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# 1 Introduction

## 1 Introduction

In this paper we shall consider a problem which arises in connection with the hamiltonian formulation of $`2+1`$ dimensional gravity in the maximally slicing gauge. It is related to a variant of the Riemann-Hilbert problem in the realm of $`SU(1,1)`$ monodromies and to a conjecture by Polyakov about the auxiliary parameters occurring in the Riemann-Hilbert problem.

From the viewpoint of 2+1 dimensional gravity coupled to point particles one starts with the usual ADM hamiltonian formulation in the maximally slicing gauge, solves first the diffeomorphism and then the hamiltonian constraints and obtains the equations of motion of particle, i.e. $`\dot{z}_n`$ and $`\dot{P}_n`$ as function of $`z_n,P_n`$. The natural question is whether such equations are canonical. As they are obtained by solving the constraint of a canonical problem one expects and affirmative answer. However as the expression of $`\dot{z}_n`$ and $`\dot{P}_n`$ are non trivial functions of $`z_n`$ and $`P_n`$ a direct proof is desirable.

The proof of the hamiltonian nature of such equations was given in ref.  in the following way. For two particle is trivial, for three particles it involves the exploitation of the Garnier equations related to the isomonodromic transformations. For more than three particle the Garnier system of equations is not sufficient for providing the proof of the hamiltonian nature. In  it was shown as such a result is a consequence of an interesting conjecture due to Polyakov  about the so called accessory parameters which occur in the Riemann-Hilbert problem.

A proof of Polyakov’s conjecture was given by Zograf and Takhtajan  in the case of parabolic singularities and for elliptic singularities of finite order. 2+1 dimensional gravity requires the validity of Polyakov’s conjecture for generic elliptic singularities.

Actually for proving the hamiltonian nature of the equations of motion we shall not need the full strength of Polyakov conjecture, but a weak form of it will be sufficient. The weak form is of interest in itself because it relates the constant part of the asymptotic behavior of the reduced conformal factor to the derivative of some accessory parameters with respect to the total energy.

Two proofs of Polyakov conjecture for general elliptic singularities were given in  and . Another proof was supplied in , where also a connection with the Kaehler metric on moduli space has been evidenced.

Proofs  and  go through a direct calculation of the derivative of the regularized action with respect to the position of the singularities. Proof  goes through an intermediate step i.e. a weak form of Polyakov conjecture. This passage still simplifies the proof in the case of elliptic singularities and is based on a simple application of Green’s formula to the linear elliptic equation which arise when taking the derivative of Liouville equation with respect to the position and strength of the singularities. By exploiting later the behavior of the solution as a function of the strength of the singularities one reaches the proof of the full Polyakov conjecture.

In this paper we shall reproduce the proof of  and  with full details, introducing notable simplifications in them. In this context we shall also show how the technique developed in  immediately extends to the case of parabolic singularities.

The plan of the paper is the following: in Section 2 we summarize the role of Liouville and uniformization theory in 2+1 dimensional gravity coupled to point particles.

In Section 3 we derive the canonical form of the conformal factor in terms of the solutions of the linear second order Fuchsian differential equation related to the uniformization problem, both for elliptic and parabolic singularities.

In Section 4 we discuss how $`SU(1,1)`$ monodromies are realized in the context of the Riemann-Hilbert problem arising in connection with the Liouville equation with point-like sources. Following such a development we prove that for general elliptic singularities, the accessory parameters $`\beta _n`$ are real analytic functions of $`z_n`$ and $`g_n`$ in an open everywhere dense set of $`R^{3𝒩+1}`$.

In Section 5 we derive the hamiltonian nature of 2+1 dimensional gravity by proving a relation between the constant term in the asymptotic behavior of the conformal factor at infinity and the accessory parameters $`\beta _n`$.

In Section 6 we use the same technique to derive a weak form of Polyakov conjecture from which the full form easily follows.

In Section 7 give a proof of Polyakov conjecture both for elliptic and parabolic singularities by exploiting the technique of  extended to the general case. The method is that to rewrite Polyakov action in terms of a field $`\varphi _M`$ which is less singular than the original $`\varphi `$; this procedure avoids the writing of the regularized action as a limit of an integral.

In Appendix 1 we prove the boundedness of the accessory parameters $`\beta _n`$ and of the parameter $`k`$ which occurs in the expression of the conformal factor. Such result will be used in Section 4.

In Appendix 2 we give the expression of the regularized action in terms of the regular field $`\varphi _M`$.

## 2 2+1 dimensional gravity and Liouville theory

The adoption of the maximally slicing gauge , defined by $`K=0`$, where $`K`$ is the trace of the extrinsic curvature of the time slice, is practically confined to the case of open universes . However in this gauge the solution of the diffeomorphism constraint is very simple and the hamiltonian constraint reduces to an equation well studied by mathematicians. The metric is parametrized in the standard ADM form

$$ds^2=N^2dt^2+e^{2\sigma }(dz+N^zdt)(d\overline{z}+N^{\overline{z}}dt)$$
(1)
where we have adopted the complex coordinate $`z=x+iy`$ and the conformal gauge $`g_{z\overline{z}}=\frac{1}{2}e^{2\sigma },g_{zz}=g_{\overline{z}\overline{z}}=0`$ for the space metric.

The solution of the diffeomorphism constraint is given by

$$\pi _z^{\overline{z}}=\frac{1}{2\pi }\underset{n}{}\frac{P_n}{zz_n},$$
(2)
while the hamiltonian constraint reduces to

$$4_z_{\overline{z}}(2\sigma )=\pi _b^a\pi _a^be^{2\sigma }\underset{n}{}m_n\delta ^2(zz_n)$$
(3)
being $`z_n`$ the particle positions and $`m_n`$ their rest masses.

By posing $`\pi _b^a\pi _a^be^{2\sigma }=2\pi _{\overline{z}}^z\pi _z^{\overline{z}}e^{2\sigma }e^\varphi `$ eq.(3) reduces to

$$4_z_{\overline{z}}\varphi =e^\varphi +4\pi \underset{n}{}\delta ^2(zz_n)(\mu _n1)+4\pi \underset{B}{}\delta ^2(zz_B),$$
(4)
where we have defined $`\mu _n=m_n/4\pi `$ and $`z_B`$ are the positions of the so called apparent singularities given by the zeros of $`\pi _z^{\overline{z}}`$ i.e.

$$\underset{n}{}\frac{P_n}{z_Bz_n}=0.$$
(5)
Due to the restriction $`_nP_n=0`$  the $`z_B`$ are $`𝒩2`$ in number, being $`𝒩`$ the number of particles.

As we shall see in the following section, the solution of eq.(4) in unique once one imposes the asymptotic behavior of $`\varphi `$ at infinity $`\varphi =(\mu 2)\mathrm{ln}z\overline{z}+O(1)`$.

The conformal factor $`\varphi `$ plays the key role in the theory as all other quantities can be derived algebraically from it.

The lapse and shift function are easily obtained from $`\varphi `$

$$N=\frac{\varphi }{M}$$
(6)
being $`M4\pi \mu `$ the total energy of the system and

$$N_z=\frac{2}{\pi _z^{\overline{z}}(z)}_zN+g(z)$$
(7)
where $`g(z)`$ is a meromorphic function which is fixed by the boundary condition and the absence of singularities of $`N_z`$ for finite $`z`$ .

In Section 3 and 4 we shall give a general discussion of eq.(4), while we shall come back to 2+1 dimensional gravity in Section 5.

## 3 The conformal factor

In a series of papers at the turn of the past century Picard  proved that the following equation

$$4_z_{\overline{z}}\varphi =e^\varphi +4\pi \underset{n}{}g_n\delta ^2(zz_n)$$
(8)
for real $`\varphi `$ with asymptotic behavior at infinity

$$\varphi (z)=g_{\mathrm{}}\mathrm{ln}(z\overline{z})+O(1)$$
(9)
and $`1<g_n,1<g_{\mathrm{}}`$ (which excludes the case of punctures) and $`_ng_n+g_{\mathrm{}}<0`$ admits one and only one solution (see also ). Picard  achieved the solution of (8) through an iteration process exploiting Schwarz alternating procedure. The same problem has been reconsidered with variational techniques by Lichtenstein  and more recently by Troyanov , obtaining results which include Picard’s findings. The interest of such results is that they solve the following variant of the Riemann-Hilbert problem: at $`z_1,\mathrm{}z_n`$ we are given not with the monodromies but with the class, characterized by $`g_j`$, of the elliptic monodromies with the further request that all such monodromies belong to the group $`SU(1,1)`$. The last requirement is imposed by the fact that the solution of eq.(8) has to be single valued. The inequalities on the values of $`g_m=1+\mu _m`$ and $`g_{\mathrm{}}=2\mu `$ are satisfied in $`2+1`$ dimensional gravity due to the restriction on the masses of the particles, $`0<\mu _n<1`$ (in rationalized Planck units) and to the fact that the total energy $`\mu `$ must satisfy the bound $`_n\mu _n<\mu <1`$. In this paper we shall confine ourselves to the Riemann sphere.

From eq.(8) one can easily prove  that the function $`Q(z)`$ defined by

$$e^{\frac{\varphi }{2}}_z^2e^{\frac{\varphi }{2}}=Q(z)$$
(10)
is analytic i.e. as pointed out in  $`Q(z)`$ is given by the analytic component of the energy momentum tensor of a Liouville theory. $`Q(z)`$ is meromorphic with poles up to the second order  i.e. of the form

$$Q(z)=\underset{n}{}\frac{g_n(g_n+2)}{4(zz_n)^2}+\frac{\beta _n}{2(zz_n)}.$$
(11)
All solutions of eq.(8) can be put in the form

$$e^\varphi =\frac{8f^{}\overline{f^{}}}{(1f\overline{f})^2}=\frac{8|w_{12}|^2}{(y_2\overline{y}_2y_1\overline{y}_1)^2},f(z)=\frac{y_1}{y_2}$$
(12)
being $`y_1,y_2`$ two properly chosen, linearly independent solutions of the fuchsian equation

$$y^{\prime \prime }+Q(z)y=0.$$
(13)
$`w_{12}`$ is the constant wronskian. In fact following  as $`e^{\varphi /2}`$ solves the fuchsian equation (13) it can be put in the form

$$e^{\frac{\varphi }{2}}=\frac{1}{\sqrt{8}}[\psi _2(z)\overline{\chi }_2(\overline{z})\psi _1(z)\overline{\chi }_1(\overline{z})]$$
(14)
with $`\psi _j(z)`$ solutions of eq.(13) with wronskian $`1`$ and $`\chi _j(z)`$ also solutions of eq.(13) with wronskian $`1`$. The solution of eq.(8) ($`\varphi =\mathrm{real}`$) with the stated behavior at infinity is unique . Exploiting the reality of $`e^\varphi `$ it is possible by an $`SL(2C)`$ transformation to reduce eq.(14) to the form eq.(12). In fact, being $`\chi _j`$ linear combinations of the $`\psi _j`$, the reality of $`e^\varphi `$ imposes

$$\psi _2(z)\overline{\chi }_2(\overline{z})\psi _1(z)\overline{\chi }_1(\overline{z})=\underset{jk}{}\overline{\psi }_jH_{jk}\psi _k$$
(15)
with the $`2\times 2`$ matrix $`H_{jk}`$ hermitean and $`detH=1`$. By means of a unitary transformation, which belongs to $`SL(2C)`$ we can reduce $`H`$ to diagonal form $`\mathrm{diag}(\lambda ,\lambda ^1)`$ and with a subsequent $`SL(2C)`$ transformation we can reduce it to the form $`\mathrm{diag}(1,1)`$ i.e. to the form (12) where we relaxed the condition on the wronskian $`w_{12}=1`$. Through eq.(10) $`\varphi `$ contains the full information about the accessory parameters $`\beta _n`$ defined in eq.(11). It is important to notice that being all of our monodromies elliptic, we can by means of an $`SU(1,1)`$ transformation and by multiplying $`y_1`$ and $`y_2`$ by a common factor , choose around a given singularity $`z_n`$ (not around all singularities simultaneously) $`y_1`$ and $`y_2`$ with the following canonical behavior

$$y_1(\zeta )=k_n\zeta ^{\frac{g_n}{2}+1}A(\zeta ),y_2(\zeta )=\zeta ^{\frac{g_n}{2}}B(\zeta )$$
(16)
with $`\zeta =zz_n`$ and $`A`$ and $`B`$ analytic functions of $`\zeta `$ in a neighborhood of $`0`$ with $`A(0)=B(0)=1`$. So the most general form for $`e^\varphi `$, compatible with the reality condition and the monodromy condition around $`z_n`$ is

$$e^\varphi =\frac{8k_n^2(g_n+1)^2(\zeta \overline{\zeta })^{g_n}}{[B\overline{B}k_n^2(\zeta \overline{\zeta })^{(g_n+1)}A\overline{A}]^2}$$
(17)
and the real parameter $`k_n`$ is fixed by the imposition of the monodromy condition around the other singularities.

If we are in presence of parabolic singularities (i.e. punctures) the Liouville equation has the form

$$4_z_{\overline{z}}\varphi =e^\varphi 4\pi \underset{n=1}{\overset{N}{}}\delta ^2(zz_n),$$
(18)
with asymptotic behavior at infinity

$$\varphi =2\mathrm{ln}(z\overline{z})+O(1).$$
(19)
We recall that Picard’s theorem about existence and uniqueness of the solution of Liouville equation, requires the following condition on the parameters $`g_n,g_{\mathrm{}}`$

$$g_n>1,g_{\mathrm{}}>1,\underset{n=1}{\overset{N}{}}g_n+g_{\mathrm{}}<0.$$

Now $`g_n=1`$, so we cannot appeal to Picard’s findings in order to assure existence and uniqueness of solution of eq.(18); however the problem of solving Liouville equation with parabolic singularities is equivalent to the problem of uniformization of Riemann surfaces, which has been solved by Poincarè and Koebe at the beginning of the last century . Again one can write

$$e^{\frac{\varphi }{2}}=\frac{1}{\sqrt{8}}[\psi _2\overline{\psi }_2\psi _1\overline{\psi }_1].$$
(20)
The most important difference between the case of elliptic and that of parabolic singularities is that, while eq.(13) in the elliptic case leads to an indicial equation, which admits two different solution, in the parabolic case the indicial equation is

$$\alpha (\alpha 1)=\frac{1}{4}$$

i.e. we have a double solution $`\alpha =\frac{1}{2}`$. In this way around the singularity $`z_n`$ we have a solution with expansion

$$\zeta ^{\frac{1}{2}}B(\zeta )=\zeta ^{\frac{1}{2}}(1+c_2\zeta +\mathrm{}),\mathrm{with}\zeta =zz_n,\mathrm{and}c_2=\frac{\beta _n}{2}$$
(21)
and a solution which contains a singularity of logarithmic type

$$\zeta ^{\frac{1}{2}}B(\zeta )\mathrm{ln}(\zeta )+\zeta ^{\frac{1}{2}}A_0(\zeta )$$
(22)
where $`A_0(\zeta )`$ is the solution of the inhomogeneous fuchsian differential equation

$$_\zeta ^2(\zeta ^{\frac{1}{2}}A_0)+Q(\zeta )(\zeta ^{\frac{1}{2}}A_0)=\frac{1}{\zeta ^2}(\zeta ^{\frac{1}{2}}B)\frac{2}{\zeta }_\zeta (\zeta ^{\frac{1}{2}}B)$$
(23)
and expansion

$$A_0(\zeta )=(a_1\zeta +a_2\zeta ^2+a_3\zeta ^3+\mathrm{}).$$
(24)
In the following we shall call

$$Y_1(\zeta )=\zeta ^{\frac{1}{2}}B(\zeta ),Y_2(\zeta )=\zeta ^{\frac{1}{2}}[B(\zeta )\mathrm{ln}\zeta +A_0(\zeta )]$$
(25)
whose wronskian is $`w_{12}=1`$. In general a pair of linearly independent solutions of eq.(13) with wronskian equal to $`1`$ is

$$\psi _1=aY_1+bY_2,\psi _2=cY_1+dY_2\mathrm{with}adbc=1.$$

The most general form for $`e^{\frac{\varphi }{2}}`$ compatible with the reality condition will be

$`e^{\frac{\varphi }{2}}={\displaystyle \frac{|\zeta |}{\sqrt{8}}}[`$ $`(cB(\zeta )dB(\zeta )\mathrm{ln}\zeta dA_0(\zeta ))\times (c.c.)`$ (26)
$`(aB(\zeta )bB(\zeta )\mathrm{ln}\zeta bA_0(\zeta ))\times (c.c)].`$ (27)
If we impose the monodromy condition around $`z_n`$, then we reach the conditions $`\mathrm{Im}(a\overline{b}c\overline{d})=0,|b|=|d|`$ which together with the condition $`adbc=1`$ imply $`b=\pm \overline{d}`$ and $`a\overline{b}c\overline{d}=\pm 1`$. The positivity of $`e^{\frac{\varphi }{2}}`$ chooses the solution with the minus sign. Thus the most general form for $`e^{\frac{\varphi }{2}}`$ compatible with the monodromy condition around $`z_n`$ is

$$e^{\frac{\varphi }{2}}=\frac{|\zeta |}{\sqrt{8}}[B\overline{A}_0+\overline{B}A_0+B\overline{B}\mathrm{ln}\frac{\zeta \overline{\zeta }}{k_n^2}].$$
(28)
Eq.(13) can be interpreted as the differential equation related to a variant of the Riemann-Hilbert problem, in which at $`z_1,\mathrm{}z_𝒩`$ we are given not with the monodromy but with the class of the monodromy, with the further request that all such monodromies belong to the group $`SU(1,1)`$. The last requirement, which is equivalent to the requirement that $`e^\varphi `$ is a monodromic function, fixes in principle not only $`k_n^2`$ but also the values of the accessory parameters $`\beta _n`$.

## 4 The realization of fuchsian SU(1,1) monodromies

The results of Picard assure us that given the position of the singularities $`z_n`$ and the classes of monodromies characterized by the real numbers $`g_n`$ and $`g_{\mathrm{}}`$ subject to the restrictions $`1<g_n`$, $`1<g_{\mathrm{}}`$ and $`_ng_n+g_{\mathrm{}}<0`$, there exists a unique fuchsian equation which realizes $`SU(1,1)`$ monodromies of the prescribed classes. In particular the uniqueness of the solution of Liouville equation tells us that the accessory parameters $`\beta _i`$ are single valued functions of the parameter $`z_n`$ and $`g_n`$. We shall examine in this section how such dependence arises from the viewpoint of the imposition of the $`SU(1,1)`$ condition on the monodromies in order to understand the nature of the dependence of the $`\beta _i`$ on the $`g_n`$ and on the $`z_n`$. The (non trivial) proof of the real analytic dependence of the accessory parameters on the $`z_n`$ for finite order elliptic singularities has been given by Kra .

Starting from the singularity in $`z_1`$ we can consider the canonical pair of solutions around $`z_1`$ i.e. those solutions which behave as a single fractional power multiplied by an analytic function with leading coefficient $`1`$. We shall call such pair of solutions $`(y_1^1,y_2^1)`$ and let $`(y_1,y_2)`$ the solution which realize $`SU(1,1)`$ around all singularities. Obviously all conjugations with any element of $`SU(1,1)`$ is still an equivalent solution in the sense that they provide the same conformal factor $`\varphi `$. The canonical pairs around different singularities are linearly related i.e. $`(y_1^1,y_2^1)=(y_1^2,y_2^2)C_{21}`$. We fix the conjugation class by setting

$$(y_1,y_2)=(y_1^1,y_2^1)K$$
(29)
with $`K=\mathrm{diag}(k,1)`$ being the overall constant irrelevant in determining $`\varphi `$. Moreover if the solution $`(y_1,y_2)`$ realizes $`SU(1,1)`$ monodromies around all singularities also $`(y_1,y_2)\times \mathrm{diag}(e^{i\alpha },e^{i\alpha })`$ accomplishes the same purpose being $`\mathrm{diag}(e^{i\alpha },e^{i\alpha })`$ an element of $`SU(1,1)`$. Thus the phase of the number $`k`$ is irrelevant and so we can consider it real and positive. This choice of the canonical pairs is always possible in our case. In fact the roots of the indicial equation are $`\frac{g_m}{2}`$ and $`\frac{g_m}{2}+1`$ and thus the monodromy matrix has eigenvalues $`e^{i\pi g_m}`$ and $`e^{i\pi g_m}`$ which are different when $`g_m`$ is not an integer. If $`g_m`$ is an integer in general in the solution of the fuchsian equation the less singular solution possesses a logarithmic term which however has to be absent in our case (no logarithm condition ) in order to have a single valued $`\varphi `$. In this case the monodromy matrix is simply the identity or minus the identity. The monodromy around $`z_1`$ thus belongs to $`SU(1,1)`$ for any choice of $`K`$. If $`D_n`$ denote the diagonal monodromy matrices around $`z_n`$, we have that the monodromy around $`z_1`$ is $`D_1`$ and the one around $`z_2`$ is

$$M_2=K^1C_{12}D_2C_{21}K$$
(30)
where with $`C_{12}`$ we have denoted the inverse of the $`2\times 2`$ matrix $`C_{21}`$.

In the case of three singularities (one of them at infinity) the counting of the degrees of freedom is the following: by using the freedom on $`K`$ we can reduce $`M_2`$ to the form $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)`$ with $`\mathrm{Re}b=\mathrm{Re}c`$, or if either $`\mathrm{Re}b`$ or $`\mathrm{Re}c`$ is zero we can obtain $`\mathrm{Im}b=\mathrm{Im}c`$. Then we use the fact that $`D_1M_2=CD_{\mathrm{}}C^1`$ and thus in addition to $`a+d=\mathrm{real}`$ we have also $`ae^{i\pi g_1}+de^{i\pi g_1}=\mathrm{real}`$, which gives $`d=\overline{a}`$ and thus using $`a\overline{a}bc=1`$ we have $`c=\overline{b}`$. The fact that a real $`k`$ is sufficient to perform the described reduction of the matrix $`M_2`$ is assured by Picard’s result on the solubility of the problem and in this simple case also by the explicit solution in terms of hypergeometric functions .

We give now a qualitative discussion of the case with four singularities and then give the analytic treatment of it. The case with more than four singularities is a trivial extension of the four singularity case. The following treatment relies heavily on Picard’s result about the existence and uniqueness of the solution of eq.(8). We recall that the accessory parameters $`\beta _n`$ are bound by two algebraic relations known as Fuchs relations . Thus after choosing $`M_1`$ of the form $`M_1=D_1`$, in imposing the $`SU(1,1)`$ nature of the remaining monodromies we have at our disposal three real parameters i.e. $`k`$, $`\mathrm{Re}\beta _3`$ which we shall denote by $`\beta _R`$ and $`\mathrm{Im}\beta _3`$ which we shall denote by $`\beta _I`$. It is sufficient to impose the $`SU(1,1)`$ nature of $`M_2`$ and $`M_3`$ as the $`SU(1,1)`$ nature of $`M_{\mathrm{}}`$ is a consequence of them. As the matrices $`M_n=K^1C_{1n}D_nC_{n1}K`$ satisfy identically $`detM_n=1`$ and $`\mathrm{Tr}M_n=2\mathrm{cos}\pi g_n`$ we need to impose generically on $`M_2`$ only two real conditions e.g. $`\mathrm{Re}b_2=\mathrm{Re}c_2`$ and $`\mathrm{Im}b_2=\mathrm{Im}c_2`$. The same for $`M_3`$. Thus it appears that we need to satisfy four real relations when we can vary only three real parameters. The reason why we need only three and not four is that for any solution of the fuchsian problem the following relation among the monodromy matrices is identically satisfied

$$D_1M_2M_3M_{\mathrm{}}=1.$$
(31)
Rigorously the conditions for realizing $`SU(1,1)`$ monodromies are

$$\mathrm{Re}a_i=\mathrm{Re}d_i,\mathrm{Im}a_i=\mathrm{Im}d_i,\mathrm{Re}b_i=\mathrm{Re}c_i,\mathrm{Im}b_i=\mathrm{Im}c_i(i=2,3)$$
(32)
Through a projective transformation we can bring three singularities in $`0`$, $`1`$ and $`\mathrm{}`$ and we shall call $`z_1`$ the position of the remaining singularity. We shall denote the above eight relations by $`\mathrm{\Delta }^{(i)}(\beta _R,\beta _I,k,z_1)=0`$ $`(i=1\mathrm{}8)`$. Satisfying the eight above equations is a sufficient (and necessary) condition to realize the $`SU(1,1)`$ monodromies.

The matrices $`A_n=C_{n1}K`$ which give the solution of the problem in terms of the canonical solutions around the singularities are completely determined by the two equations

$$(y_1,y_2)=(y_1^{(n)},y_2^{(n)})A_n;(y_1^{},y_2^{})=(y_1^{(n)^{}},y_2^{(n)^{}})A_n$$
(33)
due to the non vanishing of the wronskian of $`y_1^{(n)},y_2^{(n)}`$. Being $`(y_1,y_2)`$ solutions of a fuchsian equation, $`A_n`$ depend analytically on $`\beta _R,\beta _I,z_1`$. It follows that $`\mathrm{\Delta }^{(i)}`$ are analytic functions of the independent variables $`\beta _R,\beta _I,k,\mathrm{Re}z_1,\mathrm{Im}z_1`$. Thus the equations $`\mathrm{\Delta }^{(i)}=0`$ which determine implicitly $`k,\beta _R`$ and $`\beta _I`$ state the vanishing of the real analytic functions $`\mathrm{\Delta }^{(i)}`$.

In Appendix 1 it is shown that for $`z_1`$ varying in a disk lying in the domain $`X_ϵ`$, given by the complex plane from which small disks of radius $`ϵ`$ around the singularities $`z_n`$ in addition to the region $`|z|>1/ϵ`$ have been removed , $`\beta _R`$, $`\beta _I`$ and $`k`$ are bounded function of $`z_1`$. From the uniqueness of Picard’s solution and the continuity of the $`\mathrm{\Delta }^{(i)}`$ it follows that the $`\beta _R,\beta _I,k`$ are continuous functions of $`z_1`$ in $`X_ϵ`$. We come now the existence of the derivative of $`\varphi `$ with respect to $`z_n`$. Due to the real analytic dependence of $`\varphi `$ on $`\beta _R,\beta _I,k`$ it is enough to prove the existence of the derivative of such quantities with respect to $`\mathrm{Re}z_1`$ and $`\mathrm{Im}z_1`$. Given a value $`z_{10}`$ in $`X_ϵ`$ let us consider the Picard solution $`\beta _R(z_{10})`$, $`\beta _I(z_{10})`$, $`k(z_{10})`$. We have $`\mathrm{\Delta }^{(i)}(\beta _R(z_{10}),\beta _I(z_{10}),k(z_{10}),z_{10})=0`$. The functions of $`\beta _R`$ $`\mathrm{\Delta }^{(i)}(\beta _R,\beta _I(z_{10}),k(z_{10}),z_{10})`$ cannot all be identically zero in a neighborhood of $`\beta _R(z_{10})`$ otherwise Picard’s solution would be not unique. Let be $`\mathrm{\Delta }^{(1)}(\beta _R,\beta _I(z_{10}),k(z_{10}),z_{10})`$ not identically zero in $`\beta _R`$ in a neighborhood of $`\beta _R(z_{10})`$. Then we can apply to it Weierstrass preparation theorem  and write in a neighborhood of $`\beta _R(z_{10}),\beta _I(z_{10}),k(z_{10}),z_{10}`$

$$\mathrm{\Delta }^{(1)}(\beta _R,\beta _I,k,z_1)=uP(\beta _R|\beta _I,k,\mathrm{Re}(z_1),\mathrm{Im}(z_1))$$
(34)
where $`u`$ is a unit and $`P`$ is a monic polynomial in $`\beta _R`$ and coefficients analytic functions of the remaining variables. In the Weierstrass neighborhood all the zeros of $`\mathrm{\Delta }^{(1)}`$ are zeros of $`P`$ and viceversa. In addition we have $`P(\beta _R(z_{10})|\beta _I(z_{10}),k(z_{10}),\mathrm{Re}(z_{10}),\mathrm{Im}(z_{10}))=0`$.

a) If $`P^{}(\beta _R(z_{10})|\beta _I(z_{10}),k(z_{10}),\mathrm{Re}(z_{10}),\mathrm{Im}(z_{10}))0`$ we can solve for $`\beta _R`$ and obtain $`\beta _R=\beta _R(\beta _I,k,\mathrm{Re}(z_1),\mathrm{Im}(z_1))`$ in the Weierstrass neighborhood of $`\beta _R(z_{10}),\beta _I(z_{10}),k(z_{10}),z_{10}`$.

b) If $`P^{}(\beta _R(z_{10})|\beta _I(z_{10}),k(z_{10}),\mathrm{Re}(z_{10}),\mathrm{Im}(z_{10}))=0`$ but $`P^{}(\beta _R(z_1)|\beta _I(z_1),k(z_1),\mathrm{Re}(z_1),\mathrm{Im}(z_1))`$ not identically zero in a neighborhood of $`z_{10}`$ then we can solve $`\beta _R=\beta _R(\beta _I,k,\mathrm{Re}(z_1),\mathrm{Im}(z_1))`$ in a dense open set around $`z_{10}`$.

c) If $`P^{}(\beta _R(z_1)|\beta _I(z_1),k(z_1),\mathrm{Re}(z_1),\mathrm{Im}(z_1))`$ is identically zero in a neighborhood of $`z_{10}`$ then we consider $`P^{\prime \prime }(\beta _R|\beta _I,k,\mathrm{Re}(z_1),\mathrm{Im}(z_1))`$ and proceed as above.

Being the Weierstrass polynomial monic the process in c) ends in a finite number of steps with the result that we are able to solve $`\beta _R`$ as an analytic function of $`\beta _I`$, $`k`$ and $`z_1`$ for $`z_1`$ in a dense open set around $`z_{10}`$.

One can substitute the obtained $`\beta _R`$ in the $`\mathrm{\Delta }^{(i)}`$ which become analytic functions of only $`\beta _I,k,\mathrm{Re}(z_1),\mathrm{Im}(z_1)`$. Then one eliminates by the same procedure $`\beta _I`$ and then $`k`$ with the final result that $`\beta _R`$, $`\beta _I`$ and $`k`$ are real analytic functions of $`\mathrm{Re}(z_1),\mathrm{Im}(z_1)`$ in a everywhere dense open set of $`R^2`$.

The procedure is immediately extended to any number of singularities and also to the case of parabolic singularities. Our result is not as strong as the one given by Kra  in the special case of elliptic singularities of finite order and the one given by Zograf and Takhtajan  in the case of parabolic singularities.

Similarly one can deal with the dependence of the $`\beta _n`$ and $`k^2`$ as functions of the $`g_n`$.

## 5 Proof of the hamiltonian nature of 2+1 dimensional gravity

In this section we shall analyze the asymptotic behavior of the solution of the Liouville equation (8) in the case of elliptic singularities, proving several useful relations, in particular we shall prove that the derivative of the constant term of the expansion of $`\varphi `$ at infinity with respect of the position of a singularity $`z_n`$ equals the value of the derivative of the auxiliary parameters $`\beta _n`$ related with the same singularity with respect to the parameter $`g_{\mathrm{}}`$.

First of all we examine the expansion of $`\varphi `$ around the singularity $`z_n`$

$$\varphi (z)=g_n\mathrm{ln}(zz_n)(\overline{z}\overline{z}_n)+r_n(z)$$
(35)
being $`r_n(z)`$ a continuous function in a finite neighborhood of $`z_n`$ and at infinity

$$\varphi (\frac{1}{w})=g_{\mathrm{}}\mathrm{ln}(\frac{1}{w\overline{w}})+r_{\mathrm{}}(w)$$
(36)
being $`r_{\mathrm{}}(w)`$ a continuous function in a finite neighborhood of $`w=0`$.

To make explicit the form of $`r_n(z)`$ we can compute the coefficients in the expansions $`A=1+c_1\zeta +O(\zeta ^2)`$ and $`B=1+c_2\zeta +O(\zeta ^2)`$, with $`\zeta =zz_n`$, which are known from the fuchsian differential equation

$$c_1=\frac{\beta _n}{2(2+g_n)}\mathrm{and}c_2=\frac{\beta _n}{2g_n}.$$
(37)
Then we can substitute the expansion of $`A`$ and $`B`$ into eq.(17), where $`k_n`$ is fixed by the global requirement of the $`SU(1,1)`$ nature of the monodromies.

By taking the logarithm of (17) we have

$$\varphi =g_n\mathrm{ln}\zeta \overline{\zeta }+\mathrm{ln}8k_n^2(g_n+1)^22\mathrm{ln}\left(|1+c_2\zeta +\mathrm{}|^2k_n^2(\zeta \overline{\zeta })^{g_n+1}|1+c_1\zeta +\mathrm{}|^2\right)=$$

$$=g_n\mathrm{ln}\zeta \overline{\zeta }\mathrm{ln}s_n^22(c_2\zeta +\overline{c_2}\overline{\zeta })+O(|\zeta |^2)+$$
(38)
$$+2k_n^2(\zeta \overline{\zeta })^{g_n+1}(1+O(|\zeta |))+O(|\zeta |^{4(g_n+1)})$$

where we designed by $`\mathrm{ln}s_n^2`$ the constant term in the expansion and $`s_n^2=1/8k_n^2(g_n+1)^2`$.

Similarly at infinity we have

$$\varphi =g_{\mathrm{}}\mathrm{ln}z\overline{z}\mathrm{ln}s_{\mathrm{}}^22\mathrm{ln}\left(|1+\frac{c_2}{z}+\mathrm{}|^2k_{\mathrm{}}^2(z\overline{z})^{1g_{\mathrm{}}}|1+\frac{c_1}{z}+\mathrm{}|^2\right)=$$

$$=g_{\mathrm{}}\mathrm{ln}z\overline{z}\mathrm{ln}s_{\mathrm{}}^22(\frac{c_2}{z}+\frac{\overline{c_2}}{\overline{z}})+O(|\frac{1}{z}|^2)+$$
(39)
$$+2k_{\mathrm{}}^2(z\overline{z})^{1g_{\mathrm{}}}\left(1+O(\frac{1}{|z|})\right)+O((z\overline{z})^{22g_{\mathrm{}}}).$$

We shall now prove the following result

$$\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_n}=\frac{\beta _n}{g_{\mathrm{}}}.$$
(40)
In order to do so let us consider an elliptic equation of the form

$$_z_{\overline{z}}\varphi =F(\varphi )$$
(41)
and let $`\varphi (z,v_1,\mathrm{}v_K)`$ be a family of solutions of eq.(41) depending on the parameters $`v_1,\mathrm{}v_K`$ in some given domain $`D`$ of the complex plane. By taking the derivative of eq.(41) with respect to $`v_i`$ we have

$$_z_{\overline{z}}\frac{\varphi }{v_i}=F^{}(\varphi )\frac{\varphi }{v_i}.$$
(42)
Then from eq.(42) we have in $`D`$

$$_z\left(\frac{\varphi }{v_j}_{\overline{z}}(\frac{\varphi }{v_i})\right)_{\overline{z}}\left(\frac{\varphi }{v_i}_z(\frac{\varphi }{v_j})\right)=0.$$
(43)
We shall now apply eq.(43) to the inhomogeneous Liouville equation

$$4_z_{\overline{z}}\varphi =e^\varphi +4\pi \underset{n}{}g_n\delta ^2(zz_n)$$
(44)
in a domain which excludes the sources. The solutions of eq.(44) depend on the parameters $`z_n,g_n,g_{\mathrm{}}`$ which now play the role of the parameters $`v_i`$. We apply eq.(43) choosing as first parameter $`g_{\mathrm{}}`$ and second parameter $`z_n`$, specifying the domain $`X_ϵ`$ as a disk of radius $`R`$ which includes all singularities, from which disks of radius $`ϵ`$ have been removed. Using Stokes’ theorem we obtain

$$0=_R\left(\frac{\varphi }{z_n}_z(\frac{\varphi }{g_{\mathrm{}}})\right)\frac{i}{2}𝑑z+\left(\frac{\varphi }{g_{\mathrm{}}}_{\overline{z}}(\frac{\varphi }{z_n})\right)\frac{i}{2}d\overline{z}$$

$$\underset{l}{}_{\gamma _l}\left(\frac{\varphi }{z_n}_z(\frac{\varphi }{g_{\mathrm{}}})\right)\frac{i}{2}𝑑z+\left(\frac{\varphi }{g_{\mathrm{}}}_{\overline{z}}(\frac{\varphi }{z_n})\right)\frac{i}{2}d\overline{z}.$$
(45)
Let us consider the first integral; the first term gives in the limit $`R\mathrm{}`$

$$\pi \frac{\mathrm{ln}s_{\mathrm{}}^2}{z_n}$$
(46)
while the second

$$R\mathrm{ln}R^2O(\frac{1}{R^2})0.$$
(47)
We consider now the contribution of the integral around the circle of center $`z_n`$ and radius $`ϵ_n`$; we have for the first term

$$_{\gamma _n}\left(\frac{\varphi }{z_n}_z(\frac{\varphi }{g_{\mathrm{}}})\right)\frac{i}{2}𝑑z=$$
(48)
$$\frac{i}{2}d\zeta (\frac{g_n}{\zeta }+\frac{\beta _n}{g_n}\frac{\mathrm{ln}s_n^2}{z_n}+O(|\zeta |)+\frac{O(|\zeta \overline{\zeta }|^{g_n+1})}{\zeta })\times $$

$$\left(\frac{1}{g_n}\frac{\beta _n}{g_{\mathrm{}}}+2(g_n+1)\frac{k_n^2}{g_{\mathrm{}}}\frac{(\zeta \overline{\zeta })^{g_n+1}}{\zeta }+\mathrm{}\right)\pi \frac{\beta _n}{g_{\mathrm{}}}$$

where the terms like

$$\frac{i}{2}𝑑\zeta (\frac{g_n}{\zeta })\times 2(g_n+1)\frac{k_n^2}{g_{\mathrm{}}}\frac{(\zeta \overline{\zeta })^{g_n+1}}{\zeta }$$
(49)
which do not vanish by power counting are identically zero by the phase integration.

Similarly

$$_{\gamma _n}(\frac{\varphi }{g_{\mathrm{}}}_{\overline{z}}(\frac{\varphi }{z_n}))\frac{i}{2}𝑑\overline{z}=$$
(50)
$$\frac{i}{2}𝑑\overline{\zeta }\left(\frac{\mathrm{ln}s_n^2}{g_{\mathrm{}}}\frac{1}{g_n}\frac{\beta _n}{g_{\mathrm{}}}\zeta \frac{1}{g_n}\frac{\overline{\beta }_n}{g_{\mathrm{}}}\overline{\zeta }+\mathrm{}\right)\left(2\frac{\overline{c}_2}{z_n}+\mathrm{}\right)0$$

thus obtaining

$$\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_n}=\frac{\beta _n}{g_{\mathrm{}}}.$$
(51)
Relation (51) is of fundamental importance in canonical 2+1 dimensional gravity; in fact the hamiltonian nature of particles dynamics can be proved by means of this relation, and the hamiltonian is just $`\mathrm{ln}s_{\mathrm{}}^2`$ . In fact we recall that the equations of motions in the rotating frame are (see )

$$\dot{z}_n^{}=\underset{B}{}\frac{\beta _B}{\mu }\frac{z_B^{}}{P_n^{}}n=2,\mathrm{}𝒩$$
(52)
and

$$\dot{P}_n^{}=\frac{\beta _n}{\mu }+\underset{B}{}\frac{\beta _B}{\mu }\frac{z_B^{}}{z_n^{}}n=2,\mathrm{}𝒩,$$
(53)
where the indices $`B`$ label the so called apparent singularities, $`n`$ label the particles and $`z_n^{}=z_nz_1`$ and $`P_n^{}=P_n`$ $`(n=2,\mathrm{},𝒩)`$, The previous equations take the form

$$\dot{z}_n^{}=\underset{B}{}\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_B}\frac{z_B^{}}{P_n^{}}=\frac{\mathrm{ln}s_{\mathrm{}}^2}{P_n^{}}n=2,\mathrm{}𝒩$$
(54)
and

$$\dot{P}_n^{}=\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_n^{}}|_{z_B^{}}\underset{B}{}\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_B^{}}\frac{z_B^{}}{z_n^{}}=\frac{\mathrm{ln}s_{\mathrm{}}^2}{z_n^{}}n=2,\mathrm{}𝒩.$$
(55)
So $`\mathrm{ln}s_{\mathrm{}}^2`$ is the hamiltonian for the $`𝒩`$ particle system. As $`\mathrm{ln}s_{\mathrm{}}^2`$ is a single valued function of the arguments we have that the hamiltonian is a single valued function on the phase space and not a section.

## 6 Proof of Polyakov conjecture for general elliptic singularities

In this section we shall give a proof of Polyakov conjecture for general elliptic singularities following the path outlined in the previous paragraph, generalizing relation (51) to all $`g_n`$ and $`\mathrm{ln}s_m^2`$. This results in a weak form of Polyakov relation. From the weak form the strong form is immediately obtained. This method provides the simplest proof of Polyakov conjecture for elliptic singularities.

We exploit the relations that can be found applying eq.(45) choosing the couples of parameters $`(z_n,g_m)`$, $`(g_n,g_m)`$, $`(z_n,z_m)`$. Let us start with $`(z_n,g_m)`$ (and $`nm`$). The only surviving contributions are those at $`z_n`$ and $`z_m`$, the first giving

$$_{\gamma _n}\left(\frac{\varphi }{z_n}_z(\frac{\varphi }{g_m})\right)\frac{i}{2}𝑑z$$
(56)
$$=_\gamma \frac{i}{2}𝑑\zeta \left(\frac{g_n}{\zeta }+\mathrm{}\right)(\frac{1}{g_n}\frac{\beta _n}{g_m}+\mathrm{})\pi \frac{\beta _n}{g_m}$$

and

$$_{\gamma _n}\left(\frac{\varphi }{g_m}_{\overline{z}}(\frac{\varphi }{z_n})\right)\frac{i}{2}𝑑\overline{z}0.$$
(57)
Around the circle $`z_m`$ the integration gives

$$_{\gamma _m}\left(\frac{\varphi }{z_n}_z(\frac{\varphi }{g_m})\right)\frac{i}{2}𝑑z$$
(58)
$$=_\gamma \frac{i}{2}𝑑z\left(\frac{\mathrm{ln}s_m^2}{z_n}+\mathrm{}\right)\left(\frac{1}{\zeta }+\mathrm{}\right)\pi \frac{\mathrm{ln}s_m^2}{z_n}$$

while

$$_R\left(\frac{\varphi }{g_m}_{\overline{z}}(\frac{\varphi }{z_n})\right)\frac{i}{2}𝑑\overline{z}0.$$
(59)
In this way we have reached

$$\frac{\mathrm{ln}s_m^2}{z_n}=\frac{\beta _n}{g_m}.$$
(60)
For $`n=m`$ both contributions come from the circle of center $`z_m`$ but the result is the same, that is

$$\frac{\mathrm{ln}s_m^2}{z_m}=\frac{\beta _m}{g_m}.$$
(61)
When in eq.(45) we take the derivative with respect to $`g_m`$ and $`g_n`$ of $`\varphi `$ we reach

$$\frac{\mathrm{ln}s_m^2}{g_n}=\frac{\mathrm{ln}s_n^2}{g_m},$$
(62)
and when the chosen parameters are $`z_n`$ and $`z_m`$ we reach the relation

$$\frac{\beta _m}{z_n}=\frac{\beta _n}{z_m}.$$
(63)
We can summarize the previous results by stating that the form $`\omega `$ defined by

$$\omega =\underset{n}{}\beta _ndz_n+\underset{n}{}\mathrm{ln}s_n^2dg_n+c.c.$$
(64)
is closed. Finally we observe that even the derivative $`\frac{\varphi }{z}`$ satisfies in $`D`$ the linear equation

$$4_z_{\overline{z}}\frac{\varphi }{z}=F^{}(\varphi )\frac{\varphi }{z}$$
(65)
but if we study the relation

$$0=_R\left(\frac{\varphi }{z}_z(\frac{\varphi }{v})\right)\frac{i}{2}𝑑z+\left(\frac{\varphi }{v}_{\overline{z}}(\frac{\varphi }{z})\right)\frac{i}{2}d\overline{z}$$

$$\underset{l}{}_{\gamma _l}\left(\frac{\varphi }{z}_z(\frac{\varphi }{v})\right)\frac{i}{2}𝑑z+\left(\frac{\varphi }{v}_{\overline{z}}(\frac{\varphi }{z})\right)\frac{i}{2}d\overline{z}$$
(66)
with $`v=g_{\mathrm{}},g_n,z_n`$ we find simply the vanishing of the derivative of the well-known first Fuchs relation $`_n\beta _n=0`$, with respect to $`v`$.

We shall now relate the previous results to the regularized Liouville action

$$S_P[\varphi ]=\underset{ϵ0}{lim}S_ϵ[\varphi ]$$
(67)
where

$$S_ϵ[\varphi ]=\frac{i}{2}_{X_ϵ}(_z\varphi _{\overline{z}}\varphi +\frac{e^\varphi }{2})𝑑zd\overline{z}+\frac{i}{2}\underset{n}{}g_n_n\varphi (\frac{d\overline{z}}{\overline{z}\overline{z}_n}\frac{dz}{zz_n})$$

$$+\frac{i}{2}g_{\mathrm{}}_{\mathrm{}}\varphi (\frac{d\overline{z}}{\overline{z}}\frac{dz}{z})\pi \underset{n}{}g_n^2\mathrm{ln}ϵ^2\pi g_{\mathrm{}}^2\mathrm{ln}ϵ^2.$$
(68)
$`X_ϵ`$ is a disk of radius $`1/ϵ`$ which includes all singularities, from which disks of radius $`ϵ`$ around each singularity have been removed. The variation of such action provides the inhomogeneous Liouville equation (8). The contour terms impose the correct behavior of the $`\varphi `$ on the singularities and at infinity. We shall now compute the derivative with respect to $`g_m`$ of $`S_ϵ`$ calculated on the solutions of eq.(8). As the action is stationary on the solution of eq.(8) the only contribution is due the term in eq.(68) which explicitly depend on $`g_m`$. A simple computation gives

$$\frac{S_P}{g_m}=2\pi \mathrm{ln}s_m^2.$$
(69)
Putting together the results of eqs.(60,69) we have

$$\frac{1}{2\pi }d\frac{S_P[\varphi ]}{g_m}=\underset{n}{}\frac{\beta _n}{g_m}dz_n+c.c.$$
(70)
from which

$$\frac{1}{2\pi }dS_P[\varphi ]=\underset{n}{}\beta _ndz_n+c.c.+F$$
(71)
where

$$F=\underset{n}{}f_ndz_n+c.c.$$
(72)
with $`f_n`$ dependent on $`z_n`$ but not on $`g_n`$.

We prove now that $`F=0`$. To this end we shall take one of the parameters $`g_n`$ e.g. $`g_1`$ to zero. Recalling the expansion of $`\varphi `$ around $`z_n`$

$$\varphi =g_1\mathrm{ln}\zeta \overline{\zeta }+O(1)2c_2\zeta 2\overline{c_2}\overline{\zeta }+2k_1^2(\zeta \overline{\zeta })^{g_1+1}+\mathrm{}$$
(73)
we can compute $`Q(z)`$

$$Q(z)=\frac{1}{2}_z^2\varphi \frac{1}{4}(_z\varphi )^2=\frac{g_1(g_1+2)}{4\zeta ^2}+\frac{g_1c_2}{\zeta }+\mathrm{}$$
(74)
from which $`\beta _1=2g_1c_2`$. For $`g_10`$ both terms disappear from $`Q(z)`$ and $`g_1`$ disappears from the r.h.s. of eq.(8) as well (cfr. also ). Now $`S_P[\varphi ]`$ depends on $`z_2,\mathrm{}z_N`$ and

$$\frac{1}{2\pi }dS_P[\varphi ]=\beta _2dz_2+\mathrm{}+\beta _Ndz_N+f_1dz_1+f_2dz_2+\mathrm{}f_Ndz_N+c.c.$$
(75)
from which it follows $`f_10`$. Similarly we reason with the other singularities obtaining $`F=0`$.

## 7 Direct proof, elliptic and parabolic case

The previous proof goes through the weak form of Polyakov relation as an intermediate step. We think this is the simplest way to prove Polyakov conjecture. On the other hand, as one has to take the derivative with respect to $`g_m`$, this path cannot be followed in the case of parabolic singularities. In  we gave a direct proof of Polyakov conjecture by rewriting the action in term of some background fields. In the following we shall follow this path introducing some short cuts with respect to the proof in  (see also  for a different approach). Even if the treatment is not as simple as the one given in Section 4 it has the advantage of being immediately extendible to the case of parabolic singularities. The case of parabolic singularities was first solved in ; on the other hand we think worth while to see how the present method applies to both cases.

The technique to prove Polyakov conjecture will be to express the original action in terms of a field $`\varphi _M`$ which is less singular than the original conformal field $`\varphi `$. This procedure will give rise to an action $`S`$ for the field $`\varphi _M`$ which does not involve the $`ϵ0`$ process. Despite that, computing the derivative of the new action $`S`$ is not completely trivial because one cannot take directly the derivative operation under the integral sign. In fact such unwarranted procedure would give rise to an integrand which is not absolutely summable. This does not apply to the simpler case of the derivative with respect to $`g_m`$ considered in the previous section, as in that case the derivative of the integrand is absolutely summable and bounded by a summable function as $`g_m`$ varies in an interval.

In the global coordinate system $`z`$ on $``$ one writes $`\varphi =\varphi _M+\varphi _1+\alpha _1\varphi _B`$ where $`\varphi _B`$ is a background conformal factor which is regular and behaves at infinity like $`\varphi _B=2\mathrm{ln}(z\overline{z})+c_B+O(1/|z|)`$ (a possible choice for $`\varphi _B`$ is the conformal factor of the sphere with constant curvature $`e^{\varphi _B}=\frac{8}{(1+z\overline{z})^2}`$) while $`\varphi _1`$ is defined by

$$\varphi _1=\underset{n}{}g_n\mathrm{ln}|zz_n|^2+c_0.$$
(76)
Then we have for $`\varphi _M`$

$$4_z_{\overline{z}}\varphi _M=e^{\varphi _M+\varphi _1+\alpha _1\varphi _B}\alpha _14_z_{\overline{z}}\varphi _B.$$
(77)
We shall choose $`\alpha _1=(_ng_n+g_{\mathrm{}})/2`$ so that $`\varphi _M`$ will be a function regular at infinity. The action which generates the above equation is

$$S=\left(_z\varphi _M_{\overline{z}}\varphi _M+\frac{e^\varphi }{2}2\alpha _1\varphi _M_z_{\overline{z}}\varphi _B\right)\frac{idzd\overline{z}}{2}.$$
(78)
The fields $`\varphi _1`$ and $`\varphi _M`$ transform under a change of chart like scalars while $`e^{\varphi _B}`$ transforms as a $`(1,1)`$ density. This choice is also in agreement with the invariance of eqs.(77,78). Due to the behavior of $`\varphi _M`$ and $`\varphi _1`$ at the singularities and at infinity the integral in eq.(78) converges absolutely.

The regularized Liouville action is given by

$$S_P[\varphi ]=\underset{ϵ0}{lim}S_ϵ[\varphi ]$$
(79)
where

$$S_ϵ[\varphi ]=\frac{i}{2}_{X_ϵ}(_z\varphi _{\overline{z}}\varphi +\frac{e^\varphi }{2})𝑑zd\overline{z}+\frac{i}{2}\underset{n}{}g_n_n\varphi (\frac{d\overline{z}}{\overline{z}\overline{z}_n}\frac{dz}{zz_n})$$

$$+\frac{i}{2}g_{\mathrm{}}_{\mathrm{}}\varphi (\frac{d\overline{z}}{\overline{z}}\frac{dz}{z})\pi \underset{n}{}g_n^2\mathrm{ln}ϵ^2\pi g_{\mathrm{}}^2\mathrm{ln}ϵ^2$$
(80)
both for elliptic and parabolic singularities (in which case $`g_n=1,g_{\mathrm{}}=2`$), even if the behavior of the solutions of the Liouville equation around parabolic singularities is completely different from that around elliptic singularities. It is proven in Appendix 2 that the action $`S`$ computed on a function $`\varphi `$, with the following asymptotic behavior at the singularities

$$\{\begin{array}{cc}g_m\mathrm{ln}\zeta \overline{\zeta }\hfill & \text{around an elliptic singularity}\hfill \\ \mathrm{ln}(\zeta \overline{\zeta })\mathrm{ln}(\mathrm{ln}(\zeta \overline{\zeta }))^2\hfill & \text{around a parabolic singularity}\hfill \\ g_{\mathrm{}}\mathrm{ln}z\overline{z}\hfill & \text{at infinity}\hfill \end{array}$$

is related to the original Liouville action $`S_P`$ by

$$S_P=S+\pi \underset{m}{}\underset{nm}{}g_mg_n\mathrm{ln}|z_mz_n|^2+$$

$$4\pi \alpha _1c_0\alpha _1^2\varphi _B_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}+2\pi \alpha _1^2c_B.$$
(81)
We saw in Section 4 how on an open everywhere dense set of $``$ there exists the derivative with respect to $`z_n`$ of the parameters $`k,\mathrm{Re}\beta _i,\mathrm{Im}\beta _i`$ which determine the solutions of the fuchsian equation related by eq.(12) to the conformal factor $`\varphi `$. Actually as pointed out at the end of Section 4 in that domain such parameters are real analytic functions of $`z_n`$. On the other hand the solutions of the fuchsian equation and thus $`\varphi _M`$ depend analytically on such parameters .

The procedure to compute the derivative will be to prove that

$$\frac{S}{z_m}=\underset{ϵ0}{lim}_{X_ϵ}\frac{F}{z_m}\frac{i}{2}𝑑zd\overline{z}$$
(82)
where $`X_ϵ`$ has been defined after eq.(68) and $`F`$ is given by

$$F=_z\varphi _M_{\overline{z}}\varphi _M+\frac{e^\varphi }{2}2\alpha _1\varphi _M_z_{\overline{z}}\varphi _B.$$
(83)
First we write the identity

$$S=_{X_ϵ}F\frac{i}{2}𝑑zd\overline{z}+_{X_ϵ}F\frac{i}{2}𝑑zd\overline{z}.$$
(84)
The second integral is a sum of integrals having as domain disks of radius $`ϵ`$ around each singularity. If we take the derivative with respect to $`z_m`$ we have

$$\frac{S}{z_m}=\frac{}{z_m}_{X_ϵ}F\frac{i}{2}𝑑zd\overline{z}+\frac{}{z_m}_{X_ϵ}F\frac{i}{2}𝑑zd\overline{z},$$
(85)
and the second term on the r.h.s. goes to zero as $`ϵ0`$. It will be sufficient to prove this for the contribution coming from the disk $`D_ϵ^m`$ around the singularity $`z_m`$; in the following we shall denote with $`D_ϵ^0`$ the disk of center $`0`$ and radius $`ϵ`$. In the elliptic case we have the structure

$$\frac{}{z_m}_{D_ϵ^m}F\frac{i}{2}𝑑zd\overline{z}=$$

$$\frac{}{z_m}_{D_ϵ^0}\left(\frac{2k_m^2(1+g_m)A\overline{A}(\zeta \overline{\zeta })^{1+g_m}}{\zeta [B\overline{B}k_m^2A\overline{A}(\zeta \overline{\zeta })^{1+g_m}]}+\mathrm{}\right)\left(\frac{2k_m^2(1+g_m)A\overline{A}(\zeta \overline{\zeta })^{1+g_m}}{\overline{\zeta }[B\overline{B}k_m^2A\overline{A}(\zeta \overline{\zeta })^{1+g_m}]}+\mathrm{}\right)\frac{i}{2}𝑑\zeta d\overline{\zeta }+$$

$$\frac{}{z_m}_{D_ϵ^0}\frac{4k_m^2(g_m+1)^2(\zeta \overline{\zeta })^{g_m}}{[B\overline{B}k_m^2(\zeta \overline{\zeta })^{(g_m+1)}A\overline{A}]^2}\frac{i}{2}𝑑\zeta d\overline{\zeta }+$$

$$\frac{}{z_m}2\alpha _1_{D_ϵ^0}(\mathrm{ln}[B\overline{B}k_m^2A\overline{A}(\zeta \overline{\zeta })^{1+g_m}]^2+\mathrm{})_z_{\overline{z}}\varphi _B(\zeta +z_m)\frac{i}{2}d\zeta d\overline{\zeta },$$
(86)
and in the parabolic case

$$\frac{}{z_m}_{D_ϵ^0}\left(\frac{2}{\zeta [\frac{\overline{A_0}}{\overline{B}}+\frac{A_0}{B}+\mathrm{ln}\frac{\zeta \overline{\zeta }}{k_m^2}]}+\mathrm{}\right)\left(\frac{2}{\overline{\zeta }[\frac{\overline{A_0}}{\overline{B}}+\frac{A_0}{B}+\mathrm{ln}\frac{\zeta \overline{\zeta }}{k_m^2}]}+\mathrm{}\right)\frac{i}{2}𝑑\zeta d\overline{\zeta }+$$

$$\frac{}{z_m}_{D_ϵ^0}\frac{4}{\zeta \overline{\zeta }B\overline{B}[\frac{\overline{A_0}}{\overline{B}}+\frac{A_0}{B}+\mathrm{ln}\frac{\zeta \overline{\zeta }}{k_m^2}]^2}\frac{i}{2}𝑑\zeta d\overline{\zeta }+$$

$$2\alpha _1\frac{}{z_m}_{D_ϵ^0}(\mathrm{ln}[\frac{\overline{A_0}}{\overline{B}}+\frac{A_0}{B}+\mathrm{ln}\frac{\zeta \overline{\zeta }}{k_m^2}]^2+\mathrm{})_z_{\overline{z}}\varphi _B\frac{i}{2}d\zeta d\overline{\zeta }.$$
(87)
It is possible to commute derivative and integral because the derivative of the integrand is an absolutely summable function, bounded by an absolutely summable function independent of $`z_m`$, when $`z_m`$ varies in a small interval. So, being the integrand absolutely summable, if we take the limit in which the domain of integration vanishes we obtain zero.

We come now to the first term of eq.(85). It is possible to rewrite it as

$$\frac{}{z_m}_{X_ϵ}F\frac{i}{2}𝑑zd\overline{z}=_{X_ϵ}\frac{F}{z_m}\frac{i}{2}𝑑zd\overline{z}_{D_ϵ^m}F\frac{i}{2}𝑑\overline{z}$$
(88)
where the contour term comes from the movement of the domain of integration. In the limit $`ϵ0`$ this last term vanishes, so we are left with

$$\frac{S}{z_m}=\underset{ϵ0}{lim}_{X_ϵ}\frac{}{z_m}\left(_z\varphi _M_{\overline{z}}\varphi _M+\frac{e^\varphi }{2}2\alpha _1\varphi _M_z_{\overline{z}}\varphi _B\right)\frac{i}{2}𝑑zd\overline{z}.$$
(89)
Using now the equation of motion (77) we obtain

$$\frac{S}{z_m}=\underset{ϵ0}{lim}_{X_ϵ}\left(_z(\frac{\varphi _M}{z_m}_{\overline{z}}\varphi _M)+_{\overline{z}}(\frac{\varphi _M}{z_m}_z\varphi _M)+\frac{\varphi _1}{z_m}\frac{e^\varphi }{2}\right)\frac{idzd\overline{z}}{2}.$$
(90)
It is easily checked that the only contribution which survives in the limit $`ϵ0`$ is

$$\frac{S}{z_m}=\underset{ϵ0}{lim}_{X_ϵ}\frac{e^\varphi }{2}\frac{\varphi _1}{z_m}\frac{idzd\overline{z}}{2}$$
(91)
which can be computed by using eq.(77) and $`{\displaystyle \frac{\varphi _1}{z_m}}={\displaystyle \frac{g_m}{(zz_m)}}`$ to obtain

$$\frac{S}{z_m}=ig_m\underset{ϵ0}{lim}_{\gamma _ϵ}\frac{1}{zz_m}_z\left(\varphi _M+\alpha _1\varphi _B\right)dz.$$
(92)
We use now $`\varphi _M+\alpha _1\varphi _B=\varphi _ng_n\mathrm{ln}|zz_n|^2c_0`$. Both in the elliptic and in the parabolic case we have

$$_z(\varphi _M+\alpha _1\varphi _B)=2c_2\underset{nm}{}\frac{g_n}{zz_n}+\rho _n(\zeta )$$
(93)
where $`c_2=\beta _m/2g_m`$ and the contour integral of $`\rho _n(\zeta )`$ in eq.(92) vanishes for $`ϵ0`$. Finally we have

$$\frac{S}{z_m}=2\pi \beta _m2\pi \underset{n,nm}{}\frac{g_mg_n}{z_mz_n}$$
(94)
equivalent to Polyakov conjecture

$$\frac{1}{2\pi }\frac{S_P}{z_m}=\beta _m$$
(95)
due to the relation (81) between $`S`$ and $`S_P`$.

## Appendix 1

In ref. Lichtenstein proves among others, the following result: one can write $`\varphi =U+v`$ where $`v`$ solves the linear equation (in modern notation)

$$\mathrm{\Delta }_{LB}v=\beta +4\pi e^{\varphi _B}\underset{n}{}g_n\delta ^2(zz_n).$$
(96)
$`\mathrm{\Delta }_{LB}`$ is the Laplace- Beltrami operator on the background $`e^{\varphi _B}`$ i.e. $`4e^{\varphi _B}_z_{\overline{z}}`$ and $`\beta (z)`$ is a positive function regular in $``$ except at the singularities in a neighbourhood of which it equals in the parabolic case

$$\frac{8}{e^{\varphi _B}\zeta \overline{\zeta }(\mathrm{ln}\zeta \overline{\zeta })^2}$$
(97)
and in the elliptic case is subject to the inequality

$$0<\lambda ^{}<\beta (\zeta \overline{\zeta })^{g_n}<\lambda ^{\prime \prime }.$$
(98)
Moreover

$$\beta e^{\varphi _B}\frac{idzd\overline{z}}{2}=4\pi \underset{n}{}g_n.$$
(99)
Most important, $`U`$ is a bounded function over all $``$ with a bound $`H`$ which depends continuously on the $`z_n`$ and on the $`g_n`$. $`U`$ obviously solves the equation

$$\mathrm{\Delta }_{LB}U+\beta =e^{U+v\varphi _B}$$
(100)
and thus we can write

$$U=\mathrm{\Delta }_{LB}^1(e^{U+v\varphi _B}\beta )$$
(101)
where $`\mathrm{\Delta }_{LB}^1`$ is the usual Green function $`\mathrm{\Delta }_{LB}^1=\frac{1}{4\pi }\mathrm{ln}[(zz^{})(\overline{z}\overline{z}^{})]`$. Eq.(101) allows us to put uniform bounds of $`_z\varphi `$ and $`_z^2\varphi `$ in a domain which excludes the singularities $`z_n`$. In fact we have

$$_zU=\frac{1}{4\pi }\frac{1}{zz^{}}[e^{U+v\varphi _B}\beta ](z^{})e^{\varphi _B(z^{})}d^2z^{}.$$
(102)
We can write the integral as the sum over a small disk $`D_\eta `$ of radius $`\eta `$ around $`z`$ and the remaining of the complex plane. The modulus of the first term is bounded by

$$e^H_{D_\eta }\frac{1}{|zz^{}|}e^{v(z^{})}d^2z^{}+_{D_\eta }\frac{1}{|zz^{}|}|\beta (z^{})|e^{\varphi _B(z^{})}d^2z^{}$$
(103)
and as such bounded when e.g. $`z_1`$ varies in a small neighborhood which does not overlap with the other singularities. The integral over $`D_\eta `$ is bounded by

$$\frac{1}{\eta }e^{U(z^{})+v(z^{})}d^2z^{}+\frac{1}{\eta }|\beta (z^{})|e^{\varphi _B(z^{})}d^2z^{}.$$
(104)
Both integrals are finite and vary regularly with $`z_n`$. Similarly one can put a bound on the second derivative.

$$_z^2U=\frac{1}{4\pi }_{D_\eta }\frac{1}{zz^{}}[e^{U+v\varphi _B}_z^{}(U+v)_z^{}\beta \beta _z^{}\varphi _B](z^{})e^{\varphi _B(z^{})}d^2z^{}$$
(105)
$$\frac{1}{4\pi }_{D_\eta }\frac{1}{zz^{}}[e^{U+v\varphi _B}\beta ](z^{})e^{\varphi _B(z^{})}\frac{id\overline{z}^{}}{2}$$

$$\frac{1}{4\pi }_{D_\eta }\frac{1}{(zz^{})^2}[e^{U+v\varphi _B}\beta ](z^{})e^{\varphi _B(z^{})}d^2z^{}.$$

The first term is bounded by the sum of the convergent integrals

$$\frac{1}{4\pi }e^H_{D_\eta }\frac{1}{|zz^{}|}e^v|_z^{}(U+v)|d^2z^{}$$
(106)
$$\frac{1}{4\pi }_{D_\eta }\frac{1}{|zz^{}|}|_z^{}\beta \beta _z^{}\varphi _B|e^{\varphi _B(z^{})}d^2z^{},$$

the second is bounded due to uniform boundedness of the integrand on the contour and the last is bounded similarly as done for the first derivative.

We recall now that the rational function $`Q(z)`$ is related to the analytic component of the energy momentum tensor of Liouville theory by

$$Q(z)=\underset{n}{}\frac{1\mu _n^2}{4(zz_n)^2}+\frac{\beta _n}{2(zz_n)}=\frac{1}{2}[\frac{1}{2}(_z\varphi )^2_z^2\varphi ].$$
(107)
Thus we can extract the $`\beta _n`$ as contour integrals of the r.h.s. of eq.(107) choosing contours which enclose the singularities. As $`_z\varphi `$ and $`_z^2\varphi `$ are uniformly bounded when the $`z_n`$ vary on small disks of $``$ which do not overlap, we have that on such domain the $`\beta _n`$ remain bounded.

With regard to the boundedness of $`k_n`$ we recall that $`\varphi `$ in the case of elliptic singularities has the following expansion near $`z_n`$

$$\varphi =g_n\mathrm{ln}|zz_n|^2\mathrm{ln}s_n^2+o(1)$$
(108)
and $`v`$

$$v=g_n\mathrm{ln}|zz_n|^2+c_n+o(1)$$
(109)
where $`c_n`$ varies continuously with the $`z_m`$.

Taking into account that $`U`$ is bounded we have

$$\mathrm{ln}s_n^2=c_n+U(z_n)$$
(110)
and thus $`\mathrm{ln}s_n^2`$ is bounded when the $`z_m`$ vary in small non overlapping disks of $``$. As according to eq.(38)

$$\mathrm{ln}s_n^2=\mathrm{ln}k_n^2+\mathrm{ln}(g_n+1)^2+\mathrm{ln}8$$
(111)
the same can be said about the boundedness of $`\mathrm{ln}k_n^2`$. Similarly one can deal with the boundedness of $`\beta _n`$ and of $`k_n^2`$ as functions of the $`g_n`$ when $`g_n`$ vary in small domains respecting Picard’s bounds. One can easily extend the proof of the boundedness of $`\beta _n`$ and $`k_n^2`$ to the case of parabolic singularities.

## Appendix 2

In this appendix we rewrite Polyakov’s regularized action in terms of the field $`\varphi _M`$ and a background field $`\varphi _B`$. We write

$$\varphi =\varphi _M+\varphi _1+\alpha _1\varphi _B$$
(112)
choosing $`\varphi _1`$

$$\varphi _1=\underset{n}{}g_n\mathrm{ln}(zz_n)(\overline{z}\overline{z}_n)+c_0.$$
(113)
$`e^{\varphi _B}`$ is the background conformal factor describing a surface with the topology of the sphere. Thus we have

$$e^{\varphi _B}4_z_{\overline{z}}\varphi _Bd\mu \mathrm{\Delta }_{LB}\varphi _B𝑑\mu =4_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}=8\pi .$$
(114)
This relation fixes the asymptotic behavior of $`\varphi _B`$

$$\varphi _B=2\mathrm{ln}z\overline{z}+c_B+o(z).$$
(115)
As a consequence $`\varphi _M`$ solves

$$4_z_{\overline{z}}\varphi _M=e^\varphi \alpha _14_z_{\overline{z}}\varphi _B.$$
(116)
$`\varphi _M`$ is finite for $`z=z_n`$ in the case of elliptic singularities, while for parabolic singularities it diverges like $`\mathrm{ln}\mathrm{ln}^2(\zeta \overline{\zeta })`$; in order to have $`\varphi _M`$ regular at infinity we choose $`\alpha _1=(_ng_n+g_{\mathrm{}})/2`$. We shall write $`\varphi _M(\mathrm{})=c_M`$. We have

$$_{X_ϵ}_z\varphi _{\overline{z}}\varphi \frac{idzd\overline{z}}{2}=(_z\varphi _M_{\overline{z}}\varphi _M2\alpha _1\varphi _M_z_{\overline{z}}\varphi _B)\frac{idzd\overline{z}}{2}+$$
(117)
$$_{X_ϵ}_z(\varphi _M_{\overline{z}}(\varphi _1+\alpha _1\varphi _B))\frac{idzd\overline{z}}{2}+_{X_ϵ}_{\overline{z}}(\varphi _M_z(\varphi _1+\alpha _1\varphi _B))\frac{idzd\overline{z}}{2}+$$

$$_{X_ϵ}_z(\varphi _1+\alpha _1\varphi _B)_{\overline{z}}(\varphi _1+\alpha _1\varphi _B)\frac{idzd\overline{z}}{2}$$

The second and third integral reduce to

$$\frac{i}{2}\underset{n}{}g_n_{\gamma _n}\varphi _M[\frac{d\overline{z}}{\overline{z}\overline{z}_n}\frac{dz}{zz_n}]\frac{i}{2}g_{\mathrm{}}_\gamma _{\mathrm{}}\varphi _M[\frac{d\overline{z}}{\overline{z}}\frac{dz}{z}]$$
(118)
while the fourth becomes

$$\frac{i}{2}\underset{n}{}_{\gamma _n}(\varphi _1+\alpha _1\varphi _B)_{\overline{z}}\varphi _1d\overline{z}+$$

$$\frac{i}{2}_\gamma _{\mathrm{}}(\varphi _1+\alpha _1\varphi _B)_{\overline{z}}\varphi _1d\overline{z}(\varphi _1+\alpha _1\varphi _B)\alpha _1_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}.$$
(119)
The terms (119) combines with (118) as follows: the first two terms in (119) sum to the integrals in (118) to give the contour integrals in the original action (68), leaving the term

$$\alpha _1^2\varphi _B_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}$$
(120)
and the terms

$$\frac{i}{2}\underset{n}{}g_n_{\gamma _n}(\varphi _1+\alpha _1\varphi _B)\frac{dz}{zz_n}\frac{i}{2}g_{\mathrm{}}_\gamma _{\mathrm{}}(\varphi _1+\alpha _1\varphi _B)\frac{dz}{z}\alpha _1\varphi _1_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}.$$
(121)
These terms do not contain the field $`\varphi _M`$ and can be computed explicitly; they give rise to the divergence $`\pi _ng_n^2\mathrm{ln}ϵ^2+\pi g_{\mathrm{}}^2\mathrm{ln}ϵ^2`$ which cancel the one in the original action (68) and to the finite terms

$$\pi \underset{n}{}g_n\underset{mn}{}g_m\mathrm{ln}|z_nz_m|^2+2\pi \alpha _1^2c_B+4\pi \alpha _1c_0.$$
(122)
Thus the final form of the action is

$$S_P=(_z\varphi _M_{\overline{z}}\varphi _M+\frac{e^\varphi }{2}2\alpha _1\varphi _M_z_{\overline{z}}\varphi _B)\frac{idzd\overline{z}}{2}+\pi \underset{n}{}g_n\underset{mn}{}g_m\mathrm{ln}|z_nz_m|^2$$
(123)
$$+4\pi \alpha _1c_0\alpha _1^2\varphi _B_z_{\overline{z}}\varphi _B\frac{idzd\overline{z}}{2}+2\pi \alpha _1^2c_B.$$

The same procedure holds in the case when one or more singularities are of the parabolic type yielding the same result. In fact the kinematic field $`\varphi _B`$ is the same, $`\varphi _1`$ is obtained by replacing some $`g_n`$ with $`1`$ and the integral containing the field $`\varphi _M`$ are still absolutely convergent.


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# Sandpiles with height restrictions

## I Introduction

Sandpile models are the prime example of self-organized criticality (SOC) , a control mechanism that forces a system with an absorbing-state phase transition to its critical point , leading to scale-invariance in the apparent absence of parameters . SOC in a slowly-driven sandpile corresponds to an absorbing-state phase transition in a model having the same local dynamics, but a fixed number of particles . The latter class of models have come to be called fixed-energy sandpiles (FES). While most studies of sandpiles have probed the driven case , there is great interest in understanding the scaling properties of FES models as well . In this paper we study FES with a height restriction.

From the theoretical standpoint, an inconvenient feature of sandpile models is that the number of particles per site is unbounded. This complicates attempts to derive cluster approximations and continuum descriptions. In Manna’s stochastic sandpile , a site with $`z2`$ particles is active, i.e., can topple, sending two particles to neighboring sites. This suggests restricting the number of particles per site to $`z=`$ 0, 1 or 2. In this work we study such a model, in one and two dimensions, with the goal of establishing its critical properties. Analyses of FES without a height restriction reveal that they exhibit a phase transition between an absorbing and an active state as the particle density $`\zeta `$ is increased beyond a critical value ; we find the same to be true of the restricted-height models. Thus the restricted model has nontrivial critical behavior, and represents, due to its simplicity, an attractive system for further theoretical analysis. Moreover, a detailed study allows us to address questions of universality in sandpiles, and, more generally, of absorbing-state phase transitions in systems with a conserved density . The balance of this paper is organized as follows. In Sec. II we define the models, followed by a discussion of cluster approximations in Sec. III. Numerical results are analyzed in Sec. IV, and in Sec. V we summarize our findings.

## II Models

The models are defined on a hypercubic lattice with periodic boundaries: a ring of $`L`$ sites in one dimension, a square lattice of $`L\times L`$ sites in $`2d`$. The configuration is specified by the number of particles $`z_i=0,1`$, or 2 at each site $`i`$; sites with $`z_i=2`$ are active, and have a toppling rate of unity. The continuous-time (i.e., sequential), Markovian dynamics consists of a series of toppling events at individual sites. (Maintaining the restiction $`z2`$ would be quite complicated in a simultaneous-update scheme.) When site $`i`$ topples, two particles attempt to move to randomly chosen nearest neighbors $`j`$ and $`j^{}`$ of $`i`$. ($`j`$ and $`j^{}`$ need not be distinct.) Each particle transfer is accepted so long as it does not lead to a site having more than two particles. The next site to topple is chosen at random from a list of active sites, which must naturally be updated following each event. The time increment associated with each toppling is $`\mathrm{\Delta }t=1/N_A`$, where $`N_A`$ is the number of active sites just prior to the event. $`\mathrm{\Delta }t`$ is the mean waiting time to the next event, if we were to choose sites blindly, instead of using a list. In this way, $`N_A`$ sites topple per unit time, consistent with each active site having a unit rate of toppling.

We consider two stochastic toppling rules. In one, the two particles released when a site topples move independently. Any particle attempting to move to a site harboring two particles is sent back to the toppling site. (Thus an attempt to send two particles from site $`j`$ to site $`k`$, with $`z_k=1`$, results in $`z_k=2`$ and $`z_j=1`$.) We study this independent toppling rule in both one and two dimensions. In the other, cooperative rule, transitions that would transfer fewer than the maximum possible number of particles are avoided. The cooperative rule is studied in one dimension only. Transition probabilities for the two rules are listed in Table I.

## III Cluster approximations

We have derived cluster approximations for the independent toppling rule at the one-site (i.e., simple mean-field theory) and two-site levels. While the height restriction complicates the analysis of transitions, it confers the advantage of a strict limit on the the number of variables. (To study the unrestricted sandpile using cluster approximations one must impose a cutoff on the height distribution .)

### A One-site approximation

At this level of approximation there are three variables, $`p_n`$, with $`n=0,1`$ or 2, representing the probability of a site having exactly $`n`$ particles. It is convenient to use the shorthand notation $`p_n(n)`$. There is only one independent variable, due to the constraints of normalization, $`(0)+(1)+(2)=1`$, and of fixed density, $`\zeta =(1)+2(2)`$.

We begin the analysis by enumerating, in Fig. 1, the possible transitions between states of a single site. Each transition requires a specific local configuration (of two or three sites, depending on the process), and a particular redistribution of the two particles liberated when the active site topples. The local configuration and the choice of redistribution are independent events. In the one-site approximation all joint probabilities for two or more sites are factorized: $`(ij)(i)(j)`$ and $`(ijk)(i)(j)(k)`$.

To illustrate how transition rates are evaluated we consider some examples. The transition 0 $``$ 1 requires the initial configuration 0 2, i.e., an empty site with an active neighbor. Exactly one of the two particles must jump to the empty site; in d dimensions this occurs with probability $`(2d1)/2d^2`$. Thus the rate of transitions 0$``$1 is

$`2d{\displaystyle \frac{2d1}{2d^2}}(0)(2)={\displaystyle \frac{2d1}{d}}(0)(2)`$where the factor $`2d`$ represents the number of nearest neighbors.

Consider now the transition 2 $``$ 1. There are two mutually exclusive paths by which it can be realized. In one, both particles jump to the same neighbor (the probability for this event is $`1/4d^2`$); if the neighbor bears a single particle, then only one particle will be transferred, as required. Thus the initial configuration must be 2 1 and the rate for this path is $`(2)(1)/2d`$. In the other path, the particles jump to distinct sites (the probability for this is $`1/2d^2`$), one of which must already have two particles, while the other must have fewer than two. The required initial configuration is therefore 2 2 $`\overline{)}2`$, where $`\overline{)}2`$ denotes a site with $`z<2`$. The rate for this path is $`(2d^1)(2)^2(\overline{)}2)`$. Evaluating the rates for the remaining transitions we obtain the equations of motion:

$$\frac{d}{dt}(0)=\frac{2d1}{2d}(2)[(\overline{)}2)^22(0)],$$
(1)
$$\frac{d}{dt}(1)=\frac{2d1}{d}(2)[(0)+(2)(\overline{)}2)(1)]$$
(2)
and

$$\frac{d}{dt}(2)=\frac{2d1}{2d}(2)[2(1)(\overline{)}2)^22(2)(\overline{)}2)].$$
(3)
After eliminating the variables (0) and (1), a simple calculation shows that the stationary density of active sites is

$$(2)=2\sqrt{52\zeta }$$
(4)
which implies $`\zeta _c=1/2`$ regardless of $`d`$.

### B Two-site approximation

The dynamical variables are now the nearest-neighbor (NN) joint probabilities $`(ij)`$ with $`i,j=0`$, 1, or 2. There are four independent variables, due to the symmetry $`(ij)=(ji)`$ (for $`ij`$) and the two relations noted previously. The allowed transitions between configurations of a NN pair of sites are shown in Fig. 2.

Consider, for example, the transition 00 $``$ 01. The initial configuration must be 00 2; its probability, in the two-site approximation, is (00)(02)/(0), where (02)/(0) represents the conditional probability for a NN pair in state 02, given one site in state 0. To realize the transition, exactly one particle must be transferred from the toppling site to its neighbor in the 00 pair; this occurs with probability $`(2d1)/2d^2`$, as before. The rate for this process is then given by

$`{\displaystyle \frac{(2d1)^2}{2d^2}}{\displaystyle \frac{(00)(02)}{(0)}}`$where the additional factor of $`2d1`$ represents the number of possible locations for the neighbor in state 2. (Note that in the loss term for (00) this rate is multiplied by 2 to account for the mirror-symmetric process.) Proceeding in this manner we obtain the rates for each of the 17 allowed transitions. These are used to generate the equations of motion for the pair probabilities, which are then integrated using a fourth-order Runge-Kutta scheme.

We find $`\zeta _c=0.75`$ in 1-d (just as for the unrestricted model), and $`\zeta _c=0.63`$ in 2-d. (The corresponding simulation values are 0.92965 and 0.71127, respectively, as discussed in the following section.) The cluster approximation predictions for the active-site density are compared with simulation results in Fig. 3. An interesting qualitative result of the 2-site approximation is that active sites are anticorrelated, i.e., $`(22)<(2)^2`$. This is expected on physical grounds, since, to become active, a site must have a NN that has toppled recently.

### C Cooperative rule

For the cooperative rule, the evolution equations for the probabilities $`(0)`$, $`(1)`$, and $`(2)`$ are

$$\frac{d}{dt}(0)=\frac{1}{2}(020)+(121),$$
(5)
$$\frac{d}{dt}(1)=(020)2(121),$$
(6)
and

$$\frac{d}{dt}(2)=\frac{1}{2}(020)+(121).$$
(7)
To obtain the 1-site approximation we factorize all joint probabilities. There is then only one independent equation, for example,

$$\frac{d}{dt}(2)=(2)\left[\frac{1}{2}(0)^2+(1)^2\right].$$
(8)
In the stationary state this gives $`(0)=\sqrt{2}(1)`$ from which it follows that

$$(2)=\frac{3+\sqrt{2}}{7}\left[\zeta (\sqrt{2}1)\right].$$
(9)
The critical density is then $`\zeta _c=\sqrt{2}10.41421`$.

The smaller value of $`\zeta _c`$ here, as compared with the independent rule, reflects the fact the cooperative rule tends to maximize the number of active sites generated. We show below that the critical density $`\zeta _c`$ of the independent model is in fact slightly lower than that of the cooperative one. The reason for this is not immediately apparent from the transition rates, but would appear to lie in subtle correlations induced by the dynamics, that are not evident at the 1-site level.

## IV Simulation Results

### A Independent rule

We performed extensive simulations of the height-restricted FES with independent toppling rule in one and two dimensions. The initial condition is generated by distributing $`\zeta L^d`$ particles randomly among the $`L^d`$ sites, avoiding occupancy of any site by more than two particles. This yields an initial distribution that is spatially homogeneous, and uncorrelated. The dynamics begins once all the particles have been placed on the lattice. The particle number is, of course, conserved by the dynamics.

In one dimension we study system sizes ranging from $`L=100`$ to $`5000`$ sites; in two dimensions the system comprises $`L\times L`$ sites with $`L=10`$, 20, 40,…,320. For each $`L`$ we study a range of particle densities $`\zeta N/L^d`$. The simulations consist of $`N_s`$ independent runs, extending to a maximum time $`t_m`$. (In one dimension, for example, we used $`N_s=10^5`$, $`t_m=4000`$ for $`L=100`$, and $`N_s=2000`$, $`t_m=2\times 10^6`$, for $`L=5000`$. In two dimensions these parameters varied from $`N_s=10^5`$, $`t_m=1000`$, for $`L=10`$, to $`N_s=2\times 10^4`$ and $`t_m=8\times 10^4`$ for $`L=320`$.)

Our first task is to locate the critical density $`\zeta _c`$; to this end we study the active-site density $`\rho _a(t)`$, its second moment $`\overline{\rho _a^2}(t)`$, and the survival probability $`P(t)`$. The second moment is used to evaluate the ratio $`m(t)\overline{\rho _a^2}(t)/\rho _a^2(t)`$. Figures 4 and 5 show typical results for $`\rho _a(t)`$ and $`P(t)`$, respectively. $`\rho _a(t)`$ relaxes to a well-defined stationary value, $`\rho _a(\zeta ,L)`$, (similarly for $`m`$), while the exponential decay of of $`P(t)`$ allows one to extract an associated lifetime, $`\tau (\zeta ,L)`$. The stationary values, $`\rho _a(\zeta ,L)`$ and $`m(\zeta ,L)`$ are obtained by discarding the initial, transient portion of the data, and performing averages over the remainder, weighted by $`P(t)`$, which measures the effective sample size.

In a fixed-energy sandpile of linear extent $`L`$, we can only vary $`\zeta `$ in increments of $`1/L^d`$. To circumvent this limitation, work we adopt a strategy employed in a recent study of the pair contact process . Given simulation results for the stationary values of $`\rho _a`$ and $`m`$, and of the survival time $`\tau `$, for a certain system size, we form least-squares cubic fits to these data, permitting interpolation to arbitrary $`\zeta `$ values within the interval studied. Thus, for each $`L`$, we regard $`\rho _a`$, $`m`$, and $`\tau `$ as a functions of a continuous variable $`\zeta `$. (Since the properties of a finite system are nonsingular, the interpolation procedure seems quite natural.) Data sets for $`m`$, and associated cubic fits, are shown in Fig. 6.

A well known criterion for criticality is size-independence of order-parameter moment ratios, typically in the form of “crossings” of Binder’s reduced fourth cumulant . Moment-ratio crossings have also proven useful for fixing the critical parameter value at absorbing-state phase transitions . We determine the value $`\zeta _{cr}(L,L^{})`$ for which $`m(\zeta ,L)=m(\zeta ,L^{})`$, for successive $`L`$ values. Extrapolating these data to $`L\mathrm{}`$ yields our estimate for $`\zeta _c`$; Fig. 7 illustrates the procedure. Evidently the crossing values $`\zeta _{cr}(L,L^{})`$ converge quite rapidly. In two dimensions, the crossings are well described by the form $`\zeta _{cr}(L,L^{})\zeta _c+aL^b`$ where $`a`$ is an amplitude and $`b2.72`$.

Analysis of the moment-ratio crossings yields $`\zeta _c=0.92965(3)`$ in 1-d and $`\zeta _c=0.711270(3)`$ in 2-d, where the figures in parentheses denote uncertainties. For comparison, we note the values for the unrestricted version of the model: 0.94885(7) in 1-d, 0.71695(5) in 2-d. Thus the height restriction yields a rather small shift in $`\zeta _c`$, by about 2% in one dimension, and 0.8% in 2-d. This is reasonable since, in the unrestricted model (near its critical point), only a small fraction of the sites have $`z>2`$. The critical values of the moment ratio are: $`m_c=1.1596(4)`$ in 1-d, and 1.347(2) in 2-d. While these differ significantly from the corresponding values for the directed percolation (DP) universailty class \[1.1735(5) and 1.3257(5) in 1-d and 2-d, respectively \], the moment ratios for the two classes are very similar.

In studies of absorbing-state phase transitions , including fixed-energy sandpiles , it is common to determine the critical point by seeking a power-law dependence of the order parameter ($`\rho _a`$ in the present instance) and the relaxation time on the system size $`L`$. The former is governed by

$$\rho _a(\zeta ,L)=L^{\beta /\nu _{}}(L^{1/\nu _{}}\mathrm{\Delta }),$$
(10)
as expected on the basis of finite-size scaling . (Here $`\mathrm{\Delta }\zeta \zeta _c`$, and $``$ is a scaling function.) Thus at the critical point ($`\mathrm{\Delta }=0`$) we expect $`\rho _a(\zeta _c,L)L^{\beta /\nu _{}}`$; for the lifetime one has $`\tau (\zeta _c,L)L^{\nu _{||}/\nu _{}}`$.

With $`\zeta _c`$ in hand, we may verify the power-law dependence of the order parameter and the lifetime on system size, as in Eq. (10), by interpolating the simulation data to the critical value $`\zeta _c`$. Figure 8 shows that $`\rho _a`$ indeed has a power-law dependence on $`L`$; a similar plot (not shown) yields the same conclusion for $`\tau `$. From the data for the four largest systems, we then obtain (via least-squares linear fits), the exponent ratios $`\beta /\nu _{}`$ and $`\nu _{||}/\nu _{}`$ listed in Table II. (The uncertainties reflect two contributions: one due to the uncertainty of the fit, the other, dominant one, due to the uncertainties in the values of $`\rho _a`$ and $`\tau `$ for each $`L`$. The latter includes the effects of uncertainty in $`\zeta _c`$.)

To determine the exponent $`\beta `$ we analyze the results for $`\rho _a`$ in the portion of the supercritical regime where the graph of $`\mathrm{ln}\rho `$ versus $`\mathrm{ln}\mathrm{\Delta }`$ follows a power law. In two dimensions this procedure yields $`\beta =0.661(3)`$, 0.661(2), 0.654(3), and $`0.655(2)`$ for $`L=20`$, 40, 80, and 160, respectively, leading to an estimate of $`\beta =0.656(5)`$. Fig. 9, a scaling plot of $`L^{\beta /\nu _{}}\rho _a(\zeta ,L)`$ versus $`L^{1/\nu _{}}\mathrm{\Delta }`$ for various system sizes, shows a good data collapse, verifying the finite-size scaling hypothesis for the order parameter, and yielding $`\nu _{}=0.85`$.

In one dimension it turns out that no power laws are seen if we use $`\zeta _c=0.92965`$ as determined from the FSS analysis described above. Quite clean power law dependence of $`\rho _a`$ is observed, however, if we use an $`L`$-dependent effective critical point $`\zeta _{c,L}`$ in the analysis. We determine $`\zeta _{c,L}`$ by optimizing the linearity of $`\mathrm{ln}\rho _a`$ as a function of $`\mathrm{ln}\mathrm{\Delta }`$, and maximizing the number of data points that may reasonably be fit by the power law. (For $`L=1000`$ for example, we are able to fit 15 points with a correlation coefficient of $`0.99996`$.) The resulting values of $`\zeta _{c,L}`$ and $`\beta `$ are listed in Table III. Extrapolating the effective critical densities to infinite $`L`$ (via linear regression versus $`L^{1/\nu _{}}`$) yields $`\zeta _c=0.9298(4)`$, consistent with our our estimate based on moment-ratio crossings. A similar extrapolation gives $`\beta =0.412(4)`$ We determine the exponent $`\nu _{}`$ via a data-collapse analysis, as in the 2d case (see Fig. 10). We obtain a good data collapse for $`1/\nu _{}`$ in the range 0.60 to 0.62, leading to the estimate $`\nu _{}=1.64(4)`$.

### B Cooperative rule

We performed extensive simulations of the cooperative model in one dimension with system sizes again ranging from $`L=100`$ to $`L=5000`$. In this case we prevented the system from falling into an absorbing configuration by maintaing at least two active sites. (If there are only two active sites, transitions which decreases the number of active sites are not permitted. Actually, there is only one transition of this sort, $`020101`$.) The density of active sites $`\rho `$ is then always $`2/L`$. But since the stationary value of $`\rho _a`$ at the critical point is $`L^{\beta /\nu _{}}`$, with $`\beta /\nu _{}1/4`$, this should have a minimal effect on critical properties. Figure 11 shows the stationary active-site density as a function of the particle density for several values of $`L`$.

We first analyzed the stationary critical properties of the model by means of the finite size scaling relation, Eq. (10). The critical density was obtained by plotting $`\rho _a`$ versus $`L`$ for several $`\zeta `$ values, as shown in Fig. 12. (As before, values of $`\rho _a`$ for densities between those accessible for a given $`L`$ were obtained via interpolation.) Using the criterion of power law dependence of the order parameter on system size, we find $`\zeta _c=0.9788(1)`$ and $`\beta /\nu _{}=0.245(5)`$. As an alternative determination of $`\zeta _c`$ we used moment-ratio crossings. Figure 13 shows the moment ratio $`m`$ as a function of $`\zeta `$ for $`L=2000`$ and $`L=5000`$. The two curves cross at $`\zeta _c=0.9788`$, confirming the previous result.

Having obtained the critical particle density, we used it to find the critical exponent $`\beta `$ governing the order parameter. Figure 14 is a log-log plot of $`\rho _a`$ versus $`\zeta \zeta _c`$ for several values of $`L`$. The slope of the straight line fitted to the data points for $`L=5000`$ gives $`\beta =0.417(1)`$. From this, and our previous result for $`\beta /\nu _{}`$, we obtain $`\nu _{}=1.70(4)`$.

We also performed time-dependent simulations at the critical density, to measure the growth of the number of active sites. Here, each trial began with just one active site. For a given particle density $`\zeta `$, this was realized by placing a particle at each of $`\zeta L1`$ distinct sites, chosen at random. One of these sites was then selected randomly, and another particle placed there, rendering it active. In a lattice of size $`L=10000`$, we performed from $`5000`$ to $`6000`$ trials of this kind, to determine the mean number of particles, $`n(t)`$, averaged over all trials (including those that fall into an absorbing configuration prior to time $`t`$). At the critical point, and for a sufficient large system, $`n(t)`$ is expected to increase asymptotically as a power law

$$n(t)t^\eta $$
(11)
where the exponent $`\eta `$ is related to the exponent $`z=\nu _{||}/\nu _{}`$ by the scaling relation ,

$$z=\frac{1}{\eta }\left(d2\frac{\beta }{\nu _{}}\right),$$
(12)
in $`d`$ dimensions. Our data for $`n(t)`$ at $`\zeta _c=0.9788`$ do in fact follow a power law, and yield the estimate $`\eta =0.330(5)`$. Using our previous result for $`\beta /\nu _{}`$ we then obtain $`z=1.54(5)`$.

## V Discussion

We studied the scaling behavior of fixed-energy sandpiles that follow a stochastic dynamics similar to that of the Manna model, but with a height restriction $`z_i2`$. Both versions of the model (i.e., the independent and cooperative toppling rules), exhibit a continuous phase transition between an absorbing state and an active one at a critical particle density $`\zeta _c`$. One- and two-site cluster approximations do not yield very accurate predictions for the critical density (as is to be expected), but they correctly predict the continuous nature of the transition.

As shown in Table II, the critical exponents for the present models appear to be the same as for the unrestricted case. In fact, there is excellent agreement between the exponent values for the restricted and unrestricted models, except for the exponent $`z=\nu _{||}/\nu _{}`$ in one dimension. As was noted in Ref. , however, obtaining a reliable estimate for the exponent $`z`$ from simulations is quite difficult in one dimension. (In two dimensions the estimates for $`z`$ are in excellent agreement. It appears that the relaxation dynamics is anomalous in one dimension, as suggested in .)

Studies of a reaction model suggest a common universality class, distinct from that of directed percolation, for absorbing-state phase transitions in which the order parameter is coupled to a second field that relaxes diffusively in the presence of activity . Manna’s stochastic sandpile falls in this category, with the local particle density $`\zeta (𝐱,t)`$ playing the role of the second field. Our results show that height restrictions and perturbations of the toppling rule do not alter the critical exponents, if they preserve the above-mentioned features, supporting universality in critical behavior far from equilibrium.

Acknowledgements

We thank Paulo Alfredo Gonçalves Penido for helpful comments. This work was supported by CNPq and CAPES, Brazil.

email: dickman@fisica.ufmg.br

FIGURE CAPTIONS

FIG. 1. Transitions between states of a single site. ‘$`\times `$’ denotes a forbidden transition; diagonal entries are irrelevant.

FIG. 2. Transitions between configurations of a NN pair of sites; ‘$`\times `$’ denotes a forbidden transition; diagonal entries are irrelevant.

FIG. 3. The stationary active-site density in the two-dimensional restricted-height sandpile as predicted by the one-site and two-site approximations, compared with the simulation result.

FIG. 4. Evolution of the active-site density in the one-dimensional sandpile with height restriction (independent rule). $`L=1000`$; $`\zeta =0.93`$.

FIG. 5. Evolution of the survival probability $`P(t)`$, for the same parameters as in Fig. 4.

FIG. 6. Stationary moment ratio, $`m(\zeta )`$, in the one-dimensional model (independent rule). Squares: $`L=500`$; $`+`$: $`L=2000`$. Curves are cubic fits to the data.

FIG. 7. Moment-ratio crossing values $`\zeta _{cr}`$ versus reciprocal system size in 1-d (independent rule).

FIG. 8. Stationary active-site density $`\rho _a`$ versus system size $`L`$ at the critical point in 1-d ($`+`$) and 2-d (squares) (independent rule).

FIG. 9. Scaling plot of the stationary active-site density in the 2-d (independent rule). System sizes $`L=20`$ (filled squares), 40 (open squares), 80 ($`\times `$) and 160 ($`+`$).

FIG. 10. Scaling plot of the stationary active-site density in 1-d (independent rule). System sizes $`L=500`$ ($``$), 1000 ($``$), 2000 ($`\times `$) and 5000 ($`+`$).

FIG. 11. Stationary active-site density in 1-d versus particle density, for various system sizes (cooperative rule).

FIG. 12. Stationary active-site density versus system size in 1-d (cooperative rule).

FIG. 13. Stationary moment ratio in the one-dimensional model (cooperative rule).

FIG. 14. Stationary active-site density versus $`\zeta \zeta _c`$ for various system sizes (cooperative rule, 1-d).