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# 1 Introduction

## 1 Introduction

It is well known that the lift to M-theory of a system of parallel D6-branes  corresponds to a purely geometric background, the Taub-NUT metric. When the position of N of these D6-branes coincide, one gets an $`A_{N1}`$ singularity at a point in the multi Taub-NUT space. In this paper, we would like to make a step forward in the relation between the physics of D6-branes at strong coupling and purely gravitational backgrounds in eleven dimensional supergravity by studying the lift of a system of coincident D6-$`\overline{\text{D}6}`$ branes to M-theory. We shall primarily be concerned with the geometry describing these configurations, its evolution as branes and antibranes annihilate each other111See, for instance, . and some similarities between the qualitative patterns that we find in this evolution and some recent results on the evolution due to the condensation of localised closed string tachyons in non-supersymmetric orbifold singularities .

In particular, we shall study the lift to M-theory of the generically non-BPS configurations found in  preserving $`\mathrm{ISO}(1,6)\times \mathrm{SO}(3)`$. The latter depend on three parameters. The subset of configurations in which we will be interested in corresponds to setting one of them to zero. These particular geometrical configurations look like $`\text{}^{1,6}\times _4`$, for some curved four dimensional manifold. It turns out that $`_4`$ has a bolt type singularity, that is, a locus of conical singularities, whose conical defects depend on the mass and the charge of the configuration. The brane-antibrane annihilation expected in the open string description gives rise to a reduction in the size of the bolt and a desingularization of the conical singularities, by which they become “less conical”. In the sector of non-vanishing charge, the bolt becomes a nut, whereas in the vanishing charge sector, the bolt disappears.

Locally, when the size of the bolt is big, the system looks like $`_4\text{}\times \text{}/\text{}_\text{M}`$. The size of the bolt is proportional to the product of the number of branes, the number of antibranes and $`(g_sl_s)^2`$. Thus, big bolt limit means that $`g_s^2N\overline{N}`$ is big, i.e. the number of branes and antibranes should be large in order to keep a small string coupling. Thus, by reducing along a trivial circle, the original D6-$`\overline{\text{D}6}`$ system is related to a $`\text{}/\text{}_\text{M}`$ orbifold in the forementioned limit. Whenever $`M1`$, there are closed string tachyons in the twisted sectors. Recent studies  suggest that this system evolves to flat space making the cone “less conical” by a sequence of transitions

$$\text{}/\text{}_{2l+1}\text{}/\text{}_{2l1}\mathrm{}\text{}/\text{}_{2l^{}1}(l^{}<l)$$

Our qualitative comparison in the large bolt limit suggests a relation between brane-antibrane annihilation and twisted tachyon evolution. And in particular, each transition $`(ll1)`$, which reduces the order of the orbifold by two, is related to the annihilation of a D6-$`\overline{\text{D}6}`$ pair.

In the second part of the paper, and motivated by the previous relation, we start from a non-supersymmetric orbifold acting on $`\text{}^2`$ in type IIA, lift the configuration to M-theory using a trivial transverse circle and reduce it along a non-trivial circle in $`\text{}^2`$. One expects such system to be the local description for an unstable system of branes. In particular, we consider $`\text{}^2/\text{}_\text{N}\times \text{}_\text{M}`$, where each abelian group preserves different supersymmetry, so that the full orbifold is non-supersymmetric. The interpretation of the reduced system is in terms of fractional D6-branes living on a $`\text{}/\text{}_\text{M}`$ singularity. Here the closed string tachyonic instabilities cannot be mapped to open string tachyons as in the previous case.

The organisation of the paper is as follows. In section 2, we revisit the construction of supergravity solutions given in , paying attention to the particular case of D6-$`\overline{\text{D}6}`$-branes. These solutions depend on three parameters. We discuss the scaling limits leading to BPS configurations, generalising the discussion in . We consider the lift of such configurations to M-theory and argue why it is interesting for us to set one of the parameters to zero. In this way, we get a two parameter family of solutions, where the parameters can be mapped to the Ramond-Ramond (RR) charge and mass of the system. In section 3, we analyse this solution in detail, both in the charged and uncharged sectors. In section 4, we discuss the evolution of the system and we compare the open and closed string descriptions. Section 5 is devoted to the study of the inverse problem: going from a non-supersymmetric orbifold to a local description of a system of D6-branes. In particular, we consider a $`\text{}^2/\text{}_\text{N}\times \text{}_\text{M}`$ non-supersymmetric orbifold.

## 2 From brane-antibranes to M-theory

In , the most general solution to the supergravity equations of motion with $`\mathrm{ISO}(1,p)\times \mathrm{SO}(9p)`$ symmetry and carrying the appropriate Ramond-Ramond (RR) charge was integrated. It was subsequently interpreted in  as a system of coincident Dp-$`\overline{\text{D}p}`$ branes. In this work, we shall concentrate on the D6-$`\overline{\text{D}6}`$ system. In the Einstein frame, the configuration is described by

$`g_E`$ $`=e^{2A(r)}ds^2(\text{𝔼}^{1,6})+e^{2B(r)}(dr^2+r^2d\mathrm{\Omega }_2^2)`$ (1)
$`\mathrm{\Phi }`$ $`=\mathrm{\Phi }(r)`$
$`C_{(7)}`$ $`=e^{\mathrm{\Lambda }(r)}\mathrm{dvol}(\text{𝔼}^{1,6})`$
where $`g_E`$ is the ten dimensional metric, $`\mathrm{\Phi }`$ is the dilaton and $`C_{(7)}`$ is the RR seven form potential. The set of scalar functions characterising the above configuration is given by

$`A(r)`$ $`={\displaystyle \frac{3}{64}}c_1h(r){\displaystyle \frac{1}{16}}\mathrm{log}[\mathrm{cosh}(kh(r))c_2\mathrm{sinh}(kh(r))]`$ (2)
$`B(r)`$ $`=\mathrm{log}[f_{}(r)f_+(r)]7A(r)`$
$`\mathrm{\Phi }(r)`$ $`=c_1h(r)+12A(r)`$
$`e^{\mathrm{\Lambda }(r)}`$ $`=\sqrt{c_2^21}{\displaystyle \frac{\mathrm{sinh}(kh(r))}{\mathrm{cosh}(kh(r))c_2\mathrm{sinh}(kh(r))}}`$
where

$`f_\pm `$ $`=1\pm {\displaystyle \frac{r_0}{r}}`$
$`h(r)`$ $`=\mathrm{log}[f_{}(r)/f_+(r)]`$
$`k`$ $`=\sqrt{4{\displaystyle \frac{7}{16}}c_1^2}.`$
Thus, it depends on two dimensionless parameters $`\{c_1,c_2\}`$ defined in the ranges $`c_21`$, $`\frac{8}{\sqrt{7}}c_10`$, and a third one $`r_0`$, with dimensions of length satisfying $`r_00`$.

The charge (Q) and mass (M) of this solution were computed in  and we shall follow their conventions. They are expressed in terms of $`\{r_0,c_1,c_2\}`$ as follows

$`Q`$ $`=`$ $`2\text{P}kr_0\sqrt{c_2^21}`$ (3)
$`M`$ $`=`$ $`\text{P}r_0\left[2c_2k{\displaystyle \frac{3}{2}}c_1\right]`$ (4)
where $`\text{P}=\frac{1}{16}\frac{V_6}{G_{10}^N}`$, $`V_6`$ being the spacelike volume spanned by the branes and $`G_{10}^N`$ stands for the ten dimensional Newton’s constant. Written in string units, $`\text{P}=\frac{\pi }{(2\pi )^7}\frac{V_6}{g_s^2l_s^8}`$, where $`g_s`$ is the string coupling constant and $`l_s`$ is the string length $`l_s^2=\alpha ^{}`$.

Notice that in general the configuration is non-BPS $`(MQ)`$, as expected, and it is useful to introduce the difference between these observables

$$\delta MMQ=\text{P}r_0\left[2k\left(c_2\sqrt{c_2^21}\right)\frac{3}{2}c_1\right].$$
(5)
### 2.1 BPS limits

The first natural question to address is how to recover the well-known BPS configurations corresponding to N D6-branes (or $`\overline{\text{D}}`$6-branes) from the general solution (1). At this point, we would like to point out that there are more possibilities than the one discussed in . Indeed, the idea there was to take a certain scaling limit in the set of parameters $`\{r_0,c_1,c_2\}`$, or equivalently in $`\{r_0,k,c_2\}`$, such that the charge Q remains finite while $`\delta M0`$. As discussed in , one possibility is to consider

$$r_0ϵ^{1/2}r_0,kϵ^{1/2}k,c_2\frac{c_2}{ϵ}ϵ0$$
(6)
which can also be formulated in terms of $`c_1`$, by $`c_1\frac{8}{\sqrt{7}}+ϵ\frac{k^2}{\sqrt{7}}`$.

The previous scaling limit is certainly not the only possibility, and as it will turn out important for us later on, we discuss a second possibility. Consider the following double scaling limit

$$r_0ϵr_0,c_2\frac{c_2}{ϵ},ϵ0[c_1\frac{8}{\sqrt{7}}\text{fixed}]$$
(7)
It is clear that the charge (3) remains finite in the limit (7) and that $`\delta M`$ vanishes, as required. As a further check, it is straightforward to analyse (2) in the above limit to get back the BPS metric  from (1).

### 2.2 M-theory lift

By rescaling the Einstein metric to the string frame and using the standard Kaluza-Klein ansatz, one derives a family of purely geometrical configurations in eleven dimensions described by the metric

$$\begin{array}{c}g=\left(\frac{f_{}(r)}{f_+(r)}\right)^{c_1/6}ds^2(\text{𝔼}^{1,6})\hfill \\ \hfill +\left(\frac{f_{}(r)}{f_+(r)}\right)^{7c_1/12}\left(f_{}(r)f_+(r)\right)^2\left[\mathrm{cosh}(kh(r))c_2\mathrm{sinh}(kh(r))\right]\left(dr^2+r^2d\mathrm{\Omega }_2^2\right)\\ \hfill +\left(\frac{f_{}(r)}{f_+(r)}\right)^{7c_1/12}\left[\mathrm{cosh}(kh(r))c_2\mathrm{sinh}(kh(r))\right]^1\left(dz+C_1\right)^2\end{array}$$
(8)
where $`z`$ stands for the spacelike coordinate along the M-theory circle with length at infinity $`2\pi g_sl_s`$ and $`C_{(1)}`$ is the magnetic dual one form to the previous RR 7-form $`[dC_{(1)}=_{10}dC_{(7)}]`$.

Notice that whenever $`c_10`$, the eleven dimensional geometry is not that of seven dimensional Minkowski spacetime times some curved manifold, but contains a warped factor. In the limit $`r_00`$ keeping $`c_1,c_2`$ fixed, the geometry asymptotes to the maximally supersymmetric Minkowski spacetime.

One non-trivial check  for the above family of solutions (8) concerns the zero charge sector $`(Q=0)`$. Indeed, it has been known for a while the embedding in eleven dimensions  of the Kaluza-Klein dipole solution  describing a monopole-antimonopole pair separated by some distance. Studying such a solution in the limit of vanishing dipole size, one gets the configuration

$$g=ds^2(\text{𝔼}^{1,6})+r^2\left(\mathrm{\Delta }^1(r)dr^2+d\mathrm{\Omega }_2^2\right)+\mathrm{\Delta }(r)r^2dx^2,$$
(9)
where the scalar function $`\mathrm{\Delta }(r)`$ is defined by $`\mathrm{\Delta }(r)=r(r2M)`$, M being some constant parameter.

It is clear that the matching between (8) and (9) requires setting

$$c_1=0,c_2=1$$

to ensure the vanishing of the warped factor and charge, respectively. The same reasoning applies for a system of more than two monopoles. If we want the solution to remain as a seven dimensional Minkowski spacetime times some four dimensional manifold where the monopoles are living, one needs $`c_1=0`$. In this subspace , (8) becomes

$$g=ds^2(\text{𝔼}^{1,6})+\left(1+\frac{r_0}{r}\right)^4(dr^2+r^2d\mathrm{\Omega }_2^2)+\left(\frac{rr_0}{r+r_0}\right)^2dx^2.$$
(10)
Notice that (9) and (10) are equivalent, as expected, under the coordinate transformation :

$$r=\widehat{r}\left(f_+(\widehat{r})\right)^2,$$

where $`\widehat{r}`$ stands for the radial coordinate in (10), provided the two constant parameters are identified as

$$M=2\widehat{r}_0.$$

Notice that the right hand side of the above coordinate transformation is invariant under the transformation $`r_0/\widehat{r}\widehat{r}/r_0`$. We shall see later that this symmetry is not restricted to the vanishing charge sector $`(c_2=1)`$, but generalizes to $`Q0`$.

### 2.3 Two parameter solution in M-theory

In the following, we shall concentrate on the $`c_1=0[k=2]`$ subspace of solutions

$`g`$ $`=`$ $`ds^2(\text{𝔼}^{1,6})+\left[{\displaystyle \frac{1c}{2}}f_{}^4+{\displaystyle \frac{1+c}{2}}f_+^4\right](dr^2+r^2d\mathrm{\Omega }_2^2)+{\displaystyle \frac{(f_+f_{})^2}{\left[\frac{1c}{2}f_{}^4+\frac{1+c}{2}f_+^4\right]}}(dz+C_{(1)})^2`$
which includes (10) in the sector of zero charge $`[c_2c=1]`$. We would like to emphasise that such a subspace of configurations includes both the BPS ones, through the scaling limit (7), and the zero distance monopole-antimonopole pair solution (9). Since it contains a seven dimensional Minkowski spacetime, it allows us to concentrate on the physics of the four dimensional curved manifold, which is rather natural if one is interested in relating the physics of D6-$`\overline{\text{D}6}`$ at strong coupling with tachyon condensation in orbifold models in $`\text{}^2`$, whose local description close to the fixed point (singularity) consists of such a seven dimensional Minkowski spacetime times some four dimensional manifold.

The two parameters $`\{r_0,c\}`$ appearing in (LABEL:msolution1) can be mapped to the charge (3) and mass (4) of the system, which satisfy the quadratic relation :

$$M^2=Q^2+(4\text{P}r_0)^2,$$
(12)
showing that the mass is bigger or equal to the charge. These parameters can be expressed in a much more physical way in terms of the number of branes (N) and anti-branes $`(\overline{\text{N}})`$ as

$`N\overline{N}`$ $`={\displaystyle \frac{8}{g_sl_s}}r_0\sqrt{c^21}`$ (13)
$`N+\overline{N}`$ $`={\displaystyle \frac{8}{g_sl_s}}r_0c,`$
or equivalently, by

$`r_0^2`$ $`={\displaystyle \frac{(g_sl_s)^2}{16}}N\overline{N}`$ (14)
$`c`$ $`={\displaystyle \frac{N+\overline{N}}{2\sqrt{N\overline{N}}}}.`$
As we can see from these formulae the radius of the bolt and the value of $`c`$ are discrete, as only an integer number of branes is allowed.

Notice that the measure for the non-BPS character of the configuration (5) is proportional to the ratio

$$\delta MV_6\frac{R_sr_0}{l_p^9},$$
(15)
where $`R_s`$ is the radius of the M-theory circle and $`l_p`$ is the eleven dimensional Planck length. A natural way of measuring the non-BPS character of the configuration in terms of D6-branes data is by the quotient

$$\frac{N+\overline{N}}{N\overline{N}}=\frac{c}{\sqrt{c^21}}$$
(16)
If there are only branes or antibranes, the quotient equals $`\pm 1`$, which can only be achieved if $`c\mathrm{}`$. Notice that to keep the charge (3) fixed in that limit, one must take at the same time $`r_00`$, which matches our discussion on BPS limits, in particular the scaling limit (7).

As we shall discuss more extensively in the next section, there is a bolt type singularity at $`r_0`$, both in the charged and non-charged sectors, for non-zero values of $`r_0`$. When approaching the supersymmetric configuration, the fate of the bolt singularity depends on the sector in which we are :

* If $`Q0`$, it gives rise to the usual nut singularity at $`r=0`$ where the monopoles (or antimonopoles) are sitting. This is the source for the naked singularity of the D6-branes (or $`\overline{\text{D}6}`$-branes) at the origin .
* If $`Q=0`$, it gives rise to flat space.

## 3 Geometry of the solution

Let us analyse the geometry of solution (LABEL:msolution1). First of all, it is exactly the Taub-bolt singularity without imposing the absence of conical singularities . That can be seen explicitly by the change of radial coordinate  :

$$r^{}=\frac{1}{2}\left(rm+\sqrt{r^22mr+l^2}\right),$$

and identifying the parameters in both solutions as $`c=m/\sqrt{m^2l^2}`$ and $`r_0=\sqrt{m^2l^2}/2`$.

If we keep the charge fixed and take $`r_00`$, or equivalently, we take the double scaling limit (7), we end up with the Taub-NUT metric :

$$g_4=H(r)(dr^2+r^2d\mathrm{\Omega }_2^2)+H(r)^1(dz+C_{(1)})^2$$
(17)
where $`H(r)=1+4r_0c/r`$, as expected for the BPS configuration (M=Q). In the limit close to the origin, the metric (17) reproduces the singularity of a $`\text{}_\text{N}`$ orbifold ($`\text{A}_{\text{N}1}`$ singularity), where N is the number of branes defined previously, i.e. in D-brane units $`H(r)=1+\frac{1}{2}g_sl_s\text{N}/r`$. Indeed, close to the singularity located at $`r=0`$, one can make the coordinate transformation

$$\widehat{r}=2\left(\frac{1}{2}g_sl_s\text{N}r\right)^{1/2},$$

which allows us to write the metric as

$$g_4=d\widehat{r}^2+\frac{\widehat{r}^2}{4}\left[d\theta ^2+(\mathrm{sin}\theta )^2d\phi ^2+\left(\frac{2dz}{l_sgN}+(1\mathrm{cos}\theta )d\phi \right)^2\right].$$
(18)
Taking into account that $`z`$ has a period of $`2\pi g_sl_s`$ one gets that the circle parametrised by $`z`$ has a conical behaviour like a $`\text{}_\text{N}`$ orbifold.

The solution (LABEL:msolution1) is defined for $`rr_0`$, the interior of the sphere $`r=r_0`$ not belonging to the solution. However, it is interesting to point out the existence of an isometry, the in$`\&`$out symmetry, that relates $`rr_0`$ with $`rr_0`$,

$$\frac{r_0}{r}\frac{r}{r_0}.$$

The geometry far away from $`rr_0`$ has the same assymptotic behaviour as in the supersymmetric configuration. Thus, any source of instability reflected in the geometry has to be in the region $`rr_0`$, at which we shall now look in detail.

Let us start our analysis in the charged sector $`(Q0)`$. Whenever the configuration is non-BPS, the metric has a bolt singularity at $`r=r_0`$. The bolt is a sphere of radius proportional to $`r_0`$ with conical singularities on it. To study these singularities, we can examine the metric (LABEL:msolution1) close to the bolt, by introducing the distance to the bolt as a coordinate $`(y=rr_0)`$ and concentrating on the region $`yr_0`$. After a trivial rescaling of the new radial coordinate, the four dimensional metric looks like

$$g_4=dy^2+8(1+c)r_0^2d\mathrm{\Omega }_2^2+\frac{y^2}{16(1+c)^2r_0^2}(dz+C_{(1)})^2.$$
(19)
Thus, close to the bolt, the periodicity of the compact coordinate $`x=z/l_s`$ is reduced by a factor

$$\frac{1}{L}\frac{l_sg_s}{4(1+c)r_0}=\frac{2}{N+\overline{N}+2\sqrt{N\overline{N}}},$$
(20)
which indeed points out to the existence of conical singularities whose angular deficit is $`2\pi \frac{L1}{L}`$. Notice that these singularities are located on a sphere of radius $`\text{R}_{\text{bolt}}=2\sqrt{2}\sqrt{1+c}r_0`$, whose area is

$$A=32\pi (1+c)r_0^2=\pi (l_sg_s)^2(N+\overline{N}+2\sqrt{N\overline{N}})\sqrt{N\overline{N}}.$$
(21)
Notice that the area takes discrete values depending on the integer numbers representing the number of branes and antibranes.

Even though the scalar curvature vanishes on the bolt, due to the existence of the conical singularities, one might wonder about higher order corrections to the eleven dimensional effective action close to the bolt. To clarify this issue, one can analyse the behaviour of the square of the Riemann tensor. Such corrections would be suppressed whenever

$$l_p^4R_{MNPR}R^{MNPR}1.$$

Working in the regime in which the number of branes is of the same order as the number of antibranes $`(N\overline{N})`$, the above constraint looks like

$$l_p^4R_{MNPR}R^{MNPR}\left(\frac{l_p}{r_0}\right)^4\left(g_s^{2/3}N\right)^41.$$

Therefore such corrections can be neglected when the size of the bolt is big in eleven dimensional Planck units, or equivalently

$$g_s^{2/3}N1,N\overline{N}.$$
(22)
Notice that in order to keep the string coupling constant small, the number of branes must be large. This is the approximation we would like to use.

When the size of the bolt is big $`(r_0/l_p1)`$, the metric (19) close to the bolt is a huge sphere times a cone. Furthermore, in the regime (22), the effect of $`C_{(1)}`$ is negligible 222Globally the structure of the space can be undertood as a $`\text{}_L`$ vector bundle over a trivial $`\text{}_L`$-space $`S^2`$. That means that the $`\text{}_L`$ is acting trivially on the sphere while rotating the fibre . The charge $`Q`$ of the system specifies the first Chern number as in the supersymmetric case.. Thus, locally, the four dimensional manifold $`_4`$ looks like

$$_4\text{}\times \text{}/\text{}_\text{L}.$$

That such a description allows an orbifold singularity $`\text{}/\text{}_\text{L}`$ interpretation can be further checked by using (20) in the regime (22), which ensures that L is an integer number.

These orbifold singularities have always closed string tachyons in the twisted sectors. In the next section, we shall compare the annihilation of brane-antibrane pairs expected in the open string description, with the sequences of transitions for $`\text{}/\text{}_{2\text{l}+1}`$ orbifolds discussed in , and we shall see that they are qualitatively the same.

### 3.1 Same number of branes and antibranes

We shall now move to the vanishing charge sector, that is, the one with the same number of branes and antibranes, i.e. $`N=\overline{N}`$. In this case, the metric reduces to (10) and depends on a single parameter $`r_0`$, which can be written in terms of the number $`N`$ of D6-$`\overline{\text{D}6}`$ pairs as

$$r_0=\frac{1}{4}g_sl_sN.$$

Since $`C_{(1)}`$ vanishes, the surfaces r=constant are trivial fibrations $`S^1\times S^2`$. The assymptotic geometries are $`\text{}^{1,9}\times S^1`$, whereas close to $`rr_0`$, one can check, proceeding in an analogous way to the previous discussion, that the bolt structure remains. In this case, the deficit in the periodicity is $`1/2\text{N}`$. That means that for an integer number of D6-branes the system has an orbifold interpretation as a $`\text{}_{2N}`$ orbifold.

The scalar curvature vanishes everywhere, as it corresponds to a solution of Einstein supergravity equations of motion with no matter, whereas the squared of the Riemann tensor is given by

$$R_{MNPR}R^{MNPR}=192\frac{r^6r_0^2}{(r+r_0)^{12}},$$

which has a maximum at $`r=r_0`$. Once more, the gravity approximation is reliable in the large bolt limit.

## 4 Evolution of the system

When one trivially reduces the previous M-theory configurations (LABEL:msolution1) by adding an extra transverse compact circle, one finds a generically non supersymmetric purely gravitational (geometrical) Type IIA configuration. Thus, the analysis of singularities discussed above still applies to this geometry.

We are thus left with two different descriptions in type IIA of a single M-theory configuration: first, the brane-antibrane system and on the other hand, geometrical configurations with conical singularities located on a sphere. Furthermore, in the limit of big bolt (22), the geometry of the conical singularities is locally given by that of an orbifold type, $`\text{}\times \text{}/\text{}_\text{N}`$. Thus, it is clear that both systems contain tachyons; the brane-antibrane system in the open string sector from strings stretching between a brane and antibrane, whereas in the orbifold side, there are closed string tachyons in the twisted sectors. These tachyons can be understood as localised on the bolt. Some properties of this kind of closed string twisted sectors and their possible evolution have been analysed in . In the following, we shall show that the expected annihilation of brane-antibrane pairs in the open string side matches the reduction in the order of the non-supersymmetric orbifold observed in the previous cited references.

We can consider the evolution of the system in the $`(M,Q)`$ parameter space. In the D6-brane picture, we expect branes to annihilate the antibranes so that the total charge is preserved. The mass will decrease up to a supersymmetric system, $`M=Q`$, in which we are left either with all branes or all antibranes. This process is expected to be a discontinuous process: branes and antibranes are annihilated in pairs as closed string fields will be emitted to the bulk. We expect a sequence 333We call now M the number of branes plus antibranes, and Q its difference.

$$(M,Q)(M2,Q)(M4,Q)\mathrm{}(Q,Q)$$

This process is represented schematically in figure 1.

When considered from the M-theory effective description in terms of a classical solution of the supergravity equations of motion, the latter depends on two continuous parameters : $`M`$ and $`Q`$. Nevertheless, one can study the evolution in the geometry of the family of configurations by moving in such a two dimensional parameter space. Indeed, we are interested in studying the decrease in the mass $`M`$ while keeping the charge $`Q`$ fixed. It is clear that such a motion requires a decrease of $`r_0`$ while $`c`$ increases “along the flow”. Heuristically, we can think of $`M=N_1+2\overline{N}`$ and $`Q=N_1`$ as the starting point of the flow. The value of $`r_0`$ is thus determined to be

$$r_0=\frac{g_sl_s}{4}\sqrt{\overline{N}^2+N_1\overline{N}}.$$

The motion along the flow we are interested in, is described by decreasing the parameter $`\overline{N}\overline{N}2`$, simulating the annihilation of a brane and antibrane. One can formally take the limit $`\overline{N}0`$ and get the BPS configuration as expected. In the $`r_0`$, $`c`$ parameter space this flow can be seen as a curve going to $`r_00`$ and $`c\mathrm{}`$ (see 3).

This flow has two effects: the radius of the bolt goes to zero and the conical singularity gets ’less’ conical with a factor $`1/(M+\sqrt{M^2Q^2})`$. When the system arrives at the supersymmetric configuration, the bolt disappears into a nut and a supersymmetric orbifold singularity remains at the origin $`\text{}^2/\text{}_\text{Q}`$. See figure 2.

One very interesting case is when the number of branes $`N`$ is exactly the same as the number of antibranes $`\overline{N}`$. In this case, the flow corresponds to a straight line at $`c=1`$, and the decrease in $`r_0`$ is directly related to the decrease in $`M=2N=r_0`$. Then close to the bolt there is an orbifold description as $`\text{}/\text{}_{2N}`$. The process of annihilating branes and antibranes takes $`\text{N}\text{N}2`$. From the orbifold point of view that corresponds to a transition $`\text{}/\text{}_{2N}\text{}/\text{}_{2(N1)}`$. Notice that this process is very similar to the one found by  where the orbifold singularity is desingularising till reaches the flat space by $`\text{}/\text{}_{\text{2N+1}}\text{}/\text{}_{\text{2N-1}}`$ (see figure 4). Notice that in the orbifold description in , the order of the orbifold is odd while in our case is even. However as we have already said, the correspondence between the two systems is expected to happen only at large N.

Notice that in both sides, brane-antibrane annihilation and the vev of the twisted field are discontinuous, so our approximation of continuous mass variation has no meaning between these points. When interpreted in terms of branes and antibranes, we have seen that the radius of the bolt takes discrete values as well as the $`c`$ parameter. Notice that, as discussed in , the process of desingularising the cone is expected to be discontinuous. So one expects sudden changes in the volume of the bolt from both sides. For example, one can consider the emission of dilaton fields by the brane-antibrane annihilation into the bulk. That will correspond to a sudden change in the M-theory coordinate that looks like the cone change in the twisted orbifold side as described in . It will be very interesting to relate these two discontinuous processes in detail. From the M-theory point of view, we can see the bolt as emitting waves that change suddenly the shape of the cone till the bolt disappear to a point.

It is important to notice that we are not mapping open string to closed string tachyons, we are just comparing the behaviour and evolution of two different systems related by an M-theory lift. If one naively tries to map one open to one closed string tachyon, one immediately realises that things are not working. For large number of pairs of branes and antibranes N the counting of open string tachyons goes like $`\text{N}^2`$ but the number of twisted closed string tachyons grows like N. Also the perturbative masses of these states do not match. However, the number of steps driving the system to the supersymmetric configuration is the same, of order N. This is because when a pair brane-antibrane disappears there are also N open string tachyons that decouple from the spectrum.

## 5 From orbifolds to branes

The relation among $`\text{}/\text{}_\text{N}`$ orbifolds and D6-$`\overline{\text{D}6}`$ systems in the large bolt limit leads us to consider a non-supersymmetric orbifold of Type IIA, perform its trivial lift to M-theory and reduce it afterwards along a circle inside the orbifold. The configuration thus obtained cannot be trusted far away from the origin, but it must correspond to the local description of some D6-brane system 444That is similar to what is happenning in flux-branes, see for instance, the discussion on Ref. .. Notice that this is exactly what happens for the supersymmetric orbifold $`\text{}^2/\text{}_{\text{N}(\pm 1)}`$ : this produces the familiar supersymmetric $`\text{A}_{\text{N}1}`$ orbifolds (for review see ), as reviewed at the beginning of section 3, which upon reduction along the Hopf fibre, gives rise to the local description of a system of N coincident D6-branes located at the fixed points of the $`S^1`$ along which we performed the reduction.

We shall next consider some particular non-supersymmetric orbifold singularities of the form $`\text{}^2/\left(\text{}_\text{N}\times \text{}_\text{M}\right)`$, where the action of each subgroup is defined in such a way that the complete orbifold breaks supersymmetry completely. We will see that after reduction along the Hopf fibre, the type IIA configuration has a line of conical singularities with some fractional D6-branes located at the origin whenever $`\text{M}0`$. It is important to stress, once more, that the forthcoming analysis is only reliable close to where the D-Branes are located.

### 5.1 $`\text{}^2/(\text{}_\text{N}\times \text{}_\text{M})`$ orbifolds

Let us define polar coordinates in $`\text{}^2`$ by

$`z_1`$ $`=r\mathrm{cos}{\displaystyle \frac{\theta }{2}}e^{i(\psi +\phi )/2}`$
$`z_2`$ $`=r\mathrm{sin}{\displaystyle \frac{\theta }{2}}e^{i(\psi \phi )/2},`$
where the range of the different angular variables is $`0\theta <\pi `$, $`0\phi <2\pi `$ and $`0\psi <4\pi `$. The action of the $`\text{}_\text{N}\times \text{}_\text{M}`$ group on $`\text{}^2`$ is of the form :

$$g_1(z)=\left(\begin{array}{cc}e^{\frac{2\pi i}{N}}& 0\\ 0& e^{\frac{2\pi i}{N}}\end{array}\right)\left(\begin{array}{c}z_1\\ z_2\end{array}\right)$$
(23)
and

$$g_2(z)=\left(\begin{array}{cc}e^{\frac{2\pi i}{M}}& 0\\ 0& e^{\frac{2\pi i}{M}}\end{array}\right)\left(\begin{array}{c}z_1\\ z_2\end{array}\right)$$
(24)
where $`g_i`$ are the generators of the group. The orbifold does not preserve supersymmetry because each subgroup preserves supersymmetries of different chirality. Thus, whenever the order of both subgroups (N,M) is different from 1, the total orbifold breaks supersymmetry completely. Due to the identifications associated with the orbifold construction, there are now two cones associated with each of the subgroups

$$0\phi <\frac{2\pi }{M}\text{and}0\psi <\frac{4\pi }{N}.$$

One can work with angular variables satisfying the standard periodicity conditions by rescaling $`\{\phi ,\psi \}`$. In this way, the periods are manifest in the metric

$$ds^2=ds^2(\text{𝔼}^{1,6})+dr^2+\frac{r^2}{4}\left[d\theta ^2+sin^2\theta \frac{d\phi ^2}{M^2}+\left(\frac{d\psi }{\text{N}}+cos\theta \frac{d\phi }{\text{M}}\right)^2\right]$$
(25)
There are many $`S^1`$’s along which one could reduce, but we shall take the usual Hopf fibering, i.e. reducing on $`\psi `$. Using the Kaluza-Klein ansatz, the ten dimensional metric in the string frame looks like

$$ds^2=\frac{r}{2\text{N}}\left\{ds^2(\text{𝔼}^{1,6})+dr^2+\frac{r^2}{4}\left(d\theta ^2+(\mathrm{sin}\theta )^2\frac{d\phi ^2}{\text{M}^2}\right)\right\},$$
(26)
whereas the dilaton and RR one form are given by:

$`e^\mathrm{\Phi }`$ $`=\left({\displaystyle \frac{r}{2\text{N}}}\right)^{\frac{3}{2}}`$ (27)
$`C_{(1)}`$ $`={\displaystyle \frac{\text{N}}{\text{M}}}\mathrm{cos}\theta d\phi `$
Notice that if $`M=1`$, the above configuration matches the local description of N coincident D6-branes close to the naked singularity (r=0), and half of the supersymmetry is preserved.

Whenever $`\text{M}1`$, the naked singularity remains but there is an additional line of conical singularities coming from a $`\text{}/\text{}_\text{M}`$ orbifold. Indeed, after reducing along the Hopf fibering, we are left with $`\text{}^3`$ in the subspace transverse to the D6-branes, but with one angular coordinate of reduced period 555Using $`\phi ^{}=\phi /M`$, the metric is flat but $`\phi ^{}`$ is defined over $`0\phi ^{}<2\pi /M`$.. The set of fixed points of the orbifold which reduced the period of the angular variable is given by the line $`\theta =0,\pi `$ r. We can thus interpret the ten dimensional configuration as the local description close to r=0 of a set of D-branes on a $`\text{}/\text{}_\text{M}`$ orbifold carrying fractional charge N/M.

Notice that for the systems just discussed there is no open-closed string instability correspondence like in previous sections, since the analysis in both sides implies the existence of closed string tachyons in the twisted sectors.

## 6 Conclusions and perspectives

In this paper, we have analysed the geometry of the lift to M-theory of certain D6-$`\overline{\text{D}6}`$ systems. For any non-BPS configuration, we find a bolt type singularity. The annihilation of D6-$`\overline{\text{D}6}`$ pairs in the open string description is realised, on the gravity side, by a reduction on the size of the bolt and a desingularization of the conical singularities on it. In the large bolt limit, the M-theory geometry is locally described by $`\text{}\times \text{}/\text{}_\text{N}`$. This allowed us to qualitatively match the annihilation of D6-$`\overline{\text{D}6}`$ pairs with the sequences of transitions described in $`\text{}/\text{}_\text{N}`$ non-supersymmetric orbifolds. As we have already said, the process is discontinuous in both sides. It would be very interesting to analyse how the discrete evolution is produced. Having realised this connection, we considered the non-supersymmetric orbifold $`\text{}^2/\text{}_\text{N}\times \text{}_\text{M}`$ and its relation with a local description of unstable branes, which turned out to be fractional D6-branes on a $`\text{}/\text{}_\text{M}`$ singularity.

There are several natural questions related with the results reported here. Due to the relation among D6-brane systems and $`\text{}/\text{}_\text{N}`$ orbifolds, it would be very interesting to investigate if there is any brane realisation for the sequences of transitions found in  regarding non-supersymmetric $`\text{}^2/\text{}_{\text{N(k)}}`$ orbifolds.

We would also like to point out that the brane-antibrane system discussed in this paper can be interpreted as a particular case of a pair of D6-branes at generic angles, the one in which they have opposite orientations. These more general systems do generically break supersymmetry 666See, among others, . and in some regions of their moduli space, they are empty of tachyons. It would be interesting to understand the M-theory dynamics in these cases .

Other physical systems which have recently been given a lot of attention and do also have localised closed string tachyons are fluxbranes . It would be interesting to understand the stability and supersymmetry of some of them using similar local descriptions to the ones appearing in this work.

On the other hand, the analysis in section 5 is just a local one, as can be seen from the fact that the dilaton (string coupling) increases as we move away from the origin. It would be nice to look for non-BPS configurations whose validity of description goes beyond the region where the brane sits.

## Acknowledgments

We would like to thank P. Barbón, R. Emparan, Y. Oz and A. Uranga for discussions, and especially R. Emparan for pointing out the existence of reference  and for his comments on the first version of this work. R.R. would like to thank the group in Humboldt University in Berlin for hospitality during the progress of this work. J.S. would like to thank the theory division at CERN for hospitality during the initial stages of the present work. The research of J. S. has been supported by a Marie Curie Fellowship of the European Community programme “Improving the Human Research Potential and the Socio-Economic knowledge Base” under the contract number HPMF-CT-2000-00480.


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# Calculation of the Ultracold Neutron Upscattering Loss Probability in Fluid Walled Storage Bottles using Experimental Measurements of the Liquid Thermomechanical Properties of Fomblin

## I Introduction

The concept of a fluid-walled ultracold neutron (UCN) storage bottle is due to C. Bates bates  who developed and demonstrated the technique at the Risley reactor in the U.K. The basic idea is that a hydrogen-free fluorinated oil (Fomblin) wets glass and metal surfaces, and thereby produces a clean, chemically perfect, microscopically flat and reproducible UCN reflecting surface. Fomblin is quite viscous at room temperature; when it is sprayed onto surfaces, it drains away leaving a thin stable film. The fluid readily seals gaps and holes associated with UCN entrance and exit valves, provided that the mechanical parts fit rather closely. Fomblin also has a very low vapor pressure. Some of the most accurate determinations of the neutron $`\beta `$decay lifetime have been obtained with Fomblin-walled storage cells. mampe ; arzu

There is some uncertainty in the chemical formula of Fomblin Y Vac 18/8 (manufactured by Ausimont/Montedison Group), the material most widely used in UCN storage experiments. The mean molecular weight is 2650, and the stoichiometry is roughly $`\mathrm{C}_3\mathrm{F}_6\mathrm{O}`$, with density at 20 C of 1.89 g/cc, with a mean effective UCN potential of $`V=106.5`$ neV. The UCN loss coefficient (ucnbook , Eq. (2.66)) is given by the ratio of the imaginary $`W`$ to real part $`V`$ of the effective UCN potential,

$$f=\frac{W}{V}=\frac{\sigma _lk}{4\pi a}$$

where $`\sigma _l`$ is the total $`1/v`$ loss cross section for neutrons with wavenumber $`k`$, and $`a`$ is the coherent scattering length. $`f`$ has contributions from nuclear absorption and bulk process, e.g. upscattering which occurs for temperature $`T>0`$. For the range of formulae for Fomblin given in fomform , the possible values of $`f`$ due to nuclear absorption lie in the range

$$2.5\times 10^7<f<6\times 10^7.$$
(1)
The uncertainty in the Fomblin molecular formula given in fomform  is a result of the coherent scattering lengths of C, F, and O being quite similar (6.65, 5.60, 5.81 fm, respectively) so the effective UCN potential $`V`$ is relatively insensitive to the relative numbers of each atomic species. On the other hand, the nuclear absorption cross sections of C, F, and O are quite different (3.5, 9.6$`\pm `$.5, 0.19 mb, respectively, for thermal (2200 m/s) neutrons). Thus, the stoichiometry of Fomblin could be better determined by simultaneously considering $`f`$ extrapolated to $`T=0`$, which is quite sensitive to the atomic fraction of F because it has a comparatively larger absorption cross section, and $`V`$ which cannot be used to effectively determine the relative amounts of F and O.

For experiments operated near room temperature (290 K - 320 K), it is found that

$$2\times 10^5<f<6\times 10^5$$
(2)
and the temperature dependence of $`f`$ is much faster than being proportional to $`T`$ or $`\sqrt{T}`$ as might be expected due to atomic and molecular fluctuations in the wall (see, e.g., ucnbook , Sec. 2.4.6) , and if fact seems to follow the viscosity temperature dependence rather closely. Some attempts were made to explain the observed temperature dependence of $`f`$. For example, if there is a $`1/v`$ cross section for slow neutrons due to upscattering in the fluid, this cross section can be used to modify $`W`$ to include this loss mechanism and in this regard, the transmission of 60 Å neutrons through a sample of Fomblin as a function of sample temperature was measured ruddies . These measurements are discussed in mampe  where it is stated that the temperature dependence of $`f`$ comes within a factor of 1.5 of explaining the experimentally observed temperature dependence of the loss rate. The loss rate for the lowest temperature 218 K moroz  implies $`f=6\pm 2\times 10^6`$ which is still an order of magnitude greater than Eq. (1). More recent measurements by by Morozov et al. of the transmission of 9 m/s neutrons through a 4 mm thick sample as a function of temperature are consistent with these results moroz2 .

It is possible that $`f(T)`$ has contributions from different sources. The purpose of our work reported here is to evaluate the upscattering loss of UCN due to thermally excited surface capillary waves. Pokotilovski has investigated the energy broadening of (monochromatic) UCN stored in a fluid walled bottle poko1 ; poko2 ; this is a question closely related to the upscattering loss, but it seems to us that the temperature dependent loss rate is an experimentally better studied phenomenon but is lacking a fundamental explanation. The principal data we will address were obtained by Richardson et al. dave .

## II Experimental Determination of the Thermomechanical Properties of Fomblin Y Vac 18/8

Although the properties of this material are available from the manufacturer, we thought it prudent to perform measurements ourselves under conditions similar to those used in an experiment. The sample of Fomblin Y Vac 18/8 (hereafter referred to as Fomblin) was obtained from that used in mampe . These is anecdotal evidence that the viscosity changes for degassed samples in vacuum compared to samples that have been stored a long time in air. We therefore performed our measurements with the Fomblin under vacuum when possible, with the material being introduced into the various apparatuses to be discussed by distillation under high vacuum ($`P<5\times 10^7`$ torr).

These measurements were done in Aug. 1991; some details were lost (e.g., specific equipment models employed) but given the modest accuracy of the results, these details are not important.

### II.1 Mechanical Viscosity Measurement

The viscosity was determined by the time it took for a known volume of Fomblin to drain through a Pyrex capillary of known length and diameter, under the influence of gravity. The glass system comprising two relatively large volumes connected by a capillary is shown in Fig. 1. Marks were placed on the large tubes corresponding to a volume $`v=0.425\pm .005`$ cm3. The capillary diameter was $`2.00\pm 0.01`$ mm, with length 4.8$`\pm 0.1`$ cm.

Fomblin was distilled into the glass measurement apparatus under high vacuum; the glass was sealed off from the vacuum system, and the time to drain the known volume was measured as a function of temperature, with the temperature determined by a water bath. The kinematic viscosity is given by (ll , Eq. (17.10))

$$\nu =\frac{\pi g}{8(V/t)}R^4$$
(3)
where $`\nu `$ is the kinematic viscosity, $`g`$ the acceleration of gravity, $`V`$ is the known volume, $`t`$ is the time to drain the known volume, and $`R`$ is the capillary radius. The time to drain the volume varied from about 150 sec at the lowest temperatures, to about 2 sec at the highest temperatures; at the lowest temperatures, the constancy and value of the temperature was the major uncertainty ($`\pm 1.2`$ K), while at the high temperatures, the timing (to 0.1 sec accuracy) was the principal limitation to the accuracy. In addition, there is a small correction associated with the change in height of the liquid layer as the Fomblin drains, but it is less than 5%. The results are shown in Fig. 2 and are in good agreement with, and follow the trends of, values reported by the manufacturer (1.9, .09, and .02 cm2/s at 293, 393, 493 K respectively). In the range of measurements, the viscosity is adequately described to within experimental error by the following empirical formula:

$$\nu (T)=2.0\times 10^7e^{0.055T}+900T^{3/2}$$
(4)
where $`\nu `$ is in cm2/s, and $`T`$ is measured in K, with estimated accuracy over the temperature range 280-308 K which will be used later.

### II.2 Thermal Expansion

Fomblin was distilled into a Pyrex capillary tube of 2 mm inside diameter, filling the tube to a length of about 5 cm. The tube was sealed off from the vacuum system, and the relative change in length of the sample as a function of temperature was measured. The results are shown in Fig. 3; the principal limits to accuracy were the length measurement ($`\pm 0.2`$ mm) and temperature control ($`\pm 0.5`$ K). The thermal expansion of Fomblin is about 100 times larger than Pyrex, so the expansion of the glass is an insignificant correction. The density as a function of temperature is given by

$$\rho (T)=1.89[1+8.97\times 10^4(294T)]\mathrm{g}/\mathrm{cm}^3$$
(5)
where $`T`$ is measured in K, and the accuracy of this fit is about 5%. The temperature dependence of the density is particularly important because it leads directly to a temperature dependence of the effective UCN potential. This information was not available from the manufacturer.

### II.3 Surface Tension

The surface tension was measured using a Cenco student demonstration tensiometer which in essence measures the restoring force against a length of wire pulled up against the liquid surface. Unfortunately, there was no simple way to perform this measurement on a sample under vacuum. The apparatus was calibrated with deionized water. For Fomblin, the surface tension was found to be

$$\alpha =24\pm 1\mathrm{dyne}/\mathrm{cm}$$
(6)
and was independent of temperature to within measurement accuracy. The value quoted by the manufacturer is 20 dyne/cm.

### II.4 Liquid Properties by Light Scattering

By use of a heterodyne laser scattering technique, the dynamic liquid surface properties of Fomblin could be measured directly without physically contacting the surface in any significant way. The idea is that the surface undergoes a sort of brownian motion due to thermal fluctuations.

The theory describing the two-dimensional thermally excited surface capillary waves has been developed by Bouchiat and Meunier; when presented as a time and two-dimensional surface Fourier transforms, the mean-square height fluctuations are described by bom

$$P_𝐪(\omega )=P(\omega ,q)=\frac{k_BT}{\pi \omega }\frac{q}{\rho }\tau ^2\mathrm{Im}\left[\frac{1}{D(i\omega \tau )}\right]$$
(7)
where

$$D(S)=y+(1+S)^2\sqrt{1+2S}$$
(8)
$$y=\frac{\alpha \rho }{4\eta ^2q},\tau =\frac{\rho }{2\eta q^2}$$
(9)
where, as before, $`\alpha `$ is the surface tension, $`\rho `$ is the density, and $`\eta `$ is the viscosity $`\eta =\nu \rho `$ where $`\nu `$ is the kinematic viscosity.

Directed laser light reflecting from this surface will be scattered by time-varying surface disturbances, with surface wavevector $`q`$ and frequency $`\omega `$. By purposely aiming a fraction of the light specularly reflected from the surface in an angle corresponding to diffraction by a disturbance with wavenumber $`q`$ (the “reference beam”) to the detector, the time-dependent scattered component can be measured by beating with the reference beam. The reference beam is produced by placing a weak transmission diffraction grating in the specularly reflected beam (this grating also intercepts the scattered light which is extremely weak). This technique was proposed and developed by Hård et al. hard  The specific apparatus that we used is described in ajp , with the exception of the vacuum sample cell. As discussed in ajp , data was aquired with the apparatus on a vibration isolated optical table. In addition, the vacuum sample cell isolated the liquid surface from disturbing air currents which were a problem for free liquid surfaces in air.

The Fomblin sample was contained under vacuum in a cubical cell; the cell was constructed of 5 mm thick float glass plates, and had internal dimension of 4 cm3, glued together with Torr-Seal Epoxy (Varian). A 5 mm diameter Pyrex tube was glued into a hole drilled in the top plate; Fomblin was distilled into the cell (to a depth of 3 mm) through this tube and then sealed off from the vacuum system.

The cube was cooled/heated from the bottom with a Peltier device, and the temperature was controlled with a simple feedback loop. Light was directed onto the liquid surface at an angle of approximately 70 from normal through one of the vertical walls of the cell; the scattered and specularly reflected light exited the opposite vertical wall. The laser light was detected with a PIN photodiode, and the heterodyne signal was Fourier analyzed with a Hewlett-Packard audio frequency spectrum analyzer. Results as a function of temperature and $`q`$ are shown in Fig. 4. Also shown are four-parameter fits to Eq. (7); these parameters include $`\tau `$, $`y`$, an amplitude factor, and a DC offset. Results of the fits are given in Table I.

The inferred values of $`\nu `$ and $`\alpha `$ are also given in in Table I. As can be seen, these results agree with previous mechanical measurements; the values of $`\nu `$ are plotted in Fig. 2, shown as squares.

## III Calculation of the Upscattering Loss Rate due to Thermally-Excited Surface Capillary Waves

The surface waves described in Sec. II D can inelastically scatter (diffract) a UCN that reflects from the surface. The probability to upscatter a UCN to an energy outside the UCN range can be calculated using Eq. (7) when it is properly normalized. The formalism describing non-specular inelastic scattering was developed by Pokotilovski poko2  and we will use his results with minor modifications.

### III.1 Normalization of Eq. (7)

The work of bom  was intended to derive the spectrum of the surface fluctuations; the absolute normalization appears to have been of secondary importance. For our case, the overall magnitude is of crucial importance.

First, the static average surface distortion, based on statistical mechanics considerations, is given as

$$\overline{|\zeta _𝐪(0)|^2}=\frac{k_BT}{\alpha q^2𝒜}$$
(10)
where $`𝒜`$ is the surface area. If we imagine $`𝒜`$ to be a square with dimensions $`L`$ so $`𝒜=L^2`$, the effective spread in $`q_x`$ and $`q_y`$ is

$$\mathrm{\Delta }q_x=\mathrm{\Delta }q_y=\frac{2\pi }{L}\frac{1}{𝒜}=\frac{1}{(2\pi )^2}dq_xdq_y$$
(11)
and therefore, to cast Eq. (7) per unit $`q_xq_y`$, a factor of $`1/(2\pi )^2`$ is required.

Second, the integral of $`P(\omega ,q)`$ over $`\omega `$ should give the static result, Eq. (10):

$$_{\mathrm{}}^{\mathrm{}}P(\omega ,q)𝑑\omega =\frac{k_BT}{\pi }\frac{q}{\rho }\tau ^2\mathrm{Im}_{\mathrm{}}^{\mathrm{}}\frac{dx}{x}\left[\frac{1}{D(ix)}\right]=\frac{k_BT}{\pi }\frac{q}{\rho }\tau ^2\frac{\pi }{y}=\frac{k_BT}{\alpha q^2}$$
(12)
where the integration was performed by noting that the only pole of the integrand is at $`x=0`$; by integrating along the real axis and taking a semicircle around the origin, the integral is $`i\pi `$ times the residue at $`x=0`$ which is $`1/(iy)`$.

### III.2 Possible Corrections to Eq. (7)

The coating obtained by spraying Fomblin and allowing the material to drain to a thin, stable film are of order $`10^4`$ cm thick or greater. The multiplicative correction factor to the capillary wave dispersion relationship, due to finite film thickness, is very roughly proportional to $`\mathrm{tanh}(qd)`$ where $`d`$ is the film thickness (ll , Sec. 62, Problem 1). For $`q`$ of interest for UCN scattering, $`10^4\mathrm{cm}\times q>>1`$ so $`\mathrm{tanh}qd1`$ so we expect no significant effect due to film thickness. However, at higher temperatures where the viscosity is low, the films might drain to layers thin enough so that there is a substantial correction. The net effect will be to reduce the upscatter rate.

We are also considering rather high frequency waves; it might be expected that the Fomblin has some frequency dependence. However, Fomblin appears to be a Newtonian fluid (e.g., light scattering and mechanical measurements had no anomalous behavior) and the Fomblin molecules are not very large on the scale of what is considered a polymer. The molecular collisional frequency of Fomblin molecules, which is on of the factor that determine the viscosity, is much higher than the frequencies of interest for UCN scattering (e.g., $`10^8`$ Hz compared to more than $`10^{10}`$ Hz). For the analysis presented here, we will assume that the low frequency measurements described earlier in this paper are applicable.

### III.3 Kinematics

Let us consider an incident neutron with wavevector (we set the azimuthal angle of the incoming wave to zero without loss of generality); referring to Fig. 5,

$$𝐤_𝐢=k_{ix}\widehat{x}+k_{iz}\widehat{z}=k_i(\mathrm{sin}\theta _i\widehat{x}+\mathrm{cos}\theta _i\widehat{z});k_i^2=2mE_i/\mathrm{}^2$$
(13)
where the polar angle $`\theta _i`$ is defined relative to the surface normal which is taken along $`\widehat{z}`$, and $`E_i`$ is the incident UCN energy. The surface wave disturbance can be described by

$$𝐪=q_x\widehat{x}+q_y\widehat{y}=q(\mathrm{cos}\varphi _q\widehat{x}+\mathrm{sin}\varphi _q\widehat{y}).$$
(14)
where $`\varphi `$ is the azimuthal angle relative to the incident neutron momentum.

When a UCN diffracts from the time varying surface, energy and momentum are conserved (we consider first upscattering, e.g., the UCN gains energy).

$$k_f^2=k_i^2+\frac{2m\omega }{\mathrm{}}.$$
(15)
We can consider a UCN of specified $`𝐤_𝐢`$, hence $`|𝐤_𝐢|`$ is specified, and choose $`\omega `$ which determines $`|𝐤_𝐟|`$; choosing $`𝐪`$ determines $`\theta _f`$ and $`\varphi _f`$, the polar angles of the outgoing neutron wavevector. The components of the wavevector in the liquid surface plane (denoted by subscript s) change on reflection by

$$𝐤_{\mathrm{𝐟𝐬}}=𝐤_{\mathrm{𝐢𝐬}}+𝐪$$
(16)
or

$$k_{fx}=k_i\mathrm{sin}\theta _i+q\mathrm{cos}\varphi ;k_{fy}=q\mathrm{sin}\varphi .$$
(17)
For the component of $`𝐤_𝐟`$ normal to the surface,

$$k_{fz}^2=k_f^2k_{fx}^2k_{fy}^20$$
(18)
where the inequality constrains the values of $`𝐪`$ for allowed scattering. This sets a range on the magnitude of $`𝐪`$:

$$0qq_{max}=k_f+k_i.$$
(19)
In particular, we can define a kinematic factor such that

$$K(E_i,\theta _i,\omega ,q,\varphi )=\{\begin{array}{cc}1\hfill & \text{if }k_{fz}^20\hfill \\ 0\hfill & \text{otherwise,}\hfill \end{array}$$
(20)
where $`k_{fz}^2`$ is given by Eq. (18).

### III.4  Loss Probability per Bounce

The probability of loss per bounce was calculated by Pokotilovski poko2 :

$$w_{q,\omega _q}=8k_{iz}k_{fz}P(\omega ,q)\left|\frac{k_{iz}iK_{iz}}{k_{fz}+iK_{fz}}\right|=8Fk_{iz}k_{fz}P(\omega ,q)$$
(21)
where

$$K_{i,fz}^2=k_c^2k_{i,fz}^2$$
(22)
with $`k_c`$ the critical momentum for UCN reflection. This equation results from determining the scattered wavefunction amplitude then calculating the probability current normal to the surface. Pokotilovski was interested in below-barrier upscattering in which case the factor $`F=1`$.

In the case where the final UCN energy is higher than the wall potential, some care must be used in calculating the upscatter loss probability. The UCN will be lost from the system if the final neutron energy is greater than the wall potential. This loss has two components: 1. The upscattered reflected wave will be lost from the system, 2. The component of the scattered wave within the wall (film) is not an evanescent wave, but is a propagating wave (e.g., $`K_{fz}`$ in Eq. (6) of poko2  or Eq. (22) above is imaginary). We must therefore account for this losses for the wave transmitted into the material. Referring to Eqs. (A6.21) and (A6.22) of ucnbook , the amplitudes of the reflected and transmitted upscattered waves are equal. The probability current perpendicular to the liquid surface determines the loss asty , e.g., in Eq. 21 the factor $`k_{fz}k_{fz}+\sqrt{k_{fz}^2k_c^2}`$. Thus,

$$F=\{\begin{array}{cc}1\hfill & \text{if }k_{fz}^2<k_c^2\hfill \\ \frac{k_c^2}{k_{zf}[(k_{fz}^2k_c^2)^{1/2}+k_{fz}]}\hfill & \text{otherwise.}\hfill \end{array}$$
(23)
The UCN will be lost from the system if its final energy is greated than the wall potential $`V`$. We can recast this in terms of allowed wave frequencies: For UCN loss to occur,

$$\omega +\omega _0>\omega _c=V/\mathrm{};\mathrm{}\omega _0=E_i$$
(24)
where $`E_i`$ is the incident UCN energy. Thus, there is a minimum $`\omega `$ for upscattering loss,

$$\omega _{min}=\omega _c\omega _0.$$
(25)
The differential probability that a UCN, with $`E_i`$, $`\theta _i`$, and $`\omega `$ specified, is upscattered and lost from the system due to surface waves in a small range around a value $`𝐪`$ is given by

$$d\mu _{sw}=8Fk_{iz}k_{fz}w_i\frac{P(\omega ,q)}{(2\pi )^2}dq_xdq_yd\omega $$
(26)
where $`w_i`$ is a weighting factor giving the probability for a UCN to be incident at angle $`\theta _i`$,

$$w_i=2\mathrm{sin}\theta _i\mathrm{cos}\theta _i,$$
(27)
and $`dq_xdq_y=qdqd\varphi `$.

The total probability for loss is equal to the integral of $`d\mu `$ over $`q`$ and $`\varphi `$, followed by an integration over $`\theta _i`$, and finally over $`\omega `$ with $`\omega >\omega _{min}`$,

$$\mu _{sw}(E_i,T,\omega _{min})=_{\omega _{min}}^{\mathrm{}}𝑑\omega _0^{\pi /2}w_i𝑑\theta _i\left[2_0^\pi 𝑑\varphi _0^{q_{max}}q𝑑qK(E_i,\theta _i,\omega ,q,\varphi )8Fk_{iz}k_{fz}\frac{P(\omega ,q)}{(2\pi )^2}\right]$$
(28)
where $`K`$ is defined in Eq. (20), and the dependence of $`\mu _{sw}`$ on the temperature (due to, e.g., the viscosity and density change of Fomblin) and incident UCN energy $`E_i`$ and minimum energy $`\omega _{min}`$ to upscatter to greater than $`V`$ are explicitly indicated.

The integration is analytically unwieldy, so it has been performed numerically. The results, taking into account the temperature dependence of the viscosity and density (hence effective UCN potential) of Fomblin are shown in Fig. 6.

The slow curvature with increasing temperature (hence decreasing viscosity) results from the $`y`$ term in Eq. (7), which is proportional to the surface tension, becoming important.

### III.5 Reanalysis of Previous Data

It is noted in dave  that a simple fit to a value of $`f`$ and to losses through holes and gaps of total area $`A_h`$ does not explain the observed lifetimes of a fluid-walled bottle for energies within 10 neV of $`V`$. There is enough flexibility in $`f`$ and $`A_h`$ to adequately fit the lower values of energy; as seen in Fig. 6, the surface wave upscatter loss probability drops rapidly with energy. However, the temperature variation in $`f`$ as derived from these fits seems non-physical.

In general, a full monte-carlo analysis of the system is required. For example, in a realistic storage system, the weight function Eq. (27) becomes a function of geometry. However, 80% of the UCN loss for Eq. (28) occurs for angles between 20 and 60, so at the 10-20% level of accuracy, we can neglect modification of the weight function. Furthermore, a full monte-carlo analysis would require knowledge of the liquid surface specularity for UCN reflection which is not known. Another fortunate feature of the Ref. dave  measurements is that the cylindrical storage cell height $`2R=6.6`$ cm leads to a small change in UCN energy as a function of position in the cell (7% effect) that can be modelled, as described below, with 10% accuracy.

For our reanalysis of the Ref. dave  experimental data, we use oure experimentally determined values for viscosity (Eq. (4)), density (Eq. (5)), and surface tension (Eq. (6)), and neglect the uncertainties in these values. We fitted the observed lifetime vs. energy data to $`f`$ and $`A_h`$ was done as in dave , but included all data points and the surface wave upscatter loss described by Eq. (28). However, particularly for $`E_i`$ close to $`V`$, we need to take into account the effects of gravity in the storage bottle which was a horizontal cylinder with radius $`R=3.3`$ cm and length $`L=160`$). There are two effects that need to be accounted for. First, the upscatter loss function energy dependence is very steep for $`E_i`$ approching $`V`$. Second, a UCN that upscatters at the “top” of the storage vessel will gain energy as it falls, and will eventually be lost from the system if the final energy $`E_fV2mgR`$ asty . This effect can be modelled by varying $`\omega _{min}`$ in Eq. (28) as a function of height in the bottle.

The total average lifetime for a UCN with initial energy $`E`$ (monochromatic) specified at a horizontal plane that intersects and divides the storage vessel into two halves at the cylinder axis can be readily determined. The rate of loss can be written

$$\frac{1}{\tau (E)}=\frac{1}{\tau _\beta }+\mathrm{}^1v(E)\overline{\mu }_{tot}(E)$$
(29)
where $`\tau _\beta `$ is the neutron beta decay lifetime, $`\mathrm{}`$ is the mean free path,

$$\mathrm{}^1=\frac{1}{2L}+\frac{1}{2R}$$
(30)
$`v(E)`$ is magnitude of the UCN velocity at the plane, and $`\overline{\mu }_{tot}(E)`$ is the total loss per bounce averaged over the storage vessel walls. The height-dependent total loss is given by

$$\mu _{tot}(E,\theta )=\left[1\frac{mgR\mathrm{cos}\theta }{E}\right]^{1/2}\left[\mu (EmgR\mathrm{cos}\theta )+\mu _{sw}(EmgR\mathrm{cos}\theta ,T,\omega _{min}2mgR\mathrm{cos}\theta )+\frac{A_h}{4V_b}\right].$$
(31)
where $`\theta `$ is the cylinder polar angle with $`\theta =0`$ being the bottom of the storage vessel, and $`\mu (E)`$ is the $`1/v`$ material loss term (ucnbook , Eq. (2.70)),

$$\mu (E)=2f[\frac{V}{E}\mathrm{arcsin}\left(\frac{E}{V}\right)^{1/2}(\frac{V}{E}1)^{1/2}].$$
(32)
As described in the Introduction, $`f`$ has contributions from both nuclear absorption and upscattering and represents the losses from the UCN evanescent wave within the film during the time of reflection.

The first factor in Eq. (31) expresses the change in wall collision frequency as a function of height and has a 2% effect for $`EV`$. The average of the storage walls is given by

$$\overline{\mu }_{tot}(E)=\frac{1}{\pi }_0^\pi \mu _{tot}(E,\theta )𝑑\theta .$$
(33)
This average was numerically computed and then averaged over with the the energy resolution function given in dave , Eq. (10), to produce total loss curves as a function of temperature $`T`$; $`f`$ and $`A_h`$ are left as fit parameters for a given $`T`$.

The most extensive data presented in dave  is for the temperature $`T=294`$ K. Including the surface wave upscattering loss and fitting to the two parameters results in an excellent fit, as shown in Fig. 7. The decrease in $`\chi ^2`$ (see Table II) compared with the fit results presented in dave  shows the importance of the surface wave loss for UCN energies near the wall potential. It should be noted that the excess loss is not associated with slow heating of the UCN, as suggested in dave  but with a direct upscattering loss. As will be shown in the next section, the heating/cooling effect probably does not alter the functional form shown in Fig. 7.

Fits to the 283 K and 308 K data are shown in Figs. 8 and 9, with fit results tabulated in Table II. Again, including the surface wave upscattering loss provides an explanation of the extra loss rate for the higher energy UCN.

It should be noted that the $`\chi ^2`$ for these fits is extremely sensitive to the energy, e.g., changing the energy for either of the two highest points in Fig. 7 by $`\pm 1`$ neV changes $`\chi ^2`$ by a factor of 0.5 to 2. Therefore, the fact that the spectrum shape can be varying during storage might be evident in the data and analysis, but as can be seen by directly considering Figs. 7-9, the simple analysis presented here is adequate to within statistics, implying an accuracy of 10-20%. Including the uncertainties in the measured Fomblin properties would lead to a modest reduction in $`\chi ^2`$.

Finally, the values of $`f`$ for the various temperatures shown in Table II indicate a significant temperature dependence. These values, along with the value derived from moroz  discussed in the Introduction are plotted in Fig. 10. It can be seen that a crude extrapolation to $`T=0`$ implies a reasonable range of values for the residual (nuclear absorption) loss.

The observed variation of bottle lifetime as a function of temperature is about 4 s/K mampe ; referring to Fig. 7, the contribution to the loss rate from Eq. (32) is about a factor of two larger than the surface wave loss rate for 70 neV UCN. Interpolating from Fig. 6, the change in $`\mu _{sw}`$ is about $`5\times 10^8/`$K for 70 neV with the Fomblin near room temperature, while from Table II $`f`$ varies as $`df/dT=2.3\pm 1\times 10^7/`$K. The variation in $`\tau `$ with change loss rate(s) can be estimated from Eqs. (27) and (30) (the effect due to the change in the potential $`V`$ from thermal expansion is negligible)

$$\delta \tau /\delta T=\tau ^2\delta \mu _{tot}/\delta T=\tau ^2\frac{v}{\mathrm{}}\left[1.44\delta f+\delta \mu _{sw}\right]/\delta T$$
(34)
which, for a 20 cm mean free path for 70 neV neutrons, with a storage lifetime of 710 s mampe  implies

$$\delta \tau /\delta T=(710\mathrm{s})^2(1.44\times (2.3\pm 1)\times 10^7+5\times 10^8)\frac{370\mathrm{cm}/\mathrm{s}}{20\mathrm{cm}}/\delta T=3.6\pm 1.6\mathrm{s}/\mathrm{K}$$
(35)
which is in good agreement with 4 s/K. The surface wave loss amounts to 20% of the net total loss for 70 neV UCN at $`T=294`$ K. In mampe , it is stated that the observed upscatter loss in the transmission of 60 Å neutrons comes within a factor of 1.5 of explaining the observed loss. Within the approximations here, it would seem that the surface wave scattering can account for most of the excess loss observed in this storage experiment.

### III.6 UCN Heating

Heating of UCN occurs when energy is gained as before, but when the final energy is still lower than the wall potential. The calculation is carried out by integrating from near $`\omega =0`$ to $`\omega _{min}`$ as defined in relation to Eq. (28). The lower limit is set by the resolution of the measurement apparatus, or, e.g., by the spectral width of the stored nearly monochromatic UCN, taken here as $`\pm 2`$ neV, so $`E_r=2`$ neV and $`\omega _r=E_r/\mathrm{}`$. The heating probability is thus obtained by modifying Eq. (28) (e.g., the integration over $`\omega `$ is not performed to get $`\mu _{sq}(E_i,T,\omega )`$):

$$P_{heat}(E_i,T,\omega _r)=_{\omega _r}^{\omega _{min}}\mu _{sw}(E_i,T,\omega )𝑑\omega $$
(36)
where $`\omega _{min}`$ was defined in relation to Eq. (28) and in this case represents the maximum energy change that a UCN can receive and remain trapped. The average energy change is given by

$$\mathrm{\Delta }\overline{E}(E_i,T,\omega _r)=_{\omega _r}^{\omega _{min}}\mathrm{}\omega \mu _{sw}(E_i,T,\omega )𝑑\omega /P_{heat}(E_i,T,\omega _r).$$
(37)
It is suggested in dave  that energy might be transferred to the UCN at a rate of order $`\delta E_{rms}=2(1.5)\times 10^{11}`$ eV per collision. The numerical results shown in Fig. 11 imply an energy change of around $`10^{13}`$ eV per collision, obtained by taking the upscatter probability times the energy change. Of course, very small energy changes (less than the instrumental resolution) are more probable, but many more reflections are needed to move a UCN from the initial energy distribution; the $`10^{13}`$ eV/collision provides a reasonable estimate of the heating rate. This result is in agreement with the results of Pokotilovski poko1 ; poko2  and we thus do not further elaborate the heating issue which is more fully discussed by him.

More recent measurements by Bondarenko et al. moroz3  indicate a heating probabilities shown in Table III. In this experiment, UCN in a 0-52 neV energy range were stored in a Fomblin-coated bottle, and upscattering to energies between 52 and 106 neV were detected. To calculate this probability, we assume an initial UCN energies in the 0-52 neV range, and calculate the total probabilities to scatter to the 52-106 neV range, using Eq. (36). The energy-dependent upscatter probabilities are then averaged over the initial spectrum presented in moroz3 , Fig. 5. As presented in Table III, it can be seen that our results are in reasonable agreement with the experimental results, to within the reported factor of 2 to 3 uncertainty associated with neutron transport efficiency in the experimental apparatus. A plot of the upscatter probability as a function of temperature, for the parameters of this experiment, is shown in Fig. 12.

The cooling rate and average energy decrease can be calculated in a similar fashion. In this case, the integration limits of Eq. (36) are 0 and $`E_i/\mathrm{}\omega _r`$. The probability to upscatter or downscatter is shown in Fig. 13. As discussed by Pokotilovski, the functions are very symmetric about the incident UCN energy, so the effect of a small energy change, either an increase or a decrease, tend to be averaged away.

The measurements by Bondarenko et al. moroz3  also determined the probability for UCN with initial energy around 13 neV, to downscatter to final energy in the range 0-11.5 neV, and found a probability of about $`10^6`$ per bounce. The temperature of the Fomblin was not specified; however, the measured probability is consistent with the results presented in Fig. 13 where the integrated probability to downscatter from 10 neV initial energy to less than 8.5 neV is in the $`10^6`$ range for both temperature curves shown in Fig. 13. (The variation in integrated probability with initial energy is fairly slow; the calculated result would not be significantly different for 13 neV initial energy.) The rapid drop in probablity with decreasing maximum final energy that is evident in Fig. 13 is consistent, within statisitics and uncertainties in neutron transport, with the data presented in moroz3 , Fig. 2.

## IV Conclusion

As shown in Figs. 7-9, the UCN lifetime for energies near 100 neV (e.g., the high energy data points presented in Ref. dave ) are well-described by upscattering loss due to surface waves. In this analysis, the low-frequency kinematic viscosity and surface tension were used. The excellent agreement between theory and experiment suggest that no modification of the low frequency dispersion curve for the surface waves are required, but we might anticipate that for higher accuracy data, this simple analysis ultimately might not be sufficient.

It was suggested in dave  that the excess high energy loss is due to changes in the stored UCN spectral properties; the analysis presented here indicates that direct upscattering to energies higher than the wall potential fully account for the observed loss rate beyond that due to nuclear absorption and upscattering in the film (as parameterized by $`f`$ in Eq. (32)) and losses through holes and gaps. The decrease in $`\chi ^2`$ for the re-analysis of the Richardson et al. data, with no adjustable parameters, indicates that surface wave upscattering laregely describes the excess loss rate for UCN energy close to the wall potential. As described in Sec. F, and shown Figs. 11 and 12, the heating and cooling probabilities are sufficiently small so that, at the level of accuracy of the data presented in dave , the effects of spectral evolution are not important. However, such effect are likely important for high-accuracy determination of the neutron lifetime from Fomblin coated bottles.

We have shown that the observed temperature dependence of the net loss rate has a significant component due to the surface wave upscattering loss process. In mampe , the measured temperature dependence of the lifetime for 70 neV in a Fomblin coated bottle is given as 4 s/K. This was not fully explained by the temperature dependent $`1/v`$ cross section (e.g., the temperature dependence of $`f`$ in Eq. (32)). The temperature dependent loss implied by measurements of transmission of 60 Å neutrons through Fomblin was 33% too small mampe ; ruddies . However, from our analysis, the surface wave upscattering accounts for up to 20% of the loss for 70 neV UCN. This accounts for much of the reported discrepancy. This, together with our estimate of the temperature variation of $`f`$, explains the UCN loss in Fomblin coated bottles to within experimental errors.

Recent Fomblin transmission measurements using 9 m/s neutrons by Morozov et al. moroz2  indicate that $`df/dT=9\pm 5\times 10^8`$/K which is in rough agreement with the result presented in Sec. IIE, based on Fig. 6. Furthermore, the values of $`f`$ implied by the Ref. moroz2  measurements are in agreement with the results of our analyis presented in column five of Table II. Unfortuantely, our value of $`f`$ extrapolated to $`T=0`$ (Fig. 10) has too much uncertainty to help with the analysis of the Fomblin stoichiometry as discussed in the Introduction.

We hope that the analysis presented here will stimulate high-accuracy experimental measurement of the temperature dependent $`1/v`$ cross section of Fomblin. It is our expectation that the temperature dependence of $`f`$ together with the surface wave loss rate can fully explain the temperature dependence of the storage lifetime of Fomblin coated bottles.

We thank Albert Steyerl for critically reading the manuscript and providing clarifications on several points. SKL was supported by LANL LDRD-DR 2001526.


text:
# On eigenvalues of discrete Schrödinger operators with potentials of Coulomb type decay

## 1 Introduction

In this paper we study one-dimensional discrete Schrödinger operators on the ”half line” (that is on $`\mathrm{}_2()`$), which are defined by

$$(H_\phi y)(n)=y(n1)+y(n+1)+V(n)y(n)$$

(where $`0<\phi <\pi `$) along with a phase boundary condition

$$y(0)\mathrm{sin}\phi +y(1)\mathrm{cos}\phi =0.$$

The actual value $`\phi `$ from the definition of the operator $`H_\phi `$ will not be significant, therefore we will omit the index $`\phi `$ and will write $`H`$ instead of $`H_\phi `$.
We assume that $`V(n)`$ is a Coulomb potential, that is $`V(n)`$ satisfies

$$|V(n)|\frac{C}{n}$$
(1)
for some constant $`C>0`$. We prove below the following theorem:

###### Theorem 1.1

Let a potential $`V(n)`$ satisfy the condition (1). Let $`E_j`$,
$`j=1,2,\mathrm{}`$, be eigenvalues of $`H`$ corresponding to $`l^2`$-eigenvectors. Suppose all $`E_j`$’s lie in $`(2,2)`$ and $`E_jE_k`$ if $`jk`$. Then holds the following inequality:

$$\underset{j=1}{\overset{\mathrm{}}{}}\left(1\frac{E_j^2}{4}\right)\frac{C^2+2}{2}.$$
(2)
In particular, the eigenvalues which lie inside of the interval $`[2,2]`$ (which is the essential spectrum of $`H`$ in the case under consideration, see , Chapter 3) form a finite or a countable set with only two possible accumulation points $`2`$ and $`2`$.

Remark. The similar result for continuous one-dimensional Schrödinger operators with potentials of Coulomb type decay was proved by Kiselev, Last and Simon in , and the similar result for Dirac operators with Coulomb potentials was proved by the author in .

## 2 Auxiliary results

We use a EFGP transformation (also called a Prüfer transformation) to rewrite the discrete Schrödinger equation

$$y(n1)+y(n+1)+V(n)y(n)=Ey(n)(n)$$
(3)
for $`E`$ from the interval $`(2,2)`$. So, suppose that $`E(2,2)`$ and let $`y`$ be some solution of (3). Write $`E=2\mathrm{cos}x`$ with $`x(0,\pi )`$ and define $`R(n)>0`$, $`\theta (n)`$ by

$$\left(\begin{array}{c}u(n)u(n1)\mathrm{cos}x\\ u(n1)\mathrm{sin}x\end{array}\right)=R(n)\left(\begin{array}{c}\mathrm{cos}(\theta (n))\\ \mathrm{sin}(\theta (n))\end{array}\right).$$

(We note that EFGP variables $`R(n)`$ and $`\theta (n)`$ depend on the spectral parameter $`x`$.) Denote $`\frac{V(n)}{\mathrm{sin}x}`$ with $`\nu _x(n)`$. Then $`R`$ and $`\theta `$ obey the equations (see )

$$R(n)^2=u(n)^2+u(n1)^22u(n)u(n1)\mathrm{cos}x,$$
(4)
$$\frac{R(n+1)^2}{R(n)^2}=\left(1\nu _x(n)\mathrm{sin}(2\theta (n)+2x)+\nu _x^2(n)\mathrm{sin}^2(\theta (n)+x)\right),$$
(5)
$$\mathrm{cot}(\theta (n+1))=\mathrm{cot}(\theta (n)+x)\nu _x(n).$$
(6)
###### Lemma 2.1

(due to , ) If $`|\nu _x(n)|<\frac{1}{2}`$, then

$$|\theta (n+1)\theta (n)x|\pi |\nu _k(n)|.$$
(7)
###### Lemma 2.2

Let $`(\gamma _n)`$ be a sequence of real numbers with the property
$`|\gamma _{n+1}\gamma _n|C_1/n`$ for some constant $`C_1>0`$ for $`n>n_0`$ and let $`\alpha `$ be some real number $`2\pi n`$, $`n`$. Then the sequence

$$\left(\underset{n=1}{\overset{N}{}}\frac{1}{n}e^{i(\alpha n+\gamma _n)}\right)_{N=1}^{\mathrm{}}$$

is bounded.

Proof. We can assume without loss of generality $`n_0=1`$. We use the Abel transformation to obtain

$$\underset{n=1}{\overset{N}{}}\frac{1}{n}e^{i(\alpha n+\gamma _n)}=\frac{1}{N}e^{i\gamma _N}\underset{j=1}{\overset{N}{}}e^{i\alpha n}\underset{n=1}{\overset{N1}{}}\left(\frac{1}{n+1}e^{i\gamma _{n+1}}\frac{1}{n}e^{i\gamma _n}\right)\underset{j=1}{\overset{n}{}}e^{i\alpha j}.$$

The first summand is bounded as $`N\mathrm{}`$ because of

$$\underset{j=1}{\overset{n}{}}e^{i\alpha j}=e^{i\alpha }(1e^{i\alpha n})(1e^{i\alpha })^1$$

and the second one is bounded as $`N\mathrm{}`$ because the series

$$\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{1}{n+1}e^{i\gamma _{n+1}}\frac{1}{n}e^{i\gamma _n}\right)\underset{j=1}{\overset{n}{}}e^{i\alpha j}$$

converges, for we can majorize $`|\frac{1}{n+1}e^{i\gamma _{n+1}}\frac{1}{n}e^{i\gamma _n}|`$ by $`(1+C_1)/n^2`$ because of

$$\begin{array}{c}\left|\frac{1}{n+1}e^{i\gamma _{n+1}}\frac{1}{n}e^{i\gamma _n}\right|=\left|\frac{1}{n(n+1)}e^{i\gamma _n}(ne^{i(\gamma _{n+1}\gamma _n)}n1)\right|\hfill \\ \hfill \frac{1}{n^2}\left(n|e^{i(\gamma _{n+1}\gamma _n)}1|+1\right)\frac{1}{n^2}+\frac{1}{n}\underset{|x|C_1/n}{sup}|e^{ix}1|\\ \hfill =\frac{1}{n^2}+\frac{1}{n}|e^{iC_1/n}1|=\frac{1}{n^2}+\frac{1}{n}2|\mathrm{sin}\frac{C_1}{2n}|\frac{C_1+1}{n^2}.\mathrm{}\end{array}$$

###### Corollary 2.3

Let $`x_j`$, $`j=1,\mathrm{},m`$, be real numbers which satisfy $`2x_j\pi n`$, $`n`$, for all $`j`$ and $`x_j\pm x_k\pi n`$, $`n`$, for all $`jk`$, and let $`\theta _j(n)`$, $`j=1,\mathrm{},m`$, be EFGP angles corresponding to the eigenvalues $`2\mathrm{cos}x_j`$ of $`H`$. Denote $`\theta _j(n)+x_j`$ with $`\overline{\theta }_j(n)`$. Then the sequences

$$\left(\underset{n=1}{\overset{N}{}}\frac{1}{n}\mathrm{sin}2\overline{\theta }_j(n)\mathrm{sin}2\overline{\theta }_k(n)\right)_{N=1}^{\mathrm{}},jk,$$
(8)
and

$$\left(\frac{\mathrm{ln}N}{2}\underset{n=1}{\overset{N}{}}\frac{1}{n}\mathrm{sin}2\overline{\theta }_j^2(n)\right)_{N=1}^{\mathrm{}}$$
(9)
are bounded.

Proof. First of all we choose $`n_0`$ so that holds $`|\nu _{x_j}(n)|<1/2`$ for all $`j=1,\mathrm{},m`$ and for all $`n>n_0`$. We can do it because of the condition (1) (note that $`\mathrm{min}_{j=1,\mathrm{},m}|\mathrm{sin}x_j|>0`$).
Then we use Lemma 2.2 with three different definitions of $`\gamma _n`$ and $`\alpha `$:
1)$`\gamma _n:=2(\overline{\theta }_j(n)+\overline{\theta }_k(n))2x_jn2x_kn`$ and $`\alpha :=2x_j+2x_k`$ ($`jk`$),
2)$`\gamma _n:=2(\overline{\theta }_j(n)\overline{\theta }_k(n))2x_jn+2x_kn`$ and $`\alpha :=2x_j2x_k`$ ($`jk`$) and
3)$`\gamma _n:=4\overline{\theta }_j(n)4x_jn`$ and $`\alpha :=4x_j`$.
In all three cases the condition $`|\gamma _{n+1}\gamma _n|\frac{4\pi C}{an}`$ is satisfied for $`n>n_0`$, because of Lemma 2.1 and the condition (1). (We note also that $`\alpha `$’s satisfy in all three cases the condition $`\alpha 2\pi n`$.)

We consider only the real parts of $`\left(_{n=1}^N\frac{1}{n}e^{i(\alpha n+\gamma _n)}\right)`$ to obtain that the following three sequences are bounded:
$`_{n=1}^N\frac{1}{n}\mathrm{cos}(2\overline{\theta }_j(n)+2\overline{\theta }_k(n))`$ (the case 1),
$`_{n=1}^N\frac{1}{n}\mathrm{cos}(2\overline{\theta }_j(n)2\overline{\theta }_k(n))`$ (the case 2) and
$`_{n=1}^N\frac{1}{n}\mathrm{cos}(4\overline{\theta }_j(n))=_{n=1}^N\frac{1}{n}(12\mathrm{sin}^22\overline{\theta }_j(n))`$ (the case 3).

Then we obtain the boundedness of (8) by substraction of the first sequence from the second one and the boundedness of (9) from the boundedness of the third one by the boundedness of the sequence $`\left(_{n=1}^N\frac{1}{n}\mathrm{ln}N\right)`$. $`\mathrm{}`$

###### Lemma 2.4

(due to ) Let $`\{e_i\}_{i=1}^N`$ be such a set of unit vectors in a Hilbert space $``$, that holds

$$\beta :=\underset{kj}{sup}e_k,e_j_{}<1/N.$$

Then for any g from $``$ holds

$$\underset{j=1}{\overset{N}{}}|g,e_j_{}|^2(1+\beta N)g_{}^2.$$

###### Lemma 2.5

For all $`x`$ from $`(0,\epsilon )`$ ($`\epsilon >0`$) hold the inequalities

$$\mathrm{ln}(1+x)\frac{1}{1+\epsilon }x$$

and

$$\mathrm{ln}(1x)\frac{1}{1\epsilon }x.$$

Proof. We have only to use Mean Value Theorem:

$$\mathrm{ln}(1+x)=\mathrm{ln}(1+x)\mathrm{ln}1x\underset{\xi (1,1+x)}{inf}\frac{1}{\xi }x\frac{1}{1+\epsilon },$$

$$\mathrm{ln}(1x)=\mathrm{ln}(1)\mathrm{ln}(1x)x\underset{\xi (1x,1)}{sup}\frac{1}{\xi }x\frac{1}{1\epsilon }.\mathrm{}$$

## 3 Proof of Theorem 1.1

Let $`m`$ be an arbitrary but fixed positive integer. We consider eigenvalues $`E_1,\mathrm{},E_m`$. Write $`E_j=2\mathrm{cos}x_j`$ with $`x_j(0,\pi )`$. Denote $`\mathrm{min}_{j=1,\mathrm{},m}\mathrm{sin}x_j`$ with $`a`$. It is evident that $`a>0`$.
We assume for the moment that all $`x_j`$’s lie in the interval $`(0,\pi /2)`$.

Let EFGP-variables $`R_j(n)`$ and $`\overline{\theta }_j(n)`$ correspond to the $`l^2`$-solution $`y(n)`$ of (3) with $`E_j=2\mathrm{cos}x_j`$ (we assume that $`R_j`$ is normalized by $`R_j(0)=1`$). From (4) follows $`_{j=1}^mR_j(n)^2l^1`$, which implies

$$\underset{¯}{lim}n\underset{j=1}{\overset{m}{}}R_j(n)^2=0.$$

Thus, there exists the sequence $`N_l\mathrm{}`$ (monotonically) so that for $`j=1,\mathrm{},m`$ and for all $`l`$ holds

$$R_j(N_l)^2\frac{1}{N_l}.$$
(10)
Now we choose $`n_0`$ so that for $`n>n_0`$ holds the inequality $`C/an<1/2`$, which implies $`|\nu _{x_j}(n)|<1/2`$ for all $`j=1,..,m`$. Using (5) we obtain from (10):

$$\mathrm{ln}(R_j(n_0))+\underset{n=n_0}{\overset{N_l1}{}}\mathrm{ln}(1\nu _{x_j}(n)\mathrm{sin}(2\overline{\theta }_j(n))+\nu _{x_j}(n)^2\mathrm{sin}^2(\overline{\theta }_j(n)))\mathrm{ln}N_l.$$

Using Lemma 2.5 and Lemma 2.1, the condition (1) and the monotone behavior of the function $`\mathrm{ln}x`$, we obtain from the last inequality for every $`j`$:

$$\mathrm{ln}(R_j(n_0))\underset{n=n_0}{\overset{N_l1}{}}a_{j,n}\nu _{x_j}(n)\mathrm{sin}(2\overline{\theta }_j(n))\mathrm{ln}N_l,$$
(11)
where $`a_{j,n}`$ is defined by

$$a_{j,n}=\left\{\begin{array}{c}\frac{1}{1C/an},\nu _{x_j}(n)\mathrm{sin}(2\overline{\theta }_j(n))0\\ \frac{1}{1+C/an},\nu _{x_j}(n)\mathrm{sin}(2\overline{\theta }_j(n))<0.\end{array}\right\}$$

From the condition (1) follows easily the convergence of the series

$$\underset{n=n_0}{\overset{\mathrm{}}{}}(a_{j,n}1)V(n)\mathrm{sin}(2\overline{\theta }_j(n)),$$

which implies (taking in account (11)) that there exists such a constant $`C_2`$, that for all $`j`$ and all $`l`$ holds the following inequality:

$$\mathrm{sin}x_j\mathrm{ln}N_l\underset{n=n_0}{\overset{N_l1}{}}V(n)\mathrm{sin}(2\overline{\theta }_j(n))C_2.$$
(12)
Now we define for each fixed $`l`$ the Hilbert space $``$l as follows:
$``$l: $`=`$ $`l^2(n_0,\mathrm{},N_l1)(n)`$, that is the set of all finite sequences $`(b_n)_{n=n_0}^{N_l1}`$ with the scalar product $`b,c=_{n=n_0}^{N_l1}nb_nc_n`$ (where $`b=(b_n)`$, $`c=(c_n)`$).

We define vectors $`f_j(n)`$, $`e_j(n)`$ ($``$l) by $`f_j(n)=\frac{\mathrm{sin}2\overline{\theta }_j(n)}{n}`$, $`e_j(n)=\frac{f_j(n)}{f_j(n)}`$. From $`x_jx_k`$, $`jk`$, and $`x_j(0,\pi /2)`$ follows $`4x_j2\pi n`$, $`2x_j\pm 2x_k2\pi n`$, $`jk`$, so we can apply Corollary 2.3 to obtain from (9)

$$f_j(n)^2=\underset{n=n_0}{\overset{N_l1}{}}n^1\mathrm{sin}^22\overline{\theta }_j(n)=\mathrm{ln}N_l/2+O(1).$$

($`O(1)`$ denotes here and further any quantity which is bounded as $`l\mathrm{}`$.)

If $`jk`$ we have from (8):

$$e_j,e_k=f_j(n)^1f_k(n)^1\underset{n=n_0}{\overset{N_l1}{}}n^1\mathrm{sin}2\overline{\theta }_j(n)\mathrm{sin}2\overline{\theta }_k(n)=\frac{1}{\mathrm{ln}N_l}O(1).$$

So we can use Lemma 2.4 with $`g:=V(n)`$l with sufficiently large $`N_l`$ (so that for $`\frac{1}{\mathrm{ln}N_l}O(1)`$ from the last formula holds $`\frac{1}{\mathrm{ln}N_l}O(1)<1/m`$) to obtain the inequality

$$\underset{j=1}{\overset{m}{}}\left(\underset{n=n_0}{\overset{N_l1}{}}nV(n)e_j(n)\right)^2\left(1+m\frac{1}{\mathrm{ln}N_l}O(1)\right)\underset{n=n_0}{\overset{N_l1}{}}nV(n)^2.$$

From the last inequality together with (12) and with the inequality

$$\underset{n=n_0}{\overset{N_l1}{}}nV(n)^2C^2(\mathrm{ln}N_l+O(1))$$

(where we used the condition (1)) follows now for sufficiently large $`N_l`$’s:

$$\begin{array}{c}\underset{j=1}{\overset{m}{}}\left(\mathrm{sin}x_j\mathrm{ln}N_lC_2\right)^2\underset{j=1}{\overset{m}{}}\left(\underset{n=n_0}{\overset{N_l1}{}}V(n)\mathrm{sin}(2\overline{\theta }_j(n))\right)^2\hfill \\ \hfill =\underset{j=1}{\overset{m}{}}\left(\underset{n=n_0}{\overset{N_l1}{}}nV(n)f_j(n)\right)^2=\underset{j=1}{\overset{m}{}}f_j(n)^2\left(\underset{n=n_0}{\overset{N_l1}{}}nV(n)e_j(n)\right)^2\\ \hfill =\left(\frac{\mathrm{ln}N_l}{2}+O(1)\right)\underset{j=1}{\overset{m}{}}\left(\underset{n=n_0}{\overset{N_l1}{}}nV(n)e_j(n)\right)^2\\ \hfill \left(\frac{\mathrm{ln}N_l}{2}+O(1)\right)\left(1+\frac{m}{\mathrm{ln}N_l}O(1)\right)C^2(\mathrm{ln}N_l+O(1))\\ \hfill =\frac{C^2(\mathrm{ln}N_l)^2}{2}\left(1+\frac{m}{\mathrm{ln}N_l}O(1)\right).\end{array}$$

On the other hand we have

$$\underset{j=1}{\overset{m}{}}\left(\mathrm{sin}x_j\mathrm{ln}N_lC_2\right)^2=(\mathrm{ln}N_l)^2\left(\frac{m}{\mathrm{ln}N_l}O(1)+\underset{j=1}{\overset{m}{}}\mathrm{sin}^2x_j\right).$$

As we can choose $`N_l`$ arbitrarily large, we obtain then $`_{j=1}^m\mathrm{sin}^2x_j\frac{C^2}{2}`$.

It is easy to see that if we replace the assumption $`x_j(0,\pi /2)`$ for all
$`j=1,\mathrm{},m`$ by the new assumption $`x_j(\pi /2,\pi )`$ for all $`j=1,\mathrm{},m`$, the whole consideration remains valid (we have in this case also $`2x_j\pm 2x_k2\pi n`$, $`jk`$, and $`4x_j2\pi n`$). Returning to a general situation we have now to take in account the ”critical” point $`\pi /2`$. Because of $`\mathrm{sin}(\pi /2)=1`$ we obtain in a general situation the inequality

$$\underset{j=1}{\overset{m}{}}\mathrm{sin}^2x_j\frac{C^2}{2}+1.$$

The right side of this inequality is independent of $`m`$, therefore we can replace the finite sum on the left with the infinite sum $`_{j=1}^{\mathrm{}}\mathrm{sin}^2x_j`$. We have now only to use the relation $`\mathrm{sin}^2x_j=1\mathrm{cos}^2x_j=1E_j^2/4`$. The inequality (2) is proved.

From (2) it is easy to see, that for each fixed $`\epsilon `$ from $`(0,1)`$ there exists at most finite number of eigenvalues $`E_j`$ with $`E_j(2+\epsilon ,2\epsilon )`$. So the only possible accumulation points of the set of eigenvalues of $`H`$ lying in the interval $`[2,2]`$ are the points $`2`$ and $`2`$. $`\mathrm{}`$