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# Resolvent estimates for 2 dimensional perturbations of plane Couette flow Mathematics Subject Classifications: 76E05, 47A10. Key words: Couette flow, resolvent estimates This work was partially supported by CAPES - BEX1901/99-0 - Brasília - Brasil

## 1 Introduction

We consider the Initial Boundary Value problem

$$\{\begin{array}{c}w_t+(w)W+(W)w+p=\frac{1}{R}\mathrm{\Delta }w+H\hfill \\ w=0\hfill \\ w(x,0,t)=w(x,1,t)=(0,0)\hfill \\ w(x,y,t)=w(x+1,y,t)\hfill \\ w(x,y,0)=(0,0)\hfill \end{array}$$
(1.1)
where $`w:\times [0,1]\times [0,\mathrm{})^2`$ is the unknown function $`w(x,y,t)=(u(x,y,t),v(x,y,t))`$. $`W`$ is The vector field $`W=(y,0)`$ and the Reynolds number $`R`$ is a positive parameter. The forcing $`H(x,y,t)=(F(x,y,t),G(x,y,t))`$ is a given $`C^{\mathrm{}}`$ function satisfying satisfying $`{\displaystyle _0^{\mathrm{}}}H(,,t)^2𝑑t<\mathrm{}`$ and $`H=0`$ for all $`(x,y,t)\times [0,1]\times [0,\mathrm{})`$. These equations are the linearization of the equations governing 2 dimensional perturbations $`w(x,y,t)`$ of $`W=(y,0)`$, known as Couette flow, which is a steady solution of

$$\{\begin{array}{c}U_t+(U)U+P=\frac{1}{R}\mathrm{\Delta }U\hfill \\ U=0\hfill \\ U(x,0,t)=(0,0)\hfill \\ U(x,1,t)=(1,0)\hfill \\ U(x,y,t)=U(x+1,y,t).\hfill \end{array}$$
(1.2)
The pressure term $`p(x,y,t)`$ in (1.1) is determined in terms of $`w`$ by the linear elliptic equation

$$\{\begin{array}{c}\mathrm{\Delta }p=((w)W)((W)w)\hfill \\ p_y(x,0,t)=\frac{1}{R}v_{yy}(x,0,t)\hfill \\ p_y(x,1,t)=\frac{1}{R}v_{yy}(x,1,t).\hfill \end{array}$$
(1.3)
We note that $`p`$ depends linearly on $`w`$, and is determined up to a constant. The estimates derived in this paper are independent of $`p`$. With $`p`$ given by the above equation, the solution $`w`$ of (1.1) remains divergence free for all $`t0`$. Therefore we drop the continuity equation and write the problem as

$$\{\begin{array}{c}w_t=\frac{1}{R}\mathrm{\Delta }w(w)W(W)wp+H=:_Rw+H\hfill \\ w(x,y,0)=(0,0)\hfill \end{array}$$
(1.4)
with $`w`$ satisfying the boundary conditions described in (1.1). Note that $`_R`$ is a linear operator on $`L_2\left(\mathrm{\Omega }\right)`$, $`\mathrm{\Omega }=[0,1]\times [0,1]`$. The $`L_2`$ inner product and norm over $`\mathrm{\Omega }`$ are denoted by

$$\begin{array}{ccc}w_1,w_2=_\mathrm{\Omega }\overline{w}_1w_2𝑑x𝑑y\hfill & ;& \hfill w^2=w,w.\end{array}$$

As motivation, consider a general linear evolution equation

$$\{\begin{array}{c}w_t=w+H\hfill \\ w(x,y,0)=0.\hfill \end{array}$$
(1.5)
Formally, after Laplace transformation with respect to $`t`$, the transformed equation is $`s\stackrel{~}{w}=\stackrel{~}{w}+\stackrel{~}{H}`$ for $`\text{Re}(s)0`$, where $`\stackrel{~}{w}`$ is the Laplace transform of $`w`$. The solution of the transformed equation is given by

$$\stackrel{~}{w}=(s)^1\stackrel{~}{H}.$$
(1.6)
where $``$ is the identity operator, and then we get the solution of (1.5) by applying the inverse Laplace transform to $`\stackrel{~}{w}`$. Moreover, from (1.6),

$$\stackrel{~}{w}(,s)^2(s)^1^2\stackrel{~}{H}(,s)^2.$$
(1.7)
We recall the following definition:

###### Definition 1

Let $``$ be a linear operator in a Banach space $`X`$ and $``$ the identity operator. The resolvent set $`\rho ()\text{ }\text{C}`$ of $``$ is the set of all complex numbers $`s`$ such that the operator $`(s)^1`$ exists, is bounded and has a dense domain in $`X`$. The linear operator $`(s)^1`$, for $`s\rho ()`$, is said to be the resolvent of $``$. The set $`\sigma ()=\text{ }\text{C}\rho ()`$ is the spectrum of $``$.

Therefore, if the complex number $`s`$ is such that $`s\rho ()`$, the formal argument above to express the transformed function $`\stackrel{~}{w}`$ in terms of the transformed forcing $`\stackrel{~}{H}`$ by (1.6) is valid and we have the estimate (1.7). According to Romanov , the unstable half plane $`\text{Re}s0`$ is contained in the resolvent set of the linear operator $`_R`$ defined in (1.4) , for all positive Reynolds numbers $`R`$, and the eigenvalue of $`_R`$ with largest real part is at a distance from the imaginary axis proportional to $`{\displaystyle \frac{1}{R}}`$. Our aim in this paper is to estimate the resolvent constant $`\underset{Res0}{sup}(s_R)^1`$. For each $`R`$, we derive estimates on the $`L_2`$ norm of the resolvent for the region $`|s|2\sqrt{2}(1+\sqrt{R})`$. For the remaining region, we prove that we can reduce the problem to estimating the norm of the solution of a homogeneous ordinary differential equation with non-homogeneous boundary conditions. This is the main contribution of the paper, since in principle it simplifies the problem either if one wants to prove the estimates analytically or use numerical computations. We perform numerical computations that indicate that the $`L_2`$ norm of the resolvent is proportional to $`R`$ also for $`|s|<2\sqrt{2}(1+\sqrt{R})`$. We note that, according to Romanov , this is the best possible dependence of the resolvent on the Reynolds number. This dependence is better than the 3 dimensional case, since results in Liefvendahl & Kreiss, Reddy & Henningson, Trefethen et al., Kreiss et al., also partly based in computations, indicate the $`L_2`$ norm of the resolvent to be proportional to $`R^2`$. In all the papers above, the computations are performed using different methods than the one used here.

## 2 Resolvent estimates

### 2.1 $`s`$ bounded away from 0

###### Theorem 1

If $`|s|2\sqrt{2}\left(1+\sqrt{R}\right)`$, then $`(s_R)^1^2{\displaystyle \frac{8}{|s|^2}}(1+\sqrt{R})^21`$.

#### Proof:

After Laplace transformation in $`t`$, the first equation in (1.1) is transformed to

$$\begin{array}{c}s\stackrel{~}{w}=\frac{1}{R}\mathrm{\Delta }\stackrel{~}{w}(\stackrel{~}{w})W(W)\stackrel{~}{w}\stackrel{~}{p}+\stackrel{~}{H}=_R\stackrel{~}{w}+\stackrel{~}{H}\hfill \end{array}$$
(2.1)
with $`\stackrel{~}{w}`$ satisfying the boundary conditions in the space variables described in (1.1). Taking the inner product of (2.1) with $`\stackrel{~}{w}`$, we have

$$\stackrel{~}{w},s\stackrel{~}{w}=\stackrel{~}{w},\frac{1}{R}\mathrm{\Delta }\stackrel{~}{w}\stackrel{~}{w},(\stackrel{~}{w})W\stackrel{~}{w},(W)\stackrel{~}{w}\stackrel{~}{w},\stackrel{~}{p}+\stackrel{~}{w},\stackrel{~}{H}.$$
(2.2)
Integrating by parts and using the divergence free and boundary conditions, one can prove that $`\stackrel{~}{w},\stackrel{~}{p}=0`$ and $`\stackrel{~}{w},(W)\stackrel{~}{w}`$ is purely imaginary. Therefore,

$$s\stackrel{~}{w}^2+\frac{1}{R}D\stackrel{~}{w}^2=\stackrel{~}{w},(\stackrel{~}{w})W\stackrel{~}{w},(W)\stackrel{~}{w}+\stackrel{~}{w},\stackrel{~}{H}=:P$$
(2.3)
where $`D\stackrel{~}{w}`$ denotes the derivative of $`\stackrel{~}{w}`$ with respect to the space variables, and $`D\stackrel{~}{w}`$ its Frobenius norm. $`P`$ satisfies

$$|P|\stackrel{~}{w}(\stackrel{~}{w})W+\stackrel{~}{w}(W)\stackrel{~}{w}+\stackrel{~}{w}\stackrel{~}{H}$$
(2.4)
which implies, since $`DW=1`$,

$$|P|\stackrel{~}{w}^2+\stackrel{~}{w}D\stackrel{~}{w}+\stackrel{~}{w}\stackrel{~}{H}.$$
(2.5)
Since $`\stackrel{~}{w},(W)\stackrel{~}{w}`$ is purely imaginary, taking the real part of (2.3) gives

$$\text{Re}s\stackrel{~}{w}^2+\frac{1}{R}D\stackrel{~}{w}^2|\stackrel{~}{w},(\stackrel{~}{w})W|+|\stackrel{~}{w},\stackrel{~}{H}|\stackrel{~}{w}^2+\stackrel{~}{w}\stackrel{~}{H}$$
(2.6)
and therefore

$$\text{Re}s\stackrel{~}{w}^2\stackrel{~}{w}^2+\stackrel{~}{w}\stackrel{~}{H}.$$
(2.7)
Note that (2.6) and (2.7) are valid for all $`s`$ satisfying $`\text{Re}s0`$. To complete the proof, we consider two separate cases:

Case 1: $`\text{Re}s|\text{Im}s|`$.
In this case, $`\text{Re}s{\displaystyle \frac{|s|}{\sqrt{2}}}`$, and we choose $`s`$ such that $`{\displaystyle \frac{|s|}{2\sqrt{2}}}1`$. Using (2.7),

$$\frac{|s|}{2\sqrt{2}}\stackrel{~}{w}^2=\left(\frac{|s|}{\sqrt{2}}\frac{|s|}{2\sqrt{2}}\right)\stackrel{~}{w}^2(\text{Re}s1)\stackrel{~}{w}^2\stackrel{~}{w}\stackrel{~}{H}$$

which implies

$$|s|^2\stackrel{~}{w}^28\stackrel{~}{H}^2.$$
(2.8)
Case 2: $`|\text{Im}s|\text{Re}s0`$.
In this case, $`|\text{Im}s|{\displaystyle \frac{|s|}{\sqrt{2}}}`$. Taking the imaginary part of equation (2.3) gives

$$|\text{Im}s|\stackrel{~}{w}^2|P|\stackrel{~}{w}^2+\stackrel{~}{w}D\stackrel{~}{w}+\stackrel{~}{w}\stackrel{~}{H}.$$
(2.9)
By (2.6),

$$\frac{1}{R}D\stackrel{~}{w}^2\stackrel{~}{w}^2+\stackrel{~}{w}\stackrel{~}{H}\left(\stackrel{~}{w}+\stackrel{~}{H}\right)^2$$

and then

$$D\stackrel{~}{w}\sqrt{R}\left(\stackrel{~}{w}+\stackrel{~}{H}\right).$$
(2.10)
Using this estimate in (2.9), we get

$$|\text{Im}s|\stackrel{~}{w}^2(1+\sqrt{R})\stackrel{~}{w}^2+(1+\sqrt{R})\stackrel{~}{w}\stackrel{~}{H}.$$
(2.11)
Choosing $`s`$ such that $`{\displaystyle \frac{|s|}{2\sqrt{2}}}1+\sqrt{R}`$, we have

$$\frac{|s|}{2\sqrt{2}}\stackrel{~}{w}^2\left(|\text{Im}s|(1+\sqrt{R})\right)\stackrel{~}{w}^2(1+\sqrt{R})\stackrel{~}{w}\stackrel{~}{H}$$

and this implies

$$|s|^2\stackrel{~}{w}^28(1+\sqrt{R})^2\stackrel{~}{H}^2.$$
(2.12)
From the two cases, we conclude that

$$|s|2\sqrt{2}(1+\sqrt{R})|s|^2\stackrel{~}{w}^28(1+\sqrt{R})^2\stackrel{~}{H}^2$$
(2.13)
which implies the desired estimate

$$(s_R)^1^2\frac{8}{|s|^2}(1+\sqrt{R})^21,$$
(2.14)
valid in the region $`|s|2\sqrt{2}(1+\sqrt{R})`$ of the unstable half plane $`\text{Re}s0`$.

### 2.2 $`|𝐬|<\mathrm{𝟐}\sqrt{\mathrm{𝟐}}(\mathrm{𝟏}+\sqrt{𝐑})`$

For this case, write the problem (1.1) componentwise:

$$\{\begin{array}{c}u_t+yu_x+v+p_x=\frac{1}{R}\mathrm{\Delta }u+F\hfill \\ v_t+yv_x+p_y=\frac{1}{R}\mathrm{\Delta }v+G\hfill \\ u_x+v_y=0\hfill \\ u(x,0,t)=u(x,1,t)=v(x,0,t)=v(x,1,t)=0\hfill \\ u(x,y,t)=u(x+1,y,t)\hfill \\ v(x,y,t)=v(x+1,y,t)\hfill \\ u(x,y,0)=v(x,y,0)=0\hfill \end{array}$$
(2.15)
Introduce the stream function $`\psi `$ by

$$\{\begin{array}{c}\psi _x=v\hfill \\ \psi _y=u.\hfill \end{array}$$
(2.16)
Laplace transform problem (2.15) with respect to $`t`$, expand in a Fourier series in the periodic direction $`x`$. The equations for the transformed functions $`\widehat{u}(k,y,s)`$, $`\widehat{v}(k,y,s)`$, $`\widehat{p}(k,y,s)`$, $`\widehat{F}(k,y,s)`$, $`\widehat{G}(k,y,s)`$ are

$$\{\begin{array}{c}s\widehat{u}+iky\widehat{u}+\widehat{v}+ik\widehat{p}=\frac{k^2}{R}\widehat{u}+\frac{1}{R}\widehat{u}_{yy}+\widehat{F}\hfill \\ s\widehat{v}+iky\widehat{v}+\widehat{p}_y=\frac{k^2}{R}\widehat{v}+\frac{1}{R}\widehat{v}_{yy}+\widehat{G}\hfill \\ iku+\widehat{v}_y=0.\hfill \end{array}$$
(2.17)
Differentiating the first equation in (2.15) with respect to $`y`$, the second with respect to $`x`$ and subtracting the second from the first, we eliminate the pressure $`p`$, and using the divergence free condition, we see that the transformed stream function $`\widehat{\psi }`$ satisfies the following boundary value problem for an ordinary differential equation with three parameters $`s`$, $`R`$, $`k`$:

$$\{\begin{array}{c}\frac{1}{R}\widehat{\psi }^{\prime \prime \prime \prime }\left(s+\frac{2k^2}{R}+iky\right)\widehat{\psi }^{\prime \prime }+\left(sk^2+\frac{k^4}{R}+ik^3y\right)\widehat{\psi }=I\hfill \\ \widehat{\psi }(k,0,s)=\widehat{\psi }(k,1,s)=\widehat{\psi }^{}(k,0,s)=\widehat{\psi }^{}(k,1,s)=0\hfill \end{array}$$
(2.18)
where $`I:=\widehat{F}_yik\widehat{G}`$ and  denotes the derivative with respect to $`y`$. We also use the notation $`𝒟={\displaystyle \frac{}{y}}`$ , and write the problem as

$$\{\begin{array}{c}TT_0\widehat{\psi }=\left(\frac{1}{R}𝒟^2(s+\frac{k^2}{R}+iky)\right)(𝒟^2k^2)\widehat{\psi }=I\hfill \\ \widehat{\psi }(k,0,s)=\widehat{\psi }(k,1,s)=\widehat{\psi }_y(k,0,s)=\widehat{\psi }_y(k,1,s)=0\hfill \end{array}$$
(2.19)
where $`T={\displaystyle \frac{1}{R}}𝒟^2\left(s+{\displaystyle \frac{k^2}{R}}+iky\right)`$ and $`T_0=𝒟^2k^2`$ are differential operators depending on the parameters $`R`$, $`k`$ and $`s`$. To derive the resolvent estimates, we use the following Lemma:

###### Lemma 2

If for all $`k`$ and for all $`s\text{ }\text{C}`$ such that $`|s|<2\sqrt{2}(1+\sqrt{R})`$ the solution $`\widehat{\psi }(k,y,s)`$ of (2.18) satisfies

$$\{\begin{array}{c}k^2\widehat{\psi }(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \\ \widehat{\psi }^{}(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \end{array}$$
(2.20)
where $`C`$ is a constant independent of $`s`$, $`R`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$, then

$$(s_R)^1^22CR^2$$

for $`|s|<2\sqrt{2}(1+\sqrt{R})`$.

#### Proof:

If for all $`k`$ and for all $`s\text{ }\text{C}`$ such that $`|s|<2\sqrt{2}(1+\sqrt{R})`$

$$\{\begin{array}{c}k^2\widehat{\psi }(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \\ \widehat{\psi }^{}(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \end{array}$$
(2.21)
then by the definition (2.16) of the stream function,

$$\{\begin{array}{c}\widehat{v}(k,,s)^2=k^2\widehat{\psi }(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \\ \widehat{u}(k,,s)^2=\widehat{\psi }^{}(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \end{array}$$
(2.22)
and since

$$\begin{array}{c}\stackrel{~}{u}(,,s)^2=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\widehat{u}(k,,s)^2\hfill \\ \stackrel{~}{v}(,,s)^2=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\widehat{v}(k,,s)^2\hfill \\ \stackrel{~}{F}(,,s)^2+\stackrel{~}{G}(,,s)^2=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2),\hfill \end{array}$$

(2.22) implies

$$\{\begin{array}{c}\stackrel{~}{u}(,,s)^2CR^2(\stackrel{~}{F}(,,s)^2+\stackrel{~}{G}(,,s)^2)\hfill \\ \stackrel{~}{v}(,,s)^2CR^2(\stackrel{~}{F}(,,s)^2+\stackrel{~}{G}(,,s)^2)\hfill \end{array}$$
(2.23)
and this implies $`(s_R)^1^22CR^2`$ for $`|s|<2\sqrt{2}(1+\sqrt{R}).`$

This Lemma shows that to estimate the norm of the resolvent, it is enough to prove estimates of the form (2.21) for the solution $`\widehat{\psi }`$ of (2.18). To prove those estimates for $`\widehat{\psi }`$, take the inner product of the differential equation in (2.18) with $`\widehat{\psi }`$ and obtain

$$\frac{1}{R}\widehat{\psi },\widehat{\psi }^{\prime \prime \prime \prime }\widehat{\psi },(s+\frac{2k^2}{R}+iky)\widehat{\psi }^{\prime \prime }+\widehat{\psi },(sk^2+\frac{k^4}{R}+ik^3y)\widehat{\psi }=\widehat{\psi },I.$$
(2.24)
Through integration by parts,

$$\{\begin{array}{c}\widehat{\psi },\widehat{\psi }^{\prime \prime \prime \prime }=\widehat{\psi }^{\prime \prime }^2\hfill \\ \widehat{\psi },\widehat{\psi }^{\prime \prime }=\widehat{\psi }^{}^2.\hfill \end{array}$$
(2.25)
Therefore equation (2.24) becomes

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+\left(\frac{2k^2}{R}+s\right)\widehat{\psi }^{}^2+\left(sk^2+\frac{k^4}{R}\right)\widehat{\psi }^2ik\widehat{\psi },y\widehat{\psi }^{\prime \prime }+ik^3\widehat{\psi },y\widehat{\psi }=\widehat{\psi },I.$$

Again through integration by parts, we have $`\widehat{\psi },y\widehat{\psi }^{\prime \prime }=\widehat{\psi },\widehat{\psi }^{}y\widehat{\psi }^{},\widehat{\psi }^{}`$, and since $`\psi `$ is a real function, $`\widehat{\psi },\widehat{\psi }^{}`$ is purely imaginary, $`y\widehat{\psi }^{},\widehat{\psi }^{}`$ and $`\widehat{\psi },y\widehat{\psi }`$ are real numbers. Therefore, taking the real part of the previous equation we get

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+\left(\frac{2k^2}{R}+\text{Re}s\right)\widehat{\psi }^{}^2+\left((\text{Re}s)k^2+\frac{k^4}{R}\right)\widehat{\psi }^2=\text{Re}\widehat{\psi },I\text{Re}(ik\widehat{\psi },\widehat{\psi }^{})$$

and since $`\text{Re}s0`$ , this equation implies

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+\frac{2k^2}{R}\widehat{\psi }^{}^2+\frac{k^4}{R}\widehat{\psi }^2|k||\widehat{\psi },\widehat{\psi }^{}||\widehat{\psi },I|.$$
(2.26)
We separate the analysis into three different cases for $`k`$: $`|k|>\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$ , $`0<|k|\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$ and the special case $`k=0`$.

Case 1: $`|k|>\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$
For this case, we prove the following:

###### Theorem 3

If $`|k|>\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$, then

$$\{\begin{array}{c}k^2\widehat{\psi }(k,,s)^216R^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \\ \widehat{\psi }^{}(k,,s)^216R^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2).\hfill \end{array}$$

#### Proof:

Since $`|\widehat{\psi },\widehat{\psi }^{}|\widehat{\psi }\widehat{\psi }^{}{\displaystyle \frac{R}{4|k|}}\widehat{\psi }^2+{\displaystyle \frac{|k|}{R}}\widehat{\psi }^{}^2`$, inequality (2.26) implies

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+\left(\frac{2k^2}{R}\frac{k^2}{R}\right)\widehat{\psi }^{}^2+\left(\frac{k^4}{R}\frac{R}{4}\right)\widehat{\psi }^2|\widehat{\psi },I|$$
(2.27)
and since $`|k|>\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$ , we have $`{\displaystyle \frac{k^4}{R}}{\displaystyle \frac{R}{4}}>{\displaystyle \frac{k^4}{2R}}`$ and (2.27) implies

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+\frac{k^2}{R}\widehat{\psi }^{}^2+\frac{k^4}{2R}\widehat{\psi }^2|\widehat{\psi },I|.$$
(2.28)
Since equation (2.18) is linear and the forcing is $`I=\widehat{F}_yik\widehat{G}`$, it suffices, to get the desired estimates for the solution $`\widehat{\psi }`$, to prove estimates for $`\widehat{\psi }_1`$ and $`\widehat{\psi }_2`$, solutions of the boundary value problems

$$\{\begin{array}{c}\frac{1}{R}\widehat{\psi }_1^{\prime \prime \prime \prime }\left(s+\frac{2k^2}{R}+iky\right)\widehat{\psi }_1^{\prime \prime }+\left(sk^2+\frac{k^4}{R}+ik^3y\right)\widehat{\psi }_1=\widehat{F}_y\hfill \\ \widehat{\psi }_1(k,0,s)=\widehat{\psi }_1(k,1,s)=\widehat{\psi }_1^{}(k,0,s)=\widehat{\psi }_1^{}(k,1,s)=0\hfill \end{array}$$
(2.29)
and

$$\{\begin{array}{c}\frac{1}{R}\widehat{\psi }_2^{\prime \prime \prime \prime }\left(s+\frac{2k^2}{R}+iky\right)\widehat{\psi }_2^{\prime \prime }+\left(sk^2+\frac{k^4}{R}+ik^3y\right)\widehat{\psi }_2=ik\widehat{G}\hfill \\ \widehat{\psi }_2(k,0,s)=\widehat{\psi }_2(k,1,s)=\widehat{\psi }_2^{}(k,0,s)=\widehat{\psi }_2^{}(k,1,s)=0,\hfill \end{array}$$
(2.30)
since $`\widehat{\psi }`$ is given by $`\widehat{\psi }=\widehat{\psi }_1+\widehat{\psi }_2`$.

Estimates for $`\widehat{\psi }_1`$: Through integration by parts,

$$|\widehat{\psi }_1,\widehat{F}_y|=|\widehat{\psi }_1^{},\widehat{F}|.$$

Using the Cauchy-Schwarz inequality, (2.28) with forcing $`\widehat{F}_y`$ yields

$$\frac{1}{R}\widehat{\psi }_1^{\prime \prime }^2+\frac{k^2}{R}\widehat{\psi }_1^{}^2+\frac{k^4}{2R}\widehat{\psi }_1^2\widehat{\psi }_1^{}\widehat{F}$$
(2.31)
and since all the terms on the left hand side of this equation are positive, we have

$$\frac{k^2}{R}\widehat{\psi }_1^{}^2\widehat{\psi }_1^{}\widehat{F}k^4\widehat{\psi }_1^{}^2R^2\widehat{F}^2$$
(2.32)
and

$$\frac{k^4}{2R}\widehat{\psi }_1^2\widehat{\psi }_1^{}\widehat{F}k^6\widehat{\psi }_1^22R^2\widehat{F}^2$$
(2.33)
and

$$\frac{1}{R}\widehat{\psi }_1^{\prime \prime }^2\widehat{\psi }_1^{}\widehat{F}k^2\widehat{\psi }_1^{\prime \prime }^2R^2\widehat{F}^2.$$
(2.34)
Estimates for $`\widehat{\psi }_2`$: By (2.28) with forcing $`ik\widehat{G}`$ and the Cauchy-Schwarz inequality, we have

$$\frac{1}{R}\widehat{\psi }_2^{\prime \prime }^2+\frac{k^2}{R}\widehat{\psi }_2^{}^2+\frac{k^4}{2R}\widehat{\psi }_2^2|k|\widehat{\psi }_2\widehat{G}$$
(2.35)
and then, similarly to the argument used to prove the estimates for $`\widehat{\psi }_1`$ above, we conclude

$$\{\begin{array}{c}k^6\widehat{\psi }_2^24R^2\widehat{G}^2\hfill \\ k^4\widehat{\psi }_2^{}^22R^2\widehat{G}^2\hfill \\ k^2\widehat{\psi }_2^{\prime \prime }^22R^2\widehat{G}^2.\hfill \end{array}$$
(2.36)
Therefore $`\widehat{\psi }`$, the solution of problem (2.18), satisfies

$$k^2\widehat{\psi }^{\prime \prime }^2+k^4\widehat{\psi }^{}^2+k^6\widehat{\psi }^216R^2(\widehat{F}^2+\widehat{G}^2)=16R^2\widehat{H}^2.$$

Case 2: $`0<|k|\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$
For this case, we prove that we can reduce the problem to the study of the solutions of a homogenous 4th order ordinary differential equation with non-homogenous boundary conditions. We compute the norms of those functions numerically. The computations indicate that the norm of the solutions of these simplified problems do not grow as $`R`$ grows. This implies the norm of the resolvent of the operator $`_R`$ to be proportional to $`R`$. We begin by noting that we can restrict ourselves to the case when $`s=i\xi `$ is purely imaginary. This is a consequence of the following theorem for holomorphic mappings in Banach spaces (Chae ):

###### Theorem 4

(Maximum Modulus Theorem) Let $`U`$ be a connected open subset of  C and $`f:UE`$ a holomorphic mapping, where $`E`$ is a Banach space. If $`f(z)`$ has a maximum at a point in $`U`$, then $`f(z)`$ is constant on $`U`$.

Applying the theorem to the holomorphic function $`f(s)=(s_R)^1`$ defined on $`\text{Re}s>0`$, taking values in the Banach space of bounded linear operators on $`L_2(\mathrm{\Omega })`$ and noting that (2.14) implies $`\underset{|s|\mathrm{}}{lim}f(s)=0`$, we conclude

$$\underset{Res0}{sup}s_R=\underset{\xi }{sup}i\xi _R.$$
(2.37)
We note that since we just need to consider $`s=i\xi `$, $`\xi `$, and in this case $`|s|=|\xi |=|\text{Im}s|`$, the proof of Theorem 1 is valid for $`|s|=|\text{Im}s|>2(1+\sqrt{R})`$. This restricts a little bit the parameter range for the numerical calculations. We now reduce our problem to the study of solutions of a homogenous ordinary differential equation. To this end, first consider the second order system

$$\begin{array}{ccc}Th=\left(\frac{1}{R}𝒟^2(s+\frac{k^2}{R}+iky)\right)h=I=\widehat{F}_yik\widehat{G}\hfill & ,& \hfill h(0)=h(1)=0\\ T_0g=(𝒟^2k^2)g=h\hfill & ,& \hfill g(0)=g(1)=0\end{array}$$

for $`s=i\xi `$, $`\xi `$. Taking the inner product with $`h`$ in the first equation and with $`g`$ in the second, and since the boundary conditions for both equations imply that the boundary terms after integration by parts vanish, we get

$$\begin{array}{c}g^{\prime \prime }^2+k^2g^{}^2+k^4g^2C_1h^2\hfill \\ h^{}^2+k^2h^2C_2R^2(\widehat{F}^2+\widehat{G}^2)\hfill \end{array}$$
(2.38)
where $`C_1`$, $`C_2`$ are constants independent of $`R`$, $`s`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$. Combining those two inequalities, it follows that

$$k^2g^{\prime \prime }^2+k^4g^{}^2+k^6g^2CR^2(\widehat{F}^2+\widehat{G}^2)$$
(2.39)
where $`C`$ is a constant independent of $`R`$, $`s`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$. Note that $`g`$ satisfies

$$\{\begin{array}{c}TT_0g=\left(\frac{1}{R}𝒟^2\left(s+\frac{k^2}{R}+iky\right)\right)(𝒟^2k^2)g=\widehat{F}_yik\widehat{G}\hfill \\ g(0)=g(1)=0.\hfill \end{array}$$
(2.40)
Let $`g^{}(0)=\alpha `$ and $`g^{}(1)=\beta `$. The numbers $`\alpha `$ and $`\beta `$ can be estimated using a 1-dimensional Sobolev type inequality. Indeed, $`|g^{}|_{\mathrm{}}^2g^{}^2+g^{}g^{\prime \prime }`$. Using the estimates (2.39) and that $`k`$ satisfies $`1|k|`$, we conclude that

$$|g^{}|_{\mathrm{}}^2CR^2(\widehat{F}^2+\widehat{G}^2)$$
(2.41)
and therefore

$$\begin{array}{c}|\alpha |^2=|g^{}(0)|^2CR^2(\widehat{F}^2+\widehat{G}^2)\hfill \\ |\beta |^2=|g^{}(1)|^2CR^2(\widehat{F}^2+\widehat{G}^2),\hfill \end{array}$$
(2.42)
representing again by $`C`$ a constant independent of $`s`$, $`R`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$. Now, let $`\delta (k,y,s)`$ be the solution of the problem

$$\{\begin{array}{c}TT_0\delta =\left(\frac{1}{R}𝒟^2\left(s+\frac{k^2}{R}+iky\right)\right)(𝒟^2k^2)\delta =0\hfill \\ \delta (0)=\delta (1)=0\hfill \\ \delta ^{}(0)=\alpha \hfill \\ \delta ^{}(1)=\beta .\hfill \end{array}$$
(2.43)
Then, $`\widehat{\psi }(k,y,s)=g(k,y,s)\delta (k,y,s)`$ is the solution of (2.19). Indeed,

$$TT_0\widehat{\psi }=TT_0(g\delta )=TT_0gTT_0\delta =\widehat{F}_yik\widehat{G}$$

and

$$\begin{array}{c}\widehat{\psi }(k,0,s)=g(k,0,s)\delta (k,0,s)=0\hfill \\ \widehat{\psi }(k,1,s)=g(k,1,s)\delta (k,1,s)=0\hfill \\ \widehat{\psi }^{}(k,0,s)=g^{}(k,0,s)\delta ^{}(k,0,s)=\alpha \alpha =0\hfill \\ \widehat{\psi }^{}(k,1,s)=g^{}(k,1,s)\delta ^{}(k,1,s)=\beta \beta =0.\hfill \end{array}$$

Since we already have suitable estimates for $`g`$ , our problem is reduced to deriving estimates for the solution of

$$\{\begin{array}{c}TT_0\delta =\left(\frac{1}{R}𝒟^2\left(s+\frac{k^2}{R}+iky\right)\right)(𝒟^2k^2)\delta =0\hfill \\ \delta (0)=\delta (1)=0\hfill \\ \delta ^{}(0)=\alpha \hfill \\ \delta ^{}(1)=\beta \hfill \end{array}$$
(2.44)
where $`|\alpha |^2CR^2(\widehat{F}^2+\widehat{G}^2)`$ and $`|\beta |^2CR^2(\widehat{F}^2+\widehat{G}^2)`$. Therefore, it remains to estimate $`k^2\delta (k,,s)^2`$ and $`\delta ^{}(k,,s)^2`$ for the parameter range $`(k,\xi )\times `$, $`1|k|\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$ , $`|\xi |<2(1+\sqrt{R})`$, where $`s=i\xi `$. To study this problem numerically, we simplify it as follows: if $`\delta _1`$ is the solution of

$$\{\begin{array}{c}TT_0\delta _1=0\hfill \\ \delta _1(0)=\delta _1(1)=0\hfill \\ \delta _1^{}(0)=1\hfill \\ \delta _1^{}(1)=0\hfill \end{array}$$
(2.45)
and $`\delta _2`$ is the solution of

$$\{\begin{array}{c}TT_0\delta _2=0\hfill \\ \delta _2(0)=\delta _2(1)=0\hfill \\ \delta _2^{}(0)=0\hfill \\ \delta _2^{}(1)=1,\hfill \end{array}$$
(2.46)
then $`\delta =\alpha \delta _1+\beta \delta _2`$ is the solution of (2.44). Therefore

$$k^2\delta (k,,s)^22|\alpha |^2k^2\delta _1(k,,s)^2+2|\beta |^2k^2\delta _2(k,,s)^2$$

and

$$\delta ^{}(k,,s)^22|\alpha |^2\delta _1^{}(k,,s)^2+2|\beta |^2\delta _2^{}(k,,s)^2.$$

Thus we can restrict ourselves to the dependence on $`R`$ of $`k^2\delta _j(k,,s)^2`$ and $`\delta _j^{}(k,,s)^2`$, for $`j=1,2`$. Moreover, since $`\psi (k,,s)^2=\psi (k,,s)^2`$, where $`\psi `$ is the solution of (2.18), we can restrict ourselves to $`0\xi <2(1+\sqrt{R})`$. We performed numerical computations using the MATLAB 6.0 built-in boundary value problem solver BVP4C, for the parameter range $`1|k|\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$, $`0\xi 2(1+\sqrt{R})`$ and values of $`R`$ from $`1`$ up to $`10000`$. For $`\xi `$, we used a mesh with variable number of points for each $`R`$. BVP4C makes use of a collocation method, and we performed computations with different absolute and relative tolerances, using continuation in the Reynolds number for the initial guess of the solution. The results were similar for all cases. Therefore, even though the problem is stiff for some of the parameter values, the results shown in figures (1), (2), (3), (4) in the following pages should be reliable. For different values of the Reynolds number $`R`$, we plot the maximum of $`k^2\delta _j(k,,s)^2`$ and $`\delta _j^{}(k,,s)^2`$ for $`1k\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$, $`0\xi 2(1+\sqrt{R})`$. The results indicate that

$$\begin{array}{ccc}k^2\delta _j(k,,s)^21\hfill & \text{and}& \hfill \delta _j^{}(k,,s)^21j=1,2.\end{array}$$
(2.47)
Therefore,

$$k^2\delta (k,,s)^22|\alpha |^2k^2\delta _1(k,,s)^2+2|\beta |^2k^2\delta _2(k,,s)^24CR^2(\widehat{F}^2+\widehat{G}^2),$$

that is,

$$k^2\delta (k,,s)^2\stackrel{~}{C}R^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)$$
(2.48)
and similarly

$$\delta ^{}(k,,s)^2\stackrel{~}{C}R^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)$$
(2.49)
for $`1|k|\sqrt{{\displaystyle \frac{R}{\sqrt{2}}}}`$ , $`|\xi |2(1+\sqrt{R})`$, where $`\stackrel{~}{C}`$ is a constant independent of $`R`$, $`s`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$. Those inequalities imply

$$\{\begin{array}{c}k^2\widehat{\psi }(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2)\hfill \\ \widehat{\psi }^{}(k,,s)^2CR^2(\widehat{F}(k,,s)^2+\widehat{G}(k,,s)^2),\hfill \end{array}$$

where $`C`$ is a constant independent of $`R`$, $`s`$, $`k`$, $`\widehat{F}`$, $`\widehat{G}`$. Those are the desired estimates for $`\widehat{\psi }`$.

Case 3: $`k=0`$
For this case, the differential equation for $`\widehat{\psi }`$ is reduced to

$$\{\begin{array}{c}\frac{1}{R}\widehat{\psi }^{\prime \prime \prime \prime }i\xi \widehat{\psi }^{\prime \prime }=\widehat{F}_y\hfill \\ \widehat{\psi }(0,0,s)=\widehat{\psi }(0,1,s)=\widehat{\psi }^{}(0,0,s)=\widehat{\psi }^{}(0,1,s)=0.\hfill \end{array}$$
(2.50)
By an energy technique, after integration by parts, we get

$$\frac{1}{R}\widehat{\psi }^{\prime \prime }^2+i\xi \widehat{\psi }^{}^2=\widehat{\psi }^{},\widehat{F}.$$
(2.51)
Taking the real part of this equation and using Poincaré ’s inequality, we conclude that $`\widehat{\psi }^{}^2{\displaystyle \frac{R^2}{\pi ^4}}\widehat{F}^2`$. Applying the Poincaré’s inequality again, we get

$$\widehat{\psi }(0,,s)^2\frac{R^2}{\pi ^6}\widehat{F}(0,,s)^2.$$
(2.52)
which is the desired estimate.

Using Lemma 2, we conclude from the three cases above that

$$(s_R)^1^2CR^2$$
(2.53)
for $`|s|<2(1+\sqrt{R})`$, $`C`$ a constant independent of $`s`$, $`R`$, $`\widehat{F}`$, $`\widehat{G}`$.

## 3 Conclusions

The estimates derived for $`s`$ bounded away from $`0`$ and computed numerically for the remaining region of the unstable half plane indicate the $`L_2`$ norm of the resolvent of the operator $`_R`$ to be proportional to $`R`$. Deriving the estimates analytically for the whole unstable half plane is still an open problem as far as we know. The method proposed here can be helpful to solve it. It may also be possible to adapt this method for the 3 dimensional problem, and with this approach it may be possible to give a satisfactory solution to the problem, or at least to perform more convincing computations. We hope to address these questions in the future.

#### Acknowledgement:

The author wish to thank Professor Jens Lorenz, from the Department of Mathematics and Statistics of The University of New Mexico, for suggesting the problem and for the fruitful discussions about it. He also would like to thank the anonymous referee, for pointing out a mistake in a previous proof of Theorem 1, and for suggestions that improved the presentation of the paper.

Pablo Braz e Silva
The University of New Mexico
Department of Mathematics and Statistics
Albuquerque, NM 87131
e-mail: pablo@math.unm.edu


format: text

text:
# 1 INTRODUCTION

## 1 INTRODUCTION

The detailed investigation of the nucleon spin structure during the last few years has fuelled a large number of efforts to understand the results with quark models of various kinds. It turned out during the course of these investigations that SU(3) flavour breaking is of central importance for any such effort. A small selection of relevant articles can be found in . Presently the different predictions cover a rather broad range, and while some authors claim great accuracy, others conclude that the existing experimental data on hyperon decays is insufficient for any stringent prediction . The $`\mathrm{\Lambda }`$ spin structure, in turn, is especially sensitive to flavour SU(3) breaking . While in the naive SU(6) quark model the spin of the $`\mathrm{\Lambda }`$ is carried exclusively by the $`s`$ quarks, the SU(3) rotated results for the nucleon spin structure suggest that the $`s`$ and $`\overline{s}`$ quarks carry only $`60\%`$ of the $`\mathrm{\Lambda }`$ spin while $`u`$, $`\overline{u}`$, $`d`$ and $`\overline{d}`$ quarks quarks contribute $`40\%`$. Any specific assumptions about SU(3) symmetry breaking will strongly affect these conclusions. Obviously additional input is needed, some of which we want to provide with the lattice results presented in this paper.
The spin structure of the $`\mathrm{\Lambda }`$ is also experimentally of special interest, because its polarisation can easily be measured via the self-analysing weak decay $`\mathrm{\Lambda }p\pi ^{}`$. Indeed, the $`\mathrm{\Lambda }`$ polarisation has been determined at the $`Z^0`$ pole in $`e^+e^{}`$ annihilation  where it is mainly due to the $`s`$ quarks, which when produced via $`Z^0`$ decays have an average polarisation of $`0.91`$. Furthermore, $`\mathrm{\Lambda }`$ polarisation has been studied in deep-inelastic scattering of polarised positrons on unpolarised protons in the current fragmentation region, i.e. selecting $`\mathrm{\Lambda }`$s which most likely originate from the struck quark . Needless to say, however, that the interpretation of the experiments is complicated by fragmentation effects, $`\mathrm{\Lambda }`$s from the decay of heavier hyperons, etc. $`\mathrm{\Lambda }`$ and $`\overline{\mathrm{\Lambda }}`$ polarisation was also analysed for charged-current neutrino nucleon reactions . A completely unsettled puzzle is the very strong polarisation of $`\mathrm{\Lambda }`$s produced in unpolarised $`p+N`$ reactions . The knowledge of the internal spin structure of the $`\mathrm{\Lambda }`$ is certainly a necessary ingredient for any explanation.
Thus, there is ample motivation to perform lattice calculations which provide information on the internal $`\mathrm{\Lambda }`$ structure. For a spin 1/2 baryon the fraction $`\mathrm{\Delta }q`$ of the spin carried by the quarks (and antiquarks) of flavour $`q`$ is given in terms of the forward matrix element of the axial vector current:

$$p,s|\overline{q}\gamma _\mu \gamma _5q|p,s=2s_\mu \mathrm{\Delta }q,$$
(1)
where $`s^2=M^2`$ ($`M=`$ mass of the baryon) and the states are normalised according to $`p,s|p^{},s^{}=2E_p(2\pi )^3\delta (\stackrel{}{p}\stackrel{}{p}^{})\delta _{ss^{}}`$. Simultaneously we have calculated the transversity matrix element (the tensor charges $`\delta q`$):

$$p,s|\overline{q}\mathrm{i}\sigma _{\mu \nu }\gamma _5q|p,s=\frac{2}{M}(s_\mu p_\nu s_\nu p_\mu )\delta q.$$
(2)
The physical origin of the difference between $`\mathrm{\Delta }q`$ and $`\delta q`$ is that in the first case the baryon is boosted along its spin direction and in the second case perpendicular to it. Thus this difference has a very specific sensitivity to details of the internal baryon structure, being e.g. zero in the non-relativistic limit. Operators with additional derivatives can be used to extract also some higher moments of the corresponding distribution functions.
Our aim is to study how strongly the mass difference between the strange quark and the light quarks affects the flavour SU(3) symmetry between the (polarised) distribution functions in the nucleons and the $`\mathrm{\Lambda }`$. Perfect SU(3) symmetry predicts the equations

$`\mathrm{\Delta }s_\mathrm{\Lambda }`$ $`=(2\mathrm{\Delta }u_p\mathrm{\Delta }d_p+2\mathrm{\Delta }s_p)/3,`$
$`\mathrm{\Delta }d_\mathrm{\Lambda }=`$ $`\mathrm{\Delta }u_\mathrm{\Lambda }`$ $`=(\mathrm{\Delta }u_p+4\mathrm{\Delta }d_p+\mathrm{\Delta }s_p)/6`$ (3)
and the same relations for the tensor charges.
A preliminary account of some of our results has already been given in Ref. .

## 2 THE SIMULATION

We have performed quenched simulations with the Wilson gauge action at $`\beta =6.0`$ using nonperturbatively $`O(a)`$ improved fermions (clover fermions) with $`c_{\mathrm{SW}}=1.769`$. The lattice size was $`16^3\times 32`$. We worked with nine combinations of hopping parameters: $`\kappa _u=\kappa _d`$, $`\kappa _s`$ $`\{0.1324,0.1333,0.1342\}`$ corresponding to bare quark masses of $`166`$, $`112`$, $`58`$ MeV, respectively. So we can extra polate to the chiral limit in $`\kappa _u=\kappa _d`$ and inter polate in $`\kappa _s`$ to the physical value $`\kappa _s^{}`$. For the critical hopping parameter $`\kappa _c`$ we take the value 0.135201 determined from the PCAC quark mass , $`\kappa _s^{}=0.1341`$ was fixed by requiring the pseudoscalar mass $`m_{\mathrm{PS}}`$ for $`\kappa _u=\kappa _d=\kappa _c`$ and $`\kappa _s=\kappa _s^{}`$ to be equal to the $`K^+`$ mass of $`494`$ MeV (with the scale set by the force parameter $`r_0=0.5`$ fm). In the extra- and interpolation we assumed a linear dependence of $`m_{\mathrm{PS}}^2`$ on the quark mass.
As an interpolating field for the $`\mathrm{\Lambda }`$ we used (employing Euclidean notation from now on)

$$\mathrm{\Lambda }_\alpha (t)=\underset{x,x_4=t}{}ϵ_{ijk}s_{i\alpha }(x)\left(u_j^T(x)C\gamma _5d_k(x)\right)$$
(4)
where $`C`$ is the charge conjugation matrix; $`i`$, $`j`$, and $`k`$ are colour indices and $`\alpha `$ is a Dirac index. The quark fields were (Jacobi) smeared to improve the overlap with the $`\mathrm{\Lambda }`$ state.
As usual, the bare matrix elements are determined from ratios of three-point functions and two-point functions

$$R_𝒪=\frac{\stackrel{~}{\mathrm{\Gamma }}_{\beta \alpha }\mathrm{\Lambda }_\alpha (t)𝒪(\tau )\overline{\mathrm{\Lambda }}_\beta (0)}{\mathrm{\Gamma }_{\beta \alpha }\mathrm{\Lambda }_\alpha (t)\overline{\mathrm{\Lambda }}_\beta (0)},0<\tau <t$$
(5)
with appropriate spin projection matrices $`\mathrm{\Gamma }`$ and $`\stackrel{~}{\mathrm{\Gamma }}`$. The choice for $`\mathrm{\Gamma }`$ and $`\stackrel{~}{\mathrm{\Gamma }}`$ as well as $`t`$ and the smearing parameters can be found in . The quality of the data can be judged by how well pronounced a plateau is obtained for this ratio as function of $`\tau `$.
On the lattice the choice of the operators $`𝒪`$ is a non-trivial task, because the discretisation reduces the symmetry group of (Euclidean) space-time from $`O(4)`$ to the hypercubic group $`H(4)O(4)`$. Therefore, one has to find combinations of operators which avoid the problem of operator mixing . After renormalisation, the matrix elements of these operators are expressed in terms of the reduced matrix elements $`v_2`$, $`a_0`$, $`a_1`$ and $`t_0`$ which correspond to moments of the parton distribution functions. We work with the operators

$$𝒪_{v_2}=\frac{1}{2}\overline{q}(\gamma _4\underset{4}{\overset{}{D}}\frac{1}{3}(\gamma _1\underset{1}{\overset{}{D}}+\gamma _2\underset{2}{\overset{}{D}}+\gamma _3\underset{3}{\overset{}{D}}))q,$$
(6)
$$𝒪_{a_0}=\overline{q}\gamma _2\gamma _5q,$$
(7)
$$𝒪_{a_1}=\frac{1}{4}\overline{q}(\gamma _4\gamma _5\underset{2}{\overset{}{D}}+\gamma _2\gamma _5\underset{4}{\overset{}{D}})q,$$
(8)
$$𝒪_{t_0}=\overline{q}\sigma _{24}\gamma _5q.$$
(9)
While the $`v_2`$ operator Eq.(6) (the $`v_{2b}`$ operator in the notation of ) is used in a spin-averaged matrix element, the other operators require a polarised baryon state to give a non-zero result. In these latter cases we choose the spin to point into the 2-direction. In parton model language we have:

$$v_2^q=xq(x),a_0^q=2\mathrm{\Delta }q(x),a_1^q=2x\mathrm{\Delta }q(x),t_0^q=2\delta q(x).$$
(10)
In order to reduce the cut-off effects from $`O(a)`$ to $`O(a^2)`$ also in matrix elements, the improvement of the fermionic action has to be accompanied by the improvement of the operator under study. For the axial vector current the improved renormalised operator has the form

$$A_\mu ^{impr}=Z_{a_0}(1+b_{a_0}am)(A_\mu +ac_{a_0}_\mu P)$$
(11)
with the bare axial vector current $`A_\mu (x)=\overline{q}(x)\gamma _\mu \gamma _5q(x)`$, the pseudoscalar density $`P(x)=\overline{q}(x)\gamma _5q(x)`$, and the bare quark mass $`am=1/(2\kappa )1/(2\kappa _c)`$. The improvement term $`_\mu P`$ vanishes in forward matrix elements, so we do not need the coefficient $`c_{a_0}`$. For the other operators one can use the equation of motion to define the improvement coefficients analogous to $`c_{a_0}`$ such that they are of order $`g^2`$ and and thus small. We therefore decided in the end to neglect the improvement terms altogether. For baryons with momentum zero the ratios $`R_𝒪`$ are related to the reduced matrix elements (10) by

$`R_{v_2}`$ $`=`$ $`{\displaystyle \frac{1}{Z_{v_2}(1+b_{v_2}am)}}{\displaystyle \frac{1}{2\kappa }}Mv_2,`$
$`R_{a_0}`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{Z_{a_0}(1+b_{a_0}am)}}{\displaystyle \frac{1}{2\kappa }}{\displaystyle \frac{1}{2}}a_0,`$
$`R_{a_1}`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{Z_{a_1}(1+b_{a_1}am)}}{\displaystyle \frac{1}{2\kappa }}{\displaystyle \frac{M}{4}}a_1,`$
$`R_{t_0}`$ $`=`$ $`{\displaystyle \frac{1}{Z_{t_0}(1+b_{t_0}am)}}{\displaystyle \frac{1}{2\kappa }}{\displaystyle \frac{1}{2}}t_0.`$ (12)
Depending on the flavour of the quark one has to insert for $`\kappa `$ either $`\kappa _d`$ or $`\kappa _s`$. These relations account for the operator renormalisation and different normalisations on the lattice and in the continuum . The renormalisation constants $`Z_{v_2},Z_{a_0},Z_{a_1},Z_{t_0}`$ depend on the renormalisation scale $`\mu `$ of the continuum theory and the lattice cut-off $`1/a`$ or equivalently $`\beta `$. One exception is $`Z_{a_0}`$, which depends only on $`\beta `$, because in the continuum the anomalous dimension is zero due to current conservation. The scale dependence can be factorized into a factor depending on $`\mu `$ and one depending on $`\beta `$. For the renormalisation constants we employ a variation of tadpole improved perturbation theory - TRB-PT - as briefly described in . The renormalisation group invariant form is first found (accurate to two loop perturbation theory) and then converted back to the $`\overline{MS}`$-scheme at $`\mu ^2`$=4 GeV2, using two-loop perturbation theory for $`t_0`$ and three-loop perturbation theory for $`a_1`$ and $`v_2`$. We obtain

$`Z_{v_2}(\mu ^2=4\mathrm{GeV}^2,\beta =6.0)=`$ $`1.11106`$ $`b_{v_2}=1.25803`$
$`Z_{a_0}(\beta =6.0)=`$ $`0.83232`$ $`b_{a_0}=1.27134`$
$`Z_{a_1}(\mu ^2=4\mathrm{GeV}^2,\beta =6.0)=`$ $`1.11800`$ $`b_{a_1}=1.24313`$
$`Z_{t_0}(\mu ^2=4\mathrm{GeV}^2,\beta =6.0)=`$ $`0.88924`$ $`b_{t_0}=1.24626.`$ (13)
$`Z_{a_0}`$ and $`b_{a_0}`$ have been determined non-perturbatively (on the lattice) in  with the result

$$Z_{a_0}(\beta =6.0)=0.807(2)(8)b_{a_0}=1.28(3)(4).$$
(14)
This value for $`Z_{a_0}`$ deviates by $`4\%`$ from the perturbative value in Eq. (13). We used for $`a_0`$ Eq.(14) and otherwise Eq.(13). At this point we also want to address the question with which phenomenological distribution functions we should compare. Our $`Z`$ values include all contributions of order $`\alpha _s`$ and some (but not all) contributions of higher order. This suggests that we should compare them with an NLO (or higher) DGLAP-fit to the experimental data in the $`\overline{MS}`$ scheme and for the scale 4 GeV2.

## 3 RESULTS

From the $`\mathrm{\Lambda }`$ masses at our nine combinations of $`\kappa _d`$, $`\kappa _s`$ we have computed $`\mathrm{\Lambda }`$ masses at $`\kappa _d=\kappa _c`$ by linear extrapolation of $`M_\mathrm{\Lambda }^2`$ in $`1/\kappa _d`$. These 12 masses are plotted in Fig. 1. The filled triangles denote the chiral limit $`\kappa _d,`$ $`\kappa _u`$ $``$ $`\kappa _c`$ for each $`\kappa _s`$. Our value for $`\kappa _s^{}`$, which we fixed by $`M_K`$, reproduces quite accurately the ratio $`M_\mathrm{\Lambda }/M_p=1.19`$.

This fits in nicely with the observation that $`M_\mathrm{\Sigma }/M_p`$ and $`M_\mathrm{\Xi }/M_p`$ are also rather well reproduced by quenched simulations (see, e.g., ). The plot shows clearly the breaking of the SU(3) flavour symmetry. In particular, the dependence of the masses on $`\kappa _d`$ is rather pronounced.
In Fig. 2 we plot our bare results, i.e. the results without the factors $`Z(1+bam)`$ in Eq. (12), for $`\mathrm{\Delta }q(x)`$, $`x\mathrm{\Delta }q(x)`$ $`xq(x)`$, and $`\delta q(x)`$ in the $`\mathrm{\Lambda }`$ versus $`1/\kappa _s`$ ($`q=s,d`$; the results for $`u`$ are the same as for $`d`$). We plotted the bare results because these are the numbers we actually used for inter- and extrapolation. In contrast with the case of $`M_\mathrm{\Lambda }/M_p`$, the dependence on $`\kappa _d`$ is rather weak. The values corresponding to $`\kappa _d=\kappa _c`$ have been obtained by extrapolating the bare matrix elements linearly in $`1/\kappa _d`$ (filled triangles). Finally, by interpolating the bare matrix elements for $`\kappa _d=\kappa _c`$ linearly in $`1/\kappa _s`$ to $`1/\kappa _s^{}`$ we obtain the desired $`\mathrm{\Lambda }`$ matrix elements.

The numbers plotted in the figure are given as tables in the appendix. The physical results for the renormalisation scale $`\mu ^2=4`$ GeV2 are collected in table 1.

Thus we find that the $`d`$ and $`u`$ quarks carry a somewhat smaller momentum fraction than the $`s`$ quarks, 20% each as compared to 27% which is quite intuitive in view of the larger $`s`$ mass. We also find that the tensor charge $`\delta q`$ is close to $`\mathrm{\Delta }q`$ for the $`s`$ quark, which again fits to our understanding of transversity, as both should be identical in the non-relativistic limit. Note that a positive value of $`x\mathrm{\Delta }d(x)`$ and a smaller or even negative value for $`\mathrm{\Delta }d(x)`$ imply a sign change of $`\mathrm{\Delta }d(x)`$ as function of $`x`$. This would agree with model predictions .
These numbers are subject to systematic uncertainties which we will now discuss. For the nucleon similar quenched lattice calculations always gave quark momentum fractions which were too large by typically about 20% and this disagreement was usually attributed to quenching and the neglect of quark-line disconnected contributions. Recently it has been pointed out that the extrapolation to the chiral limit could be of similar or even greater importance . If this is true we expect that the corrections from a nontrivial chiral extrapolation can affect substantially the values for $`\mathrm{\Delta }q`$. Another source of uncertainty is the lacking continuum extrapolation as the current calculations have been performed at one lattice spacing only.
Let us now discuss our results for $`\mathrm{\Delta }q`$ in more detail on the basis of table 2.

In this table we give in the third line the $`\mathrm{\Lambda }`$ matrix elements as they follow from our Monte Carlo results for the proton matrix elements by the use of SU(3)F (see Eq.(3)). They agree quite well with the matrix elements computed directly (fourth line). This implies that the flavour symmetry breaking effects in the matrix elements are rather small, which can also be concluded from Fig. 2. As the mass difference between the light quarks and the strange quark was consistently taken into account this provides a strong argument that the $`\mathrm{\Lambda }`$ and proton spin structures are, in good approximation, simply related by an SU(3) transformation. Consequently, the values given in the second line, which were computed from the proton spin structure under the assumption of flavour SU(3)(see, e.g., ), should be quite reliable.
Because we performed a quenched calculation it might be more consistent to compare our results to the prediction for the valence quark contribution, e.g. by Ashery and Lipkin . They obtained $`\mathrm{\Delta }u_\mathrm{\Lambda }=\mathrm{\Delta }d_\mathrm{\Lambda }=0.07(4)`$, $`\mathrm{\Delta }s_\mathrm{\Lambda }=0.73(4)`$. Notice that all results differ markedly from the predictions of the (naive) quark model shown in the first line.

## 4 SUMMARY

We have studied various aspects of the $`\mathrm{\Lambda }`$ (spin) structure taking the mass difference between the quarks into account. We found that our results agree nicely with general expectations: The momentum fraction carried by the $`s`$ quark is larger than for light quarks, the values for the tensor charge $`\delta s`$ and $`\mathrm{\Delta }s`$ are similar. Our main result is, however, that SU(3) flavour symmetry appears to be much less violated in the matrix elements than in the baryon masses, which is in agreement with the empirical observation that the hyperon semileptonic decays can be parametrised rather well assuming SU(3) flavour symmetry. Presently the use of $`\mathrm{\Lambda }`$s as a probe of the nucleon spin structure in e.g. deep-inelastic lepton-nucleon scattering still has to rely on models, but the properties of the latter should definitely be checked by a comparison with our lattice results.
We expect that our results have a similar uncertainty as those for the (spin) structure of the proton and that the origin of this uncertainty is the same. When configurations with lighter dynamical quarks become available and our understanding of chiral extrapolation improves, high precision results for the $`\mathrm{\Lambda }`$ should become reachable along the lines discussed in this contribution.

## ACKNOWLEDGEMENTS

This work is supported in part by the DFG (Schwerpunkt “Elektromagnetische Sonden”) by BMBF and by the European Community’s Human Potential Program under contract HPRN-CT-2000-00145, Hadrons/Lattice QCD. The numerical calculations were performed on the Quadrics computers at DESY Zeuthen. We wish to thank the operating staff for their support.

## APPENDIX

The following tables contain the numerical values for our lattice results.


text:
# Possible Evidence for a Chiral Particle 𝐵₀^𝜒, Scalar Meson in the 𝐵 Meson System

## 1 Introduction

The level classification of hadrons has been done rather successfully on the basis of the non-relativistic quark model(NRQM) for these 4 decades. However, this non-relativistic scheme seems now to be confronted with a serious difficulty: Recently existence of the light-mass iso-scalar scalar meson to be identified with $`\sigma `$, the chiral partner of the $`\pi `$ meson as a Nambu-Goldstone boson, has been accepted widely. Successively possible existence of the $`\kappa `$(900) meson, iso-spinor scalar meson, has been pointed out. Then we are able to identify naturally the $`\sigma `$-meson nonet with the members $`\{\sigma (600),\kappa (900),a_0(980),f_0(980)\}`$.

The mass values $`(`$ 1GeV) of this scalar nonet are in the region of $`q\overline{q}`$ ground states in NRQM, while there are no seats for scalars in this model. This has aroused recently a hot controversy on what the quark configuration of $`\sigma `$ nonet is.

On the other hand we have proposed a new level-classification scheme, which has a relativistically covariant framework and in conformity with the approximate chiral symmetry. In this new classification scheme the “chiral states”, which are out of the framework of the NRQM, are expected to exist in the lower mass region, and the $`\sigma `$-nonet is naturally assigned as the $`(q\overline{q})`$ relativistic $`S`$-wave chiral state. In the heavy-light quark meson system it is expected that the approximate chiral symmetry on the light quark is valid, and the new level-classification scheme anticipates existence of the chiral states, scalar mesons and axial-vector mesons, in addition to the conventional states, pseudo-scalar and vector mesons, in the ground states.

In the previous work we have shown a possible evidence for existence of a chiral particle $`D_1^\chi `$, axial-vector in the $`D`$ meson system. The purpose of this paper is to investigate the possibility for existence of another chiral particle $`B_0^\chi `$, scalar in the $`B`$ meson system, by reanalyzing some experimental data reported previously.

## 2 Experimental Data and Project for Reanalysis

(Experimental data to be analyzed)

As the experimental data to be reanalyzed we choose the mass spectra of $`B\pi `$ system obtained through $`Z^0`$ boson decay

$`e^++e^{}`$ $``$ $`Z^0B\pi +\mathrm{},`$ (2.1)
by L3 collaboration with some statistical accuracy. We also apply the data by ALEPH collaboration with low statistical accuracy for suplementary analysis. The original data are inclusive and the relevant exclusive mass spectra of $`B\pi `$ system are obtained by subtracting from the original ones the backgrounds of the form

$`B.G.`$ $`=`$ $`P_1(\mathrm{\Delta }M)^{P_3}\mathrm{exp}\left[P_4(\mathrm{\Delta }M)+P_5(\mathrm{\Delta }M)^2+P_6(\mathrm{\Delta }M)^3\right]`$ (2.2)
$`\mathrm{\Delta }M`$ $``$ $`M_{B\pi }P_2,`$
with fitting parameters $`P_i(i=1,2,\mathrm{},6)`$. We shall apply the same formula to Eq. (2.2) for the backgrounds, taking into account the possible effects of intermediate $`B_0^\chi `$ production.

(Relevant intermediate resonances)

The conventional two $`(b\overline{q})P`$ wave mesons may contribute directly, as intermediate states, to the final $`B\pi `$ system with the respective angular momenta $`l=0,2`$ as

$`\mathrm{Direct}\mathrm{Reson}.\mathrm{Process}B_0^{}`$ $``$ $`B+\pi (S\mathrm{wave}),`$ (2.3)
$`B_2^{}`$ $``$ $`B+\pi (D\mathrm{wave}),`$ (2.4)
where $`B_0^{}`$ and $`B_2^{}`$ have, respectively, $`{}_{}{}^{j_q}L_{J}^{}={}_{}{}^{1/2}P_{0}^{}`$ and $`{}_{}{}^{3/2}P_{2}^{}`$ $`(𝒋_q=𝑺_q+𝑳`$ is the total amgular momentum of the light quark).

In this work, a possible direct contribution from, in addition to the above conventional resonances, the chiral scalar meson $`B_0^\chi `$ is taken into account as

$`\mathrm{Direct}\mathrm{Reson}.\mathrm{Process}B_0^\chi `$ $``$ $`B+\pi (S\mathrm{wave}),`$ (2.5)
Concerning a possible candidate for the chiral particle $`B_0^\chi `$, some excess structure over the backgrounds around the mass $`m5550`$ MeV, which is common to both the data of L3 and ALEPH, is identified as being due to production of $`B_0^\chi `$.

In the relevant experiment the low energy $`\gamma `$ was unable to be observed. Accordingly we must take into account the background process from the intermediate resonances, decaying into $`B^{}+\pi `$ (successively $`B^{}`$ decays into $`B`$ and missing $`\gamma `$).

$`\mathrm{Backgd}.\mathrm{Reson}.\mathrm{Process}B_1^{}`$ $``$ $`B^{}+\pi (S\mathrm{wave}),`$ (2.6)
$`B_1`$ $``$ $`B^{}+\pi (D\mathrm{wave}),`$ (2.7)
$`B_2^{}`$ $``$ $`B^{}+\pi (D\mathrm{wave}),`$ (2.9)
$`B^{}B+\gamma .`$
(Formulas for analysis)

We shall apply the VMW method in our relevant case, where the absolute amplitude squared is given by

$`|M(s)|^2`$ $`=`$ $`\{|r_1\mathrm{\Delta }_{B_0^\chi }(s)+r_2e^{i\theta }\mathrm{\Delta }_{B_0^{}}(s)|^2+|r_3\mathrm{\Delta }_{B_2^{}}(s)|^2\}`$ (2.10)
$`+\{|r_4\mathrm{\Delta }_{B_1^{}}(s)|^2+|r_5\mathrm{\Delta }_{B_2^{}}(s)|^2+|r_6\mathrm{\Delta }_{B_1}(s)|^2\}`$
$`\mathrm{\Delta }_i(s)`$ $``$ $`{\displaystyle \frac{m_i\mathrm{\Gamma }_i}{sm_i^2+im_i\mathrm{\Gamma }_i}}(i\mathrm{denoting}\mathrm{respective}\mathrm{resonances}).`$ (2.11)
Here the first (second) term represents the contributions from the direct (background) resonance processes Eqs. (2.3-2.5) (Eqs. (2.6-2.9) ), the $`m_i(\mathrm{\Gamma }_i)`$ are the mass(width) of relevant resonances, and $`r_i`$ represent their production strength. In Eq. (2.10) a possible interference effect between the two direct decay processes of the $`B_0^{}`$ (Eq. (2.3)) and of the $`B_0^\chi `$ (Eq. (2.5)) are taken into account, while no interference effects among any background process Eqs. (2.6-2.9) are expected.

(Project for applying $`\chi ^2`$-analysis)

We shall perform the two kinds of $`\chi ^2`$-fitting of the mass spectra, the one with $`B_0^\chi `$ and the other without $`B_0^\chi `$, and compare with their results. Our main interest for reanalysis in this work is to search for a possibility of existence of $`B_0^\chi `$. Accordingly we shall follow to the projects of original analysis, modifying them only in the places to be related with this existence, and our projects are:
i) Backgrounds; in the case without $`B_0^\chi `$ their parameters, $`P_1`$ through $`P_6`$, are determined so as to reproduce the original background curve given by L3, while in the case with $`B_0^\chi `$ the original curve is revised in the region close to threshold where the possible effects of $`B_0^\chi `$ may be included.
ii) mass and width of resonances; their values of $`m_i`$ and $`\mathrm{\Gamma }_i`$ appeared in Formulas (2.10) are restricted in the regions given in Table I. In this table $`M_{B_1^{}}`$ and $`M_{B_2^{}}`$ are treated as free parameters and the restrictions $`M_{B_0^{}}=M_{B_1^{}}12`$MeV and $`M_{B_1}=M_{B_2^{}}12`$MeV are set up. Also $`\mathrm{\Gamma }_{B_1^{}}`$ and $`\mathrm{\Gamma }_{B_2^{}}`$ are free parameters and the restrictions $`\mathrm{\Gamma }_{B_0^{}}=\mathrm{\Gamma }_{B_1^{}}`$ and $`\mathrm{\Gamma }_{B_1}=\mathrm{\Gamma }_{B_2^{}}`$ are set up. It is also taken into account the fact that the effective mass of relevant resonances in the background processes is shift down by $`\mathrm{\Delta }M_\gamma =m_B^{}m_B=46`$MeV. The upper and lower limits of the regions on the free parameters $`m_{B_1^{}}`$, $`m_{B_2^{}}`$, $`\mathrm{\Gamma }_{B_1^{}}`$ and $`\mathrm{\Gamma }_{B_2^{}}`$ are determined in reference to their original values of L3 also shown in Table I.

iii) Energy resolution of experiments; its effects are taken into account through the relation

$`\mathrm{\Gamma }_{R_i}`$ $`=`$ $`\sqrt{\mathrm{\Gamma }_{i,\mathrm{orig}.}^2+\mathrm{\Gamma }_{i,\mathrm{resol}.}^2},`$ (2.12)
where $`\mathrm{\Gamma }_{i,\mathrm{resol}.}`$ is the energy resolution $`\sigma `$ of L3, $`\mathrm{\Gamma }_{R_i}`$ is the value for our formula, and $`\mathrm{\Gamma }_{i,\mathrm{orig}.}`$ is the true width of the resonance $`R_i`$.
iv) Production couplings $`r_i`$; following L3, the production ratios among resonances are assumed to be proportional to the $`(2J_i+1)`$ ($`J_i`$ being spin of $`R_i`$). Then $`r_i`$ are obtained from $`\mathrm{\Gamma }_i`$ through the relation

$`r_i^2\mathrm{\Gamma }_i`$ $``$ $`(2J_i+1).`$ (2.13)
## 3 Results of Analysis

The results of our analysis in both cases, with $`B_0^\chi `$ and without $`B_0^\chi `$, are shown in Fig. 1. The fitted curves in comparison with the data are given, respectively, as follows: In the case with $`B_0^\chi [`$ without $`B_0^\chi ]`$ the results on exclusive L3 spectra and ALEPH ones are shown in Fig. (a), (c) and (e) $`[`$ (b), (d) and (f) $`]`$ .

The values of mass and width of direct resonances, $`B_0^\chi `$, $`B_0^{}`$ and $`B_2^{}`$, obtained through our analysis of (a) L3(exclusive) are given in Table II.

In Table III the values of $`\chi ^2`$ and of $`\stackrel{~}{\chi }^2(\chi ^2/\mathrm{No}.\mathrm{of}\mathrm{data}\mathrm{points}\mathrm{No}.\mathrm{of}\mathrm{param}.)`$ of the analysis of L3(exclusive) are given in both the cases with and without $`B_0^\chi `$.

Through the inspection of fitted curves in Fig. 1, we may conclude that our results give some evidence for existence of $`B_0^\chi `$, although there is no significant improvement on the reduced $`\chi ^2`$.

## 4 Concluding Remarks

(Summary of this work) We have made reanalysis of the $`(B\pi )`$ mass spectra obtained through the process Eq. (2.1), by applying the formulas (2.10) and (2.11). As the intermediate direct resonance we have taken into account the $`B_0^\chi `$, a new chiral scalar meson outside of the conventional level-classification scheme. As a result we have obtained a possible evidence of $`B_0^\chi `$ with $`m=5530`$ MeV and $`\mathrm{\Gamma }=19.7`$ MeV. The obtained values of reduced $`\chi `$ square, $`\stackrel{~}{\chi }^2=18.5/(349)=0.74`$ for the case with $`B_0^\chi `$ and $`22.4/(345)=0.77`$ for the case without $`B_0^\chi `$, respectively. However, the statistical accuracy of the relevant data is very poor, and the more accurate data are required in order to get a definite conclusion.

(Universal property of chiral particles) In the previous works the universal relations of chiral particles through the $`D`$\- and $`B`$-meson systems are predicted from the chiral symmetry on the light-quark and the heavy quark symmetry: The mass splittings between the respective chiral partners are equal, and the decay widths for the one-pion emission of the chiral particles, scalar and axial vector mesons are also equal.

We can check some of these universal relations experimentally, using the results of the analyses given in this letter and the previous one, as follows:

$`\mathrm{\Delta }m_D(m(D_1^\chi )m(D^{}))`$ $`=`$ $`\mathrm{\Delta }m_B(m(B_0^\chi )m(B))`$
$`302(23122010)\mathrm{MeV}`$ $`238(=55355297)\mathrm{MeV}.`$ (4.1)
$`\mathrm{\Gamma }(D_1^\chi D^{}\pi )`$ $`=`$ $`\mathrm{\Gamma }(B_0^\chi B\pi )`$
$`23\mathrm{MeV}`$ $`20\mathrm{MeV}.`$ (4.2)
From the above we may conclude that the theoretical predictions on the universal properties of chiral particles are consistent with the present experiment.

The authors should like to express their gratitude to Professors, K. Takamatsu and T. Tsuru, for their useful discussions and encouragement.


text:
# Nonlinear shot noise in mesoscopic diffusive normal-superconducting systems

thanks: We acknowledge Ya. Blanter, J. C. Cuevas, F. Hekking, A. Kolek, and F. Wilhelm for discussions and comments. The numerical simulations have been performed at the Center for Scientific Computing (CSC, Finland). This work was supported by the Finnish Cultural Foundation and the Graduate School in Technical Physics at the Helsinki University of Technology.

## Abstract

We study differential shot noise in mesoscopic diffusive normal-superconducting (NS) heterostructures at finite voltages where nonlinear effects due to the superconducting proximity effect arise. A numerical scattering-matrix approach is adopted. Through an NS contact, we observe that the shot noise shows a reentrant dependence on voltage due to the superconducting proximity effect but the differential Fano factor stays approximately constant. Furthermore, we consider differential shot noise in the structures where an insulating barrier is formed between normal and superconducting regions and calculate the differential Fano factor as a function of barrier height.

Shot noise is fluctuation of the current that is due to the discrete nature of the charge carriers. It is the only source of noise at zero temperature. Current noise contains information on the physics of transport phenomenon not contained in the conductance. A classical value $`S=2e|I|=S_{\mathrm{Poisson}}`$ for the noise, observed, e.g., in a vacuum diode, is obtained in the tunneling limit, i.e., when the transmission probabilities for open scattering channels are small and there are no correlations among the charge carriers. However, two effects may reduce the noise below its Poissonian value: inelastic scattering (not considered in this paper) and reduced noise in channels with finite transmission amplitudes. Beenakker and Büttiker (1992) In a phase-coherent conductor, all the transfer coefficients are not necessarely small. Instead, e.g., in a diffusive phase-coherent metallic wire the distribution function of the transmission coefficients has a bimodal form Beenakker (1997) such that almost closed and almost open channels are preferred. This results in a shot noise that is one-third of the Poissonian noise independently of the sample-specific properties such as the number of channels or the degree of disorder. Beenakker and Büttiker (1992); Nagaev (1992)

During the last decade the noise properties of mesoscopic conductors have been under intense study (for a review, see Ref. Ya. M. Blanter and M. Büttiker, 2000). There has also been increasing interest to comprehend the interplay of phase coherence and superconducting proximity effect in mesoscopic physics. Recently the doubling of the shot noise in normal-superconducting heterojunctions, predicted in the linear regime in Ref. jon, , has been verified experimentally. X. Jehl et al. (2000) While the theory of classical shot noise and the quantum mechanical results in the linear regime have been discussed before, little attention has been paid to mesoscopic noise at finite voltages when the presence of superconductivity induces nonlinear behavior in the transport coefficients. In Ref. Taddei and Fazio, 2002 current correlations in very small hybrid NS structures at finite voltages were discussed. Eliminating the effects due to the finite size of the structure and fully taking into account the effects arising in a diffusive phase coherent sample, however, requires larger structures to be studied. In Ref. W. Belzig and Yu. V. Nazarov, 2001 a counting-field approach to the Keldysh Green’s-function method was adopted to calculate numerically the statistics of current in a normal wire connected to normal and superconducting reservoirs at finite voltages. In this paper we use a well-established scattering-matrix approach to calculate the differential shot noise at finite voltages in the presence of the proximity effect.

We find that in the presence of superconductivity, the differential shot noise follows the reentrance peak observed in conductance such that the differential Fano factor remains approximately constant. In the NS structure the resulting differential Fano factor is twice its normal value. The Fano factor can be roughly interpreted to be the ratio of the effective charge-carrying unit and the unit charge. Hence the doubling of the shot noise is a signature of Cooper-pair transport in the NS junction.

In the second part of the paper, we consider differential shot noise in structures where an insulating tunneling barrier separates the normal and superconducting regions. In the tunneling limit differential conductance essentially probes the density of states in the superconducting side except that at zero voltage and low temperature the reflectionless-tunneling effect increases the differential conductance. Reflectionless tunneling arises because of the quantum coherence of electrons and Andreev-reflected holes that travel along the same paths in opposite directions scattering several times from the barrier and the disorder potential of the metal. B. J. van Wees et al. (1992); A. Kastalsky et al. (1991); I. K. Marmorkos et al. (1993) We calculate the differential shot noise as a function of voltage and predict that the reflectionless-tunneling effect is present not only in the differential conductance, but also in the differential shot noise, such that the differential Fano factor stays constant.

We consider the zero-frequency shot-noise power in a two-lead system that is the $`\omega =0`$ limit of the Fourier-transformed current-current correlation function

$$S=_{\mathrm{}}^{\mathrm{}}𝑑t[\widehat{I}(t)\widehat{I}(t)][\widehat{I}(0)\widehat{I}(0)],$$
(1)
where the current operator $`\widehat{I}(t)`$ may be expressed through a scattering matrix $`𝐬`$ and $``$ denotes the quantum mechanical expectation value. In the NS junction where one reservoir is normal and the other is superconducting the two-terminal differential shot noise at zero temperature $`T`$ takes the form jon

$`{\displaystyle \frac{1}{eG_0}}{\displaystyle \frac{dS}{dV}}`$ $`=`$ $`2\mathrm{T}\mathrm{r}[𝐬_{11}^{ee}𝐬_{11}^{ee}(\mathrm{𝟏}𝐬_{11}^{ee}𝐬_{11}^{ee})+𝐬_{11}^{he}𝐬_{11}^{he}(\mathrm{𝟏}𝐬_{11}^{he}𝐬_{11}^{he})`$ (2)
$`+2𝐬_{11}^{ee}𝐬_{11}^{ee}𝐬_{11}^{he}𝐬_{11}^{he}].`$
Here $`𝐬_{11}^{he}`$ ($`𝐬_{11}^{ee}`$) is the submatrix of the scattering matrix referring to the reflection as a hole (electron) of an electron incident in lead $`1`$, evaluated at $`E=eV`$. At $`T=0`$ the differential conductance of the NS junction at voltage V is given by

$$G=G_0\mathrm{Tr}\left[𝐬_{21}^{ee}𝐬_{21}^{ee}+𝐬_{21}^{he}𝐬_{21}^{he}+2𝐬_{11}^{he}𝐬_{11}^{he}\right],$$
(3)
where the unit conductance of a single spin-degenerate channel is denoted by $`G_0=2e^2/h`$. In the absence of normal transmission for voltages below $`\mathrm{\Delta }/e`$ Eq. (2) reduces to

$$\frac{1}{eG_0}\frac{dS}{dV}=8\mathrm{T}\mathrm{r}\left[𝐬_{11}^{\mathrm{he}}𝐬_{11}^{\mathrm{he}}(\mathrm{𝟏}𝐬_{11}^{\mathrm{he}}𝐬_{11}^{\mathrm{he}})\right]$$
(4)
and the conductance is directly proportional to the Andreev reflection probability,

$$G_{\mathrm{NS}}=2G_0\mathrm{Tr}\left[𝐬_{11}^{\mathrm{he}}𝐬_{11}^{\mathrm{he}}\right],$$
(5)
the factor of two indicating the fact that Andreev reflection creates a Cooper pair in the superconductor.

We have studied two kinds of NS heterostructures: a phase-coherent normal-metal wire connected from the one end to a normal reservoir and from the other to a long superconductor, and an NIS structure including a tunneling barrier between the normal wire and the superconductor. In our calculations we adopt a scattering-matrix approach and apply a numerical decimation method to truncate the Green’s function of the two-dimensional structure. T. T. Heikkilä et al. (1999) The disordered normal-metal structure is modeled by a tight-binding Hamiltonian with the site energies varying at random within range $`[\frac{1}{2}w,\frac{1}{2}w]`$. Here we choose $`w=\gamma `$, where $`\gamma `$ is the nearest-neighbor coupling parameter. The calculated values of the observables are averaged over several impurity configurations. The parameters of the structure are chosen such that the transport through the normal metal is diffusive, i.e., the mean free path $`l`$ is much smaller than the length $`L`$ of the structure, which on the other hand is much smaller than the localization length $`Nl`$, where $`N`$ is the number of quantum channels ($`lLNl`$). The length scales of the structures in units of the lattice constant are depicted in the insets of Figs. 1 and 4 illustrating the scattering geometries of the NS heterojunctions.

The influence of the proximity effect on current noise is most conveniently seen in the differential Fano factor $`(dS/dV)/2eG`$. In order to compare the electrical transport through normal and normal-superconducting structures we calculate $`(dS/dV)/2eG`$ in these two cases. The calculated differential conductances for normal ($`G_\mathrm{N}`$) and NS ($`G_{\mathrm{NS}}`$) structures are plotted as functions of voltage in Fig. 1. As expected, in NS conductance we observe the well-known nonlinear reentrant behaviour due to the presence of the superconducting proximity effect, i.e, $`G_{\mathrm{NS}}`$ exhibits a maximum at energies of the order of a few Thouless energies $`E_T=\mathrm{}D/L^2`$. At this energy scale $`G_\mathrm{N}`$ remains constant. At zero voltage, normal shot noise is known to have a value $`S_\mathrm{N}=\frac{1}{3}S_{\mathrm{Poisson}}`$. In the normal case there are no nonlinearities at this energy scale. Thus increasing voltage does not change this result and the differential shot noise $`dS_\mathrm{N}/dV`$ for the normal structure remains constant as shown in Fig. 2.

In the NS case, however, the differential shot noise $`dS_{\mathrm{NS}}/dV`$ exhibits a similar reentrant effect as $`G_{\mathrm{NS}}`$. This is in agreement with the counting-field approach of Ref. W. Belzig and Yu. V. Nazarov, 2001. Combining these two results, in the N structure, we observe that for the differential Fano factor the result $`(dS_\mathrm{N}/dV)/2eG=1/3`$ holds also for finite voltages, i.e., differential shot noise has the value one third of the Poisson value. In the NS structure differential shot noise follows the reentrance peak observed in differential conductance, such that the differential Fano factor $`(dS_\mathrm{N}/dV)/2eG2/3`$ remains approximately constant (Fig. 3). Hence, the differential Fano factor is twice the normal value reflecting the fact that in an NS junction the current essentially results from the uncorrelated transfer of Cooper pairs.

In Fig. 1 we note that at zero voltage, $`G_{\mathrm{NS}}`$ is 2% below $`G_\mathrm{N}`$. This is due to a weak-localization effect resulting from the quantum interference between time-reversed paths of the electrons I. K. Marmorkos et al. (1993); Nazarov (1995) yielding a different contribution to $`G_{\mathrm{NS}}`$ than to $`G_\mathrm{N}`$.

If the N wire is only weakly connected to the superconductor, the differential conductance $`G`$ probes the density of states of the superconductor. This is depicted in the upper inset of Fig. 4 where the conductance of a NIS structure is plotted as a function of voltage. However, at zero voltage, the coherent interplay between the Andreev-reflected and disorder-scattered electrons results in the reflectionless-tunneling effect increasing $`G_{\mathrm{NIS}}`$ and creating a peak around $`V=0`$ (Fig. 4). The reflectionless-tunneling effect may arise when there is a superconductor on the other side of the tunneling barrier and multiple scatterings by the tunneling barrier and by the disorder potential in the normal-metal area take place. B. J. van Wees et al. (1992); A. Kastalsky et al. (1991); I. K. Marmorkos et al. (1993)

As a test of our numerical results, we compare the obtained differential conductance $`G`$ in the case of reflectionless tunneling to the expressions derived from the quasiclassical theory of nonequilibrium, inhomogeneous superconductivity W. Belzig et al. (1999); C. J. Lambert and R. Raimondi (1998) in the diffusive limit. To calculate the current for the present setup, we need to solve for the transverse distribution function (i.e., the symmetric part of the electron distribution function around the chemical potential of the superconductor) whose gradient determines the quasiparticle current. In the limit $`r_b=R_B/R_N1`$, $`eV\mathrm{\Delta }`$, we obtain for $`G`$ at $`T=0`$ (for details, see Ref. C. J. Lambert and R. Raimondi, 1998 and the references therein)

$$G=\frac{G_N(\mathrm{sin}2\sqrt{v}+\mathrm{sinh}2\sqrt{v})}{4r_b^2\sqrt{v}(\mathrm{cos}^2\sqrt{v}+\mathrm{sinh}^2\sqrt{v})+\mathrm{sin}2\sqrt{v}+\mathrm{sinh}2\sqrt{v}},$$
(6)
where $`veV/E_T`$ and $`G_\mathrm{N}`$ is the normal-state conductance of the diffusive wire. This is also plotted as a function of $`v`$ in Fig. 4 and agrees well with the scattering-matrix approach. qcs

We have also calculated the differential shot noise as a function of voltage in the NIS structure (Fig. 5) using the scattering-matrix method. We observe that also the differential shot noise increases at zero voltage due to reflectionless tunneling. The inset in Fig. 5 illustrates the differential shot noise and the differential Fano factor at larger voltages. At voltages slightly above zero current and noise are suppressed since there are no single-particle states in the superconductor and the Andreev reflection probability is proportional to the square of the tunneling probability. At $`V=\mathrm{\Delta }/e`$ the differential shot noise follows the conductance peak. The interplay between the Cooper-pair and single-electron transport is most clearly seen in the differential Fano factor. At voltages below $`\mathrm{\Delta }/e`$ the Andreev reflection is the dominant charge transfer mechanism. Since the transmission probability through the barrier is small, at low voltages we obtain a Fano factor which is twice the Poissonian value. As voltage approaches $`\mathrm{\Delta }/e`$, the normal transmission probability increases and the system effectively behaves more like a normal conductor. Thus, the differential Fano factor quickly decreases to a value near unity. In the inset of Fig. 5 the Fano factor at $`V=0`$ is below the values obtained at somewhat higher voltages. This is due to the fact that the chosen value for $`r_b=10`$ is not strictly in the tunneling limit.

In order to illustrate the crossover from an ideal interface to the tunneling limit we have studied reflectionless tunneling by calculating the Fano factor as a function of the interface resistance $`R_B`$ at zero voltage. The resistance $`R_N`$ of the normal structure gives the characteristic scale for $`R_B`$, thus we plot the differential Fano factor as a function of $`R_B`$/$`R_\mathrm{N}`$ (Fig. 6). At large values of $`R_B`$, differential Fano factor approaches a limiting value two.

In conclusion, we have studied differential shot noise in normal-superconducting mesoscopic structures in the nonlinear regime at finite voltages. The superconducting proximity effect manifests itself as a well-known nonlinear reentrance behaviour in the conductance at the voltages of the order of a few $`E_T/e`$. We have shown that also the shot noise exhibits a similar reentrance effect which keeps the differential Fano factor approximately constant as a function of the voltage. In the second part of the paper, we have considered a nonideal NS interface with an insulating barrier between the normal and superconducting regions. We find that also the differential shot noise exhibits a reflectionless-tunneling effect observed as an enhancement of the noise at zero voltage. Our calculations are consistent with the quasiclassical results and other previous work.