text:
# Norms on the cohomology of a 3-manifold and SW theory

## 1. Introduction

It has been proven, in \[McM\], that two natural (semi) norms defined on the first cohomology group of a $`3`$-manifold, namely the Alexander norm $`_A`$, defined from the Alexander polynomial of the manifold, and the Thurston norm $`_T`$, defined in terms of the minimal genus of the representatives of the Poincaré dual two dimensional homology class, satisfy a relation expressed in the following

###### Theorem 1.1.

(McMullen) Let $`N`$ be a compact, connected, oriented $`3`$-manifold (eventually with boundary a union of tori); then the Alexander and Thurston norm satisfy

(1)
$$_A_T+\{\begin{array}{cc}(1+b_3(N))\mathrm{𝑑𝑖𝑣}()\hfill & \text{if }b_1(N)=1\hfill \\ & \\ 0\hfill & \text{if }b_1(N)>1,\hfill \end{array}$$

where $`\mathrm{𝑑𝑖𝑣}()`$ denotes the divisibility of an element in $`H^1(N,)`$.

This inequality, applied to the particular case where the three manifold is the exterior of a knot $`K`$, reduces to the well known fact that the degree of the Alexander polynomial of the knot (i.e. the difference between highest and lowest power) is bounded from above by twice the genus of the knot, i.e. the lowest value of the genus of a Seifert surface of the knot.
These two norms turn out to be strictly related to the $`3`$-dimensional Seiberg-Witten theory.
The proof of Theorem 1.1 given in \[McM\] is purely topological, but it is suggested the existence of a proof based on SW theory. (It appears that the first one to observe this has been D.Kotschick; P.Kronheimer previously proved the inequality in the case of $`N`$ obtained as $`0`$-surgery of a knot, in \[K2\]; the first detailed proof of the general case appeared in a preprint of the author (\[V\]), on which this paper is partly based.)
Our first aim will be to write the two norms in terms of SW basic and monopole classes for $`N`$. This allows, as mentioned, an alternative proof of Theorem 1.1, that we will work out for the case, for us more interesting, of a closed manifold with $`b_1(N)>1`$.
Then we will use these results to study symplectic $`4`$-manifolds of the form $`S^1\times N`$, for an irreducible $`N`$. We will prove the following

###### Theorem 1.2.

Let $`N`$ be an irreducible $`3`$-manifold with $`b_1(N)>1`$ such that $`S^1\times N`$ admits a symplectic structure $`\omega `$; then there exists a face $`F_T`$ of the unit ball of the Thurston norm contained in a face $`F_A`$ of the unit ball of the Alexander norm.

This quite peculiar property is satisfied by fibered $`3`$-manifolds, and supports the conjecture that a $`3`$-manifold $`N`$ such that $`S^1\times N`$ admits a symplectic structure must in fact be fibered.
Theorems 1.1 and 1.2 hold true also in the case of $`b_1(N)=1`$. It is not surprising that the proof is technically quite longer, due to the chamber structure of the SW invariants in that case. We will omit this case here, referring the interest reader to \[V\], where it is treated in detail.
We will then address the problem of determining the constraints for a cohomology class $`\alpha `$ on a symplectic $`4`$-manifold to be represented by a symplectic form $`\omega `$. It is clear that such an $`\alpha `$ must have positive square, and its pairing with the SW basic classes must satisfy the constraints determined in \[T2\]. Li-Liu have conjectured in \[LL\] that these are sufficient conditions. We will prove the following

###### Theorem 1.3.

There exists a symplectic $`4`$-manifold of the form $`S^1\times N`$ and a cohomology class $`\alpha `$ of positive square satisfying Taubes’ “more constraints” which can not be represented by a symplectic form.

Hence, Li-Liu conjecture is false.

## 2. Alexander and Thurston norms

We start by briefly recalling the definition of Alexander and Thurston norms on the first cohomology group of a closed, oriented $`3`$-manifold $`N`$. Denote by $`F`$ the free abelian group $`F:=H_1(N,)/Tor`$; by definition, $`rk(F)=b_1(N)`$. The Alexander polynomial of $`N`$ is an element of the group ring $`[F]`$, i.e. a finite sum

(2)
$$\mathrm{\Delta }_N=\underset{𝐢}{}a_𝐢t^𝐢$$

where $`𝐢=(i_1,\mathrm{},i_{b_1(N)})`$ is a multi-index of cardinality $`b_1(N)`$, $`t=(t_1,\mathrm{},t_{b_1(N)})`$ with $`\{t_i\}`$ a basis of $`F`$ and $`a_𝐢`$ are integer coefficients. The Alexander polynomial is well defined up to multiplication by units of $`[F]`$. For any element $`\varphi H^1(N;)`$ we define the norm

(3)
$$\varphi _A:=\text{max}_{\mathrm{𝐢𝐣}}\varphi (t^𝐢t^𝐣),$$

where the indexes run over all $`𝐢,𝐣`$ such that $`a_𝐢,a_𝐣`$ are non zero. It is clear that this definition is unaffected by the indeterminacy in the Alexander polynomial and does not depend on the coefficients.
The Thurston norm, described in \[Th2\], is defined as follows: for any Riemann surface $`\mathrm{\Sigma }`$ embedded in $`N`$ denote

(4)
$$\chi _{}(\mathrm{\Sigma })=\underset{\mathrm{\Sigma }_i|g(\mathrm{\Sigma }_i)1}{}(\chi (\mathrm{\Sigma }_i)),$$

where $`\mathrm{\Sigma }`$ is the disjoint union of the $`\mathrm{\Sigma }_i`$; we then define the norm

(5)
$$\phi _T=\text{min}\{\chi _{}(\mathrm{\Sigma })|\mathrm{\Sigma }N,PD[\mathrm{\Sigma }]=\varphi \}.$$

It is not difficult to verify that both norms are linear on rays and satisfy the triangle inequality. It is possible to continuously extend these norms to cohomology with real coefficients. The unit ball of these norms is then a finite, convex (possibly noncompact) polyhedron. In particular, the unit ball of the Alexander norm is by construction dual (up to a factor $`2`$) to the Newton polyhedron of $`\mathrm{\Delta }_N`$.

## 3. Basic classes and monopole classes

In this section we will discuss the way the Alexander and Thurston norms are related to Seiberg-Witten theory. Essentially the relation between Alexander norm and SW theory will be deduced from Meng-Taubes proof of the equivalence of a SW invariant of a $`3`$-manifold and the Alexander polynomial of the manifold. The relation of Thurston norm and SW theory, instead, has been analyzed in \[KM\].
We start with a brief review of SW theory in dimension three, in order to have a formulation which is the suitable for our purposes. Let $`(N,g)`$ be a smooth, closed, oriented, riemannian three dimensional manifold. We will assume that $`b_1(N)>1`$. We equip $`N`$ with the canonical homology orientation induced by a basis of $`F`$. Once $`N`$ is endowed with a spinc structure $`P_N`$, i.e. a $`U(1)`$ lifting of the $`SO(3)`$ frame bundle, we can consider the three dimensional SW equations

(6)
$$F_A=q(\psi )i\eta ,/_A\psi =0,$$

where $`A`$ is a connection on the determinant bundle of the spinc structure, $`q()`$ is an $`\mathrm{\Omega }^2(N;i)`$-valued bilinear form on the sections of the spinor bundle associated to $`P_N`$, $`\eta `$ is a perturbation term that lives in $`\mathrm{\Omega }^2(N;)kerd`$, and $`/_A`$ is the Dirac operator that acts on spinors. These equations are invariant under the gauge group of those automorphisms of $`P_N`$ which act trivially on the frame bundle. This group acts freely away from reducible couples, that we can remove suitably choosing good perturbations. It is possible to prove (see e.g. \[MT\]), using standard techniques, that choosing a generic nonexact perturbation the moduli space of solutions of Equation 6, modulo gauge equivalence, is a $`0`$-dimensional compact, oriented, smooth manifold; under change of the metric and perturbation (as $`b_1>1`$) different moduli spaces are moreover cobordant. We denote by $`(P_N,g,\eta )`$ the moduli space of solutions of Equations 6, omitting the arguments whenever unnecessary.
We define the SW invariant for $`P_N`$ as the algebraic sum of the oriented points of $`(P_N,g,\eta )`$ for $`\eta `$ a good perturbation. We have the following definition:

###### Definition 3.1.

Let $`cH^2(N;)`$ be an integral cohomology class that arises as first Chern class of a spinc structure $`P_N`$ such that the invariant $`SW(P_N)`$ is nonzero. Then $`c`$ is called a basic class of $`N`$.

It is quite clear from this definition that the SW equations for a basic class admit a solution for any metric and a generic perturbation. Moreover, as the compactness of the equations implies that non emptiness is an open condition, also the unperturbed equations have a solution for any metric, i.e. $`(P_N,g,0)\mathrm{}`$ (note that this space can be nonsmooth). This makes it natural to introduce the

###### Definition 3.2.

(Kronheimer-Mrowka) Let $`cH^2(N;)`$ an integral cohomology class that arises as Chern class of a spinc structure $`P_N`$ such that $`(P_N,g,0)\mathrm{}`$ for any metric $`g`$. Then $`c`$ is called a monopole class.

From the previous observation, the set of monopole classes, that we denote by $`𝒞(N)`$, contains all the basic classes.
We now introduce, following ref. \[MT\], an element in $`[[F]]`$, defined from the family of $`SW`$ invariants of the spinc structures.
The set $`𝒮`$ of spinc-structures on $`N`$ is an affine $`H^2(N;)`$. There is a natural way to define a map which goes from $`𝒮`$ to $`F`$ which is constructed as follows. Fix a reference spinc-structure $`Q_N`$, that we choose to be the product structure. Any other structure $`P_N`$ differs from it by the action of an element of $`H^2(N,)`$. Consider now the composed map

(7)
$$H^2(N,)\stackrel{PD}{}H_1(N,)\stackrel{\pi }{}F.$$

Using this map we can construct a map $`s`$ which goes from $`𝒮`$ to $`F`$. The fiber of this map is given by the order of the torsion of $`H_1(N;)`$, that we will denote now on by $`ord(N)`$. Note that twice this map gives, up to torsion, the Poincaré dual of the Chern classes of $`P_N`$. Consider for any $`t^𝐢F`$ the set $`s^1(t^𝐢)𝒮`$. These are the spinc structures that have the same real Chern class. Define now

(8)
$$SW(t^𝐢):=\underset{s^1(t^𝐢)}{}SW(P_N);$$

we can now define from this the function

(9)
$$SW(N)=\underset{𝐢}{}SW(t^𝐢)t^𝐢[[F]].$$

Well known facts of SW theory are that the number of spinc structures for which unperturbed SW equations admit solutions is bounded, and that the invariant $`SW(t^𝐢)`$ is symmetric under the natural involution of $`F`$. These observations, together with the definition of the function $`SW`$, yield the fact that $`SW(N)`$ is a symmetric element of $`[F]`$.

The previous definition, in the case where $`ord(N)=1`$, is a simple reformulation of SW theory. In the other cases, instead, they define a kind of “average” over all structures which have the same real Chern class. We can introduce a new definition that is quite practical for treating the information on spinc structures contained in the $`SW`$ functions of Equation 9. For any element $`\gamma H^2(N,)`$, we denote by $`\gamma ^F`$ its projection to $`H^2(N,)/Tor(=F^{PD})`$.

###### Definition 3.3.

Let $`cH^2(N,)/Tor`$ be a cohomology class such that

(10)
$$\underset{c_1^F(P_N)=c}{}SW(P_N)0.$$

Then $`c`$ is called an a-basic class (where the “a” stands for averaged).

We have the following inclusions:

(11)
$$𝒜(N)=\text{(a-basic classes)}\text{(basic classes)}^F\text{(monopole classes)}^F=𝒞(N)^F.$$

We want to relate now a-basic classes with the $`SW`$ function $`SW(N)`$: let $`c`$ be an a-basic class; then the sum appearing in Equation 10 coincides with $`SW(t^𝐢)`$ where $`t^𝐢`$ is defined by the relation $`t^{2𝐢}=PD(c)`$, and the invariant $`SW(t^𝐢)`$ is nonzero.

## 4. Relation between the norms

Our aim now is to relate a-basic classes of $`N`$ with its Alexander polynomial, and then to the Alexander norm. In this section we will give a proof of the following

###### Proposition 4.1.

Let $`N`$ be a closed three manifold with $`b_1(N)>1`$; then the Alexander norm of an element $`\varphi H^1(N;)`$ is given by

(12)
$$\varphi _A=\text{max}_{𝒜(N)}(c\varphi )$$

where the maximum is taken over all a-basic classes of $`N`$.

Proof: The basic ingredient for the proof is provided by the theorem of Meng and Taubes which identifies the $`SW`$ function with the (sign-refined) Reidemeister-Franz torsion introduced by Milnor. This is related, on its own, to the (sign-refined) symmetrized Alexander polynomial, denoted by $`\mathrm{\Delta }_N^s`$. More precisely, we have the

###### Lemma 4.2.

(Meng-Taubes, Turaev) Let $`N`$ be a closed three manifold equipped with its canonical homology orientation, with $`b_1(N)>1`$; then we have, in $`[F]`$,

(13)
$$SW(N)=\mathrm{\Delta }_N^s.$$

From this relation, considering the definitions in Equation 2 and 9, we have $`SW(t^𝐢)=a_𝐢`$ and, by Definition 3.3, a-basic classes $`c_𝐢𝒜(N)`$ are twice the Poincaré duals of elements of $`F`$ with nonvanishing invariant $`SW(t^𝐢)`$, i.e.

(14)
$$c_𝐢H^2(N;)/Tor\text{ is a-basic}a_𝐢0\text{where}t^{2𝐢}=PD(c_𝐢).$$

The use of the relations of Equation 13 allows us to write the Alexander norm in terms of a-basic classes: we can write

(15)
$$\varphi _A=\text{max}_{\mathrm{𝐢𝐣}}\varphi (t^𝐢t^𝐣)=\text{max}_{𝒜(N)}(c\varphi ).$$

The latter equality comes as follows: for any fixed couple $`𝐢,𝐣`$ with nonzero coefficient we have

(16)
$$\varphi (t^𝐢t^𝐣)=\varphi (t^𝐢)\varphi (t^j)\text{max}_{\mathrm{𝐢𝐣}}(|\varphi (t^{2𝐢})|,|\varphi (t^{2𝐣})|)\text{max}_𝐤|\varphi (t^{2𝐤})|$$

where $`𝐤`$ ranges among all indexes with nonzero coefficient. Being $`\mathrm{\Delta }_N^s`$ symmetric, equality in Equation 16 is attained for some choice of index with $`𝐣=𝐢=\pm 𝐤`$. By Equation 14, we can thus write $`\varphi (t^{2𝐤})=(c_𝐤\varphi )`$ (and remove the absolute value). This completes the proof of our statement. The content of Proposition 4.1 is the good one for our purpose, because of the results of \[KM\] on the relations between monopole classes and Thurston norm: we have now all we need to prove Theorem 1.1.
First, we observe that we can restrict the proof to the case of an irreducible manifold. In fact, the SW polynomial vanishes for the connected sum of manifolds with $`b_1>0`$, and the set of a-basic classes of a manifold is preserved for connected sum with a rational homology sphere (the $`SW`$ polynomial gets multiplied by the order of the torsion of the rational homology sphere).
For irreducible manifolds we have now the equality expressed in

###### Theorem 4.3.

(Kronheimer-Mrowka) Let $`N`$ be a manifold as above: then the Thurston norm of a class $`\varphi H^1(N,)`$ is given by

(17)
$$\varphi _T=\text{max}_{𝒞(N)}(c\varphi ).$$

Putting together the inclusion $`𝒜(N)𝒞(N)^F`$, Theorem 4.3 and Proposition 4.1, we deduce the inequality 1 for any closed three manifold (for the sole purpose of proving inequality 1.1, it is sufficient at this point to prove an inequality in Equation 17 for all basic classes, as in \[A\]).
Remark: Equation 15 states that the unit ball of the Alexander norm, up to a factor, is dual to the Newton polyhedron of $`SW(N)`$. Equation 17, in light of the content of \[KM\] (see also \[K2\]) states that the Thurston unit ball is dual, up to the same factor, to the polyhedron of “$`SWF(N)`$”, an element of $`[F]`$ that can be constructed from the Seiberg-Witten-Floer invariants of $`N`$ (still lacking a rigorous treatment). This answers a longstanding question of Fried in \[F\].

## 5. Symplectic $`S^1\times N`$

In this section we will use the Alexander and Thurston norm to study the following conjecture:

###### Conjecture 5.1.

(Taubes) Let $`N`$ be a $`3`$-manifold such that $`S^1\times N`$ admits a symplectic structure $`\omega `$. Then $`N`$ admits a fibration over $`S^1`$.

We will assume again that $`b_1(N)>1`$. Under this condition manifolds that fiber over $`S^1`$ are irreducible, and it is known that for any class $`\varphi H^1(N,)`$ representing a fibration we have $`\varphi _A=\varphi _T`$ (see e.g. \[McM\]). Fibered classes are known to satisfy the following condition (see \[Th2\]): the integral points laying in the cone over a (top dimensional) face of the Thurston unit sphere have the property of being all fibered, or none does. This implies in particular that a fibered face of the unit ball of Thurston norm is contained in a face of the unit ball of the Alexander norm.
We would like to prove that the latter condition holds for any $`N`$ such that $`S^1\times N`$ is symplectic. We will be able to do so under the further assumption that $`N`$ is irreducible; in view of the results of \[McC\], this is a reasonable assumption. Our proof adapts to the case of $`b_1>1`$ the strategy of \[K1\].
We observe that, as simplecticity is an open condition, there is no restriction (see \[D\]) in assuming that the symplectic form $`\omega `$ on $`S^1\times N`$ is the reduction of an integer class of $`H^2(S^1\times N,)`$. There is a cone, in $`H^2(S^1\times N,)`$, of cohomology classes that can be represented by symplectic forms, and in this cone the set of classes which are in the image of the cohomology with rational coefficients is dense. We will be interested to have cohomology classes that lie in the image of the cohomology with integral coefficients, and eventually pass to sufficiently high multiples of the symplectic form: we will implicitly assume this whenever necessary.
We want to recall now some general results that we will apply to our case. The first is the Donaldson theorem on the existence of symplectic submanifolds (\[D\]). This theorem assures that there exist a connected symplectic submanifold $`HS^1\times N`$ such that

(18)
$$[H]=PD[\omega ]=[S^1]\times \gamma +\tau H_2(S^1\times N,)$$

where $`\gamma H_1(N,)`$, $`\tau H_2(N,)`$ and $`\gamma \tau >0`$ (for sake of notation we will denote all products, both on $`N`$ and on $`S^1\times N`$, with a dot, the distinction being clear from the context). Denote $`\varphi =PD(\tau )H^1(N,)`$; as a consequence of the previous discussion, the $`\varphi `$’s associated to symplectic forms as in the relation of Equation 18 define a cone in $`H^1(N,)`$.
The second result is that the spinc structures on $`S^1\times N`$ with nontrivial $`SW`$ invariants must be pull backs of spinc structures on $`N`$ (to prove this you can use, e.g., the adjunction inequality); moreover there is an identification between the moduli spaces for a spinc structure $`P_N`$ on $`N`$ and the moduli space for the pull-back structure on $`S^1\times N`$ (that we will usually denote with the same symbol), once a suitable correspondence of the perturbation terms is set (see \[OT\]). This allows the identification, up to a sign determined by the choice of homology orientations, of the SW invariants associated to these moduli spaces.
The third point concerns spinc structures on a symplectic four manifold $`(M,\omega )`$ with canonical bundle $`K`$. There exist, in that case, a canonical spinc structure that decomposes as $`K^1`$ (and has first Chern class equal to $`K`$). Any other spinc structure can be written as $`E(K^1E)`$ for an $`EH^2(M,)`$. There are some constraints on spinc structures with nonvanishing invariants that arises from Taubes’ work (see \[T1\],\[T2\]). In the case of $`b_+(M)>1`$ the canonical spinc structure has $`SW`$ invariant $`\pm 1`$ and for any other structure $`E_i(K^1E_i)`$ with nonzero invariants we have $`K\omega E_i\omega 0`$. Equality implies, respectively, $`E_i=`$ or $`E_i=K`$.
This inequality translates, for the basic classes $`\kappa _i:=det(E_i(K^1E_i))`$, in the relation

(19)
$$K\omega |\kappa _i\omega |,$$

with equality only for the case $`\kappa _i=\pm K`$. Let’s apply these results to $`S^1\times N`$. First, the canonical class and all other basic classes are pull backs: there exists a preferred line bundle $`KH^2(N,)`$ (for sake of simplicity, we use the same notation on $`N`$) and a preferred spinc structure on $`N`$ of the form $`K^1`$ with $`SW`$ invariant $`\pm 1`$ such that any other spinc structure on $`N`$ appears as $`E_i(K^1E_i)`$ for $`E_iH^2(N,)`$. The structures with nonzero invariants must satisfy $`K\varphi E_i\varphi 0`$, the equalities implying respectively $`E_i=`$ or $`E_i=K`$. This translates to a constraint, for the basic classes of $`N`$, which has the form

(20)
$$K\varphi |\kappa _i\varphi |,$$

with equality only for the case $`\kappa _i=\pm K`$.
Using this it is straightforward to prove the following

###### Proposition 5.2.

Let $`(S^1\times N,\omega )`$ be a symplectic manifold with $`b_1(N)>1`$, and denote by $`\varphi H^1(N,)`$ the Künneth component of $`[\omega ]`$; then $`\varphi _A=K\varphi `$. Moreover, $`\varphi `$ lies in the cone over a top dimensional face of the unit ball of the Alexander norm, dual to the vertex $`K`$ of the Newton polyhedron of $`\mathrm{\Delta }_N`$.

Proof: The maximum of $`\kappa _i\varphi `$ for $`\kappa _i`$ basic is attained for and only for $`K`$. We want to use this property to evaluate the Alexander norm, in the form expressed in Proposition 4.1. To do this we need only to prove that $`K`$ (or, more precisely, its image $`K^F`$ in $`H^2(N,)/Tor`$) is an a-basic class. But no other basic class $`\kappa _i`$ can coincide up to torsion with $`K`$ without violating Equation 20, so that the sum of Equation 10, namely $`_{c_1^F(P_N)=K^F}SW(P_N)`$, contains only one nonzero term, that term being equal to $`1`$. This means that $`K^F`$ is an a-basic class. We can conclude, following Proposition 4.1, that $`\varphi _A=K\varphi `$. The rest of the proposition is an obvious consequence of what was previously stated. We will use Proposition 5.2 to write the genus of the symplectic submanifold $`H`$ of equation 18, in conjunction with the adjunction inequalities for manifolds of type $`S^1\times N`$ that are contained in \[K1\]. These apply to irreducible manifolds $`N`$ which do not have a basis of $`H_2(N,)`$ composed of tori. Leaving aside this totally degenerate case, for which the equality of Alexander and Thurston norm is trivial, we have the following

###### Proposition 5.3.

Let $`(S^1\times N,\omega )`$ be a symplectic manifold with $`N`$ irreducible, $`b_1(N)>1`$, and denote by $`\varphi H^1(N,)`$ the Künneth component of $`[\omega ]`$: then $`\varphi _A=\varphi _T`$.

Proof: The adjunction inequality for embedded submanifolds of $`S^1\times N`$ of \[K1\] can be written in the form

(21)
$$\chi _{}(H)HH+\varphi _T=2\gamma \tau +\varphi _T.$$

As $`H`$ is symplectic, the adjunction formula for symplectic submanifolds gives

(22)
$$\chi _{}(H)=HH+KH=2\gamma \tau +\varphi _A$$

These formulae are compatible with the content of Equation 1.1 if and only if $`\varphi _A=\varphi _T`$. We can somehow strengthen this result. By Equation 1.1 the unit ball of the Thurston norm is contained in the unit ball of the Alexander norm; it is clear that extending the Alexander norm to real coefficients, and using the denseness of $`H^1(N,)`$, the equality stated in Proposition 5.3 continues to hold in an open cone of $`H^1(N,)`$ determined by the cone of classes of $`H^2(S^1\times N,)`$ admitting a symplectic representative (the norm is a continuous function). Therefore a (top dimensional) face $`F_T`$ of the unit ball of the Thurston norm (containing $`\varphi /\varphi _T`$) intersects a face $`F_A`$ of the unit ball of the Alexander norm (the face dual to $`K`$); but this implies that the entire $`F_T`$ is contained in $`F_A`$.

Figure 1 shows a possible case of the relation between the norms for $`N`$ as described.
This observation completes the proof of Theorem 1.2.

## 6. Representability of a cohomology class by a symplectic form

A classical problem of symplectic topology is to determine necessary and sufficient conditions for a $`2`$-cohomology class $`\alpha `$ on an even-dimensional closed, smooth, oriented manifold $`M`$ admitting an almost complex structure with canonical class $`K`$, to be represented by a symplectic form. This problem merges with the general problem of the existence of any symplectic structure on $`M`$. Necessary conditions arise from the very definition of symplectic form; in particular, if $`M`$ has dimension $`4`$, we need $`\alpha 𝒫`$, where

(23)
$$𝒫=\{\beta H^2(M,)|\beta \beta >0\}.$$

An early conjecture, in \[Th1\], speculated that every almost complex manifold with nonempty $`𝒫`$ admitted a symplectic structure. Since then, other constraints have been identified. In particular, more refined conditions arise from Taubes’ constraints on SW basic classes: as mentioned, we must have $`SW(K)=\pm 1`$, and the class $`\alpha `$ must satisfy the conditions of eq. 19. We denote by $`𝒯`$ the cone composed of elements of $`𝒫`$ satisfying these constraints, i.e.

(24)
$$𝒯:=\{\alpha 𝒫|K\alpha |\kappa _i\alpha |\},$$

with strict inequality when $`\kappa _i\pm K`$.
It is well known that satisfying Taubes’ constraints is not a sufficient condition for $`\alpha `$ to be represented by a symplectic form. In fact, as discussed in \[KMT\], if we consider the manifold $`X\mathrm{\#}\mathrm{\Sigma }`$ where $`X`$ is symplectic and $`\mathrm{\Sigma }`$ is an homology $`4`$-sphere admitting a nontrivial cover, and the cohomology class $`\alpha _\omega `$ on $`X\mathrm{\#}\mathrm{\Sigma }`$ induced by a symplectic form $`\omega `$ on $`X`$ under the natural isomorphism $`H^2(X,)=H^2(X\mathrm{\#}\mathrm{\Sigma },)`$, we have identity of the Seiberg-Witten polynomials $`SW_X=SW_{X\mathrm{\#}\mathrm{\Sigma }}`$ and $`\alpha _\omega `$ lies in $`𝒯_{X\mathrm{\#}\mathrm{\Sigma }}`$, but cannot be represented by a symplectic form for the simple reason that $`X\mathrm{\#}\mathrm{\Sigma }`$ itself does not admit symplectic structures (it has a cover with trivial SW polynomial). There is another class of potential, more refined, examples of couples $`(M,\alpha )`$ satisfying these constraints with $`\alpha `$ not representable by a symplectic form. These are knot surgery manifolds homotopic to a $`K3`$ surface (see \[FS\] for the definition) obtained from a knot $`K`$: it is commonly conjectured that whenever $`K`$ is not a fibered knot, $`M`$ can not be symplectic, but it is easy to find nonfibered knots such that Taubes’ constraints are satisfied for a class $`\alpha `$.
In both the previous cases, the absence of a symplectic form representing $`\alpha `$ has to be attributed, in some sense, to the manifold $`M`$ (which does not admit tout court symplectic structures) and not to the cohomology class itself. We can ask about the situation for manifolds known to be symplectic. In particular, it has been conjectured (see \[LL\], Section 4) that if we assume that $`X`$ is a symplectic manifold, the cone $`𝒯`$ coincides with the “symplectic cone”

(25)
$$𝒲:=\{\alpha 𝒫|\alpha \text{ is represented by a symplectic form }\}.$$

The conjecture gives a possible answer to the following problem, outlined in the beginning of this section, namely
Question: Let $`M`$ be a symplectic manifold. Determine the cone, in $`H^2(M,)`$, represented by symplectic forms.
Some partial answer to this question are known. For example, Geiges proved in \[G\] that for $`T^2`$-bundles over $`T^2`$, all classes in the positive cone are represented by symplectic forms (we remark that all these classes satisfy Taubes’ constraints, as the canonical class is trivial); it is interesting also to compare with the result of Gromov for the case of open manifolds, where any form in the positive cone lies in $`𝒲`$.
Concerning this Question, we have the following result:

###### Theorem 6.1.

There exist symplectic manifolds, of the form $`S^1\times N^3`$, on which there are cohomology classes of positive square satisfying Taubes’ constrains but which can not be represented by symplectic forms, i.e the strict inclusion $`𝒲𝒯`$ holds true. In particular, the conjecture of \[LL\] is false.

Proof: The proof is based on the following assumption, that will be proved in the next section (Theorem 7.5): There exists a family of fibered $`3`$-manifolds, whose generic component is denoted by $`N`$, with $`H_1(N,)=^2`$, such that the fibered face $`F_T`$ of the Thurston unit ball is strictly contained in the face $`F_A`$ of the Alexander unit ball. Assuming this, we proceed as follows. Denote by $`𝒱`$ the (nonempty) cone, in $`H^1(N,)`$, over $`F_A\overline{F}_T`$. Choose a $`\varphi 𝒱`$. We claim that we can define an a class $`\psi H^2(N,)`$ such that the cohomology class $`\alpha H^2(S^1\times N,)`$ with Künneth decomposition

(26)
$$\alpha =\varphi [dt]+\psi $$

has positive square and satisfies Taubes’ constraints, i.e. $`\alpha 𝒯`$. This is achieved in the following way. We have $`\alpha \alpha =2\varphi \psi `$: identify $`H^2(N,)=Hom(H^1(N,),)`$; to get a positive square, we can choose $`\psi `$ to be any element of the cone $`Hom(\varphi ,_+)`$. We observed in Section 5 that the basic classes on $`S^1\times N`$ are pull-back of basic classes on $`N`$; the choice of $`\psi `$ is therefore irrelevant for the constraints of Equation 24 and $`\alpha `$ belongs to $`𝒯`$ if and only if $`\varphi `$ satisfies the condition (on $`H^{}(N,)`$) $`K\varphi |\kappa _i\varphi |`$ with equality only for the case $`\kappa _i=\pm K`$. But this condition is equivalent to the condition that $`\varphi `$ lies in the cone over $`F_A`$, as $`F_A`$ is, by definition, the face dual to $`K`$, i.e. the elements lying in the cone over $`F_A`$ have maximal pairing, among all basic classes, with and only with $`K`$.
To complete the proof, we need to show now that $`\alpha `$ can not be represented by a symplectic form. By Proposition 5.3 (and the following comments, if we want to work with cohomology with real coefficients), if $`\alpha `$ admits a symplectic representative, then its Künneth component $`\varphi `$ should have the same Alexander and Thurston norm, something we excluded choosing $`\varphi 𝒱`$. Note that proceeding as above we can without difficulty choose the class $`\alpha `$ to lie in the image of cohomology with integer coefficients.
Remarks: 1. The symplectic manifold discussed in Theorem 6.1 is not simply connected, but we believe that there exist simply connected examples. In particular, we expect that the link surgery manifolds obtained using a link with fibered face strictly contained in a face of the Alexander norm (as the one we will discuss in the next section), are possible examples. The difficulty in proving such result arises from the difficulty of proving the analogue of Proposition 5.3 (see Section 7 of \[K2\] for a discussion of this interesting problem).
2. The failure of Li-Liu conjecture, as expressed in the examples of Theorem 6.1, is due to the mismatch between the convex hull of basic classes and the convex hull of monopole classes, as the latter determines the extension of the fibered cone of $`H^1(N,)`$. It is coincevable to improve the conjecture, at least for symplectic manifolds of the form $`S^1\times N`$, by reformulating the definition of the cone $`𝒯`$ as

(27)
$$𝒯:=\{\alpha 𝒫|K\alpha |\kappa _i\alpha |\text{ for any monopole class }\kappa _i\},$$

with strict inequality when $`\kappa _i\pm K`$. In that case, as follows from the results of \[Th2\], the conjecture would hold true assuming the validity of a strict version of Conjecture 5.1, which takes the form

###### Conjecture 6.2.

Let $`N`$ be a $`3`$-manifold such that $`S^1\times N`$ admits a symplectic structure $`\omega `$; then the Künneth component of $`[\omega ]`$ in $`H^1(N,)`$ can be represented by a nondegenerate $`1`$-form (i.e. it lies in a fibered cone).

## 7. Construction of the three manifolds

In this section we will justify the assumption made in the proof of Theorem 6.1, namely the existence a family of closed, fibered $`3`$-manifolds with the property that $`F_T`$ is strictly contained in $`F_A`$. Our construction will be based on the existence of a noteworthy $`2`$-component link, exhibited by Dunfield in \[Du\], which has the same property. We will need the following result:

###### Proposition 7.1.

(Dunfield) There exists a $`2`$-component oriented link $`D=D_1D_2S^3`$ with Alexander polynomial

(28)
$$\mathrm{\Delta }_D(t_1,t_2)=(t_11)(t_21)$$

(written in terms of the homology classes of the meridians to the two components) which has a fibered face $`F_T`$ strictly contained in a face $`F_A`$, dual to the vertex $`t_1t_2^1`$ of the dual polyhedron.

(In Dunfield paper, the Alexander polynomial and the norms are discussed in terms of an homology basis different from ours, but it is easy to rewrite them in terms of the standard homology basis for the link exterior, as above).
We don’t know the exact shape of the Thurston unit ball, but for our purpose it is enough to know the result contained in the previous Proposition. Denote $`N_D=S^3\nu (D_1D_2)`$:

Figure 2 represents, in the space $`H^1(N_D,)`$ with basis vectors the dual basis $`\tau _i`$, the unit ball of the Alexander norm, and a part of the unit ball of the Thurston norm.
Let now $`K_1`$, $`K_2`$ be a couple of fibered knots of genus $`g(K_i)>0`$ and let $`\mathrm{\Delta }_{K_i}(t)`$ be their Alexander polynomials. Next, define the closed manifold

(29)
$$N(K_1,K_2)=N_D(\underset{i=1}{\overset{2}{}}S^3\nu K_i),$$

where on the boundary tori the gluing map is defined to be the orientation reversing diffeomorphism which identifies the basis $`(\mu (D_i),\lambda (D_i))`$ with $`(\mu (K_i),\lambda (K_i))`$. To interpret this, notice that each knot exterior is an homology solid torus, so that this operation appears as an homology Dehn filling for $`N_D`$, with surgery coefficient $`0`$. The reason of the choice of this surgery curve appears evident from the fact (for a proof, see \[EN\], Section 3) that the minimal genus Seifert surface in $`N_D`$ representing an homology class Poincaré dual to a class $`(m_1,m_2)H^1(N_D,)`$ intersects the boundary torus $`T_i`$ in $`m_i`$ copies of the longitude of each link component (note that $`lk(D_1,D_2)=\mathrm{\Delta }_D(1,1)=0`$). Each minimal genus Seifert surface of $`N_D`$ has therefore a natural capping in $`N(K_1,K_2)`$, given by the union of $`m_i`$ copies of the fiber of $`S^3\nu K_i`$. In particular, if $`(m_1,m_2)`$ is a fibered class, this fibration extends to a fibration of $`N(K_1,K_2)`$ through the fibrations

(30)
$$S^3\nu K_iS^1\stackrel{()^{m_i}}{}S^1$$

of the knots’ exteriors. This proves, in particular, that $`N(K_1,K_2)`$ is irreducible. As the linking number of $`D`$ is zero, $`H_1((N(K_1,K_2),)=^2`$, canonically identified with $`H_1(N_D,)`$.
It is natural to guess that, for any class $`(m_1,m_2)H^1(N_D,)`$, the surface constructed above is the minimal genus representative for the cohomology class Poincaré dual to $`(m_1,m_2)H^1(N(K_1,K_2),)`$. This is confirmed by the following

###### Lemma 7.2.

(Eisenbud-Neumann, Prop. 3.5): If $`M`$ is a compact irreducible $`3`$-manifold and $`𝐦H^1(M)`$, then the Thurston norm $`𝐦_T`$ is the sum of the norms of the restrictions of $`𝐦`$ to the Jaco-Shalen-Johannson components of $`M`$.

As a consequence of this Lemma, denoting with the symbol $`_{\widehat{T}}`$ the norm on the closed manifold, we have the following

###### Corollary 7.3.

The Thurston norm $`(m_1,m_2)_{\widehat{T}}`$ of an element $`(m_1,m_2)H^1(N(K_1,K_2),)`$ is given by

(31)
$$(m_1,m_2)_{\widehat{T}}=(m_1,m_2)_T+|m_1|(2g(K_1)1)+|m_2|(2g(K_2)1)$$

where $`(m_1,m_2)_T`$ is the Thurston norm of the corresponding element of $`N_D`$.

Proof: this follows from Lemma 7.2, together with the observation that the class $`(m_1,m_2)`$ on the closed manifold restricts to the element with same coordinates in $`N_D`$ and to the classes $`m_iH^1(S^3\nu K_i,)`$, which have Thurston norm $`m_i_T=|m_i|(2g(K_i)1)`$, by definition of genus of a knot and linearity on rays. We want to study now the Alexander norm of the manifold $`N(K_1,K_2)`$; in order to do this we need a gluing formula for the Alexander polynomial (or the SW invariant) along tori. We have the following

###### Lemma 7.4.

(Gluing formula) Let $`N(K_1,K_2)=N_D(_{i=1}^2S^3\nu K_i)`$ be defined as above: then the Alexander polynomials of the manifolds are related by the formula

(32)
$$\mathrm{\Delta }_{N(K_1,K_2)}(t_1,t_2)=\mathrm{\Delta }_{N_D}(t_1,t_2)\frac{\mathrm{\Delta }_{K_1}(t_1)}{t_11}\frac{\mathrm{\Delta }_{K_2}(t_2)}{t_21}=\mathrm{\Delta }_{K_1}(t_1)\mathrm{\Delta }_{K_2}(t_2).$$

Therefore, the Alexander norm $`_{\widehat{A}}`$ on $`N(K_1,K_2)`$ is given by

(33)
$$\begin{array}{c}(m_1,m_2)_{\widehat{A}}=|m_1|2g(K_1)+|m_2|2g(K_2)=\\ \\ =(m_1,m_2)_A+|m_1|(2g(K_1)1)+|m_2|(2g(K_2)1).\end{array}$$

Proof: It is known (see \[MT\], \[Tu\]) that the Milnor torsion is multiplicative by gluing along tori, with suitable identification of the variables; this torsion coincides with the Alexander polynomial for manifolds having $`b_1>1`$ and it is equal to the Alexander polynomial $`\mathrm{\Delta }_K(t)`$ divided by $`(t1)`$ for the case of a knot. Remembering Proposition 7.1, Equation 32 above follows. The relation on the Alexander norm is then an easy corollary of this formula, as the degree of the Alexander polynomial of a fibered knot equals twice its genus. This Lemma says, in particular, that the unit ball of the Alexander norm for $`N_D`$ and $`N(K_1,K_2)`$ are conformally equivalent (see Figure 3). We are ready to prove the

###### Theorem 7.5.

There exist a family of fibered closed $`3`$-manifolds $`N`$ with $`H_1(N,)=^2`$ such that a fibered face of the Thurston unit ball is strictly contained in the corresponding face of the Alexander unit ball.

Proof: Our family is given, for any choice of the fibered knots $`K_i`$, by $`N(K_1,K_2)`$. We observed before that each fibration of $`N_D`$ in $`F_T`$ extends to a fibration of $`N(K_1,K_2)`$, defining a fibered face $`F_{\widehat{T}}`$ of the Thurston unit ball for $`N(K_1,K_2)`$. This face will be contained in $`F_{\widehat{A}}`$, one of the four faces of the Alexander unit ball (having the same cone as $`F_A`$). This face is dual to the vertex $`t_1^{2g(K_1)}t_2^{2g(K_2)}`$ (square of a vertex of the Newton polyhedron of the symmetrized Alexander polynomial). If a class $`(m_1,m_2)H^1(N_D,)`$ lies in the cone over $`F_A\overline{F}_T`$ (in particular $`m_1,m_2_A<m_1,m_2_T`$), then the corresponding class on the closed manifold has Alexander norm strictly smaller than the Thurston norm, from Equations 31 and 33, i.e. $`F_{\widehat{T}}`$ is strictly contained in $`F_{\widehat{A}}`$. From this the statement follows.

Figure 3 describes the Thurston and Alexander norm for a particular choice of $`g(K_i)`$.
We want to outline a second proof of the same statement, based on the fact that a class on a closed three manifold is fibered if and only if all the restrictions to each JSJ component are fibered (see \[EN\], Theorem 4.2): If the Thurston norm on the closed manifold coincided with the Alexander norm on a larger cone than the one on $`N_D`$, then there would be fibered classes on $`N(K_1,K_2)`$ which restrict, on $`N_D`$, to nonfibered ones (as mentioned above, all integral points laying on a face of the unit ball of the Thurston norm containing at least one fibration are fibered).
We finish this section pointing out that, although the link $`D`$ above is the only example worked out in detail, fibered links with the properties of Proposition 7.1 are likely to be “frequent” (compare the discussion in \[Du\]). From these examples, other closed $`3`$-manifolds can be constructed.


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# Spectral density analysis of time correlation functions in lattice QCD using the maximum entropy method

## I Introduction

Numerical simulations of quantum chromodynamics (QCD) on a Euclidean space-time lattice provides access to mass spectra of hadronic systems through the analysis of time correlation functions. In theory the latter are linear combinations of exponential functions

$$C(t,t_0)=Z_1e^{E_1(tt_0)}+Z_2e^{E_2(tt_0)}+\mathrm{},$$
(1)
where the $`E_n`$ are the excitation energies of the system and the strength coefficients

$$Z_n=|n|\widehat{\mathrm{\Phi }}(t_0)|0|^2$$
(2)
are matrix elements of some vacuum-subtracted operator $`\widehat{\mathrm{\Phi }}(t_0)=\mathrm{\Phi }(t_0)0|\mathrm{\Phi }(t_0)|0`$ between the vacuum $`|0`$ and a ground or excited state $`|n,n>0`$. In practice the exponential model (1) is fitted to noisy numerical simulation ‘data’. The statistical quality of simulation data rarely is good enough for the two-exponential fit (1) to succeed. It is common practice to look at the large-$`t`$ behavior of the correlation function $`C(t,t_0)`$ in a $`t`$-interval where it is dominated by only one exponential, with the lowest energy, and then make a one-parameter fit to a plateau of the effective-mass function $`\mu _{\mathrm{eff}}(t,t_0)=\mathrm{ln}C(t,t_0)/t`$. Possible discretizations are

$`\mu _{\mathrm{eff},0}(t,t_0)`$ $`=`$ $`\mathrm{ln}\left({\displaystyle \frac{C(t+1,t_0)}{C(t,t_0)}}\right)m_{\mathrm{eff},0}`$ (3a)
$`\mu _{\mathrm{eff},1}(t,t_0)`$ $`=`$ $`{\displaystyle \frac{C(t+1,t_0)}{C(t,t_0)}}e^{m_{\mathrm{eff},1}}`$ (3b)
$`\mu _{\mathrm{eff},2}(t,t_0)`$ $`=`$ $`{\displaystyle \frac{C(t+1,t_0)C(t1,t_0)}{2C(t,t_0)}}`$
$`\mathrm{sinh}(m_{\mathrm{eff},2})`$
$`\mu _{\mathrm{eff},3}^2(t,t_0)`$ $`=`$ $`{\displaystyle \frac{C(t+1,t_0)+C(t1,t_0)2C(t,t_0)}{C(t,t_0)}}`$ (3d)
$`2(\mathrm{cosh}(m_{\mathrm{eff},3})1).`$
The expressions after the $``$ are the values of $`\mu _{\mathrm{eff}}`$ for a pure plateau of mass $`m_{\mathrm{eff}}`$. The procedure implies the selection of consecutive time slices $`t=t_1\mathrm{}t_2`$ for which $`\mu _{\mathrm{eff}}=\mathrm{const}`$, within errors, and an appropriate fit. The selection of this, so-called, plateau is a matter of judgment. A condition for reliable results is that the correlation function (1) is dominated by just one exponential term, usually the ground state. The latter can be enhanced by the use of smeared operators Alexandrou et al. (1994) and fuzzy link variables Albanese et al. (1987). This analysis procedure discourages consideration of excited states. In fact it will only produce reliably results if those are suppressed. Workarounds involve diagonalization of a correlation matrix of several operators or variational techniques Morningstar and Peardon (1999). Those however, still rely on plateau selection without utilizing the information contained in the entire available time-slice range of a correlation function.

As lattice simulations of QCD now aim at excited hadron states, $`N^{}`$’s for example Lee and Leinweber (1999); Göckeler et al. (2001); Sasaki et al. (2002), this situation is unsatisfactory. Alternative methods employing Bayesian inference Jarrell and Gubernatis (1996) are a viable option. The maximum entropy method (MEM), which involves a particular choice of the Bayesian prior probability, falls in this class. Bayesian statistics Box and Tiao (1973) is a classic subject with a vast range of applications. However, application within the context of lattice QCD is relatively new Nakahara et al. (1999, 2000); Asakawa et al. (2000, 2001); Lepage et al. (2002).

In this work we report on our experience using the MEM for extracting spectral mass density functions $`\rho (\omega )`$ from lattice-generated time correlators

$$C(t,t_0)=𝑑\omega \rho (\omega )e^{\omega (tt_0)},$$
(4)
where a discrete set of time slices $`t`$ is understood. Discretization of the $`\omega `$-integral with reasonably fine resolution leads to an ambiguous problem where the number of parameters values $`\rho (\omega )`$ is (typically much) larger than the number of lattice data $`C(t,t_0)`$. In the MEM an entropy term involving the spectral density is used as a Bayesian prior to infer $`\rho (\omega )`$ from the data.

We here apply MEM analysis to sets of lattice correlation functions of a meson-meson system. Those particular simulations are aimed at learning about mechanisms of hadronic interaction. This will be discussed separately Cook and Fiebig . The lattice data generated within that project involve local and nonlocal operators. They exhibit a wide range of statistical quality from ‘very good’ to ‘marginally acceptable’.

Our focus here is to utilize those data as a testing ground for Bayesian MEM analysis. In contrast to other works we employ simulated annealing to the solution of the Bayesian inference problem. The main aim of this work is to explore the feasibility of this approach for extracting masses from a lattice simulation using realistic lattice data, including excitations. For the most part this translates into studying the sensitivity of the method to to its native parameters.

## II Bayesian Inference for Curve Fitting

From a Bayesian point of view the spectral density function $`\rho `$ in (4) is a random variable subject to a certain probability distribution functional $`𝒫[\rho ]`$. Solution of the curve fitting problem consists in finding the function $`\rho `$ which maximizes the conditional probability $`𝒫[\rho C]`$, the posterior probability, given a ‘measured’ data set $`C`$. Computation of $`\rho `$ is then based on Bayes’ theorem Jarrell and Gubernatis (1996)

$$𝒫[\rho C]𝒫[C]=𝒫[C\rho ]𝒫[\rho ],$$
(5)
also known as ‘detailed balance’ in a different context. The functional $`𝒫[C]`$, the evidence, gives the probability of measuring a data set $`C`$. The conditional probability $`𝒫[C\rho ]`$, the likelihood function, determines the probability of measuring $`C`$ given a spectral function $`\rho `$. Finally $`𝒫[\rho ]`$, the Bayesian prior, defines a constraint on the spectral density function $`\rho `$. Its choice is a matter of judgment. Ideally, the prior should reflect the physics known about the system, for example an upper limit on the hadronic mass scale. The posterior probability is the product of the likelihood function and the prior $`𝒫[\rho C]=𝒫[C\rho ]𝒫[\rho ]/𝒫[C]`$, where the evidence merely plays the role of a normalization constant Jarrell and Gubernatis (1996). Indeed, the normalization condition $`[d\rho ]𝒫[\rho C]=1`$ applied to (5) gives $`𝒫[C]=[d\rho ]𝒫[C\rho ]𝒫[\rho ]`$. Thus, for a fixed $`C`$, we have

$$𝒫[\rho C]𝒫[C\rho ]𝒫[\rho ].$$
(6)
The curve fitting problem requires the product of the likelihood function and the prior function.

### II.1 Spectral density

Our lattice data come from correlation functions built from heavy-light meson-meson operators

$$\mathrm{\Phi }_v=v_1\mathrm{\Phi }_1+v_2\mathrm{\Phi }_2,$$
(7)
where $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ involve local and non-local meson-meson fields, respectively, at relative distance $`r`$, and $`v`$ are some coefficients Fiebig (2002a, b). On a finite lattice the corresponding correlator $`C_v(t,t_0)=\widehat{\mathrm{\Phi }}_v^{}(t)\widehat{\mathrm{\Phi }}_v(t_0)`$, where $`\widehat{\mathrm{\Phi }}=\mathrm{\Phi }\mathrm{\Phi }`$, has a purely discrete spectrum

$$C_v(t,t_0)=\underset{n0}{}|n|\mathrm{\Phi }_v(t_0)|0|^2e^{\omega _n(tt_0)}.$$
(8)
Here $`|n`$ denotes a complete set of states with energies $`\omega _n`$, some of which may be negative due to periodic lattice boundary conditions and operator structure. Our normalization conventions for forward and backward going propagators are determined by defining

$$\mathrm{exp}_T(\omega ,t)=\mathrm{\Theta }(\omega )e^{\omega t}+\mathrm{\Theta }(\omega )e^{+\omega (Tt)},$$
(9)
where $`0t<T`$, and $`\mathrm{\Theta }`$ denotes the step function. We then expect the lattice data to fit the following model

$$F(\rho _T|t,t_0)=_{\mathrm{}}^+\mathrm{}𝑑\omega \rho _T(\omega )\mathrm{exp}_T(\omega ,tt_0),$$
(10)
where $`\rho _T(\omega )`$ is a spectral density function, defined for positive (forward) and negative (backward) frequencies. The requirement that the model be exact, $`F(\rho _T|t,t_0)=C_v(t,t_0)`$, leads to

$`\rho _T(\omega )`$ $`=`$ $`{\displaystyle \underset{n0}{}}\delta (\omega \omega _n)|n|\mathrm{\Phi }_v(t_0)|0|^2\times `$ (11)
$`[\mathrm{\Theta }(\omega _n)+\mathrm{\Theta }(\omega _n)e^{\omega _nT}].`$
Thus a discrete sum over $`\delta `$-peaks is the theoretical form of the spectral function. Our objective is to compute $`\rho _T(\omega )`$ from lattice data using Bayesian inference.

### II.2 Likelihood function

Toward this end we proceed to construct the likelihood function. The lattice data come in the form of an average over $`N_U`$ gauge configurations

$$C_v(t,t_0)=\frac{1}{N_U}\underset{n=1}{\overset{N_U}{}}C_v(U_n|t,t_0),$$
(12)
where $`C_v(U_n|t,t_0)`$ is the value of an operator, in this case $`\widehat{\mathrm{\Phi }}_v^{}(t)\widehat{\mathrm{\Phi }}_v(t_0)`$, in one gauge field configuration $`U_n`$. Correlation function data on different time slices are stochastically dependent. Their errors are described by the covariance matrix

$`\mathrm{\Gamma }_v(t_1,t_2)={\displaystyle \frac{1}{N_U}}{\displaystyle \underset{n=1}{\overset{N_U}{}}}`$ $`(\text{}C_v(t_1,t_0)C_v(U_n|t_1,t_0))\times `$ (13)
$`\left(\text{}C_v(t_2,t_0)C_v(U_n|t_2,t_0)\right).`$
The $`\chi ^2`$-distance of the spectral model (10) from the lattice data then is

$`\chi ^2={\displaystyle \underset{t_1,t_2}{}}`$ $`(\text{}C_v(t_1,t_0)F(\rho _T|t_1,t_0))\mathrm{\Gamma }_v^1(t_1,t_2)\times `$ (14)
$`\left(\text{}C_v(t_2,t_0)F(\rho _T|t_2,t_0)\right).`$
For numerical work a discretization scheme of the $`\omega `$-integral in (10) is required. Our choice is

$$F(\rho _T|t,t_0)\underset{k=K_{}}{\overset{K_+}{}}\rho _k\mathrm{exp}_T(\omega _k,tt_0)$$
(15)
where $`\omega _k=\mathrm{\Delta }\omega k`$, $`\mathrm{\Delta }\omega `$ is an appropriate (small) interval, $`\rho _k=\mathrm{\Delta }\omega \rho _T(\omega _k)`$, and $`K_{}<0<K_+`$.

The likelihood function $`𝒫[C\rho ]`$ describes the probability distribution of the data $`C`$ given a certain parameter set $`\rho `$. If we imagine that the data are obtained by a large number of measurements, at fixed $`\rho `$, then the probability distribution for $`C`$ is Gaussian by virtue of the central limit theorem,

$$𝒫[C\rho ]e^{\chi ^2/2}.$$
(16)
This is the standard argument for employing the above form of the likelihood function in the context of Bayesian inference Jarrell and Gubernatis (1996); Brandt (1976).

### II.3 Entropic prior

In case some information is available about the physics of the system it can be used to constrain the parameter space of the model. This is the role of the Bayesian prior. In the standard approach plateau methods are a severe form of imposing restrictions. A two-exponential fit (1), if feasible, is less constraining. In a Bayesian context it is possible to gradually increase the number of exponentials until convergence is reached. This is a strategy advocated in Lepage et al. (2002), see also Morningstar (2001). There, the model for the correlation function is $`_nA_ne^{E_nt}`$, initially with small number of terms, which is then constrained by the Bayesian prior $`e^{_n[(A_n\overline{A}_n)^2/2\overline{\sigma }_{A_n}^2+(E_n\overline{E}_n)^2/2\overline{\sigma }_{E_n}^2]}`$. The quantities $`\overline{A}_n,\overline{\sigma }_{A_n},\overline{E}_n,\overline{\sigma }_{E_n}`$ are input. Their choice is inspired by prior knowledge about the physics of the system.

On the other hand, there is usually no a priory information about the location and the strengths of the peaks in the mass spectrum. The view that only minimal information is available about the spectral density function can also be implemented in the Bayesian prior. The information content, in the sense of Shannon and Weaver (1949); Jaynes (1957a, b), is measured by the entropy $`S=_k\rho _k\mathrm{ln}(\rho _k/m)`$, on some scale $`m`$. Rather, a commonly used variant is the Shannon-Jaynes entropy Jarrell and Gubernatis (1996)

$$𝒮[\rho ]=\underset{k=K_{}}{\overset{K_+}{}}\left(\rho _km_k\rho _k\mathrm{ln}\frac{\rho _k}{m_k}\right).$$
(17)
Note that $`\rho _k0`$, according to (11). The configuration $`m=\{m_k:K_{}kK_+\}`$ is called the default model. We have $`𝒮0`$, $`\rho `$, while $`𝒮=0\rho =m`$. The default model is a unique absolute maximum of $`𝒮`$. Choosing the prior probability as

$$𝒫[\rho ]e^{\alpha 𝒮}$$
(18)
entails that $`𝒫[\rho ]`$ is maximal in the absence of information about $`\rho `$. An argument for (18) can be found in Jarrell and Gubernatis (1996). The entropy strength $`\alpha `$ and the default model $`m`$ are parameters.

### II.4 Computing the spectral density

With (16) and (18) the posterior probability (6) becomes

$$𝒫[\rho C]e^{(\chi ^2/2\alpha 𝒮)}.$$
(19)
We wish to maximize $`𝒫[\rho C]`$ with respect to $`\rho `$, at fixed $`C`$. It can be shown that both $`\chi ^2[\rho ]`$ and $`𝒮[\rho ]`$ are convex functions of $`\rho =\{\rho _k:K_{}kK_+\}`$. Thus

$$W[\rho ]=\chi ^2/2\alpha S$$
(20)
has a unique absolute minimum. The functional $`W[\rho ]`$ is nonlinear and maximally nonlocal since all degrees of freedom $`\rho _k`$ are coupled via the covariance matrix (13) in (14). To find the minimum of $`W[\rho ]`$ one option is to use singular value decomposition (SVD), see Asakawa et al. (2001).

In keeping with the Bayesian probabilistic interpretation of $`\rho `$ an attractive alternative is to employ stochastic methods to solve the optimization problem $`W[\rho ]=\mathrm{min}`$. In this work we employ simulated annealing Kirkpatrick (1984), equivalently known as cooling. The algorithm is based on the partition function

$$Z_W=[d\rho ]e^{\beta _WW[\rho ]}.$$
(21)
It involves the generation of equilibrium configurations $`\rho `$ while gradually increasing $`\beta _W`$ from an initially small value, following some annealing schedule. The latter is subject to experimentation. We have used the power law

$$\beta _W(n)=(\beta _1\beta _0)\left(n/N\right)^\gamma +\beta _0$$
(22)
with annealing steps $`n=0\mathrm{}N`$ between an initial $`\beta _0`$ and a final $`\beta _1`$.

A standard Metropolis algorithm was used to generate configurations $`\rho `$ with the distribution in (21). In consecutive sweeps local updates were done by multiplying the spectral parameters with positive random numbers, $`\rho _kx\rho _k`$. Some experimenting showed that $`\mathrm{\Gamma }`$-distributed random deviates of order two, $`p_a(x)=x^{a1}e^x/\mathrm{\Gamma }(a),a=2`$, work quite efficiently at an acceptance rate centered at about 50%.

## III Results

All simulations were done on an $`L^3\times T=10^3\times 30`$ lattice. The gauge field and fermion actions are both anisotropic, with bare aspect ratio of $`a_s/a_t=3`$, and tadpole improved. The gauge field action is that of Morningstar and Peardon (1999) with $`\beta =2.4`$, leading to a spatial lattice constant of $`a_s0.25\mathrm{fm},a_s^1800\mathrm{M}\mathrm{e}\mathrm{V}`$. For the light fermions we use a clover improved Wilson action. The hopping parameter $`\kappa =0.0679`$ results in a mass ratio $`m_\pi /m_\rho 0.75`$. Following Morningstar and Peardon (1999) only spatial directions are improved with spatial tadpole renormalization factors $`u_s=\text{}^{1/4}`$, while $`u_t=1`$ in the time direction. Clover terms involving time directions are omitted.

Some guidance for a reasonable $`\omega `$-discretization (15), of (10), may be derived from the physical value of the lattice constant $`a_t`$, and the time extent $`Ta_t`$ of the lattice. Admissible lattice energies thus lie approximately between $`\pi /a_t7.5\mathrm{GeV}`$ and $`\pi /Ta_t250\mathrm{M}\mathrm{e}\mathrm{V}`$, or $`3`$ and $`0.1`$ in units of $`a_t^1`$. In practice these are somewhat extreme bounds. Typical hadronic excitation energies are much less than $`\pi /a_t7.5\mathrm{GeV}`$. The lower bound, on the other hand, may well be ignored as a criterion for choosing the discretization interval $`\mathrm{\Delta }\omega `$, because the theoretical form of $`\rho `$ is a superposition of $`\delta `$-peaks. Thus the resolution $`\mathrm{\Delta }\omega `$ should be small, in fact much smaller than $`0.1`$. A reasonable lower bound is the likely statistical error on spectral masses. For most of the results presented here $`\mathrm{\Delta }\omega =0.04`$, and $`K_{}=40,K_+=+80`$, leading to $`1.6\omega +3.2`$, were used with (15).

With the annealing schedule (22), we have used $`N=2048`$ cooling steps, at 128 sweeps per temperature, starting at $`\beta _0=1.0\times 10^5\beta `$ and ending at $`\beta _1=1.0\times 10^{+5}\beta `$, with a geometric average of $`\beta =1.0\times 10^{+3}`$. These choices are an outcome of experimentation. With $`\gamma 16.61`$ in (22) about half of the cooling steps operate in the regions $`\beta _W(n)<\beta `$ and $`\beta _W(n)>\beta `$, respectively. The average value $`\beta `$ is such that $`\beta _WW[\rho ]`$ fluctuates about one at around $`N/2`$ cooling steps. With the final annealing temperature kept constant, $`\beta _W=\beta _1`$, an additional 1024 steps were done keeping 16 configurations $`\rho `$ in order to measure cooling fluctuations.

Results are robust within reasonable changes of the annealing schedule parameters, they were used throughout this work.

### III.1 Entropy weight dependence

The extent to which the spectral density $`\rho `$ depends on the value of the entropy weight parameter $`\alpha `$, in (20), is a primary concern. We are interested in testing the $`\alpha `$ dependence for a case where both ground and excited states are prominently present in a time correlation function. For this reason we have constructed a mock correlator $`C_\mathrm{X}(t,t_0)`$. Its building blocks were the eigenvalues of the $`2\times 2`$ correlation matrix $`C_{ij}(t,t_0)=\widehat{\mathrm{\Phi }}_i^{}(t)\widehat{\mathrm{\Phi }}_j(t_0)`$ using the above mentioned local and non-local meson fields. Pieces of those were arbitrarily matched and enhanced in order to exhibit a multi-exponential correlation function. While $`C_\mathrm{X}(t,t_0)`$ bears no physical significance, its rich structure provides a useful laboratory for testing the $`\alpha `$ dependence of the spectral density function.

In Fig. 1 we show a sequence of six pairs of Bayesian fits to the mock correlator $`C_\mathrm{X}(t,t_0)`$ and the corresponding spectral densities $`\rho `$ for a wide range of entropy weights $`\alpha `$. The stability of the global structure of $`\rho `$ while $`\alpha `$ changes from $`1.4\times 10^2`$ to $`1.4\times 10^{+7}`$ is most notable111In Fiebig (2002b) and Fiebig (2002a) a different normalization of the covariance matrix (13) was used. This can be accounted for by a rescaling of the entropy weight $`\alpha =(N_U1)\overline{\alpha }`$, where $`\overline{\alpha }`$ refers to the above references and $`N_U=708`$.. As $`\alpha `$ becomes larger entire peaks vanish starting with the smallest one. The reason is that the annealing action (20) gradually loses memory of the data, contained in $`\chi ^2`$, in favor of the entropy. The fit at $`\alpha =1.4\times 10^{+7}`$ exhibits the onset of a smoothing of the micro structure, starting with the largest peak. This is the signature of emerging entropy dominance over the data. In practice this situation should be avoided. In our case entropy strengths in the region $`\alpha <10^{+6}`$ over eight orders of magnitude give stable consistent results. It has been proposed that spectral functions be integrated over $`\alpha `$ to avoid the parameter dependence Jarrell and Gubernatis (1996). Inspection of our results clearly indicates that averaging over $`\alpha `$ would be without consequence to the gross structure of $`\rho `$, only the micro structure would be affected. Even the region $`\alpha >10^{+6}`$ could be included, since the magnitude of $`\rho `$ quickly becomes insignificant.

In order to decide on a tuning criterion for $`\alpha `$ it is useful to monitor quantities like

$`Y_{S/W}`$ $`=`$ $`{\displaystyle \frac{\alpha S_{\beta _W\mathrm{}}}{W_{\beta _W\mathrm{}}}}`$ (23)
$`Y_{S/\chi ^2}`$ $`=`$ $`{\displaystyle \frac{\alpha S_{\beta _W\mathrm{}}}{\chi ^2/2_{\beta _W\mathrm{}}}},`$ (24)
where $`\mathrm{}_{\beta _W\mathrm{}}`$ refers to the annealing average measured at the final cooling temperature, $`\beta _1`$. We will refer to the above quantities as entropy loads. Those are shown in Fig. 2. It turns out that $`\mathrm{log}(Y)`$ depends linearly on $`\mathrm{log}(\alpha )`$ in the regions $`\mathrm{log}(\alpha )<+1`$ and $`\mathrm{log}(\alpha )<+4`$, for $`Y_{S/W}`$ and $`Y_{S/\chi ^2}`$, respectively. (In fact $`Y6.2\times 10^4\alpha `$.) Beyond the linear region too much entropy is loaded into the annealing action $`W`$, leading to a smoothing of peaks, as seen in Fig. 1. Empirically, the criterion emerging from this observation is to tune the entropy weight such that $`\mathrm{log}(Y)2\pm 1`$ within the linear region. The precise value of $`\mathrm{log}(Y)`$ is not important, also $`Y=Y_{S/W}`$ and $`Y=Y_{S/\chi ^2}`$ work equally well. As is evident from Fig. 1 results are extremely robust against varying $`\alpha `$.

### III.2 Single-meson spectrum

The correlation function $`c(t,t_0)=\widehat{\varphi }^{}(t)\widehat{\varphi }(t_0)`$ of a single pseudoscalar heavy-light meson operator $`\varphi (t)=_\stackrel{}{x}\overline{Q}_A(\stackrel{}{x}t)\gamma _5q_A(\stackrel{}{x}t)`$ delivers high quality data in this simulation. We use these to compare with plateau methods and make some observations relevant to the present stochastic approach to the MEM.

In Fig. 3 plots of the mass function discretizations (3a3d), built from $`c(t,t_0)`$, and the corresponding plateau fits are displayed. Plateau fits were made directly to $`\mu _{\mathrm{eff},\mathrm{i}=0\mathrm{}3}`$. The resulting masses, other than $`m_{\mathrm{eff},0}`$, are from solving (3b3d). Table 1 shows that those are consistent within statistical (jackknife) errors.

Figure 4 gives a sense of the annealing dynamics. Beside (23) and (24) also shown are

$`Y_S`$ $`=`$ $`\alpha S_{\beta _W\mathrm{}}`$ (25)
$`Y_{\chi ^2}`$ $`=`$ $`\chi ^2/2_{\beta _W\mathrm{}}.`$ (26)
In Fiebig (2002b) and Fiebig (2002a) the use of $`Y_{S/W}`$ was advocated as a tuning criterion. In view of Fig. 4 $`Y_{S/\chi ^2}`$ appears to be a better choice given its monotonic nature. A target entropy load of $`Y_{S/\chi ^2}10^{1\pm 1}`$ is a safe tuning criterion, provided the cooling algorithm runs in the (upper) linear region, see Fig. 2.

The Bayesian analysis of the time correlation function $`c(t,t_0)`$ is shown in Fig. 5. The solid line in Fig. 5(a) derives from the computed spectral density $`\rho `$, via (15). With the exception of $`t_0=0`$ all available time slices were used. Parameters are $`\alpha =5.0\times 10^5`$, for the entropy strength, a constant default model $`m=1.0\times 10^{12}`$, and a random annealing start about $`m`$. The graph of $`\rho `$ in Fig. 5(b) exhibits a global structure consisting of distinct peaks, some broad, and a micro structure of fluctuations on the scale of $`\mathrm{\Delta }\omega `$. The micro structure depends on details of the annealing process, particularly the start configuration. Clearly, it makes no sense to infer the micro structure from the data. The reason is that only $`T1=29`$ data points do not contain enough information to determine $`K_+K_{}+1=K=121`$ spectral parameters (with any sizable probability).

On the other hand the global structure is a stable feature. In the region $`\omega >0`$ three peaks can be distinguished in Fig. 5(b). By way of inspection we loosely define

$$\delta _n=\{\omega :\omega \mathrm{peak}\mathrm{\#}n\}n=1,2\mathrm{}.$$
(27)
Then, for each peak $`n`$, we may calculate the volume $`Z_n`$, the mass $`E_n`$, and the width $`\mathrm{\Delta }_n`$, according to

$`Z_n`$ $`=`$ $`{\displaystyle _{\delta _n}}𝑑\omega \rho _T(\omega )`$ (28)
$`E_n`$ $`=`$ $`Z_n^1{\displaystyle _{\delta _n}}𝑑\omega \rho _T(\omega )\omega `$ (29)
$`\mathrm{\Delta }_n^2`$ $`=`$ $`Z_n^1{\displaystyle _{\delta _n}}𝑑\omega \rho _T(\omega )\left(\omega E_n\right)^2.`$ (30)
These integrated, low moment, quantities are evidently insensitive to the micro structure. They constitute the information that reasonably can be expected to flow from the Bayesian analysis.

The spectral density of Fig. 5(b) is replotted in Fig. 6 on linear scales. The tall narrow peak in Fig. 6(c) corresponds to the plateau masses of Fig. 3, as listed in Tab. 1. There, the entries $`E_1`$ and $`\mathrm{\Delta }_1`$ are the Bayesian results. Their statistical errors are derived from a jackknife analysis selecting four subsets of gauge configurations. (Note that the uncertainties in Fig. 6 are standard deviations from eight annealing starts.) Cold starts from the default model $`m`$ were used to suppress the dependence on the annealing start configuration. The peak width $`\mathrm{\Delta }_1`$ is comparable to the gauge configuration statistical error. This is the exception. With correlation function data of lesser quality (like with the two-meson operators below) the size of the peak width is typically larger than the statistical error. It appears that the peak width $`\mathrm{\Delta }_n`$ is related to the size $`\mathrm{\Theta }_n`$ of the corresponding effective mass function plateau, like in Fig. 3, or the size of the $`\mathrm{log}`$-linear stretch in a plot like in Fig. 5(a). As a very coarse description $`\mathrm{\Delta }_n\mathrm{\Theta }_n\mathrm{const}`$ comes to mind. Using $`\mathrm{\Theta }_1=12`$ and $`\mathrm{\Delta }_1=0.017`$ we have $`\mathrm{const}0.2`$. The peaks $`n=2`$ and $`n=3`$ seen in Fig. 6(d) would thus appear to originate from $`\mathrm{\Theta }_n0.2/\mathrm{\Delta }_n`$, or 1.3 and 0.8 time slices, respectively. (By inspection of Fig. 3 as many as 5 time slices appear involved, however.) The physical relevance of, at least, peak $`n=3`$ is therefore questionable. On the other hand it is remarkable that the maximum entropy method is sensitive to the slightest details in the correlation function data.

### III.3 Default model dependence

The Shannon-Jaynes entropy (17) implies the possible dependence of the computed spectral density $`\rho `$ on the default model $`m=\{m_k:K_{}kK_+\}`$. We explore the $`m`$ dependence using as an example the time correlation function $`C_v`$ with $`v_1=1`$ $`v_2=0`$, in the notation of (7), at relative distance $`r=4`$.

Figure 7 shows the time correlation function data together with the Bayesian fit, and the corresponding spectral density $`\rho `$. The latter is the average over eight random annealing start configurations. This has the effect of smoothing out the micro structure of $`\rho `$. We have used a constant default model $`m_k=1.0\times 10^{12}`$, all $`k`$.

The stability of this result is tested by varying the default model through 15 orders of magnitude, $`m=10^{12}\mathrm{}10^{+3}`$, as shown in Fig. 8. To keep effects of the annealing start configuration small cold starts from $`\rho =m`$, using the same random seed, were employed for all values of $`m`$. In each case the entropy strength parameter $`\alpha `$ was tuned such that the entropy load $`Y_{S/\chi ^2}`$ remained constant. Aside from the familiar micro structure fluctuations, the global (physical) features are stable within the range of, a remarkable, fifteen orders of magnitude. Numerical experiments with non-constant $`m`$ do not change this assessment. In Tab. 2 are listed the three integral quantities (28)–(30) averaged over the six default models together with the corresponding standard deviations. Their smallness (0.3–3%) attests to the default model independence of the Bayesian fits. Given the huge variation of the default model the stability of $`\rho `$ is remarkable.

### III.4 Annealing start dependence

The annealing algorithm starts with some initial spectral configuration $`\rho _{\mathrm{ini}}`$. Depending on the purpose we have used cold starts from the default model, $`\rho _{\mathrm{ini}}=m`$, or random starts from the default model, $`\rho _{\mathrm{ini},k}=x_km_k`$, where the $`x_k`$ are drawn from a gamma distribution of order two, $`p_a(x)=x^{a1}e^x/\mathrm{\Gamma }(a),a=2`$. The global features of the final spectral density are of course independent of the start configuration, but the micro structure of $`\rho `$ is not. The reason is that in practice the annealing process is neither infinitely slow nor is the final cooling temperature $`\beta _1^1`$ exactly zero. Therefore the annealing result for $`\rho `$ settles close to the global minimum, say $`\rho _{\mathrm{min}}`$, of $`W[\rho ]`$. Considering annealing (thermal) fluctuations only, we expect the deviation $`|\rho \rho _{\mathrm{min}}|`$ to be large in directions (of $`\rho `$ space) where the minimum is shallow. Thermal fluctuations are easily controlled, however. Those were kept negligible in the present study. More importantly, there may be local minima close to $`\rho _{\mathrm{min}}`$ which are only slightly larger than $`W[\rho _{\mathrm{min}}]`$. This situation invites computing a set of spectral densities from different, say random, initial configurations. The averages and standard deviations of the $`\rho _k`$ then gives some insight into the structure of the peak and the nature of the minimum of $`W`$ and its neighborhood.

To present an example we have selected an excited state time correlation function $`C_2(t,t_0)`$ of the meson-meson system at relative distance $`r=4`$. $`C_2(t,t_0)`$ is the smaller of the eigenvalues of the $`2\times 2`$ correlation matrix $`C_{ij}(t,t_0)=\widehat{\mathrm{\Phi }}_i^{}(t)\widehat{\mathrm{\Phi }}_j(t_0)`$, on each time slice. The reason for selecting this operator is to see how the MEM responds to a data set that is marginally acceptable, at best. Figure 9 shows the correlator and the corresponding spectral density obtained from an average over eight Bayesian fits based on different random annealing start configurations. The same spectral density is displayed in the first frame of Fig. 10 on a linear scale. The dotted lines represent the limits within one standard deviation. The remaining three frames of Fig. 10 show spectral functions from selected single start configurations. They illustrate the micro structure fluctuations.

We argue that the micro structure, on a fine discretization scale $`\mathrm{\Delta }\omega `$, is extraneous information. On the basis that the number of measured data points, as supplied by the time correlation function $`C_v(t,t_0)`$, is much smaller than the number of inferred parameters $`\rho _k`$, exact knowledge of $`\rho `$ would actually constitute an information gain not supported by the data. Rather, only averages of suitable observables based on the inferred spectral density, like (28)–(30) for example, are relevant information that can be extracted from the Bayesian analysis. Whether or not the $`\rho `$ average of a certain observable is relevant information supported by the data may possibly be decided by the criterion that the standard deviation with respect to different annealing starts be small. From Tab. 3 we see that the standard deviations for the small-moment averages (28,29,30) are comparable to typical gauge configuration statistical errors, for example those in Tab. 1. This should be an acceptable test, certainly high resolution operators would fail it.

### III.5 Relation to plateau methods

Aside from the obvious differences in algorithm and philosophy it is important to understand that the traditional plateau method and the celebrated Bayesian approach also are distinctly different in the way they utilize the lattice correlator data. First, the former uses data on only a (subjectively) truncated contiguous set of time slices while completely ignoring the rest, whereas the latter utilizes the data on all available time slices without bias. Second, in the plateau method the stochastic dependence of the data between the plateau time slices is often ignored222 Uncorrelated fits to a mass function may be justified if the number of gauge configurations $`N`$ is large compared to the number of plateau times slices $`D`$, see Michael (1994); Michael and McKerrell (1995). There the condition $`N>\mathrm{max}(D^2,10(D+1))`$ applied to the situation of Fig. 3 gives $`708>169`$. whereas in the Bayesian approach the dependence is fully accounted for through the covariance matrix (13). Hence, the traditional plateau method and the Bayesian inference approach cannot be compared on an equal footing. In particular, their systematic errors are in principle different.

A comparison of those methods is thus reduced to observing their responses to the same data sets. If the numerical quality of data is very good both methods (in fact any two methods) will of course give the same answers. An example is the single-meson case discussed above, see Tab. 1. In case of imperfect numerical data, however, the two methods should be expected to give different results. We illustrate this point by showing in Fig. 11 the effective mass functions (3a) of the correlators $`C_{11}`$ and $`C_2`$ displayed in Figs. 7 and 9, respectively. While the $`C_{11}`$ data are somewhat level within 9 time slices, the $`C_2`$ data are extreme in the sense that only 2 data points are available to the plateau method. Bayesian inference, as illustrated by Fig. 9 and also Fig. 10, has no problem responding with a distinct peak. The reason, of course, is that the entire set of correlator data including their correlations is available to the Bayesian approach.

In Tabs. 2 and 3 we compare the plateau masses $`m_{\mathrm{eff},0}`$ obtained from (3a) to the Bayesian results $`E_1`$. The numbers differ by about 3–5%. Note that the statistical (jackknife) errors on the plateau masses are much smaller. Because of the data truncation the method has no way of ‘knowing’ about the poor quality of the correlator data, particularly in the $`C_2`$ case of the exited state correlator. The Bayesian method, on the other hand, is fully ‘aware’ of this fact and conveys this information by responding with a sizable peak width $`\mathrm{\Delta }_1`$, which easily encompasses the plateau masses.

This raises the question whether Bayesian peak widths or plateau mass statistical errors are a better measure for the uncertainty of masses extracted from lattice simulations. The answer is beyond the scope of this work.

## IV Summary and conclusion

We have reported on our experience using Bayesian inference with an entropic prior, the maximum entropy method, to extract spectral information from lattice generated time correlation functions. The latter were taken from a simulation aimed at studying hadronic interaction, but used here only as a repository of simulation data of diverse quality.

In contrast to other works the method of choice for extracting spectral densities was simulated annealing.

Between the maximum entropy method and simulated annealing there were three major concerns about the parameter and algorithm dependence of the results: Dependence on (i) the entropy weight, (ii) the default model, and (iii) the annealing start configuration. Besides suggesting strategies for parameter tuning, independence of the Bayesian inferred spectral density $`\rho `$ on (i) the entropy weight, and (ii) the default model could be demonstrated within a range of eight and fifteen orders of magnitude of the parameters, respectively. Concerning the annealing start configuration dependence (iii) we argued that only spectral density averages of certain operators are acceptable. From an information theory point of view Shannon and Weaver (1949), those should be operators insensitive to the micro structure of the inferred spectral density. In particular, keeping in mind that the theoretical structure of the lattice spectral function is a superposition of distinct peaks, those operators include the spectral peak volume $`Z_n`$, or normalization, the peak energy $`E_n`$, or mass, and the peak width $`\mathrm{\Delta }_n`$, or standard deviation.

Bayesian inference has too long been ignored by the lattice community as an analysis tool. It has an advantage over conventional plateau methods for extracting hadron masses from lattice simulations because the entire information contained in the correlator function, or matrix, is utilized. This aspect is particularly important where excited state masses are desired, since the noise contamination of their signal can be significant. The maximum entropy method is very robust with respect to changing its parameters. Simulated annealing is practical for obtaining spectral density functions. The method should be given serious consideration as an alternative for conventional ways.

###### Acknowledgements.

This material is based upon work supported by the National Science Foundation under Grant No. 0073362. Resources made available through the Lattice Hadron Physics Collaboration (LHPC) were used in this project.


text:
# Out-of-equilibrium states as statistical equilibria of an effective dynamics

## Abstract

We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical equilibria of an effective dynamics, which is derived using averaging techniques. This simple behavior might be a prototype of others observed in more complicated systems with long-range interactions, like two-dimensional incompressible fluids and wave-particle interaction in a plasma.

The behavior of many complex nonlinear dynamical systems results in the formation of spatially ordered structures. Examples include two-dimensional incompressible weakly dissipative fluids hasegawa , two and three-dimensional magnetohydrodynamics Carnevale , planet atmospheres freddyJFM , electrostatic potential in inhomogeneous magnetized plasmas, galaxy cluster formation in self-gravitating astrophysical systems Padmanabhan , vortices in rotating Bose-Einstein condensates BEC . Similar effects were also numerically revealed dauxoispeyrard  in discrete lattices, in which the modulational instability of a linear wave was shown to be the first step towards energy localization, followed by the nonlinear interaction among breather-like excitations. Related phenomena have been experimentally reported, such as the appearance of oscillons in vibrated granular media swinney .

Besides all analogies, the reasons for this self-organization can be indeed quite different. In systems for which a structure originate from any randomly chosen initial condition, a natural explanation is of a statistical nature: see for instance Ref. lyndenbell  for self-gravitating systems or Ref. robert  for two dimensional conservative fluids. In other systems, the structures arise and persist as a direct consequence of the nonlinear dynamics as for instance in Ref. dauxoispeyrard . We present in this letter a simple and fully tractable model for which both reasons for self-organization, statistical mechanics and nonlinear dynamics, have to be invoked. Indeed, we will show that Gibbsian statistical mechanics can be safely applied only when the correct dynamical variables are singled out Elskens .

The model, with long range forces, exhibits long lived out of equilibrium structures and related unusual relaxation phenomena Latora , like those encountered in self-gravitating systems, plasmas or two dimensional fluids. Despite the importance of such systems, a clear understanding of their peculiarities is still an open problem.

We study the repulsive Hamiltonian Mean Field (HMF) model Antoni , that describes the motion of $`N`$ particles on a circle. Its Lagrangian is

$`L(\theta _i,\dot{\theta _i})`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{\dot{\theta _i}^2}{2}}{\displaystyle \frac{1}{2N}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}\mathrm{cos}(\theta _i\theta _j).`$ (1)
This model is an archetype of mean field models for which interactions are infinite-range with size dependent coupling Kac . For a special but wide class of initial conditions, this model drh ; lfr  has a very interesting dynamics since, contrary to statistical mechanics expectations, a localized structure (bicluster) appears (see Fig. 1). Its initial formation results from a fast oscillation of the medium, that nonlinearly drives, on a longer time scale, an average motion of the particles in an effective double-well potential. The mechanism is qualitatively reminiscent of the parametrically forced pendulum, first analyzed by Kapitza kapitza : the role of the harmonic forcing of the pivot is here played, by the *self induced* fast oscillation of the original dynamics. As for the Kapitza pendulum, we average over the fast oscillation and obtain an effective Hamiltonian for the slow motion. We will show that the final bicluster structure is a statistical equilibrium of such an effective Hamiltonian.

Let’s consider the evolution of particles for small initial energy and velocity dispersion drh . The analysis relies on the existence of two time-scales in the system: the first one, defined by the linearized dynamics, is intrinsic and corresponds to the inverse of the “plasma frequency” $`\omega =\sqrt{2}/2`$. The second one depends on the energy per particle $`e=H/N`$ via the relation $`\tau =\epsilon t`$, with $`\epsilon =\sqrt{2e}`$. As a consequence, we use the following ansatz $`\theta _i=\theta _i^0(\tau )+\epsilon f_i(t,\tau )`$. A multi scale analysis shows that the correct choice to describe the small and rapid oscillations is $`f_i=\left[\sqrt{2}A_+(\tau )\mathrm{sin}(\varphi _+(t))+a_+(\tau )\right]\mathrm{cos}(\theta _i^0+\psi )+\left[\sqrt{2}A_{}(\tau )\mathrm{sin}(\varphi _{}(t))+a_{}(\tau )\right]\mathrm{sin}(\theta _i^0+\psi )`$ where $`\varphi _\pm (t)`$ are fast variables, and $`d\varphi _\pm /dt`$, $`A_\pm (\tau )`$, and $`a_\pm (\tau )`$ are slow variables. The phase $`\psi `$ is defined via the complex number $`M_2=N^1_{j=1}^Ne^{2i\theta _j^0}|M_2|e^{2i\psi }`$. We introduce this expression in Lagrangian (1) and keep terms up to order $`\epsilon ^2`$, averaging over the fast time $`t`$, as described e.g. in Ref. witham . Dropping the $`\epsilon ^2`$ overall factor, the averaged Lagrangian reads

$$L_{slow}=\frac{1}{2}\underset{i=1}{\overset{N}{}}\left(\frac{d\theta _i^0}{d\tau }\right)^2+L_++L_{},$$
(2)
where

$`L_\pm `$ $`=`$ $`{\displaystyle \frac{N}{2}}[A_\pm ^2\dot{\varphi }_{\pm }^{}{}_{}{}^{2}\omega _\pm ^2(M_{1\pm }^0)^22M_{1\pm }^0a_\pm \omega _\pm ^2`$ (3)
$`(A_\pm ^2+a_\pm ^2)\omega _\pm ^4].`$
$`M_1^0\epsilon N^1_{j=1}^Ne^{i\theta _j^0}=M_1^0+iM_{1+}^0`$ is the first moment associated to the angles and $`\omega _\pm \sqrt{(1\pm |M_2|)/2}`$ will turn out to be the fast frequencies (for details see Ref. bbdr ). $`\varphi _\pm `$ are now cyclic variables and correspond to two quasi-conserved quantities, $`P_\pm =NA_\pm ^2\omega _\pm ^2\dot{\varphi }_\pm `$, which are adiabatic invariants of the dynamics. Going from the Lagrangian to the Hamiltonian formalism, one must first remark that, having eliminated the dependence on the time derivatives of $`A_\pm `$, $`a_\pm `$, there is no Legendre transform over these variables. In the absence of conjugate variables to the amplitudes $`A_\pm `$, the corresponding Hamilton’s equation are simply given, from the least action principle, by $`_{A_\pm }H_{slow}=0`$. This leads to the expression for the amplitudes $`NA_\pm ^2=P_\pm \omega _\pm ^3`$. Finally, from the equations $`_{a_\pm }H_{slow}=0`$ and $`\dot{\varphi }_\pm =_{P_\pm }H_{slow}`$, we determine the shifts $`a_\pm `$ and the phases $`\varphi _\pm `$ .

Rewriting the action, taking into account the relations for $`A_\pm `$ and $`a_\pm `$, we end up with a very simple *effective* Hamiltonian that retains only the slow motion

$$H_{eff}=\underset{i}{}\frac{p_{i}^{0}{}_{}{}^{2}}{2}+P_+\sqrt{\frac{1+|M_2|}{2}}+P_{}\sqrt{\frac{1|M_2|}{2}},$$
(4)
and which describes the evolution of the full system. The constant $`P_+`$ and $`P_{}`$ are determined by the initial condition.

For the sake of simplicity, we restrict here to the case in which only one mode, $`P_{}`$, is initially excited ($`P_+=0`$). Dropping the subscript for $`P`$, we then consider the Hamiltonian

$`H_{eff}={\displaystyle \underset{i}{}}{\displaystyle \frac{p_{i}^{0}{}_{}{}^{2}}{2}}+P\sqrt{{\displaystyle \frac{1|M_2|}{2}}}.`$ (5)
The particle dynamics determined by this Hamiltonian perfectly compares with the one given by Lagrangian (1), as shown in Fig. 2.

In order to explain the formation of the bicluster and the chevrons observed in Fig. 1, let us first remark that the equations of motion of the effective Hamiltonian $`H_{eff}`$

$$\ddot{\theta }_i^0=\frac{P}{N\sqrt{2(1|M_2|)}}\mathrm{sin}2(\theta _i^0+\psi )$$
(6)
are pendulum-like. The evolution of the system thus consists of $`N`$ pendulum trajectories in a double-well potential, which is self-consistently modified since $`M_2`$ depends on the $`\theta _i^0`$. If the initial velocity dispersion is small, singularities appear in the density profile which becomes infinite along the envelope (or caustics) of the trajectories; the chevrons of Fig. 1 are a manifestation of these singularities ArnoldZeldovich . This picture allows us also to make quantitative predictions. To simplify the calculations, we assume that position and depth of the double well potential are fixed; this amounts to take $`\psi =const`$ in Eq. (6) (as suggested by Fig. 1) and $`|M_2|=const`$ which is the simplest hypothesis we can make in order to characterize the chevrons. We can compute the time $`t_s`$ of the first divergence of the density: it is the time when the particles in the bottom of the two wells of the potential, that perform a quasi-harmonic motion, cross. We get $`t_s=\pi \sqrt{N\omega _{}/(8Pe)}`$, where $`P`$ and $`e`$ depend on the initial condition, and $`\omega _{}`$ depends on $`|M_2|`$. Approximating the trajectories by straight lines near the bottom of the wells, we obtain the shape of the “chevrons”, resorting to standard methods Zauderer  of curve envelope calculation (see details in bbdr ). The lowest order approximation of the $`n`$th shock is

$`\theta `$ $``$ $`{\displaystyle \frac{\left(t(2n1)t_s\right)^{3/2}}{\sqrt{2n1}}},`$ (7)
where the $`1/\sqrt{n}`$ factor explains the shrinking of the chevrons, whereas the $`3/2`$ scaling law is generic according to catastrophe’s theory ArnoldZeldovich . Taking for $`|M_2|`$ its mean value ($`0.51`$ for the present initial condition), Fig. 2 emphasizes that the agreement with the numerics is quantitatively excellent.

Since the short time dynamics and the “chevrons” formation is now clarified, let us next consider the stabilization of this out of equilibrium state: this is where statistical mechanics comes into play.

Due to the special form of the effective potential, which depends only on the global variable $`|M_2|`$, the statistical mechanics of the effective Hamiltonian (5) is exactly tractable. Indeed, the density of states $`\mathrm{\Omega }(E)`$ can be expressed in terms of the density of states corresponding to the kinetic part of the Hamiltonian $`\mathrm{\Omega }_{kin}`$ and of the angular configurational part $`\mathrm{\Omega }_{conf}`$ as follows

$`\mathrm{\Omega }(E)`$ $``$ $`{\displaystyle d|M_2|\mathrm{\Omega }_{kin}\left(EV(|M_2|)\right)\mathrm{\Omega }_{conf}(|M_2|)}`$ (8)
where $`V(|M_2|)=P\sqrt{(1|M_2|)/2}`$. Using an inverse Laplace transform and the Hubbard-Stratonovitch trick, one also obtains $`\mathrm{\Omega }_{conf}`$ after some calculations. $`\mathrm{\Omega }(E)`$ in Eq. (8) can thus be evaluated bbdr  by the saddle point method, which leads to the equilibrium value $`|M_2^{}|`$ as a function of $`E/P`$. This explains the numerical result $`|M_2|0.5`$ found by the authors of Ref. drh  (their initial conditions correspond to $`E/P=\sqrt{2}/2`$ and $`|M_2^{}|=0.51`$). In addition, this shows that other initial conditions lead to other values of $`|M_2^{}|`$, which are in excellent agreement with numerical simulations (see Fig. 3). The long lifetime of these out-of-equilibrium states is therefore fully understood, since they appear as equilibrium states of an effective Hamiltonian that well represents the long-time motion.

Once $`|M_2^{}|`$ is known, it is easy to show that the equilibrium velocity distribution is Maxwellian with temperature $`T=2E_c/N`$, and that the distribution of angles has a Gibbsian shape $`\rho (\theta )e^{V(\theta )/T}`$, with the potential inferred from the equations of motion. However, whereas $`|M_2|`$ quickly reaches its equilibrium value, the distribution $`\rho (\theta )`$ relaxes very slowly, in the numerical experiments. Moreover, the relaxation time increases with $`N`$. Nevertheless, the density profile $`\rho (\theta )`$ obtained in long-time simulations with the full system (1) fully agrees with the one obtained with the effective dynamics (5), as shown in Fig. 4. This makes this model a good candidate to study the unusual relaxation properties and the non equilibrium states observed in other systems with long range interactions Latora .

We thus conclude that the dynamics of the effective Hamiltonian (5) parameterizes very well the one of the full Lagrangian (1), for short as well as for long time. The variational multi-scale analysis we used allows us to exhibit naturally the adiabatic invariants and to preserve the Hamiltonian structure of the problem (to leading order), making it well suited for a statistical treatment. This leads us to predict statistical properties of the full system, as the asymptotic value of $`|M_2|`$. Moreover, the effective Hamiltonian gives the opportunity to study numerically the relaxation towards equilibrium of the bicluster, whereas it was not possible in the real dynamics, because of computational limitations. Indeed, let us observe that the ratio of the typical time scale of the two dynamics is of order 100 or even larger at smaller energies.

We have thus described a simple mechanism to explain the existence of a stable out-of-equilibrium structure in a Hamiltonian mean-field model. This model deserves special attention for different reasons. It is probably the simplest $`N`$-particles solvable model in one dimension which exhibits such a stabilization effect, corresponding to the coupling of very fast oscillations self interacting with a slower motion. This model is moreover a simple analogue of other examples of nonlinear interactions of rapid oscillations with a slower global motion like the piston problem piston : averaging technics could be applied to the fast motion of gas particles in a piston which itself has a slow motion sinairusse . Examples can also be found in applied physics as for instance wave-particles interaction in plasma physics plasma , or the interaction of fast inertia gravity waves with the vortical motion for the rotating Shallow Water model embidmajda .

We acknowledge useful discussions with D. Escande, Y. Elskens, M.C. Firpo, J.L. Lebowitz, F. Leyvraz. This work has been supported by the French Ministère de la Recherche by a Lavoisier fellowship and with grant ACI jeune chercheur-2001 N 21-31, the Région Rhône-Alpes for the fellowship N 01-009261-01. It is also supported by the EU contract No. HPRN-CT-1999-00163 (LOCNET network) and the contract COFIN00 on Chaos and localization in classical and quantum mechanics.