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# 𝑈̃(12) A New Symmetry Possibly Realizing in Hadron Spectroscopy

## 1 Introduction

(The present status of level-classification of hadrons) There exist the two contrasting, non-relativistic and relativistic, viewpoints of level-classification. The former is based on the non-relativistic quark model (NRQM) with the approximate $`LS`$-symmetry and gives a theoretical base to the PDG level-classification. The latter is embodied typically in the NJL model with the approximate chiral symmetry. It is widely accepted that $`\pi `$ meson nonet has the property as a Nambu-Goldstone boson in the case of spontaneous breaking of chiral symmetry.

Owing to the recent progress, both theoretical and experimental, the existence of light $`\sigma `$-meson as chiral partner of $`\pi (140)`$ seems to be established especially through the analysis of various $`\pi \pi `$-production processes. This gives further a strong support to the relativistic viewpoint.

Thus, the hadron spectroscopy is now confronting with a serious problem, existence of the seemingly contradictory two viewpoints, Non-relativistic and Extremely Relativistic ones.
(The purpose of this letter) is, unifying these two viewpoints, to propose a covariant level-classification scheme of light-through-heavy quark (and possibly of gluonic) hadrons. We shall point out a possibility that an approximate symmetry of $`\stackrel{~}{U}(12)\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}U(3)_\mathrm{F}`$, here $`\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}`$ (we denote the homogeneous Lorentz group, $`_4`$, as $`\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}`$) $`(U(3)_\mathrm{F})`$ being a pseudo-unitary Lorentz (unitary) group concerning Dirac spinor (flavor) of light quarks, is realized in nature in the world of hadron spectroscopy.

Here the $`\stackrel{~}{U}(12)`$ symmetry is mathematically the same as the one that appeared in 1965 to generalize covariantly the static $`SU(6)_{\mathrm{SF}}`$ symmetry ($`SU(6)_{\mathrm{SF}}SU(2)_\mathrm{S}U(3)_\mathrm{F}`$) in NRQM. However, in the case of $`\stackrel{~}{U}(12)_{\mathrm{SF}}`$ at that time only the boosted Pauli-spinors are taken as physical components out of the fundamental representations of $`\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}`$. Now in the present scheme of the $`\stackrel{~}{U}(12)`$ symmetry all general Dirac spinors are, inside of hadrons, to be treated as physical.
(History of symmetry and level classification) First we shall review briefly a history of the hadron-level classification since the birth of hadron physics. It is based on a representation of some symmetry, which is deeply connected to the composite picture of hadrons.

In 1933 Yukawa predicted existence of $`\pi `$-meson, “symbolic particle of Strong Interaction and Hadron Physics.”

In 1949 Fermi and Yang had proposed the composite model of $`\pi `$-mesons. In 1956 Sakata, extending the framework of F.Y. model, proposed a composite model for the new particles (mesons and baryons), taking Sakata triplet $`S(P,N,\mathrm{\Lambda })`$ as the fundamental constituents. The strangeness of Nishijima-Gell-Mann rule was identified with the number of $`\mathrm{\Lambda }`$-particle. In 1959 Ikeda, Ogawa and Ohnuki presented the mathematical framework of $`U(3)`$ symmetry in Sakata model, after an important notice by Ogawa that each member of Sakata triplet has a certain equality, considered from the role of its numbers $`N_i`$ $`(i=P,N,\mathrm{\Lambda })`$ as quantum numbers, suggesting a possible certain symmetry. The similar approach was proposed by Yamaguchi, too

The choice of Sakata triplet as a fundamental triplet was inadequate, leading to a difficulty in baryon assignment, and replaced with the (light) quark triplet $`q(u,d,s)`$ by Gell-Mann and Zweig in 1964. Shortly after the appearance of quark model in 1964, Sakita, Gürsey-Radicati and Pais independently proposed the $`SU(6)_{\mathrm{SF}}`$ theory, treating the intrinsic spin of quarks as a group-theoretical object.

The success of $`SU(6)`$ theory was remarkable in that i) all the ground state mesons and baryons experimentally observed are assigned satisfactorily to its $`\underset{¯}{\mathrm{𝟑𝟓}}`$ and $`\underset{¯}{\mathrm{𝟓𝟔}}`$ representation, respectively. ii) Moreover, the famous ratio of nucleon magnetic moments $`\mu _P/\mu _N=3/2`$, is predicted. iii) Furthermore, concerning the $`P`$-wave Yukawa interaction of mesons with baryons, the desirable $`F/D`$ ratio is insisted))) However, note that this interaction has the zero static limit. to be also obtained.

However, all the above results are depending on the assignment of baryons into the corresponding symmetrical $`\underset{¯}{\mathrm{𝟓𝟔}}`$ representation, which seems to be, in simple intuition, contradictory with the sacred spin-statistics connection of elementary particles.

In 1965 Salam, Delbourgo and Strathdee, and Sakita-Wali independently proposed the $`\stackrel{~}{U}(12)`$ symmetry as a relativistic extension of the $`SU(6)_{\mathrm{SF}}`$ symmetry, and set up the Bargmann-Wigner Equation to be satisfied by free hadron wave functions. Then assigning the baryons and mesons to the completely symmetrical representation $`\underset{¯}{\mathrm{𝟑𝟔𝟒}}`$ and $`\underset{¯}{\mathrm{𝟏𝟒𝟒}}`$, respectively, Salam et al. showed that all the above desirable results of the $`SU(6)`$ (, including the $`F/D`$ ratio of Yukawa interaction) is reproduced. However, they assumed there that the “boosted multi-Pauli spinors”, which reduce to the multi-Pauli spinors at hadron rest frame, are only allowed to be physical and the effective vertex is to be (“fundamentally broken”)))) Note that the Bargmann-Wigner equation with a definite mass itself is not $`\stackrel{~}{U}_{\mathrm{DS}}(4)`$ (accordingly $`\stackrel{~}{U}(12)`$)-symmetric.  $`\stackrel{~}{U}(12)`$ symmetric. It is now well-known that a relativistic extension of the $`SU(6)_{\mathrm{SF}}`$ symmetry as a mathematical group is impossible as no-go theorem.

In 1968 Roman and one of the authors(S.I.) derived the SU(6) results from a different physical consideration on its covariant generalization, applying a kind of the bosonization method. That is, starting from general Lorentz invariant 4 quark interactions and imposing them a “rest-condition,” to be $`SU(6)`$ symmetric at the rest frame of all quarks in a channel where all quark and anti-quark numbers are separately conserved.

In order to treat the excited hadrons it is necessary to introduce the freedom of relative space-coordinates between constituent quarks. This is a straight-forward extension of the SU(6) theory from the composite picture, which was developed (first proposed by Greenberg, 1964) by many authors in the (so-called, simple and realistic) symmetrical quark model. They assumed there that constituent quarks, inside of hadrons, behave non-relativistically, leading to the approximate $`LS`$-symmetry in the hadron spectroscopy. So the hadron wave functions in this scheme is the tensors in the $`SU(6)_{\mathrm{SF}}O(3)_\mathrm{L}`$ space.

In 1970 one of the present authors (S.I.) proposed its relativistic generalization, the Urciton Scheme (, applying exciton-picture))) Here the strange symmetric properties (, now accepted to be as the color-singlet behavior) of baryon wave function is reduced to a bose-quantization of (ur-)exciton quarks.  of constituent quarks), where the kinematical region is extended into Boosted $`SU(6)_{\mathrm{SF}}O(3,1)`$ space ($`O(3,1)`$ being Lorentz space), and accordingly the framework is manifestly covariant. This scheme gives an effective method to treat both hadron spectroscopy and reactions on common footing and has been applied actually for these three decades as the covariant oscillator quark model.

## 2 Covariant Framework for Describing Composite Hadrons

(Wave Functions of Mesons and Baryons) In order to introduce the quark-composite picture of hadrons, we set up the following wave functions(WF) for mesons and baryons, respectively.

$`\mathrm{Meson}`$ $`:`$ $`\mathrm{\Phi }_A{}_{}{}^{B}(x_1,x_2),\mathrm{Baryon}:\mathrm{\Phi }_{A_1A_2A_3}(x_1,x_2,x_3);`$ (2.1)
where $`A,A_i(\alpha ,a);\alpha =14(a)`$ denote Dirac(flavor) indices of respective quark constituents. $`B=(\beta ,b)`$ its conjugate ones; and $`x_1`$ etc. denote the Lorentz four-vectors of the space-time coordinates of constituents.
(Klein-Gordon equation and mass term) We start from the Yukawa-type Klein Gordon equation as a basic wave equation.

$`[^2/X_\mu ^2`$ $``$ $`^2(r_\mu ,/r_\mu ;/iX_\mu )]\mathrm{\Phi }(X,r,\mathrm{})=0,^2=^2_{\mathrm{conf}}+\delta ^2,`$ (2.2)
where $`X_\mu (r`$ for mesons, $`r_1,r_2`$ for baryons) are the center of mass (relative) coordinates of hadron systems. In the squared mass operator $`^2`$ the confining-force part $`_{\mathrm{conf}.}^2`$ is assumed to be Lorentz-scalar and $`A,(B)`$-independent in the case of light-quark hadrons, leading to the mass spectra with the $`\stackrel{~}{U}(12)`$ symmetry and accordingly also with the chiral symmetry. As its concrete model we apply the covariant oscillator in COQM, leading to the straightly-rising Regge trajectories. The effects due to perturbative QCD and other possible effects $`\delta ^2`$ are neglected in this paper. The WF are separated into the positive (negative)-frequency parts concerning the CM plane-wave motion and expanded in terms of eigen-states of the squared-mass operator, $`\psi _N^{(\pm )}`$ satisfying $`^2\psi _N^{(\pm )}=M_N^2\psi _N^{(\pm )}`$, as

$`\mathrm{\Phi }(X,r,\mathrm{})`$ $`=`$ $`{\displaystyle \underset{N}{}}{\displaystyle \underset{𝐏_N}{}}\left[e^{iP_NX}\psi _N^{(+)}(P_N,r,\mathrm{})+e^{iP_NX}\psi _N^{()}(P_N,r,\mathrm{})\right].`$ (2.3)
(BW-spinors and Covariant Oscillators as Expansion-bases) We will describe the internal WF of relativistic composite hadrons with a definite mass and a definite total spin $`(J=L+S)`$ which are tensors in the $`\stackrel{~}{U}_{\mathrm{DS}}(4)\times O(3,1)`$ space by expanding them in terms of covariant bases of complete set, being a direct product of eigen-functions, in the respective sub-space. We choose the BW spinors and the covariant oscillator functions (with a definite metric type) as them.
(Spinor WF) The internal WF is, concerning the spinor freedom, expanded in terms of complete set of relevant multi-spinors, Bargmann-Wigner (BW) spinors. The BW spinors are defined as multi-Dirac spinor solutions of the relevant local Klein-Gordon equation:

$`(^2/X_\mu ^2`$ $``$ $`M^2)W_\alpha \mathrm{}^\beta \mathrm{}(X)=0`$ (2.4)
$`W_\alpha \mathrm{}^\beta \mathrm{}(X)`$ $``$ $`{\displaystyle \underset{𝐏}{}}(e^{iPX}W_\alpha \mathrm{}^{(+)\beta \mathrm{}}(P)+e^{iPX}W_\alpha \mathrm{}^{()\beta \mathrm{}}(P)).`$ (2.5)
First we define the corresponding various free Dirac spinors for constituent quarks and anti-quarks with hadron 4-momentum $`P_\mu `$ as single-index BW spinors:

$`\psi _{q,\alpha }(X)`$ $``$ $`W_\alpha (X),u_{q,\alpha }(P_\mu )=W_\alpha ^{(+)}(P),u_{q,\alpha }(P_\mu )=W_\alpha ^{()}(P),`$ (2.6)
$`\psi _{\overline{q},\alpha }(X)`$ $``$ $`W_{\overline{q},\alpha }(X),v_{\overline{q},\alpha }(P_\mu )=W_\alpha ^{()}(P),v_{\overline{q},\alpha }(P_\mu )=W_\alpha ^{(+)}(P).`$ (2.7)
For mesons(baryons) the BW spinors are bi-Dirac (tri-Dirac) spinors.

$`\mathrm{meson}:`$ $`\psi _{N,A}^{(\pm )}{}_{}{}^{B}(P_N,r)={\displaystyle \underset{W}{}}W_\alpha ^{(\pm )\beta }(P_N)M_{N,a}^{(\pm )b}(r,P_N)`$ (2.8)
$`\mathrm{baryon}:`$ $`\psi _{N,A_1A_2A_3}^{(\pm )}(P_N,r_1,r_2)={\displaystyle \underset{W}{}}W_{\alpha _1\alpha _2\alpha _3}^{(\pm )}(P_N)B_{N,a_1a_2a_3}^{(\pm )}(r_1,r_2,P_N).`$ (2.9)
The irreducible composite hadrons are summarized in Tables II and IV, respectively, for $`q\overline{q}`$-mesons and $`qqq`$-baryons. Here it is to be noted that the intrinsic spin-freedom for totality of BW spinors of $`q\overline{q}`$ mesons is $`4\times 4=16`$, four times of $`2\times 2=4`$ for boosted Pauli spinors. Correspondingly new types of BW spinors appear. For $`qqq`$ baryons $`G(P)`$ and $`F(P)`$, which include 1 and 2 negative energy Dirac components, respectively, appear in addition to the conventional $`E(P)`$ (with all positive energy Dirac components), boosted multi-Pauli spinor; and also to be noted that, although the BW equation with a definite mass itself is not $`\stackrel{~}{U}_{\mathrm{DS}}(4)`$ symmetric, the Klein-Gordon equation with a Lorentz-scalar mass-squared is generally invariant.
(Space-time WF) The internal WF is, concerning the relative space-time freedom, expanded in terms of the complete set of covariant oscillator eigen-functions, where (by applying a Lorentz-invariant subsidiary condition to “freeze” the relative-time freedom) the general symmetry $`O(3,1)`$ of the original $`_{\mathrm{conf}}^2`$ is reduced into the non-relativistic $`O(3)`$ symmetry.

Here it is noteworthy that the above choice of bases is desirable from the phenomenological facts i) that the constituent quark inside of hadrons behaves like a free Dirac-particle))) The BW-spinors with total hadron momentum $`P_\mu `$ and $`M`$ are easily shown to be equivalent to the product of free Dirac spinors of the respective constituent “exciton-quarks” with momentum $`p_{N,\mu }^{(i)}\kappa ^{(i)}P_{N,\mu }`$ and mass $`m_N^{(i)}\kappa ^{(i)}M_N(_i\kappa ^{(i)}=1)`$.  (implied by BW-spinors) and ii) that in the global structure of hadron spectra (Regge trajectory and so on) is well described by the corresponding oscillator potential.
(Transformation rule for hadrons and chiral symmetry) By using the covariant quark representation of composite hadrons given above we can derive automatically their rule for any (relativistic) symmetry transformation from that of constituent quarks. The physical meaning of chiral transformation is clearly seen from the operations of its infinitesimal generator on the respective constituent quark spinors: $`u(P)u^{}(P)=\gamma _5u(P)=u(P);`$ $`v(P)v^{}(P)=\gamma _5v(P)=v(P).`$ That is, the chiral transformation transforms the members of relevant BW-spinors with each other. Accordingly, if $`^2`$ operator is a Lorentz-scalar and independent of Dirac indices, the hadron mass spectra have effectively the $`\stackrel{~}{U}(4)`$ symmetry and accordingly, also the chiral symmetry. Here it is to be stressed that this is simply a phenomenological assumption. An intention is in this work not to treat a dynamical problem from a conventional composite picture, but is to propose a kinematical framework for describing composite hadrons covariantly. The validity of the above assumption is checked only by comparing its predictions with experimental and phenomenological facts.

## 3 Level structure of mesons and baryons

(Assignment of mesons and baryons into $`\stackrel{~}{U}_{\mathrm{SF}}(12)O(3,1)`$ scheme) We assign the light-quark ground state mesons and baryons to the representations $`(\underset{¯}{\mathrm{𝟏𝟐}}\times \underset{¯}{\mathrm{𝟏𝟐}}^{})=\underset{¯}{\mathrm{𝟏𝟒𝟒}}`$ and $`(\underset{¯}{\mathrm{𝟏𝟐}}\times \underset{¯}{\mathrm{𝟏𝟐}}\times \underset{¯}{\mathrm{𝟏𝟐}})_{\mathrm{Symm}}=\underset{¯}{\mathrm{𝟑𝟔𝟒}}`$, respectively.

In the extended version (old version) of COQM the confining force is assumed to be Lorentz-scalar (“boosted-spin” independent) and the mass spectra have the $`\stackrel{~}{U}(12)_{\mathrm{SF}}`$ symmetry (boosted $`SU(6)_{\mathrm{SF}}`$ symmetry). Thus, the WF of hadrons in the new level-classification scheme become the tensors in the $`O(3,1)_{\mathrm{Lorentz}}\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}`$ $`SU(3)_\mathrm{F}`$-space(, being extended from the ones in the $`O(3)SU(2)_{\mathrm{P}.\mathrm{S}.}SU(3)_\mathrm{F}`$ space of NRQM). The numbers of freedom of spin-flavor WF in NRQM are $`\mathrm{𝟔}\times \mathrm{𝟔}^{}=\underset{¯}{\mathrm{𝟑𝟔}}`$ for mesons and $`(\mathrm{𝟔}\times \mathrm{𝟔}\times \mathrm{𝟔})_{\mathrm{Symm}.}=\underset{¯}{\mathrm{𝟓𝟔}}`$ for baryons: These numbers in COQM become $`\mathrm{𝟏𝟐}\times \mathrm{𝟏𝟐}^{}=\underset{¯}{\mathrm{𝟏𝟒𝟒}}`$ for mesons and $`(\mathrm{𝟏𝟐}\times \mathrm{𝟏𝟐}\times \mathrm{𝟏𝟐})_{\mathrm{Symm}.}=\underset{¯}{\mathrm{𝟑𝟔𝟒}}=\underset{¯}{\mathrm{𝟏𝟖𝟐}}`$ (for baryons) $`+\underset{¯}{\mathrm{𝟏𝟖𝟐}}`$ (for anti-baryons).

Inclusion of heavy quarks is straightforward: The WF of general $`q`$ and$`/`$or $`Q`$ hadrons become tensors in $`O(3,1)[\stackrel{~}{U}(4)_{\mathrm{D}.\mathrm{S}.}SU(3)_\mathrm{F}]_q[SU(2)_{\mathrm{P}.\mathrm{S}.}U(1)_\mathrm{F}]_Q`$.
(Level structure of ground state mesons) In Table II we have summarized the properties of ground state mesons in the light and$`/`$or heavy quark systems. It is remarkable that there appear new multiplets of the scalar and axial-vector mesons in the $`q`$-$`\overline{Q}`$ and $`Q`$-$`\overline{q}`$ systems and that in the $`q`$-$`\overline{q}`$ systems the two sets (Normal and Extra) of pseudo-scalar and of vector meson nonets exist. The $`\pi `$ nonet ($`\rho `$ nonet) is assigned to the $`P_s^{(N)}(V_\mu ^{(N)})`$ state. We call the new type of particles in the extended COQM (which have never appeared in NRQM) as “chiralons”.

(Level structure of mesons in general) The global mass spectra of the ground and excited state mesons are given by

$`M_N^2`$ $`=`$ $`M_0^2+N\mathrm{\Omega }=m_N^{(1)}+m_N^{(2)}.`$ (3.1)
Their quantum numbers are given in Table III. Here it is to be noted that some chiralons have the “exotic” quantum numbers from the conventional NRQM viewpoint.

(Level Structure of Baryons) The baryon WF in Eq. (2.1) should be full-symmetric (except for the color freedom) under exchange of constituent quarks: The full-symmetric total WF in the extended scheme is obtained, in the following three ways, as a product of the sub-space WF with respective symmetric properties:

$`|\rho F\sigma _S`$ $`=`$ $`|\rho _S|F\sigma _S;{\displaystyle \frac{1}{\sqrt{2}}}(|\rho _\alpha |F\sigma _\alpha +|\rho _\beta |F\sigma _\beta );|F_A|\rho \sigma _A;`$ (3.2)
where $`\rho \sigma =\gamma `$ is the conventional two, $`\rho `$ and $`\sigma `$ spin, 2 by 2 matrix representation of the 4 by 4 Dirac matrix. $`|_S`$, $`|_{\alpha (\beta )}`$ and $`|_A`$ mean the full-symmetric, $`\alpha (\beta )`$-type partial symmetric and full anti-symmetric subspace WF, respectively. The intrinsic parity operation is given by $`\widehat{P}=\mathrm{\Pi }_{i=1}^3\gamma _4^{(i)}`$, that is, the parity of $`(E^{(+)},G^{(+)},F^{(+)})`$ BW spinors are $`(+,,+)`$ and those of $`(E^{()},G^{()},F^{()})`$ BW spinors are $`(,+,)`$. The symmetry properties of ground state light-quark baryon WF and their level structures thus determined are summarized in Table IV.

Here it is remarkable that there appear chiralons in the ground states. That is, the extra positive parity $`\underset{¯}{\mathrm{𝟓𝟔}}^{}`$-multiplet of the static $`SU(6)`$ and the extra negative parity 70-multiplet of the $`SU(6)`$ in the low mass region. It is also to be noted that the chiralons in the first excited states are expected to exist. The above consideration on the light-quark baryons are extended directly to the general light and$`/`$or heavy quark baryon systems: The chiralons are expected to exist also in the $`qqQ`$ and $`qQQ`$-baryons, while no chiralons in the $`QQQ`$ system.

## 4 Experimental Candidates for Chiral Particles

In our level-classification scheme a series of new type of multiplets of the particles, chiralons, are predicted to exist in the ground and the first excited states of $`q\overline{q}`$ and $`q\overline{Q}`$ or $`Q\overline{q}`$ meson systems and of $`qqq`$, $`qqQ`$ and $`qQQ`$-baryon systems. Presently we can give only a few experimental candidates or indications for them:
($`\mathrm{q}\overline{\mathrm{q}}`$-mesons) One of the most important candidates is the scalar $`\mathrm{\sigma }`$ nonet to be assigned as $`\mathrm{S}^{(\mathrm{N})}(^1\mathrm{S}_0)`$ : $`[\mathrm{\sigma }(600),\mathrm{\kappa }(900),\mathrm{a}_0(980),\mathrm{f}_0(980)]`$. The existence of $`\mathrm{\sigma }(600)`$ seems to be established through the analyses of, especially, $`\mathrm{\pi }\mathrm{\pi }`$-production processes. A firm experimental evidence for $`\mathrm{\kappa }(800`$$`900)`$ through the decay process $`\mathrm{D}^+\mathrm{K}^{}\mathrm{\pi }^+\mathrm{\pi }^+`$ was reported recently at the conference, Hadron2001.
In our scheme respective two sets of $`\mathrm{P}_\mathrm{s}`$\- and of $`\mathrm{V}_\mathrm{\mu }`$-nonets, to be assigned as $`\mathrm{P}_\mathrm{s}^{(\mathrm{N},\mathrm{E})}(^1\mathrm{S}_0)`$ and $`\mathrm{V}_\mathrm{\mu }^{(\mathrm{N},\mathrm{E})}(^3\mathrm{S}_1)`$, are to exist: Out of the five vector mesons (stressed as problems with vector mesons, $`[\mathrm{\rho }^{}(1450),\mathrm{\rho }^{}(1700),\mathrm{\omega }^{}(1420),\mathrm{\omega }^{}(1600),\mathrm{\varphi }(1690)]`$, the lower mass $`\mathrm{\rho }^{}(1450)`$ and $`\mathrm{\omega }^{}(1420)`$, and the $`\mathrm{\varphi }(1690)`$ are naturally able to be assigned as the members of $`\mathrm{V}_\mathrm{\mu }^{(\mathrm{E})}`$-nonets;
Out of the three established $`\mathrm{\eta }`$, $`[\mathrm{\eta }(1295),\mathrm{\eta }(1420),\mathrm{\eta }(1460)]`$ at least one extra, plausibly $`\mathrm{\eta }(1295)`$ with the lowest mass, may belong to $`\mathrm{P}_\mathrm{s}^{(\mathrm{E})}(^1\mathrm{S}_0)`$ nonet.
Recently the existence of two “exotic” particles $`\mathrm{\pi }_1(1400)`$ and $`\mathrm{\pi }_1(1600)`$ with $`\mathrm{J}^{\mathrm{P}\mathrm{C}}=1^+`$ and $`\mathrm{I}=1`$, observed in the $`\mathrm{\pi }\mathrm{\eta },\mathrm{\rho }\mathrm{\pi }`$ and other channels, is attracting strong interests among us. These exotic particles with a mass around 1.5GeV may be naturally assigned as the first excited states $`\mathrm{S}^{(\mathrm{E})}(^1\mathrm{P}_1)`$ and $`\mathrm{A}_\mathrm{\mu }^{(\mathrm{E})}(^3\mathrm{P}_1)`$ of the chiralons.
($`\mathrm{q}\overline{\mathrm{Q}}`$ or $`\mathrm{Q}\overline{\mathrm{q}}`$-mesons) Recently we have shown at the conference some indications for existence of the two chiralons in $`\mathrm{D}`$\- and $`\mathrm{B}`$-meson systems ( and ) obtained through analyses of the $`\mathrm{{\rm Y}}(4\mathrm{S})`$ or $`\mathrm{Z}^0`$ decay processes, respectively,
$`\mathrm{D}_1^\mathrm{\chi }=\mathrm{A}_\mathrm{\mu }(^3\mathrm{S}_1),\mathrm{J}^\mathrm{P}=1^+\mathrm{in}\mathrm{D}_1^\mathrm{\chi }\mathrm{D}^{}+\mathrm{\pi }`$,
$`\mathrm{B}_0^\mathrm{\chi }=\mathrm{S}(^1\mathrm{S}_0),\mathrm{J}^\mathrm{P}=0^+\mathrm{in}\mathrm{B}_0^\mathrm{\chi }\mathrm{B}+\mathrm{\pi }`$.
($`\mathrm{q}\mathrm{q}\mathrm{q}`$-baryons) The two facts have been a longstanding problem that the Roper resonance $`N(1440)_{1/2^+}`$ is too light to be assigned as radial excitation of $`N(939)`$ and that $`\mathrm{\Lambda }(1405)_{1/2^{}}`$ is too light as the $`L=1`$ excited state of $`\mathrm{\Lambda }(1116)`$. In our new scheme they are reasonably assigned to the members of ground state chiralons with $`[SU(6),SU(3),J^P]`$, respectively, as
$`N(1440)_{1/2^+}=F(\underset{¯}{56}^{},\underset{¯}{8},1/2^+),\mathrm{\Lambda }(1405)_{1/2^{}}=G(\underset{¯}{70},\underset{¯}{1},1/2^{})`$ .
The particle $`\mathrm{\Delta }(1600)_{3/2^+}`$ which is lighter than $`\mathrm{\Delta }(1620)_{1/2^{}}`$ may also belong to the extra $`\underset{¯}{56}^{}`$ of the ground state chiralons. This situation is shown in Table V.

## 5 Concluding Remarks

We have presented an attempt for Level-classification scheme unifying the seemingly contradictory two viewpoints, Non-relativistic one with $`LS`$-symmetry and Relativistic one with Chiral symmetry . As results, We have predicted the existence of New Chiral Particles in the lower mass regions “Chiralons”, which had never been appeared in NRQM. We have several good candidates for chiralons, for example,
$`\sigma `$-nonet { $`\sigma (600)`$, $`\kappa (800)`$, $`a_0(980)`$, $`f_0(980)`$ } as “Relativistic” S-wave states of $`\mathrm{q}\overline{\mathrm{q}}`$; $`\pi _1(1400)`$ and $`\pi _1(1600)`$ with $`J^{PC}=1^+`$ as “Relativistic” P-wave states of $`\mathrm{q}\overline{\mathrm{q}}`$; Roper resonance $`N(1440)_{1/2^+}`$ and SU(3) singlet $`\mathrm{\Lambda }(1405)_{1/2^{}}`$ as “Relativistic” S-wave states of $`\mathrm{q}\mathrm{q}\mathrm{q}`$.

Further search for chiralons, both experimental and theoretical, is urgently required for developing hadron physics.


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# Deep Near Infrared Observations of the X-ray Emitting Class 0 Protostar Candidates in the Orion Molecular Cloud-3Based on data collected at Subaru Telescope, which is operated by the National Astronomical Observatory of Japan.

## 1 INTRODUCTION

Extensive mapping observations at various wavelengths have been performed in the Orion Molecular Cloud 2 and 3 (hereafter OMC-2/3) in the search for protostars. Chini et al. (1997) detected a chain of 21 cores (MMS1–MMS10 in OMC3, FIR1a–FIR6d in OMC-2) at 1.3 mm using Institut de Radio Astronomie Millimétrique (IRAM) telescope. Combining the James Clerk Maxwell Telescope (JCMT) photometry from 350 µm to 2 mm and the Infrared Astronomical Satellite (IRAS) photometry from 12 µm to 100 µm, they showed that the sub-millimeter luminosity (Lsubmm) of most cores dominates the bolometric luminosity (Lbol). Reipurth, Rodríguez & Chini (1999) observed the same region at 3.6 cm using Very Large Array (VLA), and reported the detection of eight 1.3 mm cores. Lis et al. (1998) discovered more than 30 cores (CSO1–CSO33) in OMC-2/3 at 350 µm, and found that all but one of the 1.3 mm cores have counterparts in 350 µm. Johnstone & Bally (1999) obtained images of this region in 450 µm and 850 µm. Further, Yu, Bally, & Devine (1997) studied this region with H2 $`v=10`$ S(1) (hereafter H2) emission line and found that about half of the 1.3 mm cores are associated with H2 jets. Aso et al. (2000) found that some cores are also accompanied by CO and HCO+ molecular outflows. All these indicate the existence of protostars, most of which are probably at the class 0 stage.

More astonishing is the detection of hard X-ray emission from two (MMS2 and MMS3) of the millimeter cores using the Chandra X-ray Observatory (Tsuboi et al., 2001). Due to the spatial coincidence with millimeter cores and their hard X-ray spectra, Tsuboi et al. (2001) proposed that they are the first candidates of the X-ray emitting class 0 protostars.

Previous radio and near infrared (NIR) observations indicate the existence of class 0 protostars at MMS2 and MMS3. However, their spatial resolution was not high enough to determine which X-ray source coincides with the class 0 protostar, particularly at MMS2 where there is a cluster of four X-ray sources. Clearly, follow-up observations with much higher spatial resolution, comparable to that of Chandra (positional accuracy of $``$0$`\stackrel{}{\mathrm{.}}`$1), are needed.

This paper reports the results of high resolution NIR imaging targeting the X-ray sources seen at MMS2 and MMS3.

## 2 OBSERVATIONS

Observations were performed using the Infrared Camera and Spectrograph (IRCS) at the Cassegrain focus of the Subaru Telescope (Tokunaga, 1998; Kobayashi et al., 2000). We took three broad-band (J, H, and K-band) and two narrow-band (H2 and K-continuum) images on 2000 November 30 and December 4. The seeing was $``$ 0$`\stackrel{}{\mathrm{.}}`$5 on both nights. The J, K, H2, and K-continuum exposure times were 600 seconds each, while the H exposure time was 300 seconds. IRCS provides a field of view (FOV) of 60″$`\times `$ 60″ with a pixel scale of 0$`\stackrel{}{\mathrm{.}}`$058. With dithering, we covered a 90″$`\times `$ 90″ field encompassing both MMS2 and MMS3.

As we had no detection in J-band from two NIR sources at MMS2, we obtained an additional L-band image of MMS2 with NSFCam (Leggett & Denault, 1996) at the Cassegrain focus of the Infrared Telescope Facility (IRTF) on 2000 December 23. The seeing was $``$ 1$`\stackrel{}{\mathrm{.}}`$0 and the integration time was 216 seconds. NSFCam provides a 38″$`\times `$38″ FOV with the pixel scale of 0$`\stackrel{}{\mathrm{.}}`$148. With dithering, we obtained a 64″$`\times `$ 64″ field.

The images were reduced following the standard procedures using IRAF111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. : dark-subtraction, flat-fielding, sky-subtraction, and bad pixel removal for each frame, and correction for dithering to construct a final image.

## 3 RESULTS

### 3.1 Source Extraction and Photometry of Broad-band Images

SExtractor (Bertin & Arnouts, 1996) was used for source extraction and photometry. Nine sources (IRS1–IRS9) were extracted from the K-band image. (Table 1). For each K-band detected source, we performed a 1$`\stackrel{}{\mathrm{.}}`$0-aperture photometry of J, H, and K-bands. We transformed their magnitudes into the CIT system in the following way. Seven sources are listed in the Point Source Catalog of the 2MASS Second Incremental Data Release222http://www.ipac.caltech.edu/2mass/. Referring to their J, H, and Ks magnitudes, we derived a linear relation between IRCS and 2MASS magnitudes in each band. We first converted the IRCS magnitudes into 2MASS magnitudes using these relations and then into the CIT system using the formule given in Carpenter (2001).

For the L-band image with NSFCam, we performed a 2$`\stackrel{}{\mathrm{.}}`$0-aperture photometry of IRS3, IRS4, and IRS5. We first calculated the magnitudes with the photometric zeropoint of 20.3 mag333http://irtf.ifa.hawaii.edu/Facility/nsfcam/hist/backgrounds.html, and then converted them into the CIT L-band color using

$$(\text{K}\text{L})_{\mathrm{CIT}}=0.820\times (\text{K}\text{L}^{})_{\mathrm{IRTF}}$$
(1)
where we assume K$`{}_{\mathrm{CIT}}{}^{}=`$KIRTF as the first order approximation.

### 3.2 Correlation with X-ray Sources

The X-ray counterpart was searched for each NIR source using the Chandra data given in Tsuboi et al. (2001). From the visual inspection of the NIR and X-ray images, the X-ray sources 6, 7, 2, 12, and 3 in Tsuboi et al. (2001) (hereafter we call them TKH 6, TKH 7, TKH 2, TKH 12, and TKH 3 ; the rests follow the same rule.) were identified to be the counterpart of IRS1, IRS4, IRS6, IRS8, and IRS9, respectively.

Two NIR sources (IRS3 and IRS5) and four X-ray sources (TKH 8, TKH 8a, TKH 8b, and TKH 8c) are found at MMS2. In order to find the X-ray counterpart of the NIR sources, we adjusted the X-ray image by shift and rotation so that each X-ray source (TKH 2, TKH 3, TKH 6, TKH 7, and TKH 12) comes closest to its NIR counterpart. After this procedure, the positional offset between the NIR sources and their X-ray counterparts is $``$ 0$`\stackrel{}{\mathrm{.}}`$25 rms (1$`\sigma `$).

Then, TKH 8c is found to be the closest source to IRS5 with separation of 0$`\stackrel{}{\mathrm{.}}`$46, hence is the X-ray counterpart of IRS5. On the other hand, IRS3 is separated by 0$`\stackrel{}{\mathrm{.}}`$81 from the closest X-ray source; TKH 8. Assuming that the separation between a NIR and X-ray counterpart pair follows a gaussian distribution of $`\sigma =`$ 0$`\stackrel{}{\mathrm{.}}`$25, the separation between IRS3 and TKH 8 is more than 3$`\sigma `$. We therefore conclude that TKH 8 is not the X-ray emission from IRS3. In fact, no separation larger than 0$`\stackrel{}{\mathrm{.}}`$81 is found in any other NIR and X-ray counterpart pairs. TKH 10 at MMS3, as well as TKH 8 at MMS2, has no NIR counterpart.

We chose several source-free regions near the positions of TKH 8 and TKH 10 for a 1$`\stackrel{}{\mathrm{.}}`$0-aperture photometry in order to estimate the 1$`\sigma `$ level of the background. We find the K-band upper limit of TKH 8 and TKH 10 to be $``$ 19.6 mag at the 3$`\sigma `$ level.

### 3.3 Narrow-band Images

The vibrational-rotational transition of $`v=10S(1)`$ works as an effective coolant of the excited hydrogen molecules. Therefore this emission line serves as a powerful tool to search for jets from a protostar and the position of its powering source (Bally, 1993; Hodapp & Ladd, 1995). In a continuum-subtracted H2-band image, we identified a bubble-like feature originating from MMS2. A close-up view of this bubble-like emission is shown in Figure 2, where we see the origin of this feature spatially coincides with TKH 8. No similar feature was found for TKH 10 at MMS3.

## 4 DISCUSSION

### 4.1 The Nature of NIR Sources

For the classification of Young Stellar Objects (YSOs), we use the NIR color-color diagram (Lada & Adams, 1992). The J–H/H–K diagram is given in Figure 3 (a). Since IRS3 and IRS5 have no positive detection in the J-band, we also give H–K/K–L diagram in Figure 3 (b).

In these diagrams, protostars and classical T Tauri stars (CTTS) are positioned right of the reddening vector where reddened photospheres by extinction are inaccessible, because they have redder colors due to an intense circumstellar disk emission. Thus they can be discriminated from weak-line T Tauri stars (WTTS). Protostars and CTTS can be separated from each other based on the amount of extinction. Protostars generally show larger extinction due to their richer circumstellar material than CTTS.

IRS3 and IRS5 are at the very center of a millimeter core (MMS2) and are located $``$1$`\stackrel{}{\mathrm{.}}`$34 ($``$ 600 AU at the distance of 450 pc) apart from each other (Figure 1). Together with their large extinction of more than $`A_V>50`$ mag and large NIR excess seen in Figure 3 (b), they are class I protostars probably comprising a binary system.

IRS1, IRS2 and IRS4 are at the reddening region of the CTTS locus with a moderate extinction of $`A_V30`$ mag (Figure 3a). They are located at the edge of 1.3 mm cores (Figure 1), thus are most likely to be CTTS.

IRS6, IRS7, and IRS9 are located away from the cloud cores (Figure 1) and have less extinction (Figure 3a). Among them, IRS6 and IRS9 are considered to be WTTS due to the association with X-ray emission. IRS7, which has no X-ray counterpart, may be a background source.

It is hard to infer the nature of IRS8 from NIR observation alone because it has only K-band detection. However, its X-ray counterpart (TKH 12) shows a thermal emission of $`k_BT`$$`=`$3.2 keV, $`L_X`$$`=5\times 10^{30}`$erg sec-1, and $`N_\mathrm{H}`$$`=`$6$`\times 10^{22}`$cm-2 (Tsuboi et al., 2001). According to Tsujimoto et al. (2001) who derived a typical X-ray spectrum for protostars (class I), CTTS (class II), and WTTS (class III) in OMC-2/3, TKH 12 ($`=`$IRS8) is most likely to be a class I protostar.

### 4.2 The X-ray Emitting Class 0 Protostar Candidates

Class 0 protostars are empirically characterized with the following features (Barsony, 1994) : 1) undetectable at wavelengths $`<`$10 µm, 2) a high ratio of Lsubmm/Lbol, 3) a relatively narrow spectral energy distribution resembling that of a single blackbody at T$``$30 K, 4) presence of a molecular outflow, and additionally 5) existence of cm-wave continuum emission, and 6) presence of Herbig-Haro (HH) objects.

MMS2 and MMS3 were already found to have a high ratio of Lsubmm/Lbol (Chini et al., 1997). Tsuboi et al. (2001) proposed that hard X-ray sources at MMS2 and MMS3 are from class 0 protostars.

With a deep K-band imaging observation, we found that TKH 8 at MMS2 and TKH 10 at MMS3 have no NIR emission brighter than $``$ 19.6 mag. Class I protostars are generally detected at 10–14 mag and class II T Tauri stars are at 8–12 mag in K-band at the distance of 450 pc (for example, see Fig 24 in Aspin, Sandell, & Russel 1994). Class I and class II stars are therefore easily detected in the NIR with our sensitivity. In fact, two class I protostars at MMS2 (IRS3 and IRS5) show 13.2 mag and 11.4 mag in the K-band. TKH 8 and TKH 10 are fainter than these stars by more than 100 times. This suggests that they are much more obscured than class I protostars, namely at class 0.

A bubble-like emission in H2 from TKH 8 reinforces this idea. Yu, Bally, & Devine (1997) identified the H2 emission from MMS2 in a global scale. MMS2 is also accompanied by HH objects (Reipurth, Bally, & Devine, 1997), molecular outflows (Aso et al., 2000), and 3.6 cm continuum emission (Reipurth, Rodríguez & Chini, 1999). Our bubble-like feature is at the origin of these jet and outflow phenomena. Therefore, this H2 emission should be shock-excited by the jet from a protostar. The close-up view of this feature shows that the bubble has a length of $``$ 10″ ($`=4.5\times 10^3`$ AU) westward away from its central source. This morphology is observed in jets from class 0 protostars ( e.g., L 1448-mm and L 1448 IRS 2 ) (Davis et al., 1994; Eislöffel, 2000) . The well-collimated jet is typical of class 0’s, of which the surrounding material is still rich and the outflow can only go through narrow cavities near the pole (Hodapp, 1998). TKH 8, the powering source of the jet, is thus most likely to be the class 0 protostar.

## 5 SUMMARY

1. In deep NIR imaging of the OMC-3 region, we detected nine K-band sources, and derived their J, H, and K-band magnitude. We also correlated them with the X-ray sources and found that six sources have the X-ray counterpart.
2. Based on their J–H, H–K, and K–L colors, spatial coincidence with millimeter cores, and X-ray properties of their X-ray counterpart, we find that three are class I protostars, three are CTTS, two are WTTS, and one is a background source.
3. With a deep K-band image, TKH 8 and TKH 10 were found to have no K-band emission brighter than 19.6 mag, suggesting that they are highly obscured sources than class I protostars, namely class 0 protostars. With a H2 $`v=10`$ S(1) image, a bubble-like feature was found to originate from TKH 8, reinforcing the class 0 nature of this source.

We express our appreciation to the staff of National Astronomical Observatory of Japan for their support during our IRCS observation, and also to the staff of IRTF during our NSFCam observation. M.T. and M.G. acknowledge financial support from the Japan Society for the Promotion of Science. This publication makes use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the National Aeronautics and Space Administration and the National Science Foundation.


text:
# Second order phase transitions induced by disorder in frustrated magnets

## Abstract

We study the critical properties of three dimensional frustrated magnets, diluted with non-magnetic impurities. We show that these systems exhibit a second order phase transition, corresponding to a new universality class. In the pure case, the phase transition is expected to be weakly of first order. We therefore argue that these frustrated systems can be used to study experimentally the rounding effect of disorder on discontinuous phase transitions. We give first estimates of the critical exponents associated with this universality class, by using the method of the effective average action.

The influence of disorder on the properties of a system around a phase transition has triggered a lot of studies in the last twenty years. In the case of second order phase transitions, we have a fairly good understanding of the situation thanks to the Harris criterion Harris (1974); Chayes et al. (1986), which states that for a broad class of systems with quenched disorder, the critical exponent $`\nu `$ (describing the singularity of the correlation length at the phase transition) must satisfy the inequality: $`\nu 2/d`$. This has a dramatic consequence for these pure materials for which the preceding inequality is not satisfied, since a small amount of disorder changes the critical exponents, such that the preceding inequality is fulfilled. The pure system is therefore unstable with respect to the inclusion of impurities, and one can expect a new universality class associated with the disordered system.

Although much less studied, the influence of disorder on materials undergoing first order phase transitions is also of great interest. In such a situation, the general trend is that quenched disorder smoothens the phase transition. In particular, Aizenman and Wehr Aizenman and Wehr (1989) have proven that when disorder is coupled to a system of small enough dimensionality 111Here, small enough means $`d4`$ for systems with continuous order parameters (such as $`XY`$ or Heisenberg spin systems), and $`d2`$ for discontinuous order parameters (such as Ising and Potts models), the density conjugated to the disorder is a continuous function of the external parameters (temperature, magnetic field, etc.). For a system with random bonds (i.e. a random distribution of the interaction between nearest neighbors degrees of freedom), this statement implies that the energy density, which is then the density conjugated to the disorder, is a continuous function of the temperature. As a consequence, the latent heat vanishes: the transition is indeed smoothened by the disorder.

This rounding effect of the disorder has been also studied in specific models, mainly the random bond $`q`$-states Potts model. In two dimensions, Monte-Carlo simulations, as well as theoretical work show that the first order phase transition observed in the pure system for $`q5`$ becomes of second order when quenched disorder is introduced (see Chatelain et al. (2001) and references therein). Monte-Carlo simulations on the three dimensional 3-states Potts model Ballesteros et al. (2000) display the same feature. However a shortcoming of the random bond Potts model for studying the rounding effect of the disorder, is that it seems difficult to find experimental realizations in the relevant cases. Indeed, for three-dimensional realizations of the Potts model, the disorder usually induces a random field term, and thus the relevant model is not the random bond Potts model Ballesteros et al. (2000). On the other hand, in $`d=2`$, it is required to find an experimental realization of the Potts model with at least five states, which seems quite difficult.

While studying the rounding effect of the disorder, it would be valuable to find an experimental realization of this situation. With this goal in mind, we consider in this letter the influence of non-magnetic impurities in $`XY`$ and Heisenberg stacked triangular antiferromagnets (STA), such as CsMnBr3, CsNiCl3, and rare earth helimagnets (Ho, Tb, Dy). The spin degrees of freedom of these magnetic materials are submitted to competing interactions, which make the ground state more degenerate than in a non-frustrated system. For the pure case, it was soon proposed that a new universality class should be associated with the phase transition observed in these materials Bak et al. (1976); Yosefin and Domany (1985), and from then on, there has been numerous works aimed at characterizing it. We have now strong evidences that this phase transition is actually weakly of first order, and not continuous as was initially proposed. Let us indicate the most striking evidences for this behavior in the $`XY`$ case. First, most experimental and numerical studies indicate power-law behaviors of the physical observables around the transition temperature, characterized by a set of critical exponents. A detailed analysis shows that these critical exponents are most probably not compatible with those expected in a second order phase transition Tissier et al. (2001). It is more likely that the phase transition is actually of first order, with such a large correlation length that the discontinuity at the phase transition cannot be observed in experiments. This scenario is confirmed by a recent Monte-Carlo simulation Itakura (2001) in which a first order phase transition was directly observed, but only for very large lattice sizes. Finally, a renormalization-group calculation in the framework of the effective average action shows a lack of a stable fixed point Tissier et al. (2000) for both $`XY`$ and Heisenberg cases, which in turn indicates that the phase transition is of first order. Note however that six-loop resummed series indicate a true second order phase transition Pelissetto et al. (2001).

At the light of the introductory discussion, we propose to study the influence of quenched non-magnetic impurities in the critical behavior of STA and helimagnets. In particular, we want to show that in presence of impurities, the phase transition becomes continuous. We also want to characterize the associated universality class by giving a first estimate of the critical exponents. But before embarking on this discussion, let us stress on two evidences which indicate the importance of disorder in these systems. The first observation is that, in the pure case, the effective exponent $`\nu `$ ($`0.54\nu 0.57`$ Collins and Petrenko (1997)) is found to be much smaller than the lower bound $`2/3`$ given by the Harris criterion ($`\nu <2/d`$ for disordered systems), so that we can expect the disorder to be strongly relevant. This conclusion is however an indication rather than a proof since Harris criterion only applies to second order phase transitions, which is not the case here. Second, the instability of the critical properties of the system when impurities are added has been tested experimentally on STA with diluted non-magnetic impurities Deutschmann et al. (1992), which shows, using scaling relation, that the exponent $`\nu `$ increases strongly when impurities are introduced.

We now derive the action relevant for the materials under study. Let us consider the general situation of a diluted system of spins on a lattice, submitted to a two-body interaction, in vanishing magnetic field. The corresponding Hamiltonian reads:

$$=\frac{1}{2}\underset{i,j}{}J_{i,j}ϵ_iϵ_j\stackrel{}{S}_i\stackrel{}{S}_j.$$
(1)
Here, $`J_{i,j}`$ represents the (translation invariant) interaction between spins at lattice sites $`i`$ and $`j`$, and the spins $`\stackrel{}{S}_i`$ are $`n`$-component vectors normed to unity. In physical realizations of STA and helimagnets, the number of spin components is taken to be two or three, depending on the anisotropies of the material. The dilution appears through the random variables $`ϵ_i`$, which equal 0 if a non-magnetic impurity lies on site $`i`$, and 1 otherwise. The $`ϵ_i`$ are chosen to be independent random variables with no dynamics, so as to describe a situation where the impurities are quenched. The associated partition function reads:

$$𝒵=𝒟\stackrel{}{S}\mathrm{exp}\left(\right).$$
(2)
To deal with the unit norm constraint of $`\stackrel{}{S}_i`$, we perform the standard Hubbard-Stratonovitch transform (we follow the discussion of Cardy (1984)) and introduce the auxiliary field $`\stackrel{}{\psi }`$, so that the partition function reads:

$$𝒵=𝒟\stackrel{}{S}𝒟\stackrel{}{\psi }\mathrm{exp}\left(\frac{1}{2}\underset{i,j}{}J_{i,j}^1\stackrel{}{\psi }_i\stackrel{}{\psi }_j+\underset{i}{}ϵ_i\stackrel{}{S}_i\stackrel{}{\psi }_i\right)$$
(3)
The variables $`\stackrel{}{S}_i`$ at different lattice sites are now decoupled, and the integral on $`\stackrel{}{S}`$ can be performed. One gets, up to an irrelevant multiplicative constant:

$$𝒵=𝒟\stackrel{}{\phi }\mathrm{exp}\left(\frac{1}{2}\underset{i,j}{}J_{i,j}^1\stackrel{}{\psi }_i\stackrel{}{\psi }_j\underset{i}{}ϵ_iG_n(\stackrel{}{\psi }_i)\right)$$
(4)
where 222For $`n=1`$ (Ising model), $`G_1(\stackrel{}{x})=\mathrm{ln}(\mathrm{cosh}(|\stackrel{}{x}|))`$:

$$G_n(\stackrel{}{x})=\mathrm{ln}\left(\frac{d^n\stackrel{}{y}\delta (\stackrel{}{y}^21)\mathrm{exp}(\stackrel{}{x}.\stackrel{}{y})}{d^n\stackrel{}{y}\delta (\stackrel{}{y}^21)}\right),$$
(5)
For deriving Eq.(4) we used the fact that the $`ϵ_i`$ take values in $`\{0,1\}`$. In terms of the local magnetization $`\stackrel{}{\phi }_i=_jJ_{i,j}^1\stackrel{}{\psi }_j`$ Cardy (1984), the partition function reads:

$$𝒵=𝒟\stackrel{}{\phi }\mathrm{exp}\left(\frac{1}{2}\underset{i,j}{}J_{i,j}\stackrel{}{\phi }_i\stackrel{}{\phi }_j\underset{i}{}ϵ_iG_n\left(_jJ_{i,j}\stackrel{}{\phi }_j\right)\right)$$
(6)
The important point here is that $`G_n(\stackrel{}{x})`$ is a scalar under rotations (see Eq. (5)) and therefore depends only on $`\stackrel{}{x}^2`$. We conclude that the disorder $`ϵ_i`$ couples to the microscopic field $`\stackrel{}{\phi }`$ through terms with even powers of $`\stackrel{}{\phi }`$ such as, for instance, the random mass term $`ϵ_i\stackrel{}{\phi }_i^2`$, but not through terms linear in the field, which would correspond to the more complex situation of a random field.

We now specialize to the case of helimagnets and STA. In these materials, the spin degrees of freedom are submitted to competing interactions, which induce frustration. As a consequence, there are two critical modes $`\stackrel{}{\phi }_{\pm \stackrel{}{Q}}`$ (i.e. modes minimizing the two-point interaction $`J(\stackrel{}{q})`$ in Fourier space), with $`\stackrel{}{Q}`$ some characteristic momentum Bak et al. (1976); Yosefin and Domany (1985), instead of only one critical mode $`\stackrel{}{\phi }_{\stackrel{}{q}=0}`$ in the ferromagnetic case. In the long distance limit, the physics is governed by those modes whose momenta are very close to $`\pm \stackrel{}{Q}`$, while the other modes only influence non-universal quantities, and can be discarded. We are therefore lent to introduce two types of fields:

$$\phi _\pm (\stackrel{}{q})=\phi (\pm \stackrel{}{Q}+\stackrel{}{q}).$$
(7)
It is convenient to perform the change of variables:

$`\phi _1(q)`$ $`=\stackrel{}{\phi }_+(q)+i\stackrel{}{\phi }_{}(q)`$ (8)
$`\phi _2(q)`$ $`=\stackrel{}{\phi }_+(q)i\stackrel{}{\phi }_{}(q)`$
If we now expand the interaction potential $`G_n`$ to fourth order in the fields, the partition function can be recast into the form:

$$𝒵=𝒟\stackrel{}{\phi }_1𝒟\stackrel{}{\phi }_2\mathrm{exp}(𝒮)$$
(9)
with:

$$\begin{array}{cc}\hfill 𝒮=d^dx\{\frac{Z(x)}{2}\text{Tr}& (^t\varphi .\varphi )+\frac{r(x)}{2}\rho +\hfill \\ & +\frac{g_1(x)}{8}\rho ^2+\frac{g_2(x)}{4}\tau \},\hfill \end{array}$$
(10)
We have merged here the two $`n`$-components vectors $`\stackrel{}{\phi }_1`$ and $`\stackrel{}{\phi }_2`$ into a $`2\times n`$ matrix $`\varphi =(\stackrel{}{\phi }_1,\stackrel{}{\phi }_2)`$, and introduced $`\rho =\text{Tr}({}_{}{}^{t}\varphi .\varphi )`$, $`\tau =\text{Tr}({}_{}{}^{t}\varphi .\varphi .^t\varphi .\varphi )`$. This action is very similar to the one obtained in the pure case Bak et al. (1976); Yosefin and Domany (1985), except for the $`x`$-dependence of the field normalization $`Z`$ and of the coupling constants $`r`$, $`g_1`$ and $`g_2`$, appearing through the presence of impurities (noted $`ϵ_i`$ in Eq.(1)). In the following, we consider a direct generalization of this situation where $`\varphi `$ is a $`m\times n`$ matrix. For $`m=2`$, we retrieve the case of physical interest discussed previously.

Once the action (10) is determined, one would have to compute the quantity of interest for a given realization of the disorder (for a particular choice of the $`\{ϵ_i\}`$). This is however a formidable task. A simpler strategy consists in studying self-averaging quantities averaged over the disorder. By doing so, one recovers translational invariance. We use here the replica trick for computing the average of the free energy over the disorder. We write:

$$\overline{F}=\overline{\mathrm{ln}𝒵}=\underset{o0}{lim}\overline{\frac{𝒵^o1}{o}},$$
(11)
where the line over a quantity represents the average with respect to the disorder. The $`o^{\text{th}}`$ power of the partition function can be written by introducing $`o`$ copies of the field $`\varphi `$. The average over disorder can now be computed (at least for a Gaussian noise), and if we only keep the marginal and relevant terms in the sense of renormalization group, we find the following “$`\varphi ^4`$-like” action:

$$\begin{array}{cc}\hfill 𝒮_o(\varphi _k)=& d^dx\{\underset{l=1}{\overset{o}{}}[\frac{Z}{2}\text{Tr}(^t\varphi _l.\varphi _l)+r\frac{\rho _l}{2}+\hfill \\ & +\frac{u_1}{8}\rho _l^2+\frac{u_2}{4}\tau _l]+\frac{u_3}{8}\left[\underset{l=1}{\overset{o}{}}\rho _l\right]^2\},\hfill \end{array}$$
(12)
where the index $`l`$ labels the $`o`$ copies of the field. The critical properties of the materials under study are obtained by using the previous action, and taking the limit $`o0`$ at the end of the calculation.

Various methods can now be used for studying the critical properties of the system (expansion in coupling constants, $`\epsilon `$-expansion, etc.). We propose here an approach based on the concept of effective average action. This is a well documented topic (see Berges et al. (2000) for a review, and Tissier et al. (2000, 2002) for applications in closely related problems), so we only present the main ideas here. This approach is based on the study of the effective average action $`\mathrm{\Gamma }_k`$, which interpolates smoothly between the microscopic action $`𝒮`$ (when $`k\mathrm{}`$) and the Gibbs free energy $`\mathrm{\Gamma }`$ (when $`k0`$). $`\mathrm{\Gamma }_k`$ therefore connects smoothly the macroscopic and microscopic descriptions of the system. For intermediates values of $`k`$, $`\mathrm{\Gamma }_k`$ is obtained by integrating over the high momentum modes only, while long distance modes are effectively left unintegrated. A major interest of $`\mathrm{\Gamma }_k`$ is that its evolution with the scale $`k`$ is governed by an exact, concise equation Tetradis and Wetterich (1994):

$$\frac{\mathrm{\Gamma }_k}{t}=\frac{1}{2}_q\frac{_tR_k(q)}{\mathrm{\Gamma }^{(2)}(q)+R_k(q)},$$
(13)
with $`k\mathrm{exp}(t)`$. The function $`R_k(q)`$ describes how the low and high momentum modes are separated, and $`\mathrm{\Gamma }_k^{(2)}`$ is the second functional derivative of the effective average action. Although this equation cannot be solved exactly, it can be used in practice to determine nonperturbative flow equations. The idea consists in considering a truncation for $`\mathrm{\Gamma }_k`$, typically characterized by a finite number of coupling constants. By introducing this truncation in equation (13), one deduces flow equations for the different coupling constants. These are non-polynomial in coupling constants, as can be seen from the nonlinear structure of the flow equation (13).

We now describe the type of truncations considered here:

$$\begin{array}{cc}\hfill \mathrm{\Gamma }_k=& _x\frac{Z}{2}\underset{l}{}\text{Tr}(^t\varphi _l.\varphi _l)+\frac{u_1}{8}\underset{l}{}(\rho _l\kappa )^2\hfill \\ & +\frac{u_2}{4}\underset{l}{}\left(\tau _l2\rho _l\kappa \right)+\frac{u_3}{8}\left(\underset{l}{}(\rho _l\kappa )\right)^2\hfill \end{array}$$
(14)
This truncation is to be seen as the first terms of an expansion of the effective average action around a configuration $`\varphi _{\text{Min}}`$, defined by $`(\varphi _{\text{Min}i,j})_l=\sqrt{\kappa }\delta _{i,j}`$ (here, $`i`$ and $`j`$, running respectively from 1 to $`n`$ and from 1 to $`m`$, stand for the matrix indices of the field, while $`l`$ stands for the replica index, running from 1 to $`o`$). We have also considered truncations with $`\varphi ^6`$ terms added. The action depends then on six more coupling constants. The flow equations have been derived using the method presented above. However those are to lengthy to be displayed here. We only quote the flow equation in the limit of small coupling constants $`\{u_1,u_2,u_3\}`$, which identify with the one loop expansion in coupling constant 333We thank P. Lecheminant for comparison with his unpublished results.:

$`\dot{u_1}`$ $`=\begin{array}{cc}\hfill \epsilon u_1+2v_4((8& +mn)u_1^2+12u_2^2+\hfill \\ \hfill +& 4u_1((1+m+n)u_2+3u_3))\hfill \end{array}`$ (15)
$`\dot{u_2}`$ $`=\epsilon u_2+4v_4u_2\left(6(u_1+u_3)+(4+m+n)u_2\right)`$ (16)
$`\dot{u_3}`$ $`=\begin{array}{cc}\hfill \epsilon u_3+& 2v_4u_3(2(2+mn)u_1+\hfill \\ & +4(1+m+n)u_2+(8+mno)u_3)\hfill \end{array}`$ (17)
where $`\epsilon =4d`$, $`v_4=1/32\pi ^2`$, and the dot indicates a derivative with respect to $`t`$. For generic values of $`m`$, $`n`$ and $`o`$, the flow equations admit eight fixed points. Out of them, six are already well known. There are four fixed points with $`u_2=0`$, corresponding to the situation of a diluted system of $`mn`$ components spins Lubensky (1975), and two extra fixed points with $`u_3=0`$, corresponding to the pure frustrated magnets Bak et al. (1976). In addition, there are two new fixed points. We finally indicate that for certain values of $`(m,n,o)`$, there is a degeneracy of the one loop $`\beta `$ functions (for example, for $`m=2`$, $`o=0`$, $`n25.3`$). For such values of $`(m,n,o)`$, we expect a $`\sqrt{\epsilon }`$-epsilon fixed point to appear at two-loop order, as in the random bond Ising model Lubensky (1975). We postpone the discussion of this point, as well as a more detailed description of the fixed points to a forthcoming publication.

In three dimensions, we have looked for roots of the $`\beta `$ functions. In the case of physical interest $`m=2`$, the disorder is found to be irrelevant for $`n5.5`$. On the other hand, for $`n5.5`$, the disordered fixed point is stable and governs the phase transition. We give on Fig.1 the values of the associated critical exponents.

We first remark that our values of $`\nu `$ are all smaller than the lower bound $`2/3`$ predicted by the Harris criterion. However, for $`3n5.5`$, $`\nu `$ is off by only few percents, which is typically the error expected with the truncation considered here. The much larger discrepancy for $`n=2`$ can be attributed to the unusually large value of the anomalous dimension $`\eta `$. In this case, richer truncations are to be considered in order to get more accurate results (work in progress). Although the accuracy of our results is questionable, in particular for $`n<3`$, they indicate that $`\nu `$ is varying very slowly with $`n`$ (in the pure vectorial model, the variation of $`\nu `$ on the same range of $`n`$ is almost ten times bigger), and that $`\nu `$ is close to the lower bound $`2/3`$ imposed by Harris criterion. These features are similar to what is observed in $`d=2`$ $`q`$-state Potts model with random bond using Monte-Carlo simulations, where $`\nu `$ is found to be very close to the lower bound $`1=2/d`$ obtained from the Harris criterion, for all $`q2`$.

To conclude, we have highlighted some interesting properties associated with the inclusion of non-magnetic impurities in three-dimensional frustrated magnets. In particular, a new universality class was shown to appear, with associated critical exponents differing strongly from the effective exponents measured in the pure case. We also gave some indications for a very appealing behavior of the critical exponent $`\nu `$, and a large value of $`\eta `$. A verification of these effects by independant approaches, in particular perturbative expansions and Monte-Carlo simulations, would be very valuable. At the light of the results presented here, it would be particularly interesting to reconsider the experimental studies on diluted frustrated magnets.

###### Acknowledgements.

We thank B. Delamotte, D. Mouhanna and M. Picco for useful discussions. This work was supported by Marie Curie fellowship HPMF-CT-2001-01343.


text:
# On the density matrix of nonequilibrium steady-state statistical mechanics

## Abstract

This paper derives a density matrix of the steady-state statistical mechanics compatible with the steady-state thermodynamics proposed by Oono and Paniconi \[Prog. Theor. Phys. Suppl. 130, 29 (1998)\]. To this end, we adopt three plausible basic assumptions for uniform steady states: (i) equivalence between any two subsystems of the total, (ii) statistical independence between any two subsystems, and (iii) additivity of energy. With a suitable definition of energy, it is then shown that uniform steady states driven by mechanical forces may be described by the Gibbs distribution.

Constructing thermodynamics and statistical mechanics far from equilibrium is undoubtedly a major goal yet to be achieved in modern condensed matter physics. One strategy toward this may be to seek a way to extend the well-established equilibrium framework to nonequilibrium systems. Numerous efforts have been made along this linedGM62 ; Fitts62 ; Prigogine71 ; Zubarev74 ; Landauer78 ; Keizer87 ; Jou93 ; Eyink96 . However, most of them starts from the local-equilibrium hypothesis which may not be justified for systems far from equilibrium. Recently, Oono and PaniconiOP98  presented a new approach restricting their attention to nonequilibrium time-independent states. A key ingredient lies in the removal of “house keeping heat rate” $`Q_{\text{hk}}`$ which is generated in the system as dissipation to be carried away eventually by some microscopic degrees of freedom. Using the “excess heat rate” $`Q_{\text{ex}}`$ defined by subtracting $`Q_{\text{hk}}`$ and connecting points of steady “state space” in a well-defined way, they have constructed a thermodynamic framework named “steady-state thermodynamics” (SST) which is quite analogous to the equilibrium one. Indeed, the energy and the Helmholtz free energy are defined there in the same way as equilibrium thermodynamics by merely introducing extra extensive variables characteristic of the relevant steady state.

Naturally, an amount of their effort was directed towards an unambiguous definition of entropy which serves as the potential for nonequilibrium systems to determine their evolution and stability criteria. It should be noted that they are completely different from the variational principle on entropy production rate established by Onsager near equilibriumOnsager31  and taken up by Glansdorff and PrigoginePrigogine71  as a candidate for the general criteria in nonequilibrium systems. Indeed, entropy and entropy production rate are different in dimension so that the two variational principles cannot be compatible with each other. It is intuitively plausible to expect that, once the steady dissipation is thrown away into “hidden degrees of freedom”Callen , we may have well-defined energy and entropy which play the same role as the equilibrium thermal physics.

Efforts have been made thereafter to test SST based on microscopic stochastic modelsSekimoto98 ; Hatano99 ; HS01 ; Shibata00 . However, those stochastic models are so designed as to settle down in equilibrium, it is not clear whether the results from them are really relevant to far-from-equilibrium states, as recently pointed out by Sasa and TasakiST01 .

We here take an alternative approach to seek for a statistical density matrix which is compatible with SST of Oono and PaniconiOP98 . There are a couple of merits in this approach. First, once such a density matrix is obtained, we may perform microscopic calculations on nonequilibrium steady states which could be tested by experiments. Second, this statistical mechanics may make clearer the concepts of SST such as “state space,” “energy,” and “entropy.” Hopefully the attempts will also be helpful to clarify the conditions under which SST holds.

We restrict ourselves to the cases of mechanical external perturbations where an unambiguous treatment is possible. As is well known, the thermal perturbations are difficult to handle even within the linear-response regimeKTH , so that we leave those cases for a future consideration.

We specifically consider electrons in a metal with impurities which is embedded in a uniform electric field $`𝐄`$; this electric field sustain uniform current $`𝐉`$ in the system. First, let us review a conventional way to describe the system: It is convenient to express the electric field in terms of the time-dependent vector potential $`𝐀(t)`$ as $`𝐄=\frac{𝐀(t)}{t}`$. The corresponding Hamiltonian is given in units of $`\mathrm{}=1`$ by

$`(t)={\displaystyle \psi ^{}(𝐫)\{\frac{[i\mathbf{}e𝐀(t)]^2}{2m}+V_{\mathrm{imp}}(𝐫)\mu \}\psi (𝐫)𝑑𝐫}`$
(1)
with $`e(<0)`$ the electron charge, $`m`$ the electron mass, $`V_{\mathrm{imp}}`$ the impurity potential, and $`\mu `$ the chemical potential. The spin degrees of freedom and the electron-electron interaction are suppressed for simplicity. A general advantage of using time-dependent Hamiltonians for nonequilibrium states is that we can definitely identify the input power as $`\frac{(t)}{t}`$. Here, electrons are accelerated along $`𝐄`$ to acquire the input power, but then scattered by $`V_{\mathrm{imp}}`$ resulting in their momentum relaxation. Finally, the energy relaxation occurs, i.e., the electrons interact with some other microscopic degrees of freedom such as phonons, and the extra energy accumulated in the electrons are eventually carried away from the system. However, this last stage cannot be described by the density matrix $`\rho (t)`$ obtained by solving the quantum Liouville equationZubarev74 ; KTH :

$`i{\displaystyle \frac{}{t}}\rho (t)=[(t),\rho (t)].`$ (2)
Indeed, its formal solution is given by

$`\rho (t)=`$ $`𝒮(t)\rho _0𝒮^{}(t),`$ (3)
where $`\rho _0`$ is the equilibrium density matrix at $`t=t_0`$ when $`𝐄`$ is switched on, and $`𝒮(t)`$ is defined by

$`𝒮(t)=T\mathrm{exp}\left[i{\displaystyle _{t_0}^t}(t^{})𝑑t^{}\right].`$ (4)
Equation (3) forms a basic starting point for the linear-response theory and the fluctuation-dissipation theoremZubarev74 ; KTH . Even beyond the linear-response regime, it provides a general framework to perform nonlinear nonequilibrium calculationsKeldysh64 ; Rammer86 . However, since $`\rho (t)`$ develops purely mechanically from equilibrium $`\rho _0`$ with no thermal contact, energy relaxation processes are absent in Eq. (2). Thus, exact calculations based on Eq. (2) predict that the energy of the electron system grows towards infinity as time goes by. It might be possible to add terms responsible for the energy relaxation to Eq. (3) Zubarev74 , but there seems to be an ambiguity in this procedure especially in the nonlinear region. Thus, the quantum Liouville equation may not be a good starting point to obtain the correct steady-state density matrix far from equilibrium. Even more difficult will be to perform calculations of including microscopic degrees of freedom which transport the extra electron energy out of the system, because whether the combined system settles down into a steady state by itself is not entirely clear.

To seek for the density matrix, we here proceed differently based on an argument which assumes the existence of a uniform steady state from the beginning and which fully relies upon the uniformity of the system. In the end, the equilibrium density matrix can be derived from: (i) equivalence between any two subsystems of the total, (ii) statistical independence between any two subsystems, and (iii) additivity of energy. These are essential ingredients of the concept of entropy. Since (i) and (ii) are also characteristic of any uniform steady states, we may expect to have a well-defined entropy by a suitable definition of energy for each subsystem. An extension to nonuniform steady states may be performed through the usual procedure of dividing the total system into small uniform cellsdGM62 ; Fitts62 .

Consider a subsystem $`a`$ of the total where steady current $`𝐉`$ is present (see Fig. 1). In this subsystem, there is equal amount of energy input and dissipation per unit time, the latter being thrown out of the subsystem by some microscopic degrees of freedom not considered explicitly. Following the philosophy of SST, we disregard this energy flow, include the carrier of the dissipations in “hidden degrees of freedom”Callen , and consider the fluctuations caused by the energy flow and those through the wall of the subsystems together. Now, the system is characterized by the uniform static current $`𝐉`$, whose “energy” may be calculated by the static “Hamiltonian:”

$`^{(a)}=`$ $`{\displaystyle _{V_a}}\psi ^{}(𝐫)[{\displaystyle \frac{(i\mathbf{}𝐩_0)^2}{2m}}+V_{\mathrm{imp}}(𝐫)\mu ]\psi (𝐫)𝑑𝐫,`$
where $`𝐩_0`$ is a variable conjugate to $`𝐉`$. From now on we can follow the argument of equilibrium statistical mechanics to derive the density matrix $`\rho ^{(a)}`$ of the subsystem $`a`$: Since it is time-independent by assumption, $`\rho ^{(a)}`$ commutes with $`^{(a)}`$, so that it is a function of the eigenvalue $`_\nu ^{(a)}`$ of $`^{(a)}`$. From (ii) the statistical independence, $`\rho ^{(a+b)}=\rho ^{(a)}\rho ^{(b)}`$, and (iii) additivity of energy, $`^{(a+b)}=^{(a)}+^{(b)}`$, it follows thatLL

$`\mathrm{ln}\rho _\nu ^{(a)}=\alpha ^{(a)}\beta _\nu ^{(a)},`$ (6)
where $`\alpha ^{(a)}`$ and $`\beta `$ are some constants. Normalizing $`\rho ^{(a)}`$, we have

$`\rho _\nu ^{(a)}={\displaystyle \frac{\mathrm{e}^{\beta _\nu ^{(a)}}}{{\displaystyle \underset{\mu }{}}\mathrm{e}^{\beta _\mu ^{(a)}}}},`$ (7)
where higher probability for lower $``$ means $`\beta >0`$. Thus, we have reached a candidate for the steady state density matrix in the presence of a uniform current $`𝐉`$.

We now see that Eq. (7) corresponds to the state of maximum entropy, following exactly the argument of equilibrium caseLL : Entropy is defined by $`S^{(a)}\mathrm{Tr}\rho ^{(a)}\mathrm{ln}\rho ^{(a)}\mathrm{ln}\rho ^{(a)}`$ and calculated by using Eqs. (LABEL:H2) and (6) as

$`S^{(a)}`$ $`=\alpha ^{(a)}+\beta ^{(a)}`$ (8)
$`=\alpha ^{(a)}+\beta (E^{(a)}\mu ^{}N^{(a)}𝐩_0𝐉^{(a)}),`$
where $`E^{(a)}`$ is the energy of the subsystem, $`𝐉^{(a)}^{(a)}/𝐩_0`$, and $`\mu ^{}\mu +\frac{p_0^2}{2m}`$. We also notice that $`\mathrm{ln}\rho ^{(a)}=\mathrm{ln}\rho ^{(a)}()`$. On the other hand, Eq. (7) tells us that the probability is the same for all degenerate states and equal in the thermodynamic limit to the inverse of the number of states around $`^{(a)}`$. Hence Eq. (8) corresponds to the entropy maximum for the energy $`E^{(a)}`$, the electron number $`N^{(a)}`$, and the current $`𝐉^{(a)}`$. Finally, we may perform the Legendre transformation $`G^{(a)}^{(a)}+𝐩_0𝐉^{(a)}`$ to obtain the desired free energy $`G^{(a)}`$ as a function of $`\beta `$, $`\mu ^{}`$, and $`𝐉^{(a)}`$.

The above consideration can be applied to any uniform steady states driven by mechanical forces. Indeed, we only have to introduce in the Hamiltonian a variable \[such as $`𝐩_0`$ in Eq. (LABEL:H2)\] which is conjugate to the expectation value (such as $`𝐉`$ in the above consideration) characterizing the steady state.

Several comments are in order. First, the consideration here puts aside completely the driving force $`𝐄`$ and the corresponding dissipations. Thus, this density matrix cannot say anything about the $`𝐄`$-$`𝐉`$ relation, but only identifies the steady state for a given $`𝐉`$. However, this $`𝐄`$-$`𝐉`$ relation may be obtained by connecting the results through the linear-response calculations for each $`𝐉`$. Second, the above argument starts from three plausible basic assumptions on uniform steady states: (i) equivalence between any two subsystems of the total, (ii) statistical independence between any two subsystems, and (iii) additivity of energy. Hence we may expect that the derived Gibbs distribution (7) is the correct distribution for those steady states. Indeed, there are several stochastic models which realize the Gibbs distribution in nonequilibrium steady states.OY87 ; Takesue87 ; Yeung89  However, it should be noted that the quantity $`\beta `$ here includes the fluctuation of energy due to dissipations as well as that through the walls among subsystems. If the former contribution is negligible, we may expect that $`\beta `$ is the same as the equilibrium value. Experimentally, there remains a basic problem on how to measure the value of $`\beta `$ for the steady states. Third, the above consideration have surely made the concept of “state space” in SST clearer. The postulated second-law of SST may be proved now by using Eq. (7) and the Jarzynski identityJarzynski . Fourth, the subsystem considered here may contain structures small compared with the subsystem size such as the vortex lattice structures.

There are many interesting nonequilibrium phenomena found in semiconductors.Scholl  Also, Stoll et al. found steps in the $`I`$-$`V`$ characteristics in the vortex state of superconducting Nd2-xCexCuOy; this first-order-like transition may be described by the nonequilibrium free energy derived above, as increasing $`𝐄`$ causes the density-of-states (DOS) change in the electron system.

I am grateful for Koji Nemoto for an enlightening discussion.


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# Density of Partition Function Zeroes and Phase Transition Strength

## 1 Introduction

Phase transitions are phenomena common to a wide range of disciplines, from physics to biology, economics and even sociology. Examples include neural networks, protein folding, melting, magnetism, stock market crashes and the deconfinement transition in the early universe.

In statistical physics, in particular, one is interested in the determination of the location, order and strength of phase transitions. First order transitions involve the coexistence of two or more distinct phases and are characterised by a discontinuity in the first derivative of the free energy corresponding to the finite amount of energy needed to transform from one phase to the other. For temperature driven transitions, this discontinuity is the latent heat $`\mathrm{\Delta }e`$ and is a measure of the transition strength. For second order transitions there is no such coexistence. Instead, thermodynamic quantities such as the correlation length and specific heat diverge. Such divergences are characterised by critical exponents $`\nu `$ and $`\alpha `$, which is a measure of the strength of the transition.

The computational approach to the study of phase transitions consists of two steps – the gathering of data in the form of a Monte Carlo simulation followed by a numerical analysis of appropriate quantities. The first of these is restricted to systems of finite size. Phase transitions, however, require an infinite number of available states for their occurrence. The second step in the numerical approach is an extrapolation to infinite volume. Traditional techniques involve the finite-size scaling (FSS) study of thermodynamic functions. An increasingly popular alternative approach is, however, the use of zeroes of the partition function.

Let $`t=T/T_c1`$ be the reduced temperature and $`h`$ the external field. For a $`d`$-dimensional system of linear extent $`L`$, the FSS of the $`j^{\mathrm{th}}`$ complex partition function zero (for large $`j`$) is given by

$$t_j(L)\left(j/L^d\right)^{1/\nu d},$$
(1)
or

$$h_j(L)\left(j/L^d\right)^{(d+2\eta )/2d}.$$
(2)
Here $`\eta `$ is the anomalous dimension and $`h=0`$ in the first formula (where the zeroes are called Fisher zeros) while $`t=0`$ in the second (where the zeroes are Lee-Yang zeroes). The standard approach to FSS of zeroes is to fix the index to $`j=1`$ and extract an estimate for the critical exponents from a range of lattice sizes. It has, however, long been known that using more than one index could provide more information. However, since (1) and (2) are inexact, this has been prohibitive. In particular, the extraction of the density of zeroes (a continuous function) from their (discrete) distribution for a finite and numerically accessible lattice has been considered prohibitively difficult or even impossible . In recent years, however, there have been some attempts to overcome the difficulties involved . In view of the increasing importance attached to this approach, we suggest an appropriate way this should be done .

## 2 Density of Zeroes

The partition function for finite $`L`$ is $`Z_L(z)_j\left(zz_j(L)\right)`$, where $`z`$ is an appropriate function of temperature or field. We assume the zeroes, $`z_j`$, are on a line impacting on to the real axis at the critical point, $`z_c`$. Parameterising zeroes on this line by $`z_j=z_c+r_j\mathrm{exp}(i\phi )`$ we may define the density of zeroes as $`g_L(r)=L^d_j\delta (rr_j(L))`$. The cumulative distribution function of zeroes is then $`G_L(r)=_0^rg_L(s)𝑑s`$ which is $`j/L^d`$ if $`r(r_j,r_{j+1})`$. At a zero we assume the cumulative density is given by the average

$$G_L(r_j)=(2j1)/2L^d.$$
(3)
In the thermodynamic limit and for a phase transition of first order this integrated density of zeroes is, in fact ,

$$G_{\mathrm{}}(r)=g_{\mathrm{}}(0)r,$$
(4)
so that the density is non-vanishing at the real axis. The slope at the origin in (4) is related to the latent heat in the Fisher case (or magnetization in the Lee-Yang case) via

$$g_{\mathrm{}}(0)\mathrm{\Delta }e.$$
(5)
For a second order transition the corresponding expressions for Fisher and Lee-Yang zeroes are

$$G_{\mathrm{}}(r)r^{2\alpha }\mathrm{or}G_{\mathrm{}}(r)r^{2d/(d+2\eta )},$$
(6)
respectively.

Thus while the scaling behaviour of the position of the first few zeroes in the complex temperature plane can be used to identify $`\nu `$ via (1), the density of zeroes gives the strength of the transition. A plot of $`G_L(r_j)`$ against $`r_j(L)`$ should (i) go through the origin, (ii) display $`L`$– and $`j`$– collapse and (iii) reveal the order and strength of the phase transition by its slope near the origin.

In (3), $`r_j`$ may be taken to be the imaginary part of the position of the $`j^{\mathrm{th}}`$ zero. Equating (3) to (6) in the second order Fisher case, gives $`r_j(L)L^{1/\nu }`$. This is the usual FSS formula for fixed index Fisher zeroes. Similarly, in the Lee-Yang case, one recovers the fixed index FSS formula $`h_j(L)L^{(d+2\eta )/2}`$. Also, equating (3) to (4) gives $`r_j(L)L^d`$, explaining the usual identification of $`\nu `$ with $`1/d`$ for a first order temperature driven phase transition. Therefore, traditional FSS emerges quite naturally from this density approach.

## 3 Applications

To demonstrate our approach, we perform fits to the cumulative density of zeroes for a number of different models in statistical physics and in lattice field theory . Here we present the results for the Fisher zeroes for two models, one from each field. Furthermore, we discuss the Lee-Yang zeroes of the two-dimensional $`XY`$ model.

Allowing for first or second order behaviour, the cumulative density should behave as

$$G(r)=a_1r^{a_2}+a_3,$$
(7)
where we also allow for an additional parameter $`a_3`$ which should be zero for a good fit. In fact, a non-zero value of $`a_3`$ indicates the absence of a phase transition, for, $`a_3>0`$ means the zeroes have already crossed the real axis (the situation in the broken phase) while $`a_3<0`$ means the zeroes have not yet reached the real axis (the symmetric phase). For Fisher zeroes, a first order phase transition is indicated if $`a_21`$ for small $`r`$, in which case the latent heat is proportional to the slope $`a_1`$. A value of $`a_2`$ larger than $`1`$ signals a second order transition whose strength is given by $`\alpha =2a_2`$. Note that $`\alpha `$ can be measured directly using this method while traditional FSS only allows the measurement of the ratio $`\alpha /\nu `$.

The $`d=2,q=10`$ Potts Model: The first six Fisher zeroes for the two-dimensional $`10`$–state Potts model for lattice sizes $`L=4`$$`64`$ are listed in . A traditional FSS analysis applied to the first zero for large lattices provides evidence for $`\nu =1/d`$ and hence a first order phase transition. However, the determination of the lattice size above which FSS sets in is, by necessity, somewhat arbitrary. Indeed, when one extends the analysis to higher index zeroes one finds that when corrections are ignored, no two-parameter fit gives an acceptable result.

Our analysis of the density of zeroes begins with Fig. 1. The excellent data collapse for various $`L`$ and $`j`$ indicates that (3) is the correct form for the density of zeroes. Fitting (7) to the $`L=16`$$`64`$, $`j=1`$$`4`$ data points gives $`a_2=1.10(1)`$ and $`a_3=0.00004(1)`$, indicating a first order phase transition. Fixing $`a_3=0,a_2=1`$ and applying a single-parameter fit close to the origin yields a slope corresponding to latent heat $`\mathrm{\Delta }e=0.698(2)`$ which compares well with the exact value $`0.6961`$.

The $`d=4`$, Abelian Surface Gauge Model: This is a model dual to the $`d=4`$ Ising model, which, up to logarithmic corrections has mean field critical exponents . One therefore expects the surface gauge model also to be characterised by mean field exponents with $`\alpha =0`$ and $`\nu =1/2`$.

The first two Fisher zeroes for lattices of size $`L=3`$ to $`12`$ are listed in  where a conventional analysis applied to the first index zero yields the best estimate of $`\nu =0.469(17)`$ from the two largest lattices. Inclusion of the smaller lattices worsens the fit driving $`\nu `$ away from $`1/2`$. Also, a bimodal structure in the energy histograms appears as a spurious indication of a first order transition .

A fit of the data to (7) yields $`a_2`$ incompatible with unity (see Fig. 2), with a fit near the origin yielding $`a_2=1.90(9)`$. This corresponds to $`\alpha =0.10(9)`$, compatible with zero. Note that only the region near the origin in Fig. 2 is of interest. The slope there is not compatible with a first order transition and the bimodal structure of the energy histograms observed in  can only be an unexplained finite-size effect.

The $`d=2`$ $`XY`$ Model: Here we demonstrate that the density technique is also applicable in the Lee-Yang case. The first few Lee-Yang zeroes for the $`d=2`$ $`XY`$ model with $`L=32`$$`256`$ were determined for various temperatures in Ref. . Figure 3 depicts the distribution of these zeroes for $`\beta =1/k_BT=1.113`$ which is the critical point (here $`k_B`$ is the Boltzmann constant). From (6), and with $`\eta =1/4`$ (the value of the anomalous dimension in this model), one expects $`G_L(r_j)r_j^{16/15}`$, where $`r_j=h_j`$. A three-parameter fit to (7) gives $`a_3=0`$ indicating that criticality has indeed been reached at this temperature. A two-parameter fit now yields $`a_2=1.06(1)`$, compatible with expectation. One notes that logarithmic corrections are present in this model as shown in .

## 4 Conclusions

We have presented a new method to extract the (continuous) density of zeroes from (discrete) finite-size data and demonstrated how this can be used to distinguish between phase transitions of first and second order as well as to measure their strengths. The method meets with a high degree of success in statistical physics and lattice field theory and lends new insights into the origins of finite-size scaling.