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# On the Remarkable Spectrum of a Non-Hermitian Random Matrix Model

## I A Class of Non-Hermitian Random Matrix Models

Some time ago, Feinberg and one of us (in a paper to be referred to as FZ FZ ) proposed the study of the equation

$$\psi _{k+1}+r_{k1}\psi _{k1}=E\psi _k$$
(1)
where the real numbers $`r_k`$ are generated from some random distribution. Two particularly simple models were studied: (A) the $`r_k`$’s are equal to $`\pm 1`$ with equal probability, and (B) $`r_k=e^{i\theta _k}`$ with the angle $`\theta _k`$ uniformly distributed between $`0`$ and $`2\pi .`$

Imposing the boundary condition $`\psi _0=\psi _{N+2}=0`$ on (1) we can write the set of equations as the eigenvalue equation

$$H_N\psi =E\psi $$
(2)
with $`\psi `$ the column eigenvector with components $`\{\psi _1,`$ $`\psi _2,`$ $`\mathrm{},`$ $`\psi _N,`$ $`\psi _{N+1}\}`$ and $`H_N`$ the $`(N+1)`$ by $`(N+1)`$ non-Hermitian random matrix

$$H_N=\left(\begin{array}{cccccc}0\hfill & 1\hfill & 0\hfill & & & \\ r_1\hfill & 0\hfill & 1\hfill & 0\hfill & & \\ 0\hfill & r_2\hfill & 0\hfill & 1\hfill & 0\hfill & \\ & 0\hfill & \mathrm{}\hfill & \mathrm{}\hfill & \mathrm{}\hfill & 0\hfill \\ & & 0\hfill & r_{N1}\hfill & 0\hfill & 1\hfill \\ & & & 0\hfill & r_N\hfill & 0\hfill \end{array}\right)$$

While quantum mechanics is of course Hermitian it is convenient to think of $`H`$ as a Hamiltonian and (1) as the non-Hermitian Schrödinger equation describing the propagation of a particle hopping on a 1-dimensional lattice.

Some applications of non-Hermitian random Hamiltonians include vortex line pinning in superconductors 1 ; 2 ; fz2  and growth models in population biology 4 . A genuine localization transition can occur for random non-Hermitian Schrödinger Hamiltonians 5 ; 6 ; 7 ; 8 ; 9 ; 10 ; 11 ; 12  in one dimension.

As mentioned in FZ, with the open chain boundary condition $`\psi _0=\psi _{N+2}=0`$ the more general equation

$$s_{k+1}\psi _{k+1}+r_{k1}\psi _{k1}=E\psi _k$$
(3)
can always be reduced to (1) by an appropriate “gauge” transformation $`\psi _k\lambda _k\psi _k.`$ Furthermore, applying the transformation $`\psi _ku^k\psi _k`$ to (1) we see that if we change $`r_ku^2r_k`$ then the spectrum changes by $`EuE.`$ Thus, scaling the magnitude of the $`r_k`$’s merely stretches the spectrum, and flipping the sign of all the $`r_k`$’s corresponds to rotating the spectrum by $`90^0.`$

It is also useful to formulate the problem in the transfer matrix formalism. Write (1) as

$$\left(\begin{array}{c}\psi _{k+1}\hfill \\ \psi _k\hfill \end{array}\right)=T_{k1}\left(\begin{array}{c}\psi _k\hfill \\ \psi _{k1}\hfill \end{array}\right)$$
(4)
where the transfer matrix $`T_k`$ is defined as the 2 by 2 matrix

$$T_k=\left(\begin{array}{cc}E\hfill & r_k\hfill \\ 1\hfill & 0\hfill \end{array}\right)$$
(5)
Define $`PT_NT_{N1}\mathrm{}T_2T_1.`$ Then the boundary condition implies

$$EP_{11}+P_{12}=0$$
(6)
The solution of this polynomial equation in $`E`$ determines the spectrum.

Since $`H`$ is non-Hermitian the eigenvalues invade the complex plane. For model B, the spectrum has an obvious rotational symmetry and forms a disk (see Fig. 1, which displays the support of the density of states).

An expansion of the density of eigenvalues around $`E=0`$ to very high orders in $`E`$ has been given by Derrida et al. derrida . This analytic expansion however cannot predict singularities in the density of states.

In contrast, for model A the spectrum enjoys only a rectangular $`Z_2Z_2`$ symmetry. The first $`Z_2`$ corresponds to $`EE^{}`$ obtained by complex conjugating the eigenvalue equation $`H\psi =E\psi .`$ The second $`Z_2`$ corresponds to $`EE`$ obtained by the bipartite transformation $`\psi _k()^k\psi _k.`$ Remarkably, FZ found that the spectrum has an enormously complicated fractal-like form. In Fig. 2 we plot the support of the density of eigenvalues in the complex plane for a $`4000\times 4000`$ matrix, for a specific realization of the disorder.

In Fig. 3 we plot the support of the density of states in the complex plane for a $`1000\times 1000`$ matrix, averaged over 100 realizations of the disorder.

Contrasting Figs. 2 and 3 with Fig. 1, one can see why it has been a challenge for mathematical physicists to understand the nature of the spectrum.

## II Basic Formalism

In general, for random non-Hermitian matrices $`H`$, the density of eigenvalues can be obtained by

$$\rho (x,y)=\frac{1}{\pi }\frac{}{z^{}}G(z,z^{})$$
(7)
where the Green’s function is defined by

$$G(z,z^{})=\frac{1}{N}\mathrm{tr}\frac{1}{zH}$$

with the bracket denoting averaging and $`z=x+iy`$ (see, for example, ref. 8  for a proof of these relations). Equation (7) follows from the identity

$$\frac{}{z^{}}\frac{}{z}\mathrm{log}\text{ }z=\frac{}{z^{}}\frac{1}{z}=\pi \delta (x)\delta (y)$$
(8)
where $`z=x+iy`$. Expanding $`G(z,z^{})=\frac{1}{z}_{k=0}^{\mathrm{}}z^k\frac{1}{N}\mathrm{tr}H^k`$ we see that $`\frac{1}{N}\mathrm{tr}H^k`$ counts the number of paths of a particle returning to the origin in $`k`$ steps.

Evidently, for model A each link has to be traversed 4 times. The spectrum of model A was studied by Cicuta et al. cicuta  and by Gross and one of us GZ  by counting paths. In particular, Cicuta et al. gave an explicit expression for the number of paths. Recently, the more general problem of even-visiting random walks has been studied extensively (see ref. Bau ). In addition, exact analytic results for the Lyapunov exponent have been found by Sire and Krapivsky sire .

In this paper we propose a different approach based on the theory of words. We will focus on model A although some of our results apply to the general class of models described by (3).

One important issue is the dimensionality of the spectrum of model A. In general, the spectrum of non-Hermitian random matrices when averaged over the randomness is 2-dimensional (for example, the spectrum of model B). Many of the authors who have looked at model A believe that its spectrum, as shown in Figs. 2 and 3, is quasi-0-dimensional: the spectrum seems to consist of many accumulation points. Here we claim that the dimension of the spectrum actually lies between $`1`$ and $`2`$ dimensions, in the sense described below.

## III Distribution of the Characteristic Ratio

Consider the degree $`(N+1)`$ characteristic polynomial $`\mathrm{\Delta }_{N+1}(z)det(H_N+zI_{N+1})`$, where $`I_{N+1}`$ denotes the $`(N+1)\times (N+1)`$ identity matrix. We easily obtain the recursion relation

$$\mathrm{\Delta }_{N+1}(z)=z\mathrm{\Delta }_N(z)r_N\mathrm{\Delta }_{N1}(z)$$

with $`\mathrm{\Delta }_0(z)=1`$ and $`\mathrm{\Delta }_1(z)=z.`$ Note that this second order recursion relation can be expressed in terms of transfer matrices as

$$\left(\begin{array}{c}\mathrm{\Delta }_{N+1}(z)\\ \mathrm{\Delta }_N(z)\end{array}\right)=\left(\begin{array}{cc}z& r_N\\ 1& 0\end{array}\right)\left(\begin{array}{c}\mathrm{\Delta }_N(z)\\ \mathrm{\Delta }_{N1}(z)\end{array}\right)$$
(9)
very similar to those defined for the wave function $`\psi `$, with the transfer matrix given by

$$U_N=\left(\begin{array}{cc}z& r_N\\ 1& 0\end{array}\right).$$
(10)
Following Dyson and Schmidt Dyson ; Schmidt  we consider the characteristic ratio

$$y_k(z)\frac{\mathrm{\Delta }_k(z)}{\mathrm{\Delta }_{k1}(z)},$$
(11)
which satisfies the recursion relation

$$y_{k+1}=z\frac{r_k}{y_k}$$
(12)
with initial condition $`y_1=z`$.

The hope is that, while the characteristic polynomials $`\mathrm{\Delta }_k(z)`$ obviously changes dramatically as $`k`$ varies, the characteristic ratio $`y_k(z)`$ might converge asymptotically.

From the definition in eq. (11), it is clear that a point $`z`$ is in the spectrum of the $`N\times N`$ matrix iff $`y_N(z)=0`$ and $`y_{N+1}(z)=\mathrm{}`$. Thus a point $`z`$ belongs to the spectrum if the corresponding set of variables $`\{y_N\}`$ is unbounded, that is, if the probability of escape of the variable $`y_n`$ to $`\mathrm{}`$ is finite. As is shown in Bau , this condition is sufficient to determine the spectrum along the real axis ($`zR`$), but is insufficient in the complex case.

Let $`P_k(y_k)`$ be the probability distribution of $`y_k`$ (note that $`y_k`$ is complex). Then

$$P_{k+1}(y_{k+1})=d^2y_kP_k(y_k)\delta ^{(2)}(y_{k+1}z+\frac{r_k}{y_k})$$

where the brackets denote the average over the disorder variables $`\{r_k\}`$. In the thermodynamic limit $`k\mathrm{}`$, under fairly general conditions osedelec  it can be shown that the probability distribution has a limit $`P(y)`$, called the invariant distribution, which is determined by the self-consistent equation

$`P(y)`$ $`=`$ $`{\displaystyle d^2tP(t)\delta ^{(2)}(yz+\frac{r}{t})}`$
$`=`$ $`{\displaystyle \frac{r^2}{zy^4}}P({\displaystyle \frac{r}{zy}}),`$
where we have used the fact that $`\delta ^{(2)}(f(z))`$ near a zero, $`z_0`$, of $`f(z)`$ is given by $`\delta ^{(2)}(zz_0)|\frac{df}{dz}|^2`$.

For model A, we obtain the amusing equation

$$P(y)=\frac{1}{2zy^4}\left(P(\frac{1}{zy})+P(\frac{1}{zy})\right).$$
(13)
This type of equation has been studied extensively for the real case in aeppli ; orland ; luck . It can be shown that it can be solved by the Ansatz

$$P(y)=\underset{j}{}a_j\delta ^{(2)}(yb_j(z)),$$
(14)
where the $`b_j`$’s depend on $`z`$ whereas the $`a_j`$’s don’t. Note that the index $`j`$ is not necessarily an integer and can refer to a continuous set. In addition, it can be shown that the $`b_j(z)`$ are the stable fixed points of the product of any sequence of transfer matrices $`U`$ (see the next section).

Plugging (14) into (13) we have

$`{\displaystyle \underset{j}{}}a_j\delta ^{(2)}(yb_j)={\displaystyle \frac{1}{2}}{\displaystyle \underset{j}{}}a_j`$ $`\{\delta ^{(2)}(yz+{\displaystyle \frac{1}{b_j}})`$
$`+\delta ^{(2)}(yz{\displaystyle \frac{1}{b_j}})\}.`$
Since the right hand side has twice as many delta function spikes as the left hand side, for the two sides to match we expect that, in general, the index $`j`$ would have to run over an infinite set.

For a given complex number $`z`$, we demand that the two sets of complex numbers $`\{b_j\}`$ and $`\{z1/b_j,z+1/b_j\}`$ be the same. This very stringent condition should then determine the $`\{b_j(z)\}.`$

To see how this works, focus on a specific $`b_1`$ (Since the label $`j`$ has not been specified this can represent any $`b_j`$). It is equal to either $`z1/b_2`$ or $`z+1/b_2`$ for some $`b_2.`$ But $`b_2`$ must in its turn be equal to either $`z1/b_3`$ or $`z+1/b_3`$ for some $`b_3`$. This process of identification must continue until we return to $`b_1`$. Indeed, if the process of return to $`b_1`$ occurs in a finite number $`L`$ of steps, then it will repeat indefinitely (since the system is back at its starting point $`b_1)`$. It is this infinite repetition which gives a finite weight to the $`\delta `$function at $`b_1`$. By contrast, if the number of steps needed to return to the initial point $`b_1`$ is infinite, then the weight associated with this point vanishes, and it will not be present in the spectrum.

We thus conclude that the support of the distribution of $`P(y)`$ is the closure of the set of all the stable fixed points of the product of any sequence of transfer matrices $`U`$. We also conclude that the support of the density of states of the non-Hermitian matrix, in the thermodynamic limit, is given by the zeroes of any stable fixed point: $`b_j(z)=0`$. What is important to notice is that the $`a_j`$ are independent of $`z`$ and depend only on the length of the word. Thus, we conclude that the set of complex numbers $`\{b_j(z)\}`$ is determined by the solution of an infinite number of fixed point equations.

## IV The Theory of Words

It is useful here to introduce the theory of words. A word $`w`$ of length $`L`$ is defined as the sequence $`\{w_1,w_2,\mathrm{},w_L\}`$ where the letters $`w_j=\pm 1`$. In other words, we have a binary alphabet. Let us also define the repetition of a given word a specific number of times as a simple sentence. We can then string together simple sentences to form paragraphs.

For a given word $`w`$ of length $`L`$, consider a function $`f_L(b;z,w)`$ to be constructed iteratively. For notational simplicity we will suppress the dependence of $`f_L`$ on $`b,`$ $`z,`$ and $`w,`$ indicating only its dependence on the length $`L`$ of the word $`w.`$ The iteration begins with

$$f_1=z\frac{w_1}{b}$$

and continues with

$$f_{j+1}=z\frac{w_{j+1}}{f_j}.$$
(15)
We define $`f(b;z,w)f_L.`$

The set of complex numbers $`\{b_j(z)\}`$ are then determined as follows. Consider the set of all possible words. For each word $`w`$, determine the solution of the fixed point equation

$$b=f(b;z,w).$$

By considering small deviations from the solution, we see that the solution is a stable fixed point only if

$$\left|\frac{f(b;z,w)}{b}\right|<1.$$
(16)
The set of all possible words $`w`$ generates the set of complex numbers $`\{b_j(z)\}.`$ In other words, $`b`$ is determined by a continued fraction equation, since

$$f(b;z,w)=z\frac{w_L}{z\frac{w_{L1}}{z\frac{w_{L2}}{\frac{\mathrm{}}{z\frac{w_1}{b}}}}}.$$

We see that $`f_j`$ has the form

$$f_j=\frac{\alpha _jb+\beta _j}{\alpha _{j1}b+\beta _{j1}},$$
(17)
with the polynomials $`\alpha _j`$ and $`\beta _j`$ determined by the recursion relations

$$\alpha _{j+1}=z\alpha _jw_{j+1}\alpha _{j1}$$
(18)
and

$$\beta _{j+1}=z\beta _jw_{j+1}\beta _{j1},$$
(19)
with the initial condition $`\alpha _0=1,`$ $`\alpha _1=z,`$ $`\beta _0=0,`$ and $`\beta _1=w_1.`$ We notice that $`\alpha _j`$ and $`\beta _j`$ satisfy the same recursion relation as that satisfied by $`\mathrm{\Delta }_j`$ with the correspondence $`w_{j+1}r_j.`$ Note also that (18) and (19) can be packaged as the matrix equation

$$\left(\begin{array}{cc}\alpha _{j+1}\hfill & \beta _{j+1}\hfill \\ \alpha _j\hfill & \beta _j\hfill \end{array}\right)=\left(\begin{array}{cc}z\hfill & w_{j+1}\hfill \\ 1\hfill & 0\hfill \end{array}\right)\left(\begin{array}{cc}\alpha _j\hfill & \beta _j\hfill \\ \alpha _{j1}\hfill & \beta _{j1}\hfill \end{array}\right),$$
(20)
where the transfer matrix $`U_j`$ defined in the previous section appears. This is closely related to the transfer matrix formalism discussed earlier. Indeed, defining $`W_j\left(\begin{array}{cc}\alpha _j\hfill & \beta _j\hfill \\ \alpha _{j1}\hfill & \beta _{j1}\hfill \end{array}\right)`$ we have the initial condition $`W_1=\left(\begin{array}{cc}z\hfill & w_1\hfill \\ 1\hfill & 0\hfill \end{array}\right)`$. Hence a given word $`w`$ of length $`L`$ can also be characterized by a matrix

$$W=\left(\begin{array}{cc}\alpha \hfill & \beta \hfill \\ \gamma \hfill & \delta \hfill \end{array}\right),$$
(21)
where for convenience we have written $`\alpha =\alpha _L,`$ $`\beta =\beta _L,`$ $`\gamma =\alpha _{L1}`$, and $`\delta =\beta _{L1}.`$

For a given word $`w,`$ the fixed point value $`b`$ is determined by the quadratic equation

$$b=\frac{\alpha b+\beta }{\gamma b+\delta },$$
(22)
which is the fixed point equation of the homographic mapping associated with the matrix $`M`$. The geometric interpretation is clear: The matrix $`W`$ acts on $`2`$component vectors $`v`$, and we ask for the set of $`v`$ such that the ratio $`b`$ of the first component to the second component is left invariant by the transformation. In other words, we look for the projective space left invariant by the transformation $`W`$: the fixed point value $`b`$ defines the direction of the invariant ray.

Hence $`b`$ is given by

$$b=\frac{P(z)\pm \sqrt{Q(z)}}{2R(z)},$$
(23)
with $`P,Q,R`$ polynomials of degree $`2L`$ in $`z`$, where $`L`$ denotes the length of the word $`w`$. Explicitly,

$$P_L(z)=\alpha _L\beta _{L1},$$
(24)
$$Q_L(z)=(\alpha _L\beta _{L1})^2+4\alpha _{L1}\beta _L,$$
(25)
and

$$R_L(z)=\alpha _{L1}.$$
(26)
The stability condition (16) determines which root of (23) is to be chosen.

We will see shortly that $`b(z)`$ determines the spectrum. Anticipating this, we see that if we form a compound word by stringing the word $`w`$ together twice (for example, the Japanese word “nurunuru”) then we expect the contribution to the spectrum to be the same. But given the preceding discussion, this is obvious, since if a ray is left invariant by $`W,`$ it is manifestly left invariant by $`W^2.`$

## V Density of Eigenvalues

Once we have determined $`b_j(z)`$, how do we extract the density of eigenvalues? The eigenvalues $`\{\lambda _i\}`$ of the matrix $`H`$ are given by $`\mathrm{\Delta }_N(z)=\mathrm{\Pi }_{i=1}^N(z\lambda _i)`$. From (11) we have $`_{k=1}^N\mathrm{log}y_k\mathrm{log}\mathrm{\Delta }_N(z)=_{i=1}^N\mathrm{log}(z\lambda _i)`$, and thus

$$d^2yP(y)\mathrm{log}y=\frac{1}{N}\underset{i=1}{\overset{N}{}}\mathrm{log}(z\lambda _i).$$
(27)
Using the identity (8) we can differentiate the right hand side of (27) to obtain the density of eigenvalues in the complex plane

$$\rho =\frac{1}{\pi }\frac{}{z^{}}\frac{}{z}d^2yP(y)\mathrm{log}y.$$

Plugging in our solution

$$P(y)=\underset{j}{}a_j\delta ^{(2)}(yb_j)$$

we finally deduce that $`\rho =\frac{1}{\pi }\frac{}{z^{}}\frac{}{z}_ja_j\mathrm{log}b_j=\frac{1}{\pi }\frac{}{z^{}}_ja_j\frac{1}{b_j}\frac{b_j}{z}.`$

Since the $`a_j`$ do not depend on $`z`$, the spectrum is determined by the zeroes of the fixed point solutions $`b_j(z).`$

We see from (23) that the density of eigenvalues is given as a sum over $`j`$ of terms like

$$\frac{}{z^{}}\left\{\frac{1}{P(z)\pm \sqrt{Q(z)}}[P^{}(z)\pm \frac{Q^{}(z)}{2\sqrt{Q(z)}}]\frac{R^{}(z)}{R(z)}\right\}.$$

Thus the spectrum consists of isolated poles given by the zeroes of $`R`$ and $`P(z)\pm \sqrt{Q(z)}`$, and of the cuts of $`\sqrt{Q(z)}`$, and is made of isolated points plus curved line segments connecting the zeroes of $`Q(z).`$

Contrary to what some authors have believed, the spectrum is not $`0`$dimensional, but $`(0+1+\delta )`$dimensional, with $`\delta 1`$. Each word gives rise to a line segment, and words which differ slightly from each other gives rise to line segments near each other. Indeed, given a word $`w`$, it is possible to construct a word $`w^{}`$ with a spectrum as close to that of $`w`$ as desired. For that purpose, we may construct $`w^{}`$ as $`w^{}=w^{l_1}vw^{l_2}`$ where $`v`$ is any “corrupting” word, and the two lengths $`l_1`$ and $`l_2`$ are sufficiently long. Indeed, in terms of transfer matrices and invariant rays, we see that $`w^{l_2}`$ acting on any initial ray brings it close to the stable invariant ray of $`w`$. Then the direction of this ray is corrupted by $`v`$, but it is brought back arbitrarily close to the invariant ray of $`w`$ by applying the transfer matrix $`w^{l_1}`$, provided that $`l_1`$ is large enough. Presumably (although this remains to be proven rigorously), the spectrum associated with the corrupted word $`w^{}`$ can be made as close as we want to that of $`w`$. We have thus this property that for any word $`w`$, there is a word $`w^{}`$ generating a spectrum as close as we want to that of $`w`$. In Figs. 4 and 5 we plot the eigenstates of a word $`w=\{++\}`$ and the spectrum of the word $`w^{}=w^{16}\{+++\}w^{16}`$. We see that the two spectra are very close.

As is clear from this discussion, the spectrum is indeed “incredibly complicated.”

## VI Words and Spectral Curves

We content ourselves by focusing on the cuts of $`\sqrt{Q(z)}.`$ Since for a word $`w`$ of length $`L,`$ $`Q(z)`$ is a polynomial of degree $`2L`$ with $`2L`$ roots, it gives rise to $`L`$ curved line segments. The curves are given by the condition

$$\mathrm{Im}Q(z)=0.$$
(28)
(The sign of Re$`Q(z)`$ depends on the choice for the square root branch cut.) Given a word $`w`$ of length $`L`$, the corresponding spectrum must be invariant under a cyclic permutation of the letters $`w_1,w_2,\mathrm{},w_L,`$ namely under $`w_1w_2,`$ $`w_2w_3,\mathrm{},w_Lw_1.`$

As an example, for the $`3`$letter word $`w=\{++\},`$ $`R(z)=z^2+1`$ and $`Q(z)=z^62z^4+z^2+4`$, which has roots at $`z=\pm i,`$ $`z=\pm (\sqrt{7}i)/2`$, and $`z=\pm (\sqrt{7}+i)/2`$.

It is now clear what the words correspond to “physically”: a matrix $`H`$ with $`r_k`$’s given by an endless repetition of $`(+1,+1,1)`$ has a spectrum given by a straight line connecting $`z=\pm i,`$ and two algebraic curves connecting $`z=(\sqrt{7}+i)/2`$ to $`z=(\sqrt{7}i)/2`$ and $`z=(\sqrt{7}+i)/2`$ to $`z=(\sqrt{7}i)/2`$, plus poles at $`z=\pm i.`$ Notice that the two poles are buried under a cut. In Fig. 6 we show the spectrum associated with the word $`\{++\}`$ together with the spectrum of a random $`1000\times 1000`$ matrix.

We now give a complete study of all $`4`$letter words. The polynomial is easily found to be

$$Q_4(z)=z^82sz^6+(s^2+2\kappa )z^42s\kappa z^2+\omega ^2$$
(29)
with $`sw_1+w_3+w_2+w_4,`$ $`\kappa w_1w_3+w_2w_4`$, and $`\omega w_1w_3w_2w_4.`$ The condition (28) for the curves in the spectrum reduces to

$$xy\left(y^2x^2+\frac{s}{2}\right)\left(x^4+y^46x^2y^2+s(y^2x^2)+k\right)=0.$$
(30)
There are only three non-trivial $`4`$letter words, namely $`w=\{+++\},`$ $`\{++\},`$ and $`\{+\}.`$ Their contribution to the spectrum of $`H`$ together with the spectrum of a random $`4000\times 4000`$ matrix is shown in Fig. 7.

In Fig. 8 we show the contribution of all one, two, three, and four letter words to the density of states.

Thus, an $`N`$ by $`N`$ matrix $`H`$ with $`r_k`$’s given by repeating the word $`w`$ has a spectrum determined by the stable fixed point value $`b(z)`$ corresponding to $`w.`$ Furthermore, consider an $`N`$ by $`N`$ matrix $`H`$ with $`r_k`$’s given by first repeating the word $`w_1`$ (of length $`L_1)`$ $`N_1`$ times and then by repeating the word $`w_2`$ (of length $`L_2)`$ $`N_2`$ times. As we would expect, in the limit in which $`N_1`$, $`N_2,`$ and $`N=N_1L_1+N_2L_2`$ all tend to infinity, the spectrum of $`H`$ is given by superposing the spectra of $`H_i`$ $`(i=1,2)`$, where $`H_i`$ is constructed with $`r_k`$’s given by first repeating the word $`w_i`$ $`N_i`$ times. This clearly generalizes. In Figs. 911 we show the spectrum of the word $`w_1=\{++\}`$, the spectrum of $`w_2=\{+++\}`$, and the spectrum of the word $`w=w_1^{20}w_2^{20}`$.

We see the superposition principle at work.

From this discussion it becomes clear why the spectrum of the matrix $`H`$ in FZ is so complicated. The sequence $`\{r_1,r_2,\mathrm{}r_{\mathrm{}}\}`$ is a book written in the binary alphabet that, in the mathematical limit $`N\mathrm{}`$, contains all possible words, sentences, and paragraphs. In fact, $`H`$ contains everything ever written or that will be written in the history of the universe, including this particular paper. This familiar mind boggling fact accounts for the complicated looking spectrum first observed in FZ.

It also explains why numerical studies of the spectrum suggest that it is $`0`$dimensional. Even for $`N`$ as large as $`1000`$ the sequence contains an infinitesimally small subset of the set of all possible words, sentences, and paragraphs.

## VII Eigenvalues on the Unit Circle

In the ensemble of all books there are particularly simple books such that $`\{r_1,r_2,\mathrm{}r_{\mathrm{}}\}`$ consists of a word $`w`$ of length $`L`$ repeated again and again. In this case, we can determine the spectrum explicitly by two different methods.

Let $`W`$ be the transfer matrix corresponding to $`w.`$ In other words, $`W=\underset{j=1}{\overset{L}{}}\left(\begin{array}{cc}z\hfill & w_j\hfill \\ 1\hfill & 0\hfill \end{array}\right),`$ where the matrix product is ordered. After repeating the word $`R`$ times, we have

$$\left(\begin{array}{c}\mathrm{\Delta }_{RL+1}\hfill \\ \mathrm{\Delta }_{RL}\hfill \end{array}\right)=W^R\left(\begin{array}{c}\mathrm{\Delta }_1\hfill \\ \mathrm{\Delta }_0\hfill \end{array}\right).$$
(31)
Diagonalizing $`W=S^1\left(\begin{array}{cc}\lambda _1(z)\hfill & 0\hfill \\ 0\hfill & \lambda _2(z)\hfill \end{array}\right)S,`$ we see immediately that $`\mathrm{\Delta }_{RL}`$ is a linear function of $`\lambda _1^R(z)`$ and $`\lambda _2^R(z):`$

$$\mathrm{\Delta }_{RL}=\alpha \lambda _1^R+\beta \lambda _2^R.$$
(32)
We remind the reader that all quantities in (32) are functions of $`z.`$

The spectrum of $`H`$ is determined by the zeroes of $`\mathrm{\Delta }_{RL}(z)`$ as $`R\mathrm{}.`$ We note that in this limit the solution of

$$\mathrm{\Delta }_{RL}(z)=0$$
(33)
does not depend on knowing the detailed form of $`\alpha `$ and $`\beta .`$ Indeed, (33) implies

$$\lambda _1=\left(\frac{\beta }{\alpha }\right)^{\frac{1}{R}}\lambda _2$$
(34)
or

$$\lambda _1^2=\pm \left(\frac{\beta }{\alpha }\right)^{\frac{1}{R}},$$
(35)
since $`detW=\lambda _1\lambda _2=\pm 1.`$ In the limit $`R\mathrm{},`$ $`(\beta /\alpha )^{\frac{1}{R}}`$ tends towards a ($`z`$dependent) complex number of modulus unity. Thus, we conclude that

$$|\lambda (z)|=1,$$
(36)
namely, that the eigenvalues of $`W`$ lie on the unit circle. This constraint suffices to determine the eigenvalues of $`H.`$ Plugging (36), that is $`\lambda =e^{i\theta },`$ into the eigenvalue equation

$$\lambda ^2(\mathrm{tr}W)\lambda +detW=0,$$
(37)
we obtain $`(\mathrm{tr}W)=2\mathrm{cos}\theta `$ if $`detW=+1`$ and $`(\mathrm{tr}W)=2i\mathrm{sin}\theta `$ if $`detW=1`$, which we can combine into the single equation

$$(\mathrm{tr}W)=2(detW)^{\frac{1}{2}}\mathrm{cos}\theta $$
(38)
after a trivial phase shift.

As $`\theta `$ ranges from $`0`$ to $`2\pi ,`$ this traces out the spectrum in the complex plane. As an example, consider the $`4`$letter word $`\{+++\}`$, in which case (38) reduces to

$$z^42z^2=2i\mathrm{cos}\theta .$$
(39)
This traces out the algebraic curve shown in Fig. 12, which is to be compared to Fig. 10.

Of course, since $`H`$ is now translation invariant with period $`L`$, we can apply Bloch’s theorem to determine the spectrum of $`H.`$ Imposing $`\psi _{k+L}=e^{i\phi }\psi _k`$ we reduce the eigenvalue problem of $`H`$ to the eigenvalue problem of the $`L`$ by $`L`$ matrix

$$h_L=\left(\begin{array}{cccccc}0\hfill & 1\hfill & 0\hfill & \mathrm{}\hfill & 0\hfill & r_Le^{i\phi }\hfill \\ r_1\hfill & 0\hfill & 1\hfill & \mathrm{}\hfill & 0\hfill & 0\hfill \\ 0\hfill & r_2\hfill & 0\hfill & 1\hfill & \mathrm{}\hfill & \mathrm{}\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill & \mathrm{}\hfill & \mathrm{}\hfill & \mathrm{}\hfill & 0\hfill \\ 0\hfill & 0\hfill & \mathrm{}\hfill & r_{L2}\hfill & 0\hfill & 1\hfill \\ e^{i\phi }\hfill & 0\hfill & \mathrm{}\hfill & 0\hfill & r_{L1}\hfill & 0\hfill \end{array}\right).$$
(40)
One can verify that with a suitable relation between $`\theta `$ and $`\phi `$ the eigenvalue equation $`\mathrm{Det}(zI_Lh)=0`$ becomes identical to (38).

## VIII Conclusion and Open Questions

We have seen that the structure of this simple tridiagonal non-Hermitian random matrix possesses an amazing richness. This complexity can be understood if one realizes that the spectrum of the random matrix is the sum of the spectra of all tridiagonal matrices with a periodic subdiagonal obtained by repeating an infinite number of times any finite word of length $`L`$, weighted by a factor $`1/2^L`$.

The number of lines does not have the cardinal of the continuum. The number of lines is equal to the number of words of any length that can be made with a 2-letter alphabet; this is a countable number.

There are many open questions concerning the fine structure of the spectrum, such as whether the spectrum contains holes in the complex plane (in its domain of definition). We also have not touched upon the question of the nature of the eigenstates. Are they localized or delocalized? Numerical data seems to suggest a localization transition. We hope to address these and other questions in future work.

## IX Acknowledgements

One of us (HO) would like to thank M. Bauer, D. Bernard and J.M. Luck for helpful discussions. This work was partially supported by the NSF under grant PHY99-07949 to the ITP.

## X Appendix: Cyclic Invariants

As remarked in the text, the coefficients of $`Q_L(z),`$ an even polynomial of degree $`2L,`$ must be constructed out of the cyclic invariants made of $`w_1,w_2,\mathrm{},w_L.`$ There is presumably a well-developed mathematical theory of cyclic invariants, but what we need we can easily deduce here.

For any $`L,`$ we have the two obvious cyclic invariants $`s=_{j=1}^Lw_j`$ and $`p=\mathrm{\Pi }_{j=1}^Lw_j.`$ The number of cyclic invariants grows rapidly with $`L.`$ Apparently different cyclic invariants can be constructed out of other cyclic invariants, for example, $`(_{j=1}^Lw_j)^2(_{j=1}^Lw_j^2)=2_{ji}^Lw_jw_i.`$

It is easy to work out $`Q_L(z)`$ for low values of $`L,`$ as follows:

$$Q_2(z)=z^42sz^2+d^2$$
(41)
with $`dw_1w_2`$,

$$Q_3(z)=(z^3sz)^24p=z^62sz^4+s^2z^24p,$$
(42)
where we have written $`Q_3(z)`$ in a form which shows that its roots can be found explicitly,

$$Q_4(z)=z^82sz^6+(s^2+2\kappa )z^42s\kappa z^2+\omega ^2$$
(43)
with $`\kappa w_1w_3+w_2w_4`$ and $`\omega w_1w_3w_2w_4,`$

$$Q_5(z)=z^{10}2sz^8+(s^2+2\kappa )z^62s\kappa z^4+\kappa ^2z^24p,$$
(44)
with $`\kappa w_1w_3+w_1w_4+w_2w_4+w_2w_5+w_3w_5,`$

$`Q_6(z)`$ $`=`$ $`z^{12}2sz^{10}+(s^2+2\kappa )z^82(s\kappa +\rho )z^6`$ (45)
$`+(\kappa ^2+2s\rho )z^42\kappa \rho z^2+\delta ^2,`$
where

$`\kappa `$ $`=`$ $`w_1w_3+w_1w_4+w_2w_4+w_1w_5+w_2w_5+w_3w_5`$
$`+w_2w_6+w_3w_6+w_4w_6`$
$`\rho `$ $`=`$ $`w_1w_3w_5+w_2w_4w_6`$
$`\delta `$ $`=`$ $`w_1w_3w_5w_2w_4w_6`$
and

$`Q_7(z)`$ $`=`$ $`z^{14}2sz^{12}+(s^2+2\kappa )z^{10}2(s\kappa +\rho )z^8`$ (46)
$`+(\kappa ^2+2s\rho )z^62\kappa \rho z^4+\rho ^2z^24p,`$
with

$`\kappa `$ $`=`$ $`w_1w_3+w_1w_4+w_2w_4+w_1w_5+w_2w_5+w_3w_5`$
$`+w_1w_6+w_2w_6+w_3w_6+w_4w_6+w_2w_7+w_3w_7`$
$`+w_4w_7+w_5w_7`$
$`\rho `$ $`=`$ $`w_1w_3w_5+w_1w_3w_6+w_1w_4w_6+w_2w_4w_6+`$
$`w_2w_4w_7+w_2w_5w_7+w_3w_5w_7.`$
The quantities $`d,\kappa ,\omega ,`$ $`\kappa ,\rho ,\delta `$ are manifestly cyclic invariants.


text:
# JAMMING TRANSITION WITH FLUCTUATIONS OF CHARACTERISTIC ACCELERATION/BRAKING TIME WITHIN LORENTZ MODEL

## 1 Introduction

Nowadays traffic problems attract considerable attention. For a study of the traffic jams formation problem thermodynamic , stochastic , and some hydrodynamic and kinetic theories  are used. These theories are based on car-following model , Maxwell model , and cellular automaton model . Within the framework of thermodynamic approach jamming transition is represented as nonequilibrium first-order phase transition. The mentioned method describes the deterministic picture of traffic flow. Stochastic theory which is based on the master equation allows to find a stationary density of spatially-temporal distribution of traffic jams. However, the fluctuations influence of the parameters characterizing the system is not finally studied. It is known that fluctuations do not only play a role of the trigger for the phase transition but also lead to essentially new system behaviour, and are a major cause for system’s self-organization . Therefore, at describing the jamming transition the estimation of fluctuations influence of the dynamical car characteristics is rational. This is achieved within the framework of synergetic approach by the most natural way.

One of the simplest schemes that describe the self-organization process is the Lorentz system . At first time it was offered for the atmospheric phenomena description and then used for physics, chemistry, biology, sociology problems and so on. Recently synergetic scheme was proposed to describe the jamming transition in traffic flow . In our work offered in Ref.  the synergetic approach will be developed taking into account internal fluctuations of characteristic acceleration/braking time. This parameter is a car characteristic, it indicates a time necessary for car to reach the characteristic velocity and plays a key role at the traffic jam formation. We will show that internal fluctuations, which have additive noise meaning, lead to the complication of traffic flow behaviour. In this work the stationary regime of such system will be considered and influence of the characteristic acceleration/braking time in the most probable headway deviation from its optimal value will be studied. As it will be shown this headway deviation characterizes a phase transition into the state that has traffic jam meaning.

## 2 Basic equations

On the basis of the car following model for one-line highway it is possible to show that dissipative dynamics of the homogeneous traffic flow can be represented within the framework of the Lorentz scheme . To describe the jamming transition we use the synergetic concept of phase transition, which is realized as a result of mutually coordinated behaviour of three freedom degrees: an order parameter, a conjugate field, and a control parameter. In traffic flow the roles of these quantities are played by the absolute value of headway deviation between vehicular from a safety distance $`h`$

$$\eta |\mathrm{\Delta }xh|;$$
(1)
by the deviation of velocity of the $`\eta `$ variation from optimal value $`h/t_0V`$

$$v\mathrm{\Delta }\dot{x}h/t_0+V,$$
(2)
where $`t_0`$ is the nominal time lag, $`V`$ is the actual value of the velocity, and by acceleration/braking time $`\tau `$, respectively. Here $`x`$ is the vehicle coordinate.

Let us consider the simplest homogeneous system with goal of definition of time dependencies $`\eta (t)`$, $`v(t)`$, $`\tau (t)`$. To achieve this we will use a phenomenological approach. In the equations of the motion it is assumed that in the autonomous mode the evolution of the quantities $`\eta `$, $`v`$ and $`\tau `$ has dissipative character and their relaxation to equilibrium values is described by the Debye equation. Besides a Le Chatelier principle has a great importance: since the decrease of acceleration/baking time $`\tau `$ assists to the formation of stable traffic flow, the headway deviation $`\eta `$ and its velocity deviation $`v`$ should vary so that to prevent the growth of $`\tau `$, and as a consequence to impede a jam formation. Also the essentially important role is played by positive feedback of values $`\eta `$ and $`\tau `$ on $`v`$. Namely the availability of this feedback is a reason for self-organization that leads to traffic jam formation.

The Lorentz system takes into account the mentioned above circumstances by the simplest way. Taking under consideration fluctuational addition it is determined as follows

$`\dot{\eta }`$ $`=`$ $`{\displaystyle \frac{\eta }{t_\eta }}+v,`$ (3)
$`\dot{v}`$ $`=`$ $`{\displaystyle \frac{v}{t_v}}+g_v\tau \eta ,`$ (4)
$`\dot{\tau }`$ $`=`$ $`{\displaystyle \frac{\tau _0\tau }{t_\tau }}g_\tau \eta v+\lambda (t).`$ (5)
Here the dot means the time differentiation; $`t_\eta `$, $`t_v`$ and $`t_\tau `$ are the appropriate relaxation times; $`g_v`$ and $`g_\tau `$ are the positive constants.

System (3)–(5) represents a base of the self-consistent description for the car-following model. Here the first terms on the right-hand side of the equations describe the relaxation of each quantity to an equilibrium value. In equation (3) the last term is a usual addition. It is easy to see from this equation that in the stationary state headway deviation is proportional to the velocity deviation.

The second term on the right-hand side of Eq. (4) describes the positive feedback of headway deviation $`\eta `$ and acceleration/braking time $`\tau `$ on velocity deviation $`v`$. This feedback leads to the increase of $`v`$ and is the reason for traffic jam formation.

Equation (5) differs from (3), (4) because relaxation of $`\tau `$ occurs not to zero but to finite value $`\tau _0`$ which represents the time necessary for automobile to reach a characteristic velocity (the car property). Minus sign before the last term on the right-hand side of equation (5) may be considered as a demonstration of the Le Chatelier principle.

Quantity $`\lambda (t)`$ represents an influence of fluctuations of the characteristic acceleration/braking time and is defined as Ornstein-Uhlenbeck process:

$`\lambda (t)`$ $`=`$ $`0,`$
$`\lambda (t)\lambda (t^{})`$ $``$ $`C(t,t^{})={\displaystyle \frac{\delta ^2}{\tau _\lambda }}e^{\frac{\left|tt^{}\right|}{\tau _\lambda }},`$ (6)
where $`\delta ^2`$ is the noise intensity, $`\tau _\lambda `$ is the correlation time of the process $`\lambda (t)`$.

Within the framework of the mentioned parametrization the formation of traffic jams is represented as a result of spontaneous headway and velocity deviations if the characteristic acceleration/braking time exceeds a critical value. It is reflected by the appearance of the minimum of the effective potential which corresponds to the stationary value of the headway deviation $`\eta _0`$ . Therefore we will be interested in $`\eta `$ evolution further.

In the general case system (3)–(5) have no analytical solution therefore we should use the following approximation:

$$t_\eta t_\tau ,t_\eta t_v.$$
(7)
This condition implies that in the course of evolution the acceleration/braking time $`\tau `$ is coordinated by variation of the headway and velocity deviations. Owing to this condition in equation (5) a small parameter can be eliminated that allows us to assume $`t_\tau \dot{\tau }0`$. As a result we derive expression for the control parameter in the following form

$$\tau =\tau _0g_\tau t_\tau \eta v+t_\tau \lambda (t).$$
(8)
To form simpler system let us reduce initial one to the one-parameter model. For that it is necessary to express $`v`$ and $`\tau `$ via $`\eta `$. Equation for $`\dot{v}`$ is determined by differentiating with respect to time equation for the velocity deviation $`v`$ obtained from Eq.(3). Substituting expressions for $`v,\dot{v}`$, and equation (8) into (4), and introducing measure scales $`t_\eta `$, $`\eta _m=(g_vg_\tau t_\tau t_\eta )^{1/2}`$, $`v_m=t_\eta ^{3/2}(g_vg_\tau t_\tau )^{1/2}`$, $`\tau _c=(g_vt_\eta ^2)^1`$, and $`g_vt_\tau t_\eta ^2`$ for time, headway deviation $`\eta `$, velocity deviation $`v`$, acceleration/braking time $`\tau `$, and for the noise of the characteristic acceleration/braking time $`\tau _0`$, respectively, we get:

$$\ddot{\eta }+\dot{\eta }(1+\sigma +\eta ^2)=\eta (\epsilon \sigma )\eta ^3+\eta \lambda (t).$$
(9)
Here the denotations are introduced:

$$\sigma \frac{t_\eta }{t_v},\epsilon \frac{\tau _0}{\tau _c}.$$
(10)
Obtained expression allows us to write the evolution equation in the canonical form of the motion equation for the nonlinear stochastic oscillator of the van der Pole generator type

$$\ddot{\eta }+\gamma (\eta )\dot{\eta }=f(\eta )+g(\eta )\lambda (t),$$
(11)
where

$`\gamma (\eta )`$ $`=`$ $`1+\sigma +\eta ^2,`$
$`f(\eta )`$ $`=`$ $`\eta (\epsilon \sigma )\eta ^3,`$ (12)
$`g(\eta )`$ $`=`$ $`\eta .`$
Note that equation (11) takes into account reactive behaviour of the system. As is known the task of the statistical physics is solved using distribution function $`P(\dot{\eta },\eta ,t)`$ that represents probability density of the availability of the corresponding values of headway deviation $`\eta `$ and its rate of change $`\dot{\eta }`$ at a given instant of time $`t`$. Since jam in the car flow is defined by headway $`\eta `$ and time $`t`$ we have to consider projection of the distribution function in the half-space ($`\eta ,t`$). For that the kinetic equation for $`P(\dot{\eta },\eta ,t)`$ is reduced to the Fokker-Planck equation with respect to $`P(\eta ,t)`$ function.

## 3 Langevin and Fokker-Planck equations

For derivation of the evolution equation for the probability density $`P(\dot{\eta },\eta ,t)`$ we use continuity equation for function $`\rho (\dot{\eta },\eta ,t)`$ which is connected with $`P`$ by following equality $`P(\dot{\eta },\eta ,t)=\rho (\dot{\eta },\eta ,t)_\lambda `$. Here $`_\lambda `$ stands for averaging over noise $`\lambda `$. Continuity equation is constructed by standard manner:

$$\left(\frac{}{t}+\widehat{L}(\dot{\eta },\eta )\right)\rho (\dot{\eta },\eta ,t)=g(\eta )\lambda (t)\frac{}{\dot{\eta }}\rho (\dot{\eta },\eta ,t),$$
(13)
where the operator

$$\widehat{L}(\dot{\eta },\eta )=\gamma (\eta )\frac{}{\dot{\eta }}\dot{\eta }+\dot{\eta }\frac{}{\eta }+f(\eta )\frac{}{\dot{\eta }}$$
(14)
is introduced. Averaging equation (13) and using decomposition technique in cumulants  we obtain kinetic equation for $`P`$:

$$\left\{\frac{}{t}+\widehat{L}(\dot{\eta },\eta )\right\}P(\dot{\eta },\eta ,t)=\widehat{\mathrm{\Lambda }}(\dot{\eta },\eta ,t)P(\dot{\eta },\eta ,t).$$
(15)
Here

$$\widehat{\mathrm{\Lambda }}(\dot{\eta },\eta ,t)=g(\eta )\frac{}{\dot{\eta }}\underset{k=0}{\overset{\mathrm{}}{}}C^{(k)}\widehat{L}^{(k)}(\dot{\eta },\eta ),$$
(16)
and moments of the correlation function are defined as follows:

$$C^{(k)}(t)=\frac{1}{k!}\underset{0}{\overset{\mathrm{}}{}}\tau _\lambda ^kC(t,t\tau _\lambda )𝑑\tau _\lambda .$$
(17)
Operators $`\widehat{L}^{(k)}`$ are defined by recurrent formula

$$\widehat{L}^{(k)}=[\widehat{L}^{(k1},\widehat{L}],\widehat{L}^{(0)}=g(\eta )\frac{}{\dot{\eta }}.$$
(18)
Here $`[\widehat{A},\widehat{B}]=\widehat{A}\widehat{B}\widehat{B}\widehat{A}`$ is the denotation for the commutator .

To pass into the half-space ($`\eta ,t`$) the distribution function moments are used

$$P_n(\eta ,t)=\underset{0}{\overset{\mathrm{}}{}}(\dot{\eta })^nP(\dot{\eta },\eta ,t)𝑑\dot{\eta }.$$
(19)
Namely these moments give us an opportunity to find an effective Fokker-Planck equation. Taking into account components of integer orders, instead of (15) according to , we get

$$\frac{}{t}P(\eta ,t)=\frac{}{\eta }D^{(1)}(\eta )P(\eta ,t)+\frac{^2}{\eta ^2}D^{(2)}(\eta )P(\eta ,t),$$
(20)
where

$`D^{(1)}(\eta )`$ $`=`$ $`{\displaystyle \frac{f(\eta )+C^{(1)}g^2(\eta )/\eta }{\gamma (\eta )}}+{\displaystyle \frac{C^{(0)}g^2(\eta )(\gamma ^1(\eta ))}{\gamma (\eta )}},`$ (21)
$`D^{(2)}(\eta )`$ $`=`$ $`{\displaystyle \frac{g^2(\eta )}{\gamma ^2(\eta )}}`$ (22)
are the drift and diffusion coefficients, respectively.

Equation (20) corresponds to the Langevin equation governing the $`\eta `$ evolution

$$\dot{\eta }=D^{(1)}(\eta )+\sqrt{2C^{(0)}D^{(2)}(\eta )}\xi (t),$$
(23)
where $`\xi (t)`$ is a white noise with standard properties

$$\xi (t)=0,\xi (t)\xi (t^{})=\delta (tt^{}).$$
(24)
For studying the transitions between behaviour regimes of the system let us use path integral formalism. To achieve this aim we write Langevin equation in the form of stochastic differential equation

$$d\eta =D^{(1)}(\eta )dt+\sqrt{2C^{(0)}D^{(2)}}dw,$$
(25)
where $`dw=\xi (t)dt`$ represents a Winner process. This notation allows us to get a new process $`y(t)`$ with transition Jacobean $`dy/d\eta =\left(\sqrt{2C^{(0)}D^{(2)}}\right)^1`$. Since we use a white noise then for $`y(t)`$ the stochastic differentiation operator can be written

$$dy=\frac{dy}{d\eta }d\eta +\frac{1}{2}\frac{d^2y}{d\eta ^2}(d\eta )^2.$$
(26)
Constructing by such way the evolution equation for $`y(t)`$ process we obtain expression for the white noise

$$\xi (t)=\frac{\dot{\eta }}{\sqrt{2C^{(0)}D^{(2)}}}\frac{D^{(1)}}{\sqrt{2C^{(0)}D^{(2)}}}+\frac{1}{2}\left(\sqrt{2C^{(0)}D^{(2)}}\right)^{}$$
(27)
with probability density $`P(\xi (t))\mathrm{exp}\left(\frac{1}{2}\xi ^2(t)𝑑t\right)`$. Here and further accent means differentiation with respect to $`\eta `$. Taking into account the relationship between distributions $`P(\eta )=P(\xi )J`$, where $`J`$ is the Jacobean of transition from $`\xi `$ to $`\eta `$ field, according to , we get following expression

$$P(\dot{\eta },\eta ,t)\mathrm{exp}\left(\frac{1}{2}𝑑t\right),$$
(28)
where Onsager-Machlup function $``$ acts as Lagrangian in Euclidean field theory

$$=\frac{\dot{\eta }^2}{2C^{(0)}D^{(2)}}+U.$$
(29)
Here the effective potential energy $`U`$ is given by expression

$$U=\left[\frac{D^{(1)}}{\sqrt{2C^{(0)}D^{(2)}}}\frac{1}{2}\left(\sqrt{2C^{(0)}D^{(2)}}\right)^{}\right]^2.$$
(30)
Thus, the system’s kinetics will be characterized by Euler-Lagrange equation with respect to the function (29).

## 4 Stationary states, phase diagrams and phase portraits

At first let us consider a stationary states. Assuming $`\dot{\eta }=0`$ in the Euler-Lagrange equation, we obtain

$$\gamma ^2\left(f+C^{(1)}g^2\right)\frac{1}{2}C^{(0)}\gamma g^2=0,$$
(31)
$$\gamma ^3\left(fggf+2C^{(1)}g^2^2g\right)+C^{(0)}g^2\left[(3g2)\gamma \gamma \gamma ^2^2g\right]=0.$$
(32)
Headway deviation stationary values $`\eta _0`$, that correspond to the extremum of the effective potential energy function (30), are determined as solutions of equation (31). The solution of equation (32) gives the point of plateau appearance in $`U`$ vs $`\eta `$ dependence. Further using definitions for $`\gamma (\eta )`$, $`f(\eta )`$, and $`g(\eta )`$, we analyze the transitions for stochastic system in details. The dependence of the order parameter stationary values on noise intensity and characteristic control parameter is given by equation

$$\eta ^4+\eta ^2\left(1+2\sigma \epsilon 2C^{(1)}\right)(\epsilon \sigma 2C^{(1)})(1+\sigma )+C^{(0)}=0.$$
(33)
In this case the correlation function moments (6), which are determined by equation (17), take the following form

$$C^{(0)}=\delta ^2,C^{(1)}=\delta ^2\tau _\lambda .$$
(34)
Then from Eqs.(33) and (34) for the phase diagram curve, that is the boundary of the existence region of disordered phase ($`\eta _0=0`$) corresponding to the free traffic, we get

$$\epsilon =\frac{\delta ^2}{1+\sigma }+\sigma 2\delta ^2\tau _\lambda .$$
(35)
First of all we should note that separation of the low-frequency domain in noise spectrum results in decrease of the effective time that is necessary for car to reach a characteristic velocity.

The dependence of the headway deviation stationary values on the characteristic acceleration/braking time $`\eta _0(\epsilon )`$ is the solution of equation (33) and is shown in Fig.1a. According to Fig.1a there are zero minimum in the dependence of effective potential energy on headway deviation, which corresponds to disordered state (free moving traffic), and minimum at nonzero stationary value $`\eta _0`$, which meets the ordered state (traffic jam formation). Dotted line in Fig.1a shows that these minimums are separated by maximum corresponding to unstable state of the system. Thus, the increase of the noise intensity results in coexistence of disordered and ordered states inherent in first-order phase transition.

Phase diagram of the system for different values of the noise correlation time $`\tau _\lambda `$ is represented in Fig.2. There are three domains in it. Domain 1 corresponds to disordered state of the system, i.e. free traffic. Domain 2 is characterized by coexistence of disordered and ordered states, i.e. free and jammed traffic can coexist at such parameters. Last domain 3 corresponds to ordered state of the system. Here only traffic jam exists (minimum of the effective potential energy) while free traffic is unstable (maximum of the effective potential energy).

As it is obvious from Fig.2 with increase of the noise correlation time the domain corresponding to free traffic decreases while domain of traffic jam increases.

For the consideration of the system kinetics let us use Euler-Lagrange equation

$$\frac{}{\eta }\frac{d}{dt}\frac{}{\dot{\eta }}=\frac{R}{\dot{\eta }},$$
(36)
which is supplemented by dissipative function contribution $`R=\dot{\eta }^2/2`$. Its form is typical for generating functional method. Taking into account equations (29), (30), we find differential equation of second-order

$`\ddot{\eta }`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\left(D^{(2)}\right)^{}}{D^{(2)}}}\dot{\eta }^2+C^{(0)}D^{(2)}\dot{\eta }\left[{\displaystyle \frac{D^{(1)}}{\sqrt{D^{(2)}}}}C^{(0)}\left(\sqrt{D^{(2)}}\right)^{}\right]`$ (37)
$`\times `$ $`\left[\left(D^{(1)}\right)^{}\sqrt{D^{(2)}}D^{(1)}\left(\sqrt{D^{(2)}}\right)^{}C^{(0)}D^{(2)}\left(\sqrt{D^{(2)}}\right)^{\prime \prime }\right]=0.`$
Equation (37) can be represented as a system of two first-order differential equations. This reorganization simplifies the investigation of our model. Such equations set can be solved using phase-plane method which allows us to consider the kinetic behaviour of the system on the basis of phase portraits in the $`(\dot{\eta };\eta )`$ plane.

Phase-plane portraits of such system are shown in Fig.3 for each domain of phase diagram in Fig.2b for $`\tau _\lambda =0.2`$. Domain 1 has two singular points: $`D`$, and unstable node $`S`$ (Fig.3a). Here singular point $`D`$ corresponds to free traffic flow (disordered state). This point has complex character of stability because phase trajectories at $`\dot{\eta }<0`$ converge to $`D`$ and diverge from it at $`\dot{\eta }>0`$ . Coordinate of singular point $`S`$ is determined by solution of equation (32). Solutions of equations (31), (32) for noise intensity $`C^{(0)}=10`$ are pictured in Fig.4a. As is obvious from this figure the solution of equation (32) is independent on characteristic acceleration/braking time $`\epsilon `$, i.e. it is shown by horizontal line. Thus, coordinate of singular point $`S`$ for all domains of phase diagram may be defined by intersection of given horizontal line with vertical line for appropriate $`\epsilon `$ value.

Phase portrait for domain 2 of the phase diagram is shown in Fig.3b. It has four singular points: $`D`$, unstable nodes $`N`$ and $`O`$, and saddle $`S`$. Similar to the first case singular point $`D`$ corresponds to free traffic. Unstable node $`N`$ corresponds to unstable state of the system, namely, to the maximum of the effective potential energy. Saddle $`S`$ is determined by the solution of equation (32). Unstable node $`O`$ characterizes the traffic jam formation (ordered state).

In Fig.3c phase portrait meeting the domain 3 is demonstrated. There are three singular points: $`D`$, saddle $`S`$, and unstable node $`O`$. Here point $`D`$ corresponds to free moving traffic also, but now phase trajectories which pass through it have closed form at its vicinity . As previously solution of equation (32) is presented by saddle $`S`$. Unstable node $`O`$ corresponds to traffic jam.

The above consideration represents supercritical regime of the traffic jam formation corresponding to second-order phase transition. However we see that for given system due to fluctuations of the characteristic acceleration/braking time free moving traffic and traffic jam can coexist that inherent in the first-order phase transition (subcritical regime). In addition the phase portraits (Fig.3a-c) show that singular point $`O`$ meeting the traffic jam state is unstable. Thus, we should consider subcritical regime of the traffic jam formation which is a true reason of self-organization and analogous to the first-order phase transition.

For this let us assume that the relaxation time of headway deviation is the function $`t_\eta (\eta )`$ increasing with $`\eta `$ from initial value $`t_\eta (1+k)^1`$, $`k>0`$ to the final one $`t_\eta `$, and is determined by the simplest approximation

$$\frac{t_\eta }{t_\eta (\eta )}=1+\frac{k}{1+\left(\eta /\eta _t\right)^2},$$
(38)
where $`0<\eta _t<1`$, $`k`$ and $`\eta _t`$ are dispersion constant and scale. Then doing the same operations as in the supercritical case we obtain equation (11), but now $`\gamma (\eta )`$ and $`f(\eta )`$ are defined by the following expressions:

$`\gamma (\eta )`$ $`=`$ $`1+\sigma +k{\displaystyle \frac{1\eta ^2/\alpha ^2}{\left(1+\eta ^2/\alpha ^2\right)^2}}+\eta ^2,`$
$`f(\eta )`$ $`=`$ $`\left[\epsilon \sigma \left(1+{\displaystyle \frac{k}{1+\eta ^2/\alpha ^2}}\right)\right]\eta \left(1+{\displaystyle \frac{k}{1+\eta ^2/\alpha ^2}}\right)\eta ^3,`$ (39)
where $`\alpha \eta _t/\eta _m`$. Further Fokker-Planck equation, Langevin equation, and Onsager-Machlup function are determined by the similar manner. However, insertion of Eqs.(39) into Eq.(31) gives the following expression for the stationary values of headway deviation:

$$\eta ^4d+\eta ^2\left[d(m+\sigma )\epsilon 2C^{(1)}\right]m\left(\epsilon \sigma d+2C^{(1)}\right)+C^{(0)}=0,$$
(40)
where

$`d`$ $`=`$ $`1+{\displaystyle \frac{k}{1+\eta ^2/\alpha ^2}},`$
$`m`$ $`=`$ $`1+\sigma +k{\displaystyle \frac{1\eta ^2/\alpha ^2}{\left(1+\eta ^2/\alpha ^2\right)^2}}.`$ (41)
Equations (34), (40) and (41) define the boundary of the existence domain of disordered phase ($`\eta _0=0`$) in phase diagram

$$\epsilon =\frac{\delta ^2}{1+\sigma +k}+\sigma (1+k)2\delta ^2\tau _\lambda .$$
(42)
According to this the separation of the low-frequency region in the noise spectrum leads to decrease of the time needed for car to reach a characteristic velocity.

Dependence $`\eta _0(\epsilon )`$, that is a solution of equation (40), is pictured in Fig.1b. This figure show that increase of the noise intensity $`C^{(0)}`$ results in appearance of two stationary states corresponding to minimums of the dependence of effective potential energy on headway deviation $`\eta `$. Hence, we can conclude that two stationary values of headway deviation from optimal value exist. At these values traffic jam and congested traffic can be formed . The smaller value corresponds to the metastable state (dashed curve) while lager value (solid line) meets the stable ordered state of the system. These states are divided by unstable state (dotted line) corresponding to maximum of the effective potential energy.

Phase diagrams of the system is shown in Fig.5 for different values of the noise correlation time $`\tau _\lambda `$. Here domain 1 corresponds to disordered state of the system, in other words, only one minimum of the dependence of effective potential energy on headway deviation exists meeting zero value. This minimum characterizes the free traffic. In domain 2 disordered and ordered states coexist, so that in addition to zero minimum the minimum appears meeting the nonzero value of headway deviation. This minimum corresponds to traffic jam formation. Domain 3 meets the most complex form of effective potential energy. Here the metastable and ordered states of the system coexist. Metastable state appearance is caused by displacement of zero minimum (disordered state) along the axis of headway deviation of the dependence of effective potential energy. It implies that in this domain traffic jam can appear at two different values of headway deviation from optimal value. And at the same time zero value of headway deviation corresponds to maximum of effective potential energy, i.e. free traffic becomes unstable. Domain 4 characterizes the ordered state of the system, i.e. traffic jam at a given headway deviation value and unstable free traffic. Last domain 5 describes metastable system’s state and is located near the boundary between domain 1 and 3. At crossing the boundary from domain 1 to domain 5 transition of the displacement type from disordered to metastable state occurs. It corresponds to appearance of only one minimum of the effective potential energy and means the opportunity of congested traffic formation at small value of headway deviation. Free traffic is unstable here too.

Let us now analyze kinetics of the system using Euler-Lagrange equation (36). Phase-plane portraits of the system for four domains, that are shown in phase diagram for $`\tau _\lambda =0.2`$ (Fig.5b), are demonstrated in Fig.6. Domain 1 is characterized by the presence of three singular points: $`D`$, stable focus $`F`$ and saddle $`S`$ (Fig.6a). Here singular point $`D`$ corresponds to free traffic and has the same complex character with singular point $`D`$ for supercritical regime. Coordinates of the stable focus $`F`$ and saddle $`S`$ are determined by the solutions of equation (32) with taking into account Eqs.(39). Solutions of Eqs.(31), (32) for subcritical regime for noise intensity $`C^{(0)}=10`$ are shown in Fig.4b. As is obvious from the figure the solutions of equation (32) are independent on characteristic acceleration/braking time $`\epsilon `$. Consequently, we may obtain the coordinates of singular points $`F`$ and $`S`$ by intersection of corresponding horizontal lines with vertical lines for appropriate $`\epsilon `$ value. Thus the coordinates of singular points $`S,S^{},F,F^{}`$ can be defined for all phase diagram domains.

Phase portrait of the system for domain 2 of phase diagram is shown in Fig.6b. There are four singular points: $`D`$, saddles $`N`$ and $`O`$, and stable focus $`F^{}`$. As in the Fig.6a singular point $`D`$ corresponds to free traffic, but now phase trajectories which pass through it have closed form at its vicinity . Point $`F^{}`$ is determined by the solution of equation (32). Saddle $`O`$ characterizes the traffic jam formation. Saddle $`N`$ corresponds to unstable state of the system, namely, to maximum of the dependence of effective potential energy on headway deviation $`\eta `$.

In Fig.6c phase portrait for the most complex domain 3 of phase diagram is demonstrated. The maximal number of singular points is placed here: $`D`$, saddles $`M`$, $`N`$ and $`O`$, stable focus $`F`$, and stable node $`F^{}`$. As in the Fig.6a coordinates of points $`F`$ and $`F^{}`$ are determined by solutions of equation (32). Singular points $`N`$ and $`O`$ have the same meaning as in Fig.6b. Saddle $`M`$ corresponds to metastable state of the system, namely, to the formation of congested traffic.

Phase portrait in Fig.6d corresponds to domain 4 of phase diagram. As is shown above the solutions of equation (32) are represented by saddle $`S^{}`$ and stable node $`F^{}`$. Saddle $`O`$ corresponds to jammed traffic.

## 5 Discussion

The above consideration shows that for supercritical regime, which corresponds to the second-order phase transition, due to fluctuations of the characteristic acceleration/braking time free and jammed traffic can coexist. As is known such a picture is inherent in first-order phase transition. For subcritical regime, which meets the first-order phase transition, due to regulation of fluctuations intensity of characteristic acceleration/braking time a given system can be passed from free traffic regime to traffic jam formation. The last state can appear at different values of headway deviation between transport facilities. State of the system corresponding to the smaller value of headway deviation may be represented as a congested traffic regime. However, the correct answer can be defined using additional investigation of dynamical car characteristics, but such study is out of our consideration framework.

It is shown that transition to low-frequency fluctuations of acceleration/braking time (increase of $`\tau _\lambda `$) leads to oppose to free moving traffic regime bounding its domain. It is worthwhile to note that for subcritical regime of self-organization the singular points, that correspond to effective potential energy extremum, are saddles. Such situation is typical for description of stochastic system by Euclidean field theory method .

Captions
to the paper ”Jamming transition with fluctuations of characteristic acceleration/braking time within Lorentz model” by A.V. Khomenko, D.O. Kharchenko, O.V. Yushchenko

Fig.1 – Dependence of the stationary value of headway deviation $`\eta _0`$ on characteristic acceleration/braking time $`\epsilon =\tau _0/\tau _c`$ at different noise intensities $`C^{(0)}`$ of $`\epsilon `$ (curve 1 corresponds to $`C^{(0)}=0`$, 2 – $`C^{(0)}=5`$, 3 – $`C^{(0)}=10`$) for $`\sigma =1`$ and $`\tau _\lambda =0.2`$: (a) for supercritical regime; (b) for subcritical regime at $`\alpha =0.1`$ and $`k=1`$.

Fig.2 – Phase diagrams of the system at supercritical regime for different values of noise correlation time at $`\sigma =1`$: (a) $`\tau _\lambda `$=0.0; (b) $`\tau _\lambda =0.2`$; (c) $`\tau _\lambda =0.4`$. Domain 1 corresponds to free moving traffic, 2 – traffic jam and free traffic, 3 – traffic jam.

Fig.3 – Phase portraits of the system at supercritical regime for different domains of phase diagram at $`C^{(0)}=10`$, $`\sigma =1`$, and $`\tau _\lambda =0.2`$: (a) domain 1 at $`\epsilon =0.5`$; (b) 2 – $`\epsilon =1.5`$; (c) 3 – $`\epsilon =3`$.

Fig.4 – Dependence of solutions $`\eta _0`$ of equations (31) and (32) for stationary states on characteristic acceleration/braking time $`\epsilon =\tau _0/\tau _c`$ at $`C^{(0)}=10`$, $`\tau _\lambda =0.2`$, and $`\sigma =1`$: (a) for supercritical regime; (b) for subcritical regime at $`\alpha =0.1`$, $`k=1`$.

Fig.5 – Phase diagrams of the system at subcritical regime for different values of noise correlation time at $`\alpha =0.1`$, $`\sigma =1`$, and $`k=1`$: (a) $`\tau _\lambda `$=0.0; (b) $`\tau _\lambda =0.2`$; (c) $`\tau _\lambda =0.4`$. Domain 1 corresponds to free moving traffic, 2 – traffic jam and free traffic, 3 – metastable congested traffic and traffic jam, 4 – traffic jam, and 5 – metastable congested traffic.

Fig.6 – Phase portraits of the system at subcritical regime for different domains of phase diagram at $`\alpha =0.1`$, $`\sigma =1`$, $`k=1`$, and $`\tau _\lambda =0.2`$: (a) domain 1 at $`C^{(0)}=10`$, $`\epsilon =1`$; (b) 2 – $`C^{(0)}=2`$, $`\epsilon =1.5`$; (c) 3 – $`C^{(0)}=10`$, $`\epsilon =2`$; (d) 4 – $`C^{(0)}=10`$, $`\epsilon =3`$.


text:
# Winding number versus Chern–Pontryagin charge

## 1 Introduction

The $`d`$ (Euclidean) dimensional $`SO(d)`$ Higgs models  that result from the dimensional descent of the generalised Yang-Mills  (GYM) model on $`\mathrm{IR}^d\times S_{4pd}`$, support soliton/instanton solutions (topologically) stabilised by the residual $`2p`$-th Chern-Pontryagin (C-P) charge resulting from the dimensional reduction of $`2p`$-th C-P charge on $`\mathrm{IR}^d\times S_{4pd}`$. These residual C-P charges are surface integrals  of Chern-Simons (C-S) densities depending on the $`SO(d)`$ connection and Higgs fields $`(A_i^{[ab]},\varphi ^a)`$, with $`i=1,2,..,d`$ and $`a=1,2,..,d`$.

In the title, the term Chern-Pontryagin charge means the residual $`2p`$-th C-P charge in $`d`$ dimensions, in the model descending from the GYM system on $`\mathrm{IR}^d\times S_{4pd}`$. A prominent property of these charges is that the C-S densities whose surface integrals they are, are gauge invariant when $`d`$ is odd, and are gauge variant when $`d`$ is even. For example for $`d=3`$, the model coincides with the Georgi-Glashow model in the Prasad-Sommerfield limit and the residual C-S density is the gauge invariant quantity

$$\mathrm{\Omega }_i^{(3)}=\frac{1}{8\pi }\epsilon _{ijk}\epsilon ^{abc}\varphi ^aF_{jk}^{[ab]}$$
(1)
which is the magnetic field strength at infinity, while for $`d=2`$ and $`d=4`$ these are respectively

$`\mathrm{\Omega }_i^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\epsilon _{ij}\left(A_j+\epsilon ^{ab}\varphi ^aD_j\varphi ^b\right)`$ (2)
$`\mathrm{\Omega }_i^{(4)}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}\epsilon _{ijkl}\epsilon ^{abcd}A_j^{[ab]}\left(F_{kl}^{[ab]}+{\displaystyle \frac{2}{3}}\left(A_kA_l\right)^{[ab]}\right)+\mathrm{Higgs}\mathrm{dependent}\mathrm{terms}.`$ (3)
The ’surface@ integral of (2) is the winding number of the Abrikosov-Nielsen-Olesen vortex with the dynamics of the residual Higgs model given by the Abelian Higgs model. In (3) we have omitted the Higgs dependent terms because we do not wish to refer in detail to the rather exotic model  describing the dynamics, but note that in both (2) and (3) the leading gauge variant term coincides with the C-S density of the purely gauge field system.

Our purpose here is to eschew the application of the C-P charges (1)-(3) as the topological charges, in favour of employing instead the winding numbers of the Higgs fields. Indeed the only reason for displaying (1)-(3) is to state our particular nomenclature for reduced C-P and C-S densities in the context of the Higgs model considered here. Also, we will have occasion to refer to (2) in detail, because it will turn out that the C-P charge calculated from (2) coincides with the topological charge when we instead stabilise the soliton witt the winding number.

The definition of the winding number of the $`d`$ component Higgs field $`\varphi ^a`$ in $`d`$ dimensions is

$$N=\varrho _0d^dx=\frac{1}{\mathrm{\Omega }_d}\epsilon _{i_1i_2..i_d}\epsilon ^{a_1a_2..a_d}_{i_1}\varphi ^{a_1}_{i_2}\varphi ^{a_2}.._{i_d}\varphi ^{a_d}d^dx$$
(4)
where $`\mathrm{\Omega }_d`$ is the angular volume. It is implicit in our thinking here that the Higgs field obeys the usual asymptotics

$$\underset{r\mathrm{}}{lim}|\varphi ^a|^2=\eta ^2,$$
(5)
where $`\eta `$ is the VEV. Since $`\varrho _0`$ defined by (4) is a total divergence, (4) can be evaluated as a surface integral. But unlike the gauge invariant C-P densities pertaining to (1)-(3), (4) is manifestly gauge variant. This property disqualifies its direct application as a topological charge presenting a lower bound to a gauge theory – in which case the charge must be gauge invariant.

As the title suggests however, it is the winding number (4) which we propose as an alternative to the C-P charge notwithstanding the gauge variance of the former. What has to be done is to find a gauge invariant topological charge density (versus the C-P density) whose volume integral is equal to (4)111In the case of $`d`$ dimensional $`SO(d)`$ gauged $`O(d+1)`$ sigma models  whose dynamics leaves the gauge group unbroken the C-P charges vanish so that the only topological charge available is of this type..

In section 2 the gauge invariant topological charges that are the alternatives to the C-P charges will be constructed. In section 3 the topological lower bounds will be established for the simplest models, which in all $`d`$ except $`d=2`$ differ from the corresponding models whose solitons are stabilised by the C-P charges. In both sections 2 and 3 we restrict our considerations to the $`d=2`$ and $`d=3`$ cases, mainly to avoid the complications of dealing with the more exotic Higgs models  in $`d4`$. In section 4 we discuss the results and point out some applications of the new models.

## 2 Topological charge density

The winding number (4) is not gauge invariant. One could replace the integrand in (4) by the gauge invariant density

$$\varrho _G=\frac{1}{\mathrm{\Omega }_d}\epsilon _{i_1i_2..i_d}\epsilon ^{a_1a_2..a_d}D_{i_1}\varphi ^{a_1}D_{i_2}\varphi ^{a_2}..D_{i_d}\varphi ^{a_d},$$
(6)
but unlike (4), the volume integral of this density cannot be evaluated as a surface integral and hence cannot be a candidate for a toplogical charge which can be evaluated using only the asymptotic values of the fields. This is because (6) is not a total divergence.

As we stated above, our aim is to find a new density which is gauge invariant and whose volume integral equals the winding number (4), i.e. that it is a topological charge. As in the case of sigma models , we express the density $`varrho_G`$ (6) in terms of $`varrho_0`$ (see(4)). Then using the Leibniz rule for covariant derivatives we split the difference $`(varrho_G\varrho _0`$ into a gauge variant total plus a gauge invariant terms.

This procedure can be carried out for any $`d`$ but we will restrict here to the $`d=2`$ and $`d=3`$ cases only, which are given in the next two subsections.

### 2.1 $`SO(2)`$ gauged charge in $`d=2`$

In this case

$$\varrho _0=\frac{1}{2\pi }\epsilon _{ij}\epsilon ^{ab}_i\varphi ^a_j\varphi ^b,\varrho _G=\frac{1}{2\pi }\epsilon _{ij}\epsilon ^{ab}D_i\varphi ^aD_j\varphi ^b$$
(7)
where $`D_i\varphi ^a`$, also appearing in (2), is defined as

$$D_i\varphi ^a=_i\varphi ^a+A_i\epsilon ^{ab}\varphi ^b.$$

Then we can write the difference of the densities in (7), using the Leibniz rule, as

$$\varrho _G\varrho _0=\frac{1}{2\pi }\epsilon _{ij}\left(_i(|\varphi ^a|^2A_j)\frac{1}{2}|\varphi ^a|^2F_{ij}\right).$$
(8)
It is now necessary for our purposes to have a vanishing contribution from the volume integral of the total divergence term in (8), which as it stands does not vanish by virtue of (5). this can be rectified by adding and subtracting one half $`\eta ^2`$ times the first C-P density222This use of the C-P density is a general feature in all even dimensions. $`\epsilon _{ij}F_{ij}`$ to the right hand side of (8). The result is

$$\varrho _G\varrho _0=\frac{1}{2\pi }\epsilon _{ij}\left(_i[(\eta ^2|\varphi ^a|^2)A_j]\frac{1}{2}(\eta ^2|\varphi ^a|^2)F_{ij}\right),$$
(9)
the volume integral of which receives contributions only from the gauge invariant term on the right hand side of (9). It is natural then to define a topological charge

$`\varrho `$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\left(\varrho _0+\epsilon _{ij}_i[(\eta ^2|\varphi ^a|^2)A_j]\right)`$ (10)
$`=`$ $`{\displaystyle \frac{1}{2\pi }}\left(\varrho _G+{\displaystyle \frac{1}{2}}\epsilon _{ij}(\eta ^2|\varphi ^a|^2)F_{ij}\right).`$ (11)
From (10) it is obvious that the volume integral of $`\varrho `$ is just the winding number (4), while at the same time it is obvious from (11) that $`\varrho `$ is gauge invariant.

It is noteworthy that (11) can be rewritten as

$$\varrho =\frac{1}{2\pi }\epsilon _{ij}_i\left(A_j+\epsilon ^{ab}\varphi ^aD_j\varphi ^b\right),$$
(12)
which yields precisely the C-S density (2). Thus the new topological charge we have defined is identical to the C-P charge. This is a low dimensional accident.

### 2.2 $`SO(3)`$ gauged charge in $`d=3`$

In this case

$$\varrho _0=\frac{1}{4\pi }\epsilon _{ijk}\epsilon ^{abc}_i\varphi ^a_j\varphi ^b_k\varphi ^c,\varrho _G=\frac{1}{4\pi }\epsilon _{ijk}\epsilon ^{abc}D_i\varphi ^aD_j\varphi ^bD_k\varphi ^c$$
(13)
where $`D_i\varphi ^a`$, also appearing in (1), is defined as

$$D_i\varphi ^a=_i\varphi ^a+A_i^{[ab]}\varphi ^b.$$

Then we can write the difference of the densities in (7), using the Leibniz rule, as

$$\varrho _G\varrho _0=\frac{1}{4\pi }.\frac{2}{3}\epsilon _{ijk}\epsilon ^{baa^{}}\left[_i\left(A_j^{aa^{}}\varphi ^b_k|\varphi ^c|^2\right)F_{ij}^{aa^{}}\varphi ^b_k|\varphi ^c|^2\right].$$
(14)
The volume integral of the total divergence term in (14) now vanishes outright. This is a feature in all odd dimensions.(Recall that in the $`d=2`$ case it did not.) To see this consider it as a surface integral

$$I=\frac{1}{4\pi }.\frac{2}{3}\epsilon _{ijk}\epsilon ^{baa^{}}A_j^{aa^{}}\varphi ^b_k|\varphi ^c|^2dS_i.$$
(15)
For $`I`$ to be nonvanishing the integrand in (15) must decay asymptotically as $`r^2`$ and no faster. Now the connection $`A_j^{aa^{}}`$ decays as $`r^1`$ by finite energy conditions, while (5), which enforces the asymptotic constancy of $`|\varphi ^c|^2`$ implies that $`_k|\varphi ^c|^2`$ decays as $`r^{(2+ϵ)}`$, $`ϵ>0`$. Thus the integrand in (15) decays as $`r^{(3+ϵ)}`$ and hence $`I=0`$.

It is natural now to define the (gauge invariant) topological charge density as

$`\varrho `$ $`=`$ $`\varrho _0+{\displaystyle \frac{1}{4\pi }}.{\displaystyle \frac{3}{2}}\epsilon _{ijk}\epsilon ^{baa^{}}_i\left(A_j^{aa^{}}\varphi ^b_k|\varphi ^c|^2\right)`$ (16)
$`=`$ $`\varrho _G+{\displaystyle \frac{1}{4\pi }}.{\displaystyle \frac{3}{2}}\epsilon _{ijk}\epsilon ^{baa^{}}F_{ij}^{aa^{}}\varphi ^b_k|\varphi ^c|^2.`$ (17)
Again it is obvious from (16) and (15) that the volume integral of this charge equals the winding number (4) for $`d=3`$, and from (17) it is obvious that this is a gauge invariant charge density.

The topological charge density (17) just defined differs from the corresponding C-P density (1). Thus the identity of the new topological charge density (whose volume integral equals the winding number) with the corresponding C-P density occurs only for $`d=2`$. The new topological charge, namely the winding number, is distinct from the corresponding C-P charge for all $`d3`$.

## 3 Lower bounds: Gauged Higgs models

Having constructed the required topological charge densities in the previous section, we proceed to define new models whose energies/actions are bounded from below by the winding number. These lower bounds are established employing Bogomol’nyi type inequalities. This can be done for the case of any $`d`$, but as in the previous section we will concern ourselves with the cases $`d=2`$ and $`d=3`$ only. These are given in the next two subsections.

### 3.1 $`SO(2)`$ gauged model in $`d=2`$

Since the new topological charge density (11) in this case coincides with the C-P charge, it follows that the pertinent Bogomol’nyi type inequalities for this case are the original Bogomol’nyi inequalities for which we refer to Ref. . The corresponding Hihhs model is of course the familiar Abelian Higgs model.

### 3.2 $`SO(3)`$ gauged model in $`d=3`$

As the new topological charge density (17) in this case differs from the C-P charge obtained from the surface integral of (1), the corresponding topological (Bogomol’nyi) inequalities and thence the Higgs models that follow, differ (very appreciably) from the Georgi-Glashow model in the Prasad-Sommerfield limit.

The pertinent Bogomol’nyi inequalities are

$`\left|D_i\varphi ^a{\displaystyle \frac{1}{4}}\kappa _1^2\epsilon _{ijk}\epsilon ^{abc}D_{[j}\varphi ^bD_{k]}\varphi ^c\right|^2`$ $``$ $`0`$ (18)
$`\left|F_{ij}^{aa^{}}{\displaystyle \frac{3}{4}}\kappa _2^2\epsilon _{ijk}\epsilon ^{aa^{}b}\varphi ^b_k|\varphi ^c|^2\right|^2`$ $``$ $`0,`$ (19)
where $`\kappa _1`$ and $`\kappa _2`$ are constants with dimensions $`[L^2]`$, given that the Higgs field has dimension $`[L^1]`$. Expanding (18) and (19) yields, respectively

$`{\displaystyle \frac{1}{2}}|D_i\varphi ^a|^2+{\displaystyle \frac{1}{8}}\kappa _1^4|D_{[i}\varphi ^aD_{j]}\varphi ^b|^2`$ $``$ $`{\displaystyle \frac{1}{2}}\kappa _1^2\mathrm{.\; 4}\pi \varrho _G`$ (20)
$`{\displaystyle \frac{1}{8}}|F_{ij}^{ab}|^2+{\displaystyle \frac{9}{32}}\kappa _2^4|\varphi ^a|^2|(_i|\varphi ^b|^2)|^2`$ $``$ $`{\displaystyle \frac{3}{16}}\kappa _2^2\epsilon _{ijk}\epsilon ^{aa^{}b}F_{ij}^{aa^{}}\varphi ^b(_k|\varphi ^c|^2).`$ (21)
Adding (20) and (21) yields the final Bogomol’nyi bound for the energy density, i.e. the left hand side of this inequality defines the energy density functional (the static Hamiltonian) and the right hand side coincides with $`2\pi \kappa _1`$ times the topological charge density (17), provided that the constants $`\kappa _1`$ and $`\kappa _2`$ satisfy the following condition is satisfied

$$\kappa _2=2\kappa _1.$$
(22)
Thus, denoting $`\kappa _1^4=\kappa `$ we finally have

$$\stackrel{\mathrm{def}}{=}\frac{1}{8}|F_{ij}^{ab}|^2+\frac{1}{2}|D_i\varphi ^a|^2+\frac{1}{8}\kappa \left(|D_{[i}\varphi ^aD_{j]}\varphi ^b|^2+36|\varphi ^a|^2|(_i|\varphi ^b|^2)|^2\right)2\pi \varrho ,$$
(23)
with $`\varrho `$ given by (17) (and ‘(16)) so that its volume integral is equal to the winding number of the Higgs field at infinity.

The normalisations in (23) are chosen so that when $`\kappa =0`$ the left hand side reduces to the Georgi-Glashow system in the Prasad Sommerfield limit, in which case we have the usual lower bound

$`_{PS}`$ $`=`$ $`{\displaystyle \frac{1}{8}}|F_{ij}^{ab}|^2+{\displaystyle \frac{1}{2}}|D_i\varphi ^a|^24\pi \varrho _M`$ (24)
$`\varrho _M`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}\epsilon _{ijk}\epsilon ^{aa^{}b}_k(F_{ij}^{aa^{}}\varphi ^b)`$ (25)
where the volume integral of $`\varrho _M`$ defined by (25) equals the C-P (monopole) charge $`\mu `$ exactly. Obviously $``$ defined by (23), in addition to being bounded from below by $`2\pi \varrho `$, is also bounded by $`4\pi \varrho _M`$.

While the inequality (24) is saturated by

$$F_{ij}^{ab}=\epsilon _{ijk}\epsilon ^{abc}D_k\varphi ^ac,$$
(26)
the inequality (23) cannot be saturated since that would be tantamount to saturating the two inequalities (18) and (19), which is an overdetermined system.

In both systems (23) and (24) we have assumed that the Higgs field obeys the asymptotic condition (5). Otherwise the expected topological lower bounds would not be valid. This is, as usual, ensured dynamically by adding the usual Higgs potential

$$V(|\varphi ^a|)=\lambda (\eta ^2|\varphi ^a|^2)^2,$$
(27)
in which case the C-P inequality corresponding to (24) cannot be saturated too.

## 4 Discussion and outlook

In the previous two sections we have seen the construction of gauge invariant topological charge densities which present lower bounds on the energy densities of the corresponding $`SO(d)`$ gauged Higgs models, and whose volume integrals equal the winding number (4). This was done for dimensions $`d=2,3`$ but can systematically be extended to arbitrary $`d`$.

A noteworthy feature of these examples is that in the $`d=2`$ case the topological charge density thus defined happens to coincide with the C-P density. It is clear from the $`d=3`$ example however, that for all $`d3`$ this new charge density does not coincide with the C-P density.

There are two interesting applications which arise from the present formulation. The first is dynamical. As we see from the work of section 3.2, the energy density (23) involves a quartic kinetic (Skyrme) term multiplying the coupling constant $`\kappa `$. But we know from our experience with such theories  that these support attractive like-charged solitons, namely Skyrmions  in , monopoles in  and sigma-model monopoles in . Thus, we would expect that the theory described by (23) also supports attractive like-charged monopoles. If one included the Higgs potential (27) in (23), this would render the decay of the Higgs field exponential and hence would allow the repulsive Coulomb effect of the gauge field to dominate. But as long as there is a Skyrme term present, this effect is expected to be cancelled by the attractive effect of the latter, as was found in .

The second application hinges on the fundamental property of the new (gauge invariant) topological charge density, e.g. (10) and (16), namely that because the gauge field dependent surface integrals vanish, its volume integral equals (4) and is independent of the gauge connection and hence the gauge group. This indicates that the gauge group can be taken to be $`SO(N)`$ with $`2Nd`$ so that only $`N`$ of the $`d`$ components of the Higgs field are gauged. In $`d=3`$ for example this would enable the construction of a $`U(1)`$ soliton. This would be the Higgs model analogue to the $`U(1)`$ gauged Skyrmion constructed in  and like the latter would necessarily be axially symmetric and would have zero monopole flux and a nonvanishing magnetic dipole moment.

Unfortunately there is a price to pay in the construction of such a $`U(1)`$ gauged Higgs theory whose energy is bounded from below by the winding number, namely the volume integral of the first member of (13). The reason for this is dynamical. If the Higgs model features the usual kinetic term

$$|D_i\varphi ^a|^2,$$
(28)
then that model does not possess a gauge–decoupled limit, unlike the corresponding Sigma model . Had a gauge–decoupled limit of the model existed, we could surely have replaced the usual (Georgi-Glashow) gauge group $`SO(3)`$ by $`SO(2)`$.

Let us demonstrate this fact and then explain how to ovecome this obstacle, and spell out the attendent price to pay. Within the axially symmetric Ansatz for the $`U(1)`$ field $`A_i=(A_\mu ,A_3),\mu =1,2`$ and the Higgs field $`\varphi ^a=(\varphi ^\alpha ,\varphi ^3),\alpha =1,2`$,

$$A_\mu =\frac{a(r,\theta )N}{r\mathrm{sin}\theta }\epsilon _{\mu \nu }\widehat{x}_\nu ,A_3=0,\varphi ^\alpha =\eta h(r,\theta )n^\alpha ,\varphi ^3=\eta g(r,\theta ),$$
(29)
with $`n^\alpha =(\mathrm{cos}N\varphi ,\mathrm{sin}N\varphi )`$, the reduced (two dimensional) quadratic kinetic term in (28) reads

$$r^2|D_i\varphi ^a|^2=\eta ^2\left(\mathrm{sin}\theta \left[r^2(h_r^2+g_r^2)+(h_\theta ^2+g_\theta ^2)\right]+\frac{a^2h^2}{r^2\mathrm{sin}\theta }\right),$$
(30)
having used the notation $`h_r=_rh`$ etc.

Inspection of the first four terms in (30) implies that the functions $`h`$ and $`g`$ must tend to constants for large $`r`$, by the requirement of finite energy. But we see from the third member of (29) that the requirement that $`\varphi ^\alpha `$ be differentiable on the $`z`$-axis implies the vanishing of $`h`$ for $`\theta =0,\pi `$, idependently of $`r`$. From these two conditions it follows that

$$\underset{r\mathrm{}}{lim}h(r,\theta )=0,\underset{r\mathrm{}}{lim}g(r,\theta )=1.$$
(31)
The asymptotic conditions (31) imply the vanishing of the topological charge

$$\varrho d^3x=\eta ^3N\left[h(gh_\theta hg_\theta )\right]_{r=\mathrm{}}𝑑\theta .$$
(32)
The topological charge (32) will be nonvanishing, namely equal to $`\eta ^3N`$, if the asymptotic values (31) are replaced by

$$\underset{r\mathrm{}}{lim}h(r,\theta )=\mathrm{sin}\theta ,\underset{r\mathrm{}}{lim}g(r,\theta )=\mathrm{cos}\theta ,$$
(33)
which is consistent with the condition of differentaibility on the $`z`$-axis, but is not consistent with the finite condition on (30). This necessitates the replacement of the definition (13) by

$`\varrho _0`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}\epsilon _{ijk}\epsilon ^{abc}(\eta ^2|\varphi ^\alpha |^2)_i\varphi ^a_j\varphi ^b_k\varphi ^c`$ (34)
$`=`$ $`{\displaystyle \frac{1}{4\pi }}\epsilon _{ijk}\epsilon ^{abc}_i(\eta ^2{\displaystyle \frac{3}{5}}|\varphi ^\alpha |^2)\varphi ^a_j\varphi ^b_k\varphi ^c.`$ (35)
The corresponding formula to (32) is readily found using (35), and using the new topological charge (34), (35), it turns out that in the resulting energy density functional, the usual kinetic term (28) is replaced by the unusual one

$$(\eta ^2|\varphi ^a|^2)^2|D_i\varphi ^a|^2,$$
(36)
reminicent of the $`d`$ (Euclidean) dimensional $`SO(d)`$ Higgs models  that result from the dimensional descent of the generalised Yang-Mills  (GYM) model on $`\mathrm{IR}^d\times S_{4pd}`$. The price for analyticity and topological stability is the appearance of unconventional kinetic terms (36).

Acknowledgement: I am indepted to Burkhard Kleihaus for numerous illuminating discussions.


text:
# ON THE SCALAR POTENTIAL MODELS FROM THE ISOSPECTRAL POTENTIAL CLASS

## I Introduction

Rencently, static classical configurations that are exact solution of the equation of motion in scalar potential model have drawn much attention mainly because they have found interesting applications as a solitary wave . There are several methods to build up soliton (kink) solutions associated with some nonlinear differential equations . The kink of a scalar field theory is a static, non-singular, classically stable and finite-localized energy solution of the equation of motion . When $`\varphi (x,t)=f(xvt),`$ a kink solution is called solitary wave. The role of classical solutions in quantum field theories have recently been overviewed . There, one can see how a quantum field theory has topological and non-topological soliton solutions in higher spatial dimensions. In the literature, there is a surprising number of scalar potential models in higher spatial dimensions with exactly solvable equations of motion. Also, a variety of classical finite-energy static solutions are known.

The connection between supersymmetry in quantum mechanics (SUSY QM)  and the topological and non-topological solitons in terms of a scalar potential (for the case of a single field) has been discussed in the literature . The connection between SUSY QM associated with two-component eigenfunctions  and the topological solitons in terms of two coupled scalar fields have already been considered in . Recently, the reconstruction of 2-dimensional scalar field potential models has been considered starting from the Morse and the Scarf II hyperbolic potential, and quantum corrections to the solitonic sectors of both potentials are pointed out .

In the present work, from a non-polynomial potential in supersymmetric quantum mechanics, we shall propose new potentials as functions of one single real scalar field. Indeed, in (1+1) dimensions, non-polynomial interactions are not really harmful, from the point of view of renormalisation. Actually, non-linear $`\sigma `$models are the most representative class of renormalisable models in 2D, and their interactions are described by non-polynomial functions. We consider the interesting program of proposing new potential models in 1+1 dimensions, whose essential point is associated with the translational invariance of the static field configuration . Here, the aim is to find field potential models via SUSY QM considering a one-dimensional quantum mechanical isospectral potential class such that the corresponding fluctuation operator sets a Schrödinger-like eigenvalue problem as a stability equation exactly solvable for the $`\varphi ^4`$model. However, the corresponding field potential cannot be put in a closed form. Indeed, we show that in such a procedure there appears a new non-polynomial field potential model with infinite-energy static configuration, so that such a new potential may not be considered as a well-defined theoretical field potential model.

Actually, we shall bring two constructions of classical solutions. In the first case, we obtain the well-known topological kink, whereas in the second case we obtain a non-topological static configuration which is not a kink. In the second case the new static field configuration is not a smooth function over all the the spatial-time.

We also propose some pictures of the field potential models (figures I and III) and the static classical field configurations (figures II and IV).

## II Static Classical Configuration

Consider the Lagrangian density for a single scalar field, $`\varphi (x,t),`$ in (1+1)-dimensions, in natural system $`(c=1=\mathrm{})`$, given by

$$(\varphi ,_\mu \varphi )=\frac{1}{2}_\mu \varphi ^\mu \varphi V\left(\varphi \right),$$
(1)
where $`V(\varphi )`$ is any positive semi-definite function of $`\varphi `$, which must have at least two zeros for kinks to exist. It represents a well-behaved potential energy. However, as it will be shown below, we have found a new potential which is exactly solvable exactly in the context of the classical theory in (1+1)-D that not a kink.

The field equation for a static classical configuration, $`\varphi =\varphi _c\left(x\right),`$ becomes

$$\frac{d^2}{dx^2}\varphi _c\left(x\right)+\frac{d}{d\varphi _c}V\left(\varphi _c\right)=0,\dot{\varphi }_c=0,$$
(2)
with the following boundary conditions: $`\varphi _c(x)\varphi _{vacuum}(x)`$ as $`x\pm \mathrm{}.`$ Since the potential is positive, it can be written as

$$V(\varphi )=\frac{1}{2}U^2(\varphi ),$$
(3)
giving the well-known Bogomol’nyi condition,

$$\frac{d\varphi }{dx}=\pm U(\varphi )$$
(4)
where the solutions with the plus and minus signs represent two configurations.

## III Stability Equation and New Potentials

The classical stability of the static solution is investigated by considering small perturbations around it,

$$\varphi (x,t)=\varphi _c(x)+\eta (x,t),$$
(5)
where we expand the fluctuations in terms of the normal modes,

$$\eta (x,t)=\underset{n}{}ϵ_n\eta _n(x)e^{i\omega _nt};$$
(6)
the $`ϵ_n^{}`$s are so chosen that $`\eta _n(x)`$ are real. A localised classical configuration is said to be dynamically stable if the fluctuation does not destroy it. The equation of motion becomes a Schrödinger-like equation, viz.,

$$F\eta _n(x)=\omega _n{}_{}{}^{2}\eta _{n}^{}(x),F=\frac{d^2}{dx^2}+V^{\prime \prime }(\varphi _c).$$
(7)
According to (3), one obtains the supersymmetric form,

$$V^{\prime \prime }(\varphi _c)=U_{}^{}{}_{}{}^{2}(\varphi _c)+U(\varphi _c)U^{\prime \prime }(\varphi _c),$$
(8)
where the primes stand for a second derivative with respect to the argument.

If the normal modes of (7) satisfy $`\omega _n{}_{}{}^{2}0`$ the stability of the Schrödinger-like equation is ensured. Now, we are able to implement a method that provides a new potential from the potential term that appears in the fluctuation operator.

Next, we consider the following generalized isospectral potential as being the potential term (8) for the fluctuation operator:

$`V(x;\alpha ,\beta )`$ $`=`$ $`m^2\left[3tanh^2\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)1\right]`$ (9)
$`+`$ $`2m^2\beta \left[sech^4\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)\left(2tanh\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)+{\displaystyle \frac{\beta }{2}}sech^4\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)\chi \right)\chi \right],`$ (10)
$`\chi `$ $`=`$ $`\chi (x;\alpha ,\beta )=\left\{\alpha +\beta \left[tanh\left({\displaystyle \frac{m}{\sqrt{2}}}x\right){\displaystyle \frac{1}{3}}tanh^3\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)\right]\right\}^1,`$ (11)
where $`\alpha `$ and $`\beta `$ are constant parameters. This non-polynomial potential satisfies the condition $`\omega _n{}_{}{}^{2}0,`$ and the ground state associated to the zero mode ($`\omega _0^2=0`$) is given by

$$\eta ^{(0)}(x;\alpha ,\beta )=N\chi (x)sech^2\left(\frac{m}{\sqrt{2}}x\right),$$
(12)
where $`N`$ is the normalization constant. Note that, if $`|\alpha |>\frac{2\beta }{3},`$ the eigenfunction of the ground state is non-singular. This ground state was independently found by two authors  for $`\beta =\frac{1}{2}\sqrt{\frac{3m}{\sqrt{2}}}.`$

It is well-known that the bosonic zero-mode eigenfunction of the stability equation is related with the kink by

$$\eta ^{(0)}(x;\alpha ,\beta )\frac{d}{dx}\varphi _c(x),$$
(13)
so that, a priori, we may find the static classical configuration by a first integration. Therefore, the potential

$$V(\varphi ;\alpha ,\beta )=\frac{1}{2}\left(\frac{d\varphi }{dx}\right)^2$$
(14)
yields a class of scalar potentials, $`V(\varphi )=V(\varphi ;\alpha ,\beta ),`$ which have exact solutions.

There, we can find various static field configurations; however, let us consider here only two cases.

Case (i): $`\beta =0`$ and $`\alpha =2N\sqrt{\frac{\sqrt{2}}{3m}}`$

In this case, $`\chi (x)\frac{1}{\alpha },`$ so that from (9) and (12), we obtain the following bosonic zero-mode solution:

$$\eta ^{(0)}(x)=\frac{1}{2}\sqrt{\frac{3m}{\sqrt{2}}}sech^2\left(\frac{m}{\sqrt{2}}x\right),$$
(15)
and the non-polynomial potential becomes

$$V_1(x)=m^2\left[3tanh^2\left(\frac{m}{\sqrt{2}}x\right)1\right].$$
(16)
Notice that the two Schrödinger-like fluctuation operators associated with both $`V(x;\alpha ,\beta )`$ and $`V(x)`$ non-polynomial potentials are positive semi-definite and completly isospectrals. However, their factorization has been implemented from distinct superpotentials. Indeed, while the Ricatti equation,

$$V_1(x)=W_1^2(x)+W_1^{}(x),$$
(17)
where $`W^{}(x)=\frac{d}{dx}W(x),`$ has a particular solution given by

$$W_1(x)=\sqrt{2}mtgh\left(\frac{m}{\sqrt{2}}x\right),$$
(18)
provides

$$\eta _1^{(0)}(x)=e^{{\scriptscriptstyle W_1(y)𝑑y}}=\frac{1}{2}\sqrt{\frac{3m}{\sqrt{2}}}sech^2\left(\frac{m}{\sqrt{2}}x\right)=\eta ^{(0)}(x),$$
(19)
with $`\eta ^{(0)}(x)`$ given by Eq. (15), the Ricatti equation

$$V_0=V(x;\alpha ,\beta )=W_0^2(x)+W_0^{}(x)$$

has a particular solution given by $`W_0(x)=\frac{d}{dx}\mathrm{}n\left(\eta _0(x;\alpha ,\beta )\right).`$

By substituting Eq. (15) in Eq. (13), we get the well-known kink of the double-well potential,

$$\varphi _k(x)=\frac{m}{\sqrt{\lambda }}tanh\left(\frac{m}{\sqrt{2}}x\right).$$
(20)
When we express the position coordinate in terms of the kink, i.e. $`x=x(\varphi _k),`$ we find the $`\varphi ^4`$potential model with spontaneously broken symmetry in scalar field theory, viz.,

$$V(\varphi )=\frac{\lambda }{4}\left(\varphi ^2\frac{m^2}{\lambda }\right)^2.$$
(21)
The mass of the kink is finite, but, in the next case, we obtain an undefined kink mass. Such a classical configuration cannot represents a stable particle. The pictures of the potential (21) and of the kink (20) are in Figures I and II. Note that both are smooth functions of the field and the spatial coordinate, respectively.

Case (ii): $`\alpha =0.`$

In this case, from (9), (12) and (13), we obtain the following non-polynomial potential in the singularity region associated to the ground state given by Eq. (10):

$$\stackrel{~}{V}(\varphi )=\frac{\lambda }{2}\left(1+3e^{\gamma \varphi }\right)\left(1\frac{2}{3}e^{\gamma \varphi }\right)^2,$$
(22)
where $`\gamma =\frac{2}{\sqrt{3}}`$ and $`\lambda `$ is a dimensionless constant.

The vacuum state, $`\varphi _v,`$ is given by

$$\varphi _v=\frac{\sqrt{3}}{2}\mathrm{}n(\frac{3}{2}).$$
(23)
This non-polynomial potential does not have the discrete symmetry, $`\varphi \varphi ,`$ and there exists only one vacuum state, so that it is non-topological.

From (3), (4) and (22), for the minus sign of the Bogomol’nyi condition and the coupling constant $`\lambda 0`$, the static classical configuration has the following explicit form

$$\varphi _c(x)=\frac{\sqrt{3}}{2}\mathrm{}n\left(\frac{tanh^2\left(\sqrt{\lambda }x\right)}{1\frac{1}{3}tanh^2\left(\sqrt{\lambda }x\right)}\right),$$
(24)
where the integration constant is taken to be zero. Note that this static configuration satisfies Eq. (13) and the following boundary conditions $`\varphi _c(x)\varphi _v`$ as $`x\pm \mathrm{}.`$ The pictures of the non-polynomial potential and the static solution are in Figs. II and IV. However, in Fig. IV, we have plotted this static field configuration only for the region in that it has a singularity in the origin.

The energy density for the static solution for the non-polynomial potential is given by

$$E(x)\left\{sinh^2\left(\sqrt{2}mx\right)\left(1\frac{1}{3}tanh^2\left(\frac{m}{\sqrt{2}}x\right)\right)^2\right\}^1,$$
(25)
which yields an undefined total energy or classical mass. Here, we have used the explicit relations between the static configuration and one-dimensional spatial coordinate.

## IV Broken SUSY QM

In this section, we consider the fluctuation operator in the context of supersymmetry in Quantum Mechanics (SUSY QM), where the supersymmetric partners are build up from the stability equation. In $`N=2`$SUSY, we define the following first order differential operators:

$$A_2^\pm =\pm \frac{d}{dx}+W_2(x),A_2^+=\left(A_2^{}\right)^{}.$$
(26)
The fluctuation operator for the bosonic sector is given by

$$F_2A_2^+A_2^{}=\frac{d^2}{dx^2}+V_2(x),V_2(x)=\stackrel{~}{V}_{|\varphi =\varphi _c}^{\prime \prime },$$
(27)
so that in terms of the superpotential we obtain the following nonlinear first order differential equation

$$V_2(x)=W_2^2(x)+W_2^{}(x)V(x;0,\beta ),$$
(28)
where the prime means a derivative with respect to $`x.`$

The superpotential that solve this Riccati equation for the non-polynomial potential has the following explicit form:

$$W_2(x)=\frac{m}{\sqrt{2}}\frac{tanh^4\left(\frac{m}{\sqrt{2}}x\right)+3}{tanh\left(\frac{m}{\sqrt{2}}x\right)[3tanh^2\left(\frac{m}{\sqrt{2}}x\right)]}$$
(29)
Note that this particular solution to the Riccati differential equation has the following asymptotic behavior: $`W_2(x)\sqrt{2}m`$ as $`x\mathrm{}`$ and $`W_2(x)\sqrt{2}m`$ as $`x\mathrm{}.`$ The supersymmetric partner of $`F_2`$ is given by

$`F_{2+}`$ $`=A_2^{}A_2^+={\displaystyle \frac{d^2}{dx^2}}+V_{2+}(x)`$ (30)
$`V_{2+}(x)`$ $`=W_2^2(x)W_2^{}(x)=m^2\left\{1+tanh^2\left({\displaystyle \frac{m}{\sqrt{2}}}x\right)\right\}.`$ (31)
These fluctuation operators are isospectral and consist of a pair Schrödinger-like Hamiltonians of Witten’s model of broken SUSY . Note that the shape invariance condition  is not satisfied for $`V_\pm `$ given by Eqs. (28) and (30), i.e. $`V_{2+}(x;a_2)V_2(x;a_1)+R,`$ where $`a_1,a_2`$ and $`R`$ are constants.

The eigenvalue equations for the supersymmetric partners $`F_{}`$ are given by

$$F_{2\pm }\eta _{2\pm }^{(n)}(x)=\omega _{2\pm }^{(n)}\eta _{2\pm }^{(n)}(x),\omega _2^{(n)}=\omega _n^2,\omega _0^2=0,$$
(32)
for which, in general, $`F_2`$ may have as eigenstates the well-known normal modes. However, when $`\alpha =0,`$ the bosonic zero-mode $`(\omega _0^2=0)`$ satisfies the annihilation condition

$$A_2^{}\eta _2^{(0)}=0\eta _2^{(0)}(x)\frac{1}{sinh\left(\sqrt{2}mx\right)\left(2+sech^2\left(\frac{m}{\sqrt{2}}x\right)\right)}=\eta ^{(0)}(x;0,\beta ).$$
(33)
This eigensolution is not normalizable, so that the fluctuation operator for the bosonic sector does not have a zero-mode. In this case, the integral $`_{\mathrm{}}^+\mathrm{}\left(\eta _2^{(0)}(x)\right)^2𝑑x`$ is undefined. This result is in agreement with Eq. (12), for $`\alpha =0.`$ Furthermore, bosonic zero mode satisfies $`\eta _2^{(0)}(x)=\frac{d}{dx}\varphi _c(x).`$ The fermionic sector fluctuation operator $`F_{2+}`$ does not have zero-modes because $`\eta _{2+}^{(0)},`$

$$A_2^+\eta _{2+}^{(0)}=0\eta _{2+}^{(0)}sinh\left(\sqrt{2}mx\right)\left[2+sech^2\left(\frac{m}{\sqrt{2}}x\right)\right]$$
(34)
because it is not normalizable. In this case we have broken SUSY. Indeed, it is easy to see that

$$_{\mathrm{}}^+\mathrm{}\left(\eta _{2+}^{(0)}(x)\right)^2𝑑x\mathrm{}.$$

The eigenvalues $`\omega _\pm `$ and eigenfunctions $`\eta _{2\pm }^{(n)}`$ can be exactly solved in a similar way for a general potential. All eigenvalues of $`F_{2+}`$ are eigenvalues of $`F_2,`$ i.e. $`\omega _2^{(n)}=\omega _{2+}^{(n)}>0,`$ so that the ground state and the excited state of both $`F_{2\pm }`$ have energy different from zero.

## V Conclusion

In this work, we investigate the classical stability of a new isospectral non-polynomial potential model with static classical configuration which solve exactly the equation of motion.

Indeed, the classical finite-energy static solutions appear in field theoretical models with spontaneously broken symmetry (SUSY), for example, in the double-well potential given by Eq. (21). It is well-known that the double-well potential model which has two zeros corresponding to the vacuum states $`\varphi _1`$ and $`\varphi _2`$. In this case, the topological kink interpolates smoothly and monotonically between $`\varphi _1`$ and $`\varphi _2`$, according to Figs. I and II. But, in our non-polynomial scalar potential one builds a static, infinite-energy and classically singular field configuration, which is in a non-topological sector. Indeed, we have found a new potential model given by Eq. (22) that is solved exactly in the context of classical theory in (1+1)-dimensions.

In conclusion, we found $`V_1`$ and $`V_{1+}=V_{2+}`$ is a supersymmetric potential pair with unbroken SUSY, so that $`F_1`$ refers to the bosonic sector of the SUSY fluctuation operator $`F_{SUSY},`$ while $`F_{1+}`$ is the fermionic sector of $`F_{SUSY}`$. In this case, $`\eta _1^{(0)}`$ then becomes the unique normalizable eigenfunction of the $`F_{SUSY}`$ corresponding to the zero mode of the ground state. On the other hand, the spectra to $`F_{2\pm }`$ are identical and in this case, there are no zero mode for the ground state i.e. $`\omega _{}=\omega _+>0,`$ thus one has broken SUSY.

Therefore, our non-polynomial potential does not have the reflection symmetry $`\varphi \varphi ,`$ with a stability equation so that it does not lead to either a bosonic zero mode or its supersymmetric partner because both eigenfunctions are non-normalizable with SUSY broken. Thus, the scheme above for proposing new field potential models is not always physically acceptable, because it may lead to infinite energy configuration.

Acknowledgments

RLR wishes to thanks the Dr. A. N. Vaidya of the Instituto de Física of the UFRJ for the incentive and the staff of CBPF and DCEN-CFP-UFPB to facilities. This research was supported in part by CNPq (Brazilian Research Agency). RLR and VGL are grateful to Dr. J. A. Helayel-Neto for his hospitality and fruitful discussions.