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# Disks that are double spiral staircases

The authors were partially supported by NSF Grants DMS 0104453 and DMS 0104187

What are the possible shapes of various things and why?

For instance, when a closed wire or a frame is dipped into a soap solution and is raised up from the solution, the surface spanning the wire is a soap film; see p. 11 of \[Op\] or fig. I that show a soap film with the shape of a (single) spiral staircase. What are the possible shapes of soap films and why? Or, for instance, why is DNA like a double spiral staircase? “What..?” and “why..?” are fundamental questions, and when answered, help us understand the world we live in.

Soap films, soap bubles, and surface tension were extensively studied by the Belgian physicist and inventor (the inventor of the stroboscope) Joseph Plateau in the first half of the nineteenth century. At least since his studies, it has been known that the right mathematical model for soap films are minimal surfaces – the soap film is in a state of minimum energy when it is covering the least possible amount of area.

We will discuss here the answer to the question: “What are the possible shapes of embedded minimal disks in $`𝐑^3`$ and why?”.

The field of minimal surfaces dates back to the publication in 1762 of Lagrange’s famous memoir “Essai d’une nouvelle méthode pour déterminer les maxima et les minima des formules intégrales indéfinies”. Euler had already in a paper published in 1744 discussed minimizing properties of the surface now known as the catenoid, but he only considered variations within a certain class of surfaces. In the almost one quarter of a millenium that has past since Lagrange’s memoir minimal surfaces has remained a vibrant area of research and there are many reasons why. The study of minimal surfaces was the birthplace of regularity theory. It lies on the intersection of nonlinear elliptic PDE, geometry, and low–dimensional topology and over the years the field has matured through the efforts of many people. However some very fundamental questions remain. Moreover, many of the potentially spectacular applications of the field have yet to be achieved. For instance, it has long been the hope that several of the outstanding conjectures about the topology of $`3`$-manifolds could be resolved using detailed knowledge of minimal surfaces. Surfaces with uniform curvature (or area) bounds have been well understood and the regularity theory is complete, yet essentially nothing was known without such bounds. We discuss here the theory of embedded minimal disks in $`𝐑^3`$ without a priori bounds. As we will see, the helicoid, which is a double spiral staircase, is the most important example of such a disk. In fact, we will see that every embedded minimal disk is either a graph of a function or is part of a double spiral staircase. The helicoid was discovered to be a minimal surface by Meusnier in 1776.

Double spiral staircases

A double spiral staircase consists of two staircases that spiral around one another so that without meeting two people can pass each other. For instance, one could ascend one staircase while the other descends the other staircase. Fig. II
(http://www.a-castle-for-rent.com/castles/images/Chambord14.jpg)
shows Leonardo da Vinci’s double spiral staircase in Château de Chambord in the Loire valley in France. The construction of the castle began in 1519 (the same year that Leonardo da Vinci died) and was completed in 1539. Fig. III
(http://www.angelfire.com/trek/lafrance1999/tours3.html)
show a model of the double spiral staircase where we can clearly see the two staircases spiraling around one another. In fig. IV
(http://images.amazon.com/images/P/0451627873.01.LZZZZZZZ.jpg)
we see “the double helix” which was discovered in 1952 by Crick and Watson to be the structure of DNA. The double spiral structure represented the culmination of half a century of prior work on genetics and is by many considered one of the greatest scientific discoveries of the twentieth century. Also the internal ear, the cochlea, is a double spiral staircase; see fig. V or p. 343 of \[K\].

In the cochlea, the two canals wind around a conical bony axis and after about two and a half rotations they meet at the top and fuse. The canals are filled with fluids and sound waves travel up one canal, turn around, and come down the other. When the liquid is set into movement, it will set the Basilar membrane and the hair cells into vibration. Different hair cells correspond to different frequencies.

Other examples of double spiral staircases include parking ramps.

What is a minimal surface and what are the central examples?

Let $`\mathrm{\Sigma }𝐑^3`$ be a smooth orientable surface (possibly with boundary) with unit normal $`𝐧_\mathrm{\Sigma }`$. Given a function $`\varphi `$ in the space $`C_0^{\mathrm{}}(\mathrm{\Sigma })`$ of infinitely differentiable (i.e., smooth), compactly supported functions on $`\mathrm{\Sigma }`$, consider the one-parameter variation

$$\mathrm{\Sigma }_{t,\varphi }=\{x+t\varphi (x)𝐧_\mathrm{\Sigma }(x)|x\mathrm{\Sigma }\}.$$
(1)
The so called first variation formula of area is the equation (integration is with respect to $`d\text{area}`$)

$$\frac{d}{dt}|_{t=0}\text{Area}(\mathrm{\Sigma }_{t,\varphi })=_\mathrm{\Sigma }\varphi H,$$
(2)
where $`H`$ is the mean curvature of $`\mathrm{\Sigma }`$. (When $`\mathrm{\Sigma }`$ is noncompact, then $`\mathrm{\Sigma }_{t,\varphi }`$ in (2) is replaced by $`\mathrm{\Gamma }_{t,\varphi }`$, where $`\mathrm{\Gamma }`$ is any compact set containing the support of $`\varphi `$.) The surface $`\mathrm{\Sigma }`$ is said to be a minimal surface (or just minimal) if

$$\frac{d}{dt}|_{t=0}\text{Area}(\mathrm{\Sigma }_{t,\varphi })=0\text{ for all }\varphi C_0^{\mathrm{}}(\mathrm{\Sigma })$$
(3)
or, equivalently by (2), if the mean curvature $`H`$ is identically zero. Thus $`\mathrm{\Sigma }`$ is minimal if and only if it is a critical point for the area functional. (Since a critical point is not necessarily a minimum the term “minimal” is misleading, but it is time honored. The equation for a critical point is also sometimes called the Euler-Lagrange equation.) Moreover, a computation shows that if $`\mathrm{\Sigma }`$ is minimal, then

$$\frac{d^2}{dt^2}|_{t=0}\text{Area}(\mathrm{\Sigma }_{t,\varphi })=_\mathrm{\Sigma }\varphi L_\mathrm{\Sigma }\varphi ,\text{ where }L_\mathrm{\Sigma }\varphi =\mathrm{\Delta }_\mathrm{\Sigma }\varphi +|A|^2\varphi $$
(4)
is the second variational (or Jacobi) operator. Here $`\mathrm{\Delta }_\mathrm{\Sigma }`$ is the Laplacian on $`\mathrm{\Sigma }`$ and $`A`$ is the second fundamental form. So $`|A|^2=\kappa _1^2+\kappa _2^2`$, where $`\kappa _1,\kappa _2`$ are the principal curvatures of $`\mathrm{\Sigma }`$ and $`H=\kappa _1+\kappa _2`$. A minimal surface $`\mathrm{\Sigma }`$ is said to be stable if

$$\frac{d^2}{dt^2}|_{t=0}\text{Area}(\mathrm{\Sigma }_{t,\varphi })0\text{ for all }\varphi C_0^{\mathrm{}}(\mathrm{\Sigma }).$$
(5)
One can show that a minimal graph is stable and, more generally, so is a multi-valued minimal graph (see below for the precise definition).

There are two local models for embedded minimal disks (by an embedded disk we mean a smooth injective map from the closed unit ball in $`𝐑^2`$ into $`𝐑^3`$). One model is the plane (or, more generally, a minimal graph) and the other is a piece of a helicoid.

The derivation of the equation for a minimal graph goes back to Lagrange’s 1762 memoir.

Example 1: (Minimal graphs). If $`\mathrm{\Omega }`$ is a simply connected domain in $`𝐑^2`$ and $`u`$ is a real valued function on $`\mathrm{\Omega }`$ satisfying the minimal surface equation

$$\text{div}\left(\frac{u}{\sqrt{1+|u|^2}}\right)=0,$$
(6)
then the graph of $`u`$, i.e., the set $`\{(x_1,x_2,u(x_1,x_2))|(x_1,x_2)\mathrm{\Omega }\}`$, is a minimal disk.

A classical theorem of Bernstein from 1916 says that entire (i.e., where $`\mathrm{\Omega }=𝐑^2`$) minimal graphs are planes. This remarkable theorem of Bernstein was one of the first illustrations of the fact that the solutions to a nonlinear PDE, like the minimal surface equation, can behave quite differently from the solutions to a linear equation. In the early nineteen–eigthties Schoen and Simon extended the theorem of Bernstein to complete simply connected embedded minimal surfaces in $`𝐑^3`$ with quadratic area growth. A surface $`\mathrm{\Sigma }`$ is said to have quadratic area growth if for all $`r>0`$, the intersection of the surface with the ball in $`𝐑^3`$ of radius $`r`$ and center at the origin is bounded by $`Cr^2`$ for a fixed constant $`C`$ independent of $`r`$.

The second model comes from the helicoid which was discovered by Meusnier in 1776. Meusnier had been a student of Monge. He also discovered that the surface now known as the catenoid is minimal in the sense of Lagrange, and he was the first to characterize a minimal surface as a surface with vanishing mean curvature. Unlike the helicoid, the catenoid is not topologically a plane but rather a cylinder.

The helicoid is a “double spiral staircase”.

Example 2: (Helicoid; see fig. 2). The helicoid is the minimal surface in $`𝐑^3`$ given by the parametrization

$$(s\mathrm{cos}t,s\mathrm{sin}t,t),\text{ where }s,t𝐑.$$
(7)
To be able to give a precise meaning to the statement that the helicoid is a double spiral staircase we will need the notion of a multi-valued graph, each staircase will be a multi-valued graph, see fig. 2. Intuitively, an (embedded) multi-valued graph is a surface such that over each point of the annulus, the surface consists of $`N`$ graphs. To make this notion precise, let $`D_r`$ be the disk in the plane centered at the origin and of radius $`r`$ and let $`𝒫`$ be the universal cover of the punctured plane $`𝐂\{0\}`$ with global polar coordinates $`(\rho ,\theta )`$ so $`\rho >0`$ and $`\theta 𝐑`$. An $`N`$-valued graph on the annulus $`D_sD_r`$ is a single valued graph of a function $`u`$ over $`\{(\rho ,\theta )|r<\rho s,|\theta |N\pi \}`$. For working purposes, we generally think of the intuitive picture of a multi-sheeted surface in $`𝐑^3`$, and we identify the single-valued graph over the universal cover with its multi-valued image in $`𝐑^3`$.

The multi-valued graphs that we will consider will all be embedded, which corresponds to a nonvanishing separation between the sheets (or the floors). Here the separation is the function (see fig. 2)

$$w(\rho ,\theta )=u(\rho ,\theta +2\pi )u(\rho ,\theta ).$$
(8)
If $`\mathrm{\Sigma }`$ is the helicoid, then $`\mathrm{\Sigma }\{x_3\text{axis}\}=\mathrm{\Sigma }_1\mathrm{\Sigma }_2`$, where $`\mathrm{\Sigma }_1`$, $`\mathrm{\Sigma }_2`$ are $`\mathrm{}`$-valued graphs on $`𝐂\{0\}`$. $`\mathrm{\Sigma }_1`$ is the graph of the function $`u_1(\rho ,\theta )=\theta `$ and $`\mathrm{\Sigma }_2`$ is the graph of the function $`u_2(\rho ,\theta )=\theta +\pi `$. ($`\mathrm{\Sigma }_1`$ is the subset where $`s>0`$ in (7) and $`\mathrm{\Sigma }_2`$ the subset where $`s<0`$.) In either case the separation $`w=2\pi `$. A multi-valued minimal graph is a multi-valued graph of a function $`u`$ satisfying the minimal surface equation.

Note that for an embedded multi-valued graph, the sign of $`w`$ determines whether the multi-valued graph spirals in a left-handed or right-handed manner, in other words, whether upwards motion corresponds to turning in a clockwise direction or in a counterclockwise direction. For DNA, although both spirals occur, the right-handed spiral is far more common because of certain details of the chemical structure; see \[CaDr\].

As we will see, a fundamental theorem about embedded minimal disks is that such a disk is either a minimal graph or can be approximated by a piece of a rescaled helicoid depending on whether the curvature is small or not; see Theorem 1 below. To avoid tedious dependence of various quantities we state this, our main result, not for a single embedded minimal disk with sufficiently large curvature at a given point but instead for a sequence of such disks where the curvatures are blowing up. Theorem 1 says that a sequence of embedded minimal disks mimics the following behavior of a sequence of rescaled helicoids.

Consider the sequence $`\mathrm{\Sigma }_i=a_i\mathrm{\Sigma }`$ of rescaled helicoids where $`a_i0`$. (That is, rescale $`𝐑^3`$ by $`a_i`$, so points that used to be distance $`d`$ apart will in the rescaled $`𝐑^3`$ be distance $`a_id`$ apart.) The curvatures of this sequence of rescaled helicoids are blowing up along the vertical axis. The sequence converges (away from the vertical axis) to a foliation by flat parallel planes. The singular set $`𝒮`$ (the axis) then consists of removable singularities.

Throughout let $`x_1,x_2,x_3`$ be the standard coordinates on $`𝐑^3`$. For $`y\mathrm{\Sigma }𝐑^3`$ and $`s>0`$, the extrinsic and intrinsic balls are $`B_s(y)`$, $`_s(y)`$. That is, $`B_s(y)=\{x𝐑^3||xy|<s\}`$ and $`_s(y)=\{x\mathrm{\Sigma }|\text{dist}_\mathrm{\Sigma }(x,y)<s\}`$. $`\text{K}_\mathrm{\Sigma }=\kappa _1\kappa _2`$ is the Gaussian curvature of $`\mathrm{\Sigma }𝐑^3`$, so when $`\mathrm{\Sigma }`$ is minimal (i.e., $`\kappa _1=\kappa _2`$), then $`|A|^2=2\text{K}_\mathrm{\Sigma }`$.

See \[CM1\], \[O\], \[S\] (and the forthcoming book \[CM3\]) for background and basic properties of minimal surfaces and \[CM2\] for a more detailed survey of the results described here and references. See also \[C\] for an abreviated version of this paper intended for a general non-mathematical audience. The article \[A\] discusses in a simple nontechnical way the shape of various things that are of “minimal” type. These shapes include soap films and soap bubbles, metal alloys, radiolarian skeletons, and embryonic tissues and cells. The reader interested in some of the history of the field of minimal surfaces may consult \[DHKW\], \[N\], and \[T\].

The limit foliation and the singular curve

In the next few sections we will discuss how to show that every embedded minimal disk is either a graph of a function or part of a double spiral staircase; Theorem 1 below gives precise meaning to this statement. In particular, we will in the next few sections discuss the following; see fig. 4: A. Fix an integer $`N`$ (the “large” of the curvature in what follows will depend on $`N`$). If an embedded minimal disk $`\mathrm{\Sigma }`$ is not a graph (or equivalently if the curvature is large at some point), then it contains an $`N`$-valued minimal graph which initially is shown to exist on the scale of $`1/\mathrm{max}|A|`$. That is, the $`N`$-valued graph is initially shown to be defined on an annulus with both inner and outer radius inversely proportional to $`\mathrm{max}|A|`$. B. Such a potentially small $`N`$-valued graph sitting inside $`\mathrm{\Sigma }`$ can then be seen to extend as an $`N`$-valued graph inside $`\mathrm{\Sigma }`$ almost all the way to the boundary. That is, the small $`N`$-valued graph can be extended to an $`N`$-valued graph defined on an annulus where the outer radius of the annulus is proportional to $`R`$. Here $`R`$ is the radius of the ball in $`𝐑^3`$ that the boundary of $`\mathrm{\Sigma }`$ is contained in. C. The $`N`$-valued graph not only extends horizontally (i.e., tangent to the initial sheets) but also vertically (i.e., transversally to the sheets). That is, once there are $`N`$ sheets there are many more and, in fact, the disk $`\mathrm{\Sigma }`$ consists of two multi-valued graphs glued together along an axis.

These three items, A., B., and C. will be used to demonstrate the following theorem, which is the main result:

###### Theorem 1.

(See fig. 4). Let $`\mathrm{\Sigma }_iB_{R_i}=B_{R_i}(0)𝐑^3`$ be a sequence of embedded minimal disks with $`\mathrm{\Sigma }_iB_{R_i}`$ where $`R_i\mathrm{}`$. If $`sup_{B_1\mathrm{\Sigma }_i}|A|^2\mathrm{}`$, then there exists a subsequence, $`\mathrm{\Sigma }_j`$, and a Lipschitz curve $`𝒮:𝐑𝐑^3`$ such that after a rotation of $`𝐑^3`$:
1. $`x_3(𝒮(t))=t`$. (That is, $`𝒮`$ is a graph over the $`x_3`$-axis.)
2. Each $`\mathrm{\Sigma }_j`$ consists of exactly two multi-valued graphs away from $`𝒮`$ (which spiral together).
3. For each $`\alpha >0`$, $`\mathrm{\Sigma }_j𝒮`$ converges in the $`C^\alpha `$-topology to the foliation, $`=\{x_3=t\}_t`$, of $`𝐑^3`$ by flat parallel planes.
4. $`sup_{B_r(𝒮(t))\mathrm{\Sigma }_j}|A|^2\mathrm{}`$ for all $`r>0`$, $`t𝐑`$. (The curvature blows up along $`𝒮`$.)

In 2., 3. the statement that $`\mathrm{\Sigma }_j𝒮`$ are multi-valued graphs and converge to $``$ means that for each compact subset $`K𝐑^3𝒮`$ and $`j`$ sufficiently large $`K\mathrm{\Sigma }_j`$ consists of multi-valued graphs over (part of) $`\{x_3=0\}`$ and $`K\mathrm{\Sigma }_jK`$.

As will be clear in the following sections, A., B., and C. alone are not enough to prove Theorem 1. For instance, 1. does not follow from A., B., and C. but needs a more precise statement than C. of where the new sheets form above and below a given multi-valued graph. This is done using the “one-sided curvature estimate”.

Here is a summary of the rest of the paper:

First we discuss two key results that are used in the proof of Theorem 1. These are the existence of multi-valued graphs, i.e., A. and B., and the important one-sided curvature estimate. Following that we discuss some bounds for the separation of multi-valued minimal graphs. These bounds are used in both B. and C. above and we discuss what they are used for in C. After that we explain how the one-sided curvature estimate is used to show that the singular set, $`𝒮`$, is a Lipschitz curve. The two last sections before our concluding remarks contain further discussion on the existence of multi-valued graphs and on the proof of the one-sided curvature estimate.

Two key ingredients in the proof of Theorem 1 \- Existence of multi-valued graphs and the one-sided curvature estimate

We now come to the two key results about embedded minimal disks. The first says that if the curvature of such a disk $`\mathrm{\Sigma }`$ is large at some point $`x\mathrm{\Sigma }`$, then near $`x`$ a multi-valued graph forms (in $`\mathrm{\Sigma }`$) and this extends (in $`\mathrm{\Sigma }`$) almost all the way to the boundary. Moreover, the inner radius, $`r_x`$, of the annulus where the multi-valued graphs is defined is inversely proportional to $`|A|(x)`$ and the initial separation between the sheets is bounded by a constant times the inner radius, i.e., $`|w(r_x,\theta )|Cr_x`$.

An important ingredient in the proof of Theorem 1 is that, just like the helicoid, general embedded minimal disks with large curvature at some interior point can be built out of $`N`$-valued graphs. In other words, any embedded minimal disk can be divided into pieces each of which is an $`N`$-valued graph. Thus the disk itself should be thought of as being obtained by stacking these pieces (graphs) on top of each other.

The second key result (Theorem 2) is a curvature estimate for embedded minimal disks in a half-space. As a corollary of this theorem, we get that the set of points in an embedded minimal disk where the curvature is large lies within a cone and thus the multi-valued graphs, whose existence were discussed above, will all start off within this cone; see fig. 8 and fig. 9.

The curvature estimate for disks in a half-space is the following:

###### Theorem 2.

(See fig. 5). There exists $`ϵ>0`$, such that for all $`r_0>0`$ if $`\mathrm{\Sigma }B_{2r_0}\{x_3>0\}𝐑^3`$ is an embedded minimal disk with $`\mathrm{\Sigma }B_{2r_0}`$, then for all components $`\mathrm{\Sigma }^{}`$ of $`B_{r_0}\mathrm{\Sigma }`$ which intersect $`B_{ϵr_0}`$

$$\underset{x\mathrm{\Sigma }^{}}{sup}|A_\mathrm{\Sigma }(x)|^2r_0^2.$$
(9)
Theorem 2 is an interior estimate where the curvature bound, (9), is on the ball $`B_{r_0}`$ of one half of the radius of the ball $`B_{2r_0}`$ that $`\mathrm{\Sigma }`$ is contained in. This is just like a gradient estimate for a harmonic function where the gradient bound is on one half of the ball where the function is defined.

Using the minimal surface equation and the fact that $`\mathrm{\Sigma }^{}`$ has points close to a plane, it is not hard to see that, for $`ϵ>0`$ sufficiently small, (9) is equivalent to the statement that $`\mathrm{\Sigma }^{}`$ is a graph over the plane $`\{x_3=0\}`$.

We will often refer to Theorem 2 as the one-sided curvature estimate (since $`\mathrm{\Sigma }`$ is assumed to lie on one side of a plane). Note that the assumption in Theorem 2 that $`\mathrm{\Sigma }`$ is simply connected (i.e., that $`\mathrm{\Sigma }`$ is a disk) is crucial as can be seen from the example of a rescaled catenoid. The catenoid, see fig. 7, is the minimal surface in $`𝐑^3`$ given by $`(\mathrm{cosh}s\mathrm{cos}t,\mathrm{cosh}s\mathrm{sin}t,s)`$ where $`s,t𝐑`$. Rescaled catenoids converge (with multiplicity two) to the flat plane; see fig. 7. Likewise, by considering the universal cover of the catenoid, one sees that Theorem 2 requires the disk to be embedded, and not just immersed.

###### Definition 1.

(Cones; see fig. 8). If $`\delta >0`$ and $`x𝐑^3`$, then we denote by $`𝐂_\delta (x)`$ the (convex) cone with vertex $`x`$, cone angle $`(\pi /2\mathrm{arctan}\delta )`$, and axis parallel to the $`x_3`$-axis. That is, (see fig. 8)

$$𝐂_\delta (x)=\{x𝐑^3|x_3^2\delta ^2(x_1^2+x_2^2)\}+x.$$
(10)
In the proof of Theorem 1, the following (direct) consequence of Theorem 2 (with $`\mathrm{\Sigma }_d`$ playing the role of the plane $`\{x_3=0\}`$, see fig. 9) is needed (Paraphrased, this corollary says that if an embedded minimal disk contains a $`2`$-valued graph, then the disk consists of multi-valued graphs away from a cone with axis orthogonal to the $`2`$-valued graph. In Corollary 1 the “d” in $`\mathrm{\Sigma }_d`$ stands for double-valued.):

###### Corollary 1.

(See fig. 9). There exists $`\delta _0>0`$ so for all $`r_0`$, $`R>0`$ with $`r_0<R`$ if $`\mathrm{\Sigma }B_{2R}`$, $`\mathrm{\Sigma }B_{2R}`$ is an embedded minimal disk containing a $`2`$-valued graph $`\mathrm{\Sigma }_d𝐑^3𝐂_{\delta _0}(0)`$ over the annulus $`D_RD_{r_0}`$ with gradient $`\delta _0`$, then each component of $`B_{R/2}\mathrm{\Sigma }(𝐂_{\delta _0}(0)B_{2r_0})`$ is a multi-valued graph.

Fig. 9 illustrates how this corollary follows from Theorem 2. In this picture, $`B_s(y)`$ is a ball away from $`0`$ and $`\mathrm{\Sigma }^{}`$ is a component of $`B_s(y)\mathrm{\Sigma }`$ disjoint from $`\mathrm{\Sigma }_d`$. It follows easily from the maximum principle that $`\mathrm{\Sigma }^{}`$ is topologically a disk. Since $`\mathrm{\Sigma }^{}`$ is assumed to contain points near $`\mathrm{\Sigma }_d`$, then we can let a component of $`B_s(y)\mathrm{\Sigma }_d`$ play the role of the plane $`\{x_3=0\}`$ in Theorem 2 and the corollary follows.

Using Theorems 1, 2, W. Meeks and H. Rosenberg proved in “The uniqueness of the helicoid and the asymptotic geometry of properly embedded minimal surfaces with finite topology” that the plane and helicoid are the only complete properly embedded simply-connected minimal surfaces in $`𝐑^3`$. Catalan had proven in 1842 that any complete ruled minimal surface is either a plane or a helicoid. A surface is said to be ruled if it has the parametrization

$$X(s,t)=\beta (t)+s\delta (t),\text{ where }s,t𝐑,$$
(11)
and $`\beta `$, $`\delta `$ are curves in $`𝐑^3`$. The curve $`\beta (t)`$ is called the directrix of the surface, and a line having $`\delta (t)`$ as direction vector is called a ruling. For the helicoid in (7), the $`x_3`$-axis is a directrix, and for each fixed $`t`$ the line $`s(s\mathrm{cos}t,s\mathrm{sin}t,t)`$ is a ruling.

Towards removablility of singularities - Analysis of multi-valued minimal graphs

Even given the decomposition into multi-valued graphs mentioned in the beginning of the previous section, to prove Theorem 1, one still needs to analyze how the various $`N`$-valued pieces fit together. In particular, we need Theorem 2 and Corollary 1 to show that an embedded minimal disk that is not a graph cannot be contained in a half-space and thus the subset of points with large curvature lies within a cone. This is still not enough to imply Theorem 1. One also needs to show that part of any embedded minimal disk cannot accumulate in a half-space. This is what we call properness below; see fig. 10 and (14) that gives an example of an $`\mathrm{}`$-valued graph whose image lies in a slab in $`𝐑^3`$. The property we call properness is the assertion that no limit of embedded minimal disks can contain such a (nonproper) multi-valued graph.

In this section, we will discuss bounds for the separation of embedded multi-valued graphs and their applications to properness and to the proofs of Theorems 1, 2. Two types of bounds for the growth/decay (as $`\rho \mathrm{}`$) of the separation will be needed: a. The weaker sublinear bounds, i.e., there exists $`0<\alpha <1`$ such that for fixed $`\rho _0`$, we have the bounds

$$(\rho /\rho _0)^\alpha |w(\rho _0,\theta )||w(\rho ,\theta )|(\rho /\rho _0)^\alpha |w(\rho _0,\theta )|\text{ as }\rho \mathrm{}.$$
(12)
These bounds hold for $`N`$-valued graphs (where $`N`$ is some fixed large number). By letting $`N`$ be large, $`\alpha `$ can be chosen small. b. The stronger logarithmic bounds, i.e., there exist constants $`c_1`$ and $`c_2`$ such that for fixed $`\rho _0`$, we have the bounds

$$\frac{c_1}{\mathrm{log}(\rho /\rho _0)}|w(\rho _0,\theta )||w(\rho ,\theta )|c_2\mathrm{log}(\rho /\rho _0)|w(\rho _0,\theta )|\text{ as }\rho \mathrm{}.$$
(13)
These bounds will require a growing number of sheets (growing as $`\rho \mathrm{}`$) and will be used only to show properness; cf. fig. 10.

Here are couple of things that the sublinear bounds are used for. First, as a consequence of the existence of multi-valued graphs discussed in the previous section, one easily gets that if $`|A|^2`$ is blowing up near $`0`$ for a sequence of embedded minimal disks $`\mathrm{\Sigma }_i`$, then there is a sequence of $`2`$-valued graphs $`\mathrm{\Sigma }_{i,d}\mathrm{\Sigma }_i`$. Here the $`2`$-valued graphs start off defined on a smaller and smaller scale (the inner radius of the annulus where each multi-valued graph is defined is inversely proportional to $`|A|`$). Consequently, by the sublinear separation growth, such $`2`$-valued graphs collapse: Namely, if $`\mathrm{\Sigma }_{i,d}`$ is a $`2`$-valued graph over $`D_RD_{r_i}`$, then $`|w_i(\rho ,\theta )|(\rho /r_i)^\alpha |w_i(r_i,\theta )|C\rho ^\alpha r_i^{1\alpha }`$ for some $`\alpha <1`$ and some constant $`C`$. (In fact, by making $`N`$ large, $`\alpha `$ can be chosen small.) Letting $`r_i0`$ shows that $`|w_i(\rho ,\theta )|0`$ for $`\rho `$, $`\theta `$ fixed. Thus as $`i\mathrm{}`$ the upper sheet collapses onto the lower and, hence, a subsequence converges to a smooth minimal graph through $`0`$. (Here $`0`$ is a removable singularity for the limit.) Moreover, if the sequence of such disks is as in Theorem 1, i.e., if $`R_i\mathrm{}`$, then the minimal graph in the limit is entire and hence, by Bernstein’s theorem, is a plane.

The sublinear bounds are also used in the proof of Theorem 2 which in turn - through its corollary, Corollary 1 \- is used to show that any multi-valued graph contained in an embedded minimal disk can be extended, inside the disk, to a multi-valued graph with a rapidly growing number of sheets and thus we get the better logarithmic bounds for the separation. Namely, by Corollary 1, outside a cone such a multi-valued graph extends as a multi-valued graph. An application of a Harnack inequality then shows that the number of sheets that it takes to leave the complement of the cone where the disk is graphical must grow in $`\rho `$ sufficiently fast so that (13) follows. (Recall that for the bounds (13) to hold requires that the number of sheets grows sufficiently fast.)

By b. when the number of sheets grows sufficiently fast, the fastest possible decay for $`w(\rho ,0)/w(1,0)`$ is $`c_1/\mathrm{log}\rho `$. This lower bound for the decay of the separation is sharp. It is achieved for the $`\mathrm{}`$-valued graph of the harmonic function (graphs of multi-valued harmonic functions are good models for multi-valued minimal graphs)

$$u(\rho ,\theta )=\mathrm{arctan}\frac{\theta }{\mathrm{log}\rho }.$$
(14)
Note that the graph of $`u`$ is embedded and lies in a slab in $`𝐑^3`$, i.e., $`|u|\pi /2`$, and hence in particular is not proper. On the top it spirals into the plane $`\{x_3=\pi /2\}`$ and on the bottom into $`\{x_3=\pi /2\}`$, yet it never reaches either of these planes; see fig. 10.

The next proposition rules out not only this as a possible limit of (one half of) embedded minimal disks, but, more generally, any $`\mathrm{}`$-valued minimal graph in a half-space.

###### Proposition 1.

Multi-valued graphs contained in embedded minimal disks are proper - they do not accumulate in finite height.

Proposition 1 relies in part on the logarithmic bound, (13), for the separation.

Regularity of the singular set and Theorem 1

In this section we will indicate how to define the singular set $`𝒮`$ in Theorem 1 and show regularity of $`𝒮`$.

By a very general standard compactness argument, it follows (after possibly going to a subsequence) that for a sequence of smooth surfaces there is a well defined notion of points where the second fundamental form of the sequence blows up. That is, let $`\mathrm{\Sigma }_iB_{R_i}`$, $`\mathrm{\Sigma }_iB_{R_i}`$, and $`R_i\mathrm{}`$ be a sequence of (smooth) compact surfaces. After passing to a subsequence, $`\mathrm{\Sigma }_j`$, we may assume that for each $`x𝐑^3`$ either (a) or (b) holds:
(a) $`sup_{B_r(x)\mathrm{\Sigma }_j}|A|^2\mathrm{}`$ for all $`r>0`$,
(b) $`sup_jsup_{B_r(x)\mathrm{\Sigma }_j}|A|^2<\mathrm{}`$ for some $`r>0`$.

###### Definition 2.

(Cone property). Fix $`\delta >0`$. We will say that a subset $`𝒮𝐑^3`$ has the cone property (or the $`\delta `$-cone property) if $`𝒮`$ is closed and nonempty and:
(i) If $`z𝒮`$, then $`𝒮𝐂_\delta (z)`$; see Definition 1 for $`𝐂_\delta (z)`$.
(ii) If $`tx_3(𝒮)`$ and $`ϵ>0`$, then $`𝒮\{t<x_3<t+ϵ\}\mathrm{}`$ and $`𝒮\{tϵ<x_3<t\}\mathrm{}`$.

Note that (ii) just says that each point in $`𝒮`$ is the limit of points coming from above and below.

When $`\mathrm{\Sigma }_iB_{R_i}𝐑^3`$ is a sequence of embedded minimal disks with $`\mathrm{\Sigma }_iB_{R_i}`$, $`R_i\mathrm{}`$, $`\mathrm{\Sigma }_j`$ is the subsequence as above, and $`𝒮`$ is the set of points where the curvatures of $`\mathrm{\Sigma }_j`$ blow up (i.e., where (a) above holds), then we will see below that $`𝒮`$ has the cone property (after a rotation of $`𝐑^3`$). Hence (by the next lemma), $`𝒮`$ is a Lipschitz curve which is a graph over the $`x_3`$-axis. Note that when $`\mathrm{\Sigma }_i`$ is a sequence of rescaled helicoids, then $`𝒮`$ is the $`x_3`$-axis.

###### Lemma 1.

(See fig. 8). If $`𝒮𝐑^3`$ has the $`\delta `$-cone property, then $`𝒮\{x_3=t\}`$ consists of exactly one point $`𝒮_t`$ for all $`t𝐑`$, and $`t𝒮_t`$ is a Lipschitz parameterization of $`𝒮`$.

With Lemma 1 in hand, we can proceed with the proof of Theorem 1. So suppose that $`\mathrm{\Sigma }_i`$ is as in Theorem 1 and $`\mathrm{\Sigma }_j`$, $`𝒮`$ are as above, then $`𝒮`$ is closed by definition and nonempty by the assumption of Theorem 1. Centered at any $`x𝒮`$ we can, by the existence of multi-valued graphs near points where the curvatures blow up, the sublinear separation growth, and Bernstein’s theorem, find a sequence of $`2`$-valued graphs $`\mathrm{\Sigma }_{d,j}\mathrm{\Sigma }_j`$ which converges to a plane through $`x`$; see the discussion preceding Theorem 2. (This is after possibly passing to a subsequence of the $`\mathrm{\Sigma }_j`$’s.) Thus (i) above holds by Corollary 1. Therefore to see that $`𝒮`$ has the cone property all we need to see is that (ii) holds. The proof of this relies on Proposition 1. Once the cone property of $`𝒮`$ is shown, it follows from Lemma 1 that $`𝒮`$ is a Lipschitz curve and by Corollary 1, away from $`𝒮`$, each $`\mathrm{\Sigma }_j`$ consists of multi-valued graphs. It is not hard to see that there are at least two such graphs and a barrier argument shows that there are not more.

Blow up points and the existence of multi-valued graphs

To describe the existence of multi-valued graphs in embedded minimal disks, we will need the notion of a blow up point.

Let $`\mathrm{\Sigma }`$ be a smooth (minimal or not) embedded (compact) surface in a ball $`B_{r_0}(x)`$ in $`𝐑^3`$, passing through $`x`$ the center of the ball, and with boundary contained in the boundary of the ball. Here $`B_{r_0}(x)`$ is the extrinsic ball of radius $`r_0`$, but could as well have been an intrinsic ball $`_{r_0}(x)`$ in which case the notion of a blow up point below would have to be appropriately changed. Suppose that $`|A|^2(x)4C^2r_0^2`$ for some constant $`C>0`$. We claim that there is $`yB_{r_0}(x)\mathrm{\Sigma }`$ and $`s>0`$ such that $`B_s(y)B_{r_0}(x)`$ and

$$\underset{B_s(y)\mathrm{\Sigma }}{sup}|A|^24C^2s^2=4|A|^2(y).$$
(15)
That is, the curvature at $`y`$ is large (this just means that $`C`$ should be thought of as a large constant equal to $`s|A|(y)`$) and is almost (up to the constant $`4`$) the maximum on the ball $`B_s(y)`$. We will say that the pair $`(y,s)`$ is a blow up pair and the point $`y`$ is a blow up point. Later $`s`$ will be replaced by $`8s`$ and eventually by a constant times $`s`$ and sometimes the extrinsic ball will be replaced by an intrinsic ball, but we will still refer to the pair $`(y,s)`$ as a blow up pair. That there exists such a point $`y`$ is easy to see; on $`B_{r_0}(x)\mathrm{\Sigma }`$ set $`F(z)=(r_0r(z))^2|A|^2(z)`$ where $`r(z)=|zx|`$. Then

$$F(x)4C^2,F0,\text{ and }F|_{B_{r_0}(x)\mathrm{\Sigma }}=0.$$
(16)
Let $`y`$ be where the maximum of $`F`$ is achieved and set $`s=C/|A|(y)`$. Note that $`s`$ is at most one-half of the distance from $`y`$ to the boundary of the ball $`B_{r_0}(x)`$. One easily checks that $`y`$, $`s`$ have the required properties. Namely, clearly $`|A|^2(y)=C^2s^2`$ and since $`y`$ is where the maximum of $`F`$ is achieved,

$$|A|^2(z)\left(\frac{r_0r(y)}{r_0r(z)}\right)^2|A|^2(y).$$
(17)
Since $`F(x)4C^2`$ it follows from the choice of $`s`$ that $`|r_0r(y)|2|r_0r(z)|`$ for $`zB_s(y)\mathrm{\Sigma }`$. Hence, $`|A|^2(z)4|A|^2(y)`$. Together this gives (15).

The existence of multi-valued graphs is shown by combining a blow up result with an extension result. This blow up result says that if an embedded minimal disk in a ball has large curvature at a point, then it contains a small (in fact on the scale of $`1/\mathrm{max}|A|`$) almost flat $`N`$-valued graph nearby; this is A. in fig. 4. The extension result allows us to extend the (small) $`N`$-valued graphs almost out to the boundary of the “big” ball $`B_R`$; this is B. in fig. 4. In fact, the blow up result shows that if $`(y,s)`$ is a blow up pair with point $`y`$ and radius $`s>0`$ satisfying (15), then the corresponding $`N`$-valued function is defined on an annulus whose inner radius is $`s`$ and so the initial separation is proportional to $`s`$. That is, for positive constants $`C_1`$, $`C_2`$

$$C_1s|w(s,\theta )|C_2s.$$
(18)
Equation (18) will be used implicitly in the next section.

The extension result is significantly more subtle than the local existence of multi-valued graphs. The key for being able to extend is a curvature estimate “between the sheets” for embedded minimal disks; see fig. 11. We think of an axis for such a disk $`\mathrm{\Sigma }`$ as a point or curve away from which the surface locally (in an extrinsic ball) has more than one component. With this weak notion of an axis, the estimate between the sheets is that if one component of $`\mathrm{\Sigma }`$ is sandwiched between two others that connect to an axis, then there is a fixed bound for (the norm of) the curvature of the one that is sandwiched. The example to keep in mind is a helicoid and the components are “consecutive sheets” away from the axis. Once the estimate between the sheets is established, then it is applied to the “middle” sheet(s) of an $`N`$-valued graph to show that even as we go far out to the “outer” boundary of the $`N`$-valued graph the curvature has a fixed bound. Using this a priori bound and additional arguments one gets better bounds and eventually (with more work) argue that the sheets must remain almost flat and thus the $`N`$-valued graph will remain an $`N`$-valued graph.

The proof of the one-sided curvature estimate

Using a blow up argument and the minimal surface equation, one can show curvature estimates for minimal surfaces which on all sufficiently small scales lie on one side of, but come close to, a plane. Such an assumption is a scale invariant version of Theorem 2. However, the assumption of Theorem 2 is not scale invariant and the theorem cannot be proven this way. The scale invariant condition is very similar to the classical Reifenberg property. (A subset of $`𝐑^n`$ has the Reifenberg property if it is close on all scales to a hyper-plane; see the appendix of \[ChC\]. This property goes back to Reifenberg’s fundamental 1960 paper “Solution of the Plateau problem for $`m`$-dimensional surfaces of varying topological type”.) As explained above (in particular Corollary 1), the significance of Theorem 2 is indeed that it only requires closeness on one scale. On the other hand, this is what makes it difficult to prove (the lack of scale invariance is closely related to the lack of a useful monotone quantity).

Let us give a very rough outline of the proof of the one-sided curvature estimate; i.e., Theorem 2. Suppose that $`\mathrm{\Sigma }`$ is an embedded minimal disk in the half-space $`\{x_3>0\}`$ intersected with the ball $`B_{2r_0}`$ and with boundary in the boundary of the ball $`B_{2r_0}`$. The curvature estimate is proven by contradiction; so suppose that $`\mathrm{\Sigma }`$ has low points with large curvature. Starting at such a point, we decompose $`\mathrm{\Sigma }`$ into disjoint multi-valued graphs using the existence of nearby points with large curvature (the existence of such nearby points is highly nontrivial to establish. We will use that such a nearby point of large curvature can be found below any given multi-valued graph and thus we can choose the “next” blow up point to always be below the previous). The key point is then to show (see Proposition 2 below) that we can in fact find such a decomposition where the “next” multi-valued graph starts off a definite amount below where the previous multi-valued graph started off. In fact, what we show is that this definite amount is a fixed fraction of the distance between where the two graphs started off. Iterating this eventually forces $`\mathrm{\Sigma }`$ to have points where $`x_3<0`$. This is the desired contradiction.

To show this key proposition (Proposition 2), we use two decompositions and two kinds of blow up points. The first decomposition uses the more standard blow up points given as pairs $`(y,s)`$ where $`y\mathrm{\Sigma }`$ and $`s>0`$ is such that

$$\underset{_{8s}(y)}{sup}|A|^24|A|^2(y)=4C_1^2s^2.$$
(19)
(Here $`_{8s}(y)`$ is the intrinsic ball of radius $`8s`$, so in particular $`_{8s}(y)\mathrm{\Sigma }`$.) The point about such a pair $`(y,s)`$ is that, since $`\mathrm{\Sigma }`$ is a minimal disk, $`\mathrm{\Sigma }`$ contains a multi-valued graph near $`y`$ starting off on the scale $`s`$. (This is assuming that the curvature at $`y`$ is sufficiently large, i.e., $`C_1`$ is a sufficiently large constant.) The second kind of blow up points are the ones where (except for a technical issue) $`8`$ in the radius of the ball centered at $`y`$ is replaced by some really large constant $`C`$, i.e.,

$$\underset{_{Cs}(y)}{sup}|A|^24|A|^2(y)=4C_1^2s^2.$$
(20)
###### Proposition 2.

(See fig. 12). There exists $`\delta >0`$ such that if point $`0`$, radius $`s`$ satisfies (20) and $`\mathrm{\Sigma }_0\mathrm{\Sigma }`$ is the corresponding (to $`(0,s)`$) $`2`$-valued graph over the annulus $`D_{r_0}D_s`$, then we get point $`y`$, radius $`t`$ satisfying (20) with $`y𝐂_\delta (0)\mathrm{\Sigma }B_{Cs/2}`$ and where $`y`$ is below $`\mathrm{\Sigma }_0`$.

The point for proving Proposition 2 is that we can find blow up points satisfying (20) so that the distance between them is proportional to the sum of the scales. Moreover, between consecutive blow up points satisfying (20), we can find many blow up points satisfying (19); see fig. 14. The advantage is now that if we look between blow up points satisfying (20), then the height of the multi-valued graph given by such a pair grows like a small power of the distance whereas the separation between the sheets in a multi-valued graph given by (19) decays (at the worst) like a small power of the distance; see fig. 14. Now, thanks to that the number of blow up points satisfying (19) (between two consecutive blow up points satisfying (20)) grows almost linearly, then, even though the height of the graph coming from the blow up point satisfying (20) could move up (and thus work against us), the sum of the separations of the graphs coming from the points satisfying (19) dominates the other term. Thus the next blow up point satisfying (20) (which lies below all the other graphs) is forced to be a definite amount lower than the previous blow up point satisfying (20). This gives the proposition.

Theorem 2 follows from the proposition. Suppose the theorem fails; starting at a point of large curvature and iterating the proposition will eventually give a point in the minimal surface with $`x_3<0`$, which is a contradiction.

Concluding remarks and some possible future directions of research

In this article we have seen that minimal surfaces and surfaces of “minimal” type occur naturally, and we have described why embedded minimal disks are double spiral staircases. We would hope that similar considerations can be used to answer, for other things than minimal disks, the age-old question:

“What are the possible shapes of various things and why?”.

A different possible direction is to describe $`3`$-manifolds. Namely, by a result of B. White for a generic metric on a closed $`3`$-manifold the area functional, that is, the map that to each closed surface assigns its area, is a Morse function. (Recall that a Morse function is a function that only has nondegenerate critical points.) As we saw earlier, the critical points of the area functional are precisely the minimal surfaces; thus if one could understand all minimal surfaces in a given $`3`$-manifold, $`M`$, then one would understand all critical points for the area functional. For a generic metric one could then hope to use Morse theoretic arguments to understand $`M`$. For general embedded minimal surfaces of a given fixed genus in closed $`3`$-manifold, the key for understanding them is to understand their intersection with a small ball in $`M`$. Since locally any fixed $`3`$-manifold is almost euclidean this boils down to understanding minimal surfaces in a ball in $`𝐑^3`$ with boundary in the boundary of the ball. The key for this is indeed the case where the minimal surfaces are disks, thus the key is the results described here. We will discuss this elsewhere.

The field of minimal surfaces has undergone enormous development since the days of Euler and Lagrange. It has played a key role in the development of many other fields in analysis and geometry. It has had times of intense development followed by times of stagnation before new fundamental results and techniques have been discovered. This has happened over and over again. In closing, we believe that, after nearly a quarter of a millenium, the field of minimal surfaces is at its very peak and of utmost importance in mathematics and its applications. We hope that this expository article has helped convey this. Although as the saying goes “it is hard to predict – especially about the future” <sup>1</sup><sup>1</sup>1Quote attributed to Danish humorist Storm P. (Robert Storm Petersen) from the 1920s., we believe that more magnificent results and techniques are to follow.

We are grateful to Christian Berg, Cornelius H. Colding, Chris Croke, Bruce Kleiner, Camillo De Lellis, Paul Schlapobersky, David Ussery, and David Woldbye for suggestions and comments, and we are particularly grateful to Andrew Lorent for his very many very helpful comments. Finally, we wish to thank the editor of the Notices of the AMS, Harold Boas, for his and the reviewer’s considerable help in making this article more readable.


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# GMOS Spectroscopy of SCUBA galaxies behind A 851

## 1. Introduction

Sensitive surveys in the submm and millimeter wavebands have identified a population of distant dusty, active galaxies which may represent the formation phase of massive spheroidal galaxies (Smail, Ivison & Blain 1997; Hughes et al. 1998; Bertoldi et al. 2000; Scott et al. 2002; Webb et al. 2002). Irrespective of the precise mechanism responsible for the prodigious luminosity of these galaxies, either star formation or dust-reprocessed radiation from an AGN, several have been confirmed as high redshift massive, gas-rich galaxies (Frayer et al. 1998, 1999). One of the most pressing issues for study is to identify the most distant examples. These provide a critical test of theoretical models of galaxy formation and evolution, which already struggle to produce sufficiently large gas masses in galaxies at $`z2`$ (Granato et al. 2002). Identifying similarly luminous, gas- and dust-rich mergers at even higher redshifts, $`z>3`$, will provide even stronger constraints.

In this letter we discuss the identification and spectroscopic follow-up of two recently discovered submm galaxies in the field of the $`z=0.41`$ cluster A 851. Exploiting very deep radio and optical/near-infrared images we identified counterparts to both submm sources and subsequently targetted them in spectroscopic observations with the GMOS spectrograph on Gemini-North. One of these galaxies has the highest spectroscopic redshift for a SCUBA galaxy to date, at $`z=3.35`$. We adopt a cosmology with $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and H$`{}_{\mathrm{o}}{}^{}=70`$ km s-1 Mpc-1.

## 2. Observations and Reduction

The two SCUBA galaxies discussed here were identified by Cowie, Barger & Kneib (2002) in a deep 850$`\mu `$m SCUBA map of A 851 ($`\sigma =0.8`$ mJy). These observations also detected SMM J09429+4658, previously catalogued and studied by Smail et al. (1999, 2002a). The two new sources are SMM J09431+4700 (09 43 03.96 +47 00 16.0, all coordinates are J2000), which has an 850$`\mu `$m flux density of 10.5mJy, and SMM J09429+4659 (09 42 53.49 +46 59 52.0) at 4.9-mJy. Cowie et al. (2002) use a detailed lens model for the cluster to estimate that these sources are likely to be amplified by a factor of 1.2 and 1.3$`\times `$ respectively.

The 1.4-GHz VLA map used in our analysis reaches a 1-$`\sigma `$ noise level of 3.5 $`\mu `$Jy beam-1 in the field center. Full details of the radio observations, their reduction and cataloging are given in Owen et al. (2002) and Smail et al. (2002b). The radio source surface density down to a 5-$`\sigma `$ limit of 17.5$`\mu `$Jy is 4 arcmin-2 (Smail et al. 2002b). Adopting a nominal error radius of 3′′ for the SCUBA sources (Smail et al. 2002a), this translates into only a 3% chance of an unrelated radio source falling within the SCUBA error circle. Searching within this radius around the position of SMM J09429+4659 we identify a bright, unresolved ($`<`$0.15′′) 970 $`\mu `$Jy radio source: H8 \[09 42 53.42 +46 59 54.5\], 2.5′′ from the submm position. For SMM J09431+4700 we identify two radio counterparts; one has a 1.4-GHz flux density of 72 $`\mu `$Jy (H6: 09 43 04.08 +47 00 16.2) and is 1.2′′ from the submm position, the other has 55 $`\mu `$Jy (H7: 09 43 03.70 +47 00 15.1) and is 2.8′′ away. The low surface density of radio sources suggests that H6 and H7 are both related to the submm emission. Both of these sources are slightly resolved in our VLA map, with sizes of 0.7–0.9′′.

We next exploit deep $`BVRIzJHK`$ imaging of this field to identify the radio source counterparts of the submm galaxies in the optical and near-infrared. These images reach typical 3-$`\sigma `$ depths of $`m_{AB}27`$ in the optical and $`m_{AB}24`$ in the near-infrared and their reduction and calibration are described by Kodama et al. (2001) and Smail et al. (2002b). We astrometrically align the near-infrared images to the radio frame with a precision of 0.32′′ rms using the positions of 90 sources detected in the two wavebands. This allows us to pinpoint near-infrared counterparts to the many faint radio sources in our VLA map.

All three of the radio counterparts to the SCUBA galaxies are identified in our optical or near-infrared data: H6 has $`K=20.2`$ and $`(RK)=3.59\pm 0.16`$, H7 is undetected in $`K`$ but is coincident with a $`R=25.9`$, $`(RK)4.6`$ galaxy, and H8 has $`K=19.7`$ and is extremely red $`(RK)=5.5\pm 0.3`$. We show the optical/near-infrared images of these galaxies in Fig. 1. Unfortunately, neither galaxy lies in the sparse HST mosaic of this field discussed by Dressler et al. (in prep) and only H6 is detected at sufficient signal-to-noise in our good-seeing optical images to reliably measure its intrinsic FWHM: $`0.4\pm 0.1^{\prime \prime }`$.

The spectroscopy of these galaxies was attempted with the GMOS spectrograph (Davies et al. 1997) on Gemini-North. The target of this survey was faint radio galaxies, which are likely to lie at $`z1`$–4 (Owen et al. 2002), and so we aimed for the widest possible wavelength coverage and the highest resolution to maximise the chance of detecting weak emission and absorption features in these optically-faint galaxies. To accomplish this we observed each mask twice, once with the B600 grating (centered at 4730Å) and then with the R400 grating (centered at 7920Å) to provide continuous spectral coverage from 3500Å to 1$`\mu `$m. The detectors were read out in 3-amp mode with $`2\times 2`$ binning (along both the spatial and dispersion axes). The resulting pixel scale is 0.145′′ pixel-1 with dispersions of 0.91Å pixel-1 (B600) and 1.37Å pixel-1 (R400). Slitlets of 1$`{}_{}{}^{\prime \prime }\times 5^{\prime \prime }`$ were placed on each target, giving a resolution of 3–4Å.

A multislit mask was designed for the center field in A 851 which includes both submm sources. A total of 2.5 hrs integration was obtained with each of the B600 and R400 gratings on the nights of March 14 and 15, 2002 in 0.7–0.8′′ seeing. These observations were reduced and calibrated in a standard manner using iraf scripts. We used a CuAr lamp spectrum for wavelength calibration, and removed any remaining offsets using bright sky lines. The spectra were flux calibrated with observations of Feige 34 (B600) and HZ 44 (R400) observed through a 1′′ long-slit. Both H6 and H8 were targeted in the same mask. H7’s proximity to H6 precluded placing slitlets on both sources. From the observation of the source H8 ($`R=25.2`$), we are unable to identify either any features or detect the continuum. However, we do identify a series of strong emission lines in the spectrum of H6 shown in Fig. 2.

Finally, we have retrieved the XMM/Newton X-ray image of this field from the public archive777This work is based on observations obtained with the XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and the USA (NASA). to place limits on the hard X-ray emission from the submm sources. This image provides 49.4-ks of useful integration from the EPIC MOS1 and MOS2 cameras and allows us to place 3-$`\sigma `$ limits of $`0.9\times 10^{15}`$ ergs s-1 and $`1.3\times 10^{15}`$ ergs s-1 on the unabsorbed 2–10 keV fluxes of SMM J09429+4659 and SMM J09431+4700. Adopting a photon index of 1.7, these limits translate into 3-$`\sigma `$ lower bounds on the submm-X-ray spectral indices (Fabian et al. 2000) of $`>1.23`$ and $`>1.25`$ respectively.

## 3. Analysis and Results

We identify several strong emission lines in the combined GMOS spectrum of H6 shown in Fig. 2, including Ly$`\alpha `$, Nv and Civ. Based on the wavelength of the narrow Ly$`\alpha `$ line we estimate a redshift of $`z=3.349`$, consistent with the observed wavelengths of the other broader emission features. This is currently the highest spectroscopic redshift for the counterpart of a SCUBA galaxy – breaking the $`z=3`$ barrier for this population for the first time. While this is only a modest increase in lookback time, compared to the previously most-distant source at $`z=2.80`$, it corresponds to a decrease of a factor of two in the predicted abundance of the massive halos, $`>10^{12}`$ M, believed to host these luminous galaxies (Jenkins et al. 2001). The exponential decline in the space density of the most massive halos at higher redshifts underlines the strong constraints available from identifying the highest redshift submm galaxies.

The 850$`\mu `$m flux of SMM J09431+4700 of 8.8 mJy (corrected for lensing) translates into L$`{}_{FIR}{}^{}1.5\times 10^{13}`$ L, assuming T$`{}_{d}{}^{}=38`$ K.888If both H6 and H7 contribute to the submm emission then from their joint radio flux we would estimate a somewhat higher dust temperature, T$`{}_{d}{}^{}=49`$ K, and a far-infrared luminosity of L$`{}_{FIR}{}^{}=3.6\times 10^{13}`$ L. This makes this galaxy a Hyperluminous Infrared system (HyLIRG, Rowan-Robinson 2000). If purely powered by massive star formation, its immense luminosity would require a star formation rate of $`10^4`$ M yr-1!

However, the spectrum of H6 shows the signatures of a weak AGN. The strongest lines include a narrow and symmetrical Ly$`\alpha `$ line with a flux of $`1.9\times 10^{16}`$ ergs s-1 cm-2 and a FWZI of 55Å. There are also broader emission lines coincident with the expected wavelength of redshifted Nv$`\lambda `$ 1239.7, with an observed FWZI of $`155`$Å, and an integrated flux of $`0.7\times 10^{16}`$ ergs s-1 cm-2, and Civ$`\lambda `$ 1549, with a FWZI of $`173`$Å and a flux of $`2.1\times 10^{16}`$ ergs s-1 cm-2. We also identify a number of weaker emission lines and mark these in Fig. 2. The velocity widths of these lines cover a wide range, from a restframe FWHM of 210 km s-1 for Ly$`\alpha `$ upto $``$ 550 km s-1 for the higher excitation lines. In addition the morphologies of the Nv and Civ lines appear very similar (Fig. 2). The spectral properties, line widths and line ratios of this galaxy are very similar to those seen for narrow line Seyfert-1’s (NLSy1, Osterbrock & Pogge 1985; Crenshaw et al. 1991), in particular Mrk 24. This classification is supported by the ratio Heii$`\lambda `$1640/Civ=0.05, indicative of a NLSy1 or NLQSO (Heckman et al. 1995). These galaxies have narrow forbidden and permitted emission lines, FWHM $`<400`$–700 km s-1, which are thought to result from an increase in the size and density of the broad line region compared to a normal Seyfert-1 (Laor et al. 1997).

Based on our deep imaging we measure 3′′-diameter photometry of H6 giving: $`B=25.82\pm 0.07`$, $`V=24.11\pm 0.03`$, $`R=24.00\pm 0.03`$, $`I=23.62\pm 0.07`$, $`z>24.1[3\sigma ]`$, $`J>22.7[3\sigma ]`$, $`H=21.41\pm 0.25`$, $`K=20.41\pm 0.14`$. The $`(BV)`$ color is relatively red, $`(BV)=1.7`$, suggesting the presence of either strong absorption in the $`B`$-band or strong emission in the $`V`$-band. We note that at $`z=3.35`$ the Lyman-limit falls just blueward of the $`B`$-band (indeed emission is seen down to 890Å in the restframe, rising as $`\lambda ^{2.5}`$), however, several strong lines fall in the $`V`$-band (Fig. 2). Integrating all the flux in the $`V`$-band part of the GMOS spectrum we measure a slit magnitude of $`V24.4`$, in reasonable agreement with the 3′′-diameter aperture magnitude and from this we estimate that 50% of the $`V`$-band light is contributed by Ly$`\alpha `$ and Nv, a similar calculation for Civ suggests that it contributes 35% of the $`R`$-band flux. Using the apparent $`K`$-band magnitude of this galaxy we estimate an absolute $`V`$-band magnitude of $`M_V23.0`$ at $`z=3.35`$, although a significant fraction of this light may be contributed by emission lines, including H$`\beta `$ and \[Oiii\] $`\lambda `$4959,5007.

We also investigate the spatial extent of the emission lines along our slit – focusing on Ly$`\alpha `$ and Nv as these lines lie close in wavelength. We find that Ly$`\alpha `$ is spatially extended compared to Nv with a FWHM of 0.95′′ versus 0.74′′. As the estimated image quality in the $`r`$-band was 0.7′′ at the beginning of the observations, the Nv width is consistent with being spatially unresolved. For Ly$`\alpha `$ we measure an intrinsic FWHM of $`0.6^{\prime \prime }`$ – indicating extended Ly$`\alpha `$ emission on a scale of 8 kpc.

Turning to the radio properties of this galaxy, the radio luminosity of H6 is $`5\times 10^{24}`$ W Hz-1 for an $`\alpha =1`$ spectral slope or $`2.5\times 10^{24}`$ W Hz-1 for $`\alpha =0.7`$ (including a 20% correction for lensing). These luminosities correspond locally to those expected for a FR I radio galaxy, although it is equally consistent with strong radio emission from a massive starburst at the level detected in the submm waveband. The radio-submm spectral index, $`\alpha _{1.4}^{850}`$, is $`0.91\pm 0.04`$ based on the radio emission from H6 (if H7 contributes as well then $`\alpha _{1.4}^{850}0.80`$). These correspond to a redshift of $`z=2.7_{0.9}^{+1.7}`$ using the models from Carilli & Yun (2000), in reasonable agreement with our spectroscopic measurement.999For the ERO/mJy-radio counterpart to SMM J09429+4659, H8, we estimate $`\alpha _{1.4}^{850}=0.30\pm 0.07`$, corresponding to only $`z=0.4\pm 0.3`$. It is clear that the radio emission must include a significant contribution from an AGN and the estimated redshift is only a lower limit – assuming the galaxy follows the $`K`$$`z`$ relationship for powerful radio galaxies it most likely lies at $`z>2`$, Jarvis et al. (2001).

The XMM-Newton observations suggest that unless highly obscured, the intrinsic luminosity of the AGN in H6 must be modest, $`L_X(`$2–10 keV$`)<10^{42}`$ ergs s-1. However, the limit on the submm-X-ray spectral index of H6, $`>1.25`$, is also consistent with a heavily obscured AGN such as NGC 6240 (Keel 1990), with N(Hi) $`10^{24}`$, at $`z=3.35`$ (Fabian et al. 2000).

## 4. Discussion and Conclusions

The spectroscopic identification of a second HyLIRG in the SCUBA population provides the opportunity for a detailed comparison of the properties of these two galaxies: SMM J02399$``$0136 and SMM J09431+4700. Detailed study of SMM J02399$``$0136 has shown that it is a massive, gas-rich system (Ivison et al. 1998; Frayer et al. 1998), identified with a pair of galaxies: L1 and L2, at $`z=2.80`$, and has a far-infrared luminosity of L$`{}_{FIR}{}^{}1\times 10^{13}`$ L. L1 hosts a partially obscured AGN, which has recently been classified as a Broad Absorption Line (BAL) QSO (Vernet & Cimatti 2001). The second component L2 is separated from L1 by about 10 kpc in projection (compared to 50 kpc for H6–H7), and may be tidal debris rather than an independent galaxy.

Apart from their apparent binary morphologies, the most striking similarity between these two HyLIRGs is that both systems host AGN. As highlighted by Ivison et al. (2000): 80% of the SCUBA galaxies with known redshifts show some signs of an AGN. The close relationship of AGN and QSO activity to the growth of supermassive black holes (SMBH) and the apparent ubiquity of SMBH in local, massive spheroids suggests that this is a natural consequence if SCUBA galaxies are the progenitors of the most massive galaxies in the local Universe (e.g. Sanders et al. 1988; Silk & Rees 1998; Granato et al. 2001; Archibald et al. 2001). One measure of the importance of the AGN in these systems is to quantify its contribution to their total emission. X-ray observations of the two HyLIRG submm galaxies suggests that in neither does the AGN dominate the bolometric emission (Bautz et al. 2000), which instead comes from an intense starburst which also produces the substantial masses of dust in these galaxies.

Although they do not dominate the energetics, the AGN may still have a profound effect on the evolution of these galaxies: the AGN in SMM J02399$``$0136 is driving a substantial wind which may in time sweep the central regions of the galaxy clear of gas and dust. Can we find any signs of similar AGN-induced feedback in SMM J09431+4700? There are several hints: the contrast between the narrow, spatially-extended Ly$`\alpha `$ emission and the broader, but spatially-unresolved high excitation lines, may indicate that the former arises from emission in an outflow. This situation is very similar to that seen in some high-redshift radio galaxies, such as 53W002 at $`z=2.4`$ (Windhorst, Keel & Pascarelle 1998). Moreover, the structured broad emission lines seen in H6 are reminiscent of the structures seen in broad emission lines of some radio galaxies and radio-loud quasars (Eracleous & Halpern 1994), although those show much larger velocity ranges. These structured emission lines are interpreted as resulting from scattering of radiation from the AGN by outflowing conical winds (Corbett et al. 1998) and the same mechanism may be operating in SMM J09431+4700/H6. The final connection is from the spectral classification of this galaxy as a NLSy1, where analysis of examples at $`z0`$ have led to the identification of strong nuclear winds and a suggested link to BALQSOs (Lawrence et al. 1997; Leighly et al. 1997; Laor et al. 1997).

If both systems do show signatures of massive outflows – this suggests that winds powered by the AGN (as well as starbursts) must be central to our understanding the growth of the spheroidal components in these massive, young galaxies (Granato et al. 2002). The feedback on the system from energy injected by the AGN provides one possible mechanism for creating the observed SMBH to bulge mass correlation seen in local galaxies (Maggorian et al. 1998). The future evolution of these submm sources will be determined by the ability of the AGN to clear the bulk of the gas and dust from the nuclear regions – if they can, then they may evolve into the population of less-obscured QSOs.

With regard to the wider environment of H6, we note a striking coincidence: H6 is just 400 km s-1 and less than 1 Mpc ($`64^{\prime \prime }`$) from an optically-selected galaxy, DG 433 ($`z=3.3435`$), (Trager et al. 1997), suggesting that the two galaxies inhabit a single structure. DG 433 has a UV spectrum dominated by absorption lines and an estimated star formation rate of $`<10^2`$ M yr-1, indicating it is a much less active system than the hyperluminous galaxy H6. The relationship between the highly obscured and very active submm-luminous galaxies and the less obscured populations which cluster in the same environments will be one of the most important questions to address in the next few years.

Based on observations obtained at the Gemini Observatory, which is operated by the Association of Universities for Research in Astronomy, Inc., under a cooperative agreement with the NSF on behalf of the Gemini partnership: the National Science Foundation (United States), the Particle Physics and Astronomy Research Council (United Kingdom), the National Research Council (Canada), CONICYT (Chile), the Australian Research Council (Australia), CNPq (Brazil) and CONICET (Argentina). We thank Taddy Kodama for the use of his exquisite Subaru imaging and an anonymous referee for helpful comments. We also thank Andrew Blain, Chris Carilli, Scott Chapman, Len Cowie, Chris Done, Alastair Edge, Inger Jorgensen, Jean-Paul Kneib, Rowena Malbon, Bryan Miller, Matt Page, Graham Smith for useful discussions and help. IRS acknowledges support from Royal Society and Philip Leverhulme Prize Fellowships.


text:
# 1 Introduction

## 1 Introduction

The renormalization group (RG) is an invaluable tool in the understanding of critical phenomena . It provides accurate estimates of critical indexes as well as a theoretical foundation of the universality principle and of the scaling theory. Many authors  have profitably used these ideas in spin glasses (SG’s), even if a general RG framework for SG’s was incomplete.

In a previous paper  a RG approach suitable for SG’s has been proposed and fruitfully exploited through Monte Carlo (MC) computations in dimensions $`d=4`$. A sketch of expected universality classes and the role of frustration were discussed. In the present work, these ideas has been fully developed in the more relevant and harder case of $`d=3`$. The coarse graining transformation is carried out on the *overlap* field. Because of disorder average, overlap probability measure does not have the usual form $`\mathrm{exp}(H)`$ , hence it is not *a priori* clear which kind of additional interactions are generated by the RG transformation. Our proposal is to keep Hamiltonian fixed while adding gauge invariant terms to the disorder distribution, so that spins get effective correlations via correlations of gauge fields. Asymptotic decrease regimes of Wilson loops in pure gauge model , namely the *weak* and *strong* decrease, can induce very different behaviour on related spin systems. In the former case, frustration effects are very small locally and increase weakly at long range: spins prefer to order ferromagnetically. In the case of strong decrease, instead, average Wilson loop rapidly fall to zero and a SG behaviour is expected. The existence of two fixed points corresponding to the above mentioned universality classes is supported by evidence from our analysis. Moreover, our estimates of critical temperature $`T_\mathrm{c}`$ and thermal index $`\nu `$ are in good agreement with previous results . Notice that a less frustrated system gets ordered more easily, giving rise to higher critical temperatures. This property can be exploited to perform Monte Carlo computations of SG models at very low $`T/T_\mathrm{c}`$ ratios .

Numerical methods based on Monte Carlo simulations of SG’s are particularly hard in $`d=3`$ basically because of the low temperatures involved. This requires very long Monte Carlo runs to reach ergodic regime. Parallel Tempering (PT) algorithm, which we implement, is adequate to face this kind of problems but unfortunately it hides the meaning of MC autocorrelation time, making standard error estimates not efficient. Aiming to control both ergodicity and MC-errors, we employ a method based on the analysis of MC-PT dynamics, which turns out to be quantitative and more stringent than usual PT efficiency checks.

## 2 The spin glass model and the overlap field

Let $`\sigma _x`$ be Ising spins located at the sites of a $`d`$-dimensional cubic lattice $`\mathrm{\Lambda }`$, with $`L`$ points on each side ($`x\mathrm{\Lambda }^d`$ with toroidal topology, i.e., periodic boundary conditions are assumed). The typical spin glass model of Edwards and Anderson  is defined by two prescriptions: 1. The spins are distributed according to the Boltzmann weight given by the following Hamiltonian

$$H(J,\sigma )=\underset{x,y}{}J_{xy}\sigma _x\sigma _y;$$
(1)
2. The quenched disordered interactions $`J_{xy}`$ are random variables, with a given distribution. The sum in (1) is over pairs of neighboring sites in $`\mathrm{\Lambda }`$. We will denote by $`E`$ the expectation on $`J`$ variables, and define

$$E(J_{xy})=0,E(J_{xy}^2)=1.$$
(2)
The Boltzmann–Gibbs measure on the spin variables will be denoted by angular brackets $``$. Averages over the disorder are taken only after Boltzmann averages are calculated, and the thermodynamic limit for the appropriate quantities is eventually taken afterwords. A generic observable can be expressed in terms of correlations of correlation functions,

$$E\left[f_1(\sigma )\mathrm{}f_s(\sigma )\right],$$
(3)
where $`f_i,i=1,\mathrm{},s`$ are functions of the spin field. Consider the following gauge symmetry of the Hamiltonian,

$$\{\begin{array}{c}J_{xy}J_{xy}^{}=\epsilon _xJ_{xy}\epsilon _y\hfill \\ \sigma _x\sigma _x^{}=\epsilon _x\sigma _x\hfill \end{array}$$
(4)
where $`\epsilon _x=\pm 1`$ are the gauge group parameters. If the distribution of the $`J`$’s is gauge-invariant, the model, characterized by observables (3), is also gauge-symmetric. This happens, for instance, in the traditional case of even, independent, identically distributed $`J`$ variables (E-A model).

A central concept is the overlap field. Consider $`s`$ replicas (copies) of the spin variables $`\sigma ^{(a)},a=1,\mathrm{},s`$. The Hamiltonian of the replicated system is given by $`=_aH(J,\sigma ^{(a)})`$: replicas are independent from each other, but feel the same disorder configuration $`J`$. For any pair of replicas $`(a,b),\mathrm{\hspace{0.33em}1}a<bs`$, define the overlap field, $`q_x^{(a,b)}`$,

$$q_x^{(a,b)}=\sigma _x^{(a)}\sigma _x^{(b)}_2.$$
(5)
The probability distribution of the overlap fields, $`\mu `$, can be implicitly defined through the overlap expectations, that involve both the thermal average and the average $`E`$ over disorder. For any smooth function $`F`$ define

$$F(q_x^{(12)},q_y^{(23)},\mathrm{})=E\left[F(\sigma _x^{(1)}\sigma _x^{(2)},\sigma _y^{(2)}\sigma _y^{(3)},\mathrm{})\right],$$
(6)
where expectation with respect to the $`\mu `$ distribution is denoted by $``$. All physical observables can be expressed in terms of overlap observables, so that the full physical meaning of these models is contained in the overlap probability measure.

Let us introduce the volume average of the overlap field, the total overlap, often simply referred to as “overlap”,

$$q^{(a,b)}=\frac{1}{|\mathrm{\Lambda }|}\underset{x}{}q_x^{(a,b)}.$$
(7)
For two replicas, the distribution of the overlap $`q^{(1,2)}`$ will be denoted by $`P^{(2)}`$. An other interesting observable is the two points, connected correlation function of the overlap field:

$$C(r)=\frac{1}{|\mathrm{\Lambda }|}\underset{x}{}q_x^{(1,2)}q_{x+r}^{(1,2)}_c,$$
(8)
## 3 A renormalization group for spin glass models

The total overlap is the order parameter of the model. In the high temperature phase, including the critical point, it should be zero in the infinite volume limit, while in the low temperature phase it is expected to fluctuate . Therefore, the critical point can be characterized by a divergence of the correlation length associated to (8). For this reason, it is natural to define the RG transformation on the overlap field. In the following we consider only two replicas, and omit the replica indexes on the overlap variables.

Let $`B_x^n\mathrm{\Lambda }`$ be the cube of size $`n`$ located in $`x`$ and $`\mathrm{\Lambda }_n^d`$ a cubic lattice of side $`L/n`$. Because of $`_2`$ symmetry, the coarse grained field $`q_x^{}^{}`$ can be defined  on $`\mathrm{\Lambda }_n`$ as the sign of the majority of overlaps inside a block centered on $`x=nx^{}`$. The renormalization group transformation for a rescaling factor $`n`$ then acts on the overlap distribution $`\mu `$ as follows:

$$\mu _n^{}(q^{})=\underset{\{q\}}{}\mu (q)\underset{x^{}\mathrm{\Lambda }_n}{}\delta (q_x^{}^{},\mathrm{sign}\left(\underset{yB_{nx^{}}^n}{}q_y\right)),$$
(9)
where the sum on the r.h.s. runs over all the $`2^{|\mathrm{\Lambda }|}`$ configurations of overlaps $`q_x`$ and $`\delta (a,b)`$ is 1 for $`a=b`$ and zero otherwise. For $`m=n^k`$, one defines the distribution $`\mu _n^{(k)}(q^{(k)})`$ as the result of $`k`$ iterations of (9), and the semi-group property holds by construction.

Extending these definitions, in the appropriate way, to the thermodynamic limit, the transformation may be iterated indefinitely and eventually a non-trivial asymptotic distribution $`\mu ^{}`$ may be reached. However, to carry out useful RG calculations an approximation scheme must be chosen. In this work we have used the Monte Carlo approach, for which the main approximation is the use of a finite lattice. The basic effect is that of neglecting the influence of distant regions of the lattice on each other in the calculation of $`\mu _n^{}(q^{})`$ from $`\mu (q)`$ . Indeed, a fundamental property of a RG transformation is that the parameters representing the renormalized distribution must depend analytically on the unrenormalized parameters. One assumes that the dependence of $`\mu _n^{}`$ on $`\mu `$ is analytic, because local observables of $`q^{}`$ in one region of the lattice are not appreciably affected by distant regions of the system, in spite of the eventually infinite correlation length. For the very same reason, the computation of local observables of the field $`q^{}`$ should be weakly affected by finite lattice effects, on the contrary of what happens to observables of the unrenormalized field $`q`$.

On a finite lattice the transformation (9) may be limited to a very small number of iterations. Another typical problem is the truncation error due to the projection of renormalized distributions onto a space with a restricted number of couplings. To minimize the effects of these approximations, a different RG scheme  has been adopted. We define the renormalized fields $`q_x^{}`$ on $`\mathrm{\Lambda }_n`$ as given just by the transformation (9) with $`n=L/\mathrm{}`$ (with small typical values, e.g. $`\mathrm{}=2,3`$); the renormalized distribution will be denoted by $`\mu ^{}(q^{})`$. Notice that, with only one iteration, $`\mathrm{\Lambda }_n`$ is a lattice with volume $`\mathrm{}^3`$. Due to the smallness of $`\mathrm{\Lambda }_n`$ only a few couplings are allowed and there is no truncation error. The procedure is repeated for different values $`L,L^{}`$ and the ratio $`L/L^{}`$ is interpreted as a scaling factor  (but see also ). Moreover, the sequence will give better results for increasing $`n`$, because the group parameter will be large and, at the same time, the size of the initial system will be affected by smaller finite-size effects. Given the large size of blocks, we also expect the results to be not dramatically dependent on the choice of blocking transformation.

The RG transformation is naturally defined on the probability distribution of the overlap field. For the purpose of calculations this distribution is well characterized by the expectations of a set of (translation-invariant) observables. It is the approach that has been followed in this work. However, the question may be raised of how to express such a distribution in terms of physically meaningful parameters. It is clear that the traditional exponential form, $`\mathrm{exp}(H)`$, has no physical relevance, due to the involved definition of the overlap field distribution in the original model. To state the question in a different way: which additional interactions between the microscopic variables are generated as a result of the RG transformation ? The answer to this question is important in order to get high precision estimates of the critical indexes, through the observation of the effects of irrelevant perturbations to the fixed point. We propose the following parameterization, that proved to be effective in the case of dimension $`d=4`$ . The Hamiltonian, given by (1), is kept fixed, while the disorder is distributed according to a general gauge action:

$$\rho _K(J)=\mathrm{exp}\left(\underset{i}{}K_iW_i(J)\right),$$
(10)
where the $`K_i`$ are parameters and the $`W_i`$’s are Wilson’s loops, i.e., products of $`J`$’s along closed paths. Let us stress that the effects of this parameterization are that spins get non trivial extra correlations through the “dressing” of interactions. The resulting set of spin models will be discussed in more detail in next section of this paper.

## 4 Spin models with quenched gauge-field interactions

Consider the E-A spin Hamiltonian (1), and assume the quenched interactions are distributed according to a general, gauge-invariant distribution function such as (10). A fairly large set of models may be defined in this way. For the sake of simplicity, let us restrict our attention to the disorder distributions of the following form,

$$\rho _K(J)=C_K\mathrm{exp}\left(K_1\underset{x,y}{}J_{xy}^2+K_2\underset{x,y}{}J_{xy}^4+K_3\underset{\alpha }{}\mathrm{}_\alpha \right),$$
(11)
where $`C_K`$ is a normalization constant, and the symbol $`\mathrm{}`$ denotes the plaquette terms of the kind $`J_{x,y}J_{y,z}J_{z,w}J_{w,x}`$. Expectation with respect to this distribution will be denoted by $`E_K`$. We notice that the Gaussian Edwards-Anderson model corresponds to $`K_1=1/2,K_2=K_3=0`$, while the $`_2`$, E-A model is obtained in the limit $`K_1,K_2\mathrm{},\mathrm{s}.\mathrm{t}.K_1/K_2=2,K_3=0`$. But a more interesting model is obtained by adding a plaquette term (i.e., $`K_30`$):

$`\rho _K(J)=C_Ke^{K_3_\alpha \mathrm{}_\alpha },J_2^{d|\mathrm{\Lambda }|},`$ (12)
Considering the disorder variables only, this is the well known pure gauge $`_2`$ model . The partition function, the free energy and the internal energy density are defined by

$`Z_\mathrm{\Lambda }(K_3)={\displaystyle \underset{\{J_{xy}=\pm 1\}}{}}\mathrm{exp}\left(K_3{\displaystyle \underset{\alpha }{}}\mathrm{}_\alpha \right)=e^{K_3F_\mathrm{\Lambda }(K_3)}`$ (13)
$`u_\mathrm{\Lambda }(K_3)=E_{K_3}\left({\displaystyle \underset{\alpha }{}}\mathrm{}_\alpha /N_{\mathrm{}}\right).`$ (14)
The energy density $`u_\mathrm{\Lambda }`$ is equal to minus the average plaquette, thus it gives a measure of the short – range frustration of the spin system.

Let us denote by $`w_\gamma `$ the product of the $`J`$’s along a closed path $`\gamma `$,

$$w_\gamma =\underset{\gamma }{}J_{xy}=\underset{\alpha S}{}\mathrm{}_\alpha ,$$
(15)
where $`S`$ is a surface bounded by $`\gamma `$. Two canonical asymptotic regimes may be distinguished: a weak decrease regime, characterized by $`E(w_\gamma )e^L`$; a strong decrease regime, where $`E(w_\gamma )e^A`$. $`L`$ and $`A`$ denote the perimeter of $`\gamma `$ and the area of the surface $`S`$. In various models a transition from the strong to the weak decrease is observed as the average plaquette increases. The model (12), in 3 dimensions, exhibits a second order phase transition at $`K_3=K_3^c0.7613`$. The corresponding order parameter is the square Polyakov loop, $`p^2=(p_1^2+p_2^2+p_3^2)/3`$, where $`p_i`$ is the average Wilson loop along a path that closes itself exploiting the periodicity of the b.c.’s in direction $`i`$. The quantity $`E(w_\gamma )`$ is relevant for the spin system associated to the gauge field , as it is related to the average frustration on the range $`\gamma `$.

We are now in the position to sketch the behavior of the spin system corresponding to the pure-gauge disorder distribution (12) :

The disorder is in a ground state of the gauge Hamiltonian, characterized by $`E_{K_3}(\mathrm{})=1`$, $`p_i=\pm 1`$. Up to a gauge transformation, the spin model is an Ising model, with periodic b.c. in the directions $`i`$ for which $`p_i=1`$ and anti-periodic in the others.

The disorder is in the weak decrease phase: frustration effects are very small locally ($`E_{K_3}(\mathrm{})1`$) and increase weakly at long range. The spin system is expected to be ferromagnetic.

The disorder is in the strong decrease phase. The average plaquette is approximated by $`E_{K_3}(\mathrm{})K_3`$, except in the region very close to the transition. However, frustration moves rapidly toward $`1/2`$ for increasing range. Spin glass behavior is expected.

The gauge field is in a “fully frustrated” configuration, i.e., all plaquettes are frustrated.

The behavior in the region $`\mathrm{}<K_3<K^c`$ is still an open question.

These different qualitative regimes should correspond to different universality classes of the spin system. Exploiting the RG approach introduced in the previous section, we will be able to characterize the universality classes in terms of different fixed points.

## 5 Analysis of Monte Carlo computations

The Renormalization Group analysis described in section 3 was performed numerically by dynamic Monte Carlo computations. We employed Hamiltonian (1) in dimension $`d=3`$, with periodic boundary conditions and $`_2`$ quenched disorder distributed according (12). Besides the traditional Edwards-Anderson model, corresponding to the case $`K_3=0`$, we simulated two other models, with $`K_3=0.3`$ and 0.8, in order to verify the conjecture on universality classes made in section 4. Moreover, the MC-RG analysis was performed on the Ising model, corresponding to $`K_3=\mathrm{}`$, as a test of the method, and for a comparison to the other models.

The choice of $`K_3`$ values deserves some comments. $`K_3=0.3`$ is far from the critical value $`K_3^c0.7613`$ to avoid cross-over effects, and is quite different from the E-A model: frustration is $`f_{0.3}0.35`$, compared to $`f_0=0.5`$. In the deconfined phase, $`K_3=0.8`$ gives a very low frustration $`f_{0.8}0.015`$. Lower values of $`K_3`$ provide slightly higher frustration, but we considered unwise a value too close to $`K_3^c`$, even though the critical coupling is lower in a finite lattice. Nevertheless, the model is quite different from the Ising model, as is shown, for instance, by the value of the square Polyakov loop, $`p^20.65`$. Among the eight possible pure phases, we chose the one characterized by positive Polyakov loops, i.e., $`p_i0`$.

For each model, a quite large number of samples (with different configurations of the disorder $`J`$) were simulated, as reported in table 1. The required disorder configurations were generated by an independent MC process on the gauge fields, according to distribution (12). This step is quite simple with nowadays computers. The average correlation between $`J`$ configurations is never greater than $`10^4`$.

The MC runs on the spin variables are more complicated. We simulated lattices of linear size $`L=8,\mathrm{\hspace{0.17em}12},\mathrm{\hspace{0.17em}16}`$ for all models, together with additional $`L=24`$ for models $`K_3=0.8`$ and Ising and $`L=10,\mathrm{\hspace{0.17em}14}`$ for $`K_3=0`$ whose significance will be clear later. The code makes use of Parallel Tempering (PT) algorithm and multi-spin encoding. For every Metropolis update, a PT step was performed. Two replicas were simulated through independent MC chains in order to compute overlap observables. The RG transformation was carried out following the procedure explained in section 3 . Therefore, the RG parameter $`n`$ takes the values 4, 6 and 8 (and 12) as well as 5, 7 for $`L=10,\mathrm{\hspace{0.17em}14}`$. To characterize the distribution $`\mu ^{}`$, we measured the following observables of the random field $`q^{}`$:

$`A_1={\displaystyle \frac{1}{3|\mathrm{\Lambda }^{}|}}{\displaystyle \underset{x,l:|l|=1}{}}q_x^{}q_{x+l}^{}`$ $`A_4`$ $`=S^2`$ (16)
$`A_2={\displaystyle \frac{1}{3|\mathrm{\Lambda }^{}|}}{\displaystyle \underset{x,l:|l|=\sqrt{2}}{}}q_x^{}q_{x+l}^{}`$ $`A_5`$ $`=S^4`$ (17)
$`A_3={\displaystyle \frac{1}{3|\mathrm{\Lambda }^{}|}}{\displaystyle \underset{x,y,z,w}{\overset{}{}}}q_x^{}q_y^{}q_z^{}q_w^{}`$ $`A_6`$ $`=(0.4+S^2)^1`$ (18)
where $`S=|\mathrm{\Lambda }^{}|^1_xq_x^{}`$, and the sum in $`A_3`$ runs over the 4-uples of sites located on plaquettes. Notice that observable $`A_6`$ is sensible to the small values of $`S`$, as opposed to $`A_4`$ and $`A_5`$, and 0.4 is an arbitrary cut-off. For the sign function involved in the definition of $`q^{}`$, a tie-breaker was used in the undetermined zero cases. Models with $`L=10,\mathrm{\hspace{0.17em}14}`$ are unaffected by this procedure and, in principle, this difference in the transformation rule could provide different results. Moreover, we have explicitly measured the $`\beta `$ derivative of each observable, computing the connected correlation function with the Hamiltonian. In the definition of the blocks, the choice of the origin is arbitrary. In order to improve the quality of statistics, we choose to average the measures over eight different origins. The lower simulated temperature, $`T_{\mathrm{min}}`$ in Table 1, was chosen around $`0.9T_\mathrm{c}`$, according to previous estimates of $`T_\mathrm{c}`$, for the $`K_3=0`$ model. The efficiency of the PT algorithm was checked through the acceptance rate of temperature swaps. We ensured it was roughly 1/2 in the most difficult runs, and never below 40%.

In the rest of this section we discuss the checks on ergodicity of MC runs and error estimates. Generally speaking, as higher values of $`K_3`$ correspond to lower frustration, systems should get ordered more easily so that we expect critical temperatures to increase with $`K_3`$, carrying on a global improvement of MC-PT performances. On the opposite, negative values of $`K_3`$ presumably give rise to very low critical temperatures thus making simulations very difficult, at least in dimension $`d=3`$. A well known problem in performing Monte Carlo computations on glassy systems is the difficulty in reaching ergodic regime, due to strong metastability effects and to the large number of nearly degenerate ground states. A very powerful — albeit indirect — criterion to ensure ergodicity makes use of the observation of (Monte Carlo) time spent by the system at each temperature of the PT set. This must be approximately the same for each temperature. We measured the ratio $`r`$ of the time spent in the most visited T over the less visited one. The histograms of the results are presented in Table 1.

Ergodicity may be verified explicitly by analyzing the time sequence of the measures. By the same token we can estimate the statistical error of the measures taken on a single sample. The algorithm employed measures observables at each MC-PT step. These measures were averaged in groups of 1024, providing a set of a few hundred points per sample and per temperature. One problem of PT algorithm is that of properly defining an autocorrelation time. However, these points may be considered reasonably independent from each other. Thus, we can estimate the statistical error on a single sample. Then the procedure is repeated: the measures are averaged over groups of points, obtaining a different estimate of the error. Clearly, as the size of the groups increases, the resulting points will be less correlated producing a better (usually larger) estimate of the error. In Figure 1 (left), we plotted the histogram of the single-sample relative errors on observable $`A_2`$, in our worst-case simulation ($`K_3=0,L=16,T=1.02`$). The quantity $`l`$ denotes the number of initial points and $`a`$ is the number of groups so that the size of groups is roughly $`l/a`$. The results seem to be very stable in $`a`$.

We can check ergodicity in a similar way. On each group $`i=1,\mathrm{},a`$ we compute, along with the average observable $`x_i^{(a)}`$, the error on the average, i.e., its standard deviation (denoted by $`\tau _i^{(a)})`$. If ergodicity is reached on a time scale $`l/a`$ then the $`x_i^{(a)}`$’s will be nearly aligned and fluctuations around the mean will be of order $`\overline{\tau }=a^1_i\tau _i^{(a)}`$. On the other hand, if $`l/a`$ is a too short time scale, the points will spread with very large fluctuations around the mean. Let us denote by $`\sigma _a`$ the standard deviation of group averages $`x_i^{(a)}`$. To characterize ergodicity we thus measure the ratio $`\eta =\sigma _a/\overline{\tau }`$, expecting $`\eta \stackrel{<}{}1`$ when ergodicity is reached, and $`\eta 1`$ when is not. The histograms of the results for different samples are shown in Figure 1 (right). Let us underline that the results should be extrapolated to $`a=1`$: a “good” MC run should not be much longer than necessary.

From general arguments, the total statistical error on observable $`A`$, $`\mathrm{\Delta }A`$, can be estimated as follows:

$$(\mathrm{\Delta }A)^2=\frac{ϵ_S^2+\sigma ^2}{N_S}$$
(19)
where $`ϵ_S^2`$ is the sample-to-sample variance, $`N_\mathrm{S}`$ the total number of simulated samples and $`\sigma `$ is the single-sample error. As typical sample-to-sample fluctuations of observables are of order 100%, the single-sample errors can be neglected.

## 6 Numerical results

Performing the Renormalization Group analysis explained in section 3, we are able to characterize universality classes depending on frustration parameter, pointing out the influence of deconfinement phase transition of gauge fields on the behavior of the associated spin model, namely in the transition from glassy to ferromagnetic behavior. In particular the results confirm the conjecture  that the asymptotic regime of long range frustration is responsible for the glassy behaviour. Universality classes were determined by characterizing the fixed point, therefore on fundamental grounds, without relying on phenomenological comparison of critical indexes. Moreover, the RG analysis provided good estimates of the critical temperature, $`T_c`$, and thermal index $`\nu `$, of the four models considered: $`K_3=0,\mathrm{\hspace{0.17em}0.3},\mathrm{\hspace{0.17em}0.8}`$ and Ising. As we will show in this section, the fundamental determination of universality classes allows to consider $`\nu _0`$ and $`\nu _{0.3}`$ as *independent estimates* of the thermal index of the glassy fixed point.

In order to damp irrelevant perturbations, and to enhance the effect of the relevant coupling , we chose to employ the largest possible values of $`n=L/L^{}=4,\mathrm{\hspace{0.17em}6},\mathrm{\hspace{0.17em}8},(12)`$, thus setting the renormalized lattice size equal to $`L^{}=2`$. As a drawback, observables $`A_1,\mathrm{},A_6`$ turned out to be strongly correlated, making it impossible to perform a full linearization of the RG transformation on the fixed point and to estimate irrelevant exponents.

Observables defined on different lattices characterize the trajectory of RG flow and, at the critical temperature, they move toward a fixed point where they become independent of the initial lattice. As a function of temperature, observables will cross in a point which can be estimated as the critical temperature $`T_c`$. The linearization around the crossing point of two quantities $`A(L_1)`$ and $`A(L_2)`$ determines the thermal exponent through:

$$\nu ^1(A)=\frac{\mathrm{ln}\left[\frac{dA(L_1)}{d\beta }|_{\beta _c}/\frac{dA(L_2)}{d\beta }|_{\beta _c}\right]}{\mathrm{ln}(L_1/L_2)}$$
(20)
where $`\beta ^1=T`$ and derivatives are computed at the critical point. In Figures 2 and 3 is plotted observable $`A_1`$ as a function of temperature, the points size being larger than the error bars, except in the detail of Figure 2.

In accordance with , Figure 2 seems to rule out a Kosterlitz-Thouless transition type, for in that case the curves should merge under $`T_c`$. Moreover, the resulting estimates of $`\nu `$ obtained with formula (20) are the best proof that curves cross with different slopes.

Data, for each $`A_i`$, were fitted to allow for extrapolation to the critical point. We notice incidentally that the measures of derivatives with respect to $`\beta `$ greatly improved the precision of the results. The errors on $`T_c`$ and $`\nu `$ were estimated with the following procedure: measures taken on different samples were grouped in 32 blocks and averaged over 31 blocks to compute the results. The procedure was repeated with different blocks, obtaining 32 different estimates of $`T_c`$ and $`\nu `$. Then, errors were estimated with jackknife formula.

The results shown in Table 2 were averaged over the six observables. Notice that, for glassy models, only two of the three estimates provided are independent, as they all come from the same three lattices. The error on $`T_c`$ and, as a consequence, on $`\nu `$ is larger for the pair $`(16,\mathrm{\hspace{0.17em}12})`$ because of the very close slopes of curves. A transient effect due to the flow of irrelevant couplings seems to be present, but cannot be measured within current precision and lattice sizes. Results for $`K_3=0.8`$ have much higher precision, revealing that sample-to-sample fluctuations are very small. The analysis of the Ising model was performed to serve as a benchmark of the method. Recent high precision estimates, in the infinite volume limit, are as follows : $`T_c=4.511524(2),\nu =0.63012(16)`$. The results for $`K_3=0.8`$ and Ising confirm the effectiveness of the method, and suggest that the evaluation of irrelevant exponents is necessary in order for to obtain reliable results at higher precision. Notice the results from lattices $`(14,\mathrm{\hspace{0.17em}10})`$: in this case a different transformation $`\mathrm{\Theta }`$ was used (the tie-breaker is not necessary). Our results for the Edwards-Anderson model are in agreement with previous estimates , obtained with finite-size scaling techniques on much larger lattices and exploiting dedicated machines or supercomputers.

Finally, we present in Table 3 the values of observables $`A_1,\mathrm{},A_6`$ at the estimated critical point. These data roughly characterize the fixed point on the lattice $`L^{}=2`$. Remnant effects of irrelevant couplings affect the determination of $`T_c`$, and therefore our extrapolation. Nevertheless, data points clearly point out the existence of different universality classes below and above the deconfinement transition. Within current precision, we can very well assume that model $`K_3=0,\mathrm{\hspace{0.17em}0.3}`$ are in the same *spin glass* universality class, while $`K_3=0.8`$ appears to be in the same class as Ising model.

## 7 Conclusions

A recently introduced  (see however ) Renormalization Group transformation suitable for disordered spin models is explained in detail and applied numerically in the three dimensional case. Universality classes depending on a frustration parameter have been characterized, pointing out the influence of deconfinement phase transition of gauge fields on the behaviour of the associated spin model, namely in the transition from glassy to ferromagnetic behavior. The study of universality classes relies on the direct detection of fixed points, therefore on fundamental grounds, without relying on phenomenological comparison of critical indexes. Moreover, the RG analysis provided good estimates of the critical temperature, $`T_c`$, and thermal index $`\nu `$, of the four models considered: $`K_3=0,\mathrm{\hspace{0.17em}0.3},\mathrm{\hspace{0.17em}0.8}`$ and Ising. As we have shown, the fundamental determination of universality classes allows to consider $`\nu _0`$ and $`\nu _{0.3}`$ as *independent estimates* of the thermal index of the glassy fixed point. These results are in agreement with previous numerical estimates on the Edwards-Anderson model, obtained exploiting Finite-Size Scaling Ansatz . For the small lattices and the reasonable computer time employed, this RG technique is to be considered very effective in order to compute critical properties of disordered systems.

## Acknowledgments

The authors wish to warmly thank Giorgio Parisi for interesting discussions.