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# Discreteness and entropic fluctuations in GREM-like systems

## I Introduction

Strongly disordered systems such as spin glasses  have many metastable states in their low temperature frozen phase, rendering them very sensitive to perturbations. An extreme case of sensitivity arises in systems having replica symmetry breaking  (RSB): there the excess free-energy of the lowest excited states is $`O(1)`$ and so $`P(q)`$, the distribution of overlaps $`q`$, is non-trivial. Given such sensitivity, what properties are robust to changing the details of the microscopic Hamiltonian, and furthermore can the presence of RSB itself depend on microscopic details? Our purpose is to investigate this point in the context of tractable models of spin glasses which are of the mean field type. The main motivation for this is the question of RSB at $`T=0`$ in the $`\pm J`$ Ising spin glass. It has been argued by Krzakala and Martin  that in physical systems with highly degenerate ground states there should be no replica symmetry breaking at $`T=0`$ even if there is RSB at $`T>0`$. Numerical investigations of this issue in the three-dimensional Ising spin glass have led to conflicting claims, either validating  this picture or on the contrary  suggesting that there is RSB amongst the ground states of that model. To understand better this question, Drossel and Moore  have investigated overlaps in the $`\pm J`$ model on the Migdal-Kadanoff lattice at $`T=0`$ and $`T>0`$, concluding that $`P(q=0)`$ behaves differently with lattice size in the two cases; however that model does not have RSB at any temperature. In this work we provide a study of this question in a solvable model having RSB in its low temperature phase.

This paper begins with the random energy model  of Derrida and we consider the effects of having discrete energies. Because the ground state can be degenerate, $`P(q)`$ at $`T=0`$ has a strictly positive weight at $`q=0`$ while in the continuous case $`P(q=0)`$ goes to zero linearly with temperature. Then we consider generalized random energy models  and in particular a discrete version with an infinite number of layers that can be compared to the continuous version studied by Derrida and Spohn . In all these cases, the discreteness gives rise to RSB at $`T=0`$. One of the unphysical features of such models is their zero entropy density at low enough temperature. Since we expect entropy fluctuations to be important for the question of replica symmetry breaking, we extend this last model so that states have random entropies. For the models considered with an infinite number of layers, we compute $`P(q)`$, the disorder averaged probability distribution of overlaps. We then see the effects of energy discreteness and of entropy fluctuations, in particular as $`T0`$. Finally, we consider how replica symmetry is restored at $`T=0`$ in the thermodynamic limit through entropic fluctuations, even though the energies are discrete.

## II Random Energy Model

The REM  is a simple model of spin glasses; its partition function is

$$Z=\underset{i=1}{\overset{2^N}{}}\mathrm{exp}\left[\frac{E_i}{T}\right]$$
(1)
where $`N`$ is identified with the number of spins of the system and the units are chosen so that the Boltzmann constant is $`1`$. The energies $`E_i`$ are independent identically distributed random variables of law $`P_N(E)`$. To make contact with physical systems, $`P_N(E)`$ is set to coincide with the distribution of energies of spin configurations in the $`d`$-dimensional Edwards-Anderson  (EA) spin glass. Such a system with $`N`$ spins has $`2^N`$ energy levels but these energies are strongly correlated; the REM is obtained if one neglects these correlations. If the couplings $`J_{ij}`$ of the EA model are Gaussian, then $`P_N(E)`$ is also Gaussian. If instead these couplings are binary, $`P(J_{ij})=\left[\delta (J_{ij}+1)+\delta (J_{ij}1)\right]/2`$, we are lead to a “discrete” REM where $`E`$ is an integer random variable with distribution $`P_N(E=dN+2k)=2^{dN}\mathrm{B}(dN,k)`$. In this expression, B is the usual binomial coefficient giving the number of ways to choose $`k`$ elements out of $`dN`$. This distribution is roughly Gaussian at large $`N`$. The differences between the discrete and continuous models becomes most apparent for the extreme energies and thus in the low temperature phase where the lowest levels dominate the partition function.

Let us begin with the properties at $`T=0`$. The ground state energy $`E_0`$ grows linearly with $`N`$ and its variance is $`O(1)`$ in the large $`N`$ limit . The ground state is unique in the Gaussian case whereas it has a strictly positive probability of being degenerate in the discrete case. This has important consequences. Consider the overlap distribution $`P_J(q)`$ for a given disorder instance; when the ground state is non-degenerate, $`P_J`$ will be a delta function at $`q=1`$, while when it is degenerate, $`P_J`$ will have two delta function peaks, one at $`q=0`$ and one at $`q=1`$. (By convention, any two distinct levels are taken to have zero overlap.) Since the degeneracy does not disappear at large $`N`$ as we show below, $`P(q)`$, the disorder average of $`P_J`$, tends towards two delta function peaks, each of weight $`O(1)`$ as $`N\mathrm{}`$. Thus at $`T=0`$ there is RSB in the discrete REM but none in the Gaussian REM.

Now we shall be more quantitative and determine the complete behavior of $`P_J(q)`$ at zero temperature. Indeed, if the ground state is $`g`$-fold degenerate for a particular disorder instance, one has

$$P_J(q)=(1g^1)\delta (q)+g^1\delta (q1).$$
(2)
The problem then reduces to computing the statistics of the integer $`g`$. This can be done analytically as follows. Denote by $`Q_N^{\mathrm{gs}}(n,g)`$ the probability that the ground state energy is $`dN+2n`$ and its degeneracy $`g`$. In the discrete REM, we have

$$Q_N^{\mathrm{gs}}(n,g)=\mathrm{B}(2^N,g)p_N(n)^g\left[\underset{k=n+1}{\overset{dN}{}}p_N(k)\right]^{2^Ng},$$
(3)
where we have introduced $`p_N(n)=P_N(E=dN+2n)`$ to simplify the notation. Now we are interested in calculating the probability of the degeneracy

$$Q_N^{\mathrm{deg}}(g)\underset{n=0}{\overset{dN}{}}Q_N^{\mathrm{gs}}(n,g).$$
(4)
From that we shall calculate

$$g^1\underset{g=1}{\overset{2^N}{}}Q_N^{\mathrm{deg}}(g)g^1$$
(5)
which according to eq. (2) gives us the disorder averaged $`P(q)`$ of the model.

Now let us calculate $`Q_N^{\mathrm{gs}}(n,g)`$ for $`a(n)\frac{n}{dN}<0.5`$. We are not interested in the case $`a(n)0.5`$ because the probability that the ground state energy is positive is negligible (recall that $`E`$ and $`n`$ are related by $`E=dN+n`$). Since

$$p_N(n\mathrm{\Delta }n)=p_N(n)\left(\frac{a(n)}{1a(n)}\right)^{\mathrm{\Delta }n}\left\{1+𝒪\left(\frac{1}{dN}\right)\right\}$$
(6)
holds for any finite integer $`\mathrm{\Delta }n`$, the last factor in eq. (3) for $`a(n)<0.5`$ can be estimated as

$`\left[{\displaystyle \underset{k=n+1}{\overset{dN}{}}}p_N(k)\right]^{2^Ng}`$ (7)
$`=\left[1{\displaystyle \underset{k=0}{\overset{n}{}}}p_N(k)\right]^{2^Ng}`$ (8)
$`\left[1{\displaystyle \frac{[1a(n)]p_N(n)}{12a(n)}}\right]^{2^Ng}`$ (9)
$`\mathrm{exp}\left\{{\displaystyle \frac{[1a(n)][2^Ng]p_N(n)}{12a(n)}}\right\}(a(n)<0.5).`$ (10)
By substituting this equation into eq. (3), we find

$$Q_N^{\mathrm{gs}}(n,g)\frac{1}{g!}\left[p_N(n)2^N\right]^g\mathrm{exp}\left\{\frac{[1a(n)]2^Np_N(n)}{12a(n)}\right\},$$
(11)
provided that $`a(n)<0.5`$ and $`g`$ is not of order $`\mathrm{exp}(N)`$.

Now let us denote by $`n^{}`$ the integer for which the value of $`p_N(n)2^N`$ is the closest to $`1`$. Because eq. (6) is also valid for $`n=n^{}`$, $`p_N(n^{}+\mathrm{\Delta }n)2^N`$ for finite $`\mathrm{\Delta }n`$ is expressed as

$$p_N(n^{}+\mathrm{\Delta }n)2^N=C^{}\mathrm{exp}(\alpha ^{}\mathrm{\Delta }n)\left\{1+𝒪\left(\frac{1}{dN}\right)\right\},$$
(12)
where

$$\alpha ^{}=\mathrm{log}\left(\frac{1a^{}}{a^{}}\right),$$
(13)
$`a^{}=a(n^{})`$, and $`C^{}p_N(n^{})2^N`$. Now the condition $`p_N(n^{})2^N1`$ determines $`n^{}`$ and leads to the following equation determining $`a^{}`$ in the large $`N`$ limit:

$$(1d)\mathrm{log}(2)d\mathrm{log}(1a^{})+a^{}\mathrm{log}\left(\frac{1a^{}}{a^{}}\right)=0.$$
(14)
The substitution of eq. (12) into eq. (11) leads us to

$`Q_N^{\mathrm{gs}}(n^{}+\mathrm{\Delta }n,g)`$ $``$ $`{\displaystyle \frac{1}{g!}}(C^{})^g\mathrm{exp}(g\alpha ^{}\mathrm{\Delta }n)`$ (16)
$`\times \mathrm{exp}\left\{{\displaystyle \frac{[1a^{}]C^{}\mathrm{exp}(\alpha ^{}\mathrm{\Delta }n)}{12a^{}}}\right\}`$
and these two quantities become equal as $`N\mathrm{}`$.

To obtain a closed form expression for $`g^1`$, we now approximate the summation in eq. (4) by an integral and find in the large $`N`$ limit

$`Q_N^{\mathrm{deg}}(g)`$ $``$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}dx{\displaystyle \frac{1}{g!}}(C^{})^g\mathrm{exp}(g\alpha ^{}x)`$ (19)
$`\times \mathrm{exp}\left\{{\displaystyle \frac{[1a^{}]C^{}\mathrm{exp}(\alpha ^{}x)}{12a^{}}}\right\}`$
$``$ $`{\displaystyle \frac{1}{g\alpha ^{}}}\left({\displaystyle \frac{12a^{}}{1a^{}}}\right)^g.`$ (20)
This formula tells us that the probability that the ground state is degenerate is non-zero even in the limit $`N\mathrm{}`$ and that the distribution of $`g`$ is well behaved, i.e., all moments are finite. From eq. (20), we finally obtain

$$g^1=\frac{1}{\alpha ^{}}_0^{\frac{12a^{}}{1a^{}}}\frac{\mathrm{d}x}{x}\mathrm{log}\left(\frac{1}{1x}\right),$$
(21)
where we have used

$$\underset{g=1}{\overset{\mathrm{}}{}}\frac{x^g}{g^2}=_0^x\frac{\mathrm{d}t}{t}\mathrm{log}\left(\frac{1}{1t}\right)(|x|1).$$
(22)
If we apply these expressions to our model when $`d=3`$, we find $`a^{}=0.317`$ and $`g^1=0.824`$; the peak in the overlap distribution is thus much lower at $`q=0`$ than at $`q=1`$. This finishes our analysis at $`T=0`$.

Consider now what happens at $`T>0`$. The detailed nature of $`P_N(E)`$ will remain important as long as the partition function is dominated by a finite number of energy levels. This happens throughout the whole low temperature phase ($`T<T_\mathrm{c}`$) where the free-energy and $`P_J(q)`$ are not self-averaging. Consider in particular the $`T`$ dependence of $`P(q)`$ at low temperature. In the Gaussian case there is a non-zero probability density to have a zero energy gap; this leads to a $`P(q,T)`$ that is linear in $`T`$ as $`T0`$. On the contrary, in the discrete case we have

$$P(q=0,T)=P(q=0,T=0)+O(e^{\frac{\mathrm{\Delta }E}{T}}),$$
(23)
where $`\mathrm{\Delta }E=2`$ is the energy gap of this model. Indeed this holds for each disorder instance and so also holds for the disorder average.

## III Generalized Random Energy Model

In the GREM  one considers $`2^N`$ states that are organized in a tree-like fashion, allowing for correlated energies. At the first layer of the tree, there are $`2^{N_1}`$ branches; then each such branch gives rise to $`2^{N_2}`$ branches in the second layer, etc… The nodes of the last layer are identified with states (or spin configurations), and there are $`2^N`$ of them where $`N=N_1+N_2\mathrm{}+N_L`$. To each branch one associates a random energy. Finally, the energy of a state (leaf of the tree) is given by the sum of the energies of the $`L`$ branches connecting it to the root of the tree (residing at level $`0`$).

Just as for the REM, the low temperature phase of the GREM is sensitive to the detailed distribution of the energies. In the context of our study, we see that the properties found for the REM extend to the GREM as follows. At $`T=0`$, we need consider only the ground states. At each level, there is a strictly positive probability to have degenerate lowest energies for the model having discrete energies. One thus has a strictly positive probability to find any of the possible overlaps when considering ground states only. This is to be contrasted with the Gaussian model for which $`P(q)=\delta (q1)`$ when $`T=0`$. Similarly, at $`T>0`$, $`P(q)`$ will be quite sensitive to the nature of the energies as long as we stay within the spin glass phase. At very low temperatures, the weights of its peaks other than at $`q=1`$ will be linear in $`T`$ in the Gaussian case while they will have an exponentially small temperature dependence in the discrete case (cf. eq. 23). Finally, as one approaches the highest of the critical temperatures, many branches at each level contribute to the partition function and so from there on the detailed distribution of energies becomes irrelevant.

## IV Infinite-level GREM

In a discrete GREM with $`L`$-layers, the ground state may be degenerate for any finite $`L`$, but what happens when $`L\mathrm{}`$? To study that limit, we set $`N_i=k`$, $`k`$ being a fixed integer (say $`1`$ or $`2`$). The model is schematically shown in figure 1. There is then a fixed branching factor $`K=2^k`$ at each layer, each node generating $`K`$ branches. A random energy $`ϵ`$ is associated with each branch of the tree. The $`ϵ`$ variables are independent and drawn from the same distribution $`\rho _E(ϵ)`$. The energy $`E(i)`$ of a state $`i`$ is given by summing up the $`ϵ`$’s of the branches which lie along the path connecting it to the tree’s root $`O`$, e.g., in figure 1, $`E(i)=ϵ_1+ϵ_2+ϵ_3`$ and $`E(j)=ϵ_1+ϵ_2+ϵ_4`$. The distance $`d_{ij}`$ of two states $`i`$ and $`j`$ is $`d`$ if their first common ancestor arises on the $`d`$-th layer counted from below, e.g., in figure 1, $`d_{ii}=0`$, $`d_{ij}=1`$ and $`d_{ik}=d_{jk}=2`$. The overlap $`q_{ij}`$ is related to $`d_{ij}`$ by

$$q_{ij}=1d_{ij}/L.$$
(24)
This model has been studied in depth by Derrida and Spohn  (see also ); it can be viewed either as an infinite level GREM or as a directed polymer on a disordered Cayley tree. When the energy of each branch is taken from continuous distribution, the model’s thermodynamics is extremely close to that of the REM. There is a critical temperature below which a finite number of states dominate the partition function, and this low temperature phase exhibits one-step RSB, while the distribution $`P(q)`$ tends towards a delta function at $`q=1`$ as $`T0`$.

Since we are motivated by the question of RSB in the $`3`$-dimensional $`\pm J`$ EA model, we shall investigate the behavior of $`P(q)`$ for the Cayley tree model when the energies on each branch are discrete. We shall take $`\rho _E(ϵ)`$ to consist of a finite number of delta functions. To investigate the behavior of our model, we shall derive recursion formulae for the probability $`Y(L,d)`$ to find two states at a distance less or equal to $`d`$ by using the same techniques as developed by Derrida and Spohn . Since $`q`$ and $`d`$ are related by eq. (24), we can calculate $`P(q)`$ from $`Y(L,d)`$. By definition, the probability $`Y(L,d)`$ is given by

$`Y(L,d)`$ $``$ $`\overline{{\displaystyle \frac{1}{Z(L)^2}}{\displaystyle \underset{ij/d_{ij}d}{}}\mathrm{exp}[X(i)X(j)]}.`$ (25)
In this expression, $`\overline{\mathrm{}}`$ represents the disorder average, $`X(i)E(i)/T`$, $`Z`$ is the partition function of the system, and $`L`$ is the number of layers. A standard integral representation for $`Z^2`$ leads to

$$Y(L,d)=_{\mathrm{}}^{\mathrm{}}duF(L,d;u),$$
(26)
where

$`F(L,d;u)`$ (27)
$`\overline{\mathrm{exp}[2u\mathrm{e}^uZ(L)]{\displaystyle \underset{ij/d_{ij}d}{}}\mathrm{e}^{X(i)X(j)}}.`$ (28)
Collecting terms in the sum that belong to the same sub-tree of height $`d`$, we have

$$\underset{ij/d_{ij}d}{}\mathrm{e}^{X(i)X(j)}=\underset{B_d}{}\mathrm{exp}[2X(B_d)]z(B_d)^2.$$
(29)
In this expression, $`B_d`$ is a general branch point in the $`d`$-th layer counted from below, $`z(B)`$ is the partition function of the sub-tree rooted at a branch point $`B`$, $`X(B)E(B)/T`$, and $`E(B)`$ is the energy of a branch point $`B`$ given by summing up the $`ϵ`$’s of the branches which lie along the path connecting $`B`$ and $`O`$. Substitution of eq. (29) into eq. (28) gives

$`F(L,d;u)`$ (30)
$`=\overline{\mathrm{exp}[2u\mathrm{e}^uZ(L)]{\displaystyle \underset{B_d}{}}\mathrm{exp}[2X(B_d)]z(B_d)^2}.`$ (31)
From this equation, we find

$$F(d,d;u)=H_2(d;u),$$
(32)
where

$$H_n(d;u)\overline{\{\mathrm{e}^uz(B_d)\}^n\mathrm{exp}[\mathrm{e}^uz(B_d)]}.$$
(33)
We can calculate $`H_n(d;u)`$ (including $`H_2(d;u)`$ appearing in eq. (32)) by the following recursion formulae. Now let us start from the simplest case, i.e., $`n=0`$. By definition,

$$H_0(0;u)=\mathrm{exp}[e^u].$$
(34)
Since the $`z(B_{d+1})`$ can be expressed as

$$z(B_{d+1})=\underset{B_d}{}\mathrm{e}^{X(B_d)}z(B_d),$$
(35)
and $`z(B_d)`$ and $`z(B_d^{})`$ are independent if $`B_dB_d^{}`$, we obtain the recursion formula

$`H_0(d+1;u)`$ $`=`$ $`{\displaystyle \underset{B_d}{}}\overline{\mathrm{exp}[\mathrm{e}^{uX(B_d)}z(B_d)]}`$ (36)
$`=`$ $`\stackrel{~}{H}_0(d;u)^K,`$ (37)
where we have defined

$$\stackrel{~}{g}(u)dϵ\rho _E(ϵ)g(u+ϵ/T)$$
(38)
for a general function $`g(u)`$. The recursion formulae for $`n0`$ are derived by using eqs. (34) and (37) as well as the relation

$$H_n(d;u)=\frac{\mathrm{d}^n}{\mathrm{d}u^n}H_0(d;u).$$
(39)
For example, the recursion formula for $`H_1(d;u)`$ is

$`H_1(d+1;u)`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}u}}\stackrel{~}{H}_0(d;u)^K`$ (40)
$`=`$ $`K\stackrel{~}{H}_1(d;u)\stackrel{~}{H}_0(d;u)^{K1}.`$ (41)
Finally, let us derive recursion formulae for $`F(L,d;u)`$. From eq. (31), we have

$`F(L+1,d;u)`$ (42)
$`=\overline{\mathrm{exp}\left[2u\mathrm{e}^u{\displaystyle \underset{B_L^{}}{}}\mathrm{e}^{X(B_L^{})}z(B_L^{})\right]}`$ (43)
$`\times {\displaystyle \underset{B_L}{}}{\displaystyle \underset{B_dB_L}{}}\overline{\mathrm{exp}[2X(B_d)]z(B_d)^2}`$ (44)
$`={\displaystyle \underset{B_L}{}}\overline{\mathrm{exp}\left[2u2X(B_L)\mathrm{e}^{uX(B_L)}z(B_L)\right]}`$ (45)
$`\times {\displaystyle \underset{B_dB_L}{}}\overline{\mathrm{e}^{2[X(B_d)X(B_L)]}z(B_d)^2}`$ (46)
$`\times {\displaystyle \underset{B_L^{}B_L}{}}\overline{\mathrm{exp}\left[\mathrm{e}^{uX(B_L^{})}z(B_L^{})\right]}.`$ (47)
The strategy now is to perform the disorder average in two steps: first we average over sub-trees rooted at $`\{B_L\}`$ when fixing $`\{X(B_L)\}`$; then we average over $`\{X(B_L)\}`$. By using eq. (31) and eq. (33) with $`n=0`$, the disorder average in the first step is done as

$`F(L+1,d;u)`$ $`=`$ $`{\displaystyle \underset{B_L}{}}\overline{F(L,d;u+X(B_L))}`$ (49)
$`\times {\displaystyle \underset{B_L^{}B_L}{}}\overline{H_0(L;u+X(B_L^{}))}.`$
Note that the only random variables in this equation are $`\{X(B_L)\}`$. The disorder average in the next step finally leads us to

$$F(L+1,d;u)=K\stackrel{~}{F}(L,d;u)\stackrel{~}{H}_0(L;u)^{K1}.$$
(50)
In summary, the disorder averaged distribution of distances $`Y(L,d)`$ can be computed by the following procedures:

* Calculate $`H_2(d;u)`$ (=$`F(d,d;u)`$) by evaluating numerically the recursions which are derived by applying eq. (39) to eqs. (34) and (37).
* Calculate $`F(L,d;u)`$ by using the recursion eq. (50).
* Compute $`Y(L,d)`$ by estimating numerically the integral in eq. (26).

For large number of layers we see convergence to the large $`L`$ limit after introducing the (continuous) overlap $`q=1d/L`$; this gives us the disorder average $`P(q)`$ or equivalently $`\overline{Y(q)}=_0^q\overline{P(q)}dq`$ for the infinite tree.

Just as for the Gaussian case, the discrete model has one step RSB below a critical temperature $`T_\mathrm{c}`$. However, the energies are discrete and we find that the degeneracy of the ground state is maintained as $`L\mathrm{}`$ and furthermore its mean saturates to a finite value. Because of this, there is RSB at $`T=0`$, not only for $`0<T<T_\mathrm{c}`$. When executing our recursions, the distribution of overlaps rapidly has very narrow peaks at $`q=0`$ and $`q=1`$ with increasing number of layers, while the probability of having overlaps between those two values goes to zero. One can thus characterize the mean probability distribution of overlaps by the weight of the delta function at $`q=0`$. For that, we consider the quantity $`\overline{Y(q=0.5)}`$ which gives the weight of the overlaps near $`q=0`$. In figure 2 we show the temperature dependence of that quantity (top curve). For these data, we used $`K=2`$ and

$$\rho _E(ϵ)=0.25\delta (ϵ)+0.5\delta (ϵ1)+0.25\delta (ϵ2).$$
(51)
Furthermore, we took $`L=1000`$ which is big enough to represent the infinite tree limit at all $`T`$ except for $`T`$ close to $`T_\mathrm{c}`$. We have checked that the curves near $`T_\mathrm{c}`$ converge as $`L`$ increases, and a cusp is created at $`T_\mathrm{c}`$ in the limit $`L\mathrm{}`$, just as the continuous case. But the point we want to make here concerns $`TT_\mathrm{c}`$: the curve is very flat at low temperatures. This is as expected from the analogy with the discrete REM (cf. eq. 23), and is due to the presence of a gap above the ground state energy.

## V A model with extensive entropy

In all the models considered so far, a finite number of the lowest energy states dominate the partition function at sufficiently low temperatures. Thus the entropy is $`O(1)`$ rather than $`O(N)`$. Clearly, in any physical system, the entropy remains extensive as long as $`T>0`$. What is the possible importance of such extensivity? Krzakala and Martin  argued that extensive entropies will give rise to diverging entropic fluctuations, and that these fluctuations should prevent RSB at $`T=0`$. To test this idea, one needs a model with extensive entropies at low temperature. There are several ways to do this in the context of GREM-like models; Cook and Derrida  added small loops to the tree, while Yoshino  replaced the random energies by random entropies. We keep the tree structure but have both energies and entropies.

We focus again on the infinite tree with a constant branching factor $`K`$. To each branch we assign a random energy $`ϵ`$ and a random entropy $`\sigma `$ from distributions $`\rho _E(ϵ)`$ and $`\rho _S(\sigma )`$, respectively; then each leaf has an energy and entropy given by the sum of those terms along the path connecting that leaf to the tree’s root $`O`$. In this model, both the energy and the entropy of the states become extensive. Now a crucial point is that the model with and without entropies can be mapped onto one-another when $`T0`$; indeed the two models are identical provided the distributions satisfy

$$\rho _E^{}(ϵ^{})=dϵd\sigma \delta (ϵ^{}ϵ+T\sigma )\rho _E(ϵ)\rho _S(\sigma ),$$
(52)
where $`\rho _E^{}(ϵ^{})`$ is the distribution of the energy for the model without entropy. This condition insures that the distribution of the weight assigned to each branch ($`\mathrm{exp}(ϵ/T+\sigma )`$ and $`\mathrm{exp}(ϵ^{}/T)`$) is the same in the both cases. Therefore, we can utilize all of the recursions previously derived just by changing eq. (38) into

$$\stackrel{~}{g}(u)dϵd\sigma \rho _E(ϵ)\rho _S(\sigma )g(u+ϵ/T\sigma ).$$
(53)
We have investigated the distribution of overlaps in this model with entropic fluctuations. We have chosen $`\rho _E`$ as before and set

$$\rho _S(\sigma )=0.5\delta (\sigma )+0.5\delta (\sigma 2).$$
(54)
We have also chosen the same branching factor as before, i.e., $`K=2`$. The inclusion of these entropic fluctuations changes the critical temperature, but it also changes the qualitative behavior of RSB. In figure 2 we show the same quantity as before, $`\overline{Y(q=0.5)}`$. We see that the entropic fluctuations destroy RSB at $`T=0`$, and $`P(0)`$ goes to zero linearly with $`T`$ as $`T0`$. One may think from the figure that there is no cusp at $`T=T_\mathrm{c}`$ in the model with entropy. However it can be shown from the mapping mentioned in the previous paragraph that the inclusion of entropy does not remove the cusp. To check this, we have verified numerically that the cusp appears slowly as $`L`$ is increased and that the left derivatives of $`\overline{Y(q=0.5)}`$ at $`T=T_\mathrm{c}`$ tend to a non-zero limit for both models as $`L\mathrm{}`$.

We have also investigated the finite size dependence of $`P(q=0)`$ at $`T=0`$. From figure 3, we see that this quantity decreases as $`L^{0.5}`$. This result can be understood from the following simple argument. Imagine a disorder instance in which there are only two ground states whose overlap is close to $`0`$. The probability for an overlap to be small for such a sample is of order $`1`$ if the difference of the entropies of the two ground states is of order $`1`$. Recall that each ground state has an extensive entropy; furthermore, the entropy fluctuations of a ground state are necessarily of order $`L^{0.5}`$. Then the probability that the two states have the same entropy is of order $`L^{0.5}`$ in the large $`L`$ limit. From this we conclude that at zero temperature, $`P(q=0)`$ decreases as $`L^{0.5}`$ as $`L\mathrm{}`$.

It is worth pointing out that Krzakala and Martin  suggested that in the $`3d`$ EA $`\pm J`$ spin glass valley-to-valley fluctuations in the entropy should grow as $`L^{d_\mathrm{s}/2}`$ ($`d_\mathrm{s}`$ is the fractal dimension of surfaces of large-scale low-energy excitations) and $`P(0)`$ should then decrease as $`L^{d_\mathrm{s}/2}`$. A power law decay of $`P(0)`$ in that model has been found numerically . The contribution of our study is to show that such a phenomenon does indeed occur beyond reasonable doubt in a particular model.

## VI Discussion

Let us compare the model with discrete energies and extensive entropies to the one where the disorder variables are continuous (be there entropy fluctuations or not). In both cases, $`P(q=0)`$ goes to zero linearly with $`T`$ as $`T0`$ because the lowest free-energy states are non-degenerate and there is no gap. We may then summarize what we have found by saying that state-to-state entropy fluctuations of order $`\sqrt{L}`$ effectively remove both degeneracies and gaps. Of course at $`T=0`$, the degeneracy in the energy is important, but our point is that the free-energies are still not degenerate: the contribution of different ground states to the partition function are wildly different simply because their entropy differences diverge as $`\sqrt{L}`$. This is the mechanism behind no RSB at zero temperature. If we consider now $`T>0`$, we note that the energies of the states dominating the partition function are far above the lowest energy; the system selects the states with the minimum free-energies, $`F=ETS`$; even though both $`E`$ and $`S`$ are integers, generically $`F`$ is not and so any fine structure of $`E`$ and $`S`$ is washed out.

Our work has focused on the infinite tree model because it is tractable, but we expect the conclusions to be quite general when there is one-step RSB at $`T>0`$. An open question concerns of course the case of systems having continuous RSB. One way to address this is to generalize our model so that it exhibits continuous RSB; this can be done just as for the Derrida-Spohn model  by making the distributions of energies depend on the level of the tree. With such a modification, the model having no entropy but discrete energies will have continuous RSB at $`T=0`$, whereas if random entropies are assigned to each branch the entropic fluctuations will restore replica symmetry at $`T=0`$.

One may also ask what effect would $`J_{ij}=\pm 1`$ have on the Sherrington-Kirkpatrick  (SK) model, i.e., would such discreteness give rise to RSB at $`T=0`$, in contrast to what happens in the Gaussian case? The crucial property that can make RSB possible at $`T=0`$ is ground state degeneracy; the gap in such a discrete SK model of $`N`$ spins is $`1/\sqrt{N}`$ if the $`J_{ij}`$s are rescaled so that the model has a thermodynamic limit. The valley-to-valley energy differences being $`O(1)`$, the probability of an exact ground state degeneracy should be $`O(1/\sqrt{N})`$, so we do not expect RSB at $`T=0`$ here. In fact, it seems unlikely that the discrete and continuous SK models have any differences in the thermodynamic limit because the local fields on the spins effectively become continuous in the large $`N`$ limit.

Finally, let us note that the most controversial case of zero-temperature RSB arises in the $`3d`$ EA $`\pm J`$ spin glass; its breaking of replica symmetry at $`T>0`$ is probably continuous, though even that is subject to debate. It would thus be very useful to pursue this issue further to resolve the contradictory results  obtained so far.

## Acknowledgments —

We thank J.-P. Bouchaud, F. Krzakala and M. Mézard for stimulating discussions. M.S. acknowledges financial support from the MENRT. The LPTMS is an Unité de Recherche de l’Université Paris XI associée au CNRS.


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# Using elliptic curves of rank one towards the undecidability of Hilbert’s Tenth Problem over rings of algebraic integers

## 1 Introduction

D. Hilbert asked, as Problem 10 of his famous list of 23 problems posed to the mathematical community in 1900, for an algorithm to decide, given a polynomial equation $`f(x_1,\mathrm{},x_n)=0`$ with coefficients in the ring $`𝐙`$ of integers, whether there exists a solution with $`x_1,\mathrm{},x_n𝐙`$. In Hilbert’s time, there was no formal definition of algorithm, but presumably what he had in mind was a mechanical procedure that a human could in principle carry out, given sufficient paper, pencils, erasers, and time, following a set of strict rules requiring no insight or ingenuity on the part of the human. In the 1930s, several rigorous models of computation were proposed as a substitute for the informal notion of “mechanical procedure” as above (the $`\lambda `$-definable functions of A. Church and S. Kleene, the recursive functions of K. Gödel and J. Herbrand, and the logical computing machines of A. Turing). These models, as well as others developed later, were shown to be equivalent; this gave credence to the Church-Turing thesis, which is the belief that every mechanical procedure can be carried out by a Turing machine. Therefore, the modern interpretation of Hilbert’s Tenth Problem is that it asks whether a Turing machine can decide the existence of solutions.

J. Matijasevič \[Mat70\], building on earlier work by M. Davis, H. Putnam, and J. Robinson \[DPR61\] showed that there is no such Turing machine. To describe their work in more detail, we need a few definitions. A subset $`S`$ of $`𝐙^n`$ is called listable or recursively enumerable if there is an algorithm (Turing machine) such that $`S`$ is exactly the set of $`a𝐙^n`$ that are eventually printed by the algorithm. A subset $`S`$ of $`𝐙^n`$ is said to be diophantine, or to admit a diophantine definition, if there is a polynomial $`p(a_1,\mathrm{},a_n,x_1,\mathrm{},x_m)𝐙[a_1,\mathrm{},a_n,x_1,\mathrm{},x_m]`$ such that

$$S=\{a𝐙^n:(x_1,\mathrm{},x_m𝐙)p(a_1,\mathrm{},a_n,x_1,\mathrm{},x_m)=0\}.$$

For example, the subset $`𝐙_0:=\{0,1,2,\mathrm{}\}`$ of $`𝐙`$ is diophantine, since for $`a𝐙`$, we have

$$a𝐙_0(x_1,x_2,x_3,x_4𝐙)x_1^2+x_2^2+x_3^2+x_4^2=a.$$

One can show using “diagonal arguments” that there exists a listable subset $`L`$ of $`𝐙`$ whose complement is not listable. It follows that for this $`L`$, there is no algorithm that takes as input an integer $`a`$ and decides in a finite amount of time whether $`a`$ belongs to $`L`$; in other words, membership in $`L`$ is undecidable.

Diophantine subsets of $`𝐙^n`$ are listable: given $`p`$, one can write a computer program with an outer loop with $`B`$ running through $`1,2,\mathrm{}`$, and an inner loop in which one tests the finitely many $`(a_1,\mathrm{},a_n,x_1,\mathrm{},x_m)𝐙^{n+m}`$ satisfying $`|a_i|,|x_j|B`$ for all $`i`$ and $`j`$, and prints $`(a_1,\mathrm{},a_n)`$ if $`p(a_1,\mathrm{},a_n,x_1,\mathrm{},x_m)=0`$. Davis \[Dav53\] conjectured conversely that all listable subsets of $`𝐙^n`$ were diophantine, and this is what Matijasevič eventually proved. In particular, the set $`L`$ is diophantine. Hence a positive answer to Hilbert’s Tenth Problem would imply that membership in $`L`$ is decidable. But membership in $`L`$ is undecidable, so Hilbert’s Tenth Problem is undecidable too; that is, there is no algorithm that takes as input a polynomial $`p𝐙[x_1,\mathrm{},x_n]`$, and decides whether $`p(x_1,\mathrm{},x_n)=0`$ has a solution in integers.

More generally, if $`R`$ is any commutative ring with $`1`$, one can define what it means for a subset of $`R^n`$ to be diophantine over $`R`$, by replacing $`𝐙`$ by $`R`$ everywhere. Similarly one can speak of Hilbert’s Tenth Problem over $`R`$ provided that one has fixed some encoding of elements of $`R`$ as finite strings of symbols from a finite alphabet, so that polynomials over $`R`$ can be the input to a Turing machine. For some rings $`R`$ (for example, uncountable rings) such an encoding may not be possible. In this case one should modify the problem, by specifying a countable subset $`𝒫`$ of the set of all polynomials over $`R`$ and an encoding of elements of $`𝒫`$ as finite strings of symbols, and then asking whether there exists a Turing machine that takes as input a polynomial $`p𝒫`$ and decides whether $`p(x_1,\mathrm{},x_n)=0`$ has a solution over $`R`$. For example, K. Kim and F. Roush \[KR92\] proved that Hilbert’s Tenth Problem over the purely transcendental function field $`𝐂(t_1,t_2)`$ is undecidable when one takes $`𝒫`$ to be the set of polynomials with coefficients in $`𝐙[t_1,t_2]`$. Usually it is not necessary to specify exactly how the elements of $`𝒫`$ are encoded, since usually given any two reasonable encodings, a Turing machine can convert between the two.

Perhaps the most important unsolved question in this area is Hilbert’s Tenth Problem over the field $`𝐐`$ of rational numbers. The majority view seems to be that it should be undecidable. To prove this, it would suffice to show that the subset $`𝐙`$ of $`𝐐`$ is diophantine over $`𝐐`$. On the other hand, B. Mazur has suggested that perhaps for any variety $`X`$ over $`𝐐`$, the topological closure of $`X(𝐐)`$ in $`X(𝐑)`$ has at most finitely many connected components; if this is true, no such diophantine definition of $`𝐙`$ over $`𝐐`$ exists. See \[Maz94\] and the more recent articles \[CZ00\] and \[Phe00\] for further discussion.

The function field analogue, namely Hilbert’s Tenth Problem over the function field $`k`$ of a curve over a finite field, is known to be undecidable. The first result of this type is due to T. Pheidas \[Phe91\], who proved this for $`k=𝐅_q(t)`$ with $`q`$ odd. His argument was adapted and generalized by C. Videla \[Vid94\] for $`k=𝐅_q(t)`$ with $`q`$ even, by A. Shlapentokh \[Shl92\] for other function fields of odd characteristic, and finally by K. Eisenträger \[Eis\] for the remaining function fields of characteristic 2. Analogues are known also for many function fields over infinite fields of positive characteristic: see \[Shl00a\] and \[Eis\].

For more results concerning Hilbert’s Tenth Problem, see the book \[DLPVG00\], and especially the survey articles \[PZ00\] and \[Shl00b\] therein. Since the publication of that book, undecidability of Hilbert’s Tenth Problem has been proved also for function fields of curves $`X`$ over formally real fields $`k_0`$ with $`X(k_0)`$ nonempty \[MB\] (in fact this is just one application of his results), and for function fields of surfaces over real closed or algebraically closed fields of characteristic zero \[Eis\].

## 2 Hilbert’s Tenth Problem over rings of integers

In this article, our goal is to prove a result towards Hilbert’s Tenth Problem over rings of integers. If $`F`$ is a number field, let $`𝒪_F`$ denote the integral closure of $`𝐙`$ in $`F`$. There is a known diophantine definition of $`𝐙`$ over $`𝒪_F`$ for the following number fields:

1. $`F`$ is totally real \[Den80\].
2. $`F`$ is a quadratic extension of a totally real number field \[DL78\].
3. $`F`$ has exactly one conjugate pair of nonreal embeddings \[Phe88\]\[Shl89\].

In particular, Hilbert’s Tenth Problem over $`𝒪_F`$ is undecidable for such fields $`F`$.

It is conjectured \[DL78\] that for every number field $`F`$, there is a diophantine definition of $`𝐙`$ over $`𝒪_F`$. Our main theorem gives evidence for this conjecture, by reducing it to a plausible conjecture about the existence of certain elliptic curves.

Before stating our theorem, let us recall the Mordell-Weil Theorem, which states that if $`E`$ is an elliptic curve over a number field $`F`$, then the abelian group $`E(F)`$ is finitely generated. Let $`\mathrm{rk}E(F)`$ denote the rank of $`E(F)`$.

###### Theorem 2.1

Let $`FK`$ be number fields, and let $`𝒪_F`$ and $`𝒪_K`$ be their rings of integers. Suppose that there exists an elliptic curve $`E`$ over $`F`$ such that $`\mathrm{rk}E(F)=\mathrm{rk}E(K)=1`$. Then there exists a diophantine definition of $`𝒪_F`$ over $`𝒪_K`$.

Most of the rest of this paper is devoted to the proof of Theorem 2.1. But for now, we mention its application to Hilbert’s Tenth Problem.

###### Corollary 1

Under the hypotheses of Theorem 2.1, if in addition $`F`$ is of one of the types of number fields listed above for which a diophantine definition of $`𝐙`$ over $`𝒪_F`$ is known, then Hilbert’s Tenth Problem over $`𝒪_K`$ is undecidable.

###### Proof

Theorem 2.1 reduces the undecidability over $`𝒪_K`$ to the undecidability over $`𝒪_F`$. ∎

J. Denef, at the end of \[Den80\], sketches a simple proof of Theorem 2.1 in the case where $`K`$ is totally real and $`F=𝐐`$. In fact, he is also able to treat some totally real algebraic extensions $`K`$ of infinite degree over $`𝐐`$. But his proof technique does not seem to generalize easily to fields that are not totally real.

Our proof of Theorem 2.1 is similar to that of an older result, the theorem of \[DL78\], which uses a $`1`$-dimensional torus (a Pell equation) in place of the elliptic curve. We have been inspired also by the exposition of the “weak version of the vertical method” in \[Shl00b\] and by the ideas in \[Phe00\].

### 2.1 Preliminaries on diophantine sets over $`𝒪_K`$

The subset $`𝒪_K\{0\}`$ of $`𝒪_K`$ is diophantine over $`𝒪_K`$: see Proposition 1(c) of \[DL78\]. We have a surjective map $`𝒪_K\times (𝒪_K\{0\})K`$ taking $`(a,b)`$ to $`a/b`$. If $`SK^n`$ is diophantine over $`K`$, then the inverse image of $`S`$ under $`(𝒪_K\times (𝒪_K\{0\}))^nK^n`$ is diophantine over $`𝒪_K`$. In this case, we will also say that $`S`$ is diophantine over $`𝒪_K`$. It follows that in constructing diophantine definitions over $`𝒪_K`$, there is no harm in using equations with some variables taking values in $`𝒪_K`$ and other variables taking values in $`K`$.

Given $`tK^\times `$, define the denominator ideal $`\mathrm{den}(t)=\{b𝒪_K:bt𝒪_K\}`$ and the numerator ideal $`\mathrm{num}(t)=\mathrm{den}(t^1)`$. Also define $`\mathrm{num}(0)`$ to be the zero ideal. These ideals behave in the obvious way upon extension of the field.

###### Lemma 1

1. For fixed $`m,n𝐙_0`$, the set of $`(x_1,\mathrm{},x_m,y_1,\mathrm{},y_n)`$ in $`K^{m+n}`$ such that the fractional ideal $`(x_1,\mathrm{},x_m)`$ divides the fractional ideal $`(y_1,\mathrm{},y_n)`$ is diophantine over $`𝒪_K`$.
2. The set of $`(t,u)K^\times \times K^\times `$ such that $`\mathrm{den}(t)\mathrm{den}(u)`$ is diophantine over $`𝒪_K`$.
3. The set of $`(t,u)K^\times \times K`$ such that $`\mathrm{den}(t)\mathrm{num}(u)`$ is diophantine over $`𝒪_K`$.
4. The set of $`(t,u)𝒪_K\times K^\times `$ such that $`t\mathrm{den}(u)`$ is diophantine over $`𝒪_K`$.

###### Proof

Statement 1 is clear, since the condition is that there exist $`c_{ij}𝒪_K`$ such that $`y_j=_ic_{ij}x_i`$ for each $`j`$. Statement 2 follows from statement 1, since $`\mathrm{den}(t)\mathrm{den}(u)`$ if and only if the fractional ideal $`(u,1)`$ divides $`(t,1)`$. Statements 3 and 4 follow from statement 2: namely,

$`\mathrm{den}(t)\mathrm{num}(u)`$ $`u=0\text{ or }(v)(uv=1\text{ and }\mathrm{den}(t)\mathrm{den}(v)),`$
$`t\mathrm{den}(u)`$ $`(v)(tv=1\text{ and }\mathrm{den}(v)\mathrm{den}(u)).`$
### 2.2 Bounds from divisibility in $`𝒪_K`$

Let $`n=[K:𝐐]`$ and $`s=[K:F]`$. Fix $`\alpha 𝒪_K`$ such that $`\{1,\alpha ,\mathrm{},\alpha ^{s1}\}`$ is a basis for $`K`$ over $`F`$. Let $`D𝒪_F`$ denote the discriminant of this basis. If $`I`$ is an ideal in $`𝒪_K`$, let $`N_{K/𝐐}(I)𝐙_0`$ denote its norm.

###### Lemma 2

There is a positive integer $`c>0`$ depending only on $`F`$, $`K`$, and $`\alpha `$ such that the following holds. Let $`I𝒪_K`$ be a nonzero nonunit ideal, and let $`\mu 𝒪_K`$. Write $`\mu =_{i=0}^{s1}a_i\alpha ^i`$ with $`a_iF`$. Suppose that $`\mu (\mu +1)\mathrm{}(\mu +n)I`$. Then $`N_{K/𝐐}(Da_i)N_{K/𝐐}(I)^c`$.

###### Proof

This is essentially Section 1.2 of \[Shl00b\]. The only differences are that we have specialized by taking $`l_i=i`$, and we have generalized by replacing the element $`y`$ by an ideal $`I`$: this does not affect the proof. ∎

The following is similar to Lemma 2.5 in \[Shl00b\].

###### Lemma 3

There exists a constant $`c^{}>0`$ depending only on $`F`$ and $`K`$ such that the following holds: Let $`I`$ be a nonzero ideal of $`𝒪_F`$. Suppose $`\mu 𝒪_K`$ and $`w𝒪_F`$. Write $`\mu =_{i=0}^{s1}a_i\alpha ^i`$ with $`a_iF`$. Suppose $`N_{K/𝐐}(Da_i)<c^{}N_{K/𝐐}(I)`$ for all $`i`$, and $`\mu w(modI𝒪_K)`$. Then $`\mu 𝒪_F`$.

###### Proof

Choose ideals $`J_1,\mathrm{},J_h𝒪_F`$ representing the elements of the class group of $`F`$, and choose $`c^{}>0`$ such that $`c^{}N_{K/𝐐}(J_j)<1`$ for all $`j`$. Choose $`j`$ such that $`J_jI^1`$ is principal, generated by $`zF^\times `$, say. Since $`\mu w(modI𝒪_K)`$, we have

$$z(\mu w)=z(a_0w)+(za_1)\alpha +\mathrm{}+(za_{s1})\alpha ^{s1}𝒪_K.$$

By Lemma 4.1 of \[Shl00b\] (an elementary lemma about discriminants), $`Dza_i𝒪_F`$ for $`i=1,2,\mathrm{},s1`$. On the other hand,

$$|N_{K/𝐐}(Dza_i)|=|N_{K/𝐐}(Da_i)N_{K/Q}(z)|<c^{}N_{K/𝐐}(I)\frac{N_{K/Q}(J_j)}{N_{K/Q}(I)}<1,$$

by definition of $`c^{}`$, so $`Dza_i=0`$. Thus $`a_i=0`$ for $`i=1,2,\mathrm{},s1`$. Hence $`\mu 𝒪_F`$. ∎

### 2.3 Denominators of $`x`$-coordinates of points on an elliptic curve

We assume that an elliptic curve $`E`$ as in Theorem 2.1 exists. Thus $`E`$ is defined over $`F`$, and $`\mathrm{rk}E(F)=\mathrm{rk}E(K)=1`$. Hence $`E`$ has a Weierstrass model of the form $`y^2=x^3+ax+b`$ and we may assume $`a,b𝒪_F`$. Let $`O`$ denote the point at infinity on $`E`$, which is the identity of $`E(F)`$.

For each nonarchimedean place $`𝔭`$ of $`K`$, let $`K_𝔭`$ denote the completion of $`K`$ at $`𝔭`$. and let $`𝐅_𝔭`$ denote the residue field. Reducing coefficients modulo $`𝔭`$ yields a possibly singular curve

$$E_𝔭:=\mathrm{Proj}\frac{𝐅_𝔭[X,Y,Z]}{(Y^2ZX^3\overline{a}XZ^2\overline{b}Z^3)}$$

over $`𝐅_𝔭`$. Let $`E_𝔭^{\mathrm{smooth}}`$ denote the smooth part of $`E_𝔭`$. Let $`E_0(K_𝔭)`$ be the set of points in $`E(K_𝔭)`$ whose reduction mod $`𝔭`$ lies in $`E_𝔭^{\mathrm{smooth}}(𝐅_𝔭)`$.

###### Lemma 4

1. $`E_0(K_𝔭)`$ is a subgroup of $`E(K_𝔭)`$.
2. $`E_𝔭^{\mathrm{smooth}}(𝐅_𝔭)`$ is an abelian group under the usual chord-tangent law.
3. Reduction modulo $`𝔭`$ gives a surjective group homomorphism $`\mathrm{red}_𝔭:E_0(K_𝔭)E_𝔭^{\mathrm{smooth}}(𝐅_𝔭)`$.
4. Both $`E_0(K_𝔭)`$ and $`E_1(K_𝔭):=\mathrm{ker}(\mathrm{red}_𝔭)`$ are of finite index in $`E(K_𝔭)`$.

###### Proof

For the first three statements, see Proposition VII.2.1 in \[Sil92\]. We have not assumed that our Weierstrass model is minimal at $`𝔭`$, so our definition of $`E_0`$ is different from the standard one in \[Sil92\], but this does not matter in the proofs. To prove statement 4, observe that $`E_0(K_𝔭)`$ and $`E_1(K_𝔭)`$ are open subgroups of the compact group $`E(K_𝔭)`$ in the $`𝔭`$-adic topology. ∎

From now on, $`r𝐙_1`$ is assumed to be a multiple of $`\mathrm{\#}E(K)_{\mathrm{tors}}`$, of the index $`(E(K):E(F))`$, and of the index $`(E(K_𝔭):E_0(K_𝔭))`$ for each bad nonarchimedean place $`𝔭`$. Then $`rE(K)`$ is a subgroup of $`E(F)`$ that is free of rank 1, and $`rE(K)`$ is contained in $`E_0(K_𝔭)`$ for every $`𝔭`$.

We will need a diophantine approximation result. First we define the norm $`_v:K𝐑_0`$ for each place $`v`$ of $`K`$; it will be characterized by its values on $`a𝒪_K`$. If $`v`$ is nonarchimedean and $`a𝒪_K\{0\}`$, then $`a_v:=q^{v(a)}`$ where $`q`$ is the size of the residue field, and the discrete valuation $`v`$ is normalized to take values in $`𝐙`$. If $`v`$ is real, then $`a_v`$ is the standard absolute value of the image of $`a`$ under $`K𝐑`$. If $`v`$ is complex, then $`a_v`$ is the square of the standard absolute value of the image of $`a`$ under $`K𝐂`$. Define the naive logarithmic height of $`aK`$ by

$$h(a):=\underset{\text{places }v\text{ of }K}{}\mathrm{log}\mathrm{max}\{a_v,1\}.$$

If one sums over only the nonarchimedean places $`v`$, one obtains $`\mathrm{log}N_{K/𝐐}\mathrm{den}(a)`$.

###### Proposition 1

Let $`X`$ be a smooth, projective, geometrically integral curve over $`K`$ of genus $`1`$. Fix a place $`v`$ of $`K`$. Let $`\varphi `$ be a nonconstant rational function on $`X`$. Let $`P_1,P_2,`$ be a sequence of distinct points in $`X(K)`$. For sufficiently large $`m`$, $`P_m`$ is not a pole of $`\varphi `$, so $`z_m:=\varphi (P_m)`$ belongs to $`K`$. Then

$$\underset{m\mathrm{}}{lim}\frac{\mathrm{log}z_m_v}{h(z_m)}=0.$$

###### Proof

See Section 7.4 of \[Ser97\]. ∎

###### Lemma 5

The following holds if $`r`$ is sufficiently large: If $`PrE(K)\{O\}`$ and $`m𝐙\{1,0,1\}`$, then

$$\mathrm{log}N_{K/𝐐}\mathrm{den}(x(mP))\frac{9}{10}m^2\mathrm{log}N_{K/𝐐}\mathrm{den}(x(P))>0;$$

in particular $`\mathrm{den}(x(mP))\mathrm{den}(x(P))`$ and $`\mathrm{den}(x(P))(1)`$.

###### Proof

Let $`P_1`$ be a generator of $`rE(K)`$. The theory of the canonical height in Chapter 8, Section 9 of \[Sil92\] implies that there is a real number $`\widehat{h}(P_1)>0`$ (namely, the canonical height of $`P_1`$, suitably normalized) such that $`h(x(mP_1))=m^2\widehat{h}(P_1)+O(1)`$, where the implied constant is independent of $`m𝐙`$. Proposition 1 applied to each archimedean $`v`$, with $`X=E`$ and $`\varphi =x`$, shows that if we forget to include the (finitely many) archimedean places in the sum defining $`h`$, we obtain

$$\mathrm{log}N_{K/𝐐}\mathrm{den}(x(mP_1))=(1o(1))h(x(mP_1))=(1o(1))m^2\widehat{h}(P_1)$$

as $`|m|\mathrm{}`$. The results follow for large $`r`$. ∎

Of course, there is nothing special about $`9/10`$; any real number in the interval $`(1/4,1)`$ would have done just as well.

### 2.4 Divisibility of denominators

From now on, we suppose that $`r`$ is large enough that Lemma 5 holds.

###### Lemma 6

Let $`P,P^{}rE(K)\{O\}`$. Then $`\mathrm{den}(x(P))\mathrm{den}(x(P^{}))`$ if and only if $`P^{}`$ is an integral multiple of $`P`$.

###### Proof

We first show that for any ideal $`I𝒪_K`$, the set

$$G_I:=\{QrE(K):I\mathrm{den}(x(Q))\}$$

is a subgroup of $`rE(K)`$. (By convention, we consider $`O`$ to be an element of $`G_I`$.) Since an intersection of subgroups is a subgroup, it suffices to prove this when $`I=𝔭^n`$ for some prime $`𝔭`$ and some $`n𝐙_1`$. Let $`𝒪_𝔭`$ be the completion of $`𝒪_K`$ at $`𝔭`$. Let $`𝒪_K[[z_1,z_2]]`$ denote the formal group of $`E`$ with respect to the parameter $`z:=x/y`$, as in Chapter 4 of \[Sil92\]. Then there is an isomorphism $`(𝔭𝒪_𝔭)E_1(K_𝔭)`$, given by $`z(x(z),y(z))`$ where $`x(z)=z^2+\mathrm{}`$ and $`y(z)=z^3+\mathrm{}`$ are Laurent series with coefficients in $`𝒪_K`$. It follows that $`G_{𝔭^n}`$ is the set of points in $`rE(K)`$ lying in the image of $`(𝔭^{n/2}𝒪_𝔭)`$. In particular $`G_{𝔭^n}`$ is a subgroup of $`rE(K)`$.

The “if” part of the lemma follows from the preceding paragraph. Now we prove the “only if” part. Let $`G=G_{\mathrm{den}(x(P))}`$. Then $`G`$ is a subgroup of $`rE(K)𝐙`$, so $`G`$ is free of rank 1. Let $`Q`$ be a generator of $`G`$. By definition of $`G`$, we have $`PG`$, so $`P`$ is a multiple of $`Q`$. By the “if” part already proved, $`\mathrm{den}(x(Q))\mathrm{den}(x(P))`$. On the other hand, $`QG`$, so $`\mathrm{den}(x(P))\mathrm{den}(x(Q))`$ by definition of $`G`$. Thus $`\mathrm{den}(x(Q))=\mathrm{den}(x(P))`$. By Lemma 5, $`Q=\pm P`$. If $`\mathrm{den}(x(P))\mathrm{den}(x(P^{}))`$, then $`P^{}G=𝐙Q=𝐙P`$. ∎

###### Lemma 7

If $`I𝒪_K`$ is a nonzero ideal, then there exists $`PrE(K)\{O\}`$ such that $`I\mathrm{den}(x(P))`$.

###### Proof

We use the notation of the previous proof. It suffices to show that $`G_{𝔭^n}`$ is nontrivial. This holds since the image of $`(𝔭^{n/2}𝒪_𝔭)`$ under $`(𝔭𝒪_𝔭)E_1(K_𝔭)`$ is an open subgroup of $`E(K_𝔭)`$, hence of finite index. ∎

###### Lemma 8

Suppose $`PrE(K)\{O\}`$ and $`m𝐙\{0\}`$. Let $`t=x(P)`$ and $`t^{}=x(mP)`$. Then $`\mathrm{den}(t)\mathrm{num}((t/t^{}m^2)^2)`$.

###### Proof

Suppose that $`𝔭`$ is a prime dividing $`\mathrm{den}(t)`$. Let $`v_𝔭:K_𝔭𝐙\{\mathrm{}\}`$ denote the discrete valuation associated to $`𝔭`$. Then $`n:=v_𝔭(z(P))`$ is positive. Since $`x=z^2+\mathrm{}`$ is a Laurent series with coefficients in $`𝒪_K`$, we have $`x(P)z(P)^2(1+𝔭^n𝒪_𝔭)`$. Using the formal group, we see that $`z(mP)mz(P)+𝔭^{2n}𝒪_𝔭`$; in particular $`v_𝔭(z(mP))n`$, so $`x(mP)z(mP)^2(1+𝔭^n𝒪_𝔭)`$. Thus

$$\frac{t}{t^{}}=\frac{x(P)}{x(mP)}\left(\frac{z(mP)}{z(P)}\right)^2\left(1+𝔭^n𝒪_𝔭\right).$$

But $`\frac{z(mP)}{z(P)}m+𝔭^n𝒪_𝔭`$, so $`t/t^{}m^2+𝔭^n𝒪_𝔭`$, so $`𝔭^n\mathrm{num}(t/t^{}m^2)`$. On the other hand, $`𝔭^{2n}`$ is the exact power of $`𝔭`$ dividing $`\mathrm{den}(t)`$. Applying this argument to every $`𝔭`$ proves $`\mathrm{den}(t)\mathrm{num}((t/t^{}m^2)^2)`$. ∎

### 2.5 Diophantine definition of $`𝒪_F`$ over $`𝒪_K`$

###### Lemma 9

With hypotheses as in Theorem 2.1, there exists a subset $`S𝒪_K`$ such that $`S`$ is diophantine over $`𝒪_K`$ and $`\{m^2:m𝐙_1\}S𝒪_F`$.

###### Proof

Let $`c`$ and $`c^{}`$ be the constants of Lemmas 2 and 3, respectively. By Lemma 5, if $`\mathrm{}𝐙_1`$ is sufficiently large, then

$$c^{}N_{K/𝐐}\mathrm{den}(x(\mathrm{}P_0))^{1/2}>N_{K/𝐐}\mathrm{den}(x(P_0)^c)$$

for all $`P_0rE(K)\{O\}`$. Fix such an $`\mathrm{}`$.

Let $`S`$ be the set of $`\mu 𝒪_K`$ such that there exist $`P_0,P^{},P^{}rE(K)\{O\}`$ and $`t_0,t,t^{}F`$ such that

1. $`P=\mathrm{}P_0`$
2. $`t_0=x(P_0)`$, $`t=x(P)`$, $`t^{}=x(P^{})`$
3. $`(\mu +1)(\mu +2)\mathrm{}(\mu +n)\mathrm{den}(t_0)`$
4. $`\mathrm{den}(t)\mathrm{den}(t^{})`$
5. $`\mathrm{den}(t)\mathrm{num}((t/t^{}\mu )^2)`$

It follows from Lemma 1 that $`S`$ is diophantine over $`𝒪_K`$.

Suppose $`m𝐙_1`$. We wish to show that $`\mu :=m^2`$ belongs to $`S`$. By Lemma 7, there exists $`P_0rE(K)\{O\}`$ such that $`(\mu +1)(\mu +2)\mathrm{}(\mu +n)\mathrm{den}(x(P_0))`$. Let $`P=\mathrm{}P_0`$ and $`P^{}=mP`$. Let $`t_0=x(P_0)`$, $`t=x(P)`$, and $`t^{}=x(P^{})`$. Then conditions (1), (2), and (3) in the definition of $`S`$ are satisfied, and (4) and (5) follow from Lemmas 6 and 8, respectively. Hence $`m^2S`$.

Now suppose that $`\mu S`$. We wish to show that $`\mu 𝒪_F`$. Fix $`P_0`$, $`P`$, $`P^{}`$, $`t_0`$, $`t`$, $`t^{}`$ satisfying (1) through (5). By (4) and Lemma 6, $`P^{}=mP`$ for some nonzero $`m𝐙`$. By Lemma 8, $`\mathrm{den}(t)\mathrm{num}((t/t^{}m^2)^2)`$. On the other hand, (5) says that $`\mathrm{den}(t)\mathrm{num}((t/t^{}\mu )^2)`$. Therefore $`\mathrm{den}(t)^{1/2}\mathrm{num}(\mu m^2)=(\mu m^2)`$. (Note that each prime of $`𝒪_F`$ or of $`𝒪_K`$ that appears in $`\mathrm{den}(t)`$ must occur to an even power, since $`t`$ is the $`x`$-coordinate of a point on $`y^2=x^3+ax+b`$. Hence $`\mathrm{den}(t)^{1/2}`$ is a well-defined ideal.) Write $`\mu =_{i=0}^{s1}a_i\alpha ^i`$ with $`a_iF`$. By (3) and Lemma 2, $`N_{K/𝐐}(Da_i)N_{K/𝐐}(\mathrm{den}(t_0))^c`$. By definition of $`\mathrm{}`$, we have $`N_{K/𝐐}(\mathrm{den}(t_0))^c<c^{}N_{K/𝐐}\mathrm{den}(t)^{1/2}`$. Combining these shows that the hypotheses of Lemma 3 hold for $`w=m^2`$ and $`I=\mathrm{den}(t)^{1/2}`$ (as an ideal in $`𝒪_F`$). Thus $`\mu 𝒪_F`$. ∎

Proof of Theorem 2.1. Let $`S`$ be the set given by Lemma 9. Then $`S_1:=\{ss^{}:s,s^{}S\}`$ contains all odd integers at least $`3`$, because of the identity $`(m+1)^2m^2=2m+1`$. Next, $`S_2:=S_1\{\mathrm{\hspace{0.17em}4}s:sS_1\}`$ contains all odd integers, and $`S_3:=S_2\{s+1:sS_2\}`$ contains $`𝐙`$. Let $`\beta _1,\mathrm{},\beta _b`$ be a $`𝐙`$-basis for $`𝒪_F`$. Then $`S_4:=\{a_1\beta _1+\mathrm{}+a_b\beta _b:a_1,\mathrm{},a_bS_3\}`$ contains $`𝒪_F`$.

But $`S𝒪_F`$, so $`S_i𝒪_F`$ for $`i=1,2,3,4`$. In particular, $`S_4=𝒪_F`$. Also, $`S`$ is diophantine over $`𝒪_K`$, so each $`S_i`$ is diophantine over $`𝒪_K`$. In particular, $`𝒪_F=S_4`$ is diophantine over $`𝒪_K`$. ∎

### 2.6 Questions

1. Is it true that for every number field $`K`$, there exists an elliptic curve $`E`$ over $`𝐐`$ such that $`\mathrm{rk}E(𝐐)=\mathrm{rk}E(K)=1`$? The author would conjecture so. If so, then Hilbert’s Tenth Problem over $`𝒪_K`$ is undecidable for every number field $`K`$.
2. Can one weaken the hypotheses of Theorem 2.1 and give a diophantine definition of $`𝒪_F`$ over $`𝒪_K`$ using any elliptic curve $`E`$ over $`K`$ with $`\mathrm{rk}E(K)=1`$, not necessarily defined over $`F`$? Such elliptic curves may be easier to find. But our proof of Theorem 2.1 seems to require the fact that $`E`$ is defined over $`F`$ and has $`\mathrm{rk}E(F)=1`$, since Lemma 3 fails if the ideal $`I`$ of $`𝒪_F`$ is instead assumed to be an ideal of $`𝒪_K`$.
3. Can one prove an analogue of Theorem 2.1 in which the elliptic curve is replaced by an abelian variety?


text:
# When can preheating affect the CMB?

## I Introduction

The cosmological landscape is now dominated by a myriad of inflationary models , each with slightly different genetics but a common origin, forged in the heyday of Grand Unified field theories . Inflationary models are flexible, hardy and spawn & multiply with remarkable facility - features flowing from their scalar field DNA.

And while the recent M-theory and brane-world revolution has again stimulated interest in alternatives to inflation  it remains true that the simplest inflationary models provide a very good fit to current cosmological observations . Indeed, the Cosmic Microwave Background (CMB) and large scale structure observations presently show no particular signature - such as primordial non-Gaussianity - which might allow us to single out a particular model or falsify inflation as a paradigm. It is therefore good science to seek new ways to select the “fittest” of inflationary models.

Preheating after inflation may provide exactly such a selection rule. Preheating is probably the most violent of putative phases in cosmic history . It requires non-perturbative quantum field theory pushed to its non-equilibrium limits . The exponentially rapid population of sub- and super-Hubble wavelength modes makes it possible to produce very massive particles in large quantities and hence over-produce dangerous relics such as modulini or gravitini . In addition there is some (admittedly speculative) evidence that the induced parametric growth of small-wavelength metric perturbations around the Hubble scale may lead generically to runaway production of primordial black holes (PHB) . If correct this will rule out wide regions of the preheating parameter space.

At the other end of the cosmic scale, a natural question is whether preheating can affect the modes of the metric perturbations which induce the intricate anisotropies in the CMB, and if so, what are the criteria? In this paper we will discuss the conditions where preheating can lead to the growth of metric perturbations on cosmic scales.

The answer to this question appears to be intimately linked to the issue of correlations between adiabatic and entropy perturbations from multi-field inflation.

## II General principles

In this section we present the conditions known to be sufficient for preheating to affect the CMB; distilled from the recent literature -. Perhaps the best way to discuss the impact on the CMB is via quantities which are time-independent in the presence of only adiabatic perturbations on large scales. Such quantities are used to normalize the inflationary models to the large-angle COBE measurements of the CMB.

Two common choices for such quantities are $`\zeta `$, the curvature perturbation in the constant density hypersurfaces ($`\delta \rho =0`$), and the comoving curvature perturbation $``$. These two coincide in the $`k0`$ limit  (modulo a minus sign) and we will use $``$.

The existence of entropy perturbations is crucial for preheating to affect the CMB, since in general

$$\dot{}3H\frac{\dot{p}}{\dot{\rho }}𝒮,$$
(1)
where the above limit is understood as $`k0`$; $`H`$, $`p,\rho `$ are the Hubble rate, the total pressure and energy density respectively and $`𝒮`$ is the total (dimensionless) entropy perturbation defined by

$$𝒮=H\left(\frac{\delta p}{\dot{p}}\frac{\delta \rho }{\dot{\rho }}\right).$$
(2)
Now in the case of two minimally coupled scalar fields $`\phi _1`$ and $`\phi _2`$, this can be given explicitly  as

$$\dot{}\frac{2H}{\dot{\sigma }}\dot{\theta }\delta s.$$
(3)
where $`\sigma `$ and $`s`$ are “adiabatic” and “entropy” fields, defined by

$`d\sigma `$ $`=`$ $`(\mathrm{cos}\theta )d\phi _1+(\mathrm{sin}\theta )d\phi _2,`$ (4)
$`ds`$ $`=`$ $`(\mathrm{sin}\theta )d\phi _1+(\mathrm{cos}\theta )d\phi _2.`$ (5)
Here $`\theta `$ is the angle of the trajectory in $`(\varphi ,\chi )`$ field space, satisfying $`\mathrm{tan}\theta =\dot{\phi }_2/\dot{\phi }_1`$. Eq. (3) means that variation of $``$ requires not only a large scale entropy perturbation $`\delta s`$, but also a non-straight trajectory in field space. In the minimally coupled two-field system with an effective potential $`V(\phi _1,\phi _2)`$, the Fourier modes for the adiabatic and entropy field perturbations satisfy

$`\delta \ddot{\sigma }+3H\delta \dot{\sigma }+\left({\displaystyle \frac{k^2}{a^2}}+V_{\sigma \sigma }\dot{\theta }^2\right)\delta \sigma `$ (6)
$`=`$ $`2V_\sigma \mathrm{\Phi }+4\dot{\sigma }\dot{\mathrm{\Phi }}+2(\dot{\theta }\delta s)^{}{\displaystyle \frac{2V_\sigma }{\dot{\sigma }}}\dot{\theta }\delta s,`$ (7)
$`\delta \ddot{s}+3H\delta \dot{s}+\left({\displaystyle \frac{k^2}{a^2}}+V_{ss}+3\dot{\theta }^2\right)\delta s={\displaystyle \frac{\dot{\theta }}{\dot{\sigma }}}{\displaystyle \frac{k^2}{2\pi Ga^2}}\mathrm{\Phi },`$ (8)
where $`k`$ is a comoving momentum, $`a`$ is a scale factor, $`G`$ is a Newton’s gravitational constant, and

$`V_{\sigma \sigma }`$ $``$ $`(\mathrm{cos}^2\theta )V_{\phi _1\phi _1}+(\mathrm{sin}2\theta )V_{\phi _1\phi _2}+(\mathrm{sin}^2\theta )V_{\phi _2\phi _2},`$ (9)
$`V_{ss}`$ $``$ $`(\mathrm{sin}^2\theta )V_{\phi _1\phi _1}(\mathrm{sin}2\theta )V_{\phi _1\phi _2}+(\mathrm{cos}^2\theta )V_{\phi _2\phi _2}.`$ (10)
$`\mathrm{\Phi }`$ is a gravitational potential in the longitudinal gauge, satisfying

$`\dot{\mathrm{\Phi }}+H\mathrm{\Phi }=4\pi G\dot{\sigma }\delta \sigma .`$ (11)
Eq. (11) indicates that the gravitational potential is sourced by adiabatic field perturbations.

When the effective mass of $`\delta s`$ is light relative to the Hubble rate $`H=\dot{a}/a`$ during inflation, i.e.,

$`\mu _s^2V_{ss}+3\dot{\theta }^2\stackrel{<}{}H^2,`$ (12)
the entropy field perturbation is not suppressed on super-Hubble scales during inflation. Then during preheating if $`\delta s`$ is resonantly amplified due to a time-dependent effective mass, this can lead to the growth of $``$ on large scales, thereby altering the power spectrum normalization or even leaving the model incompatible with the large-angle CMB. Note that the adiabatic field perturbation is sourced by the entropy field perturbation, thereby stimulating the growth of $`\mathrm{\Phi }`$ through Eq. (11). In contrast, if the entropy perturbation is heavy during inflation, ($`\mu _s^2H^2`$) then $`|\delta s|a^{3/2}`$ and the growth during preheating means that the change of $``$ is negligible before backreaction ends the resonance.

In Sec. IV we present new classes of models which have strong preheating or tachyonic growth but simultaneously have a light entropy perturbation in the preceding inflationary phase. To begin with we shall analyze the evolution of $``$ in the massive chaotic inflationary scenario in the next section.

## III An evaluation of claims for varying $``$ in the absence of entropy perturbations

There have been recent claims by Henriques and Moorhouse (HM)  that $``$ or $`\zeta `$ will vary during reheating or preheating even in the absence of large-scale entropy perturbations when going beyond linear perturbation theory and taking into account the quantum-to-classical transition.

If correct this would have a profound impact on inflationary cosmology . Our aim in this section is to evaluate these claims. To do so let us consider metric preheating in the massive chaotic inflationary scenario with a standard four-leg interaction:

$`V={\displaystyle \frac{1}{2}}m^2\varphi ^2+{\displaystyle \frac{1}{2}}g^2\varphi ^2\chi ^2.`$ (13)
Strong amplification of the $`\chi `$ fluctuation requires a resonance parameter $`q=g^2\varphi ^2/(4m^2)1`$ at the beginning of preheating . In this case the field $`\chi `$ is heavy during inflation relative to the Hubble rate , which means that $`\chi `$ is strongly suppressed during inflation ($`\chi a^{3/2}`$), thereby leading to $`\dot{\theta }0`$ and $`V_{ss}V_{\chi \chi }g^2\varphi ^2H^2`$. Therefore large scale entropy perturbations are exponentially suppressed during inflation, which safeguards nonadiabatic growth of super-Hubble curvature perturbations, as found by Eq. (3). Hence, at the linear level, $`\dot{}0`$ to high precision in this model.

Nevertheless we have to caution that $`\dot{}`$ in Eq. (3) is the result of the first order perturbation theory. If we include second order backreaction effects in the background evolution equations, these give rise to second order terms such as $`\delta \dot{\varphi }^2`$ in the time derivative of $`\dot{}`$ . Since these variances are not suppressed during inflation (due to the short-wavelength contributions), they may provide additional source terms for the curvature perturbation. This, in essence, is the origin of the claims by HM.

To check these claims we performed our numerical simulations implementing the second order backreaction effects as spatial averages in the evolution equations  and compared the evolution of the cosmological perturbations found using different (but equivalent at linear order) equations of motion.

In Fig. 1 we plot the evolution of a super-Hubble curvature perturbation using its definition, i.e., $`=\mathrm{\Phi }H/\dot{H}(\dot{\mathrm{\Phi }}+H\mathrm{\Phi })`$. The variance $`\delta \chi ^2`$ grows by parametric resonance until backreaction becomes important, while the inflaton fluctuation is not excited unless rescattering is taken into account .

The coherent oscillation of the inflaton condensate is destroyed once backreaction starts to dominate. This can affect the evolution of $`H`$, $`\mathrm{\Phi }`$ through Eq. (11) and also $``$. In fact the curvature perturbations exhibits small oscillations, but it remains roughly constant (see Fig. 1). When we use the first order equation (3), we found that $``$ is conserved without oscillations.

This is in stark contrast to the simulations of HM  who found that $``$ varies after the energy density of the inflaton condensate drops below its variance $`\delta \varphi ^2`$. According to their numerical results using similar second order approximations such as ours, the decrease of $``$ occurs in the preheating stage.

A large difference between the two investigations is that the initial energy density of the variance $`\delta \varphi ^2`$ is smaller than $`\varphi _0^2`$ only by four orders of magnitude in Ref. , while we argue that the typical size is regulated to be $`\delta \varphi ^2m^210^{12}M_{\mathrm{pl}}^2`$ , which is by ten orders of magnitude smaller than $`\varphi _0^2`$.

Since $`\delta \varphi ^2`$ does not exceed $`\varphi _0^2`$ during preheating in our simulations, we do not find the decrease of $``$ claimed by . Using the initial conditions of HM we checked that curvature perturbations exhibit small decrease after $`\varphi _0^2`$ drops under $`\delta \varphi ^2`$ (see the inset of Fig. 1), but we still do not find the extensive changes reported in .

We did find that implementing the numerics is subtle and subject to artificial instabilities. Further, not all definitions or equations for $``$ are equally suitable for numerical implementation, some being more susceptible to these instabilities. We therefore argue that $``$ probably does not evolve on large scales in the absence of entropy perturbations even at second order. This is consistent with the standard view based on causality ***The standard view simply associates the second order terms to radiation with a temperature $`T\sqrt{\delta \chi ^2}`$. In the absence of large scale entropy perturbations in this radiation fluid no changes are induced in $``$..

We end with one caveat, however: full lattice simulations show that the growth of $`\delta \chi `$ leads to the excitation of inflaton fluctuations via rescattering, thereby satisfying the condition $`\delta \varphi ^2\stackrel{>}{}\varphi _0^2`$ around the end of preheating . It would be worth investigating further whether any change in $``$ occurs in such a situation, although if they do, they are likely to be small.

## IV Models with the CMB affected by preheating

### A Chaotic inflation with self-interaction and nonminimal coupling

Achieving a light entropy perturbation during inflation is typically rather difficult in chaotic inflation models. However, this picture is modified if one takes into account nonminimal coupling . Let us consider the quartic chaotic inflationary scenario in the presence of a nonminimally coupled scalar field $`\chi `$ coupled to $`\varphi `$ with effective potential:

$`V={\displaystyle \frac{1}{4}}\lambda \varphi ^4+{\displaystyle \frac{1}{2}}g^2\varphi ^2\chi ^2+{\displaystyle \frac{1}{2}}\xi R\chi ^2.`$ (14)
In this case the effective mass of $`\chi `$ is given by

$`m_{\mathrm{eff}}^2g^2\varphi ^2+\xi R\lambda \varphi ^2\left[{\displaystyle \frac{g^2}{\lambda }}+8\pi \xi \left({\displaystyle \frac{\varphi }{M_{pl}}}\right)^2\right],`$ (15)
where we used the approximation $`R12H^2`$ which assumes $`\chi 0`$ and is valid to zero order in the slow-roll parameters. Since the $`\xi R`$ term decreases faster than the $`g^2\varphi ^2`$ term, it is possible for $`\chi `$ to be light relative to $`H`$ during inflation by allowing negative values of $`\xi `$. When $`\xi =0`$ it was shown in Refs.  that super-Hubble cosmological perturbations probed by CMB experiments can be amplified around the center of the first resonance band, $`g^2/\lambda =2`$ (see also Ref. ). For $`g^2/\lambda \stackrel{>}{}8`$, using the Hartree approximation, the growth of sub-Hubble field perturbations shuts off the resonance before super-Hubble metric perturbations are enhanced .

However, this picture is modified by a negative nonminimal coupling for $`\chi `$, which makes it possible to avoid the inflationary suppression of the entropy perturbation even for $`g^2/\lambda \stackrel{>}{}8`$. For example, when $`g^2/\lambda =18`$ and $`\xi =0.12`$ shown in Fig. 2, the amplitude of the super-Hubble $`\delta \chi _k`$ mode at the end of inflation is larger than in the $`\xi =0`$ case by about 10 orders of magnitude. In this case, large-scale curvature perturbations exhibit nonadiabatic growth after $`\delta \chi `$ catches up $`\delta \varphi `$ (see Fig. 2).

When $`g^2/\lambda 1`$, rather large negative nonminimal coupling ($`\xi \stackrel{<}{}1`$) is required to make the $`\chi `$ mass light. In this case, if the $`\xi R`$ term gives almost the same contribution as $`g^2\varphi ^2`$ at the beginning of inflation, it is impossible to avoid the suppression of $`\chi `$ due to the decrease of $`\xi R`$ compared to $`g^2\varphi ^2`$. When $`g^2\varphi ^2<\xi R`$ initially, strong amplification of $``$ occurs from the beginning of inflation . Therefore when $`g^2/\lambda 1`$ with large negative nonminimal coupling, the growth of $``$ during inflation is significant rather than during preheating. The density plot of the parameter range where curvature perturbations grow during inflation and preheating is shown in Fig. 3.

In the case of the massive inflaton and a $`g^2\varphi ^2\chi ^2`$ coupling, the effective mass of $`\chi `$ is approximately given by $`m_{\mathrm{eff}}^2[g^2+16\pi \xi (m/M_{pl})^2]\varphi ^2`$ during inflation. This implies that it is not possible to achieve both the requirement of a light $`\chi `$ mass during inflation and a large $`\chi `$ mass ($`q1`$) after inflation and hence $``$ is not enhanced during preheating even in the presence of nonminimal coupling.

This situation changes, however, if we consider a cubic coupling of the form $`\stackrel{~}{g}^2\varphi \chi ^2`$ instead. This still leads to preheating but now we can make $`m_{\mathrm{eff}}^2`$ light during inflation in certain regions of the $`(\stackrel{~}{g}/m,\xi )`$ parameter space, analagous to those in Fig. 3.

### B Hybrid and Double inflation

In hybrid and supernatural inflationary models , a symmetry breaking transition occurs in the presence of a second scalar field, $`N`$. This leads to a negative coupling/tachyonic instability in which the longest wavelengths grow the strongest. Hence, even in the case when the spectrum of $`N`$ fluctuations is blue, this long-wavelength instability may lead to variation of $``$ in certain cases.

To investigate this in detail, consider Linde’s hybrid inflation potential  with two scalar fields $`\varphi `$ and $`N`$:

$`V={\displaystyle \frac{\lambda }{4}}\left(N^2{\displaystyle \frac{M^2}{\lambda }}\right)^2+{\displaystyle \frac{1}{2}}g^2N^2\varphi ^2+{\displaystyle \frac{1}{2}}m^2\varphi ^2.`$ (16)
Note that the supersymmetric version of the hybrid inflation corresponds to the case, $`g^2/\lambda =2`$ . Hereafter we shall analyze the case where $`g^2`$ and $`\lambda `$ are the same order.

Inflation takes place due to the slow-roll evolution of $`\varphi `$ before the field reaches a bifurcation point $`\varphi _c=M/g`$. If the condition $`m^2\varphi _c^2M^4/\lambda `$ is satisfied, the Hubble constant at $`\varphi =\varphi _c`$ is given by $`H=H_0\sqrt{2\pi /(3\lambda )}M^2/M_{\mathrm{pl}}`$. It is convenient to normalize the masses of two fields $`\varphi `$ and $`N`$ relative to $`H_0^2`$ as

$`\alpha {\displaystyle \frac{m^2}{H_0^2}}={\displaystyle \frac{3\lambda m^2M_{\mathrm{pl}}^2}{2\pi M^4}},\beta {\displaystyle \frac{M^2}{H_0^2}}={\displaystyle \frac{3\lambda M_{\mathrm{pl}}^2}{2\pi M^2}}.`$ (17)
$`\alpha `$ is required to be smaller than unity in order to lead to sufficient inflation for $`\varphi >\varphi _c`$. The evolution of the fluctuation $`\delta N`$ depends on the value of $`\beta `$ as we will classify below.

#### 1 Light $`N`$ field (Double inflation)

When the $`N`$ mass is light ($`\beta \stackrel{<}{}1`$), the field $`N`$ and its large scale perturbation are free from inflationary suppression ($`\varphi >\varphi _c`$). In this case the coupling $`\lambda `$ is constrained to be small, $`\lambda \stackrel{<}{}(M/M_{\mathrm{pl}})^2`$. In order to end inflation due to a rapid rolling of the field $`N`$ after the symmetry breaking, one requires the “water-fall” condition $`M^3\lambda mM_{\mathrm{pl}}^2`$ . If we adopt the COBE normalization, $`gM^5/(\lambda ^{3/2}m^2M_{\mathrm{pl}}^3)3.5\times 10^5`$, which comes from the single-field fluctuation $`\delta \varphi `$, the water-fall condition is not typically satisfied due to small $`\lambda `$. In this case the second stage of inflation occurs after the symmetry breaking (double inflation).

Let us present a concrete example. In Fig. 4 we plot the evolution of $``$ and $`\mathrm{\Phi }`$ for $`M=5.0\times 10^6M_{\mathrm{pl}}`$, $`g^2=\lambda =8.0\times 10^{11}`$, and $`m=0.2M`$, corresponding to mass parameters $`\alpha =0.07`$ and $`\beta =1.5`$. In this case the first stage of inflation ($`\varphi >\varphi _c`$) continues around $`\stackrel{~}{t}\sqrt{2}Mt33`$, after which the second phase of inflation takes place until $`\stackrel{~}{t}130`$. The total number of e-folds is $`N70`$ for the initial value, $`\varphi =1.5\varphi _c`$.

In Fig. 4 we find that the entropy perturbation $`\delta s`$ is not strongly suppressed and begins to increase after the symmetry breaking due to tachyonic growth of the fluctuation $`\delta N`$. This can lead to the amplification of super-Hubble curvature perturbations until the backreaction of field fluctuations shuts off its growth.

Note that we implement the field backreaction effect at second order in our simulations. Since the fluctuation $`\delta N`$ is efficiently amplified in the tachyonic instability region, its growth terminates before the field $`N`$ reaches the potential minimum. The excitation of entropy perturbations also leads to the amplification of adiabatic field perturbations $`\delta \sigma `$ since they are correlated each other. In Fig. 4 we clearly find that the gravitational potential exhibits nonadiabatic growth sourced by the growth of $`\delta \sigma `$.

During reheating no enhancement of super-Hubble cosmological perturbations occurs in this case, since field perturbations are already excited until the beginning of the oscillating phase. This illustrates the importance of the spinodal instability region, during which $``$ and $`\mathrm{\Phi }`$ are amplified as well as field perturbations.

#### 2 Heavy $`N`$ field (Hybrid inflation)

When $`\beta 1`$, the field $`N`$ is exponentially suppressed during inflation ($`\varphi >\varphi _c`$). In this case the water-fall condition is typically satisfied after symmetry breaking, which corresponds to the original hybrid inflationary scenario  where inflation ends due to the rapid rolling of the field $`N`$.

The evolution of fluctuations for $`\varphi <\varphi _c`$ can be described similarly as the models of spontaneous symmetry breaking analyzed in Ref. . The field $`N`$ has practically no homogeneous component at $`\varphi =\varphi _c`$. In this case the decomposition of $`N`$ between the homogenous field $`N(t)`$ and the fluctuational part $`\delta N(𝐱,t)`$ is not necessarily valid. Rather one is required to go beyond perturbation theory by considering the full spatial distribution of the field $`N(𝐱,t)`$.

If the perturbative approach based on the Hartree approximation is applied, the effective mass of the field $`N`$ around $`\varphi =0`$ is approximately given by $`m_N^23\lambda \delta N^2M^2`$. Naively one may expect that symmetry can be restored due to the growth of $`\delta N`$ with $`\delta N^2M^2/\lambda `$, i.e., $`m_N^22M^2`$. Numerically we have found that the Hartree approximation leads to symmetry restoration. However we have to caution that this approach neglects the rescattering effect and the formation of topological defects. The authors in Ref.  found that the field distribution reaches the potential minimum at $`N=M/\sqrt{\lambda }`$ and $`\varphi =0`$ instead of restoring symmetry when using the 3-D lattice simulations without metric perturbations. It was also pointed out that tachyonic growth of the field fluctuation is typically followed by only a single oscillation of the field.

In the Hartree approximation, the backreaction due to the growth of long wavelength fluctuations prevents the field from reaching the potential minimum due to an overestimation of the field variance. In Fig. 5 we find that the evolution of $``$ differs significantly when we integrate Eq. (3) or evaluate $``$ in terms of $`\mathrm{\Phi }`$. This disagreement obviously shows the limitations of linearized gravity using the Hartree approximation. It is certainly of interest to analyze the evolution of super-Hubble cosmological perturbations in the heavy $`N`$ case including full nonlinear effects along the lines in Ref. .

## V Conclusion and Discussion

We discussed general principles governing the conditions under which the large scale curvature perturbation, $``$ \- used to normalize models to the large angle CMB anisotropies - is amplified after (and during) inflation.

This is closely allied with the evolution of entropy/isocurvature field perturbations $`\delta s`$ during the inflationary phase. If the mass of $`\delta s`$ is light relative to the Hubble rate, it sources the variation of the curvature perturbation when it is amplified during preheating or in the tachyonic instability region.

In the model with $`V=\frac{1}{2}m^2\varphi ^2+\frac{1}{2}g^2\varphi ^2\chi ^2`$, super-Hubble entropy ($`\delta s`$) modes are exponentially suppressed during inflation for the coupling $`g`$ required to have efficient preheating. Therefore growth of $`\delta s`$ during preheating is not sufficient to lead to the variation of $``$ on large scales. This situation is not altered in the model $`V=\frac{1}{2}m^2\varphi ^2+\frac{1}{2}g^2\varphi ^2\chi ^2+\stackrel{~}{g}^2\varphi ^3\chi `$ where the fields evolve along the straight line ($`\dot{\theta }0`$) during inflation .

In the model with $`V=\frac{1}{4}\lambda \varphi ^4+\frac{1}{2}g^2\varphi ^2\chi ^2+\frac{1}{2}\xi R\chi ^2`$, we found that parameter ranges where large scale curvature perturbations are amplified during preheating are significantly wider for negative nonminimal couplings.

We also studied hybrid/double inflationary models where tachyonic/spinodal instability of the symmetry breaking field $`N`$ leads to the growth of entropy field perturbations. When the field $`N`$ is light in the first stage of inflation, super-Hubble curvature perturbations typically exhibit tachyonic growth after the symmetry breaking. If the field $`N`$ is heavy, which is the original version of the hybrid inflationary scenario, we find that linearized gravity theory using the Hartree approximation shows some limitation in the sense that the evolution of $``$ is different depending on which definition of $``$ is used.

In the case of a purely quantum field with no classical vacuum expectation value (vev) - such as a fermion field or a scalar field whose vev vanishes during inflation such as discussed in Sec. IV B - a natural question arises: “what are the correct perturbed Einstein field equations?” It would be very useful to develop a formalism in which these quantum fields were treated non-perturbatively and self-consistently.

Finally, does inclusion of rescattering leads to extra variation of $``$ or does causality protects $``$ (and suitable nonlinear generalizations) to all orders in perturbation theory  in the absence of large-scale entropy perturbations? These interesting issues are left to future work.

## ACKOWLEDGMENTS

We thank Robert H. Brandenberger for detailed and insightful comments on the draft and Takahiro Tanaka for useful discussions. ST is grateful for kind hospitality during his stay at the University of Portsmouth. BB receives support from EPSRC grant GR/R16488/01; ST thanks for financial support from the JSPS (No. 04942).


text:
# DO THE 𝜋𝑁 TOTAL CROSS SECTIONS INCREASE LIKE log 𝜈 OR (log 𝜈)² AT HIGH ENERGIES ? aafootnote aTalk presented at Rencontres de Moriond on QCD and Hadronic Interactions, March 16-23, 2002

## References