format: text

text:
# Intermittency in the Joint Cascade of Energy and Helicity

## Abstract

The statistics of the energy and helicity fluxes in isotropic turbulence are studied using high resolution direct numerical simulation. The scaling exponents of the energy flux agree with those of the transverse velocity structure functions through refined similarity hypothesis, consistent with Kraichnan’s prediction . The helicity flux is even more intermittent than the energy flux and its scaling exponents are closer to those of the passive scalar. Using Waleffe’s helical decomposition, we demonstrate that the existence of positive mean helicity flux inhibits the energy transfer in the negative helical modes, a non-passive effect.

PACS numbers: 47.27.Ak,47.27.Gs

preprint: Submitted to Phys. Rev. Lett.

The classical theories of fully-developed turbulence  were dominated by the concept of the energy cascade to small scales. However, kinetic energy is not the only local conserved integral of the inviscid equations of motion, the three-dimensional (3D) incompressible Euler equations. Since the classical theories were developed, it was discovered  that there is a second quadratic invariant, the helicity:

$$H(t)=𝑑𝐱𝐮(𝐱,t)\mathbf{}𝝎(𝐱,t).$$
(1)
Here $`𝐮`$ is the velocity field and $`𝝎=\mathbf{}\mathbf{\times }𝐮`$ the vorticity field. Nonzero mean values of the helicity are now known to occur naturally in a wide variety of geophysical flows, such as hurricanes and tornadoes . It was proposed in  that, if the large-scales of the flow are helical (parity non-invariant), then there should be a joint cascade of both energy and helicity to small-scales. In that case, the helicity spectrum as well as the energy spectrum should satisfy a $`5/3`$ law in the inertial range: $`H(k)C_H(\delta /ϵ^{1/3})k^{5/3}.`$ Just as for a passive scalar, the spectrum of helicity was predicted to be linearly proportional to its mean flux $`\delta `$. This predicted joint cascade was confirmed recently in a numerical simulation of 3D Navier-Stokes , which seems to support the idea of a relatively minor role for helicity in hydrodynamic turbulence .  give theoretical support to the joint cascade picture. However, helicity cannot act exactly as a passive scalar. It is well-known that presence of helicity suppresses the nonlinear transfer and acts to inhibit the energy cascade . In 3D magnetohydrodynamic turbulence, the presence of mean magnetic helicity may affect the inertial-range scaling laws . Perhaps the most intriguing evidence of a hidden role for helicity in hydrodynamic turbulence is from the so-called “shell models”. In a family of such models, the GOY shell models, it has been found numerically in  that the scaling exponents of the energy flux are nearly identical to those for 3D Navier-Stokes precisely for the members of the family which have a helicity-like invariant. The statistics of the helicity flux itself have also been studied in the GOY models  and in a related class of “helical shell models” . However, so far the statistics of the helicity flux have yet to be explored in 3D turbulence. It is the purpose of this Letter to study the statistics of energy and helicity fluxes in 3D hydrodynamical turbulence by direct numerical simulations, both with and without a nonzero mean helicity.

We have simulated the Navier-Stokes (NS) equation in a $`512^3`$ domain. The kinetic energy is forced in the first two shells . To add positive mean helicity into the flow, we rotate the real and imaginary parts of the velocity vector Fourier amplitude also in the first two shells to be always perpendicular to each other with the same handedness . The NS equation was solved using a pseudo-spectral parallel code with full dealiasing. The time stepping was a second-order Adam-Bashforth method with a modified Euler method for the initial time step. A statistical stationary state was achieved after five large-eddy turnover times. In Fig. 1 we plot the energy and helicity spectra of this final steady-state, in the case with mean helicity input. Both spectra have about a decade and a half where a $`5/3`$ power-law holds. In Fig. 2 we show for the same simulation the mean spectral fluxes of energy and helicity as a function of wavenumber, normalized by mean energy dissipation $`\epsilon =\nu |\mathbf{}𝐮|^2`$ and mean helicity dissipation $`\delta =2\nu \mathbf{}𝐮:\mathbf{}𝝎.`$ There is about a decade of inertial range where these fluxes are constant.

The importance of a local energy flux for studying intermittency in the 3D energy cascade was first emphasized by Kraichnan , who used banded Fourier series to define such a quantity. The local flux $`\mathrm{\Pi }_{E,\mathrm{\Delta }}(𝐱)`$ measures transfer of energy into small length scales $`<\mathrm{\Delta }`$ at a fixed point $`𝐱`$ in physical space. Kraichnan proposed a refined similarity hypothesis (RSH) which relates the scaling exponents $`\zeta _p`$ of the velocity structure functions, defined as $`|\mathrm{\Delta }_{\mathrm{}}𝐮|^p\mathrm{}^{\zeta _p}`$, to the scaling exponents $`\tau _p`$ of the energy flux, defined by $`|\mathrm{\Pi }_{E,\mathrm{\Delta }}|^p\mathrm{\Delta }^{\tau _p}`$. Here $`|\mathrm{\Delta }_{\mathrm{}}𝐮|`$ is the magnitude of the vector velocity increment. Precisely, the RSH relation is $`\zeta _p=\frac{p}{3}+\tau _{p/3}.`$ Equivalently, this relation may be stated as the equality $`\zeta _p=\zeta _p^E`$, with the latter defined by

$$|\mathrm{\Delta }\mathrm{\Pi }_{E,\mathrm{\Delta }}|^{p/3}\mathrm{\Delta }^{\zeta _p^E}$$
(2)
for $`L\mathrm{\Delta }\eta `$, where $`L`$ is the integral length and $`\eta `$ the dissipation length. To test this relation here we shall use instead a smooth filter to differentiate the large-scale and small-scale modes, as in our earlier work . This is the same method used in the large-eddy simulation (LES) modeling scheme . A low-pass filtered velocity $`\overline{𝐮}=G_\mathrm{\Delta }𝐮`$ with scales $`<\mathrm{\Delta }`$ removed obeys the equation

$$_t\overline{𝐮}+(\overline{𝐮}\mathbf{}\mathbf{})\overline{𝐮}=\overline{𝐟}\mathbf{}\overline{p}\mathbf{}\mathbf{}𝝉$$
(3)
in the limit of high Reynolds number, where viscous terms can be neglected. Here $`\overline{𝐟},\overline{p}`$ are the filtered forcing and pressure, respectively, and $`𝝉=\overline{𝐮𝐮}\overline{𝐮}\overline{𝐮}`$ is the turbulent stress, or spatial momentum transport induced by the eliminated small-scale turbulence. From this equation, a balance equation is easily derived for the local density $`e_\mathrm{\Delta }=\frac{1}{2}|\overline{𝐮}|^2`$ of the large-scale energy :

$$_te_\mathrm{\Delta }(𝐱,t)+\mathbf{}\mathbf{}𝐉_{E,\mathrm{\Delta }}(𝐱,t)=F_{E,\mathrm{\Delta }}(𝐱,t)\mathrm{\Pi }_{E,\mathrm{\Delta }}(𝐱,t)$$
(4)
in which the current $`𝐉_{E,\mathrm{\Delta }}`$ represents space-transport of the large-scale energy, $`F_{E,\mathrm{\Delta }}=\overline{𝐟}\mathbf{}\overline{𝐮}`$ is the energy input from the force, and

$$\mathrm{\Pi }_{E,\mathrm{\Delta }}(𝐱,t)=\mathbf{}\overline{𝐮}(𝐱,t):𝝉(𝐱,t)$$
(5)
is the energy flux out of the large-scales and into the small-scale modes. See also .

In the same way we can derive a balance equation for the density $`h_\mathrm{\Delta }=\overline{𝐮}\mathbf{}\overline{𝝎}`$ of the large-scale helicity:

$$_th_\mathrm{\Delta }(𝐱,t)+\mathbf{}\mathbf{}𝐉_{H,\mathrm{\Delta }}(𝐱,t)=F_{H,\mathrm{\Delta }}(𝐱,t)\mathrm{\Pi }_{H,\mathrm{\Delta }}(𝐱,t)$$
(6)
See . Here $`𝐉_{H,\mathrm{\Delta }}`$ is a space transport of large-scale helicity and $`F_{H,\mathrm{\Delta }}`$ is the input from the forcing, while

$$\mathrm{\Pi }_{H,\mathrm{\Delta }}(𝐱,t)=2\mathbf{}\overline{𝝎}(𝐱,t):𝝉(𝐱,t)$$
(7)
is the local helicity flux to small scales $`<\mathrm{\Delta }`$. A set of scaling exponents $`\zeta _p^H`$ corresponding to the helicity cascade can be defined by

$$|\mathrm{\Delta }^2\mathrm{\Pi }_{H,\mathrm{\Delta }}|^{p/3}\mathrm{\Delta }^{\zeta _p^H}$$
(8)
for $`L\mathrm{\Delta }\eta `$.

In Fig. 3 we plot the structure functions of the energy and helicity fluxes that appear on the lefthand sides of Eqs.(2),(8) for integer values of $`p`$ from 1 to 9.

We use the Extended Self-Similarity (ESS) procedure  to extract the scaling exponents $`\zeta _p^E`$ and $`\zeta _p^H`$ for $`30\mathrm{\Delta }/\eta 80`$. The results are shown in Fig. 4. Together with these we plot the scaling exponents $`\zeta _p^T`$ of the transverse velocity structure functions. The transverse velocity differences are known to be more intermittent than the longitudinal ones  and thus must dominate in the structure function for which Kraichnan’s RSH was proposed, which includes all velocity components. As may be seen from Fig. 4, the scaling exponents $`\zeta _p^T`$ and $`\zeta _p^E`$ are quite close for each $`p`$ , in agreement with Kraichnan’s RSH . However, the scaling exponents for helicity flux are smaller, $`\zeta _p^H<\zeta _p^E,`$ indicating that the helicity flux is intrinsically more intermittent than the energy flux. This is consistent with the picture of the helicity acting similarly as a passive scalar, since it is well-known that the scaling exponents of the scalar are smaller than those of the advecting velocity itself . As shown in the inset of Fig. 4, the scaling exponents of helicity flux are indeed rather close to those of passive scalars . It is worth emphasizing that the relation between the scaling exponents of energy flux and helicity flux found here is exactly the opposite of that observed in the shell models. In  it was shown numerically that the helicity flux in the GOY shell model is less intermittent than the energy flux there, while in  it was shown for the “helical GOY3 model” that energy and helicity fluxes are equally intermittent. Thus, despite the fact that the energy flux statistics of the helicity-conserving shell models are very similar to those of 3D Navier-Stokes , nevertheless the helicity-flux statistics of these shell models are qualitatively different from those of Navier-Stokes. This is discussed further in .

Fluctuations of the fluxes $`\mathrm{\Pi }_{E,\mathrm{\Delta }}(𝐱,t)`$ and $`\mathrm{\Pi }_{H,\mathrm{\Delta }}(𝐱,t)`$ in the joint cascade can also be described by the single-point probability density functions (PDF’s), which we have calculated at various values of $`\mathrm{\Delta }`$ in the inertial range. In Fig. 5 are plotted these PDF’s for $`\mathrm{\Delta }/\eta =64`$. $`\mu `$ represents the mean of the flux and $`\sigma `$ stands for the standard deviation of the flux. The PDF of the energy flux agrees with the results reported earlier in . There is an obvious skewness with a long tail to the right, indicating the forward cascade of energy preferentially to smaller scales. To our knowledge, the result on the helicity flux PDF in Fig. 5 is entirely new. In contrast to the PDF of the energy flux, it is nearly symmetric. This is because the helicity is indefinite in sign and can be both positive and negative, while kinetic energy is always positive. Therefore, the long tail of helicity flux to the left does not indicate backward transfer of positive helicity but instead forward transfer of negative helicity. This argument can be made precise by means of the helical decomposition of the velocity field . One sets $`𝐮=𝐮^++𝐮^{}`$ with

$$𝐮^\pm (𝐱,t)=\underset{𝐤}{}a_\pm (t)𝐡_\pm (𝐤)e^{i𝐤\mathbf{}𝐱}$$
(9)
where $`𝐡_s(𝐤)`$ for $`s=\pm `$ are eigenvectors of the curl: $`i𝐤\mathbf{\times }𝐡_s(𝐤)=s|𝐤|𝐡_s(𝐤).`$ As shown in , the $`+`$ modes carry only positive helicity and the $``$ modes only negative helicity. If we likewise decompose vorticity as $`𝝎=𝝎^++𝝎^{}`$, we can define

$`\mathrm{\Pi }_{E,\mathrm{\Delta }}^\pm (𝐱,t)=\mathbf{}\overline{𝐮}^\pm (𝐱,t):𝝉(𝐱,t),`$ (10)
$`\mathrm{\Pi }_{H,\mathrm{\Delta }}^\pm (𝐱,t)=2\mathbf{}\overline{𝝎}^\pm (𝐱,t):𝝉(𝐱,t)`$ (11)
and then $`\mathrm{\Pi }_{E,\mathrm{\Delta }}^s`$ represents flux of energy from the large-scale $`s`$-modes into the small scales and $`\mathrm{\Pi }_{H,\mathrm{\Delta }}^s`$ represents the corresponding quantity for helicity, with $`s=\pm `$. See .

In Fig. 6(a) are plotted the 1-point PDF’s of $`\mathrm{\Pi }_{H,\mathrm{\Delta }}^\pm `$ for nonzero mean helicity with the inset for zero mean helicity. It may be seen that the PDF of the $`+`$ mode is skewed to the right, while that of the $``$ mode is skewed to the left, indicating that both positive and negative helicity prefer to cascade forward to smaller scales. We can not see much difference between nonzero mean helicity and zero mean helicity. In Fig. 6(b) are plotted the 1-point PDF’s of $`\mathrm{\Pi }_{E,\mathrm{\Delta }}^\pm `$ for nonzero mean helicity with the inset for zero mean helicity. Although the PDF of $`\mathrm{\Pi }_{E,\mathrm{\Delta }}^+`$ is similar to that for the total energy flux itself, and skewed to the right, the PDF of $`\mathrm{\Pi }_{E,\mathrm{\Delta }}^{}`$ is much more nearly symmetrical for nonzero mean helicity case . Therefore, the positive mean flux of helicity seems to inhibit forward transfer of energy in the $``$ modes, exhibiting the “non-passive” character of helicity in fully-developed turbulence. This discovery is in agreement with the assertion of Kraichnan  that interactions will be strongest between the helical modes of the opposite signs. See also .

To see further how the helicity flux affects the energy flux we have calculated the PDF of the energy flux conditioned on the value of the helicity flux, in the case with $`\delta 0`$. In Fig. 7 are shown two PDF’s of energy flux, one conditioned on helicity flux in the range \[0.0, $`3\sigma ^H`$\] and the other in the range \[$`3\sigma ^H`$, $`6\sigma ^H`$\]. We can see that energy flux is more intermittent when the helicity flux is small than when the helicity flux is large. Clearly, the tail of the PDF with the large helicity flux is reduced compared to that with the small helicity flux, implying that large helicity flux “blocks” large energy flux. However, the effect of the conditioning upon helicity flux is not entirely simple. While very large energy flux events are suppressed in the presence of large helicity flux, the probability of larger fluctuations near the center of the distribution is actually increased. It is an interesting question whether similar effects would be seen on energy flux when conditioning on values of a passive scalar flux. The effects observed imply only statistical correlations between two fluxes and no direct dynamical interaction. A detailed theory of the phenomena remains to be developed.

Acknowledgments.

We thank Robert M. Kerr, Charles Meneveau, Mark Nelkin, Xin Wang and Victor Yakhot for helpful discussions. Simulations are performed at the Advanced Computing Laboratory at Los Alamos National Laboratory and the cluster computer supported by the NSF grant CTS-0079674 at the Johns Hopkins University.

Figure Captions

FIG. 1. Energy and helicity spectra.

FIG. 2. Normalized energy and helicity fluxes versus wavenumber.

FIG. 3. Structure functions (a) of energy flux, (b) of helicity flux. The scaling exponents are measured using the data between two dashed lines.

FIG. 4. Scaling exponents of transverse velocity increments, energy flux, and helicity flux. In the inset we show the scaling exponents of helicity flux($``$) and passive scalar($`\mathrm{}`$)

FIG. 5. 1-point PDF’s of energy and helicity fluxes.

FIG. 6. 1-point PDF’s of (a) $`\pm `$ helicity fluxes, (b) $`\pm `$ energy fluxes for different mean helicity inputs $`\delta `$ when $`\mathrm{\Delta }/\eta =64`$. The inset is for $`\delta =0.0`$.

FIG. 7. Normalized energy flux PDF’s conditioned on helicity flux when $`\mathrm{\Delta }/\eta =64`$, $`\delta 0`$.


text:
# A New Spin on the Dirac Electron

## 1 Introduction

Albert Einstein had once observed ”you know, it would be sufficient to really understand the electron” . At the turn of the Twentieth Century several valiant attempts were made to model the electron in terms of Classical Electrodynamics, but all these attempts ultimately failed. As Wheeler pointed out, the real challenge was to introduce into the theory the purely Quantum Mechanical spin half of the electron. The first successful theory of the electron emerged with Dirac’s equation, which also at the same time brought about the unification of Quantum Theory with the Special Theory of Relativity.
However the Dirac theory also encountered several problems. One of these was that the position coordinate turned out to be complex or Non Hermitian, and as we will see, a related problem, namely that the velocity of the electron turned out to be the velocity of light. Dirac himself recognized the reason for all this. He remarked, ”… since the theoretical velocity in the above conclusion is the velocity at one instant of time while observed velocities are always average velocities through appreciable time intervals…”, and again, ”To measure the velocity we must measure the position at two slightly different times and then divide the change of position by the time interval. (It will not do to measure the momentum and apply a formula, as the ordinary connection between velocity and momentum is not valid.) In order that our measured velocity may approximate to the instantaneous velocity, the time interval between the two measurements of position must be very short and hence these measurements must be very accurate. The great accuracy with which the position of the electron is known during the time-interval must give rise, according to the principle of uncertainty, to an almost complete indeterminacy in its momentum. This means that almost all values of the momentum are equally probable, so that the momentum is almost certain to be infinite. An infinite value for a component of momentum corresponds to the value $`\pm c`$ for the corresponding component of velocity.”
This realization, which highlights the limitation of space time points in Quantum Theory highlights the fact that we have to deal instead, with minimum space time intervals, within which there are negative energy solutions and the zitterbewegung type of unphysical effects. On the other hand negative energy components of the Dirac bi-spinor are negligible outside the Compton scale. Thus the averaging prescribed by Dirac eliminates these components and gives us back a physical theory in terms of Hermitian operators (Cf.). This realization is the seed of what in recent years has been termed a Non Commutative Geometry.

## 2 Positive and Negative Energy Solutions

Let us consider in a little more detail the implications of Dirac’s averaging over the Compton scale.
We consider for simplicity, the free particle Dirac equation. The solutions are of the type,

$$\psi =\psi _A+\psi _S$$
(1)
where

$$\psi _A=e^{\frac{ı}{\mathrm{}}Et}\left(\begin{array}{c}0\hfill \\ 0\hfill \\ 1\hfill \\ 0\hfill \end{array}\right)\text{ or }e^{\frac{ı}{\mathrm{}}Et}\left(\begin{array}{c}0\hfill \\ 0\hfill \\ 0\hfill \\ 1\hfill \end{array}\right)\text{ and }$$

(2)
$$\psi _S=e^{\frac{ı}{\mathrm{}}Et}\left(\begin{array}{c}1\hfill \\ 0\hfill \\ 0\hfill \\ 0\hfill \end{array}\right)\text{ or }e^{\frac{ı}{\mathrm{}}Et}\left(\begin{array}{c}0\hfill \\ 1\hfill \\ 0\hfill \\ 0\hfill \end{array}\right)$$

denote respectively the negative energy and positive energy solutions. From (1) the probability of finding the particle in a small volume about a given point is given by

$$|\psi _A+\psi _S|^2=|\psi _A|^2+|\psi _S|^2+(\psi _A\psi _S^{}+\psi _S\psi _A^{})$$
(3)
Equations (2) and (3) show that the negative energy and positive energy solutions form a coherent Hilbert space and so the possibility of transition to negative energy states exists. This difficulty however can be overcome by the well known Hole theory which uses the Pauli exclusion principle, and is described in many standard books on Quantum Mechanics.
However the last or interference term on the right side of (3) is like the zitterbewegung term. When we remember that we really have to consider averages over spacetime intervals of the order of $`\mathrm{}/mc`$ and $`\mathrm{}/mc^2`$, this term disappears and effectively the negative energy solutions and positive energy solutions stand decoupled in what is now the physical universe. In other words, the Hole theory and other artifices of point space time theory are circumvented if, self consistently we use space time intervals instead of points.
The spirit of Dirac’s average spacetime intervals rather than spacetime points has received attention over the years in the form of minimum spacetime intervals– from the work of Snyder and Schild to Quantum Superstring theory . In modern language, it is symptomatic of a Non commutative spacetime geometry which again brings out the nature of the mysterious Quantum Mechanial spin . This is what we will briefly examine.

## 3 The Non commutative Structure

Very early on, Newton and Wigner  showed that the correct physical coordinate operator is given by

$$x^k=(1+\gamma ^0)\frac{p_0^{3/2}}{(p_0+\mu )^{1/2}}\left(\frac{ı}{p_k}\right)\frac{p_0^{1/2}}{(p_0+\mu )^{1/2}}P$$
(4)
where $`P`$ is a projection operator eliminating negative energy components and the gammas denote the usual Dirac matrices.
To appreciate the significance of (4), let us consider the case of spin zero. Then (4) becomes

$$x^k=ı\frac{}{p_k}+\frac{1}{8\pi }\frac{\mathrm{exp}(\mu |(xy|)}{|xy|}\frac{}{y}𝑑y$$
(5)
The first term on the right side of (5) denotes the usual position operator, but the second term represents an imaginary part, which has an extension $`1/\mu `$, the Compton wavelength, exactly as in the case of the Dirac electron.
Returning to Dirac’s treatment , the position coordinate is given by

$$\stackrel{}{x}=\frac{c^2pt}{H}+\frac{1}{2}ıc\mathrm{}(\stackrel{}{\alpha }c\stackrel{}{p}H^1)H^1\frac{c^2p}{H}t+\widehat{x}$$
(6)
$`H`$ being the Hamiltonian operator and $`\alpha `$’s the non-commuting Dirac matrices, given by

$$\stackrel{}{\alpha }=\left[\begin{array}{c}\stackrel{}{\sigma }0\hfill \\ 0\stackrel{}{\sigma }\hfill \end{array}\right]$$

The first term on the right hand side of (6) is the usual (Hermitian) position. The second term of $`\stackrel{}{x}`$ is the small oscillatory term of the order of the Compton wavelength, arising out of zitterbewegung effects which averages out to zero. On the other hand, if we were to work with the (non Hermitian) position operator in (6), then we can easily verify that the following Non-commutative geometry holds,

$$[x_ı,x_j]=\alpha _{ıj}l^2$$
(7)
where $`\alpha _{ıj}0(1)`$.
The relation (7) shows on comparison with the position-momentum commutator that the coordinate $`\stackrel{}{x}`$ also behaves like a ”momentum”. This can be seen directly from the Dirac theory itself where we have

$$c\stackrel{}{\alpha }=\frac{c^2\stackrel{}{p}}{H}\frac{2ı}{\mathrm{}}\widehat{x}H$$
(8)
In (8), the first term gives the usual momentum. The second term is the extra ”momentum” $`\stackrel{}{\widehat{p}}`$ due to the relations (7).
Infact we can easily verify from (8) that

$$\stackrel{}{\widehat{p}}=\frac{H^2}{\mathrm{}c^2}\widehat{x}$$
(9)
where $`\widehat{x}`$ has been defined in (6).
Let us now see what the angular momentum $`\stackrel{}{x}\times \stackrel{}{p}`$ gives at the Compton scale. Using (6), we can easily show that

$$(\stackrel{}{x}\times \stackrel{}{p})_z=\frac{c}{E}(\stackrel{}{\alpha }\times \stackrel{}{p})_z=\frac{c}{E}(p_2\alpha _1p_1\alpha _2)$$
(10)
where $`E`$ is the eigen value of the Hamiltonian operator $`H`$. The right side of (10) is a super position of the $`\alpha `$’s which again contain the Pauli $`\sigma `$ matrices. This shows that at the Compton scale, the angular momentum leads to the ”mysterious” Quantum Mechanical spin.
It may be mentioned that Zakruzewski  deduced from a different point of view that spin implies non commutativity. On the other hand, the zitterbewegung contribution to spin has been shielded by Barut and coworkers and Hestenes (Cf.ref. and several references therein).
In the above considerations, we started with the Dirac equation and deduced the underlying Noncommutative geometry of spacetime. Interestingly, starting with Snyder’s Non commutative geometry, based solely on Lorentz invariance and a minimum spacetime length, at the Compton scale,

$$[x,y]=\frac{ıl^2}{\mathrm{}}L_zetc.$$

that is, in effect starting with (7), it is possible to deduce the relations (10),(9) and the Dirac equation itself as has been shown in detail elsewhere .
We have thus established the correspondence between considerations starting from the Dirac theory of the electron and Snyder’s (and subsequent) approaches based on a minimum spacetime interval and Lorentz covariance. We will now show using Nelson’s analysis that that the above non commutativity is also symptomatic of an underlying stochastic behaviour.

## 4 The Stochastic Underpinning

In Nelson’s approach, there is a double Weiner process arising from the fact that the forward and backward time derivatives,

$$\frac{d}{dt^+},\frac{d}{dt^{}}$$
(11)
are unequal. Let us consider first the problem in one dimension (Cf.)) we have

$$\frac{d_+}{dt}x(t)=b_+,\frac{d_{}}{dt}x(t)=b_{},$$
(12)
From (12) we define two new velocities

$$V=\frac{b_++b_{}}{2};U=\frac{b_+b_{}}{2}$$
(13)
It may be pointed out that in general $`U`$, given in (13) vanishes while $`V`$ gives the usual velocity. It is now possible to introduce a complex velocity

$$=VıU$$
(14)
From (14) it appears that the coordinate $`x`$ goes over to a complex coordinate

$$xx+ıx^{}$$
(15)
This is also true for the Dirac equation (6). Infact it can be shown that this leads to the special relativistic metric in $`1+1`$ dimensions .
Following this line of reasoning, in the usual theory, as is well known we work with (14) to deduce the Schrodinger equation. This could be done in three dimensions also.
But let us now look upon (15) from a different angle and ask, ”Can we generalise (15) itself to the three dimensional case?” It is known  that in this case, surprisingly,

$$(1,ı)(I,\stackrel{}{\sigma })$$
(16)
where $`I`$ is the unit $`2\times 2`$ matrix and $`\stackrel{}{\sigma }`$ are the Pauli matrices. We get the Lorentz invariant metric at the same time.
Equation (16) gives a quarternionic description (Cf.). It would lead to a two component neutrino type equation. However this $`2\times 2`$ description does not preserve spatial and time reflections, which are necessary in physical theories. If we incorporate these reflections also then it is known that  we get the $`4\times 4`$ Dirac description and the non commutative geometry

$$[x_ı,x_j]=l^2\mathrm{\Theta }_{ıj}$$
(17)
where $`l`$ represents a length scale. Equation (17) is, ofcourse, the same as (7)! All this need not be surprising \- equation (6) represents the zitterbewegung effects due to the interference of the negative and positive energy solutions. The positive and negative time derivatives (11) of the double Weiner process described above represent exactly the positive and negative energy interference effects, contained in the term $`U`$ of (13). (It is these interference terms which, even in the non relativistic Nelsonian theory lead to the Quantum Mechanical Schrodinger equation).
The important point to note is that whenever we have a complex space coordinate as in (15), then the generalization to three dimensions, infact leads to (16) and non commutativity.
There is another very interesting and apparently different situation where complex coordinates are used - this is in the derivation of the Kerr-Newman metric . In this case we consider the Maxwell equations,

$$\stackrel{}{}\times \stackrel{}{W}=ı\stackrel{}{W},\stackrel{}{}\stackrel{}{W}=0$$
(18)
where

$$\stackrel{}{W}=\stackrel{}{E}+ı\stackrel{}{B}$$

$`\stackrel{}{E}`$ and $`\stackrel{}{B}`$ being the usual electric and magnetic components of the electromagnetic field. The interesting point is that if we effect an imaginary shift of the coordinates, then we obtain the Quantum Mechanical electron anomalous gyro magnetic ratio $`g=2`$ of the Kerr-Newman metric (Cf. for details). Newman himself found this association of the imaginary spatial shift with Quantum Mechanical spin inexplicable . However in the light of the above comments the connection between the two becomes clear (Cf. also ). Infact this leads to a model of the electron as a Kerr-Newman black hole, with the naked singularity shielded by a fuzzyness induced by the non commutativity (17) as was independantly confirmed by Nottale .
For completeness we mention that interestingly, as is well known, the hydrodynamical formulation of Quantum Mechanics also leads to equations similar to the Nelsonian formulation (Cf. for a brief review). Here also if we consider a one dimensional laminar flow we get a velocity that is both solenoidal and irrotational and satisfies

$$\stackrel{}{}\stackrel{}{V}=0,\stackrel{}{}\times \stackrel{}{V}=0$$
(19)
From (19) we can define a complex velocity potential by standard methods which again leads to complex coordinates (15) and ultimately we end up with (17).
We finally observe that a phase space approach based on relations like (15) has been worked out in detail by Kaiser , though he does not follow the route through (16), and therefore does not arrive at the above conclusions. One can see that equation (9) also suggests this approach. Nevertheless it is interesting to note that in this reverse approach in which we introduce complex coordinates the zitterbewegung as manifested in the complex coordinate $`\widehat{x}`$ of (6) disappears.

## 5 Conclusion

Thus the purely Quantum Mechanical ”mysterious” spin half is symptomatic of non commutativity and vice versa. Interestingly, this is also symptomatic of an underlying double Weiner or stochastic process.


text:
# Contents

## 1 Introduction

Fractional D-branes  have proved an interesting and rich subject in string theory, generalizing the ordinary D-branes of type-II string theory. They differ from the latter not only because they carry fractional charges but also in that their world-volume gauge theories are in general non-conformal. In particular, fractional D-branes with eight supercharges can be obtained from type-II string theory on an orbifold limit of K3, the simplest one being $`T^4/_2`$, or on the orbifold limit of an ALE space, which is $`^2/\mathrm{\Gamma }`$ where $`\mathrm{\Gamma }`$ corresponds to the ADE-classified finite symmetry group of the ALE space .

In the present paper we consider the type-II string theories on the $`T^4/_2`$ orbifold limit of K3. For these cases, fractional D-branes have half the charge of the usual regular D-branes. Their world-volume theories contain only a vector multiplet, while the regular branes carry in addition a hypermultiplet. The extremal supergravity solutions for this class of fractional branes were found in ref. . Here we study the non-extremal generalizations of these solutions.

The three main reasons for studying this problem are as follows. The first is that it is interesting to determine whether fractional branes in string theory are dynamical objects in the same sense as ordinary D-branes. Making the branes non-extremal tests whether it is possible to consider thermally excited fractional D-branes.

The second reason is related to the fact that the gauge theories living on the fractional branes that we consider are 3+1-dimensional pure $`𝒩=2`$ super-Yang–Mills (SYM) theory or dimensional reductions thereof. These are non-conformal theories and it is of principal interest to extend the Maldacena conjecture  to such settings. To make the fractional branes non-extremal would in principle enable us to obtain a dual description of finite-temperature pure SYM theories with eight supercharges.

The study of a supergravity/gauge-theory duality for pure SYM with eight supercharges was initiated in ref.  by considering D-branes wrapping K3, a setup which is T-dual to the one with fractional D-branes . The upshot of the analysis in ref.  is that the supergravity solution dual to pure SYM with eight supercharges has a repulson singularity  near the center. However, this repulson can be excised from the solution by noticing that at a certain distance from the center, the so-called *enhançon radius*, an abelian field in the effective theory becomes non-abelian, the gauge symmetry being enhanced from U(1) to SU(2). This means that the low-energy effective theory contains additional massless fields which have to be taken into account. Moreover, a probe computation shows that D-brane probes become massless as one reaches the enhançon radius. The interpretation of this phenomenon is that there is a spherical distribution of D-branes at the enhançon radius with flat space inside the sphere . Similar results have subsequently also been obtained for other configurations of wrapped branes  as well as for fractional brane configurations both on non-compact orbifolds like $`^2/\mathrm{\Gamma }`$  and on the compact $`T^4/_2`$ orbifold limit of K3 .

The third main reason for our interest in non-extremal fractional branes is the interplay between the non-extremality features and the enhançon mechanism; since extremal fractional branes on $`T^4/_2`$ have an enhançon radius , it is of interest to see whether a horizon covering the enhançon can develop and thus provide another kind of excision mechanism for the fractional branes. For systems of D6-branes wrapped on K3, this question has been addressed in refs  where it was found that a horizon can indeed be formed. However, in the supergravity/gauge-theory duality the horizon radius corresponds to energies that are beyond reach in the pure SYM theory. This observation has been regarded as evidence for the conjecture that the dual of pure SYM with eight supercharges is a non-gravitational theory . As we are going to show, fractional branes provide further corroboration of this conjecture.

For $`𝒩=1`$ SYM in 3+1 dimensions the thermal version of the Klebanov–Strassler setup  that builds on the paper  has been explored in refs . Here it has proved very hard to find an exact non-extremal solution. For the $`𝒩=1^{}`$ SYM theory progress has been made in refs , building on the setup of ref.  describing zero-temperature $`𝒩=1^{}`$ SYM. In the latter case, decoupling the scale of confinement from the string scale in the NS5-brane world-volume theory has turned out to be problematic, making it difficult to do computations. However, the problems encountered in $`𝒩=1`$ and $`𝒩=1^{}`$ SYM seem rather unrelated to the problems of finding a non-extremal dual to $`𝒩=2`$ SYM.

The summary and organization of the paper are as follows. In section 2 we present the supergravity solutions describing non-extremal fractional branes at low energy. More precisely, we consider a bound state of $`M`$ fractional D$`p`$-branes of type-II string theories on the orbifold $`T^4/_2`$. Our solutions thus generalize the fractional-brane solutions of ref. . Their structure turns out to be somewhat simpler than that of those found in analogous investigations of the $`𝒩=1`$ theory in refs . In section 3 we discuss the physical properties of the non-extremal solutions, focusing on the interplay between the non-extremal version of the enhançon and the black-hole horizon $`r_0`$. In particular, we find that the horizon radius cannot exceed the enhançon radius. As a consequence, we conclude that these systems of non-extremal fractional branes cannot develop into black branes. The consequences of the latter conclusion and further interpretation of the results are our primary concerns in section 4. Finally, some computational details are given in an appendix. There we also discuss another solution branch, with well-defined black-hole thermodynamics but the physical interpretation of which is presently not clear.

## 2 The non-extremal solutions

In this section we present the non-extremal low-energy supergravity solutions for fractional D$`p`$-branes on K3 in the $`T^4/_2`$ orbifold limit. For the type-IIA case, the relevant truncated six-dimensional supergravity action was obtained in ref.  by compactification of type-IIA supergravity on $`T^4/_2`$, and used to construct extremal solutions for fractional D0- and D2-branes. After deriving the corresponding model on the type-IIB side, we will consider the non-extremal generalizations of these solutions for the full range $`p=0,1,2,3`$.

### 2.1 Fractional branes

Fractional branes  are certain types of BPS D-branes that one encounters when considering string theory in singular backgrounds. They can be defined in many different (but equivalent) ways. Probably, the most intuitive way to understand their properties is through their description as higher-dimensional D-branes wrapped on a vanishing cycle of the singular manifold . This geometric picture makes manifest the characteristic feature of fractional branes as being stuck at the singularity while free to move in the flat transverse directions only. This viewpoint also shows why they lack the world-volume degrees of freedom associated to fluctuations in the orbifold directions which correspond, in general, to hypermultiplet excitations. Moreover, as will become clear below, this also automatically accounts for the coupling of fractional branes with the twisted sector of string theory on the orbifold. We refer to ref.  for a recent review on the properties of fractional branes on orbifolds for theories with eight supercharges.

Let us now focus on our main case of interest. The K3 manifold has $`\mathrm{dim}(H_2(\mathrm{K3}))=22`$ two-cycles, on a space of signature (19,3). At the $`_2`$ orbifold point, there are three self-dual and three anti-selfdual cycles from the six two-cycles in $`H_2(T^4)`$, which are invariant under the $`_2`$ involution. In addition, there are 16 anti-selfdual cycles that come from the collapsed spheres at the 16 orbifold singularities. A fractional D$`p`$-brane is then a D($`p`$+2)-brane wrapped on one of the these cycles, $`𝒞`$, in the $`_2`$ orbifold limit of K3. The presence of a background NS-NS two-form flux through the shrinking cycle makes the D-brane tension non-vanishing. The background value of this flux is dictated to be

$$b_0=_𝒞B_{(2)}=\frac{1}{2}(2\pi \sqrt{\alpha ^{}})^2$$
(2.1)
by the requirement of conformal invariance of the string world-sheet in the orbifold background . The effective theory describing the dynamics of such a brane at low energy is a ($`p`$+1)-dimensional pure SYM theory with eight supercharges. From the closed string theory point of view, this translates into the fact that fractional branes couple to both the untwisted and the twisted sector of string theory on the orbifold.

At low energy, in the infinite-volume limit of $`T^4/_2`$, a given fractional D$`p`$-brane simply couples to the metric, the dilaton and the RR ($`p`$+1)-form potential in the untwisted sector, and to a scalar field and a ($`p`$+1)-form potential in the twisted sector. The two latter correspond, respectively, to the zero mode of the NS-NS $`B_{(2)}`$ field and of the RR ($`p`$+3)-form potential when “dimensionally reduced” on the shrinking two-cycle, and belong to a non-gravitational multiplet of the effective supergravity theory . Denoting by $`\omega _{(2)}`$ the closed differential two-form Poincaré dual to the vanishing two-cycle $`𝒞`$ on which the branes are wrapped, the relations between higher-dimensional forms and twisted fields read

$$B_{(2)}=b\omega _{(2)},C_{(p+3)}=\sqrt{2V}A_{(p+1)}\omega _{(2)}.$$
(2.2)
In the compact case (anticipated here by the introduction of the dimensionful constant $`V`$ to be defined shortly) the effective six-dimensional theory is augmented by the zero modes of massless fields on the internal manifold. However, these come only from the untwisted sector since, by construction, the twisted fields have no dynamics on the internal space. For $`\omega _{(2)}`$ we adopt the following conventions:

$$_𝒞\omega _{(2)}=1,_{^2/_2}\omega _{(2)}\omega _{(2)}=\frac{1}{2},\omega _{(2)}+\omega _{(2)}=0.$$
(2.3)
### 2.2 The actions

Let us start by fixing our conventions and presenting the consistently truncated six-dimensional actions describing the dynamics of the supergravity fields to which the fractional D$`p`$-branes couple. As just discussed, the gauge fields that enter the solution for a given $`p`$ are the two ($`p`$+1)-form potentials $`C_{(p+1)}`$ and $`A_{(p+1)}`$. From the twisted scalar field arising from the NS-NS two-form potential we separate out a fluctuating part $`\stackrel{~}{b}`$ according to

$$b=\frac{1}{2}\sqrt{V_{}}+\sqrt{2V}\stackrel{~}{b},V_{}=(2\pi \sqrt{\alpha ^{}})^4,$$
(2.4)
where $`V`$ is the volume of the compact space $`T^4/_2`$ and $`V_{}`$ is introduced as a shorthand notation. Furthermore, the Kaluza–Klein reduction of the metric gives rise to four scalar fields, $`e^{2\eta _a},a=6,\mathrm{},9`$. Assuming homogeneity in the compactified directions these are equal and can be replaced by a single scalar field defined as $`\eta =_{a=6}^9\eta _a`$. The dimensionally reduced dilaton $`\varphi =\varphi |_{d=10}\frac{1}{2}\eta `$ completes the scalar field content.

For the case $`p=0`$ the truncated bosonic $`d=6`$ action governing the dynamics of these fields was derived in ref. , together with the electro-magnetically dual two-brane case. From these results the corresponding action for the fractional D3-brane on the type-IIB side can readily be inferred. These three actions take the form111Our conventions are $`\xi _{(6n)}=\frac{1}{n!}dx^{\mu _1}\mathrm{}dx^{\mu _n}ϵ_{\mu _1\mathrm{}\mu _n}{}_{}{}^{\mu _{n+1}\mathrm{}\mu _6}\xi _{\mu _{n+1}\mathrm{}\mu _6}^{}`$ and $`ϵ^{012345}=+1`$. The RR field strengths in ten dimensions were defined as $`\widehat{G}_{(n+1)}=d\widehat{C}_{(n)}+\widehat{H}_{(3)}\widehat{C}_{(n3)}`$.

$`S_{\mathrm{bulk}}^{(p=0,2,3)}`$ $`=`$ $`{\displaystyle \frac{V}{2\kappa ^2}}{\displaystyle }\{d^6x\sqrt{g}R+d\varphi d\varphi +{\displaystyle \frac{1}{4}}d\eta d\eta +{\displaystyle \frac{1}{2}}e^\eta d\stackrel{~}{b}d\stackrel{~}{b}`$ (2.5)
$`+e^{(1p)\varphi }[{\displaystyle \frac{1}{2}}e^\eta G_{(p+2)}G_{(p+2)}+{\displaystyle \frac{1}{2}}\stackrel{~}{F}_{(p+2)}\stackrel{~}{F}_{(p+2)}]\},`$
where $`\kappa =8\pi ^{7/2}g_s\alpha ^2`$ is the ten-dimensional gravitational coupling and

$$G_{(p+2)}=dC_{(p+1)},\stackrel{~}{F}_{(p+2)}=dA_{(p+1)}+d\stackrel{~}{b}C_{(p+1)}$$
(2.6)
are the gauge-invariant field strengths of the untwisted- and twisted-sector potentials $`C_{(p+1)}`$ and $`A_{(p+1)}`$, respectively.

For the remaining case, $`p=1`$, some subtleties arise because the field strength $`\stackrel{~}{F}_{(3)}`$ is self-dual, a property inherited from its ten-dimensional type-IIB five-form parent. As usual, the self-duality condition has to be imposed on shell. With this proviso in mind we can nevertheless write a truncated $`d=6`$ gravity action also for the fractional D-string:222This action results from taking a type-IIB action in ten dimensions compatible with an *anti*-selfdual five-form field strength $`\widehat{G}_{(5)}`$, and using the conventions (2.3) in the Kaluza–Klein reduction on $`T^4/_2`$.

$`S_{\mathrm{bulk}}^{(p=1)}`$ $`=`$ $`{\displaystyle \frac{V}{2\kappa ^2}}{\displaystyle }\{d^6x\sqrt{g}R+d\varphi d\varphi +{\displaystyle \frac{1}{4}}d\eta d\eta +{\displaystyle \frac{1}{2}}e^\eta d\stackrel{~}{b}d\stackrel{~}{b}`$ (2.7)
$`+{\displaystyle \frac{1}{2}}e^\eta G_{(3)}G_{(3)}+{\displaystyle \frac{1}{4}}\stackrel{~}{F}_{(3)}\stackrel{~}{F}_{(3)}{\displaystyle \frac{1}{2}}A_{(2)}G_{(3)}d\stackrel{~}{b}\}.`$
The $`C_{(2)}`$ equation of motion is compatible with the self-duality constraint $`\stackrel{~}{F}_{(3)}=\stackrel{~}{F}_{(3)}`$, a fact which relies crucially on the presence of the Chern–Simons term.

In solving the equations of motion obtained from the actions (2.5) and (2.7) one should also specify the boundary conditions at infinity that the various fields should satisfy (i.e. the mass and the charges of the soliton). We are interested in describing a general bound state of non-extremal fractional D$`p`$-branes whose corresponding supergravity solution should match the extremal one at infinity. The boundary conditions at infinity for the latter are encoded in the bosonic world-volume action describing the low-energy dynamics of an extremal fractional brane. For the case at hand this action has been derived in ref.  and reads

$`S_{\mathrm{wv}}`$ $`=`$ $`{\displaystyle \frac{T_p}{2\kappa }}{\displaystyle d^{p+1}\xi \sqrt{g}e^{\eta /2}e^{(1p)\varphi /2}\left(1+2\sqrt{\frac{2V}{V_{}}}\stackrel{~}{b}\right)}`$ (2.8)
$`+{\displaystyle \frac{T_p}{2\kappa }}{\displaystyle \left[C_{(p+1)}\left(1+2\sqrt{\frac{2V}{V_{}}}\stackrel{~}{b}\right)+2\sqrt{\frac{2V}{V_{}}}A_{(p+1)}\right]},`$
where $`T_p=\sqrt{\pi }(2\pi \sqrt{\alpha ^{}})^{3p}`$. The world-volume action for a stack of $`M`$ coincident fractional D$`p`$-branes is obtained simply by multiplying the above action by $`M`$ (this will be implicitly assumed in what follows).

### 2.3 Ansätze and solutions

Below we present the solutions of the equations of motion, given in appendices A.1 and A.2, referring to appendix A.3 for an outline of their derivation. We will wherever possible treat the cases $`p=0,1,2,3`$ in parallel. As far as the starting-point—i.e. the ansatz for the metric—is concerned, the three-brane (being of codimension two in six dimensions) however needs some special consideration. The solutions, nevertheless, share a common structure for all four cases as will become clear below.

Let us first discuss the lower-dimensional cases, $`p=0,1,2`$, for which the standard non-extremal $`p`$-brane ansatz applies:

$$ds^2=H^{\frac{p3}{4}}\left(fdt^2+\underset{i=1}{\overset{p}{}}(dx^i)^2\right)+H^{\frac{p+1}{4}}\left(f^1dr^2+r^2d\mathrm{\Omega }_{4p}^2\right).$$
(2.9)
The non-extremality is introduced by the function $`f`$ which, like $`H`$, depends on the transverse radial coordinate only. It is constrained by the equations of motion to satisfy the harmonic equation

$$f^{\prime \prime }+\frac{4p}{r}f^{}=0.$$
(2.10)
Requiring the non-extremal solution to approach the extremal one at infinity, the solution to eq. (2.10) takes the form

$$f=1\left(\frac{r_0}{r}\right)^{3p},$$
(2.11)
with the horizon radius $`r_0`$ governing the degree of non-extremality.333Although the metric (2.9) develops a horizon at $`r_0`$ we shall see in the next section that the supergravity approximation ceases to be valid at a radius $`r_e`$ strictly larger than $`r_0`$. Keeping this in mind, we shall nevertheless refer to $`r_0`$ as the horizon radius.

The upshot of the analysis of appendix A.3 is that the non-extremal solutions can be expressed entirely in terms of $`f`$ and two additional harmonic functions, $`h_1`$ and $`h_2`$, which in turn depend on three parameters: the horizon radius $`r_0`$ and two charges, $`q_1`$ and $`q_2`$, depending linearly on the number of branes which act as sources for the solution. More specifically, the scalar fields are given by

$$e^\varphi =H^{\frac{1p}{4}},e^\eta =\frac{H}{h_1^2},\stackrel{~}{b}=\frac{q_2}{q_1}\left(\frac{h_2}{h_1}1\right),$$
(2.12)
while the gauge potentials take the form

$$C_{0\mathrm{}p}=\frac{q_2}{r^{3p}}\frac{h_3}{H},A_{0\mathrm{}p}=\frac{q_1}{r^{3p}}\frac{1}{h_1},$$
(2.13)
the associated field strengths (defined in eq. (2.6) above) being

$$G_{r0\mathrm{}p}=\frac{(3p)q_2}{r^{4p}}\frac{h_1h_2}{H^2},\stackrel{~}{F}_{r0\mathrm{}p}=\frac{(3p)q_1}{r^{4p}}\frac{1}{H}.$$
(2.14)
The functions $`H`$ and $`h_3`$ entering the solution read

$$H=\left(1+\frac{1}{2}\frac{q_2^2}{q_1^2}\right)h_1^2\frac{1}{2}\frac{q_2^2}{q_1^2}h_2^2,h_3=\frac{1}{2}(h_1+h_2),$$
(2.15)
where the two basic harmonic functions are

$$h_i=1\left(\frac{r_i}{r}\right)^{3p},i=1,2.$$
(2.16)
The radial parameters of these functions are given by

$`r_1^{3p}`$ $`=`$ $`{\displaystyle \frac{1}{2}}r_0^{3p}+{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)r_0^{2(3p)}2q_1^2\mathrm{\Lambda }}}{2\sqrt{2q_1^2+q_2^2}}},`$ (2.17)
$`r_2^{3p}`$ $`=`$ $`{\displaystyle \frac{1}{2}}r_0^{3p}+{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)r_0^{2(3p)}+2q_1^2\mathrm{\Lambda }}}{2\sqrt{q_2^2}}},`$ (2.18)
where

$$\mathrm{\Lambda }\sqrt{q_1^4+(q_1^2+q_2^2)r_0^{2(3p)}+\frac{1}{4}r_0^{4(3p)}}.$$
(2.19)
As already noticed, the solution we have found is completely fixed by extracting the relation between the free-supergravity values of the charges $`q_1`$ and $`q_2`$ and those dictated by the world-volume action (2.8) for the $`M`$ fractional branes. Using eqs (A.71) and (A.72) and equating the corresponding charges with the coupling to the twisted and untwisted potentials $`A_{0\mathrm{}p}`$ and $`C_{0\mathrm{}p}`$ in the WZ action one gets

$$q_1=\sqrt{\frac{2V}{V_{}}}Q_pM,q_2=Q_p\frac{M}{2},$$
(2.20)
where

$$Q_p=\frac{2}{k_p}\frac{T_p\kappa }{\mathrm{\Omega }_{4p}V}=\frac{1}{k_p\mathrm{\Omega }_{4p}}\frac{V_{}}{V}(2\pi \sqrt{\alpha ^{}})^{3p}g_s,$$
(2.21)
with $`\mathrm{\Omega }_{4p}`$ denoting the volume of the unit $`(4p)`$-sphere surrounding the $`p`$-branes and $`k_p=3p`$ for $`p<3`$ while $`k_3=1`$.444The solution describing a composite bound state of $`M`$ fractional and $`N`$ regular D$`p`$-branes is identical to the one we have discussed so far, the only difference being that the untwisted charge $`q_2`$ will now be $`q_2=Q_p(\frac{M}{2}+N)`$. By taking $`M=0`$ one gets $`q_1=0`$ and $`q_2=Q_pN`$, giving back the usual regular brane solution, with no coupling to twisted fields.

As a consistency check let us also take the extremal limit, $`r_0=0`$. Assuming the charges to be positive, as we will from now on, we obtain

$$h_1^{\mathrm{extr}}=1,h_2^{\mathrm{extr}}=1\frac{q_1^2}{q_2}\frac{1}{r^{3p}},H_{\mathrm{extr}}=1+\frac{q_2}{r^{3p}}\frac{q_1^2}{2r^{2(3p)}},$$
(2.22)
so that the solution of ref.  is recovered:

$$e^{\eta _{\mathrm{extr}}}=H_{\mathrm{extr}},\stackrel{~}{b}_{\mathrm{extr}}=\frac{q_1}{r^{3p}}=A_{0\mathrm{}p}^{\mathrm{extr}},C_{0\mathrm{}p}^{\mathrm{extr}}=H_{\mathrm{extr}}^11.$$
(2.23)
Note that the structure of the function $`H`$ that determines the non-extremal metric (together with $`f`$) and the dilaton is the same as for the extremal case; while the coefficients of course differ, introducing a non-extremality parameter gives no terms beyond the $`r^{2(3p)}`$ correction, the latter being the usual fractional brane modification to the harmonic function governing the regular-brane solution. For the other fields the non-extremal modifications are somewhat more intricate. Nevertheless, for our class of non-extremal fractional branes, these modifications are entirely due to the non-triviality of the harmonic function $`h_1`$ for $`r_0>0`$. In particular, we note that, contrary to the extremal case, the non-extremal twisted fields *do* get corrections with respect to their harmonic asymptotic behavior. The absence of such corrections was taken as input for the ansatz relevant to extremal fractional branes , and was argued (for the NS-NS twisted scalar $`\stackrel{~}{b}`$) to be a manifestation of the fact that $`𝒩=2`$ SUSY only allows for one-loop perturbative corrections. The fact that this property ceases to hold for our non-extremal generalization suggests that the non-extremality parameter $`r_0`$ indeed does switch on a temperature in the system.

Turning to the case $`p=3`$, the appropriate non-extremal ansatz for the metric reads

$$ds^2=fdt^2+\underset{i=1}{\overset{3}{}}(dx^i)^2+\left(\frac{\stackrel{~}{r}}{r}\right)^2H\left(f^1dr^2+r^2d\theta ^2\right),$$
(2.24)
where $`\stackrel{~}{r}`$ is an (as yet) undetermined radial parameter. Using this ansatz, the analysis in appendix A.3 can be done in parallel with the lower-dimensional cases. As a consequence, the expressions listed above for the metric, the scalars and the gauge field strengths (upon substituting $`(3p)1`$) in terms of the functions $`h_1`$ and $`h_2`$ are valid also for $`p=3`$. Although the reason is slightly less obvious, by using the mapping $`r^{(3p)}\mathrm{log}(r_\mathrm{\Lambda }/r)`$ the same turns out to be the case for the gauge potentials in (2.13), giving

$$C_{0123}=q_2\frac{h_3}{H}\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},A_{0123}=\frac{q_1}{h_1}\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}.$$
(2.25)
Here $`r_\mathrm{\Lambda }`$ can be interpreted as a long-distance cut-off in the transverse radial direction of the three-brane world volume, corresponding to a UV cut-off on the dual gauge-theory side. This mapping originates from the harmonic functions which in two dimensions involve a logarithm. The function $`f`$, for instance, again satisfies the harmonic equation (2.10) but the solution now reads

$$f=1a_0\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}.$$
(2.26)
The dimensionless non-negative parameter $`a_0`$ governs the degree of non-extremality. As will become evident below, $`a_0`$ can be viewed as the direct formal analogue of the parameter $`r_0`$ in the solutions for the lower-dimensional branes. The “horizon radius”555We write the term within quotes since the transverse space is two-dimensional and black holes therefore can never develop for $`p=3`$. for the three-brane is $`r_0=r_\mathrm{\Lambda }e^{1/a_0}`$ and the extremal limit is obtained by letting $`a_00`$ with $`r_\mathrm{\Lambda }`$ fixed. Moreover, it is convenient to identify the parameter $`\stackrel{~}{r}`$ in (2.24) with $`r_\mathrm{\Lambda }`$ since the latter sets the length scale of the transverse geometry.

Hence, the conditions that $`h_1`$ and $`h_2`$ be harmonic now imply

$$h_1=1a_1\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},h_2=1a_2\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}.$$
(2.27)
In an exact analogy with the results (2.17) and (2.18) for $`p<3`$ the parameters $`a_1`$ and $`a_2`$ are given by

$`a_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}a_0+{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)a_0^22q_1^2\mathrm{\Lambda }}}{2\sqrt{2q_1^2+q_2^2}}},`$ (2.28)
$`a_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}a_0+{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)a_0^2+2q_1^2\mathrm{\Lambda }}}{2\sqrt{q_2^2}}},`$ (2.29)
with

$$\mathrm{\Lambda }=\sqrt{q_1^4+(q_1^2+q_2^2)a_0^2+\frac{1}{4}a_0^4}.$$
(2.30)
The reason for these close formal similarities between $`p=3`$ and the lower-dimensional cases is explained in section A.3.

Taking the extremal limit, the gauge potentials (2.25) simplify to

$$C_{0123}^{\mathrm{extr}}=H_{\mathrm{extr}}^11,A_{0123}^{\mathrm{extr}}=q_1\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},$$
(2.31)
where $`H_{\mathrm{extr}}=1+q_2\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}\frac{1}{2}q_1^2\left(\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}\right)^2`$. In addition we have $`\stackrel{~}{b}_{\mathrm{extr}}=q_1\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}`$, with the remaining fields formally identical to their lower-dimensional counterparts. Note that in the extremal limit of the three-brane solution we have $`\varphi =\frac{1}{2}\eta `$. From the definition of $`\varphi `$ this relation immediately implies that the ten-dimensional dilaton is constant, in agreement with the fractional D3-brane solution of refs  for the non-compact orbifold spacetime $`^{1,5}\times ^2/_2`$.

## 3 Enhançon versus horizon

In this section we first review the enhançon mechanism and describe its manifestation in the case at hand. Then we examine the interplay between the event horizon and the enhançon shell.

### 3.1 Review of the enhançon

Supergravity solutions of brane configurations which have pure SYM with eight supercharges as their low-energy world-volume theories are in general plagued by naked singularities. This is in particular true for fractional branes and, more generally, for D-branes wrapped on topologically non-trivial cycles. The naked singularities one encounters are of repulson type  and can be excised by the so-called enhançon mechanism .

The logic of this mechanism is as follows. Far away from the source we have a perfectly valid supergravity solution. However, when approaching the source there is a certain radius $`r_e`$, dubbed the enhançon radius, at which the effective supergravity description needs to be augmented by additional massless degrees of freedom, the appearance of which leads to an enhancement of the gauge symmetry from U(1) to SU(2).666While on the type-IIA side the symmetry enhancement occurs for an ordinary vector field, the enhanced $`A_1`$ gauge symmetry in the type-IIB case is carried by a self-dual two-form potential . A brane-probe calculation shows that the tension of the probe vanishes precisely at the enhançon radius. The interpretation of this phenomenon is that the branes are not located at the origin but instead smeared over the spherical shell $`r=r_e`$. The geometry for $`r<r_e`$ is consequently completely different, and, in particular, the singularity is excised .

For fractional branes, the symmetry enhancement occurs when the NS-NS two-form flux through the vanishing cycle on which the brane is wrapped flows from the value $`1/2`$ at infinity to $`0`$ at the enhançon radius; when the flux vanishes all parameters of the cycle are zero, which corresponds to a point of enhanced symmetry in the moduli space. At this point, the fractional branes become tensionless. In particular, the massless degrees of freedom responsible for the enhanced gauge symmetry correspond to tensionless fractional D-particles for type IIA and to tensionless fractional D-strings for type IIB .

For the extremal fractional D-branes on $`T^4/_2`$ the enhançon mechanism has been examined in ref. . As we are going to discuss in the next section, the presence of the enhançon has crucial consequences for the decoupling limit and for the nature of the gauge-theory/gravity duality for this kind of systems. It is therefore important to investigate if and how the enhançon is modified in the non-extremal case we are discussing, and more specifically what the relation between the event horizon and the enhançon is.

As discussed in the previous section, fractional D$`p`$-branes are a particular kind of wrapped D($`p`$+2)-branes arising in orbifold compactifications of string theory. While the geometric volume of the compact two-cycle characterizing the orbifold is identically zero, there is a non-trivial NS-NS two-form background flux on it, displayed in (2.1), which makes the effective stringy volume asymptotically non-vanishing. In fact, as already explained in the previous section, this asymptotic value is modified by the presence of the fractional branes (either extremal or non-extremal). Let us recall the relation between the fields entering the solution discussed in section 2 and the NS-NS two-form flux:

$$b=_𝒞B_{(2)}=\frac{1}{2}\sqrt{V_{}}+\sqrt{2V}\stackrel{~}{b}(r).$$
(3.1)
Here we recall that $`V`$ is the volume of the compact orbifold and $`V^{}=(2\pi \sqrt{\alpha ^{}})^4`$ as defined in (2.4). From the above considerations it follows that the enhançon is located at the radius $`r_e`$ determined by

$$1+2\sqrt{\frac{2V}{V_{}}}\stackrel{~}{b}(r_e)=0.$$
(3.2)
This equation gives the position of the enhançon in the general case. In the extremal limit it reduces to the result found in ref. .

Keeping in mind that it is eq. (3.2) that *defines* the enhançon shell, we can also check that fractional D$`p`$-brane probes indeed become tensionless there. One simply takes the DBI action for the probe evaluated in the background generated by the source branes, chooses static gauge with the transverse coordinates depending on time only, and finally expands the action up to terms quadratic in the velocities. The appropriate DBI action is

$$S_{\mathrm{DBI}}=\frac{T_p}{2\kappa }d^{p+1}\xi \sqrt{g}e^{\eta /2}e^{(1p)\varphi /2}\left(1+2\sqrt{\frac{2V}{V_{}}}\stackrel{~}{b}\right).$$
(3.3)
By proceeding as just outlined one easily sees that the probe brane becomes tensionless when eq. (3.2) is satisfied. More precisely, for slow radial motion ($`\dot{r}^2f^2/H`$) the kinetic part of its effective lagrangian is

$`T(r,\dot{r})`$ $`=`$ $`{\displaystyle \frac{T_pV_p}{4\kappa }}{\displaystyle \frac{h_1(r)}{f^{3/2}(r)}}\left(1+2\sqrt{{\displaystyle \frac{2V}{V_{}}}}\stackrel{~}{b}(r)\right)\dot{r}^2,`$ (3.4)
showing that the effective tension of the probe is $`r`$-dependent and that, as promised, the brane becomes tensionless at the distance $`r_e`$ given by eq. (3.2).777This argument rests on $`r_e`$ being larger than both $`r_0`$ and $`r_1`$, which, as we shall see, is always the case.

### 3.2 Application to non-extremal fractional branes

For our class of non-extremal fractional branes, we can obtain a very simple expression for the enhançon. By substituting the solution discussed in the previous section, in particular eqs (2.12) and (2.16), in eq. (3.2) we find

$$r_e^{3p}=\mathrm{\hspace{0.17em}2}\sqrt{\frac{2V}{V_{}}}\frac{q_2}{q_1}\left(r_2^{3p}r_1^{3p}\right)+r_1^{3p}=r_2^{3p},$$
(3.5)
where in the last step we have used the relations (2.20). A completely analogous expression holds for $`a_e`$, and thus for $`r_e`$, in the three-brane case (recall that $`r_e=r_\mathrm{\Lambda }e^{1/a_e}`$).888As already mentioned, black holes cannot appear in 2+1 dimensions so we exclude the three-brane case from the following discussion.

We now turn to examining the position of the enhançon shell relative to that of the event horizon. Using eqs (2.18) and (2.19), it is easy to see from eq. (3.5) that the enhançon always lies *outside* the horizon, no matter the value of $`r_0`$. This means that in the region of validity of the supergravity approximation, the bound state never develops into a black brane. This might seem puzzling, since one would think that for large enough mass the system would indeed develop into a black brane, while the above equations show that the enhançon increases with $`r_0`$ faster than $`r_0`$ itself. However, one has to remember that the energy density of this configuration is not concentrated in the center of the solution, but rather spread out on the enhançon shell. Indeed, the fact that we cannot arrange for the horizon to lie outside the enhançon shell is nicely consistent with the fact that, while the mass is not bounded, the density of mass is. To see this, note first that the density of mass is the total mass $`M_p`$ divided by the volume $`V_{\mathrm{tot}}`$ that we can fit the system into. The mass $`M_p`$ goes like $`r_0^{3p}`$ while the volume $`V_{\mathrm{tot}}`$ goes like $`r_e^{5p}`$, and hence $`M_p/V_{\mathrm{tot}}`$ actually decreases as we increase $`r_0`$, since $`r_0`$ is smaller than $`r_e`$.

One can also try to extend the solution to the interior of the enhançon shell. Fractional branes cannot get inside the enhançon since their tension vanishes there and their energy (and charge) is believed to be distributed on the enhançon shell. Therefore, the extremal solution is flat in the interior and the energy density vanishes there 999By studying the Seiberg–Witten curve it has been explicitly shown that the supergravity fields should be constant in the interior . On the other hand, to discuss the system at the enhançon scale one should include the extra massless fields into the analysis.. However, by making the solution non-extremal one could imagine creating a neutral black hole on the inside, characterized by an internal horizon radius $`r_0^{}`$. One could then try to increase $`r_0^{}`$ enough to make it larger than the enhançon, thus allowing the system to develop into a black brane.101010Obviously, we would then have to jump to another branch of the solution. In terms of the four branches of the solution summarized in table 1 in section A.4 we should jump from branch I to branch IV.

If we demand that such an interior black hole be in equilibrium with the branes at the enhançon shell, we can in principle find $`r_0^{}`$ in terms of $`r_0`$ and $`M`$. This raises the interesting question whether the interior horizon can reach the enhançon radius. Unfortunately, we cannot answer this question in a precise way since we do not understand non-extremal fractional branes sufficiently well to determine when we have thermodynamical equilibrium. However, the fact that the density $`M/V_{\mathrm{tot}}`$, as defined above, decreases for increasing $`r_0`$ makes it seem unlikely that by increasing $`r_0`$ and thereby decreasing the density of mass $`M/V_{\mathrm{tot}}`$, one could make the system collapse into a black hole. In the next section we interpret the fact that the non-extremal fractional-brane system on the orbifold under study never collapses into a black hole from the perspective of the SYM theory living on the brane and its supergravity dual.

At this point we would like to alert the reader to an apparent puzzle.111111For simplicity of notation we give expressions appropriate for the two-brane case although the discussion applies generally. The discussion so far can readily be extended to the more general bound states where $`N`$ regular branes are also present. As noticed in the previous section, the only modification of the solution is that we now have $`q_2=Q_2(M/2+N)`$. Of course, probing the geometry with regular branes does not give any information on the enhançon locus since regular branes do not couple to the $`B_{(2)}`$-flux and are insensitive to the enhançon. On the other hand, revisiting the fractional-brane probe computation, the enhançon radius is now found to be

$$r_e=r_2+2\frac{N}{M}\left(r_2r_1\right).$$
(3.6)
Surprisingly, when examining the relative positions of the enhançon and the horizon, the conclusions do not change with respect to the pure fractional-brane case. Indeed, this follows from a simple inspection of eqs (2.17)–(2.18) which gives at hand that $`r_2r_1`$ is always positive for our solution. Thus, $`r_0`$ is always smaller than $`r_e`$, also in the presence of regular branes and regardless of the relative value of $`N`$ with respect to $`M`$. This contrasts with the result found in refs  for branes wrapped on K3. However, the two systems are different. In our case, as already noticed, regular branes do not feel the enhançon and a regular D-brane probe can thus go all the way to the center $`r=0`$. Indeed, one finds that $`r_eM`$ at extremality not only in eq. (3.5) but also in eq. (3.6). The extremal $`N`$-regular/$`M`$-fractional brane configuration can therefore be thought of as composed of $`N`$ regular branes at the origin and $`M`$ fractional branes smeared on the enhançon shell. In contrast, for the case discussed in refs  the unwrapped branes (which correspond to regular branes here) do indeed influence the enhançon at extremality, causing it to decrease in size. When the number of unwrapped branes exceeds the number of wrapped ones, the enhançon is small enough that, for a sufficiently large non-extremality parameter $`r_0`$, the system can be turned into a black hole with $`r_0`$ larger than $`r_e`$. In our case the situation is different. Nevertheless, one would expect a limit $`NM`$ in which the enhançon at extremality would be quantitatively irrelevant and thus should not sensibly affect the regular-brane thermodynamics. In this respect, it would be very interesting to find the precise relation between $`r_0^{}`$ and the external parameters when imposing thermodynamical equilibrium between the internal black hole with horizon radius $`r_0^{}`$ and the enhançon shell.

Having extensively discussed the possibility of our system developing a horizon, we should also mention that there is an additional characteristic radius whose relative position with respect to the enhançon is of interest. We are referring here to the radius where the potential for a massive particle probe feeling *only* the string-frame geometry becomes repulsive. This radius (denoted $`r_d`$ in ref. ) is readily obtained as the stationary point of the effective potential for a radially moving probe with world-line action given by the string-frame Nambu–Goto action. The resulting condition is $`(g_{tt}^{\mathrm{s}.\mathrm{f}.})^{}(r_d)=0`$, which for our non-extremal case translates to $`(fH^{1/2})^{}(r_d)=0`$. The solution reads (still for $`p=2`$)

$$r_d=\frac{(2q_1^2+q_2^2)(r_0r_1)r_1+q_2^2(r_2r_0)r_2}{2q_1^2(r_0r_1)+q_2^2(r_2r_1)}.$$
(3.7)
It is straightforward to verify that this radius is always smaller than or (at extremality) equal to $`r_e`$, and that the enhançon hence excises the unphysical region.

Finally, let us recall that D$`p`$-brane probes (fractional or regular) moving in a background generated by the same objects also feel non-trivial potentials out of extremality, where supersymmetry is broken. Although these potentials are not due solely to gravity, we have nevertheless observed that the regions where they would have become repulsive are excised by the enhançon. In fact, it is amusing to notice that for a *regular* D$`p`$-brane probing a non-extremal *fractional*-brane background, the radius at which the potential changes sign actually coincides with the enhançon radius.

## 4 Discussion and conclusions

The upshot of the previous section is that a system of non-extremal fractional branes on the orbifold $`T^4/_2`$ cannot collapse into a black hole. We discuss in the following a possible interpretation of this observation in terms of the pure SYM theory living on the fractional D-branes and the theories dual to them in the sense of the AdS/CFT correspondence .

It is well known  that a transverse T-duality on a fractional brane gives a Hanany–Witten setup . In particular, a fractional D$`p`$-brane on the orbifold $`T^4/_2`$ is T-dual to a D($`p`$+1)-brane stretched between two NS5-branes, the distance between them being proportional to the flux $`b`$ of the NS-NS two-form of our scenario. Moreover, from the NS5-brane setup one obtains the wrapped brane setting of refs  by a transverse T-duality. All of these brane setups describe at low energies a pure SYM with eight supercharges. It was argued in refs  that the dual of pure SYM with eight supercharges is a non-gravitational theory. This means that the gravitational multiplet decouples for a fractional D-brane solution in type-II string theory on $`T^4/_2`$ in the decoupling limit of the pure SYM on the brane. In the T-dual Hanany–Witten setup this is the same as saying that gravity decouples from the NS5-branes so that the dual theory is described by the non-gravitational theory living on the NS5-brane . In the fractional-brane setup, the 5+1-dimensional fields living on the NS5-branes correspond to the fields of the twisted sector, which indeed have 5+1-dimensional dynamics. In fact, these are the only fields entering all the relevant gauge-theory quantities in the correspondence while the contribution from the gravitational multiplet always cancels as shown for instance in refs .

Now, in the decoupling limit $`r/r_e`$ is fixed (this because $`r\alpha ^{}`$ and $`r_e\alpha ^{}g_{\mathrm{YM}}^2M`$ and we have $`g_{\mathrm{YM}}^2M`$ fixed in the limit). Hence, if there had been a horizon $`r_0>r_e`$, it would have remained after taking the decoupling limit, and we would thus have had a black hole in the dual theory. This would have been in contradiction with the conjecture that the dual is a non-gravitational theory. Hence, our analysis can be seen as a further piece of evidence that the dual theory is indeed non-gravitational. In ref.  a similar consideration was made for D-branes wrapping K3. For that case it was found that the solution can collapse into a black hole. However, it was subsequently shown that the energies needed for the solution to collapse to a black hole correspond via the gauge-theory/gravity duality to energies that are beyond reach in the pure SYM theory. We intend to return to the decoupling-limit issue for this kind of pure SYM theories .

## Acknowledgements

We are grateful to M. Billó, J. de Boer, P. Di Vecchia, E. Imeroni, E. Kiritsis, A. Lerda, E. Lozano-Tellechea, R. Russo and M. Wijnholt for useful discussions, and to P. Bain for some interesting remarks. T.H. would like to thank the Niels Bohr Institute and the Institute for Theoretical Physics of Amsterdam University, N.O. and A.W. the Niels Bohr Institute and Nordita, and M.B. the Department for Theoretical Physics of Turin University for hospitality while part of this work was carried out. M.B. is supported by a European Commission Marie Curie Postdoctoral Fellowship under contract number HPMF-CT-2000-00847. N.O. is supported by the Stichting FOM.

## Appendix A Details on the solutions and their derivation

In this appendix we present the derivation of the non-extremal solutions discussed in the main text. We begin by giving the equations that they solve.

### A.1 Equations of motion

The equations of motion for the scalar fields encoded in the actions (2.5) for $`p=0,2,3`$ and (2.7) for $`p=1`$ turn out to be identical in form:

$`{\displaystyle \frac{1}{\sqrt{g}}}_\mu (\sqrt{g}^\mu \varphi )`$ $`=`$ $`{\displaystyle \frac{1p}{4}}e^{(1p)\varphi }\left(e^\eta (G_{(p+2)})^2+(\stackrel{~}{F}_{(p+2)})^2\right),`$ (A.1)
$`{\displaystyle \frac{1}{\sqrt{g}}}_\mu (\sqrt{g}^\mu \eta )`$ $`=`$ $`e^{(1p)\varphi }e^\eta (G_{(p+2)})^2e^\eta _\mu \stackrel{~}{b}^\mu \stackrel{~}{b},`$ (A.2)
$`{\displaystyle \frac{1}{\sqrt{g}}}_\mu (\sqrt{g}e^\eta ^\mu \stackrel{~}{b})`$ $`=`$ $`e^{(1p)\varphi }G_{(p+2)}\stackrel{~}{F}_{(p+2)}.`$ (A.3)
Here we have introduced the notation $`(G_{(n)})^2G_{(n)}G_{(n)}\frac{1}{n!}G_{\mu _1\mathrm{}\mu _n}G^{\mu _1\mathrm{}\mu _n}`$.

For the gauge fields $`A_{(p+1)}`$ and $`C_{(p+1)}`$ the case $`p=1`$ differs slightly from the others; while for $`p=0,2,3`$, the equations of motion all take the common form

$`_{\mu _1}(\sqrt{g}e^{(1p)\varphi }\stackrel{~}{F}^{\mu _1\mathrm{}\mu _{p+2}})`$ $`=`$ $`0,`$ (A.4)
$`_{\mu _1}(\sqrt{g}e^{(1p)\varphi }e^\eta \stackrel{~}{G}^{\mu _1\mathrm{}\mu _{p+2}})`$ $`=`$ $`0,`$ (A.5)
we obtain instead for $`p=1`$ (in form notation)

$`d\left(\stackrel{~}{F}_{(3)}+\stackrel{~}{b}G_{(3)}\right)`$ $`=`$ $`0,`$ (A.6)
$`\stackrel{~}{F}_{(3)}\stackrel{~}{F}_{(3)}`$ $`=`$ $`0,`$ (A.7)
$`d\left(e^\eta \stackrel{~}{G}_{(3)}+{\displaystyle \frac{1}{2}}\stackrel{~}{b}^2G_{(3)}\right)`$ $`=`$ $`0.`$ (A.8)
Here we included the self-duality condition for $`\stackrel{~}{F}_{(3)}`$, as this constraint on the solution has the status of an equation of motion.121212Eqs (A.6) and (A.7) are not independent; the self-duality condition is stronger and implies (A.6). For convenience we have introduced the notation

$$\stackrel{~}{G}_{(p+2)}=G_{(p+2)}e^\eta \stackrel{~}{b}\stackrel{~}{F}_{(p+2)}.$$
(A.9)
To the above equations should be added the Einstein equations which we shall give once we have introduced the spherically symmetric ansatz that we will employ. Let us first, however, mention that under such an ansatz the self-dual fractional D1-brane case can alternatively be solved by taking a standard electric field-strength ansatz for $`\stackrel{~}{F}_{(3)}`$ and using the equations of motion obtained for $`p=1`$ from the “naive” action (2.5). The dual, magnetic, components of $`\stackrel{~}{F}_{(3)}`$ (as well as the full potential $`A_{(2)}`$), if required, can be obtained by imposing the self-duality condition at the very end. We will adopt this (standard) effective procedure below, allowing us to discuss the case $`p=1`$ in parallel with the others.

### A.2 The spherical $`p`$-brane ansatz

A general ansatz for a metric possessing the symmetries of the non-extremal solution is

$$ds^2=B^2dt^2+C^2\underset{i=1}{\overset{p}{}}(dx^i)^2+F^2dr^2+G^2r^2d\mathrm{\Omega }_{4p}^2,$$
(A.10)
where $`B`$, $`C`$, $`F`$ and $`G`$ are functions of the transverse radial coordinate $`r`$ only. The equations of motion (A.4)–(A.5) for the two gauge fields $`A_{(p+1)}`$ and $`C_{(p+1)}`$ can trivially be integrated to give131313In form notation this corresponds to $`\stackrel{~}{F}_{(p+2)}=(1)^p\widehat{q}_1e^{(1p)\varphi }d\mathrm{\Omega }_{4p}`$, so that $`d[e^{(1p)\varphi }\stackrel{~}{F}_{(p+2)}]=\widehat{q}_1d^2\mathrm{\Omega }0`$ and $`_{S^{4p}}e^{(1p)\varphi }\stackrel{~}{F}_{(p+2)}=\widehat{q}_1\mathrm{\Omega }_{4p}`$.

$`\stackrel{~}{F}_{r0\mathrm{}p}`$ $`=`$ $`e^{(1p)\varphi }BC^pF{\displaystyle \frac{\widehat{q}_1}{(Gr)^{4p}}},`$ (A.11)
$`\stackrel{~}{G}_{r0\mathrm{}p}`$ $`=`$ $`e^{(1p)\varphi }e^\eta BC^pF{\displaystyle \frac{\widehat{q}_2}{(Gr)^{4p}}},`$ (A.12)
where we used the result $`\sqrt{g}=\sqrt{g_{\mathrm{\Omega }_{4p}}}r^{4p}BC^pFG^{4p}`$. The two “hatted” charges, $`\widehat{q}_1`$ and $`\widehat{q}_2`$, introduced as a shorthand notation for this appendix, each absorbs a $`p`$-dependent factor according to

$$\widehat{q}_1=k_pq_1,\widehat{q}_2=k_pq_2,k_p=\{\begin{array}{ccc}3p,& & p=0,1,2\hfill \\ 1,& & p=3\hfill \end{array},$$
(A.13)
with $`q_1`$ and $`q_2`$ being the charges which appear in the solutions and which are natural from the physical perspective. Defining

$$\widehat{b}=1+\frac{q_1}{q_2}\stackrel{~}{b},$$
(A.14)
we have

$$G_{r0\mathrm{}p}=e^{(1p)\varphi }e^\eta BC^pF\frac{\widehat{q}_2\widehat{b}}{(Gr)^{4p}},$$
(A.15)
so that

$`e^{(1p)\varphi }e^\eta (G_{(p+2)})^2`$ $`=`$ $`e^{(1p)\varphi }e^\eta \widehat{b}^2{\displaystyle \frac{\widehat{q}_2^2}{(Gr)^{2(4p)}}},`$ (A.16)
$`e^{(1p)\varphi }(\stackrel{~}{F}_{(p+2)})^2`$ $`=`$ $`e^{(1p)\varphi }{\displaystyle \frac{\widehat{q}_1^2}{(Gr)^{2(4p)}}}.`$ (A.17)
Introducing the notation

$$LBC^pF^1(Gr)^{4p},$$
(A.18)
$$Ye^{(1p)\varphi }\left(e^\eta (G_{(p+2)})^2+(\stackrel{~}{F}_{(p+2)})^2\right)=\frac{e^{(1p)\varphi }}{(Gr)^{2(4p)}}\left(\widehat{q}_1^2+\widehat{q}_2^2e^\eta \widehat{b}^2\right),$$
(A.19)
the scalar-field equations of motion (A.1)–(A.3) can be written compactly as

$`\varphi ^{\prime \prime }+\varphi ^{}(\mathrm{log}L)^{}`$ $`=`$ $`{\displaystyle \frac{1p}{4}}F^2Y,`$ (A.20)
$`\eta ^{\prime \prime }+\eta ^{}(\mathrm{log}L)^{}`$ $`=`$ $`F^2e^{(1p)\varphi }e^\eta \widehat{b}^2{\displaystyle \frac{\widehat{q}_2^2}{(Gr)^{2(4p)}}}{\displaystyle \frac{q_2^2}{q_1^2}}e^\eta (\widehat{b}^{})^2,`$ (A.21)
$`L^1(Le^\eta \widehat{b}^{})^{}`$ $`=`$ $`F^2e^{(1p)\varphi }e^\eta {\displaystyle \frac{\widehat{q}_1^2}{(Gr)^{2(4p)}}}\widehat{b}.`$ (A.22)
Finally, the Einstein equations read (no summation over indices)

$$R_t^t=\frac{p3}{8}Y,$$
(A.23)
$$R_i^i=\frac{p3}{8}Y,$$
(A.24)
$$R_r^r=F^2\left((\varphi ^{})^2+\frac{1}{4}(\eta ^{})^2+\frac{1}{2}\frac{q_2^2}{q_1^2}e^\eta (\widehat{b}^{})^2\right)+\frac{p3}{8}Y,$$
(A.25)
$$R_\alpha ^\alpha =\frac{p+1}{8}Y.$$
(A.26)
Here (for $`p>0`$) $`i=1,\mathrm{},p`$ are the spatial world-volume directions while $`\alpha `$ runs over the $`4p`$ transverse angular coordinates. The Ricci-tensor components for a metric of the form (A.10) are

$$R_t^t=\frac{1}{F^2}\left((\mathrm{log}B)^{\prime \prime }(\mathrm{log}B)^{}(\mathrm{log}L)^{}\right),$$
(A.27)
$$R_i^i=\frac{1}{F^2}\left((\mathrm{log}C)^{\prime \prime }(\mathrm{log}C)^{}(\mathrm{log}L)^{}\right),$$
(A.28)
$`R_r^r`$ $`=`$ $`{\displaystyle \frac{1}{F^2}}((\mathrm{log}B)^{\prime \prime }((\mathrm{log}B)^{})^2+(\mathrm{log}F)^{}(\mathrm{log}B)^{}`$ (A.29)
$`+p\left[(\mathrm{log}C)^{\prime \prime }((\mathrm{log}C)^{})^2+(\mathrm{log}F)^{}(\mathrm{log}C)^{}\right]`$
$`+(4p)[(\mathrm{log}Gr)^{\prime \prime }((\mathrm{log}Gr)^{})^2+(\mathrm{log}F)^{}(\mathrm{log}Gr)^{}]),`$
$$R_\alpha ^\alpha =\frac{1}{F^2}\left((\mathrm{log}Gr)^{\prime \prime }(\mathrm{log}Gr)^{}(\mathrm{log}L)^{}+(3p)\frac{F^2}{(Gr)^2}\right).$$
(A.30)
### A.3 Solving the equations of motion

In order to find the non-extremal versions of the supergravity solutions for fractional D0- and D2-branes on $`T^4/_2`$ of ref.  that reduce to Schwarzschild black-brane metrics for vanishing charges, the natural ansatz to employ is

$$ds^2=H^{\frac{p3}{4}}\left(fdt^2+\underset{i=1}{\overset{p}{}}(dx^i)^2\right)+H^{\frac{p+1}{4}}\left(f^1dr^2+r^2d\mathrm{\Omega }_{4p}^2\right).$$
(A.31)
This ansatz applies equally well for $`p=1`$, while for the three-brane, as mentioned in section 2, it is preferable to use the adapted ansatz

$$ds^2=fdt^2+\underset{i=1}{\overset{3}{}}(dx^i)^2+\left(\frac{r_\mathrm{\Lambda }}{r}\right)^2H\left(f^1dr^2+r^2d\theta ^2\right).$$
(A.32)
From these metrics we can read off expressions for $`B`$, $`C`$, $`F`$ and $`G`$ in terms of the radial functions $`H`$ and $`f`$, and plug them in the equations of motion listed above. Solving the so obtained equations is the objective of the present section.

We start by observing that the harmonic equation (2.10) for $`f`$ follows from the Einstein equations (A.23) and (A.24) (for $`p=0`$, eq. (A.24) is not present and other equations need to be used instead). Equipped with this result, we combine the dilaton equation (A.20) with the angular Einstein equation (A.26) to get the equation

$$\chi ^{\prime \prime }+\chi ^{}(\mathrm{log}L)^{}=0,$$
(A.33)
where we have defined $`\chi =\mathrm{log}(e^\varphi H^{(1p)/4})`$ and where now $`L=fr^{4p}`$. Requiring that the dilaton behave in a non-singular manner at the horizon we find that $`\chi `$ must be constant. Asking furthermore that at infinity we recover flat Minkowski space with vanishing dilaton, we obtain

$$e^\varphi =H^{\frac{1p}{4}}.$$
(A.34)
For the case $`p=1`$, eq. (A.33) simply gives that the dilaton is constant, as appropriate for the string in six dimensions.

It remains to solve the scalar-field equations (A.21)–(A.22) together with the radial Einstein equation (A.25), using also either (A.20) or (A.23). With

$$F^2Y=\frac{1}{Hfr^{2(4p)}}\left(\widehat{q}_1^2+\widehat{q}_2^2e^\eta \widehat{b}^2\right),$$
(A.35)
the two latter amount to the single equation

$$e^\eta \widehat{b}^2=\gamma ,$$
(A.36)
where we have introduced

$$\gamma \frac{q_1^2}{q_2^2}\frac{1}{\widehat{q}_2^2}Hr^{4p}\left(fr^{4p}\frac{H^{}}{H}\right)^{}.$$
(A.37)
From (A.21) and (A.22) we, on the other hand, obtain the equation

$$\left(L\eta ^{}+\frac{q_2^2}{q_1^2}Le^\eta \widehat{b}\widehat{b}^{}\right)^{}=0,$$
(A.38)
which can trivially be integrated to

$$\left(e^\eta +\frac{1}{2}\frac{q_2^2}{q_1^2}\widehat{b}^2\right)^{}=q_3L^1e^\eta ,$$
(A.39)
$`q_3`$ being a constant of integration. Since $`L=fr^{4p}`$ we see that the right-hand side becomes singular at the horizon unless $`q_3=0`$. Requiring the scalars $`\eta `$ and $`\widehat{b}`$ to be non-singular at the horizon we are hence led to set $`q_3`$ to zero. Imposing, furthermore, that these scalars vanish at infinity we arrive at the relation

$$e^\eta =1+\frac{1}{2}\frac{q_2^2}{q_1^2}\frac{1}{2}\frac{q_2^2}{q_1^2}\widehat{b}^2,$$
(A.40)
which when combined with the dilaton equation written in the form (A.36) finally yields the expressions

$`e^\eta `$ $`=`$ $`\left(1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{q_2^2}{q_1^2}}\right)\left[1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{q_2^2}{q_1^2}}\gamma \right]^1,`$ (A.41)
$`\widehat{b}`$ $`=`$ $`\sqrt{\gamma }\left(1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{q_2^2}{q_1^2}}\right)^{1/2}\left[1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{q_2^2}{q_1^2}}\gamma \right]^{1/2}.`$ (A.42)
At this point, it remains only to determine the function $`H`$ by solving the equations (A.21) and (A.25) with the above results as input. To this end, we define the functions $`h_1`$ and $`h_2`$ by

$$\gamma =\frac{h_2^2}{H},\frac{1+\frac{1}{2}\frac{q_2^2}{q_1^2}\gamma }{1+\frac{1}{2}\frac{q_2^2}{q_1^2}}=\frac{h_1^2}{H},$$
(A.43)
so that

$$H=\left(1+\frac{1}{2}\frac{q_2^2}{q_1^2}\right)h_1^2\frac{1}{2}\frac{q_2^2}{q_1^2}h_2^2,e^\eta =\frac{H}{h_1^2},\widehat{b}=\frac{h_2}{h_1}.$$
(A.44)
Using these expressions the gauge field strengths take the form

$$G_{r0\mathrm{}p}=\frac{k_pq_2}{r^{4p}}\frac{h_1h_2}{H^2},\stackrel{~}{G}_{r0\mathrm{}p}=\frac{k_pq_2}{r^{4p}}\frac{h_1^2}{H^2},\stackrel{~}{F}_{r0\mathrm{}p}=\frac{k_pq_1}{r^{4p}}\frac{1}{H}.$$
(A.45)
Having expressed all fields in terms of $`h_1`$ and $`h_2`$, we rewrite also the remaining equations of motion which determine these functions. Equation (A.25) thus reads

$$\left(1+\frac{1}{2}\frac{q_2^2}{q_1^2}\right)h_1\left(h_1^{\prime \prime }+\frac{4p}{r}h_1^{}\right)=\frac{1}{2}\frac{q_2^2}{q_1^2}h_2\left(h_2^{\prime \prime }+\frac{4p}{r}h_2^{}\right),$$
(A.46)
while (A.21) may be written as

$`0`$ $`=`$ $`{\displaystyle \frac{\widehat{q}_1^2}{r^{2(4p)}}}+Hf\left(\mathrm{log}{\displaystyle \frac{H}{f}}\right)^{}\left(\mathrm{log}{\displaystyle \frac{h_2}{h_1}}\right)^{}`$ (A.47)
$`+Hf\left[{\displaystyle \frac{1}{h_1}}\left(h_1^{\prime \prime }+{\displaystyle \frac{4p}{r}}h_1^{}\right){\displaystyle \frac{1}{h_2}}\left(h_2^{\prime \prime }+{\displaystyle \frac{4p}{r}}h_2^{}\right)\right].`$
Clearly, the simplest non-trivial way to satisfy eq. (A.46) is by taking both $`h_1`$ and $`h_2`$ to be harmonic, like $`f`$, and we will do so here. Taking the boundary conditions at infinity into account we thus have for $`p=0,1,2`$

$$f=1\frac{r_0^{3p}}{r^{3p}},h_1=1\frac{r_1^{3p}}{r^{3p}},h_2=1\frac{r_2^{3p}}{r^{3p}}.$$
(A.48)
For $`p=3`$ the three harmonic functions governing the non-extremal solution instead take the form

$$f=1a_0\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},h_1=1a_1\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},h_2=1a_2\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},$$
(A.49)
where $`r_\mathrm{\Lambda }`$ is a large-radius cut-off. In both cases, we are left with two undetermined parameters—$`r_{1,2}`$ and $`a_{1,2}`$ respectively—and in both cases these parameters are fixed by eq. (A.47). However, before analysing this equation, let us derive the solutions for the gauge potentials $`C_{(p+1)}`$ and $`A_{(p+1)}`$.

Starting with the untwisted sector, we get an integral for $`C_{0\mathrm{}p}`$ from eq. (A.45) by recalling that $`G_{r0\mathrm{}p}=C_{0\mathrm{}p}^{}`$. For $`p=0,1,2`$, this integral can readily be evaluated with the result

$$C_{0\mathrm{}p}=\frac{q_2}{r^{3p}}\frac{h_3}{H},h_3\frac{1}{2}(h_1+h_2).$$
(A.50)
To obtain this result we used the fact that $`h_1`$ and $`h_2`$ being harmonic implies the identity

$$h_3H+\frac{r}{3p}(h_3H^{}h_3^{}H)=h_1h_2.$$
(A.51)
With $`C_{0\mathrm{}p}`$ in hand, we similarly obtain $`A_{0\mathrm{}p}`$ by integrating the equation

$$A_{0\mathrm{}p}^{}=\stackrel{~}{F}_{r0\mathrm{}p}\stackrel{~}{b}^{}C_{0\mathrm{}p}=(3p)\frac{q_1}{r^{4p}}\frac{1}{H}\left[1+\frac{r}{3p}\frac{q_2^2}{q_1^2}h_3\left(\frac{h_2}{h_1}\right)^{}\right],$$
(A.52)
The solution is found to be

$$A_{0\mathrm{}p}=\frac{q_1}{r^{3p}}\frac{1}{h_1}.$$
(A.53)
Here we used the identity

$$H=h_1^2+\frac{r}{3p}\frac{q_2^2}{q_1^2}h_3(h_1h_2^{}h_1^{}h_2),$$
(A.54)
which, like (A.51), follows directly from the form of $`H`$ and $`h_3`$ in terms of $`h_1`$ and $`h_2`$.

For the three-brane the situation is somewhat more subtle since there are no analogues of the first-order differential equations (A.51) and (A.54). Instead, led by the form of the harmonic functions, we apply the mapping $`r^{(3p)}\mathrm{log}(r_\mathrm{\Lambda }/r)`$ to the potentials in (A.50) and (A.53) above. It is then straightforward to check that the so obtained expressions give the correct gauge potentials:

$$C_{0123}=\frac{q_2h_3}{H}\mathrm{log}\frac{r_\mathrm{\Lambda }}{r},A_{0123}=\frac{q_1}{h_1}\mathrm{log}\frac{r_\mathrm{\Lambda }}{r}.$$
(A.55)
Let us then, finally, address eq. (A.47), which for harmonic $`h_1`$ and $`h_2`$ immediately simplifies to

$$\frac{(k_pq_1)^2}{r^{2(4p)}}+Hf(\mathrm{log}\frac{H}{f})^{}(\mathrm{log}\frac{h_2}{h_1})^{}=0.$$
(A.56)
By performing the $`p`$-dependent substitutions of variables and parameters

$$\sigma =\{\begin{array}{ccc}r^{(3p)}\hfill & & p=0,1,2\hfill \\ \mathrm{log}\frac{r_\mathrm{\Lambda }}{r}\hfill & & p=3\hfill \end{array},\rho _{0,1,2}=\{\begin{array}{ccc}r_{0,1,2}^{3p}\hfill & & p=0,1,2\hfill \\ a_{0,1,2}\hfill & & p=3\hfill \end{array},$$
(A.57)
this equation reduces to the single, *$`p`$-independent*, equation

$$q_1^2+\widehat{H}\widehat{f}(\mathrm{log}\frac{\widehat{H}}{\widehat{f}})^{}(\mathrm{log}\frac{\widehat{h}_2}{\widehat{h}_1})^{}=0,$$
(A.58)
where

$$\widehat{f}=1\rho _0\sigma ,\widehat{h}_{1,2}=1\rho _{1,2}\sigma ,\widehat{H}=\left(1+\frac{1}{2}\frac{q_2^2}{q_1^2}\right)\widehat{h}_1^2\frac{1}{2}\frac{q_2^2}{q_1^2}\widehat{h}_2^2,$$
(A.59)
and the prime now denotes differentiation with respect to $`\sigma `$. Note that only the “un-hatted” charges $`q_1`$ and $`q_2`$ enter in eq. (A.58), showing that these are the charges that appear in the harmonic functions. Inserting the expressions (A.59) we find that the two undetermined parameters $`\rho _1`$ and $`\rho _2`$ are required by (A.58) to satisfy

$$\rho _1=u,\rho _2=\frac{u\rho _0}{2u\rho _0},$$
(A.60)
where $`u`$ is a solution of the quartic equation

$`4(2q_1^2+q_2^2)u^48(2q_1^2+q_2^2)\rho _0u^3`$ $`+`$ $`2(2q_2^2\rho _0^2+5q_1^2\rho _0^22q_1^4)u^2`$ (A.61)
$`+`$ $`2(2q_1^4\rho _0q_1^2\rho _0^3)uq_1^4\rho _0^2=0.`$
This equation has the four solutions

$$u=\frac{1}{2}\rho _0+ϵ_1\frac{\sqrt{2q_1^4+(q_1^2+q_2^2)\rho _0^2ϵ_22q_1^2\mathrm{\Lambda }}}{2\sqrt{2q_1^2+q_2^2}},$$
(A.62)
where $`ϵ_1=\pm 1`$, $`ϵ_2=\pm 1`$ and

$$\mathrm{\Lambda }=\sqrt{q_1^4+(q_1^2+q_2^2)\rho _0^2+\frac{1}{4}\rho _0^4}.$$
(A.63)
Consequently, the solutions to the equations of motion have four branches given by

$`\rho _1`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho _0+ϵ_1{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)\rho _0^2ϵ_22q_1^2\mathrm{\Lambda }}}{2\sqrt{2q_1^2+q_2^2}}},`$ (A.64)
$`\rho _2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho _0+ϵ_1{\displaystyle \frac{\sqrt{2q_1^4+(q_1^2+q_2^2)\rho _0^2+ϵ_22q_1^2\mathrm{\Lambda }}}{2\sqrt{q_2^2}}},`$ (A.65)
where, again, $`ϵ_1=\pm 1`$ and $`ϵ_2=\pm 1`$. There are thus four solutions, which may be summarized by the expressions given in section 2.3, with $`\rho _{1,2}`$ as in (A.64), (A.65). By taking the limit $`\rho _00`$ in the these expressions, one can easily see that the branch which correctly reduces to the extremal fractional-brane solution—i.e. the branch which satisfies the boundary conditions imposed by the action (2.8)—and which thus represents the non-extremal fractional brane solution, is the branch with $`ϵ_1=+1`$ and $`ϵ_2=+1`$. This choice corresponds to (2.17)–(2.18) ($`p=0,1,2`$) and (2.28)–(2.29) ($`p=3`$) in the text.

### A.4 Some properties of the four branches

To understand the properties of these four branches it is useful to consider the sign of $`H`$ at the horizon. (Since, as pointed out in section 2.3, the three-brane case is special, we restrict the discussion to $`p<3`$.) Thus, setting $`r=r_0`$ in eq. (A.56) we find that

$$H(r_0)=(3p)\frac{q_1^2}{r_0^{72p}}\left(\frac{h_2^{}}{h_2}\frac{h_1^{}}{h_1}\right)^1|_{r=r_0}.$$
(A.66)
Using eq. (A.48) we then obtain

$$\mathrm{sign}(H(r_0))=\mathrm{sign}(r_2r_1)\mathrm{sign}(r_0r_1)\mathrm{sign}(r_0r_2).$$
(A.67)
Hence, $`H(r_0)`$ is positive if either $`r_0<r_1<r_2`$ or $`r_1<r_2<r_0`$ or $`r_2<r_0<r_1`$, while it is negative if either $`r_1<r_0<r_2`$ or $`r_0<r_2<r_1`$ or $`r_2<r_1<r_0`$.

One can now check that the sign of $`H(r_0)`$ cannot be changed within a particular branch. From eq. (A.67) we see that this precisely means that $`r_0`$, $`r_1`$ and $`r_2`$ cannot cross within a particular branch. In table 1 we have listed the restrictions on the ranges for $`r_0`$, $`r_1`$ and $`r_2`$, along with the sign of $`H(r_0)`$ for the four branches. The solution discussed in the text corresponds to branch I.

In order to further examine the physics of the four branches obtained above we compute the ADM mass (per unit $`p`$-volume)

$$M_p=\frac{\mathrm{\Omega }_{4p}}{16\pi G_6}\left[(4p)r_0^{3p}+(3p)\xi \right],16\pi G_6=\frac{2\kappa ^2}{V}$$
(A.68)
where $`\mathrm{\Omega }_{4p}`$ denotes the volume of the unit $`(4p)`$-sphere and

$$\xi =\frac{1}{q_1^2}\left[(2q_1^2+q_2^2)r_1^{3p}+q_2^2r_2^{3p}\right]$$
(A.69)
is the coefficient of the leading $`1/r^{3p}`$ term in the function $`H`$ in eq. (A.44). Focusing first on the four branches at $`r_0=0`$, it is not difficult to see that branches II and III are unphysical since they both have negative mass, and hence should be discarded. On the other hand, for branches I and IV we find

$$\xi =\{\begin{array}{ccc}q_2,& & (\mathrm{I})\\ \sqrt{2q_1^2+q_2^2},& & (\mathrm{IV})\end{array}$$
(A.70)
so that branch I at $`r_0=0`$ has the lowest mass. To obtain (A.70) we have used (2.22) for branch I while for branch IV at $`r_0=0`$ we have $`h_1=1+q_1^2/(\sqrt{2q_1^2+q_2^2}r^{3p})`$, $`h_2=1`$. The charges are

$`\widehat{Q}_1`$ $`=`$ $`{\displaystyle \frac{1}{16\pi G_6}}{\displaystyle _{S^{4p}}}e^{(1p)\varphi }\stackrel{~}{F}_{(p+2)}=(3p)q_1{\displaystyle \frac{\mathrm{\Omega }_{4p}}{16\pi G_6}},`$ (A.71)
$`\widehat{Q}_2`$ $`=`$ $`{\displaystyle \frac{1}{16\pi G_6}}{\displaystyle _{S^{4p}}}e^{(1p)\varphi }e^\eta \stackrel{~}{G}_{(p+2)}=(3p)q_2{\displaystyle \frac{\mathrm{\Omega }_{4p}}{16\pi G_6}},`$ (A.72)
(recall that $`16\pi G_6=2\kappa ^2/V`$). Since the untwisted charge is $`\widehat{Q}_2`$ irrespective of the branch, we conclude that branch I at extremality is BPS ($`M_p=\widehat{Q}_2`$), while branch IV apparently describes a system that is non-BPS even in the limit $`r_0=0`$.

Although it is presently not clear what the precise physical meaning, if any, of the supergravity solution of branch IV is, we note that this solution has well-defined black-brane thermodynamics. Using standard methods of black-hole thermodynamics, we compute the temperature and entropy:141414We note that the following expressions are algebraically valid for all branches. However, we have already excluded branches II and III on the grounds of positivity of the mass, while for branch I it is seen from table 1 that $`H(r_0)<0`$ and hence the expressions below are not physically meaningful. Alternatively, we have already argued extensively in the text that branch I does not develop into a black brane.

$$T=\frac{3p}{4\pi }\frac{1}{r_0\sqrt{H(r_0)}},S=\frac{\mathrm{\Omega }_{4p}}{4G_6}r_0^{4p}\sqrt{H(r_0)}.$$
(A.73)
Using the Wess–Zumino term of the world-volume action (2.8) the corresponding chemical potentials, dual to the charges in (A.71) and (A.72), are

$$\mu _1=(A_{01\mathrm{}p}+\stackrel{~}{b}C_{01\mathrm{}p})|_{r=r_0},\mu _2=C_{01\mathrm{}p}|_{r=r_0}.$$
(A.74)
More explicitly, using (A.44), (A.50) and (A.53) the chemical potentials read

$$\mu _1=\frac{q_1}{r_0^{3p}}\frac{1}{h_1(r_0)}+\frac{q_2}{q_1}\left(\frac{h_2(r_0)}{h_1(r_0)}1\right)\frac{q_2}{r_0^{3p}}\frac{h_3(r_0)}{H(r_0)},\mu _2=\frac{q_2}{r_0^{3p}}\frac{h_3(r_0)}{H(r_0)},$$
(A.75)
in terms of the harmonic functions $`h_i`$, $`i=1,2,3`$ given in eqs (A.48) and (A.50).

As a check, we note that the first law of thermodynamics $`dM_p=TdS+\mu _id\widehat{Q}_i`$ can be integrated to yield Smarr’s formula

$$(3p)M_p=(4p)TS+(3p)(\mu _1\widehat{Q}_1+\mu _2\widehat{Q}_2).$$
(A.76)
One may verify explicitly that this law holds since

$$\xi =\mu _1q_1+\mu _2q_2,$$
(A.77)
where $`\xi `$ is defined in (A.69). To prove (A.77) one uses the non-trivial identity

$$\frac{1}{r_0^{3p}}\frac{1}{h_1(r_0)}\left[q_1^2+q_2^2\frac{h_2(r_0)h_3(r_0)}{H(r_0)}\right]=\xi .$$
(A.78)
which holds for all branches. To verify this statement one uses the form of $`H`$ in (A.44) along with $`h_3`$ in terms of $`h_{1,2}`$, and subsequently employs the relation (A.60) to eliminate $`r_2`$. The identity then reduces exactly to the quartic equation (A.61) satisfied by $`r_1`$.