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# Heat trace asymptotics defined by transfer boundary conditions

## 1. Introduction

Let $`M:=(M^+,M^{})`$ be a pair of compact smooth manifolds of dimension $`m`$ which have a common smooth boundary $`\mathrm{\Sigma }:=M^+=M^{}`$. A structure $`\mathrm{\Xi }`$ over $`M`$ will be a pair of corresponding structures $`\mathrm{\Xi }:=(\mathrm{\Xi }^+,\mathrm{\Xi }^{})`$ over the manifolds $`M^\pm `$. Let $`g`$ be a Riemannian metric on $`M`$; we assume henceforth that $`g^+|_\mathrm{\Sigma }=g^{}|_\mathrm{\Sigma }`$, but do not assume any matching condition on the normal derivatives. Let $`V`$ be a smooth vector bundle over $`M`$; we do not assume any relationship between $`V^+|_\mathrm{\Sigma }`$ and $`V^{}|_\mathrm{\Sigma }`$; in particular, we can consider the situation when we have $`dimV^+dimV^{}`$. Let $`D`$ be an operator of Laplace type on $`C^{\mathrm{}}(V)`$. The operator $`D`$ determines a natural connection $``$ and a natural $`0^{th}`$ order operator $`E`$ so that :

$$D=\left(g^{ij}_i_j+E\right).$$

Let the inward unit normals $`\nu ^\pm `$ of $`\mathrm{\Sigma }M^\pm `$ determine $`\nu `$; note that $`\nu ^+=\nu ^{}`$. Assume given auxiliary impedance matching terms $`𝒮=\{S^{++},S^+,S^+,S^{}\}`$ where $`S^{\epsilon \varrho }:V^\varrho |_\mathrm{\Sigma }V^\epsilon |_\mathrm{\Sigma }`$. The transfer boundary operator $`_T(𝒮)`$ is defined by:

(1.1)
$$_T(𝒮)\varphi :=\left\{\left(\begin{array}{cc}\hfill _{\nu ^+}^++S^{++}& \hfill S^+\\ \hfill S^+& \hfill _\nu ^{}^{}+S^{}\end{array}\right)\left(\begin{array}{c}\varphi ^+\hfill \\ \varphi ^{}\hfill \end{array}\right)\right\}|_\mathrm{\Sigma }.$$

The terms $`S^+`$ and $`S^+`$ connect the structures on $`M^+`$ and $`M^{}`$ and are crucial to our investigation. These boundary conditions arise physically in heat transfer problems (see to Carslaw and Jaeger ), some problems of quantum mechanics , and in conformal field theory . More on various spectral problems appearing in the string theory context can be found in .

Let $`D_{_T(𝒮)}`$ be the associated realization of $`D`$ with the boundary condition $`_T(𝒮)\varphi =0`$. Let $`Q`$ be a smooth endomorphism of $`V`$ which we use to localize the heat trace. As $`t0`$, there is a complete asymptotic expansion with locally computable coefficients:

(1.2)
$$\mathrm{Tr}_{L^2}\left(Qe^{tD_{_T(𝒮)}}\right)\underset{n0}{}a_n(Q,D,_T(𝒮))t^{(nm)/2}.$$

In a formal limiting case $`S^{++}S^+=S^{}S^+\mathrm{}`$ while $`v=2(S^{++}+S^+)`$ is kept finite one arrives at transmittal boundary conditions: $`\varphi ^+=\varphi ^{}`$, $`_{\nu ^+}\varphi ^++_\nu ^{}\varphi ^{}=v\varphi ^+`$. The heat trace asymptotics for these boundary conditions have been studied in . Some other particular cases of the boundary operator (1.1) have been considered in .

Let $`R_{ijkl}`$ be the components of the Riemann curvature tensor, let $`\mathrm{\Omega }`$ be the curvature of $``$, and let the second fundamental forms $`L^\pm `$ of $`\mathrm{\Sigma }M^\pm `$ determine $`L`$. We let Roman indices $`i`$, $`j`$, $`k`$, and $`l`$ range from $`1`$ to $`m`$ and index a local orthonormal frame for the tangent bundle of $`M`$ and let Roman indices $`a`$, $`b`$, $`c`$ range from $`1`$ to $`m1`$ and index a local orthonormal frame for the tangent bundle of $`\mathrm{\Sigma }`$. We adopt the Einstein convention and sum over repeated indices. Let $`\mathrm{Tr}^\pm `$ be the fiber trace in $`V^\pm `$, let ‘;’ denote multiple covariant differentiation with respect to the Levi-Civita connection on $`M`$ and $``$, and let ‘:’ denote multiple covariant differentiation with respect to the Levi-Civita connection of $`\mathrm{\Sigma }`$ and $``$. Let $`S=(S^{++},S^{})`$.

Local formulae which decouple can be written in the following format:

###### Definition 1.1.

Let $`(^{}R,^{}E,^{}\mathrm{\Omega })`$ and $`(^{}R,^{}E,^{}\mathrm{\Omega },^{}L,^{}S)`$ be local invariants on $`M`$ and $`M`$, respectively. Set:

$`_M\mathrm{Tr}():=_{M^+}\mathrm{Tr}^+(^+)+_M^{}\mathrm{Tr}^{}(^{}),`$
$`_M\mathrm{Tr}():=_{M^+}\mathrm{Tr}^+(^+)+_M^{}\mathrm{Tr}^{}(^{})=_\mathrm{\Sigma }\{\mathrm{Tr}^+(^+)+\mathrm{Tr}^{}(^{})\}.`$
What is crucial is that the invariants $`^\pm `$ and $`^\pm `$ involve only structures on $`M^\pm `$. We illustrate these two types in the following examples:

$`_M\mathrm{Tr}(QR_{ijji}E)=_{M^+}\mathrm{Tr}^+(Q^+R_{ijji}^+E^+)+_M^{}\mathrm{Tr}^{}(Q^{}R_{ijji}^{}E^{}),`$
$`_M\mathrm{Tr}(QSL_{aa})=_{M^+}\mathrm{Tr}^+(Q^+S^{++}L_{aa}^+)+_M^{}\mathrm{Tr}^{}(Q^{}S^{}L_{aa}^{}).`$
There are, however, invariants which intertwine the two structures and which do not decouple; for example, the following invariant is a ‘mixed’ invariant which measures the interactions of these two structures:

$$_\mathrm{\Sigma }\{\mathrm{Tr}^+(Q^+S^+S^+)+\mathrm{Tr}^{}(Q^{}S^+S^+)\}.$$

The main result of this letter is the following:

###### Theorem 1.2.

With transfer boundary conditions, we have that:

1. $`a_0(Q,D,_T(𝒮))=(4\pi )^{m/2}_M\mathrm{Tr}(Q)`$.
2. $`a_1(Q,D,_T(𝒮))=(4\pi )^{(1m)/2}\frac{1}{4}_M\mathrm{Tr}(Q)`$.
3. $`a_2(Q,D,_T(𝒮))=(4\pi )^{m/2}\frac{1}{6}_M\mathrm{Tr}\{Q(R_{ijji}+6E)\}`$

$`+(4\pi )^{m/2}\frac{1}{6}_M\mathrm{Tr}\{Q(2L_{aa}+12S)+3Q_{;\nu }\}`$.
4. $`a_3(Q,D,_T(𝒮))`$

$`=(4\pi )^{(1m)/2}\frac{1}{384}_M\mathrm{Tr}\{Q(96E+16R_{ijji}8R_{a\nu \nu a}`$ $`+13L_{aa}L_{bb}`$

$`+2L_{ab}L_{ab}+96SL_{aa}+192S^2`$ $`+Q_{;\nu }(6L_{aa}+96S)+24Q_{;\nu \nu })\}`$

$`+(4\pi )^{(1m)/2}\frac{1}{384}_\mathrm{\Sigma }\{\mathrm{Tr}^+(192Q^+S^+S^+)+\mathrm{Tr}^{}(192Q^{}S^+S^+)\}.`$
5. $`a_4(Q,D,_T(𝒮))`$

$`=(4\pi )^{m/2}\frac{1}{360}_M\mathrm{Tr}\{Q(60E_{;kk}+60R_{ijji}E+180E^2+30\mathrm{\Omega }^2`$

$`+12R_{ijji;kk}+5R_{ijji}R_{kllk}2R_{ikjk}R_{iljl}+2R_{ijkl}R_{ijkl})\}`$

$`+(4\pi )^{m/2}\frac{1}{360}_M\mathrm{Tr}\{Q(240E_{;\nu }+42R_{ijji;\nu }+24L_{aa:bb}+120EL_{aa}`$

$`+20R_{ijji}L_{aa}+4R_{a\nu a\nu }L_{bb}12R_{a\nu b\nu }L_{ab}+4R_{abcb}L_{ac}`$

$`+\frac{40}{3}L_{aa}L_{bb}L_{cc}+8L_{ab}L_{ab}L_{cc}+\frac{32}{3}L_{ab}L_{bc}L_{ac}+360(SE+ES)`$

$`+120SR_{ijji}+144SL_{aa}L_{bb}+48SL_{ab}L_{ab}+480S^2L_{aa}+480S^3`$

$`+120S_{:aa})+Q_{;\nu }(180E+30R_{ijji}+12L_{aa}L_{bb}+12L_{ab}L_{ab}`$

$`+72SL_{aa}+240S^2)+Q_{;\nu \nu }(24L_{aa}+120S)+30Q_{;ii\nu }\}`$

$`+(4\pi )^{m/2}\frac{1}{360}_\mathrm{\Sigma }\mathrm{Tr}^+\{480(Q^+S^{++}+S^{++}Q^+)S^+S^+`$

$`+480Q^+S^+S^{}S^+`$

$`+(288Q^+L_{aa}^++192Q^+L_{aa}^{}+240Q_{;\nu ^+}^+)S^+S^+\}`$

$`+(4\pi )^{m/2}\frac{1}{360}_\mathrm{\Sigma }\mathrm{Tr}^{}\{480(Q^{}S^{}+S^{}Q^{})S^+S^+`$

$`+480Q^{}S^+S^{++}S^+`$

$`+(288Q^{}L_{aa}^{}+192Q^{}L_{aa}^++240Q_{;\nu ^{}}^{})S^+S^+\}`$.

We may decompose the heat trace invariants in the form:

(1.3)
$$a_n(Q,D,_T(𝒮))=a_n^M(Q,D)+a_n^M(Q,D,S)+a_n^\mathrm{\Sigma }(Q,D,𝒮).$$

The invariants $`a_n^M`$ and $`a_n^M`$ decouple and can be expressed as local integrals of the form given in Definition 1.1; the invariant $`a_n^\mathrm{\Sigma }`$ involves integrals of mixed structures. Theorem 1.2 reflects this decomposition. We shall prove Theorem 1.2 by analyzing the 3 terms appearing in Equation (1.3) separately. Here is a brief guide to the remainder of this letter. In Section 2, we apply results of Branson and Gilkey  concerning the heat trace asymptotics with Robin boundary conditions to determine $`a_n^M`$ and $`a_n^M`$. In Section 3, we express $`a_n^\mathrm{\Sigma }`$ in terms of certain invariants with universal undetermined coefficients (see Lemma 3.1); these new terms which measure the interaction between the structures on $`M^\pm `$ are the heart of the matter. The proof of Theorem 1.2 is then completed in Sections 4 and 5 by determining the universal coefficients of Lemma 3.1. In Section 4, we derive a new functorial property by doubling the manifold; in Section 5, we use conformal variations. We refer to  for an analogous computation of the heat content asymptotics with transfer boundary conditions.

## 2. Robin boundary conditions

Let $`D`$ be an operator of Laplace type on a compact Riemannian manifold $`N`$ with smooth boundary $`N`$ and let $`S`$ be an auxiliary endomorphism defined on the boundary. Robin boundary conditions are defined by the operator:

$$_R(S)\varphi :=(_\nu \varphi +S\varphi )|_N.$$

If we take $`S^+=0`$ and $`S^+=0`$, then the boundary conditions decouple so

$`a_n(Q,D,_T(𝒮))`$ $`=`$ $`a_n(Q^+,D^+,_R(S^{++}))+a_n(Q^{},D^{},_R(S^{}))`$
$`=`$ $`a_n(Q,D,_R(S)).`$
Thus we may use Branson-Gilkey-Vassilevich  (Theorem 4.1) to determine the invariants $`a_n^M(Q,D)`$ and $`a_n^M(Q,D,S)`$. Furthermore, we see that all the terms in the mixed integrals defining $`a_n^\mathrm{\Sigma }(Q,D,_T(𝒮))`$ must contain either $`S^+`$ or $`S^+`$ and hence, since we are taking traces and have not identified $`V^+`$ with $`V^{}`$, both of these terms must appear in every mixed monomial as these are the only structures relating $`M^+`$ to $`M^{}`$.

As the boundary integrands describing $`a_n^\mathrm{\Sigma }`$ are homogeneous of weight $`n1`$ and as the variables $`S^{}`$ have weight 1, monomials which contain both $`S^+`$ and $`S^+`$ have weight at least $`2`$ and thus do not appear in the expansion of $`a_n`$ for $`n2`$. This completes the proof of Theorem 1.2 (1)-(3).

## 3. The mixed invariants

We can identify the general form of the invariants $`a_n^\mathrm{\Sigma }`$ for $`n4`$ as follows:

###### Lemma 3.1.

There exist universal constants so that:

1. $`a_3^\mathrm{\Sigma }(Q,D,_T(𝒮))`$

$`=(4\pi )^{m/2}\frac{1}{384}_\mathrm{\Sigma }\alpha _0\{\mathrm{Tr}^+(Q^+S^+S^+)+\mathrm{Tr}^{}(Q^{}S^+S^+)\}.`$
2. $`a_4^\mathrm{\Sigma }(Q,D,_T(𝒮))=(4\pi )^{m/2}\frac{1}{360}_\mathrm{\Sigma }\{`$

$`\frac{1}{2}c_1\mathrm{Tr}^+(Q^+S^{++}S^+S^+)+\frac{1}{2}c_1\mathrm{Tr}^{}(Q^{}S^{}S^+S^+)`$

$`+\frac{1}{2}c_2\mathrm{Tr}^+(S^{++}Q^+S^+S^+)+\frac{1}{2}c_2\mathrm{Tr}^{}(S^{}Q^{}S^+S^+)`$

$`+\alpha _2\mathrm{Tr}^+(S^{++}S^+Q^{}S^+)+\alpha _2\mathrm{Tr}^{}(S^{}S^+Q^+S^+)`$

$`+\alpha _3L_{aa}^+\mathrm{Tr}^+(Q^+S^+S^+)+\alpha _3L_{aa}^{}\mathrm{Tr}^{}(Q^{}S^+S^+)`$

$`+\alpha _4L_{aa}^{}\mathrm{Tr}^+(Q^+S^+S^+)+\alpha _4L_{aa}^+\mathrm{Tr}^{}(Q^{}S^+S^+)`$

$`+\alpha _5\mathrm{Tr}^+(Q_{;\nu ^+}^+S^+S^+)+\alpha _5\mathrm{Tr}^{}(Q_{;\nu ^{}}^{}S^+S^+)\}`$ .
3. $`c_1=c_2`$.

###### Proof.

We observe first that the heat trace coefficient must be symmetric with respect to interchanging the labels “$`+`$” and “$``$”. Since we have written down a complete basis of invariants of weight $`2`$ and $`3`$ which contain both $`S^+`$ and $`S^+`$, assertions (1) and (2) now follow.

We generalize an argument from  to prove assertion (3). If $`D`$, $`Q`$ and $`S^{}`$ are real, then $`\mathrm{Tr}\left(Qe^{tD}\right)`$ is real. This shows that all universal constants given above are real. Suppose now that the bundles $`V^\pm `$ are equipped with Hermitian inner products and that the operators $`D^\pm `$ are formally self-adjoint. This means that the associated connections $`^\pm `$ are unitary and the endomorphisms $`E^\pm `$ are symmetric. Suppose that $`S^{++}`$ and $`S^{}`$ are self-adjoint, and that $`S^+`$ is the adjoint of $`S^+`$. It then follows that $`D`$ is self-adjoint. Therefore, $`\mathrm{Tr}\left(Qe^{tD}\right)`$ is real; this implies necessarily that $`c_1=c_2`$. ∎

We remark in passing that it is exactly this argument which shows that the term $`_M\mathrm{Tr}(720QSE)`$ appearing in  for scalar $`Q`$ must be replaced by the term $`_M\mathrm{Tr}(360Q(SE+ES))`$ for endomorphism valued $`Q`$ .

Since $`c_1=c_2`$, the lack of commutativity involved in dealing with endomorphisms plays no role; thus it suffices to consider the scalar case where everything is commutative. We assume therefore for the remainder of this letter that the bundles $`V^\pm =M^\pm \times `$ are trivial line bundles and that the operators $`D^\pm `$ are scalar. Thus we may drop ‘$`\mathrm{Tr}`$’ from the notation. We set $`\alpha _1:=c_1=c_2`$ \- the symmetrization term then becomes

$$(4\pi )^{m/2}\frac{1}{360}_\mathrm{\Sigma }\alpha _1(Q^+S^{++}S^+S^++Q^{}S^{}S^+S^+).$$

## 4. Doubling the manifold

In Section 2, we related the heat trace asymptotics for transfer and Robin boundary conditions by taking $`S^+=S^+=0`$. We now give a different relationship between transfer and Robin boundary conditions related to doubling the manifold.

###### Lemma 4.1.

Let $`M^\pm :=M^0`$ be a $`m`$-dimensional Riemannian manifold with boundary $`M^0=\mathrm{\Sigma }`$ and let $`D^\pm =D^0`$ be a scalar operator of Laplace type. Fix an angle $`0<\theta <\frac{\pi }{2}`$. Let $`S^{++}`$ and $`S^+`$ be arbitrary. Set:

$$\begin{array}{cc}S^+\hfill & :=S^+,\hfill \\ S^{}\hfill & :=S^{++}+(\mathrm{tan}\theta \mathrm{cot}\theta )S^+,\hfill \\ S_\varphi \hfill & :=S^{++}+\mathrm{tan}\theta S^+=S^{}+\mathrm{cot}\theta S^+,\hfill \\ S_\psi \hfill & :=S^{++}\mathrm{cot}\theta S^+=S^{}\mathrm{tan}\theta S^+.\hfill \end{array}$$

Then:

$`a_n(Q,D,_T(𝒮))`$ $`=`$ $`a_n(\mathrm{cos}^2\theta Q^++\mathrm{sin}^2\theta Q^{},D^0,_{R(S_\varphi )})`$
$`+`$ $`a_n(\mathrm{sin}^2\theta Q^++\mathrm{cos}^2\theta Q^{},D^0,_{R(S_\psi )}).`$
###### Proof.

If $`u,vC^{\mathrm{}}(V^0)`$, define $`u^\varphi ,v^\psi C^{\mathrm{}}(M)`$ by setting

$$\begin{array}{cc}u^\varphi (x^+)=\mathrm{cos}\theta u(x),\hfill & u^\varphi (x^{})=\mathrm{sin}\theta u(x)\hfill \\ v^\psi (x^+)=\mathrm{sin}\theta v(x),\hfill & v^\varphi (x^{})=\mathrm{cos}\theta v(x).\hfill \end{array}$$

The conditions $`_T(𝒮)u^\varphi =0`$ and $`_T(𝒮)v^\psi =0`$ are equivalent to the conditions:

$$\begin{array}{cc}(_{\nu ^0}+S^{++}+\mathrm{tan}\theta S^+)u|_{M^0}=0,\hfill & (_{\nu ^0}+S^{}+\mathrm{cot}\theta S^+)u|_{M^0}=0,\hfill \\ (_{\nu ^0}+S^{++}\mathrm{cot}\theta S^+)v|_{M^0}=0,\hfill & (_{\nu ^0}+S^{}\mathrm{tan}\theta S^+)v|_{M^0}=0,\hfill \end{array}$$

or equivalently to the conditions $`(_{\nu ^0}+S_\varphi )u|_{M^0}=0`$ and $`(_{\nu ^0}+S_\psi )v|_{M^0}=0`$.

Let $`\{\lambda _i,u_i\}`$ and $`\{\mu _j,v_j\}`$ be discrete spectral resolutions for $`D^0`$ for Robin boundary conditions $`_R(S_\varphi )`$ and $`_R(S_\varphi )`$. Since

$$\begin{array}{cccc}Du_i^\varphi =\lambda _iu_i^\varphi ,\hfill & Dv_j^\psi =\mu _jv_j^\psi ,\hfill & _T(𝒮)u_i^\varphi =0,\hfill & \text{and }_T(𝒮)v_j^\psi =0,\hfill \end{array}$$

and since $`\{u_i^\varphi ,v_j^\psi \}`$ is a complete orthonormal basis for $`L^2(M)`$, $`\{\lambda _i,u_i^\varphi \}\{\mu _j,v_j^\psi \}`$ is a discrete spectral resolution of $`D`$ with transfer boundary conditions $`_T(𝒮)`$. Thus we may compute:

$`\mathrm{Tr}_{L^2}(Qe^{tD_{_T(𝒮)}})=_M_iQe^{t\lambda _i}|u_i^\varphi |^2+_M_jQe^{t\mu _j}|v_j^\psi |^2\}`$

$`=_{M^0}_i(\mathrm{cos}^2\theta Q^++\mathrm{sin}^2\theta Q^{})|u_i|^2e^{t\lambda _i}`$

$`+_{M^0}_j(\mathrm{sin}^2\theta Q^++\mathrm{cos}^2\theta Q^{})|v_j|^2e^{t\mu _j}`$

$`=\mathrm{Tr}_{L^2}(\mathrm{cos}^2\theta Q^++\mathrm{sin}^2\theta Q^{})e^{tD_{_R(\varphi )}^0}`$

$`+\mathrm{Tr}_{L^2}(\mathrm{sin}^2\theta Q^++\mathrm{cos}^2\theta Q^{})e^{tD_{_R(\psi )}^0}`$. ∎

We use Lemma 4.1 as follows. We set $`Q^{}=0`$. (The case $`Q^{}0`$ may be used as a check, but no additional information is obtained.) We use  (Theorem 1.2), Lemma 3.1, and Lemma 4.1 to derive the following relations,

$`192Q^+(\mathrm{cos}^2\theta S_\varphi ^2+\mathrm{sin}^2\theta S_\psi ^2)=192Q^+(S^{++}S^{++}+S^+S^+)`$

$`=192Q^+S^{++}S^{++}+\alpha _0Q^+S^+S^+`$,

$`480Q^+(\mathrm{cos}^2\theta S_\varphi ^3+\mathrm{sin}^2\theta S_\psi ^3)`$

$`=480Q^+(S^{++}S^{++}S^{++}+3S^{++}S^+S^++S^+S^+S^+[\mathrm{tan}\theta \mathrm{cot}\theta ])`$

$`=480Q^+S^{++}S^{++}S^{++}+\alpha _1Q^+S^{++}S^+S^+`$

$`+\alpha _2Q^+[S^{++}+S^+(\mathrm{tan}\theta \mathrm{cot}\theta )]S^+S^+,`$

$`480Q^+L_{aa}(\mathrm{cos}^2\theta S_\varphi ^2+\mathrm{sin}^2\theta S_\psi ^2)=480Q^+L_{aa}(S^{++}S^{++}+S^+S^+)`$

$`=480Q^+L_{aa}S^{++}S^{++}+(\alpha _3+\alpha _4)Q^+L_{aa}S^+S^+,`$

$`240Q_{;\nu ^+}^+(\mathrm{cos}^2\theta S_\varphi ^2+\mathrm{sin}^2\theta S_\psi ^2)=240Q_{;\nu ^+}^+(S^{++}S^{++}+S^+S^+)`$

$`=240Q_{;\nu ^+}^+S^{++}S^{++}+\alpha _5Q_{;\nu _+}^+S^+S^+`$.

This implies that:

(4.1)
$$192=\alpha _0,960=\alpha _1,480=\alpha _2,480=\alpha _3+\alpha _4,\alpha _5=240.$$

## 5. Conformal variations

The missing information about $`\{\alpha _3,\alpha _4\}`$ is obtained via conformal transformations. As before, we deal only with the scalar situation. Given $`(M,D)`$ and $`\psi ^+C^{\mathrm{}}(M^+)`$, we vary the structures on $`M^+`$ to define the one-parameter family of operators

$$D(\epsilon ):=(e^{2\epsilon \psi ^+}D^+,D^{})$$

with associated structures $`g^+(\epsilon ):=e^{2\epsilon \psi ^+}g^+`$, $`^+(\epsilon )`$, and $`E^+(\epsilon )`$. To ensure that $`g^+(\epsilon )|_\mathrm{\Sigma }=g^{}|_\mathrm{\Sigma }`$, we assume $`\psi ^+`$ vanishes on $`\mathrm{\Sigma }`$. Let $`Q=(Q^+,0)`$, $`\psi :=(\psi ^+,0)`$, and

$$𝒮(\epsilon ):=_T(𝒮(0))(\epsilon )\text{Id}.$$

The following Lemma is a purely formal computation; see  for details.

###### Lemma 5.1.

Adopt the notational conventions established above. Then

1. $`_\epsilon |_{\epsilon =0}a_n(1,D(\epsilon ),_T(𝒮(\epsilon )))=(mn)a_n(\psi ,D,_T(𝒮))`$.
2. $`_\epsilon |_{\epsilon =0}a_n(e^{2\epsilon \psi }Q,D(\epsilon ),_T(𝒮(\epsilon )))=0\text{ for }m=n+2`$.

We use the following relations to apply Lemma 5.1:

$$\begin{array}{cc}|_{\epsilon =0}S^{++}(\epsilon )=\frac{m2}{2}\psi _{;\nu ^+}^+,\hfill & S^+(\epsilon )=S^+(0),\hfill \\ S^+(\epsilon )=S^+(0),\hfill & S^{}(\epsilon )=S^{}(0),\hfill \\ _\epsilon |_{\epsilon =0}L_{aa}^+(\epsilon )=(m1)\psi _{;\nu ^+}^+,\hfill & _\epsilon |_{\epsilon =0}\{_{\nu ^+}^+(\epsilon )(e^{2\epsilon \psi }Q)\}=2Q\psi _{;\nu ^+}^+.\hfill \end{array}$$

Clearly Lemma 5.1 (1) yields no new information as the localizing function is continuous on $`\mathrm{\Sigma }`$ and thus cannot separate the contributions from $`\alpha _3`$ and $`\alpha _4`$. In fact, comparing the coefficient of the invariant $`\psi _{;\nu ^+}^+S^+S^+`$, one obtains

$`\frac{m2}{2}(\alpha _1+\alpha _2)(m1)(\alpha _3+\alpha _4)=(m4)\alpha _5`$
which is consistent with Equation (4.1). However, Lemma 5.1 (2) with $`m=6`$ yields the additional relation:

$`2\alpha _15\alpha _32\alpha _5=0.`$
We use Equation (4.1) to complete the proof of Theorem 1.2 by computing:

(5.1) $`\alpha _3=288,\alpha _4=192.`$
## Acknowledgements

The research of P.G. was partially supported by the NSF (USA) and the MPI (Leipzig), K.K. and D.V. were supported by the MPI (Leipzig).


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# On the quotient ring by diagonal invariants

## 1. Introduction

### 1.1.

Let $`W`$ be a Weyl group, $`𝔥`$ its reflection representation, and $`[𝔥]`$ the ring of polynomial functions on $`𝔥`$. The action of $`W`$ on $`𝔥`$ extends to an action by algebra automorphisms on $`[𝔥]`$ by $`wf(x)=f(w^1x)`$. It is a classical fact that the ring of invariants

$$[𝔥]^W=\{f[𝔥]:wf=f\text{ for all }wW\}$$

is a polynomial ring in $`dim(𝔥)`$ variables, \[16, Chapter 3\]. Furthermore, the coinvariant ring

$$[𝔥]^{coW}=\frac{[𝔥]}{[𝔥]_+^W}$$

is a finite dimensional vector space, isomorphic as a $`W`$–module to the regular representation $`W`$ of $`W`$, \[16, Chapter 3\]. (Here, $`[𝔥]_+^W`$ denotes the ideal of $`[𝔥]`$ generated by invariant polynomials without constant term.) These important results are fundamental in algebraic geometry, the representation theory of finite simple groups of Lie type and the theory of Lie algebras.

### 1.2.

Recently, attention has focused on a “double” analogue of the above results. The space $`𝔥`$ is replaced by $`𝔥𝔥^{}`$, and its corresponding diagonal $`W`$–action. The orbit space $`𝔥𝔥^{}/W`$ is a particularly interesting example of a symplectic singularity, of current interest in algebraic geometry, . Moreover, the process of “doubling up” is crucial to the study of Nakajima quiver varieties and preprojective algebras, the Hilbert scheme of points in the plane, , and in Lie theoretic work on principal nilpotent pairs, .

### 1.3.

The ring of invariants $`[𝔥𝔥^{}]^W`$ is never smooth and for general $`W`$, its generators and relations are poorly understood, . It is, however, expected that the ring of coinvariants

$$[𝔥𝔥^{}]^{coW}=\frac{[𝔥𝔥^{}]}{[𝔥𝔥^{}]_+^W}$$

should display interesting combinatorial properties, relating to its $`W`$–action and its natural grading arising from setting $`\mathrm{deg}(x)=1`$ and $`\mathrm{deg}(y)=1`$ for $`x𝔥^{}`$ and $`y𝔥`$, .

In the case $`W=𝔖_n`$, the work of Haiman on the $`n!`$–conjecture shows that the Hilbert series of $`[𝔥𝔥^{}]^{coW}`$ is $`t^{n(n1)/2}(1+t+\mathrm{}+t^n)^{n1}`$, and determines its decomposition as an $`𝔖_n`$–module, . This confirms several conjectures in .

### 1.4.

In this paper we extend the above results to all Weyl groups. Our main theorem is the following, confirming a conjecture of Haiman \[14, Section 7\].

###### Theorem.

Let $`W`$ be a Weyl group. Let $`n`$ be the rank of $`W`$ and $`h`$ the Coxeter number. Let $`D_W=[𝔥𝔥^{}]^{coW}`$. Then there exists a $`W`$–stable quotient ring $`R_W`$ of $`D_W`$ satisfying the following properties:

1. $`dimR_W=(h+1)^n`$;
2. $`R_W`$ is $``$–graded with Hilbert series $`t^N(1+t+\mathrm{}+t^h)^n`$;
3. The image of $`[𝔥]`$ in $`R_W`$ is the classical coinvariant algebra, $`[𝔥]^{coW}`$;
4. As a $`W`$–module $`R_Wϵ`$ is isomorphic to the permutation representation of $`W`$ on the reduction of the root lattice modulo $`h+1`$, written $`Q/(h+1)Q`$.

It is known that for $`W`$ not of type $`A`$, $`R_W`$ is usually a proper quotient of $`D_W`$. For dihedral groups the theorem is known by calculations of Alfano and Reiner.

### 1.5.

Let us make some comments on the method of proof, which is rather indirect. Our strategy is to find a non–commutative deformation of $`R_W`$ which has all the properties discussed in the theorem. This non–commutative deformation is a simple module of a rational Cherednik algebra associated to $`W`$. The rational Cherednik algebras, introduced by Etingof and Ginzburg , are members of a certain flat family of deformations of the skew group algebra $`[𝔥𝔥^{}]W`$. The parameter set for this family is the $`W`$–invariant functions $`c:R`$, where $`R`$ denotes the set of roots attached to $`W`$. We denote the corresponding algebra by $`H_c`$. It is known that $`WH_c`$ for all $`c`$.

Of crucial importance is the existence of a faithful “Dunkl representation” for these algebras, allowing us to relate the representation theory of a rational Cherednik algebra $`H_c`$ through monodromy to the representation theory of the Hecke algebra associated to $`W`$ at parameter $`q=exp(2\pi ic)`$.

Using known results on the representation theory of Hecke algebra at roots of unity, we can describe quite well a simple module, $`L`$, for $`H_c`$ at a particular value of $`c`$. In particular, it is possible to understand the decomposition of $`L`$ as a $`W`$–module, and describe a certain $``$–grading on it.

Let $`e_ϵW`$ be the sign idempotent. Define the spherical algebra to be $`e_ϵH_ce_ϵ`$ for any $`c`$ and note that $`H_ce_ϵ`$ is a $`(H_c,e_ϵH_ce_ϵ)`$–bimodule. The spherical algebra has a one–dimensional module $``$. It turns out that $`L`$ has an alternative description as the induced module $`H_ce_ϵ_{e_ϵH_ce_ϵ}`$. Passing to the associated graded module we find a surjective homomorphism from $`[𝔥𝔥^{}]e_ϵ_{[𝔥𝔥^{}]^We_ϵ}`$ to $`grL`$. For Theorem Theorem we set $`R_W=grL`$.

### 1.6.

It seems likely that the proof can be adapted to deal with a larger class of complex reflection groups. In particular for the wreath products $`_m𝔖_n`$, that is complex reflection groups of type $`G(m,1,n)`$, results of Weyl on the generation of $`[𝔥𝔥^{}]^W`$ by generalised polarisations should allow one to prove an analogue of the important Proposition 4.8. Using the work of Dunkl and Opdam, \[10, Section 3.5\] on shifts of Dunkl operators, and the work of Ariki, , and Broué, Malle and Rouquier, , on cyclotomic Hecke algebras and their representations, it should be possible to extend Theorem Theorem to this larger class of groups.

### 1.7.

The paper is organised as follows. In Section 2 we recall basic definitions from rational Cherednik algebras. Section 3 discusses Hecke algebras and their relation to rational Cherednik algebras. In Section 4 we find the finite dimensional simple $`H_c`$–module described above. Finally, in Section 5, we relate the earlier sections to the coinvariants of $`W`$ on $`[𝔥𝔥^{}]`$, proving Theorem Theorem.

### 1.8.

In recent work, , Berest, Etingof and Ginzburg have found a character formula for all finite dimensional simple $`H_c`$–modules in type $`A`$, and for many in other types. Their techniques, which were discovered independently, are similar to those used here and point towards links with Hilbert schemes on the plane and other “doubled” geometric objects. We thank Ginzburg for bringing this work to our attention. Moreover, we are indebted to Etingof for showing how to extend our earlier version of Proposition 4.8 and of Theorem Theorem(4) from classical Weyl groups to the exceptional types. Without this, our results would be less complete.

## 2. Rational Cherednik algebras

### 2.1.

The following is due to Etingof and Ginzburg, . Let $`W`$ be a Weyl group, and $`𝔥`$ its reflection representation over $``$. Let $`R𝔥^{}`$ be the root system corresponding to $`W`$. To each $`W`$–invariant function $`c:R`$ one can attach an associative algebra $`H_c`$, called the rational Cherednik algebra. Given $`\alpha R`$, write $`\alpha ^{}𝔥`$ for the corresponding coroot and $`s_\alpha GL(𝔥)`$ for the reflection corresponding to $`\alpha `$. The rational Cherednik algebra $`H_c`$ is generated by the vector spaces $`𝔥,𝔥^{}`$, and the group $`W`$, with defining relations given by

$`wxw^1=w(x),wyw^1=w(y),`$ $`\text{for all }y𝔥,x𝔥^{},wW`$
$`x_1x_2=x_2x_1,y_1y_2=y_2y_1,`$ $`\text{for all }y_1,y_2𝔥,x_1,x_2𝔥^{}`$
$`yxxy=y,x{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha R}{}}c_\alpha y,\alpha \alpha ^{},xs_\alpha ,`$ $`\text{for all }y𝔥,x𝔥^{}.`$
### 2.2.

The elements $`x𝔥^{}`$ generate a subalgebra $`[𝔥]H_c`$ of polynomial functions on $`𝔥`$, the elements $`y𝔥`$ generate a subalgebra $`[𝔥^{}]H_c`$, and the elements $`wW`$ span a copy of the group algebra $`W`$ sitting naturally inside $`H_c`$. By \[11, Theorem 1.3\] there is a Poincaré–Birkhoff–Witt isomorphism

(1)
$$\begin{array}{ccc}[𝔥]W[𝔥^{}]& \stackrel{}{}& H_c.\end{array}$$

### 2.3.

Let $`\{x_i\}`$ and $`\{y_i\}`$ be a pair of dual bases of $`𝔥^{}`$ and $`𝔥`$ respectively. Viewing $`𝔥`$ and $`𝔥^{}`$ as subspaces of $`H_c`$, we let $`𝐡=\frac{1}{2}_i(x_iy_i+y_ix_i)H_c`$, which is independent of the choice of bases. Let $`(,)`$ be the complex bilinear form on $`𝔥`$ extending the Euclidean inner product. Define $`𝐱^2[𝔥]`$ to be the squared norm function $`x(x,x)`$ and let $`𝐲^2[𝔥^{}]`$ be defined similarly. By \[2, (2.6)\], $`\{𝐱^2,𝐡,𝐲^2\}`$ forms an $`𝔰𝔩_2`$–triple in the algebra $`H_c`$.

### 2.4. A filtration

There exists a filtration on $`H_c`$ with $`\mathrm{deg}(x)=\mathrm{deg}(y)=1`$ and $`\mathrm{deg}(w)=0`$ for $`x𝔥^{}`$, $`y𝔥`$ and $`wW`$. By the Poincaré-Birkhoff-Witt isomorphism, the associated graded ring of $`H_c`$ with respect to this filtration, $`grH_c`$, equals $`[𝔥𝔥^{}]W`$. Using the non–commutativity of $`H_c`$, a standard procedure, \[11, Section 2\], produces a Poisson bracket on $`[𝔥𝔥^{}]^W`$. This agrees with the Poisson bracket induced by the canonical $`W`$–invariant symplectic form on $`𝔥𝔥^{}`$, \[11, Lemma 2.23\].

### 2.5. Category $`𝒪_c`$

We recall the definition of a special subcategory of $`H_c`$–mod from \[2, Definition 2.4\]. Let $`𝒪_c`$ be the abelian category of finitely–generated $`H_c`$–modules $`M`$, such that the action on $`M`$ of the subalgebra $`[𝔥^{}]H_c`$ is locally finite, that is $`dim[𝔥^{}]m<\mathrm{}`$ for any $`mM`$, and such that for any $`P[𝔥^{}]^W`$ the action of $`PP(0)`$ is locally nilpotent. Let $`\text{Irrep}(W)`$ denote the set of simple $`W`$–modules, up to isomorphism. Given $`\tau \text{Irrep}(W)`$, we define an object of $`𝒪_c`$, called the standard module $`M_c(\tau )`$, to be the induced module

$$M_c(\tau )=H_c_{[𝔥^{}]W}\tau ,$$

where $`[𝔥^{}]W`$ acts on $`\tau `$ by sending $`pwm=p(0)(wm)`$, for $`p[𝔥^{}]`$, $`wW`$ and $`m\tau `$. It is shown in \[2, Section 2\] that each $`M_c(\tau )`$ has a unique simple quotient $`L_c(\tau )`$, that the set $`\{L_c(\tau ):\tau \text{Irrep}(W)\}`$ provides a complete list of non–isomorphic simple objects in $`𝒪_c`$, and that every object in $`𝒪_c`$ has finite length. Note that it follows from the Poincaré–Birkhoff–Witt theorem that the standard module $`M_c(\tau )`$ is a free $`[𝔥]`$-module of rank $`dim(\tau )`$.

## 3. Hecke Algebras

### 3.1.

Let $`B_W`$ be the braid group of $`W`$, in other words the fundamental group of the variety $`𝔥^{\text{reg}}/W`$. Fix a point $`𝔥^{\text{reg}}`$ and for each simple reflection $`s_\alpha W`$, let $`T_\alpha `$ be the class in $`B_W`$ corresponding to a straight path from the point $``$ to the point $`s_\alpha ()`$ with an inserted anti–clockwise semi–circle around the hyperplane $`\alpha =0`$. Given $`𝐪:R^{}`$ ($`\alpha q_\alpha `$), a $`W`$–invariant function, we define $`_W(𝐪)`$ to be the quotient of the group algebra $`[B_W]`$ by the ideal generated by $`(T_\alpha 1)(T_\alpha q_\alpha )`$. The algebra $`_W(𝐪)`$ is the Hecke algebra of $`W`$.

### 3.2.

It is well–known that $`dim_W(𝐪)=|W|`$. When $`𝐪=\mathrm{𝟏}`$, $`_W(𝐪)=W`$. For a generic choice of $`𝐪`$ the algebra $`_W(𝐪)`$ is semisimple and isomorphic to $`W`$. For any choice of $`𝐪`$, there exist a set of $`_W(𝐪)`$-modules labelled by the simple $`W`$–modules, . These are called Specht modules and written $`S_𝐪(\lambda )`$ for $`\lambda \text{Irrep}(W)`$. These are simple–headed and give a complete set of non–isomorphic irreducible $`_W(𝐪)`$–modules in the semisimple case. If $`_W(𝐪)`$ is not semisimple the composition factors of $`S_𝐪(\lambda )`$ are the entries of the decomposition matrix for $`_W(𝐪)`$.

### 3.3.

We need to recall a few results about Dunkl operators, which link rational Cherednik algebras to Hecke algebras, see \[2, Section 2\]. According to \[11, Proposition 4.5\], the algebra $`H_c`$ has a faithful “Dunkl representation”, an injective algebra homomorphism $`H_cD(𝔥^{\text{reg}})W`$. This allows us to consider $`M|_{𝔥^{\text{reg}}}`$, the localisation of an $`H_c`$–module $`M`$, as a $`W`$–equivariant $`D`$–module on $`𝔥^{\text{reg}}`$.

In particular, the standard module $`M_c(\tau )|_{𝔥^{\text{reg}}}`$, viewed as a $`D`$-module on $`𝔥^{\text{reg}}`$, is the trivial vector bundle $`[𝔥^{\text{reg}}]\tau `$ equipped with a flat connection. It is well–known that the connection is the Knizhnik-Zamolodchikov connection with values in $`\tau `$. Moreover, the monodromy representation of the fundamental group $`B_W=\pi _1(𝔥^{\text{reg}}/W)`$ corresponding to this connection factors through the Hecke algebra $`_W(exp(2\pi ic))`$.

### 3.4.

In general, given a $`W`$–equivariant vector bundle $`M`$ on $`𝔥^{\text{reg}}`$ with a flat connection, the germs of the horizontal holomorphic sections of $`M`$ form a locally constant sheaf on $`𝔥^{\text{reg}}/W`$. Let $`Mon(M)`$ be the corresponding monodromy representation of the fundamental group $`\pi _1(𝔥^{\text{reg}}/W)`$ in the fibre over $``$, where $``$ is some fixed point in $`𝔥^{\text{reg}}/W`$. The following Lemma was proved by Opdam–Rouquier and presented in \[2, Lemma 2.10\].

###### Lemma.

Let $`N`$ be an object of $`𝒪_c`$ which is torsion–free over the subalgebra $`[𝔥]H_c`$. Then for any $`M`$ belonging to $`𝒪_c`$, the canonical map

$$\text{H}\text{om}_{H_c}(M,N)\text{H}\text{om}_{B_W}(Mon(M|_{𝔥^{\text{reg}}}),Mon(N|_{𝔥^{\text{reg}}}))$$

is injective.

In particular, this lemma applies to the case $`N=M_c(\tau )`$ for any $`\tau \text{Irrep}(W)`$.

## 4. A simple module for rational Cherednik algebras

### 4.1.

Let $`ϵ`$ be the sign representation of $`W`$ and $`e_ϵ=|W|^1_wϵ(w)w`$ the sign idempotent. Let $`e=|W|^1_ww`$, the trivial idempotent. Let $`h`$ be the Coxeter number of $`W`$. Given $`0kn`$, set $`𝔥_k=^k𝔥`$, the $`k`$–th exterior power of $`𝔥`$. In particular $`𝔥_1=𝔥`$ and $`𝔥_0=\text{triv}`$. Thanks to \[6, Theorem 9.13\] $`𝔥_k\text{Irrep}(W)`$. Let $`n=dim𝔥`$. Recall $`R`$ is the set of roots associated with $`W`$, and let $`R_+`$ be a set of positive roots. Set $`N=|R_+|`$.

### 4.2.

Each module $`M`$ in category $`𝒪_c`$ splits into a direct sum of generalised $`𝐡`$–eigenspaces, \[13, Section 2\]. Moreover, the action of $`𝐡`$ on the standard and simple modules in $`𝒪_c`$ is diagonalisable. To describe the $`𝐡`$–eigenspaces of $`M_c(\tau )`$ we introduce some notation. Let

$$\kappa _c=\underset{\alpha R_+}{}c_\alpha (1s_\alpha )$$

be the central element of $`W`$ canonically attached to $`c[R]^W`$. This element acts by a scalar, say $`\kappa _c(\tau )`$, on each irreducible representation $`\tau \text{Irrep}(W)`$. Thanks to \[13, Section 2\], for $`p[𝔥]_m`$ and $`v\tau `$ we have in $`M_c(\tau )`$

(2)
$$𝐡(pv)=(m+\frac{n}{2}+\kappa _c(\tau )\underset{\alpha R_+}{}c_\alpha )pv.$$

###### Lemma.

Keep the above notation. If $`c`$ is constant, then $`\kappa _c(𝔥_k)=hck`$.

###### Proof.

Recall $`N=|R_+|`$ and $`𝔥_k=^k𝔥`$. Since $`\kappa _c`$ is central, for all $`\tau \text{Irrep}(W)`$ we have

(3)
$$\kappa _c(\tau )=\frac{\chi _\tau (\kappa _c)}{dim\tau }=Nc\frac{c\chi _\tau (s_\alpha )}{dim\tau },$$

where $`\chi _\tau `$ is the character of $`\tau `$.

For any $`\alpha R`$, the reflection $`s_\alpha `$ fixes a hyperplane pointwise and acts as $`1`$ on its orthogonal complement, so that $`𝔥=FS`$, where $`dimF=n1`$ and $`dimS=1`$. Thus, the action of $`s_\alpha `$ on $`𝔥_k`$ is described by $`𝔥_k=^kF^{k1}FS`$. We deduce that

$$\chi _{𝔥_k}(s_\alpha )=\left(\genfrac{}{}{0pt}{}{n1}{k}\right)\left(\genfrac{}{}{0pt}{}{n1}{k1}\right).$$

Combining this with (3) yields

$$\kappa _c(𝔥_k)=Nc\frac{Nc\left(\left(\genfrac{}{}{0pt}{}{n1}{k}\right)\left(\genfrac{}{}{0pt}{}{n1}{k1}\right)\right)}{\left(\genfrac{}{}{0pt}{}{n}{k}\right)}=Nc\frac{Nc(n2k)}{n}=\frac{2Nck}{n}.$$

Since the Coxeter number of $`W`$ equals $`2N/n`$, \[16, Chapter 3\], the lemma follows. ∎

### 4.3.

In the following lemma, we make use of the relationship between rational Cherednik algebras and Hecke algebras.

###### Lemma.

Suppose $`c=(1+mh)/h`$ for $`m`$ a positive integer. Let $`\tau ,\mu \text{Irrep}(W)`$ be non–isomorphic and suppose that there is a non–zero $`H_c`$–homomorphism $`M_c(\tau )M_c(\mu )`$. Then $`\tau 𝔥_i`$ and $`\mu 𝔥_j`$ for some non–negative integers $`i`$ and $`j`$.

###### Proof.

By \[9, Section 6\] the composition multiplicities of the $`_W(q)`$–modules $`Mon(M_c(\mu )|_{𝔥^{\text{reg}}})`$ are described by the decomposition matrix for $`_W(q)`$. The decomposition matrix for $`𝐪=\mathrm{exp}(2\pi ic)`$ is described in \[4, Section 6.4\]. In particular, \[4, Lemma 6.5\] shows that the Specht modules associated to $`\lambda `$, for $`\lambda 𝔥_i`$ ($`0in`$), are irreducible and projective. Hence, to each such $`\lambda `$, there corresponds $`\mu `$ such that $`Mon(M_c(\mu )|_{𝔥^{\text{reg}}})`$ is irreducible and projective. By \[8, Corollary 3.5\] we must have that $`\mu =\lambda `$. Thus we have shown that $`Mon(M_c(\lambda )|_{𝔥^{\text{reg}}})`$ is an irreducible and projective $`_W(q)`$–module for $`\lambda 𝔥_i`$, $`0in`$. Furthermore, by \[4, Theorem 6.6\] there is a unique non–trivial block for $`_W(q)`$ containing the Specht modules associated to $`𝔥_i`$, so we deduce that $`Mon(M_c(𝔥_i)|_{𝔥^{\text{reg}}})`$ is not isomorphic to $`Mon(M_c(\lambda )|_{𝔥^{\text{reg}}})`$.

We have $`dim\text{H}\text{om}_{H_c}(M_c(\tau ),M_c(\mu ))\text{H}\text{om}_{_W(q)}(Mon(M_c(\tau )|_{𝔥^{\text{reg}}}),Mon(M_c(\mu )|_{𝔥^{\text{reg}}}))`$ by Lemma 3.4. The result follows from the above paragraph. ∎

### 4.4.

Let $`e_1,\mathrm{},e_n`$ be the exponents of $`W`$ and $`d_i=e_i+1`$, the degrees of the fundamental invariants for $`W`$, \[16, Chapter 3\]. Let

$$p=\underset{i=1}{\overset{n}{}}(1t^{d_i})^1,$$

the Hilbert series of the invariant ring $`[𝔥]^W`$.

###### Lemma.

Suppose $`c=(1+mh)/h`$ for $`m`$ a positive integer. The Hilbert series of $`e_ϵM_c(𝔥_{ni})`$ with respect to the $`𝐡`$–eigenspaces is

$$p(e_ϵM_c(𝔥_{ni}),t)=t^{mN+(ni)(mh+1)}p\underset{1j_1<\mathrm{}<j_in}{}t^{e_{j_1}+\mathrm{}+e_{j_i}}.$$

###### Proof.

As a $`[𝔥]W`$–module we have $`M_c(𝔥_{ni})[𝔥]𝔥_{ni}`$. Hence, the sign module appears in $`M_c(𝔥_{ni})`$ with multiplicity one for each appearance of $`(𝔥_{ni})^{}ϵ`$ in $`[𝔥]`$. Since $`𝔥_n=ϵ`$, there is a homomorphism $`𝔥_{ni}𝔥_iϵ`$, and hence an isomorphism $`𝔥_i(𝔥_{ni})^{}ϵ`$.

To determine the appearances of $`𝔥_i`$ in $`[𝔥]`$, we study

$$[𝔥]^{coW}=\frac{[𝔥]}{[𝔥]_+^W}.$$

By  there is a copy of $`𝔥`$ in degree $`e_i`$ for $`1in`$. Since $`[𝔥]^{coW}`$ is isomorphic to the regular representation of $`W`$, we know that $`𝔥_i`$ appears $`\left(\genfrac{}{}{0pt}{}{n}{i}\right)`$ times. Taking $`i`$ distinct copies of $`𝔥`$ in degrees $`e_{j_1},\mathrm{},e_{j_i}`$ we obtain a copy of $`𝔥_i`$ in degree $`e_{j_1}+\mathrm{}+e_{j_i}`$ by taking their wedge product. Running through all such products yields $`\left(\genfrac{}{}{0pt}{}{n}{i}\right)`$ copies of $`𝔥_i`$. Since the wedge product of the $`n`$ distinct copies of $`𝔥`$ above yields the unique copy of $`ϵ`$ in $`[𝔥]^{coW}`$, all the copies of $`𝔥_i`$ described above are distinct. Hence the Hilbert series of $`𝔥_i`$ in $`[𝔥]^{coW}`$ is given by $`_{1j_1<\mathrm{}<j_in}t^{e_{j_1}+\mathrm{}+e_{j_i}}`$.

It follows from the $`W`$–invariant graded decomposition

$$[𝔥][𝔥]^{coW}[𝔥]^W$$

that the Hilbert series for $`𝔥_i`$ in $`[𝔥]`$ is given by $`p_{1j_1<\mathrm{}<j_in}t^{e_{j_1}+\mathrm{}+e_{j_i}}.`$

The lowest $`𝐡`$–eigenspace in $`M_c(𝔥_{ni})`$ can be calculated from formula (2) on $`1v`$. Since $`c=(1+mh)/h`$ and $`nh/2=|R_+|`$, Lemma 4.2 shows that this equals $`mN+(ni)(1+mh).`$ The lemma follows. ∎

### 4.5.

The following lemma is crucial.

###### Lemma.

Suppose $`c=(1+mh)/h`$ for $`m`$ a positive integer. Then $`e_ϵL_c(𝔥_i)0`$.

###### Proof.

If $`L_c(𝔥_i)=M_c(𝔥_i)`$ the claim is clear, so suppose $`M_c(𝔥_i)`$ is not simple. Let $`R_c(𝔥_i)`$ be its radical (unique maximal submodule). Then $`M_c(𝔥_i)/R_c(𝔥_i)=L_c(𝔥_i)`$. Moreover, the lowest $`𝐡`$–eigenspace of $`R_c(𝔥_i)`$ yields a homomorphism $`M_c(\tau )R_c(𝔥_i)`$ for some $`\tau \text{Irrep}(W)`$. By Lemma Lemma we know that $`\tau `$ must have the form $`𝔥_j`$ for some $`j`$. By \[13, Section 3\] we have $`\kappa _c(𝔥_i)<\kappa _c(𝔥_j)`$ which by Lemma 4.2 shows that $`j>i`$. By Lemma 4.4, the difference in the lowest $`𝐡`$–eigenspaces of $`M_c(𝔥_i)`$ and $`M_c(𝔥_j)`$ which contain a copy of $`ϵ`$ is at least $`mh+1e_i`$ for some $`i`$. As all exponents $`e_i`$ are less than the Coxeter number, $`M_c(𝔥_j)`$ cannot map onto the lowest $`𝐡`$–eigenspace of $`M_c(𝔥_i)`$ containing a copy of $`ϵ`$. Thus means that $`R_c(𝔥_i)`$ cannot contain all copies of $`ϵ`$. ∎

### 4.6.

In this section we consider only the value $`c=1/h`$.

###### Lemma.

Let $`c=1/h`$. Then $`H_c`$ has a one dimensional module, whose restriction to $`W`$ is the trivial module.

###### Proof.

For type $`A`$ this follows from \[2, Remark following Proposition 5.7\]. We will prove this for type $`B`$, the other cases being similar.

Let $`\{x_1,\mathrm{},x_n\}`$ be the standard basis for $`𝔥^{}`$ and $`\{y_1,\mathrm{},y_n\}`$ for $`𝔥`$. Recall, \[16, Chapter 2\], that $`W=_2𝔖_n`$ and that the positive roots of $`W`$ can be chosen to be the elements of $`𝔥`$ of the form $`x_i\pm x_j`$ for $`1i<jn`$ (short roots) and $`2x_i`$ for $`1in`$ (long roots).

Let $`c_s`$ and $`c_l`$ be the values of $`c:R`$ on the short and long roots respectively. Calculation gives the following formula:

$$[y_i,x_j]=\delta _{ij}+\{\begin{array}{cc}c_s_{ti}(s_{x_{i+t}}+s_{x_{it}})2c_ls_{x_i}\hfill & \text{if }i=j,\hfill \\ c_s(s_{x_{i+j}}s_{x_{ij}})\hfill & \text{if }ij\text{.}\hfill \end{array}$$

The trivial representation sends the group elements to $`1`$, so setting $`c_s=c_l=\frac{1}{2n}=1/h`$ proves that $`[y_i,x_j]0`$. The lemma follows. ∎

###### Remark.

For $`c=1/h`$ it can be shown using a Koszul resolution that we have

$$[M_c(𝔥_i):L_c(𝔥_j)]=\{\begin{array}{cc}1\hfill & \text{if }j=i,i+1\hfill \\ 0\hfill & \text{otherwise,}\hfill \end{array}$$

and $`M_c(\tau )=L_c(\tau )`$ if $`\tau 𝔥_i`$ for all $`i`$. This is greatly generalised in .

### 4.7.

Consider the functor $`F:H_cmode_ϵH_ce_ϵmod`$ which sends $`M`$ to $`e_ϵM`$. Since $`e_ϵ`$ is an idempotent, this functor is exact. All objects in category $`𝒪_c`$ have finite length, hence Lemma 4.5 shows that if $`c=(1+mh)/h`$ then $`M_c(\tau )`$ is simple for $`\tau 𝔥_i`$ and $`[M_c(𝔥_i):L_c(𝔥_j)]=[e_ϵM_c(𝔥_i):e_ϵL_c(𝔥_j)]`$. Let $`D`$ be the $`n+1\times n+1`$ matrix whose $`i,j`$–th entry is given by $`[M_c(𝔥_i):L_c(𝔥_j)]`$. By Lemma 4.2 and \[13, Section 3, Proof of Theorem 8\] this is an upper triangular matrix. This means that there is a unique way to write $`e_ϵL_c(𝔥_j)`$ in terms of $`e_ϵM_c(𝔥_i)`$.

###### Lemma.

Suppose that $`c=(1+h)/h`$. We have $`_{i=0}^n(1)^ip(e_ϵ(M_c(𝔥_i),t)=1`$.

###### Proof.

By Lemma 4.4 we have

$`{\displaystyle \underset{i=0}{\overset{n}{}}}(1)^ip(e_ϵ(M_c(𝔥_i))`$ $`=`$ $`p{\displaystyle \underset{i=0}{\overset{n}{}}}(1)^it^{N+i(h+1)}{\displaystyle \underset{1j_1<\mathrm{}<j_{ni}n}{}}t^{e_{j_1}+\mathrm{}+e_{j_{ni}}}`$
$`=`$ $`pt^N{\displaystyle \underset{k=1}{\overset{n}{}}}(t^{e_k}t^{h+1})`$
$`=`$ $`pt^N{\displaystyle \underset{k=1}{\overset{n}{}}}t^{e_k}(1t^{h+1e_k}).`$
By \[16, Chapter 3\] the sum $`_{k=1}^ne_k=N`$, whilst the multiset $`\{h+1e_k:1kn\}`$ equals $`\{d_k:1kn\}`$. We deduce that

$`{\displaystyle \underset{i=0}{\overset{n}{}}}(1)^np(e_ϵ(M_c(𝔥_i))=p{\displaystyle \underset{k=1}{\overset{n}{}}}(1t^{d_k})=1,`$
as required. ∎

### 4.8. Shifting

We now need an analogue of a theorem of Berest, Etingof and Ginzburg for non–regular values of $`c`$. Let $`\mathrm{𝟏}:R`$ be the map taking the value $`1`$ everywhere. To indicate provenance, we give two versions of the following Proposition. The second is due to Berest, Etingof and Ginzburg and will appear in . We thank the authors for allowing us to reproduce the result here.

###### Proposition (Version 1).

Let $`W`$ be a Weyl group of type $`A,B,D`$ or $`G_2`$. Then for any function $`c`$ there is an algebra isomorphism $`e_ϵH_ce_ϵeH_{c\mathrm{𝟏}}e`$.

###### Proof.

The proof follows the same lines as \[2, Proposition 4.11\] with one exception. We need to know for all values of $`c`$ that $`eH_ce`$ is generated by its positive part $`[𝔥]^We`$ and the element $`𝐲^2`$. This follows from \[21, Appendix 2\] which shows that diagonal invariants of $`W`$ on $`[𝔥𝔥^{}]`$ are generated by $`[𝔥]^W`$ and $`[𝔥^{}]^W`$ and their Poisson brackets. Since $`gr(eH_ce)=eS(𝔥𝔥^{})eS(𝔥𝔥^{})^W`$ and the Poisson bracket is induced by the commutator in $`eH_ce`$, Section 2.4, it follows that $`eH_ce`$ is generated by $`[𝔥]^We`$ and $`[𝔥^{}]^We`$. Finally, \[2, Corollary 4.9\] shows that $`eH_ce`$ is generated by $`[𝔥^{}]^We`$ and $`𝐲^2e`$. ∎

###### Proposition (Version 2, ).

For any function $`c`$ there is an algebra isomorphism $`e_ϵH_ce_ϵeH_{c\mathrm{𝟏}}e`$.

###### Proof.

Let $`\theta _c:eH_{c\mathrm{𝟏}}e\text{E}\text{nd}([𝔥])`$ be the spherical Harish–Chandra homomorphism, and $`\theta _c^{}:e_ϵH_ce_ϵ\text{E}\text{nd}([𝔥])`$ the antispherical Harish–Chandra homomorphism, \[11, Section 4\]. The image of these maps lies in differential operators on $`𝔥^{\text{reg}}`$, preserving $`[𝔥]`$. Give $`H_c`$ the filtration induced by setting $`\mathrm{deg}(x)=\mathrm{deg}(w)=0`$ and $`\mathrm{deg}(y)=1`$ for $`x𝔥^{},y𝔥`$ and $`wW`$, and put the filtration on differential operators induced by order. By \[11, Proposition 4.5\] both $`\theta _c`$ and $`\theta _c^{}`$ are flat families of injective filtration preserving homomorphisms, such that the associated graded maps are injective. Since, by \[2, Propositions 4.10 and 4.11\], the images of $`\theta _c`$ and $`\theta _c^{}`$ are equal for generic values of $`c`$, the images are equal for all values of $`c`$. The isomorphism from $`e_ϵH_ce_ϵ`$ to $`eH_{c\mathrm{𝟏}}e`$ is thus given by $`\theta _c^1\theta _c^{}`$. ∎

### 4.9.

For $`c=(1+h)/h`$ we can now describe the Hilbert series of $`L_c(\text{triv})`$.

###### Theorem.

Set $`c=(1+h)/h`$. The simple $`H_c`$–module $`L_c(\text{triv})`$ is finite dimensional. Its Hilbert series is given by

$$p(L_c(\text{triv}),c)=t^N(1+t+t^2+\mathrm{}+t^h)^n.$$

###### Proof.

Under the shift isomorphism of Proposition 4.8(Version 2) $`𝐱^2e`$ is sent to $`𝐱^2e_ϵ`$ and $`𝐲^2e`$ to $`𝐲^2e_ϵ`$, \[2, Proof of Proposition 4.11\]. Since $`\{𝐱^2e,𝐡e,𝐲^2e\}`$ and $`\{𝐱^2e_ϵ,𝐡e_ϵ,𝐲^2e_ϵ\}`$ form $`𝔰𝔩_2`$–triples in $`eH_{c\mathrm{𝟏}}e`$ and $`e_ϵH_ce_ϵ`$ respectively, it follows that the shift isomorphism sends $`𝐡e=[𝐱^2e,𝐲^2e]`$ to $`𝐡e_ϵ=[𝐱^2e_ϵ,𝐲^2e_ϵ]`$.

Thanks to Lemma 4.6 and Proposition 4.8(Version 2) there is a one–dimensional $`e_ϵH_ce_ϵ`$–module. Call this one–dimensional module $``$. By the above paragraph $`𝐡e_ϵ`$ acts on $``$ with weight zero since $`𝐡e`$ does so on the trivial module. Thus Lemma 4.7 shows how to write $``$ in terms of the standard modules.

Define a functor $`G:e_ϵH_ce_ϵmodH_cmod`$ sending $`M`$ to $`G(M)=H_ce_ϵ_{e_ϵH_ce_ϵ}M`$. Since $`H_ce_ϵ`$ is a finite module over $`e_ϵH_ce_ϵ`$, $`G`$ preserves finite dimensionality. Suppose $`M`$ is a finite dimensional simple $`e_ϵH_ce_ϵ`$–module. Consider a composition series for $`G(M)`$

$$G(M)=X_0X_1\mathrm{}X_n0.$$

By \[7, Théorème 4.1\] each finite dimensional simple $`H_c`$–module belongs to the category $`𝒪_c`$. By Lemma Lemma if $`L_c(\tau )`$ is finite dimensional then $`\tau 𝔥_i`$ for some $`i`$. Thus Lemma 4.5 shows that $`F`$ is exact and faithful on the finite dimensional simple modules of $`𝒪_c`$. We deduce a composition series

$$F(G(M))=F(X_0)F(X_1)\mathrm{}F(X_n)0.$$

But $`F(G(M))=e_ϵ(H_ce_ϵ_{e_ϵH_ce_ϵ}M)=M`$. Hence $`F(X_1)=0`$, implying that $`X_1=0`$. Hence $`G`$ preserves the simplicity of finite dimensional representations.

Let $`L=G()`$. By construction $`L`$ contains a copy of $`ϵ`$ in degree 0. By Lemma 4.4 the unique standard module $`M_c(𝔥_i)`$ with $`ϵ`$ appearing in degree $`0`$ is $`M_c(𝔥_0)`$. Thus $`L`$ must be a factor of $`M_c(𝔥_0)`$. In other words $`LL_c(𝔥_0)`$. By Lemma 4.7 we deduce that

$$L_c(𝔥_0)=\underset{i=0}{\overset{n}{}}(1)^iM_c(𝔥_i).$$

Thus we find that

$`p(L_c(𝔥_0),t)`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{n}{}}}(1)^ip(M_c(𝔥_i),t)`$
$`=`$ $`{\displaystyle \underset{i=0}{\overset{n}{}}}(1)^i{\displaystyle \frac{\left(\genfrac{}{}{0pt}{}{n}{i}\right)t^{N+(h+1)i}}{(1t)^n}}`$
$`=`$ $`t^N{\displaystyle \frac{(1t^{h+1})^n}{(1t)^n}}`$
$`=`$ $`t^N(1+t+t^2+\mathrm{}+t^h)^n.`$
The result of this theorem is consistent with the conjecture in \[2, Section 5\] on the character formula for representations of $`H_c`$ in type $`A`$. This conjecture has now been confirmed in .

## 5. Diagonal harmonics

The following theorem was conjectured by Haiman for all Weyl groups, \[14, Section 7\]. For type $`A`$ a stronger version of the theorem was obtained by Haiman in . Results for dihedral groups were obtained by Alfano and Reiner.

Recall $`n`$ is the rank of $`W`$, $`h`$ its Coxeter number of $`W`$, $`Q`$ the root lattice associated with $`W`$, and $`ϵ`$ the sign representation of $`W`$.

###### Theorem.

Let $`W`$ be a Weyl group. Let the quotient ring by diagonal invariants be

$$D_W=\frac{[𝔥𝔥^{}]}{[𝔥𝔥^{}]_+^W}.$$

Then there exists a $`W`$–stable quotient ring $`R_W`$ of $`D_W`$ satisfying the following properties:

1. $`dimR_W=(h+1)^n`$;
2. $`R_W`$ is $``$–graded with Hilbert series $`t^N(1+t+\mathrm{}+t^h)^n`$;
3. The image of $`[𝔥]`$ in $`R_W`$ is the classical coinvariant algebra, $`[𝔥]^{coW}`$;
4. As a $`W`$–module $`R_Wϵ`$ is isomorphic to the permutation representation of $`W`$ on $`Q/(h+1)Q`$.

###### Proof.

Let $`L=H_ce_ϵ_{e_ϵH_ce_ϵ}`$ for $`c=(1+h)/h`$. Consider the associated graded module $`grL`$. Since $`gr(H_ce_ϵ)=[𝔥𝔥^{}]We_ϵ`$ and $`gr(e_ϵH_ce_ϵ)=e_ϵ[𝔥𝔥^{}]We_ϵ`$ we have a natural surjection

$$[𝔥𝔥^{}]We_ϵ_{e_{ep}[𝔥𝔥^{}]We_ϵ}grL.$$

Left multiplication by $`e_ϵ`$ provides a graded $`[𝔥𝔥^{}]W`$–isomorphism between $`[𝔥𝔥^{}]^We_ϵ`$ and $`e_ϵ[𝔥𝔥^{}]We_ϵ`$. Right multiplication by $`e_ϵ`$ provides a graded $`[𝔥𝔥^{}]W`$–isomorphism between $`[𝔥𝔥^{}]ϵ`$ and $`[𝔥𝔥^{}]We_ϵ`$. We deduce a graded $`[𝔥𝔥^{}]W`$–surjection

$$[𝔥𝔥^{}]_{[𝔥𝔥^{}]^W}grLϵ.$$

We set $`R_W=grLϵ`$.

By the second paragraph of the proof of Theorem 4.9 the element $`e_ϵ1`$ has degree $`0`$ in $`L`$. Since the grading induced by $`𝐡`$ gives $`x𝔥^{}`$ degree $`1`$ and $`y𝔥`$ degree $`1`$, we see that $`R_W`$ has the same Hilbert series as $`L`$, so (2) follows from Theorem 4.9. Part (1) is obtained by setting $`t=1`$.

The image of $`[𝔥]`$ in $`R_W`$ corresponds to the subspace $`[𝔥]e_ϵ1`$ of $`L`$. If $`p[𝔥]_+^We_ϵ`$ then

$$p1=e_ϵpe_ϵ1=e_ϵp.1=0.$$

Thus the ideal generated by $`[𝔥]_+^W`$ annihilates $`e_ϵ1`$. On the other hand, the quotient $`[𝔥]^{coW}`$ contains a unique (up to scalar) element of maximal degree $`N`$, say $`q`$, \[16, Chapter 3\]. The space $`q`$ is the socle of $`[𝔥]^{coW}`$ since the ring of coinvariants is Frobenius (using Poincaré duality, for instance). We claim $`qe_ϵ10`$. By (1) any element of $`H_c`$ can be written as a sum of terms of the form $`p_{}wp_+`$ where $`p_{}[𝔥^{}]`$, $`p_+[𝔥]`$ and $`wW`$. Since $`p_{}`$ and $`w`$ do not increase degree, it would follow if $`qe_ϵ1`$ were zero, then $`L`$ could have no subspace in degree $`N`$. But the Hilbert series of $`L`$ has highest order term $`t^{N+hn}=t^N`$. Thus $`qe_ϵ1`$ is non–zero and $`[𝔥]e_ϵ1`$ is isomorphic to $`[𝔥]^{coW}e_ϵ`$. This proves (3).

It remains to check (4). Notice it is enough to calculate the $`W`$–decomposition of $`L`$, since passing to associated graded module is $`W`$–equivariant. Recall from the proof of Theorem 4.9 we can calculate the $`W`$–decomposition of $`L`$ from the formula

$$L=\underset{i=0}{\overset{n}{}}(1)^iM_c(𝔥_i).$$

Therefore, with the obvious notation, the graded character of $`w`$ on $`L`$ is given by

(4)
$$\text{ch}_L(w,t)=\underset{i=0}{\overset{n}{}}(1)^i\text{ch}_{M_c(𝔥_i)}(w,t).$$

Recall, as a graded $`W`$–module we have $`M_c(𝔥_i)=[𝔥]𝔥_i`$. It is well known that the graded trace of $`w`$ on $`[𝔥]`$ is given by $`1/det(1tw)`$. Thus

(5)
$$\text{ch}_{M_c(𝔥_i)}(w,t)=\frac{t^{\kappa _c(𝔥_i)}\text{ch}_{𝔥_i}(w)}{det(1tw)}.$$

Combining (4), (5) and the equality $`\kappa _c(𝔥_i)=i(1+h)`$ from Lemma 4.2 yields

$$\text{ch}_L(w,t)=t^N\frac{det(1t^{h+1}w)}{det(1tw)}.$$

Evaluating this expression at $`t=1`$ gives the character of $`L`$

(6)
$$\text{ch}_L(w)=h^{dim\mathrm{ker}(1w)}.$$

On the other hand, the character of $`w`$ on the permutation representation $`Q/(h+1)Q`$ equals the number of fixed points of $`w`$ on $`Q/(h+1)Q`$. For the exceptional groups, the order of $`w`$ and of $`h+1`$ are coprime. It follows that $`(Q/(h+1)Q)^w=Q^w/(h+1)Q^w`$. Thus the character agrees of the permutation representation agrees with (6). This proves (4) for exceptional Weyl groups.

We turn to the classical groups. The case with $`W=W(A_n)`$ is given in \[14, Proposition 2.5.3\]. We will prove the case $`W=W(B_n)`$, the case for $`D_n`$ being entirely similar. Recall in this case that $`h=2n`$, and $`𝔥=x_1+\mathrm{}x_n`$, with $`W`$ acting by pemutations of the basis vectors, and multiplications by plus or minus one, \[16, Chapter 2\]. Consider the polynomial ring $`[𝔥]=[x_1,\mathrm{},x_n]`$. Let $`I`$ be the ideal generated by the vector space $`V=x_1^{2n+1}+\mathrm{}+x_n^{2n+1}`$. Observe that $`V`$ is isomorphic to the reflection representation of $`W(B_n)`$. Since $`[x_1,\mathrm{},x_n]/I`$ has dimension $`(2n+1)^n`$, it follows that $`(x_1^{2n+1},\mathrm{},x_n^{2n+1})`$ is a homogeneous system of parameters. Therefore there is a Koszul resolution of $`[𝔥]/I`$ as a $`[𝔥]W`$–module

$$0F_n\mathrm{}F_1F_0[𝔥]/I0.$$

In this resolution $`F_k`$ is $`[𝔥]^kV`$. Each $`F_k`$ is graded by assigning degree $`2n+1`$ to each $`x_i^{2n+1}`$ and extending this to the exterior products. The maps in the resolution are homogeneous of degree $`0`$. We deduce that

$$[𝔥]/I=\underset{k=0}{\overset{n}{}}(1)^kF_k=\underset{i=0}{\overset{n}{}}(1)^iM_c(𝔥_i).$$

Therefore it is enough to show that $`[𝔥]/Iϵ`$ is isomorphic to the permutation representation on $`Q/(2n+1)Q`$.

The positive root vectors for $`W`$ are the elements $`x_i\pm x_j`$ for $`1i<jn`$ and $`2x_i`$ for $`1in`$. Since $`2n+1`$ is odd it follows that $`Q/(2n+1)Q`$ is isomorphic as a $`W`$–set to the set $`S=_{2n+1}x_1+\mathrm{}+_{2n+1}x_n`$. To finish the proof we will set up a bijection, $`\theta `$, of $`W`$–sets between the monomials in $`[𝔥]/I`$ and a certain $`W`$–stable basis of $`S`$. Given $`sS`$, we write $`[s]`$ for the corresponding element in $`S`$. For $`1i,mn`$ we set

$$ϵ_{i,2m}=[mx_i]+[(2n+1m)x_i]\text{ and}ϵ_{i,2m+1}=[mx_i][(2n+1m)x_i].$$

Set $`ϵ_{i,0}=[0x_i]`$. Then we define

$$\theta (x_1^{m_1}\mathrm{}x_n^{m_n})=\underset{i=1}{\overset{n}{}}ϵ_{i,m_i}.$$

It is straightforward to check that $`\theta `$ has the desired properties. ∎


text:
# Charged rosettes at high and low ionic strengths

## I Introduction

Many biological processes involve the complexation between a charged macroion and an oppositely charged chain. A prominent example is the complexation of DNA with histone proteins which is the basic step of DNA compaction into chromatin in the cells of animals and plants chromatin . Complexation between macroions and synthetic polymers is also encountered in many technological applications as a means to modify macroion solution behavior; examples are the complexation of polymers with charged colloidal particles ganachaud97 ; sukhorukov98  and charged micelles mcquigg92 .

There is now a large body of theoretical studies on this set of problems, most of them have appeared within the last three years park99 ; mateescu99 ; gurovitch99 ; netz99 ; kunze00 ; schiessel00 ; nguyen01 ; nguyen01b ; nguyen01c ; schiessel01 ; schiessel01c ; kulic02  (cf. also earlier related studies odijk80 ; pincus84 ; marky91 ; vongoeler94 ). They vary widely with respect to the methods and the level of approximations used and also with respect to the physical properties assumed for the chain and the macroion – the latter usually being modelled as a charged sphere. Some studies park99 ; nguyen01c ; schiessel01  assume the chain to be so highly charged that counterion release is the dominant mechanism for the sphere-chain complexation, whereas most of the other studies assume weakly charged components attracted via standard electrostatics. In some cases the ball-chain complexes interact via a short-range attraction schiessel00 ; schiessel01c ; kulic02 ; marky91  corresponding to high ionic strengths netz99 . The investigated systems also vary with respect to the chain flexibility: semiflexible chains are considered in Refs. park99 ; netz99 ; kunze00 ; schiessel00 ; schiessel01 ; schiessel01c ; kulic02 ; marky91  whereas the other studies assume flexible polymers. References schiessel01c ; kulic02  were devoted to the diffusion (repositioning) of the complexed sphere along the chain. And, finally, complexes between a chain and several spheres have been considered nguyen01b ; schiessel01 . The space available here does not allow us to give a detailed account of the different approaches as well as of the phenomenons predicted like overcharging, conformational symmetries of the adsorbed chain etc. A critical survey will be provided in a topical review that is in preparation schiessel03 .

Sphere-chain complexes have also been investigated in several computer simulations wallin96 ; wallin96b ; wallin97 ; wallin98 ; haronska98 ; chodanowski01 ; jonsson01 ; jonsson02 ; messina02 ; messina02b ; akinchina02 . Wallin and Linse studied the effect of chain flexibility wallin96 , line charge density wallin96b  and sphere radius wallin97  on the geometry of a complex between a charged sphere and a polyelectrolyte in a Monte Carlo simulation that took counterions explicitly into account; they also considered the case when there are many chains present wallin98 . Chodanowski and Stoll chodanowski01  investigated the adsorption of a flexible chain on a sphere assuming Debye-Hückel interaction. The case of multisphere adsorption on flexible jonsson01  and semiflexible chains jonsson02  was studied by Jonsson and Linse. Messina, Holm and Kremer messina02 ; messina02b  demonstrated that in the case of strong electrostatic coupling it is even possible that a polyelectrolyte chain forms a complex with a sphere that carries a charge of the same sign – a phenomenon made possible by correlation effects due to neutralizing counterions. Finally, a recent systematic study by Akinchina and Linse akinchina02  focused again on the role of chain flexibility on the structure of the sphere-chain complex.

The overall picture emerging from this multitude of theoretical and simulation studies is still not very clear. Partly this has to be attributed to the fact that there are many free parameters determining the properties of the sphere-chain complex, especially the length of the chain, its linear charge density and persistence length, the macroion radius and charge and the screening length of the salt solution. This makes it difficult to develop a theory that covers the whole range of possible structures. The current study is an attempt to give a scaling theory that allows an approximate treatment of the chain-sphere complex over the whole range of parameters and that especially fills the gaps that were left open by the existing theories and simulations. It allows to identify the few independent scaling parameters in this system and leads to the construction of two-dimensional phase diagrams (one for short and one for large screening lengths) that cover the whole range of all the other parameters.

This paper has been induced by a comparison of Refs. schiessel00  and akinchina02 . In the former paper we studied the complexation behavior of a semiflexible chain and a ”sticky” sphere. In the context of electrostatics this corresponds to high salt concentrations where the Debye screening length is much shorter than the sphere radius. In that paper we calculated the zero-temperature configurations modelling the polymer by the worm-like chain. We found two typical structures that occur in this system. If the sphere is sticky enough, i.e., if the chain adsorption energy per length is large, the chain wraps around the sphere – as long as there is enough surface available. When the adsorption energy is decreased there is a point at which the bent chain unwraps in a strongly discontinuous fashion. The new structure that emerges has multiple point contacts between the sphere and the chain and large low-curvature loops connecting them. We called this class of structures the rosette configurations.

On the other hand, the latter work, Ref. akinchina02 , presented a Monte Carlo study of the complexation of a semiflexible charged chain with an oppositely charged ball that carries the same absolute charge as the chain (isoelectric complex). No small ions were present so that the charged monomers were attracted to the sphere via an unscreened long-range $`1/r`$-interaction. The authors simulated systems with different persistence lengths, linear charge densities of the chain and ball radii. Depending on the choice of parameters they encountered a multitude of structures – ranging from collapsed structures with a ”tennisball seam pattern” or solenoid arrangement of the wrapped chain kunze00  to open multi-leafed structures very much resembling the ones found in Ref. schiessel00 . Their rosette structures occur for stiffer chains on smaller spheres.

That work demonstrates that the rosette structure is quite robust with respect to the range of interaction. At the same time it also hints towards major differences between these two cases: The short-ranged case predicts clearly a strongly discontinuous unwrapping transition into large-leafed rosettes when the adsorption energy is decreased or the chain stiffness is increased schiessel00 . In the simulation akinchina02 , however, the rosette evolved continuously with increasing chain stiffness from a tightly wrapped state via slightly more open structures with many small loops to large-leafed rosettes.

How can one reconcile these findings? For that purpose we reconsider in Section II the chain-sphere complexation for the case of short-ranged attraction schiessel00 , formulating now the interaction in the language of strongly screened electrostatics instead of some short-ranged stickiness. Then, in Section III, we give the scaling description in the case of weak screening. By focusing on the unwrapping transition we contrast the two cases in Section IV. In the final section we compare our findings to computer simulations and experimental observations on the DNA-histone complex.

## II Charged rosettes at high ionic strength

Consider a polymer chain of length $`L`$, radius $`r`$ and persistence length $`l_P`$. The chain carries negative charges on its backbone – a distance $`b`$ apart – which leads to a linear charge density $`e/b`$. The macroion is modelled as a sphere of radius $`R`$ that carries a positive charge $`Z`$. The reduced electrostatic potential is assumed to be smaller than unity everywhere so that the electrostatic interaction can be described by standard Debye-Hückel theory: Two elementary charges at distance $`r`$ interact with the potential $`e\varphi /kT=\pm l_Be^{\kappa r}/r`$ with $`l_B=e^2/\epsilon k_BT`$ ($`\epsilon `$: dielectric constant of the solvent, $`k_BT`$: thermal energy), the Bjerrum length, and $`\kappa ^1=\left(8\pi l_Bc_s\right)^{1/2}`$, the Debye screening length for monovalent salt of concentration $`c_s`$. $`l_B`$ is of the order of $`7`$Å in water at room temperature.

In this section we assume strong screening such that the screening length is much smaller than the radius of the ball, $`\kappa R1`$. We will assume throughout the chain to be so thin that $`r`$ is the smallest length scale in our system, especially that always $`\kappa r1`$. The adsorption energy per length can then be estimated from the Debye-Hückel electrostatic potential close to the surface of the sphere which mimics for $`\kappa R1`$ that of a plane with a surface charge density $`\sigma =Z/\left(4\pi R^2\right)`$. One has then $`e\varphi /kT=l_BZ\kappa ^1e^{\kappa z}/R^2`$ where $`z`$ is the distance from the surface (cf., for instance, Ref. netz99 ). This leads to the following adsorption energy per length (in units of $`k_BT`$)

$$\lambda \frac{l_BZ}{b\kappa R^2}$$
(1)
Now the chain will only wrap on the sphere when $`\lambda `$ is large enough, namely so large that it exceeds $`l_P/2R^2`$, the bending energy per length harries66 . The (free) energy of the wrapped chain-sphere complex is then given by

$$\frac{F_{wrap}}{k_BT}\frac{l_PL}{R^2}\lambda L=\left(\frac{l_P}{R^2}\lambda \right)L$$
(2)
This leads to the prediction of an unwrapping transition at $`\lambda =l_P/R^2`$ when the chain stiffness

$$l_P\frac{l_BZ}{b\kappa }$$
(3)
is reached. Since the wrapping path of the chain on the sphere can be quite intricate (cf. Ref. kunze00 ) the local radius of curvature is not always precisely $`R`$ (but of the order $`R`$). Thus we dropped from Eq. 2 on all numerical prefactors and will also do so in the rest of the paper (for similar reasons). Such an unwrapping transition has been first discussed by Marky and Manning marky91  using some unspecified short-range attraction and by Netz and Joanny netz99  for the electrostatic case (in fact, their Eq. (35) coincides with Eq. 3).

For larger persistence lengths than the one given in Eq. 3 the chain has to completely unwrap from the sphere. This led the authors of Ref. marky91  to the prediction of an ”all-or-nothing” picture: either the chain is wrapped or it is unwrapped – with a single adsorption point or even completely desorbed. We showed however in a later study that the chain can lower its energy considerably by having multiple point contacts to the sphere which leads to the rosette structures schiessel00 . Let us call $`\mu `$ the energy per contact point (in units of $`k_BT`$). Its value

$$\mu \lambda \sqrt{R\kappa ^1}\frac{l_BZ}{b\left(\kappa R\right)^{3/2}}$$
(4)
follows from the length $`\sqrt{R\kappa ^1}`$ of a chain portion around a point contact that is located within the distance $`\kappa ^1`$ from the sphere. The free energy of an $`N`$-leafed rosette has then approximately the following form

$$\frac{F_{rosette}}{k_BT}\frac{l_P}{L}N^2\mu \left(N+1\right)$$
(5)
The first term describes the energy required to bend the $`N`$ chain pieces between the point contacts, each of length $`L/N`$, into leaves with typical curvature $`L/N`$, the second term account for the $`N+1`$ point contacts. We do not account here for the entropy of the chain configurations that can be safely neglected for large point contact energies $`\mu 1`$ (see below). The optimal number of leaves follows from the minimization of the (free) energy to be

$$N^{}\mu \frac{L}{l_P}$$
(6)
which leads to leaves of size

$$l_{leaf}\frac{L}{N^{}}\frac{l_P}{\mu }$$
(7)
As already pointed out in Ref. schiessel00  each leaf minimizes its bending energy by assuming the shape of a so-called Yamakawa-Stockmayer (YS) loop, namely a lemniscate-shaped loop with an 81-degree apex angle yamakawa72  (cf. also Ref. kulic02  for an approximate derivation of the YS loop). As a cautionary remark we mention that the bending energy of YS loops leads to the numerical prefactor 14.04 for the first term in Eq. 5 yamakawa72  – clearly demonstrating that one should not extract from this theory any numbers but just scaling relations. The leaves show negligible shape fluctuations for $`l_{leaf}l_P`$, i.e. for $`\mu 1`$. Then also $`N^{}`$, Eq. 6, is essentially fixed and the rosette has a well-defined leaf number – as implicitely assumed here.

In Fig. 1 we summarize our results in a ”phase diagram” of total chain length $`L`$ vs. $`l_P/\mu `$ (which is in the case of rosettes nothing but the leaf-size, cf. Eq. 7). For small values of $`l_P/\mu `$ we have wrapped structures, for large values rosette conformations. The unwrapping transition occurs at $`l_P/\mu R\sqrt{\kappa R}`$ (cf. Eqs. 3 and 4) in a strongly discontinuous fashion indicated by a thick vertical line. The other lines indicate transitions between different ground states, namely rosettes with different numbers of leaves.

Additional features arise from the fact that the sphere surface is finite. As we will show now this can lead to the formation of tails for the case of wrapped structures and to the melting of rosettes. Consider first a wrapped chain configuration, i.e., assume some fixed value for $`l_P/\mu <R\sqrt{\kappa R}`$, and increase $`L`$, i.e., go along a vertical line in the diagram, Fig. 1. It is clear that at a certain point the wrapping has to stop. Locally the wrapped chain forms a nearly planar lamellar phase with a distance $`d`$ between neighboring chain sections. This distance follows from the competition between the chain-sphere attraction and the repulsion between neighboring chain segments netz99 ; netz99b ; schiessel01b

$$d\frac{1}{b\sigma }\frac{R^2}{bZ}$$
(8)
This leads to a wrapping length $`lR^2/dbZl_{iso}`$ which is just the isoelectric wrapping length, the length at which the wrapped chain portion just compensates the sphere charge. Chains that are shorter than this length, $`L<l_{iso}`$, will be completely wrapped, chains that are longer, $`L>l_{iso}`$, will have their extra length $`Ll_{iso}`$ dangling from the complex in the form of one or two tails. The tail formation at $`L=l_{iso}`$ has been indicated in Fig. 1 by a horizontal dashed line. We also note that if $`d>\kappa ^1`$ in Eq. 8, i.e., if $`Z<R^2\kappa /b`$ (large sphere), the lamellar spacing is reduced to the value $`\kappa ^1`$ as pointed out by Netz and Joanny netz99 .

Now let us consider the rosettes. Choose some arbitrary value for $`l_P/\mu >R\sqrt{\kappa R}`$ and increase $`L`$. Then each time when the chain length is increased by an amount $`l_P/\mu `$ an additional leaf is formed. However, packing constraints imply an upper limit for the number of loops of the order $`N_{\mathrm{max}}l_{iso}/\sqrt{R\kappa ^1}`$; this is the maximal number of contacts, each excluding an area $`d\sqrt{R\kappa ^1}`$, that can be closely packed on the surface of the sphere. For a rosette with the maximal number of leaves (in Fig. 1 we chose arbitrarily $`N_{\mathrm{max}}=5`$) an increase in $`L`$ leads to an increase of the leaf size. $`l_{leaf}`$ reaches the persistence length when $`LN_{\mathrm{max}}l_P`$. At that point melting of the rosette takes place, i.e., for larger values of $`L`$ the leaf size distribution is heterogeneous, the YS loops show shape fluctuations and also the tails start to grow. Entropic effects are then important. The thermodynamics of this melting process is quite intricate and can be calculated by mapping this problem on an exactly solvable one-dimensional many body problem schiessel00 ; schiessel03 . In the current study we will not discuss the rosette melting further and merely indicate it in Fig. 1 by an arrow pointing towards the direction of the $`L`$-axis. Also shown in this figure is the direction where the chain desorption is to be expected. It should occur when the complexation free energy of the rosette, Eq. 5, becomes smaller than $`k_BT`$, i.e. for $`l_P/\mu >\sqrt{l_PL}`$.

## III The rosette state at low ionic strength

The rosette configurations discussed in the last section occur for chains that are so stiff that wrapping would be too costly. It allows a small fraction of the chain to be close to the sphere in the form of point contacts. The majority of the monomers resides in the loops that do not ”feel” the presence of the sphere but are needed to connect the point contacts via low curvature sections. At first sight one might thus expect the rosette configurations to be a special feature for chain-sphere complexes with a short ranged mutual attraction.

That this is not true has already been pointed out in the introduction. As observed in the simulations by Akinchina and Linse akinchina02  rosettes are in fact quite robust and occur also in systems with a much larger range of interaction. We shall give now a scaling theory that provides us with a diagram of states for the chain-sphere complex for the case of weak screening, $`\kappa R1`$. We will first treat the case of short chains $`L=bNbZ=l_{iso}`$ where the chain charge is smaller than (or equals) the sphere charge. The free energy of the rosette with $`N`$ leaves is then approximately given by

$$\frac{F_{rosette}}{k_BT}\frac{l_P}{L}N^2\frac{l_BZ}{b}N$$
(9)
The first term is the bending energy of $`N`$ leaves as already discussed after Eq. 5. The second term accounts for the attraction between the ball charge $`Z`$ and the chain charge $`L/b`$ over the typical distance $`L/N`$. All other contributions to the electrostatics like the monomer-monomer repulsion are smaller and neglected in Eq. 9. Remarkably this free energy has the same form as the free energy 5 of the rosette for short-ranged interaction. We just have to identify the point contact energy $`\mu `$ (for the strong screening case) with the single leaf-sphere interaction

$$\mu \frac{l_BZ}{b}$$
(10)
for the unscreened case. The optimal leaf number is thus again given by Eq. 6 and the leaf size by Eq. 7 but now with $`\mu `$ given by Eq. 10. Note that these scaling results remain even true if the leaves grow so large that their outer sections do not interact with the sphere due to screening, $`\kappa l_{leaf}>1`$. This is so because the electrostatic rosette-sphere attraction still scales like $`l_BZN/b`$: a fraction $`\kappa ^1/\left(L/N\right)`$ (i.e. $`\kappa ^1/b`$ charges) of each of the $`N`$ leaves interacts with the sphere at a typical distance $`\kappa ^1`$.

The rosette state competes with the wrapped state. We expect that the rosette state is continuously transformed into the wrapped state when $`l_{leaf}R`$; then the leaves become so small that they touch with their contour the surface of the sphere. Indeed, by setting $`N=L/R`$ in Eq. 9 one finds

$$\frac{F_{wrap}}{k_BT}\frac{l_PL}{R^2}\frac{l_BZL}{bR}=\left(\frac{l_P}{R^2}\frac{l_BZ}{bR}\right)L$$
(11)
which can be considered as the free energy of the wrapped state: The first term is the bending energy required to wrap the chain around the sphere and the second accounts for the electrostatic attraction between the wrapped chain and the sphere. All other electrostatic contributions (as discussed in detail by Nguyen and Shklovskii nguyen01 ) are less important and do not occur on this level of approximation. On the right hand side of Eq. 11 we arranged the terms in such way that one can deduce directly an unwrapping transition, namely at $`l_P/R^2=l_BZ/bR`$ which can be rewritten as

$$l_P\mu R\frac{l_BZR}{b}$$
(12)
Comparing Eqs. 2 and 11 one might expect that the chain unwraps in a strongly discontinuous fashion as discussed in the previous section. However, this ”unwrapping point” corresponds just to the point $`l_{leaf}R`$ when small loops start to grow on the sphere; we thus expect the transition to be continuous as pointed out before Eq. 11. That the unwrapping transition occurs rather smooth at low ionic strength and in a strongly discontinuous way at high ionic strength has been predicted by Netz and Joanny netz99 ; however, in that study the authors did not allow for rosette structures.

To complete the picture we finally have to consider chains that are longer than the isoelectric length, $`L>l_{iso}`$. We need then at least three terms to capture the essential physics of the rosette state:

$$\frac{F_{rosette}}{k_BT}\frac{l_P}{l}N^2\frac{l_BZ}{b}N+\frac{l_Bl}{b^2}N$$
(13)
Here we ”allow” the monomers to distribute between the rosette of length $`l`$ and a tail of length $`Ll`$. The first two terms in Eq. 13 are then as above, Eq. 9, the last term describes the repulsion of the monomers that constitute the rosette. The contributions from the tail can be neglected. Minimization with respect to $`l`$ leads to the optimal rosette length

$$l^{}b\sqrt{\frac{l_PN}{l_B}}$$
(14)
The free energy 13 with the optimal length $`l^{}`$, Eq. 14, is minimized for the following number of leaves:

$$N^{}=\mu \frac{l_{iso}}{l_P}$$
(15)
Hence – on this level of approximation – $`l^{}b\sqrt{l_PN^{}/l_B}l_{iso}`$, i.e., the rosette monomers just compensate the central ball charge; the rest of the monomers extends away from the rosette in one or two tails of total length $`Ll_{iso}`$. Each leaf is of size

$$l_{leaf}\frac{l_P}{\mu }$$
(16)
The rosette disappears for $`l_{iso}/N^{}=R`$, i.e., when Eq. 12 is fulfilled. It is then replaced by a wrapped structure of length $`l_{iso}`$ and one or two tails having the total length $`Ll_{iso}`$.

In Fig. 2 we depict the complete diagram of the sphere-stiff chain complexes to be expected in the unscreened case. We again plot $`L`$ vs. $`l_P/\mu `$, the leaf size. When one starts in this diagram at a large value of $`l_P/\mu `$ and goes towards smaller values of (with some arbitrarily fixed value $`L<l_{iso}`$) then all leaves shrink and more and more leaves can form. At $`l_P/\mu =R`$ the maximal number of leaves (for that given value of $`L`$) is reached and at the same time the leaves disappear simultaneously in a continuous fashion. For $`l_P/\mu <R`$ the chain wraps around the sphere. For long chains, $`L>l_{iso}`$, the excess charges are accommodated in tails and all rosettes have the same length $`l_{iso}`$. The borderlines between different rosette ground states are then independent of the total length of the chain and thus appear as vertical lines.

Desorption occurs when the free energies, Eqs. 9 and 13, equal the thermal energy $`k_BT`$. This point is reached when $`l_P/\mu \sqrt{l_PL}`$ for short chain, $`Ll_{iso}`$, and when $`l_P/\mu \sqrt{l_Pl_{iso}}`$ for long chains, $`L>l_{iso}`$. We indicate in Fig. 2 the direction where desorption occurs by an arrow.

## IV Unwrapping at high and low ionic strength

We take now a closer look at the unwrapping transition, contrasting the short- and the long-range case. The former case, $`\kappa R1`$, is depicted in Fig. 3(a). As discussed in Section II we expect the unwrapping transition to occur at $`\lambda l_P/R^2`$ which leads to Eq. 3. At this point the structure jumps in a strongly discontinuous fashion into a large-leafed rosette with leaves of size $`l_P/\mu `$, cf. Eq. 7. Combining Eqs. 3, 4 and 7 we find indeed

$$l_{leaf}R\sqrt{\kappa R}R$$
(17)
As discussed in Section II each leaf has the shape of a YS-loop yamakawa72  with an 81-degrees apex angle. This means that neighboring leaves have a relative orientation $`\theta =180{}_{}{}^{}81{}_{}{}^{}=99^{}`$, cf. Fig. 3(a). In addition, the leaves have to be slightly twisted (like propeller blades) to account for the mutual excluded volume.

The unwrapping at low ionic strength is depicted in Fig. 3(b) and goes as follows (we discuss here the case $`Ll_{iso}`$; in the opposite case one has just to replace $`L`$ by $`l_{iso}`$). When the chain becomes so stiff that $`l_P/R^2>l_BZ/\left(bR\right)`$ the wrapped state is not stable anymore (cf. Eq. 11). At that point many small leaves ($`N^{}=L/R`$ ones) form simultaneously in a continuous fashion. Their size scales as $`l_{leaf}R`$, the precise prefactor being not accessible to our scaling argument. The number of windings around the ball scales as $`L/R`$ (but note that the geometry of the wrapped path can be actually quite intricate as demonstrated in Ref. kunze00 ) and the typical opening angle $`\gamma `$ of each loop at the point of its formation scales as $`\left(L/R\right)/N^{}1`$, again with an unknown numerical value. A multi-leafed configuration slightly above the unwrapping point is depicted schematically on the right hand side of Fig. 3(b).

Additional insight can be gained by generalizing the attractive force between a given chain charge and the sphere by a power law $`AZ/r^\alpha `$ with an arbitrary exponent $`\alpha >0`$. An integer value $`\alpha =D2`$ with $`D=3,4,\mathrm{}`$ can be interpreted as a charged chain that adsorbs on an oppositely charged $`D`$-dimensional ball in $`D`$ dimensions. The electrostatic term for the rosette in Eq. 9 takes then the form $`AZN^\alpha /\left(bL^{\alpha 1}\right)`$ and the one for the wrapped state scales as $`AZL/bR^\alpha `$. Unwrapping takes place at $`l_P^{}AZ/\left(bR^{\alpha 2}\right)`$. At this critical value the free energy of the rosette $`F_{rosette}\left(l_P=l_P^{}\right)`$ has (as a function of $`N`$) a minimum at $`N^{}L/R`$ for $`\alpha <2`$ ($`D<4`$), suggesting a rather smooth unwrapping transition similar to the one depicted in Fig. 3(a). This minimum turns into a maximum at $`\alpha =2`$ ($`D=4`$). For larger values of $`\alpha `$ we find $`N^{}=0`$, i.e., the unwrapping transition is strongly discontinuous, similar to the short-ranged case discussed in the previous section.

Finally we note that in the case of very highly charged chains and spheres the Debye-Hückel approximation breaks down and nonlinear phenomenons like counterion condensation become important oosawa71 ; manning78 . The dominant contribution to the complexation energy is then the release of counterions that were condensed on the sphere and on the chain before complexation. This is a short-ranged interaction and consequently the unwrapping transition is expected to be discontinuous – even at low ionic strength. Following Ref. schiessel01  the wrapped state can be written as

$$\frac{F_{wrap}}{k_BT}\left(\frac{l_P}{R^2}\frac{\mathrm{\Omega }}{b}\right)L$$
(18)
where $`\mathrm{\Omega }`$ is the free energy gain (in units of $`k_BT`$) per adsorbed chain charge which follows from the entropy gain due to counterion release ($`\mathrm{\Omega }`$ is a number of order one; for details cf. schiessel01 ). Unwrapping into the rosette takes place at $`l_P\mathrm{\Omega }R^2/b`$. The point contact energy is of the order $`\left(\mathrm{\Omega }/b\right)\sqrt{R\lambda _{GC}}`$ where the so-called Guoy-Chapman length $`\lambda _{GC}1/\left(\sigma l_B\right)`$ is the thickness of the layer of condensed counterions around the sphere (which is always much smaller than $`R`$ when there is strong counterion condensation). The leaf size at the unwrapping point is then given by

$$l_{leaf}\sqrt{\frac{R}{\lambda _{GC}}}RR$$
(19)
which indeed indicates a strongly discontinuous unwrapping transition.

## V Discussion and Conclusion

We compare now our results with Monte Carlo simulations by Akinchina and Linse akinchina02  and then with the behavior of a biological chain-macroion complex, the nucleosome chromatin . The simulated systems akinchina02  were always at the isoelectric point, i.e., the chain length was given by $`L=bZ=l_{iso}`$. Furthermore, the charges in the simulation interacted via a non-screened Colombic $`1/r`$ potential. The simulation results have thus to be compared with Fig. 2. Four systems have been considered, each having having a fixed set of parameters $`b`$, $`Z`$ and $`R`$ but with 7 different values of $`l_P`$. This means that for each case the systems were located on the dashed horizontal line at $`L=l_{iso}`$ in Fig. 2.

In one system (called system II in Ref. akinchina02 ) the continuous development from a wrapped to the rosette configurations has been seen most clearly. Example configurations are shown in Fig. 1, system II in that paper (that these are representative can be seen by inspecting the adsorption probability of monomers as a function of the monomer index, cf. Fig. 3 in akinchina02 ). For $`l_P=7`$Å the chain is wrapped, at $`l_P=60`$Å there is already a slight indication of very small loops ($`N=4`$ or $`5`$, cf. the small oscillations in Fig. 3, systems II, open squares). The next system depicted has already a much stiffer chain, $`l_P=250`$Å, and shows very clearly three leaves, then two leaves at $`l_P=500`$Å and one leaf for the stiffest chain, $`l_P=1000`$Å. In Fig. 2 we have chosen the parameters such that $`N_{\mathrm{max}}l_{iso}/R`$ equals 4 so that this corresponds roughly to system II in akinchina02 . To compare with the simulations we have to follow the $`L=l_{iso}`$-line in Fig. 2: One starts with wrapped structures for $`l_P/\mu <R`$ and finds then the continuous evolution of rosettes when the line $`l_P/\mu =R`$ is crossed. The leaves grow at the expense of their number (first 4, then 3, 2 leaves), just as it has been observed in the simulations.

In another system (system I) all parameters were kept the same except the sphere radius that was now twice as large. This system shows 3 small loops when $`l_P=250`$Å is reached and one loops for $`l_P=500`$Å and $`1000`$Å. In our ”phase diagram” the transformation $`R2R`$ means that the unwrapping transition line moves to the right and consequently the maximal number of loops goes down by a factor of two: $`N_{\mathrm{max}}N_{\mathrm{max}}/2`$ which is in satisfactory agreement with the finding in akinchina02 . Going from our reference system (II) to another case (system IV) means to go to a higher line charge density of the chain, i.e. the transformation $`bb/2`$ (and thus $`l_{iso}l_{iso}/2`$). In that case the horizontal line $`L=l_{iso}`$ has to be moved to smaller value which leads again to $`N_{\mathrm{max}}N_{\mathrm{max}}/2`$. The complex in Ref. akinchina02  shows an unwrapping only for $`l_P>500`$Å and has already a well pronounced loop at $`l_P=1000`$Å. Apparently, the wrapped state is more stable in this system than in system I – and the scaling argument predicts indeed the critical persistence length to scale as $`1/b`$, cf. Eq. 12. The last system (III) finally combines a large sphere, $`R2R`$, with a short chain, $`bb/2`$. In that case no indication of loops has been observed. Even at the largest persistence length the chain is touching the sphere over some finite section (similarly to the geometry discussed by Netz and Joanny netz99 ). In fact, we predict $`N_{\mathrm{max}}N_{\mathrm{max}}/4`$ by going from the reference system (II) to this case. Altogether, our scaling approach is in quite satisfactory agreement with the observations made in the Monte Carlo simulations akinchina02 . Interesting would be to test our predictions also for chains that are shorter or longer than the isoelectric length. Corresponding simulations are already on the way anna

Now we compare our scaling results with an experimental system, the nucleosome chromatin . The wrapping of DNA around protein spools, octamers of so-called histones, is the basic step in the condensation of DNA into the dense chromatin complex inside the nuclei of plant and animal cells. Each repeating unit of this complex, wrapped DNA, histone octamer and a stretch of linker DNA (connecting to the next such protein spool) is called nucleosome. When the linker is digested away the remaining complex, the so-called nucleosome core particle, consists of 147 basepairs ($`500`$Å) DNA wrapped in 1-and-3/4 left-handed superhelical turns around the octamer. The core particle which has a radius of $`50`$Å and a height of $`60`$Å is documented in great detail on the basis of high-resolution x-ray analyses luger97 . The histone octamer contains 220 basic side chains (arginine and lysine) khrapunov97 . From these are about 103 located in flexible histone tails that dangle of the core particle and/or are complexed with the wrapped DNA mangenot02 . The rest, 117 residues, are in the globular part of the octamer, of which 31 are exposed to the solvent, the rest being involved in intra- and interprotein ionic interactions. On the other hand, one has 147 bps of DNA wrapped around the octamer, each contributing two phosphate groups. Hence there are 294 negative charges from the DNA versus 220 positive charges of the octamer, i.e., the nucleosomal complex is overcharged by the DNA.

Yager, McMurray and van Holde yager89  characterized the stability of the nucleosome core particle as a function of the salt concentration (NaCl). Using a variety of experimental methods (e.g. gel electrophoresis) they arrived at the following main conclusions: The core particle is stable for ionic strengths ranging from $`2mM`$ to $`750mM`$ (this includes physiological relevant salt concentrations around $`100mM`$). For slighly higher salt concentrations the DNA is partially dissociated; an equilibrium between histones, free DNA and core particles is observed. At salt concentrations beyond $`1.5M`$ the core particle is completely dissociated into histone oligomers and free DNA. On the other end, for very low salt concentration $`1mM`$ one finds an ”expanded” state of the nucleosome. Khrapunov et al. khrapunov97  came via fluorescence measurements to similar conclusions: For ionic strengths between $`5`$ and $`600mM`$ the core particle is intact. At larger ionic strength ($`1.2M`$) the terminal regions of the DNA unwrap and two histone dimers are dissociated and at a even larger value ($`1.5M`$) the remaining tetramer leaves the DNA. Finally, at low salt concentrations one encounters an open state: the dimers break their contact with the tetramer and the DNA termini unwrap.

The key features of the behavior of core particle DNA (neglecting the substructure of the octamer) were recovered in a numerical study by Kunze and Netz kunze00 . They considered the complexation of a charged, semiflexible chain with an oppositely charged sphere, interacting via a screened Debye-Hückel potential. The optimal DNA configuration was derived numerically from the minimization of the energy. For a reasonable set of parameters (comparable to the one of the core particle) they found for vanishing ionic strength ($`\kappa ^1\mathrm{}`$) an open, planar configuration where only a small fraction of the chain is wrapped whereas the two tails (of equal length) are extended into roughly opposite directions. This is reminiscent of the open structures reported in the experimental studies khrapunov97 ; yager89 . Upon addition of salt the structure goes from a two- to a one-tail configuration and the chain begins to wrap more and more. Already well below physiological ionic strengths the chain is almost completely wrapped. The chain stays in this wrapped state up to very high salt concentrations. Only then the chain unwraps in a discontinuous fashion when the chain-sphere attraction is sufficiently screened. Also these features of the complex (a wrapped compact state in a wide range around physiological conditions and unwrapping at high salt content) reflect the experimental finding in Refs. khrapunov97  and yager89 .

How are these findings related to our scaling study? Let us start at physiological salt concentrations around $`100mM`$. Then $`\kappa ^110`$Å is much smaller than the particle size $`100`$Å and we have the short-range case. Since $`r10`$Å, i.e., $`\kappa r1`$ for physiological conditions, and since the binding sites between DNA and the histones are quite specific luger97 , the estimation of $`\lambda `$ in Eq. 1 is not reliable. $`\lambda `$ can be derived instead experimentally from competitive protein binding to nucleosomal DNA polach95  to be of the order $`(1/5)k_BT/`$Å which is roughly 10 times smaller than what Eq. 1 would predict (but note also that contact is made mainly between DNA minor grooves which are 10 basepairs apart!). This short-range attraction is largely balanced by the strong bending contribution ($`l_P=500`$Å for DNA and hence $`l_P/\left(2R^2\right)1/61/7k_BT/`$Å). In any case, Eq. 3 predicts an unwrapping for sufficiently small values of $`\kappa ^1`$ but the numbers are not reliable. The more interesting case is that of the core particle at low ionic strength around $`1mM`$ ($`\kappa ^1100`$Å). At that salt concentration $`2\kappa R1`$ and we enter the long-range case. Apparently, the completely wrapped configuration is not stable at this point anymore. This is not surprising since the nucleosomal DNA overcharges the protein octamer by at least 74 negative charges (if not by $`160`$ charges since 86 charged residues are buried inside the octamer). We thus expect a considerable part of the terminal DNA to unwrap and to be part of one or two tails. In Fig. 2 this corresponds to the wrapped chain structures with tail that are found for small values of $`l_P/\mu `$, $`l_P/\mu <R`$, and large values of $`L`$, $`L>l_{iso}`$.

It would be interesting to redo the experiments with DNA pieces that are longer than 147 basepairs. For sufficiently large salt concentrations there might be then the occurrence of rosettes (if there is no interference with the partial disintegration of the octamer). For the other limit, it might be appropriate to use the argument for highly charged chains and spheres as given at the end of the previous section. The linear charge density of DNA is very high (2 phosphate groups per base pair, i.e., per 3.4Å). Manning theory manning78  indeed predicts that counterion condensation reduces the linear charge density to $`e/l_B`$ with $`l_B=7`$Å. Also the charge of the histone octamer is so high that counterion condensation is important. For that case we predicted above the unwrapping to take place around $`l_P=\mathrm{\Omega }R^2/b`$. However, since the DNA persistence length is smaller than $`R^2/b\left(50\text{Å}\right)^2/1.7`$Å $`1500`$Å we expect the wrapped state to be stable at low ionic strength and no rosettes should occur in this limit.

Concluding, we have presented a scaling theory for the complexation between a charged chain and an oppositely charged sphere for the two limits of high and low ionic strength. For strong screening one encounters with increasing chain stiffness a strongly discontinuous transition from a wrapped to an open multi-leafed rosette structure as already predicted in Ref. schiessel00 . In the case of weak screening one has again wrapped structures for sufficiently flexible chains and rosettes for stiffer chains. The unwrapping transition, however, is rather smooth in this case. That this is a characteristics of a system with long-ranged interaction has been further supported by extending this theory to power law attraction with arbitrary exponents and to the nonlinear limit of highly charged systems. We hope that the presented ”phase diagrams” for the two cases are helpful for further theoretical and experimental studies.

###### Acknowledgements.

I am grateful to Anna Akinchina and Per Linse for sending their paper, Ref. akinchina02 , prior to publication, and for helpful comments.