text:
# Families of abelian varieties over curves with maximal Higgs field

## 1. Splitting of $``$-local systems

We will frequently use C. Simpson’s correspondence between polystable Higgs bundles of degree zero and representations of the fundamental group $`\pi _1(U,s)`$.

###### Theorem 1.1 (C. Simpson ).

There exists a natural equivalence between the category of direct sums of stable filtered regular Higgs bundles of degree zero, and of direct sums of stable filtered local systems of degree zero.

We will not recall the definition of a “filtered regular” Higgs bundle (, p. 717), just remark that for a Higgs bundle corresponding to a local system with unipotent monodromy around the points in $`S`$, the filtration is trivial.

For example, 1.1 implies that the splitting of Higgs bundles (0.1.1) corresponds to a decomposition over $``$

$$(R^1f_{}_{A_0})=𝕍𝕌_1$$

where $`𝕍`$ corresponds to the Higgs bundle $`(F=F^{1,0}F^{0,1},\theta )`$ and $`𝕌_1`$ to $`(N=N^{1,0}N^{0,1},\theta _N=0)`$. Let $`\mathrm{\Theta }(N,h)`$ denote the curvature of the Hodge metric $`h`$ on $`E^{1,0}E^{0,1}`$ restricted to $`N,`$ then by , chapter II we have

$$\mathrm{\Theta }(N,h|_N)=\theta _N\overline{\theta }_N\overline{\theta }_N\theta _N=0.$$

This means that $`h|_N`$ is a flat metric. Hence, $`𝕌_1`$ is a unitary local system.

The local system $`𝕍`$ on $`YS`$ is a variation of Hodge structures with unipotent local monodromies around $`sS.`$ Hence by Deligne’s theorem , one obtains a decomposition

(1.1.1)
$$𝕍=\underset{i}{}𝕍_i,$$

for irreducible local systems $`𝕍_i`$.

Restricting the Hodge filtration of $`𝕍`$ to $`𝕍_i`$, one obtains a Hodge filtration on $`𝕍_i`$, which in general is not polarized, and (1.1.1) is a decomposition of $``$-variations of Hodge structures. Taking the grading of the Hodge filtration, one obtains a decomposition of the Higgs bundle $`(F=F^{1,0}F^{0,1},\theta )`$ as a direct sum of sub Higgs bundles, as stated in 1.1.

As a typical application of Simpson’s correspondence one finds

###### Proposition 1.2.

Keeping the notations from the Introduction, assume that $`f:AY`$ reaches the Arakelov bound. Then

1. The sheaf $`F^{1,0}`$ is poly-stable. Namely there is a decomposition

$$F^{1,0}\underset{i}{}𝒜_i$$

with $`𝒜_i`$ stable, and

$$\frac{\mathrm{deg}𝒜_i}{\mathrm{rank}𝒜_i}=\frac{\mathrm{deg}F^{1,0}}{\mathrm{rank}F^{1,0}}.$$

Moreover, $`\theta _{1,0}:F^{1,0}F^{0,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)`$ is an isomorphism.
2. If $`\mathrm{deg}\mathrm{\Omega }_Y^1(\mathrm{log}S)`$ is even, there exists a decomposition

$$𝕍𝕃𝕋,$$

such that $`𝕋`$ is a unitary local system, and $`𝕃`$ is a rank-2 local system. For some invertible sheaf $``$ the Higgs bundle corresponding to $`𝕃`$ is $`(^1,\tau )`$, with $`\tau |_^1=0`$ and $`\tau |_{}`$ given by an isomorphism

$$\tau ^{1,0}:^1\mathrm{\Omega }_Y^1(\mathrm{log}S).$$

###### Proof.

i) Let $`𝒜F^{1,0}`$ be a subsheaf, and let $`\mathrm{\Omega }_Y^1(\mathrm{log}S)`$ be its image under $`\theta _{1,0}`$. Then $`𝒜`$ is a Higgs subbundle of $`F^{1,0}F^{0,1}`$, and applying 1.1 one finds $`\mathrm{deg}(𝒜)+\mathrm{deg}()0`$. Hence

$$\begin{array}{c}\mathrm{deg}(𝒜)=\mathrm{deg}()+\mathrm{rank}()\mathrm{deg}(\mathrm{\Omega }_Y^1(\mathrm{log}S))\hfill \\ \hfill \mathrm{deg}(𝒜)+\mathrm{rank}(𝒜)\mathrm{deg}(\mathrm{\Omega }_Y^1(\mathrm{log}S)),\end{array}$$

and (0.0.2) implies that

$$\frac{\mathrm{deg}(𝒜)}{\mathrm{rank}(𝒜)}\frac{1}{2}\mathrm{deg}(\mathrm{\Omega }_Y^1(\mathrm{log}S))=\frac{\mathrm{deg}(F^{1,0})}{g_0}.$$

By 1.1 the Higgs bundle $`(F^{1,0}F^{0,1},\theta )`$ splits as a direct sum of stable Higgs bundles of degree zero. If

$$\frac{\mathrm{deg}(𝒜)}{\mathrm{rank}(𝒜)}=\frac{\mathrm{deg}(F^{1,0})}{g_0},$$

the degree of $`𝒜`$ is zero, $`\mathrm{rank}(𝒜)=\mathrm{rank}()`$, and $`(𝒜,\theta |_𝒜)`$ is a direct factor of $`(F^{1,0}F^{0,1},\theta )`$. In particular, $`𝒜`$ is a direct factor of $`F^{1,0}`$.

For $`𝒜=F^{1,0}`$ one finds $`\theta _{1,0}`$ to be injective. By (0.0.2) it must be an isomorphism.
ii) Taking the determinant of

$$\theta ^{1,0}:F^{1,0}\stackrel{}{}F^{0,1}\mathrm{\Omega }_Y^1(\mathrm{log}S),$$

one obtains an isomorphism

$$det\theta ^{1,0}:detF^{1,0}\stackrel{}{}detF^{0,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)^{g_0},$$

Since $`F^{1,0}F^{0,1},`$

$$(detF^{1,0})^2\mathrm{\Omega }_Y^1(\mathrm{log}S)^{g_0}.$$

By assumption there exists an invertible sheaf $``$ with $`=\mathrm{\Omega }_Y^1(\mathrm{log}S)^{1/2}.`$ For some invertible sheaf $`𝒩`$ of order two in $`\mathrm{Pic}(Y)`$, one finds $`𝒩detF^{1,0}=^{g_0}`$. By part i) the sheaf

$$𝒯=F^{1,0}^1$$

is poly-stable of degree zero. 1.1 implies that the Higgs bundle $`(𝒯,0)`$ corresponds to a local system $`𝕋`$, necessarily unitary.

Choose $`𝕃`$ to be the local system corresponding to the Higgs bundle

$$(^1,\tau ),\text{ with }\tau ^{1,0}:\stackrel{}{}^1\mathrm{\Omega }_Y^1(\mathrm{log}S).$$

The isomorphism

$$\theta ^{1,0}:𝒯=F^{1,0}\stackrel{}{}F^{0,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)\stackrel{}{}F^{0,1}^2$$

induces an isomorphism

$$\varphi :F^{0,1}\stackrel{}{}𝒯^1,$$

such that $`\theta ^{1,0}=\mathrm{id}_𝒯\tau ^{1,0}`$. Hence the Higgs bundles $`(F^{1,0}F^{0,1},\theta )`$ and $`(𝒯(^1),\mathrm{id}_𝒯\tau )`$ are isomorphic, and $`𝕍𝕋𝕃`$. ∎

###### Remark 1.3.

1. If $`\mathrm{deg}\mathrm{\Omega }_Y^1(\mathrm{log}S)`$ is odd, hence $`S\mathrm{}`$, and if the genus of $`Y`$ is not zero, one has to replace $`Y`$ by an étale two to one cover, in order to be able to apply 1.2, ii).
2. For $`Y=^1`$ and for families reaching the Arakelov bound, $`\mathrm{\#}S`$ is always even. This, together with the decomposition 1.2, ii), for $`𝕌=^{g_0}`$, can easily obtained in the following way. By 1.2, i), $`F^{1,0}`$ must be the direct sum of invertible sheaves $`_i`$, all of the same degree, say $`\nu `$. Since $`\theta ^{1,0}`$ is an isomorphism, the image $`\theta ^{1,0}(_i)`$ is $`𝒪_^1(2s+\nu )\mathrm{\Omega }`$. Since $`F^{0,1}`$ is dual to $`F^{1,0}`$ one obtains $`\nu =2s+\nu `$, and writing $`_i^1=\theta ^{1,0}(_i)`$,

$$(F^{1,0}F^{0,1},\theta )(\underset{i}{}𝒪_^1(\nu )𝒪_^1(\nu ),\underset{i}{}\tau ).$$

Consider now the endomorphism $`nd(𝕍)`$ of $`𝕍`$, which is a weight zero variation of Hodge structures. The Higgs bundle

$$(F^{1,0}F^{0,1},\theta )$$

for $`𝕍`$ induces the Higgs bundle

$$(F^{1,1}F^{0,0}F^{1,1},\theta )$$

corresponding to $`nd(𝕍)=𝕍𝕍^{}`$, by choosing

$$F^{1,1}=F^{1,0}F_{}^{0,1}{}_{}{}^{},F^{0,0}=F^{1,0}F_{}^{1,0}{}_{}{}^{}F^{0,1}F_{}^{0,1}{}_{}{}^{}$$

$$\text{ and }F^{1,1}=F^{0,1}F_{}^{1,0}{}_{}{}^{}.$$

The Higgs field is given by

$$\theta _{1,1}=\mathrm{id}\tau _{1,0}^{}{}_{}{}^{}\tau _{1,0}\mathrm{id}\text{ and }\theta _{0,0}=\tau _{1,0}\mathrm{id}\mathrm{id}\tau _{1,0}^{}{}_{}{}^{}.$$

###### Lemma 1.4.

Assume that $`f:AY`$ reaches the Arakelov bound or equivalently that the Higgs field of $`𝕍`$ is maximal. Let

$$F_u^{0,0}:=\mathrm{Ker}(\tau _{0,0})\text{ and }F_m^{0,0}=\mathrm{Im}(\tau _{1,1}).$$

Then there is a splitting of the Higgs bundle

$$(F^{1,1}F^{0,0}F^{1,1},\theta )=(F^{1,1}F_m^{0,0}F^{1,1},\theta )(F_u^{0,0},0),$$

which corresponds to a splitting of the local system over $``$

$$nd(𝕍)=𝕎𝕌.$$

Moreover, $`𝕌`$ is unitary of rank $`g_0^2`$, and $`𝕎`$ is a $``$ variation of Hodge structures with maximal Higgs field, i.e.

$$\tau _{1,1}:F^{1,1}F_m^{0,0}\mathrm{\Omega }_Y^1(\mathrm{log}S)\text{ and }\tau _{0,0}:F_m^{0,0}F^{1,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)$$

are both isomorphisms.

###### Proof.

By definition, $`(F_u^{0,0},0)`$ is a sub Higgs bundle of $`(F^{1,1}F^{0,0}F^{1,1},\theta )`$. We have an exact sequence

$$0F_u^{0,0}F^{0,0}F^{1,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)𝒞$$

where $`𝒞`$ is a skyscraper sheaf. Hence

$$\mathrm{deg}(F_u^{0,0})\mathrm{deg}(F^{0,0})\mathrm{deg}(F^{1,1})\mathrm{rank}(F^{1,1})\mathrm{deg}(\mathrm{\Omega }_Y^1(\mathrm{log}S).$$

Note that if this inequality is an equality then $`𝒞`$ is necessarily zero. Since $`\mathrm{deg}(F^{0,0})=0`$ and since, by the Arakelov equality,

$$\mathrm{deg}(F^{1,1})=g_0\mathrm{deg}(F^{0,1})+g_0\mathrm{deg}(F_{}^{1,0}{}_{}{}^{})=g_0^2\mathrm{deg}(\mathrm{\Omega }_Y^1(\mathrm{log}S))$$

one finds $`\mathrm{deg}(F_u^{0,0})0`$. By 1.1 the degree of $`F_u^{0,0}`$ can not be strictly positive, hence it is zero. Again by 1.1 $`(F_u^{0,0},0)`$ being a Higgs subbundle of degree zero with trivial Higgs field, it corresponds to a unitary local subsystem $`𝕌`$ of $`\mathrm{End}(𝕍)`$. The exact sequence

$$0F_u^{0,0}F^{0,0}F^{1,1}\mathrm{\Omega }_Y^1(\mathrm{log}S)0$$

splits, and one obtains a direct sum decomposition of Higgs bundles

$$(F^{1,1}F^{0,0}F^{1,1},\theta )=(F^{1,1}F_m^{0,0}F^{1,1},\theta )(F_u^{0,0},0),$$

which induces the splitting on $`nd(𝕍)`$ with the desired properties. ∎

###### Remark 1.5.

Using 1.2, ii), the splitting in 1.4 can be made more precise. We know that $`𝕍=𝕋𝕃`$ with $`𝕋`$ unitary and $`𝕃`$ a weight two variation of Hodge structures with maximal Higgs field. One obtains

$$nd(𝕍)=𝕋𝕋^{}𝕃𝕃^{}.$$

Applying 1.4 to $`𝕃`$ instead of $`𝕍`$, we obtain a decomposition

$$nd(𝕃)=𝕃𝕃^{}=𝕊$$

where the $``$ factor acts by multiplication on $`𝕃`$ and where $`𝕊`$ has a maximal Higgs field. So $`𝕋𝕋^{}`$ is a direct factor of $`𝕍`$ of rank $`g_0^2`$. Its complement $`𝕎=𝕋𝕋^{}𝕊`$ has again a maximal Higgs field.

###### Remark 1.6.

If one replaces $`\mathrm{End}(𝕍)`$ by the isomorphic locally constant system $`(𝕍𝕍)_{}`$, one obtains the same decomposition. However, it is more natural to shift the weights by two, and to consider this as a variation of Hodge structures of weight $`2`$.

A statement similar to 1.4 holds true for $`^2(𝕍)`$. Here the Higgs bundle is given by

$$F_{}^{}{}_{}{}^{2,0}=F^{1,0}F^{1,0},F^{1,1}=F_{}^{}{}_{}{}^{1,0}F^{0,1}\text{ and }F_{}^{}{}_{}{}^{0,2}=F^{0,1}F^{0,1}.$$

## 2. Splitting over $`\overline{}`$

Up to now, we tried to describe the local systems of $``$-vector spaces $`𝕍`$ induced by the family of abelian varieties. We say that such a local system $`𝕍`$ is defined over a subfield $`K`$ of $``$, if there exists a local system $`𝕍_K`$ of $`K`$-vector spaces with $`𝕍=𝕍_K_K`$. In this section we want to show, that the splitting $`𝕍=𝕎𝕌`$ considered in the last section are defined over $`\overline{}`$, i.e. that there exists a number field $`K`$ and local systems $`𝕍_K`$, $`𝕎_K`$ and $`𝕌_K`$ with

$$𝕍=𝕍_K,𝕎=𝕎_K,𝕌=𝕌_K,\text{ and with }𝕍_K=𝕎_K𝕌_K.$$

We start with a simple observation. Suppose that $`𝕍`$ is a local system defined over a number field $`K`$. Choosing a base point $`pYS`$ the local system $`𝕍_K`$ is given by a representation $`\rho :\pi _1(YS,p)\text{Gl}(V_K)`$ for the fibre $`V_K`$ of $`𝕍_K`$ over $`p`$.

Fixing a positive integer $`r,`$ let $`𝒢(r,𝕍)`$ denote the set of all rank-r sub local systems of $`𝕍`$. Then $`𝒢(r,𝕍)`$ is the subvariety of the Grassmann variety $`\mathrm{Grass}(r,V_K)`$ consisting of the $`\pi _1(YS,p)`$ invariant points. In particular, it is a projective variety defined over $`K`$. An $`L`$-valued point of $`𝒢(r,𝕍)`$ corresponds to a sub local system of $`𝕍_L=𝕍_K_KL`$. One obtains the following well known property.

###### Lemma 2.1.

If $`[𝕎]𝒢(r,𝕍)`$ is an isolated point, then $`𝕎`$ is defined over $`\overline{}.`$

###### Lemma 2.2.

Let $`𝕍`$ be the underlying local system of an variation of Hodge structures defined over a real number field $`K`$, and suppose that there is a splitting

(2.2.1)
$$𝕍=𝕎𝕌,$$

such that $`𝕌`$ is a unitary, and such that $`𝕎`$ has a generically maximal Higgs field $`\theta ^{p,q},`$ i.e

$$\theta ^{p,q}:F_𝕎^{p,q}F_𝕎^{p1,q+1}\mathrm{\Omega }_Y^1(\mathrm{log}S)$$

is generically isomorphic for all $`(p,q)`$ with $`p>0`$. Then this splitting can be defined over $`\overline{},`$ and is orthogonal with respect to the polarization.

###### Proof.

Consider a family $`\{𝕎_t\}_{t\mathrm{\Delta }}`$ of local subsystems of $`𝕍`$ defined over a disk $`\mathrm{\Delta }`$ with $`𝕎_0=𝕎.`$ For $`t\mathrm{\Delta }`$ let $`(F_{𝕎_t},\theta _t)`$ denote the Higgs bundle corresponding to $`𝕎_t`$. Hence $`(F_{𝕎_t},\theta _t)`$ is obtained by restricting the $`F`$-filtration of $`𝕍𝒪_U`$ to $`𝕎_t𝒪_U`$ and by taking the corresponding graded sheaf. So the Higgs map

$$\theta ^{p,q}:F_t^{p,q}F_t^{p1,q+1}\mathrm{\Omega }_Y^1(\mathrm{log}S)$$

will again generically isomorphic for $`t`$ sufficiently closed to $`0`$ and $`p>0`$. If the projection

$$\rho :𝕎_t𝕍𝕎𝕌𝕌$$

is non-zero, the complete reducibility of local systems coming from variations of Hodge structures (due to Deligne ) implies that $`𝕎_t`$ contains a non-trivial unitary direct factor, say $`𝕌_t`$. Restricting again the $`F`$ filtration and passing to the corresponding graded sheaf, we obtain a non-trivial splitting sub Higgs bundle $`(F_{𝕌_t},0)`$ of $`(F_{𝕎_t},\theta _t)`$, contradicting the generic maximality of the Higgs field $`\theta ^{p,q}`$. Hence $`\rho `$ is zero and $`𝕎_t=𝕎`$.

Thus $`𝕎`$ is rigid as a sub local system of $`𝕍`$, and by Lemma 2.1 $`𝕎`$ is defined over $`\overline{}`$.

By assumption $`𝕍=𝕍_{}`$ and the complex conjugation defines an involution $`\iota `$ on $`𝕍`$. Let $`\overline{𝕎}`$ denote the image of $`𝕎`$ under $`\iota `$. Then $`\overline{𝕎}`$ has again generically isomorphic Higgs maps $`\theta ^{p,q},`$ for $`p>0`$. If $`\overline{𝕎}𝕎`$, repeating the argument used above, one obtains a non-trivial map $`\overline{𝕎}𝕌`$, contradicting again the generic maximality of the Higgs field.

So enlarging the real algebraic number field $`K`$, if necessary, we may assume that $`𝕎=𝕎_K_K`$ for some $`𝕎_K𝕍_K`$. The polarization on $`𝕍`$ restricts to a non-degenerated intersection form on $`𝕍_K`$. Choosing for $`𝕌_K`$ the orthogonal complement of $`𝕎_K`$ in $`𝕍_K`$ we obtain a splitting

$$𝕍_K=𝕎_K𝕌_K$$

inducing over $``$ the one in (2.2.1). ∎

###### Corollary 2.3.

Let $`f:AY`$ be a family of abelian varieties reaching the Arakelov bound, and let $`𝕌_1`$ be a unitary local system with

$$R^1f_{}(_{A_0})=𝕍𝕌_1,$$

such that $`𝕍`$ has a maximal Higgs field.

1. Then this splitting can be defined over $`\overline{},`$ and is it orthogonal with respect to the polarization.
2. The splitting $`nd(𝕍)=𝕎𝕌`$ constructed in Lemma 1.4 can be defined over $`\overline{},`$ and is orthogonal with respect to the polarization.

## 3. Splitting over $``$

###### Lemma 3.1.

Assume that $`S\mathrm{}`$ and let $`𝕍_{}`$ be a $``$-variation of Hodge structures of weight $`k`$. Assume that over some number field $`K`$ there exists a splitting

$$𝕍_K=𝕍_{}_{}K=𝕎_K𝕌_K$$

where $`𝕌=𝕌_K_K`$ is unitary and where the Higgs field of $`𝕎=𝕎_K_K`$ is maximal. Then $`𝕎`$, $`𝕌`$ and the decomposition $`𝕍=𝕎𝕌`$ are defined over $``$. Moreover, $`𝕌`$ extends to a local system over $`Y`$.

###### Proof.

Let $`𝕋`$ be a sub local constant system of $`𝕎`$. Writing

$$(\underset{p+q=k}{}F_𝕋^{p,q},\underset{p+q=k}{}\theta _{p,q}),$$

for the Higgs bundle corresponding to $`𝕋`$, the maximality of the Higgs field for $`𝕎`$ implies that the Higgs field for $`𝕋`$ is maximal, as well. In particular, for all $`sS`$ and for $`p>0`$ the residue maps

$$\mathrm{res}_s(\theta _{p,q}):F_{𝕋,s}^{p,q}F_{𝕋,s}^{p1,q+1}$$

are isomorphisms. By  the residues of the Higgs field at $`s`$ are defined by the nilpotent part of the local monodromy matrix around $`s`$. Hence if $`\gamma `$ is a small loop around $`s`$ in $`Y`$, and if $`\rho _𝕋(\gamma )`$ denotes the image of $`\gamma `$ under a representation of the fundamental group, defining $`𝕋`$, the nilpotent part $`N(\rho _𝕋(\gamma ))=\mathrm{log}\rho _𝕋(\gamma )`$ of $`\rho _𝕋(\gamma )`$ has to be non-trivial

We may assume that $`K`$ is a Galois extension of $``$. The Galois group $`\mathrm{Gal}(K/Q)`$ acts on $`𝕍_K`$. For $`\sigma \mathrm{Gal}(K/Q)`$ consider the composite

$$p:\sigma (𝕌_K)𝕍_K=𝕎_K𝕌_K𝕎_K,$$

and the induced map $`\sigma (𝕌)=\sigma (𝕌_K)_K𝕎`$.

Let $`\gamma `$ be a small loop around $`sS`$, and let $`\rho _𝕌(\gamma )`$ and $`\rho _{\sigma (𝕌)}`$ be the images of $`\gamma `$ under the representations defining $`𝕌`$ and $`\sigma (𝕌)`$ respectively. Since $`𝕌`$ is unitary and unipotent, the nilpotent part of the monodromy matrix $`N(\rho _𝕌(\gamma ))=0`$. This being invariant under conjugation, $`N(\rho _{\sigma (𝕌)}(\gamma ))`$ is zero, as well as $`N(\rho _{p(\sigma (𝕌))}(\gamma ))`$.

Therefore $`p(\sigma (𝕌))=0`$, hence $`\sigma (𝕌)=𝕌`$, and $`𝕌`$ is defined over $``$. Taking again the orthogonal complement, one obtains the $``$-splitting asked for in 3.1.

Since $`N(\rho _𝕌(\gamma ))=0`$, the residues of $`𝕌`$ are zero in all points $`sS`$, hence $`𝕌`$ extends to a local system on $`Y`$. ∎

###### Corollary 3.2.

Suppose that $`S\mathrm{}.`$ Then the splittings in Corollary 2.3 can be defined over $`.`$

## 4. $``$-structures and isogenies

###### Proposition 4.1.

Let $`f:AY`$ be a family of abelian varieties with unipotent local monodromies around $`sS`$, and reaching the Arakelov bound. If $`S\mathrm{}`$ there exists a finite étale cover $`\pi :Y^{}Y`$ with

1. $`\pi ^{}(R^1f_{}(_{A_0}))𝕍_{}^{}^{gg_0},\pi ^{}(R^1f_{}(_{A_0}))=(𝕍_{}^{}^{gg_0}),`$
where $`𝕍_{}^{}`$ is an $``$-variation of Hodge structures of weight $`1`$ with maximal Higgs field.
2. $`nd(𝕍_{}^{})𝕎_{}^{}^{g_0^2},nd(𝕍_{}^{})=(𝕎_{}^{}^{g_0^2}),`$ where $`𝕎_{}^{}`$ is an $``$-variation of Hodge structures of weight 0 with maximal Higgs field, and where $`^{g_0^2}`$ is a constant $``$-sub local system of type $`(0,0)`$.

###### Proof.

i) By 3.2 we already have the $``$-splitting

$$R^1f_{}(_{A_0})=𝕍_{}𝕌_1.$$

A $``$-structure on $`𝕍_{}`$ and $`𝕌_1`$ can be defined by

$$𝕍_{}=R^1f_{}(_{A_0})𝕍_{},𝕌_1=R^1f_{}(_{A_0})𝕌_1.$$

Obviously

$$𝕍_{}=𝕍_{},\text{ and }𝕌_1=𝕌_1.$$

Since $`𝕌_1`$ is unitary and admits a $``$-structure, the monodromy group of $`𝕌_1`$ is a finite group. Since the local monodromies of $`𝕌_1`$ around $`S`$ are trivial, $`𝕌_1`$ extends to a local system

$$\rho _{𝕌_1}:\pi _1(Y,p)\text{Gl}(U_1),$$

where $`U_1`$ is the fibre of $`𝕌_1`$ in $`p`$. After passing to the finite étale cover of $`\pi :Y^{}Y`$ corresponds to $`\rho _{𝕌_1}`$ we obtain a trivial $``$-sub local system of $`\pi ^{}(R^1f_{}(_{A_0}))`$ of rank $`gg_0`$. Together with $`\pi ^{}𝕍_{}`$ we have

$$\pi ^{}(R^1f_{}(_{A_0}))\pi ^{}𝕍_{}^{gg_0},$$

such that

$$\pi ^{}(R^1f_{}(_{A_0}))=(\pi ^{}𝕍_{}^{gg_0}).$$

ii) By and Lemma 2.3, ii) and by Lemma 3.2 one has a $``$-splitting

$$nd(𝕍_{})=𝕎_{}𝕌_{},$$

where $`𝕌`$ is a rank-$`g_0^2`$ unitary local system of (0,0)-type, and where $`𝕎`$ has a maximal Higgs field. So ii) follows from the same argument used to prove i). ∎

###### Proof of Theorem 0.2.

Let $`Y^{}`$ be the étale covering constructed in 4.1, ii). So using the notations introduced there,

(4.1.1)
$$R^1f_{}^{}(_{A_0^{}})=V_{}^{}^{gg_0}\text{ and }nd(𝕍_{}^{})=𝕎_{}^{}^{g_0^2}.$$

The left hand side of (4.1.1) implies that $`f^{}:A^{}Y^{}`$ is isogenous to a product of a family of $`g_0`$ dimensional abelian varieties with a constant abelian variety $`B`$. By abuse of notations we will assume from now on, that $`B`$ is trivial, hence $`g=g_0`$ and $`R^1f_{}^{}(_{A_0^{}})=V_{}^{}`$, and we will show that under this assumption $`f^{}:A^{}Y^{}`$ is isogenous to a $`g`$-fold product of a modular family of elliptic curves.

Let us write $`\mathrm{End}()=H^0(Y^{},nd())`$ for the global endomorphisms. As explained in , for example, $`\mathrm{End}(𝕍_{}^{})=^{g^2}`$ is a $``$ Hodge structure of weight zero, in our case the Hodge filtration is trivial, i.e. $`\mathrm{End}(𝕍_{}^{})^{0,0}=\mathrm{End}(𝕍_{}^{})`$.

If $`A_\eta =A^{}\times _Y^{}\mathrm{Spec}((Y^{}))`$ denotes the general fibre of $`f^{}`$, one obtains

$$\mathrm{End}(A_\eta )=\mathrm{End}(𝕍_{}^{})^{0,0}=\mathrm{End}(𝕍_{}^{}).$$

By the complete reducibility of abelian varieties there exists simple abelian varieties $`B_1,\mathrm{},B_r`$ of dimension $`g_i`$, respectively, which are pairwise non isogenous, and such that $`𝔸_\eta `$ is isogenous to the product

$$B_1^{\times \nu _1}\times \mathrm{}\times B_r^{\times \nu _r}.$$

Moreover, since $`𝕍`$ has no flat part, none of the $`B_i`$ can be defined over $``$. Let us assume that $`g_i=1`$ for $`i=1,\mathrm{},r^{}`$ and $`g_i>1`$ for $`i=r^{}+1,\mathrm{},r`$.

Let us write $`D_i=\mathrm{End}(B_i)`$. By , p. 201, Each $`D_i`$ is a division algebra of finite rank over $``$ with center $`K_i`$. Let us write $`d_i^2`$ for the rank of $`D_i`$ over $`K_i`$ and $`e_i`$ for the rank of $`K_i`$ over $``$. Hence $`e_id_i^2`$ is the rank of $`D_i`$ over $``$.

By , p. 202, or by , p. 141, either $`d_i2`$ and $`e_id_i`$ divides $`g_i`$, or else $`e_id_i^2`$ divides $`2g_i`$. In both cases, the rank $`e_id_i^2`$ is smaller than or equal to $`2g_i`$. If $`ir^{}`$, hence if $`B_i`$ is an elliptic curve, not defined over $``$, we have $`e_i=d_i=1`$.

Writing $`M_{\nu _i}(D_i)`$ for the $`\nu _i\times \nu _i`$ matrices over $`D_i`$, one finds (, p. 174)

$$\mathrm{End}(A_\eta )=M_{\nu _1}(D_1)\mathrm{}M_{\nu _r}(D_r)$$

hence

$$\begin{array}{c}g^2=dim_{}(\mathrm{End}(A_\eta ))=\left(\underset{i=1}{\overset{r}{}}\nu _ig_i\right)^2=\underset{i=1}{\overset{r}{}}(e_id_i^2)\nu _i^2\hfill \\ \hfill \underset{i=1}{\overset{r^{}}{}}\nu _i^2+\underset{i=r^{}+1}{\overset{r}{}}\nu _i^22g_i\underset{i=1}{\overset{r}{}}\nu _i^2g_i^2.\end{array}$$

Obviously this implies that $`r=1`$ and that $`g_12`$. If $`g_1=1`$, we are done. In fact, the isogeny extends all over $`YS`$ and, since we assumed the monodromies to be unipotent, $`E:=B_1`$ is the general fibre of a semi-stable family of elliptic curves. The Higgs field for this family is again maximal.

Before excluding the case $`g_1=2`$, let us compare this construction with the one in Remark 1.3, for $`Y=^1`$ and in Remark 1.5 in general.

###### Remark 4.2.

Writing $`𝕋^{}`$, $`𝕃^{}`$ and $`𝕊^{}`$ for the pullbacks of $`𝕋`$, $`𝕃`$ and $`𝕊`$, respectively, one finds as remarked in 1.5 decompositions

$$nd(𝕍^{})=𝕋^{}𝕋_{}^{}{}_{}{}^{}𝕃^{}𝕃_{}^{}{}_{}{}^{}.$$

and

$$nd(𝕃^{})=𝕃^{}𝕃_{}^{}{}_{}{}^{}=𝕊^{}.$$

So $`𝕋^{}𝕋_{}^{}{}_{}{}^{}`$ is a direct factor of $`𝕍`$ of rank $`g_0^2`$, by construction unitary. Its complement $`𝕋^{}𝕋_{}^{}{}_{}{}^{}𝕊^{}`$ has again a maximal Higgs field, hence no global section, and $`𝕋^{}𝕋_{}^{}{}_{}{}^{}=^{g_0^2}`$. Altogether one finds

$$nd(𝕍^{})=nd(𝕋^{})=\stackrel{g_0^2}{}nd(𝕃^{}).$$

Using this description, one finds again that $`𝔸_\eta `$ can not be the product of different non-isogenous abelian varieties.

End of the proof of 0.2. It remains to exclude the case that $`g_1=2`$, and that $`e_1d_1^2=4`$. If the center $`K_1`$ is not a totally real number field, $`e_1`$ must be lager than $`1`$ and one finds
I. $`d_1=1`$ and $`D_1=K_1`$ is a quadratic imaginary extension of a real quadratic extension of $``$.
If $`K_1`$ is a real number field, looking again to the classification of endomorphisms of simple abelian varieties in  or , one finds that $`e_1`$ divides $`g_1`$, hence the only possible case is
II. $`d_1=2`$ and $`e_1=1`$, and $`D_1`$ is a quaternion algebra over $``$.
The abelian surface $`B_1`$ over $`\mathrm{Spec}((Y^{}))`$ extends to a non-isotrivial family of abelian varieties $`B^{}Y^{}`$, smooth outside of $`S`$ and with unipotent monodromies for all $`sS`$. This family again has a maximal Higgs field, and thereby the local monodromies in $`sS`$ are non-trivial. As we will see below, in both cases, I and II, the moduli scheme of abelian surfaces with the corresponding type of endomorphisms turns out to be a compact subvariety of the moduli scheme of polarized abelian varieties, a contradiction.
I. By , Example 6.6 in Chapter 9, there are only finitely many $`g_1`$ dimensional abelian varieties with a given type of complex multiplication, i.e. with $`D_1`$ a quadratic imaginary extension of a real number field of degree $`g_1`$ over $``$.
II. By , Exercise (1) in Chapter 9, there is no abelian surface for which $`D_1`$ is a totally definite quaternion algebra. Hence it remains to show the compactness of the moduli scheme of abelian surfaces $`B`$ with a totally indefinite $`D_1=\mathrm{End}(B)`$, i.e. of the moduli scheme of false elliptic curves. Such abelian surfaces and there moduli have been studied in , and there it is shown, that the moduli scheme is a compact Shimura curve. This also follows from the construction of the moduli scheme in , §8 in Chapter 9, as a quotient of the upper half plane $``$, and from , Chapter 9. ∎

###### Proof of Proposition 0.1.

Let $`\pi :Y^{}Y`$ be an étale covering, $`S^{}=\pi ^1(S)`$ and let $`g:EY^{}`$ be a semi-stable family of elliptic curves, reaching the Arakelov bound, and with $`E_0=g^1(Y^{}S^{})`$ smooth, for example the family occurring in 0.2. Hence $`𝕃_{}=R^1g_{}_{E_0}`$ is a $``$-variation of Hodge structures of weight one and of rank two. Writing $``$ for the $`(1,0)`$ part, we have an isomorphism

(4.2.1)
$$\tau _{1,0}:^1\mathrm{\Omega }_Y^{}(\mathrm{log}S^{}).$$

Since $``$ is ample, $`\mathrm{\Omega }_Y^{}(\mathrm{log}S^{})`$ is ample, hence the universal covering of $`U^{}=Y^{}S^{}`$ is the upper half plane $``$. One obtains a commutative diagram

| $``$ | $`\stackrel{\stackrel{~}{\phi }}{}`$ | $``$ |
| --- | --- | --- |
| $`\psi ^{}`$ |  | $`\psi `$ |
| $`U^{}`$ | $`\stackrel{j}{}`$ | $``$ |

where $`j`$ is given by the $`j`$-invariant of the fibres of $`E_0U^{}`$, where $`\psi `$ is the quotient map $`/\text{Sl}_2()`$, and where $`\stackrel{~}{\phi }`$ is the period map. Since the tangent sheaf of the period domain $``$ is given by the sheaf of homomorphisms from the $`(1,0)`$ part to the $`(0,1)`$ part of the variation of Hodge structures, the isomorphism $`\tau _{1,0}`$ implies that $`\stackrel{~}{\phi }`$ is a local diffeomorphism. Note that the Hodge metric on the Higgs bundle corresponding to $`𝕃_{}`$ has logarithmic growth at $`S`$ and bounded curvature by Schmid . By the remark after Prop. 9.8 together with the remark after Prop. 9.1 in

$$\stackrel{~}{\phi }:\stackrel{~}{U}^{}$$

is a covering map, hence an isomorphism.

Since $`\stackrel{~}{\phi }`$ is an equivariant isomorphism with respect to the $`\pi _1(U^{},)`$action on $`\stackrel{~}{U}^{}`$ and the $`P\rho _𝕃_{}(\pi _1(U^{},))`$action on $`,`$ the homomorphism

$$\rho _𝕃_{}:\pi _1(U^{},)P\rho _𝕃_{}(\pi _1(U^{},))\text{PSl}_2()$$

must be injective, hence an isomorphism.

This in turn implies, that

$$\phi :U^{}/\rho _𝕃_{}(\pi _1(U^{},))$$

is an isomorphism, $`\rho _𝕃_{}(\pi _1(U^{},))\text{Sl}_2()`$ is of finite index, and $`E_0U^{}`$ is a modular curve. ∎

## 5. Family of curves and Jacobians

Let $`Y`$ be a curve, let $`h:ZY`$ be a semi-stable non-isotrivial family of curves of genus $`g>1`$, smooth over $`V`$, and let $`f:J(Z/Y)Y`$ be a compactification of the Neron model of the Jacobian of $`h^1(V)V`$. Let us write $`S`$ for the points in $`YV`$ with $`f^1(y)`$ singular and $`\mathrm{\Gamma }`$ for the other points in $`YV`$, i.e. for the points $`y`$ with $`h^1(y)`$ singular but $`f^1(y)`$ smooth. As usual we write $`U=YS`$.

Let us first consider families of curves over $`^1`$. S.-L. Tan  has shown that $`h:Z^1`$ must have at least $`5`$ singular fibres, hence

$$\mathrm{\#}S+\mathrm{\#}\mathrm{\Gamma }5.$$

Moreover, he and Beauville  gave examples of families with exactly $`5`$ singular fibres for all $`g>1`$. In those examples one has $`\mathrm{\Gamma }=\mathrm{}`$.

On the other hand, for $`A=J(Z/Y)`$ and for the ample sheaf $`F^{1,0}`$ introduced in (0.0.1) the Arakelov inequality (0.0.2) implies that

$$2g_02\mathrm{deg}(F^{1,0})g_0(\mathrm{\#}S2),$$

hence $`\mathrm{\#}S4`$. For $`\mathrm{\#}S=4`$, the family $`f:J(Z/Y)Y`$ reaches the Arakelov bound, hence by 0.2 it is isogenous to a product of a constant abelian variety with a product of modular elliptic curves, again with $`4`$ singular fibres. By  there are just $`8`$ types of such families, among them the universal family $`E(3)X(3)`$ of elliptic curves with a level $`3`$-structures.

Being optimistic one could hope, that those families can not occur as families of Jacobians, hence that there is no family of curves $`h:ZP^1`$ with $`\mathrm{\#}S=4`$. However, a counterexample has been constructed by E. Kani in .

###### Example 5.1.

Let $`B`$ be a fixed elliptic curve, defined over $``$. Consider the Hurwitz functor $`_{B,N}`$ defined in , i.e. the functor from the category of complex schemes to the category of sets with

$$\begin{array}{c}_{B,N}(T)=\{f:CB\times T;f\text{ is a normalized covering of degree }N\hfill \\ \hfill \text{ and }C\text{ a smooth family of curves of genus }2\text{ over }T\}.\end{array}$$

The main result of  says that for $`N3`$ this functor is represented by an open subscheme $`V=H_{B,N}`$ of the modular curve $`X(N)`$ parameterizing elliptic curves with a level $`N`$-structure.

The smooth universal curve $`𝒞H_{B,N}`$ extends to a semi-stable curve $`ZX(N)`$ whose Jacobian is isogenous to $`B\times E(N)`$. Hence writing $`S`$ for the cusps, $`J(Z/X(N))`$ is smooth outside of $`S`$, whereas $`ZX(N)`$ has singular semi-stable fibres outside of $`H_{B,N}`$. Theorem 6.2 in  gives an explicit formula for the number of points in $`\mathrm{\Gamma }=X(N)(H_{B,N}S)`$.

Evaluating this formula for $`N=3`$ one finds $`\mathrm{\#}\mathrm{\Gamma }=3`$. For $`N=3`$ the modular curve $`X(3)`$ is isomorphic to $`^1`$ with $`4`$ cusps. So the number of singular fibres is $`4`$ for $`J(Z/^1)^1`$ and $`7`$ for $`Z^1`$.

We do not know whether similar examples exist for $`g>2`$. For $`g>7`$ the constant part $`B`$ in Theorem 0.2 can not be of codimension one. In fact, the irregularity $`q(Z)`$ of the total space of a family of curves of genus $`g`$ over a curve of genus $`q`$ satisfies by , p. 461, the inequality

$$q(Z)\frac{5g+1}{6}+g(Y).$$

If $`J(Z/Y)Y`$ reaches the Arakelov bound, hence if it is isogenous to a product

$$B\times E\times _Y\mathrm{}\times _YE,$$

one finds

$$dim(B)\frac{5g+1}{6}.$$

As explained in  it is not known, whether for $`g2`$ there are any curves $`C`$ over $``$ whose Jacobian is isogenous to the product of elliptic curves. We are even asking for families of curves whose Jacobian is isogenous to the product of the same elliptic curve, up to a constant factor.


format: text

text:
# A Non-equilibrium Thermodynamic Framework for the Dynamics and Stability of Ecosystems

## I Introduction

Ecosystems are complex. A typical ecosystem contains over 3000 species, from bacteria to insects, plants and higher animals . This size, coupled with strong interactions among species and between species and the abiotic environment, leads to very complex population dynamics. Understanding the dynamics and the inherent stability of ecosystems is, however, of crucial importance in guiding wildlife management programs, and in forecasting ecological catastrophes. Modeling of the population dynamics in the traditional ecological framework has been based on ad hoc extensions of Lotka-Volterra type equations . Apart from providing little theoretical insight or empirical predictive power, such a framework implicitly contains a celebrated paradox concerning the improbability of stable, complex ecosystems .

This paper presents a new look at the questions of ecosystem stability and dynamics from the perspective of linear irreversible thermodynamics (LIT). The need to frame ecology within a thermodynamic paradigm has been recognized before . In the present work, the ecosystem is modeled as an open thermodynamic system over which a constant free energy flow is impressed, sunlight. Free energy also enters the ecosystem in the form of chemical potential, such as nutrients. Interactions internal to the ecosystem, between the individuals of the species, and interactions between the individuals and the external abiotic environment, cause a time change of the total entropy of the system. Assuming that the external constraints, energy and nutrient flows, over the system are constant, the linear theory of irreversible thermodynamics predicts , and empirical results suggest, that the system will evolve towards a stationary state in which the local state variables (and hence global, extensive variables such as the entropy $`S`$) are constant in time. This stationary state is locally stable in the sense that small fluctuations are naturally damped by flows generated in the directions of the perturbing forces .

Here, I show that writing the entropy change in time of an ecosystem as a many-body expansion in the interactions between individuals, and between individuals and the abiotic environment, and assuming constant external constraints and the eventual establishment of a thermodynamic stationary state, leads to general dynamical equations for the populations of the interacting species. A LIT condition of minimal entropy production in the stationary state dictates conditions on the interaction parameters which assure the stability of the ecosystem. Furthermore, it is shown that the second law of thermodynamics imposes restrictions on the inter- and intra-specific interaction parameters, ensuring stability during the evolution of the system from one stationary state to another after the external constraints are changed, or after the system is significantly perturbed.

## II The Traditional Ecological Framework

Population modeling in the traditional ecological framework is based on the equations ,

$`{\displaystyle \frac{dp_i(t)}{dt}}=F_i(p_1(t),p_2(t),\mathrm{}p_n(t)),`$ (1)
where $`F_i`$ is, in general, some empirically inspired, nonlinear function of the populations $`p_i`$ of the $`n`$ species. For example, for the popular Lotka-Volterra equations (which have the stability characteristics of a much wider class of ecological models employed in the literature ), $`F`$ takes the following form,

$`F_i=p_i(b_i+{\displaystyle \underset{j=1}{\overset{n}{}}}p_jc_{ij}).`$ (2)
Of much interest in ecology, because of its frequent occurrence in nature, is the so called ecological steady state in which all growth rates are zero, giving the fixed point, or steady state, populations $`p_i^{}`$,

$`0=F_i(p_1^{}(t),p_2^{}(t),\mathrm{}p_n^{}(t)).`$ (3)
The local population dynamics and stability in the neighborhood of the fixed point can be determined by expanding Eqn. (1) in a Taylor series about the steady state populations,

$`{\displaystyle \frac{dx_i(t)}{dt}}=F_i|_{}+{\displaystyle \underset{j=1}{\overset{n}{}}}[{\displaystyle \frac{F_i}{p_j}}|_{}x_j(t)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{k=1}{\overset{n}{}}}[{\displaystyle \frac{^2F_i}{p_jp_k}}|_{}x_jx_k+\mathrm{},`$ (4)
where $`x_i(t)=p_i(t)p_i^{}`$ and the $``$ denotes evaluation at the steady state. Since $`F_i|_{}=0`$, and close to the steady state the $`x_i`$ are small, only the second term in the expansion (4) need be considered. In matrix notation, this gives,

$`\dot{𝐱}(t)=\mathrm{𝐀𝐱}(t),`$ (5)
where $`𝐱(t)`$ is a $`n\times 1`$ column vector of the population deviations from steady state values, and the so called “community matrix” $`𝐀`$ has the components

$`a_{ij}={\displaystyle \frac{F_i}{p_j}}|_{}.`$ (6)
which represent the effect of species $`j`$ on the rate of change of population $`i`$ near the steady state.

The solution of equation (5) is

$`x_i(t)={\displaystyle \underset{j=1}{\overset{n}{}}}C_{ij}\mathrm{exp}(\lambda _jt)`$ (7)
where $`\lambda _j`$ are the eigenvalues of the matrix $`𝐀`$ and the integration constants $`C_{ij}`$ are determined from the initial conditions.

From equation (7) it is obvious that local asymptotic stability near the steady state requires that the real parts of all the eigenvalues of $`𝐀`$ must be negative. This condition gives rise to very restrictive relations among the components $`a_{ij}`$ of the community matrix $`𝐀`$ . For example, it can be shown that for a $`n=2`$ species community it requires that

$`a_{11}+a_{22}<0,`$ (8)
and

$`a_{11}a_{22}>a_{12}a_{21}.`$ (10)
For the Lotka-Volterra equations, Eqn. (2) this implies

$`p_1^{}c_{11}+p_2^{}c_{22}<0,`$ (11)
and

$`c_{11}c_{22}>c_{12}c_{21}.`$ (12)
For a community of arbitrary $`n`$ species, it can be shown that the requirement that the $`n\times n`$ matrix $`𝐀`$ have all real parts of its eigenvalues negative is equivalent to the demonstration of the existence of a positive definite quadratic function $`V=𝐱^𝐓\mathrm{𝐏𝐱}`$ (Lyapunov function) having its derivative with respect to time negative definite .

The restrictions on the components of the community matrix for ensuring stability are thus specific, and are more specific the more complex the ecosystem . Consequently, the probability that a randomly constructed community will be stable decreases rapidly with the size of the ecosystem, becoming practically zero at an ecosystem size of only about 10 strongly interacting species . This leads to a celebrated paradox: Without a mechanism for fine tuning the community matrix, there should be little probability of finding stable complex ecosystems. However, in nature, most ecosystems are very complex and most are stable .

There have been many attempts to reconcile the theory with the field data . The most plausible of these has been to invoke natural selection as the mechanism for tuning the parameters of the community matrix . This explanation, however, may be criticized as being tautological since there is no physical reason postulated for the selection of interaction coefficients leading to stability. Or, from another perspective, it leads to the celebrated problem of natural selection working on the evolution of a system of a population of one . A scenario in which the elements of the community matrix are fortuitously chosen at random can be discarded on the basis of statistical improbability of achieving stability for these large systems containing upwards of 3000 species.

## III A Proposed Thermodynamic Framework

The linear theory of irreversible thermodynamics provides an interesting framework for accommodating the problem of ecosystem dynamics and stability. The objective of this paper is to demonstrate this by showing that steady state ecosystems have the signatures of thermodynamic stationary states. The starting postulate of this paper is that the total change of entropy of the ecosystem may be written as a many-body expansion of entropy changes due to interactions among individuals. Specifically,

$`{\displaystyle \frac{dS}{dt}}={\displaystyle \underset{i=1}{\overset{n}{}}}\left[p_i\mathrm{\Gamma }_i+{\displaystyle \underset{j=1}{\overset{n}{}}}p_ip_j\mathrm{\Gamma }_{ij}+{\displaystyle \underset{j,k=1}{\overset{n}{}}}p_ip_jp_k\mathrm{\Gamma }_{ijk}+O(4)\right].`$ (13)
The $`\mathrm{\Gamma }_i`$ represent the change of entropy due to 1-body interactions of individuals with their abiotic environment (eg. evapotranspiration, photo-synthesis, respiration, metabolic heat transfer to environment, etc.); $`\mathrm{\Gamma }_{ij}`$ represents 2-body interactions between individuals (eg. predator-prey, competition, symbiosis, mutualism, etc.); $`\mathrm{\Gamma }_{ijk}`$ correspond to the 3-body interactions, and $`O(4)`$ represents 4-body and higher order interactions (eg. those required for the functioning of societies). Although this formulation of the total entropy change is perhaps not the most general imaginable, it is a most common scheme chosen for systems in which the interacting constituents cannot be considered as ideal points in space-time, and in which no singularities are expected. Similar many-body expansion are used, for example, for representing the interactions between extended, deform-able charged objects such as atoms in molecules and clusters , and nucleons in nuclei .

The total time change of entropy is a sum of an external term of no definite sign, and, as required by the second law of thermodynamics, an internal term of positive definite sign,

$`{\displaystyle \frac{dS}{dt}}={\displaystyle \frac{d_eS}{dt}}+{\displaystyle \frac{d_iS}{dt}}.`$ (14)
The external part of the change of entropy can be associated with the one body interactions of the individuals with their abiotic environment,

$`{\displaystyle \frac{d_eS}{dt}}={\displaystyle \underset{i=1}{\overset{n}{}}}p_i\mathrm{\Gamma }_i.`$ (15)
The internal dissipative part is then associated with the 2-body and higher order interactions among the participating individuals,

$`{\displaystyle \frac{d_iS}{dt}}={\displaystyle \underset{i=1}{\overset{n}{}}}\left[{\displaystyle \underset{j=1}{\overset{n}{}}}p_ip_j\mathrm{\Gamma }_{ij}+{\displaystyle \underset{j,k=1}{\overset{n}{}}}p_ip_jp_k\mathrm{\Gamma }_{ijk}+O(4)\right]>0.`$ (16)
In the stationary state, $`dS/dt=0`$, and since the internal dissipation is positive by the second law, then,

$`{\displaystyle \frac{d_eS}{dt}}={\displaystyle \underset{i=1}{\overset{n}{}}}p_i\mathrm{\Gamma }_i<0,`$ (17)
indicating that at least one of the species must bring negative entropy into the ecosystem, and that this negative entropy is greater than the positive entropy given back to the environment by the other one-body exchanges. This role is most often played by the photo-synthesizing species.

The inherent stability of a thermodynamic stationary state implies,

$`{\displaystyle \frac{}{p_i}}\left[{\displaystyle \frac{dS}{dt}}\right]|_{}=0,`$ (18)
for all species $`i`$. The $``$ now denotes evaluation at the stationary state populations. In the following, equation (13) will be truncated at the two-body terms. The justification for this is that, for most ecosystems, higher order n-body interactions will be less probable since they require n-body localization within a limited space-time volume. The two-body truncation is in fact the norm in most ecological studies  with few exceptions . This truncation, however, is certainly not valid for ecosystems with societal species, in which higher n-body interactions play an important role. The more general dynamical equations and stability relations obtained from the complete equation (13) employing equation (18) will be discussed in a forthcoming article. Thus, taking equation (13) only to second order in the interactions, Eqn. (18) gives

$`\mathrm{\Gamma }_i+{\displaystyle \underset{j=1}{\overset{n}{}}}p_j^{}(\mathrm{\Gamma }_{ij}+\mathrm{\Gamma }_{ji})=0.`$ (19)
A simple change of variable makes these equations recognizable as equivalents of those defining the steady state populations in the ecological framework using the Lotka-Volterra equations, Eqs. (2), and conditions (3). For example, for the case of $`n=2`$, the appropriate substitutions are, $`\mathrm{\Gamma }_1b_1\sqrt{c_{21}/c_{12}}`$, $`\mathrm{\Gamma }_{12}+\mathrm{\Gamma }_{21}\sqrt{c_{12}c_{21}}`$ and $`\mathrm{\Gamma }_{11}c_{11}\sqrt{c_{21}/c_{12}}/2`$, with corresponding definitions for $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_{22}`$.

In the stationary state, assuming linear phenomenological laws (see below), the internal dissipation of entropy, $`{}_{i}{}^{}\dot{S}=d_iS/dt`$ is a minimum . In general, if $`{}_{i}{}^{}\dot{S}`$ is a function of $`n`$ populations, the condition for it to be a minimum is that the Hessian matrix,

$`h_{ij}=\left({\displaystyle \frac{_i^2\dot{S}}{p_ip_j}}\right)|_{}`$ (20)
is positive definite . As an example, for $`n=2`$ species, $`{}_{i}{}^{}\dot{S}`$ is a function of two variables, $`p_1`$ and $`p_2`$, and the following two conditions must be satisfied ;

$`{\displaystyle \frac{_i^2\dot{S}}{p_{1}^{}{}_{}{}^{2}}}|_{p_1^{}p_2^{}}>0,`$ (21)
$`{\displaystyle \frac{_i^2\dot{S}}{p_{1}^{}{}_{}{}^{2}}}{\displaystyle \frac{_i^2\dot{S}}{p_{2}^{}{}_{}{}^{2}}}|_{p_1^{}p_2^{}}\left[{\displaystyle \frac{_i^2\dot{S}}{p_1p_2}}\right]^2|_{p_1^{}p_2^{}}>0.`$ (22)
To second order in the interactions, this leads to the following conditions on the interaction parameters,

$`\mathrm{\Gamma }_{ii}>0,`$ (23)
$`4\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{22}>(\mathrm{\Gamma }_{12}+\mathrm{\Gamma }_{21})^2.`$ (24)
With the variable substitutions introduced above, these relations can be recognized as sufficient conditions for stability of the steady state populations in the ecological framework, equations (11) and (12). That these conditions for arbitrary ecosystem size $`n`$ in this thermodynamic framework are the same as those imposed on the community matrix for stability in the ecological framework can be demonstrated as follows: Consider the quadratic function

$`V=𝐱^𝐓𝚪𝐱=(𝐩𝐩^{})^𝐓𝚪(𝐩𝐩^{})`$ (25)
where $`𝚪`$ is the matrix of entropy change due to 2-body interactions $`\mathrm{\Gamma }_{ij}`$. The internal entropy production of the ecosystem at arbitrary populations $`𝐩`$, i.e. $`𝐩^𝐓𝚪𝐩`$, and that at the stationary state populations, $`𝐩_{}^{}{}_{}{}^{𝐓}𝚪𝐩^{}`$ are both positive definite by the second law of thermodynamics. Since the internal production of entropy is at a minimum in the stationary state, $`V`$ is thus also positive definite. The time derivative of $`V`$ is

$`{\displaystyle \frac{dV}{dt}}={\displaystyle \frac{d\left[(𝐩𝐩^{})^𝐓𝚪(𝐩𝐩^{})\right]}{dt}}.`$ (26)
A most general result of linear irreversible thermodynamics is that the time change of the internal production of entropy

$`{\displaystyle \frac{d𝒫}{dt}}={\displaystyle \frac{d}{dt}}\left[{\displaystyle \frac{d_iS}{dt}}\right]={\displaystyle \frac{d\left[𝐩^𝐓𝚪𝐩\right]}{dt}}`$ (27)
is negative semi-definite if the external constraints are time-independent . Since $`\frac{d\left[𝐩^𝐓𝚪𝐩\right]}{dt}`$ has its maximum value of zero at the stationary state populations $`𝐩^{}`$, it is obvious that $`\frac{dV}{dt}`$ is negative definite. We have thus found the Lyapunov function $`V`$ which establishes the local asymptotic stability of the community matrix. An ecological steady state thus has the characteristics of a thermodynamic stationary state and it is tempting to consider the former as a particular case of the latter.

These stability conditions can be shown to be somewhat more general. For example, consider the case of a system evolving from one stationary state to another . The second law of thermodynamics requires that always

$`{\displaystyle \frac{d_iS}{dt}}>0,`$ (28)
or, to second order in the interactions,

$`{\displaystyle \underset{i,j}{\overset{n}{}}}p_ip_j\mathrm{\Gamma }_{ij}>0.`$ (29)
For example, for $`n=2`$ species

$`\mathrm{\Gamma }_{11}p_1^2+(\mathrm{\Gamma }_{12}+\mathrm{\Gamma }_{21})p_1p_2+\mathrm{\Gamma }_{22}p_2^2>0.`$ (30)
Equation (30) can only always be satisfied, for whatever values of the populations, if the first of conditions (24) are met. For ecosystems in which $`(\mathrm{\Gamma }_{12}+\mathrm{\Gamma }_{21})`$ is negative, the second of conditions (24) must also be met. The second law of thermodynamics thus places restrictions on the values of the inter- and intra-specific interaction parameters in the direction of securing ecosystem stability during evolution. The association of the second law with natural selection is thus implied.

## IV Phenomenological Laws and Reciprocity Relations

The employment of the condition of minimal internal entropy production and that of the negative definiteness of the time change of the internal entropy production implicitly assumed the linearity of the phenomenological laws and the reciprocity relations of Onsager . To second order in the interactions, the total change of entropy in the ecosystem, Eqn. (13), can be written in the form,

$`{\displaystyle \frac{dS}{dt}}={\displaystyle \underset{i=1}{\overset{n}{}}}\left[p_i\mathrm{\Gamma }_i+{\displaystyle \underset{j=1}{\overset{n}{}}}p_ip_j\left({\displaystyle \frac{\mathrm{\Gamma }_{ij}+\mathrm{\Gamma }_{ji}}{2}}\right)\right].`$ (31)
In terms of generalized flows $`J`$ and forces $`X`$ ,

$`{\displaystyle \frac{d_iS}{dt}}={\displaystyle \underset{i}{}}J_iX_i.`$ (32)
The flows and forces can thus be assigned in the following manner,

$`J_i={\displaystyle \underset{j}{}}p_j\left({\displaystyle \frac{\mathrm{\Gamma }_{ij}+\mathrm{\Gamma }_{ji}}{2}}\right),X_i=p_i.`$ (33)
The generalized forces are thus the populations of the species and the flows are the total changes of entropy due to the two-body interaction of species $`i`$ with the rest of the species $`j`$. The phenomenological relations are thus of the linear form,

$`J_i={\displaystyle \underset{j}{}}L_{ij}X_j`$ (34)
where the phenomenological coefficients are,

$`L_{ii}=`$ $`\mathrm{\Gamma }_{ii}`$ (35)
$`L_{ij}=`$ $`\left({\displaystyle \frac{\mathrm{\Gamma }_{ij}+\mathrm{\Gamma }_{ji}}{2}}\right).`$ (36)
From this and equation (24), or the condition following from equation (30), it follows that,

$`L_{ij}=L_{ji},L_{ii}>0.`$ (37)
The reciprocity relations of Onsager and the positive definite nature of the proper phenomenological coefficients are thus satisfied to 2nd order in the interactions, within or out of the stationary state.

## V Discussion and Conclusions

In the work presented here, interactions between the individuals have been taken only to second order. This was justified on the basis of the smaller probability of higher n-body interactions, and was intended for simplicity and for comparing results with traditional ecological approaches based on Lotka-Volterra type equations, which, in general, are also of second order. Including higher order interactions means that the phenomenological relations will then no longer be linear, implying that the condition of minimal entropy production no longer strictly applies. However, the more general result found by Prigogine and co-workers , concerning the rate of internal entropy production, can still be used in this nonlinear regime. In a forthcoming paper it will be shown that this gives rise to wider spectrum of dynamical behavior for the populations.

In the case of changing external constraints, or, more generally, an evolving ecosystem in which the phenomenological coefficients (interaction parameters) cannot be treated as constants, again the linear theory does not apply. However, it is still valid, as has been shown here, that the universal law of positive internal entropy production places restrictions on the possible values of the interaction parameters in the direction of securing ecosystem stability.

Although we have shown in this paper that large, complex ecosystems are constrained to stability by results from non-equilibrium thermodynamics, we have not argued why such systems might be favored over smaller, less complex ones, as appears to be the case in nature. Although it is not the intention of this paper to suggest a general evolutionary criterium for ecosystems, a possible explanation, not in conflict with the proposed framework, has been presented by Swenson . Swenson argues that of all the possible paths available to a system after the removal of an external constraint, a thermodynamic system will take the path which increases the entropy of the system plus environment at the fastest rate given the remaining constraints. Large, complex ecosystems are more efficient at producing entropy than are smaller ones, and thus would be favored by nature if this theory were correct.

It is interesting that this apparent duality of ecosystems, to move towards stationary states of minimal entropy production over relatively short time scales where the external constraints can be considered constant, and towards stable systems of higher internal entropy production over longer evolutionary time scales, is mirrored within individuals. It appears that an individual advances towards a state of minimal entropy production over development from birth to death , while there is empirical evidence suggesting that there is an evolutionary trend in individuals towards higher metabolic rates (implying higher individual entropy production) .

In conclusion, non-equilibrium thermodynamics can serve as a useful framework for describing the dynamics and stability of ecosystems. In this framework, under the postulates of LIT, the stability of the community matrix is guaranteed, independent of its size, and there is thus no complexity-stability paradox. Under constant external constraints the thermodynamic system evolves naturally towards a stable stationary state. A stable stationary state, characterized by minimal internal entropy production, implies a stable community matrix if the total change of entropy of the ecosystem can be written as a many-body expansion of interactions between individuals as postulated here. The second law of thermodynamics places restrictions on the interaction parameters in the sense of maintaining community stability during the evolution of the ecosystem from one stationary state to another. This establishes a firm connection between natural selection and non-equilibrium thermodynamics and the second law of thermodynamics.

## ACKNOWLEDGMENTS

The author gratefully acknowledges useful comments on the manuscript by J.L. Torres, J.A. Heras, J.M. Nieto, and L. Garcia-Colin Scherrer. The hospitality afforded by the Instituto de Física y Matemáticas at the Universidad de Michoacana in Morelia, Mexico, and the financial support of CONACyT and DGAPA-UNAM are greatly appreciated.


text:
# Link Invariants from Classical Chern-Simons Theory

## I Introduction

Since the discovery of the relation between Quantum Field Theories and Knot Theory, there has been an important progress both from the physical and the mathematical points of view. The starting point of this interplay was the recognition of the vacuum expectation value of the Wilson Loop in the Chern-Simons theory as a polynomial invariant of knots. Soon, the perturbative study of the Wilson Loop average, using standard Feynmann rules, showed that every term in the perturbative series produces a knot invariant too.

As it was pointed out in a recent review, interesting issues coming from the physical side have their mathematical counterpart in Chern-Simons theory. For instance, gauge freedom is related with the fact that there exist different representations for knot invariants, corresponding to different gauge fixings. All of these developments have been performed within the Quantum Field Theory framework.

Recently, the author sketched a proposal to study link invariants from classical non-Abelian Chern-Simons theory, which is based on a previous work about the Abelian case. That preliminary proposal was incomplete in at least to aspects. First, the action taken as starting point was not gauge invariant. Then, the results were forced to be gauge invariant by imposing a consistence condition $`adhoc`$. Secondly, there was no $`aposteriori`$ checking of the diffeomorphism invariance of the results obtained. The purpose of this article is to elaborate further on that program, and to remedy those aspects. To this end, we consider the classical equations of motion for the non-Abelian Chern-Simons field coupled to particles carrying non abelian charge (Wong particles) , and argue that the on-shell action of this model should lead to analytical expressions for link invariants of the world lines of the particles. The action that we take is due to Balachandran $`etal`$ , and, unlike the action that we employed in reference , it is gauge invariant. In view of the non linearity of the system, which prevents us to obtain exact solutions of the equations of motion, we develop a perturbative scheme to solve them. From it we explicitly obtain the first two contributions to the on-shell action. It is found that they correspond to the Second and Third Milnor Linking Coeficients, which are the first two in a family of link invariants of increasing complexity discovered by Milnor (the Second Coeficient coincides with the Gauss Linking Number). We also provide diffeomorphism covariant expressions for the link invariants obtained. To this end, we introduce a set of differential forms associated with volumes, surfaces, paths and points in $`R^3`$. These forms are easy to manipulate and also allow for a simple geometric interpretation of the link invariants obtained.

The paper is organized as follows. In section II we present the model. In section III we discuss the method for obtaining link invariants from the solution of the classical equations of motion. Also, we consider the consistence conditions that the perturbative equations must obey in order to preserve gauge invariance. In section IV we introduce the differential forms mentioned above, and show that the link invariants obtained by our method can be cast into a manifestly diffeomorphism invariant form. Some final remarks are left for the last section.

## II Chern-Simons-Wong Theory

Our starting point will be the action

$$S=S_{CS}+S_{int},$$
(1)
where

$$S_{CS}=\mathrm{\Lambda }^1d^3xϵ^{\mu \nu \rho }Tr(A_\mu _\nu A_\rho +\frac{2}{3}A_\mu A_\nu A_\rho )$$
(2)
is the $`SU(N)`$ Chern-Simons action and

$$S_{int}=\underset{i=1}{\overset{n}{}}_{\gamma _i}𝑑\tau Tr(K_ig_i^1(\tau )D_\tau g_i(\tau ))$$
(3)
corresponds to the interaction, through the Chern-Simons field, between $`n`$ particles of Wong, which are classical particles carrying non-abelian charge. We take $`Tr(T^aT^b)=\frac{1}{2}\delta ^{ab}`$ and $`T^aT^b=f^{abc}T^c`$ for the $`N^21`$ generators $`T^a`$ of the $`SU(N)`$ algebra. We shall use the notation $`A_\mu =A_\mu ^aT^a`$ , $`A_i(\tau )=A_\mu (z_i(\tau ))\dot{z}_i^\mu (\tau )`$. In eq. (3), the curve $`\gamma _i`$ represents the world line of the $`ith`$ particle. The $`SU(N)`$ matrix $`g_i(\tau )`$ is a dynamical variable, from which one can construct the chromo-electric charge $`I_i(\tau )`$ as

$`I_i(\tau )`$ $``$ $`g_i(\tau )K_ig_i^1(\tau )`$ (4)
$`=`$ $`I_i^a(\tau )T^a,`$ (5)
where $`K_iK_i^aT^a`$ is a constant element of the algebra, which, as we shall see, is related to the initial value of the chromo-electric charge $`I_i(\tau )`$. In eq. (3) also appears the covariant derivative of $`g_i(\tau )`$ along the world line of the $`ith`$ particle

$$D_\tau g_i(\tau )=\dot{g}_i(\tau )+A_i(\tau )g_i(\tau ).$$
(6)
The dynamical variables are the gauge potentials $`A_\mu ^a`$ and the matrices $`g_i(\tau )`$ associated with the internal degrees of freedom of the Wong particles. One could also add to the action the usual contribution of the free particles

$$S_{particles}=𝑑\tau \underset{i}{}\sqrt{\dot{z}_i^\mu (\tau )^2},$$
(7)
and consider the trajectories $`z_i^\mu (\tau )`$ as dynamical objects too. However, this is not convenient for our purposes, since we want to take the curves $`\gamma _i`$ as external objects whose linking properties are going to be studied. More precisely, we shall seek for link invariants related to closed curves in $`R^3`$. We shall take these curves just as the world lines of the Wong particles, which will follow externally prescribed trajectories. Furthermore, observe that in absence of the term given by eq.(7), the action that we take is topological, and this property is necessary in our program. It should be noticed that the relation of these particles with physically propagating ones is only formal, because, since we are interested in knotting properties of curves, we shall take the particles world lines as closed curves in Euclidean three space.

The Chern-Simons action is invariant under gauge transformations connected with the identity

$$A_\mu A_\mu ^\mathrm{\Omega }=\mathrm{\Omega }^1A_\mu \mathrm{\Omega }+\mathrm{\Omega }^1_\mu \mathrm{\Omega }.$$
(8)
On the other hand, the action $`S_{int}`$ is also gauge invariant provided that

$$K_i^\mathrm{\Omega }=K_i,$$
(9)
$$g_i^\mathrm{\Omega }=\mathrm{\Omega }^1g_i,$$
(10)
which in turn implies

$$(D_\tau g_i)^\mathrm{\Omega }=\mathrm{\Omega }^1D_\tau g_i,$$
(11)
as corresponds to a covariant derivative. In view of the above equations, the non-Abelian charge transforms gauge-covariantly in the adjoint representation

$$I_i^\mathrm{\Omega }=\mathrm{\Omega }^1I_i\mathrm{\Omega }.$$
(12)
Varying the action (1) with respect to $`A_\mu `$ we obtain the field equation

$$ϵ^{\mu \nu \rho }F_{\nu \rho }=\mathrm{\Lambda }J^\mu ,$$
(13)
where the current is given by

$$J^\mu (x)=\underset{i=1}{\overset{n}{}}_{\gamma _i}𝑑\tau \dot{z}_i^\mu (\tau )I_i(\tau )\delta ^3(xz_i(\tau )),$$
(14)
and the field strength is $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +[A_\mu ,A_\nu ]`$. On the other hand, to vary the action with respect to the $`SU(N)`$ elements $`g(\tau )`$, one must isolate the independent degrees of freedom. This can be accomplished by parametrizing the group elements as

$$g((\xi (\tau ))=\mathrm{exp}(\xi ^a(\tau )T^a),$$
(15)
and then varying the action with respect to the $`N^21`$ (for each particle) independent variables $`\xi ^a`$ . The resulting Euler-Lagrange equations

$$\frac{L}{\xi _i^a(\tau )}\frac{d}{d\tau }\left(\frac{L}{\dot{\xi }_i^a(\tau )}\right)=0,$$
(16)
where

$$L\underset{i}{}Tr(K_ig_i^1(\tau )D_\tau g_i(\tau )),$$
(17)
can be seen to be equivalent to gauge-covariant conservation of the non-Abelian charge of each particle along its world line

$$D_\tau I_i=\dot{I}_i+[A_i,I_i]=0.$$
(18)
The solution of this equation can be written as

$$I_i(\tau )=U_i(\tau )I_i(0)U_i^1(\tau ),$$
(19)
where $`U_i(\tau )`$ is the time ordered exponential of the gauge potential along the world line $`\gamma _i`$

$$U_i(\tau )=Texp(_0^\tau A_i(\tau ^{})𝑑\tau ^{}).$$
(20)
It can be seen that equation (18), on the other hand, is necessary to fulfill the consistence condition that rises by taking the covariant derivative on both sides of equation (13). Summarizing, we have that the Chern-Simons-Wong model described by the action (1) is self-consistent, gauge-invariant and, if the world lines of the particles are externally given, also topological, in the sense that it is metric-independent.

## III Link Invariants

Let us suppose that we are able to solve the non linear equations of motion (13) under suitable boundary conditions, obtaining the gauge fields as functionals of the curves $`\gamma _i`$. Then, the on-shell action will be expressed in terms of these curves. But, since the action $`S`$ is a metric-independent scalar function, the same will hold for the on-shell action $`S_{os}`$. Therefore, $`S_{os}`$ has to be a metric-independent functional of curves, i.e., a link invariant. This should be compared with what occurs in the quantum evaluation of the vacuum expectation value of the Wilson Loop $`W(C)`$. There, the CS potential is integrated out, hence, $`<W(C)>`$ only depends on the curve $`C`$ . Again, the metric independence of both the CS action and the Wilson Loop leads to conclude that the result must be a knot (or link) invariant.

Since we do not know how to solve the equation (13) exactly, we shall develop a perturbative solution. As it will be seen, this procedure leads to obtain the action on-shell as a power series in $`\mathrm{\Lambda }`$

$$S_{os}([\gamma _i],\mathrm{\Lambda })=\underset{p=0}{\overset{\mathrm{}}{}}\mathrm{\Lambda }^pS^{(p)}[\gamma _i].$$
(21)
where $`S^{(p)}[\gamma _i]`$, the $`pth`$ coefficient in the expansion, carries the dependence on the curves $`\gamma _i`$. Now, if $`S_{os}([\gamma _i],\mathrm{\Lambda })`$ is a link invariant, so must be their derivatives with respect to $`\mathrm{\Lambda }`$. Hence, the coefficients $`S^{(p)}[\gamma _i]`$ should be link invariants too. A useful consequence of this simple argument, which is also valid for the perturbative series of $`<W(C)>`$ in the quantum case, is that one does not need to get the whole power series in order to obtain link invariants. In this paper we shall study the first two invariants that this method provide.

From equations (5) and (19) we have

$$I_i(\tau )=U_i(\tau )g_i(0)K_ig_i^1(0)U_i^1(\tau ).$$
(22)
Hence, we can take $`g_i(\tau )=U_i(\tau )g_i(0)`$, which implies

$$D_\tau g_i(\tau )=0,$$
(23)
and then

$$S_{os}^{interaction}=0.$$
(24)
Thus, it remains to consider $`S_{os}^{CS}`$. To proceed further, we find it convenient to rewrite the equation of motion (18) for the non-Abelian charge as

$$\frac{dI_i^a(\tau )}{d\tau }+\mathrm{\Lambda }R_i^{ac}(\tau )I_i^c(\tau )=0,$$
(25)
where we have defined

$`R_i^{ac}(\tau )`$ $``$ $`R_{i\mu }^{ac}(z_i(\tau ))\dot{z}_i^\mu (\tau )`$ (26)
$``$ $`f^{abc}B_{i\mu }^b(\tau )\dot{z}_i^\mu (\tau ),`$ (27)
with

$$B_\mu =\mathrm{\Lambda }^1A_\mu .$$
(28)
Solving equation (25) we get

$$I_i^a(\tau )=\left\{Texp\left(\mathrm{\Lambda }^1_0^\tau 𝑑\tau ^{}R_i(\tau ^{})\right)\right\}^{ab}I_i^b(0),$$
(29)
which is another form of writing the result given by eqs. (19) and (20). Introducing (29) in the equation of motion (13), and expanding the time ordered exponential we arrive to the expression

$`2ϵ^{\mu \nu \rho }_\nu B_\rho ^a(x)`$ $`=`$ $`\mathrm{\Lambda }ϵ^{\mu \nu \rho }f^{abc}B_\nu ^b(x)B_\rho ^c(x)+{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu \delta ^3(xz)I_i^a(0)`$ (35)
$`\mathrm{\Lambda }{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu {\displaystyle _0^z}𝑑z_1^{\mu _1}R_{\mu _1}^{aa_1}(z_1)\delta ^3(xz)I_i^{a_1}(0)`$
$`+\mathrm{\Lambda }^2{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu {\displaystyle _0^z}𝑑z_1^{\mu _1}{\displaystyle _0^{z_1}}𝑑z_2^{\mu _2}R_{\mu _1}^{aa_1}(z_1)R_{\mu _2}^{a_1a_2}(z_2)\delta ^3(xz)I_i^{a_2}(0)`$
$`\mathrm{}`$
$`+(\mathrm{\Lambda })^p{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu {\displaystyle _0^z}𝑑z_1^{\mu _1}\mathrm{}{\displaystyle _0^{z_{p1}}}𝑑z_p^{\mu _p}R_{\mu _1}^{aa_1}(z_1)\mathrm{}R_{\mu _p}^{a_{p1}a_p}(z_p)\delta ^3(xz)I_i^{a_p}(0)`$
$`\mathrm{}`$
In this equation, we substitute $`B_\rho ^a`$ by the power series

$$B_\rho ^a=\underset{p=0}{\overset{\mathrm{}}{}}\mathrm{\Lambda }^pB_{}^{(p)}{}_{\rho }{}^{a},$$
(36)
which allows us to write the equation that the $`pth`$ contribution $`B_{}^{(p)}{}_{\rho }{}^{a}`$ to the potential obeys, in the form

$`2ϵ^{\mu \nu \rho }_\nu B_{}^{(p)}{}_{\rho }{}^{a}(x)`$ $`=`$ $`ϵ^{\mu \nu \rho }f^{abc}{\displaystyle \underset{r,s=0}{\overset{r+s=p1}{}}}B_{}^{(r)}{}_{\nu }{}^{b}(x)B_{}^{(s)}{}_{\rho }{}^{c}(x)+{\displaystyle \underset{r=1}{\overset{p}{}}}(1)^r{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu {\displaystyle _0^z}𝑑z_1^{\mu _1}\mathrm{}`$ (37)
$`\mathrm{}{\displaystyle _0^{z_{r1}}}`$ $`dz_r^{\mu _r}{\displaystyle \underset{s_1,\mathrm{},s_r=o}{\overset{s_1+\mathrm{}+s_r=pr}{}}}R_{}^{(s_1)}{}_{\mu _1}{}^{aa_1}(z_1)R_{}^{(s_2)}{}_{\mu _2}{}^{a_1a_2}(z_2)\mathrm{}R_{}^{(s_r)}{}_{\mu _r}{}^{a_{r1}a_r}(z_r)\delta ^3(xz)I_i^{a_r}(0).`$ (38)
This equation holds for $`p>0`$. For $`p=0`$ one has, instead

$`2ϵ^{\mu \nu \rho }_\nu B_{}^{(0)}{}_{\rho }{}^{a}(x)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu \delta ^3(xz)I_i^a(0).`$ (40)
Despite its complicate appearance, equation (LABEL:ecuap) has two nice features. Firstly, its right hand side involves $`B^{(q)}`$, with $`q<p`$, hence, one can look for a recursive solution. Secondly, the structure of eq.(LABEL:ecuap) is the same as that of the $`0th`$ order equation (40): it is just like the Ampere‘s Law, whose solution is given by the Biot-Savart Law

$`B_{}^{(p)}{}_{\alpha }{}^{a}(x)={\displaystyle \frac{1}{4\pi }}{\displaystyle 𝑑y^3ϵ_{\alpha \beta \gamma }J^{(p)\beta a}(y)\frac{(xy)^\gamma }{|xy|^3}}+_\alpha f^a(x),`$ (41)
where $`J^{(p)\beta a}(y)`$ represents the r.h.s. of eq. (LABEL:ecuap) (or (40)) divided by 2, with $`f^a(x)`$ being an arbitrary function that takes into account the undeterminacy of the longitudinal part of $`B_{}^{(p)}{}_{\alpha }{}^{a}(x)`$.

Once the equations of motion are solved perturbativelly, one must consider the action on-shell, which may be written down as a power series too

$`S_{os}`$ $`=`$ $`S_{os}^{CS}`$ (42)
$`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }}{2}}{\displaystyle d^3xϵ^{\mu \nu \rho }(B_\mu ^a_\nu B_\rho ^a+\frac{\mathrm{\Lambda }}{3}f^{abc}B_\mu ^aB_\nu ^bB_\rho ^c)}|_{onshell}`$ (43)
$`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }}{2}}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}S^{(p)}\mathrm{\Lambda }^p,`$ (44)
with

$`S^{(p)}`$ $`=`$ $`{\displaystyle d^3xϵ^{\mu \nu \rho }\left(\underset{r,s}{\overset{r+s=p}{}}(B_{}^{(r)}{}_{\mu }{}^{a}_\nu B_{}^{(s)}{}_{\mu }{}^{a})+\frac{1}{3}f^{abc}\underset{r,s,q}{\overset{r+s+q=p1}{}}(B_{}^{(r)}{}_{\mu }{}^{a}B_{}^{(s)}{}_{\nu }{}^{b}B_{}^{(q)}{}_{\rho }{}^{c})\right)},`$ (45)
as can be verified after some algebra. From equations (LABEL:ecuap)-(45) we can obtain with a moderate effort the first two contributions to $`S_{os}`$. Firstly, we use eq.(41) to write the solution of eq.(40) as

$$B_{}^{(0)}{}_{\alpha }{}^{a}(x)=\underset{i=1}{\overset{n}{}}D_{i\alpha }(x)I_i^a(0),$$
(46)
where we have defined

$$D_{i\alpha }(x)\frac{1}{4\pi }_{\gamma _i}𝑑z^\gamma \frac{(xz)^\beta }{|xz|^3}ϵ_{\alpha \beta \gamma }.$$
(47)
In the expression for $`B_{}^{(0)}{}_{\alpha }{}^{a}`$ we have omitted the gradient $`_\alpha f^a`$, which does not contribute to the first two terms of $`S_{os}`$, as we shall see later. The $`0th`$ order contribution to $`S_{os}`$ is then given by

$`S^{(0)}`$ $`=`$ $`{\displaystyle d^3xϵ^{\mu \nu \rho }B_{}^{(0)}{}_{\mu }{}^{a}_\nu B_{}^{(0)}{}_{\rho }{}^{a}}`$ (48)
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i,j}{}}I_i^a(0)I_j^a(0)L(i,j),`$ (49)
where

$$L(i,j)\frac{1}{4\pi }_{\gamma _i}𝑑z^\mu _{\gamma _j}𝑑y^\rho \frac{(zy)^\beta }{|zy|^3}ϵ_{\mu \nu \rho },$$
(50)
is the Gauss Linking Number (GLN) of $`\gamma _i`$ and $`\gamma _j`$. It should be said that this expression is not well defined when $`i=j`$, although it can be converted into a meaningful expression by applying certain regularization procedure, even in this case. From eq.(49) it is evident that the gradient $`_\alpha f^a`$ does not contribute up to this order. Also, we see that the first line in eq.(49) is just the Abelian CS action, and the second one is precisely the action OS obtained for the Abelian CS action coupled to external particles that carry Abelian charges.

Regarding the first order contribution to the action OS, one finds, from the general results discussed above, the following expression

$$S^{(1)}=d^3xϵ^{\mu \nu \rho }\left(2B_{}^{(0)}{}_{\mu }{}^{a}_\nu B_{}^{(1)}{}_{\rho }{}^{a}+\frac{1}{3}f^{abc}(B_{}^{(0)}{}_{\mu }{}^{a}B_{}^{(0)}{}_{\nu }{}^{b}B_{}^{(0)}{}_{\rho }{}^{c})\right).$$
(51)
Observe that $`B_{}^{(1)}{}_{\rho }{}^{a}`$ enters in this expression (see the first term) just through its rotational, which is given by eq. (LABEL:ecuap) as

$`ϵ^{\mu \nu \rho }_\nu B_{}^{(1)}{}_{\rho }{}^{a}(x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ^{\mu \nu \rho }f^{abc}B_{}^{(0)}{}_{\nu }{}^{b}(x)B_{}^{(0)}{}_{\rho }{}^{c}(x)`$ (52)
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\gamma _i}}𝑑z^\mu {\displaystyle _0^z}𝑑z_1^{\mu _1}R_{}^{(0)}{}_{\mu _1}{}^{aa_1}(z_1)\delta ^3(xz)I_i^{a_1}(0).`$ (53)
Then, up to this order, we do not have to solve the equation for $`B_{}^{(1)}{}_{\rho }{}^{a}`$ . Putting all together, we finally find

$`S^{(1)}={\displaystyle \frac{1}{4}}{\displaystyle \underset{i,j,k}{}}f^{abc}I_i^a(0)I_j^b(0)I_k^c(0)\{{\displaystyle \frac{1}{3}}{\displaystyle }d^3xϵ^{\mu \nu \rho }D_{i\mu }(x)D_{j\nu }(x)D_{k\rho }(x)+`$ (54)
$`+{\displaystyle _{\gamma _i}}dz^\mu {\displaystyle _0^z}dy^\nu D_{j\mu }(z)D_{k\nu }(y)\}.`$ (55)
This expression vanishes when the isovectors $`I_i^a(0)`$, $`I_j^b(0)`$, and $`I_k^c(0)`$ are linearly dependent. To interpret our results, we shall consider the simplest (non-trivial) case: let us assume that there are just three particles of Wong, carrying independent isovectors at $`\tau =0`$. Furthermore, let us also take $`SU(2)`$ as gauge group, and set $`I_i^a(0)=\delta _i^a`$. Under these assumptions, $`S^{(1)}`$ can be writen as

$`S^{(1)}(1,2,3)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^3xϵ^{\mu \nu \rho }D_{1\mu }(x)D_{2\nu }(x)D_{3\rho }(x)}`$ (59)
$`{\displaystyle \frac{1}{2}}{\displaystyle }d^3x{\displaystyle }d^3y\{T_1^{[\mu x,\nu y]}D_{2\mu }(x)D_{3\nu }(y)+`$
$`+T_2^{[\mu x,\nu y]}D_{3\mu }(z)D_{1\nu }(y)+`$
$`+T_3^{[\mu x,\nu y]}D_{1\mu }(z)D_{2\nu }(y)\},`$
where we have introduced the bilocal tensor density associated with the curve $`\gamma _i`$

$$T_{\gamma _i}^{\mu x,\nu y}_{\gamma _i}𝑑z^\mu _0^z𝑑z^\nu \delta ^3(xz)\delta ^3(yz^{}).$$
(60)
Observe that it is the antisymmetric part (in $`\mu x,\nu y`$) of this object which enters in the expression for $`S^{(1)}(1,2,3)`$. Also, $`S^{(1)}(1,2,3)`$ is antisymmetric under interchanges of the curves 1,2,3.

Expression (59) is, up to a factor, The Third Milnor Linking Coefficient (TMLC). We recognized it from reference, where this link invariant appears as a contribution to the vacuum expectation value of the product of Wilson Loops, in the context of perturbative Quantum non-Abelian CS theory. The TMLC is a highly non-trivial link invariant associated with three non-intersecting closed curves. It is defined whenever the three curves do not link each other in the Gauss sense, i.e.

$$L(i,j)0,i,j,ij.$$
(61)
In fact, the TMLC follows the Gauss Linking Number (which is then the Second MLC) in an infinite sequence of link invariants discovered by Milnor, the so called Higher Order Linking Coefficients $`K_n`$. The $`nth`$ coefficient makes sense only if $`K_p=0`$, for $`p<n`$.

It is interesting to see how condition (61) arises in our scheme. First, observe that the $`0th`$ order equation of motion eq.(40) is trivially integrable, since its r.h.s. has vanishing divergence. For the next order, (see eq.(53)) the corresponding integrability condition (which again is obtained by taking the divergence on both sides) is found to be

$$\underset{i,j}{}f^{abc}I_i^b(0)I_j^c(0)\delta ^3(xz_i(0))_{\gamma _i}𝑑z^\mu D_{j\mu }(z)=0.$$
(62)
Under the simplifications that lead to eq. (59) (three loops, $`N=2`$, and $`I_i^a(0)=\delta _i^a`$), eq. (62) may be written as

$$\left(\delta ^3(xz_i(0))\delta ^3(xz_j(0))\right)L(i,j)=0,$$
(63)
for any pair $`i,j`$, with $`ij`$. If the curves do not intersect each other, this equation just tells us that $`L(i,j)=0`$, as expected. Thus, we obtain that the consistence condition under which the first order action OS is meaningful, is precisely the existence condition for the TMLC.

## IV General Covariance of the TMLC and consistence conditions

Expression (59) is not manifestly invariant under diffeomorphisms, since the kernel $`\frac{(xy)^\mu }{|xy|^3}`$ that enters in the definition of $`D_{i\mu }(x)`$ does not transforms covariantly under general coordinate changes. The same observation applies to expression (61) for the GLN. It could be said that to solve the metric-independent equations of motion one has introduced a particular metric, the Euclidean one, that breaks the general covariance of the action OS. This can be better understood by analogy with gauge theories, where it is frequent to deal with non manifestly gauge-invariant expressions for gauge-invariant quantities, once the gauge has been fixed. In view of this it will be interesting to have generally covariant expressions for our link invariants, that allow us both to see explicitly that they are metric independent, and to dispose of an appealing interpretation of their geometrical meaning.

With this goal in mind, we find it useful to define the following sequence of differential forms. To a volume $`V`$ of $`R^3`$, we can associate the $`0`$ form

$$f(y,V)_Vd^3x\delta ^3(xy),$$
(64)
with support in $`V`$. Under a general coordinate transformation, the Jacobian that rises from the volume element compensates the inverse of the Jacobian produced by the Dirac’s delta function. Hence, $`f(y,V)`$ transforms covariantly under diffeomorphisms. As we shall see, this is a common feature of all the forms we are going to build up from $`f(y,V)`$. Also, it is worth observing that these forms are metric-independent. Taking the opposite of the exterior derivative of $`f(y,V)`$ we define the $`1`$ form

$`g_\mu (y,V)`$ $``$ $`{\displaystyle \frac{}{y^\mu }}f(y,V)`$ (65)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _V}𝑑\mathrm{\Sigma }^{\nu \rho }(x)ϵ_{\mu \nu \rho }\delta ^3(xy),`$ (66)
where $`V`$ is the boundary of $`V`$ and we have used Stokes Theorem to produce the second line in the r.h.s. of this equation. The $`1`$ form $`g(y,V)=df(y,V)`$ is also metric-independent and generally-covariant. Expression (66) also serves to define a $`1`$ form $`g_\mu (y,\mathrm{\Sigma })`$ for arbitrary (i.e., not necessarily closed) surfaces $`\mathrm{\Sigma }`$

$`g_\mu (y,\mathrm{\Sigma })`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _\mathrm{\Sigma }}𝑑\mathrm{\Sigma }^{\nu \rho }(x)ϵ_{\mu \nu \rho }\delta ^3(xy),`$ (67)
that enjoys the same transformation properties of $`g_\mu (y,V)`$. Taking the exterior derivative of this object we obtain in turn

$`h_{\mu \nu }(y,\mathrm{\Sigma })`$ $``$ $`2_{[\mu }g_{\nu ]}(y,\mathrm{\Sigma })`$ (68)
$`=`$ $`ϵ_{\mu \nu \rho }{\displaystyle _\mathrm{\Sigma }}𝑑x^\rho \delta ^3(xy),`$ (69)
where we have employed Stokes Theorem again. The $`2`$ form $`h(y,\mathrm{\Sigma })=dg(y,\mathrm{\Sigma })`$ can also be extended to open curves $`\gamma `$. In that case,

$`h_{\mu \nu }(y,\gamma )`$ $``$ $`ϵ_{\mu \nu \rho }{\displaystyle _\gamma }𝑑x^\rho \delta ^3(xy).`$ (70)
From $`h`$ we can define the vector density

$$T_\gamma ^{\mu y}\frac{1}{2}ϵ^{\mu \nu \rho }h_{\nu \rho }(y,\gamma )=_\gamma 𝑑x^\mu \delta ^3(xy),$$
(71)
that precedes to the bilocal density $`T_\gamma ^{\mu x,\nu y}`$ defined in eq. (60) in an infinite list of ”loop coordinates” with well studied properties. For our purposes, it suffices to notice that both objects are metric-independent densities, and that $`T_\gamma ^{\mu x,\nu y}`$ obeys the ”differential constraint”

$`{\displaystyle \frac{}{x^\mu }}T_\gamma ^{\mu x,\nu y}`$ $`=`$ $`\left(\delta ^3(xx_0)+\delta ^3(xy)\right)T_\gamma ^{\nu y}`$ (72)
$`{\displaystyle \frac{}{y^\nu }}T_\gamma ^{\mu x,\nu y}`$ $`=`$ $`\left(\delta ^3(yx_0)\delta ^3(yx)\right)T_\gamma ^{\mu x},`$ (73)
and the ”algebraic constraint”

$$T_\gamma ^{(\mu x,\nu y)}\frac{1}{2}\left(T_\gamma ^{\mu x,\nu y}+T_\gamma ^{\nu y,\mu x}\right)=T_\gamma ^{\mu x}T_\gamma ^{\nu y}.$$
(74)
To close the sequence, we take the opposite of the exterior derivative of the $`2`$ form $`h_{\mu \nu }(y,\gamma )`$, which defines then a $`3`$ form with support on the boundary $`\gamma `$ as

$`i_{\mu \nu \rho }(y,\gamma )`$ $``$ $`3_{[\mu }h_{\nu \rho ]}(y,\gamma )`$ (75)
$`=`$ $`ϵ_{\mu \nu \rho }\left(\delta ^3(yx_f)\delta ^3(yx_0)\right),`$ (76)
with $`x_f`$ and $`x_0`$ being the starting and ending points of $`\gamma `$. Finally, observe that, as in the previous cases, the $`3`$ form $`i(y,\gamma )=dg(y,\gamma )`$ may also be trivially extended to the case of ”open $`0`$ spheres”, i.e., single points

$`i_{\mu \nu \rho }(y,x)`$ $``$ $`ϵ_{\mu \nu \rho }\delta ^3(yx).`$ (77)
Now, let us consider the quantity

$`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ $`=`$ $`{\displaystyle d^3xϵ^{\mu \nu \rho }g_{1\mu }(x)g_{2\nu }(x)g_{3\rho }(x)}+`$ (81)
$`+{\displaystyle }d^3x{\displaystyle }d^3y\{T_1^{[\mu x,\nu y]}g_{2\mu }(x)g_{3\nu }(y)+`$
$`+T_2^{[\mu x,\nu y]}g_{3\mu }(x)g_{1\nu }(y)+`$
$`+T_3^{[\mu x,\nu y]}g_{1\mu }(x)g_{2\nu }(y)\},`$
with $`\mathrm{\Sigma }_1`$, $`\mathrm{\Sigma }_2`$ and $`\mathrm{\Sigma }_3`$ being arbitrary surfaces. $`g_{i\mu }(x)`$ is just a shorthand for $`g_\mu (x,\mathrm{\Sigma }_i)`$. Also, by $`T_i^{[\mu x,\nu y]}`$ we mean the (antisymmetrized) bilocal density defined before, evaluated at the boundary $`\mathrm{\Sigma }_i`$ of $`\mathrm{\Sigma }_i`$. Due to the metric independence and general covariance of the ingredients of expression (81), it is immediate to see that each one of its terms is a topological invariant of the surfaces $`\mathrm{\Sigma }_i`$. The first term measures how many times the three surfaces intersect at a common point. The second term counts the oriented number of times that the boundary $`\mathrm{\Sigma }_1`$ crosses first the surface $`\mathrm{\Sigma }_2`$ and then $`\mathrm{\Sigma }_3`$. The remaining terms have a similar interpretation. Clearly, every one of these quantities is invariant under continuous deformations of $`R^3`$. What it is by no means trivial is to see whether or not they are link rather than surfaces invariants. To study this point, let us compute how $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ changes when $`\mathrm{\Sigma }_1`$ is replaced by another surface $`\mathrm{\Sigma }_1^{}`$, such that both surfaces share the same boundary: $`\mathrm{\Sigma }_1`$ = $`\mathrm{\Sigma }_1^{}`$. One has

$`\mathrm{\Delta }I_1`$ $``$ $`I(\mathrm{\Sigma }_1^{},\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ (82)
$`=`$ $`{\displaystyle d^3xϵ^{\mu \nu \rho }\mathrm{\Delta }g_{1\mu }(x)g_{2\nu }(x)g_{3\rho }(x)}+`$ (85)
$`+{\displaystyle }d^3x{\displaystyle }d^3y\{T_2^{[\mu x,\nu y]}g_{3\mu }(x)\mathrm{\Delta }g_{1\nu }(y)+`$
$`+T_3^{[\mu x,\nu y]}\mathrm{\Delta }g_{1\mu }(x)g_{2\nu }(y)\},`$
where

$$\mathrm{\Delta }g_{1\mu }g_{1\mu }(\mathrm{\Sigma }_1^{})g_{1\mu }(\mathrm{\Sigma }_1)=g_{1\mu }(V),$$
(86)
$`V`$ being the volume enclosed by the surface that results of the composition of $`\mathrm{\Sigma }_1^{}`$ with the opposite of $`\mathrm{\Sigma }_1`$: $`V\mathrm{\Sigma }_1^{}\mathrm{\Sigma }_1`$. Now, eq.(66) tells us that $`g(V)=df(V)`$ . Then we can write, after integrating by parts, the second term of the second equality in eq. (85) as

$`{\displaystyle d^3xd^3y\frac{}{y^\nu }\left(T_2^{[\mu x,\nu y]}\right)g_{3\mu }(x)f_1(y)}`$ $`=`$ $`f_1(x_0^{(2)}){\displaystyle d^3xT_2^{\mu x}g_{3\mu }(x)}`$ (88)
$`{\displaystyle d^3xf_1(x)T_2^{\mu x}g_{3\mu }(x)}.`$
In writing this equation, we have also employed the differential constraints eq.(73) obeyed by $`T^{[\mu x,\nu y]}`$. In a similar form, the last term of eq. (85) may written as

$`{\displaystyle d^3xd^3y\frac{}{x^\mu }\left(T_3^{[\mu x,\nu y]}\right)g_{2\nu }(y)f_1(x)}`$ $`=`$ $`f_1(x_0^{(3)}){\displaystyle d^3xT_3^{\mu x}g_{2\mu }(x)}+`$ (90)
$`+{\displaystyle d^3xf_1(x)T_3^{\mu x}g_{2\mu }(x)}.`$
Expressions (88) and (90) are related, since in view of the definitions of $`h_{\mu \nu }`$ and $`T^\mu `$ one has

$`{\displaystyle d^3xf_1(x)T_3^{\mu x}g_{2\mu }(x)}`$ $`=`$ $`{\displaystyle d^3xf_1(x)ϵ^{\mu \nu \rho }_\nu g_{3\rho }(x)g_{2\mu }(x)}`$ (91)
$`=`$ $`{\displaystyle d^3x\left[ϵ^{\mu \nu \rho }\mathrm{\Delta }g_{1\mu }(x)g_{2\nu }(x)g_{3\rho }(x)+d^3xf_1(x)T_2^{\mu x}g_{3\mu }(x)\right]}.`$ (92)
Then, substituting eqs. (88) and (90) into (85), and using the identity (92) we finally get

$$\mathrm{\Delta }_1I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)=\left(f_1(x_0^{(2)})f_1(x_0^{(3)})\right)L(\mathrm{\Sigma }_2,\mathrm{\Sigma }_3),$$
(93)
where we have also employed that the GLN $`L(\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ is equal to the ”crossing number” of $`\mathrm{\Sigma }_2`$ with $`\mathrm{\Sigma }_3`$, and that it is symmetric under exchange of $`\mathrm{\Sigma }_2`$ with $`\mathrm{\Sigma }_3`$

$`L(\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)={\displaystyle d^3xT_2^{\mu x}g_{3\mu }(x)}={\displaystyle d^3xT_3^{\mu x}g_{2\mu }(x)}.`$ (94)
Hence, from eq. (93) we find that $`\mathrm{\Delta }_1I`$ vanishes provided that the curves 2 and 3 do not intersect and have vanishing GLN. These arguments can be obviously repeated to calculate the dependence of $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ on the surfaces $`\mathrm{\Sigma }_2`$ and $`\mathrm{\Sigma }_3`$, with similar conclusions. The result is then that $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ is a link invariant of the curves that bound the surfaces $`\mathrm{\Sigma }_i`$ (besides being a ”surfaces-invariant” quantity) provided that these curves does not cross each other and have vanishing GLN.

This result, together with the appearance of $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ leads us naturally to ask which is the relation, if any, between this quantity and the first order contribution to $`S_{os}`$ (eq.(59)) obtained in the previous section. To seek for the precise relation between these quantities, let us observe that the key for establishing the independence of $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ of the surfaces, was the fact that it does not vary when the $`g_\mu (\mathrm{\Sigma })\mathrm{`}s`$ change by additive gradients $`_\mu \mathrm{\Lambda }`$ (provided the GLN’s of the boundaries $`\mathrm{\Sigma }\mathrm{`}s`$ vanish). But a direct calculation shows that

$$_\mu D_{i\nu }(x)_\nu D_{i\mu }(x)=_\mu g_{i\nu }(x)_\nu g_{i\mu }(x),$$
(95)
thus, $`D_{i\nu }`$ and $`g_\mu `$ just differ by a gradient and one may replace the latter by the former in expression (81). Hence, one has

$$S^1(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)=\frac{1}{2}I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)+\mathrm{\Delta },$$
(96)
where $`\mathrm{\Delta }`$ is a function of the surfaces that vanishes when the GLN are equal to zero. This equation provides the relation we were looking for. In passing, we see that by the same argument it is allowed to neglect the gradient $`_\alpha f^a`$ that comes from the ”Biot-Savart” solution also to compute the first order contribution to $`S_{os}`$.

The result we have obtained in this section could be summarized as follows. It is possible to provide two equivalent analytical expressions for the TMLC of a set of three curves. One of them is not manifestly invariant under diffeomorphisms and is given explicitly by $`2S^1(1,2,3)`$. In turn, the other one, given by $`I(\mathrm{\Sigma }_1,\mathrm{\Sigma }_2,\mathrm{\Sigma }_3)`$ is manifestly invariant under diffeomorphisms, but it is not explicitly ”link-dependent”; instead, it is ”surface-dependent”. Both expression are related through a geometric mechanism: changing from the ”link” to the ”surfaces” presentation, amounts to performing an ”Abelian gauge transformation” under which the TMLC is invariant.

## V Discussion

We have presented a method for obtaining link invariants through the study of the classical equations of motion of non-Abelian Chern-Simons theory coupled to linked sources. The method relies on the fact that the classical action that we take should retain its topological character when it is calculated on-shell. Furthermore, a simple argument allows to see that this is true even perturbativelly. We have studied the first two invariants that the method provides. While the first one is rather trivial (in the sense that it appears in almost all the discussions about link invariants and Chern-Simons theory), the second one is highly non-trivial, and corresponds to the Third Milnor Linking Coefficient . This invariant is useful, for instance, to characterize the entanglement properties of the Borromean Rings , which constitute a non-trivial three-component link that has vanishing Gauss Linking Number between any pair of its components.

We have also introduced a geometrical setting that allows us to write down the TMLN in a manifestly diffeomorphism invariant form, although in this presentation this object looks like a ”surfaces” rather than a ”link” invariant. The surfaces appearing in this presentation are such that their boundaries are the components of the link (they are Seifert Surfaces, in knot-theoretical parlance). This fact, instead of being an inconvenience, is welcomed: it allows to interpret the TMLC as a particular combination of intersection numbers between the surfaces and their boundaries. It is interesting to point out that there is a recent work  devoted to the interpretation of the TMLC, with which our results should be compared.

The explicit choice of a particular set of Seifert Surfaces in the expression for the TMLC is seen to be related with a kind of Abelian Gauge Symmetry: the surfaces enter in that expression through certain $`1`$forms. Changing a Seifert Surface by another one, amounts to shifting its associated $`1`$form by a gradient, and this transformation is seen to leave the ”surface-dependent” expression unchanged; thus, one obtains that the dependence in the surfaces is realized only through their boundaries, as corresponds to a link-invariant.

This work was supported by *Consejo de Desarrollo Científico y Humanístico*, Universidad Central de Venezuela, Caracas, VENEZUELA.