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# Leading-twist Single-transverse-spin asymmetries: Drell-Yan and Deep-Inelastic Scattering

## 1 Introduction

Recently, Brodsky, Hwang and Schmidt  (BHS) have demonstrated the existence of a new leading-twist mechanism for a single-spin asymmetry in semi-inclusive deep-inelastic scattering (SIDIS). This is an important result for two reasons. First is that a single-spin asymmetry (SSA) of this kind directly probes the partonic structure associated with chiral-symmetry breaking. Second is the paucity of leading-twist observables in hard-scattering processes with an SSA. Barone, Drago and Ratcliffe  have recently published a useful review of the subject.

In this letter, I will explore some important consequences of the results of BHS:

* It is completely consistent with factorization, and provides an existence proof of the Sivers asymmetry , that is, of a transverse-spin-dependent azimuthal asymmetry of the distribution of quarks in a proton.
* Although this asymmetry is time-reversal odd, it is nonzero. A proof  that I gave to the contrary must therefore be incorrect.
* Hence phenomenology that has been done using the Sivers asymmetry  is in fact appropriate in QCD.
* Instead the time-reversal argument shows that the asymmetry is reversed in the Drell-Yan process.
* Hence there is an SSA in the Drell-Yan process. This is of course of direct importance  to the RHIC spin program.
* Another time-reversal odd parton distribution is permitted : this is labeled $`h_1^{}`$, and it gives a transversity to quarks taken from an unpolarized hadron. (The transversity is dependent on the transverse momentum of the quark.)
* Hence in the Drell-Yan process, even when both the beam and target are unpolarized, the annihilating quark and antiquark have a transverse-momentum-dependent transversity. As shown by Brandenburg, Nachtmann and Mirkes , this gives a characteristic angular dependence for the lepton pair pair, a term proportional to $`\mathrm{sin}^2\theta \mathrm{cos}2\varphi `$. Such an asymmetry has been observed  experimentally, and its large size has been a phenomenological puzzle. The only explanation  has been a nonzero $`h_1^{}`$ parton density, which has previously appeared to be ruled out by time-reversal invariance. Boer  has both fitted the data and discussed its implications for the RHIC spin program.

The phenomenology of the various parton densities will of course be rather complicated to sort out , since in addition to the two mechanisms listed above, there is also the asymmetry  associated with the fragmentation of transversely polarized quarks. The different mechanisms can be distinguished by their different dependences on the transverse spin of the proton and on the azimuthal direction relative to the outgoing lepton. In addition to the Drell-Yan data, there is also data  on the SSA in SIDIS, which up to now has been only analyzed in terms of the fragmentation effect. So one knows the effects are quite substantial.

The physics importance of these analyses is that the parton densities involved arise from interference between amplitudes with left- and right-handed polarization states, so that they only exist because of chiral symmetry breaking in (non-perturbative) QCD. They therefore provide new probes of the chiral nature of the partonic structure of hadrons, as well as of the interactions that produce the necessary phases.

## 2 Deep-inelastic scattering

BHS performed their calculations in a field-theoretic model in which QCD, with massive quarks, is supplemented by a colored scalar diquark field and an elementary proton field. Independently of whether this model is suitable for describing nonperturbative hadronic physics, it provides an excellent testbed for matters of principle, for example whether an SSA is permitted by the symmetries of QCD. The quark and proton are massive, so chiral symmetry is broken, just as in QCD. If the gauge field is abelian, the gluon can be given a mass in the Lagrangian without violating renormalizability, and then the calculation can be done without confusion by the effects of actual soft or collinear divergences. This takes us further from real QCD, but leaves the matters of principle unaffected.

As is well-known, the existence of an SSA requires a non-trivial phase in the amplitude, and since the initial hadronic state is a single stable particle, the phase is associated with final state interactions. In the lowest-order graphs, Fig. 1 and its hermitian conjugate, the SSA therefore arises from the imaginary part of the amplitude, which can be calculated by setting the intermediate quark-diquark state on-shell.

By explicit calculation Brodsky, Hwang and Schmidt  have shown that there is indeed a leading-twist SSA. The effect is only large if the transverse momentum of the outgoing particle is low compared with $`Q`$. Otherwise a standard factorization theorem without partonic transverse momentum would be appropriate, and then the SSA would be power suppressed (of “twist-3”). Of course, most of the cross section is at low transverse momentum. Any relevant factorization theorem will involve transverse-momentum-dependent parton distribution functions (pdfs) and fragmentation functions, as opposed to the more commonly used integrated distributions.

Since the momentum $`l^\mu `$ of the exchanged gluon is in a region associated with rescattering, the calculated SSA appears, at first sight, to be in contradiction with the factorization theorem, and its proof. But a closer examination of a proof of factorization shows that this first impression is false. As explained111 The arguments in Ref.  are tailored to diffractive DIS, but they apply quite generally.  in Ref.  the integration over $`l^\mu `$ must be deformed far into the complex plane in order to derive factorization; the contour is not pinched in the rescattering region. The quark line may then be replaced by an eikonalized line, which in turn can be obtained from the Feynman rules for the Wilson line in the gauge-invariant operator definition of the quark number density — see Eq. (1) below. The SSA in the cross section is therefore due to an SSA in the dependence of the parton density on transverse momentum.

Because the contour can be deformed, the quark propagator is in fact off-shell by order $`Q^2`$, and the final-state interactions occur over a short scale in time and distance, the same scale as is associated with the uncertainty in the position of the vertex of the virtual photon. Hence the final-state interactions are definitely not those associated with hadronization of the quark.

The parton density has the following operator definition

$`P(x,𝐤_T,𝐬_T,\zeta )`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{dy^{}d^2𝐲_T}{(2\pi )^3}}e^{ixp^+y^{}+i𝐤_T𝐲_T}\times `$ (1)
$`\times p|\overline{\psi }(0,y^{},𝐲_T)W_y\mathrm{}^{}{\displaystyle \frac{\gamma ^+}{2}}W_0\mathrm{}\psi (0)|p.`$
Here, light-front coordinates are used: $`y^\mu =(y^+,y^{},𝐲_T)=((y^0\pm y^z)/\sqrt{2},𝐲_T)`$. As usual, $`x`$ and $`𝐤_T`$ are the fractional longitudinal momentum and the transverse momentum of the quark, and $`𝐬_T`$ is the transverse part of the proton’s spin vector222The number density may depend on the proton’s transverse spin, but parity invariance prohibits a dependence on the proton’s helicity. . The symbol $`W_y\mathrm{}`$ indicates a Wilson-line operator going out from the point $`y`$ to future infinity, and $`\zeta `$ is a variable associated with its direction, as we will now explain.

The form of the eikonal approximation for an outgoing quark determines the future as the correct direction, and suggests that the Wilson lines go in the light-like direction given by the vector $`n^\mu =(n^+,n^{},𝐧_T)=(0,1,\mathrm{𝟎}_T)`$. However, as shown by Collins and Soper , the use of a light-like direction gives severe divergences associated with integrals over the rapidity of gluons. It is suitable to cutoff the divergences by choosing a non-light-like direction , parameterized by the variable $`\zeta `$ in Eq. (1). Solution of the equation  for evolution in $`\zeta `$ gives well-known Sudakov effects that broaden the $`k_T`$ distribution; Meng, Olness and Soper  have investigated its phenomenology in SIDIS. Nevertheless this complication does not affect the lowest-order calculation of the SSA.

The parton number density defined in Eq. (1) can be decomposed  into the conventional spin-independent term and a spin-dependence $`𝐬_T\times 𝐤_T/M`$ times a special parton density, labeled $`f_{1T}^{}`$.

Calculations can be readily performed to reproduce the BHS result from the SSA of the parton density defined by Eq, (1). The factorization theorem to which it is associated is illustrated in Fig. 2, where there are transverse-momentum-dependent quark distribution and fragmentation functions.

## 3 Why the Sivers asymmetry is allowed

This SSA in the quark density is exactly the one proposed by Sivers . Now, in  I gave a proof that the Sivers asymmetry vanishes. The proof involved applying space- and time-reversal to the quark fields in the operator definition of the parton densities, and the proof fails because it ignored the presence of Wilson lines in the operators defining the parton density. Under time-reversal the future-pointing Wilson lines are replaced by past-pointing Wilson lines, so that the correct version of the proof gives

$$P(x,𝐤_T,𝐬_T,\zeta )|_{\mathrm{future}\mathrm{pointing}W}=P(x,𝐤_T,𝐬_T,\zeta )|_{\mathrm{past}\mathrm{pointing}W}.$$
(2)
Observe the change in sign of the transversity vector. Since, as we will see, the past-pointing Wilson lines are appropriate for factorization in the Drell-Yan process, the correct result is not that the Sivers asymmetry vanishes, but that it has opposite signs in DIS and in Drell-Yan:

$$f_{1T}^{}(x,k_T,\zeta )|_{\mathrm{DIS}}=f_{1T}^{}(x,k_T,\zeta )|_{\mathrm{DY}}.$$
(3)
In a sense, I have derived the situation suggested by Anselmino, Barone, Drago and Murgia , that non-standard time-reversal properties can enable the Sivers asymmetry to exist. For the elementary parton fields, the standard time-reversal transformation is a symmetry of the Lagrangian, and we cannot evade its consequences. But the fields defining the parton densities are non-local: they are the elementary fields multiplied by Wilson lines. Perhaps these non-local fields can be related to the chiral quark fields discussed in .

In the approximation that the Wilson lines are along light-like lines, the Wilson lines in the operator definition of the parton densities can be eliminated by using the light-cone gauge. However, the gluon propagator then contains singularities of the form $`1/k^+`$. It follows from the above discussion that the prescription for defining the analytic properties of this singularity must be intimately tied with the derivation of the factorization theorem. Therefore a simple use of standard prescriptions, such as those of Refs. , is likely to be incorrect.

BHS argue that defining the parton densities by the light-cone gauge method immediately relates them to the exclusive light-cone wave functions. Then they argue that since these wave functions are properties of the proton state alone, they cannot involve final-state interactions and cannot generate the SSA under discussion. This appears to be in contradiction with the arguments given above.

A resolution of this contradiction is that the light-cone wave functions involve decomposing the proton state with respect to fields on a light-like surface, as opposed to a space-like surface. The light-like eikonal line from which we obtained the phase giving the SSA effectively gives the infinite-energy limit of the relevant final-state interactions. So the final-state interactions are occurring on a light-like surface — see Fig. 3. Final-state interactions can and do occur on a light-like surface, so there need be no contradiction between saying that the SSA in the parton density is given by final-state interactions and that the parton density is obtained from wave-functions of the proton state.

Thus I would disagree with the claim “Structure functions are not parton probabilities” that has been advanced by Brodsky et al. . This issue deserves further study, of course.

## 4 Drell-Yan

### 4.1 SSA

Let us now apply the BHS model to the Drell-Yan process, for which the lowest-order graph giving an SSA is shown in Fig. 4. The requisite imaginary part now comes from an initial-state interaction between an active quark and a spectator diquark.333 Interactions between the spectator diquarks alone cancel after a unitarity sum over final-states. Observe that a corresponding unitarity sum is not possible in the DIS calculation, because the requirement of detecting a particular particle in the final state pins down the final-state cut. In contrast, in fully inclusive DIS the unitarity sum is possible, and results in the well-known property that the $`g_2`$ structure function is of twist 3.

The contour deformation argument continues to apply, except that the deformation is in the opposite direction, away from the initial-state pole, and the Wilson line in the operator definition of the parton density is therefore past-pointing. As already explained, this results in a reversed sign of the SSA as compared with SIDIS.

Close examination of the factorization proofs for Drell-Yan  will indicate that the past-pointing Wilson lines do not mesh particularly well with later parts of the factorization proof where cancellation of interactions between the two hadrons is demonstrated. These parts of the proof prefer future-pointing Wilson lines. However, the proofs were constructed in the particular context of a cross section integrated over transverse momentum, or at large transverse momentum. Thus there is no automatic contradiction with the new results. However it is necessary to examine carefully how to prove factorization in the case of the transverse-momentum-dependent cross sections. As regards transverse-momentum distributions, the actual proofs of Collins and Soper  only apply to $`e^+e^{}`$ annihilation, a process with only final-state interactions.

### 4.2 Unpolarized Drell-Yan

The failure of the time-reversal argument applies to more than the Sivers asymmetry. There is also the possibility of a nonzero transversity of a quark in an unpolarized hadron, with the transversity being correlated with the transverse momentum of the quark. This is defined by

$`{\displaystyle \frac{k^j}{M}}ϵ_{ij}h_1^{}(x,k_T^2,\zeta )`$ $`=`$ $`{\displaystyle \frac{dy^{}d^2𝐲_T}{(2\pi )^3}e^{ixp^+y^{}+i𝐤_T𝐲_T}}`$ (4)
$`p|\overline{\psi }(0,y^{},𝐲_T)W_{y,\mathrm{}}^{}{\displaystyle \frac{\gamma ^+}{2}}\gamma _i\gamma _5W_{0,\mathrm{}}\psi (0)|p.`$
In the BHS model, the value of this object ought to be very similar to the previously discussed SSA, since the calculation is quite similar.

Among the phenomenological implications of this quark transversity is an important result for the angular distribution of the final-state leptons in the Drell-Yan process. Since the transversities of the annihilating quark and antiquark are correlated with the transverse momentum of the Drell-Yan pair, there is a characteristic angular dependence for the leptons, from the spin-dependence of the elementary $`q\overline{q}l^+l^{}`$ process. The angular dependence  is proportional to $`\mathrm{sin}^2\theta \mathrm{cos}2\varphi `$.

Now it has long been known that experimental measurements  of the angular distribution of the leptons have a coefficient for this part of the angular dependence that is substantially larger than that predicted by the hard-scattering calculations for Drell-Yan pairs of large transverse momentum. Moreover, Brandenburg, Nachtmann and Mirkes  have shown that this large coefficient is explained by a substantial non-zero value for the $`h_1^{}`$ quark density; a more recent fit was given by Boer . The apparent contradiction, that this quark density is prohibited by time-reversal invariance of QCD has now disappeared.

## 5 Conclusions

We now see that there are three sources for the SSA and related azimuthal dependences in leading-twist processes:

* The Sivers asymmetry  with transversely polarized target.
* The final-state fragmentation asymmetry from a transversely polarized quark, with the quark acquiring its transversity from the initial-state transverse polarization of the target proton. This includes both the single-particle asymmetry of Ref.  and the two-particle asymmetry of Ref.  and
* The transversity of a quark in an unpolarized hadron .

Previously, only the fragmentation asymmetries appeared to be permitted by time-reversal invariance. But now we have seen that the presence of Wilson lines in the definition of the parton densities also allows the time-reversal-odd parton densities to be nonzero.

This of course uncovers a rich phenomenology. Luckily a start has made, notably by Anselmino and Murgia , by Boer , and by Boer and Mulders , who have chosen to follow experimental indications of time-reversal-odd parton densities. In particular, the measured angular dependence of leptons  in the unpolarized Drell-Yan process indicates that substantial effects exist.

Hence new areas of research are possible at RHIC, for example with the Drell-Yan asymmetry. Comparison of results between DIS and Drell-Yan will be particularly interesting. A test of the prediction of the reversal of the sign of the Sivers asymmetry between the two processes is absolutely vital, since it would validate the whole approach of this paper.

In previous work on factorization, the issue of the definition of the Wilson lines has appeared to be a technicality. But now the sign difference between DIS and Drell-Yan provides an experimental probe sensitive to this issue and hence to the time-dependence of the associated microscopic physics.

One complication that it will be essential to treat correctly is the Sudakov driven dilution of the asymmetries in transverse-momentum-dependent cross sections as the overall energy and $`Q`$ are increased.

The results of all this work will be measurements of parton-level asymmetries that probe the dynamics of chiral-symmetry breaking, and that can therefore connect in an interesting way to theories of hadronic structure.

## Notes added

An earlier account of the phenomenology of the Sivers effect than  was given by Anselmino, Boglione and Murgia in Ref. .

See  for analyses of the HERMES data . There are earlier discussions  that include the Sivers asymmetry in this context.

At least one additional related effect444I thank M. Anselmino for pointing this out. can be used in this area: the polarization of a $`\mathrm{\Lambda }`$ baryon in the fragmentation of an unpolarized quark, as a function of their relative transverse momentum — see Ref. .

## Acknowledgments

This work was supported in part by the U.S. Department of Energy under grant number DE-FG02-90ER-40577. I would like to thank Stan Brodsky, Steve Heppelmann, Jianwei Qiu and Mark Strikman for useful discussions. I would also like to thank M. Anselmino, H. Avagyan, D. Boer, and P. Mulders for comments on the first version of this paper.


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# Bi-stable tunneling current through a molecular quantum dot

\[

## Abstract

An exact solution is presented for tunneling through a negative-$`U`$ degenerate molecular quantum dot weakly coupled to electrical leads. The tunnel current exhibits hysteresis if the level degeneracy of the negative-$`U`$ dot is larger than two. Switching occurs in the voltage range $`V_1<V<V_2`$ as a result of attractive electron correlations in the molecule, which open up a new conducting channel when the voltage is above the threshold bias voltage $`V_2`$. Once this current has been established, the extra channel remains open as the voltage is reduced down to the lower threshold voltage $`V_1`$. Possible realizations of bi-stable molecular quantum dots are fullerenes, especially $`C_{60}`$, and mixed-valence compounds.

\]

Molecular-scale electronics is currently a very active area of research. The present goals for this field are to design and characterize molecules that could be the “transmission lines”  and active elements in electronic circuitry. The dominant mechanism of transport through active devices will most likely be resonant tunneling through electronic molecular states (see also  and references therein). A few experimental studies  provide evidence for various molecular switching effects, where the current-voltage (I-V) characteristics show two branches with high and low current for the same voltage. This remarkable phenomenon can result from a conformational transformation of certain molecules containing a “moving part” like a bypyridinium ring, which changes its position if the voltage is sufficiently high. The transformation necessarily involves a large displacement of many atoms so that this $`ionic`$ switching is rather slow, perhaps operating on a millisecond scale. Switching has also been observed for simple molecules (organic molecular films), and in some cases is strongly dependent on the choice of contacts and substrates. Molecular devices that exhibit bi-stability and fast switching could be the basis of future oscillators, amplifiers and other important circuit elements. Thus, further progress in molecular electronics will depend upon finding molecules and understanding intrinsic mechanisms for their reversible switching from low- to high-current states.

In this Letter, we study a model quantum dot, which exhibits an intrinsic $`electronic`$ switching of the current state due to attractive electron correlations. We show that if the degeneracy is larger than two, the tunnel current becomes bistable in some voltage range and the dot exhibits a current hysteresis as a function of bias voltage. In the simplest case of a doubly degenerate level, the bistability does not occur. We present the exact solution of the model, allowing for a detailed analysis of the current bistability.

Repulsive electron correlations cause the “Coulomb blockade” in the I-V characteristics of quantum dots . However, they cannot cause any switching. Here, we show that a negative Hubbard $`U`$ of any origin can provide an intrinsic non-retarded current switching of a molecular quantum dot. One mechanism, that can produce a negative $`U`$ in molecular systems, is a strong electron-phonon (vibronic) interaction. If the tunneling time is comparable to or larger than the characteristic phonon times, a polaron is formed inside the molecular wire . There is a wide range of bulk molecular conductors with polaronic carriers. Since the formation of polarons in polyacetylene (PA) was theoretically discussed , they were detected optically in PA , in conjugated polymers such as polyphenylene, polypyrrole, polythiophene, polyphenylene sulfide , Cs-doped biphenyl , n-doped bithiophene , polyphenylenevinylene(PPV)-based light emitting diodes , and other molecular systems. In contrast to bare electrons, polarons attract each other at short distances of the order of the interatomic spacing and form small bipolarons . Bipolaron formation can strongly affect the transport properties of long molecular wires, as discussed recently . When bipolarons are not formed in molecular quantum dots because of the short life-time of the carrier inside the molecule, the attractive correlations between carriers still remain. Moreover, attractive short-range correlations (negative Hubbard $`U`$) are feasible even without electron-phonon interactions. For example, they might be of a pure “chemical” origin, as in the mixed valence complexes .

Our starting point is the tunneling Hamiltonian, which includes a negative Hubbard $`U`$ in the molecular eigenstate $`\epsilon _\mu `$ coupled with the $`left`$ and $`right`$ leads by the hopping integrals $`h_{\alpha k\mu }`$

$`H`$ $`=`$ $`{\displaystyle \underset{_\mu }{}}\epsilon __\mu \widehat{n}__\mu +{\displaystyle \frac{1}{2}}U{\displaystyle \underset{{}_{\mu }{}^{}\mu ^{}}{}}\widehat{n}__\mu \widehat{n}_\mu ^{}+{\displaystyle \underset{k,\alpha }{}}\xi _{\alpha k}a_{\alpha k}^{}a_{\alpha k}`$ (2)
$`+{\displaystyle \underset{k,\mu ,\alpha }{}}(h_{\alpha k\mu }a_{\alpha k}^{}c_\mu +H.c.).`$
Here $`a_{\alpha k}`$ and $`c__\mu `$ are the annihilation operators in the left ($`\alpha =1)`$ and right ($`\alpha =2)`$ leads, and in the molecule, respectively, $`\widehat{n}_\mu =c_\mu ^{}c_\mu `$, $`\xi _{\alpha k}`$ is the energy dispersion in the leads, and $`U<0.`$ This negative $`U`$ Hamiltonian is derived from the general microscopic Hamiltonian with the bare electron-phonon (vibron) interaction and Coulomb repulsion using the canonical transformation. It was successfully applied to glassy semiconductors , high $`T_c`$ superconductors  including doped fullerenes  mixed valence compounds, and more recently to superconductor-insulator-superconductor tunneling . The current through the molecular quantum dot is conveniently expressed in terms of the molecular density of states (DOS) $`\rho _\mu (\omega )`$ as

$$I=e_{\mathrm{}}^{\mathrm{}}𝑑\omega \left[f_1(\omega )f_2(\omega )\right]\underset{\mu }{}\mathrm{\Gamma }_\mu (\omega )\rho _\mu (\omega ),$$
(3)
where $`f_{1,2}(\omega )=\{\mathrm{exp}[(\omega +\mathrm{\Delta }eV/2)/T]+1\}^1,`$ $`\mathrm{\Delta }`$ is the position of the lowest unoccupied molecular level with respect to the chemical potential, $`\mathrm{\Gamma }_\mu (\omega )=\mathrm{\Gamma }_{1\mu }(\omega )\mathrm{\Gamma }_{2\mu }(\omega )/[\mathrm{\Gamma }_{1\mu }(\omega ))+\mathrm{\Gamma }_{2\mu }(\omega )]`$, and $`\mathrm{\Gamma }_{\alpha \mu }(\omega )=2\pi _{\alpha k}|h_{\alpha k\mu }|^2\delta (\omega \xi _{\alpha k}).`$ Molecular DOS is given by $`\rho _\mu (\omega )=(1/\pi )ImG_\mu ^{(1)}(\omega ),`$ where $`G_\mu ^{(r)}(\omega )`$ is the Fourier transform of the $`r`$-particle retarded Green’s function (GF) defined as

$$G_\mu ^{(r)}(t)=i\theta (t)\underset{\mu _1\mu _2\mathrm{}\mu }{}\{c_\mu (t)\underset{i=1}{\overset{r1}{}}\widehat{n}_{\mu _i}(t),c_\mu ^{}\}$$
(4)
for $`2r<\mathrm{}`$ and $`G_\mu ^{(1)}(t)=i\theta (t)\{c_\mu (t),c_\mu ^{}\}.`$ Here $`\{\mathrm{},\mathrm{}\}`$ is the anticommutator, and $`\theta (t)=1`$ for $`t>0`$ and zero otherwise. In the following, we apply perturbation theory with respect to the hopping integrals, neglecting any contribution to the current other than $`h^2`$, but keeping all orders of the negative Hubbard $`U.`$ Terms of higher order in $`h`$ cannot change the gross I-V features for any voltage except the narrow transition regime from one lead to another. Then, applying the equations of motion for the Heisenberg operators $`c_\mu (t),\widehat{n}_\mu (t)`$ and $`a_{\alpha k}(t)`$, we obtain an infinite set of coupled equations for the molecular GFs as

$`i{\displaystyle \frac{dG_\mu ^{(r)}(t)}{dt}}`$ $`=`$ $`\delta (t){\displaystyle \underset{\mu _1\mu _2\mathrm{}\mu }{}}{\displaystyle \underset{i=1}{\overset{r1}{}}}n_{\mu _i}(0)+`$ (6)
$`[\epsilon __\mu +(r1)U]G_\mu ^{(r)}(t)+UG_\mu ^{(r+1)}(t),`$
where $`n_\mu (t)=c_\mu ^{}(t)c_\mu (t)`$ is the expectation number of electrons on the conducting molecular level. For the sake of analytical transparency we solve this system for a molecule having one $`d`$-fold degenerate energy level with $`\epsilon __\mu =0.`$ In this case the set appears to be finite, and it can be solved by using the Fourier transformation. Fourier transforming Eqs.(4) we find the one-particle GF as

$$G_\mu ^{(1)}(\omega )=\underset{r=0}{\overset{d1}{}}\frac{Z_r(n)}{\omega rU+i\delta },$$
(7)
where $`\delta =+0`$, $`n=n_\mu (0),`$ and

$`Z_r(n)={\displaystyle \frac{(d1)!}{r!(d1r)!}}n^r(1n)^{d1r}.`$

This is an exact solution with respect to correlations which satisfies all sum rules. The electron density $`n_\mu (t)`$ obeys the rate equation, which is obtained by using the equations of motion as

$$\frac{dn_\mu (t)}{dt}=2\underset{\alpha ,k}{}h_{\alpha k\mu }ImA_{\alpha k\mu }^{(1)}(t),$$
(8)
where

$$A_{\alpha k\mu }^{(r)}(t)=\underset{\mu _1\mu _2\mathrm{}\mu }{}c_\mu ^{}(t)\underset{i=1}{\overset{r1}{}}\widehat{n}_{\mu _i}(t)a_{\alpha k}(t).$$
(9)
These correlation functions should be calculated to first order with respect to the hopping integrals $`h`$. In this order, they satisfy the infinite set of coupled equations

$`i{\displaystyle \frac{dA_{\alpha k\mu }^{(r)}(t)}{dt}}`$ $`=`$ $`h_{\alpha k\mu }[n_\mu (t)f(\xi _{\alpha k})]{\displaystyle \underset{\mu _2\mathrm{}\mu }{}}{\displaystyle \underset{i=1}{\overset{r1}{}}}n_{\mu _i}(t)+`$ (11)
$`UA_{\alpha k\mu }^{(r+1)}(t)+[\xi _{\alpha k}(r1)U]A_{\alpha k\mu }^{(r)}(t).`$
But if we have a finite number of molecular states, the set is finite like Eqs.(4). One readily solves this set in the steady state, when $`n_{\mu _i}(t)`$ and $`A_{\alpha k\mu }^{(r)}(t)`$ become time-independent. For a $`d`$-fold degenerate energy level, the one-particle correlation function is found as

$$A_{\alpha k\mu }^{(1)}=[nf(\xi _{\alpha k})]h_{\alpha k\mu }\underset{r=0}{\overset{d1}{}}\frac{Z_r(n)}{\xi _{\alpha k}rU+i\delta }.$$
(12)
Substituting Eq. (12) into Eq. (8), we obtain the steady state equation for the electron density on the molecule as

$$\underset{\alpha }{}\underset{r=0}{\overset{d1}{}}\mathrm{\Gamma }_\alpha (rU)[nf_\alpha (rU)]Z_r(n)=0.$$
(13)
Here we assume that $`\mathrm{\Gamma }_{\alpha \mu }(\omega )=`$ $`\mathrm{\Gamma }_\alpha (\omega )`$ does not depend on $`\mu ,`$ otherwise the degeneracy would be removed. To simplify the mathematics further, we now assume that $`\mathrm{\Gamma }_\alpha (\omega )=\mathrm{\Gamma }`$ is a constant. Then, from Eq. (3) and Eq. (7) the current is found as

$$j=\underset{r=0}{\overset{d1}{}}[f_1(rU)f_2(rU)]Z_r(n),$$
(14)
where $`j=I/I_0`$ with $`I_0=ed\mathrm{\Gamma }/2`$. Let us consider two-fold, four-fold, and six-fold degenerate molecular level. For $`d=2`$ the kinetic equation is linear in $`n`$, and there is only one solution,

$$n=\frac{_\alpha f_\alpha (0)}{2+_\alpha [f_\alpha (0)f_\alpha (U)]}.$$
(15)
The current through a two-fold degenerate molecular dot is found as

$$j=2\frac{f_1(0)[1f_2(U)]f_2(0)[1f_1(U)]}{2+_\alpha [f_\alpha (0)f_\alpha (U)]}.$$
(16)
There is no current bistability in this case. Moreover, if the temperature is low ($`T\mathrm{\Delta },|U|`$) there is practically no effect of correlations on the current, $`jV\theta (e|V|2\mathrm{\Delta })/|V|.`$

Remarkably, four-fold or higher- degenerate negative $`U`$ dots reveal a switching effect. In this case, the kinetic equation is nonlinear, allowing for a few solutions. If $`eV<2(\mathrm{\Delta }|U|),`$ the only physically allowed solution of Eq.(10) for $`d=4`$ and $`d=6`$ at zero temperature is $`n=0.`$ If $`2(\mathrm{\Delta }|U|)<eV<2\mathrm{\Delta }`$, $`T=0`$ and $`|U|<2\mathrm{\Delta }/d,`$ the kinetic equation is reduced to

$$2n=1(1n)^{d1}.$$
(17)
For $`d=4`$ it has $`two`$ physical roots, $`n=0`$ and $`n=(35^{1/2})/20.38`$ . In this voltage range $`f_1(0)=f_2(rU)=0,`$ but $`f_1(U)=f_1(2U)=f_1(3U)=1`$ at $`T=0,`$ when $`|U|<\mathrm{\Delta }/2.`$ Using the sum rule $`_{r=0}^{d1}Z_r(n)=1`$ and the kinetic equation (10), the current is simplified in this voltage range as $`j=2n.`$ Hence we obtain two stationary states of the molecule with low (zero at $`T=0`$) and high current, $`I0.76I_0`$ for the same voltage in the range $`2(\mathrm{\Delta }|U|)<eV<2\mathrm{\Delta }.`$ For $`d=6`$, the kinetic equation has two physical roots in this voltage range, $`n=0`$ and $`n0.48,`$ which corresponds to $`I=0`$ and $`I0.96I_0,`$ respectively. Above the standard threshold, $`eV>2\mathrm{\Delta },`$ where $`f_1(rU)=1`$ and $`f_2(rU)=0,`$ when $`|U|<\mathrm{\Delta }/3,`$ there is only one solution, $`n=0.5`$ with the current $`I=I_0.`$

One can better understand the origin of the switching phenomenon by taking the limit $`d1.`$ The physical roots of Eq. (17) are $`n=0`$ and $`n=0.5`$ in this limit with the current $`I=0`$ and $`I=I_0`$, respectively. This is precisely the solution of the problem in the mean-field approximation (MFA), which is a reasonable approximation for $`d1.`$ Indeed, using MFA one replaces the exact two-body interaction in the Hamiltonian for a mean-field potential as $`\frac{1}{2}U_{{}_{\mu }{}^{}\mu ^{}}\widehat{n}__\mu \widehat{n}_\mu ^{}U_{{}_{\mu }{}^{}\mu ^{}}\widehat{n}__\mu n_\mu ^{}\frac{1}{2}U_{{}_{\mu }{}^{}\mu ^{}}n__\mu n_\mu ^{}`$. Then the MFA DOS is given by $`\rho _\mu (\omega )=\delta [\omega U(d1)n].`$ Using the Fermi-Dirac Golden rule the rate equation for $`n`$ becomes

$$\frac{dn}{dt}=2\mathrm{\Gamma }n+\mathrm{\Gamma }\underset{\alpha }{}f_\alpha [nU(d1)].$$
(18)
For $`T=0`$ there are two stationary solutions of Eq. (18), $`n=0`$ and $`n=0.5`$ in the voltage range $`2(\mathrm{\Delta }|\stackrel{~}{U}|)<eV<2\mathrm{\Delta }`$, and only one solution, $`n=0.5`$ for $`eV>2\mathrm{\Delta },`$ where $`\stackrel{~}{U}=U(d1)/2.`$ The MFA current is found as

$$j=f_1(2n\stackrel{~}{U})f_2(2n\stackrel{~}{U}).$$
(19)
Combining this equation and the rate equation (15) with $`dn/dt=0`$ , we obtain the I-V characteristic equation as

$`{\displaystyle \frac{|\stackrel{~}{U}|}{\mathrm{\Delta }}}(1R)=1{\displaystyle \frac{T}{\mathrm{\Delta }}}`$ (20)
$`\times \mathrm{ln}\left[{\displaystyle \frac{(1+R)\mathrm{sinh}\left(eV/2T\right)}{j}}\mathrm{cosh}\left(eV/2T\right)\right],`$ (21)
where

$$R=\left\{\left[1j\mathrm{coth}(eV/2T)\right]^{1/2}\frac{j^2}{\mathrm{sinh}^2(eV/2T)}\right\}^{1/2}.$$
(22)
The $`I/V`$ curves are shown in Fig.1 for different temperatures and $`|\stackrel{~}{U}|=0.9\mathrm{\Delta }.`$ Interestingly, the temperature narrows the voltage range of the hysteresis loop, but the transition from the low (high)-current branch to the high (low)-current branch remains discontinuous.

Let us examine the stability of each branch in the framework of the MFA rate equation (18). Introducing small fluctuations of the electron density as $`n(t)=n+\delta n\mathrm{exp}(\gamma t)`$ and linearizing Eq.(15) with respect to $`\delta n`$ we find the increment $`\gamma ,`$

$`\gamma `$ $`=`$ $`2\mathrm{\Gamma }+{\displaystyle \frac{|\stackrel{~}{U}|\mathrm{\Gamma }}{2T}}\mathrm{cosh}^2\left({\displaystyle \frac{\mathrm{\Delta }2n|\stackrel{~}{U}|eV/2}{2T}}\right)`$ (24)
$`+{\displaystyle \frac{|\stackrel{~}{U}|\mathrm{\Gamma }}{2T}}\mathrm{cosh}^2\left({\displaystyle \frac{\mathrm{\Delta }2n|\stackrel{~}{U}|+eV/2}{2T}}\right).`$
One can see from this equation that at temperatures $`T|\stackrel{~}{U}|`$ the low-current branch ($`n=0)`$ looses its stability at the threshold $`V_2=2\mathrm{\Delta }/e,`$ while the high-current branch looses its stability at $`V_1=2`$ $`(\mathrm{\Delta }|\stackrel{~}{U}|)/e.`$ In the voltage range $`V_1<V<V_2`$ both branches are stable, $`\gamma 2\mathrm{\Gamma }<0.`$

Finally, let us analyze the effect of a splitting of the degenerate molecular level on the bi-stability. The degeneracy could be removed because of Jahn-Teller distortions and/or the coupling with the leads. We assume that $`d1`$ levels are evenly distributed in a band of a width $`W`$. Then the MFA rate equation (15) is modified as

$$\frac{dn_\mu }{dt}=2\mathrm{\Gamma }n_\mu +\mathrm{\Gamma }\underset{\alpha }{}f_\alpha (\epsilon __\mu +NU),$$
(25)
where $`N=_\mu ^{}n_\mu ^{}.`$ For $`T=0`$ in the stationary regime ($`dn_\mu /dt=0)`$ it has two solutions, $`N=0`$ and $`N=d/2,`$ in the voltage range $`V_1+W<V<V_2`$ with the current $`j=0`$ and $`j=1`$, respectively. We conclude that the level splitting $`W<|U|`$ leads to a narrowing of the voltage range of the bi-stability similar to the temperature narrowing shown in Fig.1. A parameter-free estimate of the negative Hubbard $`U`$ in some oxides yields $`|U|`$ about a few tens of eV . We expect a negative $`U`$ of the same order of magnitude in carbon-based compounds. Among potential candidates for the negative $`U`$ quantum dot are a single $`C_{60}`$ molecule ($`d=6`$), where the electron-vibronic coupling proved to be particularly strong , or other fullerenes including short nanotubes ($`d1`$) connected to metal electrodes. Other likely candidates are mixed-valence molecular complexes . There should be no retardation of the switching on the time scale above the inverse vibron (phonon) frequency, which is 10<sup>-14</sup>s or less in carbon-based compounds.

In conclusion, we have introduced and solved a model for tunneling through a negative-$`U`$ degenerate molecular dot weakly coupled to electrical leads. The exact many-particle Green’s functions of a $`d`$fold degenerate molecular level, the density of states and the nonlinear rate equation for the electron density on the molecule have been derived. We have found the exact solutions for the carrier population in the dot and the current for the degeneracies of the molecular level $`d=2,4,6,`$ and $`d1`$. The current-voltage characteristics show a hysteretic behavior for $`d>2`$ over a finite voltage range. When the voltage increases from zero, the molecule remains in a low-current state until the threshold $`V_2`$ is reached. Remarkably, when the voltage decreases from the value above the threshold $`2\mathrm{\Delta }/e`$, the molecule remains in the high-current state down to the voltage $`V_1=`$($`2\mathrm{\Delta }|U|)/e`$, well below the threshold $`V_2`$. This mechanism for electronic molecular switching without retardation requires many-particle attractive correlations, which can arise from strong electron-vibronic coupling and/or mixed valence states. Experimental verification of such bi-stable systems will require careful collection and analysis of both forward and reverse voltage sweeps of the tunneling current through candidate molecules. The forward voltage sweep by itself will resemble a standard Coulomb blockade I-V characteristic with a turn-on voltage of $`V_2`$, whereas the reverse sweep should reveal hysteresis.

This work has been partly supported by DARPA. The authors acknowledge useful discussions with P. Kornilovich and D. Stewart.


text:
# Stability borders of feedback control of delayed measured systems

## I Introduction

The appearence of delay is a common problem in the control of chaotic systems. The effective delay time in any feedback loop is the sum of at least three delay times, the time of measurement, the time to compute the appropriate control amplitude, and the response time of the system to the applied control. If the applied control additionally has to propagate through the system mausbach95 , these response time may extend to one or more cycle lengths.

In this paper we investigate time-discrete systems and focus on the question what limitations occur if one applies the control method given by Ott, Grebogi and Yorke (OGY) ogy90  or difference feedback bielawski93a  in the presence of time delay.

Stabilization of chaotic systems by small perturbations in system variables hubler  or control parameters ogy90  has become a widely discussed topic with applications in a broad area from technical to biological systems. The OGY method given by Ott, Grebogi and Yorke ogy90  stabilizes unstable fixed points (or unstable periodic orbits utilizing a Poincaré surface of section schusterbuch ) by feedback that is applied in vicinity of the fixed point $`x^{}`$ of a discrete dynamics $`x_{t+1}=f(x_t,r)`$. The amplitude of the feedback $`r_t=rr_0`$ added to the control parameter $`r_0`$ is proportional (with some user-adjustable parameter $`\epsilon `$ determining the strength of control) to the distance $`xx^{}`$ from the fixed point,

$`r_t=\epsilon (x_tx^{}),`$ (1)
and the feedback gain can be determined from a linearization around the fixed point: Neglecting higher order terms, we have

$`f(x_t,r_0+r_t)`$ $`=`$ $`f(x^{},r_0)+(x_tx^{})\left({\displaystyle \frac{f}{x}}\right)_{x^{},r_0}`$ (2)
$`+r_t\left({\displaystyle \frac{f}{r}}\right)_{x^{},r_0}`$
$`=`$ $`f(x^{},r_0)+\lambda (x_tx^{})+\mu r_t`$
$`=`$ $`f(x^{},r_0)+(\lambda +\mu \epsilon )(x_tx^{})`$
where the Taylor coefficients $`\lambda `$ and $`\mu `$ are fixed values for each orbit. The second expression vanishes for $`\epsilon =\lambda /\mu `$, that is, in linear approximation the system arrives exactly at the fixed point in the next time step, $`x_{t+1}=x^{}`$.

As the uncontrolled system at hand is assumed to be unstable in the fixed point, we generally have the situation $`|\lambda |>1`$. The system with applied control is stable, in linear approximation, if the absolute value of the eigenvalues of the iterated map is smaller than one,

$`|x_{t+1}x^{}|=|(\lambda +\mu \epsilon )(x_tx^{})|<|x_tx^{}|,`$ (3)
i. e. $`|(\lambda +\mu \epsilon )|<1`$. Therefore $`\epsilon `$ has to be chosen between $`(1\lambda )/\mu `$ and $`(+1\lambda )/\mu `$, and this interval is of width $`2/\mu `$ and independent of $`\lambda `$. For OGY control the range in $`\lambda `$ that can be controlled remarkably is not bounded, which will appear to be different for delayed measurement (see next section).

It should be mentioned that the stabiliy analysis of the one-dimensional case holds also for higher-dimensional systems provided there is only one unstable direction. One can transform on the eigensystem of the Jacobi matrix $`\frac{f}{r}`$ and finds again the equations of the one-dimensional case, reflecting that one only needs to apply control in the unstable direction (see e.g. claussen98c ; claussenthesis ).

## II Delayed control of iterated maps

We want to know what limitations occur if the OGY rule is applied without modification. In OGY control, the control parameter $`r_t`$ is time-dependent, and without loss of generality we assume that $`x^{}=0`$ and that $`r_t=0`$ if no control is applied. For simplicity, we discuss the case $`\tau =1`$ first. For one time step delay, instead of $`r_t=\epsilon x_t`$ we have the proportional feedback rule:

$`r_t=\epsilon x_{t1}.`$ (4)
Using the time-delayed coordinates $`(x_t,x_{t1})`$, the linearized dynamics of the system with applied control is given by

$`\left(\begin{array}{c}x_{t+1}\\ x_t\end{array}\right)=\left(\begin{array}{cc}\lambda & \mu \epsilon \\ 1& 0\end{array}\right)\left(\begin{array}{c}x_t\\ x_{t1}\end{array}\right).`$ (11)
The eigenvalues of $`\left(\begin{array}{cc}\lambda & \mu \epsilon \\ 1& 0\end{array}\right)`$ are given by $`\alpha _{1,2}=\frac{\lambda }{2}\pm \sqrt{\frac{\lambda ^2}{4}+\epsilon \mu }.`$ Hence control can be achieved with $`\epsilon `$ being in an interval $`]1/\mu ,(1\lambda )/\mu [`$ with the width $`(2\lambda )/\mu `$.

In contrast to the not-delayed case, we have a requirement $`\lambda <2`$ for the Lyapunov number, i. e. the direct application of the OGY method fails for systems with a Lyapunov number of 2 and higher. This limitation is caused by the additional degree of freedom introduced in the system due to the time delay.

Now we consider the general case. If the system is measured delayed by $`\tau `$ steps, $`r_t=\epsilon x_{t\tau },`$ we write the dynamics in delayed coordinates $`(x_t,x_{t1},x_{t2},\mathrm{}x_{t\tau })^\text{T}`$:

$`\left(\begin{array}{c}x_{t+1}\\ \mathrm{}\\ \\ \\ \\ \\ \mathrm{}\\ x_{t\tau +1}\end{array}\right)=\left(\begin{array}{ccccccc}\lambda & 0& \mathrm{}& & \mathrm{}& 0& \epsilon \mu \\ 1& 0& & & & & 0\\ 0& 1& \mathrm{}& & & & \mathrm{}\\ \mathrm{}& & \mathrm{}& & & & \\ & & & & \mathrm{}& & \\ \mathrm{}& & & & \mathrm{}& 0& \mathrm{}\\ 0& \mathrm{}& & \mathrm{}& 0& 1& 0\end{array}\right)\left(\begin{array}{c}x_t\\ \mathrm{}\\ \\ \\ \\ \\ \mathrm{}\\ x_{t\tau }\end{array}\right)`$ (35)
The characteristic polynomial is given by (we define rescaled coordinates $`\stackrel{~}{\alpha }:=\alpha /\lambda `$ and $`\stackrel{~}{\epsilon }=\epsilon \mu /\lambda ^{\tau +1}`$)

$`0`$ $`=`$ $`P(\alpha )=(\alpha \lambda )\alpha ^\tau \epsilon \mu `$
$`\text{or}0`$ $`=`$ $`P(\stackrel{~}{\alpha })=(\stackrel{~}{\alpha }1)\stackrel{~}{\alpha }^\tau \stackrel{~}{\epsilon }.`$ (36)
Fig. 1 shows the maximum of the absolute value of the eigenvalues, for $`\tau =0,1,\mathrm{},5`$. In rescaled coordinates $`\stackrel{~}{\alpha }=1/\lambda `$ corresponds to a control interval $`\stackrel{~}{\epsilon }_\pm (\tau ,\lambda )`$. For

$`\lambda _{\mathrm{max}}=1+{\displaystyle \frac{1}{\tau }}`$ (37)
the control interval vanishes, and for $`\lambda \lambda _{\mathrm{max}}(\tau )`$ no control is possible. Equation (37) and the subsequently derived stability diagrams are the main result of this paper and are transferred to difference control in section IV.

If we look at the Lyapunov exponent $`\mathrm{\Lambda }:=\mathrm{ln}\lambda `$ instead of the Lyapunov number, we find with $`\mathrm{ln}x<(x1)`$ the inequality

$`\mathrm{\Lambda }_{\mathrm{max}}\tau <1.`$ (38)
Therefore, delay time and Lyapunov exponent limit each other if the system is to be controlled. This is consistent with the loss of knowledge in the system by exponential separation of trajectories.

## III Stability diagrams by the Jury criterion

For small $`\tau `$ one can derive easily the borders of the stability area with help of the Jury criterion jury  (see Appendix A). For $`\tau =1`$, the Jury coefficients are given by $`\alpha _1=\lambda /(1+\mu \epsilon )`$ and $`\alpha _2=\mu \epsilon `$, and for $`\tau =2`$ to $`\tau =4`$ the corresponding expressions are shown in Appendix B.

The equations $`\alpha _i=\pm 1`$ can, although the characteristic polynomial (36) itself is of degree 5, be solved for one variable (giving large expressions). The complete set of lines is shown in Figure 2 for $`\tau =4`$ and illustrates the redundancy of the inequalities generated by the Jury table. Only four (three for $`\tau =1`$) of the $`2n`$ inequalities constitute the border of stability, and unfortunately it seems one has to select them by hand. Control is only necessary for $`|\lambda |>1`$, and folding the relevant stability area into the same quadrant gives Fig. 3 showing how $`\lambda _{\mathrm{max}}`$ decreases for increasing $`\tau `$.

## IV Stabilizing unknown fixed points

As the OGY approach discussed above requires the knowledge of the position of the fixed point, one may wish to stabilize purely by feeding back differences of the system variable at different times. This becomes relevant in the case of parameter drifts claussen98a  which often can occur in experimental situations. A time-continous strategy has been introduced by Pyragas pyragas92 , and the time-discrete counterpart (i.e. control amplitudes are calculated every Poincaré section) is defined by the difference control scheme bielawski93a . For control without delay, a simple difference control strategy bielawski93a ; claussenthesis ; schusterstemmler  is possible for $`\epsilon \mu =\lambda /3`$, and eigenvalues of modulus smaller than unity of the matrix $`\left(\begin{array}{cc}\lambda +\epsilon \mu & \epsilon \mu \\ 1& 0\end{array}\right)`$  are obtained only for $`3<\lambda <+1`$, so this method stabilizes only for oscillatory repulsive fixed points with $`3<\lambda <1`$ bielawski93a ; claussenthesis ; schusterstemmler .

We can proceed in a similar fashion as for OGY control. In the presence of $`\tau `$ steps delay the linearized dynamics of a simple difference feedback $`r_t=\epsilon (x_{t\tau }x_{t\tau 1})`$ is given by

$`\left(\begin{array}{c}x_{t+1}\\ \mathrm{}\\ \\ \\ \\ \\ \mathrm{}\\ x_{t\tau }\end{array}\right)=\left(\begin{array}{ccccccc}\lambda & 0& \mathrm{}& & 0& \epsilon \mu & \epsilon \mu \\ 1& 0& & & & & 0\\ 0& 1& \mathrm{}& & & & \mathrm{}\\ \mathrm{}& & \mathrm{}& & & & \\ & & & & \mathrm{}& & \\ \mathrm{}& & & & \mathrm{}& 0& \mathrm{}\\ 0& \mathrm{}& & \mathrm{}& 0& 1& 0\end{array}\right)\left(\begin{array}{c}x_t\\ \mathrm{}\\ \\ \\ \\ \\ \mathrm{}\\ x_{t\tau 1}\end{array}\right)`$ (62)
in delayed coordinates $`(x_t,x_{t1},\mathrm{}x_{t\tau 1})`$, and the characteristic polynomial is given by

$`0=(\alpha \lambda )\alpha ^{\tau +1}+(1\alpha )\epsilon \mu .`$ (63)
As we have to use $`x_{t\tau 1}`$ in addition to $`x_{t\tau }`$, the system is of dimension $`\tau +2`$, and the lower bound of Lyapunov numbers that can be controlled are found to be

$`\lambda _{\mathrm{inf}}={\displaystyle \frac{3+2\tau }{1+2\tau }}=\left(1+{\displaystyle \frac{1}{\tau +1/2}}\right)`$ (64)
and the asymptotic control amplitude at this point is

$`\epsilon \mu ={\displaystyle \frac{(1)^\tau }{1+2\tau }}.`$ (65)
The stability area in the $`(\mu \epsilon ,\lambda )`$ plane is bounded by the lines $`\alpha _i=\pm 1`$ where $`\alpha _i`$ are the coefficients given by the Jury criterion jury  (see Appendix A). For $`\tau =0`$, the Jury coefficients are $`\alpha _1=\frac{\lambda +\epsilon \mu }{1+\epsilon \mu }`$ and $`\alpha _2=\epsilon \mu .`$ For $`\tau =1`$ to $`\tau =3`$, the Jury coefficients are shown in Appendix C.

The controllable range is smaller than for the unmodified OGY method, and is restricted to oscillatory repulsive fixed points with $`\lambda _{\mathrm{inf}}<\lambda 1`$. A striking observation is that inserting $`\tau +\frac{1}{2}`$ for $`\tau `$ in eq. (37) exactly leads to the expression in eq. (64) which reflects the fact that the difference feedback control can be interpreted as a discrete first derivative, taken at time $`t(\tau +\frac{1}{2})`$. Thus the controllability relation (38) holds again.

As $`\lambda ^1`$ is implying a natural time scale (that of exponential separation) of an orbit, it is quite natural that control becomes delimited by a border proportional to a product of $`\lambda `$ and a feedback delay time. Already without the additional difficulty of a measurement delay this is expected to appear for any control scheme that itself is using time-delayed feedback: E.g. the extensions of time-discrete control schemes discussed in socolar98  with an inherent Lyapunov number limitation due to memory terms, and the experimentally widely applied time-continuous schemes Pyragas and ETDAS just97 ; just99pla ; franc99 . Here Pyragas control has the Lyapunov exponent limitation $`\mathrm{\Lambda }\tau _𝗉2`$ together with the requirement of the Floquet multiplier of the uncontrolled orbit having an imaginary part of $`\pi `$, meaning that deviations from the orbit after one period experience to be flipped around the orbit by that angle, which is quite the generic case just99pre . This nicely corresponds with the requirement of a negative Lyapunov number that appears in difference control. A positive Lyapunov number in the time-discrete picture corresponds to a zero flip of the time-continuous orbit, and is consistently uncontrollable in both schemes.

Recently, the influence of a control loop latency has also been studied for continuous time-delayed feedback just99pre  by Floquet analysis, obtaining a critical value for the measurement delay $`\tau `$, that corresponds to a maximal Lyapunov exponent $`\mathrm{exp}(\lambda _{\mathrm{𝗂𝗇𝖿}})=\mathrm{\Lambda }\tau _𝗉=\frac{1}{1/2+\tau /\tau _𝗉}`$, where $`\tau _𝗉`$ is the orbit length and matched feedback delay. By the log inequality that again translates (for small Ljapunov exponents) to our result for the time-discrete difference control. An exact coincidence could not be expected, as in Pyragas control the feedback difference is computed continuously sliding with the motion along the orbit, where in difference control it is evaluated within each Poincaré section. Although the time-continuous case (as an a priori infinite-dimensional delay-differential system) could exhibit much more complex behaviour, it however astonishing that for all three methods, OGY, difference, and Pyragas control, the influence of measurement delay mainly results in the same limitation of the controllable Lyapunov number.

## V Conclusions

Delayed measurement is a generic problem that can appear in controlling chaos experiments. In some situations it may be technically impossible to extend the control method, then one wants to know the stability borders with minimal knowledge of the system.

We have shown that both OGY control and difference control cannot control orbits with an arbitrary Lyapunov number if there is only delayed knowledge of the system. The maximal Lyapunov number up to which an instable orbit can be controlled is given by $`1+\frac{1}{\tau }`$ for OGY control and $`1+1/(\tau +1/2)`$ for difference control. For small $`\tau `$ the stability borders can be derived by the Jury criterion, so that the range of values for the control gain $`\epsilon `$ can be determined from the knowledge of the Taylor coefficients $`\lambda `$ and $`\mu `$. If one wants to overcome these limitations, one has to modify the control strategy.

This can be done either by applying control rhythmically bielawski93a ; claussen98c ; claussenthesis ; schusterstemmler  being equivalent in a formal sense to controlling the $`\tau +1`$-fold iterate (for OGY control) resp. $`\tau +2`$-fold iterate (for difference control) of the original system claussen98c ; claussenthesis . However, for larger values of $`\tau `$, the required values for the control gain grow exponentially with $`\tau `$, because the possibility of applying control in the intermediate time steps is not used.

The other possibility to improve control are memory methods claussen98c ; claussenthesis ; claussen98a ; socolar98  For negative $`\lambda `$, in the non-delayed case $`\tau =0`$ the stability area can be extended by two methods including an averaged resp. decaying memory and requiring only one extra parameter socolar98 .

For arbitrary $`\lambda `$ and delayed measurement, an improved control even ensuring all eigenvalues to become zero can be acheived by memory methods that take into account control amplitudes applied in previous time steps claussen98c ; claussenthesis .

## Appendix A The Jury criterion

The Jury criterion jury  gives a sufficient and necessary condition that all roots of a given polynomial are of modulus smaller than unity. Given a polonomial $`P(x)=a_nx^n+a_{n1}x^{n1}+\mathrm{}+a_1x+a_0,`$ one applies the iterative scheme of the Jury table:

$`_{0in}b_i`$ $`:=`$ $`a_{ni}`$
$`\alpha _n`$ $`:=`$ $`b_n/a_n`$
$`_{1in}a_{i1}^{\mathrm{new}}`$ $`:=`$ $`a_i\alpha _nb_i`$
giving $`\alpha _n`$ and coefficients $`a_{n1}\mathrm{}a_0`$ for the next iteration.

The Jury criterion states that the eigenvalues are of modulus smaller than unity if and only if $`_{1in}|\alpha _i|<1.`$

The criterion gives $`2n`$ (usually partly redundant) inequalities that define hypersurfaces in coefficient space. These hypersurfaces are given by algebraic equations; it is not necessary to compute the roots of the polonomial.

Whereas the Jury criterion is extremely helpful for small $`n`$ and for numeric purposes, the hypersurface equations become very complex for large $`n`$, and one has to select the relevant hypersurface equations. — Two additional necessary conditions (‘check-first conditions’) for stability are $`(1)^na_nP(1)>0`$ and $`a_nP(+1)>0`$.

## Appendix B Jury coefficients for unmodified OGY control

For $`\tau =2`$, the Jury coefficients take the values $`\alpha _3=\mu \epsilon ,\alpha _2={\displaystyle \frac{\lambda \mu \epsilon }{1(\mu \epsilon )^2}},\alpha _1={\displaystyle \frac{\lambda }{1(\mu \epsilon )^2+\lambda \mu \epsilon }}`$
and among the crossing points of the six lines given by $`\alpha _i=\pm 1`$ one finds the maximal Lyapunov number $`\lambda =\pm 3/2`$.
For $`\tau =3`$ the Jury coefficients are:

$`\alpha _4=\mu \epsilon ,\alpha _3={\displaystyle \frac{\lambda \mu \epsilon }{1(\mu \epsilon )^2}},\alpha _2={\displaystyle \frac{\lambda ^2\mu \epsilon }{1+2(\mu \epsilon )^2+\lambda ^2(\mu \epsilon )^2(\mu \epsilon )^4}},\alpha _1={\displaystyle \frac{\lambda \lambda (\mu \epsilon )}{1+\mu \epsilon +\lambda ^2\mu \epsilon +(\mu \epsilon )^2(\mu \epsilon )^3}}`$
For $`\tau =4`$, the borders given by the Jury coefficients are already described by algebraic equations of higher order:

$`\alpha _5`$ $`=`$ $`\mu \epsilon ,\alpha _4={\displaystyle \frac{\lambda \mu \epsilon }{1+(\mu \epsilon )^2}},\alpha _1={\displaystyle \frac{\lambda \left(1\lambda \mu \epsilon (\mu \epsilon )^2\right)}{1+\lambda \mu \epsilon +\lambda ^3\mu \epsilon +2(\mu \epsilon )^2+\lambda ^2(\mu \epsilon )^2\lambda (\mu \epsilon )^3(\mu \epsilon )^4}}`$
$`\alpha _3`$ $`=`$ $`{\displaystyle \frac{\lambda ^2\mu \epsilon }{1+2\mu \epsilon ^2+\lambda ^2\mu \epsilon ^2(\mu \epsilon )^4}},\alpha _2={\displaystyle \frac{\lambda ^3\mu \epsilon }{1+3(\mu \epsilon )^2+2\lambda ^2(\mu \epsilon )^2+\lambda ^4(\mu \epsilon )^23(\mu \epsilon )^42\lambda ^2(\mu \epsilon )^4+(\mu \epsilon )^6}}`$
The equations $`\alpha _i=\pm 1`$ can, although the polonomial is of degree 5, be solved for one variable, see Fig. 2.

## Appendix C Jury coefficients for unmodified difference control

For $`\tau =1`$, the Jury coefficients are $`\alpha _3=\epsilon \mu ,\alpha _2=\epsilon \mu (\lambda 1)(1(\epsilon \mu )^2)^1,\alpha _1={\displaystyle \frac{((\epsilon \mu )^2\lambda )(1(\epsilon \mu )^2(\lambda 1)\epsilon \mu }{(1(\epsilon \mu )^2)^2(\epsilon \mu )^2(\lambda 1)^2}}`$
For $`\tau =2`$, the Jury coefficients are

$`\alpha _4`$ $`=`$ $`\epsilon \mu ,\alpha _3={\displaystyle \frac{\left(1+\lambda \right)\epsilon \mu }{1(\epsilon \mu )^2}}\alpha _2={\displaystyle \frac{\left(1\lambda \right)\epsilon \mu \left(\lambda (\epsilon \mu )^2\right)}{1+3(\epsilon \mu )^22\lambda (\epsilon \mu )^2+\lambda ^2(\epsilon \mu )^2(\epsilon \mu )^4}}`$
$`\alpha _1`$ $`=`$ $`{\displaystyle \frac{\left(1+\epsilon \mu \right)\left(\lambda +(\epsilon \mu )^2\right)}{1+\epsilon \mu \lambda \epsilon \mu +\lambda ^2\epsilon \mu 2(\epsilon \mu )^2+\lambda (\epsilon \mu )^2(\epsilon \mu )^3}}`$
For $`\tau =3`$, the Jury coefficients are

$`\alpha _5`$ $`=`$ $`\epsilon \mu ,\alpha _4={\displaystyle \frac{\epsilon \mu \lambda \epsilon \mu }{1+(\epsilon \mu )^2}},\alpha _3={\displaystyle \frac{\left(1\lambda \right)\epsilon \mu \left(\lambda (\epsilon \mu )^2\right)}{1+3(\epsilon \mu )^22\lambda (\epsilon \mu )^2+\lambda ^2(\epsilon \mu )^2(\epsilon \mu )^4}}`$
$`\alpha _2`$ $`=`$ $`{\displaystyle \frac{\left(1\lambda \right)\epsilon \mu \left(\lambda (\epsilon \mu )^2\right)^2}{1+5(\epsilon \mu )^24\lambda (\epsilon \mu )^2+3\lambda ^2(\epsilon \mu )^22\lambda ^3(\epsilon \mu )^2+\lambda ^4(\epsilon \mu )^23\lambda ^2(\epsilon \mu )^4+(\epsilon \mu )^636\lambda (\epsilon \mu )^8}}`$
$`\alpha _1`$ $`=`$ $`{\displaystyle \frac{\lambda \lambda \epsilon \mu +\lambda ^2\epsilon \mu (\epsilon \mu )^2\lambda (\epsilon \mu )^2+(\epsilon \mu )^3\lambda (\epsilon \mu )^3+(\epsilon \mu )^4}{1+\epsilon \mu \lambda \epsilon \mu +\lambda ^2\epsilon \mu \lambda ^3\epsilon \mu +3(\epsilon \mu )^22\lambda (\epsilon \mu )^2+\lambda ^2(\epsilon \mu )^22\lambda (\epsilon \mu )^3(\epsilon \mu )^4}}`$


text:
# 1 Introduction

## 1 Introduction

Recently, new data on the analysis of $`K^+\pi ^0l^+\nu _l`$ decays were published by two collaborations: KEK-E246  and ISTRA , in addition to the presentation given by the Particle Data Group . So, at present we have got quite precise measurements of characteristics in the $`K_{l3}`$ decays, that needs a theoretical interpretation in the framework of Standard Model (SM) as well as beyond it. Such the study is of interest because of the experimental search for effects, which can point to the contributions with the violation of combined CP-parity in the kaon decays, for example, the transverse T-odd polarization of lepton in $`K_{l3\gamma }`$ modes , that can essentially enrich the information on the CP-breaking dynamics in addition to the program with the B-mesons .

The matrix element of decay is parameterized in terms of scalar, vector and tensor form factors, $`f_S`$, $`f_\pm `$ and $`f_T`$, in the following general form :

$$[K^+\pi ^0l^+\nu _l]=G_\mathrm{F}V_{su}\left[l_\mu \left(f_+p^\mu +f_{}q^\mu \right)+2m_Kl_Sf_S+\mathrm{i}\frac{f_T}{m_K}l_{\mu \nu }p^\mu q^\nu \right],$$
(1)
where the lepton currents are given by the expressions

$`l_\mu `$ $`=`$ $`\overline{\nu }_\mathrm{L}\gamma _\mu l_\mathrm{L},`$
$`l_{\mu \nu }`$ $`=`$ $`\overline{\nu }_\mathrm{L}\sigma _{\mu \nu }l_\mathrm{R},`$
$`l_S`$ $`=`$ $`\overline{\nu }_\mathrm{L}l_\mathrm{R},`$
so that chiral spinors are

$$\theta _{\mathrm{R},\mathrm{L}}=\frac{1}{2}(1\pm \gamma _5)\theta ,$$

and $`G_\mathrm{F}`$ is the Fermi constant, $`m_K`$ is the mass of kaon. The four-momenta are defined as

$$p=p_K+p_\pi ,q=p_Kp_\pi ,$$

while $`V_{su}`$ is the matrix element of Cabibbo–Kobayashi–Maskawa matrix for the mixing of weak charged quark-currents. We define the generators $`\sigma `$ by the commutator

$$\sigma _{\mu \nu }=\frac{\mathrm{i}}{2}[\gamma _\mu ,\gamma _\nu ].$$

The dependence of form factors on $`q^2`$ is usually expressed in terms of linear slopes normalized to get the dimensionless quantities

$$\lambda _i=\frac{\mathrm{d}\mathrm{ln}f_i(q^2)}{\mathrm{d}q^2/m_\pi ^2}|_{q^2=0},$$
(2)
where $`m_\pi `$ is the pion mass. The combination of form factors

$$f_0=f_++\frac{q^2}{pq}f_{},$$
(3)
is introduced, so that the experimental data are given in terms of the following set :

$$\lambda _+,\lambda _0,\frac{f_{S,T}}{f_+(0)}.$$

The data of  on $`\lambda _{+,0}`$ can be averaged, so that with the statistical errors we get

$`\lambda _+`$ $`=`$ $`0.0287\pm 0.0018,`$ (4)
$`\lambda _0`$ $`=`$ $`0.0203\pm 0.0033,`$ (5)
while the systematic uncertainties are given in the original papers. The values in (4) and (5) result in the ratio

$$\frac{f_{}(0)}{f_+(0)}=0.096\pm 0.043.$$
(6)
The given parameter $`\lambda _+`$ is in a good agreement with the PDG values for both the electron and muon modes , while $`\lambda _0`$ and $`f_{}(0)/f_+(0)`$ above are within the limits of 1.5 $`\sigma `$-deviations from the PDG averages. The preliminary analysis by KTeV  gives

$$\lambda _+=0.0275\pm 0.0008,$$

which is close to the estimate in (4).

In the framework of SM we get the form factors

$$\pi ^0(p_\pi )|\overline{s}\gamma _\mu u|K^+(p_K)=\frac{1}{\sqrt{2}}(f_+p_\mu +f_{}q_\mu ),$$
(7)
while

$$f_S=f_T=0.$$

Therefore, the study of scalar and tensor form factors is a good test for the search of ‘new’ physics beyond the SM.

Supposing (7), we derive

$$q^\mu \pi ^0(p_\pi )|\overline{s}\gamma _\mu u|K^+(p_K)=(m_um_s)\pi ^0(p_\pi )|\overline{s}u|K^+(p_K)=(pq)\frac{f_0}{\sqrt{2}},$$
(8)
implying that the form factor $`f_0`$ determines the matrix element of scalar quark-current.

The contraction of vector lepton-current

$$l_\mu q^\mu f_{}=m_lf_{}l_S,$$

induces the scalar term in the matrix element. So, the electron mode is more sensitive to the extraction of scalar form factor, since the SM background contribution is suppressed by the lepton mass,

$$f_S^{\mathrm{SM}}=\frac{m_l}{2m_K}f_{}.$$

At present, the measurements of $`f_S`$ and $`f_T`$ result in values slightly deviating from zero, that is consistent with the expectations of SM. So, in the electron mode

$`{\displaystyle \frac{f_S}{f_+(0)}}`$ $`=`$ $`0.0040\pm 0.0160(\mathrm{stat}.)\pm 0.0067(\mathrm{syst}.),`$ (9)
$`{\displaystyle \frac{f_T}{f_+(0)}}`$ $`=`$ $`0.019\pm 0.080(\mathrm{stat}.)\pm 0.038(\mathrm{syst}.),`$ (10)
where we have taken into account the redefinition of sign in comparison with the appropriate formula in  as accepted in this paper in (1), while the combined analysis of muon and electron modes in  results in the similar values

$`{\displaystyle \frac{f_S}{f_+(0)}}`$ $`=`$ $`0.004\pm 0.005(\mathrm{stat}.)\pm 0.005(\mathrm{syst}.),`$ (11)
$`{\displaystyle \frac{f_T}{f_+(0)}}`$ $`=`$ $`0.021\pm 0.028(\mathrm{stat}.)\pm 0.014(\mathrm{syst}.).`$ (12)
The collaboration KTeV presented the following constraints in the electron mode:

$`\left|{\displaystyle \frac{f_S}{f_+(0)}}\right|`$ $`<`$ $`0.04,`$ (13)
$`\left|{\displaystyle \frac{f_T}{f_+(0)}}\right|`$ $`<`$ $`0.14.`$ (14)
In the present paper we study nonzero contribution of leptoquark interactions to the tensor form factor, which correlates with the scalar one due to the Fierz transformation. In section 2 the effective lagrangians with the virtual leptoquarks are described as concerns for the decays of $`K^+\pi ^0l^+\nu _l`$, and the requared matrix elements of quark currents are presented. General expressions for the hadronic matrix elements with the tensor structure are derived in section 3, where we develop the model based on the dominance of vector and scalar mesons and adjust it in the description of $`f_{\pm ,0}`$ form factors. In the framework of potential approach the preferable region of model parameter is limited in agreement with the experimental data. The constraints on the masses of scalar leptoquark and their couplings to the fermions are obtained in section 4. The results are summarized in the Conclusion.

## 2 The contribution of leptoquark interactions

A consistent classification of leptoquarks under the gauge symmetries of SM were done by Buchmüller, Rückl and Wyler in . We accept the nomenclature prescribed in  as shown in Table 1 extracted from . So, the leptoquarks are marked by their spin, representation of weak $`SU(2)`$-group (singlets, doublets and triplets), appropriate electric charges in the multiplets and the fermion number $`F`$. For the sake of briefness, the flavor of lepton is marked by the electron in Table 1, while the couplings $`\mathrm{Y}_{\mathrm{L},\mathrm{R}}`$ should be labelled by the flavor indices, too.

The diagrams describing the contribution of leptoquark interactions into the form factors under study are shown in Fig. 1.

The tensor terms appear under the Fierz transformations, so that the vector leptoquarks do not contribute into the tensor form factor. Further, the tensor term shifts the helicity of leptons. Therefore, we isolate the leptoquarks involving the interaction with both the left-handed neutrinos and right-handed charged leptons. The appropriate vertices are shaded in Table 1. Thus, we consider the following scalar leptoquarks: the singlet $`S_0`$ and the doublet $`S_{1/2}`$ with the charge $`2/3`$.

The Yukawa-like interactions involving the strange quark have the form

$`[S_{1/2}]`$ $`=`$ $`S_{1/2}^{}\left(\mathrm{Y}_\mathrm{L}\overline{u}_\mathrm{R}\nu _\mathrm{L}+\mathrm{Y}_\mathrm{R}\overline{s}_\mathrm{L}l_\mathrm{R}\right)+\mathrm{h}.\mathrm{c}.,`$ (15)
$`[S_0]`$ $`=`$ $`S_0^{}\left[\mathrm{Y}_\mathrm{L}^{[0]}(\overline{u}_{\mathrm{C},\mathrm{R}}e_\mathrm{L}+\overline{s}_{\mathrm{C},\mathrm{R}}\nu _\mathrm{L})+\mathrm{Y}_\mathrm{R}^{[0]}\overline{u}_{\mathrm{C},\mathrm{L}}l_\mathrm{R}\right]+\mathrm{h}.\mathrm{c}.,`$ (16)
where we have omitted the flavor indices. These lagrangians induce the effective low-energy interactions according to the formulae

$`_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \frac{\mathrm{Y}_\mathrm{R}\mathrm{Y}_\mathrm{L}^{}}{M_{S_{1/2}}^2}}(\overline{s}_\mathrm{L}\sigma _{\alpha \beta }u_\mathrm{R})(\overline{\nu }_\mathrm{L}\sigma ^{\alpha \beta }l_\mathrm{R})`$ (17)
$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{Y}_\mathrm{R}\mathrm{Y}_\mathrm{L}^{}}{M_{S_{1/2}}^2}}(\overline{s}_\mathrm{L}u_\mathrm{R})(\overline{\nu }_\mathrm{L}l_\mathrm{R})+\mathrm{h}.\mathrm{c}.,`$
where we have used the Fierz transformations for the chiral fermions, taking into account the identity

$$\gamma _5\theta _\mathrm{R}=\theta _\mathrm{R},$$

that causes the summation of scalar and pseudoscalar parts (the factor of 2). The anti-commutation of fermions has been explored, too (the overall negative sign). Further we introduce the notation

$$\frac{1}{\mathrm{\Lambda }_{LQ}^2}=\frac{\mathrm{Y}_\mathrm{R}\mathrm{Y}_\mathrm{L}^{}}{M_{S_{1/2}}^2},$$
(18)
since the above combination of leptoquark mass and couplings enters the problem under study.

As for the contribution of $`S_0`$, one can easily find that the effective lagrangian has the same form of (17), because the charge conjugation of spinor is defined by

$$\theta _\mathrm{C}=\mathrm{C}\theta ^{},$$

where $`\mathrm{C}=\mathrm{i}\gamma _2`$ in the Dirac representation of $`\gamma `$-matrices, so that

$$\mathrm{C}\gamma _\mu ^\mathrm{T}\mathrm{C}^1=\gamma _\mu ,$$

where T denotes the transposition. The terms induced by the leptoquarks $`S_{1/2}`$ and $`S_0`$ can interfere, of course. However, we include this effect into the definition of scale $`\mathrm{\Lambda }_{LQ}`$.

Thus, we can estimate the contribution of leptoquark interactions, once we calculate the appropriate matrix elements of quark currents, that is the deal of next section.

## 3 Hadronic matrix elements

The experimental data on the slopes of form factors shown in the Introduction are in a good agreement with the estimates in the framework of chiral perturbation theory ($`\chi `$PT) . However, to the moment we have not any predictions of $`\chi `$PT on hands as concerns for the hadronic matrix elements of tensor quark-current. In the present paper we explore the model of meson dominance, i.e. the dominance of vector and scalar states appropriate for the quantum numbers of transitions between the quarks. The corresponding diagram is shown in Fig. 2.

Considering the vector quark-current, we can evaluate the form factors

$`f_+(q^2)`$ $`=`$ $`g_{K^{}K\pi }{\displaystyle \frac{f_K^{}m_K^{}}{m_{su}^2(q^2)}}{\displaystyle \frac{1}{1q^2/m_{su}^2(q^2)}},`$ (19)
$`f_{}(q^2)`$ $`=`$ $`f_+(q^2){\displaystyle \frac{m_K^2m_\pi ^2}{m_{su}^2(q^2)}}+g_{K_0^{}K\pi }{\displaystyle \frac{f_{K_0^{}}}{m_{K_0^{}}^2}}{\displaystyle \frac{1}{1q^2/m_{K_0^{}}^2}},`$ (20)
in terms of couplings entering the following Lagrangians111The couplings $`g`$ are prescribed for the charged pions, while the neutral ones have the isospin factor $`1/\sqrt{2}`$.

$`_{K^{}K\pi }`$ $`=`$ $`g_{K^{}K\pi }(p_K+p_\pi )_\mu ϵ_K^{}^\mu \phi _K^{}\phi _\pi ^{},`$ (21)
$`_{K_0^{}K\pi }`$ $`=`$ $`g_{K_0^{}K\pi }\phi _{K_0^{}}\phi _K^{}\phi _\pi ^{},`$ (22)
and

$`K^{}(k)|\overline{s}\gamma _\mu u|0`$ $`=`$ $`f_K^{}ϵ_\mu ^K^{}m_K^{},`$ (23)
$`K_0^{}(k)|\overline{s}\gamma _\mu u|0`$ $`=`$ $`f_{K_0^{}}k_\mu ,`$ (24)
where $`\phi `$ denotes the appropriate field, and $`ϵ`$ is the polarization vector of $`K^{}`$. In (19) we have introduced the running pole mass $`m_{su}(q^2)`$ in the transition $`su`$. The normalization condition is rather evident

$$m_{su}(m_K^{}^2)=m_K^{},$$

while we need the value at $`q^2=0`$, $`m_{su}=m_{su}(0)`$, since we use the approximation of linear evolution of form factors,

$`f_+(q^2)`$ $``$ $`g_{K^{}K\pi }{\displaystyle \frac{f_K^{}m_K^{}}{m_{su}^2}}(1+q^2/m_{su}^2),`$ (25)
$`f_{}(q^2)`$ $``$ $`f_+(q^2){\displaystyle \frac{m_K^2m_\pi ^2}{m_{su}^2}}+g_{K_0^{}K\pi }{\displaystyle \frac{f_{K_0^{}}}{m_{K_0^{}}^2}}(1+q^2/m_{K_0^{}}^2).`$ (26)
The evolution of $`m_{su}(q^2)`$ to $`q^2=0`$ is expected to be slow in the framework of model with the meson dominance. We suppose that the spin forces in the bound state should be suppressed beyond the pole, since they depend on a density of bound states, which drops outside the poles. So, the spin-averaged mass of 1S-level in the $`\overline{s}u`$ system is known experimentally,

$$m_{su}[1S]=\frac{1}{4}(m_K+3m_K^{})793\mathrm{MeV}.$$

We expect that

$$m_{su}[1S]<m_{su}(0)<m_K^{}.$$

So, we put

$$m_{su}\frac{1}{2}(m_{su}[1S]+m_K^{})0.85\mathrm{GeV},$$
(27)
which is inside the systematics uncertainty of the model. Since the spin-dependent forces are suppressed in the excited P-waves, we put the pole mass in the scalar sector to be equal to the experimental value of $`K_0^{}`$.

From (25) and (26) one can easily deduce the expression for the scalar-channel form factor,

$$f_0(q^2)f_+(0)+q^2\frac{g_{K_0^{}K\pi }f_{K_0^{}}}{m_{K_0^{}}^2(m_K^2m_\pi ^2)},$$
(28)
as well as the slopes,

$`\lambda _+`$ $`=`$ $`{\displaystyle \frac{m_\pi ^2}{m_{su}^2}},`$ (29)
$`\lambda _0`$ $`=`$ $`\delta \lambda _+,`$ (30)
where

$`\delta `$ $`=`$ $`{\displaystyle \frac{1}{f_+(0)}}{\displaystyle \frac{g_{K_0^{}K\pi }f_{K_0^{}}m_{su}^2}{m_{K_0^{}}^2(m_K^2m_\pi ^2)}},`$ (31)
$`f_+(0)`$ $`=`$ $`g_{K^{}K\pi }{\displaystyle \frac{f_K^{}m_K^{}}{m_{su}^2}}.`$ (32)
The most of model parameters can be extracted from the experimental data. So, the coupling constant $`f_K^{}`$ is well known,

$$f_K^{}215\mathrm{MeV},$$

while the decay constants $`g`$ are related with the widths measured222In the formulae for the total widths of $`K^{}`$ and $`K_0^{}`$ we have explored the isospin-symmetry relations: $`\mathrm{\Gamma }[K^+K^+\pi ^0]=1/2\mathrm{\Gamma }[K^+K^0\pi ^+]`$ and the similar equation for the scalar meson $`K_0^{}`$.,

$`\mathrm{\Gamma }[K^{}K\pi ]`$ $`=`$ $`g_{K^{}K\pi }^2{\displaystyle \frac{|𝒑_K|^3}{4\pi m_K^{}^2}},`$ (33)
$`\mathrm{\Gamma }[K_0^{}K\pi ]`$ $`=`$ $`g_{K_0^{}K\pi }^2{\displaystyle \frac{3|𝒑_K|}{16\pi m_{K_0^{}}^2}},`$ (34)
whereas $`|𝒑_K|`$ denotes the momentum of kaon in the c.m.s, so that numerically333In the estimates we put the effective masses in the equations relating the constants with the total widths, so that $`m_K^{}m_{su}[1S]`$ and $`m_{K_0^{}}2|𝒑_K|`$ in the limit of $`m_{K_0^{}}m_K,m_\pi `$. In the phenomenological model under study, the decay constants $`g`$ enter the form factors in terms of products with the leptonic couplings $`f`$. These products should be adjusted in order to satisfy some conditions motivated by QCD and its chiral symmetry. In this way we have to follow a specified approach in estimates for both $`g`$ and $`f`$ as given below. We stress that the model parameters $`g`$ are quite uncertain because of reasons inherent for the phenomenological approach ignoring higher excitations as well as a continuum contribution. Neverteless, we argue for the preerable choice of numerical values.

$$g_{K^{}K\pi }3.94,g_{K_0^{}K\pi }3.48\mathrm{GeV}.$$

The only free parameter of the model is the coupling $`f_{K_0^{}}`$, which we are tending to restrict in the framework of potential calculations by the comparative analysis with the known leptonic constants of $`\rho `$ and $`K^{}`$. For this purpose, we calculate the diagram in Fig. 3, where the quark-meson vertex includes the wave function of constituent quarks.

For the scalar state we use the current

$$j(x)=\overline{s}(x)u(x),$$

with the identity

$$\mathrm{i}_\mu [\overline{s}(x)\gamma ^\mu u(x)]=(m_um_s)j(x).$$

In this technique we find

$`f_{K_0^{}}^{\mathrm{PM}}`$ $`=`$ $`{\displaystyle \frac{m_sm_u}{m_{K_0^{}}}}{\displaystyle \frac{18}{m_{\mathrm{red}}\sqrt{\pi m_{K_0^{}}}}}|R_{\overline{s}u}^{}(0)|,`$ (35)
$`f_K^{}^{\mathrm{PM}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{3}{\pi m_{\overline{s}u}[1S]}}}|R_{\overline{s}u}(0)|,`$ (36)
where $`R_{\overline{s}u}(r)`$ denotes the radial wave function in the system of $`\overline{s}u`$, $`m_{\overline{s}u}[1S]`$ is the spin-averaged mass of $`K^{}`$ and $`K`$, and $`m_{\mathrm{red}}`$ is the constituent reduced mass for $`K_0^{}`$, so that

$$m_{\mathrm{red}}\frac{m_{\overline{d}u}[1S]m_{\overline{s}u}[1S]}{m_{\overline{d}u}[1S]+m_{\overline{s}u}[1S]}0.34\mathrm{GeV}.$$

For the $`\rho `$ meson we have the expression similar to (36) under the substitution $`\overline{s}\overline{d}`$.

Further, we explore the static potential derived in  and solve the Schrödinger equation

$$\left[\frac{𝒑^2}{\mu _q}+V(r)\right]\mathrm{\Psi }(r)=[\overline{\mathrm{\Lambda }}(\mu _q)+2(\mu _0\mu _q)]\mathrm{\Psi }(r),$$
(37)
for the system $`\overline{d}u`$, so that the binding energy $`\overline{\mathrm{\Lambda }}(\mu _q)`$ of $`1S`$-level is related with the mass

$$m_{\overline{d}u}[1S]=\overline{\mathrm{\Lambda }}(\mu _q)+2\delta \mu ,$$
(38)
and it is shown in Fig. 4 at $`\mu _0=0.345`$ GeV, $`\mu _q^{}=0.224`$ GeV versus the light quark constituent mass $`\mu _q`$ with $`\delta \mu =\mu _q^{}\mu _0`$. In (38) we do not add the constituent masses of light quarks into the mass of meson, since the constituent masses are really the parts of potential energy $`V(r)`$ in the confining quark-gluon string.

The mass of bound state shows the minimum versus the constituent mass at $`\mu _q^{}`$, which gives the optimal value of mass for the calculation of radial wave function. For the constituent mass of strange quark we use

$$\mu _s=m_s+\mu _q^{},$$

with $`m_s=0.24`$ GeV, which represents the current mass at the scale of 1 GeV .

At this stage the estimates of coupling constants in the potential model can be optimally got according to (35) and (36). However, the corrections by both the quark-gluon loops and a relativistic motion can be rather essential, that can be taken into account by the introduction of $`𝒦`$-factor,

$$f=𝒦f^{\mathrm{PM}}.$$

At

$$𝒦=\frac{1}{1.45},$$

we get the estimates

$`f_\rho `$ $`=`$ $`205\mathrm{MeV},`$ (39)
$`f_K^{}`$ $`=`$ $`217\mathrm{MeV},`$ (40)
$`f_{K_0^{}}`$ $`=`$ $`130\mathrm{MeV}.`$ (41)
The $`𝒦`$-factor should generally depend on the spin and flavor of current under srudy. The above estimates show that the dependence on the flavors of quarks composing the bound state is rather suppressed, since we have amazingly reproduced the coupling constants of vector states in the limits of experimental intervals with the uniform $`𝒦`$-factor. As for the dependence on the quantum numbers of the meson, we expect that the variation of $`𝒦`$-factor is negligibly small because the summed quark spin in both $`K^{}`$ and $`K_0^{}`$ is equal to 1, while the spin-orbital contributions are usually suppressed. Thus, the estimate in (41) should be quite accurate up to 5 MeV, as it does for $`\rho `$ and $`K^{}`$. Nevertheless, we permit a conservative variation444See the sum rule estimates in .

$$120\mathrm{MeV}<f_{K_0^{}}<140\mathrm{MeV}.$$
(42)
Further, we can compare the model estimates with the experimental data on $`K_{l3}`$ decays listed in the Introduction. This analysis is presented in Figs. 5 and 6. We draw the conclusion on the model is well adjusted in describing the data.

According to (29) and (32) the values of $`\lambda _+`$ and $`f_+(0)`$ are independent of $`f_{K_0^{}}`$. Numerically, we get

$$\lambda _+=0.0271\pm 0.0011,f_+(0)=1.046\pm 0.040,$$
(43)
which are in a good agreement with both the experimental data and predictions of $`\chi `$PT.

Further, we test the model under the Callan–Treiman relation, that expresses the sum of vector-current form factors in terms of leptonic constants of kaon and pion:

$$f_+(m_K^2)+f_{}(m_K^2)=\frac{f_K}{f_\pi }.$$
(44)
In the model under study we get

$$f_+(m_K^2)+f_{}(m_K^2)=f_+(0)+\frac{g_{K_0^{}K\pi }f_{K_0^{}}}{m_{K_0^{}}^2m_K^2}f_+(0)+\frac{g_{K_0^{}K\pi }f_{K_0^{}}}{m_{K_0^{}}^2},$$
(45)
where we have neglected the kaon mass with respect to the scalar meson one. Then, numerically the relations result in

$$\frac{f_K}{f_\pi }=1.305\pm 0.020\mathrm{or}\frac{f_K}{f_\pi }1.273\pm 0.017$$

under the variation in (42). So, at $`f_\pi =132`$ MeV we deduce

$$f_K=172\pm 3\mathrm{MeV}\mathrm{or}f_K=168\pm 4\mathrm{MeV}.$$

The systematic error caused by the approximation, as we see, is about 5 MeV, and conservatively one expects

$$f_K=170\pm 4\pm 5\mathrm{MeV},$$

which is in a good agreement with the known data.

Neglecting both the deviation of $`f_+(0)`$ from the unit and the kaon mass with respect to the mass of scalar $`K_0^{}`$, we can derive from (44) and (45) the Dashen–Weinstein relation

$$\lambda _0=\frac{m_\pi ^2}{m_K^2m_\pi ^2}\left(\frac{f_K}{f_\pi }1\right).$$

Both relations by Callan–Treiman and Dashen–Weinstein can acquire valuable numerical corrections in the model under study as well as in the $`\chi `$PT. So, from the formula for $`\lambda _0`$ we get

$$f_K=160\pm 4\mathrm{MeV},$$

so that the displacement of $`f_K`$ points to the possible size of corrections.

Then, we calculate the expression for the hadronic matrix element of tensor quark-current

$$\pi ^0(p_\pi )|\overline{s}\sigma _{\mu \nu }u|K^+(p_K)=\mathrm{i}\frac{f_+(q^2)}{\sqrt{2}m_K^{}}(p_\mu q_\nu p_\nu q_\mu )\mathrm{i}\frac{f_+(0)}{\sqrt{2}m_K^{}}(p_\mu q_\nu p_\nu q_\mu ),$$
(46)
where we have neglected the dependence of $`f_+`$ on $`q^2`$, since the antisymmetric tensor is linear in $`q`$. Formula (46) can be compared with the general expression

$$\pi ^0(p_\pi )|\overline{s}\sigma _{\mu \nu }u|K^+(p_K)=\frac{\mathrm{i}}{\sqrt{2}}(p_\mu q_\nu p_\nu q_\mu ),$$
(47)
so that $``$ depends on a single additional quantity $`c_{}(q^2)`$

$$=c_{}\frac{f_0(q^2)}{m_sm_u}+(m_s+m_u)\frac{f_{}(q^2)}{pq},$$

where we have explored the definition

$$\pi ^0(p_\pi )|\mathrm{i}\left\{\overline{s}(_\mu u)(_\mu \overline{s})u\right\}|K^+(p_K)=(c_+p_\mu +c_{}q_\mu )\pi ^0(p_\pi )|\overline{s}u|K^+(p_K),$$

with an evident condition of self-consistency

$$c_+=\frac{1}{pq}(m_s^2m_u^2+c_{}q^2).$$

In the model of meson dominance we get

$$c_{}=\frac{f_+}{f_0}\frac{m_sm_u}{m_K^{}}\frac{f_{}}{f_0}\frac{m_s^2m_u^2}{pq}.$$
(48)
Neglecting the current mass of light quark, at $`q^2=0`$ we find

$`c_{}(0)`$ $``$ $`{\displaystyle \frac{m_s}{m_K^{}}}+(\lambda _+\lambda _0){\displaystyle \frac{m_s^2}{m_\pi ^2}},`$ (49)
$`c_+(0)`$ $``$ $`{\displaystyle \frac{m_s^2}{m_K^2m_\pi ^2}}.`$ (50)
The physical meaning of $`c_\pm `$ is rather simple: they determine the difference between the fractions of meson momenta carried by the $`\overline{s}`$ and $`u`$ quarks in the kaon and pion under the weak transition. At $`q^2=0`$ we get

$`\alpha _K`$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_++c_{})0.018,`$ (51)
$`\alpha _\pi `$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_{}c_+)0.28.`$ (52)
### Spin effects: the polarization of lepton in SM

Neglecting the suppresed contributions by the scalar and tensor form factors in (1), we calculate the matrix element squared for the lepton with the spin polarization $`s_\alpha `$, satisfying the conditions of $`s^2=1`$ and $`sp_l=0`$. Then, omiting an irrelevant overall normalization factor and putting the vector form factors to be real, we get

$`|[K^+\pi ^0l^+\nu _l]|^2`$ $``$ $`2f_+^2(p_lp)(p_\nu p)+2f_+f_{}m_l^2(p_\nu p)+(p_lp_\nu )\left(f_{}^2m_l^2f_+^2p^2\right)`$
$`2f_+f_{}m_l(p_lp_\nu )(ps)2f_+^2m_l(p_\nu p)(ps)+`$
$`2f_+f_{}m_l(p_lp)(p_\nu s)+m_l\left(p^2f_+^2+f_{}^2m_l^2\right)(p_\nu s).`$
Following the ordinary definition for the polarization $`P_i`$,

$$||^2=\rho _0\left(1\underset{i=L,N,T}{}P_i(e_is_i)\right),$$

where $`e_L`$ denotes the longitudinal four-vector

$$e_L=\frac{1}{m_l|𝒑_l|}(|𝒑_l|^2,E_l𝒑_l),$$

the unit vector $`e_N`$ lies in the decay plane, and it is orthogonal to $`e_L`$, while $`e_T`$ is transversal to both $`e_L`$ and $`e_N`$.

The scalar products in (3) can be easily expressed in terms of pion and lepton energies. So, for the longitudinal polarization we get

$$\begin{array}{ccc}\hfill p_\nu s& =& \frac{1}{m_l|𝒑_l|}[E_\nu |𝒑_l|E_l^2E_\nu +E_l(p_lp_\nu )],\hfill \\ \hfill ps& =& \frac{1}{m_l|𝒑_l|}[E_\pi |𝒑_l|E_l^2E_\pi +E_l(p_lp_\pi )]+\frac{m_K|𝒑_l|}{m_l}.\hfill \end{array}$$

The results for the muon and electron modes are shown in Figs. 7 and 8, respectively.

As we can expect from (3), the variation of longitudinal polarization is significant for the muon in contrast to the electron, since the spin dependence exhibits the suppression by the lepton mass. The longitudinal polarization effects for the electron mode are negligibly small.

In Fig. 7 we see that the longitudinal polarization of the muon is essentially negative in the dominant part of Dalitz plot. The significant variation of form factor $`f_{}`$ by a factor of 5 shows a weak sensetivity of longitudinal polarization to $`f_{}`$. Fig. 8 exhibits that the deviation of electron polarization from $`1`$ is negligible.

Further, we have calculated the normal polarization of leptons as shown in Fig. 9. We see that the muon has a significant variation of normal polarization, while the electron spin in the normal direction is quite small (about 0.2%), and it is sizable (about 10%) in the region, where the number of events is essentailly suppressed.

## 4 Constraints on the leptoquark scales

Under the determination of hadronic matrix elements of quark currents we derive the ratios of form factors due to the contribution of leptoquark interactions,

$`{\displaystyle \frac{f_S}{f_+(0)}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{16G_\mathrm{F}|V_{su}|}}{\displaystyle \frac{m_K^2m_\pi ^2}{(m_sm_u)m_K}}{\displaystyle \frac{1}{\mathrm{\Lambda }_{LQ}^2}},`$ (54)
$`{\displaystyle \frac{f_T}{f_+(0)}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{32G_\mathrm{F}|V_{su}|}}{\displaystyle \frac{m_K}{m_K^{}}}{\displaystyle \frac{1}{\mathrm{\Lambda }_{LQ}^2}},`$ (55)
where we have supposed the positive definiteness of Yukawa-constant products with respect to the mixing $`V_{su}`$. Then we extract the values of leptoquark scales in the tensor part,

$$\mathrm{\Lambda }_{LQ}=0.48_{0.17}^+\mathrm{}\mathrm{TeV},$$
(56)
while the scalar form factor gives more stringent limit

$$\mathrm{\Lambda }_{LQ}=3.4_{1.1}^+\mathrm{}\mathrm{TeV}.$$
(57)
Thus, we deduce the 95%-confidence level

$$\mathrm{\Lambda }_{LQ}>1.2\mathrm{TeV}.$$

Let us compare the above restriction on the parameters of leptoquark interactions with the constraints following from other processes relevant to the effective vertices induced by diagrams in Fig. 1. Since the Yukawa constants are flavor dependent, the direct constraints can be obtained from the leptonic decays of kaon, viz., from both the electron and muon ones. In this way, the tensor interaction does not contribute, while the scalar one results in the multiplicative scaling of the decay amplitude. The factor has the form

$$𝒦_{LQ}12\frac{f_S}{f_+(0)}\frac{m_K}{m_l},$$
(58)
where we have neglected the masses of pion and $`u`$-quark, and $`m_l`$ denotes the mass of lepton.

The leptonic modes are measured with the accuracy of branching ratios

$$\frac{\delta _\mathrm{e}}{_\mathrm{e}}\frac{1}{22},\frac{\delta _\mu }{_\mu }\frac{1}{300},$$

that can be used in order to restrict the scalar interactions induced by the leptoquarks. So, taking the ratio of branching ratios, which is independent of both the leptonic constant of kaon and the CKM element $`|V_{su}|`$, we get the expression

$$\frac{_\mathrm{e}}{_\mu }=\frac{m_e^2}{m_\mu ^2}\frac{14{\displaystyle \frac{f_S}{f_+(0)}}{\displaystyle \frac{m_K}{m_e}}}{14{\displaystyle \frac{f_S}{f_+(0)}}{\displaystyle \frac{m_K}{m_\mu }}}=2.337210^5\frac{14{\displaystyle \frac{f_S}{f_+(0)}}{\displaystyle \frac{m_K}{m_e}}}{14{\displaystyle \frac{f_S}{f_+(0)}}{\displaystyle \frac{m_K}{m_\mu }}},$$

where we expand in small corrections following from the leptoquark interactions. Comparing with the experimental result

$$\frac{_\mathrm{e}}{_\mu }|_{\mathrm{exp}.}=(2.44\pm 0.11)10^5,$$

we find555As for some other restrictions see ref. , where the bounds are very similar to those of obtained in the present paper.

$$\mathrm{\Lambda }_{LQ}>43\mathrm{TeV}.$$

Thus, the measurements of semileptonic kaon decay provide us with the soft confirmation of constraints following from the leptonic decays, since the tensor and scalar effective vertices correlate in the leptoquark interactions.

## 5 Discussion

In this paper we have developed a model of meson dominance, which has allowed us to get quite an accurate description of hadronic form factors in the decay $`K^+\pi ^0l^+\nu _l`$. In this way we have adjusted the model under the experimental data on the matrix element of vector quark-current and calculated the matrix element of tensor current induced by the leptoquark interactions. The experimental data on the semileptonic decay of kaon allow us to extract the constraints on the contributions beyond the Standard Model, so that

$$\mathrm{\Lambda }_{LQ}>1.2\mathrm{TeV},$$

where $`\mathrm{\Lambda }_{LQ}`$ represents the ratio of leptoquark mass to the square of Yukawa-like coupling. This limit softly confirms the bounds following from the leptonic decays of kaon.

The authors thank the DELPHI and LHCb collaborations for a kind hospitality during their visit to CERN, where this paper was in progress.

This work was in part supported by the Russian foundation for basic research, grants 01-02-99315, 01-02-16585 and 00-15-96645, the Russian Ministry on the education, grant E00-3.3-62.