text:
# QCD in Extreme Environments.

## 1 Introduction

We live in interesting times.

In the world of high energy and nuclear physics the Relativistic Heavy Ion Collider (RHIC) at Brookhaven National Laboratory is beginning its search into the new realm of high temperatures and low but nonzero chemical potentials.

These experiments will surprise us. Experiments have a habit of doing that. They humble us. They will show us new directions. They will make this talk obsolete.

I want to emphasize that Lattice Gauge Theory, which has become an evolutionary rather than a revolutionary field, should take a more active part in these developments. It should rise to the challenge of real data to find new methods and ideas and extend its comfortable Euclidean ways to describe, predict and learn from scattering experiments. Pioneering has the potential of reinvigorating the field. Lattice gauge theory has provided a solid estimate for the critical temperature to make the quark gluon plasma as well as not-so-solid estimates of the required energy density, the magnitudes of screening lengths etc. But there is much more to predict…hopefully before the experiments…and doing so will be particularly exciting. And fun.

I think that there are promising areas for such developments and I will discuss some throughout this talk. Light-cone wavefunctions of nuclei, dense with gluons, quarks and anti-quarks, collisions with unexpectedly high multiplicities and signs of early development of a quark-gluon plasma will be reviewed. Along the way suggestions for additional or new lattice based research will be made. Other subfields of high energy physics are already interacting with the data. Lattice gauge theorists should become more active participants.

It hardly needs to be emphasized here that when Lattice Gauge Theory develops a method to analyze a problem, it can do so from first principles, with ultimately no approximations. Emphasis on the word ”ultimately”, because our lattices are yet too small, our quark masses are yet too large, our statistics are yet too few, etc. But the field is making steady progress on all these issues, helped particularly by its use of improved but practical Actions. Lattice gauge theory is the only approach that can handle the physics of the three crucial length scales of hadronic dynamics at one time, in a consistent calculation. At sufficiently short distances lattice calculations and simulations confirm asymptotic freedom, which is so essential to exposing the underlying gluon and quark degrees of freedom of QCD as experiments enter the quark-gluon plasma phase. At more moderate distances where the running coupling is in the intermediate range and semi-classical instanton configurations are breaking the anomalous $`U(1)_A`$ symmetry and, through properties of their ensemble, are breaking chiral symmetry and are producing the constituent quark masses, lattice gauge theory is at its best elucidating the complex crossover physics of this range of length scales. Finally, at greater length scales, Lattice methods confirm confinement, the fact that hadronic states are color singlets and the confining dynamics comes through thin, discernable but breakable flux tubes. QCD will not be fully understood until these three qualitatively different ranges of phenomena are incorporated into one tractable analytic approach. Crucial hints needed to accomplish this will come from lattice studies.

These are grand, and over-stated words. But progress is occurring.

It is a pity that progress is not occurring on the challenge of producing a lattice simulation method for QCD at nonzero Baryon chemical potential $`\mu `$ and vanishing temperature $`T`$. The infamous sign problem of the fermion determinant continues to stand in our way. The same problem has bedeviled condensed matter physicists for almost 40 years.

A theme of this talk is that studying extreme environments teaches us how QCD works under ordinary conditions. I believe that when we have licked the sign problem, or have found a new formulation of nonperturbative QCD free of it, we will be at a new level in our understanding of how QCD really works and makes its low lying Baryonic excitations.

In the second half of this review I will discuss several interesting contributions at this conference. These will include progress in mapping out the low $`\mu `$ (chemical potential), high $`T`$ (temperature) part of the phase diagram of QCD, following the seminal work of Fodor and Katz. Real time spectral functions for the production of lepton pairs will be discussed as will the dispersion relation of pions below but near the transition to the plasma. A first step toward simulating phenomenologically interesting cutoff Four Fermi models of the transition will also be mentioned briefly.

## 2 What’s so Great about the Quark Gluon Plasma?

As emphasized by E. Shuryak , the mass scales of the Quark Gluon Plasma are different and, importantly, smaller than those of the more familiar hadronic phase. The hadronic phase breaks chiral symmetry, the quark gluon plasma does not. The hadronic phase confines quarks, the quark gluon plasma does not. The binding mechanism in the hadronic phase is nonperturbative while the screening mechanism in the quark gluon plasma is perturbative.

We know from deep inelastic scattering that the substructure scale in the hadronic phase is $`Q^212`$ GeV. At this $`Q^2`$ the running coupling is becoming large enough that perturbation theory is failing to give accurate estimates and nonperturbative effects are competitive.

By contrast perturbative screening masses in the quark gluon plasma are $`M^{gluon}0.4`$ GeV. and $`M^{quark}0.3`$ GeV. for temperature above but near $`T_c`$ where the plasma first appears.

The finer level spacings in the plasma act as a fine resolution grid to the dynamics in the hadronic phase. A collision which starts in the hadronic phase and ends in the plasma phase is especially sensitive to the levels and dynamics of the hadronic phase because of the relative wealth of open channels in the plasma phase.

## 3 Overview of RHIC Collisions

RHIC collisions can be analyzed in four stages which are thought to be characterized by distinct time scales.

First, viewed from the center of momentum frame, there are right moving (positive $`p_z`$) and left moving (negative $`p_z`$) nuclei. Each of them can be described by infinite momentum frame wavefunctions which give the probability amplitudes for each nuclei to consist of ensembles of quarks and gluons. The parton model, suitably improved with asymptotic freedom to describe its short distance features, should provide a framework for these initial states.

Second, there is the collision between the constituents in each nuclei. Experiments will shed light on the typical momentum transfers and multiplicities of these underlying collisions.

Third, there is the development of a thermalized plasma of quarks and gluons.

And fourth, there is the development of the final states of hadronic debris from the hot soup of colliding and produced constituents.

### 3.1 The Initial State

Begin with the lightcone wavefunctions of the projectiles. The rightmover is,

$`|\mathrm{\Psi }>={\displaystyle \underset{n}{}}{\displaystyle \underset{i}{\overset{n}{}}\frac{d^2K_id\eta _i}{\eta _i}\psi _n(\eta _1,\stackrel{}{K}_1;\mathrm{};\eta _n,\stackrel{}{K}_n)}`$
$`\delta ^2({\displaystyle \stackrel{}{K}_i})\delta (1{\displaystyle \eta _i})|\eta _1,\stackrel{}{K}_1;\mathrm{};\eta _n,\stackrel{}{K}_n>`$ (1)
Recall from infinite momentum frame  or light cone perturbation theory  that $`\eta _i`$ is the longitudinal fraction of the ith constituent. It is a positive variable, $`0<\eta _i<1`$ and the constituents in each wavefunction $`\psi _n`$ account for the longitudinal fraction of the projectile, $`_i^n\eta _i=1`$. The absence of vacuum structure in $`|\mathrm{\Psi }>`$ makes this wavefunction a useful formulation of the initial state of the collision.

The bulk features of the wavefunctions of the projectiles are conveniently displayed on a rapidity plot, $`r=\frac{1}{2}\mathrm{ln}[(p_0+p_z)/(p_0p_z)]`$. The rapidity is particularly handy because it simply translates under a boost along the $`z`$ axis. One can plot the density of partons of both projectiles on a rapidity plot and deep inelastic experiments at a fixed $`Q^2`$ indicate that the plot is essentially flat and boost invariant and of extent $`\mathrm{ln}s`$, where $`s`$ is the usual scattering variable, four times the square of the center of momentum energy.

Experiments indicate that parton rapidity distributions have some simple, statistical features.

1. Short range correlations in rapidity. The parton distributions lose memory, with a correlation length of $`12`$ units, in rapidity. Screening in rapidity is an essential feature. Therefore, features like the quantum numbers of each projectile are limited to the edges of the rapidity plot. Unfortunately, this means that in very high energy heavy ion collisions, most of the partons are not influenced by the Baryon number of the projectiles. The collisions can be characterized by a high energy density and temperature but not high chemical potential $`\mu `$.

2. The ”central region” and is universal and ”vacuum like”. The length of the central region grows like $`\mathrm{ln}s`$.

Although first principle calculations of light cone wavefunctions are beyond us, models having these features have been known for decades. Multiperipheral graphs of QCD can populate the rapidity axis uniformly and have suggested that gluons are the most likely parton species in the central region .

Asymptotic freedom effects these considerations profoundly. Recall that in the naive parton model, partons interact only softly with one another, never exchanging high transverse momenta. But if we consider the structure of the wavefunctions at high spatial resolution where the running coupling is small and perturbative asymptotic freedom applies, then high transverse momentum exchanges and short distance additional structure are inevitable . Call the gluon distribution function in momentum space $`\eta G(\eta ,Q^2)`$. This is the distribution function that would be resolved by a probe with resolving power $`\delta X_{}^2\frac{1}{Q^2}`$. Models and theoretical analysis of scattering data suggests that $`\eta G(\eta ,Q^2)`$ approaches a constant for small $`\eta `$ and fixed $`Q^2`$. However, as $`Q^2`$ is increased one discovers that gluons can split perturbatively into three or four gluons of lesser longitudinal fractions $`\eta _i`$. So, for sufficiently small $`\eta `$, $`\eta G(\eta ,Q^2)`$ must be an increasing function of $`Q^2`$. This is a general feature of the asymptotically free parton model  and perturbative evolution equations make this simple physical idea quantitative . For quark distribution functions which are accessible to deep inelastic electron and neutrino scattering, these ideas are well tested phenomenologically.

If we view the parton density on the plane transverse to the collision axis $`p_z`$, then at low $`Q^2`$ we see just a few gluons of size $`\delta X_{}^2\frac{1}{Q^2}`$, but as $`Q^2`$ is taken larger we resolve many more gluons of smaller size. This progressive development has lead to the idea of ”gluon saturation” in the light cone wavefunction of a nucleus .

To understand this idea, consider the wave function and imagine that it is coming at you and you have a snapshot of the transverse plane. Call the transverse size of the nucleus $`R_A`$. Each parton of transverse momentum $`Q`$ in the wavefunction occupies an area $`\pi /Q^2`$, as suggested by the uncertainty principle. The parton’s cross section is proportional to the square of the running coupling and its geometrical size, $`\sigma \alpha _s(Q^2)\frac{\pi }{Q^2}`$. But partons will overlap in the transverse plane when their number $`N_A`$ becomes comparable to $`\frac{\pi R_A^2}{\sigma }`$ which is $`\frac{Q^2R_A^2}{\alpha _s(Q^2)}`$. One supposes that when $`N_A`$ is this large, the overlap stops further growth in the density and ”saturation” has been achieved . The transverse momentum of the partons at saturation is $`Q_s^2\alpha _s(Q^2)\frac{N_A}{R_A^2}A^{1/3}`$. The number of partons at the saturation level is $`N_s\frac{Q_s^2R_A^2}{\alpha _s(Q_s^2)}A`$ and these are the number of partons of size scale $`1/Q_s`$ which could materialize in the quark gluon plasma. In addition $`Q_s^2`$ sets the scale for the transverse momenta of partons in the central region of the rapidity plot, $`\frac{1}{\sigma }\frac{dN}{drd^2K_{}}=\frac{1}{\alpha _s(Q_s^2)}F(\frac{K_{}}{Q_s})`$.

These formulas can be made more precise by considering longitudinal fractions . The discussion here is just a simplified, but, hopefully, intriguing introduction. When numbers for the various nuclei and the energies available at experimental facilities are substituted here, one finds that $`Q_s^212`$ GeV. This means that applying perturbative QCD is suspect and competitive nonperturbative effects should be expected. This is potentially the realm of lattice gauge theory. The relationship of Euclidean lattice calculations and the Minkowski scattering formulation appropriate to heavy ion collisions must be addressed.

## 4 Space Time Evolution of the Collision

Let’s comment on the four different stages of a heavy ion collision separately. The physics issues in each are quite distinct.

1. Wave functions approach on another.

As reviewed above, the phase space parton density is quite large $`\frac{1}{\alpha _s(Q_s^2)}`$. Classical and semi-classical estimates should apply. In particular, the color per volume is large, so the lack of commutivity, $`[Q^a,Q^b]=if^{abc}Q^c`$, appears to be a relatively small effect, and the gluon field can be treated classically for many purposes .

2. Interactions.

The gluon saturation picture suggests that the characteristic time of interactions is quite small, $`t_{int}\frac{1}{Q_s}0.10.3`$ fm./c and the energy density is very, very large, $`ϵ_{int}\frac{Q_s^4}{\alpha _s(Q_s^2)}20`$ GeV./fm.3. Such a large energy density would place the system deep in the quark gluon plasma phase. This is good news! Estimates of $`ϵ_{int}`$ in the past were much more modest, on the order of several GeV./fm.3, at most.

3. Thermalization.

After the collision the quark gluon matter expands and thermalizes. The experimental data and models suggest that the time scale for this to occur is $`t_{therm}0.51.0`$ fm/c.

RHIC data, especially that showing the spatial distribution of particles produced in non-head-on collisions, strongly suggests that the interactions at early times are strong and the quark gluon plasma appears very early in the evolution of the final state . The basic parton-parton interactions must be strong and involve high multiplicities. Perturbative processes alone are not sufficient to explain the data.

4. Hydrodynamic expansion.

The quark gluon plasma maintains thermalization and expands until decoupling sets in at $`t_{dec}10`$fm./c. In the expansion and production of the final state hadrons, the fastest particles are produced last, as in the ”inside-outside” cascade of electron-positron annihilation processes . The expansion process is essentially one-dimensional, along the collision axis, until the latest stages of the development of the final state. A particle’s rapidity turns out to be strongly correlated with the space-time rapidity, $`\frac{1}{2}\mathrm{ln}[(x_0+x_3)/(x_0x_3)]`$, of its point of creation.

## 5 Suggestions from RHIC and Evidence for a Quark Gluon Plasma

RHIC experiments are hard and complicated and subject to many phenomenological models. Typically several models, each in stark contradiction to the other, can describe a limited set of heavy ion data equally well. The ”smoking gun” for the existence of the quark gluon plasma has yet to be found, but there are several pieces of data which are nicely explained, or at least, accommodated by it. Consider a few pieces of the puzzle.

1. Jet Quenching.

The heavy ion collisions show little or no sign of jets for $`p_{}<4`$ GeV. This is interesting in light of the fact that if you scale single particle hadron spectra from proton-proton data to A-A data, you overshoot the jet data very significantly .

It has been argued that this is evidence for the existence of an extended space-time region of the quark gluon plasma. The idea is that two colliding gluons in the plasma annihilate into an energetic quark anti-quark pair with sizeable tranverse momenta, but their interactions with the plasma medium saps the energy out of the energetic quark and its partner, eliminating (”quenching”) those jet-like characteristics. Of course, very high energy jets are uneffected by the medium because of the short range nature of the most prevalent interactions on the rapidity axis, and jets with energies much larger than $`4`$ GeV. are seen.

2. Suggestions of Deconfinement and Chiral Symmetry Restoration.

Lepton pairs have long been cited as effective probes into the internal dynamics of the quark gluon plasma. In particular, if the $`\rho `$ and $`\varphi `$ existed in the plasma, then the leptonic decays, $`\rho ee`$ and $`\varphi ee`$ would be easily seen, as in proton-A collisions. These peaks are missing, however . It is tempting to interpret this experimental result as evidence that the light hadrons have ”melted” in the hot plasma.

We will consider some lattice gauge theory data concerning these peaks in the second half of this talk.

3. Screening and J/$`\psi `$ Suppression.

One of the first theoretical suggestions for a signal of the existence of the quark gluon plasma concerned the heavy quark states J/$`\psi `$. It was argued and backed up with potential model calculations, that quasi-free quark and gluon thermal screening would reduce the attractive forces between the heavy quarks sufficiently to eliminate the binding energies and the J/$`\psi `$ states themselves . In fact, the suppression of these states, again implied by the absence of the associated lepton pairs, is much more dramatic than that expected in hadron absorption models.

## 6 Is there Nonperturbative, Semi-Classical Physics at Work in Heavy Ion Collisions?

RHIC experiments suggest that there are early, strong, high multiplicity parton-parton collisions in heavy ion scattering processes. Perturbation theory, such as the QCD multiperipheral diagrams  which can fill the rapidity plot with a uniform density of gluons, fall far short of describing the data. This suggests that larger length scales where the running coupling is in the intermediate coupling range are involved. This is the domain where semi-classical collective excitations of QCD are important. E. Shuryak has suggested that instantons and sphalerons  may be causing some of the surprising scattering events seen at RHIC.

## 7 What is a Lattice Theorist to do?

We have taken a short survey into topics of interest to heavy ion physicists. Can lattice theorists have much impact here? Much of the physics here is stated in Minkowski space, natural to scattering processes. Employing Euclidean Lattice methods to tackle some of these questions will certainly take new initiatives and methods. As we will review in the second half of this talk, lattice methods do provide information on real time processes even within the present techniques we use. These include power spectra, Maximum Entropy Methods and lepton pair rates. However, more comprehensive methods closer to first principles can probably be developed, too.

Let’s look at a few such topics.

### 7.1 Lattice Approach to Nucleus Wave Functions

The parton picture of QCD structure requires the use of the infinite momentum frame, or, equivalently light cone quantization. Each parton has a particular tranverse and longitudinal momentum in a wavefunction expansion, as written above. Infinite momentum frame Hamiltonians have been written down in this language and two dimensional Hamiltonians which control the transverse dynamics have been studied. Lattice gauge theory versions of these systems can be constructed  and equivalent three dimensional Lagrangian systems derived.

One can hope that formulations of this sort could be used to address issues of parton saturation in the context of lattice methods which can handle honestly the intermediate coupling character of these problems. The infinite momentum frame idea will eliminate vacuum fluctuations from the nonzero longitudinal fraction parts of the problem.

In the context of continuum methods, there have been recent attempts along these lines by heavy ion physicists. An ambitious attempt to formulate deep inelastic scattering in Euclidean terms has been pioneered by O. Nachtmann . This looks like particularly fertile ground for a lattice incursion.

### 7.2 Nonperturbative Physics for $`TT_c`$ and small $`\mu `$

As I will review in the second half of this talk, the region of the QCD phase diagram for small $`\mu `$ in the vicinity of the quark gluon transition $`T_c`$ is accessible to conventional simulation methods. This is a recent development that opens up experimentally relevant lattice calculations to the whole field. The thermodynamics of the formation of the quark gluon plasma for $`T`$ near $`T_c`$ and small Baryon chemical potential $`\mu `$ should be studied very professionally now. Some of the projects will be reviewed in the second half of this talk.

We would certainly like to know how quickly the underlying physical mechanisms responsible for the transition from the hadronic phase to the quark gluon plasma phase change as $`\mu `$ is turned on for $`TT_c`$. We know that there are substantial interactions in the quark gluon plasma just above $`T_c`$. How are these mechanisms and how are bulk thermodynamic quantities effected as $`\mu `$ is taken nonzero?

The role of instantons in the formation and character of the quark gluon plasma needs more elucidation even at the $`\mu =0`$ edge of the QCD phase diagram. According to the instanton liquid model , the instanton ensemble is disordered in the hadronic phase. This is essential for the model to produce chiral symmetry breaking and phenomenologically reasonable numbers. It is believed that as $`T`$ passes through $`T_c`$, instantons and anti-instantons pair up and form ”neutral” molecules. Chiral symmetry is restored in such an ordered ensemble.

It would be interesting to verify this ”binding-unbinding” picture of the phase transition by lattice methods and to provide estimates of the scales of the phenomena involved. This will not be easy because instantons and anti-instanton molecules will tend to ”fall through” the lattice and be hard to identify, let alone measure. Improved actions will probably be needed.

Such studies would be worth doing because we know from other simulations that there are substantial interactions in the quark gluon plasma just above $`T_c`$. We would also like to know how instanton dynamics change as $`\mu `$ is turned on for $`TT_c`$.

These are interesting questions which are experimentally relevant. Conventional lattice methods can address them now.

### 7.3 Diquarks and Color Superconductivity?

Perturbative  and instanton  methods have been used to predict color superconductivity for low temperatures and asymptotically large $`\mu `$. A large gap has been found as well as interesting symmetries (”color-flavor locking” ). The large gap in the spectrum of the Cooper quark-quark pairs suggests that this state of matter should occur in natural phenomena, such as the interiors of neutron stars, at high but not inaccessible densities. The lattice has been unable to contribute to this field because of the sign problem in the Euclidean fermion determinant in $`SU(3)`$ lattice gauge theory.

The weak coupling, perturbative and instanton, approaches to color superconductivity have not addressed the numerical impact of confinement on their considerations, so estimates of a critical density are suspect. Much of the research has concentrated on $`SU(2)`$ color which is qualitatively different from QCD. Cooper pairs in the $`SU(2)`$ model are color singlets and are degenerate with ordinary meson states because of the self-conjugate nature of quark and anti-quarks in this case. At chemical potentials greater than half the pion mass, the ground state of the model becomes a superfluid.

Instanton enthusiasts have noted that their model provides attractive forces which favor the appearance of scalar $`\overline{3}`$ diquarks . The forces are only half as strong as the analogous ones in the $`SU(2)`$ model where diquark states are degenerate with mesons. This suggests one should find considerable scalar $`\overline{3}`$ diquark correlations in ordinary hadronic physics. To my knowledge, there are none. Perhaps lattice spectroscopists could scour their baryon wavefunctions and search for diquark correlations in their three body states.

Aside from the issue of color superconductivity, it would be good to settle the old controversy concerning the possible viability of diquark models of baryon structure.

Weak coupling descriptions of color superconductivity don’t need diquark correlation enhancements in ordinary hadronic states to be successful and accurate at nonzero chemical potentials. This is because the Cooper pairs of the BCS theory have very large, ”floppy” wavefunctions which are much larger than protons .

## 8 Contributions to Lattice 2002

The parallel sessions at Lattice 2002 concerning QCD in extreme environments contained a number of interesting contributions. Because of the lack of space I will discuss just four topics that generated the most discussion. I will have to point the reader to the writeups of the parallel talks for details.

The four topics will be : 1. The high $`T`$, low $`\mu `$ edge of the QCD phase diagram, 2. Thermal dilepton rates, 3. Real-time pion propagation in hot QCD, and 4. Four dimensional Four Fermi models at nonzero $`\mu `$.

### 8.1 High $`T`$, low $`\mu `$ edge of the QCD phase diagram

Following the seminal work of Fodor and Katz last year , the field has realized that the high $`T`$, low $`\mu `$ edge of the QCD phase diagram is accessible to a variety of mature lattice techniques. Fodor and collaborators  presented arguments that their multi-parameter generalization of the Glasgow method has an efficiency which only falls off as a power, $`V^\alpha `$ with $`\alpha 0.20.3`$, as the size of the lattice grows large. de Forcrand and Philipsen  have done simulations at imaginary chemical potentials using conventional Hybrid Molecular Dynamics algorithms and have found convincing, controlled results for $`\mu _q<\pi T_c/3`$. The Bielefeld-Swansea group  have presented Taylor expansions in $`\mu `$ of the Fodor-Katz method. D.K. Sinclair  simulated $`SU(3)`$ lattice gauge theory at nonzero isospin chemical potential $`\mu _I`$ and found that $`T_c(\mu _I)`$ resembles the curve $`T_c(\mu )`$ predicted by the other groups.

Before we consider the first two contributions in more detail, recall some elementary points. The transition from the hadronic phase to the quark gluon plasma phase at $`T=T_c`$ and $`\mu =0.0`$ is actually a rapid crossover for the range of quark masses presently under investigation. Most lattice theorists believe that it is also a rapid crossover for realistic quark masses, $`m_u`$, $`m_d`$ and $`m_s`$, but larger scale simulations are needed here. As $`\mu `$ is turned on one expects that the crossover $`T_c(\mu )`$ to decrease slowly. However, for sufficiently large $`\mu `$ one expects the crossover to become a first order transition and it is this point ”E”, the critical endpoint, $`T_E`$ and $`\mu _E`$, that one would like to know . Present simulations indicate that $`\mu _E`$ is quite large . However, those simulations are on small lattices with relatively large quark masses. They should be repeated on large lattices with realistic quark masses to get a relevant answer for $`T_E`$ and $`\mu _E`$. If $`\mu _E`$ turns out to be very small, there would be dramatic effects, potentially, in the projectile fragmentation regions at RHIC.

Fodor and Katz  introduced multi-parameter reweighting to improve the overlap of lattice configurations on the edge of the phase diagram with particular points inside the phase diagram,

$`Z(m,\mu ,\beta )={\displaystyle }DUe^{S_{bos}(\beta _0,U)}detM(m_0,\mu =0,U)`$
$`\{e^{S_{bos}(\beta ,U)+S_{bos}(\beta _0,U)}{\displaystyle \frac{detM(m,\mu ,U)}{detM(m_0,\mu =0,U)}}\}`$ (2)
This formula organizes the calculation of the Partition function at a point inside the phase diagram, by making configurations on the edge of the phase diagram (first line) and reweighting (second line) in two variables, $`\mu `$ and $`\beta `$. The idea is that configurations at $`T_c`$ experience both the hadron and the quark gluon plasma phase so there should be a considerable overlap with configurations nearby but at different $`\mu `$ and $`\beta `$ values. Care must be taken here : as $`\mu `$ is increased, $`\beta `$ must be increased slightly so the system remains near the crossover coupling for that $`\mu `$ value, $`\beta _c(\mu )`$. As $`\mu `$ and $`\beta `$ are increased, one monitors the acceptance rate and keeps it near 50 percent . In this way lines essentially parallel to $`\beta _c(\mu )`$ but displaced into the hadronic or the plasma phase have also been investigated and the equation of state has been calculated for a range of $`T`$ and $`\mu `$ values. They have shown that the crossover sharpens as $`\mu `$ grows and the endpoint ”E” is approached . The position of the endpoint was found in last year’s contribution but studying the finite size scaling properties of the Lee-Yang zeros of the Partition function .

Following the paths in phase space where the authors monitor the efficiency of their overlap method, they are now computing the Equation of State . The crossover is predicted to sharpen considerably as $`\mu _B`$ increases.

The authors argue that at least for volumes up to $`12^3\times 4`$, they can simulate chemical potentials up to $`\mu V^\gamma `$ with $`\gamma 0.20.3`$. And they argue that the efficiency of their multi-parameter overlap method scales as $`V^\alpha `$ with $`\alpha 0.20.3`$, so the method should allow fairly large lattices to be simulated before its inefficiencies become overwhelming.

The reader should consult the parallel session contribution by these authors for plots and details .

The second contribution presented on this topic by de Forcrand and Philipsen  simulated lattice at imaginary chemical potential using the conventional hybrid molecular dynamics algorithm. It followed the crossover, $`\beta _c(\mu )`$, by computing the plaquette susceptibility and monitoring its peak as a function of $`\beta `$ for fixed values of the imaginary chemical potetial.

The authors argue that the curve $`\beta _c(\mu )`$ is an even, analytic function of $`\mu `$. Writing $`\beta _c(\mu )=_nc_n(a\mu )^{2n}`$, they find that only the first two terms are needed to describe the data accurately. The analytic continuation to real $`\mu `$ is, therefore, trivial. Their resulting curve is in agreement with that of Fodor and Katz, although they haven’t investigated the order of the transition as a function of $`\mu `$ yet.

The imaginary chemical potential method is very conservative and effective. It will work on large lattices with the efficiency of an ordinary hybrid molecular dynamics code. It can only treat small chemical potentials because imaginary chemical potentials induce tunnelling to other $`Z(3)`$ vacua when the imaginary chemical potential equals $`\pi T/3`$ . For $`T`$ near $`T_c170`$ MeV., the method is limited to $`\mu 500`$ MeV.

The reader is referred to the relevant contribution at the parallel session for quantitative details. In addition, similar work has appeared by D’Elia and Lombardo .

We can look forward to considerable progress in understanding this strip of the QCD phase diagram now that several simulation methods and groups are involved.

### 8.2 Thermal dilepton rates

Dilepton rates were discussed above as an informative probe into the dynamics of the quark gluon plasma. This topic also provides a nice example of traditional lattice gauge theory confronting new experimental scattering data.

The dilepton rate, which is a function of frequency $`\omega `$ and momentum $`\stackrel{}{p}`$, can be written in the form ,

$`{\displaystyle \frac{dW}{d\omega d\stackrel{}{p}}}={\displaystyle \frac{5\alpha ^2}{27\pi ^2}}{\displaystyle \frac{1}{\omega ^2(e^{\omega /T}1)}}\sigma _V(\omega ,\stackrel{}{p};T)`$ (3)
where the spectral function $`\sigma _V(\omega ,\stackrel{}{p};T)`$ is related to the current-current correlation function, $`G_V(\tau ,\stackrel{}{p};T)=𝑑\stackrel{}{x}e^{i\stackrel{}{p}\stackrel{}{x}}<J_V^\mu (\tau ,\stackrel{}{x})J_{V,\mu }^{}(0,\stackrel{}{0})>`$, on the periodic lattice as,

$`G_V(\tau ,\stackrel{}{p};T)={\displaystyle 𝑑\omega \sigma _V(\omega ,\stackrel{}{p};T)\frac{\mathrm{cosh}(\omega (\tau 1/2T)}{\mathrm{sinh}(\omega /2T)}}`$ (4)
On a $`N^3\times N_\tau `$ lattice, one can measure the correlation function $`G_V`$ at each ”time” slice, $`\tau _kT=k/N_\tau `$, $`k=1,2,\mathrm{},N_\tau `$ and then attempt to invert the relation between the spectral function and the correlation function.

There are two approaches to executing this inversion. First, one might use a model dependent functional form which depends on several parameters and determine $`\sigma _V(\omega ,\stackrel{}{p};T)`$. This approach has had only limited success. Alternatively, one might use the Maximum Entropy Method (MEM)  and find the ”most probable” spectral function. Since the lattice simulation gives the correlation function only at a discrete set of points $`\tau _k`$, each with statistical errors, the problem of finding the continuous function $`\sigma _V`$ of the continuous variable $`\omega `$ is ill-posed. The Maximum Entropy Method can only produce a ”most probable” answer with a measure of its reliability. The method, however, is well-known and quite successful in optics, where it is used for image reconstruction. Again, the reader should consult the parallel sessions for a wealth of examples that illustrate the method’s strengths and weaknesses.

At past conferences the Bielefeld group has presented data  which have shown that the $`\rho `$ and $`\varphi `$ peaks in the dilepton spectra are suppressed in the presence of the quark gluon plasma, in qualitative accord with the experimental trends. However, the dilepton signal is still somewhat larger than that found for free but hot quarks and gluons, at least for $`\omega /T`$ between 4 and 8. These simulations were done above the transition, at $`1.5T_c`$ and $`3T_c`$, so measureable attraction in these light quark states at these high temperatures is somewhat surprising. Results such as these suggest that although bulk thermodynamic behavior of the quark gluon plasma might be close to the Stephan-Boltzmann limit, detailed hadronic structures are not completely washed out.

At this conference S. Datta  presented Bielefeld simulation results at $`0.9T_c`$ and $`1.2T_c`$ for the charmonium states. The S-wave states had a diminished, perhaps by a factor of 2, signal above the transition where potential models predicted there would be no signal at all. The P-wave signal, however, was reduced by a factor of about 7 across the transition suggesting that screening has removed these charmonium states from the spectrum.

### 8.3 Real-time pion propagation in hot QCD

A study of Effective Lagrangians by Stephanov and Son  has uncovered curious features in the propagation of pions as the quark gluon plasma is approached by heating hadronic matter, $`TT_c`$. In fact, the pion dispersion relation is found to be determined by temperature dependent features of the system which are accessible to conventional Euclidean lattice simulations. The three features one needs are 1. the pion screening mass, 2. the pion decay constant, and 3. the axial isospin susceptibility.

This work constitutes a nice, informative example where ”real-time” quantities are accessible to static simulations. Of course, the most popular example of this is the relation of the speed of sound $`v_s`$ in a system to its bulk thermodynamics, $`v_s^2=P/ϵ`$, where $`P`$ is the bulk pressure and $`ϵ`$ is the energy density. Other examples exist in condensed matter physics, as well. For example, the propagation features of spin waves in anti-ferromagnets are determined in large part by static correlation functions.

These authors  determine the real part of the soft pion dispersion relation,

$`\omega _p^2=u^2(\stackrel{}{p}^2+m^2)`$ (5)
where we identify $`u`$, the pion’s speed, $`m`$, the pion’s screening mass, and $`\omega _{p=0}=um`$, the pion’s ”pole mass”. The authors derive three low energy theorems at nonzero $`T`$. First, $`u^2=f^2/\chi _{I5}`$, where $`f`$ is the pion decay constant and $`\chi _{I5}`$ is the axial isospin susceptibility. These last two quantities are related by the other two theorems, which represent the generalizations of the Gell-Mann Oakes Renner relation to finite temperatures, $`f^2m^2=\chi _{I5}m_p^2=m_q<\overline{\psi }\psi >`$. Since these quantities are accessible to conventional lattice simulations, we have a nice illustration of determining ”real time” physical quantities from static, Euclidean simulations.

The strategy of this development is interesting and quite general. One begins with the microscopic quark Lagrangian underlying lattice QCD,

$`L_q=i\overline{\psi }\mathit{}\psi m_q\overline{\psi }\psi +\mu _{I5}\overline{\psi }\gamma _0\gamma _5{\displaystyle \frac{\tau _3}{2}}\psi `$ (6)
as well as the low energy effective Lagrangian that describes the properties of the low energy mesons,

$`L_{eff}={\displaystyle \frac{f_t^2}{4}}Tr_0\mathrm{\Sigma }_0\mathrm{\Sigma }^{}{\displaystyle \frac{f_s^2}{4}}Tr_i\mathrm{\Sigma }_i\mathrm{\Sigma }^{}`$
$`+{\displaystyle \frac{1}{2}}m^2f_s^2ReTr\mathrm{\Sigma }`$ (7)
where $`\mathrm{\Sigma }=\mathrm{exp}(i\tau ^a\pi ^a/F_\pi )`$, and $`_0\mathrm{\Sigma }=_0\mathrm{\Sigma }\frac{i}{2}\mu _{I5}(\tau _3\mathrm{\Sigma }+\mathrm{\Sigma }\tau _3)`$. The Effective Lagrangian should be familiar from strong interaction phenomenology and its extension to nonzero chemical potential is determined by the symmetries of the underlying microscopic Lagrangian without any numerical or phenomenological ambiguity .

By matching the predictions of the microscopic theory with those of the low energy Lagrangian, the authors determine their low energy theorems.

Note how curious pion propagation is as $`T`$ approaches $`T_c`$. The pion propagation speed appraoches zero, as does the pion decay constant $`f`$. A further investigation of the scaling laws governing the approach to the quark gluon transition reveals that $`u`$ vanishes faster as $`T`$ approaches $`T_c`$ than the screening mass $`m`$ diverges , so the pole mass $`m_p=um`$ approaches zero as $`T`$ approaches $`T_c`$. Since the pion’s speed vanishes in this limit while its pole mass does also, perhaps we can call the pion an ”infinitely massive massless” state! Hopefully, some of these features will show up in final state studies at RHIC.

### 8.4 Four dimensional Four Fermi models at nonzero $`\mu `$

As advertised in the first part of this talk, it would be good for all concerned if there were more interaction between the lattice community and the phenomenologists interested in the quark gluon plasma and in color superconductivity. One step in this direction has been taken by the Swansea group  which has found diquark condensation in strongly cutoff $`3+1`$ dimensional Nambu Jona-Lasinio models, of the sort discussed by Nuclear theorists, instanton phenomenologists and others. The value in the lattice simulations is, as usual, that their results are exact in principle, because they include all the fluctuations.

The Lagrangian which has been simulated is just one of the original Nambu Jona-Lasinio models,

$`L_{NJL}=\overline{\psi }_i(\partial ̸+m_0+\mu \gamma _0)\psi _i{\displaystyle \frac{g^2}{2}}[(\overline{\psi }_i\psi _i)^2`$
$`(\overline{\psi }_i\gamma _5\stackrel{}{\tau }\psi _i)^2]+{\displaystyle \frac{i}{2}}[j(\overline{\psi }_i^{tr}C\gamma _5\tau _2ϵ_{ij}\psi _j)+`$
$`\overline{j}(\overline{\psi }_iC\gamma _5\tau _2ϵ_{ij}\overline{\psi }_j^{tr})]`$ (8)
where the last two terms are source terms for diquark condensation which are taken to zero ($`j0`$) at the end of a simulation meant to calculate the diquark condensate. These terms play the same role as a small bare fermion mass term in a lattice simulation of the chiral condensate—the simulation must pick out a preferred direction in the space of the condensate, calculate the condensate and see if it survives in the limit where the source is taken away. In fact, simulations of this model indicate that as $`\mu `$ increases, a diquark condensate appears in the system and its $`\mu `$ dependence and magnitude are close to the predictions of the leading term in the large $`N`$ expansion. The reader should consult the parallel sessions of these conference proceedings for plots .

One notable feature of this calculation is that it is the first lattice simulation in $`3+1`$ dimensions with a traditional fermi surface at nonzero chemical potential. Future work in this direction will be the study of additional four fermi models suggested by the instanton liquid model. One complication will be the cutoff nature of these models—these models are logarithmically trivial and they are useful only when strongly cutoff, with their parameters adjusted so that observables such as the pion decay constant and the chiral condensate take on physical values. Luckily, the Nuclear physics community has used such models for some time and know the ”best” way to deal with these issues. The lattice model may reach an impasse, however, because when complicated four fermi interactions are entertained, it becomes impossible to avoid complex fermion determinants. In addition, these models do not confine quarks in their low temperature phase, so they are subject to criticisms discussed earlier. Nonetheless, these studies should be informative and represent a test of some of the analytic, approximate approaches to the high $`\mu `$, low $`T`$ superconductivity phase.

## 9 Conclusions

Lattice gauge theory has had much to say about the finite temperature behavior of QCD because it can handle the three length scales of QCD, perturbative behavior at weak coupling and short distances, semi-classical coherent behavior at intermediate couplings and intermediate distances, and confinement at strong couplings and large distances. It is now able to study the variable $`T`$-low $`\mu `$ strip of the phase diagram and make predictions relevant to heavy ion experiments. I hope that its lessons will lead to additional formulations and strategies to study real time physics relevant to collisions and nuclear structure in the not-too-distant future.


format: text

text:
# Quantum spin field effect transistor

## Acknowledgments

We gratefully acknowledge support by a RGC grant from the SAR Government of Hong Kong under grant number HKU 7091/01P, a CRCG grant from the University of Hong Kong, and from NSERC of Canada and FCAR of Quebec (H.G).


text:
# Adiabatic quantization of Andreev levels

(9 August 2002)

## Abstract

We identify the time $`T`$ between Andreev reflections as a classical adiabatic invariant in a ballistic chaotic cavity (Lyapunov exponent $`\lambda `$), coupled to a superconductor by an $`N`$-mode constriction. Quantization of the adiabatically invariant torus in phase space gives a discrete set of periods $`T_n`$, which in turn generate a ladder of excited states $`\epsilon _{nm}=(m+1/2)\pi \mathrm{}/T_n`$. The largest quantized period is the Ehrenfest time $`T_0=\lambda ^1\mathrm{ln}N`$. Projection of the invariant torus onto the coordinate plane shows that the wave functions inside the cavity are squeezed to a transverse dimension $`W/\sqrt{N}`$, much below the width $`W`$ of the constriction.

The notion that quantized energy levels may be associated with classical adiabatic invariants goes back to Ehrenfest and the birth of quantum mechanics Ehr16 . It was successful in providing a semiclassical quantization scheme for special integrable dynamical systems, but failed to describe the generic nonintegrable case. Adiabatic invariants play an interesting but minor role in the quantization of chaotic systems Mar89 ; Gut90 .

Since the existence of an adiabatic invariant is the exception rather than the rule, the emergence of a new one quite often teaches us something useful about the system. An example from condensed matter physics is the quantum Hall effect, in which the semiclassical theory is based on two adiabatic invariants: The flux through a cyclotron orbit and the flux enclosed by the orbit center as it slowly drifts along an equipotential QHE . The strong magnetic field suppresses chaotic dynamics in a smooth potential landscape, rendering the motion quasi-integrable.

Some time ago it was realized that Andreev reflection has a similar effect on the chaotic motion in an electron billiard coupled to a superconductor Kos95 . An electron trajectory is retraced by the hole that is produced upon absorption of a Cooper pair by the superconductor. At the Fermi energy $`E_F`$ the dynamics of the hole is precisely the time reverse of the electron dynamics, so that the motion is strictly periodic. The period from electron to hole and back to electron is twice the time $`T`$ between Andreev reflections. For finite excitation energy $`\epsilon `$ the electron (at energy $`E_F+\epsilon `$) and the hole (at energy $`E_F\epsilon `$) follow slightly different trajectories, so the orbit does not quite close and drifts around in phase space. This drift has been studied in a variety of contexts Kos95 ; Stone96 ; Shy98 ; Ada02 ; Wie02 , but not in connection with adiabatic invariants and the associated quantization conditions. It is the purpose of this paper to make that connection and point out a striking physical consequence: The wave functions of Andreev levels fill the cavity in a highly nonuniform “squeezed” way, which has no counterpart in normal state chaotic or regular billiards. In particular the squeezing is distinct from periodic orbit scarring Hel84  and entirely different from the random superposition of plane waves expected for a fully chaotic billiard Oco87 .

Adiabatic quantization breaks down near the excitation gap, and we will argue that random-matrix theory Mel96  can be used to quantize the lowest-lying excitations above the gap. This will lead us to a formula for the gap that crosses over from the Thouless energy to the inverse Ehrenfest time as the number of modes in the point contact is increased.

To illustrate the problem we represent in Figs. 1 and 2 the quasiperiodic motion in a particular Andreev billiard. (It is similar to a Sinai billiard, but has a smooth potential $`V`$ in the interior to favor adiabaticity.) Fig. 1 shows a trajectory in real space while Fig. 2 is a section of phase space at the interface with the superconductor ($`y=0`$). The tangential component $`p_x`$ of the electron momentum is plotted as a function of the coordinate $`x`$ along the interface. Each point in this Poincaré map corresponds to one collision of an electron with the interface. (The collisions of holes are not plotted.) The electron is retroreflected as a hole with the same $`p_x`$. At $`\epsilon =0`$ the component $`p_y`$ is also the same, and so the hole retraces the path of the electron (the hole velocity being opposite to its momentum). At non-zero $`\epsilon `$ the retroreflection occurs with a slight change in $`p_y`$, because of the difference $`2\epsilon `$ in the kinetic energy of electrons and holes. The resulting slow drift of the periodic trajectory traces out a contour in the surface of section. The adiabatic invariant is the function of $`x,p_x`$ that is constant on the contour. We have found numerically that the drift follows isochronous contours $`C_T`$ of constant time $`T(x,p_x)`$ between Andreev reflections closed . Let us now demonstrate analytically that $`T`$ is an adiabatic invariant.

We consider the Poincaré map $`C_TC(\epsilon ,T)`$ at energy $`\epsilon `$. If $`\epsilon =0`$ the Poincaré map is the identity, so $`C(0,T)=C_T`$. For adiabatic invariance we need to prove that $`lim_{\epsilon 0}dC/d\epsilon =0`$, so that the difference between $`C(\epsilon ,T)`$ and $`C_T`$ is of higher order than $`\epsilon `$ KAM . Since the contour $`C(\epsilon ,T)`$ can be locally represented by a function $`p_x(x,\epsilon )`$, we need to prove that $`lim_{\epsilon 0}p_x(x,\epsilon )/\epsilon =0`$.

In order to prove this, it is convenient to decompose the map $`C_TC(\epsilon ,T)`$ into three separate stages, starting out as an electron (from $`C_T`$ to $`C_+`$), followed by Andreev reflection ($`C_+C_{}`$), and then concluded as a hole \[from $`C_{}`$ to $`C(\epsilon ,T)`$\]. Andreev reflection introduces a discontinuity in $`p_y`$ but leaves $`p_x`$ unchanged, so $`C_+=C_{}`$. The flow in phase space as electron ($`+`$) or hole ($``$) at energy $`\epsilon `$ is described by the action $`S_\pm (𝐪,\epsilon )`$, such that $`𝐩^\pm (𝐪,\epsilon )=S_\pm /𝐪`$ gives the local dependence of (electron or hole) momentum $`𝐩=(p_x,p_y)`$ on position $`𝐪=(x,y)`$. The derivative $`S_\pm /\epsilon =t_\pm (𝐪,\epsilon )`$ is the time elapsed since the previous Andreev reflection. Since by construction $`t_\pm (x,y=0,\epsilon =0)=T`$ is independent of the position $`x`$ of the end of the trajectory, we find that $`lim_{\epsilon 0}p_x^\pm (x,y=0,\epsilon )/\epsilon =0`$, completing the proof.

The drift $`(\delta x,\delta p_x)`$ of a point in the Poincaré map is perpendicular to the vector $`(T/x,T/p_x)`$. Using also that the map is area preserving, it follows that

$$(\delta x,\delta p_x)=\epsilon f(T)(T/p_x,T/x)+O(\epsilon ^2),$$
(1)
with a prefactor $`f(T)`$ that is the same along the entire contour.

The adiabatic invariance of isochronous contours may alternatively be obtained from the adiabatic invariance of the action integral $`I`$ over the quasiperiodic motion from electron to hole and back to electron:

$$I=p𝑑q=\epsilon \frac{dq}{\dot{q}}=2\epsilon T.$$
(2)
Since $`\epsilon `$ is a constant of the motion, adiabatic invariance of $`I`$ implies adiabatic invariance of the time $`T`$ between Andreev reflections. This is the way in which adiabatic invariance is usually proven in text books. Our proof explicitly takes into account the fact that phase space in the Andreev billiard consists of two sheets, joined in the constriction at the interface with the superconductor, with a discontinuity in the action on going from one sheet to the other.

The contours of large $`T`$ enclose a very small area. This will play a crucial role when we quantize the billiard, so let us estimate the area. It is convenient for this estimate to measure $`p_x`$ and $`x`$ in units of the Fermi momentum $`p_F`$ and width $`W`$ of the constriction to the superconductor. The highly elongated shape evident in Fig. 2 is a consequence of the exponential divergence in time of nearby trajectories, characteristic of chaotic dynamics. The rate of divergence is the Lyapunov exponent $`\lambda `$. (We consider a fully chaotic phase space.) Since the Hamiltonian flow is area preserving, a stretching $`\mathrm{}_+(t)=\mathrm{}_+(0)e^{\lambda t}`$ of the dimension in one direction needs to be compensated by a squeezing $`\mathrm{}_{}(t)=\mathrm{}_{}(0)e^{\lambda t}`$ of the dimension in the other direction. The area $`A\mathrm{}_+\mathrm{}_{}`$ is then time independent. Initially, $`\mathrm{}_\pm (0)<1`$. The constriction at the superconductor acts as a bottleneck, enforcing $`\mathrm{}_\pm (T)<1`$. These two inequalities imply $`\mathrm{}_+(t)<e^{\lambda (tT)}`$, $`\mathrm{}_{}<e^{\lambda t}`$. The enclosed area, therefore, has upper bound

$$A_{\mathrm{max}}p_FWe^{\lambda T}\mathrm{}Ne^{\lambda T},$$
(3)
where $`Np_FW/\mathrm{}1`$ is the number of channels in the point contact.

We now continue with the quantization. The two invariants $`\epsilon `$ and $`T`$ define a two-dimensional torus in the four-dimensional phase space. Quantization of this adiabatically invariant torus proceeds following Einstein-Brillouin-Keller Gut90 , by quantizing the area

$$p𝑑q=2\pi \mathrm{}(m+\nu /4),m=0,1,2,\mathrm{}$$
(4)
enclosed by each of the two topologically independent contours on the torus. Eq. (4) ensures that the wavefunctions are single valued. (See Ref. Dun02  for a derivation in a two-sheeted phase space.) The integer $`\nu `$ counts the number of caustics (Maslov index) and in our case should also include the number of Andreev reflections.

The first contour follows the quasiperiodic orbit of Eq. (2), leading to

$$\epsilon T=(m+\frac{1}{2})\pi \mathrm{},m=0,1,2,\mathrm{}$$
(5)
The quantization condition (5) is sufficient to determine the smoothed density of states $`\rho (\epsilon )`$, using the classical probability distribution $`P(T)\mathrm{exp}(TN\delta /h)`$ Bauer  for the time between Andreev reflections. (We denote by $`\delta `$ the level spacing in the isolated billiard.) The density of states

$$\rho (\epsilon )=N_0^{\mathrm{}}𝑑TP(T)\underset{m=0}{\overset{\mathrm{}}{}}\delta \left(\epsilon (m+\frac{1}{2})\pi \mathrm{}/T\right)$$
(6)
has no gap, but vanishes smoothly $`\mathrm{exp}(N\delta /4\epsilon )`$ at energies below the Thouless energy $`N\delta `$. This “Bohr-Sommerfeld approximation” Mel96  has been quite successful Sch99 ; Ihr01 ; Cse02 , but it gives no information on the location of individual energy levels — nor can it be used to determine the wave functions.

To find these we need a second quantization condition, which is provided by the area $`_Tp_x𝑑x`$ enclosed by the contours of constant $`T(x,p_x)`$,

$$_Tp_x𝑑x=2\pi \mathrm{}(n+\nu /4),n=0,1,2,\mathrm{}$$
(7)
Eq. (7) amounts to a quantization of the period $`T`$, which together with Eq. (5) leads to a quantization of $`\epsilon `$. For each $`T_n`$ there is a ladder of Andreev levels $`\epsilon _{nm}=(m+\frac{1}{2})\pi \mathrm{}/T_n`$.

While the classical $`T`$ can become arbitrarily large, the quantized $`T_n`$ has a cutoff. The cutoff follows from the maximal area (3) enclosed by an isochronous contour. Since Eq. (7) requires $`A_{\mathrm{max}}>2\pi \mathrm{}`$, we find that the longest quantized period is $`T_0=\lambda ^1[\mathrm{ln}N+𝒪(1)]`$. The lowest Andreev level associated with an adiabatically invariant torus is therefore

$$\epsilon _{00}=\frac{\pi \mathrm{}}{2T_0}=\frac{\pi \mathrm{}\lambda }{2\mathrm{ln}N}.$$
(8)
The time scale $`T_0|\mathrm{ln}\mathrm{}|`$ represents the Ehrenfest time of the Andreev billiard, which sets the scale for the excitation gap in the semiclassical limit Lod98 ; Tar01 ; Ada03 .

We now turn from the energy levels to the wave functions. The wave function has electron and hole components $`\psi _\pm (x,y)`$, corresponding to the two sheets of phase space. By projecting the invariant torus in a single sheet onto the $`x`$-$`y`$ plane we obtain the support of the electron or hole wave function. This is shown in Fig. 3, for the same billiard presented in the previous figures. The curves are streamlines that follow the motion of individual electrons, all sharing the same time $`T`$ between Andreev reflections. (A single one of these trajectories was shown in Fig. 1.)

Together the streamlines form a flux tube that represents the support of $`\psi _+`$. The width $`\delta W`$ of the flux tube is of order $`W`$ at the constriction, but becomes much smaller in the interior of the billiard. Since $`\delta W/W<\mathrm{}_++\mathrm{}_{}<e^{\lambda (tT)}+e^{\lambda t}`$ (with $`0<t<T`$), we conclude that the flux tube is squeezed down to a width

$$\delta W_{\mathrm{min}}We^{\lambda T/2}.$$
(9)
The flux tube for the level $`\epsilon _{00}`$ has a minimal width $`\delta W_{\mathrm{min}}W/\sqrt{N}`$. Particle conservation implies that $`|\psi _+|^21/\delta W`$, so that the squeezing of the flux tube is associated with an increase of the electron density by a factor of $`\sqrt{N}`$ as one moves away from the constriction.

Let us examine the range of validity of adiabatic quantization. The drift $`\delta x`$, $`\delta p_x`$ upon one iteration of the Poincaré map should be small compared to $`W,p_F`$. We estimate

$$\frac{\delta x}{W}\frac{\delta p_x}{p_F}\frac{\epsilon _{nm}}{\mathrm{}\lambda N}e^{\lambda T_n}(m+\frac{1}{2})\frac{e^{\lambda (T_0T_n)}}{\lambda T_n}.$$
(10)
For low-lying levels ($`m1`$) the dimensionless drift is $`1`$ for $`T_n<T_0`$. Even for $`T_n=T_0`$ one has $`\delta x/W1/\mathrm{ln}N1`$.

Semiclassical methods allow to quantize only the trajectories with periods $`TT_0`$. The part of phase space with longer periods can be quantized by random-matrix theory (RMT), according to which the excitation gap $`E_{\mathrm{gap}}`$ is the inverse of the mean time between Andreev reflections in that part of phase space Mel96 ; Sch99 :

$$E_{\mathrm{gap}}=\gamma ^{5/2}\mathrm{}\frac{_{T_0}^{\mathrm{}}P(T)𝑑T}{_{T_0}^{\mathrm{}}TP(T)𝑑T}=\frac{\gamma ^{5/2}\mathrm{}}{T_0+2\pi \mathrm{}/N\delta }.$$
(11)
Here $`\gamma =\frac{1}{2}(\sqrt{5}1)`$ is the golden ratio. This formula describes the crossover from $`E_{\mathrm{gap}}=\gamma ^{5/2}\mathrm{}/T_0=\gamma ^{5/2}\mathrm{}\lambda /\mathrm{ln}N`$ to $`E_{\mathrm{gap}}=\gamma ^{5/2}N\delta /2\pi `$ at $`N\mathrm{ln}N\mathrm{}\lambda /\delta `$. It requires $`\mathrm{}\lambda /N\delta 1`$ (mean dwell time large compared to the Lyapunov time). The semiclassical (large-$`N`$) limit of Eq. (11), $`lim_N\mathrm{}E_{\mathrm{gap}}=0.30\mathrm{}/T_0`$ is a factor of $`5`$ below the lowest adiabatic level, $`\epsilon _{00}=1.6\mathrm{}/T_0`$, so that indeed the energy range near the gap is not accessible by adiabatic quantization last .

Up to now we considered $`2`$-dimensional Andreev billiards. Adiabatic quantization may equally well be applied to $`3`$-dimensional systems, with the area enclosed by an isochronous contour as the second adiabatic invariant. For a fully chaotic phase space with two Lyapunov exponents $`\lambda _1,\lambda _2`$, the longest quantized period is $`T_0=\frac{1}{2}(\lambda _1+\lambda _2)^1\mathrm{ln}N`$. We expect interesting quantum size effects on the classical localization of Andreev levels discovered in Ref. Shy98, , which should be measurable in a thin metal film on a superconducting substrate.

One important challenge for future research is to test the adiabatic quantization of Andreev levels numerically, by solving the Bogoliubov-De Gennes equation on a computer. The characteristic signature of the adiabatic invariant that we have discovered, a narrow region of enhanced intensity in a chaotic region that is squeezed as one moves away from the superconductor, should be readily observable and distinguishable from other features that are unrelated to the presence of the superconductor, such as scars of unstable periodic orbits Hel84 . Experimentally these regions might be observable using a scanning tunnelling probe, which provides an energy and spatially resolved measurement of the electron density.

This work was supported by the Dutch Science Foundation NWO/FOM. We thank İ. Adagideli and J. Tworzydło for helpful discussions.


text:
# A Convexity property for the 𝑆𝑂(2,ℂ)-double coset decomposition of 𝑆𝐿(2,ℂ) and applications to spherical functions

## 1. Introduction

With a Riemannian symmetric space $`X=G/K`$ of the non-compact type comes a natural complexification $`\mathrm{\Xi }`$, the so-called complex crown of $`X`$. One can define $`\mathrm{\Xi }`$ in various ways. To begin with let $`G=NAK`$ be an Iwasawa decomposition and let $`𝔞=\text{Lie}(A)`$ be the Lie algebra of $`A`$. Studying proper $`G`$-actions on $`X_{}=G_{}/K_{}`$ Akhiezer and Gindikin were led to the following definition (cf. )

(1.1)
$$\mathrm{\Xi }=G\mathrm{exp}(i\mathrm{\Omega })K_{}/K_{},$$

where $`\mathrm{\Omega }𝔞`$ is a certain bounded convex set (cf. Section 2). Observe that $`\mathrm{\Xi }`$ is a $`G`$-invariant domain in $`X_{}`$ containing $`X`$. Moreover, the definition of $`\mathrm{\Xi }`$ is independent from the choice of $`𝔞`$ and hence $`\mathrm{\Xi }`$ is generically defined through $`X`$.

Equivalently, one can define $`\mathrm{\Xi }`$ by

(1.2)
$$\mathrm{\Xi }=\left(\underset{gG}{}gN_{}A_{}K_{}/K_{}\right)_0,$$

where $`()_0`$ refers to the connected component of $`()`$ containing $`X`$ (cf. , ,  and ). Using the complex convexity theorem from  one can significantly improve on 1.2, namely

(1.3)
$$\mathrm{\Xi }=\left(\underset{gG}{}gN_{}A\mathrm{exp}(i\mathrm{\Omega })K_{}/K_{}\right)_0.$$

The various definitions of $`\mathrm{\Xi }`$ are useful. In , where the foundations for the $`G`$-invariant complex geometry of $`\mathrm{\Xi }`$ were laid out (construction of natural $`G`$-invariant psh exhaustion functions, Kähler metrics etc.), one mainly used the description (1.1). For other purposes such as analytic continuation of eigenfunctions or the heat kernel on $`X`$ to holomorphic functions on $`\mathrm{\Xi }`$ (cf. , ) the characterizations in (1.2) and in particular (1.3) are more appropriate.

One of the main objectives in the study of complex crowns is to achieve a better understanding of harmonic analyis on symmetric spaces. For example it was shown in  that all non-compactly causal symmetric spaces $`G/H`$ associated to $`G`$ appear in the so-called distinguished boundary of $`\mathrm{\Xi }`$. Subsequently this was used in  to construct a Hardy-space for non-compactly causal symmetric spaces $`G/H`$ yielding first progress towards a geometric realization of some of the continuous series in $`L^2(G/H)`$ (Gelfand-Gindikin program).

The motivation for this article stems from our interest to obtain a first understanding of the various kinds of weighted Bergman-spaces which can be associated with $`\mathrm{\Xi }`$, most notably Fock-spaces which play a prominent role in the context of the heat kernel transform on $`X`$ (cf. ). Intimately related to this circle of problems is the growth behavior of analytically continued spherical functions.

A spherical function $`\varphi _\lambda `$ on $`X`$ is left $`K`$-invariant, hence its analytic continuation $`\stackrel{~}{\varphi }_\lambda `$ to $`\mathrm{\Xi }`$ is necessarily (locally) $`K_{}`$-invariant. This suggests that one should study the relation of $`\mathrm{\Xi }`$ with the complexified polar decomposition $`\mathrm{\Xi }_P=K_{}A_{}K_{}/K_{}`$ in $`X_{}`$.

Whereas the complex crown $`\mathrm{\Xi }`$ is contained in the complexified Iwasawa decomposition $`N_{}A_{}K_{}/K_{}`$ (cf. (1.2)), the same does not hold for the complexified polar decomposition, i.e., $`\mathrm{\Xi }\mathrm{\Xi }_P`$. Furthermore, the polar domain $`\mathrm{\Xi }_P`$ is not even open in $`X_{}`$. These are disappointing facts. But before giving up, we at least wanted to understand what actually goes “wrong” in the most important case of $`G=SL(2,)`$. It turned out that the above mentioned difficulties can be overcome, and, moreover, by settling the technical problems we could make new observations regarding the structure theory of complex crowns.

This paper focuses mostly on $`G=SL(2,)`$, but we made an effort to present results in a fashion which allows immediate generalization to all semisimple Lie groups. An approach in full generality will be given elsewhere.

Let us now describe some of our results in more detail. First observe that the polar domain $`\mathrm{\Xi }_P`$ contains a Zariski open subset of $`X_{}`$; in particular it is dense in $`X_{}`$. Thus almost all elements in $`\mathrm{\Xi }`$ are contained in $`\mathrm{\Xi }_P`$. Our main observation is the following non-linear convexity theorem:

Theorem 4.1. Let $`G=SL(2,)`$ and $`x=g\mathrm{exp}(iY)K_{}\mathrm{\Xi }\mathrm{\Xi }_P`$ with $`gG`$ and $`Y\mathrm{\Omega }`$ (cf. (1.1)). Then

$$xK_{}A\mathrm{exp}(i\mathrm{conv}(𝒲Y))K_{}$$

with $`\mathrm{conv}(𝒲Y)`$ the convex hull of the Weyl group orbit of $`Y`$.

We conjecture that Theorem 4.1 holds true for all semisimple Lie groups and we provide additional evidence with a discussion of the Lorentz groups $`G=SO_e(1,n)`$.

Using general results of  one obtains from Theorem 4.1 the following estimate:

Theorem 5.2. Let $`G=SL(2,)`$. Let $`\varphi _\lambda `$ be a positive definite spherical function on $`X`$ and $`\stackrel{~}{\varphi }_\lambda `$ its analytic continuation to $`\mathrm{\Xi }`$. Then $`\stackrel{~}{\varphi }_\lambda `$ is bounded.

Finally, as an application of our methods we give an estimate for the $`A_{}`$-projection in $`\mathrm{\Xi }_P`$ for elements in $`\mathrm{\Xi }`$.

It is our pleasure to thank the referee for his very careful reading and his useful suggestions. In particular the easy proof of Theorem 3.3 is due to him.

## 2. Notation and general facts

Let $`𝔤`$ be a real semisimple Lie algebra and $`𝔤=𝔨+𝔭`$ a Cartan decomposition. For a maximal abelian subspace $`𝔞`$ of $`𝔭`$ let $`\mathrm{\Sigma }=\mathrm{\Sigma }(𝔤,𝔞)𝔞^{}`$ be the corresponding restricted root system. Then $`𝔤`$ admits a root space decomposition

$$𝔤=𝔞𝔪\underset{\alpha \mathrm{\Sigma }}{}𝔤^\alpha ,$$

where $`𝔪=𝔷_𝔨(𝔞)`$ and $`𝔤^\alpha =\{X𝔤:(H𝔞)[H,X]=\alpha (H)X\}`$ .
For a fixed positive system $`\mathrm{\Sigma }^+`$ define $`𝔫:=_{\alpha \mathrm{\Sigma }^+}𝔤^\alpha `$ . Then we have the Iwasawa decomposition on the Lie algebra level:

$$𝔤=𝔨𝔞𝔫.$$

We write $`𝒲=N_K(𝔞)/Z_K(𝔞)`$ for the corresponding Weyl group. For an element $`X𝔞`$ we denote by $`\mathrm{conv}(𝒲X)`$ the convex hull of the Weyl group orbit of $`X`$.
For any real Lie algebra $`𝔩`$ we write $`𝔩_{}`$ for its complexification.

In the sequel $`G_{}`$ will denote a simply connected Lie group with Lie algebra $`𝔤_{}`$. We write $`G,K,K_{},A,A_{},N`$ and $`N_{}`$ the analytic subgroups of $`G_{}`$ corresponding to subalgebras $`𝔤,𝔨,𝔨_{},𝔞,𝔞_{},𝔫`$ and $`𝔫_{}`$ , respectively.
The following bounded and convex subset of $`𝔞`$ plays a central role:

$$\mathrm{\Omega }:=\{X𝔞:|\alpha (X)|<\frac{\pi }{2}\alpha \mathrm{\Sigma }\}.$$

With $`\mathrm{\Omega }`$ we define a left $`G`$ and right $`K_{}`$-invariant domain in $`G_{}`$ by

$$\stackrel{~}{\mathrm{\Xi }}=G\mathrm{exp}(i\mathrm{\Omega })K_{}.$$

Also we write

$$\mathrm{\Xi }=\stackrel{~}{\mathrm{\Xi }}/K_{}$$

for the union of right $`K_{}`$-cosets of $`\stackrel{~}{\mathrm{\Xi }}`$ in the complex symmetric space $`G_{}/K_{}`$. We refer to $`\mathrm{\Xi }`$ as the complex crown of the symmetric space $`G/K`$. Notice that $`\mathrm{\Xi }`$ is independent of the choice of $`𝔞`$ and hence generically defined through $`G/K`$.

As every root $`\alpha \mathrm{\Sigma }`$ is analytically integral, it gives rise to a character of $`A_{}`$ by

$$\xi _\alpha :A_{}^{},\xi _\alpha (\mathrm{exp}(X))=e^{\alpha (X)}.$$

Let us define the set of regular elements in $`A_{}`$ by

$$A_{,\text{reg}}=\{zA_{}:\xi _\alpha ^2(z)1\alpha \mathrm{\Sigma }\}.$$

Notice that $`A_{,\text{reg}}`$ is an algebraic variety ( principal open set in $`A_{}`$ ).

We also define

$$A_{,\text{sing}}=A_{}\backslash A_{,\text{reg}}$$

and call it the singular set in $`A_{}`$.

###### Lemma 2.1.

The following assertions hold:

1. The multiplication mapping

$$m:K_{}\times A_{,\text{reg}}\times K_{}G_{},(k_1,a,k_2)k_1ak_2,$$

is submersive. In particular, $`K_{}A_{,\text{reg}}K_{}G_{}`$ is open.
2. $`K_{}A_{,\text{reg}}K_{}`$ is dense in $`G_{}`$.

###### Proof.

(1) is a standard computation which will not be repeated here.

(2) Notice that $`K_{}A_{,\text{reg}}K_{}G_{}`$ is a constructible set as the image under the regular mapping $`m:K_{}\times A_{,\text{reg}}\times K_{}G_{}`$ . Thus it follows from (1) that $`K_{}A_{,\text{reg}}K_{}`$ contains a Zariski-open subset of $`G_{}`$. This proves (2). ∎

###### Remark 2.2.

Notice that the $`K_{}`$-bi-invariant domain $`K_{}A_{}K_{}`$ is not open in $`G_{}`$ (cf. our discussion of $`G=SL(2,)`$ in Section 3).

## 3. The structure of the double $`K_{}`$-cosets

In this section we will give a detailed analysis of the double $`K_{}`$-coset decomposition for $`G_{}=SL(2,)`$. Further we will start the investigation of the intersections of $`\stackrel{~}{\mathrm{\Xi }}`$ with the various cells in the double $`K_{}`$-coset decomposition.

Let us introduce the necessary notation. Our choice of a maximal compact subgroup of $`G`$ is $`K=SO(2,)`$ and our choice of $`𝔞`$ will be

$$𝔞=\{\left(\begin{array}{cc}t& 0\\ 0& t\end{array}\right):t\}.$$

We choose $`\mathrm{\Sigma }^+`$ such that

$$𝔫=\{\left(\begin{array}{cc}0& x\\ 0& 0\end{array}\right):x\}.$$

Notice that $`G_{}=SL(2,)`$ is simply connected and $`K_{}=SO(2,)`$.

In order to study $`K_{}`$-double cosets the use of spherical functions is useful.

###### Definition 3.1.

On $`G_{}=SL(2,)`$ we define the elementary spherical function $`\mathrm{\Phi }`$ by

$$\mathrm{\Phi }:G_{},\mathrm{\Phi }(g):=\text{tr}(gg^t)gG_{}.$$

( For $`g=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)`$ we have $`\mathrm{\Phi }(g)=a^2+b^2+c^2+d^2`$. )

Note that the function $`\mathrm{\Phi }`$ is holomorphic and $`K_{}`$-bi-invariant.

The set of singular elements in $`A_{}`$ is given by

$$A_{,\text{sing}}=\{\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right):z\{i,i,1,1\}\}.$$

Let $`gG_{}K_{}A_{}K_{}.`$ According to Lemma 2.1 we can find sequences

$$(k_n)K_{},(a_n)A_{},(\stackrel{~}{k}_n)K_{}\text{with}k_na_n\stackrel{~}{k}_ng.$$

###### Proposition 3.2.

Let $`gG_{}K_{}A_{}K_{}`$ be the limit of the sequence $`(k_na_n\stackrel{~}{k}_n)K_{}A_{}K_{}.`$ Then $`(a_n)A_{}`$ is bounded and for every convergent subsequence $`(a_{n_k})`$ we have

$$\underset{k\mathrm{}}{lim}a_{n_k}A_{,\text{sing}}.$$

###### Proof.

Write $`a_n=\left(\begin{array}{cc}z_n& 0\\ 0& z_n^1\end{array}\right)`$. By continuity of the map $`\mathrm{\Phi }`$ we get

$$\mathrm{\Phi }(g)=\text{tr}(gg^t)=\underset{n\mathrm{}}{lim}\text{tr}(a_na_n^t)=\underset{n\mathrm{}}{lim}(z_n^2+z_n^2).$$

It follows that there exist $`m,M>0`$ such that

$$0<m<|z_n|<M<\mathrm{}n.$$

Passing to an appropriate subsequence we can assume that $`z_nz_00.`$
Suppose $`(k_n)`$ has a convergent subsequence. W.l.o.g. we may assume that

$$k_nk_0K_{},a_na_0A_{}.$$

But then $`\stackrel{~}{k}_n=a_n^1k_n^1(k_na_n\stackrel{~}{k}_n)`$ also converges.
We have now

$$k_nk_0K_{},a_na_0A_{},\stackrel{~}{k}_n\stackrel{~}{k}_0K_{}.$$

But this would imply $`g=lim_n\mathrm{}k_na_n\stackrel{~}{k}_nK_{}A_{}K_{},`$ contradicting the assumption.
By the same argument we see that $`(\stackrel{~}{k}_n)`$ cannot have a convergent subsequence.
We want to know more about the limits $`z_0`$.
Notice that $`k_na_n^2k_n^t`$ converges in $`G_{}`$. For simplicity we omit the indices writing $`k=k_n`$ and $`a=a_n`$. We look at the elements $`ka^2k^tG_{}/K_{}.`$
Due to the $`K_{}`$-bi-invariance of $`K_{}A_{}K_{}`$ and the compactness of $`K`$ we can assume that

$$k=\left(\begin{array}{cc}\mathrm{cosh}t& i\mathrm{sinh}t\\ i\mathrm{sinh}t& \mathrm{cosh}t\end{array}\right)=\left(\begin{array}{cc}\mathrm{cos}it& \mathrm{sin}it\\ \mathrm{sin}it& \mathrm{cos}it\end{array}\right),$$

where $`t`$ and $`|t|\mathrm{}`$. Then with $`a=\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right)`$ we have

(3.7) $`ka^2k^t`$ $`=`$ $`\left(\begin{array}{cc}\mathrm{cosh}t& i\mathrm{sinh}t\\ i\mathrm{sinh}t& \mathrm{cosh}t\end{array}\right)\left(\begin{array}{cc}z^2& 0\\ 0& z^2\end{array}\right)\left(\begin{array}{cc}\mathrm{cosh}t& i\mathrm{sinh}t\\ i\mathrm{sinh}t& \mathrm{cosh}t\end{array}\right)`$
(3.10) $`=`$ $`\left(\begin{array}{cc}z^2\mathrm{cosh}^2tz^2\mathrm{sinh}^2t& (z^2z^2)i\mathrm{sinh}t\mathrm{cosh}t\\ (z^2z^2)i\mathrm{sinh}t\mathrm{cosh}t& z^2\mathrm{cosh}^2tz^2\mathrm{sinh}^2t\end{array}\right).`$
We know that $`zz_0`$ and $`|t|\mathrm{}.`$
The upper left entry in (3.7) must converge, therefore

$$\frac{z^2\mathrm{cosh}^2tz^2\mathrm{sinh}^2t}{\mathrm{sinh}^2t}=z^2\frac{\mathrm{cosh}^2t}{\mathrm{sinh}^2t}z^20.$$

But this implies $`z_0^2=z_0^2`$ , hence $`z_0^2=\pm 1.`$

The vector space $`𝔭_{}`$ admits a decomposition $`𝔭_{}=𝔭^+𝔭^{}`$ into irreducible $`𝔨_{}`$-modules with

$$𝔭^{}=\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\text{and}𝔭^+=\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right).$$

The corresponding analytic subgroups of $`G_{}`$ are given by

$$P^{}=\{\left(\begin{array}{cc}1u& iu\\ iu& 1+u\end{array}\right):u\}\text{and}P^+=\{\left(\begin{array}{cc}1+u& iu\\ iu& 1u\end{array}\right):u\}.$$

We introduce punctured discs in $`P^{}`$ and $`P^+`$ by

$$P_{\frac{1}{2}}^{}=\{\left(\begin{array}{cc}1v& iv\\ iv& 1+v\end{array}\right):v,0<|v|<\frac{1}{2}\}$$

and similarily we define $`P_{\frac{1}{2}}^+`$.
Finally, we set

$$A_{}^{}:=A_{}\{\pm \mathrm{𝟏}\}\text{and}P^{^{}}:=P^{}\{\mathrm{𝟏}\},$$

and define an element

$$y_0=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)A_{,\text{sing}}.$$

We can now describe how $`G_{}`$ decomposes into a disjoint union of $`K_{}`$-bi-invariant subsets. Furthermore, we will give a complete description of the intersection of $`\stackrel{~}{\mathrm{\Xi }}=G\mathrm{exp}(i\mathrm{\Omega })K_{}`$ with the lower dimensional cells. The intersection of $`\stackrel{~}{\mathrm{\Xi }}`$ with the big cell $`K_{}A_{}K_{}`$ will be subject of the next section.

###### Theorem 3.3.

1. The $`K_{}`$-double coset decomposition of $`G_{}`$ is given by:

$$G_{}=K_{}A_{}^{}K_{}P^{^{}}K_{}P^+^{}K_{}P^{^{}}y_0K_{}P^+^{}y_0K_{}K_{}.$$
2. The following equality holds:

$$\stackrel{~}{\mathrm{\Xi }}K_{}A_{}K_{}=P_{\frac{1}{2}}^{}K_{}P_{\frac{1}{2}}^+K_{}.$$

In order to prove Theorem 3.3 it is useful to adopt a more geometric point of view. We closely follow the suggestions of the referee.

In the sequel we realize $`X=SL(2,)/SO(2,)`$ as the upper sheet of the two-sheeted hyperboloid

$$x_0^2x_1^2x_2^2=1,x_0>0(x=(x_0,x_1,x_2)^3)$$

and $`X_{}=SL(2,)/SO(2,)`$ as the complex quadric

$$z_0^2z_1^2z_2^2=1(z=(z_0,z_1,z_2)^3).$$

Let $`e_0=(1,0,0)`$. Then the polar decomposition in $`X`$ is given by $`X=KA.e_0`$,

$$x_0=\mathrm{cosh}t,x_1=\mathrm{sinh}t\mathrm{cos}\varphi ,x_2=\mathrm{sinh}t\mathrm{sin}\varphi $$

with $`t,\phi `$.

###### Proof.

$`(Thm.\text{3.3})`$ Complexifying the real polar decomposition of $`X`$ it follows that a point $`zX_{}`$ belongs to $`K_{}A_{}.e_0`$ if and only if there exist $`a,b,u,v`$ with

$$a^2+b^2=1,u^2v^2=1,$$

such that

$$z_0=u,z_1=va,z_2=vb.$$

Therefore $`X_{}K_{}A_{}.e_0`$ decomposes into four $`K_{}`$-orbits

$`(1)`$ $`z_0=1,z_1=\tau ,z_2=i\tau ,`$
$`(2)`$ $`z_0=1,z_1=\tau ,z_2=i\tau ,`$
$`(3)`$ $`z_0=1,z_1=\tau ,z_2=i\tau ,`$
$`(4)`$ $`z_0=1,z_1=\tau ,z_2=i\tau ,`$
where $`\tau ^{}`$.
The orbits $`(1),(2),(3),(4)`$ correspond to the $`K_{}`$-bi-invariant sets $`P^{^{}}K_{}`$, $`P^+^{}K_{}`$, $`P^{^{}}y_0K_{}`$, $`P^+^{}y_0K_{}`$, respectively.
This proves part $`(1)`$ of the theorem.
The points $`z=x+iy\mathrm{\Xi }X_{}`$ are characterized by the property

$$x_0>0,x_0^2x_1^2x_2^2>0.$$

For an element $`z=(1,\tau ,i\tau )`$ in the orbit $`(1)`$ this translates to $`|\tau |<1`$. Therefore,

$$\{(1,\tau ,i\tau )X_{}:\tau ^{}\}\mathrm{\Xi }=\{(1,\tau ,i\tau )X_{}:\tau ^{},|\tau |<1\},$$

and this subset of $`\mathrm{\Xi }`$ corresponds to $`P_{\frac{1}{2}}^{}K_{}\stackrel{~}{\mathrm{\Xi }}`$.
Similarly one relates orbit $`(2)`$ with $`P_{\frac{1}{2}}^+K_{}\stackrel{~}{\mathrm{\Xi }}`$.
The intersections of both orbits $`(3)`$ and $`(4)`$ with $`\stackrel{~}{\mathrm{\Xi }}`$ are empty. ∎

###### Remark 3.4.

(a) Theorem 3.3(1) can be deduced from general results of Matsuki (cf. ).

(b) The cells in the decomposition of $`G_{}`$ in Theorem 3.3 are characterized by the values of $`\mathrm{\Phi }`$. The function $`\mathrm{\Phi }`$ attains the value $`2`$ on $`K_{}`$ and on $`P^{^{}}K_{}P^+^{}K_{}`$, the value $`2`$ on $`P^{^{}}y_0K_{}P^+^{}y_0K_{}`$, and $`\mathrm{\Phi }`$ can take any value except $`2`$ on $`K_{}A_{}^{}K_{}`$.

## 4. A non-linear convexity theorem

In this section we will investigate the intersection of $`\stackrel{~}{\mathrm{\Xi }}`$ with the big cell $`K_{}A_{}K_{}`$. An element $`gG\mathrm{exp}(i\mathrm{\Omega })K_{}K_{}A_{}K_{}`$ can be written as

(4.1)
$$g=h\left(\begin{array}{cc}e^{i\theta }& 0\\ 0& e^{i\theta }\end{array}\right)k=\stackrel{~}{k_1}\stackrel{~}{a}\stackrel{~}{k_2},$$

where $`\stackrel{~}{k}_1,\stackrel{~}{k}_2K_{}`$ and

$$h=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)G\text{and}\stackrel{~}{a}=\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right)A_{}.$$

We want to describe the dependence of $`\stackrel{~}{a}`$ from $`\theta `$ and $`h`$.
Recall that for $`SL(2,)`$ the Weyl group consists of only two elements and for $`X𝔞`$ we have $`\mathrm{conv}(𝒲.X)=[1,1]X`$.

###### Theorem 4.1.

Let $`X\mathrm{\Omega }`$ and $`hG`$. Suppose that $`g=h\mathrm{exp}(iX)=\stackrel{~}{k_1}\stackrel{~}{a}\stackrel{~}{k_2}K_{}A_{}K_{}`$. Then

$$gK_{}A\mathrm{exp}(i\mathrm{conv}(𝒲X))K_{}.$$

###### Proof.

Using the Iwasawa decomposition $`G=KAN`$ we may assume that

$$\begin{array}{cccccccc}g& =& \underset{}{\left(\begin{array}{cc}1& r\\ 0& 1\end{array}\right)}& \underset{}{a\mathrm{exp}iX}& =& \underset{}{\left(\begin{array}{cc}\mathrm{cos}\omega & \mathrm{sin}\omega \\ \mathrm{sin}\omega & \mathrm{cos}\omega \end{array}\right)}& \underset{}{\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right)}& \underset{}{\stackrel{~}{k}_2}\\ & & N& A\mathrm{exp}(i\mathrm{\Omega })& & K_{}& =\stackrel{~}{a}A_{}& K_{}\end{array}$$

If we set $`\left(\begin{array}{cc}u& 0\\ 0& u^1\end{array}\right):=a\mathrm{exp}iX`$ and $`\theta :=\text{Arg}(u)`$, then

$$gg^t=\left(\begin{array}{cc}u^2+r^2u^2& ru^2\\ ru^2& u^2\end{array}\right)=\left(\begin{array}{cc}z^2\mathrm{cos}^2\omega +z^2\mathrm{sin}^2\omega & (z^2z^2)\mathrm{sin}\omega \mathrm{cos}\omega \\ (z^2z^2)\mathrm{sin}\omega \mathrm{cos}\omega & z^2\mathrm{sin}^2\omega +z^2\mathrm{cos}^2\omega \end{array}\right),$$

yielding

(4.2)
$$\mathrm{\Phi }(g)=\text{tr}(gg^t)=u^2+(1+r^2)u^2=z^2+z^2.$$

In Figure 1 the set of points of the hyperbola is $`\{le^{2i\theta }+l^1e^{2i\theta }:l,l>0\}`$. The complex number $`z^2+z^2`$ lies within the shaded region. Therefore, there exists $`w=le^{i\theta }`$ such that $`z^2+z^2=\lambda (w^2+w^2)`$ for some real number $`\lambda >1`$.

We now obtain the assertion of the theorem with the following Lemma 4.2. ∎

###### Lemma 4.2.

Let $`r_1,r_2>0`$ and $`\frac{\pi }{2}<\phi _1,\phi _2<\frac{\pi }{2}`$. Define complex numbers by $`u=r_1e^{i\phi _1}`$ and $`v=r_2e^{i\phi _2}`$. Assume that $`v+v^1=\lambda (u+u^1)`$, with $`\lambda ,\lambda >1`$. Then, $`|\phi _2||\phi _1|`$.

###### Proof.

Clearly we can assume $`\phi _20`$. Comparing real and imaginary parts of $`v+v^1=\lambda (u+u^1)`$ , followed by squaring, yields

$$\lambda ^2(r_1+r_1^1)^2\mathrm{cos}^2\phi _1=(r_2+r_2^1)^2\mathrm{cos}^2\phi _2,$$

and

(4.3)
$$\lambda ^2(r_1r_1^1)^2\mathrm{sin}^2\phi _1=(r_2r_2^1)^2\mathrm{sin}^2\phi _2.$$

Adding these two equations we get

(4.4)
$$\lambda ^2(r_1r_1^1)^2+4\lambda ^2\mathrm{cos}^2\phi _1=(r_2r_2^1)^2+4\mathrm{cos}^2\phi _2.$$

Combining (4.3) and (4.4) gives

(4.5)
$$\lambda ^2(r_1r_1^1)^2+4\lambda ^2\mathrm{cos}^2\phi _1=\lambda ^2(r_1r_1^1)^2\frac{\mathrm{sin}^2\phi _1}{\mathrm{sin}^2\phi _2}+4\mathrm{cos}^2\phi _2.$$

If we assume $`|\phi _2|>|\phi _1|`$, then

$$\lambda ^2(r_1r_1^1)^2>\lambda ^2(r_1r_1^1)^2\frac{\mathrm{sin}^2\phi _1}{\mathrm{sin}^2\phi _2},$$

and

$$4\lambda ^2\mathrm{cos}^2\phi _1>4\mathrm{cos}^2\phi _2,$$

a contradiction to (4.5). ∎

###### Conjecture 4.3.

Theorem 4.1 holds for any real connected semisimple Lie group $`G`$.

###### Example 4.4.

To give more evidence for our conjecture we will now discuss the case of $`G=SO_e(1,n)`$, $`n2`$.

On the Lie algebra level we have the Cartan decomposition $`𝔤=𝔨+𝔭`$, where

$`𝔨`$ $`=`$ $`\{\left(\begin{array}{cc}0& 0\\ 0& B\end{array}\right)\text{Mat}(n+1,):B𝔰𝔬(n)\},`$
$`𝔭`$ $`=`$ $`\{\left(\begin{array}{cc}0& v\\ v^t& 0\end{array}\right)\text{Mat}(n+1,):v^n\}.`$
Choosing

$$𝔞=\{\left(\begin{array}{ccc}0& 0& t\\ 0& 0& 0\\ t& 0& 0\end{array}\right)𝔭:t\}$$

as maximal subalgebra of $`𝔭`$ yields the root system $`\mathrm{\Sigma }=\{\alpha ,\alpha \}`$ with

$$\alpha \left(\begin{array}{ccc}0& 0& 1\\ 0& 0& 0\\ 1& 0& 0\end{array}\right)=1.$$

Therefore,

$$\mathrm{\Omega }=\{X𝔞:|\alpha (X)|<\frac{\pi }{2}\alpha \mathrm{\Sigma }\}=\{\left(\begin{array}{ccc}0& 0& t\\ 0& 0& 0\\ t& 0& 0\end{array}\right):t,|t|<\frac{\pi }{2}\}.$$

We choose $`\alpha `$ as the positive root. Then the subgroups in the Iwasawa decomposition $`G=KAN`$ are

$`K`$ $`=`$ $`\{\left(\begin{array}{cc}1& 0\\ 0& B\end{array}\right):BSO(n)\}SO(n),`$
$`N`$ $`=`$ $`\{\left(\begin{array}{ccc}1+\frac{1}{2}||v||^2& v& \frac{1}{2}||v||^2\\ v^t& \text{Id}_{n1}& v^t\\ \frac{1}{2}||v||^2& v& 1\frac{1}{2}||v||^2\end{array}\right):v^{n1}\},`$
$`A`$ $`=`$ $`\{\left(\begin{array}{ccc}\mathrm{cosh}t& 0& \mathrm{sinh}t\\ 0& \text{Id}_{n1}& 0\\ \mathrm{sinh}t& 0& \mathrm{cosh}t\end{array}\right):t\}.`$
We consider the standard representation $`(\pi ,V)`$ of $`G`$ on $`V=^{n+1}`$.
Clearly, $`v_0=e_1=(1,0,\mathrm{},0)^t`$ is a $`K`$-fixed vector. The elementary spherical function $`\mathrm{\Phi }`$ on $`G_{}SO(n+1,)`$ is given by

$$\mathrm{\Phi }:G_{},\mathrm{\Phi }(g)=\pi (g)v_0,v_0.$$

Note that $`\mathrm{\Phi }(g)`$ is just the upper left entry $`g_{11}`$ in the matrix $`(g_{ij})_{1i,jn+1}`$.
Now let $`xG\mathrm{exp}(i\mathrm{\Omega })K_{}A_{}K_{}`$. W.l.o.g. we can write

$$x=na\mathrm{exp}iX=\stackrel{~}{k}_1\stackrel{~}{a}\stackrel{~}{k}_2,$$

for some

$`n`$ $`=`$ $`\left(\begin{array}{ccc}1+\frac{1}{2}||v||^2& v& \frac{1}{2}||v||^2\\ v^t& \text{Id}_{n1}& v^t\\ \frac{1}{2}||v||^2& v& 1\frac{1}{2}||v||^2\end{array}\right)N,`$
$`a\mathrm{exp}iX`$ $`=`$ $`\left(\begin{array}{ccc}\mathrm{cosh}z& 0& \mathrm{sinh}z\\ 0& \text{Id}_{n1}& 0\\ \mathrm{sinh}z& 0& \mathrm{cosh}z\end{array}\right)A\mathrm{exp}(i\mathrm{\Omega })`$
and

$$\stackrel{~}{a}=\left(\begin{array}{ccc}\mathrm{cosh}\omega & 0& \mathrm{sinh}\omega \\ 0& \text{Id}_{n1}& 0\\ \mathrm{sinh}\omega & 0& \mathrm{cosh}\omega \end{array}\right)A_{},\stackrel{~}{k}_{1,2}=\left(\begin{array}{cc}1& 0\\ 0& B_{1,2}\end{array}\right)(B_{1,2}SO(n,)).$$

Applying $`\mathrm{\Phi }`$ yields

$$\mathrm{\Phi }(x)=(1+\frac{1}{2}||v||^2)\mathrm{cosh}z\frac{1}{2}||v||^2\mathrm{sinh}z=\mathrm{cosh}\omega ,$$

or

(4.13)
$$e^z+(1+||v||^2)e^z=e^\omega +e^\omega .$$

Equation (4.13), Figure 1 (with a slight modification in the notation) and Lemma 4.2 show again that $`\stackrel{~}{a}A\mathrm{exp}(i\mathrm{conv}(𝒲.X))K_{}`$, as claimed.

## 5. Applications to spherical functions

Let us briefly introduce the necessary notation. Write $`G=NAK`$ for the Iwasawa decomposition of $`G=SL(2,)`$ with $`N`$, $`A`$ and $`K`$ as in Section 3. For $`gG`$ we define $`a(g)A`$ by $`gNa(g)K`$. For $`\lambda 𝔞_{}^{}`$ and $`aA`$ we set $`a^\lambda =e^{\lambda (\mathrm{log}a)}`$.

Following Harish-Chandra we define the spherical function on $`G/K`$ with parameter $`\lambda 𝔞_{}^{}`$ by

$$\varphi _\lambda (gK)=_Ka(kg)^{\rho \lambda }𝑑k(gG),$$

where $`dk`$ denotes the normalized Haar-measure on $`K`$ and $`\rho =\frac{1}{2}\alpha `$ with $`\mathrm{\Sigma }^+=\{\alpha \}`$.

Define

$$\mathrm{\Pi }=\{\lambda 𝔞_{}^{}:\varphi _\lambda \text{is positive definite}\}$$

and recall that $`i𝔞^{}\mathrm{\Pi }`$.

We have to recall some facts from  §4 on the analytic continuation of the spherical functions (actually valid for all semisimple Lie groups $`G`$).

###### Proposition 5.1.

Let $`\lambda 𝔞_{}^{}`$. Then the following assertions hold:

1. The spherical function $`\varphi _\lambda `$ has a unique holomorphic extension to $`\mathrm{\Xi }`$.
2. The spherical function $`\varphi _\lambda `$ has a unique continuation to a $`K_{}`$-bi-invariant function on $`K_{}A\mathrm{exp}(2i\mathrm{\Omega })K_{}/K_{}`$ such that the restriction to $`A\mathrm{exp}(2i\mathrm{\Omega })`$ is holomorphic. Moreover, if $`\lambda \mathrm{\Pi }`$ and $`\mathrm{\Omega }_c\mathrm{\Omega }`$ is a compact subset, then the restriction of $`\varphi _\lambda `$ to $`K_{}A\mathrm{exp}(2i\mathrm{\Omega }_c)K_{}/K_{}`$ is bounded.

In the sequel we also denote by $`\varphi _\lambda `$ the holomorphic extension of $`\varphi _\lambda `$ to $`\mathrm{\Xi }`$. We denote by $`Z=\{\pm \mathrm{𝟏}\}`$ the center of $`G`$. Our result in this section then is:

###### Theorem 5.2.

Let $`\lambda \mathrm{\Pi }`$. Then the spherical function $`\varphi _\lambda `$ is bounded on $`\mathrm{\Xi }`$, i.e.,

$$\varphi _\lambda _{\mathrm{},\mathrm{\Xi }}<\mathrm{}.$$

###### Proof.

By Theorem 4.1 we have

$$\mathrm{\Xi }K_{}A_{}K_{}/K_{}K_{}A\mathrm{exp}(i\mathrm{\Omega })K_{}/K_{}.$$

Thus Proposition 5.1 implies that $`\varphi _\lambda `$ is bounded on $`\mathrm{\Xi }K_{}A_{}K_{}/K_{}`$.

Let now $`z\mathrm{\Xi }`$ such that $`zK_{}A_{}K_{}/K_{}`$. By the density of $`K_{}A_{}K_{}`$ in $`G_{}`$ we can find sequences $`(k_n)K_{}`$, $`(a_n)A_{}`$ such that $`k_na_nK_{}\mathrm{\Xi }`$ for all $`n`$ and $`z=lim_n\mathrm{}k_na_nK_{}`$. By Theorem 4.1 we have $`a_nZA\mathrm{exp}(i\mathrm{\Omega })`$ and thus

$$\underset{n\mathrm{}}{lim}a_n=\pm \mathrm{𝟏}$$

by Proposition 3.2. By the continuity of $`\varphi _\lambda `$ we hence obtain that

$$\varphi _\lambda (z)=\underset{n\mathrm{}}{lim}\varphi _\lambda (k_na_nK_{})=\underset{n\mathrm{}}{lim}\varphi _\lambda (a_nK_{})=\varphi _\lambda (\pm \mathrm{𝟏})=1,$$

concluding the proof of the theorem. ∎

###### Remark 5.3.

(a) Note that Proposition 5.1 holds for all semisimple Lie groups. Thus in order to generalize Theorem 5.2 to all semisimple Lie groups one needs Proposition 3.2 and Theorem 4.1 in full generality (cf. our conjecture in Section 4).

(b) Fix a $`\lambda 𝔞_{}^{}`$ and consider the following function on $`G/K\times K`$

$$𝒫_\lambda (gK,k)a(kg)^{\rho \lambda }.$$

Identifying $`G/K`$ with the unit disc $`D`$ and $`K`$ with its boundary, this function is easily seen to be a power of the Poisson kernel on $`D`$. According to  the function $`𝒫_\lambda `$ admits an analytic continuation to $`\mathrm{\Xi }\times K`$ which is holomorphic in the first variable. Also by  we know that this function is unbounded for $`\lambda \mathrm{\Pi }\{\rho ,\rho \}`$. Observe that the spherical function on $`\mathrm{\Xi }`$ is given by

$$\varphi _\lambda (z)=_K𝒫_\lambda (z,k)𝑑k(z\mathrm{\Xi }).$$

Now notice that Theorem 5.2 says that $`\varphi _\lambda `$ stays bounded despite the fact that the integrands become singular towards the boundary of $`\mathrm{\Xi }`$.

## 6. A norm estimate for the middle projection

In this section we will investigate the growth of the middle projection in the $`K_{}A_{}K_{}`$-decomposition for elements in $`\mathrm{\Xi }`$.

To start with let us introduce a norm on $`G=SL(2,)`$ by setting

$$g=\text{tr}(gg^t)(gG).$$

Define a compact (here actually finite) group

$$L=N_K_{}(A_{})\times Z=N_K(A)\times Z.$$

We let $`L`$ act on $`A_{}`$ via

$$(k,z)a=kak^1z(k,z)L,aA_{}.$$

Then for every $`xK_{}A_{}K_{}`$ we have $`xK_{}a_K_{}(x)K_{}`$ with a unique continuous function

$$a_K_{}:K_{}A_{}K_{}A_{}/L,xa_K_{}(x).$$

In view of Theorem 5.2 and its proof we also obtain a holomorphic function

$$a_K_{}:\mathrm{\Xi }A_{}/L,x\{\begin{array}{cc}\hfill a_K_{}(x)& \text{if}xK_{}A_{}K_{}/K_{},\hfill \\ \hfill \mathrm{𝟏}& \text{if}xK_{}A_{}K_{}/K_{}.\hfill \end{array}$$

Finally we define a norm on $`A_{}`$ by setting

$$||:A_{}^+,a=\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right)|z|^2+|z|^2.$$

Notice that $`||`$ is $`L`$-invariant hence factors to a continuous positive function on $`A_{}/L`$ also denoted by $`||`$.

###### Proposition 6.1.

For all $`g=h\mathrm{exp}(iX)K_{}\mathrm{\Xi }`$, ($`hG,X\mathrm{\Omega }`$), we have

$$|a_K_{}(g)|h.$$

###### Proof.

Using $`G=KAK`$ we can write

$$\begin{array}{cccc}g& =& \underset{}{\left(\begin{array}{cc}\mathrm{cos}r& \mathrm{sin}r\\ \mathrm{sin}r& \mathrm{cos}r\end{array}\right)\left(\begin{array}{cc}s& 0\\ 0& s^1\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}t& \mathrm{sin}t\\ \mathrm{sin}t& \mathrm{cos}t\end{array}\right)}& \underset{}{\left(\begin{array}{cc}e^{i\theta }& 0\\ 0& e^{i\theta }\end{array}\right)}K_{}\\ & & =hKAK& \mathrm{exp}(i\mathrm{\Omega })\end{array}$$

We may assume that $`gK_{}A_{}K_{}/K_{}`$ and write $`a_K_{}(g)=\left(\begin{array}{cc}z& 0\\ 0& z^1\end{array}\right)`$. Then

(6.1) $`\mathrm{\Phi }(g)`$ $`=`$ $`(s^2\mathrm{cos}^2t+s^2\mathrm{sin}^2t)e^{2i\theta }+(s^2\mathrm{sin}^2t+s^2\mathrm{cos}^2t)e^{2i\theta }`$
$`=`$ $`\mathrm{cos}^2t(s^2e^{2i\theta }+s^2e^{2i\theta })+\mathrm{sin}^2t(s^2e^{2i\theta }+s^2e^{2i\theta })`$
$`=`$ $`z^2+z^2.`$
Hence $`z^2+z^2`$ is a convex combination of $`s^2e^{2i\theta }+s^2e^{2i\theta }`$ and $`s^2e^{2i\theta }+s^2e^{2i\theta }`$ and therefore lies on the vertical segment shown in Figure 2.

The following Lemma 6.2 applied to $`u=s^2e^{2i\theta }`$ and $`v=z^2`$ completes the proof of the theorem. ∎

###### Lemma 6.2.

Let $`r_1,r_2>0`$ and $`\frac{\pi }{2}<\phi _1,\phi _2<\frac{\pi }{2}`$. Define complex numbers by $`u=r_1e^{i\phi _1}`$ and $`v=r_2e^{i\phi _2}`$. Assume that $`\mathrm{}(v+v^1)=\mathrm{}(u+u^1)`$ and $`\mathrm{}(v+v^1)=\mu \mathrm{}(u+u^1)`$ for some $`\mu ,|\mu |1`$. Then $`|\phi _2||\phi _1|`$ and $`r_2+r_2^1r_1+r_1^1`$.

###### Proof.

The assumption written out in polar coordinates followed by squaring yields

(6.2)
$$(r_1+r_1^1)^2\mathrm{cos}^2\phi _1=(r_2+r_2^1)^2\mathrm{cos}^2\phi _2,$$

$$\mu ^2(r_1r_1^1)^2\mathrm{sin}^2\phi _1=(r_2r_2^1)^2\mathrm{sin}^2\phi _2.$$

If $`|\phi _2|>|\phi _1|`$, then (6.2) implies

$$(r_1+r_1^1)^2<(r_2+r_2^1)^2.$$

Since $`(r_1+r_1^1)^2=(r_1r_1^1)^2+4`$ this means

$$(r_1r_1^1)^2<(r_2r_2^1)^2.$$

But now we end up with

$$\mu ^2(r_1r_1^1)^2\mathrm{sin}^2\phi _1<(r_2r_2^1)^2\mathrm{sin}^2\phi _2,$$

which contradicts the assumption. Thus $`|\phi _2||\phi _1|`$ proving our first assertion. The second assertion is now immediate from (6.2).