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# Aspects of Causality and Unitarity and Comments on Vortex-like Configurations in an Abelian Model with a Lorentz-Breaking Term

## 1  Introduction

Symmetries are fundamental guides when one intends to systematize the study of any theory. In this sense, Lorentz and CPT invariances acquire supreme importance in modern Quantum Field Theory, both symmetries being respected by the Standard Model for Particle Physics. A Standard Model description, where possible violations of such invariances are considered, was developed by Colladay and Kostelecky ,  and by Coleman and Glashow , . The main term that incorporates these features involves the gauge field and has the Chern-Simons form

$$\mathrm{\Sigma }_{CS}=\frac{1}{4}𝑑x^4ϵ^{\mu \nu \alpha \beta }c_\mu A_\nu F_{\alpha \beta },$$
(1)
where $`c_\mu `$ is a constant four-vector that selects a space-time direction -. One can easily show that such term originates a vacuum optical activity. Astrophysical results , nevertheless, contradict this possibility, putting very restrict limits on the magnitude of the $`c_\mu `$ four-vector.

An interesting discussion was originated from the investigation on the possibility that this Chern-Simons part be radiatively generated from the fermionic sector of ordinary QED whenever an axial term, $`b_\mu \overline{\mathrm{\Psi }}\gamma ^\mu \gamma ^5\mathrm{\Psi }`$, that violates Lorentz and CPT symmetries, is included -. The discussion took place around some questions:

* Does this generated term depend on the regularization scheme?
* May the vanishing of this term be a result of gauge invariance and unitarity requirements?
* Do the astrophysical observations impose limit on the radiative correction generated by the axial term in the fermionic sector?

As shown in , and argued in , the finite radiative correction, $`\mathrm{\Delta }c_\mu `$, comes from cancelation of divergences and, therefore, is regularization-dependent. The condition for gauge invariance can be stated in a weak way, since $`b_\mu `$ is a constant four-vector: it is the action that must be invariant under this transformation and not necessarily the Lagrangian density. It also means that it is not necessary to be considered a source for the violating term. In , it was shown that an indetermination in the radiative correction, $`\mathrm{\Delta }c_\mu `$, is not relevant for the physical content of the theory, since considering an effective constant

$$c_\mu ^{eff}=(c+\mathrm{\Delta }c+\delta c)_\mu ,$$
(2)
where $`\delta c_\mu `$ is a finite counterterm (given some normalization condition), one can always adjust the counterterm in order to obtain the experimentally observed result.

We are then left with a careful analysis of limit situations, to which the four-vector $`c_\mu `$ could be submitted, in order to verify if there is physical consistency in some of these cases. In , the quantization consistency of an Abelian theory with the inclusion of $`\mathrm{\Sigma }_{CS}`$ is thoroughly analyzed. The authors study the implications on the unitarity and causality of the theory in cases where, for small magnitudes, $`c_\mu `$ is time-like and space-like. The analysis shows that the behavior of these Gauge Field Theories depends drastically on the space-time properties of $`c_\mu `$. According to , for a purely space-like $`c_\mu `$, one finds a well-behaved Feynman propagator for the gauge field, and unitarity and microcausality are maintained. On the other hand, a time-like $`c_\mu `$ spoils unitarity and causality.

In this work, we analyze the possibility of having consistency of the quantization of an Abelian theory which incorporates the Lorentz- and CPT-violating term of equation (1), whenever gauge spontaneous symmetry breaking (SSB) takes place. The analysis is carried out by pursuing the investigation of unitarity and causality as read off from the gauge-field propagators. We therefore propose a discussion at tree-approximation, without going through the canonical quantization procedure for field operators. In this investigation, we concentrate on the analysis of the residue matrices at each pole of the propagators. Basically, we check the positivity of the eigenvalues of the residue matrix associated to a given simple pole in order that unitarity may be undertaken. Higher-order poles unavoidably plague the theory with ghosts; this is why our analysis of the residues is restricted to the case of the simple poles. We shall find that only for $`c_\mu `$ space-like both causality and unitarity can be ascertained. On the other hand, considering that SSB is interesting in such a situation (since the mass generation mechanism induced by the Higgs scalar presupposes that the theory is Lorentz invariant), we obtain that, once Lorentz symmetry is violated, there is the possibility of evading this mechanism, such that a gauge boson mass is not generated even if SSB of the local U(1)-symmetry takes place.

In order to improve our comprehension of the physics presented by this theory, we also study vortex-like configurations, analyzing the influence of the direction selected by $`c_\mu `$ in space-time. The presence of the Chern-Simons term produces interesting modifications on the equations of motion that yield a vortex formation.

This work is outlined as follows: in Section 2, we study the SSB and present our method to derive the gauge-field propagators. In Section 3, we set our discussion on the poles and residues of the propagators. We study the formation of vortices in Section 4, and, finally, in Section 5, we present our Concluding Comments.

## 2 The Gauge-Higgs Model

We propose to carry out our analysis by starting off from the action

$$\mathrm{\Sigma }=d^4x\left\{\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+\left(D_\mu \phi \right)^{}D^\mu \phi V\left(\phi \right)\right\}+\mathrm{\Sigma }_\psi +\mathrm{\Sigma }_{cs},$$
(3)
where $`\mathrm{\Sigma }_\psi `$ is some fermionic action (we do not introduce fermions in our considerations here),

$$\mathrm{\Sigma }_{cs}=\frac{\mu }{4}d^4x\epsilon ^{\mu \nu \kappa \lambda }v_\mu A_\nu F_{\kappa \lambda }$$
(4)
is the Chern-Simons like term, $`\mu `$ is a mass parameter and $`v_\mu `$ is an arbitrary four vector of unit length which selects a preferred direction in the space-time ($`c_\mu =\mu v_\mu `$). The potential, $`V`$, given by

$$V(\phi )=m^2\left|\phi \right|^2+\lambda \left|\phi \right|^4$$
(5)
is the most general Higgs-like potential in 4D. Setting suitably the parameters such that the $`\phi `$-field acquires a non-vanishing vacuum expectation value (v.e.v), the mass spectrum of the photon would get shift upon the spontaneous breaking of local gauge symmetry by means of such v.e.v.. The Higgs field is minimally coupled to the electromagnetic by means of its covariant derivative under U(1)-local gauge symmetry, namely

$$D_\mu \phi =_\mu \phi +ieQA_\mu \phi .$$
(6)
This symmetry is spontaneously broken, and the new vacuum is given by

$$0|\phi |0=a,$$
(7)
where

$$a=\left(\frac{m^2}{2\lambda }\right)^{1/2};m^2<0.$$
(8)
As usual, we adopt the polar parametrization

$$\phi =\left(a+\frac{\sigma }{\sqrt{2}}\right)e^{i\rho /\sqrt{2}a},$$
(9)
where $`\sigma `$ e $`\rho `$ are the scalar quantum fluctuations. Since we are actually interested in the analysis of the excitation spectrum, we choose to work in the unitary gauge, which is realized by setting $`\rho =0`$. Then, the bilinear gauge action is given as below:

$$\mathrm{\Sigma }_g=d^4x\left\{\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{\mu }{4}v_\mu A_\nu F_{\kappa \lambda }\epsilon ^{\mu \nu \kappa \lambda }+\frac{M^2}{2}A_\mu A^\mu \right\},$$
(10)
where $`M^2=2e^2Q^2a^2`$.

Its is noteworthy to stress that the SSB introduces the mass term $`M^2`$ in addition to the topological Lorentz-breaking term. $`\mu `$. As we shall see throughout this Section, this term will simply shift the pole induced by $`v^\mu `$. If no SSB takes place, then $`a=0`$ and we reproduce the particle spectrum given in . Another relevant issue to be tackled along this Section regards the residues of the propagators at the poles, which inform about the eventual existence of negative-norm 1-particle states. Later on, suitable conditions on the parameters of the model will be adopted in order that tachyon and ghost modes be suppressed from the spectrum.

We now rewrite the linearized action (10) in a more convenient form, namely

$$\mathrm{\Sigma }_g=\frac{1}{2}d^4xA^\mu 𝒪_{\mu \nu }A^\nu ,$$
(11)
where $`𝒪_{\mu \nu }`$ is the wave operator. The propagator is given by

$$0\left|T\left[A_\mu \left(x\right)A_\nu \left(y\right)\right]\right|0=i\left(𝒪^1\right)_{\mu \nu }\delta ^4\left(xy\right).$$
(12)
The wave operator can be written in terms of spin-projection operators as follows:

$$𝒪_{\mu \nu }=(\mathrm{}+M^2)\theta _{\mu \nu }+M^2\omega _{\mu \nu }+\mu S_{\mu \nu },$$
(13)
where $`\theta _{\mu \nu }`$ and $`\omega _{\mu \nu }`$ are respectively the transverse and longitudinal projector operators

$$\theta _{\mu \nu }=g_{\mu \nu }\frac{_\mu _\nu }{\mathrm{}},\omega _{\mu \nu }=\frac{_\mu _\nu }{\mathrm{}},$$
(14)
and

$$S^{\mu \nu }=\epsilon ^{\mu \nu \kappa \lambda }v_\kappa _\lambda .$$

In order to invert the wave operator, one needs to add up other two new operators, since the above ones do not form a closed algebra, as the expression below indicates:

$`S_{\mu \alpha }S_\nu ^\alpha `$ $`=`$ $`\left[v^2\mathrm{}\lambda ^2\right]\theta _{\mu \nu }\lambda ^2\omega _{\mu \nu }\mathrm{}\mathrm{\Lambda }_{\mu \nu }`$ (15)
$`+`$ $`\lambda \left(\mathrm{\Sigma }_{\mu \nu }+\mathrm{\Sigma }_{\nu \mu }\right)f_{\mu \nu },`$
with

$$\mathrm{\Sigma }_{\mu \nu }=v_\mu _\nu ,\lambda \mathrm{\Sigma }_\mu ^\mu =v_\mu ^\mu ,\mathrm{\Lambda }_{\mu \nu }=v_\mu v_\nu .$$
(16)
These results indicate that two new operators, namely, $`\mathrm{\Sigma }`$ and $`\mathrm{\Lambda }`$, must be included in order to have an operator algebra with closed multiplicative rule. The operator algebra is displayed in Table 1.

|  | $`\theta _\nu ^\alpha `$ | $`\omega _\nu ^\alpha `$ | $`S_\nu ^\alpha `$ | $`\mathrm{\Lambda }_\nu ^\alpha `$ | $`\mathrm{\Sigma }_\nu ^\alpha `$ | $`\mathrm{\Sigma }_\nu ^\alpha `$ |
| --- | --- | --- | --- | --- | --- | --- |
| $`\theta _{\mu \alpha }`$ | $`\theta _{\mu \nu }`$ | $`0`$ | $`S_{\mu \nu }`$ | $`\mathrm{\Lambda }_{\mu \nu }\frac{\lambda }{\mathrm{}}\mathrm{\Sigma }_{\nu \mu }`$ | $`\mathrm{\Sigma }_{\mu \nu }\lambda \omega _{\mu \nu }`$ | $`0`$ |
| $`\omega _{\mu \alpha }`$ | $`0`$ | $`\omega _{\mu \nu }`$ | $`0`$ | $`\frac{\lambda }{\mathrm{}}\mathrm{\Sigma }_{\nu \mu }`$ | $`\lambda \omega _{\mu \nu }`$ | $`\mathrm{\Sigma }_{\nu \mu }`$ |
| $`S_{\mu \alpha }`$ | $`S_{\mu \nu }`$ | $`0`$ | $`f_{\mu \nu }`$ | $`0`$ | $`0`$ | $`0`$ |
| $`\mathrm{\Lambda }_{\mu \alpha }`$ | $`\mathrm{\Lambda }_{\mu \nu }\frac{\lambda }{\mathrm{}}\mathrm{\Sigma }_{\mu \nu }`$ | $`\frac{\lambda }{\mathrm{}}\mathrm{\Sigma }_{\mu \nu }`$ | $`0`$ | $`v^2\mathrm{\Lambda }_{\mu \nu }`$ | $`v^2\mathrm{\Sigma }_{\mu \nu }`$ | $`\lambda \mathrm{\Lambda }_{\mu \nu }`$ |
| $`\mathrm{\Sigma }_{\mu \alpha }`$ | $`0`$ | $`\mathrm{\Sigma }_{\mu \nu }`$ | $`0`$ | $`\lambda \mathrm{\Lambda }_{\mu \nu }`$ | $`\lambda \mathrm{\Sigma }_{\mu \nu }`$ | $`\mathrm{\Lambda }_{\mu \nu }\mathrm{}`$ |
| $`\mathrm{\Sigma }_{\alpha \mu }`$ | $`\mathrm{\Sigma }_{\nu \mu }\lambda \omega _{\mu \nu }`$ | $`\lambda \omega _{\mu \nu }`$ | $`0`$ | $`v^2\mathrm{\Sigma }_{\nu \mu }`$ | $`v^2\mathrm{}\omega _{\mu \nu }`$ | $`\lambda \mathrm{\Sigma }_{\nu \mu }`$ |

Table 1: Multiplicative table fulfilled by $`\theta ,\omega ,S,\mathrm{\Lambda }`$ and $`\mathrm{\Sigma }`$. The products are supposed to obey the order ”row times column”.

Using the spin-projector algebra displayed in Table 1, the propagator may be obtained after a lengthy algebraic manipulation. Its explicit form in momentum space is

$`A_\mu A_\nu `$ $`=`$ $`{\displaystyle \frac{i}{D}}\{(k^2M^2)\theta _{\mu \nu }+({\displaystyle \frac{D}{M^2}}{\displaystyle \frac{\mu ^2(vk)^2}{(k^2M^2)}})\omega _{\mu \nu }`$ (17)
$`i\mu S_{\mu \nu }{\displaystyle \frac{\mu ^2k^2}{(k^2M^2)}}\mathrm{\Lambda }_{\mu \nu }+{\displaystyle \frac{\mu ^2(vk)}{(k^2M^2)}}(\mathrm{\Sigma }_{\mu \nu }+\mathrm{\Sigma }_{\nu \mu })\},`$
where $`D(k)=(k^2M^2)^2+\mu ^2v^2k^2\mu ^2(vk)^2.`$

The result above enables us to set our discussion on the nature of the excitations, read off as pole propagators, present in the spectrum. At first sight, the denominator $`(k^2M^2)`$ appearing in connection with the operators $`\omega `$, $`\mathrm{\Lambda }`$, $`\mathrm{\Sigma }`$, once multiplying the overall denominator $`D`$, could be the origin for dangerous multiple poles that plague the quantum spectrum with ghosts. For this reason, a careful study of this question is worthwhile. With this purpose, it is advisable to split our discussion into 3 cases: time-like, null (light-like) and space-like $`v_\mu `$.

In the case $`v_\mu `$ is time-like, one can readily check that there will always be possible to find momenta $`k_\mu `$ such that $`k^2=M^2`$ appears as a double pole in the transverse sector ($`\theta `$ and $`S`$) and a triple pole in the $`\omega `$ -, $`\mathrm{\Lambda }`$\- and $`\mathrm{\Sigma }`$\- sectors. This shows that in these situations non-physical states are present that correspond to negative norm particle states. There is no need therefore to discuss the residue matrix at these poles.

In the case $`v_\mu `$ is light-like, it can be seen that tachyonic poles ( that are simple poles ) always appear; this also invalidates the model in this quantum version, for supraluminal excitations are always present in the spectrum.

However, if $`v_\mu `$ is a space-like vector, no higher-order pole comes out; it can be shown that $`k^2=M^2`$ is not a zero of $`D(k)`$. It only appears as a simple pole for the $`\omega `$ -, $`\mathrm{\Lambda }`$\- and $`\mathrm{\Sigma }`$\- sectors. So, the model exhibits non-tachyonic massive excitations associated to 3 simple poles: 2 of them coming from $`D(k)`$, the other being $`k^2=M^2`$. The fact that only the space-like case is physically acceptable confirms the detailed study carried out by Adam and Klinkhammer in the work of ref. . Nevertheless, we should still investigate the residue at these poles so as to be sure that no ghosts are present. This shall carefully be done in the next section.

## 3 Unitarity analysis in the space-like case

Our present task consists in the check of the character of the poles present for $`v_\mu `$ space-like. Knowing that 3 different poles show up, we have to go through the study of the residue matrix of the vector propagator at each of its (time-like) poles $`k^2=M^2`$, $`k^2=\stackrel{~}{m}_1^2`$ and $`k^2=\stackrel{~}{m}_2^2`$, where $`\stackrel{~}{m}_1`$ and $`\stackrel{~}{m}_2`$ correspond to the zeroes of $`D(k)`$, that is, $`M^2`$, $`\stackrel{~}{m}_1^2`$ and $`\stackrel{~}{m}_2^2`$ are the physical masses at the tree approximation.

To infer about the physical nature of the simple poles, we have to calculate the eigenvalues of the residue matrix for each of these poles. This is done in the sequel. Before quoting our results, we should say that, without loss of generality, we fix our external space-like vector as given by $`v^\mu =(0;0,0,1)`$. The momentum propagator, $`k^\mu `$, is actually a Fourier-integration variable, so we are allowed to pick a representative momentum whenever $`k^2>0`$. We pursue our analysis of the residues by taking $`k^\mu =(k^0;0,0,k^3)`$.

With $`k_0^2=m_1^2`$, we have that

$$m_1^2=\frac{2\left(M^2+k_3^2\right)+\mu ^2+\mu \sqrt{\mu ^2+4\left(M^2+k_3^2\right)}}{2};$$
(18)
the residue matrix reads as below

$$R_1=\frac{1}{\sqrt{\mu ^2+4\left(M^2+k_3^2\right)}}\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& m_1^2\left(M^2+k_3^2\right)& i\mu m_1& 0\\ 0& i\mu m_1& m_1^2\left(M^2+k_3^2\right)& 0\\ 0& 0& 0& 0\end{array}\right).$$
(19)
We calculate its eigenvalues and find only a single non-vanish eigenvalue:

$$\lambda =\frac{2\left|m_1\right|}{\sqrt{\mu ^2+4\left(M^2+k_3^2\right)}}>0$$
(20)
The same procedure and the same conclusions hold through for the second zero of $`D(k)`$ $`\left(k^2=\stackrel{~}{m}_2^2\mathrm{withk}_0^2=\mathrm{m}_2^2\right)`$:

$$k_0^2=m_2^2=\frac{2\left(M^2+k_3^2\right)+\mu ^2\mu \sqrt{\mu ^2+4M^2}}{2};$$
(21)
there comes out a unique non-vanishing eigenvalue $`\left(\lambda =\frac{2\left|m_2\right|}{\sqrt{\mu ^2+4\left(M^2+k_3^2\right)}}>0\right)`$ as above.

The calculations above confirm the results found by the autors of ref.: for a space-like $`v^\mu `$, the pole of $`D(k)`$ respect causality (they are not tachyonic) and correspond to physically acceptable $`1`$particle states with $`1`$ degree of freedom, since the residue matrix exhibits a single positive eigenvalue

Finally, we are left with the consideration of the pole $`k_0^2=\left(M^2+k_3^2\right)`$. The residue matrix reads as follows:

$$R_M=\left(\begin{array}{cccc}\frac{\mu ^2}{M^2}k_3^2\left(M^2+k_3^2\right)& 0& 0& \frac{\mu ^2}{M^2}\left|k_3\right|\left(M^2+k_3^2\right)^{\frac{3}{2}}\\ 0& 0& 0& 0\\ 0& 0& 0& 0\\ \frac{\mu ^2}{M^2}\left|k_3\right|\left(M^2+k_3^2\right)^{\frac{3}{2}}& 0& 0& \frac{\mu ^2}{M^2}\left(M^2+k_3^2\right)^2\end{array}\right),$$
(22)
and again we have obtained only a non-vanish eigenvalue: $`\lambda =\frac{1}{M^2}\left(M^2+2k_3^2\right)>0`$. This opens up a very interesting conclusion: the $`M^2`$-pole, appearing in the longitudinal sector $`\left(w_{\mu \nu }\right)`$, describes a physically realizable scalar mode. We are before a very peculiar result: The vector potential accommodates $`3`$ physical excitations ( with masses $`m_1^2`$, $`m_2^2`$, and $`M^2`$), each of them carrying a single degree of freedom; so, the external background influences the gauge field by drastically changing its physical content: instead of describing a $`3`$degree of freedom massive excitation, it rather describes $`3`$ different massive excitations, each carrying one physical degree of freedom.

We would like to report on one more possibility. As we know, the Higgs mechanism for mass generation for gauge bosons presupposes Lorentz invariance of the theory. This is no longer our case. So, we want to exhibit that, for a fixed background space-like vector, $`v^\mu ,`$ there may appear massless modes depending on the direction of the wave propagation. Indeed, the condition for a massless pole, $`D(k)=0`$ with $`k^2=0`$, can be written as

$$ck=\pm M^2.$$
(23)
Taking a space-like $`c_\mu `$ of the form $`c_\mu =(0;\stackrel{}{c})`$, the condition above reads

$$\stackrel{}{c}\stackrel{}{k}=M^2.$$

With $`K^2=0`$, $`|\stackrel{}{k}|=k^0`$, whenever $`k^0`$ $``$ $`0`$; then, we see that

$$\stackrel{}{c}\widehat{k}=\frac{M^2}{k^0}.$$

So, given $`\stackrel{}{c}`$, we can always find a $`k^\mu `$ such that $`k^2=0`$ is compatible with the condition above; for this to take place, the propagation must be along a direction with an angle bigger than $`90^o`$. The conclusion is that, according to the direction of the wave propagation, a massless pole shall always show up. This confirms the breaking of isotropy and illustrates that, despite spontaneous breaking of a local symmetry, massless excitations may be present in the spectrum.

After the technical details exposed previously, we should clarify better our analysis of the unitarity. In the paper of ref. , the authors raise the question of the unitarity and they conclude that, exclusively for a space-like $`v^\mu `$, the Hamiltonian admits a semi-positive self-adjoint extension, giving therefore rise to a unitary time evolution operator.

Here, the unitarity alluded to is not in the sense of a self-adjoint extension, but rather in the framework of the Hilbert space of particle states. Our analysis reveals the existence of 1-particle states with negative norm square, i.e., 1-particle ghost states, whenever $`v^\mu `$ is time- or light-like. On the other hand, when $`v^\mu `$ is space-like, the poles of the vector propagator are physically acceptable and the model may be adopted as a consistent theory.

## 4 A discussion on vortex-like configurations

Once our discussion on the consistency of the quantum-mechanical properties of the model has been settled down, we would like to address to an issue of a classical orientation, namely, the reassessment of vortex-like configurations in the presence of Lorentz-breaking term as the one we tackle here.

In our case, with the Chern-Simons-like term included, we get, from the action (3), the equations of motion

$$D^\mu D_\mu \phi =m^2\phi 2\lambda \phi |\phi |^2$$
(24)
and

$$ie(\phi ^\mu \phi ^{}\phi ^{}^\mu \phi )+2e^2A^\mu |\phi |^2+\mu \epsilon ^{\mu \nu \kappa \lambda }v_\nu _\kappa A_\lambda =_\nu F^{\mu \nu },$$
(25)
so that we can explicitly derive the modified Maxwell equations

$$.𝐄=ie(\phi \dot{\phi }^{}\phi ^{}\dot{\phi })+2e^2|\phi |^2\mathrm{\Phi }\mu 𝐯𝐁$$
(26)
$$\times 𝐄=\frac{𝐁}{t}$$
(27)
and

$$.𝐁=0$$
(28)
$`{\displaystyle \frac{𝐄}{t}}+\times 𝐁`$ $`=`$ $`ie(\phi \phi ^{}\phi ^{}\phi )2e^2|\phi |^2𝐀`$ (29)
$``$ $`\mu v_0𝐁+\mu 𝐯\times 𝐄.`$
Before going on to analyses vortex configurations, we would like to handle the modified Maxwell equations above (eqs. (26)-(29)) to understand that there is no room for a magnetic monopole once the Lorentz-breaking Chern-Simons term is switched on. For this purpose, we remove the charged scalar field and see that the presence of a static monopole immediately leads to

$$v_0B=v\times E$$
(30)
Now, by applying the operator $``$ to this equation, we come to a direct contradiction with eq. (28). So, the modified Maxwell equations (26)-(29) do not support the presence of a Dirac-like magnetic monopole.

To analyse the vortex-type solutions, we consider a scalar field in $`2`$-dimensional space. The asymptotic solution that is proposed to be a circle $`(S^1)`$

$$\phi =ae^{in\theta };(r\mathrm{}),$$
(31)
where $`r`$ and $`\theta `$ are polar coordinates in the plane, $`a`$ is a constant and $`n`$ is an integer. The gauge field assumes the form

$$𝐀=\frac{1}{e}(n\theta );(r\mathrm{}),$$
(32)
or, in term of its components:

$$A_r0,A_\theta \frac{n}{er};(r\mathrm{}).$$
(33)
will be analyzed with our solution of the field $`\mathrm{\Phi }.`$

The breaking of Lorentz covariance prevents us from setting $`A_\mu `$ as a pure gauge at infinity, as usually done for the Nilsen-Olesen vortex. This means that $`A^0=\mathrm{\Phi }(r)`$, as $`r\mathrm{}`$. The asymptotic behavior of $`\mathrm{\Phi }`$ shall be fixed by the field equations, as shown in the sequel. Returning to our problem, in this situation, the magnetic field presents a cylindrical symmetry and

$$\phi =\chi (r)e^{in\theta }.$$
(34)
To avoid singularity for $`r0`$ and to keep an asymptotic solution, we make

$$lim_{r0}\chi (r)=0$$
(35)
and

$$lim_r\mathrm{}\chi (r)=a.$$
(36)
In the static case, equation (24), after summing over the components, becomes

$$\frac{1}{r}\frac{d}{dr}\left(r\frac{d\chi }{dr}\right)\left[\left(\frac{n}{r}+eA\right)^2+m^2+2\lambda \chi ^2e^2\mathrm{\Phi }^2\right]\chi =0,$$
(37)
while the modified Maxwell equations take the form

$$^2\mathrm{\Phi }+2e^2\chi ^2\mathrm{\Phi }\mu 𝐯𝐁=0$$
(38)
and

$$\frac{d}{dr}\left(\frac{1}{r}\frac{d}{dr}\left(rA\right)\right)+2e\chi ^2\left(\frac{n}{r}eA\right)\mu v_3\frac{d\mathrm{\Phi }}{dr}=0.$$
(39)
In the asymptotic region, equations (38) and (39) become

$$^2\mathrm{\Phi }2a^2e^2\mathrm{\Phi }=0$$
(40)
and

$$\frac{d}{dr}\left(\frac{1}{r}\frac{d}{dr}\left(rA\right)\right)2e^2a^2A\mu v_3\frac{d\mathrm{\Phi }}{dr}=0,$$
(41)
where $`𝐁`$ has been set to zero, for $`𝐀`$ is a gradient at infinity. We then find

$$\mathrm{\Phi }=Ce^{\sqrt{2a^2e^2}r}$$
(42)
and

$`A(r)`$ $`=`$ $`CK_1\left(\sqrt{2}a\left|e\right|r\right)+`$ (43)
$``$ $`i\sqrt{2}\mu v_3aeK_1\left(\sqrt{2}a\left|e\right|r\right){\displaystyle r𝑑rI_1\left(\sqrt{2}a\left|e\right|r\right)e^{\sqrt{2}a\left|e\right|r}}.`$
So, both $`\mathrm{\Phi }`$ and $`A`$ falls down to zero exponentially in the asymptotic region. Note that, asymptotically the complex scalar field $`\phi =\chi (r)e^{in\theta }`$ goes to a non-trivial vacuum and becomes $`\phi =ae^{in\theta }`$ . Then the topology of the vacuum manifold is $`S^1`$.

A relevant discussion at this point is the issue of the stability of the vortex configuration we have identified. This question has to be answered if we have some elements about the energy of the system. Following the results of the work of (), we understand that, once $`v^\mu `$ is chosen to be space-like (and, according to the results of our discussion in Sec.3, this is the unique sensible situation), the energy is limited from below, which assigns to our vortex the status of stable configuration.

More generally than in the case of Nielsen-Olesen vortices , eq. (38) plays an important role as long as the electric field is concerned. If the magnetic field vortex (supposed such that $`𝐁=B\widehat{𝐳}`$) is orthogonal to the external vector $`𝐯`$, then $`\mathrm{\Phi }=0`$ is always a trivial solution that is compatible with the whole set of field equations.

However, whenever $`𝐯𝐁0`$, $`\mathrm{\Phi }`$ must necessarily be non-trivial, and an electric field appears along with the magnetic flux. If this is the situation, in the asymptotic region $`\mathrm{\Phi }`$ falls off exponentially, as exhibited in eq. (42).

The appearance of an electrostatic field attached to the magnetic vortex, whenever $`𝐯𝐁0`$, is not surprising. Its origin may be traced back to the Lorentz-breaking term: indeed, being a Chern-Simons-like term, the electrostatic problem induces a magnetic field and the magnetostatic regime demands an electric field too. So, a non-vanishing $`\mathrm{\Phi }`$, therefore a non-trivial $`𝐄`$ response to the Chern-Simons Lorentz-breaking term.

## 5 Concluding Comments

The main purpose of our work is the investigation of two aspects: the first one is the quantization consistency of an Abelian model with violation of Lorentz and CPT symmetries, contemporarily with the spontaneous breaking of gauge symmetry. The other one concerns the study of classical vortex-like configurations eventually present in such a model.

The analysis carried out with the help of the propagators, derived thanks to an algebra of extended spin operators, reveals that unitarity is always violated for $`v^\mu `$ time-like and null. Whenever the external vector is space-like, physically consistent excitations can be found that present a single degree of freedom each.

The analysis of the classical vortex-like configurations shows some interesting aspects. First, if the magnetic field vortex is orthogonal to the plane which contains the constant vector $`v^\mu `$, then a trivial solution for the scalar potential, $`\mathrm{\Phi }=0`$, is allowed. In this case, the vortex configuration will be similar to the one of the usual Abelian model. However, if $`𝐯𝐁0`$, we have a non-trivial solution for $`\mathrm{\Phi }`$ and an electric field appears in connection with the magnetic flux. As we have already pointed out, the appearance of an electric field attached to the magnetic vortex is not surprising. It is the counterpart of what happens in a Chern-Simons theory in three dimensions, where the electrostatic problem induces a magnetic field and the magnetostatic regime demands an electric field too.

In connection with this phenomenon, the analysis of the dynamics of electrically charged particles, magnetic monopoles and neutrinos in the region outside the vortex core becomes a well-motivated idea, for the presence of the electric field interferes now (at least for charged particles and monopoles) and alter our knowledge about the concentration of the particles in the region dominated by the vortex.

Finally, in view of the interesting results presented by Berger and Kosteleký in the paper of ref. , it would be a relevant task to incorporate the (gauge-invariant) Lorentz-breaking term in the action (1), in a supersymmetric framework and therefore to study the gaugino counterpart of the action term given by equation (4). Results in this direction shall soon be presented elsewhere .

Acknowledgments

The authors are grateful to M. M. Ferreira Junior and O. Piguet for very clarifying and detailed discussions. They also express their gratitude to CNPq for the invaluable financial help


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# Rain: Relaxations in the sky

## I Introduction

Water is a precondition for human survival and civilisation. For this reason, measurements on water resources have been recorded for several centuries. A time series from the Roda gauge at the Nile reaches back to the year 622 AD . The main focus of analysis has historically been on statistics yielding a reliable estimate for the rainfall during the growth season. The most obvious question to ask is in this context: How much does it rain, on average, in the relevant months? Questions of this type can be answered using long time series without high temporal resolution, and a measurement of relatively low sensitivity may be sufficient. Entirely different levels of resolution and precision are needed in order to penetrate further into the complexity of precipitation processes. One might want to know just how reliable – or in fact how meaningful – is an estimate of future rainfall based on averages from the past. Of course, one would ultimately like to understand the processes that make a cloud release its water. Questions of this kind point to the statistical properties of rain events rather than temporal averages.

In Sec. II we discuss the new type of radar measurement on which our analyses are based. A time-series of high precision rain rates with one minute resolution was obtained. Section III is subsectioned and introduces the various measures we apply to the time series. In Sec. III A we introduce the fundamental concept of rain events as sequences of non-zero rain rates, which enables comparison with many other relaxational processes endowed with an event-like structure . Equipped with this concept we investigate the statistical properties of event sizes. Over at least three orders of magnitude of event sizes the number density is consistent with a decaying power law implying that there is no typical event size. We find that the most frequent small events are considerably below the typical sensitivity threshold of standard rain gauges . In Sec. III B and III C we consider the event durations and the waiting times between successive events. The number densities of both event durations and waiting times follow power laws. In addition, we note a non-trivial relation between the duration and the size of events. In Sec. III D we define the binary signal in time of either rain or no rain and relate the probability distribution of waiting times to the fractal dimension of this signal. It is then speculated that the physical reason for the lower breakdown of the observed fractal regime at a time-scale of the order of $`10`$ min may be set by the time it takes for cloud droplets to grow into raindrops. The upper end of the scaling region coincides with the time scale given by passing frontal weather systems. In Sec. III E we determine the Hurst exponent of the rain signal as 0.76, spanning four orders of magnitude $`\tau ϵ[10\text{min},1/2\text{year}]`$, extending Hurst’s result from the Nile gauge at Roda, which is valid for $`\tau ϵ[1\text{year},1080\text{years}]`$. Section IV establishes a close analogy between the observed characteristics and other relaxational processes such as earthquakes and avalanches in granular media. Finally in Sec. V we conclude that the framework of self-organised criticality may serve as a useful working paradigm when dealing with rain.

## II Measurement

The recent developments in remote sensing techniques have opened entirely new opportunities to rain analysis. By using a radar rather than a common water gathering device, the limits on rain measurements due to evaporation, sensitivity threshold, averaging times and accessibility can be pushed considerably .

The data we used refer to a height range of $`50`$ m at $`250`$ m above sea level and have been collected from January to July 1999 with the Micro Rain Radar MRR-2, developed by METEK . The radar is operated by the Max-Planck-Institute for Meteorology, Hamburg, in Germany at the Baltic coast in Zingst (54.43N 12.67E) under the Precipitation and Evaporation Project (PEP) in BALTEX . The retrieval of the rain rate is based on a Doppler spectrum analysis described by Atlas . At vertical incidence, the fall velocity of a droplet can be identified with the Doppler shift. The friction force acting on a falling drop increases approximately proportional to its surface, but the gravitational force increases proportionally to its volume. Therefore, in the atmosphere, larger drops fall faster than smaller ones, and spectral bins can be attributed to corresponding drop sizes. For a given drop size, scattering cross sections can be calculated by Mie theory . Droplets are approximated by ellipsoids with known axis ratio . The influence of the changing air density with height is considered according to Beard , and standard atmospheric conditions are assumed . Attenuation of radar waves by droplets is accounted for using the observed droplet spectrum of the lowest range gate to estimate attenuation for the following one. For higher gates all observed and corrected spectra of lower layers are taken into account. Thus, from the Doppler spectrum alone one can infer the number of drops $`n_i`$ of any desired volume $`V_i`$ as well as their fall velocities $`v_i`$. The rain rate can be calculated instantaneously as $`q(t)=_in_iV_iv_i`$. In the time series we investigated, the continuous measurement is averaged over one-minute intervals, leading to one minute temporal resolution. When the signal due to rain becomes indistinguishable from the background noise at the receiver, the rain rate is defined as zero. Under the pertinent conditions, the calculated rain rate was typically $`q_{min}=0.005`$ mm/h, when this happened. What is measured at this sensitivity threshold would probably more sensibly be labelled the turbulent motion of drizzle through the atmosphere, rather than rain. Instead of asking whether rain can be detected, a question that arises now is what we actually mean by rain. To achieve this level of precision, a conventional pluviometer would have to be able to detect a water column of $`83.3`$ nm “rain” spread out over one minute. For comparison, the diameter of a single water molecule is about $`0.3`$ nm. Thinking in terms of accumulated water column in such a rain gauge and given one-minute averaging time, one would come to the conclusion that the smallest detectable rain event corresponds to a minute during which on average every second, a film four molecules thick, drifts down towards the ground. This, of course, would be impossible to detect. The MRR-2, however, employs a method that is not based on water hitting or passing through an area of a few decimeters across. Given the $`50`$ m height range starting at $`250`$ m above the radar with $`2^{}`$ opening angle, it measures what happens to the liquid water in a volume of the order of $`1000`$ m3, and one must bear that in mind to understand the minimum values calculated above. Of course, events at the radar’s sensitivity threshold are far from being detectable by any water-collecting pluviometer and similarly far away from what we associate with the word “rain”. Nonetheless, we will consider any minute with derived $`q(t)>q_{min}`$ as “rain”, and conversely, only if the radar fails to detect any net downward motion of water through the air, we will speak of “no rain”. We will come back to this point in Sec. III A. Especially for small rain rates the employed method is extremely powerful.

The quantitative retrieval is restricted to rain. The reflection spectra of snow and hail look very different from those of liquid water and can be identified. In this case the method fails to calculate correct water masses. The latest version of the instrument recognises non-rain precipitation by an internal algorithm. The rain intensity data used were calculated from measurements performed while the development of the instrument was still ongoing, and hence the raw data had to be checked manually.

## III Data Analysis

The months January and February contain several instances of snow at our chosen measuring height of $`250`$ m. By far the largest snow disturbance was observed on March 6, from 3:49 am until 11:38 pm. The Doppler spectra reveal that $`250`$ m altitude was inside the melting layer, and the water column resulting from interpreting the event as rain would have been $`279`$ mm, which is of the order of the usual rainfall of eight weeks. In June and July, five very short periods of extremely high calculated rain rates were found (see Fig. 1). The Doppler spectra indicate two different types of drops with fall velocities at $`4`$ m/s and $`9`$ m/s. Comparison with meteorologic records shows that around these times, thunderstorms with hail or extreme rainfall may have caused the radar to malfunction. As in the case of snow disturbances, data gathered during these periods were excluded from the analyses in Sec. III A and III E. The results in Sec. III B, III C, and III D, however, refer to the entire data set since the value of the rain intensity is irrelevant here. To make sure that our results are not an artifact of the observed anomalies, all analyses were also performed on the certainly clean months of April and May. No differences to the previously obtained results were observed. Due to the high resolution, not even the ranges of validity were significantly affected.

### A Event Sizes

Previous work focused on rainfall during fixed time intervals and on the statistical properties of such fluctuating rain intensities. Other studies addressed distributions of wet and dry spells (see e.g. ). The fundamental novelty of the present study is to acknowledge the event-like structure of rain . Events are defined as a sequence of non-zero rain rates, and their size $`M=_tq(t)\mathrm{\Delta }t`$, with $`\mathrm{\Delta }t=1`$ min, is the accumulated water column during the event. The intervals of zero rain rate between events are called drought periods. Our perspective is motivated by work on other Natural phenomena, such as earthquakes, where one is mainly interested in the events. While the entire agricultural sector depends on a sufficient amount of rain spread out over the months of the growth season, no one depends on the average seasonal flow of energy through the earth’s crust. Due to this difference in anthropogenic interest, the two perspectives have been used almost entirely separately in the respective fields. Owing to the precision and high temporal resolution of the data, an investigation into the fine structure of rain events was made possible, and the results are strikingly clear.

Figure 2 shows the number density of rain events per year N(M) versus event size M on a double logarithmic plot. In a scaling regime $`M_{min}<M<M_{max}`$ extending over at least three orders of magnitude, the distribution follows the simple power law

$$N(M)M^{\tau _M},\tau _M1.4.$$
(1)
This implies that a typical scale of events does not exist, and scale invariance prevails. In the scaling region, if we compare the frequency of events of size $`M`$ to that of events of size $`kM`$ we obtain the same fraction, independent of M. From Eq. (1), it follows that:

$$N(M)/N(kM)=k^{\tau _M},Mϵ[M_{min},M_{max}].$$
(2)
But Fig. 2 contains even more information. For events smaller than $`M_{min}510^3`$ mm the power law breaks down. This is indicative of a different physical process being responsible for events in this realm. Within the scaling regime, events of all sizes look alike when compared to others. Hence there is no reason to assume different physical origins. We will later motivate the suggestion that this common origin is sudden relaxation, bursts of intermediately stored energy leaving the atmosphere. Where the power law breaks down, a different type of process sets in. Events smaller than $`M_{min}`$ might be due chiefly to the inner dynamics of the atmosphere. Virga, drizzle that evaporates before reaching the ground, is difficult to interpret from the event perspective. Drizzle can form at the lower edge of clouds but immediately re-evaporate. Commonly the distinction between cloud droplets and rain drops is made in terms of diameter. When the droplet diameter surpasses $`0.1`$ mm one speaks of rain drops. This definition reflects a physical separation apparent from a gap in the drop size distribution around $`0.1`$ mm diameter . Fringes of virga, half cloud and half rain, may be the explanation for events smaller than $`M_{min}`$ in Fig. 2. Indicated with an arrow in Fig. 2 is the typical sensitivity threshold $`0.1`$ mm of high precision tipping bucket rain gauges. The value $`0.1`$ mm is widely used as the definition of zero precipitation . Given that our interpretation of the breakdown of the power law is correct, and every rain event with $`M>510^3`$ mm is actual rain, it is evident that measurements with today’s standard precision simply don’t see a considerable fraction of the rain events. Questions regarding the fine structure of rain and the actual physical processes involved are then hard to address. With the radar measurement on the other hand, all rain seems to be captured and we can choose a suitable limit ($`M_{min}`$) below which events are ascribed to a different physical process.

To ascertain that we are capturing the entire physically relevant range of the observables of the process of rain, it is evidently necessary to use observational techniques enabling us to see beyond the physical limits of rain. Results from investigations that do not fulfill this requirement cannot be conclusive and must be treated with careful scepticism. The present study suggests a reasonable maximum sensitivity threshold of around $`510^3`$ mm, which is one twentieth of the commonly used threshold.

Assuming Eq. (1), we can easily calculate the number $`N(M>M_1)`$ of expected events exceeding a given mass $`M_1`$.

$$N(M>M_1)_{M_1}^{\mathrm{}}M^{\tau _M}𝑑M=\frac{1}{\tau _M1}M_1^{\tau _M+1}.$$
(3)
It follows that

$$N(M>M_2)=N(M>M_1)\left(\frac{M_2}{M_1}\right)^{\tau _M+1}.$$
(4)
Since we know how many events there are with $`M>M_1=M_{min}`$, Eq. (4) can be used to estimate $`N(M>M_2)`$, where $`M_2>M_{min}`$. We observed 10 events in the largest non-empty bin ranging from $`17`$ mm to $`35`$ mm, but from extrapolating the power law as outlined above, we would another 10 in the following bin ranging from $`35`$ mm to $`70`$ mm. In total we would expect to see 38 events larger than the largest event that was actually observed. We therefore conclude that the sudden upper cutoff apparent in Fig. 2 is not due to the limited time of observation but rather reflects a physical limit to the process of rain at the given location. We define $`M_{max}`$ as the largest event in the data set, a downpour of $`M_{max}35`$ mm of rain.

### B Event Duration

The number density of events versus event duration $`T_E`$ was found to approximate to a power law, see Fig. 3

$$N(T_E)T_E^{\tau _E},\tau _E1.6.$$
(5)
To highlight the implications of this result we consider the simplest form of a precipitation model. Naively, one might divide the number of minutes with measured rain by the total number of minutes observed, and simply use this fraction as the rain probability $`p_{rain}`$ in every minute. About 8% of the minutes we observed contain rain. Therefore, the probability for two successive rain minutes would be $`p_{rain}^2=0.0064`$, and for 5 successive minutes, it would already be negligible. Any model based on independent events produces characteristic time scales. In this case, one of the characteristic time scales would be the typical rain duration $`t_r`$. The probability for a rain event of duration $`T_E`$ is given by $`p(T_E)=p_{rain}^{T_E}`$. This can be re-written as $`p(T_E)=e^{T_E/t_r}`$, where $`t_r`$ is the characteristic rain duration, which hardly any events will surpass. It follows that $`t_r=\frac{1}{ln(p_{rain})}24`$ s.

But the measured distribution is qualitatively different. Not only does the power law like number density allow for events longer than $`1000`$ min, but no typical duration is found at all. We do not observe an exponential distribution of any kind.

The exponent in the power law relating the duration of events to their frequency is different from that for the event sizes. This implies a non-trivial relationship between the duration and the average rainrate during an event. If we could simply assume an average rain rate, equal for all rain events, the size would be proportional to the duration and the distributions would have the same exponent. Apparently, longer rain events are more intense.

The statistical support for a difference between the exponents of event size and duration is not very strong but the results shown in Fig. 4 reinforce this conjecture. Figure 4 shows the average event size plotted versus event duration, and an exponent slightly greater than 1 is observed. This is a crude and somewhat forced measure to apply but it yields results that are qualitatively consistent with Figs. 2 and 3, since if the average event size increased proportionally to the duration, the observed exponent would be 1.

### C Drought Duration

In Fig. 5, the probability distribution of drought durations $`N(T_D)`$ is shown to follow a power law:

$$N(T_D)T_D^{\tau _D},\tau _D1.4.$$
(6)
No cut-offs were apparent. The power law is a good approximation from the minimum (1 minute) all the way to the maximum (two weeks) of observed drought durations. The only observed deviation at droughts of around one day length is due to the daily meteorological cycle. As for the event durations, this behaviour clearly implies correlation. We can define the drought probability as $`p_{drought}=1p_{rain}`$. Hence all the arguments in sec. III B apply for drought durations too. With $`p_{drought}`$ replacing $`p_{rain}`$, the typical drought duration $`t_d=\frac{1}{ln(p_{drought})}12`$ min. The dashed line in Fig. 5 was generated by another method. Instead of treating minutes as the independent entities, we determine the rate at which rain events start by dividing the number of minutes by the number of rain events. This treatment takes into account the clustering of zero rain rates on the time axis, i.e. the persistence of droughts, but it cannot pay tribute to the dependencies which produce the real power-law behaviour. If arithmetic rather than exponential behaviour persists for more than two weeks then rain rates at times $`t_1`$ and $`t_2`$ two weeks apart still cannot be treated as independent.

Adding the persistence of rain to that of droughts, the signal $`q(t)`$ can be modelled with a two-state Markov process. One then defines transition probabilities from rain to drought and drought to rain, consistently with the fraction of total rain and drought times. In this case, typical drought and rain durations can be chosen. Persistence is now accounted for, but the probability for observing drought or event durations above these characteristic time scales would still decay exponentially, while remaining constant for shorter events and droughts (see Fig. 5). This is incompatible with the observed distributions for both the drought durations and the event durations. The following section will strengthen this result further.

### D Fractal Dimension

A fractal (see e.g. ) is a structure displaying scale invariance of the type mentioned in Sec. III A. Zooming into a fractal with a factor of b and then re-scaling the coordinate system with a factor of $`b^{d_f}`$, where $`d_f`$ is called the fractal dimension, leaves the structure unchanged. Fractals often occur naturally, in which case the unchanged property is usually a statistical one. The rain data are from one fixed location but they span a long period of time. We define a binary signal – either rain or drought – and determine its fractal dimension in time, using the box counting method: Different lengths $`l`$ of time intervals (boxes) are used to cover the rainy sections on the time axis. The number of boxes $`n(l)`$ needed to cover the rain is proportional to $`l^{d_f}`$.

The results are displayed in Fig. 6. In the double-logarithmic plot we find an S-shaped curve. The dashed lines indicate two regimes with trivial slope, $`d_f=1`$, and the solid line a non-trivial regime where $`d_f0.55`$.

Consider again the simple model with the two state Markov chain. As long as the box size is below the typical rain duration, the number of boxes needed to cover the rain decreases trivially; they are used to fill the compact space of the rain events. When the typical rain duration is passed, each rain event is essentially covered by one box and the number of boxes remains constant. As the box size approaches the typical length for droughts, the entire duration of the measurement is filled, and the number of boxes begins to decrease in the trivial fashion again. The only way to obtain a non-trivial fractal dimension is to have – in a sense – typical droughts at all time scales. This amounts, of course, to having no typical drought duration at all. Mathematically, this scale-freedom is represented by the power-law distribution of drought durations. The number of boxes needed to cover the rain signal will be the true rain duration plus the time spanned by droughts that are shorter than the box size (these will be overlooked), all divided by the box size. Hence, apart from a constant, representing 8% of the total time, the time $`T_c`$ spanned by the boxes to cover the rain will increase with $`l`$ as $`T_c=_0^lN(T_D)T_D𝑑T_D_0^lT_D^{1.42}T_D𝑑T_D`$, which is implied by Fig. 5. Evaluating the integral we have $`T_cl^{0.58}`$. The number of boxes needed is $`T_c/l=l^{0.42}`$. In this sense a fractal relation like the one shown in Fig. 6 could be a consequence of a power-law distribution of drought durations like in Fig. 5. It is the scale freedom that stretches the transition between the regime where the temporal resolution suffices to register the droughts and the regime where it does not. The values we measure suggest that there is more to the rain - no rain signal than only the power law of interoccurrence times. Deducing the fractal dimension from the drought distribution only, we would expect a value of 0.42. But we observe 0.55, and the difference appears to be significant.

The scaling regime extends from a lower limit around $`10`$ minutes to an upper breakdown near $`3`$ to $`4`$ days. While one might expect the fractal regime to span further for longer time series, the analysis of a 30 year time-series from Uccle  suggests that the observed breakdown is not an artifact of the shortness of our data-set. The authors place the cut-off at $`3.5`$ days, which coincides with our value. Apparently, the correlation that gave rise to the fractal relation does not hold for longer than $`3.5`$ days. Investigation of time series from Denmark with 1-day resolution, collected from 1876 until 2000  suggests that the power law for droughts does not hold for drought durations exceeding the upper cut-off in the fractal dimension.

The explanation for the upper cutoff of the fractal regime may be that the typical duration of a frontal system moving in from the Atlantic is of the order of 3 days. Measured rain parameters will not belong to the same frontal system if the measurements are temporally separated by significantly more than three days. The lower breakdown around $`10`$ min could not be observed in the Uccle time series since there the temporal resolution was only 10 minutes. We are still unsure as to how to interpret this lower breakdown. Clearly there must be a lower breakdown somewhere, and we expect it to occur where the particular kind of correlation that gave rise to the fractality on hourly to daily time scales ceases. The lower breakdown indicates that $`10`$ min is a time scale which is special, and it must be related to a physical process. The microphysical processes of coagulation that trigger a cloud to release its water content take place on this time scale. Starting with typical small cloud droplets with radius $`r10^3`$ mm, the process of stochastic collection during which small droplets merge to form rain drops of appreciable fall velocity takes roughly $`1030`$ min under typical warm cloud conditions . It is possible that coagulation starts at a certain level inside a cloud and then pauses at that level before a single drop has left the cloud. If it then starts again, it is possible that on the ground we observe two layers of rain separated by a vertical distance corresponding to up to $`10`$ min fall time. While this seems like two different events, from the cloud’s perspective it is really only one, since the process of releasing water did not stop at any moment everywhere within the cloud. Effects of motion of the cloud relative to the ground are not included in these considerations. It is unlikely that the 10 minute time scale is a result of the employed measurement technique. The radar only picks up drops with appreciable fall velocity, $`v>0.5`$m/s. Thus the limit on the time resolution, given by the height of the scattering volume, is $`50`$ m/$`0.5`$ (m/s) $`=100`$ s, for the slowest drops.

### E Hurst Exponent

In an attempt to determine the necessary size of a water reservoir that would never empty nor overflow, Hurst  considered an incoming signal q(t), corresponding to the rain intensity in our case, that causes the level of a reservoir to rise or fall. Using our data, the deviation from the average water level in an imaginary reservoir would be

$$X(t,\tau )=\underset{u=0}{\overset{t}{}}\left(q(t)q_\tau \right)\mathrm{\Delta }t,$$
(7)
where $`\mathrm{\Delta }`$ t = 1 min and

$$q_\tau =\frac{1}{\tau }\underset{t=1}{\overset{\tau }{}}q(t).$$
(8)
The quantity -$`q(t)_\tau `$ in Eq. (7) can be thought of as an average outflux from the reservoir and insures that for any period $`\tau `$ the water level starts and ends at zero. Overall trends during the interval $`\tau `$ are thus eliminated. Figure 7 shows $`X(t,\tau )`$ as derived from the data set in Fig. 1. The range of water levels the reservoir has to allow for is then given by

$$R(\tau )=\underset{1t\tau }{\mathrm{max}}X(t,\tau )\underset{1t\tau }{\mathrm{min}}X(t,\tau ).$$
(9)
Hurst determined the dimensionless ratio $`R(\tau )/S(\tau )`$ as a function of $`\tau `$, where $`S(\tau )`$ is the standard deviation of the influx $`q(t)`$ in the period $`\tau `$. It can be shown that if $`q(t)`$ is any random signal with finite variance , this ratio increases as

$$R(\tau )/S(\tau )\tau ^H,$$
(10)
where $`H=1/2`$ is called the Hurst exponent. Hurst’s analysis on data from the Roda gauge at the Nile, however, yielded a different exponent of $`H0.77`$. This unexpected result is commonly interpreted as a sign of persistence in the signal, or even as correlation. The exponent obtained from performing the same analysis on our data is $`H0.76`$ (see Fig. 8).

Hence, the fluctuating rain rate alone produces an anomalous Hurst exponent, and the result obtained by Hurst is valid not only for the range of 1 year $`<\tau <`$ 1080 years that he considered but in fact also holds for $`\tau `$ = a few minutes to $`\tau `$ = $`1/2`$ year. Interestingly, the Hurst exponent deviates from this relation for $`\tau <10`$ min, which is of the same order as the observed short-time trivial regime of the fractal dimension.

To understand more precisely what is actually measured by the Hurst exponent, we applied the same method to a signal generated by swapping events and droughts at random. We kept the sizes and durations of rain events and droughts as determined from the real data and pasted them one after the other in random order. The Hurst exponent was ınot altered by this procedure. In this sense it is not a measure of correlation since it is not affected by the order in which events occur. In exactly what sense it measures persistence is part of our ongoing research.

## IV Context

Self-organised criticality offers the appropriate frame work for dealing with relaxational process with burst-like behaviour whose statistics are determined by scale invariant power laws . The term self-organised criticality refers to the tendency of many systems driven by an energy input at a slow and constant rate to enter states characterised by scale free behaviour. The statistics of the system then resemble those of a closed system near the critical point of a phase transition.

A well-known example of such a process is the energy flow through the lithosphere, including the outermost crust of Earth. Tectonic plates are driven at a slow rate by currents in the asthenosphere, the liquid part below the lithosphere, which transports heat by currents. The energy transferred to the plates is intermediately stored in the form of tension until it is finally released in an earthquake. Earthquake statistics follow the Gutenberg-Richter power law that relates the seismic moment, a measure of the released energy to the probability of such an earthquake . Rather than a typical size with exponentially fewer larger than smaller quakes, scale invariant behaviour is observed.

Given the right shape of grains, rice piles exhibit self-organised critical behaviour . Potential energy is added to the system by dropping rice grains onto the pile at a slow and constant rate. Due to the friction between individual grains, the pile builds up until its slope reaches a critical value. In this critical state, within the limits set by the system size, avalanches of all sizes are observed. During an avalanche, potential energy that was intermediately stored in the system is suddenly released in the form of heat. The distribution of energy release is once more a power law.

Experiments on droplet avalanches show that self-organised criticality need not be restricted to granular media . Thresholds that enable the accumulation of energy before the release are given by surface tension and interface friction with other media.

Rain showers share many of the features of the above-mentioned systems (see Tab. I). Two well separated time scales are present: The durations of drought periods, during which water evaporates, range up to months, while rain events take place on a much shorter time scale. The atmosphere receives a slow and constant energy input from the Sun’s radiation. The absorbed energy evaporates water from the surface, which is intermediately stored in the atmosphere. Note the analogy between liquid water in the atmosphere, tension in tectonic plates, and mass above the ground level in a granular pile. During a rain shower, the water mass that was slowly evaporated into the atmosphere, is suddenly released, and with it the original evaporation energy, i.e. the condensation energy. The power law observed for the size distribution of rain events is perfectly equivalent to the Gutenberg-Richter law in earthquake statistics. Just as plates of the lithosphere don’t move smoothly along, there is no constant light rainfall balancing the evaporated water mass immediately at every moment in time. Rain events are relaxations in the sky.

## V Conclusion

New insight into the working of rain can be gained by defining rain events, which can be regarded as energy relaxations similar to earthquakes or avalanches. Taking this perspective, scale-free power-law behaviour is found to govern the statistics of rain over a wide range of time- and event size scales. Where clear deviations from the observed power laws and fractal dimensions are found, the limits and peculiarities of the underlying dynamical system become apparent, and physical insight is gained. Rainfall time series cannot be reproduced by conventional methods of probability theory. To enable anything more than an explicit reproduction of the fractal properties, a deeper understanding of self-organising processes leading to fractality must be sought. Our findings suggest that rain is an excellent example of a self-organised critical process. Rain is a ubiquitous phenomenon, and data collection is relatively easy. It is therefore well suited for work on self-organised criticality. For our purposes, the remote sensing technique employed by the MRR-2 has proved extremely powerful. The radar is capable of even higher temporal resolution than $`1`$ min, limited only by the finite height of the scattering volume, and achieves outstanding precision in the low-intensity limit. Comparison with data from other measuring sites, especially from warmer regions without snow and regions with more periodic climate would be useful in order to answer questions regarding the universality of the observed features.

## VI Acknowledgments

O.P. would like to thank the group in Hamburg and especially G. Peters for their contributions to the success of the project. K.C. gratefully acknowledges the financial support of U.K. EPSRC through grant nos. GR/R44683/01 and GR/L95267/01. The MRR-2 data collection was supported by the EU under the Precipitation and Evaporation Project (PEP) in BALTEX.

To whom correspondence should be addressed, E-mail: ole.peters@ic.ac.uk