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# Short distance signatures in Cosmology: Why not in Black Holes?

## I Introduction

Although short distance physics belongs in the realm of quantum gravity, it is possible that some traces may have survived in the low energy observables. Many efforts have been devoted to the exploration of this issue tp  and the claims fall in two categories: Hawking radiation hawking  is robust against nonlinear modifications of short distance physics unruh ; jacobson ; cr ; but Cosmic Microwave Background (CMB) spectrum may generically be sensitive to short distance modes b.greene  (see also tp  for a partial list of other relevant References), except for special classes of modification that ensure adiabatic time evolution of the modes at late times mb ; branden.jerome .

These claims should be taken as suggestive rather than conclusive for at least the two following reasons:

i) we do not, as yet, have a fundamental theory to describe physics at energies higher than the Planck mass. This means that even for specific short distance models introduced in literature, we do not have a set of equations by which to study these models. Einstein equations and in particular the equation of energy conservation almost always break down in the presence of nonlinear trans-planckian physics lm-mb . We can hope that quantum field theory and modifications to Einstein equations which satisfy Bianchi identity may remain a good description, as approximate tools, while taking the low energy limit;

ii) the spectrum is very sensitive to the initial conditions. We do not know what the initial conditions are in Cosmology but they can contaminate the result of the investigation of the role of nonlinear physics in the CMB spectrum.

Despite the difficulties of carrying out such an investigation, it is very exciting to consider the possibility that we may find low energy signatures from very high energy processes in Cosmology. If trans-planckian physics is described within the framework of String Theory (e.g. see Ref. amanda ) with our present state of knowledge, then its first evidence would be found in cosmological grounds.

Let us take the above claims as true. In these notes we want to gain a deeper understanding about probes of Planck scale physics, by posing the following question: Why do the CMB spectrum and Hawking radiation respond differently to nonlinear short distance physics? In order to achieve a comparison between Black Holes and Cosmology, the setup here is the following: Consider a moving mirror which follows a certain trajectory along a cartesian direction (see birrell  and References therein). In Section II we discuss the response function of a detector in the space to the right of the moving mirror for two limiting cases: a) when the mirror’s motion “mimics” a Black Hole background (Section II.1); b) and when the mirror’s motion follows the evolution of the Hubble horizon (Section II.2). We then compare the spectra and argue that the difference between Black Holes and Cosmology with respect to their sensitivity to short distance physics, arises from the fact that since the stationary background of Black Holes is characterized by a length scale much larger than the Planck length, there are lesser degrees of freedom in the first instance (surface degrees of freedom “confined” to the Black Hole horizon), as compared to the dynamic background of Cosmology which, due to non-locality, results in volume degrees of freedom. This leads us on to introducing a spatial averaging prescription to account for the uncertainty in the origin of Hawking radiation that indicates a “wash-out” of trans-planckian modes, while in Cosmology there is a natural time averaging to account for the uncertainty in the initial conditions which (at best) enhances the role played by short scale physics at later times. We conclude in Section III that any traces of Planck scale physics in the spectra, as measured by their departure from thermality, may be larger and thus observable in the cosmological case. We then speculate that our results are related and point very much in the same direction as recent works on cosmological background solutions in String Theory (see eva  and References therein). An observable effect becomes possible when quantum fluctuations are comparable to thermal fluctuations. The competition between quantum and thermal fluctuations is larger for volume degrees of freedom than for surface degrees of freedom, thus the possibility that they may be within reach of observation in Cosmology.

Recent work in String Theory eva  indicates that non-locality may be required for all non-stationary, cosmologically relevant backgrounds (i.e. Lorentzian vacua). We relate the findings of eva  to our backgrounds in order to obtain a physical interpretation for the sensitivity of the CMB spectrum to Planck scale physics as originating from non-locality of time-dependent solutions in String Theory.

We use units with $`c=\mathrm{}=1`$ and denote by $`m_p`$ the Planck mass and by $`\mathrm{}_p=m_p^1`$ the Planck length. Finally, $`k_B`$ is the Boltzmann constant.

## II Moving mirrors and the detector

There are several instances of non-trivial vacua in flat space-time, such as the time dependent Casimir effect and the moving mirror, which can be dealt with as time-dependent boundary conditions for the (Klein-Gordon) wave equation for a massless scalar field $`\varphi =\varphi (t,x)`$:

$`\mathrm{}\varphi \ddot{\varphi }\varphi ^{\prime \prime }=0`$ (1a)
$`\varphi (t,z(t))=0,`$ (1b)
with $`(t,x)`$ an (inertial) reference frame 111We restrict our considerations to 1+1 Minkowski space-time for the sake of simplicity. and $`x=z(t)`$ is the trajectory of the moving mirror in such a frame. We shall assume $`z(t<0)=0`$, so that the mirror starts moving at time $`t=0`$. For the Casimir effect one also demands
$`\varphi (t,L)=0,`$ (1c)
where $`x=Lz(t)`$ is the location of the second (fixed) wall of the box 222With a forethought to modified short distance physics, one might also trade such sharp boundary conditions for fuzzier constraints..

We note that the case corresponding to the standard moving mirror birrell  is then recovered as $`L\mathrm{}`$ by assuming that the space-time extends from $`t=\mathrm{}`$ (the infinite null past denoted by $`\mathrm{}^{}`$) to $`t=+\mathrm{}`$ (the infinite null future $`\mathrm{}^+`$). One then chooses appropriate positive frequency modes for the vacuum state on $`\mathrm{}^{}`$ and evolves the system to $`\mathrm{}^+`$, where negative frequencies and the out-vacuum are well-defined. This approach is much in the same spirit as the usual in-out formalism of quantum field theory and is therefore consistent, provided that the relevant part of the process occurs in a relatively small portion of the space-time outside of which the fields propagate freely fulling . The same approach is taken for a Black Hole background and in fact, one finds out that for a particular choice of the mirror’s trajectory, the moving mirror case reproduces Hawking radiation, when backreaction is ignored 333For an attempt to extend the analogy when the backreaction is included see Ref. cv2 .. Both processes can be viewed as a projection from the surface $`\mathrm{}^{}`$ to the mirror (horizon) and then back to the surface $`\mathrm{}^+`$, which points to the holographic nature of the effect.

A more complex approach which fully incorporates the backreaction of particles on the background geometry blhu  appears more appropriate for describing cosmological particle creation. In this case one can assume the space-time begins at $`t=0`$ (corresponding, e.g. to the onset of inflation). Positive frequency modes can correspondingly be defined only with respect to the initial time surface at $`t=0`$ and the initial vacuum evolved according to the in-in, or closed time path formalism of quantum field theory ctp . The notion of particles is not unique in this fully time-dependent context fulling , although one may be able to define it if a “preferred” frame exists. However, no projection of the sort described in the previous paragraph is naturally conceivable because of the arbitrary time dependence of the mirror (cosmological scale factor).

### II.1 Casimir effect and Response function for the “Black Hole” mirror

The analogy between Hawking radiation from a Black Hole and a moving mirror is well known. Here we shall simply recall the main points reported in Ref. birrell , chap. 4.4. Let us introduce the usual advanced and retarded coordinates, $`u=tx`$ and $`v=t+x`$, which cover all of Minkowski space-time to the right of the mirror. The mirror trajectory is described by $`x=z(t)`$. A convenient choice of modes solving Eqs. (1a) and (1b) is then given by

$`\varphi _\omega ^{\mathrm{in}}(u,v)={\displaystyle \frac{i}{\sqrt{4\pi \omega }}}\left[e^{i\omega v}e^{i\omega (2t_uu)}\right],`$ (2)
where $`t_u=u+z(t_u)`$. Such modes are positive frequency on the infinite null past ($`\mathrm{}^{}`$ or $`u=\mathrm{}`$) and define the in-vacuum $`0_{\mathrm{in}}`$ which, for $`t<0`$, remains devoid of particles (since $`t_u=u`$ for $`u<0`$). Modes of negative frequency can analogously be introduced on $`\mathrm{}^+`$ (i.e. $`v=+\mathrm{}`$).

We are interested in finding the squeezing of the final state at $`\mathrm{}^+`$ or $`u=+\mathrm{}`$ as compared to the initial vacua, which results from the mirror’s motion. When the mirror starts moving at $`t=0`$, the in-vacuum is modified by the Doppler factor appearing in the right-moving part of the modes (2). The case which mimics Hawking radiation is given by a mirror’s trajectory that approaches the speed of light,

$`z(t)=t+v_0\left(1e^{2\kappa t}\right).`$ (3)
The last term above represents a transient between the steady state and the asymptotic null curve $`v=v_0`$. Left-moving parts of modes (2) get reflected off the mirror for $`vv_0`$, while they pass unaffected for $`v>v_0`$. The piling up of (equispaced) lines of constant $`u`$ along the “causal horizon” $`v=v_0`$ occurs also for a collapsing body and is at the origin of the effect (see Refs. visser  for a neat exposition).

A detector can now be introduced as a quantum system with (discrete) internal energy spectrum $`E_n`$ and (sharply) localized on the trajectory $`x=y(t)`$. It interacts with the scalar field via a dipole term,

$`V_{\mathrm{int}}=q\delta \left(xy(t)\right)\widehat{Q}\widehat{\varphi }(t,x),`$ (4)
where $`q`$ is a (small) coupling constant and $`\widehat{Q}`$ the operator which causes transitions between inner energy levels. The response function of such a detector is just sensitive to positive frequencies of the scalar field (to lowest order in $`q`$), and its probability of excitation from the ground state $`E_0`$ to the state with energy $`E_n`$ is given by birrell

$`P_{0n}`$ $`=`$ $`q^2|E_n\widehat{Q}E_0|^2{\displaystyle }dtdt^{}e^{i(E_nE_0)(tt^{})}{\displaystyle }dxdx^{}\delta (xy(t))\delta (x^{}y(t^{}))\mathrm{\hspace{0.17em}0}_{\mathrm{in}}\widehat{\varphi }(t,x))\widehat{\varphi }(t^{},x^{}))0_{\mathrm{in}}`$ (5)
$`=`$ $`q^2\left|E_n\widehat{Q}E_0\right|^2{\displaystyle 𝑑t𝑑t^{}e^{i(E_nE_0)(tt^{})}\mathrm{\hspace{0.17em}0}_{\mathrm{in}}\widehat{\varphi }(t,y(t))\widehat{\varphi }(t^{},y(t^{}))0_{\mathrm{in}}}.`$
The parameter $`\kappa `$ entering in the expression of the Wightman function for the in-vacuum appears in the above integral in such a way that the detector responds as if it is immersed in a thermal bath,

$`P_{0n}=q^2{\displaystyle \frac{\left|E_n\widehat{Q}E_0\right|^2}{E_nE_0}}{\displaystyle \frac{1}{e^{(E_nE_0)/k_BT}1}},`$ (6)
with Doppler shifted temperature

$`k_BT={\displaystyle \frac{\kappa }{2\pi }}\sqrt{{\displaystyle \frac{1w}{1+w}}}{\displaystyle \frac{\kappa }{2\pi }}\mathrm{\Gamma }(w),`$ (7)
where $`w`$ is the (instantaneous) velocity of the detector in the $`(t,x)`$ frame, $`y(t)y(0)+wt`$.

The above simple result follows from the spatial $`\delta `$-function in Eq. (4) forcing the Wightman function to be strictly evaluated on the trajectory’s points $`y(t)`$ and $`y(t^{})`$ without smearing 444Let us note that such a $`\delta `$-function implies a sum over all normal modes of the detector’s position wave-function which would also be affected by modifications in the trans-planckian regime. We gloss over this fact here precisely for the reason presently explained. . A realistic detector would however be better described in terms of a wave-packet $`\mathrm{\Psi }(t,x)`$ peaked along the trajectory $`x=y(t)`$ with a “width” $`\mathrm{\Delta }`$. Hence, the $`\delta `$-function in Eqs. (4) and (5) must be replaced by $`|\mathrm{\Psi }(t,x)|^2`$ and one can show that scalar field modes with short wavelengths $`\lambda \mathrm{\Delta }`$ are averaged over and do not contribute appreciably to the transition probability (5) (for the details see, e.g. cv  and References therein). One can understand the origin of this suppression by considering a region of size $`\mathrm{\Delta }N\lambda `$ (with $`N1`$) and estimating the order of magnitude in fluctuations therein by using the uncertainty principle for the location of the $`\mathrm{\Delta }`$ region. Assuming a Poisson distribution, one finds

$`{\displaystyle \frac{\delta \mathrm{\Delta }}{\mathrm{\Delta }}}{\displaystyle \frac{\delta N}{N}}{\displaystyle \frac{\sqrt{N}}{N}}\sqrt{{\displaystyle \frac{\lambda }{\mathrm{\Delta }}}}1.`$ (8)
For a realistic detector $`\mathrm{\Delta }\lambda =\mathrm{}_p`$, thus it would never respond to trans-planckian modes and the result (6) holds with very good approximation for sufficiently low (detected) temperature $`k_BT\mathrm{\Delta }^1`$.

It is futile to ask where those thermal particles come from since the very notion of a particle is likely lost near the source region fulling . One could say that particle production roughly occurs in the strip $`0<v<v_0`$ where the mirror changes its motion between the two asymptotic regimes. However, detection is performed well outside the strip $`0<v<v_0`$, and most commonly at very late times (near $`\mathrm{}^+`$), where a particle interpretation is recovered. In any case, since the typical wavelengths of the produced quanta are of order $`\kappa ^1`$, a stationary detector (with $`w=0`$) cannot resolve the position of the source with accuracy better then $`\kappa ^1`$. There is thus one fundamental and intrinsic (i.e. detector independent) length scale in the effect, namely $`\mathrm{}\kappa ^1`$, which determines the statistical mechanics of the emitted flux as well as the source fuzziness. The other length $`v_0`$ reflects an irrelevant detail of the mirror motion, while $`w`$ accounts for the relative state of the detector with respect to the mirror.

Let us now see how this picture translates into Black Hole language. We recall that for a Schwarzschild Black Hole of Arnowitt Deser Misner (ADM) mass parameter $`M`$ the Hawking temperature is

$`T_H={\displaystyle \frac{1}{8\pi Mk_B}},`$ (9)
and the Tolman factor for a stationary detector placed at $`r2M`$ which receives signals from a source located at radial position $`r=r_s`$ is

$`\mathrm{\Gamma }_T=\sqrt{1{\displaystyle \frac{2M}{r_s}}}.`$ (10)
Hence, if the particles came precisely from $`r_s=2M`$, they had to be produced with a local energy $`k_BT\mathrm{}`$ \[achieved by taking $`w1`$ in Eq. (7)\]. One can then say that $`k_BT`$ in Eq. (7) is to be viewed as the energy of Hawking quanta at the point of emission with $`\kappa =2\pi k_BT_H=1/4M`$ the surface gravity of the Black Hole, and that the Doppler factor $`\mathrm{\Gamma }(w)`$ plays the role of the Tolman factor, with $`w`$ a function of the radius $`r_s`$, the origin of the radiation. Since $`\kappa m_p`$ (as $`M\mathrm{}_p`$ for a Black Hole), the Hawking temperature $`T_H`$ is far less than the Planck mass and trans-planckian energies will not reach a stationary detector (which could anyways not detect them according to the uncertainty principle argument above since its width $`\mathrm{\Delta }\mathrm{}_p`$).

The problem remains whether modes of trans-planckian energies are excited at some small radius $`r_s2M`$ for which $`k_BTm_p`$ amanda . Since Hawking quanta have typical wavelengths of order $`M`$, a detector cannot resolve their origin with an accuracy better than $`M`$ scardigli  (modulo the Tolman factor) as in the mirror case. Further, numerical studies of wave propagation around “sonic” Black Holes show that outgoing modes are excited as a non-adiabatic effect when their wavelengths become comparable to the typical length scale $`M`$ of the change of the background curvature (gravitational potential), thus this occurs sufficiently far away from the horizon unruh . One can therefore roughly consider the Black Hole as an emitter 555Also notice that due to the spherical symmetry and the stationary Black Hole background this case becomes one dimensional in terms of fluctuations. of size $`\mathrm{\Delta }_{BH}MN\mathrm{}_p`$ and repeat the Poisson counting which led to Eq. (8). One obtains an order of magnitude estimate for fluctuations inside the region of size $`\mathrm{\Delta }_{BH}`$,

$`{\displaystyle \frac{\delta \mathrm{\Delta }_{BH}}{\mathrm{\Delta }_{BH}}}\sqrt{{\displaystyle \frac{\mathrm{}_p}{M}}}1,`$ (11)
This order of magnitude estimate supports the conclusion that trans-planckian fluctuations are suppressed from the onset.

The above argument can be refined by introducing an effective Tolman factor (for the detector far away from the Black Hole) which takes into account the uncertainty in the radius of the source $`r_s`$ and consequently of the temperature $`T`$ of the emitted Hawking radiation. This is obtained by averaging the Doppler factor $`\mathrm{\Gamma }`$ in Eq. (7) over a corresponding range of equivalent source positions to yield the average energy at the point of emission corresponding to a given detected $`T_H`$,

$`\rho {\displaystyle \frac{k_BT}{k_BT_H}}={\displaystyle \frac{1}{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}𝑑x\sqrt{{\displaystyle \frac{1w(x)}{1+w(x)}}}.`$ (12)
Let us then replace the Doppler factor with the Tolman factor (10) and assume $`\mathrm{}=\alpha /k_BT`$, with $`\alpha 1`$. Upon substituting in Eq. (12), one obtains

$`\rho `$ $`=`$ $`{\displaystyle \frac{k_BT}{\alpha }}{\displaystyle _{2M}^{2M+\alpha /k_BT}}{\displaystyle \frac{dr_s}{\sqrt{12M/r_s}}}`$ (13)
$`=`$ $`{\displaystyle \frac{\rho }{4\pi \alpha }}{\displaystyle _0^{\frac{\alpha }{4\pi \rho }}}𝑑x\sqrt{1+x^1}.`$
The above expression requires the self-consistency condition for $`\rho `$, independent of $`M`$,

$`{\displaystyle \frac{1}{4\pi \alpha }}{\displaystyle _0^{\frac{\alpha }{4\pi \rho }}}𝑑x\sqrt{1+x^1}=1.`$ (14)
The (numerical) solution for $`\alpha =1`$ is

$`k_BT1.23k_BT_H,`$ (15)
which is much smaller than $`m_p`$ for $`M\mathrm{}_p`$. This result clarifies the fact that high energy modes “wash-out due to averaging”.

Let us note that, since the Tolman factor $`\mathrm{\Gamma }_T`$ does not depend on the energy $`k_BT_H`$, neither does the ratio $`\rho `$, and the result (15) holds for each frequency of the Hawking spectrum separately. Finally, for $`\mathrm{}M`$ ($`\alpha 1`$) one would recover the usual result $`k_BT\mathrm{}`$.

### II.2 Casimir effect and Response function for the “cosmological” mirror.

The CMB spectrum in Cosmology is formally calculated by the same methods as particle creation in curved space branden.jerome , since the nonlinear time-dependent frequency of short distance physics can be attributed to a curved space time geometry mb . In our case this role is played by the “cosmological mirror’s trajectory”. In this part we will follow a different approach from the conventional one in calculating the Bogolubov coefficients. Instead of finding the S-matrix element for the asymptotic vacua at past and future null infinity, the time-dependent Bogolubov coefficients are calculated iteratively at each time slice that is taken consecutively after small time intervals. The purpose for following this procedure is in order to enable us to trace step by step the stage at which the effects of trans-planckian signatures may arise. Recall that unlike the ADM mass parameter $`M`$ in Black Holes there is no characteristic time scale in Cosmology besides the gravity scale (the Planck length $`\mathrm{}_p`$), thus the time step can be taken as small as $`\mathrm{}_p`$.

Let us define the initial Fock space from positive frequency modes at $`t=0`$ and then evolve to larger values of $`t`$. In doing so, we are assuming that the initial conditions are known and well defined. In particular, we note that solutions to Eq. (1a) are given by superposition of plane waves in the coordinates $`x`$ and $`t`$. Then imposing Eqs. (1b) and (1c) yields the (discrete) spectrum

$`\varphi _n(t,x)=𝒩e^{i\omega _nt}\mathrm{sin}\left(n\pi {\displaystyle \frac{xz}{Lz}}\right),`$ (16)
where $`n`$ is a positive integer and $`𝒩`$ is a normalization factor. The frequency $`\omega `$ equals the spatial momentum $`k`$ and is given by

$`\omega _n=k_n={\displaystyle \frac{n\pi }{Lz}}.`$ (17)
The modes (17) indeed solve Eq. (1a) only if one can neglect the time dependence of $`z`$ (and, consequently, in $`\omega `$). This is basically the lowest order adiabatic approximation, which helps in defining the concept of particles fulling . We shall provide later a way of measuring its validity.

In order to build up an Hilbert space one introduces the usual (fixed time) scalar product

$`(\varphi ,\psi )i{\displaystyle _z^L}𝑑x\left(\varphi _t\psi ^{}\psi ^{}_t\varphi \right),`$ (18)
which yields the (time independent) result $`(\varphi _n,\varphi _m)=\delta _{n,m}`$, provided the normalization is $`𝒩=1/\sqrt{n\pi }`$ and the time dependence of $`z`$ is neglected. A general instantaneous solution can therefore be written as

$`\varphi (t,x)={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left[a_n\varphi _n(t,x)+a_n^{}\varphi _n^{}(t,x)\right],`$ (19)
where $`a_n`$ and $`a_n^{}`$ become the annihilation and creation operators of the quantized theory birrell .

To take fully into account the time dependence of $`z`$ one should consider time-dependent coefficients $`a_n=a_n(t)`$ and substitute the expression (19) into Eq. (1a). One would then find that $`a\delta t/Lϵ`$, where $`\delta t`$ ($`L`$) is the typical time step considered (see below). Therefore $`ϵ`$ is the parameter which measures the departure from adiabaticity and the time dependence of $`a`$ yields second order effects in $`ϵ`$. A systematic treatment consisting in a perturbative expansion in $`ϵ`$ can be carried out lewis , but does not seem necessary for the treatment of the conceptual issue investigated here.

The instantaneous vacuum at $`t=t_1`$ is defined as usual by $`\widehat{a}_n0(t_1),t_1=0`$. At a different time $`t=t_2>t_1`$ one has a different set of modes and consequently a different expansion of the form (19). This also means a different vacuum $`0(t_2),t_2`$ or, equivalently, that the state $`0(t_1),t_2`$ will generically contain “particles”. Due to the time dependence of the background, the calculation of the spectrum in this scenario reduces to the familiar problem of particle creation in curved space parker ; hawking ; birrell ; fulling .

Below we denote by unbarred symbols quantities evaluated at $`t=t_1`$ and with a bar the same quantities at the slightly later time $`t_2=t_1+\delta t`$ (with $`\delta tt`$). Further, the “cosmological mirror position” at $`t=t_2`$ is given by $`\overline{z}=z+\delta z`$ ($`|\delta z||\dot{z}|\delta t\delta tL`$). The increase $`\delta N_n`$ in the “number of particles” in the mode $`n`$ stored in the state $`0(t_1),t_1+\delta t`$ is obtained from the Bogolubov coefficients

$`\beta _{nm}(\overline{\varphi }_n,\varphi _m^{})`$ $`=`$ $`e^{i(\omega _m+\overline{\omega }_n)\delta t}{\displaystyle \frac{\omega _m\overline{\omega }_n}{\pi \sqrt{nm}}}{\displaystyle _{z+\delta z}^L}𝑑x\mathrm{sin}\left[\overline{k}_n(xz\delta z)\right]\mathrm{sin}\left[k_m(xz)\right]`$ (20a)
$`=`$ $`{\displaystyle \frac{e^{i(\omega _m+\overline{\omega }_n)\delta t}}{\pi \sqrt{nm}}}{\displaystyle \frac{(Lz)n}{(Lz)n+(Lz\delta z)m}}\mathrm{sin}\left({\displaystyle \frac{m\pi \delta z}{Lz}}\right),`$ (20b)
and is given by

$`\delta N_n={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\left|\beta _{nm}\right|^2={\displaystyle \underset{m}{}}{\displaystyle \frac{n}{\pi ^2m}}{\displaystyle \frac{\mathrm{sin}^2\left(m\pi \gamma \right)}{\left[n+(1\gamma )m\right]^2}},`$ (21)
with $`\gamma \delta z/(Lz)ϵ1`$. An example of $`\delta N_n`$ for $`\gamma 10^3`$ is plotted in Fig. 1. It is interesting to note that in the adiabatic approximation of a slowly varying $`z`$, the shape of the curve resembles a planckian distribution. Decreasing $`\gamma `$ lowers the peak and shifts it to larger values of $`n`$.

For $`\delta z0`$ (stationary mirror) and/or $`Lz\mathrm{}`$, $`\gamma 0`$, each term in the sum vanishes, hence $`\delta N_n0`$. However, for $`L`$ finite, the total number of particles $`N_n`$ in the mode $`n`$ after a (large) lapse of time $`T`$ is obtained from the expression in Eq. (21) summing over a large number ($`T/\delta t`$) of small steps $`\delta t`$. This would yield $`N_n(T/\delta t)\delta N_n`$. Eventually $`T\mathrm{}`$ and it is therefore clear that $`0=lim_T\mathrm{}\left(lim_L\mathrm{}N_n\right)lim_L\mathrm{}\left(lim_T\mathrm{}N_n\right)=\mathrm{}`$.

The wall at $`x=L`$ can also be removed by relaxing the condition (1c) from the very beginning which then results in a continuous spectrum of states (as distributions)

$`\varphi _k(t,x)={\displaystyle \frac{𝒩}{\sqrt{\omega }}}e^{i\omega t}\mathrm{sin}\left[k\left(xz\right)\right],`$ (22)
where $`\omega `$ is a positive real and $`𝒩`$ the normalization factor in the scalar product (18). It is now possible to repeat the same steps as before and, on observing that

$`{\displaystyle _{z+\delta z}^{\mathrm{}}}𝑑x\mathrm{sin}\left[k(xz\delta z)\right]\mathrm{sin}\left[q(xz)\right]`$
$`={\displaystyle \frac{k}{k^2q^2}}\mathrm{sin}\left(q\delta z\right),`$ (23)
one obtains (modulo numerical normalization factors) a spatial density of produced particles

$`\delta N_k{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dq}{\sqrt{q}}}{\displaystyle \frac{k^2}{\left(k+q\right)^2}}\mathrm{sin}^2\left(q\delta z\right).`$ (24)
The above expression has the same features as that in Eq. (21) for the discrete case: the peak in the distribution lowers and shifts to larger values of $`k`$ for decreasing $`\delta z`$ (see Fig. 2 for an example). The total density of particles produced in the mode $`k`$ would then be given by

$`N_k={\displaystyle \underset{\delta z}{}}\delta N_k,`$ (25)
where the sum is over the (discretized) displacements $`\delta z(t)`$ of the moving mirror. For a mirror which approaches the speed of light $`\delta z1`$ and one finds

$`N_k(T)T\delta N_k,`$ (26)
assuming the motion has started at $`t=0`$ and ended at $`t=T`$, and $`\delta N_k`$ is that plotted in Fig. 2.

It is now straightforward to study the consequences of non-linear dispersion relations

$`\omega _n=\omega (k_n)k_n.`$ (27)
In fact, again neglecting the time dependence of $`z`$, the only modification that “registers” parameters of short distance non-linearity occurs in the factor in front of the integral in Eq. (20a). For example, one can simply place a sharp cut-off at $`\omega =m_p`$ kempfniemeyer  or consider the smooth Epstein dispersion relations of Ref. epstein ,

$`\omega _nk_n\mathrm{sech}\left({\displaystyle \frac{k_n}{\mu }}\right),`$ (28)
(where $`\mu 1`$ determines the location of the peak in the spectrum), to obtain the (generally large) damping of particle production displayed in Fig. 1. Although the high wave-number effect can be directly appreciated at the time of production only for modes with wavelengths sufficiently large (i.e. $`n`$ sufficiently small), the cosmological red-shift will make the entire region in Figs. 1 and 2 (and possibly a larger one) visible to present detection, as we now proceed to discuss. Therefore this effect may become more important at present than during inflation.

In order to translate the Casimir results into Cosmology we first need to put down the dictionary. One can consider the size of the box $`Lz`$ as the scale factor of the Universe $`A(t)`$ whose evolution is a priori not known. Having this in mind the mirror’s trajectory $`z(t)`$ was kept arbitrary, the evolution of the system followed continuously (and not just looking at the asymptotic behavior of the mirror) and particle production was seen to occur homogeneously. For sufficiently smooth trajectories (i.e. cosmological evolution), a stationary ($`w=0`$) detector would measure a portion $`0<k\mathrm{\Delta }^1`$ of the instantaneous spectrum shown in Fig. 1 and 2 at the time $`t_s`$ at which particle production occurs. Energies are successively red-shifted by the expansion of the Universe and the same detector probes the portion $`0<k\mathrm{\Gamma }(w)\mathrm{\Delta }^1`$ at the time $`tt_s`$, where $`\mathrm{\Gamma }`$ is the Doppler factor of Eq. (7) with $`w`$ a function of the time of creation $`t_s`$. If the cosmological evolution is such that $`w1`$ for $`t_s0`$ (considered, e.g. as the onset of inflation), trans-planckian modes certainly appear in the CMB spectrum at the late time $`t`$.

For the Black Hole case the uncertainty in the location of the origin of Hawking quanta led us to introduce a spatial average over the region of size $`\mathrm{}\kappa ^1\mathrm{}_p`$ outside the horizon \[Eq. (12)\] by which we have shown that short distance physics does not in any way affect the statistical mechanics of the detected Hawking spectrum (see also Refs. unruh ; jacobson ; cr ). In the cosmological case, the significant uncertainty is in the creation time $`t_s`$ of cosmological fluctuations for a given detected energy at time $`t`$. One could thus envisage a temporal averaging over such a time uncertainty. However, no such procedure could prevent the high frequency branch of the spectrum to become visible in an inflationary scenario branden.jerome . In fact, suppose the duration of the de Sitter phase, with scale factor

$`Ae^{Ht},`$ (29)
is $`T\pm \mathrm{\Delta }T`$ with uncertainty $`\mathrm{\Delta }T>0`$, then an effective cosmological blue-shift would be given by

$`\mathrm{\Gamma }`$ $``$ $`{\displaystyle \frac{1}{2\mathrm{\Delta }T}}{\displaystyle _{+\mathrm{\Delta }T}^{\mathrm{\Delta }T}}𝑑t_s\left({\displaystyle \frac{e^{HT}}{e^{Ht_s}}}1\right)`$ (30)
$`=`$ $`{\displaystyle \frac{e^{HT}}{H\mathrm{\Delta }T}}\mathrm{sinh}(H\mathrm{\Delta }T)1>e^{HT},`$
which, for all uncertainties $`\mathrm{\Delta }T>0`$, results in a larger blue-shift than one would have for $`\mathrm{\Delta }T=0`$.

We can conclude that the most important difference between the Hawking effect and the CMB spectrum in Cosmology is that, due to their stationarity, Black Holes have a fixed characteristic length scale $`\mathrm{}M\mathrm{}_p`$ which sets the size of relevant fluctuations well above the Planck scale. In Cosmology the analog scale is the inverse of the time-dependent Hubble constant $`H=\dot{A}/A`$ whose value varies in time and, at best, is just bound from below by the natural quantum gravity scale $`\mathrm{}_p`$. Quantum fluctuations in a cosmological setting would therefore be expected to correspond to Planck scales. This is to say that according to the uncertainty principle, the Hubble radius $`H^1`$ is uncertain within (roughly) one Planck length. As discussed in the next Section, the interpretation of this statement in terms of a realistic cosmological scenario of Lorentzian vacua given by String Theory in time-dependent backgrounds, is that non-locality seems to be required for at least Planck length scales eva  666However, the validity of these statements and the uncertainty principle near the Planck scale should be treated with caution since we have no knowledge of the physics at these energies. Besides space-time non-locality raises important doubts for the unitarity of the theory at these scales, perhaps stochastic processes might best describe physics in this regime and they may smear out any relevant information of new physics blhu ..

The authors in Refs. kempfniemeyer ; padmanabhan  used similar quantum statistical mechanics arguments to get an order of magnitude estimate of the contributions of Planck scale fluctuations in Cosmology and found it to be of the order $`(H\mathrm{}_p)^2`$. Other works estimate the imprints of Planck scale physics to be of the order $`(H\mathrm{}_p)`$ b.greene . This issue is still under debate due to the ambiguity in the definition of initial conditions. However the important point for our investigation is that if, besides the quantum gravity scale $`\mathrm{}_p`$, the only other characteristic scale of the cosmological system is the inverse Hubble constant $`H^1`$ which, due to its time dependence, has a lower bound of order $`\mathrm{}_p`$, then observational signatures of new physics at Planck scale are not far out of reach.

Let us illustrate with a concrete example, by considering the response function of a detector for a mirror’s trajectory $`z(t)`$, whose motion in the intermediate regime resembles the nonlinear short distance physics of a Bianchi type I Cosmology birrell  (with the anisotropic parameters $`\delta _i=\beta =0`$). Below we have to take into account that the time dependence in $`z(t)`$ given by the parameter $`\alpha _k`$ and Eq. (5), when combined with the Bogolubov coefficients (20a), becomes a non-vanishing complicated function of the initial vacuum $`0(t_s),t`$ that registers parameters of short distance physics contained in $`z(t)`$ and does not reduce to the thermal distribution of Eq. (6). In this example the generalized frequency term that enters Eq. (1a), for modes with wavenumber $`k`$, is given by

$`\omega ^2=k^2\left(1e^{\alpha _k\eta ^2}\right),`$ (31)
with $`\eta `$ the conformal time. The (diagonal) Bogolubov coefficients are birrell

$`\beta _{kk}={\displaystyle \frac{i\pi ^{1/2}}{2\omega \sqrt{\alpha _k}}}\mathrm{exp}\left({\displaystyle \frac{2\omega }{\alpha _k}}\right).`$ (32)
The expression for $`\beta _{kk}`$, which enters in the response function and registers the short distance parameter $`\alpha _k`$, illustrates that unlike the Black Hole case where degrees of freedom are “projected” into its surface and thus any traces of Planck scale physics are lost due to this confinement to the horizon, in Cosmology no such confinement occurs. The detector registers details of the mirror’s motion ($`\alpha _k`$) and the response function is generally time dependent. In this case the detector is registering volume degrees of freedom due to non-locality of the time-dependent space-time.

## III The real race: Black holes versus Cosmology

Let us try below to interpret our findings of Section II and search for a better conceptual understanding for the display of different sensitivities of Black Holes and Cosmology to Planck scale physics. In doing so, we rely on the assumption that String Theory gsw  is the viable candidate for describing very high energy physics for both cases. We also speculate on the relation of the sensitivities of these backgrounds to a Holographic interpretation holo  where possible.

From a string theoretical point of view, non-locality seems to be required for time-dependent backgrounds (see eva  and References therein), while locality is sufficient for describing stationary solutions. Despite much of the current efforts in literature, the Holographic Principle is not yet well understood or known for most of the realistic cases of time-dependent boundaries. It is possible that the difficulty of a holographic interpretation for a realistic cosmological scenario may be originating from the requirement of non-locality of String Theory actions, arising in time-dependent boundaries. For this reason, the projection of the degrees of freedom on the surface might not be possible due to long-range correlations produced by non-local terms on the world-sheet action. This might be why in Section II the sensitivity of the radiation spectrum to short scale physics, for a stationary versus a dynamic scenario turned out equivalent to having surface projection versus volume degrees of freedom in the latter. Non-locality introduces long-range correlations and therefore it does not allow a projection of the degrees of freedom to the boundary.

Time-dependent string backgrounds solutions, relevant for Cosmology, were studied in eva  for a special class of geometries of particular interest because, although not an exact CFT, they are still solutions to Einstein equations. The results of Ref. eva  seem to indicate that within the framework of perturbative String Theory, a squeezed state on the boundary (equivalent to having particle creation there) is generically derived from nonlocal actions on the boundary which are obtained from vertex interactions that deform the string world-sheet. However, conformal invariance on the world-sheet is preserved when string perturbation theory is valid but, Nonlocal String Theory seems to be required to describe Lorentzian vacua since in dynamic backgrounds the Bogolubov transformation is nontrivial. Here, our understanding of the discrepancy between the Planck physics sensitivity of the Hawking radiation and CMB spectrum due to the volume degrees of freedom for non-stationary backgrounds, is very much in accord with the findings of Ref. eva  for the necessity of non-locality for time-dependent backgrounds.

In Section II we showed through the moving mirror that for a “constant” Black Hole mass we have a projection and confinement of the relevant information from the surface $`\mathrm{}^{}`$ to the (smeared) horizon of the Black Hole. Although the results for the moving mirror that reproduces Hawking radiation are well known, our interpretation of the results by comparison to Cosmology is new. In order to inquire about the possible departure of the spectrum from thermality due to the new physics at short distances, we needed to compare quantum fluctuations to thermal fluctuations. Assuming that the uncertainty principle is valid at least up to Planck scale, we used it as a tool in order to show that since the Hawking radiation from a Black Hole (whose horizon radius $`M\mathrm{}_p`$) has typical wavelengths many orders of magnitude larger than the Planck length, then Planck scale physics becomes irrelevant while averaging over such a “large region”. Much in the same spirit the Holographic Principle provides an explanation for the Black Hole’s degrees of freedom being projected to its fixed boundary, the horizon holo . Mathematically this projection of the degrees of freedom to the surface becomes clear from the $`\delta `$-function that appears in the response function of the detector (see Section II.1). It therefore seems that the memory loss that the spectrum suffers in terms of the Planck scale physics comes from the reduction of the degrees of freedom to the surface of the Black Hole, which results from stationary backgrounds with a fixed characteristic scale $`M\mathrm{}_p`$. In this case, one can understand the reduction of the Black Hole’s degrees of freedom as arising from two principles: holography and uncertainty, which are both valid for stationary boundaries of size larger than the Planck length.

We would naively expect a similar situation to occur in Cosmology. In Cosmology the number of e-foldings, $`N=\mathrm{ln}(A)`$, is given by the Hubble constant $`H`$ (where $`H=\dot{N}`$ and $`A`$ is the scale factor). Thus $`H`$ would be the parameter equivalent to the ADM mass of the Black Hole since they both determine the red-shift (of radiation respectively propagating forward in time or approaching the Black Hole horizon). From Section II.2 we see that the detector will register, besides its non-inertial motion with respect to the comoving frame with velocity $`w=w(H)`$, also the nonlinear deviations of short scale physics (e.g. Bianchi type I in birrell  can be our imperfect fluid) and the nonlinear deviations from the Hubble linear law. As we know, in our universe $`H`$ has changed tremendously with time, say between $`z=10^{60}`$ inflation era, to $`z=10^3`$ the red-shift of the last scattering surface. The only instance when we can obtain an analogous situation with the Black Hole case for the detector, is if we have a perfectly linear Hubble law $`z=Hs`$, with $`H`$ constant, $`s`$ the proper distance and the temperature is rescaled as $`T=AT`$ in the comoving frame. Then a similar situation to the Black Hole should arise, provided that our detector is moving non-inertially with some velocity $`w=H/\sqrt{H^2+1}`$. By transforming to the boundary comoving frame with constant speed, one recovers the stationary case and a holographic interpretation similar to the Black Hole case may be possible. In this case the detector simply registers its “own motion” $`w`$ birrell .

However, when the Hubble constant is time-dependent or when there is any departure from the linear Hubble law (e.g. Brane-World Cosmologies), the response function of the detector becomes very complicated due to long range correlations arising from non-locality (see Section II.2). For the same reason, the characteristic fixed scale $`M`$ of a Black Hole which introduces a lower bound on the range of quantum fluctuations and correlation lengths probed by the detector, is lost in Cosmology. In fact, $`H(t)^1`$ can be as small as $`\mathrm{}_p`$ at early times. In this case, the response function does not pick a $`\delta `$-function projection to the surface and it thus contains memory of the parameters of short distance physics due to the nonlocal physics at Planck scale. These arguments lead us to speculate that the detector registers volume degrees of freedom whenever a “nonconstant mass” $`H(t)`$ is introduced for the background. If $`H`$ is time dependent from near the Planck scale then the detector will register those features. The motion of a “cosmological mirror” (the time-dependent boundary) can be traced back in time as far as we want, up to the string scale where short distance imprints are found. There is no known physical reason why one should choose to stop or start the motion of the “cosmological mirror” at a given (possibly large) time rather than imposing that condition ad hoc. Therefore the uncertainty principle does not prevent the theory from being sensitive to Planck scale physics and it allows probing of these string scale distances. It is not clear how or if one can apply holography for a time-dependent boundary $`H(t)`$, since String Theory for time-dependent backgrounds is not yet well understood. The recent progress for the specific dynamic backgrounds considered in eva  indicates that nonlocal interactions in space-time for the boundary action are required for time-dependent backgrounds. Accordingly, due to the correlations for the squeezed state on the boundary, the response function (i.e. the spectrum) will contain information of the parameters of Nonlocal String Theory (in space and time) giving rise to the time-dependent boundary, i.e. details of the boundary’s past trajectory/history. The validity of the uncertainty principle introduces a lower bound on the range of correlations of order $`\mathrm{}_p`$. When the uncertainty principle is applied to volume degrees of freedom, it results in larger quantum fluctuations as compared to surface fluctuations. Therefore the chance of observing deviations from thermality in the spectrum in Cosmology increases.

The entropy change expected to occur from string interactions on the world-sheet for time-dependent backgrounds, would indicate that there is an energy flow between the world-sheet and the moving boundary. This issue may become more severe in the case of non-perturbative String Theory and would have consequences for the validity of the second law of thermodynamics in the early universe. Such physical arguments support the same conclusion: time-dependent backgrounds generically would contain volume degrees of freedom, thus they register imprints of short scale physics. Perhaps there may be a special class of time-dependent string solutions which may be described by local String Theory, however we are not aware whether they would correspond to realistic cosmologies.

In the absence of an Holographic Principle in Cosmology, perhaps stochastic processes provide a relevant description of physics at Planck scale (as discussed in Refs. blhu ). We do not elaborate along this direction here, although it is interesting to explore whether a stochastic approach would change our results. Although Planck scale physics remains beyond our grasp of understanding, the considerations presented here are exciting and a step forward because they indicate that the possibility of finding, in cosmological observables, signatures of Planck scale physics and indirect evidence for String Theory, are not far out of reach.

###### Acknowledgements.

We would like to thank E. Silverstein, A. Tseytlin and W. Unruh for beneficial discussions.


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# Anomalous diffusion, nonlinear fractional Fokker-Planck equation and solutions

## I Introduction

The nonlinear or fractional Fokker-Planck-like equations shlesinger ; fractional ; goldenfeld ; T88 ; hilfer  have been used to analyze several physical situations that present anomalous diffusion. A typical nonlinear diffusion equation is $`_t\rho =𝒟_{xx}^2\rho ^\nu `$, usually denominated as porous medium equation. It has been employed in the analysis of percolation of gases through porous media ($`\nu 2`$) buc6 , thin saturated regions in porous media ($`\nu =2`$) buc7 , a standard solid-on-solid model for surface growth ($`\nu =3`$), thin liquid films spreading under gravity ($`\nu =4`$) buc8 , among others buc10 . In the presence of an external drift force, a drift term is incorporated to the porous medium equation. For example, such situation has been considered in the study of escape time, or mean first passage time, by considering a nonlinear Fokker-Planck-like equation, leading eventually to a generalization of the Arrhenius law celia . On the other hand, the fractional diffusion equations are frequently considered as alternative approaches to continuous time random walk models, generalized Langevin equations, or generalized master equations. For instance, we can mention that a generalized master equation, related to a fractional Fokker-Planck equation, has been used in the modelling of nonmarkovian dynamical processes in protein folding proteinfolding , describe relaxation to equilibrium in system (such as polymers chains and membranes) with long temporal memory relaxacao , and in anomalous transport in disordered systemsanomaloustransport . Another class of anomalous diffusion can be obtained using a spatial dependent diffusion coefficient $`D=D(x)`$. For instance, in prl  $`D|x|^\theta `$ has been employed to analyse the diffusion in a fractal medium.

Typical physical situations where these kinds of equations are applied concern anomalous diffusion of the correlated type (both sub- and superdiffusion; see correlacionada  and references therein) and of the Lévy type (superdiffusion; see levy  and references therein). The anomalous correlated diffusion, when it has a finite second moment $`x^2t^\sigma `$, corresponds to superdiffusion, normal diffusion and subdiffusion for $`\sigma >1`$, $`\sigma =1`$ and $`0<\sigma <1`$, respectively; $`\sigma =0`$ basically indicates a localization. For Lévy diffusion ( Lévy distributions), there is no finite second moment, i.e., $`x^2`$ diverges.

We dedicate the present work to investigate the features that emerge from considering a mixing between fractional derivative, nonlinear aspects and spatial dependent diffusion coefficient. More precisely, we focus the nonlinear fractional Fokker-Planck-like equation:

$$\frac{}{t}\rho (x,t)=\frac{}{x}\left\{D(x)\frac{^{\mu 1}}{x^{\mu 1}}[\rho (x,t)]^\nu F(x)\rho (x,t)\right\},$$
(1)
where $`\nu ,\mu `$, $`D(x)|x|^\theta `$ is a (dimensionless) diffusion coefficient ($`\theta )`$, and $`F(x)dV(x)/dx`$ is a (dimensionless) external force (drift) associated with the potential $`V(x)`$. We use the Riemann-Liouville operatorOldham  for the fractional derivative, and we also work with the positive $`x`$ axis and, later on, we employ symmetry to extend the results to the entire real axis (in other words, we are working with $`^{\mu 1}/|x|^{\mu 1}`$). In addition, the initial condition $`\rho (x,0)=\delta (x)`$ and the boundary condition $`\rho (\pm \mathrm{},t)0`$ are used. Notice that the normalization of $`\rho `$ is time independent. Indeed, if we write the equation in the form $`_t\rho =_x𝒥`$ and assume the boundary conditions $`𝒥(\pm \mathrm{},t)0`$, it can be shown that $`_{\mathrm{}}^{\mathrm{}}𝑑x\rho (x,t)`$ is a constant of motion.

As indicated above, Eq.(1) can be used to describe a large class of anomalous diffusion processes since it contains, as a particular case, the porous medium equation, Lévy superdiffusion, as well as a mix of them. For $`\mu =2`$ and $`\nu =1`$, Eq.(1) recovers the standard Fokker-Planck equation with a drift term. The particular case $`F(x)=0`$ (no drift), $`D(x)=constant`$, $`\mu =2`$, and arbitrary $`\nu `$ has been considered by Spohn spohn . The case $`\mu =2`$ has also been considered in plastinos ; buckman ; isabel  with simple drifts. The case $`\mu <2`$ with $`F(x)=0`$ and $`D=constant`$ has been addressed in ct2000 . Our present analysis involves several extensions of these cases, in particular, by employing the external force $`F=k_1x+\overline{k}_\gamma x|x|^{\gamma 1}`$. Indeed, a variety of systems, which presents anomalous diffusion, can be described by short or long-range forces when the previous one is employed. This analysis is presented in Sec. II for the case $`\mu =2`$; the solution is obtained in a closed form. In Sec. III, we also obtain exact results for the case $`\mu 2`$, i.e., for the external drift $`F=k_1x`$ we obtain solutions for $`\mu `$, and for $`F=k_1x+k_\gamma x|x|^{\gamma 1}`$ we find solutions for $`\mu =0`$ and $`\mu =1`$. Finally, in Sec. IV we present our conclusions.

## II  Nonlinear Fokker-Planck equation

Before starting our discussion, it is interesting to note that the results presented in plastinos ; buckman ; isabel ; ct2000 ; duxbury2 ; renio  may be essentially obtained by using normalized scaled solutions of the type

$$\rho (x,t)=\frac{1}{\mathrm{\Phi }\left(t\right)}\stackrel{~}{\rho }\left[\frac{x}{\mathrm{\Phi }\left(t\right)}\right]$$
(2)
in Eq.(1). Similar approach has been employed, for instance, in goldenfeld ; duxbury2 . To illustrate this procedure let us insert Eq.(2) into Eq.(1) with $`\mu =2`$, $`F(x)=0`$ and $`D(x)=𝒟=constant`$. Thus,

$$\frac{\dot{\mathrm{\Phi }}\left(t\right)}{\mathrm{\Phi }\left(t\right)^2}\frac{d}{dz}[z\stackrel{~}{\rho }\left(z\right)]=\frac{d}{dz}\left\{\frac{𝒟}{\mathrm{\Phi }\left(t\right)^{2+\nu }}\frac{d}{dz}\left[\stackrel{~}{\rho }\left(z\right)\right]^\nu \right\}.$$
(3)
In the following, we eliminate the explicitly time dependence on Eq. (3) choosing

$$[\mathrm{\Phi }(t)]^\nu \frac{d}{dt}\mathrm{\Phi }(t)=k,$$
(4)
where $`k`$ is a constant. Thus, Eq. (4) replaced into Eq. (3) gives us

$`k{\displaystyle \frac{d}{dz}}z\stackrel{~}{\rho }\left(z\right)={\displaystyle \frac{d}{dz}}\left\{𝒟{\displaystyle \frac{d}{dz}}\left[\stackrel{~}{\rho }\left(z\right)\right]^\nu \right\}.`$ (5)
From Eq. (4) we obtain

$$\mathrm{\Phi }(t)=\left[(1+\nu )kt\right]^{1/(1+\nu )},$$
(6)
where we have adopted the solution which satisfies $`\mathrm{\Phi }(0)=0`$ for $`\nu >1`$. Finally, the solution of Eq. (5) leads to

$`\rho (x,t)={\displaystyle \frac{1}{\mathrm{\Phi }(t)}}\mathrm{exp}_q\left[{\displaystyle \frac{k}{2𝒟\nu }}\left({\displaystyle \frac{x}{\mathrm{\Phi }(t)}}\right)^2\right],`$ (7)
with $`q=2\nu `$ and $`\mathrm{exp}_q(x)[1+(1q)x]^{\frac{1}{1q}}`$ being the $`q`$-exponential function. This generalized exponential arises within the nonextensive thermostatistical formalism by optimizing, under appropriate constraints, the entropic form $`S_q=(1𝑑x[\rho (x,t)]^q)/(q1)`$ T88 ; tsallisnonextensive . The constant $`k`$ can be fixed from the normalization condition $`_{\mathrm{}}^{\mathrm{}}𝑑x\rho (x,t)=1`$.

Let us now go back to Eq. (1) with $`F=k_1x+\overline{k}_\gamma x|x|^{\gamma 1}`$ ($`k_1\overline{k}_\gamma `$) and $`D(x)=𝒟|x|^\theta `$ ($`\theta `$). Firstly, we address our discussion to case $`\mu =2`$. In this case, Eq.(1) reduces to

$`{\displaystyle \frac{\dot{\mathrm{\Phi }}\left(t\right)}{\mathrm{\Phi }\left(t\right)^2}}{\displaystyle \frac{d}{dz}}[z\stackrel{~}{\rho }\left(z\right)]={\displaystyle \frac{d}{dz}}\left\{{\displaystyle \frac{z^\theta 𝒟}{\mathrm{\Phi }\left(t\right)^{2+\nu +\theta }}}{\displaystyle \frac{d}{dz}}\left[\stackrel{~}{\rho }\left(z\right)\right]^\nu +\left[{\displaystyle \frac{zk_1}{\mathrm{\Phi }(t)}}{\displaystyle \frac{z^\gamma \overline{k}_\gamma }{\mathrm{\Phi }(t)^{2\gamma }}}\right]\stackrel{~}{\rho }(z)\right\}`$ (8)
when $`\rho (x,t)`$, given by Eq. (2), is employed. We are interested in situations for which the scaled solution of the type indicated in Eq. (2) is still valid, i.e., we would like to uncouple the $`t`$ and $`z`$ dependence in Eq. (8) as performed in Eq. (3) via Eq. (4). This can be accomplished when $`\gamma +\theta +\nu =0`$. If this condition is satisfied, we obtain

$`{\displaystyle \frac{\dot{\mathrm{\Phi }}\left(t\right)}{\mathrm{\Phi }\left(t\right)^2}}+{\displaystyle \frac{k_1}{\mathrm{\Phi }(t)}}={\displaystyle \frac{k^{}}{\mathrm{\Phi }\left(t\right)^{2+\nu +\theta }}}`$ (9)
and

$`k^{}{\displaystyle \frac{d}{dz}}z\stackrel{~}{\rho }\left(z\right)={\displaystyle \frac{d}{dz}}\left\{𝒟z^\theta {\displaystyle \frac{d}{dz}}\left[\stackrel{~}{\rho }\left(z\right)\right]^\nu k_\gamma z^\gamma \stackrel{~}{\rho }(z)\right\},`$ (10)
where $`k^{}`$ is a constant that plays a role analogous to $`k`$ in Eq. (4), and it is to be determined through the normalization.

From the solutions of Eq. (9) and Eq. (10), which generalize the results of the previous example, we have

$`\mathrm{\Phi }(t)=\left[{\displaystyle \frac{k^{}}{k_1}}\left(1e^{(1+\nu +\theta )k_1t}\right)\right]^{1/(1+\nu +\theta )}`$ (11)
and

$`\rho (x,t)={\displaystyle \frac{1}{\mathrm{\Phi }(t)}}\mathrm{exp}_q\left[{\displaystyle \frac{1}{𝒟\nu }}\left({\displaystyle \frac{k^{}}{2+\theta }}\left({\displaystyle \frac{|x|}{\mathrm{\Phi }(t)}}\right)^{2+\theta }k_\gamma \mathrm{ln}_{2q}\left({\displaystyle \frac{|x|}{\mathrm{\Phi }(t)}}\right)\right)\right],`$ (12)
where $`\mathrm{ln}_qx(x^{1q}1)/(1q)`$ is the $`q`$-logarithm function (that is the inverse function of the $`q`$-exponential).

In the previous study for the case $`\mu =2`$, we notice that the analytical solution (12) takes fractal and nonlinear aspects into account, since there is a spatial dependence on the diffusion coefficient $`(\theta 0)`$ and a nonlinear term $`(\nu 1)`$. In fact, it contains results obtained in prl ; spohn ; plastinos ; buckman ; isabel ; duxbury2 ; renio ; tsalliseklenzi  as particular case. Moreover, it reduces to the Rayleigh processstrato  case in the limit $`q1`$ and $`\theta =0`$.

## III  Nonlinear fractional Fokker-Planck equation

In order to give an extension for the previous discussion ($`\mu =2`$), we address our investigation concerning Eq. (1) by considering $`\mu 2`$. Without loss of generality we are considering $`𝒟=1`$. We follow the procedure employed in duxbury2 ; tsalliseklenzi  taking the generic property

$$\frac{d^\delta }{dx^\delta }𝒢\left(ax\right)=a^\delta \frac{d^\delta }{d\overline{z}^\delta }𝒢\left(\overline{z}\right)(\delta )$$
(13)
with $`\overline{z}=ax`$ into account. This basic property holds not only for the ordinary derivative but also for all fractional operators that we are considering here. Thus, substituting Eq. (2) into Eq. (1) and imposing

$$\frac{\dot{\mathrm{\Phi }}\left(t\right)}{\mathrm{\Phi }\left(t\right)^2}+\frac{k_1}{\mathrm{\Phi }(t)}=\frac{\overline{k}^{}}{\mathrm{\Phi }\left(t\right)^{\nu +\theta +\mu }},$$
(14)
in order to uncouple $`t`$ and $`z`$ dependence, where $`\overline{k}^{}`$ is an arbitrary constant. Therefore, we obtain

$$\mathrm{\Phi }\left(t\right)=\left[\overline{k}_2\frac{\overline{k}^{}}{k_1}\left(1e^{(\mu +\nu +\theta 1)k_1t}\right)\right]^{\frac{1}{\nu +\mu +\theta 1}}$$
(15)
and

$$\overline{k}^{}\frac{d}{dz}\left[z\stackrel{~}{\rho }\left(z\right)\right]=\frac{d}{dz}\left\{z^\theta \frac{d^{\mu 1}}{dz^{\mu 1}}\left[\stackrel{~}{\rho }\left(z\right)\right]^\nu k_\gamma z^{\theta \nu \mu +2}\stackrel{~}{\rho }(z)\right\},$$
(16)
with $`\gamma =\theta \nu \mu +2`$ and $`\overline{k}_2`$ being an arbitrary constant. If $`\overline{k}_2=0`$ we have $`\mathrm{\Phi }(0)=0`$ for $`\nu +\mu +\theta >1`$, recovering Eq. (11) when $`\mu 2`$. By considering $`\overline{k}_2=0`$ corresponds $`\rho (x,0)\delta (x)`$. On the other hand, employing $`\overline{k}_20`$ leads to $`\rho (x,0)`$ less concentrated than $`\delta (x)`$. A more tractable equation to $`\stackrel{~}{\rho }(z)`$ is obtained after an integration of Eq. (16), i. e.,

$$\overline{k}^{}z\stackrel{~}{\rho }(z)=z^\theta \frac{d^{\mu 1}}{dz^{\mu 1}}\left[\stackrel{~}{\rho }(z)\right]^\nu k_\gamma z^{\nu \theta \mu +2}\stackrel{~}{\rho }(z)+𝒞,$$
(17)
where $`𝒞`$ is another arbitrary constant. In the following, we address our discussion focusing two situations of Eq.(17). The first one is characterized by a linear drift, $`F=k_1x`$. In the second one, we consider the drift $`F=k_1x+k_\gamma x|x|^{\gamma 1}`$ for particular values of $`\mu `$.

### III.1 The drift $`F=k_1x`$

Let us start our discussion by considering Eq.(17) with $`k_10`$ and $`k_\gamma =0`$. To solve it, we can use the procedure employed in ct2000  with $`𝒞=0`$ and

$`\nu `$ $`=`$ $`{\displaystyle \frac{2\mu }{1+\mu +\theta }}.`$ (18)
In this case, we have

$`\rho (x,t)={\displaystyle \frac{A}{\mathrm{\Phi }(t)}}\left[{\displaystyle \frac{z^{(\mu +\theta )(1+\mu +\theta )}}{\left(1+bz\right)^{(1\mu )(1+\mu +\theta )}}}\right]^{\frac{1}{12\mu \theta }}`$ (19)
with $`\mathrm{\Phi }(t)`$ given by Eq.(15), $`zx/\mathrm{\Phi }(t)`$, and

$`A=\left[\overline{k}^{}{\displaystyle \frac{\mathrm{\Gamma }\left(\beta \right)}{\mathrm{\Gamma }\left(\alpha +1\right)}}\right]^{\frac{1+\mu +\theta }{12\mu \theta }}.`$ (20)
Note that Eq.(19) reduces that one obtained in tsalliseklenzi  in the absence of drift. We notice that the presence of source (absorvent) term, $`\alpha \rho `$ $`(\alpha =const)`$, in the right hand of Eq.(1) modifies Eq.(15) as follows:

$`\mathrm{\Phi }(t)=\left[\overline{k}_2{\displaystyle \frac{(\mu +\theta +\nu 1)\overline{k}^{}}{(\nu 1)\alpha +(\mu +\theta +\nu 1)k_1}}\left(e^{(\nu 1)\alpha t}e^{(\mu +\theta +\nu 1)k_1t}\right)\right]^{\frac{1}{\mu +\theta +\nu 1}}.`$ (21)
### III.2 The drift $`F=k_1x+k_\gamma x|x|^{\gamma 1}`$

Now, we consider other particular cases, namely $`\mu =0`$ and $`\mu =1`$. Let us start with $`\mu =0`$ and arbitrary $`\nu `$. The corresponding equation is

$$\frac{}{t}\rho (x,t)=\frac{}{x}\left\{x^\theta _0^x\left[\rho (y,t)\right]^\nu 𝑑y+\left[k_1x\overline{k}_\gamma x^{\nu \theta +2}\right]\rho (x,t)\right\}.$$
(22)
To solve it let us go back to Eq. (17) with $`\mu =0`$ and $`𝒞=0`$, i.e.,

$$\overline{k}z\stackrel{~}{\rho }(z)=z^\theta _0^z𝑑\overline{z}\left[\stackrel{~}{\rho }\left(\overline{z}\right)\right]^\nu \overline{k}_\gamma z^{\nu \theta +2}\stackrel{~}{\rho }(z),$$
(23)
whose solution is given by

$`\stackrel{~}{\rho }(z){\displaystyle \frac{1}{\overline{k}^{}z^{1+\theta }+\overline{k}_\gamma z^{\nu +2}}}\left[1+\stackrel{~}{𝒞}{\displaystyle 𝑑z\left(\overline{k}^{}z^{1+\theta }+\overline{k}_\gamma z^{\nu +2}\right)^\nu }\right]^{1/(1\nu )},`$ (24)
where $`\stackrel{~}{𝒞}`$ is a constant.

Let us now address our analysis to the case $`\mu =1`$. It corresponds to investigate the equation

$$\frac{}{t}\rho (x,t)=\frac{}{x}\{x^\theta \left[\rho (x,t)\right]^\nu +[k_1x\overline{k}_\gamma x^{\nu \theta +1}]\rho (x,t)\}.$$
(25)
To obtain the solution of this equation employing the $`ansatz`$ (2) we use Eq.(17). It follows that

$$\overline{k}^{}z\stackrel{~}{\rho }\left(z\right)=z^\theta \left[\stackrel{~}{\rho }(z)\right]^\nu \overline{k}_\gamma z^{\nu \theta +1}\stackrel{~}{\rho }(z)+𝒞.$$
(26)
The solution corresponding to $`𝒞=0`$ is

$$\stackrel{~}{\rho }\left(z\right)\left(\overline{k}^{}z^{1+\theta }+\overline{k}_\gamma z^{\nu +1}\right)^{1/(\nu 1)}.$$
(27)
Let us finally indicate a connection between the results obtained here and the solutions that arise from the optimization of the nonextensive entropyT88 . These distributions do not coincide for arbitrary value of $`x`$. However, the comparison between the asymptotic behaviors (large $`|x|`$) enables us to identify the type of tails. For instance, by taking the behavior exhibited in Eq.(19) for large $`|x|`$ with the asymptotic behavior $`1/|x|^{2/(q1)}`$ into account, which appears in T88  for the entropic problem, we obtain

$`q={\displaystyle \frac{3+\mu +\theta }{1+\mu +\theta }}.`$ (28)
This relation is the same obtained in tsalliseklenzi  in the absence of drift. It also recovers that one already established in ct2000  for $`\theta =0`$.

## IV Conclusions

In summary, we have considered the one-dimensional nonlinear fractional Fokker-Planck equation (Eq.(1) for some space-dependent (power-law) classes of external drift and diffusion coefficient. We have shown that it admits exact solutions where space scales with a (usually simple) function of time (as indicated in Eq.(2)), and have fully and explicitly worked out some of those. In particular, we first consider the case $`\mu =2`$ in the presence of the drift, $`F=k_1x+\overline{k}_\gamma x|x|^{\gamma 1}`$, with $`k_1,\overline{k}_\gamma 0`$. After, we analyse the case $`\mu 2`$ in the presence of the same drift for some situations. We have also discussed the connection with nonextensive statistics, when appropriated, providing the relation between the entropic index $`q`$ and the exponents appearing in the Fokker-Planck equation. Thus, by extending here results such as those discussed in ct2000 ; duxbury2 ; renio ; tsalliseklenzi , we hope to make possible further applications to physical systems exhibiting suitable mix of different forms (nonlinear $`\nu 1`$, fractional derivative $`\mu 2`$ and fractal $`\theta 0`$) of anomalous diffusion.

## Acknowledgements

We thank CNPq, PRONEX and Fundação Araucária (Brazilian agencies) for partial financial support. We also thank C. Tsallis for useful discussions.


text:
# Study on the Kondo effect in the tunneling phenomena through a quantum dot

## 1 Introduction

Quantum dot systems are now designed as the artificial magnetic impurity and are growing as a field of detailed experimental studies of the Kondo problems . In this report we review our recent theoretical works on the Kondo effect in the tunneling phenomena through quantum dot.

After the papers pointed out the possibility to occur the Kondo effect in tunneling through a quantum dot, many theoretical studies have been done on this problem. The calculation of the tunneling conductance needs the dynamical excitation spectra. However we have not exact analytic calculation of the dynamical excitation spectra for the Kondo systems. Two numerical methods have been recently developed to calculate the tunneling conductance of the quantum dot systems. One is based on the numerical renormalization group technique (NRG), and another is based on the Quantum Monte Carlo (QMC) technique. Both techniques are known as reliable methods to calculate the dynamical excitation of the Kondo systems.

When the occupation number of electrons on the dot is odd, localized spin freedom appears on the dot, and it couples with the conduction electrons on the leads. At very low temperatures, we can expect the increase of the tunneling conductance due to the resonance transmission via the Kondo peak in the density of states on the dot orbitals. This is the most typical example of the Kondo effect of the dot systems, and has been observed in many experiments. In the first part of this report, we present the theoretical calculation for this case and compare it with experimental data. Recently, anomaly in a region of an even electron number occupation case has been reported in experiment. This phenomena is expected to relate to the Kondo effect in the spin crossover region of even occupation number case. This problem is discussed in the second part of this report.

## 2 Single Orbital Case

We consider the following Hamiltonian,

$`H`$ $`=`$ $`H_{\mathrm{}}+H_\mathrm{d}+H_\mathrm{}\mathrm{d},`$ (1)
$`H_{\mathrm{}}`$ $`=`$ $`{\displaystyle \underset{\mu k\sigma }{}}\epsilon _{\mu k}c_{\mu k\sigma }^+c_{\mu k\sigma },`$ (2)
$`H_\mathrm{d}`$ $`=`$ $`{\displaystyle \underset{p\sigma }{}}\epsilon _{dp}n_{dp\sigma }+U{\displaystyle \underset{<p\sigma ,p^{}\sigma >}{}}n_{dp\sigma }n_{dp^{}\sigma ^{}},`$ (3)
$`H_\mathrm{}\mathrm{d}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{p\mu k\sigma }{}}\{v_{p\mu k}d_{p\sigma }^+c_{\mu k\sigma }+\mathrm{h}.\mathrm{c}.\}.`$ (4)
The terms $`H_{\mathrm{}}`$ and $`H_\mathrm{d}`$ represent the electron in the leads and the dot, respectively. The term $`H_\mathrm{}\mathrm{d}`$ gives the electron tunneling between the leads and the dot. The suffix $`\mu =L(R)`$ means the left(right) lead and $`dp`$ means the dot orbital denoted by $`p`$. The quantity $`\epsilon _{dp}`$ corresponds to the energy of the orbital, and it can be changed by applying gate voltage. The quantity $`U`$ is the Coulomb interaction constant.

At first we consider the most simplified model that the dot has a single orbital. We abbreviate the suffix $`p`$. There will be many orbitals in dot in actual situations. Two orbitals case will be discussed in §3. We calculate the conductance, $`G`$, in the linear theory of the bias voltage. It is obtained from the correlation function of the current operators. But in the single orbital case, the calculation is reduced to the following expression,

$$G=\frac{2e^2}{h}\frac{4\mathrm{\Gamma }_L\mathrm{\Gamma }_R}{\mathrm{\Gamma }_L+\mathrm{\Gamma }_R}(\mathrm{Im}G_{dd}(ϵ))\left(\frac{f}{ϵ}\right)dϵ,$$
(5)
where $`G_{dd}(ϵ)`$ is Green’s function of the dot orbital and $`f(ϵ)`$ is the Fermi distribution function. We use this formula in this section because the numerical calculation of $`G_{dd}(ϵ)`$ is easier than the calculation of the current correlation function. Detailed comparison of both methods are made in Ref.. Hereafter we assume that the leads have constant density of states from $`D`$ to $`D`$ with $`D=1`$. The hybridization strength is parameterized as $`\mathrm{\Gamma }_\mu =\pi |v_\mu |^2\rho _c`$, where $`\rho _c=1/2D`$ is the density of states for the lead.

In Fig.1, we show the conductance as a function of the gate voltage ($`\epsilon _d`$) for various temperature cases. This calculation is carried out by the NRG method. At higher temperatures we have paired Coulomb oscillation peaks at $`\epsilon _d=U`$ and 0. They grow without increase of their width, thus become very sharp as the temperature decreases. At the same time the peak positions shift slightly to $`\epsilon _d=U/2`$ side. When the temperature decreases further, the intensity of the valley region between the two peaks gradually increases, and the peaks merge into a broad single peak at extremely low temperature. The characteristic temperature $`T_{\mathrm{KM}}`$ varies drastically as $`\epsilon _d`$ changes. (We define $`T_{\mathrm{KM}}`$ following the usual definition, $`T_\mathrm{K}=4\chi (T=0)`$, for each $`\epsilon _d`$ case). It is the lowest at the mid point of the two peaks, $`\epsilon _d=U/2`$, and is denoted as $`T_{\mathrm{KM}}^{}`$, which is $`T_{\mathrm{KM}}^{}/U=5.34\times 10^7`$ for the parameter case used in Fig.1. The conductance at the mid point begin to increase at about $`10T_{\mathrm{KM}}^{}`$, and the valley disappears at about $`0.2T_{\mathrm{KM}}^{}`$.

Goldhaber-Gordon et al. have shown the detailed temperature dependence of the conductance. We directly compare the NRG data with experimental data in Fig.2. The Coulomb repulsion has been estimated to be 1.9 meV. We have estimated $`\mathrm{\Gamma }=0.12`$meV =($`1.3\times 10^3`$mK), and thus $`\mathrm{\Gamma }/\pi U=1.9\times 10^2`$ in the experimental situation. On horizontal axis the points $`\epsilon _d=0,U`$ of the calculated conductance are set at $`V_g=119,92`$meV, respectively, and factor 0.31 is multiplied to the NRG data to fit the experimental data at the lowest temperature. This factor 0.31 would be caused by the asymmetry $`\mathrm{\Gamma }_\mathrm{L}\mathrm{\Gamma }_\mathrm{R}`$. For the left hand side peak, the conductance data agrees very well with the experimental one in 100 mK $``$ T $``$ 1500mK. This agreement suggests that the behaviors in experiment are caused by the Kondo effect in the mid-temperature region shown in Fig.1. The Kondo temperature at the valley region seems to be less than 10 mK.

There are several discrepant points. At high temperature region T $``$ 2000mK, the conductance of the experimental data is larger than that of the NRG data. This might be caused by the multi-orbital effect. The conductance shows disagreement in the valley and the right hand peak positions. The change of the gate voltage on the dot will affect not only the potential of the dot, but also the hybridization strength between the dot and the lead states.

The conductance at low temperature is strongly suppressed by application of the Zeeman field. The theoretical study has been carried out based on the QMC method, and the result agrees well with experimental one.

## 3 Spin Crossover Transition

Recently, Sasaki et al. observed low temperature tunneling anomaly in even-number-electron-occupation case. They controlled the energy splitting of orbitals by tuning the magnetic field. When the level splitting is gradually increased in the even electron number case, the energy of the spin triplet state increases compared with that of the singlet state. The electrons occupy different orbitals to gain Hund’s coupling energy in the former state, while the electrons with opposite spin occupy the lower energy orbital in the latter state. It was suggested that the low temperature anomaly is related to the Kondo effect due to this spin crossover transition. However detailed calculation of the conductance has not been done. It is observed that a bump grows between the two Coulomb peaks, i.e., a third peak appears between the Coulomb peaks and it grows when the temperature decreases. This behavior is quite different from that of the odd number case discussed in previous section.

We calculate the conductance around the singlet-triplet crossover region for a system with two orbitals. The orbitals are denoted as even($`p`$=e) and odd($`p`$=o). The energy of e(o) orbital is defined as $`\epsilon _d\delta /2`$ ($`\epsilon _d+\delta /2`$). The exchange term $`H_{\mathrm{ex}}=J_\mathrm{H}_{\sigma _1\sigma _2\sigma _3\sigma _3}(𝝈)_{\sigma _1\sigma _2}(𝝈)_{\sigma _3\sigma _4}d_{\mathrm{e}\sigma _1}^+d_{\mathrm{e}\sigma _2}d_{\mathrm{o}\sigma _3}^+d_{\mathrm{o}\sigma _4}`$ is added to the Hamiltonian Eq.(1). ($`J_\mathrm{H}<0`$)

In Fig.3(a), we show the occupation numbers of the even and odd orbitals, $`n_\mathrm{e}`$ and $`n_\mathrm{o}`$, on the dot. The parameters are $`J_\mathrm{H}/U=0.3`$, $`\mathrm{\Gamma }_\mathrm{e}/U=\mathrm{\Gamma }_\mathrm{o}/U=0.02\pi `$.

We assume the case in which both leads have two conduction channels, and each dot orbital connects to each conduction channel (two channel case). The conductance is given as the sum of ones from two channels. At very low temperatures it is given as, $`G_{\mathrm{F2}}=(2e^2/h)_p\mathrm{sin}^2(\pi n_p/2)`$, and is shown in Fig.3(b).

Here we define a quantity $`x=(\mu \epsilon _d)/U`$. In the $`0x1`$ region, an electron occupies the e-orbital, $`(n_\mathrm{e},n_\mathrm{o})(1,0)`$. Next we see the $`1x1.5`$ region. At $`\delta /U=0.24`$, the occupations on both orbitals are almost the same, $`(n_\mathrm{e},n_\mathrm{o})(1,1)`$, due to the strong Hund’s coupling. When $`\delta `$ increases, the occupations in the $`1x1.5`$ region gradually split to $`(2,0)`$ where the local spin state is a singlet. Therefore the conductance decreases from $`4e^2/h`$ to $`0`$. We stress that the splitting is suppressed around $`x=1.5`$ as seen in Fig.3(a). For example at $`\delta /U=0.28`$, the second electron tends to occupy the e-orbital when $`x`$ sweeps to $`x=1.2`$ from smaller $`x`$, then they redistribute to the e- and o-orbitals when $`x`$ further sweeps to $`x=1.5`$; $`(1,0)(1.6,0.3)(1.2,0.8)`$. This redistribution reflects the stronger Hund’s coupling near $`x=1.5`$, at which the total occupation is close to two. The redistribution causes a bump in the conductance around $`x=1.5`$ at low temperatures, as seen in $`0.276\delta /U0.284`$ in Fig.3(b).

In Fig.4 we show the conductance at various temperatures around the local spin singlet-triplet degeneracy. The parameters are: (a) $`\delta /U=0.24`$, (b), $`\delta /U=0.282`$, (c) $`\delta /U=0.3`$. There are the four Coulomb peaks on $`x=(\mu \epsilon _\mathrm{d})/U0`$, $`1`$, $`2`$, $`3`$ at high temperatures. When the temperature decreases, the conductance in the region $`0x1`$ ($`2x3`$), where $`N_\mathrm{d}1`$ ($`N_\mathrm{d}3`$), increases to $`2e^2/h`$, caused by the usual spin-1/2 Kondo effect for the e-channel (o-channel). On the other hand, the region $`1x2`$, where $`N_\mathrm{d}2`$, is remarkable. At (a) $`\delta /U=0.24`$, the conductance is large, about $`4e^2/h`$. However, the large conductance appears at extremely low temperature (e.g., $`T/U=10^8`$ corresponds to $`10^3\mathrm{mK}`$ for $`U10\mathrm{m}\mathrm{e}\mathrm{V}`$). When $`\delta `$ increases to (b) $`\delta /U=0.282`$, a ”bump” emerges in the region $`1.2x1.8`$ as the temperature decreases. For the case (c) $`\delta /U=0.3`$, the conductance in the region $`1x2`$ is nearly constant with a small value. The behaviors (a)-(c) are classified into, (a) the local spin triplet Kondo effect, (b) the singlet-triplet Kondo effect, and (c) the usual even-odd oscillations for the dot with large energy separation .

Next we consider a case in which leads have only one conduction channel, and the both dot orbitals connect to this single channel (single channel case). In such case one orbital will hybridize mainly with even combination of L and R lead states, and another mainly with odd combination of L and R states. The tunneling via different orbitals interferes in this case. At $`T=0`$, the conductance is given as $`G_{\mathrm{F1}}=(2e^2/h)\mathrm{sin}^2(\pi (n_en_o)/2)`$ , and is small when $`n_en_o`$. Therefore the conductance will tend to zero as $`T`$ decreases to extreme low temperature when Hund’s rule coupling energy dominates. This is contrasted to the case (a) in Fig.4.

In the singlet-triplet Kondo effect case where the Kondo temperature is not low, the calculated temperature dependence of the conductance is not so different from that of the two channel case(Fig.4(b)) as seen from Fig.5. This is because $`n_e`$ and $`n_o`$ have different and not-integer values as seen from Fig.3(a).

As a summary, we have shown that the electron occupation on orbitals redistribute to gain Hund’s coupling energy in the singlet-triplet crossover region when the potential deepens. This redistribution causes a bump, as seen in the experiment, in the conductance at low temperatures.

The authors would like to thank Professor Tarucha for collaboration. The numerical computation was partly performed in the Computer Center of Tohoku University and the Supercomputer Center of Institute for Solid State Physics (University of Tokyo).


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# XMM-Newton Spectroscopy of the Accretion-Driven Millisecond X-ray Pulsar XTE J1751-305 in Outburst

## 1. Introduction

Millisecond radio pulsars are thought to be created in neutron star low-mass X-ray binaries (LMXBs). In those LMXBs, accreting matter may spin-up the neutron star (see, e.g., Bhattacharya & van den Heuvel 1991). Therefore, it is expected that millisecond pulsars should also be found in LMXBs during the accretion phase of the binary as X-ray pulsars. Although evidence for rapidly spinning neutron stars in LMXBs was inferred from the burst oscillations which were seen during type-I X-ray bursts in several systems (see Strohmayer 2001 for a review), the detection of millisecond pulsations in persistent emission remained elusive for many years. In 1998, the first such system was discovered (SAX J1808.4–3658, which has a spin frequency of 401 Hz; Wijnands & van der Klis 1998a). This source was extensively studied due to its obvious importance for binary evolution scenarios and accretion flow geometries and dynamics (see, e.g., Wijnands & van der Klis 1998b and references therein).

In the spring of 2002, Markwardt & Swank (2002a) reported the discovery of the second accretion-driven millisecond pulsar XTE J1751–305 (435 Hz) in the Rossi X-ray Timing Explorer (RXTE) bulge scan observation program. About one month after the discovery of this system, XTE J0929–314 was discovered (185 Hz; Remillard, Swank, & Strohmayer 2002.). The neutron stars in both systems are in orbit around a companion star, with an orbital period of $``$42 minutes (Markwardt & Swank 2002b; Galloway et al. 2002). These systems are very tight binaries and the inferred mass of their companion stars is very low ($`0.01M_{}`$).

After the discovery of XTE J1751–305, we submitted a target-of-opportunity request to XMM-Newton for the purpose of studying this source with high-resolution spectroscopy. The X-ray spectrum of the first system — SAX J1808.4–3658 — could only be studied during outburst using RXTE and with the Wide Field Cameras aboardBeppoSAX, which have only moderate spectral resolution. In this Letter, we present an analysis of the time-averaged EPIC-pn and Reflection Grating Spectrometer (RGS) data. The spectra obtained represent the first CCD- and gratings-resolution measurements from a millisecond X-ray pulsar in outburst.

## 2. Observation and Data Reduction

XMM-Newton observed XTE J1751$``$305 beginning on 2002 April 07.5 (UT). The EPIC-pn camera was operated in “timing” mode to prevent photon pile-up effects and to allow pulse-phase-resolved spectroscopy . The RGS was operated in the standard “spectroscopy” mode. The “thin” optical blocking filter was selected for the EPIC cameras. The EPIC-MOS cameras were not operated in modes optimized for a source of this intensity, and we do not consider the MOS spectra here.

The EPIC-pn and RGS data were reduced using SAS version 5.3. We applied the standard reduction procedure “epproc” to produce a calibrated pn event list. In “timing” mode, the spatial information is compressed into one dimension. We extracted source data in a rectangle (with a width of 37”) along the length of the CCD, and background data from adjacent regions; only “single” and “double” events were selected. The net pn exposure was 33.7 ks. Using LHEASOFT version 5.1, the tool “grppha” was used to rebin the spectrum to require a minimum of 20 counts per bin. We used the trial “timing” mode redistribution and ancillary response functions developed by the EPIC-pn calibration team. We applied the standard reduction procedure “rgsproc” to produce calibrated RGS event lists, first-order spectra, and response functions. Periods of high instrumental background were excluded, giving a net RGS exposure of 34.2 ks. The RGS spectra were grouped to require at least 20 counts per bin.

## 3. Analysis and Results

Preliminary spectroscopic results from this XMM-Newton observation were reported in Miller et al. 2002a and Miller et al. 2002b. The accurate position of XTE J1751–305 was reported by Ehle et al. (2002), also based on analysis of this observation ($`\mathrm{R}.\mathrm{A}.=17h51m13.5s,\mathrm{Decl}.=30^{}37^{}22^{\prime \prime }`$, equinox 2000.0).

The internal calibration accuracy of the EPIC cameras is better than 5% for on-axis sources (Kirsch 2002). We find deviations up to 0.6 keV which are not removed by spectral modeling, and therefore restrict our analysis of the pn spectrum to the 0.6–10.0 keV band. The average count rate (79.36 counts $`\mathrm{s}^1`$) is well below that at which photon pile-up occurs in timing mode (1500 counts $`\mathrm{s}^1`$). Tests of the effective area calibration of the RGS reveal accuracies of 5% in the 7–36Å (0.35–1.77 keV) range and 10% at wavelengths shorter than 7Å (energies above 1.77 keV; den Herder 2002). Although our best-fit model for the EPIC-pn spectrum (see below) provides an adequate fit to the RGS spectrum ($`\chi ^2/\nu =1.314,\nu =1463`$), broad deviations are apparent at energies above 1.8 keV. We therefore rely on the EPIC-pn spectrum to characterize the continuum emission, and search the RGS band in contiguous 3Å slices for narrow features.

The EPIC-pn and RGS spectra were analyzed using XSPEC version 11.1. All errors quoted in this paper are 90% confidence errors. Note that systematic errors are not added to the spectra to account for flux calibration uncertainties.

### 3.1. The EPIC-pn Spectrum

We first considered a model consisting of blackbody and power-law components, modified by neutral absorption in the ISM (using the “phabs” model in XSPEC). We measure a best-fit equivalent hydrogen column density of $`N_H=(9.8\pm 0.1)\times 10^{21}\mathrm{atoms}\mathrm{cm}^2`$. The blackbody temperature obtained is moderate: $`kT=1.05\pm 0.01`$ keV. For spherical symmetry, this translates into a blackbody radius of $`R=f^2\times 3.01_{0.06}^{+0.09}(d/10\mathrm{kpc})\mathrm{km}`$, where the spectral hardening factor $`f`$ is the ratio of the color temperature and the effective temperature, and $`d`$ is the distance to the source. The measured power-law index is $`\mathrm{\Gamma }=1.44\pm 0.01`$; the normalization is $`(6.4\pm 0.1)\times 10^2`$ ($`\mathrm{photons}\mathrm{keV}^1\mathrm{cm}^2\mathrm{s}^1`$ at 1 keV). This model produces an adequate fit to the data: $`\chi ^2/\nu =1.107`$ (where $`\nu `$ is the number of degrees of freedom; $`\nu =1884`$ for this model; see Figure 1). We note that a simple power-law model returns a very poor fit ($`\chi ^2/\nu >4,\nu =1886`$); the soft blackbody component is strongly required by the data.

With this simple but standard model, we obtain an unabsorbed 0.5–10.0 keV flux of $`(6.6\pm 0.1)\times 10^{10}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, or $`(0.170\pm 0.004)\mathrm{photons}\mathrm{cm}^2\mathrm{s}^1`$. The hard power-law component contributes 83% of the unabsorbed flux

in the 0.5–10.0 keV band (an extrapolation from the 0.6–10.0 keV band as the 0.5–10.0 keV range is more conventional).

Motivated by evidence for a Comptonizing volume in SAX J1808.4–3658 (Gierlinski, Done, & Barret 2002), we also fit the EPIC-pn spectrum with the “compTT” Comptonization model (Titarchuk 1994), which attempts to account for the Compton-upscattering of cool photons in a hot corona self-consistently. This model does not provide an acceptable fit by itself ($`\chi ^2/\nu =24,\nu =1884`$). We find a degeneracy between a cool corona ($`kT3`$ keV) with high optical depth ($`\tau 8`$), and a hot corona ($`kT40`$ keV) with lower optical depth ($`\tau 1`$), each up-scattering a seed photon distribution peaking between $`kT=`$0.5–0.6 keV. Finally, we tried fitting a blackbody component in addition to compTT. This model might correspond to a scenario in which the blackbody emission region is only partially covered by the corona. This model also yielded a poor fit ($`\chi ^2/\nu 2`$).

The strength, ionization state, and profile of Fe K$`\alpha `$ emission lines — if produced through irradiation of the accretion disk — can reveal a great deal about the accretion geometry of low-mass X-ray binaries. Asai et al. (2000) report the possible detection of an Fe K$`\alpha `$ line in 4U 1820–30 (P$`{}_{orb}{}^{}=11.4`$ minutes; Stella, White, & Priedhorsky 1987). The line was found to be ionized (E $`=6.6\pm 0.1`$ keV), broad (FWHM $`=0.7_{0.5}^{+0.2}`$ keV), and weak ($`W_{K\alpha }=33_{11}^{+12}`$ eV). Assuming a line of equivalent FWHM in the 6.40–6.97 keV range (Fe I — Fe XXVI), we measure a 95% confidence upper-limit of just 6 eV in the EPIC-pn spectrum of XTE J1751–305. Using a Gaussian with zero width to model a line narrower than the EPIC-pn resolution, the 95% confidence upper limit on the equivalent width of any such narrow Fe K$`\alpha `$ lines is less than 4 eV (6.40–6.97 keV).

### 3.2. Pulse-Phase-Resolved Spectroscopy: First Results

We applied the SAS task “barycen”, and using the binary system parameters reported by Markwardt et al. (2002) we produced spectra from the “high” and “low” parts of the pulse. We find that the model applied to the time-averaged spectrum is an acceptable description of these spectra (no convincing narrow or broad emission or absorption features are found). Interestingly, the slope of the power-law component is consistent in the two spectra but the normalization changes, and the blackbody component changes in temperature but not in normalization.

Similar behavior was discovered in pulse-phase-resolved spectra of SAX J1808.4$``$3658 (Gierlinski, Done, & Barret 2002).

We note that a possible feature at approximately 2.9 keV appears to vary in width, intensity, and centroid energy in the “high” and “low” spectra; however, the error limits on the line parameters overlap. This feature is also visible in the time-averaged spectrum (see Figure 1). As there are no astrophysically abundant elements with transitions near this energy, it is tempting to associate this feature with a red-shifted absorption line from the neutron star surface (given the temperature of the blackbody, perhaps Fe XXV or Fe XXVI). Although an F-test finds that the addition of a Gaussian to model this feature is significant at the 7$`\sigma `$ level of confidence in the “low” part of the pulse (3$`\sigma `$ in the “high” part), a similar feature is apparent when the EPIC-pn spectrum of the Galactic black hole candidate XTE J1650$``$500 (Miller et al. 2002c) is fit using the same response matrix. It is likely that this feature is due to a defect in the timing-mode response matrix.

### 3.3. The RGS Spectra

We analyzed the RGS spectra in contiguous 3Å slices for narrow emission or absorption lines. In each 3Å slice, a simple power-law plus ISM edge(s) model was fit to the data. We find no convincing evidence for narrow absorption features in this band (0.3–2.5 keV, or 5–40Å). At energies below $``$0.6 keV (wavelengths longer than $``$21Å) the sensitivity is low due to the relatively high column density along the line of sight to XTE J1751–305.

Recently, evidence for enhanced Ne abundances has been found in compact binaries (Schulz et al. 2001; Juett, Psaltis, & Chakrabarty 2001). We fit the RGS spectra around the position of the Ne K edge (14.25Å ) with a power-law model between 13.25Å and 15.25Å(see Figure 2). The power-law index and normalization were both allowed to vary in this fit. Using the cross-sections of Verner et al. (1993) and solar abundances relative to H as per Morrison & McCammon (1983), we find that Ne may be under-abundant in XTE J1751–305:

the 95% confidence upper-limit is that the abundance of Ne is only 77% of the solar value. A solar Ne abundance does not allow for an optimal characterization of the local spectrum (see Figure 2).

The binary X-ray pulsar 4U 1626–67 also has a 42-minute orbital period. Moreover, the distance to this system may be close to 8 kpc (Chakrabarty 1998); we anticipate a Galactic center location for XTE J1751$``$305 and therefore a similar distance. A Chandra/HETGS spectrum of 4U 1626$``$67 reveals broadened emission lines and Doppler-shifted line pairs (Schulz et al. 2001). The Ne Ly-$`\alpha `$ line (12.13Å) is particularly strong (a flux of $`8.15\pm 0.93\times 10^5\mathrm{photons}\mathrm{cm}^2\mathrm{s}^1`$ is measured; FWHM $`=2860\pm 330\mathrm{km}\mathrm{s}^1`$). We report the 95% confidence upper-limits on emission lines from helium-like and hydrogenic Ne, Mg, and Si in Table 1 (upper limits on O emission lines are not constraining due to poor statistics at low energies).

## 4. Discussion

We have analyzed the first CCD- and grating-resolution X-ray spectra of a millisecond X-ray pulsar in outburst. We find no convincing evidence for broad or narrow emission or absorption features in the the EPIC-pn and RGS spectra (see Figure 1 and Table 1). With our simple blackbody plus power-law model for the EPIC-pn spectrum, we find that the power-law component comprises 83% of the unabsorbed flux in the 0.5–10.0 keV band. The power-law component is hard: $`\mathrm{\Gamma }=1.44\pm 0.01`$, but within a range typical for X-ray pulsars (e.g., $`\mathrm{\Gamma }=`$ 1.0–1.5; White, Swank, & Holt 1983). The EPIC-pn spectrum requires a blackbody with $`kT=1.05\pm 0.01`$ keV and an implied emitting radius of $`R=f^2\times 3.01_{0.06}^{+0.09}(d/10\mathrm{k}\mathrm{p}\mathrm{c})`$ km. It is fair to say that our knowledge of the spectral hardening factor $`f`$ is rather poor (for a discussion, see Lewin, van Paradijs, & Taam 1993). If $`f`$ is less than 1.3, it would indicate that only part of the neutron star surface (a “hot spot”) is involved.

Markwardt et al. (2002) fit a simple absorbed power-law model to the RXTE spectrum of XTE J1751–305, and measure a softer power-law index ($`1.7<\mathrm{\Gamma }<1.9`$). The effective lower sensitivity bound of the RXTE Proportional Counter Array (PCA) is 3 keV; fitting the 3–10 keV EPIC-pn spectrum with only a power-law, we find $`\mathrm{\Gamma }=1.72\pm 0.01`$ for $`N_H=(9.8\pm 0.1)\times 10^{21}\mathrm{atoms}\mathrm{cm}^2`$ and $`\mathrm{\Gamma }=1.90\pm 0.02`$ allowing $`N_H`$ to float (in this case, $`N_H=[2.5\pm 0.1]\times 10^{22}\mathrm{atoms}\mathrm{cm}^2`$). Thus, the discrepant indices are easily explained in terms of different instrumental ranges.

In modeling simultaneous Chandra/LETGS and RXTE spectra of XTE J0929–314, Juett, Galloway, & Chakrabarty (2002) measure similarly discrepant power-law indices. They suggest an astrophysical origin for the discrepancy in XTE J0929–314 and XTE J1751–305 in the form of a power-law with a break or a roll-over in the 1.4–4.4 keV range. A model consisting of blackbody and broken power-law components ($`E_{break}=3.7\pm 0.1\mathrm{keV}x,\mathrm{\Gamma }_{E<3.7}=1.34\pm 0.03,\mathrm{\Gamma }_{E>3.7}=1.60\pm 0.04`$) provides an improved fit to the spectrum of XTE J1751–305 ($`\chi ^2/\nu =1.090,\nu =1882`$). Although these results suggest that an astrophysical origin for the apparent spectral evolution is possible, a number of concerns remain. Given that: (1) the effective area (flux) calibration of the EPIC-pn has 5% uncertainties (Kirsch 2002), (2) the LETGS (plus ACIS-S array) flux calibration has 10% uncertainties above 1 keV (H. Marshall, priv. comm.), (3) that RXTE PCA and High Energy X-Ray Timing Experiment (HEXTE) observations of the “Crab” nebula (taken to be a pure power-law for calibration) differ in power-law index by $`\delta (\mathrm{\Gamma })0.1`$ (see, e.g., Wilms et al. 1999), and (4) that Markwardt et al. (2002) did not fit a blackbody component to the RXTE spectra of XTE J1751–305, we do not consider an astrophysical origin for the discrepant indices to be required by the present data.

The upper limits on the strength of narrow (consistent with instrument resolution; FWHM $``$ 0.1 keV) and broad (FHWM $`=`$ 0.7 keV) Fe K$`\alpha `$ emission lines are 4 eV and 6 eV, respectively (95% confidence). This stands in contrast the detection of a weak Fe K$`\alpha `$ line in outburst spectra of the 401 Hz millisecond X-ray pulsar SAX J1808.4–3658 obtained with RXTE (Heindl & Smith 1998; Gierlinski, Done, & Barret 2002). It is possible that a strong, hot corona (or the magnetosphere, if the coranae in these LMXBs is small or disrupted) which produces to the power-law component may ionize the disk in XTE J1751$``$305 to a degree which prevents Fe K$`\alpha `$ emission.

The absence of H-like and He-like resonance emission lines like those observed in 4U 1626–67 (Schulz et al. 2001) in the spectrum of XTE J1751–305 is also consistent with a highly ionized disk in this source. Secondarily, the absence of such lines may be due to differences in the accretion flow geometry due to the neutron star magnetic field. Whereas the magnetic field in XTE J1751$``$305 is likely to be similar to that in SAX J1808.6$``$3658 ($`B=(26)\times 10^8`$ G; Wijnands & van der Klis 1998a), the magnetic field in 4U 1626$``$67 is likely much higher ($`B=3\times 10^{12}`$ G, Orlandini et al. 1998). The stronger magnetic field in 4U 1626–67 may disrupt the inner disk, allowing cool material in the outer disk to be irradiated by a weaker corona. Emission lines have also been seen in neutron star systems which are viewed edge-on (so-called accretion disk coronae or “ADC” sources; see, e.g., Kallman et al. 2002); the absence of emission lines in XTE J1751–305 may also be partially due to a low system inclination (Markwardt et al. 2002 report no evidence of dips or eclipses).

Studies of some ultra-compact systems suggest a Ne-rich companion (for observational results, see: Schulz et al. 2001; Juett, Psaltis, & Chakrabarty 2001; for theoretical discussions see Yungelson, Nelemans, & van den Heuvel 2002; Bildsten 2002). Fits to the Ne photoelectric absorption edge in the RGS spectra of XTE J1751–305 constrain the abundance of Ne to be at most 77% of the solar value along this line of sight (95% confidence upper-limit; see Section 3.3). This may suggest that a Ne-rich companion is unlikely in the case of XTE J1751–305.

## 5. Acknowledgments

We are grateful to the XMM-Newton Project Scientist Fred Jansen for granting time to observe this source. We thank Michael Nowak for useful discussions. J. M. M. is grateful for support from the NSF. R. W. was supported by NASA through Chandra fellowship grant PF9-10010, which is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073. W. H. G. L. gratefully acknowledges support from NASA. This work was supported in part by the Netherlands Organization for Scientific Research (NWO). This research has made use of the data and resources obtained through the HEASARC on-line service, provided by NASA-GSFC.