`$ were used to generate the Sierpinski drum whose real dimension is given by $`D=\mathrm{ln}3/\mathrm{ln}2`$) $`coincides`$ with the poles of $`\zeta _𝒯(s)`$, given by $`s=2`$ and $`s=1`$. For this reason $`D`$ is also the dimension of the $`boundary`$ of the fractal spray $`\mathrm{\Omega }`$ associated with the string $``$. Hence we have that:

$$d1D=dim\mathrm{\Omega }d1\frac{\mathrm{ln}3}{\mathrm{ln}2}2.$$
$`(19)`$
where $`d=2`$ is the dimension of the ambient embedding space $`R^2`$ used in the construction of the fractal spray $`\mathrm{\Omega }`$.

3. Cantorian-Fractal spacetime as a very special class of Fractal strings/sprays

Having outlined how to construct a fractal spray in the ambient space $`R^2`$ will allow us to show why Cantorian-Fractal spacetime

$`^{(\mathrm{})}`$  comprised of an infinite hierarchy of sets $`^{(j)}`$ of dimension:

$$(1+\varphi )^{j1}.j=0,\pm 1,\pm 2,\pm 3\mathrm{}..\pm \mathrm{}.$$
$`(20)`$
is a special class of fractal strings/sprays  whose scaling ratios are suitable binary powers of the Golden mean $`2^{\varphi ^{j1}}`$. We shall call these fractal sprays the Golden strings/sprays and must $`not`$ be confused with the Golden strings discussed by the authors . The latter are $`nonlattice`$ self similar strings whereas the former are lattice self similar ones. Let us consider the Golden fractal spray $`\mathrm{\Omega }`$ obtained by scaling an open square $`B`$ of unit area by the scaling lengths:

$$r_1=r_2=2^\varphi .$$
$`(21)`$
Thus $`\mathrm{\Omega }`$ is a bounded open subset of $`R^2`$ consisting of one open square of unit area, $`2`$ open squares of length-size $`2^\varphi `$ (area is $`2^{2\varphi }`$), $`4`$ open squares of length size $`2^{2\varphi }`$ (area is $`2^{4\varphi }`$), etc…. The geometric length counting function associated with the scaling: $`r_1=r_2=2^\varphi `$ is:

$$\zeta _{}(s)=(l_j)^s=2^n2^{n\varphi s}=\frac{1}{122^{\varphi s}}.$$
$`(22)`$
and it has poles when the denominator vanishes:

$$1=1e^{i2\pi n}=22^{\varphi s}0\pm i2\pi n=\mathrm{ln}2\varphi s\mathrm{ln}2$$

$$s=(1+\varphi )\pm \frac{i2\pi n(1+\varphi )}{\mathrm{ln}2}$$
$`(23)`$
where we have used the defining relation of the Golden Mean:

$$\frac{1}{\varphi }=1+\varphi 1=\varphi +\varphi ^2\varphi =\frac{\sqrt{5}1}{2}=0.618\mathrm{}$$
$`(24)`$
It is not difficult to prove that the Golden mean generates a ring structure $`Z[\tau ]`$, where $`\tau =1+\varphi `$:

$$(1+\varphi )^n=F_{n+1}+\varphi F_n.\varphi ^n=(1)^nF_{n1}+(1)^{n+1}F_n\varphi .$$
$`(25)`$
where $`F_n`$ are the Fibonacci numbers $`1,1,2,3,5,8,13,21\mathrm{}`$ obeying the recursive relation: $`F_{n+1}=F_n+F_{n1}`$ and the limit of $`F_{n+1}/F_n=1+\varphi `$ when $`n\mathrm{}`$. Ring structures are essential ingredients in von Neumann’s formulation of Continuous Geometry . The spectral Dirichlet Laplacian of the unit square is:

$$\zeta _B(s)=(n_1^2+n_2^2)^{s/2}$$
$`(26)`$
and it has poles at $`s=2`$. Hence the spectral zeta function of this fractal Golden spray is:

$$\zeta _\nu (s)=\frac{1}{122^{\varphi s}}\zeta _B(s).$$
$`(27)`$
Since the poles of $`\zeta _B(s)`$ do $`not`$ coincide with the zeros of the denominator $`122^{\varphi s}=0`$ we have that the dimension of the Golden spray is precisely equal to the dimension of the $`boundary`$ of the open bounded domain $`\mathrm{\Omega }`$: $`\mathrm{\Omega }`$. Hence we have that:

$$d1(1+\varphi )dim\mathrm{\Omega }d11+\varphi 2.$$
$`(28)`$
This procedure can be generalize to higher-dimensions and in this fashion we will be able to construct a physical model of Cantorian-Fractal spacetime  from the fractal sprays associated with the basic domains given by the unit size hypercubes of increasing dimensionality. Since $`1+\varphi <2`$ we were able to construct the set $`^{(2)}`$ based on scaling of two-dim square domains. Because $`(1+\varphi )^2=2+\varphi <3`$ we can construct the set $`^{(3)}`$ by a similar procedure of scaling the $`3`$-dim unit cube by factors of $`r_1=r_2=2^{\varphi ^2}`$. The geometric length counting function in this case is:

$$\zeta _{}(s)=2^n2^{n\varphi ^2s}=\frac{1}{122^{\varphi ^2s}}.$$
$`(29)`$
and has poles at the zeros of the denominator:

$$1=1e^{i2\pi n}=22^{\varphi ^2s}0\pm i2\pi n=\mathrm{ln}2\varphi ^2s\mathrm{ln}2$$

$$s=(1+\varphi )^2\pm \frac{i2\pi n(1+\varphi )^2}{\mathrm{ln}2}.$$
$`(30)`$
Hence we can see that the real part of the complex dimension coincides with the corresponding dimension of the set:

$$(1+\varphi )^2=2+\varphi =dim^{(3)}$$

The spectral zeta function of the Dirichlet Laplacian on the unit cube is:

$$\zeta _B(s)=(n_1^2+n_2^2+n_3^2)^{s/2}.$$
$`(31)`$
and it has poles at $`s=3`$. The dimension of this Golden spray coincides with the dimension of the $`boundary`$ of the $`3`$-dimensional open domain $`\mathrm{\Omega }`$ living in the ambient space $`R^3`$:

$$d1(1+\varphi )^2dim\mathrm{\Omega }d2(1+\varphi )^2=2+\varphi 3.$$
$`(34)`$
This construction generalizes to the full space $`^{(\mathrm{})}`$ with the provision that one constructs the Golden sprays from suitable hypercubes of unit hypervolumes and of $`enough`$ dimensionality $`N`$ to obey:

$$N>(1+\varphi )^n=F_{n+1}+\varphi F_n>N1.$$
$`(35)`$
For example, to construct the set $`^{(4)}`$ whose dimension is $`(1+\varphi )^3=4+\varphi ^3=3+2\varphi >4`$ requires starting with a unit size hypercube in $`R^5`$, instead of $`R^4`$ !. To construct the set $`^{(5)}`$ whose dimension is $`(1+\varphi )^4=5+3\varphi >6`$ requires starting with a unit size hypercube in $`R^7`$. And in general to construct the set $`^{(j)}`$ whose dimension is $`(1+\varphi )^{j1}`$ requires to find the smallest integers $`N(j)`$ such that:

$$N(j)>(1+\varphi )^{j1}=F_j+\varphi F_{j1}>N(j)1.$$
$`(36)`$
and to begin the construction of the Golden spray by starting with a unit size hypercube in $`R^{N(j)}`$ whose scaling ratios are:

$$r_1=r_2=2^{\varphi ^{j1}}.j=2,3,4,5,\mathrm{}.$$
$`(37)`$
The poles of the corresponding geometric counting length:

$$\zeta _{}(s)=2^n2^{n\varphi ^{j1}s}=\frac{1}{122^{\varphi ^{j1}s}}.$$
$`(38)`$
are obtained as usual, from the zeros of the denominator:

$$1=1e^{i2\pi n}=22^{\varphi ^{j1}s}0\pm i2\pi n=\mathrm{ln}2\varphi ^{j1}s\mathrm{ln}2$$

$$s=(1+\varphi )^{j1}\pm \frac{i2\pi n(1+\varphi )^{j1}}{\mathrm{ln}2}.$$
$`(39)`$
Hence, the dimension of the fractal $`boundary`$ of the domain $`\mathrm{\Omega }`$ living in the ambient space $`R^{N(j)}`$ coincides precisely with the dimension of the set $`^{(j)}`$:

$$N(j)1(1+\varphi )^{j1}=dim\mathrm{\Omega }N(j).$$
$`(40)`$
This procedure also works for sets whose dimensionality is less than one:

$$0D1.$$
$`(41)`$
By starting with the interval $`(0,1)`$ one may construct a hierarchy of fractal strings of dimensionality:

$$0\varphi ^{j1}1.$$
$`(42)`$
by using the scaling ratios $`r_1=r_2=2^{(1+\varphi )^{j1}}`$. The corresponding geometric counting lengths of this hierarchy of fractal strings are:

$$\zeta _{}=2^n2^{n(1+\varphi )^{j1}s}=\frac{1}{122^{(1+\varphi )^{j1}s}}.$$
$`(43)`$
whose poles are located at:

$$s=\varphi ^{j1}\pm \frac{i2\pi n\varphi ^{j1}}{\mathrm{ln}2}.$$
$`(44)`$
The dimensions of this hierarchy of fractal strings is $`0D1`$ agree with the values of the dimension function of von Neumann’s Continuous Geometry . Notice that the normal set $`^{(1)}`$ has dimension equal to $`D=(1+\varphi )^{11}=1`$. This set corresponds to the interval $`(0,1)`$. The scaling ratios in this limiting case are $`r_1=r_2=1/2`$ which entails that if we scale the unit interval by $`r_1=r_2=1/2`$ and join-in the $`two`$ segments of length $`1/2`$ we will get back the unit interval. Repeating this procedure ad infinitum one we will always end back with the unit interval. This normal set is not fractal. Concluding, we have shown how Cantorian-Fractal spacetime belongs to a very special class of fractal strings/sprays whose scaling ratios are given by suitable binary powers of the Golden Mean. This procedure automatically furnishes the topology of $`^{(\mathrm{})}`$ displayed by an infinite collection of sets as show in figure, for the set $`^{(2)}`$. We could have built the fractals sprays differently, by scaling given by:

$$p^{\varphi ^{j1}}.p=prime.$$
$`(45)`$
. For example, taking $`p=3`$ our basic domain would have been a triangle. Then we scale this triangle by the scaling functions $`r_1=r_2=r_3=3^\varphi `$ to generate $`3`$ congruent triangles of areas $`3^{2\varphi }`$ smaller than the original and that are attached symmetrically to the $`3`$ sides of the unit triangle. Repeating this process ad infinitum will yield $`9,27,\mathrm{}3^n..`$ scaled-down versions of the unit triangle and allows to construct a model of the set $`^{(2)}`$ as well. The geometric counting function will be:

$$\zeta _𝒯(s)=p^np^{n\varphi ^{j1}s}=\frac{1}{1pp^{\varphi ^{j1}s}}.$$
$`(46)`$
whose poles are at:

$$s=(1+\varphi )^{j1}\pm \frac{i2\pi n(1+\varphi )^{j1}}{\mathrm{ln}p}.$$
$`(47)`$
The real part of the dimension coincides again with the dimension of the set $`^{(j)}=(1+\varphi )^{j1}`$. Only the periods of the imaginary components will vary accordingly to different values of $`p=2,3,5,7,\mathrm{}`$. It is essential to use scaling given by powers of primes: $`pinary`$ powers. These construction of these fractal sprays by scaling of the unit size domain and their subsequent iterated attachings resembles nothing but a $`crystal`$ growth process; i.e and assembly of hypersurfaces. This assembly of surfaces occurs in the theory of $`cappedgropes`$ and link homotopy associated with four-manifolds and belongs to a branch of mathematics called Geometric Topology. The number of surfaces that are attached grow like $`2^h1`$, where $`h`$ is the grope height. One could envision these fractal sprays as nontrivial embedding of circles and (higher-dimensional) spheres into the ambient spaces $`R^n`$. The most famous examples of nontrivial embedding are the Antoine’s necklace (a wild knot) and Alexander’s Horned Spheres. Their exteriors in $`R^3`$ are $`not`$ simply connected and hence are not homeomorphic to the standard embedding of a circle and a sphere. For this reason, these objects belong to what is called wild topology. For recent work on this topic see .

In the last section we will discuss further the $`p`$-adic Topology and the $`p`$-adic internal symmetries of quasi-crystals and their relation to the Fibonacci modules, the Dirichelt zeta, function, the ring of $`Z[\tau ]`$ . It is this subject that will bring us to bit-strings physics, the Mersenne prime hierarchy, Set Theory, the Banch-Tarski paradox, tesselations of hyperbolic planes…and other topics in relation to quark confinement and the values of the fundamental constants in Nature.

4. Log-periodicity as the physical basis of Complex Dimensions

In the past years a lot of activity has been concentrated on the log-periodic laws associated with the fractal structures of evolutionary trees. In particular, the time sequences of major evolutionary leaps at various time scales . Models of this type have been observed in economical crisis patterns in Western pre-Columbian civilizations. The physical model underlying the appearance of such laws is that of critical phenomena . The Renormalization Group approach predicts both power laws and logarithmic-periodic corrections.

Nottale et al  have considered the simplest Galilean-like renormalization group like equations for the variations of a non-differentiable fractal function $`L(x,ϵ)`$ than depends on $`x`$ and the resolutions $`ϵ`$ with respect to logarithmic scaling:

$$\frac{L(x,ϵ)}{\mathrm{ln}ϵ}=\beta (L).$$
$`(46)`$
Assuming a “beta” function proportional to $`L`$:

$$\beta (L)=\delta LL(x,ϵ)=L_o(x)(\frac{ϵ_o}{ϵ})^\delta .$$
$`(48)`$
where $`ϵ_o=\lambda `$ is the transition “scale” from a fractal to non-fractal behavior of the physical system under consideration. The scaling exponent $`\delta =DD_T`$, where $`D_T`$ is the topological dimension and $`D`$ is the fractal dimension. A space-filling curve (a Peano curve) has $`D_T=1`$ but $`D=2>D_T`$. If the fractal dimension $`D`$ is complex valued, $`d_x+id_y`$, then one can see that the imaginary component will be responsible for an oscillatory behavior which yields the logarithmic-periodic character to the function:

$$L=L_o(x)(\frac{ϵ_o}{ϵ})^{id_y}=L_o(x)\mathrm{exp}[id_y\mathrm{ln}(ϵ_o/ϵ)]$$

$$L=L_o(x)\mathrm{cos}[d_y\mathrm{ln}(\frac{ϵ_o}{ϵ})+\alpha ].\alpha =phase.$$
$`(49)`$
For example, setting the phase factor to zero and using the complex dimensions of the class of fractal strings related to $`^{(\mathrm{})}`$, we have the following hierarchy of the imaginary components of the complex dimensions:

$$d_y^{(n)}=\frac{2\pi n}{\mathrm{ln}2}(\varphi )^{j1}.$$
$`(50)`$
Following the Fractal Tree of life description of  one has the following identification:

$$ϵ_0=T_0T_c.ϵ=TT_c.$$
$`(51)`$
where $`T_c`$ is the critical time marking the end of an evolutionary process which began at $`T_0`$. And $`T`$ is the time variable. One can see that the function $`L`$ has peaks at discrete values of time $`T_n^{(j)}`$ that accelerate toward the critical dates according to a log-periodic law:

$$\frac{T_n^{(j)}T_c}{T_0T_c}=2^{n(1+\varphi )^{j1}}<1.$$
$`(52)`$
where the label $`j`$ is associated with the particular string or branch $`_j`$, generated by the scaling ratios $`2^{(1+\varphi )^{j1}}`$, and the label $`n`$ represents the level height within each particular string/branch. The arguments of the cosine function will then be:

$$[\frac{2\pi (\varphi )^{j1}}{\mathrm{ln}2}]\mathrm{ln}2^{n(1+\varphi )^{j1}}=(1+\varphi )^{j1}\varphi ^{j1}2\pi n=2\pi n.\varphi (1+\varphi )=1.$$
$`(53)`$
and hence, we will have peaks spaced at log-periodic intervals. We can then model the fractal evolutionary tree process of Nottale et al  in terms of fractal strings/sprays; i.e. in terms of a sequence of temporal intervals of lengths $`T_n^{(j)}T_c`$ ! associated with a given branch $`_j`$. Hence, the fractal tree of life envision by  fits very naturally within the context of fractal strings and their complex dimensions described in the book .

If Physics is supposed to explain all of natural phenomena then it must be able to explain Biology and Evolution in Nature. The fractal paradigm described here on the basis of fractal strings/sprays will be a nice starting point. Since we live in four spacetime dimensions it would not be surprising that $`d=4`$ will be a relevant scaling exponent.

5. Further Topics: p-adic numbers, Quark Confinement and the Fine Structure Constant

In this last section we will discuss further the $`p`$-adic Topology and the $`p`$-adic internal symmetries of quasi-crystals and their relation to the Fibonacci modules, the Dirichelt zeta function and the ring of $`Z[\tau ]`$  before embarking into other topics.

Quasi-periodic point sets have been interpreted by many authors as quasi-crystals with $`p`$-adic internal symmetries and $`p`$-adic Topology . One can generalize the fractal strings/sprays construction of  to spaces with $`p`$-adic Topology instead of Euclidean one. These will be then called $`p`$-adic Fractal Strings and Sprays. Ordinary $`p`$-adic strings have been studied extensively in the Literature . The reason why $`p`$-adic fractal strings may be very relevant at Planck scales is due to the Non-Archimedean geometry: one cannot naively add/subtract lengths as we ordinary do in ordinary Euclidean geometry, since the Planck scale is taken in Extended Scale Relativity  to be the minimum length. One requires to use an ultrametric $`p`$-adic distance which reinforces the minimum length principle. In fact we have shown that based on the ideas of C-spaces, Clifford manifolds, one can reproduce the current results of kappa-deformed Poincare theories of gravity .

A large number of quasi-periodic tilings (tesselations of the plane,) display these $`p`$-adic properties. A class of $`Z`$-modules, the Fibonacci modules, with both crystallographic structures and scaling invariance for the ring $`Z[\tau ]`$, the ring of integers in the quadratic field $`Q[\tau ]`$, where $`\tau =1+\varphi `$, have been studied by . The number of self-similar submodules was encapsulated by the Dirichlet zeta series associated with the Fibonacci module $`M`$:

$$\zeta _M(s)=\frac{a(m)}{m^s}=\underset{\stackrel{~}{M}}{}\frac{1}{[M:\stackrel{~}{M}]^s}.$$
$`(54)`$
where $`\stackrel{~}{M}`$ runs over the self-similar submodules of $`M`$ and the quantity defined as $`[M:\stackrel{~}{M}]`$ is the $`index`$ factor, that may or may not bear any relation to Jones theory of subfactors in Knot theory. One of the most interesting quasi-crystals are those related to $`4`$ dimensions, like the Elser-Sloane quasi-crystals associated with the Hurwitz ring of integral quaternions or the icosian ring . It has been know for some time that Penrose quasi-periodic tiling of the plane is one of the most simplest examples of Noncommutative Geometry whose $`K`$-theory groups are in fact related to the ring $`Z[\tau ]`$, connected to the Golden Mean. Using these ideas Selvam-Fadnavis  gave an estimate of the inverse fine structure constant:

$$20(1+\varphi )^4=100+60\varphi =137.082\mathrm{}.$$
$`(55)`$
based on Penrose quasi-crystal with a five-fold symmetry and a complex growth-process involving the logarithmic spiral with the Golden Mean winding number. There are $`5`$ successive growth-steps in this process, involving a clockwise and counter-clockwise motion giving a net number of $`5.2=10`$. The variance of each step is $`2\sigma =2(1+\varphi )^4`$. Hence the total variance is given by eq-(55) and was related to the inverse fine structure constant. El Naschie  has obtained the same value as  based on a transfinite heterotic string theory formalism, interpreting the number $`10`$ as the dimension of the superstring.

As suggestive as these proposals are, we are more inclined to adopt the bit-string physics and combinatorial hierarchy approaches of the last $`30`$ years by P. Noyes and collaborators . The reason is based once again in the notion of $`p`$-adic numbers, $`p`$-adic Topology, quasi-crystals, lattices and the Mersenne prime hierarchy. A pure set and lattice construction of $`all`$ the coupling constants in Nature using discrete Clifford algebras was given by T. Smith . A Mersenne prime hierarchy was furnished by Pitkanen in his formulation of Topological Geometrodynamics . Based on the ideas of $`p`$-adic numbers and transfinite $`M`$ theory we have shown that the sum of suitable powers of the Golden Mean 18\]:

$$1+(1+\varphi )^2+(1+\varphi )^{2^2}+(1+\varphi )^{2^3}+(1+\varphi )^3+(1+\varphi )^{3^2}=$$

$$100+61\varphi =137.7\mathrm{}.$$
$`(56)`$
Our proposal was inspired from the $`p`$-adic decomposition of $`137`$, for $`p=2`$ and has been reinforced lately by the bit-string physics work:

$$137=3+7+127=(2^21)+(2^31)+(2^71)$$

which admits the $`2`$-adic (binary) expansion:

$$137=2^0+2^3+2^7=1+8+128.$$
$`(57)`$
Notice that the sum of $`(3,7,127)`$ is indeed $`137`$. The sum of $`3+7=10`$ (any connection to the dimension of superstrings?) and that these numbers are nothing but Mersenne primes:

$$M_p=2^p1,p=prime.$$
$`(58)`$
A table of well known Mersenne primes is :

$$p=2,3,5,7,13,17,19,31,61,89,107,127,521\mathrm{}.$$
$`(59)`$
The Mersenne primes $`3,7,127`$ are very special because they belong as well to the table of $`doubly`$ iterated Mersenne primes:

$$M_2=2^21=3MM_2=2^31=7M_7=2^71=127MM_7=2^{127}1=prime.$$
$`(60)`$
It is unknown if the number:

$$2^{2^{127}1}1$$

is a prime or not. The number $`2^{127}1`$ is a $`prime`$ and is of the order of $`10^{38}`$. These numbers obtained by powers of multiple exponents are called googol-plexus. Bit-string results suggest that these $`four`$ doubly iterated numbers is related to the the fact that there are $`four`$ forces in nature. Speculations that the four division algebras of octonions, quaternions, complex and reals may be connected to the four forces have been invoked by some authors. We don’t know if this is true or not, all we can say is that is very suggestive.

The $`p`$-adic norm of $`137`$ for $`p=2`$ is:

$$137_2=\frac{1}{2^0}=1.$$
$`(61)`$
the physical interpretation of this unit $`2`$-adic norm for $`137`$ can be attributed to the bit-string physics result that $`1`$ Coulomb event requires $`137`$ bits :

$$137_2=\frac{1}{2^0}=11Coulombevent=137bits.$$
$`(62)`$
The number $`20(1+\varphi )^4=100+60\varphi =137.082[13,14]`$ does $`not`$ admit a $`p`$-adic like expansion like the one given in eq- (56 ). The interpretation of eq-(56) as sums of powers of the Golden Mean admits also a fractal string/spray interpretation: Each term in the expansion of eq- (56) corresponds precisely to the fractal dimension of a fractal Golden string/spray. Hence, eq-(56) is just:

$$100+61\varphi =dim^{(n)}.$$
$`(63)`$
for those sets whose values of $`n`$ are given by:

$$n=1,3,4,5,9,10$$

respectively. Therefore, the number proposed by us  $`100+61\varphi `$ is just the sum of the fractal dimensions of a family of fractal sprays constructed by using scaling ratios given by binary powers of the Golden Mean. Our number is irrational and lies between $`138`$ and $`137`$. Let us summarize the bit-string physics results. The Mersenne prime plus the bit-string combinatorial factors give an inverse fine structure value of:

$$\alpha ^1=137[1\frac{1}{30\times 127}]^1=137.0359674.$$
$`(64)`$
in astonishing agreement compared with the experimental results: $`137.0359895`$. Recent Astrophysical observations seem to suggest that the fine structure is varying over cosmological times. A variable fine structure constant based on $`C`$-spaces has been given by us .

Notice that bit-string results involve a $`finite`$ number of concatenation or string bits. The numbers obtained from bit-string physics are $`rational`$ ones, whereas the fractal strings generate $`irrational`$ numbers due to their $`transfinite`$ nature. Irrational Conformal Field Theory has barely been studied in physics. Deep relations to number theory, conformal field theory and the Monster group exist as pointed out by Gannon.

At the next level of the hierarchy we have the $`sum`$ of the next Mersenne prime: $`2^{127}1`$ to the number $`137`$ obtained by the previous sums of the Mersenne primes $`3+7+127=137`$. Hence this sum allows the bit-string physics evaluation of the Planck mass to proton mass ratio in terms of the Newton constant $`G_N`$:

$$(\frac{M_{Planck}}{m_{proton}})^2=\frac{\mathrm{}c}{G_Nm_p^2}=[(2^{127}1)+(137)][1\frac{1}{3\times 7\times 10}]=1.6933\times 10^{38}.$$
$`(65)`$
compared to the experimental value of $`1.69358\times 10^{38}`$. The Fermi constant; the Electro-weak mixing angle; the proton-electron mass ratio; the pion-electron mass ratio; the muon-electron mass ratio; the pion-nucleon coupling constant; the dark-matter to baryon ratio….have all been calculated to remarkable precision. Is this just numerology? Or there is some deep physical organizing principle in Nature that can be described by these fractal strings? If nature chose the Golden mean to scale its fractal strings why did it do so? The Golden Mean has been known to ancient Greeks, to artists of the Renaissance,….Perhaps one must invoke a deeper principle of harmony operating in Nature that selected the Golden Mean over all other numbers. The Golden Mean obeys striking self-similar decompositions involving the unit number $`1`$. Wheeler speculated in the past that information theory may lie at the heart of things. Perhaps Nature’s code involves the Golden Mean at its core.

It has been know for some time that there are very strong resemblances between Hadronic Physics and Set theory based on the Banach-Tarski paradox which is one of the most shocking results in Mathematics. It says that a solid ball in $`R^3`$ can be broken into $`5`$ pieces that can be re-arranged using rigid motions of $`3`$-space to form $`two`$ balls each of which is the $`same`$ size as the original…These pieces are non-measurable sets and their construction requires the use of the Axiom of Choice.

Augenstein has given convincing arguments  that every observed strong interaction involving a hadron-reaction can be envisaged as a paradoxical decomposition or a sequence of paradoxical decompositions. The role of non-Abelian groups in both hadronic physics and this paradoxical decomposition is one mathematical link which connects these two areas. One can evision the nucleon/baryon composed of $`3`$ quarks and mesons compose of $`2`$ quarks giving a total of $`5`$ pieces involved in the Banach-Tarski paradoxical decomposition. Mycielski and Wagon have developed a computer program  that allows one to see the essence of this paradox using only triangles in the hyperbolic plane $`H^2`$. They have shown how tilings of the $`H^2`$ exist where starting from $`3`$ congruent regions of the $`H^2`$, say Red, Blue, Green (three quarks) one can, by a mere change of the viewpoint of the tiling, to make it clear that each set is congruent also to its complement ! Thus, these sets are simultaneously $`1/2`$ and $`1/3`$ of the hyperbolic plane ! One can then evision the three quarks inside the baryon broken up into myriads of different pieces into three distinct regions of Red, Blue and Green. This would represent a hierarchical structure of the quarks themselves. Klein’s celebrated tessellation of the $`H^2`$ involved using the (hyperbolic) triangle whose angles were $`(\pi /2,\pi /3,\pi /7)`$. The fact that the primes $`(2,3,7)`$ appear is also very suggestive. Are there other tessellations of the hyperbolic plane involving Mersenne primes?

A hierarchy of scales using Mersenne primes has also been pointed out by Pitkanen . He has a hierarchy given by:

$$L=\sqrt{M}_pL_o.L_o=137\times 10^2Planckscale.$$
$`(66)`$
The Merseene primes associated with:

$$p=127,107,89,61,2.$$
$`(67)`$
represent the Compton wavelengths of the electron, proton, $`W`$ boson and the fluctuon particle  and the GUT scale respectively.

To finalize we will mention how Mersenne primes are connected to a perfect number . A perfect number $`P`$ is that number that can be written as the sum of $`all`$ of its positive divisors. For example:

$$6=2\times 3=1+2+3.28=4\times 7=1+2+4+7+14\mathrm{}..$$
$`(68)`$
When I speak of a perfect number it is clear that I refer to even perfect numbers. It is unknown if there exist odd perfect numbers. A perfect number can be written in terms of a Mersenne prime as:

$$P(p)=(2^{p1})(2^p1)=2^{p1}M_p.$$
$`(69)`$
The curious fact is that the perfect numbers $`P(p)`$ coincides with the number of generators of the groups $`SO(2^p)`$ given by

$$\frac{1}{2}(2^p)(2^p1)=P(p).$$
$`(70)`$
The most relevant example is the number of generators of $`SO(32)=SO(2^5)`$ which is the group associated with the anomaly free open superstring in $`D=10`$ and has $`496`$ generators:

$$\frac{1}{2}32\times 31=16\times 31=496generators.31=2^51=Mersenneprime.$$

It is undoubtedly that number theory will bring us more surprises in the future.

Final Comments

We are going to add a few important remarks pertaining some of the topics discussed in this work. The first remark concerns the nature of (the inverse of) fine structure constant $`\alpha _0137`$. It is well known that the coupling constants are not constant, they are running, due to quantum effects imposed by the Renormalization Group program. Therefore from this point of view there is nothing $`fundamental`$ to the number $`\alpha _0`$ since it will $`change`$ with scale. The fundamental nature of $`\alpha _0`$ was noticed by Dyson , who interpreted it as a true $`counting`$ number, rather than a pure dimensional interpretation of the type given by Eddington-El Naschie. Dyson noticed that if one had $`137`$ electron-positron pairs, the perturbation series of QED will cease to be uniformly convergent. Hence one should see $`\alpha _0`$ as a $`counting`$ number. This is the basis of the bit-string physics combinatorial hierarchy aproach to the fundamental constants in Nature based on the doubly Mersenne prime hierarchy.

Another place where the prime number $`137`$ appears as a $`counting`$ number is algebraic geometry. Saniga  studied the sequence of integers generated by the $`number`$ of conjugated pairs of homaloidal nets of plane algebraic curves of even order and, remarkably, found it to provide an exact integer match to El-Naschie’s hierarchy of dimensions inspired from transfinite heterotic strings, $`10\times 2(1+\varphi )^n`$, $`upto`$ the El Naschie-Selvam-Fadnavis value: $`20(1+\varphi )^4=100+60\varphi =137.082\mathrm{}`$. This indicates that also some sort of algebraic geometrical constraint exists in Physics which selects the number $`137`$. For more details concerning the arithmetic of plane Cremona transformations and its relation to the transfinite string hierarchy see .

So far we have been speaking of the hierarchy of dimensions induced by the core dimension $`D=10`$ of the superstrings. The transfinite $`M`$ theory  relies on the dimensions of the alleged anomaly-free supermembrane: $`D=11`$ and has for hierarchy the sequence $`11\times 2(1+\varphi )^n`$. The latter was consistent with the $`p`$-adic-like expansion of the inverse fine structure constant given by eq-(56). The hierarchy of dimensions of transfinite $`M`$ theory is consistent with the numbers of heptagons appearing in the heptagonal hyperbolic honeycomb tessallation associated with Klein’s quartic curve. The number of heptagons grows as $`7`$ times the Fibonacci sequence :

$$7\times Fibonacci=7,7,14,21,35,56,91,147,238,385,623\mathrm{}$$

this sequence of numbers is close in its integer-valued part to the transfinite $`M`$ theory hierarchy for the following values of $`n=4,3,2,1,0,1,2`$ respectively:

$$11\times 2(1+\varphi )^n,150.8;93.2;57.6;35.6;22;13.6;8.4$$

For the crucial role of Borcherds symmetries in $`M`$ theory, Del Pezzo surfaces and the enhanced hierarchy of dimensions induced by $`11\times (1+\varphi )^n`$ see .

Our second topic consists now on the role of even perfect numbers in string theory. We have discussed that the number of generators of the algebra $`SO(2^5)=SO(32)`$ was given by an even perfect number since $`31`$ was a Mersenne prime $`2^51`$. The number of generators was $`496`$ which coincides with the dimension of $`E_8\times E_8=248+248`$. The $`SO(32)`$ and $`E_8\times E_8`$ were the anomaly free groups in superstring theory.

Another important group related to the $`unique`$ tadpole-free bosonic string theory is the $`SO(2^{13})=SO(8192)`$ bosonic string theory compactified on the $`E_8\times SO(16)`$ lattice which determines the anomaly free Chan-Paton group of the type $`I`$ string theory, up to one-loop. It is the bosonic ancestor of closed and open fermionic strings . The number of generators of $`SO(2^{13})`$ is once again given by an (even) perfect number since the number $`2^{13}1`$ is a also Mersenne prime. I have been recently informed by Saniga  that the expression for the Mersenne primes, $`2^p1`$, is identical with that for the number of points in the $`p1`$-dimensional projective space over the simplest of Galois fields, viz. the field featuring just two elements, and that the sequence of the $`four`$ doubly Mersenne primes could bear a connection to the $`four`$ families of symmetric homaloidal nets. Another interesting question raised by  is if there are relations between the Mersenne prime hierarchy and the prime-producing quadratic polynomials .

Another application of the even perfect numbers is in the theory of the Riemann’s theta functions with characteristics. They appear naturally in the superstring perturbation theory defined over super-Riemann surfaces of arbitrary genera. The even/odd characteristics are associated with the even/odd spin structures of the super-Riemann surface. The number of odd characteristics in terms of the genus number $`g`$ is given by $`(2^{g1})(2^g1)`$ which is once again the expression for an even perfect number if $`(2^g1)`$ is prime. For example, for Klein’s quartic curve that has genus $`3`$ this formula yields $`4\times 7=28`$. It has been shown by Weber that the number of odd characteristics of the Riemann’s theta with characteristics is intimately linked to the $`28`$ bitangents to the Klein’s quartic curve.

These $`28`$ bitangents are connected to the $`27`$ lines on a cubic surface  and their automorphism group is isomorphic to the Weyl group of the exceptional Lie algebra $`E_7`$. It is well known that the root spaces of the $`E_n`$ Lie groups appear in the second integral cohomology of regular, complex, compact, Del Pezzo surfaces. The full Borcherds’ root lattices are exactly the second integral cohomology of Del Pezzo surfaces . Another interesting application of the algebra of the configurations of the lines on Del Pezzo surfaces in physics is outlined in .

To finalize we point out the need to construct an Arithmetic Quantum Field theory based on the fractal string construction  and Arithmetic groups. The fractal string/spray geometric counting function is the arithmetic analog of the partition function in Statistical Mechanics and the $`discrete`$ version of the string/brane actions! This is why one could construct an Arithmetic QFT based on such geometric counting function! For example, one may relate the Tsallis Entropy written in terms of a sequence of probabilities $`p_i`$ as:

$$(s)=\frac{1(p_i)^s}{1s}.(s=1)=(p_i)(lnp_i)=Shannon.p_i=1.$$

The expression for the Tsallis entropy can be extended to the fractal string/spray geometric counting function $`Z(s)`$ in eq-(1), by imposing the correspondence $`p_il_i/l_i`$ and writing:

$$_{fractal}=\frac{1(l_i)^s}{1s}=\frac{1Z(s)}{1s}$$

The expectation value of the logarithm of the fractal string length would be:

$$<lnl>=\frac{(l_i)(lnl_i)}{l_i}_{string}(s=1)=\frac{Z(s)}{s}|_{s=1}.$$

Since ordinary QFT is based on Lie group symmetries we expect that Arithmetic QFT will be based on Arithmetic groups. For the role of Hurwitz groups in surfaces, like that corresponding to Klein’s quartic, see . Klein’s quartic is associated with the first of the Hurwitz groups. For this reason it is called also a Hurwitz-Shimura modular curve.

An impending question is to analyze the mass spectrum associated with these fractal strings/sprays. Since the dimension of spacetime is connected with the energy content, and the latter with mass, it is very reasonable to assume that the spectrum of masses is correlated with the spectrum of dimensions. In particular, with the $`imaginary`$ components of the dimension; i.e. with the $`oscillations`$ in the geometry of fractal strings/sprays. Hence, the towers of masses should correspond to the towers of the imaginary components of the dimension, since the latter encode the oscillations in the geometry of the fractal strings. Hence the formula for the mass spectrum associated with a family of fractal strings/sprays, parametrized by the prime $`p`$ and the dimension of the sets $`^{(j)}=(1+\varphi )^{j1}`$ is given by eq-(47):

$$m_o\frac{2\pi n}{lnp}(1+\varphi )^{j1}=M_n(p,j).n=0,1,2,3\mathrm{}.p=prime.$$

where $`m_o`$ is the fiducial reference mass (say the electron mass). It remains to see if this ansatz for the masses is compatible with recent results obtained by El Naschie by choosing the values of $`p,n`$ appropriately.

Acknowledgments

I am indebted to Laurent Nottale for discussions on the complex dimensions and logarithmic periodic laws. To Alex Granik, Jorge Mahecha and Metod Saniga for their help in correcting and preparing this manuscript. To L. Perelman, S. Perelman and M. Bowers for their hospitality.

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# Excitation of travelling multibreathers in anharmonic chains

## 1 Introduction

Chains of anharmonic oscillators constitute an ideal testing ground for the different theoretical approaches to the study of the dynamics of many-degrees-of-freedom systems. For instance, the first numerical study of the approach to equilibrium was performed by Fermi, Pasta and Ulam (FPU), initializing the chain in a long wave-length state and looking at mode energy sharing at long-times . Later on, the role of certain exact nonlinear standing and travelling wave solutions of such Hamiltonian lattices was discussed in relation with chain excitations at shorter wavelengths . This led to the discovery of chaotic breathers , spatially highly localized and erratically moving objects, which appear in the process of thermalization at small energy densities (these were in fact previously found in Ref.  without emphasizing too much their role for the approach to equilibrium). This discovery motivated a series of papers  where the formation, lifetimes and destruction of these “intrinsically localized” structures were studied in full detail. Very recently, a different approach was followed in which, instead of looking at the fate of a specific initial state of such FPU lattices, e.g. the highest frequency zone-boundary Fourier $`\pi `$-mode, a driving term with this spatial symmetry was directly added to the Hamiltonian equations of motion . Damping was included to allow the formation of stationary states and it was taken to be weak to remain close to the Hamiltonian case. As a result the zone-boundary mode was found to be stable and locked to the driving field below a certain critical forcing, which is indeed analytically calculable. Above such forcing, a standing modulated wave forms for driving frequencies that are below the band edge, while a static multibreather (a train of breathers) develops for forcing frequencies above the band edge. The patterns emerging from the instability of the zone-boundary mode are always almost static, because the group velocity of the carrier wave is zero. They can acquire a nonzero velocity due to other nonlinear mechanisms .

In this paper we study a damped FPU 1D lattice forced by a travelling wave field with wavenumber $`p\pi `$. An instability mechanism similar to the one mentioned above leads to the formation of travelling modulated waves for in-band frequencies. When the forcing frequency is instead above the phonon band, a moving multibreather arises after instability of the $`p`$-mode. This state can indeed be thought as a moving envelope soliton train (the carrier wave having the symmetry of the $`p`$-mode), since the envelope of these “intrinsically localized” moving objects can be put into a close relation with the soliton solutions of a suitable externally driven and damped nonlinear Schrödinger (NLS) equation. Such type of equation arises in the small amplitude limit of the ac driven damped sine-Gordon (SG) system; it is discussed in the literature and its analytical and numerical solutions are known .

In Section 2 we introduce a Fourier mode representation of the FPU lattice and we study it in the rotating wave approximation and for weak damping, obtaining an explicit analytical expression for the critical amplitude $`f_{cr}`$ in terms of the parameters of the system. Section 3 is devoted to the description of the travelling multibreather, both numerically and, analytically, in terms of a suitable NLS equation. In Section 4 we draw some conclusions.

## 2 Stability of the travelling wave

The equations of motion of the “externally driven” damped FPU chain read as follows:

$`\ddot{u}_n=u_{n+1}+u_{n1}2u_n+(u_{n+1}u_n)^3`$ $`+(u_{n1}u_n)^3`$ (1)
$`\gamma \dot{u}_n+f\mathrm{cos}(\omega t+pn),`$
where $`u_n`$ is the displacement of $`n`$-th oscillator with respect to its equilibrium position. Periodic boundary conditions, $`u_{n+N}=u_n`$, are assumed, with $`N`$ being the number of oscillators. Dimensionless units are used such that the masses, the linear and nonlinear force constants and the lattice spacing are taken equal to unity. The forcing and damping strengths are gauged by the parameters $`f`$ and $`\gamma `$, respectively; $`\omega `$ and $`p`$ are the driving frequency and wavenumber. For technical reasons, to be discussed below, we restrict to $`\pi /2<|p|<\pi `$. As in Ref.  we use the following expansion:

$$u_n=\frac{1}{2}\underset{k}{}\left[a_ke^{i(\omega t+kn)}+a_k^+e^{i(\omega tkn)}\right],$$
(2)
where $`a_k`$ are complex mode amplitudes and $`\pi <k\pi `$ the corresponding wavenumbers. The equations of motion for the amplitudes $`a_k`$’s are obtained by substituting Eq. (2) into Eq. (1). Similarly to what is done for the undamped case , a considerable simplification is achieved by neglecting higher-order harmonics that are produced by the cubic force terms. This is the so-called rotating wave approximation, that is valid for small amplitudes, $`|a_k|1`$. Moreover, in the limit of weak damping $`\gamma \omega `$ and neglecting inertial terms $`\ddot{a}_k`$, we find the following set of approximate equations:

$$2i\omega \dot{a}_ki\omega \gamma a_k=(\omega _k^2\omega ^2)a_k+f\delta _{k,p}+6\underset{q_1,q_2}{}G_{q_1,q_2}^ka_{q_1}a_{q_2}a_{q_1+q_2k}^+,$$
(3)
where

$$\omega _k^2=2(1\mathrm{cos}k),$$
(4)
$`\delta _{k,p}`$ is equal to one for $`k=p`$ and zero otherwise and

$`G_{q_1,q_2}^k=`$ $`{\displaystyle \frac{1}{4}}[1+\mathrm{cos}(q_1+q_2)+\mathrm{cos}(kq_2)+\mathrm{cos}(kq_1)`$ (5)
$`\mathrm{cos}k\mathrm{cos}q_1\mathrm{cos}q_2\mathrm{cos}(kq_1q_2)].`$
Let us begin by considering solutions where only the $`p`$-mode is excited. Such solutions, corresponding to nonlinear travelling waves with velocity $`v=\omega /p`$, are numerically observed to exist and to be stable below a certain critical forcing $`f_{cr}`$. Indeed, when we initialize the lattice at equilibrium and we impose random velocities, all modes with $`kp`$ damp out on a time-scale set by the value of $`\gamma ^1`$ while $`|a_p|`$ rapidly grows and finally approaches a constant value. In this asymptotic regime the system is well described by the “internal dynamics” of the $`p`$-mode, given by the following equation:

$$2i\omega \dot{a}_pi\omega \gamma a_p=(\omega _p^2\omega ^2)a_p+f+\frac{3}{4}\omega _p^4a_p|a_p|^2.$$
(6)
The asymptotic amplitude $`a_p`$ is then obtained by solving for the stationary solution of Eq. (6), which originates the algebraic equation below:

$$a_p=\frac{f}{\omega ^2\omega _p^2\frac{3}{4}\omega _p^4|a_p|^2i\gamma \omega },$$
(7)
which can be numerically solved for both the modulus and the phase of $`a_p`$. In particular the squared modulus of $`a_p`$, $`z=|a_p|^2`$, is the solution of the cubic equation:

$$\frac{9}{16}\omega _p^8z^3\frac{3}{2}\omega _p^4(\omega ^2\omega _p^2)z^2+\left[(\omega ^2\omega _p^2)^2+\gamma ^2\omega ^2\right]z=f^2.$$
(8)
In reality, also the higher odd harmonics of $`p`$ will be excited, but they can be neglected when $`|a_p|1`$. One can easily ascertain, as it also happens for the $`p=\pi `$ case , that Eq. (8) admits a single real root only for $`|\omega |<\omega _{}`$ where

$$\omega _{}\omega _p+\sqrt{3}\gamma /2,$$
(9)
while three distinct roots may otherwise exist. We will not analyse in this short note what happens when three solutions of the consistency equation (7) coexist for a given parameter set. It turns out that, the destabilization of the $`p`$-mode can be described by considering the lowest amplitude solution of (6).

The $`p`$-mode nonlinear solution is stable for $`f<f_{cr}(\omega ,\gamma ,p)`$. It is possible to get an analytic expression for $`f_{cr}(\omega ,\gamma ,p)`$ in the range $`0<\omega <\omega _{}`$. This is accomplished by solving the following set of equations, that one obtains when linearizing Eqs. (3) around the stationary $`p`$-mode solutions (i.e. neglecting all mode interaction terms which are nonlinear in the $`a_k`$’s)

$`2i\omega \dot{a}_ki\omega \gamma a_k=(\stackrel{~}{\omega }_k^2\omega ^2)a_k+{\displaystyle \frac{3}{2}}\omega _p^2B_{k,p}a_p^2a_{2pk}^+`$
$`2i\omega \dot{a}_{2pk}^+i\omega \gamma a_{2pk}^+=(\stackrel{~}{\omega }_{2pk}^2\omega ^2)a_{2pk}^+{\displaystyle \frac{3}{2}}\omega _p^2B_{k,p}(a_p^+)^2a_k,`$ (10)
where

$$\stackrel{~}{\omega }_k^2=(1+\frac{3}{2}\omega _p^2|a_p|^2)\omega _k^2,B_{k,p}=\mathrm{cos}(kp)\mathrm{cos}p$$
(11)
are the frequency of the $`k`$-th mode shifted by the interaction with the $`p`$-mode and $`B_{k,p}`$ derive from $`G_{q_1,q_2}^k`$ in Eq. (5), when the interaction is restricted to the mode subset $`k,p,2pk`$. Since $`B_{k,p}=B_{2pk,p}`$, the two Eqs. (10) can be obtained one from the other for $`k(2pk)`$, hence they can be solved looking for symmetric solutions of the form $`a_ka_{2pk}\mathrm{exp}(\nu _kt)`$. The relevant branch of the eigenvalue spectrum reads

$`\nu _k=`$ $`{\displaystyle \frac{\gamma }{2}}+i{\displaystyle \frac{\stackrel{~}{\omega }_k^2\stackrel{~}{\omega }_{2pk}^2}{4\omega }}`$ (12)
$`+{\displaystyle \frac{1}{2|\omega |}}\sqrt{{\displaystyle \frac{9}{4}}\omega _p^4B_{k,p}^2|a_p|^4\left(\omega ^2{\displaystyle \frac{1}{2}}(\stackrel{~}{\omega }_k^2+\stackrel{~}{\omega }_{2pk}^2)\right)^2}.`$
The growth rate $`Re\{\nu _k\}`$ is maximal when the square root in the above expression attains its maximum value, i.e. when the “resonance” condition

$$2\omega ^2=\stackrel{~}{\omega }_k^2+\stackrel{~}{\omega }_{2pk}^2$$
(13)
holds. The latter, together with the expression for $`\stackrel{~}{\omega }_k^2`$ in (11), allows to get the following equation for the wavenumber $`k_{}`$ of the most unstable mode

$$\mathrm{cos}(pk_{})=\frac{1}{\mathrm{cos}p}\left(1\frac{\omega ^2}{2+3\omega _p^2|a_p|^2)}\right),$$
(14)
in terms of the amplitude of the $`p`$-mode. Moreover, if we let $`Re\{\nu _k\}=0`$ in Eq. (12) and use the definition of $`B_{k,p}`$ in (11), we obtain the following equation for the squared amplitude of the $`p`$-mode:

$$|a_p|^2=\frac{2\gamma \omega }{3\omega _p^2|\mathrm{cos}(k_{}p)\mathrm{cos}p|}.$$
(15)
Solving the set of Eqs. (14) and (15) for both $`k_{}`$ and $`|a_p|`$ one obtains the critical amplitude $`|a_p|_{cr}`$ of the $`p`$-mode, above which modulational instability occurs. Finally, replacing the expression for $`z_{cr}=|a_p|_{cr}^2`$ in Eq. (8), we obtain $`f_{cr}(\gamma ,\omega ,p)`$, as announced above. We do not display its explicit expression because of the rather bulky form. All this is of course valid when only one solution of the cubic equation (8) is present, i.e. for $`\omega <\omega _{}`$. Moreover, Eq. (14) has a solution in this full $`\omega `$ range only when $`\pi /2<|p|<\pi `$, as can be easily checked. In this range of parameters we can get rather general expressions both for the stable $`p`$-mode pattern and for the expression of the critical forcing $`f_{cr}`$.

When $`f>f_{cr}`$ the $`p`$-mode is modulationally unstable and, presumably, as for the $`p=\pi `$ case , the system saturates asymptotically, due to nonlinear effects, into a state where the triplet of modes $`k_{},p,2pk_{}`$ is excited, resulting into a more complex travelling modulated wave. Its expression can possibly be computed, solving for the stationary solution of the coupled equations for this triplet of modes. This calculation is out of the scope of the present short note.

## 3 Travelling multibreathers

As it was mentioned above, in the range $`|\omega |>\omega _{}=\omega _p+\sqrt{3}\gamma /2`$, three roots of Eq. (8) are present and the instability process is determined by the “internal” dynamics of the $`p`$-mode, as defined by Eq. (6). After instability, several modes grow at the same time and no periodic pattern develops. However, numerical simulations show that a travelling multibreather can form just above threshold. An example is shown in Fig. 1, where we plot the local energy

$`h_n={\displaystyle \frac{1}{2}}\dot{u}_n^2+`$ $`{\displaystyle \frac{1}{2}}\left[(u_{n+1}u_n)^2+(u_nu_{n1})^2\right]+`$ (16)
$`{\displaystyle \frac{1}{4}}\left[(u_{n+1}u_n)^4+(u_nu_{n1})^4\right],`$
vs. the lattice position sampled at the period of the forcing. The corresponding spatial Fourier spectrum is shown in Fig. 2. The broad band structure of the spectrum reflect the non perfect periodic arrangement of the localized peaks in Fig. 1.

Such states can be described in terms of soliton solutions of an associated suitable driven-damped nonlinear Schrödinger (NLS) equation. Let us first make the following definition:

$$u_n=\frac{1}{2}\left[a_p(n,t)e^{i(\omega t+pn)}+a_p^+(n,t)e^{i(\omega t+pn)}\right],$$
(17)
where $`a_p`$ and its conjugate are smooth functions of $`n`$. Such an assumption is possible if the wavepacket is concentrated around the driving mode $`\mathrm{\Delta }k\pi `$. Substituting (17) into the equations of motion (1) one gets:

$`(\omega _p^2\omega ^2)a_p`$ $`+2i\omega \left({\displaystyle \frac{a_p}{t}}v{\displaystyle \frac{a_p}{n}}\right)`$ (18)
$`+{\displaystyle \frac{\omega _p^2}{4}}{\displaystyle \frac{^2a_p}{n^2}}+{\displaystyle \frac{3}{4}}\omega _p^4a_p|a_p|^2=i\omega \gamma a_pf.`$
After performing the following re-scalings:

$`t^{}={\displaystyle \frac{\omega ^2\omega _p^2}{2\omega }}t,\xi ={\displaystyle \frac{2\sqrt{\omega ^2\omega _p^2}}{\omega _p}}(nvt),`$
$`\mathrm{\Psi }=\sqrt{{\displaystyle \frac{3}{8}}}{\displaystyle \frac{\omega _p^2}{\sqrt{\omega ^2\omega _p^2}}}e^{it^{}}a_p(\xi ,t^{}),\gamma ^{}={\displaystyle \frac{\omega }{\omega ^2\omega _p^2}}\gamma ,`$
$`h=\sqrt{{\displaystyle \frac{3}{8}}}{\displaystyle \frac{\omega _p^2}{(\omega ^2\omega _p^2)^{3/2}}}f,`$
and choosing a reference frame moving with velocity $`v=\omega _p/p=\mathrm{sin}p/\omega _p`$, Eq.(18) reduces to the well studied “externally” driven (or ac driven) damped NLS equation :

$$i\frac{\mathrm{\Psi }}{t^{}}+\frac{^2\mathrm{\Psi }}{\xi ^2}+2\mathrm{\Psi }|\mathrm{\Psi }|^2=i\gamma ^{}\mathrm{\Psi }he^{it^{}}.$$
(19)
Exact soliton solutions of this equation can be obtained for $`\gamma ^{}=0`$, see Eqs.(37-40) of Ref. . Moreover, multisoliton solutions are also derived in Ref. . What we observe in Fig. 1 might well be a superposition of such solutions to form a train of “intrinsically localized” structures. However, one should bear in mind that NLS solutions can describe only low amplitude states. Therefore, they can be only a fair approximation of the pattern displayed in Fig. 1, which shows high amplitude localized peaks.

In Fig. 3 we plot the speed of the travelling multibreather as a function of the wavenumber of the forcing $`p`$-mode, which compares well with the group velocity of the corresponding linear waves, showing that nonlinear effects are negligible in this parameter range.

## 4 Conclusions

We have shown how to extend the analysis of the $`\pi `$-mode solution in an “externally” forced and damped FPU 1D lattice performed in Ref.  to that of a generic $`p`$-mode solution with $`\pi /2<|p|<\pi `$. Since the carrier wave has a nonzero velocity, we find, for weak forcing, solutions corresponding to nonlinear travelling waves. These solutions become unstable above a critical forcing $`f_{cr}`$, of which an analytical expression can be derived in terms of the parameters of the system: the frequency of the forcing $`\omega `$, the damping constant $`\gamma `$ and the wavenumber $`p`$. Above $`f_{cr}`$ the $`p`$-mode solution is modulationally unstable and the system generates complex patterns after nonlinear saturation: travelling modulated waves for in-band frequency forcing $`\omega <\omega _{}`$ or travelling multibreathers for out-band forcing $`\omega >\omega _{}`$. We suggest that the multibreather pattern could be described by the soliton solutions of a driven-damped nonlinear Schrödinger equation. Travelling soliton trains have been also recently observed for the weakly damped parametrically driven NLS equation . Our study also hints at the existence of similar mechanisms for the generation of moving breathers in more complex physical systems, which are known to be governed by the same driven-damped NLS or Sine-Gordon equation, e.g. one dimensional easy-axis magnetic structures .

This work is supported by the EC network LOCNET, Contract No. HPRN-CT-1999-00163 and by the MURST-COFIN00 project Chaos and localization in classical and quantum mechanics. S.L. acknowledges useful discussions with C. Martel as well as partial financial support from the Region Rhône-Alpes, France.


text:
# Long-range correlated stationary Markovian processes

## Abstract

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrödinger equation with an appropriate quantum potential we determine the asymptotic behavior of the autocorrelation function of the process in an analytical way. We find the conditions needed to observe a stationary long-range correlated Markovian process. In the presence of long-range correlation, for selected values of the control parameters, the process has a $`1/f`$-like spectral density for low frequency values.

Since the classical works on Brownian motion BM ; ornstein  a great variety of physical systems has been modeled in terms of stochastic processes VanKampen81 . Stochastic processes can be differently classified depending on the properties of their conditional probability densities. Among random processes, Markov processes play a central role in the modeling of natural phenomena. A process $`x(t)`$ is said to be a Markov process if the conditional probability density $`P(x_{n+1},t_{n+1}|x_n,t_n;\mathrm{};x_1,t_1)`$ depends only on the last value $`x_n`$ at $`t_n`$ and not on the previous values $`x_{n1}`$ at $`t_{n1}`$, $`x_{n2}`$ at $`t_{n2}`$, etc. The transition probability of any Markov process fulfills the Chapman-Kolmogorov equation VanKampen81 . It is worth noting that a Markov process is fully determined by the knowledge of the probability density function (pdf) $`W(x,t)`$ of the process and the transition probability $`P(x_{n+1},t_{n+1}|x_n,t_n)`$. Such level of simplicity is rather unique among stochastic processes. In fact, a non-Markovian process is characterized by an infinite hierarchy of transition probabilities. When the Markovian process is continuous both in space and time, the time evolution of the pdf is described by a Fokker-Planck (FP) equation.

Another classification of stochastic processes considers the nature of correlation of the random variable. Under this classification, random variables are divided in short-range and long-range correlated variables. Short-range correlated variables are characterized by a finite mean of time-scales of the process whereas a similar mean time-scale does not exist for long-range correlated variables. An equivalent definition can be given by considering the finiteness or infiniteness of the integral of the autocorrelation function of the random process Cassandro78 ; Bouchaud90 ; Samorodnitsky94 . Long-range correlated processes $`x(t)`$ are usually characterized by a $`1/f`$-like spectral density and $`1/f`$ noise has been observed in several physical systems Press78 ; Weissman88 . In the presence of long-range correlation, the time integral $`s(t)`$ of the process $`x(t)`$ is a superdiffusive stochastic process showing $`\mathrm{\Delta }s^2(t)D_\gamma t^\gamma `$ with $`\gamma >1`$ and $`D_\gamma `$ is a constant. Superdiffusive stochastic processes have been observed in several physical systems. A classical example is Richardson’s observation that two particles moving in a turbulent fluid which at time $`t=0`$ are originally placed very close the one with the other have a relative separation $`\mathrm{}`$ at time $`t`$ that follows the relation $`<\mathrm{}^2(t)>t^3`$ Richardson26 . More recent examples include anomalous kinetic in chaotic dynamics due to flights and trapping Geisel85 , dynamics of aggregate of amphiphilic molecules Ott90  and dynamics of a tracer in a two-dimensional rotating flow Solomon93 . Several non-Markovian Kubo ; Mandelbrot ; Klafter  or non-stationary Procaccia ; drift  models of long-range correlated and anomalous diffusing processes have been developed.

Stationary Markovian processes are usually short-range correlated. However, the formal definition of a Markovian process does not imply that all stationary Markovian processes must be short-range correlated. In this Letter, we analytically show that there exists a class of stationary Markovian processes with an asymptotically power-law decaying autocorrelation function. For a finite range of the control parameters the process is long-range correlated. To this end, let us consider a continuous Markovian stochastic process $`x(t)`$ whose pdf $`W(x,t)`$ is described by the FP equation with constant diffusion coefficient $`_tW=_x(D^{(1)}(x)W)+D_x^2W`$. For the sake of simplicity, in this study we set $`D=1`$. The eigenvalue spectrum of the FP equation describing a stationary process consists of a discrete part $`\lambda _0=0,\lambda _1,\mathrm{},\lambda _p`$ and a continuous part $`]\lambda _c,+\mathrm{}[`$ ($`\lambda _c\lambda _p`$) associated with eigenfunctions $`\phi _\lambda `$. The stationary pdf is $`W(x)=\phi _0`$. The FP equation with constant diffusion coefficient can be transformed into a Schrödinger equation risken  with a quantum potential $`V_S(x)=(D^{(1)}(x))^2/4+_xD^{(1)}(x)/2`$. The eigenvalue spectrum of the Schrödinger equation is equal to the eigenvalue spectrum of the FP equation. The relation between the eigenfunctions of the FP equation and the eigenfunctions $`\psi _\lambda `$ of the Schrödinger equation is $`\phi _\lambda =\psi _\lambda \psi _0`$. For a stationary process the 2-point probability density function $`W_2(x,t;x^{},t+\tau )`$ can be expressed in terms of the eigenfunctions of the Schrödinger equation. Specifically, one can write

$`W_2(x,t;x^{},t+\tau )=\psi _0(x)\psi _0(x^{})\times `$ (1)
$`\left({\displaystyle \underset{\lambda =\lambda _1}{\overset{\lambda _p}{}}}\psi _\lambda (x)\psi _\lambda (x^{})e^{\lambda \tau }+{\displaystyle _{\lambda _c}^+\mathrm{}}𝑑\lambda \psi _\lambda (x)\psi _\lambda (x^{})e^{\lambda \tau }\right).`$
Eq. $`(\text{1})`$ extends the analogous expression valid for a FP equation with only discrete spectrum risken  to the case in which there also exists a continuous part of the spectrum. In order to evaluate the autocorrelation function $`R(\tau )=(x(t+\tau )x(t)x(t)^2)/(x^2(t)x(t)^2)`$ of the stochastic variable $`x(t)`$, we make use of the expression

$$x(t+\tau )x(t)=\underset{\lambda =\lambda _1}{\overset{\lambda _p}{}}C_\lambda ^2e^{\lambda \tau }+_{\lambda _c}^+\mathrm{}C_\lambda ^2e^{\lambda \tau }𝑑\lambda ,$$
(2)
where $`C_\lambda 𝑑xx\phi _\lambda (x)`$. The analogous of Eq. $`(\text{2})`$ valid for a FP equation with a discrete spectrum is given in Ref. gardiner . Eq. $`(\text{2})`$ follows from Eq. $`(\text{1})`$ and from the definition

$`x(t+\tau )x(t)={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x^{}𝑑xx^{}xW_2(x,t;x^{},t+\tau ).`$ (3)
Eq. $`(\text{2})`$ holds true under the assumption that the integrations in $`𝑑x^{}𝑑x`$ and $`𝑑\lambda `$ can be interchanged.

The asymptotic temporal dependence of the autocorrelation function can have a different behavior depending on the properties of the eigenvalue spectrum. Specifically, we distinguish three different cases: (a) when the spectrum contains the eigenvalue $`\lambda _0=0`$ and at least one discrete eigenvalue $`\lambda _1>0`$, then $`R(\tau )`$ decays as $`\mathrm{exp}(\lambda _1\tau )`$. As an example we mention the Ornstein-Uhlenbeck process ornstein  and the stochastic process associated to the infinite square well quantum potential discussed in Ref. risken ; (b) when the spectrum contains only one bound state corresponding to $`\lambda _0=0`$ and $`\lambda _c>0`$ the spectrum has a gap between the eigenvalue $`\lambda _0`$ and its continuous part. We do not know the general form of the asymptotic behavior of $`R(\tau )`$ for this class of potentials. However, for some specific cases we have found that $`R(\tau )`$ decays as $`e^{\lambda _c\tau }/\tau ^{3/2}`$. One example is the V-shaped potential of the FP equation discussed in Ref. risken ; (c) when the spectrum contains only one bound state corresponding to $`\lambda _0=0`$ and $`\lambda _c=0`$ there is no gap in the spectrum and a non-exponential asymptotic autocorrelation function is in general observed. Eq. $`(\text{2})`$ shows that the quantity $`x(t+\tau )x(t)`$ is the weighted sum of an infinite number of exponential functions of time, each characterized by a time-scale $`\lambda ^1`$. The largest scale of the process is determined by the smallest non-vanishing eigenvalue. In case (a) the maximal time-scale of the process is $`\lambda _1^1`$. In case (b) $`\lambda _c^1`$ is finite and it is the upper bound of the time-scales of the stochastic process. In case (c) $`\lambda _c^1`$ diverges and the interval of time-scales of the process is infinite.

Here we investigate Markovian processes whose maximal time-scale is diverging. This is first done by studying the stochastic process associated with a quantum potential $`V_S`$ given by

$`V_S=\{\begin{array}{ccc}V_0& \mathrm{if}& |x|L,\\ V_1/x^2& \mathrm{if}& |x|>L,\end{array}`$ (6)
where $`L`$, $`V_0`$ and $`V_1`$ are positive constants. This is an exactly solvable even potential. The parameters $`L`$, $`V_0`$ and $`V_1`$ can be chosen in such a way that the spectrum contains one single discrete eigenvalue $`\lambda _0=0`$ and a continuous part for $`\lambda >0`$, as in case (c) discussed above. As a result, the parameters $`L`$, $`V_0`$ and $`V_1`$ are not independent. In fact, the continuity of $`_x\psi _0`$ in $`x=L`$ provides a relation between them. The drift coefficient of the corresponding FP equation is

$`D^{(1)}(x)=\{\begin{array}{cc}2\sqrt{V_0}\mathrm{tan}(\sqrt{V_0}x)& \mathrm{if}|x|L,\\ & \\ (1\sqrt{1+4V_1})/x& \mathrm{if}|x|>L.\end{array}`$ (10)
The associated FP equation describes the dynamics of an overdamped particle moving in a potential that increases logarithmically in $`x`$. For $`|x|L`$, the eigenfunction of the ground state is $`\psi _0=B\mathrm{cos}(\sqrt{V_0}x)`$ whereas for $`|x|>L`$ it decays according to $`\psi _0=Ax^{(1\sqrt{1+4V_1})/2}`$. The constants $`A`$ and $`B`$ are set by imposing that $`\psi _0`$ is normalized and continuous in $`x=L`$. It is worth noting that for $`|x|>L`$ the stationary pdf $`W(x)`$ of the stochastic process is a power-law function decaying as $`|x|^\alpha `$ with $`\alpha =\sqrt{1+4V_1}1`$. The normalizability of the eigenfunction of the ground state is ensured if $`\alpha >1`$. In the present study we consider stochastic processes with finite variance which implies $`\alpha >3`$. Due to parity arguments, only the odd eigenfunctions $`\psi _\lambda ^{(odd)}`$ of the continuous spectrum give a non-vanishing contribution to $`C_\lambda `$. For $`|x|>L`$ the eigenfunction $`\psi _\lambda ^{(odd)}`$ is a linear combination of Bessel functions $`\psi _\lambda ^{(odd)}=a_\lambda \sqrt{x}J_\nu (\sqrt{\lambda }x)+b_\lambda \sqrt{x}Y_\nu (\sqrt{\lambda }x)`$ where $`\nu =(\alpha +1)/2`$. For $`|x|L`$ we find $`\psi _\lambda ^{(odd)}=d_\lambda \mathrm{sin}(\sqrt{V_0+\lambda }x)`$. The coefficients $`a_\lambda `$, $`b_\lambda `$ and $`d_\lambda `$ are fixed by imposing that $`\psi _\lambda ^{(odd)}`$ and its first derivative are continuous in $`x=L`$ and that $`\psi _\lambda ^{(odd)}`$ are orthonormalized with a $`\delta `$-function of the energy. By using these eigenfunctions we obtain an exact expression for $`C_\lambda `$. The further integration required in Eq. $`(\text{2})`$ to obtain $`x(t+\tau )x(t)`$ cannot be performed analytically. By using Watson’s lemma Olver74  and by considering that the first term of the Taylor expansion of $`C_\lambda ^2`$ is proportional to $`\lambda ^{(\alpha 5)/2}`$ for small values of $`\lambda `$, we find that the asymptotic behavior of $`x(t+\tau )x(t)`$ valid for large values of $`\tau `$ is

$$x(t+\tau )x(t)K\tau ^\beta ,$$
(11)
where $`K`$ is a constant that can be explicitely calculated in terms of the characteristic parameters of the process. The exponent $`\beta `$ is related to the exponent $`\alpha `$ through

$$\beta =(\alpha 3)/2.$$
(12)
To the best of our knowledge this is the first example of a stochastic process which is stationary, Markovian and asymptotically power-law autocorrelated.

The above result can also be obtained by considering a different approach based on the 2-point probability density function $`W_2`$. In this case, the study can be made more general than the previous exact case by considering any quantum potential that asymptotically decays as

$$V_S(x)\frac{\alpha (\alpha +2)}{4}\frac{1}{x^2},|x|>\overline{x},$$
(13)
and which is characterized by an eigenvalue spectrum as described in case (c). A quantum potential having the above discussed properties has been introduced by two of us in Ref. lillo . The drift coefficient of the FP equation asymptotically depends on $`x`$ as $`D^{(1)}(x)\alpha /x`$. For $`|x|>>\overline{x}`$ the eigenfunctions for the class of potentials of Eq. $`(\text{13})`$ are the same as those of the potential of Eq. $`(\text{6})`$. In general the integration required in Eq. $`(\text{1})`$ cannot be performed analytically. However, the asymptotic behavior of $`W_2`$ for large values of $`\tau `$ can be obtained by considering the small energy behavior of the eigenfunctions $`\psi _\lambda `$. In our calculations we distinguish three regions (i) $`|x|<\overline{x}`$, (ii) $`\overline{x}<|x|<x_\lambda `$ and (iii) $`|x|>x_\lambda `$ where $`x_\lambda \lambda ^{\frac{1}{2}}`$. The asymptotic behavior of $`W_2`$ for large $`\tau `$ depends on the values of $`x`$ and $`x^{}`$ and the function $`x(t+\tau )x(t)`$ can be evaluated by splitting the double integrations required in Eq. $`(\text{3})`$ in eight contributions according to which regions $`x`$ and $`x^{}`$ belong to. The eight contributions can be divided into two groups of four. The first group in essentially controlled by the $`1/x^2`$ region of the quantum potential whereas the second is controlled by the specific form of the potential valid for $`|x|<\overline{x}`$. By using the fact that, for small values of $`\lambda `$, $`\psi _\lambda `$ can be approximated as $`\psi _\lambda (x)a_\lambda \sqrt{x}J_\nu (\sqrt{\lambda }x)(2^{(\alpha +2)/2}\mathrm{\Gamma }((\alpha +3)/2))^1\lambda ^{(\alpha +1)/4}x^{1+\alpha /2}`$ in region (ii) and $`\psi _\lambda (x)\pi ^{1/2}\lambda ^{1/4}\mathrm{cos}(\sqrt{\lambda }x+\varphi _\lambda )`$ in region (iii), with $`\varphi _\lambda `$ a phase factor, we prove that $`W_2`$ asymptotically behaves as $`\tau ^{(\alpha +3)/2}`$ and the contributions to $`R(\tau )`$ associated to the four terms of $`W_2`$ decay asymptotically as $`\tau ^\beta `$ with $`\beta =(\alpha 3)/2`$ when both $`|x|`$ and $`|x^{}|`$ are larger than $`\overline{x}`$. We are able to prove this result for $`\alpha >4`$. This limitation for the $`\alpha `$ values is an artifact of the approximations used to perform the integrals. In fact, in our calculations we have replaced the cosine terms with unity, thus obtaining an upper bound for the four integrals. The validity of our conclusions for $`\alpha >3`$ is supported by the exact result obtained for the potential of Eq. $`(\text{6})`$. The contributions to $`R(\tau )`$ associated to the remaining four terms depend on the specific form of the potential in region (i). For the potential described by Eq. $`(\text{6})`$ these contributions decay to zero faster than $`\tau ^\beta `$. For a generic potential we do not have a general result. However, by considering that the contribution of the remaining four terms is additive, we conclude that $`R(\tau )`$ decays to zero at least as $`\tau ^\beta `$.

We have therefore shown that a class of Markovian stationary processes with a power-law autocorrelation function exists. This is possible because the upper bound for the time-scales of the process is determined by $`\lambda _c^1`$ which is infinite for the considered processes. However, we wish to stress that the absence of an upper bound for the time-scale is a necessary but not sufficient condition in order to observe a power-law decaying autocorrelation function. In fact, let us consider a stochastic process associated with a quantum potential decaying as $`V_S(x)V_1x^\mu `$ and with an eigenvalue spectrum consisting of a single bound state with eigenvalue $`\lambda _0=0`$ and an attached continuum part, as in case (c). The eigenfunction of the ground state is normalizable only for $`\mu 2`$ and when $`0<\mu <2`$ the asymptotic behavior of $`\psi _0`$ is proportional to $`x^{\mu /4}\mathrm{exp}(\kappa x^{1\mu /2})`$, where $`\kappa =\sqrt{V_1}/(1\mu /2)`$. In order to obtain the asymptotic behavior of the autocorrelation function we have to preliminary evaluate the function $`C_\lambda `$. By using the semi-classical WKB method we estimate the eigenfunctions $`\psi _\lambda `$. The condition under which this method can be applied is $`x^{1\mu /2}>>\mu /2\sqrt{V_1}`$, and is fulfilled for any $`0<\mu <2`$. The WKB method gives two approximations of the eigenfunctions that hold in the regions $`x<x_\lambda `$ and $`x>x_\lambda `$, where $`x_\lambda `$ is here the turning point defined by $`V_1x_\lambda ^\mu =\lambda `$. These approximations can be used to obtain the asymptotic behavior of $`C_\lambda `$ valid for small values of $`\lambda `$. Specifically, we obtain

$`C_\lambda 2(2+\mu )^{\frac{2}{2+\mu }}\mathrm{\Gamma }\left({\displaystyle \frac{4+\mu }{2+\mu }}\right){\displaystyle \frac{V_1^{\frac{1}{2+\mu }}}{\lambda ^{\frac{4+\mu }{2+\mu }}}}\mathrm{exp}\left({\displaystyle \frac{\eta }{\lambda ^{\frac{1}{\mu }\frac{1}{2}}}}\right),`$ (14)
$`\eta =\sqrt{\pi }{\displaystyle \frac{2\mu }{4\mu ^2}}V_1^{1/\mu }\mathrm{\Gamma }\left({\displaystyle \frac{3}{2}}+{\displaystyle \frac{1}{\mu }}\right)/\mathrm{\Gamma }\left(1+{\displaystyle \frac{1}{\mu }}\right).`$
By applying the saddle point method to the integration of Eq. $`(\text{2})`$, we find for the asymptotic behavior of the autocorrelation function the expression

$`R(\tau )R_{\mathrm{}}\tau ^{\frac{5\mu ^2+24\mu 4}{2(\mu +2)^2}}\mathrm{exp}\left(\xi \tau ^{\frac{2\mu }{2+\mu }}\right),`$ (15)
$`\xi =(2\eta )^{\frac{2\mu }{2+\mu }}(({\displaystyle \frac{2\mu }{2\mu }})^{\frac{2\mu }{2+\mu }}+({\displaystyle \frac{2\mu }{2\mu }})^{\frac{2\mu }{2+\mu }}),`$
where $`R_{\mathrm{}}`$ is a constant. The asymptotic behavior of the autocorrelation function is therefore dominated by a stretched exponential function. This is observed in spite of the fact that the upper bound of time-scales is infinite as for the processes with $`\mu =2`$. This is due to the fact that, despite the presence of an infinite range of time-scales, the weight of the longest time-scales (given by $`C_\lambda ^2`$ for $`\lambda 0`$) is too small to give a power-law decay of the autocorrelation function. This is seen by considering that we can write the autocorrelation function for the considered processes as

$$R(\tau )=_0^+\mathrm{}\pi (\tau _s)e^{\tau /\tau _s}𝑑\tau _s,$$
(16)
i.e. as the weighted sum of exponentially decaying functions with characteristic time-scale $`\tau _s=\lambda ^1`$ and weights $`\pi (\tau _s)=\tau _s^2C_{\tau _s}^2/\sigma ^2`$, where $`\sigma `$ is the standard deviation of the stationary pdf. For power-law correlated processes ($`\mu =2`$) the weights decay as a power-law proportional to $`1/\tau _s^{\beta +1}`$, whereas for $`0<\mu <2`$ one has a decay proportional to $`\tau _s^{\frac{4}{2+\mu }}\mathrm{exp}(2\eta \tau _s^{\frac{2\mu }{2\mu }})`$. In the last case the weight of the largest time-scales decay too fast to zero to ensure a power-law autocorrelation function. We also observe that

$$\tau _s=_0^+\mathrm{}\pi (\tau _s)\tau _s𝑑\tau _s=_0^+\mathrm{}R(\tau )𝑑\tau .$$
(17)
Hence the integral of the autocorrelation function is a measure of the mean characteristic time of the process. This mean characteristic time $`\tau _s`$ diverges only for the class of stochastic processes associated with a quantum potential decaying as $`x^2`$ for $`|x|\mathrm{}`$ and with an eigenvalue spectrum as in case (c) when $`0<\beta 1`$.

Let us finally consider the stochastic process $`s(t)=_0^t𝑑t^{}x(t^{})`$. It can be considered as the displacement process associated to the velocity process $`x(t)`$. The mean squared displacement $`\mathrm{\Delta }s^2(t)`$ is given by

$`\mathrm{\Delta }s^2(t)=2{\displaystyle _0^t}𝑑t^{}{\displaystyle _0^t^{}}𝑑\tau x(t+\tau )x(t).`$ (18)
For any stochastic process $`x(t)`$ with autocorrelation function that asymptotically decays proportionally to $`\tau ^\beta `$ the temporal dependence of the mean squared displacement $`\mathrm{\Delta }s^2(t)`$ for large values of $`t`$ strongly depends on $`\beta `$. Specifically: (i) when $`\beta >1`$, then $`\mathrm{\Delta }s^2(t)D_\gamma t`$, i.e. $`s(t)`$ is a diffusive stochastic process; (ii) when $`\beta =1`$ one has $`\mathrm{\Delta }s^2(t)D_\gamma t\mathrm{ln}(t)`$; (iii) when $`0<\beta <1`$ the process becomes superdiffusive, i.e. $`\mathrm{\Delta }s^2(t)D_\gamma t^{2\beta }`$. The case when the displacement process $`s(t)`$ is diffusive corresponds to an integrable autocorrelation function of $`x(t)`$. Conversely, when $`R(\tau )`$ is not integrable the process $`s(t)`$ is not diffusive. The spectral density $`S(f)`$ of the process $`x(t)`$ is $`S(f)1/f^{1\beta }`$ for low frequency values. Hence, for values of $`\beta `$ slightly larger than zero the process $`x(t)`$ is characterized by a $`1/f`$ spectral density at low frequency. By introducing a long-range correlated stationary Markovian process we have shown that an $`1/f`$-like stochastic process is described by a FP equation with a constant diffusion coefficient and with a drift coefficient which depends asymptotically on $`x`$ as $`\alpha /x`$ when $`\alpha `$ is slightly larger than 3. One example is the drift $`D^{(1)}(x)`$ of Eq. $`(\text{10})`$, for which the nonlinear Langevin equation is $`\dot{x}(t)=D^{(1)}(x)+\mathrm{\Gamma }(t)`$, where $`\mathrm{\Gamma }(t)`$ is a Gaussian white noise of zero mean and unit variance. This is an example of a nonlinear Langevin equation describing a $`1/f`$ noise which is a stationary, Markovian and non-Gaussian process with finite variance.

In summary, we show that there exist stationary Markovian processes which are characterized by an interval of time-scales ranging from a finite value to infinite. We present analytical evidence that when (i) the range of time-scale is infinite and (ii) the mean time-scale $`\tau _s`$ of the process diverges the Markovian process is long-range correlated and has associated a low-frequency region of the spectral density which may be $`1/f`$-like. We show analytically that both requirements occur for processes described by a FP equation with constant diffusion coefficient which has associated a quantum potential $`V_S(x)`$ asymptotically proportional to $`x^2`$ and with an eigenvalue spectrum consisting of a single discrete eigenvalue $`\lambda _0=0`$ and an attached continuum part. We also show that the divergence of the maximal time-scale of the process is necessary but not sufficient to imply the presence of long-range correlation. What is crucial to observe long-range correlation is that the mean time-scale $`\tau _s`$ diverges.

We thank INFM (FRA and PAIS projects), ASI and MIUR for financial support.