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# Marginal Deformations In the Open Bosonic String Field Theory for N D0-branes

## 1 Introduction

In our recent paper  we gave examples of two exact solutions of the open bosonic string field theory  that correspond to the marginal deformation of the original background configuration of D0-brane sitting in the origin. These two examples served as a demonstration of the efficiency of our method developed in . We have seen that the solutions given in  did not change the form of the BRST operator and hence the spectrum of the string states around the new background is the same. As was argued in that paper this result is a trivial consequence of the homogeneity and isotropy of the space where D0-brane lives. We have also argued that in the case of $`N`$ D0-branes the situation will not be so simple. The analysis of this configuration will be performed in this paper where we find exact solution of the open bosonic string field theory that corresponds to the marginal deformation of the original configuration. We will see that when we perform expansion around the new background configuration we obtain the string field theory action for the fluctuation field that has the same form as the original one however the new BRST operator is matrix valued as a consequence of the nonabelian nature of the initial configuration. This result supports the proposal given in , however this claim certainly deserves much more detailed study and we will postpone it for the future. Then we will argue, following our general discussion given in , that we can perform the field redefinition that maps the new BRST operator to the original one and the fluctuation field that arises from the expansion of the string field around the classical solution of the string field theory equation of motion to the fluctuation field with nonzero winding number. More precisely, we will see that the state of the string joining i-Th and j-Th D0-branes has the winding number proportional to the distance of these two D0-branes.

Since this paper is closely related to  we will not discuss the general construction presented in  and the abelian solution given in , where more details and more detailed list of references can be found. However it is a pleasant duty for us mention some of the papers  that discuss related problems from different point of view.

In the conclusion we outline our results and suggest possible extension of our work.

## 2 Open bosonic string field theory for N D0-branes

In this section we present nonabelian generalization of our result given in . For more details and motivation, see that paper.

Let us consider system of coincident $`N`$ D0-branes localized in the origin of the target space. As was argued in  such a system is described with the standard open bosonic string field theory where now string field will carry Chan-Paton (CP) indexes so that we can write

$$S=\underset{i,j,k}{}\frac{1}{2}\mathrm{\Phi }_{ij}Q(\mathrm{\Phi }_{ji})+\frac{1}{3}\mathrm{\Phi }_{ij}\mathrm{\Phi }_{jk}\mathrm{\Phi }_{ki},$$
(1)
where $`\mathrm{\Phi }_{ij}`$ is a ghost number one string field and the summation index goes from $`1`$ to $`N`$ and where $`Q`$ is the BRST operator of open string that obeys Dirichlet boundary conditions in $`x^I,I=1,\mathrm{},25`$ directions (For more details about string field theory, see very good reviews .). From (1) we obtain the equation of motion

$$Q\mathrm{\Phi }_{ij}+\underset{k}{}\mathrm{\Phi }_{ik}\mathrm{\Phi }_{kj}=0.$$
(2)
The generalization of the solution given in  to the nonabelian case is straightforward

$$\mathrm{\Phi }_{0ij}=\underset{k}{}(e^{\mathrm{\Psi }_0})_{ik}Q(e^{\mathrm{\Psi }_0})_{kj}.$$
(3)
It is easy to see that $`\mathrm{\Phi }_{0ij}`$ with any ghost number zero field $`\mathrm{\Psi }_{0ij}`$ is solution of the equation of motion (2) since we have

$$Q(\mathrm{\Phi }_0)_{ij}=Q\left(\underset{k}{}(e^{\mathrm{\Psi }_0})_{ik}Q(e^{\mathrm{\Psi }_0})_{kj}\right)=\underset{k,l,m}{}(e^{\mathrm{\Psi }_0})_{ik}Q(e^{\mathrm{\Psi }_0})_{kl}(e^{\mathrm{\Psi }_0})_{lm}Q(e^{\mathrm{\Psi }_0})_{mj}$$
(4)
and

$$\underset{k}{}(\mathrm{\Phi }_0)_{ik}(\mathrm{\Phi }_0)_{kj}=\underset{k,m,l}{}(e^{\mathrm{\Psi }_0})_{ik}Q(e^{\mathrm{\Psi }_0})_{kl}(e^{\mathrm{\Psi }_0})_{lm}Q(e^{\mathrm{\Psi }_0})_{mj}.$$
(5)
As in case of single D0-brane  we propose that the field $`\mathrm{\Psi }_{0ij}`$ has the form

$$(\mathrm{\Psi }_0)_{ij}=\widehat{K}_L(\widehat{I},F)_{ij},$$
(6)
where we define the generalization of the identity field of the string star algebra to the nonabelian case as

$$\widehat{I}_{ij}=\delta _{ij}.$$
(7)
This field has the basic property of the identity element of the string field algebra

$$\underset{k}{}\mathrm{\Psi }_{ik}\widehat{I}_{kj}=\mathrm{\Psi }_{ij}=\mathrm{\Psi }_{ij},\underset{k}{}\widehat{I}_{ik}\widehat{I}_{kj}=\widehat{I}_{ij}.$$
(8)
In (6) we have also introduced the ghost number zero operator $`\widehat{K}`$. Following  we will study the fluctuation around the solution $`\mathrm{\Phi }_{0ij}`$. We write general string field as follows

$$\mathrm{\Phi }_{ij}=\mathrm{\Phi }_{0ij}+\mathrm{\Psi }_{ij}$$
(9)
and insert it into (1). According to the well known procedure (For recent discussion, see .) we obtain the action for the field $`\mathrm{\Psi }_{ij}`$ which has the same form as the original one (1) however with the new BRST operator

$$\stackrel{~}{Q}(X)_{ij}=\underset{k}{}\delta _{ik}Q(X)_{kj}+\mathrm{\Phi }_{0ik}X_{kj}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kj}.$$
(10)
According to  this new BRST operator $`\stackrel{~}{Q}`$ has a form

$$\stackrel{~}{Q}(X)_{ij}=e^{\widehat{K}}\left(Q\left(e^{\widehat{K}}(X)\right)\right)_{ij}.$$
(11)
In order the string field theory for fluctuation field $`\mathrm{\Psi }_{ij}`$ to be well defined we must show that the BRST operator (11) obeys all axioms of the open bosonic string field theory .

Let us start with the proof of the nilpotence of (2)222We do not write summation index for the summation over $`k,l`$ in following expressions.

$`\stackrel{~}{Q}^2(X_{ij})=\stackrel{~}{Q}\left(Q(X)_{ij}+\mathrm{\Phi }_{0ik}X_{kj}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kj}\right)=`$
$`=Q\left(Q(X)_{ij}+\mathrm{\Phi }_{0ik}X_{kj}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kj}\right)+`$
$`+\mathrm{\Phi }_{0ik}\left(Q(X)_{kj}+\mathrm{\Phi }_{0kl}X_{lj}(1)^{|X|}X_{kl}\mathrm{\Phi }_{0lj}\right)`$
$`(1)^{|X|+1}\left(Q(X)_{ik}+\mathrm{\Phi }_{0ik}X_{kl}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kl}\right)\mathrm{\Phi }_{0lj}=`$
$`=(Q(\mathrm{\Phi }_{0ik})+\mathrm{\Phi }_{0il}\mathrm{\Phi }_{0lk})X_{kj}(1)^{2|X|}X_{ik}(Q(\mathrm{\Phi }_{0kj})+\mathrm{\Phi }_{0kl}\mathrm{\Phi }_{0lj})=0`$
since $`\mathrm{\Phi }_{0ij}`$ obeys (2). Derivation property can be seen very easily since we have

$`\stackrel{~}{Q}(XY)_{ij}=Q(X)_{ik}Y_{kj}+(1)^{|X|}X_{ik}Q(Y)_{kj}+\mathrm{\Phi }_{0ik}X_{kl}Y_{lj}`$
$`(1)^{|X|+|Y|}X_{ik}Y_{kl}\mathrm{\Phi }_{0lj}=(Q(X)_{il}+\mathrm{\Phi }_{0ik}X_{kl}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kl})Y_{lj}+`$
$`+(1)^{|X|}X_{ik}(Q(Y)_{kj}+\mathrm{\Phi }_{0kl}Y_{lj}(1)^{|Y|}Y_{kl}\mathrm{\Phi }_{0lj})=`$
$`=\stackrel{~}{Q}(X)_{ik}Y_{kj}+(1)^{|X|}X_{ik}\stackrel{~}{Q}(Y)_{kj}.`$
Finally we have

$`{\displaystyle \underset{i,j}{}}{\displaystyle \stackrel{~}{Q}(X)_{ij}}={\displaystyle \underset{i,j}{}}{\displaystyle Q(X)_{ij}}+{\displaystyle \mathrm{\Phi }_{0ij}X_{ji}}(1)^{|X|}{\displaystyle X_{ij}\mathrm{\Phi }_{0ji}}=`$
$`={\displaystyle \underset{i,j}{}}{\displaystyle \mathrm{\Phi }_{0ij}X_{ji}}(1)^{|X|}(1)^{|X||\mathrm{\Phi }_0|}{\displaystyle \mathrm{\Phi }_{0ji}X_{ij}}=0,`$
using $`|\mathrm{\Phi }_0|=1`$. As a consequence the new BRST operator $`\stackrel{~}{Q}`$ obeys all axioms of the open bosonic string field theory even in the case when it is matrix valued. However it is desirable to have the BRST operator in the same form as the original one which means that will be diagonal in the CP indexes. In order to obtain such a form we should perform field redefinition according to . We will see that with the solution given in (6) such a redefinition is very simple.

From (11) we immediately see that it is natural to perform field redefinition

$$\mathrm{\Psi }_{ij}=e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})_{ij}$$
(15)
that maps the new BRST operator (11) to the original one. It is important to stress that $`\widehat{K}`$ is not arbitrary ghost number zero operator, while according to  $`\widehat{K}`$ must obey following rules

$`\widehat{K}({\displaystyle \underset{l}{}}X_{il}Y_{lj})={\displaystyle \underset{l}{}}\widehat{K}(X)_{il}Y_{lj}+{\displaystyle \underset{l}{}}X_{il}\widehat{K}(Y)_{lj},`$
$`{\displaystyle \underset{i,j}{}}{\displaystyle \widehat{K}(X_{ij}Y_{ji})}=0.`$
If we presume that $`\widehat{K}`$ obeys (2) it is a simple task to show that the field redefinition (15) leads to the action for the field $`\stackrel{~}{\mathrm{\Psi }}_{ij}`$ that has the same form as (1) and where the BRST operator is the same as the original one $`Q`$. To prove this, let us start with the quadratic term

$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}{\displaystyle \mathrm{\Psi }_{ij}\stackrel{~}{Q}(\mathrm{\Psi }_{ji})}={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}{\displaystyle e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})_{ij}\stackrel{~}{Q}(e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }}))_{ji}}=`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}{\displaystyle \stackrel{~}{\mathrm{\Psi }}_{ij}e^{\widehat{K}}(\stackrel{~}{Q}(e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})))_{ji}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}{\displaystyle \stackrel{~}{\mathrm{\Psi }}_{ij}Q(\stackrel{~}{\mathrm{\Psi }})_{ji}},`$
where we have used

$`{\displaystyle \underset{i,j}{}}{\displaystyle e^{\widehat{K}}(X)_{ij}Y_{ji}}={\displaystyle \underset{i,j}{}}{\displaystyle X_{ij}Y_{ji}}\widehat{K}(X)_{ij}Y_{ji}+{\displaystyle \frac{1}{2}}\widehat{K}^2(X)_{ij}Y_{ji}+\mathrm{}=`$
$`={\displaystyle \underset{i,j}{}}{\displaystyle X_{ij}Y_{ji}}+X_{ij}\widehat{K}(Y)_{ji}{\displaystyle \frac{1}{2}}\widehat{K}(X)_{ij}\widehat{K}(Y)_{ji}+\mathrm{}=`$
$`={\displaystyle \underset{i,j}{}}{\displaystyle X_{ij}Y_{ji}}+X_{ij}\widehat{K}(Y)_{ji}+{\displaystyle \frac{1}{2}}X_{ij}\widehat{K}^2(Y)_{ji}+\mathrm{}={\displaystyle \underset{i,j}{}}{\displaystyle X_{ij}e^{\widehat{K}}(Y)_{ji}},`$
and

$$e^{\widehat{K}}(XY)_{ij}=\underset{k}{}e^{\widehat{K}}(X)_{ik}e^{\widehat{K}}(Y)_{kj}$$
(19)
that follows from (2). Now it is a simple task to show the invariance of the cubic term in (1) under field redefinition since

$`{\displaystyle \underset{i,j,k}{}}{\displaystyle \mathrm{\Psi }_{ij}\mathrm{\Psi }_{jk}\mathrm{\Psi }_{ki}}={\displaystyle \underset{i,j,k}{}}{\displaystyle e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})_{ij}e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})_{jk}e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }})_{ki}}=`$
$`={\displaystyle \underset{i,j}{}}{\displaystyle \stackrel{~}{\mathrm{\Psi }}_{ij}e^{\widehat{K}}\left(e^{\widehat{K}}(\stackrel{~}{\mathrm{\Psi }}\stackrel{~}{\mathrm{\Psi }})\right)_{ji}}={\displaystyle \underset{i,j,k}{}}{\displaystyle \stackrel{~}{\mathrm{\Psi }}_{ij}\stackrel{~}{\mathrm{\Psi }}_{jk}\stackrel{~}{\mathrm{\Psi }}_{ki}}.`$
From (2) and (2) we see that the action for the new fluctuation field $`\stackrel{~}{\mathrm{\Psi }}`$ has the same form as the original one (1) which we wanted to prove.

Now from this general discussion we turn to the nonabelian extension of our result given in . For that reason we must determine the form of the operator $`\widehat{K}`$ and the meaning of the function $`F_{ij}^I(\sigma )`$ that appears in this operator. In fact, we introduce this function into $`\widehat{K}`$ according to the analysis performed in  in order to eliminate presence of the delta functions and also to eliminate contribution from the midpoint of the string. We demand that this function must obey these properties

$$F_{ij}^I(0)=F_{ij}^I(\pi )=\frac{1}{\sqrt{2\pi \alpha ^{}}}Y_{ij}^I,F_{ij}^I\left(\frac{\pi }{2}\right)=0.$$
(21)
where $`Y_{ij}^I,i,j=1,\mathrm{},N,I=1,\mathrm{},25`$ are matrices that describe the marginal deformation of the configuration of $`N`$ D0-branes originally sitting in the origin. We also demand that these matrices commute among themselves so that can be put into the form

$$Y_{ij}^I=y_i^I\delta _{ij},$$
(22)
where $`y_i^I`$ parametrises shift of the position of the i-th D0-brane in the I-th direction.

Let us start with an infinitesimal form of the solution (6) $`\mathrm{\Phi }_{0ij}`$ where we presume that the deformation parameters in $`Y_{ij}^I`$ are small. Then we obtain

$$\mathrm{\Phi }_{0ij}=Q(\widehat{K}_L(\widehat{I},F))_{ij}.$$
(23)
Let us define operator $`\widehat{K}`$ as follows 333In the following we will not write its dependence of the function $`F_{ij}^I`$.

$`\widehat{K}(X)_{ij}={\displaystyle \underset{k}{}}\left(D_{ik}X_{kj}X_{ik}D_{kj}\right),D_{ik}=P_I^L(F^I)_{ik},`$
$`P_I^L(F^I)_{ij}={\displaystyle \frac{i}{2\pi \alpha ^{}}}{\displaystyle _0^{\pi /2}}𝑑\sigma \eta _{IJ}\dot{X}^JF^I(\sigma )_{ij},P_I^R(F^I)={\displaystyle \frac{i}{2\pi \alpha ^{}}}{\displaystyle _{\pi /2}^\pi }𝑑\sigma \eta _{IJ}\dot{X}^JF^I(\sigma )_{ij},`$
where in the definition of $`D_{ij}`$ the summation over $`I`$ is implicitly presumed. From previous expressions it is also clear the meaning of the symbols $`L,R`$ that will appear in various operators. It is clear that $`\widehat{K}`$ is nonabelian generalization of the operator $`K`$ given in  for system of $`N`$ D0-branes. We also see that $`\widehat{K}`$ annihilates identity field $`\widehat{I}=\delta _{ij}`$ since we have

$$\widehat{K}(\widehat{I})_{ij}=\underset{k}{}D_{ik}\delta _{kj}\delta _{ik}D_{kj}=D_{ij}D_{ij}=0.$$
(25)
Then we define

$$\widehat{K}_L(\widehat{I})_{ij}=\underset{k}{}D_{ik}\delta _{kj}=D_{ij}.$$
(26)
We can easily show that $`\widehat{K}`$ obeys all axioms given in (2) since we have

$`\widehat{K}({\displaystyle \underset{l}{}}X_{il}Y_{lj})={\displaystyle \underset{k,l}{}}D_{ik}X_{kl}Y_{lj}X_{ik}Y_{kl}D_{lj}=`$
$`={\displaystyle \underset{k,l}{}}D_{ik}X_{kl}Y_{lj}X_{ik}D_{kl}Y_{lj}+`$
$`+X_{ik}D_{kl}Y_{lj}X_{ik}Y_{kl}D_{lj}=`$
$`={\displaystyle \underset{k}{}}\widehat{K}(X)_{ik}Y_{kj}+X_{ik}\widehat{K}(Y)_{kj}`$
and

$`\mathrm{Tr}{\displaystyle \widehat{K}(\mathrm{\Phi })}={\displaystyle \underset{i,j}{}}\left({\displaystyle D_{ij}\mathrm{\Phi }_{ji}}{\displaystyle \mathrm{\Phi }_{ij}D_{ji}}\right)=`$
$`={\displaystyle \underset{i,j}{}}\left({\displaystyle D_{ij}\mathrm{\Phi }_{ji}}(1)^{|D||\mathrm{\Phi }|}{\displaystyle D_{ij}\mathrm{\Phi }_{ji}}\right)=0`$
since the ghost number of $`D`$ is equal to zero $`|D|=0`$.

Now we return to (23) that can be written as

$$\mathrm{\Phi }_{0ij}=Q(\widehat{K}_L(\widehat{I}))_{ij}=Q(P_I^L(F^I))_{ij}=[Q,P_I(F^I)]^L()_{ij}$$
(29)
and hence the new BRST operator is

$`\stackrel{~}{Q}(X)_{ij}={\displaystyle \underset{k}{}}\delta _{ik}Q(X)_{kj}+\mathrm{\Phi }_{0ik}X_{kj}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kj}=`$
$`={\displaystyle \underset{k}{}}\delta _{ik}Q(X)_{kj}\stackrel{~}{D}^L(X)_{ij}\stackrel{~}{D}^R(X)_{ij}`$
using

$`{\displaystyle \underset{k}{}}\mathrm{\Phi }_{0ik}X_{kj}={\displaystyle \underset{k}{}}[Q,P_I(F_{ik}^I)]^L()(X_{kj})={\displaystyle \underset{k}{}}[Q,P_I(F_{ik}^I)]^R(X_{kj}),`$
$`{\displaystyle \underset{k}{}}(1)^{|X|}X_{ik}\mathrm{\Phi }_{0kj}=(1)^{|X|}{\displaystyle \underset{k}{}}X_{ik}[Q,P_I(F_{kj}^I)]^L()=`$
$`=(1)^{|X|}{\displaystyle \underset{k}{}}X_{ik}[Q,P_I(F_{kj}^I)]^R()={\displaystyle \underset{k}{}}[Q,P_I(F_{ik}^I)]^L(X_{kj})`$
and we also defined

$$\stackrel{~}{D}^L(X)_{ij}=\underset{k}{}[Q,P_I(F_{ik}^I)]^L(X_{kj}),\stackrel{~}{D}^R(X)_{ij}=\underset{k}{}[Q,P_I(F_{ik}^I)]^R(X_{kj}).$$
(32)
Firstly we must calculate $`\stackrel{~}{D}^L`$ which is equal to 444In the following when we write $`Q`$ inside the commutator we mean parts of $`Q`$ whose commutators with $`X`$ are nonzero, hence we ignore ghost contribution. More details can be found in .

$`\stackrel{~}{D}_{ij}^L=[Q^L,P_I^L(F^I)]_{ij}=[{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}d\sigma [c^0(\sigma ){\displaystyle \frac{1}{2}}((2\pi \alpha ^{})^2P^2(\sigma )+X^2(\sigma ))+`$
$`+c^1(\sigma )(2\pi \alpha ^{})P_KX^K(\sigma )],i{\displaystyle _0^{\pi /2}}d\sigma ^{}P_I(\sigma ^{})F^I(\sigma ^{})_{ij}]=`$
$`={\displaystyle \frac{i}{\pi }}{\displaystyle _0^{\pi /2}}d\sigma (c^0(\sigma )\eta _{KL}X^L(\sigma )+c^1(\sigma )(2\pi \alpha ^{})P_K(\sigma ))\times `$
$`\times _\sigma {\displaystyle _0^{\pi /2}}d\sigma ^{}i\delta _D(\sigma ,\sigma ^{})\delta _I^KF^I(\sigma ^{})_{ij}=`$
$`={\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}𝑑\sigma \left(c^0(\sigma )X^I(\sigma )\eta _{IJ}+c^1(\sigma )(2\pi \alpha ^{})P_J(\sigma )\right)_\sigma F^J(\sigma )_{ij}=\stackrel{~}{D}^L(F(\sigma )_{ij}),`$
where $`\delta _D(\sigma ,\sigma ^{})`$ is delta function with Dirichlet boundary conditions . In order to determine the spectrum of the fluctuations around the new D0-brane configuration we perform field redefinition according to our general discussion. As it is clear from this construction the transformed BRST operator is the same as the original one

$$e^{\widehat{K}}\left(\stackrel{~}{Q}(e^{\widehat{K}})\right)_{ij}=Q\delta _{ij}$$
(34)
And the new field is equal to

$`\stackrel{~}{\mathrm{\Psi }}=(+\widehat{K})(\mathrm{\Psi })_{ij}=\mathrm{\Psi }_{ij}+{\displaystyle \underset{k}{}}P_I^L(F^I)_{ik}\mathrm{\Psi }_{kj}\mathrm{\Psi }_{ik}P_I^L(F^I)_{kj}=`$
$`=\mathrm{\Psi }_{ij}{\displaystyle \underset{k}{}}P_I^R(F_{ik}^I\mathrm{\Psi }_{kj})P_I^L(\mathrm{\Psi }_{ik}F_{kj}^I).`$
Now we show that this string field carries correct winding charge that corresponds to the string joining i-Th and j-Th D0-brane. We know that the string winding charge is defined as

$$W^I=_0^\pi 𝑑\sigma _\sigma X^I(\sigma ).$$
(36)
In order to see that this is conserved charge for the string obeying Dirichlet boundary conditions we can calculate its commutator with the bosonic Hamiltonian

$$H=\frac{1}{4\pi \alpha ^{}}_0^\pi 𝑑\sigma ((2\pi \alpha ^{})^2P^2+X^2)$$
(37)
and we obtain

$`[W^I,H]=[{\displaystyle _0^\pi }𝑑\sigma X^I(\sigma ),{\displaystyle \frac{1}{4\pi ^2\alpha ^{}}}{\displaystyle _0^\pi }𝑑\sigma ^{}(2\pi \alpha ^{})^2P^2(\sigma ^{})]`$
$`{\displaystyle _0^\pi }𝑑\sigma {\displaystyle _0^\pi }𝑑\sigma ^{}P^I(\sigma ^{})_\sigma \delta _D(\sigma ^{},\sigma ){\displaystyle _0^\pi }𝑑\sigma _\sigma {\displaystyle _0^\pi }𝑑\sigma ^{}P^I(\sigma ^{})\delta _D(\sigma ^{},\sigma )`$
$`{\displaystyle _0^\pi }𝑑\sigma _\sigma P^I(\sigma )P^I(\pi )P^I(0)=0`$
thanks to the Dirichlet boundary conditions on the boundary of the world-sheet. We also define

$$W^I=W_L^I+W_R^I,W_L^I=_0^{\pi /2}𝑑\sigma _\sigma X^I(\sigma ),W_R^I=_{\pi /2}^\pi 𝑑\sigma _\sigma X^I(\sigma ),$$
(39)
so that we have

$`W^I(\stackrel{~}{\mathrm{\Psi }}_{ij})=W^I(\mathrm{\Psi }_{ij})W^I(P_J^R({\displaystyle \underset{k}{}}F_{ik}^J\mathrm{\Psi }_{kj}))W^I(P_J^L({\displaystyle \underset{k}{}}\mathrm{\Psi }_{ik}F_{kj}))=`$
$`=[W_R^I,P_J^R(F^J)](\mathrm{\Psi })_{ij}[W_L^I,P_J(F^J)](\mathrm{\Psi })_{ij}=`$
$`={\displaystyle \underset{k}{}}\left(\mathrm{\Psi }_{ik}Y_{kj}^IY_{ik}^I\mathrm{\Psi }_{kj}\right)={\displaystyle \frac{1}{\sqrt{2\pi \alpha ^{}}}}(y_i^Iy_j^I)\mathrm{\Psi }_{ij},`$
where we have used

$`W^I(P_J^L(F^J\mathrm{\Psi }))_{ij}=W_L^I(P_J^L(F^J\mathrm{\Psi }))_{ij}+P_J^L(F^JW_R^I(\mathrm{\Psi }))_{ij}=[W_L^I,P_J^L(F^J)](\mathrm{\Psi })_{ij},`$
$`W^I\mathrm{\Psi }_{ij}=(W_L^I+W_R^I)\mathrm{\Psi }_{ij}=0W_L^I\mathrm{\Psi }_{ij}=W_R^I\mathrm{\Psi }_{ij},`$
since the original configuration of D-branes corresponds to D-branes localized in the common point $`x^I=0`$ so that the winding charge of the strings is equal to zero $`W\mathrm{\Psi }_{ij}=0`$. We also used

$`[W_L^I,P_J^L(F^J)_{ij}]=[{\displaystyle _0^{\pi /2}}𝑑\sigma _\sigma X^I(\sigma ),i{\displaystyle _0^{\pi /2}}𝑑\sigma ^{}P_J(\sigma ^{})F^J(\sigma ^{})_{ij}]=`$
$`={\displaystyle _0^{\pi /2}}𝑑\sigma _\sigma {\displaystyle _0^{\pi /2}}𝑑\sigma ^{}\delta _D(\sigma ^{},\sigma )\delta _J^IF^J(\sigma ^{})_{ij}=`$
$`={\displaystyle _0^{\pi /2}}𝑑\sigma _\sigma F^I(\sigma )_{ij}=(F^I(\pi /2)F^I(0))_{ij}={\displaystyle \frac{1}{\sqrt{2\pi \alpha ^{}}}}Y_{ij}^I,`$
$`[W_R^I,P_J^R(F^J)_{ij}]=(F^I(\pi )F^I(\pi /2))_{ij}={\displaystyle \frac{1}{\sqrt{2\pi \alpha ^{}}}}Y_{ij}^I.`$
The previous result suggests that the new string field $`\mathrm{\Psi }_{ij}^{}`$ has a winging charge proportional to the distance between the i-Th and the j-Th D0-brane. For that reason the ground state $`|ij`$ of the string connecting i-Th and j-Th D0-brane can be represented with the operator

$$|ij=V_{ij}=\mathrm{exp}\left(i_0^\pi 𝑑\sigma P_I(\sigma )f_{ij}^I(\sigma )\right),f^I(\sigma )_{ij}=\frac{1}{\sqrt{2\pi \alpha ^{}}}\left(\frac{(y_iy_j)^I}{\pi }\sigma y_i^I\right)$$
(43)
and any redefined string field $`\mathrm{\Psi }_{ij}^{}`$ corresponding to the string connecting i-Th and j-Th D0-brane has a form

$$\mathrm{\Psi }_{ij}^{}=\mathrm{\Psi }_{ij}V_{ij}.$$
(44)
It is easy to see that (43) has correct winding charge. Firstly, we can calculate following commutator

$`[W^I,V_{ij}]=[W^I,{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}\left(i{\displaystyle _0^\pi }𝑑\sigma ^{}P_J(\sigma ^{})f_{ij}^J(\sigma ^{})\right)^N]=`$
$`=[{\displaystyle _0^\pi }𝑑\sigma _\sigma X^I(\sigma ),i{\displaystyle _0^\pi }𝑑\sigma ^{}P_J(\sigma ^{})f_{ij}^J(\sigma ^{})𝑑\sigma ^{}]V_{ij}=`$
$`={\displaystyle _0^\pi }𝑑\sigma _\sigma {\displaystyle _0^\pi }𝑑\sigma ^{}\delta _J^I\delta _D(\sigma ^{},\sigma )f_{ij}^J(\sigma ^{})V_{ij}={\displaystyle _0^\pi }𝑑\sigma _\sigma f_{ij}^I(\sigma )V_{ij}=`$
$`=[f^I(\pi )_{ij}f^I(0)_{ij}]V_{ij}={\displaystyle \frac{1}{\sqrt{2\pi \alpha ^{}}}}(y_jy_i)^IV_{ij}.`$
We see that $`V_{ij}`$ has the correct winding charge. Now we will calculate the action of original BRST operator $`Q`$ on general new string field $`\mathrm{\Psi }_{ij}^{}=V_{ij}\mathrm{\Psi }_{ij}`$. First of all, it is clear that the action of $`Q`$ on the string field $`\mathrm{\Psi }`$ is the same as in the original action. For our purposes it is important the action of $`Q`$ on $`V_{ij}`$. For that reason let us calculate

$`[X^I(\sigma ),V_{ij}]=[X^I(\sigma ),{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}\left(i{\displaystyle _0^\pi }𝑑\sigma ^{}P_J(\sigma ^{})f_{ij}^J(\sigma ^{})\right)^N]=`$
$`=[X^I(\sigma ),i{\displaystyle _0^\pi }𝑑\sigma ^{}P_J(\sigma ^{})f_{ij}^J(\sigma ^{})]V_{ij}={\displaystyle _0^\pi }𝑑\sigma ^{}\delta _J^I\delta _D(\sigma ,\sigma ^{})f_{ij}^J(\sigma ^{})V_{ij}=f_{ij}^I(\sigma )V_{ij}`$
and consequently

$`[Q,V_{ij}]=[{\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }d\sigma ({\displaystyle \frac{1}{2}}c^0(\sigma )_\sigma X^I(\sigma )_\sigma X^J(\sigma )\eta _{IJ}+`$
$`+c^1(\sigma )_\tau X^I(\tau )_\sigma X^J(\sigma )\eta _{IJ}),V_{ij}]=`$
$`={\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }𝑑\sigma {\displaystyle \frac{(y_j^Iy_i^I)}{\sqrt{2\pi \alpha ^{}}}}V_{ij}\eta _{IJ}\left(c^0(\sigma )_\sigma X^J(\sigma )+c^1(\sigma )_\tau X^J(\sigma )\right)+`$
$`+{\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma ){\displaystyle \frac{(y_j^Iy_i^I)\eta _{IJ}(y_j^Jy_i^J)}{4\pi \alpha ^{}}}V_{ij},`$
where we have used

$`[{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma )_\sigma X^I(\sigma )_\sigma X^J(\sigma )\eta _{IJ},V_{ij}]=`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }d\sigma c^0(\sigma )[2_\sigma [X^I(\sigma ),V_{ij}]_\sigma X^J(\sigma )\eta _{IJ}+`$
$`+_\sigma [X^I(\sigma ),_\sigma [X^J(\sigma ),V_{ij}]]\eta _{IJ}];`$ (48)
$`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma )_\sigma [X^I(\sigma ),V_{ij}]_\sigma X^J(\sigma )\eta _{IJ}=`$
$`={\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma )_\sigma (f_{ij}^I(\sigma ))V_{ij}_\sigma X^J(\sigma )\eta _{IJ}=`$
$`={\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma ){\displaystyle \frac{(y_j^Iy_i^I)}{\sqrt{2\pi \alpha ^{}}}}V_{ij}\eta _{IJ};`$ (49)
$`{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma )_\sigma [X^I(\sigma ),[X^J(\sigma ),V_{ij}]]\delta _{IJ}=`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma )_\sigma [X^I(\sigma ),{\displaystyle \frac{(y_j^Jy_i^J)}{\sqrt{2\pi \alpha ^{}}}}V_{ij}]=`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^0(\sigma ){\displaystyle \frac{(y_j^Iy_i^I)\eta _{IJ}(y_j^Jy_i^J)}{4\pi \alpha ^{}}}V_{ij};`$ (50)
$`[{\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^1(\sigma )_\tau X^I(\sigma )_\sigma X^J(\sigma ),V_{ij}]=`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^1(\sigma )_\tau X^I(\sigma )\eta _{IJ}_\sigma (f(\sigma )_{ij}^JV_{ij})=`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^\pi }𝑑\sigma c^1(\sigma )_\tau X^I(\sigma )\eta _{IJ}{\displaystyle \frac{(y_j^Jy_i^J)}{\sqrt{2\pi \alpha ^{}}}}V_{ij}.`$
We see that (2) describes the right action of the BRST operator $`Q`$ on the string state corresponding to the winding mode. Hence we can claim that the solution given in (23) correctly describes small marginal deformation in case of the system of $`N`$ D0-branes. We also see that using of the function $`F_{ij}^I`$ leads to the completely non singular solution with accord with .

## 3 Finite deformation

As in the abelian case  we can easily extend this approach to the case of of finite deformation when the solution (6) can be explicitly written as

$$\mathrm{\Phi }_{0ij}=Q(\widehat{I})_{ij}+Q(\widehat{K}_L(\widehat{I}))_{ij}+\underset{n=2}{\overset{\mathrm{}}{}}\frac{1}{n!}[[Q(\widehat{K}_L(\widehat{I}),\widehat{K}_L(\widehat{I})],\widehat{K}_L(\widehat{I})],\mathrm{}],]_{ij},$$
(52)
where

$$[Q(\widehat{K}_L(\widehat{I}),\widehat{K}_L(\widehat{I})]_{ij}=\underset{k}{}Q(\widehat{K}_L(\widehat{I}))_{ik}\widehat{K}_L(\widehat{I})_{kj}\widehat{K}_L(\widehat{I})_{ik}Q(\widehat{K}_L(\widehat{I}))_{kj}$$
(53)
and commutators of higher orders are defined in the same manner. Now we will proceed in the same way as in . The first term in (52) is given in (29), (2). The second term is equal to

$`{\displaystyle \frac{1}{2}}[Q(\widehat{K}_L(\widehat{I}),\widehat{K}_L(\widehat{I})]_{ij}={\displaystyle \frac{1}{2}}{\displaystyle \underset{k}{}}Q(\widehat{K}_L(\widehat{I}))_{ik}\widehat{K}_L(\widehat{I})_{kj}\widehat{K}_L(\widehat{I})_{ik}Q(\widehat{K}_L(\widehat{I}))_{kj}=`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{k}{}}\stackrel{~}{D}^L()_{ik}P_J^L(F^J)_{kj}P_J^L(F^J)_{ik}\stackrel{~}{D}^L()_{kj}=`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{k}{}}P_J^L(\stackrel{~}{D}^L()_{ik}F_{kj}^J)\stackrel{~}{D}^L(P_J(F^J)_{ik}F(\sigma )_{kj}),`$
where

$`{\displaystyle \underset{k}{}}P_K^L(\stackrel{~}{D}^L()_{ik}F_{kj}^K)={\displaystyle \underset{k}{}}i{\displaystyle _0^{\pi /2}}d\sigma ^{}P_K(\sigma ^{})({\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}d\sigma (c^0(\sigma )_\sigma X^I(\sigma )\eta _{IJ}+`$
$`+c^1(\sigma )(2\pi \alpha ^{})P_J(\sigma ))_\sigma F^J(\sigma )_{ik})F^K_{kj}(\sigma ^{})={\displaystyle }_k`$
$`=({\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}d\sigma (c^0(\sigma )_\sigma X^I(\sigma )\eta _{IJ}+c^1(\sigma )(2\pi \alpha ^{})P_J(\sigma )))\times `$
$`\times i{\displaystyle _0^{\pi /2}}𝑑\sigma ^{}P_K(\sigma ^{})F^K(\sigma ^{})_{ik}_\sigma F_{kj}^J(\sigma )`$
$`{\displaystyle \frac{i}{\pi }}{\displaystyle _0^{\pi /2}}𝑑\sigma ^{}{\displaystyle _0^{\pi /2}}𝑑\sigma c^0(\sigma )_\sigma (i\delta _D(\sigma ,\sigma ^{}))\delta _K^I\eta _{IJ}F_{ik}^J(\sigma )F_{kj}^K(\sigma ^{})=`$
$`={\displaystyle \underset{k}{}}\stackrel{~}{D}^L(P_K(F^K)_{ik}F_{kj}(\sigma )){\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}𝑑\sigma c^0(\sigma )_\sigma F_{ik}^I(\sigma )\eta _{IJ}_\sigma {\displaystyle _0^{\pi /2}}𝑑\sigma ^{}\delta _D(\sigma ,\sigma ^{})F_{kj}^J(\sigma ^{}).`$
Then (3) is equal to

$$\frac{1}{2}[Q(\widehat{K}_L(\widehat{I}),\widehat{K}_L(\widehat{I})]=\frac{1}{2\pi }_0^{\pi /2}d\sigma c^0(\sigma )_\sigma F_{ik}^I(\sigma )\eta _{IJ}_\sigma F_{kj}^J(\sigma )$$
(56)
and according to this result we immediately see that the higher order commutators between $`\widehat{K}`$ in (52) are equal to zero and we obtain an exact result

$`\mathrm{\Phi }_{0ij}={\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\pi /2}}𝑑\sigma \left(c^0(\sigma )X_I^{}(\sigma )\eta _{IJ}+c^1(\sigma )(2\pi \alpha ^{})P_J(\sigma )\right)_\sigma F^J(\sigma )_{ij}`$
$`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{k}{}}{\displaystyle _0^{\pi /2}}𝑑\sigma c^0(\sigma )_\sigma F_{ik}^I(\sigma )\eta _{IJ}_\sigma F_{kj}^J(\sigma ).`$
As in previous section we perform field redefinition, following general analysis given in . Then the new BRST operator $`\stackrel{~}{Q}_{ij}`$ is mapped to the original one $`Q\delta _{ij}`$ and the new string field $`\stackrel{~}{\mathrm{\Psi }}_{ij}`$ is equal to

$$\stackrel{~}{\mathrm{\Psi }}_{ij}=\mathrm{exp}(\widehat{K})(\mathrm{\Psi })_{ij}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\widehat{K}^n(\mathrm{\Psi })_{ij},$$
(58)
where we obtain from (2)

$$\widehat{K}(\mathrm{\Psi })_{ij}=\underset{k}{}P_I^L(F^I)_{ik}\mathrm{\Psi }_{kj}\mathrm{\Psi }_{ik}P_I^L(F^I)_{kj}=\underset{k}{}P_I^R(F_{ik}^I\mathrm{\Psi }_{kj})P_I^L(\mathrm{\Psi }_{ik}F_{kj}^I),$$
(59)
and from (2)

$$[W^I,\widehat{K}](\mathrm{\Psi })_{ij}=(y_i^Iy_j^I)\mathrm{\Psi }_{ij}.$$
(60)
As in the case of the small deformation let us work out the action of $`W`$ on $`\stackrel{~}{\mathrm{\Psi }}`$. We obtain

$$W(\stackrel{~}{\mathrm{\Psi }})_{ij}=W(e^{\widehat{K}}(\mathrm{\Psi }))_{ij}=[W,e^{\widehat{K}}](\mathrm{\Psi })_{ij}=(y_i^Iy_j^I)\stackrel{~}{\mathrm{\Psi }}_{ij},$$
(61)
where we have again used the fact that $`W(\mathrm{\Psi })_{ij}=0`$ and also

$$[W,e^{\widehat{K}}]=[W,\underset{N=0}{\overset{\mathrm{}}{}}\frac{1}{N!}\widehat{K}^N]=\underset{N=0}{\overset{\mathrm{}}{}}\frac{1}{N!}\widehat{K}^N\left([W,\widehat{K}]\right)=e^{\widehat{K}}([W,\widehat{K}]).$$
(62)
It is important to stress that the upper formula holds only on condition $`[[W,\widehat{K}],\widehat{K}]=0`$.

We immediately see that the new string field $`\stackrel{~}{\mathrm{\Psi }}_{ij}`$ has the correct winding number proportional to the distance between i-Th and j-Th D0-branes. As in the previous section we can write this field using the winding state $`V_{ij}`$ and perform the same calculation. As a result, the action for the fluctuation field has the same form as the original one

$$S=\frac{1}{2}\underset{i,j}{}\stackrel{~}{\mathrm{\Psi }}_{ij}Q(\stackrel{~}{\mathrm{\Psi }}_{ji})\frac{1}{3}\underset{i,j,k}{}\stackrel{~}{\mathrm{\Psi }}_{ij}\stackrel{~}{\mathrm{\Psi }}_{jk}\stackrel{~}{\mathrm{\Psi }}_{ki}.$$
(63)
In this section we found the exact string field theory solution (3) describing marginal deformation of the configuration of $`N`$ D0-branes from the background corresponding to $`N`$ coincided D0-branes to the background where D0-branes are localized in general positions. We believe that our result could be helpful for other study marginal solutions in the string field theory.

## 4 Conclusion

In this paper we have extended our solutions of the open bosonic string field theory that were found in  to the case of the open bosonic string field theory defined on the background of $`N`$ D0-branes. We have shown that there exist exact solution of the open bosonic string field theory that describes any marginal deformation of the original configuration of $`N`$ D0-branes localized in the origin of the space to the background configuration of $`N`$ D0-branes in general positions. We have also seen that using the regulation of the solution, following  we have obtained solutions that is completely non singular. This fact can be used as an explanation of the presence of the singular term in the exact solution given in our previous work .

The extension of this work is obvious. First of all, we would like to perform similar analysis in the exact conformal field theory language, following seminal papers . We would like to study other solutions using our formalism. We hope to return to these questions in the future.
Acknowledgment
We would like to thank Ulf Danielsson and Ulf Lindstrom for their support in our work. This work is partly supported by EU contract HPRN-CT-2000-001222. This work is also supported by the Czech Ministry of Education under Contract No 143100006.


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# Multi-parameter scaling of the Kondo effect in quantum dots with an even number of electrons

## Abstract

We address a recent theoretical discrepancy concerning the Kondo effect in quantum dots with an even number of electrons where spin-singlet and -triplet states are nearly degenerate. We show that the discrepancy arises from the fact that the Kondo scaling involves many parameters, which makes the results depend on concrete microscopic models. We illustrate this by the scaling calculations of the Kondo temperature, $`T_\mathrm{K}`$, as a function of the energy difference between the singlet and triplet states $`\mathrm{\Delta }`$. $`T_\mathrm{K}(\mathrm{\Delta })`$ decreases with increasing $`\mathrm{\Delta }`$, showing a crossover from a power law with a universal exponent to that with a nonuniversal exponent. The crossover depends on the initial parameters of the model.

Recent observations of the Kondo effect in semiconductor quantum dots have attracted much attention. In quantum dots, the number of electrons $`N`$ is fixed by the Coulomb blockade to integer values and can be tuned by gate voltages. The usual Kondo effect takes place for an odd $`N`$. Here, the spin $`1/2`$ is formed in the dot and it is coupled to the Fermi sea of conduction electrons in external leads through tunneling barriers.

Strikingly the Kondo effect has also been observed for an even $`N`$ in some special cases. In so-called “vertical” quantum dots, the ground state can be changed from a spin triplet to singlet by the magnetic field. Sasaki et al. have found a pronounced Kondo effect near the degeneracy point between the spin states. In this experiment the Zeeman splitting of the triplet state can be neglected owing to a small $`g`$ factor in semiconductor heterostructures.

In our previous paper, we have suggested an explanation of this phenomenon within a model. The Kondo temperature $`T_\mathrm{K}`$ has been evaluated as a function of the energy difference between the singlet and triplet states, $`\mathrm{\Delta }`$, using the “poor man’s” scaling method. We have shown that (i) $`T_\mathrm{K}(\mathrm{\Delta })`$ is maximal around $`\mathrm{\Delta }=0`$, (ii) for positive $`\mathrm{\Delta }`$, $`T_\mathrm{K}(\mathrm{\Delta })`$ decreases with increasing $`\mathrm{\Delta }`$ obeying a power law, $`T_\mathrm{K}(\mathrm{\Delta })1/\mathrm{\Delta }^\gamma `$, and (iii) for negative $`\mathrm{\Delta }`$, the Kondo effect is not relevant when $`|\mathrm{\Delta }|T_\mathrm{K}(0)`$. The exponent $`\gamma `$ is not universal ($`0<\gamma 1`$) depending on a ratio of the initial coupling constants. Our results have indicated an enhancement of the Kondo effect by the competition between singlet and triplet states, qualitatively in agreement with the experimental results by Sasaki et al. After our work, Pustilnik and Glazman have considered a different model for this “triplet-singlet Kondo effect”. Their results are qualitatively the same as ours but quantitatively different: They have derived a power law of $`T_\mathrm{K}(\mathrm{\Delta })`$ with a universal exponent, $`\gamma =2+\sqrt{5}`$.

The purpose of this brief report is to elucidate the discrepancy between the results mentioned above. It should be noted that a microscopic model sets the initial values of coupling constants, which are different between in Refs.  and , whereas a system of the scaling equations describes the evolution of the coupling constants. If it were a one-parameter scaling, both models would result in the identical results. However, this is not the present case of multi-parameter scaling. The scaling equations are

$$\{\begin{array}{ccc}dJ^{(1)}/d\mathrm{ln}D& =& 2\nu \left[J^{(1)2}+(\stackrel{~}{J}_1^2+\stackrel{~}{J}_2^2)/2\right],\\ dJ^{(2)}/d\mathrm{ln}D& =& 2\nu \left[J^{(2)2}+(\stackrel{~}{J}_1^2+\stackrel{~}{J}_2^2)/2\right],\\ d\stackrel{~}{J}_1/d\mathrm{ln}D& =& 2\nu (J^{(1)}+J^{(2)})\stackrel{~}{J}_1+\nu J^{}\stackrel{~}{J}_1,\\ d\stackrel{~}{J}_2/d\mathrm{ln}D& =& 2\nu (J^{(1)}+J^{(2)})\stackrel{~}{J}_2\nu J^{}\stackrel{~}{J}_2,\\ dJ^{}/d\mathrm{ln}D& =& 8\nu (\stackrel{~}{J}_1^2\stackrel{~}{J}_2^2),\end{array}$$
(1)
when the energy scale $`D`$ is much larger than $`|\mathrm{\Delta }|`$. This system of the equations encompasses five coupling constants ($`J^{(1)},J^{(2)},\stackrel{~}{J}_1,\stackrel{~}{J}_2,J^{}`$) and exhibits a complicated non-linear behavior. Our previous results correspond to a unstable fixed line of these equations, whereas the results of Ref.  to a stable fixed line. We show that in general the coupling constants develop along the unstable fixed line at first and transit toward the stable fixed line with decreasing $`D`$. The stable fixed line is much less relevant than in the situation of one-parameter scaling. Indeed our numerical calculations indicate that it may take up to six decades to reach the neighborhood of the stable fixed line (see Fig. 1(a)). We find that $`T_\mathrm{K}(\mathrm{\Delta })`$ exhibits a crossover between power laws with nonuniversal and universal exponents, which are determined by the unstable and stable fixed lines, respectively. Besides, we show that our previous calculations along the unstable fixed line provide a lower limit of $`T_\mathrm{K}(\mathrm{\Delta })`$ in an analytical form.

In a Coulomb blockade region with an even $`N`$, we consider two electrons at the background of a singlet state of the other $`N2`$ electrons. We regard the background as the vacuum $`|0`$. The two electrons occupy two levels of different orbital symmetry, $`\epsilon _1,\epsilon _2`$, and make a spin-triplet state ($`S=1`$) or -singlet state ($`S=0`$): $`|SM=|11=d_1^{}d_2^{}|0`$, $`|10=(1/\sqrt{2})(d_1^{}d_2^{}+d_1^{}d_2^{})|0`$, $`|11=d_1^{}d_2^{}|0`$, $`|00=(1/\sqrt{2})(C_1d_1^{}d_1^{}C_2d_2^{}d_2^{})|0`$, where $`d_{i\sigma }^{}`$ creates an electron with spin $`\sigma `$ in level $`i`$. The energy difference between the spin states is denoted by $`\mathrm{\Delta }=E_{S=0}E_{S=1}`$. The coefficients in the singlet state, $`C_1`$ and $`C_2`$ ($`|C_1|^2+|C_2|^2=2`$), should be determined by the electron-electron interaction and one-electron level spacing $`\delta =\epsilon _2\epsilon _1`$. We have set $`C_1=C_2`$ in our previous work, whereas $`C_2=0`$ in Ref. . Now we investigate general cases with respect to $`C_1`$ and $`C_2`$. The other singlet states with higher energies are disregarded.

The level $`i`$ ($`=1,2`$) in the dot is connected to two external leads, $`L`$, $`R`$, by the tunnel coupling, $`V_{L,i}`$, $`V_{R,i}`$. We assume two channels in the leads; the orbital symmetry is conserved in the tunneling processes. We perform the unitary transformation for the conduction electrons in the two leads, $`c_{k\sigma }^{(i)}=(V_{L,i}^{}c_{L,k\sigma }^{(i)}+V_{R,i}^{}c_{R,k\sigma }^{(i)})/V_i`$, $`\overline{c}_{k\sigma }^{(i)}=(V_{R,i}c_{L,k\sigma }^{(i)}+V_{L,i}c_{R,k\sigma }^{(i)})/V_i`$ with $`V_i=\sqrt{|V_{L,i}|^2+|V_{R,i}|^2}`$, where $`c_{\alpha ,k\sigma }^{(i)}`$ is the annihilation operator of an electron in lead $`\alpha `$, with momentum $`k`$, spin $`\sigma `$, and orbital symmetry $`i`$ $`(=1,2)`$. The mode $`c_{k\sigma }^{(i)}`$ is coupled to the dot with $`V_i`$. The mode $`\overline{c}_{k\sigma }^{(i)}`$ is decoupled from the lead, which shall be disregarded. The Hamiltonian of the leads and that of tunneling processes are written as

$`H_{\mathrm{leads}}`$ $`=`$ $`{\displaystyle \underset{k\sigma i}{}}\epsilon _k^{(i)}c_{k\sigma }^{(i)}c_{k\sigma }^{(i)},`$ (2)
$`H_\mathrm{T}`$ $`=`$ $`{\displaystyle \underset{k\sigma i}{}}V_i(c_{k\sigma }^{(i)}d_{i\sigma }+\mathrm{H}.\mathrm{c}.),`$ (3)
respectively. The density of states $`\nu `$ in the leads remains constant in the energy band of $`[D,D]`$.

In the Coulomb blockade region, the addition and extraction energies, $`E^\pm E(N\pm 1)E(N)\mu `$, are much larger than the level broadening $`\mathrm{\Gamma }_i=\pi \nu V_i^2`$ ($`i=1,2`$) and temperature $`T`$, where $`E(N)`$ is the energy with $`N`$ electrons in the dot and $`\mu `$ is the Fermi energy in the leads. We also assume that $`E^\pm |\mathrm{\Delta }|,\delta `$. In the similar way to Ref. , we integrate out the states with $`N\pm 1`$ electrons and obtain the effective low-energy Hamiltonian,

$$H_{\mathrm{eff}}=H_{\mathrm{leads}}+H_{\mathrm{dot}}+H^{S=1}+H^{S=10}+H_{\mathrm{eff}}^{}.$$
(4)
The Hamiltonian of the dot, $`H_{\mathrm{dot}}`$, reads

$$H_{\mathrm{dot}}=\underset{S,M}{}E_Sf_{SM}^{}f_{SM},$$
(5)
using pseudofermion operators $`f_{SM}^{}`$ ($`f_{SM}`$) which create (annihilate) the state $`|SM`$. It is required that $`{\displaystyle \underset{SM}{}}f_{SM}^{}f_{SM}=1`$. $`H^{S=1}`$ describes the spin-flip processes among three components of the triplet state,

$`H^{S=1}={\displaystyle \underset{kk^{}}{}}{\displaystyle \underset{i=1,2}{}}J^{(i)}[\sqrt{2}(f_{11}^{}f_{10}+f_{10}^{}f_{11})c_k^{}^{(i)}c_k^{(i)}+\sqrt{2}(f_{10}^{}f_{11}+f_{11}^{}f_{10})c_k^{}^{(i)}c_k^{(i)}`$ (6)
$`+(f_{11}^{}f_{11}f_{11}^{}f_{11})(c_k^{}^{(i)}c_k^{(i)}c_k^{}^{(i)}c_k^{(i)})].`$ (7)
The exchange couplings are $`J^{(i)}=V_i^2/(2E_\mathrm{c})`$ ($`i=1,2`$), with $`1/E_\mathrm{c}=1/E^++1/E^{}`$, which are accompanied by the scattering of a conduction electron of channel $`i`$. $`H^{S=10}`$ represents the conversion between the triplet and singlet states, with the interchannel scattering of a conduction electron,

$`H^{S=10}={\displaystyle \underset{kk^{}}{}}[\sqrt{2}(\stackrel{~}{J}_1f_{11}^{}f_{00}\stackrel{~}{J}_2f_{00}^{}f_{11})c_k^{}^{(1)}c_k^{(2)}+\sqrt{2}(\stackrel{~}{J}_2f_{00}^{}f_{11}\stackrel{~}{J}_1f_{11}^{}f_{00})c_k^{}^{(1)}c_k^{(2)}`$ (8)
$`(\stackrel{~}{J}_1f_{10}^{}f_{00}+\stackrel{~}{J}_2f_{00}^{}f_{10})(c_k^{}^{(1)}c_k^{(2)}c_k^{}^{(1)}c_k^{(2)})+(12)],`$ (9)
where $`\stackrel{~}{J}_i=C_iV_1V_2/(2E_\mathrm{c})`$. The last term of $`H_{\mathrm{eff}}`$ represents the scattering processes without spin-flip in the dot,

$$H_{\mathrm{eff}}^{}=\underset{kk^{}\sigma }{}\underset{i=1,2}{}\left[J^{(i)}c_{k^{}\sigma }^{(i)}c_{k\sigma }^{(i)}\underset{M}{}f_{1M}^{}f_{1M}+J^{\prime \prime (i)}c_{k^{}\sigma }^{(i)}c_{k\sigma }^{(i)}f_{00}^{}f_{00}\right].$$
(10)
We calculate $`T_\mathrm{K}`$ using the poor man’s scaling method. With changing the energy scale (bandwidth of the conduction electrons) from $`D`$ to $`D|dD|`$, we renormalize the exchange couplings not to change the low-energy physics, within the second-order perturbation with respect to $`H^{S=1}+H^{S=10}+H_{\mathrm{eff}}^{}`$. This procedure yields the scaling equations in two limits. For $`D|\mathrm{\Delta }|`$, $`H_{\mathrm{dot}}`$ can be safely disregarded in $`H_{\mathrm{eff}}`$. The scaling equations are given by Eqs. (1) with $`J^{}=J^{(1)}J^{(2)}J^{\prime \prime (1)}+J^{\prime \prime (2)}`$. For $`D\mathrm{\Delta }`$, the ground state of the dot is a spin triplet and the singlet state can be disregarded. Then $`J^{(1)}`$ and $`J^{(2)}`$ evolve independently,

$$\frac{d}{d\mathrm{ln}D}J^{(i)}=2\nu J^{(i)2},$$
(11)
whereas the other coupling constants do not change. The Kondo temperature is determined as the energy scale at which the coupling constants become so large that the perturbation breaks down.

In our previous model, $`\stackrel{~}{J}_1=\stackrel{~}{J}_2`$ and the scaling equations (1) are closed without $`J^{}`$. The ratio of $`J^{(2)}/J^{(1)}`$ is also fixed in the scaling by Eqs. (1). We obtain the Kondo temperature as a function of $`\mathrm{\Delta }`$, as follows. (i) When $`|\mathrm{\Delta }|T_\mathrm{K}(0)`$, the scaling equations (1) remain valid till the scaling ends. This yields

$$T_\mathrm{K}(0)=D_0\mathrm{exp}[1/2\nu (J^{(1)}+J^{(2)})],$$
(12)
where $`D_0`$ is the initial bandwidth, which is given by $`\sqrt{E^+E^{}}`$. (ii) When $`\mathrm{\Delta }>D_0`$, the scaling equations (11) work in the whole scaling region. $`T_\mathrm{K}`$ is identical to that of a localized spin with $`S=1`$,

$$T_\mathrm{K}(\mathrm{})=D_0\mathrm{exp}[1/2\nu J^{(1)}],$$
(13)
when $`J^{(1)}J^{(2)}`$. (iii) In the intermediate region of $`T_\mathrm{K}(0)\mathrm{\Delta }D_0`$, we match the solutions of Eqs. (1) and (11) at $`D\mathrm{\Delta }`$ and obtain a power law

$$T_\mathrm{K}(\mathrm{\Delta })=T_\mathrm{K}(0)\left(T_\mathrm{K}(0)/\mathrm{\Delta }\right)^\gamma .$$
(14)
The exponent is given by $`\gamma =J^{(2)}/J^{(1)}`$. (iv) For $`\mathrm{\Delta }<0`$, $`T_\mathrm{K}`$ drops to zero suddenly at $`\mathrm{\Delta }T_\mathrm{K}(0)`$.

In general situations of $`C_1C_2`$, we find that the line of $`J^{(2)}/J^{(1)}=`$ const. and $`\stackrel{~}{J}_1=\stackrel{~}{J}_2`$ is not stable in the scaling by Eqs. (1). The renormalization flow follows this line at the beginning, but finally goes to a fixed point of $`J^{(1)}=J^{(2)}=\mathrm{}`$, $`J^{(2)}/J^{(1)}=1`$, $`\stackrel{~}{J}_1/J^{(1)}=\sqrt{2(2+\sqrt{5})}`$, $`\stackrel{~}{J}_2/J^{(1)}=0`$, and $`J^{}/J^{(1)}=2(1+\sqrt{5})`$, as the energy scale $`D`$ decreases to $`T_\mathrm{K}`$. Around this fixed point, the stable fixed line discussed in Ref.  is relevant. By expanding the coupling constants around the fixed point to the first order of $`1/\mathrm{ln}(D/T_\mathrm{K})`$, Pustilnik and Glazman have obtained a power law of $`T_\mathrm{K}(\mathrm{\Delta })`$ with a universal exponent, $`\gamma =2+\sqrt{5}`$. However, the range of energy scale is very limited where the physical properties are determined by the stable fixed line, due to the complexity of the multi-parameter scaling.

To elucidate this multi-parameter scaling, we solve the scaling equations numerically when $`\mathrm{\Delta }0`$; Eqs. (1) for $`D>\mathrm{\Delta }`$ and Eqs. (11) for $`D<\mathrm{\Delta }`$. The Kondo temperature $`T_\mathrm{K}`$ is determined as the energy scale $`D`$ at which $`\nu (J^{(1)}+J^{(2)})=1`$. First we examine the scaling by Eqs. (1), assuming $`\mathrm{\Delta }=0`$. In Fig. 1(a), we show the ratio of $`(J^{(1)}J^{(2)})/(J^{(1)}+J^{(2)})`$ as a function of $`\mathrm{log}D/T_\mathrm{K}(0)`$, where $`T_\mathrm{K}(0)`$ is the Kondo temperature at $`\mathrm{\Delta }=0`$. We set $`J^{(2)}/J^{(1)}`$ to be a, $`1`$; b, $`0.5`$; and c, $`0.3`$ in the initial condition. In the case of $`C_1=C_2`$ (solid lines), the ratio is fixed at a nonuniversal value determined by the given condition. In the cases of $`C_2=0`$ (broken lines) and $`C_2/C_1=0.6`$ (dotted lines), the ratio gradually deviates from the initial value with decreasing $`D`$, and finally goes to zero. This limit corresponds to the fixed point of the renormalization, $`J^{(2)}/J^{(1)}=1`$. It may need to reduce the energy scale by six decades to reach its vicinity. (The case a with $`J^{(1)}=J^{(2)}`$ is an exception, where the fixed point is on the line of $`J^{(2)}/J^{(1)}=`$const.) Similarly Fig. 1(b) indicates $`(\stackrel{~}{J}_1\stackrel{~}{J}_2)/(J^{(1)}+J^{(2)})`$. In the case of $`C_1=C_2`$, the ratio is fixed at zero ($`\stackrel{~}{J}_1=\stackrel{~}{J}_2`$). Otherwise, the ratio goes to a value of the fixed point, $`\sqrt{2+\sqrt{5}}/\sqrt{2}`$, as $`D`$ decreases.

Figure 2 presents the Kondo temperature as a function of $`\mathrm{\Delta }`$ on a log-log scale; a, $`J^{(2)}/J^{(1)}=1`$ and b, $`0.3`$. Both $`T_\mathrm{K}`$ and $`\mathrm{\Delta }`$ are normalized by $`T_\mathrm{K}(0)`$. In all the cases, the Kondo temperature increases with decreasing $`\mathrm{\Delta }`$. In the case of $`C_1=C_2`$ (solid lines), $`T_\mathrm{K}(\mathrm{\Delta })/T_\mathrm{K}(0)`$ obeys a power law, Eq. (14), with a nonuniversal exponent, $`\gamma =J^{(2)}/J^{(1)}`$. In the cases of $`C_2=0`$ (broken lines) and $`C_2/C_1=0.6`$ (dotted lines), $`T_\mathrm{K}(\mathrm{\Delta })`$ shows a crossover from the power law with $`\gamma =J^{(2)}/J^{(1)}`$ at large $`\mathrm{\Delta }/T_\mathrm{K}(0)`$ to that with $`\gamma =2+\sqrt{5}4.2`$ at small $`\mathrm{\Delta }/T_\mathrm{K}(0)`$. The crossover depends on the initial values of $`C_2/C_1`$ and $`J^{(2)}/J^{(1)}`$. The universal exponent is seen in quite limited situations.

Finally we compare the Kondo temperature with various $`C_2/C_1`$ and $`J^{(2)}/J^{(1)}`$ in the initial condition. We choose $`\nu (J^{(1)}+J^{(2)})=0.1`$ which corresponds to the experimental situation with $`E^\pm `$ 5K and level broadening $`\mathrm{\Gamma }`$ 1.5K. In Fig. 3, we show $`T_\mathrm{K}`$ in units of $`D_0\mathrm{exp}[1/2\nu (J^{(1)}+J^{(2)})]`$ (which is identical to $`T_\mathrm{K}(0)`$ with $`C_1=C_2`$, Eq. (12)), as a function of $`\mathrm{\Delta }`$. We find that the case with $`C_1=C_2`$ (solid lines) provides a lower limit of $`T_\mathrm{K}`$ for each value of $`J^{(2)}/J^{(1)}`$ (a, $`1`$; b, $`0.5`$; c, $`0.3`$), whereas the case with $`C_2=0`$ (broken lines) gives a upper limit. The inset to Fig. 3 shows $`T_\mathrm{K}(0)`$ as a function of $`J^{(2)}/J^{(1)}`$ ($`\mathrm{tan}^2\theta `$). For fixed $`C_2/C_1`$, $`T_\mathrm{K}(0)`$ is maximal at $`J^{(2)}/J^{(1)}=1`$ ($`\theta /\pi =0.25`$) and decreases with decreasing $`J^{(2)}/J^{(1)}`$. In a case of $`C_2=0`$ and $`J^{(2)}/J^{(1)}=1`$, the development of the coupling constants by Eqs. (1) is restricted in a subspace with $`\stackrel{~}{J}_2(D)=0`$ and $`J^{(1)}(D)=J^{(2)}(D)`$, and in consequence they reach the fixed point fastest. This results in the highest $`T_\mathrm{K}`$ for a given value of $`J^{(1)}+J^{(2)}`$. As the initial values are deviated from the condition, the renormalization flow to the fixed point needs more “time” in a larger space. (If $`D`$ reaches $`\mathrm{\Delta }`$ before $`T_\mathrm{K}`$, the coupling constants follow Eqs. (11) at $`T_\mathrm{K}<D<\mathrm{\Delta }`$, which is common to all the cases.) Since our previous model with $`C_1=C_2`$ is the farthest from the condition of $`C_2=0`$, it yields a lower limit of the Kondo temperature.

In conclusion, we have examined a generalized model for the Kondo effect which involves spin-singlet and -triplet states in quantum dots, to elucidate the discrepancy between the previous studies. The Kondo temperature $`T_\mathrm{K}`$ is calculated as a function of the energy difference between the states, $`\mathrm{\Delta }`$, using the scaling method. The function of $`T_\mathrm{K}(\mathrm{\Delta })`$ shows a crossover between power laws with a nonuniversal exponent ($`\gamma =J^{(2)}/J^{(1)}`$) and with a universal exponent ($`\gamma =2+\sqrt{5}`$). Although our previous model with $`\stackrel{~}{J}_1=\stackrel{~}{J}_2`$ ($`C_1=C_2`$ in the singlet state) is not complete to discuss the triplet-singlet Kondo effect, it yields a lower limit of $`T_\mathrm{K}(\mathrm{\Delta })`$ in an analytical form, Eqs. (12), (13), and (14).

The authors gratefully acknowledge discussions with L. P. Kouwenhoven, S. De Franceschi, J. M. Elzerman, K. Maijala, S. Sasaki, W. G. van der Wiel, Y. Tokura, L. I. Glazman, M. Pustilnik, T. Saso, and G. E. W. Bauer.

Figure captions

Fig. 1: The scaling of the coupling constants by Eqs. (1), assuming $`\mathrm{\Delta }=0`$. (a) $`(J^{(1)}J^{(2)})/(J^{(1)}+J^{(2)})`$ and (b) $`(\stackrel{~}{J}_1\stackrel{~}{J}_2)/(J^{(1)}+J^{(2)})`$ as functions of $`\mathrm{log}D/T_\mathrm{K}(0)`$, where $`T_\mathrm{K}(0)`$ is the Kondo temperature at $`\mathrm{\Delta }=0`$. $`J^{(2)}/J^{(1)}`$ is a, $`1`$; b, $`0.5`$; and c, $`0.3`$. The cases with $`C_1=C_2`$ are drawn by solid lines, $`C_2=0`$ by broken lines, and $`C_2/C_1=0.6`$ by dotted lines. Note that three lines are overlapped for case a in (a). Initially, we choose $`\nu (J^{(1)}+J^{(2)})=0.01`$.

Fig. 2: The Kondo temperature, $`T_\mathrm{K}/T_\mathrm{K}(0)`$, as a function of $`\mathrm{\Delta }/T_\mathrm{K}(0)`$, on a log-log scale ($`\mathrm{\Delta }>0`$). $`T_\mathrm{K}(0)`$ is the Kondo temperature at $`\mathrm{\Delta }=0`$. $`J^{(2)}/J^{(1)}`$ is a, $`1`$ and b, $`0.3`$. The cases with $`C_1=C_2`$ are drawn by solid lines, $`C_2=0`$ by broken lines, and $`C_2/C_1=0.6`$ by dotted lines. Initially, we choose $`\nu (J^{(1)}+J^{(2)})=0.01`$.

Fig. 3: The Kondo temperature $`T_\mathrm{K}`$ as a function of $`\mathrm{\Delta }`$ ($`\mathrm{\Delta }>0`$). The units of $`T_\mathrm{K}`$ is $`D_0\mathrm{exp}[1/2\nu (J^{(1)}+J^{(2)})]`$ where $`D_0`$ is the initial bandwidth ($`D_0=\sqrt{E^+E^{}}5`$K in the experiment of Ref. ). $`J^{(2)}/J^{(1)}`$ is a, $`1`$; b, $`0.5`$; and c, $`0.3`$. The cases with $`C_1=C_2`$ are drawn by solid lines, $`C_2=0`$ by broken lines, and $`C_2/C_1=0.6`$ by dotted lines. As the initial condition, we choose $`\nu (J^{(1)}+J^{(2)})=0.1`$. Inset: The Kondo temperature at $`\mathrm{\Delta }=0`$, $`T_\mathrm{K}(0)`$, as a function of $`\theta `$, where $`\mathrm{tan}^2\theta =J^{(2)}/J^{(1)}`$. $`\theta /\pi =0.25`$ ($`0.20`$, $`0.15`$) for $`J^{(2)}/J^{(1)}=1`$ ($`0.5`$, $`0.3`$).

Figure 1 (M. Eto and Yu. V. Nazarov)

Figure 2 (M. Eto and Yu. V. Nazarov)

Figure 3 (M. Eto and Yu. V. Nazarov)


text:
# Borcherds products associated with certain Thompson series

## 1. Introduction

Let $`M_{1/2}^!`$ be the additive group consisting of nearly holomorphic modular forms of weight $`1/2`$ for $`\mathrm{\Gamma }_0(4)`$ whose Fourier coefficients are integers and satisfy the Kohnen’s “plus space” condition (i.e. $`n`$-th coefficients vanish unless $`n0`$ or $`1`$ modulo 4). We also let $``$ be the multiplicative group consisting of meromorphic modular forms for some characters of $`SL_2()`$ of integral weight with leading coefficient 1 whose coefficients are integers and all of whose zeros and poles are either cusps or imaginary quadratic irrationals. Borcherds  gave an isomorphism between $`M_{1/2}^!`$ and $``$ by means of infinite products which we call modular products or Borcherds products.

Let $`d`$ denote a positive integer congruent to 0 or 3 modulo 4. We denote by $`𝒬_d`$ the set of positive definite binary quadratic forms $`Q=[a,b,c]=aX^2+bXY+cY^2(a,b,c)`$ of discriminant $`d`$, with usual action of the modular group $`\mathrm{\Gamma }=PSL_2()`$. To each $`Q𝒬_d`$, we associate its unique root $`\alpha _Q`$ (=upper half plane). We define the Hurwitz-Kronecker class number $`H(d)`$ by $`H(d)=\underset{Q𝒬_d/\mathrm{\Gamma }}{}\frac{1}{w_Q}`$ where $`w_Q=|\mathrm{\Gamma }_Q|`$. For instance, we have $`H(3)=1/3`$, $`H(4)=1/2`$, $`H(7)=H(8)=H(11)=1`$, $`H(12)=4/3`$, $`H(15)=2`$, etc. For the modular invariant $`j(\tau )`$, we define a function $`_d(j(\tau ))`$ by $`\underset{Q𝒬_d/\mathrm{\Gamma }}{}(j(\tau )j(\alpha _Q))^{1/w_Q}`$. On the other hand, for each $`d`$ there is a unique modular form $`f_{d,1}M_{1/2}^!`$ having a Fourier development of the form $`f_{d,1}=q^d+_{D>0}A(D,d)q^D,q=e^{2\pi i\tau }(\tau ).`$ Then Borcherds’ theorem says that

$$_d(j(\tau ))=q^{H(d)}\underset{u=1}{\overset{\mathrm{}}{}}(1q^u)^{A(u^2,d)}$$
($``$)
Zagier  described the trace of a singular modulus of discriminant $`d`$ ($`=\underset{Q𝒬_d/\mathrm{\Gamma }}{}\frac{1}{w_Q}(j(\alpha _Q)744)`$) as the coefficient of $`q^d`$ in a fixed modular form $`g_{1,1}(\tau )`$ of weight $`3/2`$. By making use of this formula and considering Hecke operators in integral and half-integral weight Zagier reproved $`()`$ (see  §6). Moreover he generalized the trace formula to the group $`\mathrm{\Gamma }_0(N)^{}`$ (=the group generated by $`\mathrm{\Gamma }_0(N)`$ and all Atkin-Lehner involutions $`W_e`$ for $`e||N`$) for $`2N6`$ (see  §8).

In this article we find an analogue of $`()`$ in higher level cases $`N=2,3,5,6`$ by applying Zagier’s Theorem 8 in . Let $`M_{k1/2}^{+\mathrm{}+}(N)^!`$ be the vector space consisting of nearly holomorphic modular forms of half-integral weight $`k1/2`$ on $`\mathrm{\Gamma }_0(4N)`$ whose $`n`$-th Fourier coefficient vanishes unless $`(1)^{k1}n`$ is a square modulo $`4N`$. There is a unique modular form $`f_{d,N}M_{1/2}^{+\mathrm{}+}(N)^!`$ having a Fourier expansion of the form

$$f_{d,N}=q^d+\underset{D>0}{}A(D,d)q^D.$$

An explicit construction of $`f_{d,N}`$ is given in the appendix and the uniquess of $`f_{d,N}`$ is shown in the end of §2. Let $`𝒬_{d,N}`$ be the set of forms $`Q=[a,b,c]𝒬_d`$ satisfying $`N|a`$. Then $`\mathrm{\Gamma }_0(N)^{}`$ naturally acts on $`𝒬_{d,N}`$ and the quotient $`𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}`$ has a bijection with $`𝒬_d/\mathrm{\Gamma }`$ (see  §8). We can therefore define, for the Hauptmodul $`t(\tau )`$ for $`\mathrm{\Gamma }_0(N)^{}`$, a modular function $`_d(t(\tau ))`$ by $`\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}(t(\tau )t(\alpha _Q))^{1/w_Q}`$. In §3 we will prove the following theorem.

###### Theorem 1.1.

Let $`1N6`$ other than 4 and $`t`$ be the Hauptmodul for $`\mathrm{\Gamma }_0(N)^{}`$. Let $`d`$ be the discriminant corresponding to a Heegner point (i.e. the discriminant of $`Q𝒬_{d,N}`$ with the condition that if $`f^2`$ divides $`d`$, then $`(f,N)=1`$). Define $`A^{}(u^2,d)=2^{s(u,N)}A(u^2,d)`$ where $`s(u,N)`$ is the number of distinct prime factors dividing $`(u,N)`$. Then

$$_d(t(\tau ))=q^{H(d)}\underset{u=1}{\overset{\mathrm{}}{}}(1q^u)^{A^{}(u^2,d)}.$$

We remark that this theorem is related to the problem of generalizing Borcherds’ theorem ( Theorem 14.1) to higher levels ( problem 10 in §17). In some sense Borcherds proved it himself in  Theorem 13.3. The vector valued modular forms he uses include the higher level case because a higher level form can be induced upto a vector valued form of level $`1`$. An explicit infinite product is given in part 5 of Theorem 13.3 of . But as he pointed out, it seems to take a bit of effort to unravel it to see what it says in the case of modular forms. Also Bruinier  proved that every automorphic forms with zeros on Heegner divisors can be written as modular products in the case that the lattice considered splits two hyperbolic planes over $``$.

Finally in §4 by using the idea given in  we derive a recursion formula which enables us to estimate all $`A^{}(u^2,d)`$ for $`u1`$ from the Fourier coefficients of $`_d(t(\tau ))`$.

## 2. Preliminaries

### 2.1. Generalized Hecke operator

Let $`N`$ be a positive integer and $`e`$ be any Hall divisor of $`N`$ (written $`e||N`$), that is, a positive divisor of $`N`$ for which $`(e,N/e)=1`$. We denote by $`W_{e,N}`$ a matrix $`\left(\begin{array}{cc}ae& b\\ cN& de\end{array}\right)`$ with $`detW_{e,N}=e`$ and $`a,b,c,d`$, and call it an Atkin-Lehner involution. Let $`S`$ be a subset of Hall divisors of $`N`$ and let $`N+S`$ be the subgroup of $`PSL_2()`$ generated by $`\mathrm{\Gamma }_0(N)`$ and all Atkin-Lehner involutions $`W_{e,N}`$ for $`eS`$ (we may choose $`S`$ so that $`1S`$ and if $`e_1,e_2S`$, then $`e_1e_2/(e_1,e_2)^2S`$ unless $`e_1=e_2`$). We assume that the genus of the group $`N+S`$ is zero. Then there exists a unique modular function $`t`$ with respect to $`N+S`$ satisfying

(i) $`t`$ is holomorphic on the complex upper half plane $``$,

(ii) $`t`$ has the Fourier expansion at $`\mathrm{}`$ of the form

$$t=q^1+\underset{k1}{}H_kq^k,q=e^{2\pi i\tau }(\tau ),$$

(iii) $`t`$ is holomorphic at all cusps which are not equivalent to $`\mathrm{}`$ under $`N+S`$. Such a function $`t`$ is called the Hauptmodul for $`N+S`$. By the result of Borcherds  $`t`$ becomes a monstrous function whose Fourier coefficients are related to representations of the monster group $`𝕄`$ except for the three cases ($`25`$, $`49+49`$ and $`50+50`$). More precisely the $`q`$-series of $`t`$ coincides with a Thompson series $`T_g(\tau )=_n\text{Tr}(g|V_n)q^n`$ for some element $`g`$ of $`𝕄`$. Here $`V=_nV_n`$ is the infinite dimensional graded representation of $`𝕄`$ constructed by Frenkel et al. . For a prime number $`p`$, let $`t^{(p)}`$ be the Hauptmodul for $`N^{(p)}+S^{(p)}`$ where $`N^{(p)}=N/(p,N)`$ and $`S^{(p)}`$ is the set of all $`e`$ in $`S`$ which divide $`N^{(p)}`$. Generally if $`m=p_1p_2\mathrm{}p_r`$ is a product of primes $`p_i`$, then we define the $`m`$-th replicate $`t^{(m)}`$ of $`t`$ by

$$t^{(m)}=(\mathrm{}((t^{(p_1)})^{(p_2)}\mathrm{})^{(p_r)}.$$

For every positive integer $`n`$, let $`t_n`$ be a unique polynomial of $`t`$ satisfying $`t_nq^nmodq[[q]]`$. Define the $`m`$-th generalized Hecke operator $`T(m)`$  by

$$t_n|_{T(m)}=\underset{\genfrac{}{}{0pt}{}{ad=m}{0b<d}}{}t_n^{(a)}\left(\frac{a\tau +b}{d}\right).$$

The $`m`$-th replication formula  says that $`t_m=t|_{T(m)}`$.

### 2.2. Jacobi forms

A (holomorphic) Jacobi form on $`SL_2()`$ is defined to be a holomorphic function $`\varphi :\times `$ satisfying the two transformation equations

$`\varphi ({\displaystyle \frac{a\tau +b}{c\tau +d}},{\displaystyle \frac{z}{c\tau +d}})`$ $`=(c\tau +d)^ke^{\frac{2\pi iNcz^2}{c\tau +d}}\varphi (\tau ,z)(\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL_2()),`$
$`\varphi (\tau ,z+\lambda \tau +\mu )`$ $`=e^{2\pi iN(\lambda ^2\tau +2\lambda z)}\varphi (\tau ,z)(\left(\begin{array}{cc}\lambda & \mu \end{array}\right)^2)`$
and having a Fourier expansion of the form

$$\varphi (\tau ,z)=\underset{\genfrac{}{}{0pt}{}{n,r}{4Nnr^20}}{}c(n,r)q^n\zeta ^r(q=e^{2\pi i\tau },\zeta =e^{2\pi iz}).$$
(1)
Here $`k`$ and $`N`$ are positive integers, called the weight and index of $`\varphi `$, respectively. The coefficient $`c(n,r)`$ depends only on $`4Nnr^2`$ and on $`r(\text{mod }2N)`$ ( Theorem 2.2). In (1), if the condition $`4Nnr^20`$ is deleted, we obtain a nearly holomorphic Jacobi form.

Let $`J_{k,N}^!`$ be the space of nearly holomorphic Jacobi forms of weight $`k`$ and index $`N`$. Let $`J_,^!`$ be the ring of all nearly holomorphic Jacobi forms and $`J_{ev,}^!`$ its even weight subring. Then $`J_{ev,}^!`$ is the free polynomial algebra over $`M_{}^!(\mathrm{\Gamma })=[E_4,E_6,\mathrm{\Delta }^1]/(E_4^3E_6^2=1728\mathrm{\Delta })`$ on two generators $`a=\stackrel{~}{\varphi }_{2,1}(\tau ,z)J_{2,1}^!`$ and $`b=\stackrel{~}{\varphi }_{0,1}(\tau ,z)J_{0,1}^!`$ (for details, see  §9). Fix $`k=2`$ and $`1N6,4`$. There are unique Jacobi forms $`\varphi _{D,N}J_{2,N}^!`$ having Fourier coefficients $`c(n,r)=B(D,4Nnr^2)`$ which depend only on the discriminant $`r^24Nn`$ with $`B(D,D)=1`$ and $`B(D,d)=0`$ if $`d=4Nnr^2<0,D`$. The uniqueness of $`\varphi _{D,N}`$ is obvious since the difference of any two functions satisfying the definition of $`\varphi _{D,N}`$ would be an element of $`J_{2,N}`$ (=the space of holomorphic Jacobi forms of weight $`2`$ and index $`N`$), which is of dimension zero by , Theorem 9.1 (2). For the existence, we need an additional condition on Fourier coefficients that $`B(D,0)=\{\begin{array}{cc}2,\hfill & \text{ if }D\text{ is a square }\hfill \\ 0,\hfill & \text{ otherwise.}\hfill \end{array}`$

The structure theorem then allows us to express $`\varphi _{D,N}`$ as a linear combination of $`a^ib^{Ni}(i=0,\mathrm{},N)`$ over $`M_{}^!(\mathrm{\Gamma })`$. Define

$$g_{D,N}=q^D+\underset{d0}{}B(D,d)q^d.$$

By the correspondence between Jacobi forms and half-integral forms ( Theorem 5.6), $`g_{D,N}`$ lies in the space $`M_{3/2}^{+\mathrm{}+}(N)^!`$ so that $`f_{d,N}g_{D,N}`$ defines a modular form of weight 2 for $`\mathrm{\Gamma }_0(4N)`$. We write $`f_{d,N}g_{D,N}=_nc_nq^n`$. The “plus” conditions imposed on $`f_{d,N}`$ and $`g_{D,N}`$ force $`(f_{d,N}g_{D,N})|_{U_{4N}}`$ to be a modular form of weight 2 on $`SL_2()`$. Here $`U_{4N}`$ is the operator sending $`_nc_nq^n`$ to $`_nc_{4Nn}q^n`$. In fact, if we consider $`h=_{i(/4N)^\times }(f_{d,N}g_{D,N})\left(\frac{\tau +i}{4N}\right),`$ then $`h`$ is invariant under the action of $`\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ and has the Fourier development of the form $`\phi (4N)_ne^{2\pi in/N}c_{4n}q^{n/N}`$ since $`c_n`$ vanishes whenever $`n2mod4`$. $`_{i=0}^{N1}h(\tau +i)=N\phi (4N)(f_{d,N}g_{D,N})|_{U_{4N}}`$ is then invariant under the action of $`SL_2()`$ with a pole only at $`\mathrm{}`$. Thus $`(f_{d,N}g_{D,N})|_{U_{4N}}`$ can be written as the derivative of some polynomial in $`j`$. By comparing the constant terms we get $`A(D,d)=B(D,d)`$. This also shows the uniqueness of $`f_{d,N}`$.

Through the article we adopt the following notations:

$``$ $`T(m)`$: generalized Hecke operator

$``$ $`T_m`$: Hecke operator acting on Jacobi forms or half-integral forms ( §4 and §5)

$``$ $`\varphi _D=\varphi _{D,N}`$

$``$ $`g_D=g_{D,N}`$

$``$ $`f_d=f_{d,N}`$

$``$ $`\varphi _D^{(p)}=\varphi _{D,N^{(p)}}`$

$``$ $`g_D^{(p)}=g_{D,N^{(p)}}`$

$``$ $`B(d)=B(1,d)`$

## 3. Proof of Theorem 1.1

For each positive integer $`m`$ and prime $`p`$, we define

$$J_m(d)=\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}\frac{1}{w_Q}t_m(\alpha _Q)$$

and

$$J_m^{(p)}(d)=\underset{Q𝒬_{d,N^{(p)}}/\mathrm{\Gamma }_0(N^{(p)})^{}}{}\frac{1}{w_Q}t_m^{(p)}(\alpha _Q).$$

First we need two lemmas.

###### Lemma 3.1.

Let $`p`$ be a prime dividing $`N`$. For $`i0`$ and $`m`$ coprime to $`p`$,

$$\varphi _{p^{2i}m^2}^{(p)}|_{V_p}=p\varphi _{p^{2i+2}m^2}+\varphi _{p^{2i}m^2}.$$

Here $`V_p`$ is the Hecke operator on Jacobi forms defined by the formula (2) in .

###### Proof.

According to  Theorem 4.1, the operator $`V_p`$ maps $`J_{2,N/p}^!`$ to $`J_{2,N}^!`$. From the formula (7) in , p.43, we find that

$$\text{the coefficient of }q^n\zeta ^r\text{ in }\varphi _{p^{2i}m^2}^{(p)}|_{V_p}=\{\begin{array}{cc}p,\hfill & \text{ if }4Nnr^2=p^{2i+2}m^2\hfill \\ 1,\hfill & \text{ if }4Nnr^2=p^{2i}m^2\hfill \\ 0,\hfill & \text{ if }4Nnr^2<0,p^{2i+2}m^2,p^{2i}m^2.\hfill \end{array}$$

From these observations and the uniqueness of $`\varphi _D`$, the lemma immediately follows. ∎

###### Lemma 3.2.

Let $`l`$ be a positive integer coprime to $`N`$ and $`d=4Nnr^2`$. Then

(i) $`J_l(d)=\text{coefficient of }q^n\zeta ^r\text{ in }\varphi _1|_{T_l}`$.

(ii) $`\varphi _1|_{T_l}=_{\nu |l}\nu \varphi _{\nu ^2}`$.

###### Proof.

(i) Let $`p`$ be a prime divisor of $`l`$. Then

$`J_p(d)`$ $`={\displaystyle \underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}}{\displaystyle \frac{1}{w_Q}}t_p(\alpha _Q)={\displaystyle \underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}}{\displaystyle \frac{1}{w_Q}}t|_{T(p)}(\tau )|_{\tau =\alpha _Q}`$
$`=J_1(dp^2)+\left({\displaystyle \frac{d}{p}}\right)J_1(d)+pJ_1(d/p^2)`$
by a similar argument given in the proof of  Theorem 5-(ii)
$`=[B(dp^2)+\left({\displaystyle \frac{d}{p}}\right)B(d)+pB(d/p^2)]\text{ by }\text{[16]}\text{ Theorem 8}`$
$`=B_p(d).`$
Here $`J_1(d/p^2)`$ (resp. $`B(d/p^2)`$) is defined to be zero unless $`d/p^2`$ is an integer. And $`B_p(d)`$ denotes the coefficient of $`q^d`$ in $`g_1|_{T_p}`$, which is the same as the coefficient of $`q^n\zeta ^r`$ in $`\varphi _1|_{T_p}`$ ( Theorems 4.5 and 5.4). Now let $`p^s||l`$. Observe that $`t|_{T(p^s)}=t_{p^{s1}}|_{T(p)}pt_{p^{s2}}(\tau )`$. Thus

$`J_{p^s}(d)`$ $`=J_{p^{s1}}(dp^2)+\left({\displaystyle \frac{d}{p}}\right)J_{p^{s1}}(d)+pJ_{p^{s1}}(d/p^2)pJ_{p^{s2}}(d)`$
$`=[B_{p^{s1}}(dp^2)+\left({\displaystyle \frac{d}{p}}\right)B_{p^{s1}}(d)+pB_{p^{s1}}(d/p^2)]+pB_{p^{s2}}(d)\text{ by induction on }s`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[(\varphi _1|_{T_{p^{s1}}})|_{T_p}p\varphi _1|_{T_{p^{s2}}}]`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }\varphi _1|_{T_{p^s}}\text{ by Corollary 1 in }\text{[7]}\text{ p.51.}`$
Now write $`l=l^{}p^s`$ with $`(l^{},p)=1`$. Let $`n(l)`$ be the number of prime factors of $`l`$. We will use induction on $`n(l)`$. If $`n(l)=1`$, it returns to the previous case. Now

$`t|_{T(l)}=t|_{T(l^{})T(p^s)}=t_l^{}|_{T(p^s)}=t_{l^{}p^{s1}}|_{T(p)}pt_{l^{}p^{s2}}`$ which yields that

$`J_l(d)`$ $`=J_{l^{}p^{s1}}(dp^2)+\left({\displaystyle \frac{d}{p}}\right)J_{l^{}p^{s1}}(d)+pJ_{l^{}p^{s1}}(d/p^2)pJ_{l^{}p^{s2}}(d)`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }\varphi _1|_{T_l}\text{ by induction on }s.`$
(ii) As before let $`p`$ be a prime dividing $`l`$ and $`p^s||l`$. First we will show that $`\varphi _1|_{T_{p^s}}=_{i=0}^sp^i\varphi _{p^{2i}}`$. Let $`s=1`$. Then the coefficient of $`q^d`$ in $`g_1|_{T_p}`$ is

$$B(dp^2)+\left(\frac{d}{p}\right)B(d)+pB(d/p^2)=\{\begin{array}{cc}1,\hfill & \text{ if }d=1\hfill \\ p,\hfill & \text{ if }d=p^2\hfill \\ 0,\hfill & \text{ if }d<0,1,p^2.\hfill \end{array}$$

This implies $`g_1|_{T_p}=pg_{p^2}+g_1`$ and therefore $`\varphi _1|_{T_p}=p\varphi _{p^2}+\varphi _1`$. Now let $`s2`$. Then

$`\varphi _1|_{T_{p^s}}`$ $`=(\varphi _1|_{T_{p^{s1}}})|_{T_p}p\varphi _1|_{T_{p^{s2}}}`$
$`=({\displaystyle \underset{i=0}{\overset{s1}{}}}p^i\varphi _{p^{2i}})|_{T_p}p{\displaystyle \underset{i=0}{\overset{s2}{}}}p^i\varphi _{p^{2i}}\text{ by induction on }s.`$
For $`i>0`$, the coefficient of $`q^d`$ in $`g_{p^{2i}}|_{T_p}`$ is

$$B(p^{2i},dp^2)+\left(\frac{d}{p}\right)B(p^{2i},d)+pB(p^{2i},d/p^2)=\{\begin{array}{cc}1,\hfill & \text{ if }d=p^{2i2}\hfill \\ p,\hfill & \text{ if }d=p^{2i+2}\hfill \\ 0,\hfill & \text{ if }d<0,p^{2i2},p^{2i+2}.\hfill \end{array}$$

This shows that $`\varphi _{p^{2i}}|_{T_p}=\{\begin{array}{cc}\varphi _{p^{2i2}}+p\varphi _{p^{2i+2}},\hfill & \text{ if }i>0\hfill \\ \varphi _1+p\varphi _{p^2},\hfill & \text{ if }i=0.\hfill \end{array}`$ Thus

$`\varphi _1|_{T_{p^s}}`$ $`=({\displaystyle \underset{i=0}{\overset{s1}{}}}p^i\varphi _{p^{2i}})|_{T_p}p{\displaystyle \underset{i=0}{\overset{s2}{}}}p^i\varphi _{p^{2i}}={\displaystyle \underset{i=1}{\overset{s1}{}}}p^i(\varphi _{p^{2i2}}+p\varphi _{p^{2i+2}})+\varphi _1+p\varphi _{p^2}p{\displaystyle \underset{i=0}{\overset{s2}{}}}p^i\varphi _{p^{2i}}`$
$`={\displaystyle \underset{i=0}{\overset{s}{}}}p^i\varphi _{p^{2i}}.`$
As in the proof of (i), write $`l=l^{}p^s`$ with $`(l^{},p)=1`$ and use induction on the number $`n(l)`$ of prime divisors of $`l`$. If $`n(l)=1`$, the assertion is clear. If $`n(l)`$ is greater than 1, then

$`\varphi _1|_{T_l}`$ $`=\varphi _1|_{T_l^{}T_{p^s}}=({\displaystyle \underset{\nu |l^{}}{}}\nu \varphi _{\nu ^2})|_{T_{p^s}}\text{ by induction on }n(l)`$
$`={\displaystyle \underset{\nu |l}{}}\nu \varphi _{\nu ^2}\text{ by induction on }s\text{ and applying the same argument as before.}`$
We claim that for $`d=4Nnr^2`$,

$$J_m(d)=\text{coefficient of }q^n\zeta ^r\text{ in }\underset{u|m}{}2^{s(u,N)}u\varphi _{u^2}.$$
(2)
Let $`p`$ be a prime dividing $`N`$. By  Theorem 6.3 (2) (or  Proposition 2.6), the generalized Hecke operator $`T(p)`$ satisfies the following composition rule: for $`k0`$,

$$T(p^k)T(p)=T(p^{k+1})+pI_pT(p^{k1})$$

where $`t_n|_{I_p}=t_n^{(p)}`$ and $`t_n`$ is defined to be 0 if $`n`$ is not a rational integer. For $`l`$ coprime to $`p`$, we obtain

$`t_{lp^{k+1}}`$ $`=t_l|_{T(p^{k+1})}=(t_l|_{T(p^k)})|_{T(p)}pt_l^{(p)}|_{T(p^{k1})}`$
$`=t_{lp^k}|_{T(p)}pt_{lp^{k1}}^{(p)}=t_{lp^k}^{(p)}(p\tau )+pt_{lp^k}|_{U_p}pt_{lp^{k1}}^{(p)}.`$ (3)
Meanwhile  Theorem 3.1 Case I (or  Theorem 3.7 Case 1) provides the formula

$$pt_{lp^k}|_{U_p}+t_{lp^k}=t_{lp^k}^{(p)}+pt_{lp^{k1}}^{(p)}.$$
(4)
Combining (3) with (4) we come up with $`t_{lp^{k+1}}(\tau )=t_{lp^k}^{(p)}(p\tau )+t_{lp^k}^{(p)}(\tau )t_{lp^k}(\tau )`$ and therefore

$$\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}t_{lp^{k+1}}(\alpha _Q)=\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}(t_{lp^k}^{(p)}(p\tau )+t_{lp^k}^{(p)}(\tau ))|_{\tau =\alpha _Q}\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}t_{lp^k}(\alpha _Q).$$
(5)
The map which sends $`[a,b,c]𝒬_{d,N}`$ to $`[a/p,b,cp]𝒬_{d,N/p}`$ induces a bijection between $`𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}`$ and $`𝒬_{d,N/p}/\mathrm{\Gamma }_0(N/p)^{}`$. And the natural map from $`𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}`$ to $`𝒬_{d,N/p}/\mathrm{\Gamma }_0(N/p)^{}`$ also gives a bijection. Thus (5) is rewritten as

$$\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}t_{lp^{k+1}}(\alpha _Q)=2\underset{Q𝒬_{d,N/p}/\mathrm{\Gamma }_0(N/p)^{}}{}t_{lp^k}^{(p)}(\alpha _Q)\underset{Q𝒬_{d,N}/\mathrm{\Gamma }_0(N)^{}}{}t_{lp^k}(\alpha _Q),$$

which yields

$$J_{lp^{k+1}}(d)=2J_{lp^k}^{(p)}(d)J_{lp^k}(d)\text{ for }k0.$$
(6)
We divide $`N`$ into two cases.

Case I. $`N=p=2`$ or 3 or 5

In (2) we write $`m=lp^k`$ with $`(l,p)=1`$. We use induction on $`k`$ to prove the claim. If $`k=0`$, the claim (2) follows from Lemma 3.2. Now assume the claim for $`k`$.

$`J_{lp^{k+1}}(d)=2J_{lp^k}^{(p)}(d)J_{lp^k}(d)`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[2(\varphi _1^{(p)}|_{T_{lp^k}})|_{V_p}({\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \underset{\nu |l}{}}2\nu p^i\varphi _{\nu ^2p^{2i}}+{\displaystyle \underset{\nu |l}{}}\nu \varphi _{\nu ^2})]`$
by  Theorem 5-(ii) and induction hypothesis
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[2({\displaystyle \underset{i=0}{\overset{k}{}}}{\displaystyle \underset{\nu |l}{}}\nu p^i\varphi _{\nu ^2p^{2i}}^{(p)})|_{V_p}({\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \underset{\nu |l}{}}2\nu p^i\varphi _{\nu ^2p^{2i}}+{\displaystyle \underset{\nu |l}{}}\nu \varphi _{\nu ^2})]`$
by  formula (19) and Theorem 5-(iii)
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[2{\displaystyle \underset{i=0}{\overset{k}{}}}{\displaystyle \underset{\nu |l}{}}\nu p^i(p\varphi _{\nu ^2p^{2i+2}}+\varphi _{\nu ^2p^{2i}})`$
$`({\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \underset{\nu |l}{}}2\nu p^i\varphi _{\nu ^2p^{2i}}+{\displaystyle \underset{\nu |l}{}}\nu \varphi _{\nu ^2})]\text{ by Lemma }\text{3.1}`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[{\displaystyle \underset{i=1}{\overset{k+1}{}}}{\displaystyle \underset{\nu |l}{}}2\nu p^i\varphi _{\nu ^2p^{2i}}+{\displaystyle \underset{\nu |l}{}}\nu \varphi _{\nu ^2}]\text{ as desired.}`$
Case II. $`N=6`$

In (2) we write $`m=l2^{k_1}3^{k_2}`$ with $`(l,6)=1`$ and $`k_1,k_20`$. For simplicity, we put $`\alpha (u)=2^{s(u,2)}u`$ and $`\beta (u)=2^{s(u,6)}u`$. We will use induction on $`k_1+k_2`$. If $`k_1+k_2=0`$, the claim is immediate from Lemma 3.2. Now assume $`k_1+k_21`$, say $`k_21`$.

$`J_{l2^{k_1}3^{k_2}}(d)=2J_{l2^{k_1}3^{k_21}}^{(3)}(d)J_{l2^{k_1}3^{k_21}}(d)\text{ by (}\text{6}\text{)}`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }[2{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=0}{\overset{k_21}{}}}{\displaystyle \underset{\nu |l}{}}\alpha (\nu 2^i3^j)\varphi _{(\nu 2^i3^j)^2}^{(3)}|_{V_3}{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=0}{\overset{k_21}{}}}{\displaystyle \underset{\nu |l}{}}\beta (\nu 2^i3^j)\varphi _{(\nu 2^i3^j)^2}]`$
by the result in the case $`N=2`$ and induction hypothesis
$`=\text{coefficient of }q^n\zeta ^r\text{ in}`$
$`[2{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=0}{\overset{k_21}{}}}{\displaystyle \underset{\nu |l}{}}\alpha (\nu 2^i3^j)(3\varphi _{(\nu 2^i3^{j+1})^2}+\varphi _{(\nu 2^i3^j)^2}){\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=0}{\overset{k_21}{}}}{\displaystyle \underset{\nu |l}{}}\beta (\nu 2^i3^j)\varphi _{(\nu 2^i3^j)^2}]`$
by Lemma 3.1
$`=\text{coefficient of }q^n\zeta ^r\text{ in }\text{ }[{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{\nu |l}{}}2\alpha (\nu 2^i3^{k_21})3\varphi _{(\nu 2^i3^{k_2})^2}`$
$`+{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=1}{\overset{k_21}{}}}{\displaystyle \underset{\nu |l}{}}[2\alpha (\nu 2^i3^{j1})3+2\alpha (\nu 2^i3^j)\beta (\nu 2^i3^j)]\varphi _{(\nu 2^i3^j)^2}`$
$`+{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{\nu |l}{}}[2\alpha (\nu 2^i)\beta (\nu 2^i)]\varphi _{(\nu 2^i)^2}]`$
$`=\text{coefficient of }q^n\zeta ^r\text{ in }\text{ }{\displaystyle \underset{i=0}{\overset{k_1}{}}}{\displaystyle \underset{j=0}{\overset{k_2}{}}}{\displaystyle \underset{\nu |l}{}}\beta (\nu 2^i3^j)\varphi _{(\nu 2^i3^j)^2},\text{ as desired.}`$
Let $`z`$. Note that $`\frac{1}{m}t_m(z)`$ can be viewed as the coefficient of $`q^m`$-term in $`\mathrm{log}q\mathrm{log}(t(\tau )t(z))`$ (see ). Thus $`\mathrm{log}q^1_{m>0}\frac{1}{m}t_m(z)q^m=\mathrm{log}(t(\tau )t(z))`$. Taking exponential on both sides, we get

$$q^1\mathrm{exp}(\underset{m>0}{}\frac{1}{m}t_m(z)q^m)=t(\tau )t(z).$$
(7)
Define $`B^{}(u^2,d)=2^{s(u,N)}B(u^2,d)`$. By the claim (2), we obtain

$$J_m(d)=\underset{u|m}{}uB^{}(u^2,d).$$
(8)
From (7) and (8) it follows that

$`_d(t(\tau ))`$ $`=q^{H(d)}\mathrm{exp}({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}J_m(d)q^m/m)=q^{H(d)}\mathrm{exp}({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{u|m}{}}uB^{}(u^2,d)q^m/m)`$
$`=q^{H(d)}\mathrm{exp}({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{u=1}{\overset{\mathrm{}}{}}}uB^{}(u^2,d)q^{mu}/(mu))`$
$`=q^{H(d)}\mathrm{exp}({\displaystyle \underset{u=1}{\overset{\mathrm{}}{}}}(B^{}(u^2,d)){\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(q^u)^m/m)`$
$`=q^{H(d)}\mathrm{exp}({\displaystyle \underset{u=1}{\overset{\mathrm{}}{}}}\mathrm{log}(1q^u)^{B^{}(u^2,d)})=q^{H(d)}{\displaystyle \underset{u=1}{\overset{\mathrm{}}{}}}(1q^u)^{B^{}(u^2,d)}.`$
Now the fact $`A(D,d)=B(D,d)`$ completes the proof of our theorem.

###### Remark 3.3.

If $`N=4`$, our proof does not apply since in this case the 2-plicate $`t^{(2)}`$ of $`t`$ is the Hauptmodul for $`\mathrm{\Gamma }_0(2)`$ which is not $`\mathrm{\Gamma }_0(N)^{}`$-invariant for any $`N`$. In fact, we can numerically check that Theorem 1.1 fails when $`N=4`$.

## 4. Some recursion formulas

Let $`\delta `$ be the denominator of $`H(d)`$. In the course of proving Theorem 1.1 we have seen that

$$_d(t(\tau ))=q^{H(d)}\underset{m=1}{\overset{\mathrm{}}{}}\mathrm{exp}(\underset{u|m}{}uA^{}(u^2,d)q^m/m).$$

Observe that $`(q^{H(d)}_d(t(\tau )))^\delta `$ is of the form $`1+_{m=1}^{\mathrm{}}c(m)q^m`$ with $`c(m)`$. Then

$$1+\underset{m=1}{\overset{\mathrm{}}{}}c(m)q^m=\underset{m=1}{\overset{\mathrm{}}{}}\mathrm{exp}(\underset{u|m}{}\delta uA^{}(u^2,d)q^m/m).$$

Put $`V=_{m=1}^{\mathrm{}}\mathrm{exp}(_{u|m}\delta uA^{}(u^2,d)q^m/m).`$ The differential identity $`(\mathrm{log}V)^{}=V^{}/V`$ (here  denotes $`q\frac{d}{dq}=\frac{1}{2\pi i}\frac{d}{d\tau })`$ leads to

$$(\underset{m=1}{\overset{\mathrm{}}{}}\underset{u|m}{}\delta uA^{}(u^2,d)q^m)(1+\underset{m=1}{\overset{\mathrm{}}{}}c(m)q^m)=\underset{m=1}{\overset{\mathrm{}}{}}mc(m)q^m.$$

Comparing the coefficients of $`q^m`$ on both sides we get

$$\underset{u|m}{}\delta uA^{}(u^2,d)+\underset{1k<m}{}c(mk)(\underset{u|k}{}\delta uA^{}(u^2,d))=mc(m).$$

Now we come up with the following recursion formula for $`A^{}(m^2,d)`$: for $`m1`$,

$$A^{}(m^2,d)=\frac{1}{\delta }c(m)\frac{1}{m}[\underset{\genfrac{}{}{0pt}{}{1u<m}{u|m}}{}uA^{}(u^2,d)+\underset{1k<m}{}c(mk)(\underset{u|k}{}uA^{}(u^2,d))].$$
(9)
Thus all $`A^{}(m^2,d)`$ can be computed from the values of $`c(m)`$. Likewise all $`c(m)`$ can be estimated recursively from the values of $`A^{}(m^2,d)`$.

###### Example 4.1.

$`N=2,d=4`$ Theorem 1.1 yields the following product formula:

$$\left(t(\tau )t\left(\frac{1+\sqrt{1}}{2}\right)\right)^{1/2}=q^{1/2}\underset{u=1}{\overset{\mathrm{}}{}}(1q^u)^{A^{}(u^2,d)}.$$
(10)
Here the Hauptmodul $`t`$ for $`\mathrm{\Gamma }_0(2)^{}`$ can be described by means of Dedekind $`\eta `$-functions, i.e.,

$`t(\tau )`$ $`=\left({\displaystyle \frac{\eta (\tau )}{\eta (2\tau )}}\right)^{24}+24+\left({\displaystyle \frac{\eta (\tau )}{\eta (2\tau )}}\right)^{24}`$
$`=q^1+4372q+96256q^2+1240002q^3+10698752q^4+74428120q^5+\mathrm{},`$
from which we obtain $`t\left(\frac{1+\sqrt{1}}{2}\right)=104`$. The identity (10) is then rewritten as

$$1+104q+4372q^2+\mathrm{}=\underset{u=1}{\overset{\mathrm{}}{}}(1q^u)^{2A^{}(u^2,d)}=\underset{m=1}{\overset{\mathrm{}}{}}\mathrm{exp}(\underset{u|m}{}2uA^{}(u^2,d)q^m/m).$$

In (9) we take $`\delta =2`$, $`c(1)=104`$, $`c(2)=4372`$, $`c(3)=96256`$, etc. Then

$`A^{}(1,4)`$ $`={\displaystyle \frac{1}{2}}c(1)=52,`$
$`A^{}(4,4)`$ $`={\displaystyle \frac{1}{2}}c(2){\displaystyle \frac{1}{2}}[A^{}(1,4)+c(1)A^{}(1,4)]=544,`$
$`A^{}(9,4)`$ $`={\displaystyle \frac{1}{2}}c(3){\displaystyle \frac{1}{3}}[A^{}(1,4)+c(2)A^{}(1,4)+c(1)A^{}(1,4)+c(1)2A^{}(4,4)]=8244,`$
$`\mathrm{}`$
Appendix

Let $`f_0=\theta `$. We found the initial $`f_d`$’s by expressing $`[f_0,E_{122n}(4N\tau )]_n/\mathrm{\Delta }(4N\tau )`$ (if necessary, $`[f_d,E_{122n}(4N\tau )]_n/\mathrm{\Delta }(4N\tau ))`$ as linear combinations of them for $`n=1,2,3,4`$. Here $`E_k`$ is the normalized Eisenstein series of weight $`k`$, $`\mathrm{\Delta }`$ is the modular discriminant and $`[,]_n`$ denotes the “Cohen bracket” ( §7 or  §1).

$`N=2`$

$`f_4=q^452q+272q^4+2600q^88244q^9+15300q^{12}+71552q^{16}204800q^{17}+282880q^{20}+\mathrm{},`$

$`f_7=q^723q2048q^4+45056q^8+252q^9516096q^{12}+4145152q^{16}1771q^{17}26378240q^{20}+\mathrm{},`$

$`N=3`$

$`f_3=q^314q+40q^478q^9+168q^{12}378q^{13}+688q^{16}+\mathrm{},`$

$`f_8=q^834q188q^4+2430q^9+8262q^{12}11968q^{13}34936q^{16}+\mathrm{},`$

$`f_{11}=q^{11}+22q552q^411178q^9+48600q^{12}+76175q^{13}269744q^{16}+\mathrm{},`$

$`N=5`$

$`f_4=q^48q+q^4+10q^5+12q^962q^{16}+65q^{20}+\mathrm{},`$

$`f_{11}=q^{11}12q56q^445q^5+276q^9+672q^{16}+2520q^{20}+\mathrm{},`$

$`f_{15}=q^{15}38q+112q^496q^5988q^9+8512q^{16}+11856q^{20}+\mathrm{},`$

$`f_{16}=q^{16}6q132q^4+120q^51014q^9+3585q^{16}+17030q^{20}+\mathrm{},`$

$`f_{19}=q^{19}+20q+56q^4210q^5780q^923200q^{16}+46760q^{20}+\mathrm{},`$

$`N=6`$

$`f_8=q^810q12q^4+54q^9+54q^{12}88q^{16}+\mathrm{},`$

$`f_{12}=q^{12}28q+26q^4156q^9+168q^{12}+728q^{16}+\mathrm{},`$

$`f_{15}=q^{15}10q64q^4+3q^9320q^{12}+1664q^{16}+\mathrm{},`$

$`f_{20}=q^{20}+12q64q^4756q^9+945q^{12}2912q^{16}+\mathrm{},`$

$`f_{23}=q^{23}13q+64q^427q^91728q^{12}5760q^{16}+\mathrm{},`$

For the remaining $`f_d(\tau )`$ we inductively obtain them by multiplying $`f_{d4N}(\tau )`$ by $`j(4N\tau )`$ to get a “plus” form of weight $`1/2`$ with leading coefficient $`q^d`$ and then subtracting a suitable linear combination of $`f_d^{}(\tau )`$ with $`0d^{}<d`$.

Acknowledgment

I am grateful to Professor Don Zagier for introducing me to this subject. I would also like to take an opportunity to thank Professor Richard E. Borcherds, Professor Jan H. Bruinier and Professor Ja Kyung Koo for their kind and valuable comments.