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# The Detection of Pure Dark Matter Objects with Bent Multiply Imaged Radio Jets

## 1 Introduction

The standard $`\mathrm{\Lambda }`$CDM cosmological model has been very successful in accounting for observations on scales larger than around a Mpc. However, it appears that this model faces difficulties on the scales of galaxies and dwarf galaxies (van den Bosch et al. 2000). One such problem is that CDM simulations of the local group of galaxies predict an order of magnitude more dwarf galaxy halos with masses greater than $`10^7\text{ M}_{}`$ than there are observed satellites of the Milky Way (MW) Galaxy and M31 (Moore et al. 1999; Klypin et al. 1999; Mateo 1998). These simulations predict that 10-15% of the virial mass of a galaxy halo is in substructures of mass $`\stackrel{>}{}10^7\text{ M}_{}`$.

This over prediction of dwarf halos could be a sign that there is something fundamentally wrong with the CDM model. Proposed explanations include warm dark matter (WDM) which smoothes out small scale structure in the early universe (e.g. Bode, Ostriker, & Turok 2001), unorthodox inflation models which break scale invariance (Kamionkowski & Liddle 2000) and self-interacting dark matter which causes substructures to evaporate within larger halos (Spergel & Steinhardt 2000). Alternatively, CDM could be correct and the small Dark Matter (DM) clumps could exist, but not contain stars, so as to escape detection as observable dwarf galaxies. This situation can easily, perhaps inevitably, come about through the action of feedback processes (radiation and supernova winds) from the first generation of stars in the universe e.g. Bullock, Kravtsov, & Weinberg (2000); Somerville (2002). For example, photoionization can prevent gas from cooling and thus inhibit star formation in halos that are too small to be self–shielding. Several authors, (e.g. Metcalf 2001), have argued that the overabundance of DM clumps is likely to extend down to smaller masses and larger fractions of the halo mass than have thus far been accessible to numerical simulations. These nearly pure dark matter structures have largely been considered undetectable.

Gravitational microlensing by stars has been observed in the 4–image system Q2237+0305 through the long term variations of the optical flux ratios Irwin et al. (1989); Witt, Mao, & Schechter (1995); Woźniak et al. (2000, and references there in). Mao & Schneider (1998) first proposed larger scale substructure as an explanation for the magnification ratios of the 4–image quasar lenses B1422+231 which do not agree with any simple lens model. The modeling of B1422+231 has since been improved in Bradač et al. (2002) and Keeton (2002). It still appears that a substructure with a mass of $`10^410^7h^1\text{ M}_{}`$ near image A is required to explain the difference between the radio and optical flux ratios in this system. Metcalf & Madau (2001) showed that if CDM substructure exists it could be detected through the magnification ratios of 4–image quasar lenses. Concurrently Chiba (2002) modeled three 4–image lenses and showed that a significant amount of substructure was necessary to make their magnification ratios agree with simple smooth lens models. These ideas have been further investigated in Metcalf & Zhao (2002) and Dalal & Kochanek (2002). These studies all rely on the influence of substructure on magnification ratios. This is a promising approach, but it is strongly model dependent and susceptible to misinterpretation because of microlensing by ordinary stars in the lens galaxy.

It was also predicted in Metcalf & Madau (2001) that CDM substructure should occasionally distort multiply imaged radio jets on milli-arcsecond scales. This distortion would not be reproduced in all the images so it can be distinguished from structure in the jet itself. This effect had also been suggested by Wambsganss & Paczynski (1992) as a method for detecting a large abundance of $`m\stackrel{>}{}10^6\text{ M}_{}`$ primordial black holes. Previous to this Blandford & Jaroszynski (1981) had considered the distortion of singly imaged radio jets as a probe of galaxies under the assumption that they are intrinsically straight. As will be demonstrated, the method considered here has the important advantages over magnification ratios methods of avoiding any confusion with microlensing and avoiding any strong dependence on the lens model.

In section 2 the observations of mapped multiply imaged radio jets are summarized. In section 3 general considerations related to modeling multiply imaged radio jets are discussed and specific models for one particular case are presented. The interpretation of these results in terms of the level of small scale structure in the universe is addressed in § 4. General discussion and conclusions are in § 5.

In this paper the Hubble parameter is $`H_0=65h_{65}\text{ km s}\text{-1}\text{ Mpc}^1`$. 111On a couple of occasions when quoting other peoples work the convention $`H_0=100h\text{ km s}\text{-1}\text{ Mpc}^1`$ is used. For quantities that do not have a simple dependence on $`H_o`$ a value $`h_{65}=1`$ is used. The present average density of matter in the universe in units of the critical density is $`\mathrm{\Omega }_m`$ and the cosmological constant in the same units is $`\mathrm{\Omega }_\mathrm{\Lambda }`$. The “concordance” cosmological model ($`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$) will be assumed throughout. Milli-arcseconds will be abbreviated as mas.

## 2 Observations of multiply imaged radio jets

Several lensed QSO radio jets have been imaged on milli-arcsecond scales with the Very Long Baseline Array (VLBA) and other Very Long Baseline Interferometer (VLBI) configurations (Garrett et al. 1994; King et al. 1997; Koopmans et al. 1999; Rusin et al. 2001; Xanthopoulos et al. 2000; Ros et al. 2000; Kemball, Patnaik, & Porcas 2001; Marlow et al. 2001; Rusin et al. 2002). In only three of these cases is the jet collimated enough and the resolution high enough that a bend or kink could in principle be detected.

The two image gravitational lens B1152+199 was discovered in the CLASS radio survey and follow–up observations were done on the Keck II telescope (Myers et al. 1999). The images are separated by $`1^{\prime \prime }.56`$ and the redshifts of the source and lens are $`z_s=1.019`$ and $`z_l=0.439`$. Subsequently, Rusin et al. (2002) observed B1152+199 using the Hubble Space Telescope (HST), the Multi-Element Radio-Linked Interferometer Network (MERLIN) and VLBA. In the HST observations a faint, indistinct lens galaxy can be seen along with a fainter object which is interpreted as a dwarf galaxy companion. With VLBI they were able to map the two images of the radio jet on milli–arcsecond scales. They discovered that in image A the jet appears straight while in image B it is bent. No formal constraint on the significants of this bend are given in Rusin et al. (2002) and further observations may be required to make the detection certain. For the purposes of this paper we will take the observations at face value and assume the bend is not an instrumental effect. In section 3.2 lensing explanations for this bend are investigated . The bend is clearly not aligned with either the direction to image A or to the lens galaxy. Superluminal motion is a possible explanation only if the jet’s shape can change on a time scale that is smaller than the time delay between images. Rusin et al. (2002) fit a variety of smooth models to the macroscopic lens and get time delays of 41.1 to 70.6 $`h_{65}^1`$ days which making this an unlikely explanation. They do not attempt to explain the bend with their lens models.

The four image lens MG J0414+0534 was observed with global VLBI by Ros et al. (2000). The jet consists of a two component core and two radio lobes on either side. In images A2 and B all the radio components are nearly collinear while in image A1 they are drastically misaligned. Only two components are detected in image C so in this case the alignment cannot be determined. The distortion of image A1 could be caused by a substructure near the image or it might be due to the magnification of a small misalignment in the other images (see section 3.2.1). The situation will be clarified with further modeling of this particular source.

The double quasar Q0957+561 was the first gravitational lens discovered (Walsh, Carswell, & Weymann 1979) and has been studied extensively in the past two decades. The VLBI maps of the radio jets appear to show a kink in image A that is not reproduced in image B (near $`\mathrm{\Delta }\delta =20`$ mas, $`\mathrm{\Delta }\alpha =10`$ mas with respect to the core) (Garrett et al. 1994; Barkana et al. 1999). Although in this case the bend is much less certain than in B1152+199 or MG J0414+0534– and we will not try to reproduce it with a lens model here – it does suggest that milli-arcsecond kinks and bends are common. This has very important consequences in relation to the discussion in § 4, because it implies that the bend in B1152+199 is not just a rare coincidental alignment of the image and a known type of substructure.

## 3 Modeling the Jet

### 3.1 Formalism

The radio jet will be treated as a one dimensional curve on the sky described by $`\stackrel{}{\theta }_{\mathrm{source}}(s)`$ in the absence of lensing. An image of the jet is described by $`\stackrel{}{\theta }_{\mathrm{image}}(s)`$. The curve of the source jet is related to the curve of its image through the lensing equation

$`𝐲(s)=𝐱(s)\psi \left(𝐱(s)\right)`$ (1)
$`𝐲(s)D_l\stackrel{}{\theta }_{\mathrm{source}}(s)/\lambda _o𝐱(s)D_l\stackrel{}{\theta }_{\mathrm{image}}(s)/\lambda _o`$ (2)
where $`\lambda _o`$ is an arbitrary scaling length and $`s`$ is the arc-length along the jet in the image plane measured in the same units as $`𝐱`$. The angular size distances to the lens, source, and from the lens to the source will be denoted $`D_l`$, $`D_s`$, and $`D_{\mathrm{ls}}`$ respectively. The lensing potential is related to the lens surface density, $`\mathrm{\Sigma }(𝐱)`$, through the Poisson equation $`^2\psi (𝐱)=2\kappa (𝐱)`$ where $`\kappa \mathrm{\Sigma }(𝐱)/\mathrm{\Sigma }_c`$. The critical surface density is defined as $`\mathrm{\Sigma }_c=(4\pi GD_lD_{ls}/c^2D_s)^1`$.

The tangent and normal vectors of the jet are given by

$`𝐭(s){\displaystyle \frac{𝐱}{s}}𝐧(s){\displaystyle \frac{^2𝐱}{s^2}}.`$ (3)
The magnitudes of these vectors are $`t(s)=1`$ and $`n(s)=1/R(s)`$ where $`R(s)`$ is the radius of curvature. For convenience we define the matrices

$`𝐀_{ij}\delta _{ij}{\displaystyle \frac{^2\psi }{x^ix^j}}𝐌_{ijk}{\displaystyle \frac{^3\psi }{x^ix^jx^k}}.`$ (4)
Now we can find the curvature and normal vectors to the source jet by taking derivatives of the lens equation

$`𝐓(s){\displaystyle \frac{𝐲}{s^{}}}={\displaystyle \frac{s}{s^{}}}{\displaystyle \frac{𝐲}{s}}={\displaystyle \frac{𝐮}{|𝐮|}}`$ (5)
$`𝐍(s){\displaystyle \frac{^2𝐲}{s^2}}=\left({\displaystyle \frac{s}{s^{}}}\right)^2{\displaystyle \frac{^2𝐲}{s^2}}+{\displaystyle \frac{^2s}{s^2}}{\displaystyle \frac{𝐲}{s}}={\displaystyle \frac{1}{|𝐮|^2}}\left(𝐯{\displaystyle \frac{𝐮(𝐯𝐮)}{|𝐮|^2}}\right),`$ (6)
$`𝐮_i{\displaystyle \underset{j}{}}𝐀_{ij}𝐭_j𝐯_i{\displaystyle \underset{j}{}}𝐀_{ij}𝐧_j+{\displaystyle \underset{jk}{}}𝐌_{ijk}𝐭_j𝐭_k`$ (7)
where $`s^{}`$ is the arc-length on the source plane. The vectors $`𝐓(s)`$ and $`𝐍(s)`$ must be the same for all images of the jet so they can be used as constraints on the lens model. Along with the position coordinates on the source plane this makes 4 constraints per point on the jet ($`𝐓(s)`$ and $`𝐍(s)`$ must be perpendicular and $`|𝐓(s)|=1`$).

Let us estimate the relative size of the terms in (6). For any spherically symmetric lens the Einstein ring radius, $`\lambda _E`$, is the solution to

$$\lambda _E^2=\frac{M(\lambda _E)}{\pi \mathrm{\Sigma }_c}$$
(8)
where $`M(\lambda _E)`$ is the mass within a projected distance of $`\lambda _E`$. Images that are significantly magnified form near the Einstein radius for a spherical lens or, more generally, near critical curves (the curve $`𝐱`$ where $`det[𝐀(𝐱)]=0`$). The magnitude of the deflection angle near $`\lambda _E`$ is $`\alpha (x)\lambda _E/\lambda _o`$ so if an image is formed both near the Einstein radius of a host halo and near the Einstein radius of a subclump their contributions to the deflection will differ by a factor of $`\lambda _E^{\mathrm{clump}}/\lambda _E^{\mathrm{host}}(\sigma _{\mathrm{clump}}/\sigma _{\mathrm{host}})^2`$. The matrices (4) involve further derivatives of the lensing potential so that at the same point the two contributions to $`𝐀_{ij}(𝐱)`$ will be roughly equivalent while the contribution to $`𝐌_{ijk}`$ from the subclump will be larger than the host’s by a factor of $`\lambda _E^{\mathrm{host}}/\lambda _E^{\mathrm{clump}}(\sigma _{\mathrm{host}}/\sigma _{\mathrm{clump}})^2M_{\mathrm{host}}/m_{\mathrm{sub}}`$. For dwarf galaxy sized substructures this is $`10010,000`$. From equation (6) we see that to generate a curvature radius of order the jet size, $`\lambda _s`$, $`\lambda _sM_{ijk}/(\lambda _o|u|)`$ needs to be $`\stackrel{>}{}1`$. Roughly speaking only objects with Einstein radii of order the source size can create a noticeable bend.

As a working definition we will say that substructure is present in the lens when the bending matrix $`𝐌`$ in equation (6) is important. The effect of a smooth lens on the shape of a small source can then be describe by the magnification matrix $`𝐀`$ alone. This definition will clearly be dependent on the size of the source and the resolution of the observations.

If we believe that a significant gravitational bending of a jet is rare enough that it is unlikely to happen to both of a pair of images (at least at the same point on the jet) then the equations can be significantly simplified. The image without substructure will be labeled image 2. By expanding the lensing equation (1) around a point on image 1 and the corresponding point on image 2 and equating the position on the source plane we can arrive at an equation analogous to (6) but relating the curvature of one jet image to the curvature of the other:

$`𝐧^{(2)}={\displaystyle \frac{1}{|\stackrel{~}{𝐮}|^2}}\left(\stackrel{~}{𝐯}{\displaystyle \frac{\stackrel{~}{𝐮}(\stackrel{~}{𝐯}\stackrel{~}{𝐮})}{|\stackrel{~}{𝐮}|^2}}\right).`$ (9)
The tildes signify the quantities in (7) only with the matrices $`\stackrel{~}{𝐀}=𝐀_{(\mathrm{𝟐})}^\mathrm{𝟏}𝐀_{(\mathrm{𝟏})}`$ and $`\stackrel{~}{𝐌}=𝐀_{(\mathrm{𝟐})}^\mathrm{𝟏}𝐌_{(\mathrm{𝟏})}`$ substituted.

We can see from (9) that in the absence of substructure a jet that is straight in one of its images will also be straight in its other images. However, the intrinsic curvature of the jet can be magnified or demagnified without substructure. In some cases the curvature could be observed in one image, but be too small in another image to be detected resulting in the erroneous conclusion that substructure must be present. For this reason it is important to quantify by how much the curvature can be changed without substructure. In this case $`\stackrel{~}{𝐌}=0`$ and from (9) we can find the curvature magnification factor

$$C\frac{|𝐧^{(\mathrm{𝟐})}|}{|𝐧^{(\mathrm{𝟏})}|}=\frac{1}{|\stackrel{~}{𝐮}|^2}\left[|\stackrel{~}{𝐯}^{}|^2\frac{(\stackrel{~}{𝐯}^{}\stackrel{~}{𝐮})^2}{|\stackrel{~}{𝐮}|^2}\right]^{1/2}$$
(10)
where $`\stackrel{~}{𝐯}^{}`$ is $`\stackrel{~}{𝐯}`$ with $`𝐧^{(\mathrm{𝟏})}`$ replaced with the unit vector $`\widehat{𝐧}^{(\mathrm{𝟏})}`$. This quantity can be calculated with a smooth lens model fit to the image positions and the tangent vectors to the jet images.

It is useful to have concrete models for the lenses. For a spherically symmetric lens with a power–law mass profile ($`M(r)r^n`$), or at least a power–law near the location of the image, the matrices (4) can be calculated directly:

$$\alpha (\stackrel{~}{𝐱})=\frac{\lambda _E}{\lambda _o}\frac{\stackrel{~}{𝐱}}{\stackrel{~}{x}^{2n}}$$
(11)
$$A_{ij}=\delta _{ij}\frac{1}{\stackrel{~}{x}^{2n}}\left[\delta _{ij}(2n)\frac{\stackrel{~}{x}^i\stackrel{~}{x}^j}{\stackrel{~}{x}^2}\right]$$
(12)
$$M_{ijk}=\left(\frac{\lambda _o}{\lambda _E}\right)\frac{(2n)}{\stackrel{~}{x}^{3n}}\left[\frac{\delta _{ij}\stackrel{~}{x}^k+\delta _{ik}\stackrel{~}{x}^j+\delta _{jk}\stackrel{~}{x}^i}{\stackrel{~}{x}}(4n)\frac{\stackrel{~}{x}^i\stackrel{~}{x}^j\stackrel{~}{x}^k}{\stackrel{~}{x}^3}\right]$$
(13)
where $`\stackrel{~}{𝐱}(𝐱𝐱_o)\lambda _o/\lambda _E`$ is the image position relative to the center of the lens. Also useful is the convergence or dimensionless surface density at the Einstein radius in these power–law model: $`\kappa (\lambda _E)=n/2`$. For a Singular Isothermal Sphere (SIS) lens $`n=1`$ and

$$\lambda _E=4\pi \left(\frac{\sigma }{c}\right)^2\frac{D_lD_{ls}}{D_s},\rho (r)=\frac{\sigma ^2}{2\pi Gr^2}.$$
(14)
For a point mass $`n=0`$ and $`\lambda _E=\sqrt{m/(\pi \mathrm{\Sigma }_c)}`$.

As an example, figure 1 shows the curvature magnification factor, $`C`$, for a SIS lens with no substructure. This quantity depends on both the position of the source and the tangent vector to one of the images (in this case the outer image is chosen). The factor is generally larger for jets that are radial (in which case the outer image is more bent) or tangential (where the opposite is true). Cases with $`C`$ much different from one tend to have smaller magnification factors in the sense that the outer image is much brighter. Because of this there will be a bias toward cases where $`C`$ is near one. To fit real lens system a more complicated, asymmetric lens models must be used and $`C`$ must be calculated for each pair of images separately. This quantity can be evaluated at the center of a jet image or at a kink in a jet image to determine if the bend is consistent with an intrinsic feature in the jet itself or requires substructure as an explanation.

### 3.2 Modeling of B1152+199

Two explanations for the apparent bend in image B of B1152+199 will be explored. One is that image A actually has a small undetected curvature which is magnified in image B where it is detected. The second explanation is that image A is straight and image B is bent by the influence of a substructure near it. Investigating both of these hypothesis requires fitting a host lens model to the positions of the images and the center of the lens. Since there are only two images in this case a complicated host lens model is not well constrained by the positions alone. Rusin et al. (2002) fit to each VLBI image a point source for the core and a Gaussian for the jet; these positions are used as constraints. We choose to use a simple SIS model with a background shear - $`\alpha ^1(𝐱)=\gamma \left[x^1\mathrm{cos}(2\theta _\gamma )+x^2\mathrm{sin}(2\theta _\gamma )\right]`$, $`\alpha ^2(𝐱)=\gamma \left[x^1\mathrm{sin}(2\theta _\gamma )x^2\mathrm{cos}(2\theta _\gamma )\right]`$. The shear breaks the azimuthal symmetry of the host lens which is necessary for it to fit the observed lens position. No attempt is made to incorporate the possible dwarf companion of the lens galaxy that appears as a very faint smudge in the HST image. We do not expect that this object is large enough to significantly change the surface potential except in its near vicinity and the images are well separated from it. In addition, the quality of the fit discussed in § 3.2.1 gives us confidence that the model accurately reproduces the local magnification matrix at the positions of the images which is the only thing needed here. With the reported redshifts the critical density for this lens is $`\mathrm{\Sigma }_c=2.65\times 10^9h_{65}\text{ M}_{}\text{ kpc}^2`$.

#### 3.2.1 no substructure

A smooth model is fit to the positions of the lens galaxy, the radio cores of the images and the center of the jet images. A model is found that fits all the positions to better than 0.1 milli-arcsecond. In addition, the magnification ratio of the radio core agrees with the observed one to better than 10% despite this not being used as a constraint on the model. This signifies that the local magnification matrix, $`\stackrel{~}{𝐀}`$, is being accurately reproduced by the model. The velocity dispersion of the lens is $`\sigma _{\mathrm{host}}=247\text{ km s}\text{-1}`$ and the background shear is $`\gamma =0.102`$. This velocity dispersion is not unusual for a lens galaxy. The estimated circular velocity is $`V_{\mathrm{circ}}=\sqrt{2}\sigma _{\mathrm{host}}`$. The magnifications at the positions of the radio cores are $`\mu _A=3.8`$ and $`\mu _B=1.5`$ – a negative magnification indicates a one dimensional parity flip in the image. This model gives a curvature magnification factor of $`C=4.9`$ at the center of the jet with image B being the more curved of the two images as observed. If the jet in image A has a curvature of $`1/C`$ times the curvature in image B and it is in the right direction then the observations can be explained without substructure. Figure 2 shows some attempts to model the jet in this way. From visual inspection it appears that the jet in image A is not bent enough to explain the bend in image B. The curve should follow the crest of the jet’s surface brightness, but a jet that is bent enough requires the end of the jet to be shifted by $`34`$ mas from the crest of the straight jet. The beam is large in this dimension, $`3.6`$ mas, but a shift in the crest should be detectable below this level.

Another way of evaluating this is to realize that

$$C\left(\frac{\theta _{\mathrm{jet}}^A}{\theta _{\mathrm{jet}}^B}\right)^2\frac{\delta ^B}{\delta ^A}$$
(15)
where $`\theta _{\mathrm{jet}}`$ is the length of the jet image and $`\delta `$ if the maximum deviation of the crest from a straight line. Judging from Rusin et al. (2002) $`\theta _{\mathrm{jet}}^B10\text{ mas}`$, $`\theta _{\mathrm{jet}}^A22.0\text{ mas}`$ and $`\delta ^B2\text{ mas}`$ giving $`\delta ^A2\text{ mas}`$ with the derived curvature magnification factor. This is small, but appears to be outside of the 12$`\sigma `$ contours along the full length of the jet in their map (the peaks in the jet are above 24$`\sigma `$). A more conclusive determination will probably require improved observations.

#### 3.2.2 substructure

The substructure is modeled by adding either SIS or point masses to the smooth model described above. Several different methods for fitting the jet shape were tried. An essential difficulty is that besides the core there are no clear localized features along the jet that can be identified in both images. The positions of these features along with the tangent and curvature at such points could have been used as constraints were they present. Another difficulty arises from the large number of local minima in any $`\chi ^2`$ function that was tried – there are different ways of bending a straight image by either “push” or “pulling” at different points.

It was found that the best and most unambiguous results were obtained by first fixing the smooth, or host, lens model to the one discussed in § 3.2.1. A straight line representing the jet in image A is then mapped to image B using the model. The substructures are added near image B by trial and error assisted by minimizing a $`\chi ^2`$ based on the positions of the core and jet center until a curve in image B is obtained that best reproduces the qualitative features of the VLBI map. This method does not use the observed magnification ratio of the cores as a constraint so any possible contamination from microlensing by stars is entirely avoided. Figure 3 shows the results of this fitting. The resulting lens model is not unique in any quantitative sense, but there are clear things that can be learned from this fitting process about the kind of substructure that is capable of producing the bend.

When a point mass is used as a substructure the shape of image B is comparatively easy to reproduce. A point mass can be considered an approximation to any substructure that is very compact relative to its own Einstein radius such as a tidally truncated dark matter halo. Such a substructure can cause a strong deflection near its center while having a limited range of influence. This enables the point mass substructure in figure 3 to displace the lower end of the jet while leaving the position of the core end of the jet relatively unchanged. Note that the substructure has the effect of attracting the image rather than repelling it as would normally be the case. This attraction happens in only one dimension and is a result of one of the eigenvalues of the magnification matrix derived from the host lens being negative (image B is reflected in one dimension with respect to image A). The mass is most naturally calculated in units of the mass of the host lens within its Einstein radius which in this case is $`M_E=(\sigma /c)^4G^1\mathrm{\Sigma }_c(z_s,z_l)^1=1.6\times 10^{11}h_{65}^1(\sigma /247\text{ km s}\text{-1})^4\text{ M}_{}`$. The favored model has a substructure mass of $`m=2.5\times 10^5M_E`$. Other model parameters are summarized in table 1. A point mass with mass much more than $`10^4M_E`$ tends to displace the lens without creating a bend and a mass of $`\stackrel{<}{}10^6M_E`$ cannot produce a bend on a large enough angular scale.

When a SIS model is used for the substructure it is difficult to reproduce the jet shape. The tendency is that when the SIS is massive enough to displace the lower end of the jet sufficiently it also displaces the core end of the jet so that a significant bend is not created – i.e. the SIS model is not compact enough. We partially get around this problem by using two SIS substructures in figure 3 and table 1, but even this does not produce very satisfactory results and considering the discussions in section 4 this seems an improbable explanation. It is possible that if the host lens model were allowed to vary along with the sublens model an explanation could be found that requires only one SIS substructure. However, including the host lens in the fitting process greatly increases the number of local minima in $`\chi ^2`$ and after significant experimentation we have been unable to find a model that is a qualitative improvement on the one in figure 3 using a single SIS substructure. The two SIS model requires a precarious balance between the effects of two relatively massive substructures. A small change in the positions or masses causes the jet to be rather drastically distorted. We conclude that substructures as diffuse as SISs are an unlikely explanation for the observations.

By modeling the lens general conclusions can be made, but the specific form of the substructure is not tightly constrained. This modeling demonstrates that the bend in Q0957+561 can be reproduced by a sufficiently compact substructure. If the host lens model where changed to something other than a SIS+shear model substructure would still be needed if the jet is truly straight in image A and curved in image B. The new model would also need to reproduce the positions of the center of the jet relative to the core and the magnification ratio of the cores. Because of this the magnification matrix $`\stackrel{~}{𝐀}`$ could not be drastically different. The size, position and structure of the subclumps needed may change somewhat with the host model, but the general conclusions would still be the same.

## 4 Implications for Dark Matter and Cosmology

The structures responsible for the bend in image B of B1152+199 and the possible kink in image A of Q0957+561 are not terribly unusual in their mass or size. There are dwarf galaxies and globular clusters orbiting our galaxy that would fit the description. The importance lies in the likelihood of such a structure being close enough to the image to cause observable bending.

### 4.1 Estimated substructure densities

To estimate the probability of a jet like the one in B1152+199 having an observable bend, we will consider the bending effect of a single clump acting by itself. The host lens probably enhances the effect of the clump to a small degree. This will not change the results of this section by a large amount and so this extra complication will be neglected.

If we consider a straight line in the source plane that passes by a spherically symmetric lens centered at $`𝐱_0`$ with an impact parameter of $`b`$ the lensing equation (1) can be reduced to

$$b=\left[r\pm \alpha _r(r)\right]\mathrm{cos}(\theta ),r>0$$
(16)
where $`r|𝐱𝐱_0|`$, $`\theta `$ is the corresponding axial coordinate and $`\alpha _r(r)`$ is the radial deflection which is $`<0`$. The positive sign is used for $`\pi /2<\theta <\pi /2`$ – the primary image – and the positive sign otherwise – the secondary image. We are concerned here only with the primary image; secondary images appear to form rarely in compound lensing with the mass scales considered here (Metcalf & Madau 2001) and they will generally be demagnified.

The curvature of the image can be calculated by taking derivatives of the curve (16). At the point $`\theta =0`$ the curvature is $`𝐧(\theta =0)=\frac{1}{r^2}\left(\frac{d^2r}{d\theta ^2}r\right)\widehat{𝐱}`$. For our two models for the subclump this is

$$𝐧(\theta =0)=\frac{1}{\theta _E}\{\begin{array}{cc}\frac{1}{(x_b+\sqrt{x_b^2+4})^2}\left(\frac{3x_b^2+8}{\sqrt{x_b^2+4}}\right)\widehat{𝐱}\hfill & \text{(point mass)}\\ \frac{1}{(x_b+1)^2}\widehat{𝐱}\hfill & \text{(SIS)}\end{array}$$
(17)
where $`x_bb/\theta _E`$. For the point mass $`\theta _E=\sqrt{m/(\pi D_l^2\mathrm{\Sigma }_c)}`$ and for the SIS $`\theta _E=\lambda _E(\sigma )/D_l`$.

A clump will not make an observable bend in a jet of length $`\theta _{\mathrm{jet}}`$ if the Einstein ring radius is either too big or too small. From (17) we see that the maximum curvature a clump can produce is $`\theta _E(z)^1`$. When $`\theta _E(z)`$ is larger than the length of the jet the deviation from a straight line is at most $`\theta _{\mathrm{jet}}^2/8\theta _E`$. This must be larger than the smallest measurable scale, $`\theta _{\mathrm{res}}`$, which is set by either the resolution of the observations or the width of the jet. Applying this criterion to the curvature as a function of $`b`$, (17), gives an upper limit on the impact parameter. A small clump will influence a region of the jet of size $`\theta _E`$. If the smallest scale $`\theta _{\mathrm{res}}`$ is of order the circumference of the Einstein ring then its bending effects will be on too small a scale to be observed. These constraints are summarized as

$$\frac{\theta _{\mathrm{res}}}{2\pi }\stackrel{<}{}\theta _E\stackrel{<}{}\frac{\theta _{\mathrm{jet}}^2}{8\theta _{\mathrm{res}}},|𝐧(x_b)|\stackrel{>}{}\frac{8\theta _{\mathrm{res}}}{\theta _{\mathrm{jet}}^2}$$
(18)
The first of these inequalities can be used to find the range of velocity dispersions or masses that could be responsible an observable bending of the jet in B1152+199:

$$6\text{ km s}\text{-1}\stackrel{<}{}\sigma \stackrel{<}{}13\text{ km s}\text{-1}$$
(19)
$$7.1\times 10^4h_{65}^1\text{ M}_{}\stackrel{<}{}m\stackrel{<}{}2.7\times 10^7h_{65}^1\text{ M}_{}$$
(20)
where the values $`\theta _{\mathrm{jet}}=15`$ milli-arcsec and $`\theta _{\mathrm{res}}=3`$ milli-arcsec have been used. This range is consistent with the $`\sigma `$ derived in § 3.2. The true ranges are probably a bit larger because of the influence of the host lens which will increase the sensitive to smaller mass objects. The second of the inequalities (18) puts an upper limit on the impact parameter $`b`$ as a function of $`\sigma `$ or $`m`$ through (17). By plugging in the smallest allowed clump we can find the largest possible impact parameter – $`b\stackrel{<}{}1.6\mathrm{mas}=10h_{65}^1`$ pc for the SIS and $`6.9\mathrm{mas}=28h_{65}^1`$ pc for the point mass. The clump needs to be quite well aligned with the image.

The probability of a subclump bending the jet will be taken to be $`p\theta _{\mathrm{jet}}db`$ within the allowed range of $`b`$. The probability or expected number of important clumps per jet is

$$p2\theta _{\mathrm{jet}}\frac{c}{H_0}_0^{z_s}\frac{dz}{(1+z)}\frac{D(z)^2}{E(z)}_{m_{\mathrm{min}}(z)}^{m_{\mathrm{max}}(z)}𝑑mb_{\mathrm{max}}(m,z)\frac{d𝒩}{dm}(m,z)$$
(21)
where $`𝒩`$ is the 3–dimensional number density of clumps and $`E(z)=\left[\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_R(1+z)^2+\mathrm{\Omega }_\mathrm{\Lambda }\right]^{1/2}`$, $`\mathrm{\Omega }_R=1\mathrm{\Omega }_m\mathrm{\Omega }_\mathrm{\Lambda }`$. In the case of SIS lenses $`m`$ can be replaced with $`\sigma `$ and $`b_{\mathrm{max}}(\sigma ,z)`$ can be found explicitly. For the point mass case $`b_{\mathrm{max}}(m)`$ must be found numerically.

To get a simple estimate of the number density of clumps required we can take them to all lie within the host lens and give them all the same velocity dispersion. In this case (21) reduces to

$$p2\theta _{\mathrm{jet}}^2D_l^2\eta (\sigma )\left(\sqrt{\frac{2\theta _E(\sigma )}{\theta _{\mathrm{res}}}}\frac{\theta _E(\sigma )}{\theta _{\mathrm{jet}}}\right)\text{(SIS)}$$
(22)
where $`\eta (\sigma )`$ is the 2–dimensional number density of clumps. The range of allowed $`\sigma `$ given in (19) gives a range $`\eta (\sigma )/p32111h_{65}^2\text{ kpc}^2`$. This is the number density of substructures required to make the bending commonplace. The same exercise with point masses in the range $`m=10^510^7\text{ M}_{}`$ gives a range of $`\eta (\sigma )/p130260h_{65}^2\text{ kpc}^2`$ or $`\mathrm{\Sigma }=1.3\times 10^72.6\times 10^9\text{ M}_{}\text{ kpc}^2`$ where the higher mass density is for larger mass clumps. In units of the critical density this is $`\kappa =0.0050.99`$. This value is anywhere from a few percent to more than all of the surface density of the host lens. The lensing effect of the host lens may reduce these estimates by a factor of roughly $`|\mu |^{1/2}`$ – an estimate of the eigenvalues of the magnification matrix – which is 0.3–0.9 for the model found in § 3.2.

Instead of fixing the mass of the substructure we can guess at a realistic mass function. One expects that the number density of small mass clumps will be proportional to the density of all matter, $`\rho `$, averaged over a larger scale than the clumps being considered – constant Lagrangian number density. CDM simulations and analytic estimates predict a power–law mass function for the low mass range important here,

$$\frac{1}{\rho }\frac{d𝒩}{dm}=\frac{1}{M_om_o}\left(\frac{m}{m_o}\right)^\alpha $$
(23)
where $`m_o`$ and $`M_o`$ are normalization constants. Fitting the mass function from $`\mathrm{\Lambda }`$CDM N–body simulations to the observed velocity distribution in the range $`V_{\mathrm{circ}}=20400\text{ km s}\text{-1}`$ gives the relation $`\sigma 100\text{ km s}\text{-1}(m/3.0\times 10^{11}\text{ M}_{})^{1/3}`$. For SIS substructures this relation is used to convert (23) into a distribution of velocity dispersions where it is extrapolate below $`V_{\mathrm{circ}}=20\text{ km s}\text{-1}`$. In $`\mathrm{\Lambda }`$CDM simulations the dark matter clumps have $`\alpha 1.91`$ and $`M_o=4.8\times 10^{12}h^1\text{ M}_{}`$ for $`m_o=3.0\times 10^{11}\text{ M}_{}`$ (Klypin et al. 1999). The exponent for the $`\sigma `$ distribution is $`\alpha _\sigma =3.73`$ in this case. This distribution fits the observed distribution of dwarf galaxies near $`\sigma =50100\text{ km s}\text{-1}`$ above which the contribution to (21) is small.

Using the full range of masses in (19) and keeping all the subclumps at the redshift of the host lens results in a probability of $`p3.2\kappa `$ where $`\kappa `$ is the surface density of the host lens, $`\kappa =0.35`$ and $`0.85`$ for the model in § 3.2. Figure 4 shows $`p`$ and the fraction of the halo mass density contained in substructure as a function of a lower mass cutoff in the mass function. The smaller mass clumps contribute most of the probability, but little of the mass density. This mass fraction is a lower limit in that if the internal structure of the subclumps is less centrally concentrated it will require more mass to reach the same probability. For SIS substructures that are not tidally truncated $`p=1.9\times 10^3\kappa `$. To increase this probability by a factor of ten would require the entire mass density of the host lens to be composed of SISs in the range (19). Any tidal truncation will reduce SIS substructures’ lensing effect.

Objects that are not in the host galaxy, but happen to lie near the line of sight could also cause bending of the jet. To estimate this contribution we integrate (21) with the mass function (23) assuming that $`\rho `$ along the line of sight is given by the average density of the universe. For SIS structure $`p=1.3\times 10^4`$ and for point masses with the same mass function $`p=0.65`$. This extra–galactic population is only an important contribution to the probability if the clumps are very compact in which case it is comparable to the contribution from substructures inside the lens.

The CDM model does seem capable of accounting for the bent jets, provided DM halos are relatively compact. If the radius is small compared to the Einstein radius of a point mass of the same mass ($`r\stackrel{<}{}\theta _E=11(m/10^6\text{ M}_{})^{1/2}h_{65}^{1/2}\text{ pc}`$) less than $`10\%`$ of the mass need be in substructure. However, any less concentrated clumps will require more total mass. The SISs require much more mass. The Navarro, Frenk & White (NFW) profile (Navarro, Frenk, & White 1997), $`\rho (r)=\rho _cr_s^3r^1(r_s+r)^2`$, is believed to be more realistic for pure dark matter halos. If $`r_s`$ is small compared to the above limit and a large fraction of the mass is within this radius then the mass fraction might get down to the levels shown in figure 4. The scale length according to the standard structure formation scenario is $`r_s=2.17\times 10^3\mathrm{c}^1h_{65}^{2/3}(m_{200}/10^6\text{ M}_{})^{1/3}\text{ pc}`$ where c is the concentration and $`m_{200}`$ is the virial mass. If the concentration is 100 or larger then the core is compact enough, but in this case the mass within $`r_s`$ is less than 10% of $`m_{200}`$. In addition, $`c100`$ is a bit high for a straightforward extrapolation of the simulations (Bullock et al. 2001) – no simulation has been done with a resolution high enough to resolve these mass scales. To achieve the same probability for bending the jet, it seems that any realistic CDM model will require significantly more mass – at least before tidal stripping occurs – to be in small scale structure than is required in the point mass model used here.

Also, the survival of substructure in the host lens is a complicated issue. Clumps with $`m\stackrel{>}{}10^7\text{ M}_{}`$ are not likely to survive within the inner few kpc because they lose orbital energy to dynamical friction and fall into the center of the galaxy where they are destroyed by tides. This upper mass cutoff can significantly change the local fraction of mass in substructures while not affecting the lensing probability greatly.

### 4.2 Contribution from known structures

There are about 40 known dwarf galaxies in the Local Group (Mateo 1998; Klypin et al. 1999). Most of these are within $`300\text{ kpc}`$ of either the MW or M31. About twenty eight of these have circular velocities above $`10\text{ km s}\text{-1}`$. This gives an estimated surface number density of $`3.5\times 10^5\text{ kpc}^2`$ if they were uniformly distributed in this volume. There are about 200 globular clusters in the MW with masses of $`10^410^6\text{ M}_{}`$ making their number density an order of magnitude larger. The concentration of dwarfs and globular clusters toward the center of the galaxy and observational incompleteness might increase this estimate by a factor of several, but nowhere near enough to reach the required number densities derived in the previous section.

Another way of estimating the contribution from dwarf galaxies is to use the mass function (23) converted to velocity dispersion. For the observed galaxies within $`200h^1`$ kpc of the MW and M31 $`\alpha _\sigma =2.35\pm 0.4`$ and $`m_oM(<200)/6.32`$ for $`\sigma _o=10\text{ km s}\text{-1}`$ where $`M(<200)`$ is the total mass within $`200h^1`$ kpc (Klypin et al. 1999). We will use $`M(<200)=10^{12}\text{ M}_{}`$. With SIS dwarf galaxies this velocity distribution gives a probability for bending the jet of $`p=3.9\times 10^6\kappa `$ if the dwarfs are in the host lens. Figure 4 shows $`p`$ as a function of a lower $`\sigma `$ cutoff which is converted into mass by $`\sigma =100\text{ km s}\text{-1}(m/3.0\times 10^{11}\text{ M}_{})^{1/3}`$. If the same velocity distribution is used for the entire line of sight at the average mass density, $`p=2.7\times 10^7`$. Dwarf galaxies are not compact enough to be considered point mass lenses, but by treating them as point masses we can get an (probably greatly inflated) upper limit on the probability. In this case $`p=8.9\times 10^5\kappa `$.

Known types of substructure within the host lens are inadequate to explain B1152+199. If the structures in the lens and in intergalactic space are similar in number and central density to those observed in the local group of galaxies they fall short of the estimates derived in § 4.1 by at least a factor of $`10^5`$.

## 5 Discussion

These observations have important consequences for the Warm Dark Matter (WDM) model. The standard WDM model is engineered to reproduces the dwarf galaxy distribution under the assumption that a galaxy forms in every small halo. It was shown in § 4.2 that the number density of dwarf galaxies is extremely unlikely to have produced the observed bent radio jets. The standard WDM model is thus ruled out if the bend in B1152+199 is real. A more accurate lower limit on the DM particle mass will require more observations and more simulations of small scale structure formation in these models.

Higher resolution observations of B1152+199 are possible. These would make certain that the jet in image B is indeed bent and improve the constraints on the substructure mass. Also interesting would be high resolution images of other multiply imaged jets. In the present sample of three all appear to show some evidence of bending. A moderately larger sample would greatly increase the power of this method to probe structure on small scales.

It has been found here that a significantly larger number of small scale objects are needed if the observations of B1152+199 are to be simply interpreted. Structures as diffuse as SIS are disfavored both by direct modeling of B1152+199 and on statistical grounds. If the structures are compact (on the scale of their own Einstein radius) and small in mass ($`\stackrel{<}{}10^7\text{ M}_{}`$) they need not contain a large fraction of the mass in the universe. However, such concentrated halos come about in the CDM model only through the tidal stripping of halos that originally contained $`10`$ times more mass. This means that in intergalactic space these clumps would contain a large fraction of the mass, perhaps most of it.

###### Acknowledgements.

I would like to thank P. Madau, M. Magliocchetti and H. Zhao for useful discussions and comments. Special thanks to D. Rusin for bringing the case of B1152+199 to my attention and providing the VLBI maps.


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# Critical Correlations of Wilson Lines in 𝑆𝑈(3) and the High Energy 𝛾^∗𝑝 Cross Section

## I Introduction

Deeply inelastic electron-proton scattering at very high energies has shown that the cross section of the virtual photon at high virtuality $`Q^2`$ increases faster with energy than at low virtuality. Small size objects experience a stronger energy dependent cross section than large size objects. Perturbative $`QCD`$ has been partially successful in explaining this physics. With suitable starting distributions next to leading order DGLAP \- evolution can reproduce the experimental data. NNLO analysis  shows a slight improvement. But at small $`x`$ the DGLAP- summation of $`log(Q^2)`$ terms and neglect of $`log(1/x)`$ terms is theoretically unsatisfactory. Therefore there has been a considerable effort  to include the leading $`log(1/x)`$ contributions. It has been suggested  that the relevant collective variables at high energies are the gluon phase factors (Wilson lines) collected by the low $`x`$ partons in the photon on near light like trajectories. We have followed this promising method in Ref.  relating high energy scattering to the behavior of Wilson line correlations in a $`2+1`$ dimensional Hamiltonian near the light cone . In this Ref.  the dynamics of Wilson lines in $`QCD`$ with two colors ($`N_c=2`$) has been considered. In the present paper we address the realistic case of SU($`N_c`$) with three colors ($`N_c=3`$). We propose that with increasing energy the effective dynamics reaches a critical point which is characterized by the symmetry properties of $`SU(3)`$. Universality tells us that $`SU(3)`$ Wilson lines have the same correlation functions as Potts spins in the center group $`Z(3)`$ in three dimensions. Since the correlation functions of Wilson lines influence the structure of the photon wave function at high energies or small $`x`$, the $`Z(3)`$ symmetry determines the strong increase of the $`\gamma ^{}p`$ cross section at high energies.

The discovery of asymptotic freedom  gives a fixed point of $`SU(3)`$ at $`Q^2\mathrm{}`$, which has opened up the possibility of perturbative calculations in $`QCD`$. At infinitely high energies the longitudinal momentum transfers are minute, therefore $`QCD`$ at high energies reduces to a $`2+1`$ dimensional theory, when the longitudinal space variables have been integrated out. Only transverse dynamics matters. The resulting effective Hamiltonian has a fixed point at $`1/x\mathrm{}`$. Lattice simulations for $`SU(2)`$  have found an effective coupling at this fixed point which is not small. These lattice simulations still have to be extended to $`SU(3)`$. Therefore in the following paper we will use mostly symmetry arguments to characterize the physics near this critical point. This critical point influences the physics whenever a large number of low $`x`$ partons is involved. Beyond virtual photon-proton scattering other testing grounds for critical point dynamics will be RHIC and LHC.

As framework we use the formalism of a near light cone Hamiltonian. The light cone formulation of $`QCD`$ has been a useful tool in perturbative calculations and extended beyond. Since the vacuum in the strictly light cone formulation is simple, the Hamiltonian must include all the complicated structures of $`QCD`$ like condensates. Therefore we prefer a theoretical form developed in Refs.  where the light cone is reached in a limiting procedure and quantization is always on spacelike surfaces. We start by choosing the following $`\eta `$ coordinates which smoothly interpolate between the Lorentz and light front coordinates. The parameter $`\eta `$ specifies how near to the light cone the coordinate system is:

$`x^t=x^+`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left\{\left(1+{\displaystyle \frac{\eta ^2}{2}}\right)x^0+\left(1{\displaystyle \frac{\eta ^2}{2}}\right)x^3\right\},`$ (1)
$`x^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(x^0x^3\right).`$ (2)
For high energy photon proton scattering at small $`x=Q^2/s`$, with $`s=W^2`$ as c.m. energy squared we define two light like vectors using the photon vector $`q,q^2=Q^2`$ and the proton vector $`p,p^2=m^20`$ .

$`e_1`$ $`=`$ $`q{\displaystyle \frac{q^2}{2pq}}p`$ (3)
$`e_2`$ $`=`$ $`p.`$ (4)
For finite energies the vector of the photon $`q`$ which points in the direction of $`x^t`$ can be calculated as a linear combination of the light like vector $`e_1`$ with a small amount of $`e_2`$ admixed

$`e_\eta `$ $`=`$ $`q+xp{\displaystyle \frac{\eta ^2}{2}}p`$ (5)
$`=`$ $`e_1{\displaystyle \frac{\eta ^2}{2}}e_2.`$ (6)
One sees that the mixing $`\eta `$ is related to the Bjorken variable $`x`$ and vanishes in the limit of infinite energies as $`\frac{\eta ^2}{2}=x`$. Therefore it is natural to formulate high energy scattering in near light cone coordinates. In vacuum it is appropriate to use the Hamiltonian with periodic boundary conditions. In this work we only study the effective quark density function of the photon, i.e. a vacuum problem without theoretically modeling the proton target.

The outline of the paper is as follows: In Section II we give the near light cone Hamiltonian and its reduction to $`(2+1)`$ dimensions for small $`x`$. Section III is devoted to the approach of the critical point. Section IV gives the behavior of the correlations of Wilson lines near the critical point. In Section V this correlation length is used to model the effective quark density in the photon and calculate the structure function $`F_2`$ of the proton. A comparison to the HERA-data is given in the same section. Section VI contains the conclusions.

## II Near light cone $`SU(3)`$ $`QCD`$ Hamiltonian

For small $`x`$ the eikonal phases acquired by the quarks/antiquarks are the relevant collective variables. The light cone Hamiltonian on the finite light like $`x^{}`$ interval of length $`L`$ has Wilson line or Polyakov operators similarly to $`QCD`$ formulated on a finite interval in imaginary time at finite temperature

$$P(\stackrel{}{x}_{})=\frac{1}{N_c}\text{tr P exp}\left(ig\underset{0}{\overset{L}{}}𝑑x^{}A_{}(\stackrel{}{x}_{},x^{})\right).$$
(7)
The dynamics of these Polyakov operators is determined by the near light cone Hamiltonian $`H`$ which has been derived in reference . In the Weyl gauge $`A_+=0`$, the Gauss-law constraint can be resolved for $`\mathrm{\Pi }_{}`$ and one obtains a Hamiltonian which depends on the zero mode momentum $`p_{}`$. The subsequent modified light front gauge $`_{}A_{}=0`$ eliminates $`x^{}`$ dependent fields $`A_{}(x^{},x_{})`$, but allows fields $`a_{}(x_{})`$ which are functions of the transverse coordinates only. The final $`QCD`$ Hamiltonian near the light cone has the following form :

$$H=𝑑x^{}𝑑x_{}(x_{},x^{}),$$
(8)
with

$``$ $`=`$ $`\text{tr}\left[_1A_2_2A_1ig[A_1,A_2]\right]^2+{\displaystyle \frac{1}{\eta ^2}}\text{tr}\left[\mathrm{\Pi }_{}\left(_{}A_{}ig[a_{},A_{}]\right)\right]^2`$ (9)
$`+`$ $`{\displaystyle \frac{1}{\eta ^2}}\text{tr}\left[{\displaystyle \frac{1}{L}}e_{}_{}a_{}\right]^2+{\displaystyle \frac{1}{2L^2}}p_{}^{}(x_{})p_{}(x_{})`$ (10)
$`+`$ $`{\displaystyle \frac{1}{L^2}}{\displaystyle _0^L}𝑑z^{}{\displaystyle _0^L}𝑑y^{}{\displaystyle \underset{p,q,n}{\overset{^{}}{}}}{\displaystyle \frac{G_{qp}(x_{},z^{})G_{pq}(x_{},y^{})}{\left[\frac{2\pi n}{L}+g(a_q(x_{})a_p(x_{}))\right]^2}}e^{i2\pi n(z^{}y^{})/L}`$ (11)
$``$ $`i{\displaystyle \frac{2}{\eta ^2}}\psi _{}^{}(_{}iga_{})\psi _{}i{\displaystyle \frac{1}{\eta }}\psi ^{}(\alpha _{}igA_{})\psi +m{\displaystyle \frac{1}{\eta }}\psi ^{}\beta \psi ,`$ (12)
The term $`e_{}`$ depends on an external source.

$$e_{}^{c_0}=g_{}𝑑y^{}𝑑y_{}\frac{1}{_{}^2}\left(f^{c_0ab}A_{}^a(y_{},y^{})\mathrm{\Pi }_{}^b(y_{},y^{})+\rho ^{c_0}(y_{},y^{})\lambda ^{c_0}/2\right).$$
(13)
In the $`x0`$ limit, those pieces $`^\eta `$ of the Hamiltonian $``$ dominate which are most singular at $`\eta =0`$ and do not couple to the three dimensional gauge fields $`A_{}`$ and $`\psi _+`$. This reduced Hamiltonian has collective variables $`a_{}^{c_0}`$ with the color indices $`c_0=3,8`$

$$a_{}^{c_0}=\frac{1}{L}\underset{0}{\overset{L}{}}𝑑x^{}A_{}^{c_0}(\stackrel{}{x}_{},x^{})$$
(14)
which determine the Wilson lines and live in a $`2+1`$ dimensional space. The Wilson line operators $`P(x_{})`$ can always be parameterized in terms of the diagonal color matrices $`a_{}^3\lambda _3/2`$ and $`a_{}^8\lambda _8/2`$ by suitable gauge transformations. We consider the dynamics of the fields $`a_{}`$ in vacuum, i.e. without the source term $`e_{}`$. A possible external source, e.g., a Gaussian distributed random color charge , can be taken into account via this term which shifts the zero mode fields $`_{}a_{}^{c_0}`$ to fluctuate around the classical fields $`e_{}^{c_0}`$. We recall that the $`\eta `$ coordinates correspond to the physics in a fast moving frame and factorize the reduced energy from the Lorentz boost factor $`\frac{1}{\eta }`$ and a transverse lattice cut off $`a`$

$`h_{red}`$ $`=`$ $`2\eta a{\displaystyle 𝑑x^{}𝑑x_{}^\eta }`$ (15)
$`=`$ $`{\displaystyle 𝑑x^{}𝑑x_{}\underset{c^0=3,8}{}\left(\frac{2a}{\eta }tr(\frac{1}{L}e_{}^{c_0}_{}a_{}^{c_0})^2+\frac{2a\eta }{2L^2}p_{}^{c_0}p_{}^{c_0}\frac{4a}{\eta }\psi _{}^{}ga_{}^{c_0}\frac{\lambda ^{c_0}}{2}\psi _{}\right)}.`$ (16)
Then we redefine modified zero mode fields and their conjugate momenta on a transverse lattice at positions $`b_{}`$:

$`\phi ^{c_0}(\stackrel{}{b}_{})`$ $`=`$ $`{\displaystyle \frac{1}{2}}gLa_{}^{c_0}(b_{}),`$ (17)
$`{\displaystyle \frac{\delta }{\delta \phi ^{c_0}(b_{})}}`$ $`=`$ $`a^2{\displaystyle \frac{\delta }{\delta \phi ^{c_0}(x_{})}}.`$ (18)
Their dynamics on the lattice is determined by the lattice Hamiltonian $`h_{lat}`$ (cf. also Ref.  for the case of $`SU(2)`$),

$`h_{\mathrm{lat}}`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{b},c_0}{}}[g_{\mathrm{eff}}^2{\displaystyle \frac{1}{J}}{\displaystyle \frac{\delta }{\delta \phi ^{c_0}(\stackrel{}{b})}}J{\displaystyle \frac{\delta }{\delta \phi ^{c_0}(\stackrel{}{b})}}`$ (20)
$`+{\displaystyle \frac{1}{g_{\mathrm{eff}}^2}}{\displaystyle \underset{\stackrel{}{\epsilon }}{}}\left((\phi ^{c_0}(\stackrel{}{b})\phi ^{c_0}(\stackrel{}{b}+\stackrel{}{\epsilon }))^2\right){\displaystyle \frac{4a}{\eta L}}<\psi _{}^{}\psi _{}>^{c_0}\phi (\stackrel{}{b})^{c_0}].`$
The summation goes over color indices $`c_0=3,8`$ and all $`2`$ -dimensional lattice sites. The geometry of the $`SU(3)`$ manifold enters via the Jacobian :

$$J=\mathrm{sin}^2(\phi ^3)\mathrm{sin}^2(\frac{1}{2}(\phi ^3\sqrt{3}\phi ^8))\mathrm{sin}^2(\frac{1}{2}(\phi ^3+\sqrt{3}\phi ^8)).$$
(21)
Because of dimensional reduction the effective coupling constant depends on the length $`L`$ of the interval in $`x_{}`$ direction and the $`QCD`$-coupling $`g^2`$ multiplied by the parameter $`\eta `$ characterizing the nearness to the lightcone

$$g_{\mathrm{eff}}^2=\frac{g^2L\eta }{4a}.$$
(22)
The phase factors $`\phi ^3,\phi ^8`$ are defined in the fundamental domain (cf. Fig. 1)

$$\begin{array}{ccccc}\hfill 0& & \phi ^3& & \pi \hfill \\ \hfill \phi ^3/\sqrt{3}& & \phi ^8& & \phi ^3/\sqrt{3}.\hfill \end{array}$$

The Jacobian vanishes on the boundaries of the fundamental domain. The coupling to the quarks is introduced by the external field

$$<\psi _{}^{}\psi _{}>^{c_0}=𝑑x^{}\psi _{}^{c_0}\psi _{}^{c_0}.$$
(23)
It was shown in perturbation theory  that the product of “bad” light cone components $`\psi _{}`$ has a zero mode contribution. In structure functions such a singular piece is generated at Bjorken $`x=0`$. In $`QCD`$ on the light cone  the negative energy states obey a constraint equation which allows a constant $`x^{}`$ independent solution. Therefore we assume that the fermion negative energy states develop an expectation value $`<\psi _{}^{}\psi _{}>^{c_0}`$. Further work is still needed to show how such a nonvanishing zero mode density $`<\psi _{}^{}\psi _{}>^{c_0}`$ is realized near the light cone.

In the continuum limit of the transverse lattice theory the lattice size $`a`$ goes to zero and/or the extension $`L`$ of the lattice to infinity. This limit combined with the light cone limit $`\eta 0`$ leads to an indefinite behavior of the effective coupling constant (cf. Eq. (22)). The critical behavior of the zero-mode theory resolves this ambiguity. In Ref.  we have done a Finite Size Scaling (FSS) analysis for $`SU(2)`$ $`QCD`$ obtaining a second order transition as a function of the coupling $`g_{\mathrm{eff}}^2`$ between a phase with massive excitations at strong coupling and a phase with massless excitations at weak coupling. In the strong coupling domain of $`g_{\mathrm{eff}}^2`$ the energy of the rotators $`\phi ^{c_0}`$ is dominated by the electric energy $`g_{eff}^2\frac{1}{J}\frac{\delta }{\delta \phi ^{c_0}(\stackrel{}{b})}J\frac{\delta }{\delta \phi ^{c_0}(\stackrel{}{b})}`$ which corresponds to the Laplacian in the group manifold. Each site has an energy spectrum with a gap $`\epsilon _n=n(n+2)\epsilon _0`$ in $`SU(2)`$ or $`\epsilon _n=n(n+4)\epsilon _0`$ in $`SU(3)`$ . With decreasing $`g_{\mathrm{eff}}^2`$ the magnetic coupling $`\frac{1}{g_{\mathrm{eff}}^2}(\phi ^{c_0}(\stackrel{}{b})\phi ^{c_0}(\stackrel{}{b}+\stackrel{}{\epsilon }))^2`$ becomes stronger. A larger nearest neighbor coupling leads to a coherently aligned ground state which has massless excitations. Consequently the mass gap vanishes at a sufficiently small $`g_{eff}^2`$. The resulting critical $`SU(2)`$ theory is in the same universality class as the $`Z(2)`$ theory or the Ising model in $`3`$-dimensions, which has been checked in the lattice simulations  with the available numerical accuracy. Barring any unusual effects arising from the coupling to the three dimensional gluon fields, we think that the full theory may shift the exact value of the critical coupling, but does not change the critical exponents which are determined by the symmetry of the problem. The Abelian collective fields in $`SU(2)`$ have reflection symmetry around $`\pi /2`$ which corresponds to the up-down symmetry of the Ising spins.

## III How to reach the critical point in $`SU(3)`$ at small $`x`$

The reduced $`SU(3)`$ Hamiltonian has rather different symmetry properties than the $`SU(2)`$ Hamiltonian. A closer look at the fundamental domain in $`SU(3)`$ (cf. Fig. 1) shows three regions separated by dashed lines. An element from the center group $`Z(3)`$ can be mapped from one region to another by large gauge transformations. In $`SU(2)`$ these large gauge transformations are reflections around $`\pi /2`$ on the $`\phi ^3`$ axis. In previous work  we found that the universality class of the zero mode $`SU(2)`$ theory is the same as $`Z(2)`$ theory, therefore we think that the universality class of the reduced Hamiltonian in $`SU(3)`$ is the three state Potts model $`Z(3)`$. In each subregion of the fundamental domain the zero mode variables $`\phi ^3,\phi ^8`$ are represented by one spin orientation. The relevant center group $`Z(3)`$ has a weak first order transition whose critical line ends in a second order point in the presence of an external field. We conjecture that this external field is provided by the fermion zero mode density near the light cone.

To match the Hamiltonian lattice with scattering we consider the same physical picture as in Ref. . The lattice constant $`a`$ is chosen to coincide with the photon resolution $`\frac{1}{Q}`$. The longitudinal extension $`L`$ must be larger than the color coherence length of the $`q\overline{q}`$ state in the photon-proton c.m. system. The photon and proton move on almost light like trajectories and the coherence length grows with $`x`$ as:

$$\mathrm{\Delta }x^{}=\frac{1}{Q\sqrt{x}}.$$
(24)
We demand therefore that $`\frac{L}{a}>\frac{1}{Qa\sqrt{x}}`$. In the limit of small $`x`$ the parameter $`\eta `$ decreases as $`\eta =\sqrt{2x}`$. Assuming that a stable fixed point in the effective running coupling $`g_{eff}^2=g^2\frac{L\eta }{4a}`$ exists, we get

$$\frac{L}{a}\frac{c}{g^2\sqrt{x}}.$$
(25)
Since $`1/aQ`$ , we can choose a positive constant $`N_0`$ such that the interval $`L`$ exceeds the color coherence length of the $`q\overline{q}`$ state in the photon, namely

$$\frac{L}{a}=\frac{1}{g^2}(N_0+\frac{c}{aQ\sqrt{x}}).$$
(26)
In $`Z(3)`$ theory the critical behavior depends on two parameters, the effective field $`\widehat{h}`$ and the coupling $`\widehat{\tau }`$: Using equation (26) one finds that the external field $`h=\frac{4a<\psi _{}^{}\psi _{}>}{\eta L}`$ converges in the limit $`x0`$ to $`h^{}`$:

$$h^{}=\frac{4g^2<\psi _{}^{}\psi _{}>}{\sqrt{2}c}.$$
(27)
The limiting external field $`h^{}`$ is independent of the short distance cutoff $`a`$ under the assumption that the light cone density of the quarks $`<\psi _{}^{}\psi _{}>`$ behaves in the same way with $`a`$ as the perturbative quark density in the photon namely $`𝑑r_{}^2K_1^2(r_{}^2)`$. It is specific to high energy scattering that the external field and the coupling are approaching their critical values in a similar way for $`x0`$

$`\widehat{h}=|hh^{}|h_0\sqrt{x},`$ (28)
$`\widehat{\tau }={\displaystyle \frac{g^2L\eta }{4a}}g_{eff}^2t_0\sqrt{x}.`$ (29)
It would be important to find another physical situation where the experimental conditions regulate both quantities independently.

## IV Behavior of the correlation length near the critical point

The earliest work on critical behavior of pure $`SU(3)`$ gauge theory  has been done in the context of the finite temperature phase transition. Recent studies  have established common features of $`SU(3)`$ $`QCD`$ and the three state Potts model $`Z(3)`$ with a first order phase transition line which ends in a critical point where the transition is second order. In Refs.  the universality class has been identified as the 3-dimensional Ising model in three dimensions which has the critical exponents :

$`\lambda _1`$ $`=`$ $`\nu ^1=1.56,`$ (30)
$`\lambda _2`$ $`=`$ $`d\beta \lambda _1=2.52.`$ (31)
In order to assess the divergence of the correlation length, we rescale the lattice constant by a factor $`b`$ and the external field and coupling with powers of $`b`$ according to their respective anomalous dimensions

$$\frac{\xi }{a}=bf(b^{\lambda _1}\widehat{\tau },b^{\lambda _2}\widehat{h}).$$
(32)
When the external field $`\widehat{h}0`$ and $`\widehat{\tau }\widehat{h}^{\lambda _1/\lambda _2}`$ is sufficiently close to zero, the critical behavior of the correlation length is calculable by choosing $`b^{\lambda _2}\widehat{h}=1`$, then one obtains

$`{\displaystyle \frac{\xi }{a}}`$ $`=`$ $`\widehat{h}^{1/\lambda _2}f(b^{\lambda _1}\widehat{\tau },1)`$ (33)
$`=`$ $`\widehat{h}^{1/\lambda _2}f_h(\widehat{\tau }\widehat{h}^{\lambda _1/\lambda _2}).`$ (34)
The function $`f_h(r)=f(r,1)`$. Note the power $`1/\lambda _2=0.4`$ governing the low $`x`$ behavior of the correlation length is considerably smaller than the power $`1/\lambda _1=0.63`$ which determines the power for a small ratio $`\widehat{h}\widehat{\tau }^{\lambda _2/\lambda _1}`$. In the latter case one gets with the function $`f_\tau (s)=f(1,s)`$ the behavior

$`{\displaystyle \frac{\xi }{a}}`$ $`=`$ $`\widehat{\tau }^{1/\lambda _1}f(1,\widehat{h}\widehat{\tau }^{\lambda _2/\lambda _1})`$ (35)
$`=`$ $`\widehat{\tau }^{1/\lambda _1}f_\tau (\widehat{h}\widehat{\tau }^{\lambda _2/\lambda _1}).`$ (36)
In the previous work on $`SU(2)`$ we considered a second order transition in the absence of an external field. Since the universality class was also of the Ising type a critical behavior of the correlation length $`\xi \tau ^{1/\lambda _1}`$ resulted. Such a power gave a qualitative description of the scarce data on the longitudinal structure function , but definitely cannot describe the F2\- data as shown in Ref..

In the mathematical framework of the $`SU(3)`$ critical theory exposed here, it is clear that the growth of the correlation function with $`\widehat{h}^{1/\lambda _2}`$ is realized, since for small $`x`$ the argument $`r`$ of the scaling function $`f_h`$ is small: $`r=\widehat{\tau }\widehat{h}^{\lambda _1/\lambda _2}x^{0.18}`$. The argument of $`f_\tau `$, however, $`\widehat{h}\widehat{\tau }^{\lambda _2/\lambda _1}x^{0.3}`$ is large for small $`x`$. Therefore we can well approximate the argument of $`f_h`$ by $`r=0`$ for high energy scattering. Recently the scaling function $`f_h`$ has been calculated in lattice simulations  and found to become constant at $`r=0`$. Substituting $`\widehat{h}x^{1/2}`$ in Eq. (34) one finds that the correlation length $`\xi `$ increases with $`x0`$ as

$$\xi (\frac{x}{x_0})^{\frac{1}{2\lambda _2}}f_h(0).$$
(37)
Near the critical point the Wilson lines experience long range correlations which means that dipoles in the photon wave function are correlated over large distances. For finite correlation length there exists an intermediate range where $`1/Q<x_{}<\xi `$ for which the correlation function of Wilson lines is power behaved:

$$
\frac{1}{x_{}^{1+n}}$$
(38)
where $`n=0.04`$ in Ising like systems. This region is responsible for the well known effect of critical opalescence in the gas liquid transition. For larger distances $`x_{}>\xi `$ the correlation function decreases exponentially

$$
e^{x_{}/\xi }.$$
(39)
## V  Proton Structure Function $`F_2`$ and Critical Behavior

The photon is ideal to investigate high energy cross sections of hadronic objects with a variable size. In the course of $`x`$-evolution the photon wave function develops many dipoles which in general diffuse into distance scales beyond the original size $`1/Q`$. This increase in parton density and/or size of the photon wave function is generally believed to be the origin of the increasing high energy cross section. In this work, we do not follow the development of the photon dipole state in detail, we only give a qualitative description of the effective photon size as a function of $`x`$ using the results of the $`2+1`$ dimensional critical $`QCD`$ $`SU(3)`$ theory as a guiding principle. We parameterize the longitudinal and transverse photon probability densities as:

$`\rho _\gamma ^T`$ $`=`$ $`{\displaystyle \frac{6\alpha }{4\pi ^2}}{\displaystyle \underset{f}{}}\widehat{e}_f^2\epsilon ^2[z^2+(1z)^2]F_T(\epsilon x_{}),`$ (40)
$`\rho _\gamma ^L`$ $`=`$ $`{\displaystyle \frac{6\alpha }{4\pi ^2}}{\displaystyle \underset{f}{}}\widehat{e}_f^24Q^2z^2(1z)^2F_L(\epsilon x_{}),`$ (41)
$`\epsilon `$ $`=`$ $`\sqrt{Q^2z(1z)}.`$ (42)
The perturbative scale for the photon quark density is given by $`1/\epsilon `$. We modify the photon wave function depending on the relation of the correlation length $`\xi `$ of the Wilson loops to the perturbative scale $`1/\epsilon `$. We set

$$\xi =\frac{1}{\epsilon }(\frac{x}{x_0})^{\frac{1}{2\lambda _2}}.$$
(43)
For the reference Bjorken parameter $`x_0=10^2`$ the correlation length is fixed at the perturbative scale. The critical exponent $`\frac{1}{2\lambda _2}=0.2`$ determines the Wilson line correlations for $`x<x_0`$. If the transverse size of the dipole is smaller than the perturbative length scale $`x_{}<1/\epsilon `$ we use the perturbative quark densities $`F_T(\epsilon x_{})=K_1(\epsilon x_{})^2`$ and $`F_L(\epsilon x_{})=K_0(\epsilon x_{})^2`$. This is the uninteresting case. For $`1/\epsilon <x_{}<\xi `$ we modify the perturbative photon density using the correlation functions of the critical theory, Eqs. (38,39),

$`F_{T/L}(\epsilon x_{})`$ $`=`$ $`K_{1/0}(\epsilon x_{})^2\text{ for }x_{}<{\displaystyle \frac{1}{\epsilon }},`$ (44)
$`=`$ $`K_{1/0}(1)^2({\displaystyle \frac{1}{\epsilon x_{}}})^{2+2n}\text{for }{\displaystyle \frac{1}{\epsilon }}<x_{}<\xi ,`$ (45)
$`=`$ $`K_{1/0}(x/\xi )^2({\displaystyle \frac{1}{\xi \epsilon }})^{2+2n}\text{for }x_{}>\xi .`$ (46)
The above parameterizations extends the photon density into the scaling region using the scaling index $`n=0.04`$. For distances beyond the scaling region the density decays exponentially. The connections are made in such a way that the density is continuous at the respective boundaries of each region. The photon density combined with an energy independent dipole-proton cross section determines the structure function $`F_2`$ and the photon- proton cross section:

$`F_2(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{Q^2}{4\pi ^2\alpha }}(\sigma _{\gamma p}^{T,tot}+\sigma _{\gamma p}^{L,tot}),`$ (47)
$`\sigma _{\gamma p}^{T/L,tot}`$ $`=`$ $`{\displaystyle d^2x_{}_0^1𝑑z\rho _\gamma ^{T/L}(x_{},z)\sigma _{dip}(x_{})}`$ (48)
First, we use the Golec-Biernat-Wüsthoff  dipole-proton cross section at fixed $`x_0=10^2`$ with $`\sigma _0=23mb`$ to calculate the proton structure function,

$`\sigma _{GBW}(x_{},R_0)=\sigma _0(1e^{\frac{x_{}^2}{4R_0^2}}),`$ (49)
$`R_0={\displaystyle \frac{1}{1GeV}}({\displaystyle \frac{x_0}{310^4}})^{0.145}.`$ (50)
The numerical values entering the above formulas are taken over from the original reference . Note, the value $`R_0=0.33fm`$ at $`x_0=10^2`$ is independent of $`x`$. In Fig. 2 we present the proton structure function $`F_2`$ measured at HERA  as a function of $`x`$ for various $`Q^2`$. The solid theoretical curve describes the data rather accurately. One must be cautious not to overestimate the agreement, since due to the fixed beam energy the values of $`Q^2`$ and $`x`$ are correlated in electron-proton scattering. For intermediate values $`5GeV^2<Q^2<15GeV^2`$ the theory slightly overestimates the data.

If one approximates the GBW-dipole proton cross section by a simple quadratic function at small distances $`r<2R_0`$ and a constant function for $`r>2R_0`$ ,

$$\sigma (r)\sigma _0\left(\frac{r^2}{4R_0^2}\mathrm{\Theta }(2R_0r)+\mathrm{\Theta }(r2R_0)\right),$$
(51)
one can estimate the photon proton cross section rather simply. Small errors are introduced if one further neglects the exponentially suppressed part of the photon density in the integral over large transverse distances and sets the anomalous dimension $`n0`$. Then one can integrate the dominant transverse cross section in $`F_2`$ up to the correlation length $`\xi `$ analytically.

$$\sigma _T=\frac{3\alpha }{\pi }e_f^2Q^2\sigma _0_0^1𝑑z(z^2+(1z)^2)_0^{\mathrm{}}r𝑑r\frac{z(1z)}{r^2\epsilon ^2}\mathrm{\Theta }(1\frac{r^2}{\xi ^2})\frac{\sigma (r)}{\sigma _0}$$
(52)
Redefining the integration variable as $`r^{}=r(x/x_0)^{\frac{1}{2\lambda _2}}`$ one obtains the $`\gamma ^{}p`$ cross section as if the original GBW cross section $`\sigma (r,R(x))`$ with running $`R(x)`$ would have been used.

$$\sigma _T=\frac{3\alpha }{\pi }e_f^2Q^2\sigma _0_0^1𝑑z(z^2+(1z)^2)_0^{\mathrm{}}r^{}𝑑r^{}\frac{z(1z)}{r^2\epsilon ^2}\mathrm{\Theta }(1\epsilon ^2r^2)\frac{\sigma ^{GBW}(r^{},R(x))}{\sigma _0}$$
(53)
where

$`R(x)`$ $`=`$ $`R_0({\displaystyle \frac{x}{x_0}})^{\frac{1}{2\lambda _2}},`$ (54)
$`{\displaystyle \frac{1}{2\lambda _2}}`$ $`=`$ $`0.2.`$ (55)
Therefore the agreement with the data can be understood analytically. The critical theory gives the phenomenologically obtained power dependence of $`R`$ with $`x`$. The favored $`x`$ -dependence of GBW is in the range $`0.145`$ and $`0.20`$. Without a model for the proton source, it is not possible to obtain the absolute length $`R_0`$. The structure function  scales as a function of $`Q^2R_0^2(x/x_0)^{1/\lambda _2}`$ as can be easily derived for the simplified dipole cross section given in Eq. (51).

In order to test the sensitivity of our model to the assumed form of the dipole cross section we also tried the rather different dipole cross section of Forshaw et al.  with $`m_q=0`$ which parameterizes the weak energy dependence of the cross section for large dipoles separately from the strong energy dependence of the cross section for small dipoles.

$`\sigma (s,r)`$ $`=`$ $`\sigma _{soft}(s,r)+\sigma _{hard}(s,r),`$ (56)
$`\sigma _{soft}(s,r)`$ $`=`$ $`g_1(r)s^{0.06},`$ (57)
$`\sigma _{hard}(s,r)`$ $`=`$ $`g_2(r)s^{0.38}.`$ (58)
In the expression for $`s=Q^2/x`$ we fix $`x_0=10^2`$. The $`Q^2`$ dependence in the cross section remains. These cross sections for different values of $`Q^2`$ look rather different from the GBW cross section and its simplified form (cf. Fig. 3). Using the same modified photon wave function inside the scaling region we find the theoretical (dashed) curves in Fig. 2. In spite of the rather different shape of the dipole proton cross section the agreement of the theory with the data is again rather good. In our opinion this represents a strong indication that the theory does not rely on a specific choice of the dipole proton cross section. Any reasonable choice of dipole-proton cross section at fixed $`x_0`$ should do.

## VI Conclusions

The presented calculation of the proton structure function suggests the discovery of a new critical point in $`QCD`$. Besides the fixed point of asymptotically vanishing coupling at infinite momentum transfer $`Q^2\mathrm{}`$ we propose that $`QCD`$ has another critical point at infinite energies $`1/x\mathrm{}`$ . It is characterized by the exponents of the center group $`Z(3)`$ of $`SU(3)`$ and determines the correlation functions of Wilson lines near the light cone. A correlation length which increases as $`\xi (\frac{x}{x_0})^{\frac{1}{2\lambda _2}}`$ with the critical exponent $`\lambda _2=2.52`$ given by the 3-state Potts model $`Z(3)`$ in three dimensions gives the correct effective photon wave function to explain the growing photon proton cross sections observed in HERA .

This result is independent of the specific form of the dipole proton cross section which is used as an input at the scale $`x_0=10^2`$. For the Golec-Biernat-Wuesthoff  and the Forshaw et al.  cross sections good agreement can be achieved using the effective photon dipole density which has been modified according to the critical scaling Greens function. In this paper we have made a further step extending the picture of a dilute parton gas into a liquid like phase at small $`x`$. At small $`x`$ a critically diverging correlation length in transverse space leads to increasing cross sections in qualitative agreement with the observed growth of structure functions for high $`Q^2`$ deep inelastic scattering. In various studies  of high energy scattering the conformal invariance of the resulting effective theory has been pointed out. In $`2+1`$ dimensions near the critical point the effective theory is also conformal invariant, whether the Greens functions in transverse space show this symmetry is not clear.

Clearly on the theoretical side it is necessary to take into account the target at $`x^{}=0`$ in the calculation. As a next step in a lattice calculation, we plan to include an external source representing the proton target and calculate the Wilson line correlation functions with twisted boundary conditions. Averaging over a stochastic source distribution is also possible . After such a calculation one does not have to rely anymore on parameterized dipole proton cross sections which make the extraction of the critical dynamics difficult. The agreement so far between the reduced $`QCD`$ Hamiltonian near the light cone with experiment gives a strong motivation to pursue the investigation of the full Hamiltonian in $`SU(3)`$.

Acknowledgments: We thank our colleagues F. Wegner, R. Kühn, C. Ewerz, M. Thies and F. Lenz for helpful discussion on the critical system and its possible realizations in the high energy world. We are grateful to F. Karsch and especially J. Engels to communicate results on the scaling function in $`Z(3)`$ prior to publication.

This work has been partially funded through the European TMR Contract $`HPRNCT200000130`$: Electron Scattering off Confined Partons and supported by INTAS contract “Nonperturbative QCD”.


text:
# Coupling between Edge and Bulk in Strong-Field Quantum Dots

## Abstract

The maximum-density-droplet (MDD) state of quantum-dot electrons becomes unstable at strong magnetic fields to the addition of interior holes. Using exact diagonalization, we demonstrate that the first hole is located at the center of the dot when the number of electrons $`N`$ is smaller than $`14`$ and is located away from the center for larger dots. The separation between field strengths at which additional holes are introduced becomes small for large dots, explaining recent observations of a rapid increase in dot area when the magnetic field is increased beyond the MDD stability limit. We comment on correlations between interior hole and collective edge fluctuations, and on the implications of these correlations for edge excitation models in bulk systems.

The fabrication of quantum dots has now reached an advanced state in which the shape of the confinement potential and the number of electrons in a dot can be tuned precisely . In a strong magnetic field, quantum dots display a number of interesting many body effects , closely related to those exhibited by bulk two-dimensional (2D) electron systems in the quantum Hall regime. Correlation effects become strong because the single-particle level spacing in this limit is small compared to the typical Coulomb interaction energy scale. Some time ago we predicted that quantum dots in a strong magnetic field would form a maximum density droplet state with approximately uniform electron density, close to that of a 2D system with a single filled Landau level ($`\rho _0=(2\pi \mathrm{}^2)^1`$ where $`\mathrm{}=(\mathrm{}c/eB)^{1/2}`$ is the magnetic length), that would be stable over a wide field range. Indeed, features associated with the wide MDD state stability interval are prominent in addition potential vs. magnetic field traces measured  by using transport resonances to track the gate voltages at which electrons are added to a quantum dot. The MDD state is a finite-size precursor and shares many attributes with bulk $`\nu =1`$ quantum Hall ferromagnet states. With increasing magnetic field, $`\rho _0`$ increases and Coulomb interactions eventually make the MDD state unstable, favoring a state in which the average electron density is lowered. Reimann et al. have concluded, on the basis of spin-density-functional calculations, that in large dots the density is first lowered by an edge reconstruction similar to those that occur in bulk systems at integer  and fractional  filling factors. In their self-consistent field calculations the MDD state evolves into a state with a modulation of charge density along the edge and a ring of electron density that break off from the uniform density droplet. For smaller dots, on the other hand, MacDonald et al. have shown that the average density is lowered by introducing holes close to the center of the droplet.

This Rapid Communication is motivated by recent experiments of Oosterkamp et al., who have measured addition potential vs. magnetic field traces for quantum dots containing $`0`$ to $`40`$ electrons. These authors find that for $`N`$ larger than about $`15`$, the area occupied by the quantum dot electron cloud increases rapidly on the high-field side of the MDD stability region. We have investigated the quantum dot phase diagram by performing exact diagonalization calculations, assuming Zeeman fields large enough to ensure full spin polarization. We find that holes are added to the interior of the dots with increasing field, increasing the electron cloud area; for $`N>N_c`$ ($`N_c1314`$) the interior holes stay away from the center of the dot, while for $`N<N_c`$ the holes form a puddle at the center of the dot. The phase diagram we obtain for hole number vs. field, is in qualitative agreement with experimental data. We find that the rate at which holes are added with field increases for larger dots, explaining the observations of Oosterkamp et al.. We also find that correlations develop between the motion of holes in the interior of the dot and collective edge excitations of the dot, and discuss the nature of the corresponding coupling in bulk integer filling factor quantum Hall systems.

We consider a system of 2D electrons confined by a parabolic potential, $`V(r)=m^{}\mathrm{\Omega }^2r^2/2`$. and confine our attention here to the strong magnetic field limit, $`\mathrm{\Omega }/\omega _c1`$. ($`\omega _c=eB/m^{}c`$, where $`B`$ is the magnetic field perpendicular to the 2D layer.) In this limit the symmetric gauge single-particle eigenstates in the lowest Landau level are conveniently classified by an angular momentum index $`m0`$:

$`ϵ_m=\mathrm{}\omega _c/2+\gamma (m+1),`$ (1)
where $`\gamma =m\mathrm{\Omega }^2\mathrm{}^2`$ We will drop the constant kinetic energy from subsequent discussion. The Hamiltonian is invariant under spatial rotations about the axis that is perpendicular to the 2D plane and passes through the center of the dot. It follows that the total angular momentum $`M_z`$ is a good quantum number. The Hamiltonian of the dot in the fully spin-polarized, lowest-Landau-level, Hilbert space is

$`H`$ $`={\displaystyle \underset{m}{}}\gamma (m+1)c_m^{}c_m`$ (2)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{m_1^{},m_2^{},m_1,m_2}{}}<m_1^{}m_2^{}|V|m_1m_2>c_{m_1^{}}^{}c_{m_2^{}}^{}c_{m_2}c_{m_1}.`$ (3)
The characteristic energy for the two-particle Coulomb matrix elements is $`e^2/ϵ\mathrm{}`$, where $`ϵ`$ is the host semiconductor dielectric constant. The eigenstates of this Hamiltonian depend only on the dimensionless ratio between the two competing terms, $`\stackrel{~}{\gamma }=\gamma /(e^2/ϵ\mathrm{})`$. The MDD state is the eigenstate of this Hamiltonian with the minimum angular momentum allowed by the Pauli exclusion principle, $`M_zM_z^{MDD}=N(N1)/2`$, and is the ground state of this Hamiltonian for strong confinement (large $`\stackrel{~}{\gamma }`$). We find it useful below to denote occupation number eigenstates by lists ordered by increasing angular momentum. For example, in this notation the $`N=4`$ MDD state is $`(,,,,,,\mathrm{})`$, where the symbols $``$ and $``$ denote occupied and unoccupied single-particle states.

In Fig. 1 we have plotted Hartree-Fock quasiparticle energies ,$`ϵ_{HF}(m)`$, for $`m=0`$ to $`m=40`$ for MDD states with $`N=12,14,\mathrm{},28,30`$. ($`ϵ_{HF}(m)=\gamma (m+1)+_{m^{}=0}^{N1}U_{m,m^{}}`$ where $`U_{m,m^{}}=<mm^{}|V|mm^{}><mm^{}|V|m^{}m>`$) The confinement strengths used in these plots are, for each $`N`$, near the MDD stability limit. In HF theory, the MDD becomes unstable when an unoccupied interior quasiparticle energy exceeds the edge quasiparticle energy, i.e. when $`ϵ_{HF}(m^{})>ϵ_{HF}(N1)`$ for $`m^{}<N1`$. We see from Fig. 1 that holes are first introduced near the center of the dot $`N12`$ and gradually move outward as $`N`$ increases. This qualitative prediction of Hartree-Fock theory is generally confirmed by the exact diagonalization calculations we discuss below.

To understand the role played by correlations we first discuss a small dot for which an accurate analytic calculation is possible. For $`N=3`$ the MDD has $`M_z^{MDD}=3`$ and HF theory predicts that when $`\gamma `$ is reduced the first hole is introduced in the $`m^{}=0`$ state, increasing the $`N=3`$ ground state angular momentum to $`M_z=6`$. The exact single hole ground state is obtained by diagonalizing the many-particle Hamiltonian in the space of states with $`M_z=6`$. Fig. 1 suggests that the probability of occupying single-particle states with large $`m`$ is small, since quasiparticle energies increase rapidly outside the MDD. If we can neglect the possibility of occupying states with $`m>m_c=4`$, the only additional state in the Hilbert space with $`M_z=6`$ has the interior hole at $`m=1`$ rather than $`m=0`$ and excites an edge magnetoplasmon at the edge by making a particle-hole excitation from $`m=3`$ to $`m=4`$. The many-particle Hamiltonian matrix in this two-dimensional Hilbert space is

$$\left(\begin{array}{cc}9\gamma +U_{1,2}+U_{1,3}+U_{2,3}& U_{0413}\\ U_{0413}& 9\gamma +U_{0,2}+U_{0,4}+U_{2,4}\end{array}\right),$$
(4)
where

$`U_{m_1m_2m_3m_4}`$ $`=`$ $`<m_1m_2|V|m_3m_4>`$ (5)
$``$ $`<m_1m_2|V|m_4m_3>.`$ (6)
The interaction contributions to the matrix elements in Eq. 3 in $`e^2/ϵ\mathrm{}`$ units are $`0.940`$ and $`1.114`$ respectively along the diagonal and $`0.083`$ in the off-diagonal term. The off diagonal term introduces correlation between hole motion and collective edge excitations in this small dot, reducing the ground state energy to $`9\gamma +0.907e^2/ϵ\mathrm{}`$. The $`N=3`$ ground state energy, in this approximation, is $`9\gamma +0.907e^2/ϵ\mathrm{}`$, compared to the MDD state energy which is $`6\gamma +1.204e^2/ϵ\mathrm{}`$. Note that correlations between bulk and edge shift the MDD stability limit from $`\stackrel{~}{\gamma }=0.088`$ in the Hartree-Fock approximation to $`\stackrel{~}{\gamma }=0.099`$. An exact diagonalization for $`N=3`$ confirms the accuracy of this Hilbert space truncation.

Fig. 2 summarizes our numerical exact diagonalization results for one hole states at larger $`N`$ by plotting mean-occupation numbers for all single-particle states. For $`N=6`$, the HF approximation places the hole at $`m^{}=0`$, yielding a total $`M_z=21`$. The exact single-hole state occurs at the same value of $`M_z`$, but the hole position and the dot edge have correlated quantum fluctuations, evidenced in Fig. 2 by the finite probability for finding the hole in the $`m=1`$ state. Equal time correlation functions, not illustrated here, demonstrate that the hole has a higher probability of being on the same side of the system as edge density modulations. For $`N=12`$, we again find that the exact single-hole state has the same $`M_z`$ as the Hartree-Fock state with $`m^{}=0`$, $`M_z=78`$, and correlated bulk-hole edge excitations. This pattern continues for larger particle numbers with the nominal hole angular momenta moving out at larger $`N`$. For $`N=30`$, for example, the nominal angular momentum of the single-hole is $`m^{}=12`$. Note that the hole angular momentum has fluctuations only to the high-angular momentum side of its nominal value. This property is a combined consequence of angular momentum conservation and the chiral nature of the collective edge excitations with which it is correlated. The one-hole nominal locations for $`N=6,12,13,14,20,30`$ $`m^{}=0,0,0,1,5,12`$ respectively. The total hole occupation number determined by summing the depleted occupation numbers inside the quantum dots in Fig. 2 is accurately quantized at 1, demonstrating that holes and edge excitations are correlated but that charge fluctuations from bulk to edge or vice versa is negligible.

For each particle number $`N`$, the number of holes in the ground state increases as $`\stackrel{~}{\gamma }`$ decreases, with the number of bulk holes accurately conserved to larger hole numbers for larger $`N`$. In Fig. 3, we plot occupation number distributions for the one-hole two-hole and three-hole states at $`N=9`$ and $`N=17`$. We find that the average number of interior holes in the nominal two and three hole states deviates from integer values by $`0.007`$ and $`0.05`$ for $`N=9`$ and $`0.003`$ and $`0.006`$ for $`N=17`$, demonstrating accurate interior hole-number conservation. The one-hole and two-hole $`M_z`$ values are $`45`$ and $`50`$ for $`N=9`$ and $`148`$ and $`158`$ for $`N=17`$, giving nominal first-hole and second-hole $`m^{}`$ values of $`0`$ and $`4`$ for $`N=9`$ and $`5`$ and $`7`$ for $`N=17`$. It is clear from Fig. 3, however, that correlations within the two-hole system make these assignments, based on the sequence of ground state angular momenta values, less meaningful. For States with two or more holes, correlations among the holes and correlations between the holes and the edge system are both important.

To facilitate comparison with experiment, we have plotted a phase diagram of MDD related states in Fig.4 vs. particle number $`N`$ and field, parameters that are known experimentally, using a typical value for the parabolic confinement strength $`\mathrm{}\mathrm{\Omega }=3meV`$. We have not considered states with more than three holes because of the growing difficulty of carrying out accurate exact diagonalization calculations, and expect that the region at the top right of this phase diagram should be occupied by states with four and more interior holes. Note that the spacing in field between hole number addition points becomes small for large dots, explaining the sudden increase in quantum dot area observed by Oosterkamp et al.. The stability regime of multiple hole states is seriously underestimated by Hartree-Fock and density-functional-theory calculations which are unable to account for the strong correlations possible in the quantum Hall regime.

The sign of cusps in the magnetic field dependence of the addition spectrum contains valuable information about the shape of the phase boundaries. Oosterkamp et al  measured is the magnetic field dependence of the addition spectrum given by $`\mu _N=E_NE_{N1}+\mathrm{}\omega _c/2`$, where $`E_N=\gamma (N+M_z)+U(N,M_z)`$ is the groundstate energy of an $`N`$-electron system. (Here $`U(N,M_z)`$ is the total interaction energy). As the applied magnetic field increases, groundstate level crossings in the $`N1`$ and $`N`$ particle systems lead to positive and negative cusps, respectively. For $`N>8`$ the phase boundary between the MDD and one-hole states is an increasing function of magnetic field (see Fig.4). This implies that the $`N1`$-electron dot will cross the phase boundary before the $`N`$-electron dot does. The measured upward cusps are consistent with this expectation. Upward cusps are also seen between one-hole and two-hole states.

The strong correlations that we find between interior holes and the edge excitations of quantum dots also applies to bulk quantum Hall systems. These correlations are important because of the long-range of the Coulomb interaction, which causes charge fluctuations in the two subsystems to interact strongly. Recent scanning probe studies of 2D electron systems in the quantum Hall regime have made it clear that real experimental samples always have low-energy interior hole and electron low-energy degrees of freedom. At low temperatures charge carriers in the bulk are localized so these disorder induced degrees of freedom do not influence the quantum Hall effect. They may, however, influence other properties of the chiral edge state system. Collective excitations at the edge, will induce electric potentials in the interior that will excite the localized hole system. Similar effects cause semiclassical edge magnetoplasmon excitations to be influenced by the bulk conductivity. The possible importance, at experimental temperature and voltage scales, of these interactions for the tunneling density-of-states and other properties measured at the edge deserves more careful consideration.

We are indebted to D.G. Austing and S. Tarucha for valuable discussions. This work was supported by the National Science Foundation under grant DMR0115947, by the Welch foundation, and by the Korea Research Foundation under Grant KRF-2000-015-DP0125.