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# 1 Introduction

## 1 Introduction

AdS/CFT correspondence  (for a review, see ) has lead to deep understandings of string theory and field theory. However, until recently, much of the progress in this direction has been limited to supergravity approximations due to the difficulty when one has Ramond-Ramond background. Recently, it has been shown that string theory can be fully solved in the pp-wave background even in the presence of RR flux  in the light-cone Green-Schwarz formalism. Shortly after this development, Berenstein, et. al.  have put forward an exciting proposal that tests AdS/CFT correspondence beyond the supergravity approximation. More specifically, they have related closed string states in the pp-wave background with operators of the dual $`𝒩=4`$ SYM with large R-charge $`J\sqrt{N}`$ and finite $`\mathrm{\Delta }J`$. Many interesting papers have subsequently followed .

In this article, we extend the results of  to the case of open strings ending on a D5-brane in the pp-wave background. We consider a large number of D3-branes and a single D5-brane in the near-horizon limit. The resulting system is $`AdS_5\times S^5`$ with the D5-brane spanning an $`AdS_4\times S^2`$. Recently extending the idea of , De Wolfe, et. al.  have proposed that its dual field theory is a defect conformal field theory in which the usual $`𝒩=4`$ bulk SYM theory is coupled to a 3-dimensional conformal defect. This defect field theory has been further studied by  in which they demonstrate quantum conformal invariance for the non-abelian case. By taking the Penrose limit  of this setup, one obtains a D5-brane in the pp-wave background. We construct a complete list of gauge invariant operators in the defect conformal field theory which is dual to the open string states ending on the D5-brane. Interestingly, boundary conditions of open stings on the D5-brane are encoded in the way symmetry is broken by the defect and in specific form of defect couplings in the dual field theory.

This paper is organized as follows. In section 2, we give a brief review of the D-brane setup and the field content of the defect conformal field theory. In section 3, we discuss the Penrose limit of this background and obtain the open string spectrum. In the last section, we propose a list of gauge invariant operators dual to the open string states.

While this manuscript was being prepared for publication, article  containing some overlap with our results was posted on the web.

## 2 Review of defect conformal field theory

In this section, we briefly review the D3-D5 brane setup of  and the field content of its dual defect conformal field theory discussed in . The interested reader can find further details in the aforementioned papers. We start with the coordinate system in which the world-volume of a stack of $`N`$ D3-branes span the directions $`(x^0,x^1,x^2,x^9)`$ and a single D5-brane spans the directions $`(x^0,x^1,x^2,x^3,x^4,x^5)`$. The D-branes sit at the origin of their transverse coordinates. The setup is summarized in the following table:

|  | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| D3 | x | x | x |  |  |  |  |  |  | x |
| D5 | x | x | x | x | x | x |  |  |  |  |

The presence of the D5-brane breaks 16 spacetime supersymmetries to 8 supersymmetries and reduces the global symmetry group $`SO(6)`$ to $`SO(3)\times SO(3)`$, where each $`SO(3)`$ acts on the 345 and 678 coordinates respectively. In AdS/CFT correspondence, one is interested in taking the near horizon limit where the string coupling $`g0`$ and $`N\mathrm{}`$ with the product $`gN`$ fixed. In this limit, we have the D5-brane spanning an $`AdS_4\times S^2`$ subspace of $`AdS_5\times S^5`$. The dual conformal field theory of type IIB string theory in this background is $`𝒩=4`$ SYM theory  that lives on the boundary of $`AdS_5`$ parameterized by $`(x^0,x^1,x^2,x^9)`$. The D5-brane introduces a codimension one conformal defect on this boundary located at $`x^9=0`$. An analogous model can be considered for the $`AdS_3\times S^3`$ case, where an $`AdS_2`$ brane introduces a one-dimensional defect in the dual CFT . Such a reasoning has been used by  to construct boundary states for the $`AdS_2`$ branes.

It has been argued by DeWolfe, et. al.  that type IIB string theory in $`AdS_5\times S^5`$ with a $`AdS_4\times S^2`$ brane is dual to a defect conformal field theory wherein a subset of fields of $`d=4`$, $`𝒩=4`$ SYM couples to a $`d=3`$, $`𝒩=4`$ $`SU(N)`$ fundamental hypermultiplet on the defect preserving $`SO(3,2)`$ conformal invariance and 8 supercharges. Let us summarize the field content of the defect conformal field theory relevant for our purposes. Denote the $`SU(2)`$ acting on the 345 directions as $`SU(2)_H`$ and the one acting on the 678 directions as $`SU(2)_V`$. Then we have the usual bulk $`d=4`$, $`𝒩=4`$ vector multiplet which decomposes into a $`d=3`$, $`𝒩=4`$ vector multiplet and a $`d=3`$, $`𝒩=4`$ adjoint hypermultiplet. The bosonic components of the vector multiplet are $`A_\mu (\mu =0,1,2),X^6,X^7,X^8`$, with the scalars transforming as a 3 of $`SU(2)_V`$, while those of hypermultiplet are $`A_9,X^3,X^4,X^5`$, with the scalars as a 3 of $`SU(2)_H`$. The derivatives of $`X^3,X^4,X^5`$ along the 9-direction, which is normal to the defect, are also a part of the vector multiplet. The four adjoint $`d=4`$ Majorana spinors of $`𝒩=4`$ SYM transform as a (2,2) of $`SU(2)_V\times SU(2)_H`$, which is denoted as $`\lambda ^{im}`$. Under the dimensional reduction to $`d=3`$, they decompose into pairs of 2-component $`d=3`$ Majorana spinors, $`\lambda _1^{im}`$ and $`\lambda _2^{im}`$, where the former is in the vector multiplet and the latter in the hyper multiplet. We also have a $`d=3`$, $`𝒩=4`$ $`SU(N)`$ fundamental hypermultiplet on the defect. It consists of complex scalars $`q^m`$ transforming as a 2 of $`SU(2)_H`$ and $`d=3`$ Dirac spinors $`\mathrm{\Psi }^i`$ transforming as a 2 of $`SU(2)_V`$. They are coupled canonically to 3-dimensional gauge fields $`A_\mu `$. Hence supersymmetry will induce couplings to the rest of the bulk vector multiplet as well via defect F-term, while the bulk hypermultiplet does not couple to the defect hypermultiplet at tree level. This fact will play a crucial role in reproducing the open string spectrum in section 4. The field content of interest is summarized in the following table.

| Field | Spin | $`SU(2)_H`$ | $`SU(2)_V`$ | $`SU(N)`$ | $`\mathrm{\Delta }`$ |
| --- | --- | --- | --- | --- | --- |
| $`X^3,X^4,X^5`$ | 0 | 1 | 0 | adjoint | 1 |
| $`X^6,X^7,X^8`$ | 0 | 0 | 1 | adjoint | 1 |
| $`\lambda ^{im}`$ | $`\frac{1}{2}`$ | $`\frac{1}{2}`$ | $`\frac{1}{2}`$ | adjoint | $`\frac{3}{2}`$ |
| $`q^m`$ | 0 | $`\frac{1}{2}`$ | 0 | $`N`$ | $`\frac{1}{2}`$ |
| $`\overline{q}^m`$ | 0 | $`\frac{1}{2}`$ | 0 | $`\overline{N}`$ | $`\frac{1}{2}`$ |
| $`\mathrm{\Psi }^i`$ | $`\frac{1}{2}`$ | 0 | $`\frac{1}{2}`$ | $`N`$ | $`1`$ |
| $`\overline{\mathrm{\Psi }}^i`$ | $`\frac{1}{2}`$ | 0 | $`\frac{1}{2}`$ | $`\overline{N}`$ | $`1`$ |

Field theory action takes the form

$$S=S_4+S_3,$$
(1)
where $`S_4`$ is the usual $`d=4`$, $`𝒩=4`$ SYM part and $`S_3`$ is the $`d=3`$ defect CFT action with defect couplings to $`d=4`$, $`𝒩=4`$ SYM fields. They are derived in  using the preserved $`d=3`$, $`𝒩=4`$ supersymmetry and the global symmetries. The authors of  convincingly argue that the chiral primary operators in the defect CFT are

$$\overline{q}^m\stackrel{~}{\sigma }_{mn}^{(I_0}X_H^{I_1}\mathrm{}X_H^{I_J)}q^n,$$
(2)
where we define a shifted Pauli matrices $`\stackrel{~}{\sigma }^I`$ $`(I=3,4,5)`$ as $`\sigma ^{I2}`$ and $`(\mathrm{})`$ denotes traceless symmetrization. These operators will turn out to be the important building blocks for open strings ending on the D5-brane in section 4.

## 3 Open strings in pp-waves

Let us now consider the Penrose limit of near-horizon geometry of D3-D5 brane setup described in the previous section. It is convenient to introduce global coordinates on $`AdS_5\times S^5`$ in taking the Penrose limit. The metric takes the form

$$ds^2=R^2\left[dt^2\mathrm{cosh}^2\rho +d\rho ^2+\mathrm{sinh}^2\rho d\mathrm{\Omega }_3^2+d\psi ^2\mathrm{cos}^2\phi +d\phi ^2+\mathrm{sin}^2\phi d\mathrm{\Omega }_3^{}_{}{}^{}2\right],$$
(3)
where $`R^4=4\pi g\alpha ^{}_{}{}^{}2N`$. We introduce light-cone coordinates $`\stackrel{~}{x}^\pm =(t\pm \psi )/2`$ and take the Penrose limit ($`R\mathrm{}`$ with $`g`$ fixed ) after rescaling coordinates as follows

$$\stackrel{~}{x}^+=x^+,\stackrel{~}{x}^{}=\frac{x^{}}{R^2},\rho =\frac{r}{R},\theta =\frac{y}{R}.$$
(4)
After rescaling $`x^\pm `$ to introduce a mass scale, $`\mu `$, the metric and the Ramond-Ramond form takes the form

$`ds^2=4dx^+dx^{}\mu ^2\stackrel{}{z}^{\mathrm{\hspace{0.33em}2}}dx^{+2}+d\stackrel{}{z}^{\mathrm{\hspace{0.33em}2}},`$ (5)
$`F_{+1234}=F_{+5678}=\mu ,`$ (6)
where $`\stackrel{}{z}=(z^1,\mathrm{}z^8)`$.111We have chosen the null geodesic in the Penrose limit to lie on the D5-brane because in the light-cone gauge, Neumann conditions are automatically imposed on $`x^\pm `$. The SO(2) generator, $`J=i_\psi `$, rotates the 34 plane in the original D3-D5 setup. One finds that

$`2p^{}`$ $`=`$ $`p_+=i_{x^+}=i_{\overline{x}^+}=i(_t+_\psi )=\mathrm{\Delta }J,`$ (7)
$`2p^+`$ $`=`$ $`p_{}=i_x^{}={\displaystyle \frac{i}{R^2}}_{\overline{x}^{}}={\displaystyle \frac{i}{R^2}}(_t_\psi )={\displaystyle \frac{\mathrm{\Delta }+J}{R^2}}.`$ (8)
Therefore, the Penrose limit corresponds to restricting to operators with large $`J\sqrt{N}`$ and finite $`\mathrm{\Delta }J`$. Notice that we are in the large ’t Hooft coupling regime since we keep $`g`$ fixed.

In the Penrose limit, the string action reduces to the following form in the light-cone gauge

$$S=\frac{1}{2\pi \alpha ^{}}𝑑\tau _0^{\pi \alpha ^{}p^+}𝑑\sigma \left[\frac{1}{2}\dot{z}^2\frac{1}{2}z^2\frac{1}{2}\mu ^2z^2+i\left(\frac{1}{2}S_1_+S_1+\frac{1}{2}S_2_{}S_2\mu S_1\mathrm{\Gamma }^{1234}S_2\right)\right],$$
(9)
where $`S_i`$ are positive chirality $`SO(8)`$ spinors. One can readily see that taking the light-cone gauge leads to Neumann boundary conditions for $`x^+,x^{}`$ in the open-string sector since

$$_\sigma x^{}=\frac{_\tau z^i_\sigma z^i}{p^+}.$$
(10)
We identify $`(z^5,z^6,z^7,z^8)`$ directions with the original $`(x^5,x^6,x^7,x^8)`$ directions and $`z^4`$ with the orthogonal direction to D5 brane in $`AdS_5`$. We label the coordinates in the Penrose limit such that the boundary conditions for the D5-brane are given as

| + | - | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| N | N | N | N | N | D | N | D | D | D |

where N and D denote Neumann and Dirichlet boundary conditions respectively. For $`S_i`$, the appropriate boundary condition is

$$S_2=\mathrm{\Gamma }^{1235}S_1.$$
(11)
The boundary condition for the fermions effectively reduces the degree of freedom by half. Taking the Penrose limit and taking the light-cone gauge break the symmetry group $`SO(3,2)\times SU(2)_H\times SU(2)_V`$ to $`SO(3)\times SU(2)_V`$222This point has been clarified in .. The full open string spectrum on a D5-brane has recently been computed by . The mode expansions for the bosonic part are

$`z_{NN}^I(\tau ,\sigma )`$ $`=`$ $`\mathrm{cos}(\mu \tau )z_0^I+{\displaystyle \frac{1}{\mu }}\mathrm{sin}(\mu \tau )p_0^I+i{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{\sqrt{\omega _n}}}e^{i\omega _n\tau }\mathrm{cos}\left({\displaystyle \frac{n\sigma }{\alpha ^{}p^+}}\right)a_n^I+c.c.,`$ (12)
$`z_{DD}^I(\tau ,\sigma )`$ $`=`$ $`i{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{\sqrt{\omega _n}}}e^{i\omega _n\tau }\mathrm{sin}\left({\displaystyle \frac{n\sigma }{\alpha ^{}p^+}}\right)a_n^I+c.c.,`$ (13)
where we have defined

$$\omega _n=\sqrt{\mu ^2+\frac{n^2}{4(\alpha ^{}p^+)^2}}.$$
(14)
Important difference between the Neumann and Dirichlet expansions is that the Dirichlet expansion does not have a zero mode. This gives rise to 4 massive bosonic oscillators. Similarly, eight zero modes coming from fermions form 4 massive fermionic oscillators and their contribution to the zero point energy exactly cancel the contribution from the bosonic zero modes. Due to the mass term, fermionic creation and annihilation operators have $`+1/2`$ and $`1/2`$ eigenvalues with respect to $`\mathrm{\Gamma }^{45}`$ respectively, and both transform separately as doublets of $`SU(2)_V`$333This point is to be contrasted with  where all creation operators have the same quantum number of the symmetry under consideration.. Hence, the light cone vacuum should be a singlet of $`SU(2)_V`$ for the fermionic zero modes, thus correctly reproducing D5-brane SYM multiplet.

The light cone Hamiltonian is given as

$$2p^{}=p_+=H_{lc}=\underset{n=0}{\overset{\mathrm{}}{}}N_n\sqrt{\mu ^2+\frac{n^2}{4(\alpha ^{}p^+)^2}},$$
(15)
where $`N_n`$ denotes the total occupation number of that mode for both bosonic and fermionic oscillators. Rewriting the Hamiltonian in variables better suited for $`AdS_5\times S^5`$, one notes that a typical string excitation contributes to $`\mathrm{\Delta }J=2p^{}`$ with frequency

$$\left(\mathrm{\Delta }J\right)_n=\sqrt{1+\frac{\pi gNn^2}{J^2}}.$$
(16)
## 4 Open strings from defect conformal field theory

In this section, we construct a list of gauge invariant operators in the defect CFT dual to states in the open string Hilbert space. Recall that $`J`$ is the generator of rotation on the $`X^3`$-$`X^4`$ plane. Define

$$Z\frac{1}{\sqrt{2}}\left(X^3+iX^4\right),\sigma ^Z\frac{1}{\sqrt{2}}\left(\stackrel{~}{\sigma }^3+i\stackrel{~}{\sigma }^4\right)=\frac{1}{\sqrt{2}}\left(\sigma ^1+i\sigma ^2\right),$$
(17)
Both the operators $`Z`$ and $`\overline{q}^m\sigma _{mn}^Zq^n`$ have $`\mathrm{\Delta }=J=1`$. The fact that $`Z`$ belongs to the bulk hypermultiplet will be important later. We propose that the light-cone vacuum corresponds to

$$|0,p^+_{l.c.}\frac{1}{N^{J/2}}\sigma _{mn}^Z\overline{q}^m\underset{J1}{\underset{}{ZZ\mathrm{}\mathrm{}Z}}q^n.$$
(18)
As mentioned above, this is a chiral primary operator with $`\mathrm{\Delta }=J`$ found in . Because it is a chiral primary, $`\mathrm{\Delta }J=0`$ in the strong ’t Hooft coupling limit. This property agrees with the fact that the light-cone vacuum has zero energy. Furthermore, it does not transform under $`SU(2)_V`$ as one expects from the light-cone vacuum.

For excited states, as in the closed string case , we insert proper operators with $`\mathrm{\Delta }J=1`$ without phases for zero modes and with appropriate phases for nonzero modes. Here we consider Neumann and Dirichlet directions separately since there are several crucial differences.

For the zero mode excitations along the Neumann directions, we have the following correspondence444To be rigorous, the directions $`x^0,x^1,x^2,x^9`$ are related to the original coordinates by a conformal transformation after wick rotation as in the radial quantization. This transformation leaves the 9 direction orthogonal to the defect.:

$`a_{}^{}{}_{0}{}^{1}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{1}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_0Z)Z^{Jl}q^n,`$ (19)
$`a_{}^{}{}_{0}{}^{2}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{1}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_1Z)Z^{Jl}q^n,`$ (20)
$`a_{}^{}{}_{0}{}^{3}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{1}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_2Z)Z^{Jl}q^n,`$ (21)
$`a_{}^{}{}_{0}{}^{5}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{1}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^lX^5Z^{Jl}q^n.`$ (22)
The above open string states are associated with preserved symmetries of the D5 brane. They are massive however since the symmetries do not commute with the light cone Hamiltonian. Hence, these operators are obtained from the vacuum operator (18) by acting corresponding preserved symmetries in the defect conformal field theory. For example, the fourth operator (22) is obtained by acting a $`SU(2)_H`$ rotation on the vacuum operator. The rotation also acts on the boundary fields $`\overline{q^m}`$ and $`q^n`$ giving rise to additional terms such as

$$\stackrel{~}{\sigma }_{mn}^5\overline{q}^mZ^{J+1}q^n.$$
(23)
For notational simplicity, we have suppressed this term in the above list. Likewise, the other three operators have additional boundary contributions. In the weak ’t Hooft coupling regime, these operators have $`\mathrm{\Delta }J=1`$. Since they are in the same multiplet as the chiral primary operator (18), their dimensions are also protected by supersymmetry.

For nonzero mode excitations along the Neumann directions, we insert operators with cosine phases555This point is also noticed in .666In principle, we should assign phases including the boundary contributions. Again, for simplicity, we suppress them since it does not affect following conclusions.

$`a_{}^{}{}_{n}{}^{1}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{cos}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_0Z)Z^{Jl}q^n,`$ (24)
$`a_{}^{}{}_{n}{}^{2}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{cos}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_1Z)Z^{Jl}q^n,`$ (25)
$`a_{}^{}{}_{n}{}^{3}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{cos}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_2Z)Z^{Jl}q^n,`$ (26)
$`a_{}^{}{}_{n}{}^{5}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{cos}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^lX^5Z^{Jl}q^n.`$ (27)
The factor of $`\sqrt{2}`$ is necessary for correct normalization of the free Feynman diagram in the two-point function. Notice that unlike the closed string case, the operators with single insertions are not trivially zero which reflects the fact that there is no level matching condition for open strings. In addition, the sign of $`n`$ has no significance, which corresponds to the fact that there is only one set of oscillators instead of both the left and right moving sectors.
We can compute the anomalous dimension of these operators following the closed string case discussed in the appendix of . The only difference from the closed string case is that the exponential phase has been replaced by the cosine phase. For example, let $`𝒪`$ be the fourth operator (22) above. The contribution from $`\frac{1}{2\pi g}d^4x2Tr[X^5ZX^5\overline{Z}]`$ in the bulk action gives

$`𝒪(x)𝒪^{}(0)`$ $`=`$ $`{\displaystyle \frac{𝒩}{|x|^{2\mathrm{\Delta }}}}\left[1+{\displaystyle \frac{1}{J}}{\displaystyle \underset{l=0}{\overset{J1}{}}}N(2\pi g)8\mathrm{cos}\left({\displaystyle \frac{\pi nl}{J}}\right)\mathrm{cos}\left({\displaystyle \frac{\pi n(l+1)}{J}}\right){\displaystyle \frac{1}{4\pi ^2}}\mathrm{log}|x|\mathrm{\Lambda }\right]`$ (28)
$`=`$ $`{\displaystyle \frac{𝒩}{|x|^{2\mathrm{\Delta }}}}\left[1+{\displaystyle \frac{1}{J}}{\displaystyle \underset{l=0}{\overset{J1}{}}}N(2\pi g)4\left\{\mathrm{cos}\left({\displaystyle \frac{\pi n(2l+1)}{J}}\right)+\mathrm{cos}\left({\displaystyle \frac{\pi n}{J}}\right)\right\}{\displaystyle \frac{1}{4\pi ^2}}\mathrm{log}|x|\mathrm{\Lambda }\right]`$
$`=`$ $`{\displaystyle \frac{𝒩}{|x|^{2\mathrm{\Delta }}}}\left[1+N(2\pi g)4\mathrm{cos}\left({\displaystyle \frac{\pi n}{J}}\right){\displaystyle \frac{1}{4\pi ^2}}\mathrm{log}|x|\mathrm{\Lambda }\right],`$
where $`𝒩`$ is a normalization factor and $`\mathrm{\Lambda }`$ is the UV cutoff scale. As argued in , contributions from other Feynman diagrams cancel this contribution when $`n=0`$. Therefore, the full contribution can be taken into account by simply replacing $`\mathrm{cos}\left(\frac{\pi n}{J}\right)`$ with $`\mathrm{cos}\left(\frac{\pi n}{J}\right)1`$. Finally, we have to the leading order

$$𝒪(x)𝒪^{}(0)=\frac{𝒩}{|x|^{2\mathrm{\Delta }}}\left[1\frac{\pi gNn^2}{J^2}\mathrm{log}|x|\mathrm{\Lambda }\right].$$
(29)
Therefore, one gets

$$(\mathrm{\Delta }J)_n=1+\frac{\pi gNn^2}{2J^2}=1+\frac{n^2}{8(\alpha ^{}p^+)^2}.$$
(30)
This is exactly the first order expansion of light-cone energy of corresponding string states.

Now consider the directions with Dirichlet boundary conditions. As mentioned earlier, the associated mode expansions do not have zero modes. For nonzero mode excitations, we insert appropriate operators with sine phases as follows

$`a_{}^{}{}_{n}{}^{4}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{sin}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^l(D_9Z)Z^{Jl}q^n,`$ (31)
$`a_{}^{}{}_{n}{}^{6}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{sin}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^lX^6Z^{Jl}q^n,`$ (32)
$`a_{}^{}{}_{n}{}^{7}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{sin}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^lX^7Z^{Jl}q^n,`$ (33)
$`a_{}^{}{}_{n}{}^{8}|0,p^+_{l.c.}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{J}}}{\displaystyle \underset{l=0}{\overset{J}{}}}{\displaystyle \frac{\sqrt{2}\mathrm{sin}\left(\frac{\pi nl}{J}\right)}{N^{J/2+1}}}\sigma _{mn}^Z\overline{q}^mZ^lX^8Z^{Jl}q^n.`$ (34)
Notice that the sine phases naturally kill the zero modes when $`n=0`$. We should ask what is the fate of the operators with insertions along the Dirichlet directions without phase. These operators are obtained by acting on the vacuum operator (18) with symmetries broken by the defect777As a result, they do not act on $`q`$ and $`\overline{q}`$ unlike the case for Neumann directions.. Therefore, their dimensions are not generally protected. In fact, the operators $`X^6,X^7,X^8`$ are in the bulk vector multiplet and couple to the defect hyper multiplet via defect F-term. Similarly, the normal derivative $`D_9Z`$ couples to the defect hyper multiplet despite the fact that $`Z`$ itself is in the bulk hyper multiplet. This boundary interaction gives rise to large anomalous dimensions of order $`N/JJ`$ when one inserts operators without phases. Hence such operators will disappear in the strong ’t Hooft coupling regime as implied by the open string spectrum. Nevertheless, once we include the sine phase, boundary interactions are suppressed by a factor of $`\mathrm{sin}^2\left(\frac{\pi n}{J}\right)1/J^2`$, and they can be ignored to the leading order in $`1/J`$. Therefore, the only contribution to anomalous dimensions comes from the bulk interaction. The computation is essentially the same as above, and the result agrees with the open string spectrum.

For fermionic excitations, we insert $`J=1/2`$ components of $`\lambda ^{im}`$, which is just $`\lambda ^{i1}.`$888We take $`m`$ to be the quantum number of $`J`$, which is a generator of Cartan subalgebra of $`SU(2)_H`$. As in the bosonic sector, the number of zero modes is half of that of non-zero modes. Hence, we need a similar mechanism to remove possible gauge theory operators corresponding to the 4 unphysical zero modes. The symmetry breaking pattern and the form of defect couplings in the defect CFT again allow one to do this consistently. Recall that the operators $`\lambda _1^{i1}`$ and $`\lambda _2^{i1}`$ are in the vector and hyper multiplets respectively. Only $`\lambda _1^{i1}`$ couples to the defect hypermultiplet while $`\lambda _2^{i1}`$ can be obtained from $`Z`$ by acting preserved supersymmetries 999They also transform $`q`$ and $`\overline{q}`$ into $`\mathrm{\Psi }`$ and $`\overline{\mathrm{\Psi }}`$. Therefore, when we insert $`\lambda _2^{i1}`$, we have additional boundary terms with $`q`$ or $`\overline{q}`$ replaced by $`\mathrm{\Psi }`$ or $`\overline{\mathrm{\Psi }}`$.. Therefore, we associate sine and cosine phases with $`\lambda _1^{i1}`$ and $`\lambda _2^{i1}`$ respectively. As in the bosonic sector, this assignment reproduces the open string spectrum in the fermionic sector.

## 5 Conclusion

In this article, we have considered a Penrose limit of type IIB string theory on $`AdS_5\times S^5`$ with a D5-brane spanning an $`AdS^4\times S^2`$ whose dual field theory is $`𝒩=4`$ SYM coupled to a 3-dimensional conformal defect. The Penrose limit gives rise to a D5-brane in the pp-wave background. The limit corresponds to looking at a subsector of operators in the dual field theory with large $`J\sqrt{N}`$ and finite $`\mathrm{\Delta }J`$ in the large ’t Hooft coupling regime. We have studied perturbative open string spectrum on this brane and constructed a complete list of gauge invariant operators dual to the open string states from the defect conformal field theory. The peculiar feature of defect couplings, symmetry breaking pattern in the dual field theory, and sine-cosine phases are essential to reproduce the proper boundary conditions for the open strings.

One can also consider several M D5-branes. Then the defect hypermultiplet gets an additional $`U(M)`$ index with $`q^m`$ and $`\overline{q}^n`$ transforming as M and  of $`U(M)`$ respectively. This naturally induces Chan-Paton factors at the ends of open strings as expected.

It would be interesting to construct defect conformal field theories arising from other supersymmetric brane intersections and study their Penrose limits. Then we expect to find specific defect couplings and symmetry breaking patterns which reflect the boundary conditions of the D-branes in this limit.

Acknowledgments

We would like to thank David Berenstein, Jaume Gomis, Sangmin Lee, Yuji Okawa, Hirosi Ooguri, Harlan Robins, John Schwarz, and Soojin Son for useful discussions and comments. This research was supported in part by DOE grant DE-FG03-92-ER40701.


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# Asymptotic behavior of a stratified perturbation in a three dimensional expanding Universe

## 1 Introduction

The present Universe is inhomogeneous with structures of many scales, from galaxies to galaxy clusters and superclusters. Around $`100000`$ years after Big Bang, the Universe was however very nearly homogeneous, with density fluctuations of relative magnitude of about $`1:10^5`$. The presently observed large scale structure have been generated by the process of the gravitational instability, acting on those initially small perturbations.

The goal of this paper is to investigate in direct numerical simulations and theoretical analysis the validity of the adhesion model, a benchmark for the non linear development of the gravitational instability. We will make contact with recent results of Buchert & Domínguez (Buchert1 (1999)) and present a sharpening of their main findings. The conclusion of this study is that the Burgers equation of the adhesion model does not model structure formation quantitatively correctly, but another transport equation of a similar type does.

We will limit ourselves to a flat, critical Universe ($`\mathrm{\Omega }=1`$) where most mass is contained in a dark component. In fact, we assume effectively that all the matter is dark, or behaves as such. There is no vacuum energy, or, equivalently, the cosmological constant is zero. This has been the favored cosmological model in the recent past and, although it is not at the present, it is still of conceptual and qualitative interest. We remark that the approximation of a flat critical Universe will be an accurate one for most of the time since recombination epoch, also in the presently favored models.

We will further make the assumption of stratified perturbations. This is surely not realistic, but, as we will see, it allows for a numerical scheme of incomparable speed and accuracy, describing the full process of structure formation, and is therefore a useful testing ground.

The paper is organized as follows: in Section 2 we present the general background. In Section 3 we recall the derivation of the Quintic model (Aurell & Fanelli Qmodel (2001)), that allows to study the evolution of a stratified perturbation in a Einstein-de Sitter, three dimensional expanding Universe. Section 4 is devoted to the discussion of the numerical implementation. In Section 5 we present the result of our numerical study: scaling laws are displayed and an heuristic explanation is provided. In Section 6 we derive an equation of transport that is consistent with the numerical findings. In the final Section 7 we sum up and discuss our results.

## 2 General Background

The linear regime of structure formation was studied by Lifshitz Lifshitz (1947) and is described in several classical monographs (Peebles Peebles1980 (1980), Weinberg Weinberg1972 (1972)). For the non linear regime, there is a long tradition of considering various simplified models, from the Zeldovich pancake (Shandarin & Zeldovich Zeldovich (1989)) and the adhesion model ( Gurbatov, Saichev & Shandarin Gurbatov (1989)), to full-scale $`N`$-body simulations, with the accompanying approximations of numerical nature. We start with a short review of the basic setup and equations.

Collision-less dark matter is described by the kinetic Vlasov-Poisson equations, in an expanding three dimensional Universe. This level of approximations contains the assumption that tensor degrees (gravitational waves) can be neglected, and that the matter motion is quasi-Newtonian. We assume an inertial reference frame, and label the position with $`𝐫`$. Then it is customary to introduce the comoving coordinate $`𝐱`$ by performing the following transformation (Peebles Peebles1980 (1980)):

$$𝐫=a(t)𝐱,$$
(1)
where the scale factor $`a(t)`$ is function of proper world time. For the critical Friedman Universe:

$$a=\left(\frac{t}{t_0}\right)^{2/3},$$
(2)
and $`t_0^2=6\pi G\rho (t_0)`$, where $`\rho (t_0)`$ is the homogeneous density at time $`t_0`$ (Peebles Peebles1980 (1980), Weinberg Weinberg1972 (1972)) and $`G`$ is the gravitational constant. The Vlasov-Poisson equations read:

$$\{\begin{array}{c}_tf+\frac{𝐩}{ma^2}_𝐱f_𝐱\psi _𝐩f=0\hfill \\ \\ ^2\psi =4\pi Ga^2\left(\rho \rho _b\right),\hfill \end{array}$$
(3)
where $`𝐩`$ is the variable conjugated to $`𝐱`$; $`f(𝐱,𝐩,t)`$ is the distribution function in the six dimensional phase space $`(𝐱,𝐩)`$; $`\psi `$ is the gravitational potential and $`\rho _b`$ is the mean mass density distribution. The particle density $`\rho (𝐱,t)`$ and velocities $`𝐮(𝐱,t)`$ are given, in term of $`f(𝐱,𝐩,t)`$, as:

$$\rho (𝐱,t)=\frac{m}{a^3}f(𝐱,𝐩,t)𝑑𝐩,$$
(4)
$$\rho (𝐱,t)𝐮(𝐱,t)=\frac{1}{a^4}𝐩f(𝐱,𝐩,t)𝑑𝐩.$$
(5)
It is well known that (3) admits special solutions of the form (Vergassola, Dubrulle, Frisch & Noullez Vergassola (1993)):

$$f(𝐱,𝐩,t)=\frac{a^3\rho (𝐱,t)}{m}\delta ^d(𝐩ma𝐮(𝐱,t)),$$
(6)
where $`d`$ is the dimension of space and $`\delta ^d(.)`$ the $`d`$-dimensional delta function. We will refer to this class as single-speed solutions, because to each given ($`𝐱,t`$) corresponds a well defined velocity $`𝐮`$. Assuming (6), after some manipulation, it follows from equations (4) and (5):

$$\{\begin{array}{c}_t\rho +3\frac{\dot{a}}{a}\rho +\frac{1}{a}(\rho 𝐮)=0\hfill \\ \\ _t𝐮+\frac{\dot{a}}{a}𝐮+\frac{1}{a}(𝐮)𝐮=𝐠\hfill \\ \\ 𝐠=4\pi Ga(\rho \rho _b),\hfill \end{array}$$
(7)
where we have introduced $`𝐠=\psi /a`$ such that $`\times 𝐠=0`$. It should be stressed that system (7), is valid as long as the distribution function $`f(𝐱,𝐩)`$ is in the form (6). Beyond the time of caustic formation, when the fast particles cross the slow ones, the solution become multi-stream. Hence, the pressure-less and dissipation-less hydrodynamical equations (7) are incomplete. We will in this paper extend system (7) beyond caustic formation for stratified flows, i.e. when velocity has one component only, and varies with respect to this direction.

Let us focus now on time before the first particle crossing. Then we can further make the assumption of parallelism: the peculiar velocity is a potential field, which remains parallel to the gravitational peculiar acceleration field (Buchert T., Domínguez A. & Perez-Mércader Buchert2 (1999), Peebles Peebles1980 (1980), Vergassola, Dubrulle, Frisch & Noullez Vergassola (1993)):

$$𝐠=F(t)𝐮,$$
(8)
where $`F(t)`$ is a positive, time dependent, proportionality coefficient. Relation (8) is well justified in the linear, as well in the weakly non linear regimes and allows to treat analytically the problem. From the linear theory it follows (Buchert T., Domínguez A. & Perez-Mércader Buchert2 (1999), Peebles Peebles1980 (1980), Vergassola, Dubrulle, Frisch & Noullez Vergassola (1993)):

$$F(t)=4\pi G\rho _bb/\dot{b},$$
(9)
where $`b`$ represents the growing mode of the density field in the linear regime. Hence, defining the new velocity field $`𝐯=𝐮/(a\dot{b})`$, the system (7) reduces to:

$$_b𝐯+(𝐯)𝐯=0,$$
(10)
which is the multidimensional Burgers equation (Vergassola M., Dubrulle B., Frisch U. & Noullez A. Vergassola (1993)). The inviscid Burgers equation describes the free motion of fluid particles subject to zero forcing and is equivalent to the famous Zeldovich approximation (Shandarin & Zeldovich Zeldovich (1989)). Again, it is worth recalling that the picture is correct as long as the solution stays single-stream. After caustic formation, it has been proposed that the resulting change on the gravitational force can be modeled by an effective diffusive term (adhesion model (Gurbatov S.N., Saichev A.I. & Shandarin S.F. Gurbatov (1989))). This should represent the effect of the gravitational sticking not captured by the Zeldovich approximation. Mathematically, this means introducing a term of the form $`\mu ^2𝐯`$, in the right hand side of the equation (10). In order for the diffusion term to have a smoothening effect only in those regions where the particles crossing takes place, the viscosity $`\mu `$ should be small. The adhesion model reads:

$$\{\begin{array}{c}_b𝐯+(𝐯)𝐯=\mu ^2𝐯\hfill \\ \\ 𝐯=\stackrel{~}{\psi }\hfill \\ \\ _b\rho +(\rho 𝐯)=0.\hfill \end{array}$$
(11)
where $`\stackrel{~}{\psi }=\psi /(\dot{b}F(t))`$. The limit when viscosity $`\mu `$ tends to zero is often taken. We remark, that, as is well known this is not equivalent to setting $`\mu `$ to zero from the outset, but is instead a regularization of (10), equivalent to the Lax entropy condition.

Although numerical experiments suggest qualitative agreement, no theory is to our knowledge presently available that quantifies the exact relationship between (3) and (11), after caustic formation.

The hypothesis has been put forward that (11) is an asymptotic description of (3), for particular classes of initial conditions (Starobinsky starobinsky (2000)). This statement relies on the assumption that, because of the expansion, the thickness of the individual pancakes grows more slowly than their typical separation. We will refer to this picture as to Starobinsky conjecture. Repeating the statement in the introduction, the aim of this paper is to investigate the asymptotic relation between the Vlasov approach (3) and the adhesion model (11), focusing our attention on the stratified dynamics. To jump also again to the conclusion, we will derive transport equation similar to those of Buchert& Domínguez (Buchert1 (1999)), but not quite the same.

## 3 Quintic model

We will study stratified perturbation in a critical Universe, in a particle representation. We recall that a non-linear change of time allows us to transform the equations of motion to ordinary differential equations with constant coefficients, and which can therefore be integrated by a fast event-driven scheme. We will refer to this dynamics as to the Quintic model (Aurell & Fanelli Qmodel (2001)), for reason that will become clear.

The Newtonian equations of motion for $`N`$ particles follow from a Lagrangian

$$=\underset{i}{}\frac{1}{2}m_i\dot{r_i}^2m_i\varphi (r_i,t)$$
(12)
where $`_r^2\varphi =4\pi G\rho `$. In the point particle picture the density profile is:

$$\rho (x_i,t)=\underset{x_j}{}m_ja^3\delta (x_ix_j),$$
(13)
where $`x_i`$ is the comoving coordinate of the $`ith`$ particles, in the direction of which the density and velocities varies.

Expressing (12) as function of the proper coordinate, $`x_i`$, and assuming (13), the equation of motion of the $`i`$-th particle reads:

$$\frac{d^2x_i}{dt^2}+2\frac{\dot{a}}{a}\frac{dx_i}{dt}4\pi G\rho _b(t)x_i=a^3E_{grav}(x_i,t),$$
(14)
where

$$E_{grav}(x_i,t)=2\pi G\underset{j}{}m_j\text{sign}(x_ix_j).$$
(15)
From the equation of continuity:

$$\rho _b(t)=\rho _0a(t)^3,$$
(16)
and, by performing a suitable non linear transformation of the time variable it is possible to concentrate all the time dependence in the term $`2\frac{\dot{a}}{a}\frac{dx_i}{dt}`$. The choice is:

$$dt=a^{3/2}d\tau ,$$
(17)
where $`\tau `$ has dimension of time ( Rouet, Feix & Navet Rouet1990 (1990), Rouet et al. Rouet1991 (1991)). The equation (14) is thus transformed into:

$$\frac{d^2x_i}{d\tau ^2}+\frac{\dot{a}\sqrt{a}}{2}\frac{dx_i}{d\tau }4\pi G\rho _0x_i=E_{grav}(x_i,\tau ).$$
(18)
In a flat Einstein de Sitter model the scale factor $`a(t)`$ grows with time as a power-law (see eq. (2)) and therefore eq. (18) takes the form:

$$\frac{d^2x_i}{d\tau ^2}+\frac{1}{3t_0}\frac{dx_i}{d\tau }\frac{2}{3t_0^2}x=E_{grav}(x_i,\tau )\text{Q model}.$$
(19)
The possibility of making this coordinate change is indeed the technical reason why we work with a critical Universe. Equation (19) is the model we refer to as to the Quintic (Q) model. We stress that the quintic model is nothing but a particle picture of the full self-gravitating dynamics for the class of stratified perturbations. The continuum ($`N\mathrm{}`$) limit of (19) is just (3), with different time coordinate. The interest of this formulation is that, as for the classical static self-gravitating systems in one dimension, $`E_{grav}`$ is a Lagrangian invariant, proportional to the net mass difference to the right and to the left of a given particle at a given time. Hence, the evolution of the system is recovered by identifying the time and location of the particles crossings, and connecting analytical solutions between such events (Noullez, Fanelli & Aurell al (2001)).

## 4 Numerical scheme

The equation of motion of each particle, in the Q model, is specified by equation (19). In between successive crossings ($`\tau [\tau ^n,\tau ^{n+1}]`$) the right hand side is a constant and, therefore, (19) admits an explicit solution in the form (Aurell & Fanelli Qmodel (2001)):

$$x_i(\tau )=c_1^i\mathrm{exp}(\frac{2(\tau \tau ^n)}{3t_0})+c_2^i\mathrm{exp}(\frac{(\tau \tau ^n)}{t_0})K_i^n,$$
(20)
where $`K_i=(3t_0^2/2)E_{grav}(x_i,\tau )`$, is constant. The coefficients $`c_1^i`$ and $`c_2^i`$ are determined by $`x_i^n=x_i(\tau ^n)`$ and $`w_i^n=\dot{x_i}(\tau ^n)`$, i.e. by the states of the particle at the time of the last crossing, and read:

$$\{\begin{array}{c}c_1^i=\frac{3}{5}\left[x_i^n+t_0w_i^nK_i\right]\hfill \\ \\ c_2^i=\frac{2}{5}\left[x_i^n\frac{2}{3}t_0w_i^nK_i\right].\hfill \end{array}$$
(21)
The form of equation (20) suggests introducing an auxiliary variable $`z=\mathrm{exp}((\tau \tau ^n)/3t_0)`$. The crossing times between neighboring particles (i.e. $`i`$,$`i+1`$) can, hence, be computed by solving numerically a quintic equation in the form:

$$f(z)=A_{i,i+1}^nz^5B_{i,i+1}^nz^3+C_{i,i+1}^n=0,$$
(22)
where:

$$\{\begin{array}{c}A_{i,i+1}^n=\frac{3}{5}\left[\mathrm{\Delta }x_i^n+t_0\mathrm{\Delta }w_i^n(K_{i+1}K_i)\right]\hfill \\ \\ \\ B_{i,i+1}^n=(K_{i+1}K_i)=const\hfill \\ \\ C_{i,i+1}^n=\frac{2}{5}\left[\mathrm{\Delta }x_i^n\frac{2}{3}t_0\mathrm{\Delta }w_i^n(K_{i+1}K_i)\right],\hfill \end{array}$$
(23)
and $`\mathrm{\Delta }x_i^n=x_{i+1}^nx_i^n`$, $`\mathrm{\Delta }w_i^n=w_{i+1}^nw_i^n`$. The function $`f(z)`$ represents the distance between particles $`i`$ and $`i+1`$, at transformed time $`z`$.

The event-driven scheme (Noullez, Fanelli & Aurell al (2001)) can be adopted to follow the dynamics of the system. The positions of the particles are stored in monotonically increasing order. A proper time, $`\theta _i`$, is associated to each particle $`i`$: it refers back to the time the particle last experienced a collision. Initially all $`\theta _i`$ are set to zero. The algorithm computes first the crossing time of each particle with the neighbor to the right, by solving $`N1`$ quintic equations, as in (22) (see above). The results are then stored in an array, which is sorted on a heap. Once the heap has been built, the minimum collision time, $`t_{min}`$, is at the root, i.e. at the first position in the heap. The particles involved in the first collision are selected by means of a trivial $`𝒪(1)`$ operation. The algorithm lets them evolve up to $`t_{min}`$, according to the equation (20). At this point, the particles share the same spatial position, and the crossing takes place (the velocities are exchanged). The successive step is to compute the next predicted collision time between $`i`$ and $`i+1`$. The new value replaces the old one, and the heap needs to be rearranged. In addition, as an effect of the changes in velocity for particles $`i`$ and $`i+1`$ particles, the two collisions with their nearest neighbors (respectively $`i1`$ and $`i+2`$) need to be re-computed. The heap is then re-arranged with at most $`𝒪(\mathrm{log}(N))`$ operations and the whole procedure can be repeated for $`N_{coll}`$ collisions. Therefore the complexity of the algorithm is in worst-case $`𝒪(N_{coll}\mathrm{log}(N))`$ (Noullez, Fanelli & Aurell al (2001)).

Indeed, in this particular application, the numerical procedure for finding the solution of the quintic equation might converge slowly, affecting the whole computation time, with a non negligible contribution. Therefore, in order to achieve the goal of a fast implementation, special care has to be devoted to the analysis of (22). Recalling the definition of $`f(z)`$, we look for the smallest real value $`\overline{z}>1`$, such that $`f(\overline{z})=0`$. As a first trivial observation, we notice that, by definition, $`z`$ is larger than one, and the inter-particle distance $`f(z=1)`$ is non-negative. In addition, $`B_{i,i+1}^n`$ is a positive constant, independent of $`i`$.

Two scenarios are therefore possible: if the coefficient $`A_{i,i+1}^n`$ is positive, no crossing is allowed. As it is sketched in Fig. 1, the only real root of eq. (22) lies in the interval $`[0,1]`$, and therefore has to be rejected.

This means that these two particles will never collide if left to themselves: the expansion is too strong to be overcome by their mutual gravitational attraction.

On the other hand, if the coefficient $`A_{i,i+1}^n`$ is negative, more care is required. The problem is to bound the root in a reasonable interval in order to assure a fast convergence of a numeric procedure. First, we observe that there is a local maximum for $`z>0`$. The coordinate $`z_{max}`$ is easily computed and $`f(z_{max})`$ is evaluated; $`f(z_{max})`$ is positive, since it is by definition larger of $`f(1)>0`$. Since the function $`f(z)`$ goes to $`\mathrm{}`$ as $`z\mathrm{}`$, there should be an intersection ($`\overline{z}>1`$ s.t. $`f(\overline{z})=0`$) with the horizontal axis, see Fig 3.

The following procedure is adopted. First we introduce $`h(z)`$ (thin solid line in Figs. 2, 3), that is the quadratic approximation of $`f(z)`$ around $`z_{max}`$, defined by:

$$h(z)=f(z_{max})+\frac{1}{2}f^{^{\prime \prime }}(z_{max})(zz_{max})^2.$$
(24)
Then we compute the intersection $`z_1`$ of $`h(z)`$ with the horizontal axis:

$$z_1=z_{max}+\left(\frac{f(z_{max}}{3B_{i,i+1}^n}\right)\sqrt{\frac{5A_{i,i+1}^n}{3B_{i,i+1}^n}}.$$
(25)
Two different cases have to be considered (respectively, Figs. 2,3).

If $`f(z_1)`$ is positive, we take the tangent to $`f(z)`$ in $`z_1`$, and compute its intersection, $`z_2`$, with the $`z`$ axis (Fig. 3):

$$z_2=z_1\frac{f(z_1)}{5A_{i,i+1}^nz_1^4+3B_{i,i+1}^nz_1^2}.$$
(26)
By construction $`z_2>\overline{z}`$ and, therefore, $`\overline{z}[z_1,z_2]`$. If, on the contrary, $`f(z_1)`$ is negative, then $`\overline{z}[z_{max},z_1]`$, see Fig. 2.

In both cases we have confined the root in a narrow interval: there, $`f(z)`$ is a monotonic decreasing function. Therefore, we can apply a combination of bisection and Newton-Rapson method (Press num (1992)). This hybrid algorithm assures a stable and fast convergence to the solution. In the present implementation we assumed a tolerance error of $`10^{13}`$.

## 5 Asymptotic scaling laws: numerical results and heuristic interpretation

We simulate the dynamics of the Q model, by using the numerical scheme discussed above. We consider a system of $`N`$ particles of mass $`m=1/N`$, confined in a box of size $`L`$. Reflecting boundary conditions are assumed, which is equivalent to consider periodic perturbation of size $`2L`$, with reflexion symmetry (Aurell & Fanelli Qmodel (2001)). We choose units such that $`4\pi G`$ is equal to one. Time is measured by the a-dimensional quantity $`(t/t_0)`$. The unit of length is the spatial interval in which the particles are initially distributed (i.e. $`L=1`$), and thus the initial density $`\rho _0`$ is set to one.

In particular, we are interested in the late time evolution of the system to better understand the validity of the Starobinsky conjecture, the aim of this analysis being to provide a quantitative test of the reliability of the adhesion model, as an effective description of the mechanism of large scale structure formation in the Universe.

With this in mind, we consider the evolution of an individual cluster and investigate the process of gravitational collapse. We measure the progressive contraction of the inner region of the agglomeration, compared to the overall expansion. This effect can be computed by the ratio between the width of region, $`\mathrm{\Delta }x`$, that contains half of the whole mass of the system, centered around the position of maximum density, and the size of the perturbation $`L`$ <sup>1</sup><sup>1</sup>1In comoving coordinate $`L`$ is a constant, which we have set to one. . This quantity is then plotted, as function of the rescaled cosmological time $`t/t_0`$.

Simulations are performed for two different classes of initial conditions. In both cases, we make the non restrictive choice of considering a perturbation centered around our center of reference.

First, the initial velocity is assumed to be a smooth function of position. As clearly expected, the system develops spiral in the phase space like the one displayed in Fig. 4.

In Fig. 5 we plot $`\mathrm{\Delta }x/L`$, versus $`t/t_0`$. The experiments are performed for different values of $`N`$. A clear power-law behavior:

$$\frac{\mathrm{\Delta }x}{L}=\left(\frac{t}{t_0}\right)^\alpha $$
(27)
is always displayed, regardless of the number of particles simulated. This implies that the result is not affected by the discreteness of the representation, and can be assumed to hold in the continuum limit. The scaling is present over several decades and the best numerical fit gives the value $`\alpha =0.22`$.

Then, a source of noise is introduced in the initial condition: as shown in the small inset of Fig. 6 a white noise signal is generated and superposed to a sinus wave of amplitude $`w_0`$. The thickness of the dense region is studied, following the line of the preceding discussion. Results are reported in the main plot of Fig. 6, for a single realization. They show complete agreement with (5) .

It is worth stressing that these results are not sensitive to the choice of measuring the interval that contains $`N/2`$ particles. Any other finite fraction leads to the same conclusions.

In order to provide a full picture, we performed similar analysis for the velocities distribution. Consider $`\mathrm{\Delta }w`$, such that $`N/2`$ particles have velocities in the interval $`[\mathrm{\Delta }w/2,\mathrm{\Delta }w/2]`$. The ratio $`\mathrm{\Delta }w/w_0`$ is plotted vs. $`t/t_0`$, where $`w_0`$ represents the amplitude of the initial smooth wave (see captions of Figs. 7 and 8). Again, and for both the initial conditions considered here, a power-law behavior:

$$\frac{\mathrm{\Delta }w}{w_0}=\left(\frac{t}{t_0}\right)^\beta $$
(28)
is clearly displayed (Figs. 7, 8). Here the best numerical fit gives $`\beta =0.11`$.

Assuming the occurrence of power-law behaviors, there is a simple, heuristic, explanation for deriving the correct value of the exponents, in agreement with the numerical findings. As previously stated, the Quintic model is equivalent to the Vlasov-Poisson set of equations in the continuous limit (Aurell & Fanelli Qmodel (2001)). Such a system is conservative and therefore the volumes in the phase space are conserved (Liouville theorem). Hence:

$$\mathrm{\Delta }x\mathrm{\Delta }p=const,$$
(29)
where $`\mathrm{\Delta }x`$ and $`\mathrm{\Delta }p`$ represent, respectively, any space and momentum intervals in the comoving reference frame.

Recalling that $`w=dx/d\tau `$ and that $`a(t)=(t/t_0)^{2/3}`$, eq. (29) is transformed into:

$$\mathrm{\Delta }x\mathrm{\Delta }w=\left(\frac{t}{t_0}\right)^{1/3}.$$
(30)
Assuming that $`\mathrm{\Delta }x`$ and $`\mathrm{\Delta }w`$ scales in time as power-laws, respectively with exponents $`\alpha `$ and $`\beta `$ it follows that:

$$\alpha +\beta =\frac{1}{3}.$$
(31)
A second relation is needed to close the system. Let us consider the Hamiltonian $`H=K+V`$ which describes the Quintic model, except the friction term. $`K`$ is a normal kinetic term, quadratic in the velocities, and $`V`$ is made of two terms: the interaction and the background potential. The following relation holds:

$$\frac{dH}{dt}=\frac{2}{3t_0}K.$$
(32)
Assume that the global virialization has occurred. Then $`<K><V>`$, where $`<K>`$ and $`<V>`$ represent the time average of the kinetic and potential energies. $`K`$ is quadratic in velocities while $`V`$ has one term quadratic (the background), and one linear (the interaction). If we have a mass concentration at the origin, the quadratic can be ignored compared to the linear.

Hence, neglecting the time averages, we have $`velocities^2distances`$. If $`\mathrm{\Delta }x(t/t_0)^\alpha `$, therefore $`\mathrm{\Delta }w(t/t_0)^{\alpha /2}`$, which implies:

$$\beta =\frac{\alpha }{2},$$
(33)
and therefore $`\alpha =2/9`$ and $`\beta =1/9`$, in agreement with the numerics. From eq. (32), the dissipative time is:

$$T_{diss}=H/(dH/dt)constant.$$
(34)
The virialization time of the mass agglomeration, $`T_{vir}`$ is about the time it takes one particle to traverse the mass, that is

$$T_{vir}=(distance)/(velocity)\left(\frac{t}{t_0}\right)^\beta .$$
(35)
Hence, the virialization time becomes quickly smaller than the dissipative time, and the argument is self-consistent.

## 6 Transport equation

As already observed, relation (6) holds as long as the solution stays single stream. Hence the hydrodynamical picture (7) is applicable just before the time of caustic formation, when the first particles crossing takes place. In order to extend the analysis beyond that time we have to consider the more general solution to (3):

$$f(𝐱,𝐩,t)=\frac{a^3\rho (𝐱,t)}{m}f_0(𝐱,𝐩,t).$$
(36)
where $`f_0(𝐱,𝐩,t)`$ is the velocity profile.

Assuming (36) and performing the same analysis as described in Section 1, the following system is derived from Vlasov-Poisson equations (3):

$$\{\begin{array}{c}_t\rho +3\frac{\dot{a}}{a}\rho +\frac{1}{a}\left(\rho \overline{𝐮}\right)=0\hfill \\ \\ _t\overline{𝐮}+\frac{\dot{a}}{a}\overline{𝐮}+\frac{1}{a}\left(\overline{𝐮}\right)\overline{𝐮}=𝐠\frac{1}{a\rho }\left[\rho (\overline{𝐮^2}\overline{𝐮}^2)\right]\hfill \\ \\ 𝐠=4\pi Ga(\rho \rho _b),\hfill \end{array}$$
(37)
where $`\overline{[]}`$ represents the mean, after averaging over velocity space. Comparing with (7), we see that in the second equation of (37) an extra-term appears, that takes into account the effect of the dispersion in velocities, in the region where the multi-values solution is developed. When the flow is single-stream, the variance is zero and the system (37) is identical to (7) ($`\overline{𝐮}𝐮`$). This derivation was already discussed in (Buchert & Domínguez Buchert1 (1999)) and represents the starting point of our analysis. We will limit ourselves to the case of stratified perturbations, and derive an equation for the transport of the velocity flow, that agrees with the numerical analysis performed at the level of the Q model (i.e. discrete Vlasov). In this respect, we are mainly concerned by the progressive collapse of the inner bulk (see Figs 5,6), a key feature that needs to be considered explicitly in our analysis. The question that naturally arises is whether or not the transport is well represented by Burgers’ equation. Here on, we will indicate the mean velocity simply with $`𝐮`$.

Let us consider the dynamics of the Q model. It can be shown numerically that, for all classes of initial conditions here considered, far beyond the time of first crossing, the multi-stream velocity profile $`f_0(w)`$ is well approximated by a Gaussian:

$$f_0(w)\mathrm{exp}(\frac{\left(w\overline{w}\right)^2}{T(x)}),$$
(38)
where the temperature , $`T(x)`$, is smaller in the bulk (more narrow Gaussian) than in the surrounding regions (larger profile). Equation (38) is also, of course, the natural choice in a system close to equilibrium, where $`\rho `$,$`w`$ and $`T`$ vary considerably over a cluster, but little over distances of the order of inter-particle spacing.

Our ansatz for $`T(x)`$ is the following:

$$T(x)=K\frac{(t/t_0)^\xi }{\rho ^\gamma },$$
(39)
where $`K`$ is a constant and $`\gamma `$ is a real number belonging to the interval $`[0,1]`$. This choice reproduces qualitatively the shrinking of the velocity profile, observed in comoving coordinates in correspondence of the denser inner regions. On a more quantitative level, numerical checks have been performed to support the validity of (39), showing in all cases, a satisfactory agreement. In particular, from (38) it follows that the variance, $`var^Q(x)`$, is given by:

$$var^Q(x)=\overline{w^2}\overline{w}^2=\frac{K}{2}\frac{(t/t_0)^\xi }{\rho ^\gamma },$$
(40)
where the label $`Q`$ indicates that we work in Quintic variables. In the main plot of figure (9) $`var^Q(x)`$ is plotted versus $`x`$. The filled circles refers to the results of the numerical experiments, while the solid line is a two parameters fitting, based on (39). (i.e. $`var^Q(x)=A_1/\rho ^{A_2}`$, where now $`\rho `$ is the histogram of positions and $`A_1,A_2`$ free parameters). In Fig. 9$`A_2=0.3`$: the same value, within the errors ($`0.1`$), is found for different initial realizations and/or different times.

Larger deviations from (40) are observed outside the core, where the density reduces drastically and the multi-stream flow approaches the single stream limit. The squares in the small inset represent, in double logarithmic scale, the amplitude $`A_1`$ resulting from the fit (keeping now $`A_2=0.3`$) , for different times. The power-law scaling is clear and the exponent is $`\xi =0.222/9`$. We will come back on this important point in the end of the Section.

Now, let us consider the system (37). Following the discussion in Section 1, we perform the change $`vu/a\dot{b}`$ and define the new time variable $`b`$. Then the second equation of (37) reads:

$$_bv+\left(v_x\right)v=\mathrm{\Gamma }^B(x,v),$$
(41)
where $`\mathrm{\Gamma }^B(x,v)`$ given by:

$$\begin{array}{c}\mathrm{\Gamma }^B(x,v)=\frac{1}{a^2\dot{b}\rho }_x\left[\rho var^B(x)\right]=\\ \\ \frac{9}{4a^4\dot{b}\rho }_x\left[\rho var^Q(x)\right].\end{array}$$
(42)
Here $`B`$ indicates that the quantity is expressed in Burgers-like variables, i.e. $`(x,v,b)`$. In (42) the transformation $`w\frac{2}{3}a(t)v`$ has been considered explicitly. From equation (40) we obtain:

$$\mathrm{\Gamma }^B(x,v)=\frac{9K}{8}\frac{(t/t_0)^\xi }{a^4\dot{b}^2\rho }_x\left[\frac{1}{\rho ^{\gamma 1}}\right].$$
(43)
Inserting the assumption of parallelism (9), the Poisson equation (the third of (37)) reads:

$$_x\rho =\frac{F(t)}{4\pi Ga}_{xx}u=\rho _bb_{xx}v.$$
(44)
Hence equation (43) is transformed into:

$$\mathrm{\Gamma }^B(x,v)=\frac{9K}{8}\frac{b(t/t_0)^\xi }{a^4\dot{b}^2}\frac{\rho _b}{\rho ^{\gamma +1}}_{xx}v.$$
(45)
In addition the following relation holds:

$$\frac{1}{\rho ^{\gamma +1}}=\frac{1}{\rho _b^{\gamma +1}}\left[\frac{1}{1b_xv}\right]^{\gamma +1},$$
(46)
and, thus:

$$\mathrm{\Gamma }^B(x,v)=\frac{9K}{8}(\gamma 1)\frac{(t/t_0)^\xi }{a^{43\gamma }\dot{b}^2}\frac{1}{\rho _0}_x\left[\frac{1}{1b_xv}\right]^\gamma ,$$
(47)
where we made use of equation (16). Collecting together, equation (41) reads:

$$_bv+\left(v_x\right)v=\mu (t)_x\left[\frac{1}{1b_xv}\right]^\gamma ,$$
(48)
where $`\mu (t)`$ is a time dependent coefficient defined by:

$$\mu (t)=\frac{9K}{8}(\gamma 1)\frac{(t/t_0)^\xi }{a^{43\gamma }\dot{b}^2}\frac{1}{\rho _0}=a_1\left(\frac{t}{t_0}\right)^{\alpha (\xi ,\gamma )}.$$
(49)
Equation (48) is defined in the inner region where the ansatz (39) applies and where the gradient of $`v`$ is negative. We stress that, even though obtained in a different manner, (48) belongs to the same family of equations derived by ( Buchert, Domínguez & Perez-Mércader Buchert2 (1999)), except for a slight modification of $`\mu (t)`$ and a different interpretation of $`\gamma `$. More important, using the constraints imposed by the results in section 4, we will provide a precise indication of the values of $`\gamma `$ and $`\xi `$. We therefore proceed to select one candidate from the whole family (48).

Consider equation (48) and apply the following rescaling for position, velocity and time:

$$x=\left(\frac{t}{t_0}\right)^{\lambda _1}\stackrel{~}{x},v=\left(\frac{t}{t_0}\right)^{\lambda _2}\stackrel{~}{v},db=\left(\frac{t}{t_0}\right)^\delta d\stackrel{~}{b}.$$
(50)
Equation (48) is transformed into:

$$\begin{array}{c}_{\stackrel{~}{b}}\stackrel{~}{v}+\frac{3}{2}\lambda _2\left(\frac{t}{t_0}\right)^{\delta 2/3}\stackrel{~}{v}+\left(\frac{t}{t_0}\right)^{\lambda _2\lambda _1\delta }\stackrel{~}{v}_{\stackrel{~}{x}}\stackrel{~}{v}=\\ \\ a_1\left(\frac{t}{t_0}\right)^{\alpha (\xi ,\gamma )\lambda _1\delta \lambda _2}_{\stackrel{~}{x}}\left[1\left(\frac{t}{t_0}\right)^{2/3\lambda _1+\lambda _2}_{\stackrel{~}{x}}\stackrel{~}{v}\right]^\gamma .\end{array}$$
(51)
By setting $`\lambda _1=\alpha /2+2/3`$, $`\lambda _2=\alpha /2`$ and $`\delta =2/3`$, equation (51) simplifies:

$$_{\stackrel{~}{b}}\stackrel{~}{v}+\frac{3}{2}\lambda _2\stackrel{~}{v}+\stackrel{~}{v}_{\stackrel{~}{x}}\stackrel{~}{v}=a_1_{\stackrel{~}{x}}\left[\frac{1}{1_{\stackrel{~}{x}}\stackrel{~}{v}}\right]^\gamma .$$
(52)
All the coefficients are now time independent. Hence, equation (52) develops shocks of constant width, $`\mathrm{\Delta }\stackrel{~}{x}_{shock}`$. Transforming back to the old variables, this implies:

$$\mathrm{\Delta }x_{shock}=\left(\frac{t}{t_0}\right)^{\alpha /2+2/3}\mathrm{\Delta }\stackrel{~}{x}_{shock}\left(\frac{t}{t_0}\right)^{\alpha /2+2/3}.$$
(53)
In order to provide a full consistent picture, we require the shock interval to shrink in time with the same rate that have been shown to hold for the discrete Vlasov equation (Q model). Therefore we have to impose:

$$\frac{2}{9}=\frac{\alpha }{2}+\frac{2}{3},$$
(54)
that implies the following relation between $`\gamma `$ and $`\xi `$:

$$\gamma =\frac{1}{2}\xi +\frac{1}{9}.$$
(55)
Let us now consider the results reported in Fig. 9. Assuming $`\xi =2/9`$ (see analysis above and small inset in Fig. 9), from equation (55) one gets $`\gamma =2/9`$ that is in agreement with the result of the numerical fitting. Therefore we are led to conclude that asymptotically, the evolution a of multi-stream flow originated by the one-dimensional Vlasov-Poisson dynamics, is mimicked by a transport equation in the form:

$$_bv+v_xv=\mu (t)_x\left[\frac{1}{1b_xv}\right]^{2/9},$$
(56)
where $`\mu (t)(t/t_0)^{16/9}`$ and $`b=(t/t_0)^{2/3}`$. As we will show in the next paragraph, the adhesion model can be recovered from our ansatz (39) with a special choice of $`\gamma `$. Nevertheless both the value of $`\gamma `$ and the consequent rate of compression of $`\mathrm{\Delta }x_{shock}`$ are not consistent with the numerical study of the Q model reported in Section 4. We are therefore led to conclude that the Burgers’ equation, in the limit of vanishing viscosity, is only valid as a qualitative test model and that, on the other hand, the more quantitative phenomenology is, instead, captured by the transport equation (56).

### 6.1 The adhesion model: limit of validity

Let us consider the family of equations (48) derived from the ansatz (39). Assume $`\gamma =1`$: this is the only possible choice to recover a Burgers like equation, according to our approach. In fact equation (48) then reads:

$$_bv+\left(v_x\right)v=b\mu (t)_{xx}v,$$
(57)
where $`\mu (t)=a_1\left(\frac{t}{t_0}\right)^{\xi 4}`$.

There are two major problems with that result. First the choice of $`\gamma `$ is not consistent with the simulations for the Quintic model. In fact, if $`\gamma <0`$, the width of the Gaussian profile (38) decreases moving to region of lower density. That is the opposite of what we observed. Moreover, since $`\xi =0.222/9`$ (see figure 9), $`\mu (t)`$ decays too fast to agree with the contraction of $`\mathrm{\Delta }x`$ detected with the discrete Vlasov approach <sup>2</sup><sup>2</sup>2Here $`\mu (t)(t/t_0)^{32/9}`$. By a rescaling procedure (analogous to the one adopted in the previous section) it can be shown that $`\mathrm{\Delta }x_{shock}(t/t_0)^{32/9}`$..

Hence, equation (57), directly derived from (3), with the assumption (39) fails in reproducing the essence of peculiar aspects of the dynamics, that have been shown to hold in the Vlasov like picture. Nevertheless, as already stressed by (Buchert, Domínguez & Perez-Mércader Buchert2 (1999)), one should note that the viscous like term vanish as $`t\mathrm{}`$ and therefore, at least from a qualitative point of view, the Starobinsky conjecture is justified (formally replacing $`\nu 0`$ in (11) with $`t\mathrm{}`$).

## 7 Conclusions

In this paper we discussed the problem of structure formation in a three-dimensional expanding Universe, focusing on stratified perturbations, in a pressure-less medium. This is done by using extensively the Q model, a Lagrangian representation that was derived in a recent paper (Aurell & Fanelli Qmodel (2001)). The Q model is valid in the limit where Newtonian mechanics applies and it is shown to be equivalent to the Vlasov-Poisson equations for $`N\mathrm{}`$.

In particular we investigated the asymptotic behavior of an initial smooth perturbation, by measuring the progressive contraction of the inner region, compared to the overall expansion. Clear power-law scalings are detected and a heuristic explanation is provided. Then we derived an asymptotic transport equation for the velocity, consistent with these observations. By means of a combined numerical and analytical procedure, we obtained equation (56). Moreover, we showed that the Burgers equation with vanishing viscosity, can be directly derived from the kinetic theory, by assuming the ansatz (39). Nevertheless, equation (57) fails in reproducing the correct asymptotic scaling observed and, therefore, we are led to conclude that the adhesion approach is valid only as an approximate model of structure formation. In fact, even though Burgers’ equation holds outside the shocks, the adhesion picture is shown to agree, only at a qualitative level, with the correct Vlasov description, in the massive cores. On the contrary, inside the shocks, the more quantitative phenomenology is captured by the transport equation (56).

###### Acknowledgements.

We thank G. Kreiss and A. Schenkel for discussions. This work was supported by the Swedish Research Council through grants NFR F 650-19981250 (D.F) and NFR I 510-930 (E.A.).