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# 1 Introduction

## 1 Introduction

The asymptotical behavior of scattering amplitude in high energy is one of the center problems of elementary particle physics. The standard method of the quantum field theory is expected that the calculations based on the perturbation theory are suitable when the energy of individual particles is not rather high and the effective coupling constant is not large. When the energy is increased the effective coupling constant also increases so that the corrections calculated by the perturbation theory play a crucial role. Gravitational scattering at Planckian-energy $`\sqrt{s}=2EM_{PL}`$, where $`s`$ is the square of the centre of mass energy, $`M_{PL}`$ is the Planck mass, and small angle are characterized by the effective coupling constant $`\alpha _G=\frac{Gs}{\mathrm{}}1`$ which makes any simple perturbative expansion unwarranted. Comparison of the results of the different approaches $`[18]`$ proposed for this problem has shown that they all coincide in the leading order approximation which has a semiclassical effective metric interpretation, while most of them fail in providing the non-leading terms under which new classical and quantum effects are hiding.$`[2,3]`$

The aim of the present paper is to continue the determination of the non-leading terms to the Planckian-energy scattering by functional approach proposed for constructing a scattering amplitude in our previous works $`[9,10]`$. Using the straight-line path approximation we have shown that in the limit of asymptotically high $`sM_{PL}^2t`$, at the fixed momentum transfers $`t`$ the lowest order eikonal expansion of the exact two-particle Green function on the mass shell gives the leading behavior of the Planckian-energy scattering amplitude, which agrees with the results found by all others $`[18]`$. The main advantage of the proposed approach is the possibility of performing calculations in the compact form and obtaining the sum of the considered diagrams immediately in a closed form.

The outline of the paper is as follows. In the second section using the example of scalar model $`L_{int}=g\phi ^2\varphi `$ which allows to make an exposition most clarity and descriptive, and also less tedious calculations, by means of the functional integration, we briefly demonstrate the conclusion of the leading behavior $`[917]`$ and explain the important steps in calculating the non-leading terms to the high-energy scattering amplitude $`[15]`$. This section can be divided into three parts. In the first the quantum Green function of two-particles is obtained in the form of the functional integral. In the second part by a transition to the mass shell of the external two particle Green function we obtain a closed representation for the two-particle scattering amplitude which is also expressed in the form of the functional integrals. In the last of this section the straight-line path approximation and its generalization are discussed for calculating the non-leading terms to high-energy scattering amplitudes. Based on the exact expression of the single-particle Green function in gravitational field $`g_{\mu \nu }(x)`$ obtained in Ref.$`[9]`$ the results discussed in the second section will be generalized in the third section to the case of scalar ”nucleons” of the field $`\phi (x)`$ interacting with a gravitational field. Finally in the fourth section, we draw our conclusions.

## 2  Corrections to the Eikonal Equations in Scalar Model

In the construction of a scattering amplitude we use a reduction formula which relates an element of the $`S`$ matrix to the vacuum expectation of the chronological product of the field operators. For the two-particle amplitude, this formula has the form

$$i(2\pi )^4\delta ^4(p_1+p_2q_1q_2)T(p_1,p_2;q_1,q_2)=$$

$$=i^4\underset{k=1}{\overset{2}{}}dx_kdy_k\stackrel{}{K}_{x_1}^m\stackrel{}{K}_{x_2}^m0|T(\phi (x_1)\phi (x_2)\phi (y_1)\phi (y_2))|0\stackrel{}{K}_{y_1}^m\stackrel{}{K}_{y_2}^m,$$
$`(2.1)`$
where $`p_1`$, $`p_2`$ and $`q_1`$, $`q_2`$ are the moments of the particles of the field $`\phi (x)`$ before and after scattering respectively.

Ignoring the vacuum polarization effects the two-nucleon Green function on the right-hand side of Eq.$`(2.1)`$ can be represented in the form

$$G(x_1,x_2;y_1,y_2)=0|T(\phi (x_1)\phi (x_2)\phi (y_1)\phi (y_2))|0=$$

$$=\mathrm{exp}\{\frac{i}{2}D\frac{\delta ^2}{\delta \varphi ^2}\}[G(x_1,y_1|\varphi )G(x_2,y_2|\varphi )+G(x_1,y_2|\varphi )G(x_2,y_1|\varphi )]|_{\varphi =0},$$
$`(2.2)`$
where

$$\mathrm{exp}\{\frac{i}{2}D\frac{\delta ^2}{\delta \varphi ^2}\}=\mathrm{exp}\{\frac{i}{2}d^4z_1d^4z_2D(z_1z_2)\frac{\delta ^2}{\delta \varphi (z_1)\delta \varphi (z_2)}\},$$
$`(2.3)`$
and $`G(x,y|\varphi )`$ is the Green function of the nucleon $`\phi (x)`$ in a given external field $`\varphi (x)`$.
The nucleon Green function $`G(x,y|\varphi )`$ satisfies the equation

$$[\mathrm{}+m^2g\varphi (x)]G(x,y|\varphi )=\delta ^4(xy),$$
$`(2.4)`$
whose formal solution can be written in the form of Feynman path integral

$$G(x,y|\varphi )=i_0^{\mathrm{}}e^{im^2\tau }d\tau [\delta ^4\nu ]_0^\tau \mathrm{exp}\{igdzJ(z)\varphi (z)\}\delta ^4(xy+2_0^\tau \nu (\eta )d\eta ),$$
$`(2.5)`$
where $`J(z)`$ is the classical current of the nucleon 222In the scalar model $`J(z)`$ describes the spatial density of nucleon moving on a classical trajectory. However, in this case we call $`J(z)`$ a current.

$$J(z)=_0^\tau d\eta \delta ^4(zx+2_0^\tau \nu (\xi )d\xi ),$$
$`(2.6)`$
$`[\delta ^4\nu _i]_{\tau _1}^{\tau ^2}`$ is a volume element of the functional space of the four-dimensional function $`\nu (\eta )`$ defined on the interval $`\tau _1\eta \tau _2`$,

$$[\delta ^4\nu _i]_{\tau _1}^{\tau ^2}=\frac{\delta ^4\nu _i\mathrm{exp}[i_{\tau _1}^{\tau ^2}\nu _\mu ^2(\eta )_\eta d^4\eta }{\delta ^4\nu _i\mathrm{exp}[i_{\tau _1}^{\tau ^2}\nu _\mu ^2(\eta )_\eta d^4\eta }.$$

Substituting Eq.$`(2.5)`$ into Eq.$`(2.2)`$ and performing the variational differentiation with respect to $`\varphi `$, we find that the Fourier transform of the two-nucleon Green function

$$G(p_1,p_2;q_1,q_2)=\underset{i=1}{\overset{2}{}}(d^4x_id^4y_ie^{i(p_ix_iq_iy_i)})G(x_1,x_2;y_1,y_2)$$
$`(2.7)`$
is given by the following expression

$$G(p_1,p_2|q_1,q_2)=i^2\underset{i=1}{\overset{2}{}}(_0^{\mathrm{}}d\tau _ie^{i\tau _i(p_i^2m^2)}[\delta ^4\nu _i]_0^{\tau _i}dx_ie^{ix_i(p_iq_i)})$$

$$\times \mathrm{exp}[\frac{ig^2}{2}D(J_1+J_2)^2]+(p_1p_2),$$
$`(2.8)`$
where we have introduced the abbreviated natation

$$J_iDJ_k=𝑑z_1𝑑z_2J_i(z_1)D(z_1z_2)J_k(z_2).$$
$`(2.9)`$
Expanding the expression $`(2.8)`$ with respect to the coupling constant $`g^2`$ and taking the functional integrals with respect to $`\nu _i`$, which reduce to simple Gaussian quadratures if a Fourier transformation is made, we obtain the well-known series of perturbation theory for $`G(p_1,p_2|q_1,q_2)`$.

The elastic-scattering amplitude is related to the two-nucleon Green function as

$$i(2\pi )^4\delta ^4(p_1+p_2q_1q_2)T(p_1,p_2|q_1,q_2)^{scalar}$$

$$=\underset{p_i^2,q_i^2m^2}{lim}(\underset{i=1,2}{}(p_i^2m^2)(q_im^2))G(p_1,p_2|q_1,q_2)+(p_1p_2).$$
$`(2.10)`$
Substituting Eq.$`(2.5)`$ to Eq.$`(2.2)`$ and making a number of substitutions of the functional variables $`[9]`$, we obtain a closed expression for the two-nucleon scattering amplitude in the form of functional integrals

$$T(p_1,p_2;q_1,q_2)^{scalar}=\frac{g^2}{(2\pi )^4}d^4xe^{i(p_1q_1)x}D(x)$$

$$\times (\underset{i=1}{\overset{2}{}}[\delta ^4\nu _i]_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\{i\frac{g^2}{2}\underset{i=1,2}{}(J_iDJ_ii\delta _im^2)\left\}\right)$$

$$\times \mathrm{exp}_0^1d\lambda \mathrm{exp}(ig^2\lambda J_1DJ_2)+(p_1p_2),$$
$`(2.11)`$
where the quantity $`J_i(z,p_i,q_i|\nu _i)`$ is a conserving transition current given by

$$J_i(z,p_i,q_i|\nu _i)=_{\mathrm{}}^{\mathrm{}}d\xi \delta (zx_ia_i(\xi )+2_0^\xi \nu _i(\eta )d\eta ),$$
$`(2.12)`$
$$a_{1,2}(\xi )=p_{1,2}\theta (\xi )+q_{1,2}\theta (\xi ).$$
$`(2.13)`$
The scattering amplitude $`(2.11)`$ is interpreted as the residue of the two-particle Green function $`(2.8)`$ at the poles corresponding to the nucleon ends. A factor of the type $`\mathrm{exp}(\frac{i\kappa ^2}{2}_{i=1,2}J_iDJ_i)`$ of Eq.$`(2.11)`$ takes into account the radiative corrections to the scattered nucleons, while $`\mathrm{exp}(i\kappa ^2\lambda e^{ikx}J_1DJ_2)`$ describes virtual-meson exchange among them. The integral with respect to $`d\lambda `$ ensures the subtraction of the contribution of the freely propagating particles from the matrix element. The functional variables $`\nu _1(\eta )`$ and $`\nu _2(\eta )`$ formally introduced for obtaining the solution of the Green function describe the deviation of a particle trajectory from the straight-line paths. The functional with respect to $`[\delta ^4\nu _i]`$ $`(i=1,2)`$ corresponds to the summation over all possible trajectories of the colliding particles. From the consideration of the integrals over $`\xi _1`$ and $`\xi _2`$ for $`\mathrm{exp}(\frac{i\kappa ^2}{2}_{i=1,2}J_iDJ_i)`$ it is seen that the radiative correction result in divergent expressions of the type $`\delta _im^2\times (A\mathrm{})`$. To regularize them, it is necessary to renormalize the mass, that is, to separate from $`\mathrm{exp}(\frac{i\kappa ^2}{2}_{i=1,2}J_iDJ_i)`$ the terms $`\delta _im^2\times (A\mathrm{}),(i=1,2)`$, after which we go over in Eq.$`(2.11)`$ to the observed mass $`m_{i}^{}{}_{R}{}^{2}=m_{i}^{}{}_{0}{}^{2}+\delta _im^2`$. These problems have been discussed in detail in previous works $`[9,10,12,18]`$, therefore we shall hereafter drop the radiation corrections terms $`\mathrm{exp}(i\frac{g^2}{2}_{i=1,2}[J_iDJ_ii\delta _im^2\left]\right)`$ as these contributions in our model can be factorized as a factor $`R(t)`$ that depends only on the square of moment transfer. A similar factorization of the contributions of radiative corrections in quantum electrodynamics has also been obtained $`[19]`$.

Ignoring the radiation corrections, the elastic-scattering amplitude of two scalar nucleons $`(2.11)`$ can be presented in the following form

$$T(p_1,p_2|q_1,q_2)^{scalar}=\frac{ig^2}{(2\pi )^4}d^4xe^{ix(p_1q_1)}D(x)_0^\lambda d\lambda S_\lambda +(p_1p_2),$$
$`(2.14)`$
where

$$S_\lambda =\underset{i=1}{\overset{2}{}}[\delta ^4\nu _i]_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\{ig^2\lambda \mathrm{\Pi }[\nu ]\};\mathrm{\Pi }[\nu ]=J_1DJ_2,$$
$`(2.15)`$
and the quantity $`J_i(k,p_i,q_i|\nu _i)`$ is a conserving transition given by

$$J_i(k,p_i,q_i|\nu _i)=_{\mathrm{}}^{\mathrm{}}d\xi \mathrm{exp}(2ik[a_i(\xi )+_0^\xi \nu _i(\eta )d\eta ]).$$
$`(2.16)`$
Note that the expression $`(2.12)`$ defines the scalar density of a classical point particle moving along the curvilinear path $`x_i(s)`$, which depends on the proper time $`s=2m\xi `$ and satisfies the equation

$$mdx_i(s)/ds=p_i\theta (\xi )+q_i\theta (\xi )+\nu _i(\xi )$$
$`(2.17)`$
subject to the condition $`x_i(0)=x_i,i=1,2`$. For this reason, the representation $`(2.11)`$ of the scattering amplitude can be regarded as an functional sum over all possible nucleon paths in the scattering process.

However, functional integrals $`(2.14)`$ cannot be integrated exactly and an approximate method must be developed. The simplest possibility is to eliminate $`\nu _i(\xi )`$ from the argument of $`J_i(k,p_i,q_i|\nu _i)`$ function, i.e., we set $`\nu _i(\xi )=0`$ in Eq.$`(2.16)`$ for transition current, and obtain

$$J_i(k,p_i,q_i|\nu _i)=[\frac{1}{2p_ik+iϵ}\frac{1}{2q_ikiϵ}],$$
$`(2.18)`$
which corresponds to the classical current of a nucleon moving with momentum $`p`$ for $`\xi >0`$ and momentum $`q`$ for $`\xi <0`$.

Note however that the approximation $`\nu =0`$ is certainly false for proper time $`s`$ of the particle near rezo, when the classical trajectory of the particle changes direction. In the language of Feynman diagrams, this corresponds to neglecting the quadratic dependence on $`k_i`$ in the nucleon propagators, i.e.,

$$[m^2(p\underset{i=1}{\overset{n}{}}k_i)^2]^1[2p\underset{i=1}{\overset{n}{}}k_i]^1,$$
$`(2.19)`$
which can lead to the appearance of divergences of integrals with respect to $`d^4k`$ at the upper limit. As is well known, this approximation $`(2.19)`$ can be used to study the infrared asymptotic behavior in quantum electrodynamics $`[13,20,21]`$. However, it has not been proved in the region of high energies $`[1113]`$.

Therefore, we shall use an approximate method of calculating integrals with respect to $`\nu _i(\xi )`$ which enables one to retain the quadratic dependence of the nucleon propagators on the momenta $`k_i`$. This method is based on the following expansion formula $`[13,14,22]`$

$$\overline{\mathrm{exp}\left(g^2\mathrm{\Pi }[\nu ]\right)}=[\delta ^4\nu ]\mathrm{exp}(g^2\mathrm{\Pi }[\nu ])=\mathrm{exp}(g^2\overline{\mathrm{\Pi }[\nu ]})[1+\underset{n=2}{\overset{\mathrm{}}{}}\frac{(g^2)^n}{n!}\overline{(\mathrm{\Pi }\overline{\mathrm{\Pi }})^n}],$$
$`(2.20)`$
where $`\overline{\mathrm{\Pi }[\nu ]}=[\delta ^4\nu ]|\mathrm{\Pi }[\nu ]`$.

Applying the modified expansion formula $`(2.20)`$ exposed in detailed in Ref.$`[15]`$ to our case, we consider the leading term $`(n=0)`$ and the following correction term $`(n=1)`$. When $`n=0`$ the leading term has the form

$$S_\lambda ^{(n=0)scalar}=\overline{\mathrm{exp}\left(i\lambda g^2\mathrm{\Pi }[\nu ]\right)}=[\delta ^4\nu ]\mathrm{exp}(i\lambda g^2\mathrm{\Pi }[\nu ])\mathrm{exp}(i\lambda g^2[\delta ^4\nu ]\mathrm{\Pi }[\nu ]),$$
$`(2.21)`$
where

$$\overline{\mathrm{\Pi }[\nu ]}|_{\nu =0}=\frac{1}{(2\pi )^4}d^4kD(k)\mathrm{exp}(ikx)$$

$$\times _{\mathrm{}}^{\mathrm{}}d\xi d\tau \mathrm{exp}(2ik[\frac{\xi a_1(\xi )}{\sqrt{s}}\frac{\tau a_2(\tau )}{\sqrt{s}}])\times \mathrm{exp}\left[i\frac{k^2}{\sqrt{s}}(|\xi |+|\tau |)\right].$$
$`(2.22)`$
In Eq.$`(2.22)`$, we have made the change of variables $`\xi ,\tau \xi /\sqrt{s},\tau /\sqrt{\tau }`$. When $`n=1`$ the correction term has the following form

$$S_\lambda ^{(n=1)scalar}=\mathrm{exp}(i\lambda g^2\overline{\mathrm{\Pi }[\nu ]})\mathrm{exp}[1+\frac{i\lambda ^2g^4}{4}(d\eta \underset{i=1,2}{}(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _i(\eta )})^2)\left]\right|_{\nu =0}.$$
$`(2.23)`$
Using Eq.$`(2.22)`$ we have

$$\frac{i\lambda ^2g^4}{4}d\eta \left[\right(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _1(\eta )})^2+(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _2(\eta )})^2]=\frac{i\lambda ^2g^4}{(2\pi )^8}d^k_1d^4k_2e^{ix(k_1+k_2)}D(k_1)D(k_2)(k_1k_2)$$

$$\times _{\mathrm{}}^{\mathrm{}}d\xi _1d\tau _1d\xi _2d\tau _2\mathrm{exp}\left\{2ik_1[\xi _1\frac{a_1(\xi _1)}{\sqrt{s}}\tau _1\frac{a_2(\tau _1)}{\sqrt{s}}]\left[i\frac{k_1^2}{\sqrt{s}}(|\xi _1|+|\tau _1|)\right]\right\}$$

$$\times \mathrm{exp}\left\{2ik_2\left[\xi _2\frac{a_1(\xi _2)}{\sqrt{s}}\tau _1\frac{a_2(\tau _2)}{\sqrt{s}}\right]\left[i\frac{k_2^2}{\sqrt{s}}(|\xi _2|+|\tau _2|)\right]\right\}\frac{1}{\sqrt{s}}[\mathrm{\Phi }(\xi _1,\xi _2)+\mathrm{\Phi }(\tau _1,\tau _2)],$$
$`(2.24)`$
where

$$\mathrm{\Phi }(\xi _1,\xi _2)=\vartheta (\xi _1,\xi _2)[|\xi _1|\vartheta (|\xi _2||\xi _1|)+|\xi _2|\vartheta (|\xi _1||\xi _2|)],$$

$$\mathrm{\Phi }(\tau _1,\tau _2)=\vartheta (\tau _1,\tau _2)[|\tau _1|\vartheta (|\tau _2||\tau _1|)+|\tau _2|\vartheta (|\tau _1||\tau _2|)].$$
$`(2.25)`$
In this approximation the nucleon propagator functions in Eqs $`(2.21)(2.25)`$ do not contain the terms of type $`k_ik_j`$, where $`k_i`$ and $`k_j`$ belong to different mesons interacting with nucleons. This means that in nucleon propagators we can neglect the terms of form $`_{ij}k_ik_j`$ compared with $`2p_ik_i`$, i.e., we can make the substitution

$$[m^2(p\underset{i=1}{\overset{n}{}}k_i)^2]^1[2p\underset{i=1}{\overset{n}{}}k_i\underset{i=1}{\overset{n}{}}k_i^2]^1.$$
$`(2.26)`$
This approximation $`k_ik_j=0`$ which is called the straight-line path approximation corresponds to the approximate calculation of the Feynman path integrals $`[917]`$ in Eq.$`(2.11)`$ and $`(2.14)`$ in accordance with the rule $`(2.26)`$. The formulation of the straight-line path approximation made it possible to put forward a clear physical conception. In accordance with which high-energy particles move along Feynman paths that are most nearly rectilinear.

The validity of the given approximation of Eq.$`(2.26)`$ in the region of high energies $`s`$ for given momentum transfers $`t`$ can be studied within the framework of perturbation theory. In particular, one can show that neglecting the terms $`k_ik_j=0`$ the denominators of the nucleon propagator functions in the case of ordinary ladder diagrams obtained by iteration of the single-meson exchange diagram does not effect the asymptotic behavior at high energies, which, when mesons are exchanged, has form $`lns/s^{n1}`$. The validity of this approximation $`(2.26)`$ has also been proved for larger class diagrams with interacting meson lines $`[16]`$. In addition, it should be noted that the eikonal approximation in the potential scattering also reduces to a modification of the propagator (which is nonrelativistic in this case), a modification determined $`[25]`$ by Eqs $`(2.19)`$ and $`(2.26)`$.

We shall seek the asymptotic behavior of the functional integral $`S_\lambda `$ at large $`s=(p_1+p_2)^2`$ and fixed momentum transfers $`t=(p_1q_1)^2`$. For this , we go over to the center -of-mass system and take the $`z`$ axis along the moment of the incident particles. Then

$$p_{1,2}=\{\frac{\sqrt{s}}{2},0,0,\pm \frac{\sqrt{s4m^2}}{2}\};$$

$$q_{1,2}=\{\frac{\sqrt{s}}{2},\pm _{}\sqrt{1+\frac{t}{s4m^2}}\pm \frac{\sqrt{s4m^2}}{2}(1+\frac{2t}{s4m^2})\}.$$
$`(2.27)`$
$$\mathrm{}_{}^2=t.$$

And, substituting Eq.$`(2.27)`$ into Eq.$`(2.14)`$, we obtain

$$a_{1,2}(\xi )=\frac{1}{\sqrt{s}}[p_{1,2}\theta (\xi )+q_{1,2}\theta (\xi )]=\frac{1}{2}[\theta (\xi )+\theta (\xi )]$$

$$\pm (\frac{\mathrm{\Delta }_{}}{\sqrt{s}}\sqrt{1+\frac{t}{s4m^2}})\theta (\xi )\pm \frac{\sqrt{s4m^2}}{\sqrt{s}}(1+\frac{t}{s4m^2}).$$
$`(2.28)`$
In the limit $`s\mathrm{}`$ for fixed $`t`$ and keeping the terms to order $`O(\frac{1}{s})`$,we found

$$\frac{a_1(\xi )}{\sqrt{s}}\frac{1}{2}n^++\frac{\mathrm{}_{}}{\sqrt{s}}\vartheta (\xi )+O(\frac{1}{s}),$$

$$\frac{a_2(\xi )}{\sqrt{s}}\frac{1}{2}n^{}\frac{\mathrm{}_{}}{\sqrt{s}}\vartheta (\xi )+O(\frac{1}{s}),$$

$$n^\pm =\{1,0,0,\pm 1\}.$$
$`(2.29)`$
We now find the asymptotic behavior of the expressions $`(2.22)`$ and $`(2.24)`$ as $`s\mathrm{}`$ and fixed $`t`$. Using Eq.$`(2.29)`$, we obtain an asymptotic expression for Eqs $`(2.22)`$ and $`(2.24)`$. Namely

$$\overline{\mathrm{\Pi }[\nu ]}=\frac{1}{(2\pi )^6s}d^4ke^{ikx}D(k)_{\mathrm{}}^{\mathrm{}}d\xi d\tau e^{i(k_{}\xi k_+\tau )}\times $$

$$\times \{12i\frac{k_{}\mathrm{}_{}}{\sqrt{s}}[\xi \vartheta (\xi )+\tau \vartheta (\tau )]+\frac{ik^2}{\sqrt{s}(|\xi |+|\tau |)}\}$$

$$\frac{1}{8\pi ^2s}\frac{d^2k_{}}{k_{}^2+\mu ^2}e^{ik_{}x_{}}+$$

$$+\frac{i\mathrm{}_{}}{s\sqrt{s}8\pi ^2}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]d^2k_{}e^{ik_{}x_{}}\frac{k_{}}{k_{}^2+\mu ^2}+$$

$$+\frac{i}{16\pi ^2s\sqrt{s}}(|x_+|+|x_{}|)\frac{d^2k_{}}{k_{}^2+\mu ^2}e^{ik_{}x_{}}$$

$$=\frac{1}{4\pi s}K_0(\mu |x_{}|)\frac{\mu }{4\pi s\sqrt{s}}\frac{_{}x_{}}{|x_{}|}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]K_1(\mu |x_{}|)$$

$$\frac{i\mu ^2}{8\pi s\sqrt{s}}(|x_+|+|x_{}|)K_0(\mu |x_{}|),$$
$`(2.30)`$
where $`x_\pm =x_0\pm x_z`$, the light cone coordinates, $`k_\pm ^{(i)}=k_0^{(i)}\pm k_z^{(i)}`$, $`i=1,2`$ and $`\mu `$ is the mass of the changed particle, which must be introduced as an infrared regulator. The final expression is

$$\frac{i\lambda ^2g^4}{4}d\eta \left[\right(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _1(\eta )})^2+(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _2(\eta )})^2]$$

$$\frac{i\lambda ^2g^4}{(2\pi )^8s^2\sqrt{s}}d^4k_1d^4k_2D(k_1)D(k_2)\mathrm{exp}[ix(k_1+k_2)](k_1k_2)$$

$$\times _{\mathrm{}}^{\mathrm{}}d\xi _1d\tau _1e^{i(k_{}^{(1)}\xi _1k_+^{(1)}\tau _1)}_{\mathrm{}}^{\mathrm{}}d\xi _2d\tau _2e^{i(k_{}^{(2)}\xi _2k_+^{(2)}\tau _2)}[\mathrm{\Phi }(\xi _1,\xi _2)+\mathrm{\Phi }(\tau _1,\tau _2)]$$

$$=\frac{i\lambda ^2g^4\mu ^2}{32\pi ^2s^2\sqrt{s}}(|x_+|+|x_{}|)K_1^2(\mu |x_{}|),$$
$`(2.31)`$
here we have assumed $`|x_{}|0`$, which ensures that all the integrals converge. The functions $`K_0(\mu |x_{}|)`$ and $`K_1(\mu |x_{}|)`$ are MacDonald functions of the zeroth and first orders and are determined by the expressions

$$K_0(\mu |x_{}|)=\frac{1}{2\pi }d^2k_{}\frac{\mathrm{exp}(ik_{}x_{})}{k_{}^2+\mu ^2},$$

$$K_1(\mu |x_{}|)=\frac{K_0(\mu |x_{}|)}{(\mu |x_{}|)}.$$
$`(2.32)`$
We now substitute Eqs $`(2.30)`$ and $`(2.31)`$ into Eq.$`(2.24)`$ and obtain for the correction term $`S_\lambda ^{(n=1)}`$ the desired expression

$$S_\lambda ^{(n=1)}\mathrm{exp}[\frac{ig^2\lambda }{4\pi s}K_0(\mu |x_{}|)]\{1\frac{ig^2\lambda \mu }{4\pi s\sqrt{s}}\frac{\mathrm{}_{}x_{}}{|x_{}|}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]K_1(\mu |x_{}|)$$

$$+\frac{g^2\lambda \mu ^2}{8\pi s\sqrt{s}}(|x_+|+|x_{}|)K_0(\mu |x_{}|)\frac{ig^4\lambda ^2\mu ^2}{32\pi ^2s^2\sqrt{s}}(|x_+|+|x_{}|)K_1^2(\mu |x_{}|)\}.$$
$`(2.33)`$
In this expression $`(2.33)`$ the factor in the front of the braces corresponds to the leading eikonal behavior of the scattering amplitude, while the terms in the braces determine the correction of relative magnitude $`1/\sqrt{s}`$.

As is well known from the investigation of the scattering amplitude in the Feynman diagrammatic technique, the high-energy asymptotic behavior can contain only logarithms and integral powers of $`s`$. A similar effect is observed here, since integration of the expression $`(2.33)`$ for $`S_\lambda `$ in accordance with Eq. $`(2.14)`$ leads to the vanishing of the coefficients for half-integral powers of $`s`$. Nevertheless, allowance for the terms that contain the half-integral powers of $`s`$ is needed for the calculations of the next corrections in the scattering amplitude. It is interesting to note the appearance in the correction terms of a dependence on $`x_0`$ and $`x_z`$ $`(x_\pm =x_0\pm x_z)`$, i.e., the appearance of the so-called retardation effects, which are absent in the principal asymptotic term.

Making similar calculations, we can show that all the following terms of the expansion $`(2.20)`$ decrease sufficiently rapidly compared with those we have written down. However, it must be emphasized that this by no means proves the validity of the eikonal representation for the scattering amplitude in the given framework. The coefficient functions in the asymptotic expansion, which are expressed in terms of MacDonald functions, are singular at short distances and this singularity becomes stronger with increasing rate as decrease of the corresponding terms at large $`s`$. Therefore, integration of $`S_\lambda `$ in accordance with Eq.$`(2.14)`$ in the determination of the scattering amplitude may lead to the appearance of terms that violate the eikonal series in the higher order in $`g^2`$. The possible appearance of such terms in individual orders of perturbation theory in models of type $`\phi ^3`$ was pointed out in Refs $`[23]`$, $`[24]`$ and $`[16]`$. Investigating the structure of the non-eikonal contributions to the two-nucleon scattering amplitude show that the sum of all ladder diagrams of the eighth order in the scalar model contains terms that are absent in the orthodox eikonal equation and vanish in the limit $`(\mu /m)0`$, where $`\mu `$ and $`m`$ are meson and nucleon masses. These terms correspond to the contributions to the effective quasipotential resulting from exchange of nucleon-antinucleon pairs $`[28]`$.

To conclude the section we consider the asymptotic behavior of the elastic scattering amplitude of two scalar nucleons Eq.$`(2.14)`$ in the ultra-high-energy limit $`s\mathrm{}`$, $`t/s0`$. In this case the phase function of the leading eikonal behavior $`\chi (b,s)=\frac{g^2}{4\pi s}K_0(\mu |x_{}|)`$ followed from Eq.$`(2.33)`$ does not depend on $`x_+`$ and $`x_{}`$. Performing the integration $`dx_+`$, $`dx_{}`$ and $`d\lambda `$ for scattering amplitude in the center-of-mass (c.m.s) system333The amplitude $`T(s,t)`$ is normalized in the c.m.s. by relation
$$\frac{d\sigma }{d\mathrm{\Omega }}=\frac{|T(s,t)|^2}{64\pi ^2s},\sigma _t=\frac{1}{2p\sqrt{s}}ImT(s,t=0).$$
we obtain the following eikonal form

$$T(s,t)=2isd^2x_{}e^{i\mathrm{\Delta }_{}x_{}}(e^{i\chi (x_{}s)}1),$$
$`(2.34)`$
where $`x_{}`$ is a two-dimensional vector perpendicular to the nucleon-collision direction (the impact parameter), the eikonal phase function $`\chi (x_{}s)`$ by scalar meson exchange decreases with energy

$$\chi (x_{},s)=\frac{g^2}{4\pi s}K_0(\mu |x_{}|).$$
$`(2.35)`$
For a similar calculation it has been shown that the exchange term $`(p_1p_2)`$ is one order $`(1/s)`$ smaller and so can be dropped in Eq.$`(2.33)`$. The amplitude is in an eikonal form. The case of interaction of nucleons with vector mesons, graviton, can be treated in a similar manner.

## 3  Corrections to the Eikonal Equations in Quantum Gravity

In the framework of standard field theory for the high-energy scattering the different methods have been developed to investigate the asymptotic behavior of individual Feynman diagrams and their subsequent summation. The calculations of eikonal diagrams in the case of gravity produce in a similar way as analogous calculations in QED. The eikonal captures the leading behavior of each order in perturbation theory, but the sum of leading terms is subdominant to the terms neglected by this approximation. The reliability of the eikonal amplitude for gravity is uncertain. One approach which has probed the first of these features with some success is that based on reggeized string exchange amplitudes with subsequent reduction to the gravitational eikonal limit including the leading order corrections $`[2,26,27]`$. In this paper we follow a somewhat different approach based on a representation of the solutions of the exact equation of the theory in the form of functional integral. By this approach we obtain the closed relativistically invariant crossing symmetry expressions for the two-nucleon elastic scattering amplitudes $`[9]`$, which may be regarded as sum over all trajectories of colliding nucleon and are helpful to investigate the asymptotical behavior of scattering amplitudes in different kinematics at low to high energies.

We consider the scalar nucleons $`\phi (x)`$ interacting with gravitational field $`g_{\mu \nu }(x)`$ where the interaction Lagrangian is of the form

$$L(x)=\frac{\sqrt{g}}{2}[g^{\mu \nu }(x)_\mu \phi (x)_\nu \phi (x)m^2\phi ^2(x)]+L_{grav.}(x),$$
$`(3.1)`$
where $`g=detg_{\mu \nu }(x)=\sqrt{g}g^{\mu \nu }(x)`$. For the single-particle Green function in the gravitational field $`g^{\mu \nu }(x)`$ in the harmonic coordinates defined the condition $`_\mu \stackrel{~}{g}^{\mu \nu }(x)=0`$, we have the following equation

$$[\stackrel{~}{g}^{\mu \nu }(x)i_\mu i_\nu \sqrt{g}m^2]G(x,y|g^{\mu \nu })=\delta ^4(xy),$$
$`(3.2)`$
whose solution can be written in the form of a functional integral $`[9]`$

$$G(x,y|g^{\mu \nu })=i_0^{\mathrm{}}𝑑\tau e^{im^2\tau }$$

$$\times C_\nu \delta ^4\nu \mathrm{exp}(i_0^\tau d\xi [\stackrel{~}{g}^{\mu \nu }(x,\xi )]^1\nu _\mu (\xi )\nu _\nu (\xi )im^2_0^\tau [\sqrt{g(x_\xi )}1]d\xi )$$

$$\times \delta ^4(xy2_0^\tau \nu (\eta )d\eta ).$$
$`(3.3)`$
Equation $`(3.3)`$ is the exactly closed expression for the scalar particle Green function in an arbitrary external gravitational field $`g^{\mu \nu }(x)`$ in the form of functional integrals $`[9]`$.

In the following we consider the gravitational field in the linear approximation, i.e., put $`g^{\mu \nu }=\eta _{\mu \nu }+\kappa h_{\mu \nu }`$, where $`\eta _{\mu \nu }`$ is the Minkowski metric tensor with diagonal $`(1,1,1,1)`$.
Rewrite Eq.$`(3.3)`$ in the variables $`h_{\mu \nu }(x)`$ and after dropping out the term with an exponent power higher than the first $`h_{\mu \nu }(x)`$ 444 The Lagrangian $`(3.1)`$ in the linear approximation to $`h^{\mu \nu }(x)`$ has the form $`L(x)=L_{0,\phi }(x)+L_{0,grav.}(x)+L_{int}(x)`$, where
$$L_0(x)=\frac{1}{2}[^\mu \phi (x)_\mu \phi (x)m^2\phi ^2(x)],$$

$$L_{int}(x)=\frac{\kappa }{2}h^{\mu \nu }(x)T_{\mu \nu }(x),$$

$$T_{\mu \nu }(x)=_\mu \phi (x)_\nu \phi (x)\frac{1}{2}\eta _{\mu \nu }[^\sigma \phi (x)_\sigma \phi (x)m^2\phi ^2(x)],$$
where $`T_{\mu \nu }(x)`$ is the energy momentum tensor of the scalar field. The coupling constant $`\kappa `$ is related to Newton’s constant of graviton G by $`\kappa ^2=16\pi G`$.  , we have a Green function for single-particle Klein-Gordon equation in a linearized gravitational field

$$G(x,y|h^{\mu \nu })=i_0^{\mathrm{}}d\tau e^{im^2\tau }[\delta ^4\nu ]_0^\tau \mathrm{exp}(i\kappa J_{\mu \nu }(z)h^{\mu \nu }(z)dz)\delta ^4(xy2_0^\tau \nu (\eta )d\eta ),$$
$`(3.4)`$
where $`J_{\mu \nu }(z)`$ is the current of the nucleon defined by

$$J_{\mu \nu }(z)=_0^{\tau _i}d\xi (\nu _\mu (\xi )\nu _\nu (\xi ))\delta (zx_i+2p_i\xi +2_0^\xi \nu _i(\eta )d\eta ).$$
$`(3.5)`$
Substituting Eq.$`(3.4)`$ to Eq.$`(2.2)`$ and making analogous calculations done in Ref.$`[9]`$, for scattering amplitudes we obtain the following expression

$$T(p_1,p_2;q_1,q_2)^{tensor}=\kappa ^2d^4xe^{i(p_1q_1)x}\mathrm{\Delta }(x;p_1,p_2;q_1,q_2)_0^1d\lambda S_\lambda +(p_1p_2),$$
$`(3.6)`$
where

$$S_\lambda ^{tensor}=\underset{i=1}{\overset{2}{}}[\delta ^4\nu _i]_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\{i\kappa ^2\lambda \mathrm{\Pi }[\nu ]\},\mathrm{\Pi }[\nu ]=J_1DJ_2$$
$`(3.7)`$
$$\mathrm{\Delta }(x;p_1,p_2;q_1,q_2)=d^4kD^{\mu \nu \rho \sigma }(k)e^{ikx}$$

$$\times [k+p_1+q_1]_\mu [k+p_1+q_1]_\nu [k+p_2+q_2]_\rho [k+p_2+q_2]_\sigma .$$
$`(3.8)`$
The quantity $`J_i^{\mu \nu }(k;p_i,q_i|\nu _i)`$ in Eq. $`(3.7)`$ is a conserving transition current given by

$$J_i^{\mu \nu }(k;p_i,q_i|\nu )=4_{\mathrm{}}^{\mathrm{}}d\xi [a_i(\xi )+\nu (\xi )]^\mu [a_i(\xi )+\nu (\xi )]^\nu \mathrm{exp}(2ik[\xi _ia_i(\xi )+_0^\xi \nu _i(\eta )d\eta ]),$$
$`(3.9)`$
and $`D_{\alpha \beta \gamma \delta }(x)`$ is the causal Green function

$$D_{\alpha \beta \gamma \delta }(x)=\omega _{\alpha \beta ,\gamma \delta }\frac{i}{(2\pi )^4}\frac{e^{ikx}}{k^2\mu ^2+iϵ}d^4k,$$

$$\omega _{\alpha \beta ,\gamma \delta }=(\eta _{\alpha \gamma }\eta _{\beta \delta }+\eta _{\alpha \delta }\eta _{\beta \gamma }\eta _{\alpha \beta }\eta _{\gamma \delta }).$$

The leading term $`(n=0)`$ and the following correction term $`(n=1)`$ in the case of quantum gravity can be constructed in a similarly way done in the scalar model,

$$S_\lambda ^{(n=0)tensor}=[\delta ^4\nu ]\mathrm{exp}(i\lambda g^2\mathrm{\Pi }[\nu ])\mathrm{exp}(i\lambda \kappa ^2[\delta ^4\nu ]\mathrm{\Pi }[\nu ]),$$
$`(3.10)`$
where

$$\overline{\mathrm{\Pi }[\nu ]}|_{\nu =0}=\frac{1}{(2\pi )^4}d^4ke^{ikx}_{\mathrm{}}^{\mathrm{}}𝑑\xi 𝑑\tau a_1^\mu (\xi )a_1^\nu (\xi )D_{\mu \nu \sigma \varrho }(k)a_2^\sigma (\tau )a_2^\varrho (\tau )$$

$$\times \mathrm{exp}(2ik[\frac{\xi a_1(\xi )}{\sqrt{s}}\frac{\tau a_2(\tau )}{\sqrt{s}}])\times \mathrm{exp}\left[i\frac{k^2}{\sqrt{s}}(|\xi |+|\tau |)\right],$$
$`(3.11)`$
and

$$S_\lambda ^{(n=1)tensor}=\mathrm{exp}(i\lambda \kappa ^2\overline{\mathrm{\Pi }[\nu ]})\mathrm{exp}[1+\frac{i\lambda ^2\kappa ^4}{4}(d\eta \underset{i=1,2}{}(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _i(\eta )})^2)\left]\right|_{\nu =0}.$$
$`(3.12)`$
Using Eqs $`(2.27)`$ and $`(2.29)`$, we obtain asymptotic expression for Eqs $`(3.11)`$ and $`(3.12)`$, namely,

$$\overline{\mathrm{\Pi }[\nu ]}=\frac{1}{(2\pi )^6s}d^4ke^{ikx}_{\mathrm{}}^{\mathrm{}}𝑑\xi 𝑑\tau e^{i(k_{}\xi k_+\tau )}a_1^\mu (\xi )a_1^\nu (\xi )D_{\mu \nu \sigma \varrho }(k)a_2^\sigma (\tau )a_2^\varrho (\tau )$$

$$\times \{12i\frac{k_{}\mathrm{}_{}}{\sqrt{s}}[\xi \vartheta (\xi )+\tau \vartheta (\tau )]+\frac{ik^2}{\sqrt{s}(|\xi |+|\tau |)}\}$$

$$\frac{s}{4\pi ^2}\frac{d^2k_{}}{k_{}^2+\mu ^2}\mathrm{exp}(ik_{}x_{})+\frac{is\mathrm{}_{}}{4\pi ^2\sqrt{s}}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]d^2k_{}\mathrm{exp}(ik_{}x_{})\frac{k_{}}{k_{}^2+\mu ^2}$$

$$\frac{is}{8\pi ^2\sqrt{s}}(|x_+|+|x_{}|)\frac{d^2k_{}}{k_{}^2+\mu ^2}\mathrm{exp}(ik_{}x_{})=$$

$$=\frac{s}{2\pi }K_0(\mu |x_{}|)+\frac{s\mu }{2\pi \sqrt{s}}\frac{_{}x_{}}{|x_{}|}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]K_1(\mu |x_{}|)$$

$$\frac{is\mu ^2}{4\pi \sqrt{s}}(|x_+|+|x_{}|)K_0(\mu |x_{}|);$$
$`(3.13)`$
Then the final expression is

$$\frac{i\lambda ^2\kappa ^4}{4}d\eta \left[\right(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _1(\eta )})^2+(\frac{\delta \overline{\mathrm{\Pi }[\nu ]}}{\delta \nu _2(\eta )})^2]\frac{i\lambda ^2\kappa ^4}{(2\pi )^8s^2\sqrt{s}}d^4k_1d^4k_2\mathrm{exp}[ix(k_1+k_2)](k_1k_2)$$

$$\times _{\mathrm{}}^{\mathrm{}}d\xi _1d\tau _1e^{i(k_{}^{(1)}\xi _1k_+^{(1)}\tau _1)}_{\mathrm{}}^{\mathrm{}}d\xi _2d\tau _2e^{i(k_{}^{(2)}\xi _2k_+^{(2)}\tau _2)}[\mathrm{\Phi }(\xi _1,\xi _2)+\mathrm{\Phi }(\tau _1,\tau _2)]$$

$$a_1^\mu (\xi _1)a_1^\nu (\xi _1)D_{\mu \nu \sigma \varrho }(k_1)a_2^\sigma (\tau _1)a_2^\varrho (\tau _1)a_1^\rho (\xi _2)a_1^\lambda (\xi _2)D_{\rho \lambda \eta \omega }(k_2)a_2^\eta (\tau _2)a_2^\omega (\tau _2)$$

$$\times [\mathrm{\Phi }(\xi _1,\xi _2)+\mathrm{\Phi }(\tau _1,\tau _2)]=\frac{i\lambda ^2\kappa ^4s^2\mu ^2}{8\pi ^2\sqrt{s}}(|x_+|+|x_{}|)K_1^2(\mu |x_{}|).$$
$`(3.14)`$
As in the preceding section we have assumed $`|x_{}|0`$, which ensures that all the integrals converge. We now substitute Eqs $`(3.13)`$ and $`(3.14)`$ into Eq.$`(3.12)`$ and obtain for $`S_\lambda ^{(n=1)tensor}`$ the desired expression,

$$S_\lambda ^{(n=1)tensor}\mathrm{exp}[\frac{i\kappa ^2s\lambda }{2\pi }K_0(\mu |x_{}|)]\{1+\frac{i\kappa ^2s\lambda \mu }{2\pi \sqrt{s}}\frac{\mathrm{}_{}x_{}}{|x_{}|}[x_+\vartheta (x_+)x_{}\vartheta (x_{})]K_1(\mu |x_{}|)$$

$$\frac{\kappa ^2s\lambda \mu ^2}{4\pi \sqrt{s}}(|x_+|+|x_{}|)K_0(\mu |x_{}|)+\frac{i\kappa ^4s^2\lambda ^2\mu ^2}{8\pi ^2\sqrt{s}}(|x_+|+|x_{}|)K_1^2(\mu |x_{}|)\}.$$
$`(3.15)`$
It is important to note that in contrast to the scalar model the corresponding correction terms in quantum gravity increase with the energy.
Using Eq.$`(3.14)`$ and the phase function of the leading eikonal behavior followed from Eq.$`(3.15)`$, after integration $`dx_+`$, $`dx_{}`$ and $`d\lambda `$ for scattering amplitude in the high-energy limit $`sM_{PL}^2t`$, we obtain the following eikonal form

$$T(s,t)^{tensor}=2isd^2x_{}e^{i\mathrm{\Delta }_{}x_{}}(e^{i\chi (|x_{}|s)}1),$$
$`(3.16)`$
where the eikonal phase function $`\chi (x_{}s)`$ by graviton exchange increases with energy as

$$\chi (x_{}s)=\frac{\kappa ^2s}{2\pi }K_0(\mu |\stackrel{}{x}_{}|),$$
$`(3.17)`$
and in the model with vector mesons $`(L_{int}=g\phi ^{}i_\sigma \phi A^\sigma +g^2A_\sigma A^\sigma \phi ^{}\phi )`$, the eikonal phase function

$$\chi (x_{})=\frac{g^2}{2\pi }K_0(\mu |\stackrel{}{x}_{}).$$
$`(3.18)`$
It should be noted that the eikonal phases given by Eqs $`(2.34)`$, $`(3.18)`$ and $`(3.17)`$ correspond to a Yukawa potential between the interacting nucleons; according to the spin of the exchange field in the scalar case this potential decreases with energy $`V(s,|x_{}|)=(g^2/8\pi s)(e^{\mu |x_{}|}/|x_{}|)`$ and is independent of energy in the vector model$`V(s,|x_{}|)=(g^2/4\pi )(e^{\mu |x_{}|}/|x_{}|)`$. In the case of graviton exchange a Yukawa potential $`V(s,|x_{}|)=(\kappa ^2s/2\pi )(e^{\mu |x_{}|}/|x_{}|)`$ increases with energy. Comparison of these potentials has made it possible to draw the following conclusions: in the model with scalar exchange, the total cross section $`\sigma _t`$ decreases as $`1/s`$, and only the Born term predominates in the entire eikonal equation, the vector model leads to a total cross section $`\sigma _t`$ tending to a constant value as $`s\mathrm{}`$, $`t/s0`$. In both the cases,the eikonal phases are purely real and consequently the influence of inelastic scattering is disregarded in this approximation $`\sigma ^{in}=0`$. In the case of graviton exchange the Froissart limit is violated. The similar result is also obtained in work $`[6]`$ with the eikonal series for Reggeized graviton exchange.

We may mention that in the framework of the quasipotential approach $`[2931]`$ in quantum field theory there is a rigorous justification of the eikonal representation on the basis of the assumption of a smooth local quasipotential. In the determination of non-leading terms just considered we have a singular interaction which when radiative effects are ignored leads to a singular quasipotential of the Yukawa type which required a special care.

## 4 Conclusions

In the framework of functional integration using the straight-line path approximation in quantum gravity we obtained the first-order correction terms to the leading eikonal behavior of the Planckian-energy scattering amplitude. We also shown that the allowance for these terms leads to the appearance of retardation effects, which are absent in the principal asymptotic term. It is important to note that the singular character of the correction terms at short distances may be lead ultimately to the appearance of non-eikonal contributions to the scattering amplitudes. The straight-line paths approximation used in this work corresponds to a physical picture in which colliding high energy nucleons at the act of interaction receive a small recoil connected with the emission of ”soft” mesons or gravitons and retain their individuality. The calculation of non-leading terms to leading eikonal behavior of Planckian-energy scattering can be realized by means of the quasipotential method which provides a consistent justification of the eikonal representation of the scattering amplitude with the smooth local quasipotential. This problem requires some further study.

## 5 Acknowledgements

We are grateful to Profs. B. M. Barbashov, V. V. Nesterenko, V. N. Pervushin for useful discussions and Prof. G. Veneziano for suggesting this problem and encouragement.NSH is also indebted to Profs. Zhao-bin SU, Tao XIANG, Yuan-Zhong ZHANG for support during stay at the Institute of Theoretical Physics - Chinese Academy of Sciences (ITP-CAS), in Beijing. This work was supported in part by ITP-CAS, Third World Academy of Sciences and Vietnam National Research Programme in National Sciences.


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# Time dependent cross correlations between different stock returns: A directed network of influence

## I Introduction

In the risk minimisation of portfolio optimisation it is very important to consider how the returns of different companies correlate with each other. For this purpose the study of the equal time cross correlations between stocks has attracted much interest MANT ; KLKJ : The clustering properties and the comparison between the time and ensemble averages have provided much useful information in this respect.

In statistical physics time dependent correlations are also of major interest. Due to their role in the fluctuation dissipation theorem they constitute as the main tool for determining transport coefficients. The famous Onsager reciprocity relations have their roots in the symmetry properties of the time-dependent cross correlations STATFIZ . Obviously, in an economic system there is no reason to assume that the time reversal symmetry or detailed balance is maintained. Nevertheless, it is of interest to investigate the time dependent cross correlations between stock returns because they contain information about the way how the prices influence each other, which are the dominant stocks and to what extent this dominance is reflected in the price changes under the conditions of an efficient market.

The time dependent correlations between the indices of different stock exchanges were already studied empirically by LIN ; VANDEW  and with a microscopic model by SCHULZE . They showed that there exists a time shift in the cross-correlations which arises from the fact that the different stock markets are open in different time cycles during the day as the Earth rotates.

In this article we study time-dependent cross correlation functions of the returns of different stocks taken from the New York Stock Exchange (NYSE). As we will show, in many cases the maximum of the correlation as a function of time is not at zero but shifted, meaning that there exists some “pulling” effect between the companies, i.e., one of them influences the price behaviour of the others. However, this effect cannot be strong and the shift should be small, otherwise the effect could be utilized for arbitrage purposes, which is excluded from an efficient market. In fact, the investigated cases do not contradict with these criteria. The time dependent correlation between the stocks was studied before by LO ; CAMBELL . The results of LO  seems to contradict with ours because they studied weakly returns, and they found significant cross-correlations on the weakly scale. However, the results agree considering the “pulling” effect, namely that the cross-correlations are asymmetric.

The paper is organized as follows: In the next Section we give a short description of the data set. In Section 3 we present the method of analysis and show how it works on an artificial set of data. Section 4 is devoted to the presentation of the results. The paper terminates with a discussion.

## II Data

One of the stylized facts of markets is that the auto-correlation of stock returns decays exponentially with a very short characteristic correlation time, which is in the range of a few minutes MS ; LIU . This is understood as a signature of market efficiencyFAMA . Since cross correlations could also be used for arbitrage, one should not expect effects much beyond the above scale and therefore high frequency data are needed. We have analyzed the Trade and Quote (TAQ) database for $`N=54`$ days over the time period from 01.12.1997 to 09.03.1998, which includes tick-by-tick data for about 10000 companies. Since this is quite a short time period we selected only those companies which were traded more than 15000 times such that the number of companies reduced to 195.

Having these 195 time series we have to face the following problem: since the tradings do not happen simultaneously, the values of the returns have also to be defined for the time intervals between the tradings. According to the rules of the stock exchanges we have considered the price as constant between two changes. The whole trading time $`T`$ during one day is divided into $`n`$ small intervals or windows of size $`\mathrm{\Delta }t=T/n`$. If the trading happens in the interval $`t`$ the return takes the value

$`r_{\mathrm{\Delta }t}(t)={\displaystyle \frac{\mathrm{ln}\left[p(t)\right]}{\mathrm{ln}\left[p(t\mathrm{\Delta }t)\right]}},`$
where for simplicity the day index $`i`$ is not indicated; otherwise it is zero.

In order to avoid the problem of major return values stemming from the differences between opening and previous day’s closing prices we simply took the days as independent, i.e., the averaging is separated into two steps: Over the intraday trading time $`T`$ and over the trading days. The data prepared in this way were then analysed from the point of view of time-dependent cross correlations.

## III Method of measuring the correlation

As mentioned in the introduction we want to investigate the correlation of returns as the function of the time shift between pairs of stocks’ return time series. The definition of the time-dependent correlation function $`C_{A,B}(\tau )`$ is

$$C_{\mathrm{\Delta }t}^{A,B}(\tau )=\frac{r_{\mathrm{\Delta }t}^A(t)r_{\mathrm{\Delta }t}^B(t+\tau )r_{\mathrm{\Delta }t}^A(t)r_{\mathrm{\Delta }t}^B(t+\tau )}{\sigma _A\sigma _B},$$
(1)
where $`\sigma ^2=\left(r_{\mathrm{\Delta }t}(t)r_{\mathrm{\Delta }t}(t)\right)^2`$ is the variance of the return. The notation $`.`$ means averaging over the whole trading time $`T`$ and important details of this process will be given in the following.

Since the smallest interval between two tradings is one second, then $`\mathrm{\Delta }t=1s`$ seems to be a natural choice. However, for such a short window it quite often happens that at a given time step there is no transaction for one of the stocks (or for both) such that the return results in a zero contribution to the total correlations. Since the number of non-zero contributions is small, the correlation coefficients as a function of the time shift, $`\tau `$, will strongly fluctuate. To avoid this problem one has to enlarge the time difference, $`\mathrm{\Delta }t`$, and average the correlations over the starting points of the returns. In this way the average in Eq. (1) means the following

$$r_{\mathrm{\Delta }t}^A(t)r_{\mathrm{\Delta }t}^B(t+\tau )=\frac{1}{T}\underset{t_0=0}{\overset{\mathrm{\Delta }t1}{}}\underset{k=1}{\overset{T/\mathrm{\Delta }t}{}}r_{\mathrm{\Delta }t}^A(t_0+k\mathrm{\Delta }t)r_{\mathrm{\Delta }t}^B(t_0+k\mathrm{\Delta }t+\tau ),$$
(2)
where the first sum runs over the starting points of the returns and the second one runs over the $`\mathrm{\Delta }t`$ wide windows of the returns.

In order to illustrate the effect that by taking larger time difference it is easier to identify the peaks in the correlation function – in other words to locate the time which gives the maximal correlation – we simulated two series of artificial data sets. The first is a one dimensional Persistent Random Walk (PRW) FURTH , which deviates from a normal RW by the fact that the probability, $`\alpha `$, that it jumps in the same direction as in the previous step is higher than $`0.5`$, i.e., the random walker remembers its history. The probability of an increment $`x(t)\{\pm 1\}`$ at time $`t`$ is

$$P\left(x(t)\right)=\alpha \delta _{x,x(t1)}+(1\alpha )(1\delta _{x,x(t1)}).$$
(3)
The other time process is simply generated from the first one by shifting it by $`\tau _0`$ and adding to it Gaussian random noise with zero mean and width $`\sigma `$:

$$y(t)=x(t\tau _0)+\xi (t),\xi N(0,\sigma )$$
(4)
The advantage of this model is that the correlation function can be calculated analytically and the position of the maximum correlations can be adjusted at $`\tau _0`$:

$$C(\tau )=\frac{(2\alpha 1)^{|\tau \tau _0|}}{\sqrt{\sigma +1}}$$
(5)
After generating the two data sets we randomly drop points from both sets and keep only the fraction $`\rho `$ of the points in order to have the same problem as with the original data sets that the jumps do not occur at the same time in the different time series.

It is apparent from Fig.1. that increasing the time difference, $`\mathrm{\Delta }t`$ helps identifying the time of maximum correlation. The fact that we dropped random points from the original data changes slightly the position of the maximum correlation as compared to Eq.(5).

Fig.1. shows that the decay of the correlation function is not exponential as in Eq.(5) but it decays approximately linearly down to the noise level. This is due to the averaging procedure we use with the increased time difference, $`\mathrm{\Delta }t`$. The correlation corresponding to larger time difference $`C_{\mathrm{\Delta }t}(\tau )`$ can be written as the weighted sum of the one-step correlation functions, $`C_1`$, which belongs to $`\mathrm{\Delta }t=1s`$:

$`r_{\mathrm{\Delta }t}^A(t)r_{\mathrm{\Delta }t}^B(t+\tau )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{\mathrm{\Delta }t}{}}}\delta ^A(t+i){\displaystyle \underset{i=1}{\overset{\mathrm{\Delta }t}{}}}\delta ^B(t+i+\tau )=`$
$`=`$ $`1C_1(\tau \mathrm{\Delta }t+1)+\mathrm{}+(\mathrm{\Delta }t1)C_1(\tau 1)+`$
$`+\mathrm{\Delta }tC_1(\tau )+\mathrm{}+1C_1(\tau +\mathrm{\Delta }t1),`$
where $`\delta =r_{\mathrm{\Delta }t=1}`$ is the return belonging to one second time difference.

Changing $`\tau `$ in Eq.(III) means changing the weights of the one-step correlation functions. Since the correlation function of the original data sets, see Eq.(5), decays exponentially, the maximum, $`C_1(\tau _0)`$, will give the main contribution to the sum in Eq.(III) and because its weight is linear in $`\tau `$, then $`C_{\mathrm{\Delta }t}(\tau )`$ will decay approximately linearly. (It should be noted that the normalization factor in Eq.(1) does not change this consideration since it is independent of $`\tau `$.)

There is only one question left namely how can we choose a smaller value for $`\tau `$ than for $`\mathrm{\Delta }t`$? The time dependent cross correlation of the returns contains a product of the return of company A with that of company B shifted by $`\tau `$. As the return is defined with the window $`\mathrm{\Delta }t`$ the values of $`\tau `$ could only be multiples of $`\mathrm{\Delta }t`$. The solution is simply that one shifts the starting point of the return of company B by $`\tau `$, as evident in Eq. (2), i.e. we make the time shift in the price function and in this way allow any time shift larger than the minimum trading time.

The above arguments of averaging give support to choose a value for $`\mathrm{\Delta }t`$ that is larger than the minimum trading time. However, it should not be too large since the averaging leads then to the smearing out of the maximum. As the width of the one-step correlation should be a few minutes, much larger time difference would mean that in the sum of Eq.(III) we mainly have terms, which are only due to noise. This suggests that the optimal choice for $`\mathrm{\Delta }t`$ is of the order of magnitude of one minute.

## IV Results

As mentioned in Sec. II we have studied the correlation of 195 companies, which were traded during the available 54 days more than 15000 times. In accordance with the arguments presented in the previous Section we have used $`\mathrm{\Delta }t=100`$ but checked that the results are quite robust within the range $`50\mathrm{\Delta }t500`$. As already mentioned, we averaged over the starting points of the returns. For the maximum of the time shift we choose $`2000s`$. This is definitely beyond any reasonable characteristic time for correlations in return values because of market efficiency. In fact, using such a large value for the time shift allows us to measure the noise level, which the possible effect should be compared with.

For the resulting 195\*194/2 correlation functions we measured the maximum value, $`C_{max}`$, the position $`\tau _{max}`$ at which time shift this maximum was found, and the ratio, $`R`$, of the maximum and strength of the noise defined as the variance of the correlation values for time shift values between $`600`$ and $`2000s`$. We looked at those pairs of companies for which these three values exceeded a prescribed threshold values, which we defined for $`\mathrm{\Delta }t=100`$ as: $`\tau _{max}100`$, $`C_{max}0.04`$, $`R6.0`$. One example of the measured correlation function can be seen in Fig. 2. In this case the company XON (Exxon) – which is a large oil company – ”pulls” the ESV (Ensco International) which provides drilling service to oil and gas companies. This effect is quite weak but the large value of $`R`$ shows that it is significant.

The maximal value of the correlations turn out to be quite small, in average less than 0.1, (e.g. see Fig. 2), although the generally quoted equal time cross correlations have much larger values. The root of this effect lies in the choice of the time difference, $`\mathrm{\Delta }t`$. Increasing $`\mathrm{\Delta }t`$ increases the values of the equal time correlations MANT2 .

In some cases the position of the maximum correlation was found at values much larger than few minutes which would be inconsistent with the efficient market behavior. A closer inspection revealed that in such cases the peak in the correlation function is caused by two major return values in the considered time series. The contribution of their product to the correlation – at appropriate value of the time shift – dominates the maximum of the correlation function. These are not the effects we are looking for, therefore we did not take them into account. In order to check whether the peak in the correlation is due to some single large return value or due to persistent influence of one of the stocks on the other we also studied how the correlation changes if the analyzed time window changes. We measured the shifted time correlation also for the first and for the second half of the given 3 month period and studied whether the correlation function remains qualitatively the same.

We also measured the correlation for shorter and for larger time difference, i.e. $`\mathrm{\Delta }t=50`$ and $`\mathrm{\Delta }t=200`$, respectively, because it may happen that by changing the time difference also the position of the maximal correlation value changes due to the averaging procedure described in Eq.(III). This can happen if the time dependent correlation function for $`\mathrm{\Delta }t`$ has an asymmetric peak; see Fig. 3. Let us suppose that the left hand side is higher than the right hand one. For $`\mathrm{\Delta }t^{}>\mathrm{\Delta }t`$ the maximum will be shifted towards left as it can be shown through simple examples using Eq.(III). In the case of Fig. 2 the correlation function is also asymmetric but not at its peak (not near the maximum), which means that the maximum will not be shifted by increasing the time difference, $`\mathrm{\Delta }t`$.

The results show that the characteristic time shift is around 100 sec. which is consistent with the effective market hypothesis. A time shift larger than the characteristic time of the decay of the return auto-correlations would contradict with the efficient market picture and could be used to arbitrage.

In general the more frequently traded companies are influencing (“pulling”) the less frequently traded ones. This is not surprising since obviously the more frequently traded companies are more important. It is therefore more likely that they influence a smaller company than the other way around. Although this is the generic situation, there are a few exceptions when a less often traded company “pulls” the other one.

In this study we found that in general one “small” company is influenced by many “large” companies and one “large” company pulls many “small” ones. As can be seen in Fig. 4 this behaviour can be represented as a graph of directed links, where there are nodes from which many links go out (meaning that this node is influenced by many others) and there are other nodes where many links go in (these are the big companies influencing the less important ones).

## V Discussion

In this paper we have analyzed the time dependent cross correlation functions of the returns of stocks at the NYSE. We have studied whether there exists any pulling effect between stocks, i.e., whether at a given time the return value of one stock influences that of another stock at a different time.

In general we can see two types of mechanisms to generate significant correlation between two stocks:

* Some external effect (e.g. economic, political news etc.) that influences both stock prices simultaneously. In this case the change for both prices appears at the same time, and the maximum of the correlation is at zero time shift.
* One of the companies has an influence to the other (e.g. one of the company’s operation depends on the other.). In this case the price change of the influenced stock appears later in time because it needs some time to react on the price change of the first stock, in other words one of the stocks pulls the other. This pulling effect has been the main focus of our study in this article.

Since the correlation between stocks was expected to be small and the available set of data was somewhat limited we had to do a careful analysis. For this reason and test purposes we generated an artificial data set with which we showed that by increasing the time window of the returns and by averaging over their starting points the detection of the correlation effect gets easier.

With the real data we saw that it is possible to find pairs of stocks where the pulling effect exists, though it turned out to be small. In addition, the characteristic time shift - given by the position of maximum correlation - was found to be of the order of a few minutes. These findings are compatible with the efficient market picture.

As for the pulling effect we found that generically the more traded, and thus more important companies pull the relatively smaller companies. This result is consistent with that of LO . In this light it is not surprising that in the study of the time-dependent cross correlation functions of pairs of companies in the Dow Jones Industrial Average index no pulling effect was found. This underlines the fact that the Dow Jones companies are indeed among the most important stocks of the New York Stock Exchange.

Finally we would like to propose that although the observed pulling effect was small, our careful analysis could show that it is significant for a considerable set of pairs of companies. We think that this property of the stock market should be added to the so called stylized facts. Of course, further analysis on more extensive data is needed to clarify further details of the time dependent cross correlations.

Acknowledgment: We are grateful to A. L. Barabási for discussions, to Soon-Hyung Yook and Hawoong Jeong for their help in processing the data. Support by OTKA (T029985) and the Academy of Finland, project No. 1169043 (Finnish Centre of Excellence Programme 2000-2005) are gratefully acknowledged.

## Appendix A Company names and description

| Symbol | Name | Description |
| --- | --- | --- |
| ARC | Atlantic Richfield Co. | Petroleum refining |
| AUD | Automatic Data Processing | Data communications and information services. |
| BLS | Bellsouth Corp. | Telephone communication |
| BMY | Bristol-Myers Squibb Co. | Pharmaceutical preparations |
| CCI | Citicorp | Banking. |
| CD | Cendant Corp. | Travel, real estate, vehicle, and financial services |
| CDG | Cliffs Drilling Co. | International drilling company |
| CHV | Chevron Corp. | Energy and chemical company, petroleum refining |
| CPQ | Compaq Computer Corp. | Electronic computers |
| DIS | Walt Disney Co. | Entertainment company |
| EK | Eastman Kodak Co. | Photography |
| ESV | Ensco International Inc. | Drilling oil and gas wells |
| EVI | Energy Ventures Inc. | Oil and gas field machinery |
| FCN | First Chicago NBD Corp. | Banking |
| FLC | Falcon Drilling Co. Inc. | Marine-based drilling |
| GE | General Electric Co. | Electronics, machinery |
| GLM | Global Marine Inc. | Drilling oil and gas wells |
| GLX | Glaxo Wellcome Plc. | Pharmaceutical preparations |
| GTW | Gateway 2000 Inc. | Electronic computers |
| HAL | Halliburton Co. | Oil field services |
| HD | Home Depot Inc. | Home improvement retailer |
| HWP | Hewlett-Packard Co. | Computers |
| IBM | International Business Machines Corp. | Computers |
| IP | International Paper Co. | Paper |
| JNJ | Johnson & Johnson | Health care products |
| JPM | Morgan J.P. Co. Inc. | Banking |
| KO | Coca-Cola Co. | Soft drinks |
| LEH | Lehman Brothers Holdings | Financial services |
| MOB | Mobil Corp. | Petroleum refining |
| MOT | Motorola Inc. | Semiconductor technology |
| MRK | Merck & Co Inc. | Pharmaceutical preparations |
| MU | Micron Technology Inc. | Semiconductor technology |
| NE | Noble Drilling Corp. | Drilling oil and gas wells |
| NN | Newbridge Networks Corp. | Telephone and telegraph apparatus |
| NOKA | Nokia Corp. | Mobile phones |
| PFE | Pfizer Inc. | Pharmaceutical preparations |
| PG | Procter & Gamble Co. | Soap and other detergents |
| RD | Royal Dutch Petroleum Comp. | Petroleum Refining |
| SBH | Smithkline Plc | Pharmaceutical preparations |
| SLB | Schlumberger Limited LTD | Oil and gas field services |
| SUB | Summit Bank Corp. | Banking |
| TBR | Telecomunicacoes Brasileiras S.A. | Telecommunications |
| TER | Teradyne Inc. | Electrical instruments |
| TMX | Telefonos de Mexico | Telephone communication |
| TRV | Travelers Group Inc. | Fire, marine and casualty insurance |
| UAL | UAL Corp. | Air transportation |
| VRC | Varco International Inc. | Oil and gas field services |
| WDC | Western Digital Corp. | Computer storage devices |
| WLA | Warner Lambert Co. | Pharmaceutical preparations |
| WMT | Wal-Mart Stores Inc. | Retail - Variety stores |
| XON | Exxon Corp. | Petroleum refining |


text:
# Bulk heating and slender magnetic loops in the solar corona

## 1 Introduction

The Sun has provided us with a problem that has puzzled researchers for many decades. The solar corona has a sustained temperature of the order of one million Kelvin, three orders of magnitude higher than the photosphere. On top of that the corona shows magnetic structures in the form of loops reaching high into the corona through several pressure scale heights while still being below the resolution limit of the best instruments available at the appropriate wavelengths. Even though several heating processes could be at work, with bulk heating largely independent of the mechanism creating the slender loops, both effects are concentrated around active regions, and there are therefore strong indications that they are related. If the bulk and loop heating mechanisms are actually the same, the heating mechanism must operate partly on scales smaller than the resolution limit of 1.0″($``$ 725 km) of the TRACE instrument (Aschwanden et al., 2000) in order to explain the high reaching slender loops, and partly on scales comparable to the size of an active region. Both the bulk heating and the loops are believed to be related to magnetic processes, but identifying the main contributing effects has proven difficult.

Coronal active regions need a continuous thermal energy input of $`10^610^7\mathrm{ergs}\mathrm{cm}^2\mathrm{s}^1`$ in order to counter thermal conduction and X-ray losses at coronal temperatures. Several heating mechanisms have been proposed, among them wave dissipation, direct current (DC) dissipation, and nano–flares. Wave dissipation is only possible for Alfvén waves, since the other magneto–sonic wave modes are diffracted and dissipated by the strong wave speed gradient in the chromosphere region. To make Alfvén waves dissipate their energy in the corona is not easy and the physical requirements are hard to meet. Direct current dissipation is relatively easy to realize, but it has been unknown whether it is possible to induce enough current in the observed, nearly potential magnetic field configuration, and at the correct heights. Nano–flares have until recently been a promising candidate, but observations now seem to indicate that the power in the observed nano–flares is insufficient (Aschwanden et al., 2000; Parnell & Jubb, 2000, and references therein).

The DC heating mechanism appears to be the most promising one. It was proposed 30 years ago (Parker, 1972), and has received a lot of attention over the years (e.g. Parker, 1972, 1983; Sturrock & Uchida, 1981; van Ballegooijen, 1986; Mikić et al., 1989; Heyvaerts & Priest, 1992; Longcope & Sudan, 1994; Galsgaard & Nordlund, 1996; Hendrix et al., 1996; Gomez et al., 2000, to mention just a few). These works have generally argued that the mechanism is feasible, but have been unable to actually demonstrate that it works, in the sense that it produces the right amount of heating, and the observed type of coronal structures. An important step forward was taken when Galsgaard & Nordlund (1996) and Hendrix et al. (1996) showed that the dissipation does not depend on, or depends only very weakly on the magnetic Reynolds number (or equivalently, the resolution of numerical experiments).

As pointed out by Aschwanden (2001) and others, it is necessary to deal with the correct geometry and stratification in order to verify or falsify a proposed mechanism. One cannot, for example, hope to reproduce the distribution of heating along the length of loops without representing the loop geometry reasonably correctly. In addition, since the main cooling mechanisms depend strongly on topology (for thermal conduction) and on density stratification (for radiative cooling), it is obvious that the question of coronal heating can only be answered by employing a sufficiently realistic setup.

We use a 3D magneto-hydro-dynamics (MHD) code (Nordlund & Galsgaard, 1995) to simulate a typical scaled down active region, including a simple photospheric driving and starting with a potential field extrapolation from an MDI magnetogram, in order to investigate if the convective motions of the solar photosphere are sufficient to heat the corona through magnetic field line braiding. We conclude that even though the magnetic field remains not far from a potential field configuration, the convective driving is all that is needed to heat the corona and produce hot loops such as those seen in, e.g., the TRACE 171 Å filter, through a DC heating mechanism.

## 2 Numerical Procedures

The numerical code uses 6’th order differential operators and 5’th order translational operators on a staggered mesh to solve the fully compressible MHD equations. Radiative cooling (Kahn, 1976) and Spitzer conductivity (Spitzer, 1956) along the magnetic field are included in the energy equation.

The velocity field at the lower boundary is updated through a procedure that smoothly changes horizontal velocities for a given scale from one random pattern to another over a turn-over time appropriate for each scale. The horizontal velocity pattern is generated from a velocity potential with randomly phased 2-D Fourier components, with amplitudes that follow a power law $`k^p`$. The velocity power spectrum is then $`P(k)k^{32p}`$, typical velocities at scales $`1/k`$ are $`v(k)\sqrt{kP(k)}k^{2p}`$, and the corresponding turn-over times $`\tau (k)=1/kv(k)k^{p3}`$.

We choose to set $`p=1`$, which is consistent with observed super granulation and granulation turnover times; $`30`$ hours at scales $`30`$ Mm, and $`1000`$ s at scales $`3`$ Mm, respectively. A power spectrum $`P(k)k`$ is also consistent with the large scale part of the power spectrum in well established simulations of convection on granular and meso granular scales (Stein & Nordlund, 1998). At smaller scales the granulation velocity power deviates from $`P(k)k`$, peaking at $`k46\mathrm{Mm}^1`$ and decreasing at even larger $`k`$. These scales are, however, below the horizontal resolution of the present experiment.

We increased the velocity field amplitude by about a factor two, relative to the rms horizontal velocity from convection simulations, in order to counter the effects of our extended chromosphere and transition region (see Section 3). It remains to be seen if future simulations, with improved vertical and horizontal resolution, will be able to achieve similar results while using a properly normalized velocity power spectrum.

## 3 Initial conditions

The initial conditions were resolved on a uniform grid with 111 points in the vertical direction $`(x)`$, including 11 “ghost zones”, and $`100\times 100`$ grid points in the horizontal (periodic) directions $`(y,z)`$. The grid spans a volume $`30\times 50\times 50\mathrm{Mm}^3`$ excluding ghost zones, giving a resolution of 0.3 Mm vertically and 0.5 Mm horizontally.

The requirements of having a high plasma beta ($`\beta =P_{gas}/P_{mag}`$) at the lower boundary, while at the same time reaching the much lower coronal pressures across a thin chromosphere, gives a resolution problem not easily solved on a uniform grid, and requires a compromise. We chose to extend the thickness of the “chromosphere” to about 4 Mm, in order to be able to cover the large change of pressure there with about one point per scale height.

This solution has the side effect that if the heating decreases exponentially with height (as seems to be the case; see Schrijver et al., 1999; Aschwanden, Schrijver & Alexander, 2001; Aschwanden, Nightingale & Alexander, 2000), we underestimate the heating. Our chromosphere is roughly 1.5 Mm thicker than the VAL models of the solar chromosphere (Vernazza, Avrett & Loeser, 1981). The corresponding decrease of the heating is approximately compensated for by our increase in velocity driving amplitude.

The lower boundary and photosphere is kept at a constant temperature $`8\times 10^3\mathrm{K}`$. The upper boundary is kept at the initial temperature ($`10^6\mathrm{K}`$) during the start-up phase. Thereafter a vanishing vertical derivative of temperature is assumed, thus enforcing a vanishing vertical component of the thermal conductive flux there.

The initial condition for the magnetic field is derived from a magnetogram of active region 9114, observed near disc center by TRACE and by the Michelson Doppler Imager (MDI) on the SOlar and Heliospheric Observatory (SOHO) on August 8, 2000. The original magnetogram was cropped at a perimeter chosen to intersect a minimum of magnetic field, and was then made periodic by taking a Fourier transform. The physical range of the observed active region was then scaled down from $`250`$ Mm to 50 Mm in order to fit in the computational domain, while still having magnetic structures on even the smallest scales. This was done because the details of the magnetic field are not terribly important, since we did not try to reenact the dynamics of AR9114 in particular. We are satisfied to have a reasonable realistic initial distribution of the magnetic field in our model, and aim rather at studying the generic behavior of active regions.

The initial magnetic field was obtained by making a potential extrapolation from the vertical magnetic field from the magnetogram. In the subsequent evolution, the magnetic field at the boundary evolves under the control of the random horizontal velocity field, specified as explained above. The vertical velocity is assumed to vanish at the boundary. The horizontal velocity field is divergence free by construction, so the evolution corresponds to moving the foot points of the magnetic field around, while conserving the magnetic flux density.

## 4 Results

After an initial start-up phase the simulation evolves towards a quasi-stationary configuration with a hot tenuous corona with temperatures of the order a million K. The horizontally averaged temperature peaks at about $`1.3`$ MK, about 6 Mm above the transition zone. Maximum temperatures $`4`$ MK are reached about 10 Mm above the transition zone, where the average temperature is $`1.1`$ MK (these are mentioned merely as examples—the detailed numbers are expected to vary between active regions).

The temperature, density, pressure, electric current density, and velocity all vary considerably across horizontal planes, but tend to vary much less dramatically along magnetic field lines.

The average density at a height of 10 Mm above the transition zone is $`2\times 10^{15}`$ g cm-3, or about $`10^9`$ atoms per cm-3. The maximum density is typically 20–30 times higher; i.e., around 2–3$`\times 10^{10}`$ cm-3. The large variation of density and temperature between magnetic field lines is the main cause of the appearance of loop–like structures in Fig. 4.

The chromosphere and transition region turn out to be of crucial importance, as predicted by Aschwanden (2001). The root mean square electric current decreases exponentially by almost three orders of magnitude in the lower chromosphere. There, the magnetic field is non–force–free, with a very intermittent Lorentz force that interacts with both gas pressure gradients and inertial forces.

In the upper chromosphere the magnetic field gradually becomes nearly force–free, and therefore the scale height of the $`J^2`$ distribution approaches that of $`B^2`$ (cf. Fig. 4). Even though there are large variations in horizontal planes, over which the current distribution is very intermittent, the height dependence of the root mean square electric current in the corona more or less follows that of the magnetic field, as is to be expected from a distribution with approximately “constant alpha” ($`\alpha =𝐉𝐁/B^2`$) along magnetic field lines.

In the transition region between the chromosphere and the corona the density and pressure scale heights rapidly change to much larger values. The average Joule dissipation thus decreases faster than the radiative cooling in the corona, and therefore the peak of the average temperature occurs low in the corona. The temperature structure from the transition region to the maximum of the temperature is mainly determined by heat conduction along magnetic field lines.

The average Joule dissipation, which balances the sum of thermal conduction losses and radiation losses, increases monotonically with decreasing height, which makes it difficult to unambiguously define an average coronal heating rate. However, over the region in height where the temperature is larger that one million K, the average heating rate is $`\mathrm{2\hspace{0.17em}10}^6`$ erg cm-2 s-1.

The heating varies considerably over the horizontal plane, with much larger average rates in the immediate neighborhood of the active region patches of strong magnetic field (except right above the sunspot, where the heating rate is low). The heating rate in the 25% of the horizontal area that covers the central part of the active region is 2–3 times higher than the average over the whole model.

Fig. 1: Histogram of current density squared as a function of height. Dark colors are higher filling factor. The upper and lower dashed lines are the horizontal averages of the magnetic field strength squared and the Joule heating squared, respectively.

The Joule heating is plotted as a scatter histogram in Fig. 4. Although there is a relatively large scatter in the numerical values at each height, the horizontal average shows a smooth, roughly exponential height dependence. The magnetic dissipation thus indeed decreases roughly exponentially with height, as was proposed by Schrijver et al. (1999), and as was deduced from TRACE data by Aschwanden, Schrijver & Alexander (2001).

Note that the scale height of the heating empirically is found to increase with loop length; Aschwanden et al. (2000) report a ratio $`0.2`$ between the scale height and the loop length. Such an approximate proportionality should indeed be expected, if the heating is controlled by a roughly constant winding number from one loop end to another (Galsgaard & Nordlund, 1996).

Fig. 2: Synthetic TRACE 171 emission measure, averaged over the z-direction, and raised to the power 0.5, to soften the contrast(top). SOHO/MDI magnetogram of AR 9114, used as initial condition, and the loops from Section 4 (bottom). One and a half box width is shown.

Slender loops of the type observed by TRACE in full size active regions are seen in this simulation as well (Fig. 4). They show that it is possible, merely by using a random photospheric convective velocity pattern, to create thin slender loops that do not expand much with height, and are almost isothermal, as required if they are to be observed in the narrow TRACE filters. Two loops have been followed; the first was selected for its brightness in the TRACE 171 filter and the second for its large electric current density. Their magnetic field line traces may be seen in Fig. 4, and their temperature, gas pressure and current helicity $`\alpha `$ have been plotted along the loops in Fig. 4. The loops both show a nearly constant pressure and temperature in the corona, maintained by the Spitzer conductivity forcing a small gradient in temperature along the loops. The winding number for the small loop is almost an order of magnitude larger than for the large loop, creating a level of heating that puts it outside the TRACE 171 filter, and thus renders it invisible in Fig. 4. Bright loops seen in the TRACE 171 filter generally have small winding numbers.

This suggests a scenario where loops are for a short period of time subjected to excess winding, which raises their chromospheric temperatures and evaporates mass (lowers the local height of the transition zone). The Spitzer conductivity maintains the coronal part of the loops close to isothermal, now with increased density and temperature. If the heating is only moderate, the individual loop may show up as bright in the TRACE 171 filter for a prolonged period, while if the heating is large the loop will pass through the TRACE 171 filter quickly, and will only be visible for a brief period of time. During this time these loops should be characterized by having large velocities along them, because of un–balanced pressure gradients.

Inspection of the arrangement of field lines along loops reveals an effect that is a likely explanation for the apparent lack of expansion with height of the slender loops. We find that a circular cross section at the top of loops is mapped to very flat cross sections in the loop legs, presumably caused by the shearing motions in the photosphere. This, or even more complicated arrangement of field lines, is likely to explain why projected cross sections do not follow the naive $`B^{1/2}`$ scaling expected for cross sections that remain circular.

Fig. 3: Temperature (full line), gas pressure (dashed line), and current helicity ($`\alpha =𝐉𝐁/B^2`$ – dotted line) as a function of height $`x`$ for the two loops traced in Fig. 4.

## 5 Conclusions

These initial investigations, to be followed by more detailed and extensive numerical experiments, have established that the DC (braiding) heating mechanism, originally proposed by Parker (1972), is effective and seems to be sufficient to heat the solar corona. Because of the very low plasma beta in the low corona above active regions, the dissipation of even a very small fraction of the non-potential magnetic energy is sufficient to heat the tenuous coronal plasma. The heating has a scale height behavior, consistent with the observational limits set by Aschwanden, Nightingale & Alexander (2000) for large scale coronal loops and by Aschwanden, Schrijver & Alexander (2001) for a range of loop sizes.

The results are not directly comparable to typical active regions on the Sun, for three related reasons. First, the simulated region is small compared to typical solar active regions, which makes the loops correspondingly shorter. Second, the total simulated time is only about 40 minutes, corresponding to only a few turn-over times of the granular size part of the photospheric velocity field. This means that motions on larger scales, with much longer turn-over times, have yet only had little influence on the magnetic field, so large scale shears are still missing. Third, there is no emerging flux at the lower boundary, so part of the Poynting flux through the lower boundary is missing. Nevertheless, the results are tantalizing, and allows the identification of qualitative effects that are independent of these quantitative shortcomings.

The heating process automatically creates slender loops consistent with the ones seen in the solar corona by TRACE. These loops have, at the time when they show up in the emulated TRACE filter, almost constant temperature and density, and are not in hydrostatic equilibrium. The near uniform temperature is caused by the Spitzer conductivity forcing the loop to keep a small temperature gradient. The non-hydrostatic stratification is a signature of the fact that these loops are dynamic; they are caused by short duration excess heating, which causes up flows that increase the density along those magnetic field lines that are subjected to the excess heating. This defines the loop, and causes a selection effect; a loop will typically be observed when its density is near maximum, at which time it is by definition not in hydrostatic equilibrium. Even though the loops modeled here are shorter than the ones where deviations from hydrostatic equilibrium have been found observationally (Aschwanden, Schrijver & Alexander, 2001), the same mechanism applies.

BVG acknowledges support through an EC-TMR grant to the European Solar Magnetometry Network.The work of ÅN was supported in part by the Danish Research Foundation, through its establishment of the Theoretical Astrophysics Center. Computing time at the Center for Parallel Computers, was provided by the Swedish National Allocations Committee. Both authors gratefully acknowledge the hospitality of LMSAL and ITP/UCSB (through NSF grant No. PHY99-07949) during this work.