Nucl - Phys.B v.595

Nuclear Physics B 595 (2001) 332
www.elsevier.nl/locate/npe
The KM phase in semi-realistic heterotic orbifold

models
Joel Giedt 1
Department of Physics, University of California, and Theoretical Physics Group, 50A-5101,
Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA
Received 21 August 2000; accepted 16 October 2000
Abstract
In string-inspired semi-realistic heterotic orbifolds models with an anomalous U (1)X , a nonzero
KobayashiMasakawa (KM) phase is shown to arise generically from the expectation values of
complex scalar fields, which appear in nonrenormalizable quark mass couplings. Modular covariant
nonrenormalizable superpotential couplings are constructed. A toy Z3 orbifold model is analyzed in
some detail. Modular symmetries and orbifold selection rules are taken into account and do not lead
to a cancellation of the KM phase. We also discuss attempts to obtain the KM phase solely from
renormalizable interactions. 2001 Elsevier Science B.V. All rights reserved.
PACS: 04.65.+e; 11.25.Mj; 12.15.Ff; 12.60.-i
Keywords: Orbifold; Compactification; Heterotic string; Supergravity; CP violation; Quark mixing
1. Introduction
Numerous attempts have been made to explain the origin of CP violation in the context
of string-derived effective supergravity models. Early on, Strominger and Witten suggested
compactification might lead to explicit violation of CP from the four-dimensional point of
view, since the operation of CP is orientation-changing in the six-dimensional compact
space [1]. Inspired by this prospect, detailed analyses were carried out for various
compactifications of the heterotic string; for example, a CalabiYau manifold was
examined in [2] and ZN orbifolds were investigated in [3]. In each case where explicit CP
violation was investigated, it was found not to occur. Subsequently, Dine et al. argued that
CP is a gauge symmetry in string theory and that explicit breaking is therefore forbidden
E-mail address: jtgiedt@lbl.gov (J. Giedt).
1 This work was supported in part by the Director, Office of Science, Office of High Energy and Nuclear
Physics, Division of High Energy Physics of the U.S. Department of Energy under Contract DE-AC0376SF00098 and in part by the National Science Foundation under grant PHY-95-14797.
0550-3213/01/$ see front matter 2001 Elsevier Science B.V. All rights reserved.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 2 0 - 9
J. Giedt / Nuclear Physics B 595 (2001) 332
both perturbatively and nonperturbatively [4]. In the same work it was shown that this is
certainly true for heterotic orbifolds. Based on these results, it is clear that if a heterotic
orbifold is to provide a reasonable approximation to the correct underlying theory of known
interactions, CP violation must occur spontaneously from string moduli or matter fields
(or perhaps both) acquiring vacuum expectation values (vevs).
In a series of papers, Bailin, Kraniotis and Love (BKL) considered the possibility of
supersymmetric CP violation (SCPV) 2 in heterotic orbifold models [6]. They related
SCPV to the complex phases of string moduli vevs. While SCPV is an interesting
possibility, it is important to understand how the KobayashiMasakawa (KM) phase [7]
might occur in semi-realistic orbifold models and how generic it is. Furthermore, SCPV
in the context of supergravity is phenomenologically problematic unless soft terms meet
a variety of stringent criteria [5,8]; the current status of SCPV and various solutions to
related phenomenological problems are reviewed in Ref. [9]. By contrast, the KM phase
does not have dangerous side-effects; the smallness of CP violation is for the most part
explained by the small mixing angles between heavy and light generation quarks while
large electric dipole moments do not arise from this source [10].
BKL have considered complex vevs for the string moduli of heterotic orbifolds as a
source of the KM phase [11]. T - and U -moduli, which parameterize deformations of the
six-dimensional compact space consistent with the orbifold construction, enter into the
effective Yukawa couplings for twisted fields, as described below. In this article we will
restrict ourselves to Z3 and Z3 Z3 orbifolds, which have no U -moduli because the
complex structure is fixed. It has been demonstrated by BKL and others that is possible
for nonperturbative effects to stabilize these string moduli at complex values [6,12]. BKL
have shown that, as a result of complex string moduli vevs, O(1) phases can arise in twisted
Yukawa coupling coefficients. However, they do not construct any models and it is unclear
whether or not the phases they find are physical: phases in the quark Yukawa matrices do
not necessarily imply the existence of a nonzero KM phase. 3 As an example, let us write
the quark mass superpotential as
Wqm = uij Hu QiL ucj L + dij Hd QiL djcL
(1.1)
and suppose Yukawa matrices of the form

uij = |uij |ei(i +j ) ,
u
dij = |dij |ei(i +j ) .

d
(1.2)
The phases i , ju,d are not physical since they can be removed by rephasing the quark
fields according to
QiL eii QiL ,
ucj L eij ucj L ,

u
djcL eij djcL .

d
(1.3)
Naive orbifold models of quark Yukawa couplings assign the nine SM multiplets QiL , ucj L ,
djcL to different sectors of the Hilbert space and rely on trilinear couplings to give all of the
2 By this, we mean CP-violating complex phases in the soft supersymmetry breaking operators of minimal
extensions to the Standard Model (SM) [5].
3 Complex phases which give rise to a nontrivial KM phase will be termed physical while those which can be
eliminated by rephasing quark fields will be termed spurious.
quarks mass; the assignments to different sectors determine the moduli-dependence of the
effective Yukawa matrices, hence the complex phases. If these assignments can be brought
into correspondence with phases that enter the Yukawa matrices in a way similar to (1.2),
then they will not give rise to CP violation. An example of this is described in Section 2
below. Furthermore, when one reviews the tables of phases displayed in the appendix of
Ref. [11], one finds that many of them are identical or zero for a given orbifold model and
T -modulus vev. It then becomes a concern whether or not this high degree of degeneracy
causes the phases to wash out in the final analysis. An example of this is also given in
Section 2.
Beyond these more obvious ways that complex phases in the Yukawa matrices may not
give rise to a nontrivial KM phase, we must also be concerned that symmetry constraints
imposed on the Yukawa matrices by the underlying string theory might relate the phases to
each other in such a way that the CKM matrix can be made entirely real. The embedding
of the orbifold action into the internal left-moving gauge degrees of freedom typically
leaves a surviving gauge group significantly larger than the SM. For example, in the three
generation constructions which we will discuss below the surviving gauge group G has
rank sixteen [13,14]. Low-energy effective Yukawa couplings must be constructed from
high-energy operators invariant under G. The high-energy operators are also subject to
orbifold selection rules, which result from symmetries of the six-dimensional compact
space. (A brief review of orbifold selection rules may be found in Ref. [14].) Finally,
the underlying conformal field theory has target space modular symmetries associated
with the identification of equivalent string moduli backgrounds. It is conceivable (albeit
highly unlikely) that orbifold selection rules, gauge invariance under G and target-space
modular invariance may conspire to make phases derived from the scalar background
spurious. In the present paper we construct a toy Z3 orbifold model which is subject to
these symmetry constraints; we construct explicit quark mass matrices in order to make
conclusive statements about the existence of a nonzero KM phase.
The case of complex vevs for the T -moduli is treated below; however, we place more
emphasis on another origin of complex phases, which in our opinion is a much more
generic and natural source of CP violation in semi-realistic heterotic orbifold models.
Nonrenormalizable couplings are often important in semi-realistic heterotic orbifold
models for the following reason. Wilson lines are typically included in the embedding
to get a reasonable gauge group. 4 In many cases their inclusion leads to an anomalous
U (1)X factor: tr QX 6= 0. The apparent anomaly is cancelled by the GreenSchwarz
mechanism, which induces a FayetIliopoulos
(FI) term [16]. Several scalar fields get
21
) (in units where mP = 1/ 8G = 1) to restabilize the vacuum in
vevs vi O(10
the presence of the FI term; thus, the suppression of nonrenormalizable couplings due to
vevs vi may be as little as O(101 ). The scalar fields which cancel the FI term break the
U (1)X gauge symmetry at the scale X 1017 GeV by the Higgs mechanism; in order
to distinguish them from the higgses associated with electroweak symmetry breaking, we
4 Standard GUT scenarios require large higgs representations, whereas they are absent in affine level 1 orbifold
constructions [15]. This makes it phenomenologically advantageous to obtain G = GSM Gother from the start.
will for convenience and with all due apologies refer to them as Xiggses. The Xiggses are
usually charged under other U (1) factors of G besides U (1)X ; a basis of generators can
always be chosen such that these other U (1)s are not anomalous. 5 Vacuum stabilization
near the scale X requires the D-terms of these other U (1)s to vanish. To satisfy the
numerous D-flatness conditions, it is generally necessary for several Xiggses to get vevs.
Typically there are O(10) or more such Xiggses.
In this paper we demonstrate how the KM phase in semi-realistic heterotic orbifold models arises generically from the Planck slop created by the Xiggses. Nonrenormalizable
couplings make significant and in some cases leading order contributions to the effective
quark mass matrices. For instance, in the semi-realistic model developed by Font, Ibez,
Quevedo and Sierra in Section 4.2 of Ref. [14] (FIQS model), the down-type quarks get
their leading order mass from dimension 10 holomorphic couplings. (We count dimensions
as 1 for each elementary superfield entering a coupling.) For up-type quarks, only the top
and charm get masses from renormalizable couplings. 6 The up quark must receive its mass
from nonrenormalizable couplings or radiative mass terms. Although high order nonrenormalizable couplings are suppressed by large powers of the O(1021 ) Xiggs vevs, the
suppression is not as large as one might think, for two reasons. Many high order operators
involving the Xiggses generically exist, with their number increasing at each higher order.
Most of the operators are closely related by variations in fixed point locations and oscillator
directions, as will be shown in detail below; however, this does not change the fact that
the number of distinct operators tends to be large. The second reason why high order couplings are important is that the coupling strength tends to be much larger than O(1) and to
grow as the dimension of the coupling increases, as was pointed out by Cvetic et al. [17].
The combination of these two effects forces one to proceed to rather high order before
couplings make negligible contributions to the quark mass matrices. Here, negligible is
taken to mean less than, say, 10% contributions to the lightest quark masses. As a consequence, each effective Yukawa coupling u,d
ij depends on the vev of a linear combination
of a large number of monomials of Xiggses. The principal point of this article is that since
O(10) Xiggses get complex vevs, which appear in a large number of monomials contributing to effective quark Yukawa couplings, the Yukawa matrices are generically complex
and a nonvanishing KM phase is almost inevitable. Indeed, in any orbifold model with an
anomalous U (1)X present, it seems improbable that one would not have CP violation in
this way, since it is difficult to see how nonrenormalizable couplings involving the Xiggses
would not contribute to the effective quark Yukawa couplings.
Previous authors have noted the possible role of nonrenormalizable couplings in
heterotic orbifold and free fermionic models for giving large mass hierarchies and CP
violation from a KM phase [1820]. In this respect the mechanism analyzed here is not
new. However, we present much more detailed results by constructing an explicit toy model
and we impose modular invariance on the nonrenormalizable couplings. The constraint
5 We will not consider the case where Xiggses are in nontrivial representations of the nonabelian factors of G.
6 We identify top, charm, etc., by ranking the mass at a given level of analysis; of course, the identification will
be imperfect once higher-order corrections are included.
of modular invariance leads to relationships between coupling coefficients which were

not accounted for in earlier efforts. The model is inspired by three generation heterotic
Z3 orbifold models previously investigated in the literature [13,14]. Our model is, by
construction, quite similar to the FIQS model, which is string-derived: in the FIQS model,
the gauge group, the spectrum of states and the allowed superpotential couplings are
completely determined from the underlying string theory. The FIQS model suffers from
phenomenological difficulties related to the quark mass matrices; these difficulties were
previously pointed out in [21]. At leading order in the FIQS model, the top and charm
come from different SU(2) doublets than the bottom. As a result, the leading order CKM
matrix has some of its diagonal entries zero and some O(1) heavy-light generation mixing
angles, which is clearly unacceptable. The assignments into SU(2) doublets are determined
by the H-momenta 7 of the untwisted states, so the identification of which doublet a given
uiL or diL sits in and how it couples at leading order is fixed. A second problem with the
FIQS model is that it is difficult to give the three lightest quarks mass. We have searched
for dimension d 6 30 allowed holomorphic couplings which might do the job (under the
assumptions made in the FIQS model about Xiggs and T -moduli vevs) and found that none
exist. We further found that radiative masses only occur at high loop levels and would be
minuscule in comparison to the experimental values. However, we assumed the leading
order Khler potential in this analysis. It is possible that higher order terms in the Khler
potential could provide a mechanism for giving the light quarks masses in agreement with
experimental values.
We have attempted in many ways to evade these problems. However, we were not able
to do so without creating other difficulties. We are actively searching for a superior three
generation heterotic Z3 orbifold model to study. In the meantime, we have developed a toy
model which replicates the FIQS model wherever possible while avoiding its problems,
in order that we might illustrate that a nontrivial KM phase generically arises from the
complex vevs of Xiggses, even after orbifold selection rules and target space modular
invariance have been accounted for.
Although the coupling coefficients for nonrenormalizable superpotential couplings
(which are in principle obtainable from the underlying conformal field theory) are not
apparently known, we propose couplings which transform in the requisite manner under
the [SL(2, Z)]3 diagonal subgroup of the full SU(3, 3, Z) modular duality group of the Z3
orbifold [22]. We take into account the non-trivial transformations of twisted sector fields
in our construction of modular invariant couplings. In the three generation Z3 orbifold
models upon which the toy model of Section 4 is based, different species are distinguished
by quantum numbers (other than the fixed point location in the third complex plane) of
massless states in the underlying theory [13,14]. For twisted fields ni , where n labels
the species and i = 1, 2, 3 labels the fixed point locations in the third complex plane,
n1 , n2 and n3 mix amongst themselves under the T 3 1/T 3 duality transformation
in the third complex plane [23,24]. Constraining holomorphic polynomials of dimension
7 H-momenta are the SO(10) weights of bosonized NSR fermions, which appear in the vertex operators creating
asymptotic states.
d > 3 to transform with 8 modular weight 1 in light of these nontrivial mixings places
strong constraints on the form of the superpotential terms and gives some confidence that
our proposed nonrenormalizable coupling coefficients may reproduce key features of the
actual couplings which would be derived using conformal field theory techniques. In the
course of discussing our assumptions for the coupling coefficients of nonrenormalizable
superpotential terms, we will explain why the calculation of these coefficients from the
underlying string theory represents an extremely difficult problem. For now, we remark that
the most intimidating aspect of such a calculation is the integration of the string correlator
over the d 3 vertex locations which cannot be fixed by SL(2, C) invariance, where d is the
dimension of the coupling. The string correlator is generally a very complicated function
of the unfixed vertex locations.
The reliability of the effective supergravity approach is hampered by theoretical
uncertainties in the Khler potential of Z3 orbifold models. Nonleading operators in
the Khler potential are neglected in most analyses; however, with O(1021 ) Xiggs
vevs, higher order terms in the Khler potential give non-negligible corrections to
the mass matrices of quarks: corrections from higher order terms give the quarks
noncanonical, nondiagonal kinetic terms which must be rendered canonical by nonunitary
field redefinitions when one goes to compute mass eigenstates and mixings. These
complications cannot be ignored if one hopes to develop an accurate picture of the lowenergy phenomenology predicted by a given model. Higher order terms in the Khler
potential ought to be included in order to be consistent with the high order expansion
of the superpotential, both of which are necessary in order to pick up all significant
contributions to the quark mass matrices. The calculation of higher order corrections to
the Khler potential is notoriously difficult because of the lack of holomorphicity. It is
hoped that future work on the Khler potential of heterotic Z3 orbifold models will amend
these deficiencies and allow for an improved analysis of the low energy phenomenology of
semi-realistic models. Present ignorance regarding these aspects of the Khler potential
has forced us to make a number of oversimplifications. However, we do not expect
these oversimplifications to affect our main result that a nontrivial KM phase is generic.
Introducing higher order terms in the Khler potential is not expected to eliminate the
complex phases which enter into the effective quark Yukawa couplings from the vevs of
Xiggses.
In Section 2 we present examples where the complex phases found by BKL are spurious.
In Section 3 we introduce modular invariant coupling coefficients for nonrenormalizable
superpotential couplings. In Section 4 we discuss our string-inspired toy heterotic
Z3 orbifold model. In Section 5 we make concluding remarks and suggest further
investigations motivated by our results. In the appendix we address normalization
conventions for U (1) charges in string-derived models. We explain how to account for
different conventions when determining the FI term and describe the GreenSchwarz
cancellation of the U (1)X anomaly in the linear multiplet formulation.
8 Modular weight will be explained below.
2. Counterexamples
Here, we consider some assignments of quarks and higgses in Z3 Z3 orbifold models
and show that the complex phases found by BKL do not lead to a nontrivial KM phase
for these particular examples. We certainly do not wish to imply that the phases found by
these authors cannot lead to a nonzero KM phase; we only wish to point out that due to the
degeneracy in phases (in this case always 0 or /3), they can in many cases be eliminated
by rephasing quark fields. In our opinion, a more careful analysis is required in order to
conclude whether or not the phases found by BKL can account for CP violation.
We will use the notation and conventions of Ref. [25] in our discussion of the twisted
sectors and fixed tori of the Z3 Z3 orbifold. This orbifold is constructed using twists
1
= (0, 1, 1).
3
1
= (1, 0, 1),
3
(2.1)
We make use of the , and 2 twisted sectors. The fixed tori for each of these sectors
are given by
m1
m3
(2e1 + e1 ) +
(e3 e3 ) + v2 , m1,3 = 0, 1, v2 K2 ,
(2.2)
f =
3
3
3
1X
ri (2ei + ei ) + `, ri = 0, 1, ` ,
(2.3)
f =
3
i=1
f2
p1
p2
(2e1 + e1 ) + (e2 e2 ) + v3 ,
=
3
3
p1,2 = 0, 1, v3 K3 ,
(2.4)
where is the [SU(3)]3 root lattice and Ki is the ith complex plane. Physical states must
be simultaneous eigenstates of and ; they are therefore linear combinations of states
whose zero modes are given by different fixed tori. Since the first complex plane is neutral
under , physical states in the sector can be chosen with a definite quantum number m1 .
Because the form of the fixed torus (2.4) in the first complex plane is the same as in the
sector (2.2), and since does not rotate in the first plane, a physical state in the 2
sector can be chosen to have a definite quantum number p1 as well. The coefficients of
the trilinear Yukawa couplings are determined by the evaluation of correlation functions in
the underlying string theory. The contribution from a complex T 1 in the classical partition
function is the only source of complex phases in the trilinear couplings. The phases of
T 2,3 do not matter because the twist operator contributions to the correlation function in
the second and third complex planes reduce to the identity, as discussed in Ref. [25]. The
phases found in Ref. [11] for the case hT 1 i = exp(i/6) are determined by the difference
m1 p1 :

X
0,
m1 p1 = 0;
(2.5)
eScl =
(m1 , p1 ) arg
3 , m1 p1 = 1, 2.
Xcl
We next suppose assignments as follows: Hu , Hd are in the sector with fixed tori
quantum numbers mu1 , md1 , respectively; QiL are in the 2 sector with fixed tori quantum
numbers p1i , respectively; ucj L , djcL are in the sector. The phases (2.5) enter into the
Yukawa couplings (1.1) according to:
10

u
uij = |uij |eii ,
dij = |dij |eii ,
(2.6)
where iu = (mu1 , p1i ) and id = (md1 , p1i ).

If mu1 = md1 then we recover the CP conserving forms of (1.2) with i = iu = id and
ju,d = 0. Now suppose mu1 6= md1 and that p1i = i 1, so that each generation of QiL has a
different value of p1 . For definiteness, let us take mu1 = 1 and md1 = 0. It is easy to check
that (2.5) gives
u
d
2d = 0,
(2.7)
2,3
= ,
1,3
= .
1u = 0,
3
3
Next rephase Q(2,3)L ei/3 Q(2,3)L . This changes the phases to
u
2d = + ,
3d = 0.
= 0,
1d = ,
1,2,3
3
3
(2.8)
To determine the CKM matrix we find unitary matrices Vu,d such that Vu u u Vu and
Vd d d Vd are diagonal with positive entries. However, (2.8) implies that Vu = Ru and
Vd = Z Rd where where Z = diag(ei/3 , ei/3 , 1), Ru , Rd O(3) and denotes
complex conjugation. The charged current in two-component notation is given by
X
X
u iL m diL =
u 0iL m (VCKM )ij dj0 L ,
(2.9)
J+m =
i
ij
0 are mass eigenstates. Then

where u0iL and diL
VCKM = VuT Vd = RuT Z Rd .
(2.10)
Note that VCKM = VuT Vd differs slightly from more conventional notation because in
our two-component notation we diagonalize Yukawa matrices which would be defined by
u R (u )T uL and dR (d )T dL in four component notation. The matrix Z lies in the center of
U (3) and therefore commutes with both RuT and Rd . As a consequence, we may also write
VCKM = Z RuT Rd .
(2.11)
The phases in Z can be completely removed from the Lagrangian by a rephasing of the
mass eigenstate quark fields
u0i(L,R) Zii u0i(L,R).
(2.12)
Thus, CP is conserved in spite of complex phases in the Yukawa matrices which are not of
the trivial type given in (1.2). Notice that the absence of CP violation can be traced to the
degeneracy of the nonzero values of the phases and the fact that it is /3 which appears.
If we did not have a multiple of /3, the matrix Z would not be a center element of U (3)
and the argument would break down.
We have not performed a thorough analysis of all the possible assignments of quarks
and higgses in the Z3 Z3 orbifold. However, the few choices that we have investigated
all allow for the complex phases from the trilinear couplings to be eliminated. It is an
interesting question whether or not CP violation really can occur, and the examples just
presented demonstrate that a careful case-by-case analysis is probably required in order to
draw any firm conclusions. It should be noted that in the case where nonrenormalizable
11
couplings give significant corrections to the trilinear (, , 2 ) coupling discussed

above, then the arguments fail since the non-zero phases in the effective Yukawa couplings
will in general be different from /3.
Lastly, we would like to comment on another suggested source of complex phases. As
noted above, physical states are constructed from linear combinations of states whose
zero modes are given by different fixed tori. It was noted by Kobayashi and Ohtsubo
that complex phases enter from the coefficients in the linear combinations and that these
might be a source of CP violation [26]. However, this amounts to explicit CP violation
since it does not require a particular scalar background. As explained in Section 1, explicit
CP violation does not occur in heterotic orbifolds since CP is a gauge symmetry of the
underlying theory. Therefore, the phases which enter into couplings from this source cannot
contribute to the KM phase.
3. Modular invariance
In the toy model to be considered below, nonrenormalizable superpotential couplings
will play a crucial role. In this section we present a set of assumptions for coupling
coefficients of holomorphic couplings of arbitrary order; the result will be couplings which
transform in the requisite manner under the [SL(2, Z)]3 subgroup of the full SU(3, 3, Z)
modular duality group of the Z3 orbifold.
We begin by considering the simpler case of a two-dimensional Z3 orbifold, where there
is a single modulus T and there are only three fixed points. Consequently, twisted matter
fields carry a single fixed point label. The twisted trilinear couplings are known in this
simple case [27]. These couplings can be expressed in terms of the Dedekind function
(T ) = eT /12
1 e2nT
(3.1)
n=1
and the level-one SU(3) characters [23]

X
2
eT |v| .
i (T ) = 2 (T )
(3.2)
vi
In this expression, 0 is the SU(3) root lattice, while 1,2 are shifted by SU(3) weight
vectors. Explicitly,

2 1
n1 + i/3
(3.3)
|v|2 = ( n1 + i/3, n2 + i/3 )
1 2
n2 + i/3
with n1 and n2 integers to be summed over in (3.2) and i is the integer labeling i . It is
easy to check that 1 = 2 . The values of these three functions at the self-dual points
T = 1, ei/6 are approximately given by Table 1. The trilinear couplings between twisted
i
fields 1i1 , 2i2 , 33 in the superpotential are
i
[(T )]2 fiT1 i2 i3 1i1 2i2 33 ,
(3.4)
12
Table 1
Values of modular functions at self-dual points
T
(T )
0 (T )
1 (T )
1
ei/6
0.76823
0.80058 ei/24
1.7134
1.5197 ei/12
0.97280
0.91251 ei/12
where fiT1 i2 i3 is given by:
0 (T ), i1 = i2 = i3 ;
fiT1 i2 i3 = 1 (T ), i1 =
6 i2 6= i3 6= i1 ;
0,
else.
(3.5)
The overall T -independent coupling strength does not depend on fixed point locations
and is obtained by factorization of the four-point string correlator [27]. Note that (T ) is
superfluous and occurs only because of the definition of i (T ).
It can be checked that the above Yukawa couplings transform correctly under the targetspace modular duality group SL(2, Z). The Khler potential for the modulus T of the 2-d
orbifold is given by K(T , T ) = ln(T + T ), which transforms under the SL(2, Z) modular
transformations
aT ib
,
ad bc = 1, a, b, c, d Z,
(3.6)
T
icT + d
as
K(T , T ) K(T , T ) + F (T ) + F (T ),
(3.7)
where F (T ) = ln(icT + d). We require that the quantity K + ln |W |2 remain invariant [28],
which implies that the superpotential W transform as
W ei (a,b,c,d)eF (T ) W,
(3.8)
where (a, b, c, d) is a T -independent phase which does not appear in the functional
which is physically meaningful, K + ln |W |2 . We can take b = 1, c = 1, d = 0 to
obtain the T 1/T transformation of SL(2, Z), so that F (T ) = ln(iT ) in this case. It
has been shown [23,24] that the twist fields i which create twisted vacua corresponding
to fixed points labeled by i, and hence the twisted states i , transform under the duality
transformation T 1/T as

0
1 1 1
1
1
i
e
0 = 1 2 ,
(3.9)
2
3 1
30
3
p
where exp(3i) T /T and exp(2i/3). Since the vertex operator which creates
the twisted state i is proportional to i , the twisted fields must transform in a way
which is proportional to the same matrix. The nonholomorphic phase must be absent
in the supergravity definition of the fields. For example, we could define i = ei/2 i
and use these to create the supergravity fields, which must transform in a holomorphic
13
way. Aside from the mixing of different fixed points, the twisted fields transform with
a modular weight q: 0 eqF (T ) . These weights are known [2931]; a nonoscillator twisted field has modular weight q = 2/3. Only non-oscillator twisted fields are
allowed to enter into the trilinear twisted couplings due to the automorphism selection rule,
corresponding to invariance of string correlators under automorphisms of the underlying
SU(3) lattice. This rule is explained and illustrated with examples in Ref. [14]. Since
F (T ) = ln(iT ) for the T 1/T duality transformation, non-oscillator twisted fields must
transform as
1
10
2/3 1 1 1
1
1
1 2 .
20 =
(3.10)
iT
0
3
3
3
1
Under the duality transformation T T 0 = 1/T it has been shown [23] that the SU(3)
characters transform as

0
1 1 1
0
0
1
0 = 1 1 .
(3.11)
1
3 1
20
2
It is also well-known that
2 (1/T ) = 2 (T 0 ) = T 2 (T ) = i eF (T ) 2 (T ).
(3.12)
We define a polynomial p which encodes the superpotential couplings (3.4), up to a power

of (T ):

p(T ; 1 , 2 , 3 ) = 0 (T ) 11 21 31 + 12 22 32 + 13 23 33
+ 1 (T ) 11 22 33 + 13 21 32 + 12 23 31

+ 13 22 31 + 11 23 32 + 12 21 33 .
Using the transformation properties enumerated above, it can be shown that

1
2
2 p = ieF (T ) 2 p.
p i
iT
(3.13)
(3.14)
Thus, the functional 2 p transforms with modular weight 1 up to a moduli independent

phase i, as required by (3.8). Here, we draw attention to the fact that the monomials
contained in (3.13) do not by themselves transform in the required way. Rather, it is
the linear combination of fields in (3.13) together with i (T ) factors which is modular
covariant, in the sense of (3.8).
Similar arguments hold for the axionic shift T T 0 = T i. Indeed, 2 (T )
exp(i/6)2(T ) and [23,24]
0

1 0 0
0
0
0 = ei/6 0 0 1 ,
(3.15)
1
20
2
0 0
1
10
0 0
20 = 0 1 0 2 .
(3.16)
0
3
3
0 0 1
14
Then it can be checked that 2 p 2 p, which transforms as it should (e.g., c = 0, d = 1

for the axionic shift).
A general SL(2, Z) transformation (3.6) can be built up out of the two operations
analyzed above. Thus, we are assured that the trilinear superpotential coupling (3.4) is
modular covariant under the entire duality group. To summarize, for the general SL(2, Z)
transformation the polynomial (3.13) and the Dedekind function transform as
p(T ; 1 , 2 , 3 ) ei(a,b,c,d)e
(T ) e
2
P3
n=1 qn F (T )
p(T ; 1 , 2 , 3 ),
i (a,b,c,d) F (T ) 2
(T ),
j
where qn is the modular weight of the matter fields of species n, n . It can then be checked
that (3.8) holds for the trilinear superpotential term coupling (3.4).
Twisted couplings of dimension 3m > 3 in the effective field theory remain to be
calculated from the underlying conformal field theory. However, these computations
appear formidable. As an example, we briefly consider the form of six-dimensional
twisted couplings using the methods of [27]. The classical action Scl may determined
z ) of the 2-d
from monodromy conditions on the underlying bosonic fields X(z, z ), X(z,
orbifold, where z, z provide a parameterization of the string world-sheet; for each classical
solution Xcl (z, z ), local monodromy conditions demand
a(z4 , z5 , z6 )
,
[z(z 1)(z z4 )(z z5 )(z z6 )]2/3
b(z4 , z 5 , z 6 )
,
z Xcl (z) =
[z(z 1)(z z 4 )(z z 5 )(z z 6 )]1/3
a(
z4 , z 5 , z 6 )
,
z X cl (z) =
[z(z 1)(z z 4 )(z z 5 )(z z 6 )]2/3
4 , z5 , z6 )
b(z
.
z X cl (z) =
[z(z 1)(z z4 )(z z5 )(z z6 )]1/3
z Xcl (z) =
(3.17)
Here, z4 , z5 , z6 are the three vertex insertion locations which cannot be fixed by SL(2, C)
invariance while the first three vertices z1 , z2 , z3 have been sent to 0, 1, , respectively.
The functions a, b, a,
b depend on the unfixed vertex locations and are determined for each
classical solution Xcl using global monodromy conditions. The classical action is given by
Z

1
cl X cl .
(3.18)
d 2 z Xcl X cl + X
Scl =
4
Upon substitution of formulae (3.17) into (3.18), one finds it necessary to perform the
integrals
Z
d 2z
4 2
(3.19)
, r= , .
Ir =
r
|z(z 1)(z z4 )(z z5 )(z z6 )|
3 3
Using techniques developed in [32], one can show that both of these integrals may be
written in the form of sums of products of integrals along the real axis. The expressions
15
obtained are typically complicated special functions of the unfixed vertex locations. Rather
than attempting the calculation, we merely write the results symbolically as 9
X
i (r; z 4 , z 5 , z 6 ).
Ir =
cri Fi (r; z4 , z5 , z6 )G
(3.20)
i
It follows that
Scl (z4 , z5 , z6 ; z 4 , z 5 , z 6 ) =
1
2/3 )(z4 , z5 , z6 ; z 4 , z 5 , z 6 ).
(a aI
4/3 + b bI
4
(3.21)
The functions a, b, a,
b are also complicated special functions of the unfixed vertex
locations. It should be clear that Scl is a horrendous function. What is more, this action
must be exponentiated, summed over an infinity of classical solutions Xcl , and multiplied
by the quantum part of the partition function to obtain the correlator:
hV1 (0, 0)V2(1, 1)V3 (, )V4 (z4 , z 4 )V5 (z5 , z 5 )V6 (z6 , z 6 )i
= Z(z4 , z5 , z6 ; z 4 , z 5 , z 6 )
= Zqu (z4 , z5 , z6 ; z 4, z 5 , z 6 )
exp[Scl (z4 , z5 , z6 ; z 4 , z 5 , z 6 )].
(3.22)
Xcl
Here, the quantum part of the partition function Zqu (z4 , z5 , z6 ; z 4 , z 5 , z 6 ) will be some
other horrific function of the unfixed vertex locations. Finally, we must extract the effective
field theory coupling coefficient by integrating the unfixed vertex locations over the
complex plane:
Z
(3.23)
fi1 i6 d 2 z4 d 2 z5 d 2 z6 Z(z4 , z5 , z6 ; z 4 , z 5 , z 6 ).
Integrating over exponentials of sums of products of special functions of several complex
b
variables is bad enough, but one also has the Zqu prefactor and the functions a, b, a,
to deal with. Suffice it to say, the explicit calculation of coupling coefficients for higherdimensional twisted couplings certainly looks like a major undertaking.
As a result, we take a more phenomenological approach, using modular covariance as
a guide. In this respect our effective field theory is string-inspired rather than stringderived. It is our hope that by appealing to symmetries of the underlying theory, we
will capture the most important features of the bona fide couplings. Modular covariant
3m-dimensional twisted couplings can be constructed by tensoring the polynomials (3.13).
This leads us to the implicit definition of T -dependent twisted coupling coefficients fiT1 i3m
given by
X
{ij }
3m
fiT1 i3m 1i1 3m
=
m1
1 X0 Y
p(T ; n3k+1 , n3k+2 , n3k+3 ).
m!(3!)m
(3.24)
{nj } k=0
P
Here, 0{nj } indicates that the 3m-tuple of subscripts (n1 , . . . , n3m ) should be summed over
all permutations of (1, 2, . . . , 3m). The factor 1/m!(3!)m accounts for trivial permutation
9 At the risk of annoying the reader, we have explicitly shown the dependence on unfixed vertex locations, in
order that we might stress wherein the difficulty lies.
16
symmetries. This construction treats the different species of fields 1 , . . . , 3m in a

symmetric way with respect to fixed point couplings. If we define the 3m-dimensional
twisted superpotential coupling as
fiT1 i3m [(T )]2(
qn 1)
i3m
1i1 3m
,
(3.25)
it can be checked that this will satisfy the requirement (3.8). We generically denote the
overall modulus- and fixed-point-independent coupling strength by . The actual value
of this strength will depend on the-dimensionality of the coupling and the species of
fields which enter. For m > 1 in (3.25), it is likely that 1, due to the numerous
world-sheet integrals which must be performed in (3.23) above, as pointed out recently
by Cvetic, Everett and Wang [17]. This aspect of nonrenormalizable couplings in stringderived models has been overlooked in much of the earlier literature, due to the temptation
to estimate unknown quantities as O(1).
All of the above considerations dealt with a two-dimensional orbifold. We must
generalize our results to the six-dimensional case. Also, it is necessary to say what should
be done if untwisted states appear in a coupling or if some of the twisted states have
nonzero oscillator numbers. Here, we address these complications only to the extent that
it is necessary for the quark mass couplings in the toy model which is to be discussed
in Section 4. Again, we take a phenomenological approach, using modular covariance as a
guide, rather than attempting to explicitly derive effective field theory coupling coefficients
from the underlying conformal field theory. The reason once again is that the calculations
appear to be extremely difficult.
For a six-dimensional Z3 orbifold the twist field operators generalize to ij k (z, z ), where
ij k
the triple ij k denotes which of the 27 fixed points the twisted field n created by the
vertex operator sits at. The indices refer to the fixed point locations in each of the three
complex planes. To the extent that the three complex planes are orthogonal to each other,
which is the case if the off-diagonal T -moduli vanish, it is possible to decompose the twist
operators into a tensor product of two-dimensional orbifold twist operators:
ij k (z, z ) i1 (z, z ) j2 (z, z ) k3 (z, z ).
(3.26)
Then the six-dimensional orbifold couplings are a tensor product of the two-dimensional
ones. Indeed, it can be checked that given the transformation properties of the twodimensional twist operators, 10
3
Y
p T I ; I (z1 , z 1 ) I (z2 , z 2 ) I (z3 , z 3 )
I =1
3
Y
ei(a
I ,bI ,cI ,d I )

p T I ; I (z1 , z 1 ) I (z2 , z 2 ) I (z3 , z 3 ) .
I =1
(3.27)
P
Q
This has the correct transformation, up to the factor I exp( i qiI F (T I )) which would
come from the transformation properties of the matter field vertex operators not accounted
10 Here, I = ei(T I ,T I )/2 I generalizes the defined above for the two-dimensional orbifold case.
i
i
i
17
for by iI . Then the generalization of (3.4) with the correct modular transformation
properties is:
Y
(T )
2
I
fiTI i I i I
1 2 3
123 123 123

i i i
i i i
i i i
11 1 1 22 2 2 33 3 3 .
(3.28)
It is easy to check that this holds for the higher dimensional couplings as well. We simply
take the obvious products of 2-d orbifold coupling coefficients:
Y

I
(T I )
2(Pn qnI 1)
fiTI i I
1
3m
123
i i i
i1 i2 i3
11 1 1 33m 3m 3m .
(3.29)
Now we consider the occurrence of twisted oscillator fields and untwisted fields
in higher-dimensional couplings. The vertex operator for a twisted oscillator field is
proportional to an excited twist operator. The excited twist operator can be written in
terms of an ordinary twist operator and a factor of X ` , with ` depending on the oscillator
direction [27]. Then the classical action Scl is still computed in the presence of the same
twist operators and we expect that the fixed point dependence should be the same as in
the case where none of the twisted states were oscillators. Indeed, this has been found to
be the case in ZN orbifolds where renormalizable couplings may involve oscillator fields
[33]. It has been shown [30,31] that the modular weight of an NL = 1/3 oscillator state
Y `,ij k (where ` is the direction of the oscillator and ij k specifies the fixed point location)
is given by
q I (Y `,ij k ) = (2/3, 2/3, 2/3) + Ì .
(3.30)
Since the vertex operator creating the twisted oscillator state is proportional to
i1 j2 k3 , we expect that the state transforms under T I 1/T I according to (3.10)
if I 6= `, while the power 2/3 should be replaced by 5/3 if I = `. Based on this assumption, the modular invariant couplings involving oscillator fields (which for the Z3 orbifold
are always higher-dimensional couplings because of the automorphism selection rule) are
obtained from (3.29) directly, with the oscillator nature of states reflected in the modular
weights qiI and a different overall strength than would be obtained if the states were not
oscillators, due to the presence of the additional operator X ` . Obviously, adding untwisted
states to a coupling does not introduce any new twist operators. We can always choose a
picture such that the vertex operator of the untwisted state U i goes like Xi . Then the
change in the conformal field theory correlator will be completely in the quantum part and
we expect the fixed point dependence to be unchanged. An untwisted state U i has modular
weight qiI = iI . As a result of these arguments, we conclude that the coefficients for a
coupling with 3m twisted fields and n untwisted fields can be read off from (3.29), only we
must include the modular weights of the untwisted fields in the sums in the exponents of
the functions, and the overall coupling strength will be different than if no untwisted
fields were in the coupling.
18
4. Toy model
Below the scale of U (1)X breaking, X 1017 GeV, the quark and higgs spectrum
is assumed to be that of the Minimal Supersymmetric Standard Model (MSSM). Extra
color triplets get vector mass couplings when Xiggses get vevs. As a consequence, they
get masses O(X ) and integrate out of the spectrum near the string scale. Above X we
suppose the spectrum contains untwisted doublet quarks Qi , untwisted ucL -like quarks ui1 ,
twisted ucL -like quarks ui2 , twisted dLc -like quarks d i , untwisted Hu -like higgs doublets Hui
and twisted Hd -like higgs doublets Hdi . These assignments are quite similar to those of
the FIQS model. The superscript on untwisted fields corresponds to the H -momentum
of the states in the underlying theory, and takes values i = 1, 2, 3. The superscript on
twisted fields corresponds to the fixed point location in the third complex plane of the sixdimensional compact space. As in the FIQS model, three linear combinations of the six
ucL -like quarks survive in the low-energy spectrum, which we describe by mixing matrices
X1 and X2 :
ui1 = Xij1 ucj L + heavy,
ui2 = Xij2 ucj L + heavy.
(4.1)
The mixings to X scale mass eigenstates, denoted by heavy, are not important to our
tree level analysis of low energy quark mass matrices. We assume that all extra higgses
integrate out near the scale X due to vector couplings induced by the Xiggs vevs (as in
the FIQS model), leaving one pair which we identify as the Hu and Hd of the MSSM:
Hu = Hu1 ,
Hd = Hd3 .
(4.2)
We introduce SM singlet Xiggses Y1ì , Y2ì and Y3ì which get O(X ) vevs and appear in
the nonrenormalizable mass couplings of the quarks. The Y s are charged under U (1)X
and their scalar components are among those which get vevs to cancel the U (1)X FI term.
The Y s are twisted states with nonzero left-moving oscillator number NL = 1/3. The first
superscript corresponds to the oscillator direction in the compact space, ` = 1, 2, 3. The
second superscript corresponds to the fixed point location in the third complex plane of
the compact space. Such fields also arise in the FIQS model. In what follows, we use the
same symbols for superfields and scalar components of fields other than the quarks, with
the meaning obvious by context. Similarly, whether we refer to a quark superfield or its
fermionic component should be obvious by context.
We assume that the leading holomorphic couplings giving quarks masses are contained
in the superpotential
Wqm = 0 |ij k |Hui Qj uk1 + 1 i1 i2 i3 `1 `2 kj Y1`1 i1 Y1`2 i2 Huk Qj ui23
+ 2 i1 i2 i3 i4 i5 i6 `1 `2 `3 `4 j Y1`1 i1 Y2`2 i2 Y3`3 i3 Y3`4 i4 Hdi5 Qj d i6 .
(4.3)
The trilinear untwisted coupling is proportional to |ij k | according to the conservation

ì
are assumed to be charged
of H -momentum orbifold selection rule. The fields Y1,2,3
identically under U (1)X . We assume that the operators contained in (4.3) are each neutral
under the full rank sixteen gauge group G obtained from the orbifold embedding. Thus,
19
the other fields are assumed to have U (1)X charges 11 such that each coupling is U (1)X
neutral. We assume that off-diagonal T -moduli T I J , I 6= J, have vanishing vevs, as in

the FIQS model, so that the leading order kinetic terms for the matter fields are diagonal.
In the FIQS model, nonvanishing off-diagonal T -moduli lead to nonvanishing F-terms
which break supersymmetry at the scale X , which is unacceptable. Though these fields
may acquire vevs once supersymmetry is broken in the hidden sector, we expect the vevs
to be at most of order the hidden sector supersymmetry breaking scale. As a result, offdiagonal T -moduli give negligible contributions to the kinetic terms of the quarks. We
further assume that the diagonal T -moduli T I T I I are stabilized at one of their selfI
i/6
once supersymmetry is broken, consistent with models of
dual points hT i = 1, e
hidden sector supersymmetry breaking by gaugino condensation [6,12]. It has also been
argued that the T -moduli may stabilize at other points on the unit circle [6]. Either way, it
would appear that string-derived scalar potentials for the T -moduli stabilize them to values
|T I | = 1. For this reason we view models which allow hT I i as large as required to obtain
hierarchies in the Yukawa couplings of twisted fields [35] to be unmotivated.
The Khler metric for matter fields in (0,2) Z3 orbifolds (arbitrary Wilson lines and point
group embeddings) has been determined to leading order [31,36]. In the case of vanishing
off-diagonal T -moduli, the metric of the untwisted fields Qi and ui1 is given by
1
hKQ ii ` = hKu1 ii ` = i `hT i + T i .
(4.4)
We make redefinitions Qi hT i + T i Qi and similarly for ui1 . Similar arguments hold

for the twisted fields ui2 and d i , whose Khler metric at leading order is
Y
2/3
.
(4.5)
T I + T I
hKd ii ` = hKu2 ii ` = i `
1/2
We assume that the overall coupling strengths 0 , 1 , 2 in (4.3) reflect these rescalings
and that the quark fields entering these couplings are the rescaled ones. We also assume that
the factor exp hKi/2 has been absorbed into these coupling strengths and make use of the
fact that hDi Dj W i hWij i is a very good approximation, in the supergravity Lagrangian
notation of Wess and Bagger [37]. It can be checked that the terms which we drop are
O(mG mW /mP ), where mG is the gravitino mass. When working with these rescaled fields,
we may raise and lower indices with impunity since their Khler metric is canonical in the
leading order approximation made here. Once the fields ui1 and ui2 have been rescaled in
this way, the mixings to mass eigenstates uciL and their three heavy relatives (all canonically
normalized) can be made unitary. We then have as a constraint:

(4.6)
X1 X1 j k + X2 X2 j k = j k .
When one takes (4.1) and (4.2) into account, the effective Yukawa couplings for the quarks
are given by
11 In the three generation constructions presently under consideration, the U (1) charges are independent of
X
generation number. Thus, horizontal flavor symmetries, such as those considered in Refs. [20,34], cannot be
implemented in this context.
20

1
1
ujm = 0 j 2 X3m
+ j 3 X2m
+ 1 i1 i2 i3 `1 `2 1j Y1`1 i1 Y1`2 i2 Xi23 m ,

` i
djm = 2 i1 i2 i3 i4 3m`1 `2 `3 `4 j Y1`1 i1 Y2`2 i2 Y3 3 3 Y3`4 i4 .
(4.7)
In going from (4.3) to (4.7), we have set k = 1 in the second coupling of (4.3) because
Hu = Hu1 and we have fixed i5 = 3 and i6 = m in the third coupling of (4.3) since we
couple to Hd = Hd3 and d m .
We now apply the assumptions of Section 3 to the toy model. The toy model is based
on string-derived models where two discrete Wilson lines are included in the embedding
to give a three generation model [13,14]. By construction, states which differ only by their
fixed point location in the third complex plane have identical gauge quantum numbers.
On the other hand, states which differ by fixed point locations in the first two complex
planes generally have different gauge quantum numbers under the rank 16 gauge group
which survives the orbifold compactification. Typically, the embedding is arranged so that
the rank 16 gauge group has the form SU(3) SU(2) [U (1)]m Gc , where Gc is a
simple group which condenses in the hidden sector to break supersymmetry. The extra
U (1)s get broken down to U (1)Y (hidden U (1)s) by the FI term associated with the
anomalous U (1)X . Fixed point locations in the first two complex planes become species
labels. In what follows, the only fixed point location superscript on twisted states is that
corresponding to the third complex plane. This serves as a family number for twisted states
in these models. Twisted relatives differ only by their fixed point location in the third
complex plane, so in many respects the effective Yukawas behave as if we were working
with a two-dimensional orbifold. The coupling coefficients in (4.7) are given by:
Y

3
I 2(QI1 1)
(T )
0 (T 1 )0 (T 2 )fiT1 i2 i3
i1 i2 i3 `1 `2 1j =
I
if
i1 i2 i3 i4 3m`1 `2 `3 `4 j
(`1 , `2 ) = (1, j ),
= 0
else;
Y

3
I 2(QI2 1)
=
(T )
1 (T 1 )2 1 (T 2 )2 fiT1 i2 i3 i4 3m
(4.8)
if
= 0
QI1
= 2 + 21I
+ 2jI ,
(`1 , `2 , `3 , `4 ) = (1, 2, 3, j),

else;
QI2
= 5 + 2jI .
(4.9)
(4.10)
The constraints on the allowed values of ì follow from the automorphism selection
rule; underlining denotes that any permutation of entries is permitted. The coefficients
fiT1 i2 i3 carry the dependence on third complex plane fixed point locations of twisted
fields appearing in the nonrenormalizable up-type quark mass coupling, and are given
explicitly in (3.5) above. The third complex plane fixed point dependence for the down-type
quark mass coupling follows from the six-dimensional twisted coupling, and is defined
implicitly by (3.24). The six twist coupling coefficients fiT1 i2 i3 i4 i5 i6 vanish by the lattice
group selection rule unless i1 + + i6 = 0 mod 3. It can be checked that the choices
i1 , . . . , i6 satisfying this rule can be divided into four classes, depending on whether triples
of the indices can be formed where the entries of the triples are either all the same (s)
21
Table 2
Six twist coupling coefficients by class
Class
fiTi
Representative
Class
fiTi
Representative
ss
ss 0
100 (T )2
0 (T )2
(111111)
(111222)
sd
dd
20 (T )1 (T )
1 (T )2
(111123)
(123123)
or all different (d). Members of the same class have identical values for fiT1 i2 i3 i4 i5 i6 . The
nonvanishing values of fiT1 i2 i3 i4 i5 i6 are given in Table 2, according to which of the four
classes the indices belong to. A representative example (i1 i6 ) for each class is given
to avoid any confusion. The factor of 1 (T 1 )2 1 (T 2 )2 in (4.9) follows from an additional
assumption of our model: the fixed point locations (of the six species of twisted fields in
the down-type Yukawa coupling) in the first two complex planes are such that the lattice
group selection rule in each of the two planes is satisfied in the (dd) way of Table 2.
ì i
The strengths 0 , 1 , 2 , the mixing matrices Xij1 , Xij2 , and the background hY1,2,3
are treated as phenomenological parameters. We tune the couplings, mixings and vevs
to values which yield a reasonable phenomenology. In principle, all of these quantities
would be fixed by a full and complete analysis of the string-derived effective supergravity.
ì
i are D-moduli [21]; in order to fix these
However, some of the background fields in hY1,2,3
we must say how the D-moduli flat directions are lifted. In the reference just cited it was
suggested how these flat directions may be lifted by nonpertubative effects in the hidden
sector, via superpotential couplings of the D-moduli to hidden sector matter condensates. It
should also be noted that the symmetries which give rise to the D-moduli are only valid for
the classical scalar potential under the assumption of vanishing of F-terms for the D-moduli
in the background. As a result, they are pseudo-Goldstone bosons and we expect that the
D-moduli flat directions will also be lifted by loop corrections. 12 Preliminary estimates
show that the D-moduli get contributions to their masses of order the gravitino mass from
either effect. We are currently exploring how the phases of the Xiggses may be fixed by
these mechanisms and what effect this will have on the KM phase in models of the type
discussed here. Our results will be presented elsewhere.
We do not intend to be exhaustive in our analysis of the phenomenology of (4.7). Rather,
we would simply like to demonstrate that it is possible to obtain a quark phenomenology
which is consistent with experimental data. The shortest route to this goal is to implement
textures in the effective Yukawa couplings. In this way our scan over parameter space is
biased toward viable models. We make use of the results of a recent analysis of viable
mass matrices [38], though we will not impose the hermiticity constraint implemented
there since we have no motivation for it in the present context. We impose the textures
0
Cu 4
Au 8
0
Bd 3 0
u
d
= fb B d 3 Dd 2 0 ,
(4.11)
= ft 0
Du 4 Eu 2 ,
4
2
Cu
Eu
1
0
0
1
12 We thank Korkut Bardakci for bringing this to our attention.
22
ì i. Here,
through an arrangement of the mixing matrices Xij1 , Xij2 and vevs hY1,2,3

ft mt / Hu0 ,
fb mb / Hd0 ,
Vus 0.22,
Au , Cu , C u , Du , Eu , E u , Bd , B d , Dd O(1).
(4.12)
(4.13)
The forms (4.11) were obtained by imposing the following textures in X1,2 and Y1,2,3 :

X1 = r1 4 r2 2
X2 =
(4.14)
r3 ,
,
4
2
4
0
r4
r5
0 s2
s1
y31 3
0
0
ì
Y2ì = y2 2` 3i ,
hY3 i = y32 2 y31 3 0 . (4.15)
Y1 = y1 2 1` 3i ,
0
0
y33
The elements denoted by in (4.14) are left unspecified since they do not appear
in the effective Yukawa matrices. We assume that they are chosen such that (4.6) is
satisfied, which is generally true provided |r3 |2 + |s2 |2 + |r5 |2 4 6 1 because of the
n suppressions on entries of the other columns. Up to this restriction, the quantities
ri , si , yi , yij , y31 O(1). We note that there is no inconsistency in having Xiggs vevs
larger than the FI term, since the vevs of fields having opposite U (1)X charge can be played
off against each other in the U (1)X D-term. As an example, in the FIQS model the Y-type
Xiggses can be made arbitrarily large while maintaining D-flatness by simultaneously
increasing some of the vevs of non-oscillator Xiggses which they denote by S6i . Of course
at some point the nonlinear -model perturbation theory breaks down.
Given the assumptions enumerated above, the effective Yukawa matrices take the form
(TcI hT I i):
0
hu s2 4
hu s1 8
u = 0 0
(4.16)
r4 4
r5 2 ,
4
2
r1
r2
r3
hu
10
2
2

1
Tc1 Tc2 Tc3 0 Tc1 0 Tc2 0 Tc3 y12 ,
0

2 4
3
3
d = hd
2 Tc 1 Tc y31
0
4

2 Tc1 1 Tc3 y31 3
4

2 Tc2 1 Tc3 y32 2
0
(4.17)
0
0
4

5 Tc3 0 Tc3 y33
(4.18)

8
2
2

hd 22 Tc1 Tc2 Tc3 1 Tc1 0 Tc2 0 Tc3 y1 y2 y33 2 .
(4.19)
The quantities Bd , B d , Dd in (4.11) can be varied independently by adjusting the ratios

y31 /y33, y31 /y33 , y32 /y33 . The ratio of heavy generation Yukawa eigenvalues fb /ft can be
2 /y . The top quark Yukawa
varied independently of Bd , B d , Dd and d by adjusting y2 y33
1
eigenvalue ft can be adjusted independently by varying r3 . However, if 0 is too small
there may be a minimum tan below which we cannot match experimental data, since
23
|r3 | < 1 is required by (4.6). Recall that we have absorbed a factor exp hKi/2 into 0 ,
as well as the effects of quark field rescalings to account for noncanonical kinetic terms.
Typically, exp hKi/2 < 1 when the string moduli get O(1) vevs, so this may be a worry.
Without an explicit model of the superpotential couplings and Xiggs vevs which determine
the mixing matrices X1,2 , it is not possible to say whether or not the entries of u can be
varied independently of each other and d ; we will assume that this is true.
With the above assumptions, scanning over the Xiggs vevs and the mixing coefficients
ri , si for viable models is equivalent to varying the coefficients in (4.13) independently and
tuning the values of ft , fb to agree with experimental data. We then rephase the quarks
according to the convention
Vud > 0,
Vus > 0,
Vcb > 0,
Vt s < 0,
Vcd < 0,
(4.20)
to which the Wolfenstein parameterization [39,40] is an approximation. As is well known,

the advantage of such a parameterization is that the elements with significant complex
phase are the smallest ones, Vub and Vt d .
All of these calculations are done at the U (1)X breaking scale, and are therefore
subject to evolution under the renormalization group. The evolution of the quark
masses and mixing angles assuming the MSSM spectrum has been studied extensively;
approximate analytic formulas are available, for example in Refs. [18,41]. We will use the
approximations of [18] to evolve the low energy data to the scale of U (1)X breaking, which
we assume to be X s 5 1017 GeV, based on what occurs in the FIQS model. 13
The following quantities are approximately scale-independent:
ms
mc
,
, |Vud |, |Vcs |, |Vt b |, |Vus |, |Vcd |.
(4.21)
mu
md
The running of the other quantities is approximately given by:

1 mt
mb
1 mb
mt
=
,
=
,
mc X t3 b mc MZ
ms X t b3 ms MZ
|Vcb |X = t b |Vcb |MZ ;
(4.22)
the quantities |Vub |, |Vt d |, |Vt s | scale in the same manner as |Vcb |. The scaling functions
are given by
"
#
ln(ZX /MZ )
1
2
d ft,b () ,
(4.23)
t,b = exp
16 2
0
where = ln(/MZ ) and ft,b () are the Yukawa coupling eigenvalues of the top and
bottom quarks appearing in (4.11), at the scale . We assume the scale of observable sector
supersymmetry breaking is 1 TeV and we set tan = 5. For low energy data we use the
values of the running quark masses at the scale MZ as determined in Ref. [42] and the
CKM data listed in Ref. [43]. Taking into account the errors quoted in these two source,
we find the following values:
13 See Appendix A.
24
ft (X ) = 0.74+1.65
fb (X ) = 0.028(4),
0.24 ,

mc
mt
+390
=
440
,
= 290(60),
100
mc X
mu X

ms
mb
= 38(7),
= 20(4),
ms X
md X
0.9752(8) 0.220(4) 0.0027(12)

|VCKM |X = 0.220(4) 0.9745(8) 0.033(4) .
0.014(11) 0.065(36) 0.9992(2)
(4.24)
We stress that theoretical errors due to the approximations made in (4.21) and (4.22) have
not been included in the estimates of uncertainty. However, for our purposes this is not an
important issue since we can always make a small shift in the O(1) parameters of our toy
model to account for small corrections and larger uncertainties will just mean that more
points in parameter space will give viable models.
In our analysis we consider both generic and extreme possibilities in order to get a feel
for how the KM phase depends on the various sources of phases in (4.16) and (4.18).
Case 1: generic mixings and Xiggs vevs
We have scanned over the magnitudes of the parameters in (4.13) with Gaussian
distributions centered on values suggested by the central values in (4.24) and with spreads
suggested by the estimated uncertainties. Phases have been scanned on a flat distribution
over the interval (, ]. We then compared mass ratios and the magnitudes of CKM
elements, except |Vub |, to the values in (4.24); if these results agreed with the values in
(4.24), except |Vub |, up to the stated uncertainties, we stored the values of Vub (X ). We
then scaled the magnitude of Vub according to (4.22) but left the phase unrotated to get an
estimate of Vub (MZ ). In Fig. 1 we plot our results, showing only points near the acceptable
region. The results are hardly surprising: if we allow the phases of the fields Xiggses to float
randomly, the KM phase can take on any value we like. No magical cancellation occurs.
Although regions of parameter space in this toy model do exist which have reasonable
quark masses, mixings and CP violation, the model provides no understanding of why we
live in one region of parameter space rather than another. All that can be said is that our
model, which contains many more free parameters than the number of experimental data
points which we are attempting to fit, can be made to agree with what is known about the
quark sector. One promising point does emerge, however. Fig. 1 shows that CP violation is
generic in the toy model under consideration. To be fair, one could argue that we have gone
through a lot of unnecessary work to prove the obvious: if nonrenormalizable couplings
contribute significantly to the effective quark Yukawa matrices, and the Xiggses in these
nonrenormalizable couplings get complex vevs, then CP violation is to be expected.
However, as we discussed in Section 1, one can wonder whether the symmetry constraints
of modular invariance and orbifold selection rules might render these phases spurious. We
have explicitly shown that this is not the case.
25
ì i. The T -moduli are

Fig. 1. Vub (MZ ) for complex mixing matrices X1,2 and Xiggs vevs hY1,2,3
stabilized at TcI = 1. For comparison, the experimentally preferred region [43] is outlined.
Case 2: complex Xiggs vevs

Here, we make the quantities ri , si in (4.14) real and positive and keep TcI = 1 in order
to isolate the effects of the phases of the Xiggs. With these assumptions it can be seen from
(4.16) and (4.18) that the O(1) coefficients (4.13) satisfy
arg Du = arg Eu = arg C u = arg E u = 0,
(4.25)
arg Au = arg Cu ,
(4.26)
with arg Cu , arg Bd , arg B d and arg Dd independent parameters to be scanned over. As in
the previous case, we scan over the O(1) magnitudes of the coefficients (4.13) using a
Gaussian distribution, and plot values of Vub (MZ ) for models which satisfy all constraints
in (4.24) except the one on |Vub |X . The results are given in Fig. 2. Comparing to Fig. 1,
it can be seen that whether or not the mixings X1,2 are a source of phase makes little
difference. Complex Xiggs vevs provide a source of a KM phase and allow us to obtain
any value we like.
Case 3: complex T -moduli
As discussed above, some of the T -moduli may stabilize at ei/6 , their other selfì i
dual point under SL(2, Z). If we keep the mixing matrices X1,2 and Xiggs vevs hY1,2,3
complex, then the results are indistinguishable from those of Fig. 1. To isolate the effect of
T -moduli sitting at the other self-dual point, we have constrained the coefficients ri , si in
ì
i to be real and positive in what follows. Next, referring
(4.14) and the Xiggs vevs hY1,2,3
to (4.11), (4.16) and (4.18), we define
26
ì i. The T -moduli are

Fig. 2. Vub (MZ ) for real mixing matrices X1,2 and complex Xiggs vevs hY1,2,3
stabilized at TcI = 1.
1 arg hu = arg Au = arg Cu ,

(Tc1 )4 1 (Tc3 )
,
2 arg Bd = arg
(Tc3 )4 0 (Tc3 )
3 arg B d = arg Dd = arg
1 2 + 3 .
(Tc2 )4 1 (Tc3 )
,
(Tc3 )4 0 (Tc3 )
(4.27)
(4.28)
(4.29)
(4.30)
It can be checked that the Yukawa matrices (4.16) and (4.18) can be rephased such that d
has all positive entries and
0
(4.31)
arg u = 0 0 0 .
0 0 0
This is easily implemented in a scan of the parameters in (4.13) by requiring all of them to
be positive except arg Au = arg Cu = . Using Table 1 it is straightforward to determine .
We summarize the possible values in Table 3. The results of the scan are presented in Fig. 3.
Once again, these are values of Vub (MZ ) for models which satisfy all constraints in (4.24)
except the one on |Vub |X .
It can be seen that neither possibility is consistent with the experimentally preferred
region. This result only rules out T -moduli as the sole source of CP violating phases in
the toy model considered here. In another model the powers of (T ), 0 (T ), 1 (T ) would
likely enter differently, since these depend on the dimension of a given nonrenormalizable
coupling. It should also be noted that whereas we have set the mixing matrices X1,2 real,
they typically have a nontrivial dependence on arg TcI , since they are determined at least in
27
Table 3
Phases from complex TcI
arg Tc1
arg Tc2
arg Tc3
arg Tc1
arg Tc2
arg Tc3
0
/6
0
0
0
0
/6
0
0
0
0
/6
0
/6
/6
0
0
/6
/6
/6
/6
0
/6
/6
/6
/6
0
/6
/6
/6
/3
/3
Fig. 3. Vub (MZ ) for positive parameters except . The two nontrivial possibilities are displayed:
= /3 (crosses) and = /6 (diamonds).
part by couplings involving twisted fields. Thus, the results of Fig. 3 would likely change
if this part of the model were made explicit.
5. Conclusions
In this article we have discussed several possible sources of CP violation in semirealistic heterotic orbifold models. We have presented examples where CP violation does
not occur in spite of the presence of phases, derived from complex string moduli vevs, in
renormalizable coupling coefficients. However, it was described how nonrenormalizable
couplings give a significant contribution to the effective quark Yukawa matrices when an
anomalous U (1)X is present and we argued that this generically leads to a nontrivial KM
phase.
In order to make a detailed analysis of models with nonrenormalizable couplings,
we introduced modular covariant nonrenormalizable superpotential couplings. It was
28
explained why it is difficult to obtain the bona fide effective coupling coefficients from
conformal field theory techniques. It was also pointed out that higher order terms in the
Khler potential should be important in cases where an anomalous U (1)X is present.
These theoretical uncertainties represent a significant stumbling block to further progress
in string-derived effective supergravity models and it is hoped that they will be resolved at
some point in the near future.
The KM phase was determined explicitly in a toy model inspired by three-generation
heterotic Z3 orbifold constructions. Though target space modular invariance and orbifold
selection rules greatly restrict the coupling coefficients of nonrenormalizable couplings,
we found it possible to obtain viable Yukawa couplings for quarks by adjusting the
vevs of Xiggses. This result highlights the necessity of understanding how D-moduli flat
directions are lifted in a given model. In principle the Xiggs vevs should be determined by
the mechanisms which lift these flat directions. This would eliminate our ability to tune
the scalar background to our liking and would in most cases probably render the quark
phenomenology inconsistent with low energy data. We are currently investigating this issue
and hope to report on it in a future publication.
Acknowledgements
The author would like to thank Prof. Mary K. Gaillard for innumerable discussions and
helpful comments during the development of the work contained here. I am particularly
indebted to her for showing me how the GreenSchwarz cancellation of the U (1)X
anomaly works in the linear multiplet formulation and have borrowed heavily from written
communications with her in preparing the appendix. I would also like to thank Brent
Nelson for useful comments. This work was supported in part by the Director, Office of
Science, Office of High Energy and Nuclear Physics, Division of High Energy Physics of
the U.S. Department of Energy under Contract DE-AC03-76SF00098 and in part by the
National Science Foundation under grant PHY-95-14797.
Appendix A. Charge normalization

In the FIQS model, unconventional normalizations for the U (1) charges have been
chosen to keep the tables of charges simple and amenable to computer assisted analysis.
The generator QIX acting on the E8 E8 root torus is given by
QX = 6(0, 0, 0, 0, 0, 0, 0, 0; 1, 1, 1, 0, 0, 0, 0, 0).
(A.1)
The affine level of a U (1) group may be defined [44] as

kQ = 2
16
X
I =1
2
QI .
(A.2)
29
With this convention, the FIQS normalization gives kQX = 63 . To go to a normalization

where the coupling constant for the U (1)X group will be the universal coupling at the
string scale, we must rescale the generator QX Q0X so that kQ0X = 1. Then
1
Q0X = QX .
6 6
(A.3)
Since the original normalization satisfied 14

tr Q3X = 27 tr QX = 27 24 tr T a T a QX = 27 24 54,
it can be checked that the rescaled generator satisfies

3
24 tr T a T a Q0X = 8 tr Q0X = tr Q0X = 36 6,
(A.4)
(A.5)
as required by anomaly matching [44]. Indeed, if the U (1)X vector superfield VX is shifted
then the resulting anomalous transformation of the Lagrangian
by VX = (1/2)( + ),
is

1 X
tr T a T a Q0X Re F a F a + Im F a F a + ,
(A.6)
L =
2
16 a
where = |. We introduce our counterterm 15 as
Z
LGS,VX = X EV VX
from which it follows that under the shift in VX
Z
X
LGS,VX =
EV ( + )
2
which when we go to components yields

X X
Re F a F a + Im F a F a + .
LGS,VX =
8 a
(A.7)
(A.8)
(A.9)
The anomaly is cancelled if we choose

1
tr T a T a Q0X .
(A.10)
2 2
When combined with other terms in the Lagrangian, the component form of (A.7) gives
X
X
X
i i
i i
`
Ki +
Ki + .
qX
qX
(A.11)
DX =
2
X =
From this, we see that the FI term is given by

= (2`)
2`
X
=
tr T a T a Q0X .
4
8 2
(A.12)
14 The nonabelian generators T a are normalized such that tr T a T a = 1/2 for a fundamental representation of
SU(N ).
15 We work in Khler superspace [45] and use the linear multiplet formulation where V is a real superfield
which satisfies modified linearity conditions and contains the dilaton ` as its lowest component [12,46].
30
With the U (1)X generator chosen such that kQ0X = 1, Eq. (A.5) gives
2`
tr Q0X ,
(A.13)
192 2
which may be recognized as the form typically quoted in the literature once it is realized
that if we neglect nonperturbative corrections to the Khler potential of the dilaton `,
the universal coupling constant at the string scale is given by g 2 = 2`. In the FIQS
normalization, the FI term is given by
=
1
2`
tr QX
192 2 6 6
(A.14)
which gives a significantly smaller number than if we had not accounted for the
unconventional normalization of the U (1)X charge. In the FIQS model tr QX = 1296,
yielding
2` 4.7 102 5 102 ,
(A.15)
where we have used 2` g 2 , and 0.5 . g 2 . 1. The scale of U (1)X breaking is given by
X 0.22 mP 5 1017 GeV s , the string scale.

One must also take proper account of charge normalization for the SM hypercharge, as
was pointed out in Ref. [14]. For example, in the FIQS model kY = 11/3. Then the charge
generator which will have the unified coupling at the string scale is Y 0 = 3/11 Y . This is
to be compared with the GGUT SU(5) relative factor of 3/5. Thus, the boundary value
of the properly normalized hypercharge coupling g 0 at the electroweak scale in the FIQS
model is related to the one usually used in GUT-inspired renormalization group evolution
of the couplings in the MSSM by
p

(A.16)
g 0 (FIQS)M = 11/5 g 0 (MSSM)M .
Z
This clearly does violence to unification of the couplings. In short, it is necessary to include
hypercharge normalization among the criteria to be checked when searching for viable
string-derived models.
References
[1]
[2]
[3]
[4]
[5]
A. Strominger, E. Witten, Commun. Math Phys. 101 (1985) 341.

C.S. Lim, Phys. Lett. B 256 (1991) 233.
T. Kobayashi, C.S. Lim, Phys. Lett. B 343 (1995) 122.
M. Dine, R.G. Leigh, D.A. MacIntire, Phys. Rev. Lett. 69 (1992) 2030.
J. Ellis, S. Ferrara, D.V. Nanopoulos, Phys. Lett. B 114 (1982) 231;
J. Polchinski, M.B. Wise, Phys. Lett. B 125 (1983) 393;
F. del Aguila, M. Gavela, J. Grifols, A. Mendez, Phys. Lett. B 126 (1983) 71;
F. del Aguila, J. Grifols, A. Mendez, D. Nanopoulos, M. Srednicki, Phys. Lett. B 129 (1983)
77;
W. Bchmuller, D. Wyler, Phys. Lett. 121 B (1983) 321;
D.V. Nanopoulos, M. Srednicki, Phys. Lett. B 128 (1983) 61;
J.-M. Frre, M.B. Gavela, Phys. Lett. B 132 (1983) 107;
E. Franco, M. Mangano, Phys. Lett. B 135 (1984) 445.
31
[6] D. Bailin, G.V. Kraniotis, A. Love, Phys. Lett. B 357 (1995) 387;
D. Bailin, G.V. Kraniotis, A. Love, Phys. Lett. B 414 (1997) 269;
D. Bailin, G.V. Kraniotis, A. Love, Phys. Lett. B 432 (1998) 343;
D. Bailin, G.V. Kraniotis, A. Love, Nucl. Phys. B 518 (1998) 92, hep-th/0004052.
[7] M. Kobayashi, T. Maskawa, Prog. Theor. Phys. 49 (1973) 652.
[8] M. Dugan, B. Grinstein, L. Hall, Nucl. Phys. B 255 (1985) 413.
[9] Y. Grossman, Y. Nir, R. Rattazzi, in: A.J. Buras, M. Lindner (Eds.), Heavy Flavors II, World,
1997.
[10] M.B. Gavela et al., Phys. Lett. B 109 (1982) 215.
[11] D. Bailin, G.V. Kraniotis, A. Love, Phys. Lett. B 435 (1998) 323.
[12] P. Bintruy, M.K. Gaillard, Y.-Y. Wu, Nucl. Phys. B 481 (1996) 109;
P. Bintruy, M.K. Gaillard, Y.-Y. Wu, Nucl. Phys. B 493 (1997) 27.
[13] L.E. Ibez, H.-P. Nilles, F. Quevedo, Phys. Lett. B 187 (1987) 25;
L.E. Ibez, J. Mas, H.-P. Nilles, F. Quevedo, Nucl. Phys. B 301 (1988) 157.
[14] A. Font, L.E. Ibez, F. Quevedo, A. Sierra, Nucl. Phys. B 331 (1990) 421.
[15] G. Aldazabal, A. Font, L.E. Ibez, A.M. Uranga, Nucl. Phys. B 452 (1995) 3.
[16] M. Dine, N. Seiberg, E. Witten, Nucl. Phys. B 289 (1987) 585;
J.J. Atick, L. Dixon, A. Sen, Nucl. Phys. B 292 (1987) 109;
M. Dine, I. Ichinose, N. Seiberg, Nucl. Phys. B 293 (1987) 253.
[17] M. Cvetic, L. Everett, J. Wang, Phys. Rev. D 59 (1999) 107901.
[18] T. Kobayashi, Z.-Z. Xing, Int. J. Mod. Phys. A 13 (1998) 2201.
[19] D. Bailin, A. Love, Phys. Rep. 315 (1999) 285.
[20] A.E. Faraggi, E. Halyo, Nucl. Phys. B 416 (1994) 63.
[21] M.K. Gaillard, J. Giedt, Phys. Lett. B 479 (2000) 308.
[22] S. Ferrara, C. Kounnas, M. Porrati, Phys. Lett. B 181 (1986) 263;
M. Cvetic, J. Louis, B.A. Ovrut, Phys. Lett. B 206 (1988) 227.
[23] E.J. Chun, J. Mas, J. Lauer, H.-P. Nilles, Phys. Lett. B 233 (1989) 141.
[24] J. Lauer, J. Mas, H.-P. Nilles, Nucl. Phys. B 351 (1991) 353.
[25] D. Bailin, A. Love, W.A. Sabra, Mod. Phys. Lett. A 7 (1992) 3607.
[26] T. Kobayashi, N. Ohtsubo, Phys. Lett. B 245 (1990) 441.
[27] L. Dixon, D. Friedan, E. Martinec, S. Shenker, Nucl. Phys. B 282 (1987) 13.
[28] E. Cremmer, B. Julia, J. Scherk, S. Ferrara, L. Girardello, P. van Nieuwenhuizen, Phys.
Lett. B 79 (1978) 231;
E. Cremmer, B. Julia, J. Scherk, S. Ferrara, L. Girardello, P. van Nieuwenhuizen, Nucl. Phys.
B 147 (1979) 105;
E. Cremmer, S. Ferrara, L. Girardello, A. van Proeyen, Phys. Lett. B 116 (1982) 231;
E. Cremmer, S. Ferrara, L. Girardello, A. van Proeyen, Nucl. Phys. B 212 (1983) 413.
[29] L.J. Dixon, V.S. Kaplunovsky, J. Louis, Nucl. Phys. B 329 (1990) 27.
[30] L.E. Ibez, D. Lst, Nucl. Phys. B 382 (1992) 305.
[31] D. Bailin, A. Love, Phys. Lett. B 288 (1992) 263.
[32] H. Kawai, D.C. Lewellan, S.-H.H. Tye, Nucl. Phys. B 269 (1986) 1.
[33] D. Bailin, A. Love, W.A. Sabra, Nucl. Phys. B 416 (1994) 539.
[34] E. Dudas, C. Grojean, S. Pokorski, C.A. Savoy, Nucl. Phys. B 481 (1996) 85.
[35] K.A. Meissner, J. Paweczyk, Phys. Lett. B 217 (1989) 277;
J.A. Casas, C. Muoz, Nucl. Phys. B 332 (1990) 189.
[36] D. Bailin, S.K. Gandhi, A. Love, Phys. Lett. B 275 (1992) 55.
[37] J. Wess, J. Bagger, Supersymmetry and Supergravity, Princeton, 1992.
[38] S.-H. Chiu, T.K. Kuo, G.-H. Wu, hep-ph/0003224.
[39] L. Wolfenstein, Phys. Rev. Lett. 51 (1984) 1945.
[40] L.-L. Chau, W.-Y. Keung, Phys. Rev. Lett. 53 (1984) 1802.
32
[41] K.S. Babu, Q. Shafi, Phys. Rev. D 47 (1993) 5004;

V. Barger, M.S. Berger, P. Ohmann, R.J.N. Phillips, hep-ph/9311252;
P. Kielanowski, S.R. Jurez W., J.G. Mora H., Phys. Lett. B 479 (2000) 181.
[42] H. Fusaoka, Y. Koide, Phys. Rev. D 57 (1998) 3986.
[43] C. Caso et al., Eur. Phys. J. C 3 (1998) 1.
[44] T. Kobayashi, H. Nakano, Nucl. Phys. B 496 (1997) 103.
[45] M. Mller, Nucl. Phys. B 264 (1986) 292;
P. Bintruy, G. Girardi, R. Grimm, M. Mller, Phys. Lett. B 189 (1887) 83;
P. Bintruy, G. Girardi, R. Grimm, M. Mller, Phys. Lett. B 195 (1987) 389;
P. Bintruy, G. Girardi, R. Grimm, M. Mller, LAPP-TH-275/90, hep-th/0005225, to appear in
Phys. Rep.
[46] P. Bintruy, G. Girardi, R. Grimm, Phys. Lett. B 265 (1991) 111;
P. Adamietz, P. Bintruy, G. Girardi, R. Grimm, Nucl. Phys. B 401 (1993) 257.

Constraints on R-parity violating stop couplings

from flavor physics
Pietro Slavich
Dipartimento di Fisica, Universit di Padova and INFN, Sezione di Padova, I-35131 Padova, Italy
Received 28 August 2000; accepted 22 November 2000
Abstract
We perform a critical reassessment of the constraints on the R-parity and baryon number violating
S0 mixing, including QCD
(s)top couplings coming from flavor physics. In particular, we study K 0 K
corrections and a class of diagrams that were neglected in previous analyses: both effects give
sizeable contributions. We explain how the resulting bounds can be translated into constraints on
individual couplings in the simplest class of flavor models, based on U (1) horizontal symmetries.
We finally discuss the implications for the possibility of observing single superparticle production at
the Tevatron. 2001 Elsevier Science B.V. All rights reserved.
1. Introduction
In the Minimal Supersymmetric Standard Model (MSSM) it is assumed that R-parity
(Rp ) is conserved [1]. While the particles of the Standard Model are even under Rp ,
their supersymmetric partners are odd, thus the latter can only be produced in pairs and
they always decay into final states involving an odd number of supersymmetric particles.
Although it considerably simplifies the structure of the MSSM, the conservation of Rparity has no firm theoretical justification (for a review and references on versions of the
MSSM with broken R-parity, see, e.g., [2]). The most general Rp -violating superpotential
that can be written with the MSSM superfields contains both lepton number and baryon
number violating terms. Their simultaneous presence is in fact strongly limited, since it
would induce fast proton decay. However, it is possible to allow for the presence of baryon
number violating couplings only [3], coming from the superpotential
c
c
c
Dj
Dk
,
W6B = 00ij k Ui
(1)
where U c and D c (c denotes charge conjugation) are the chiral superfields associated with
SU(2)-singlet antiquarks, in a basis where the quark masses are diagonal, i, j, k = 1, 2, 3
E-mail address: slavich@pd.infn.it (P. Slavich).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 7 0 0 - 8
34
P. Slavich / Nuclear Physics B 595 (2001) 3343
are flavor indices and , , = 1, 2, 3 are color indices. The color structure of W6B implies
that the 00ij k are antisymmetric in the last two indices, limiting the number of independent
couplings to 9.
A number of recent works [48] studied the production of single supersymmetric
particles at the Fermilab Tevatron through the R-parity and baryon number violating
couplings of Eq. (1) that involve a top (s)quark. These works were motivated by the
consideration that, while the Rp and baryon number violating couplings 001j k which
involve an up (s)quark are severely constrained by the absence of neutronantineutron
oscillations [3,9] and double nucleon decay into kaons [10], the limits on the couplings
that involve a top (s)quark are believed to be much weaker, of order 003j k < 1 for sfermion
masses heavier than 100 GeV (see, e.g., [5] and references therein). Moreover, in most
scenarios of supersymmetry breaking it is reasonable to expect that the third-generation
squarks are lighter than the other sfermions, due to the effect of their large Yukawa
couplings on the renormalization group evolution of the masses between the ultraviolet
cutoff scale of the MSSM and the weak scale. Thus, if the couplings 003j k are not much
smaller than 1, and the third-generation squarks are not too heavy, it should be possible
to observe single stop production in the interaction of two down-type antiquarks, or single
sbottom production in the decay of a top quark.
In view of this situation, it is extremely interesting to understand how the constraints
on the Rp -violating (s)top couplings that can be derived from low-energy experimental
data compare with the bound 003j k < 1 considered in Refs. [48]. In this note we will
study the constraints that can be derived from flavor physics. In particular, in Section 2 we
S0 mixing, including QCD
will perform a careful study of the limits coming from K 0 K
corrections and a class of diagrams that were neglected in previous analyses [1012]:
S0 mixing places an
both effects give sizeable contributions. We will show that K 0 K
2
00
00
1/2
upper bound of order (few)10 on the combination |313 323 | of Rp -violating (s)top
couplings. For degenerate couplings, 00312 = 00313 = 00323 00 , this is significantly stronger
than the bounds usually considered in the literature. In Section 3 we will consider a more
S0 mixing into bounds on the
refined way of translating the bounds coming from K 0 K
00
individual couplings 3j k : it makes use of the simplest models of flavor, those based on
U (1) horizontal symmetries, to correlate the size of the different couplings. Finally, in
Section 4 we will apply our analysis to the specific scenarios considered in Refs. [48],
S0 mixing strongly constrains the possibility of observing
and we will show that K 0 K
single superparticle production at the Tevatron, not only under the rough assumption of
degenerate couplings, but also assuming the most general hierarchies allowed by realistic
U (1) flavor symmetries.
Before addressing our main points, we comment on some bounds that were previously
discussed in the literature. The R-parity and baryon number violating interactions
affect, at the one-loop level, the coupling of the Z boson to the right-handed downtype quarks. The upper bounds quoted in Refs. [48] come from the measurement of
Rl (Z hadrons)/ (Z l + l ) [13]. However, in order to derive a reliable bound
on the couplings 003j k , the contributions of both Rp -violating and Rp -conserving MSSM
interactions to the Z-peak observables must be taken into account [14]. A recent analysis
35
of the whole set of hadronic Z-peak observables [15] suggested that the couplings 003j 3 are
ruled out at 95% confidence level. The reason is that, while the data ask for a positive shift
in the coupling of the right-handed b quarks to the Z boson with respect to its Standard
Model value, the 00 corrections shift this coupling in the negative direction. However, the
interpretation of these results appears to be controversial: it was shown in [15] that the
bounds on 003j 3 coming from the Z-peak data are much weaker if one performs a Bayesian
statistical analysis instead of the classical one.
The experimental bound on neutronantineutron oscillations was used [9] to set limits on
the Rp -violating couplings 001j k which involve an up (s)quark. In a subsequent paper [16],
a similar analysis was performed on a class of diagrams that also contribute to neutron
antineutron oscillations, but allow to set limits on the couplings 003j k . Contrary to what
claimed by the authors of [16], we have found that such limits are not competitive with the
ones that can be derived from flavor physics.
The authors of [11] studied the contribution of the Rp -violating terms to some rare
S0 K + and B + K
S0 + . In order to reduce the
decays of the B + meson, namely B + K
theoretical uncertainties, they considered the ratio of the partial width of the rare decay
to the partial width of the decay B + K + J /, which proceeds unsuppressed in the
Standard Model. The limits on the Rp -violating couplings that can be derived in this way
S0 mixing, but still one order of magnitude
are less stringent than those coming from K 0 K
below those assumed in [48]. Using the formulae of Ref. [11], with updated values for the
experimental upper bounds on the branching ratios and for the CKM matrix elements [17],
and assuming that the lightest stop mass eigenstate is approximated by tR , we obtained:
3
|00312 00
323 | < 3.0 10
m2t
m2W
3
|00312 00
313 | < 3.9 10
m2t
m2W
(2)
As an example we can consider the representative parameter choice recently used for
the discussion of single stop production at the Tevatron (see Section 4 for the details
concerning this scenario). In the case of degenerate couplings 00312 = 00313 = 00323 00 ,
and taking into account the mixing in the stop sector, we obtained the upper limit
00 < 0.150.24 for a light stop mass ranging between 180 and 325 GeV.
S0 mixing
2. Improved constraints from K 0 K
S0 mixing [1012].
Bounds on the Rp -violating couplings can be derived from K 0 K
Flavor-changing neutral currents in SUSY models can arise in a direct way, when the
flavor violation occurs through flavor violating vertices in the diagrams, or in an indirect
way, due to the existence of nondiagonal sfermion masses in the basis where the fermion
masses are diagonal. In minimal supergravity scenarios, where the soft mass matrices at the
GUT scale are flavor diagonal, nondiagonal squark masses are generated by flavor violating
couplings through the renormalization group equations. However, as shown in [12], their
S0 mixing can be neglected. Thus, in the following we will assume
contribution to K 0 K
that the quark and squark mass matrices are diagonalized by the same rotations.
36
Fig. 1. Standard Model diagram (a) and diagrams with Rp -violating couplings (b)(e) that give the
S0 mixing. The arrows indicate the flow of baryon number.
dominant contributions to K 0 K
S0 mixing in minimal
The diagrams that give the dominant contributions to K 0 K
supergravity scenarios with R-parity violation are shown in Fig. 1. The most general
1S = 2 effective Lagrangian can be written as:
=
L1S=2
eff
5
X
i=1
Ci Qi +
3
X
ei Q
ei ,
C
(3)
i=1
ei are defined as in [18]. The operators relevant

where the four-fermion operators Qi and Q

to this analysis are Q1 = dL sL dL sL (, are color indices), coming from the

e1 = d s d s , coming from the diagrams
Standard Model diagram (Fig. 1a), Q
R
R R
R

with four 00 couplings (Fig. 1bc), and Q4 = d s d s , Q5 = d s d s , coming from
R L L R
R L L R
the diagrams with two CKM and two 00 couplings (Fig. 1de). The corresponding
coefficients Ci are evaluated at a common scale MS , where the supersymmetric particles
are integrated out. We computed all the coefficients that are relevant to the case
under consideration, including the contributions of charginos and charged Higgs that
were neglected in earlier analyses [1012]: their explicit expressions are given in the
Appendix A.
The contribution of the effective Lagrangian L1S=2 to the KS KL mass difference
S0 i. The coefficients Ci must be
|K
1mK is related to the matrix element hK 0 |L1S=2
eff
evolved from the scale MS , which is of order of the masses of the supersymmetric particles,
37
down to some hadronic scale h (e.g., 2 GeV) at which the matrix element can be
evaluated. Moreover, the long-distance hadronic processes give contributions to the matrix
S0 i that cannot be evaluated perturbatively, and are parametrized by
elements hK 0 |Qi |K
bag factors Bi (for the explicit definitions see [18]). We have calculated the contribution
of the Rp -violating couplings to 1mK , using the NLO QCD evolution of the coefficients
Ci and the lattice calculations for the Bi presented in [18]. It is interesting to note that the
main effect of the QCD corrections, which were neglected in earlier analyses, is a sizeable
enhancement of the coefficient C4 .
Due to the large uncertainties that affect the theoretical evaluation of 1mK in the
Standard Model (see, e.g., [19] and references therein), a conservative limit on the
Rp -violating couplings can be derived by requiring that the contribution to 1mK of the
exp
diagrams shown in Fig. 1be is not larger than the experimental value 1mK = (3.489
0.008) 1015 GeV [17]. When all the contributions of the diagrams shown in Fig. 1be
are taken into account, the resulting limit on the product 00313 00
323 depends in a nontrivial
way on the spectrum of sparticle masses and mixing angles. As a first step, we derived
an upper bound on the Rp -violating couplings by performing a general scan over the
parameter space of the MSSM at the weak scale. According to the standard lore on the
hierarchy problem, we varied the soft squark masses mQ3 , mU3 and mD3 , the gaugino mass
M2 and the charged Higgs mass mH + between 100 GeV and 1 TeV, the squark trilinear
couplings At , Ab and the parameter between 1 TeV and 1 TeV, and tan between 1 and
50, with the constraint that the mass spectrum of superpartners is not already excluded by
direct searches. The result is that, for any choice of the MSSM parameters, the upper limit
1/2 < 0.033 or lower (the weakest
on the Rp -violating couplings is of order 1 |00313 00
323 |
bound is obtained when mU3 , mD3 and || get their maximal value). This is significantly
1/2 < 0.12 quoted in [11] for the case m = 1 TeV,
stronger than the upper limit |00313 00
b R
323 |
mtR = 900 GeV. However, the authors of [11] neglected in their analysis the contribution
of the diagram with chargino exchange shown in Fig. 1e, as well as the effect of squark
mixing and QCD corrections.
3. Constraints from flavor symmetries

As noticed above, flavor changing processes allow to set bounds only on products of two
different 003j k couplings. To discuss the implications for single superparticle production
at colliders, however, it would be interesting to translate these bounds into bounds on
the individual couplings. Two extreme but simple-minded choices that are often made in
the literature consist in assuming either degenerate couplings or only one nonvanishing
S0 mixing is
coupling: in the first case, 00312 = 00313 = 00323 00 , the limit from K 0 K
simply 00 < 0.033 or lower, whereas in the second case the only nonvanishing coupling
1 We are considering the case of real coupling constants 00 . If the couplings have significant imaginary parts,
3j k
00
00
then in the bounds presented in this paper |00313 00
323 | must be replaced by |Re 313 323 |. However, CP violation
S0 system puts bounds on the imaginary parts of the couplings much stronger than those on the real
in the K 0 K
parts [18].
38
is unconstrained. However, none of these two choices is natural, as can be easily realized
considering flavor models based on horizontal symmetries. As a representative case we
shall concentrate here on the class of models based on a U (1) flavor symmetry, but
similar considerations could be made for all other realistic flavor models. In Abelian
flavor models, the Yukawa couplings for up-type and down-type quarks are of order
YijU h2 +qi +uj and YijD h1 +qi +dj , respectively, while the R-parity and baryon number
violating couplings are of order 00ij k ui +dj +dk , where 0.2 is a parameter of the order
of the Cabibbo angle and hi , qi , ui and di denote the charges of the corresponding MSSM
superfields (in the basis of interaction eigenstates) under the additional U (1) symmetry. It
has been shown [2022] that the correct pattern of quark masses and mixing angles can be
reproduced only with the following two sets of charge assignments:
(4)
(I)
(q13 , q23 ) = (3, 2), (u13 , u23 ) = (5, 2), (d13, d23 ) = (1, 0),
(5)
(II)
(q13 , q23 ) = (3, 2), (u13 , u23 ) = (11, 2), (d13 , d23) = (7, 0),
where qij qi qj etc. In the basis of interaction eigenstates, the hierarchy among the
003j k couplings follows the pattern:
00312 00313 00323 ,
(6)
= 7
in case (II) (a strong hierarchy).

where = in case (I) (i.e., a mild hierarchy) and
However, the hierarchy is attenuated in the basis of Eq. (1), where the quarks are mass
eigenstates. Following Refs. [20,21,23] the quark mixing matrices can be evaluated at
leading order in upon diagonalization of the Yukawa matrices. We found that in the basis
of quark mass eigenstates the hierarchy among the 003j k couplings follows the pattern of
Eq. (6), with = in case (I) and = 3 in case (II). In the presence of such hierarchy, the
S0 mixing is rescaled by
upper limit on the unsuppressed coupling 00323 coming from K 0 K
a factor of 1/2 with respect to the case of degenerate couplings, while the upper limit on
the suppressed couplings 00312 and 00313 is rescaled by a factor of 1/2 : the resulting bounds
are 00323 < 0.07, 00312 00313 < 0.015 in case (I) and 00323 < 0.37, 00312 00313 < 0.003 in
case (II). Thus, even in the less stringent situation, the upper bound on the largest R-parity
violating (s)top coupling is at most of order (few)101, i.e., one order of magnitude
below the bounds assumed in Refs. [48].
4. Implications for single superparticle production

We are now ready to discuss the implications of our results for single superparticle
production at colliders. In [4] the production of single top squarks via Rp -violation in
pp collisions at the Tevatron was studied. If some of the couplings 003j k are greater
2
than
10 or so, the rate for the production of a single light stop t1 in pp collisions at
S = 2 TeV may exceed the rate for stopantistop pair production, due to the greater
phase space available. Thus, Rp -violation could be the favorite scenario for the observation
of supersymmetric particles at the Tevatron. The authors of [4] considered a supergravityinspired scenario, where at the Grand Unified Theory (GUT) scale the common gaugino
mass is m1/2 = 150 GeV, the scalar trilinear coupling is A0 = 300 GeV and the
39
S0 mixing (dashed line) and B rare decays (dot-dashed

Fig. 2. Upper limits on 00 coming from K 0 K
line) in the scenario relevant to single stop production, with the choice of parameters considered
S0 mixing that result from a wide scan over the
in [4]. The scattered points are the limits from K 0 K
MSSM parameter space.
common scalar mass m0 is varied in a range between 50 and 500 GeV. The ratio of
the Higgs vacuum expectation values is chosen to be tan = 4 and the Higgs mass
parameter , whose absolute value is fixed by electroweak symmetry breaking, is chosen
to be positive. The three Rp -violating (s)top couplings were taken to be degenerate,
00312 = 00313 = 00323 00 . The signal coming from single stop production in pp collisions,
followed by the Rp -conserving decay t1 b + 1+ , with 1+ l + + 10 , was considered
in [4] together with the Standard Model background. The conclusion was that, for
180 < mt1 < 325 GeV and 00 > 0.020.06, it should be possible to discover the top squark
at run II of the Tevatron, otherwise the limit on the Rp -violating couplings could be lowered
to 00 < 0.010.03 at 95% confidence level. Moreover, existing data from run I should allow
for a reduction of the limit to 00 < 0.030.2 for 180 < mt1 < 280 GeV. We computed the
S0 mixing in the minimal supergravity scenario
upper bound on 00 coming from K 0 K
considered by the authors of [4], for the same choice of parameters. The resulting limits
are of order 00 < 0.0150.020 for a light stop mass ranging between 180 and 325 GeV,
as shown in Fig. 2. In the same figure, the limits resulting from the general scan over the
MSSM parameters described above are shown, and it can be seen that they never exceed
00 < 0.033. The (weaker) limits coming from rare decays of the B + boson (see Section 1)
are also shown. In summary, under the assumption of degenerate Rp -violating (s)top
couplings, the discovery of single stop production via R-parity violation at the Tevatron
turns out to be unlikely.
40
In the presence of a hierarchy among the couplings such as that of Eq. (6), suggested
by U (1) flavor models, the lower limit for single stop discovery on the unsuppressed
coupling 00323 must be rescaled by a factor of (0.95 2 + 0.05)1/2 with respect to the
case of degenerate couplings, taking into account that the relative contribution of 00323 to
the total cross section pp t1 is roughly 5%. On the other side, as discussed in Section 3,
S0 mixing is rescaled by a factor of 1/2 . In
the upper limit on 00323 coming from K 0 K
S0 mixing becomes 00 < 0.0340.045, while
case (I) ( = ) the upper limit from K 0 K
323
the lower limit for single stop discovery becomes 00323 > 0.070.20: no room for single
S0
stop discovery at the Tevatron is left. In case (II) ( = 3 ) the upper limit from K 0 K
00
mixing becomes 323 < 0.170.22, while the lower limit for single stop discovery becomes
00323 > 0.090.27. Although single stop discovery at the Tevatron cannot be excluded in
this case, most of the parameter space considered in [4] is ruled out.
A very similar discussion can be made concerning the results of [7], where the
production of single gluinos at hadron colliders, pp(pp)
tg(t
g),
was studied. Such
process occurs through the exchange of a virtual squark, produced in the R-parity violating
interaction between two quarks. The authors of [7] considered a supergravity-inspired
scenario where at the GUT scale m0 = 1 TeV, A0 = 1 TeV, tan = 10, > 0 and m1/2
is varied between 120 and 400 GeV, i.e., a region of the parameter space where the squarks
are heavier than the gluino (with the possible exception of the light stop). The Rp -violating
stop couplings were taken to be degenerate, 003j k 00 . The conclusion was that, if the
gluino is lighter than 400 GeV and 00 is of order 1, it will be possible to detect single
gluino production at the run II of the Tevatron. At the LHC the process can potentially be
seen with the gluino lighter than 1 TeV and 00 of order 0.01. We computed the upper bound
S0 mixing, with the choice of parameters considered in [7]. The
on 00 coming from K 0 K
00
result is that < 0.0280.035 for a gluino mass ranging between 350 GeV and 1 TeV.
Thus, under the assumption of degenerate 003j k couplings, the discovery of single gluino
production at the Tevatron is unlikely, while room is left for discovering the same process
at the LHC. The same conclusion holds in the presence of a moderate hierarchy among the
couplings, such as the one suggested by the U (1) flavor models of Section 3.
In [8] the decay t b d 10 was studied. If the light sbottom has a nonnegligible
right-handed component, the top quark may undergo the Rp -violating decay t b 1 d
through the coupling 00 , followed by the R -conserving decay b b 0 . The authors
313
of [8] considered a scenario where at the weak scale = 200 GeV, tan = 1 and
M2 = 100 GeV. With this choice of the parameters the masses of the lightest chargino and
neutralino are m + = 120 GeV and m 0 = 55 GeV, respectively. The conclusion of [8]
1
1
was that, if the sbottom b1 is lighter than 160 GeV and 2 00 > 0.5, it will be possible to
313
observe the Rp -violating top decay at the run II of the Tevatron, while the observation
at the LHC will be possible for 00313 > 0.1. The same conclusion holds for the decay
s 0 , driven by the Rp -violating coupling 00 . We computed the upper limits on
t b
323
1
1/2 , using for M , and tan the same values as in [8], and
|
the combination |00313 00
2
323
2 Our normalization of the couplings 00 (Eq. (1)) differs by a factor of 2 from the one used in [8].
ij k
41
1/2 coming from K 0 K

S0 mixing, in the scenario relevant to
Fig. 3. Upper limits on |00313 00
323 |
Rp -violating top decays [8]. The scattered points are the limits that result when M2 = 100 GeV,
tan = 1, = 200 GeV and the other MSSM parameters are varied as described in the text.
varying the other MSSM parameters in the way described in Section 2. The results are
shown in Fig. 3 as a function of the right sbottom mass mbR (with our choice of and
tan the mixing in the sbottom sector is negligible). It can be noticed that, when the right
sbottom is lighter than 160 GeV, the upper bounds on the Rp -violating couplings are of
1/2 < 0.013 or lower. Thus we conclude that, if the couplings 00 and 00
order |00313 00
323 |
313
323
are degenerate (or if there is a hierarchy between the couplings such as the one suggested
by U (1) flavor models), the discovery of Rp -violating top decays is unlikely. In any case,
we cannot expect to observe both the decays t b d 10 and t b s 10 .
5. Conclusions
In summary, we have improved the existing bounds on the Rp -violating couplings
003j k , showing that they are typically more stringent than those assumed in [48]. For
S0 mixing we have included QCD corrections and a class
the bounds coming from K 0 K
of diagrams that were neglected in earlier analyses [1012]: both effects give sizeable
contributions. We have discussed a way of translating the resulting bounds into constraints
on the individual couplings, making use of the simplest class of flavor models based on
U (1) horizontal symmetries. Finally, we have shown that our bounds put severe constraints
on the possibility of observing single superparticle production via R-parity violation at the
Tevatron.
42
Acknowledgements
The author thanks Fabio Zwirner for many useful discussions, and Guido Martinelli for
providing the revised version of the magic numbers of [18] before publication.
Appendix A
S0 mixing coming from the full set of
We have calculated the contributions to K 0 K
00
diagrams with Rp -violating (s)top couplings 3j k . In particular, the contribution of the
diagram in Fig. 1e, which was neglected in earlier analyses [1012], turns out to be
sizeable. The calculation has been performed in the basis where the quark masses are
diagonal, and all the flavor changing squark mass insertions have been neglected. We have
also checked that in the scenarios considered in [48] the contributions coming from the
R-parity conserving sector of the MSSM (i.e., from diagrams with quarks and charged
Higgs or squarks and charginos in the internal lines) are negligible. The coefficients Ci
that appear in Eq. (3) are:
C1 =
e1 =
C
3
X
g4
K Ki2 Kj1 Kj 2 m2ui m2uj
128 2 i1
i,j =1

I0 + 2I2 /m2W + I4 /4m4W m2ui , m2uj , m2W , m2W ,
2
X
i,j =1
h t t 2

1
00
00 2
Oi2 Oj 2 I4 m2b , m2b , m2t , m2t

313 323
2
i
j
4

i
b b 2
Oj 2 I4 m2b , m2b , m2t , m2t ,
+ Oi2
i
C5 =
(A.1)
(A.2)

2
X

g 2 00 00
b 2
2
2
2
2
2
K
K
m
O
313 323
31 32 t I2 mb i , mW , mt , mt
i2
2
4
i=1

1
1
2
2
2
2
2
2
2
2
I
I
,
m
,
m
,
m
,
m
,
m
,
m
m
+
m
4
4
t
t
t
t
W
H+
b i
b i
4m2W
4m2W tan2

2
X
mt
g 2 00 00 t t
t
t
O O K K32 Vi1 Oj 1
Vi2 Oj 2
+
8 2 313 323 j 2 k2 31
2 mW sin
i,j,k=1

mt
t
t
Vi2 Ok2
I4 m2b , m2 + , m2t , m2t , (A.3)

Vi1 Ok1
j
k
i
2mW sin
+
and C4 = C5 . In the above equations, Kij are the CKM matrix elements, Oijt and Oijb are
the leftright mixing matrices of the stop and sbottom sectors, and Vij is the mixing matrix
of positive charginos as defined in [24]. The functions In result from integration over the
Euclidean momentum k of the four particles circulating in the loop:
Z

k n d k 2
2
2
2
2
.
(A.4)
In m1 , m2 , m3 , m4 =
(k 2 + m21 )(k 2 + m22 )(k 2 + m23 )(k 2 + m24 )
0
43
In the numerical study of the minimal supergravity scenario, the masses of the supersymmetric particles and the mixing angles at the weak scale have been calculated with
ISAJET [25], and the common scale MS has been chosen as the geometrical mean of
squark and chargino masses.
References
[1] G.R. Farrar, P. Fayet, Phys. Lett. B 76 (1978) 575.
[2] H. Dreiner, in: G.L. Kane (Ed.), Perspectives on Supersymmetry, World Scientific, Singapore,
1998, pp. 462479, hep-ph/9707435.
[3] F. Zwirner, Phys. Lett. B 132 (1983) 103.
[4] E.L. Berger, B.W. Harris, Z. Sullivan, Phys. Rev. Lett. 83 (1999) 4472.
[5] B. Allanach et al., in: Proceedings of the Workshop on Physics at Run II Supersymmetry/Higgs, Fermilab 1998, hep-ph/9906224.
[6] T. Plehn, Phys. Lett. B 488 (2000) 359.
[7] M. Chaichian, K. Huitu, Z.H. Yu, Phys. Lett. B 490 (2000) 87.
[8] K.J. Abraham et al., hep-ph/0007280.
[9] J.L. Goity, M. Sher, Phys. Lett. B 346 (1995) 69;
J.L. Goity, M. Sher, Phys. Lett. B 385 (1996) 500, Erratum.
[10] R. Barbieri, A. Masiero, Nucl. Phys. B 267 (1986) 679.
[11] C.E. Carlson, P. Roy, M. Sher, Phys. Lett. B 357 (1995) 99.
[12] B. de Carlos, P.L. White, Phys. Rev. D 55 (1997) 4222.
[13] G. Bhattacharyya, D. Choudhury, K. Sridhar, Phys. Lett. B 355 (1995) 193.
[14] J.M. Yang, hep-ph/9905486.
[15] O. Lebedev, W. Loinaz, T. Takeuchi, Phys. Rev. D 62 (2000) 015003.
[16] D. Chang, W.Y. Keung, Phys. Lett. B 389 (1996) 294.
[17] D.E. Groom et al., Particle Data Group, Eur. Phys. J. C 15 (2000) 1.
[18] M. Ciuchini et al., JHEP 10 (1998) 008, hep-ph/9808328 v2.
[19] S. Herrlich, U. Nierste, Nucl. Phys. B 419 (1994) 292;
S. Herrlich, U. Nierste, Phys. Rev. D 52 (1995) 6505;
S. Herrlich, U. Nierste, Nucl. Phys. B 476 (1996) 27.
[20] E. Dudas, S. Pokorski, C.A. Savoy, Phys. Lett. B 356 (1995) 45.
[21] P. Bintruy, S. Lavignac, P. Ramond, Nucl. Phys. B 477 (1996) 353.
[22] E.J. Chun, A. Lukas, Phys. Lett. B 387 (1996) 99;
K. Choi, E.J. Chun, H. Kim, Phys. Lett. B 394 (1997) 89;
K. Choi, E.J. Chun, K. Hwang, Phys. Rev. D 60 (1999) 031301.
[23] L.J. Hall, A. Rasin, Phys. Lett. B 315 (1993) 164;
M. Leurer, Y. Nir, N. Seiberg, Nucl. Phys. B 420 (1994) 468.
[24] H.E. Haber, G.L. Kane, Phys. Rep. 117 (1985) 75.
[25] H. Baer et al., in: J. Hewett et al. (Eds.), Proceedings of the Workshop on Physics at Current
Accelerators and Supercolliders, Argonne National Laboratory, 1993, hep-ph/9804321.

Non-perturbative results for the coefficients bm and

bA bP in O(a) improved lattice QCD
ALPHA Collaboration
Marco Guagnelli a , Roberto Petronzio a , Juri Rolf b , Stefan Sint a ,
Rainer Sommer c , Ulli Wolff b,
a Universit di Roma Tor Vergata, Dipartimento di Fisica, Via della Ricerca Scientifica 1, I-00133 Rome, Italy
b Institut fr Physik, Humboldt Universitt, Invalidenstr. 110, D-10099 Berlin, Germany
c DESY, Platanenallee 6, D-15738 Zeuthen, Germany
Received 20 September 2000; accepted 2 November 2000
Abstract
We determine the improvement coefficients bm and bA bP in quenched lattice QCD for a
range of -values, which is relevant for current large scale simulations. At fixed , the results are
rather sensitive to the precise choices of parameters. We therefore impose improvement conditions at
constant renormalized parameters, and the coefficients are then obtained as smooth functions of g02 .
Other improvement conditions yield a different functional dependence, but the difference between
the coefficients vanishes with a rate proportional to the lattice spacing. We verify this theoretical
expectation in a few examples and are therefore confident that O(a) improvement is achieved for
physical quantities. As a byproduct of our analysis we also obtain the finite renormalization constant
which relates the subtracted bare quark mass to the bare PCAC mass. 2001 Elsevier Science B.V.
All rights reserved.
1. Introduction
Lattice QCD with Wilson quarks provides an attractive framework for studying the strong
interactions beyond perturbation theory. Its main shortcoming consists in the explicit
breaking of all axial symmetries. This is generally not considered a fundamental problem,
but it renders the renormalization of the theory more complicated. In addition, the lack of
chiral symmetry is at the origin of many O(a) lattice artifacts in physical quantities (a is
the lattice spacing), which can be rather large in practice [1,2]. In order to ease continuum
* Corresponding author.
E-mail address: uwolff@physik.hu-berlin.de (U. Wolff).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 5 - 1
ALPHA Collaboration / Nuclear Physics B 595 (2001) 4462
45
extrapolations it is therefore highly desirable to accelerate the approach to the continuum

by cancelling at least the leading cutoff effects proportional to a. The theoretical framework
for this goes under the name of Symanzik improvement [3,4], and without any loss it may
be restricted to on-shell quantities and correlation functions at physical distances [5].
The structure of the on-shell O(a) improved lattice action has been derived a long time
ago by Sheikholeslami and Wohlert [6]. A detailed discussion of the on-shell improved
theory with Nf mass degenerate quarks can be found in Refs. [1,7]. There, it was
also shown how chiral symmetry may be used to determine some of the improvement
coefficients non-perturbatively. In particular, the improved action has been determined for
both Nf = 0 (quenched approximation) and Nf = 2 [8,9]. Concerning the improvement of
composite fields, non-perturbative results have been obtained for quark bilinear operators
without derivatives. So far all results are for the quenched theory. However, while the
methods used to determine the coefficients cA [1,8], cV [10] and cT [11,12] also apply
for Nf 6= 0, the situation is less clear for the b-coefficients, which multiply cutoff effects
proportional to the subtracted bare quark mass mq = m0 mc .
In the quenched approximation all the b-coefficients can be determined from chiral Ward
identities, by considering the more general case of mass non-degenerate quarks [11,12,14].
Unfortunately these methods do not easily generalise to the full theory, as the theory
with non-degenerate quarks requires many more O(a) counterterms (for the case Nf = 3
cf. [13]). Non-perturbative quenched results are known for bV [16], for bm and for the
combination bA bP [14]. Furthermore, results for all coefficients have been published in
Refs. [12,15]. Finally we mention that all relevant improvement coefficients are known to
one-loop order of perturbation theory [1720].
In the present paper we restrict ourselves to the determination of bm and the
combination bA bP in the quenched approximation. These coefficients are needed for
the determination of renormalized quark masses using either the bare subtracted or the
bare PCAC quark masses as starting point [21,22]. Motivated by this application we thus
extend the previous study of Ref. [14] to larger bare couplings, and also investigate the O(a)
ambiguities in these coefficients.
The paper is organized as follows. In Section 2 we recall the PCAC relation and its
generalization to the theory with non-degenerate quarks in the quenched approximation. It
is then shown how the improvement coefficients can be isolated by defining appropriate
ratios of current quark masses. Evaluating these both in perturbation theory and nonperturbatively motivates our strategy (Section 3). The results, together with some checks
and technical details are given in Section 4, and we conclude with a summary of our
findings.
2. The PCAC relation

In this section we assume that the reader is familiar with Ref. [7]. In particular we refer to
this reference for unexplained conventions and notation.
46
2.1. Mass degenerate quarks

Our starting point is the PCAC relation
Aa = 2mP a ,
(2.1)
where is a doublet of light quarks and

a
a
5 ,
5
P a =
(2.2)
Aa =
2
2
are the isovector axial current and density, respectively. On the lattice with Wilson quarks
this relation only holds up to lattice artifacts of O(a). These may be reduced to O(a 2 )
by tuning the coefficient csw of the SheikholeslamiWohlert term in the action, and the
coefficient cA in the improved axial current
(AI )a = Aa + cA a P a ,
(2.3)
such that the PCAC relation with the improved current holds exactly in a few selected
matrix elements. In this way, non-perturbative results have been obtained for cA and csw in
the quenched approximation [8] and for csw also in the case Nf = 2 [9].
Given the improved action and the improved axial current, the PCAC relation leads to
the definition of a renormalized O(a) improved quark mass
ZA (1 + bA amq)
m.
(2.4)
mR =
ZP (1 + bP amq )
Here, m is a bare current quark mass defined through some matrix element of the PCAC
relation. On the other hand, the renormalized quark can be written in the form
eq ,
mR = Z m m
m
eq = mq (1 + bm amq ),
(2.5)
where mq = m0 mc is the subtracted bare quark mass. Combining these equations and
expanding in powers of a we obtain

(2.6)
m = Zmq 1 + [bm bA + bP ]amq + O a 2 ,
where Z is a finite combination of renormalization constants,
Zm ZP
,
Z=
ZA
(2.7)
which is a function of g 2 = g02 (1 + bg amq ) only. From this equation it is clear that the
combination bm bA + bP of improvement coefficients can be determined by studying
If instead g0 is kept constant, one obtains an
the dependence of m upon mq at fixed g.
additional contribution

2 ln Z
bg amq + O a 2 ,
(2.8)
m = Zmq 1 + bm bA + bP + g0
2
g0
where the renormalization constant is now evaluated at g02 . We note, however, that
knowledge of the combination bm bA + bP is not sufficient to determine a renormalized
improved quark mass, if one starts from the (measurable) subtracted bare quark mass
mq = m0 mc or the bare PCAC mass m. Beside the determination of the renormalization
constants it is then necessary to determine bm and the combination bA bP separately.
47
2.2. Non-degenerate quarks and the quenched approximation

It has been noticed in Ref. [14] and later in Ref. [11] that the quenched (or valence)
approximation leads to major simplifications, which may be used to determine the
coefficients bA , bP and bm separately. First of all the coefficient bg vanishes in this
approximation. But more importantly, the structure of the O(a) improved theory with
non-degenerate quarks remains relatively simple, in contrast to the full theory, where nondegenerate quarks lead to a proliferation of new improvement coefficients [13]. In the
remainder of the paper we will restrict ourselves to the quenched approximation and shortly
review the features that will be needed in the sequel.
In the quenched approximation the bare quark masses are separately improved for each
quark flavour, i.e., an equation of the form
m
eq = mq (1 + bm amq )
(2.9)
holds for each flavour. The isospin symmetry is broken in the presence of non-degenerate
masses, and it is useful to introduce the off-diagonal bilinear fields through
1
2
A
= A iA ,
P = P 1 iP 2 ,
(2.10)
which are expected to satisfy the PCAC relation
A
= (mu + md )P
(2.11)
up to cutoff effects. 1 In the quenched approximation the improvement of these off-diagonal

fields is the same as in the degenerate case, except that bA and bP now multiply the average
of the subtracted bare quark masses. For instance the improved axial current is given by

1
(2.12)
AR = ZA 1 + bA (amq,u + amq,d ) AI
2
and the axial density has an analogous structure. The mass dependence is such that bm
can be disentangled from bA bP by considering the analogue of Eq. (2.6) for the case of
non-degenerate quarks.
2.3. Current quark masses and estimators for bm , bA bP and Z
To define current quark masses we use correlation functions derived from the QCD
Schrdinger functional [7,23,24]
ij
fA (x0 ) =

1
+
A0 (x)O ,
2
with the source O = O 1 iO 2 and

X
a
(y)5 (z).
O a = a6
2
y,z
ij
fP (x0 ) =

1
+
P (x)O
2
(2.13)
(2.14)
1 The flavours in the isospin doublet are generically denoted by u and d. Of course, one may also identify one
of the flavours with the strange quark.
48
The indices i, j refer to choices m0,u = m0,i and m0,d = m0,j for the quark masses taken
from a list of numerical values {m0,1 , m0,2, . . .} to be specified later. This definition is such
that the standard correlation functions fA and fP [1,7] are recovered in the degenerate case
i = j . We now define bare current quark masses through
mij =
ij
ij
0 fA (x0 ) + acA 0 0 fP (x0 )
ij
(2.15)
2fP (x0 )
Apart from x0 these quark masses depend on the lattice size L/a, the ratio T /L, the
angle [7] and also the precise definition of the derivatives. In Eq. (2.15) we have followed
Ref. [8] by setting 0 = 12 (0 + 0 ), with the usual forward and backward derivatives
given by

1
f (t + a) f (t) ,
a

1
f (t) f (t a) .
0 f (t) =
a
0 f (t) =
(2.16)
(2.17)
In addition we consider current quark masses with improved derivatives [14], by replacing
in Eq. (2.15),

0 0 1 1 a 2 ,
(2.18)
0 0
6

1
(2.19)
0 0 0 0 1 a 2 0 0 .
12
When acting on smooth functions these improved lattice derivatives have errors of O(a 4 )
only. The generalization of Eq. (2.6) now reads

1
1
mij = Z (mq,i + mq,j ) + bm am2q,i + am2q,j
2
2

1
2
(2.20)
(bA bP )a(mq,i + mq,j ) + O a 2 .
4
To isolate the coefficients we consider the combination
2am12 am11 am22 = f (amq,1, amq,2),
(2.21)
which is an analytic function of the subtracted bare quark masses. Furthermore, it is

symmetric under exchange of the arguments, f (x, y) = f (y, x), and vanishes for x = y,
so that its series expansion can be cast in the form
f (x, y) = (x y)2
cnk (x y)2n (x + y)k
(2.22)
n,k=0
with real coefficients cnk . In particular, we note that [14]

1
c00 = Z (bA bP )
2
(2.23)
49
up to terms of O(a) which do not depend on the quark masses. To isolate bA bP we also
consider the difference
am11 am22 = g(amq,1 , amq,2)
(2.24)
and obtain an expansion of the form
g(x, y) = (x y)
dnk (x y)2n (x + y)k
(2.25)
n,k=0
with d00 = Z (up to quark mass independent terms of order a 2 ). Hence it is clear that the
ratio
2(2m12 m11 m22 )
(2.26)
RAP =
(m11 m22 )(amq,1 amq,2)
has a chiral limit and provides an estimate for the coefficient bA bP up to terms of
O(amq,1 + amq,2 ) and other quark mass independent lattice artifacts of O(a).
To obtain a similar estimate for bm it is useful to introduce a third quark mass given by
the mean of the first two,
1
(2.27)
m0,3 = (m0,1 + m0,2 ).
2
Taking the same steps as above we can estimate bm through
4(m12 m33 )
,
(2.28)
Rm =
(m11 m22 )(amq,1 amq,2 )
where the error is again O(amq,1 + amq,2 ). We note in passing that the combination
bA bP bm can be estimated from the ratio
2(2m33 m11 m22 )
,
(2.29)
RAP Rm =
(m11 m22 )(amq,1 amq,2 )
which involves only correlation functions with mass degenerate quarks (cf. Subsection 2.1). Furthermore, one could estimate the finite renormalization constant Z through
m11 m22
+ (bA bP bm )(am11 + am22 ),
(2.30)
RZ =
mq,1 mq,2
which is correct up to O(a 2 ) for the correct choice of bA bP bm . However, knowledge
of this combination is not required as one may instead use the estimate (2.29). Alternative
estimates of Z can be obtained from current quark masses which derive from correlation
functions with non-degenerate quarks. Also in this case it is possible to cancel errors
of O(am) by using the estimates RAP and Rm . Finally we emphasize that all the ratios
have a chiral limit, and none of them requires knowledge of the critical mass mc .
2.4. Perturbation theory
The perturbative expansion of fA and fP on a lattice of fixed size L/a has been explained
in Refs. [18,20]. It is then straightforward to obtain the corresponding expansion of the
current quark masses and hence of the ratios RX (X = AP, m, Z), viz.

(0)
(1)
+ g02 RX
+ O g04 .
RX = RX
(2.31)
50
Table 1
The estimates for the improvement coefficients and the renormalization constant in perturbation
theory on lattices of size T /a (L/a)3 with T = 3L/2. We have set x0 = T /2, = 0.5 and
chosen the bare quark masses such that Lmq,1 = 0.24 and Lmq,2 = 0.40 for all lattice sizes. The
expected limiting values for the coefficients are given in the last row. Corrections at finite lattice size
are O(a/L) for the improvement coefficients and O(a 2 /L2 ) for the renormalization constant (up to
logarithms)
L/a
(0)
RAP
(1)
(0)
RAP
Rm
(1)
(0)
(1)
Rm
RZ
RZ
0.0819
0.0867
0.0891
0.0905
0.0915
1.0022
1.0010
1.0005
1.0003
1.0002
0.0881
0.0895
0.0900
0.0902
0.0903
0.0850
0.0890
0.0910
0.0921
0.0929
0.0962
0.9973
0.9988
0.9993
0.9996
0.9997
1.0
0.0856
0.0885
0.0894
0.0898
0.0900
0.0905
Standard derivatives
8
12
16
20
24
0.0591
0.0405
0.0307
0.0248
0.0207
0.0544
0.0381
0.0297
0.0245
0.0210
0.4628
0.4753
0.4815
0.4853
0.4877
Improved derivatives
8
12
16
20
24
0.0065
0.0039
0.0028
0.0022
0.0018
0.0
0.0035
0.0024
0.0018
0.0014
0.0011
0.0009
0.4734
0.4824
0.4869
0.4896
0.4913
0.5
After extrapolation to the chiral limit the coefficients are still affected by quark mass
independent lattice artifacts. However, as L is then the only scale in the problem, these
effects may be cancelled by extrapolating the lattice size L/a to infinity. Alternatively, one
may fix the subtracted bare quark masses in units of L, and then take the limit L/a ,
i.e., the chiral and the infinite volume limit are reached at the same time. An example
is given in Table 1. As expected the estimates for the coefficients converge to the known
results of Ref. [20], which were obtained by requiring scaling of renormalized finite volume
correlation functions. For gauge group SU(3) and neglecting terms of O(g04 ) one has
1
bm = 0.09623(3) g02,
2
bA bP = 0.00093(8) g02.
(2.32)
(2.33)
The perturbative result for the renormalization constant Z is implicit in the literature [25]
and has been computed by one of the authors [26]. For N = 3 it is given by

Z = 1 + 0.090514(2) g02 + O g04 .
(2.34)
51
3. Improvement conditions
3.1. Improvement conditions at fixed lattice size
Beyond perturbation theory the estimates for the improvement coefficients are affected
by an intrinsic ambiguity of order a/r0 (r0 denotes the hadronic scale of Ref. [27]). In
contrast to the perturbative example of the last section it is thus impossible to eliminate
this ambiguity by chiral and infinite volume extrapolations. Therefore the estimates RX at
some fixed lattice size L/a, at fixed quark masses am0,i and for a definite choice of T /L
and may be taken as a definition of the improvement coefficients, provided the O(amq )
and O(a/L) lattice artifacts are not too large. At our strongest coupling = 6/g02 = 6.0 we
expect typical O(a/r0 ) ambiguities to be around 0.1 or less. Taking this as a guideline we
use perturbation theory to choose the lattice size and the quark mass parameters.
A typical example is summarized in Table 2. The lattice size is 12 83 , the angle
= 0.5, and the bare masses are amq,1 = 0.03 and amq,2 = 0.05. To obtain the one-loop
(1)
coefficients we have used cA = 0.00757 and the critical quark mass has been set to
its value in infinite volume [18]. However, as expected, the dependence upon the latter is
weak. We note that the improved derivative yields consistently better results also at the oneloop level, where this is a priori not expected. With the chosen parameters, the perturbative
results show the expected behaviour for the cutoff effects. In particular, we have checked
that the deviation from the exact results becomes smaller with decreasing quark masses.
Table 2
The estimates for the improvement coefficients and the renormalization constant Z in perturbation
theory on a 12 83 lattice. The parameters are as explained in the text. The one-loop coefficients
have been evaluated for gauge group SU(3)
x0
(0)
RAP
(1)
RAP
(0)
Rm
(1)
(0)
(1)
Rm
RZ
RZ
0.086
0.082
0.081
0.082
0.084
0.085
0.086
1.002
1.002
1.002
1.002
1.002
1.002
1.002
0.089
0.090
0.089
0.088
0.087
0.085
0.084
0.098
0.087
0.086
0.085
0.085
0.085
0.086
0.997
0.997
0.997
0.997
0.997
0.997
0.997
0.094
0.088
0.086
0.086
0.085
0.085
0.089
Standard derivatives
3
4
5
6
7
8
9
0.052
0.054
0.056
0.059
0.062
0.065
0.069
0.035
0.039
0.046
0.054
0.062
0.068
0.069
0.456
0.458
0.460
0.463
0.466
0.469
0.472
Improved derivatives
3
4
5
6
7
8
9
0.009
0.008
0.007
0.007
0.006
0.005
0.003
0.020
0.005
0.004
0.004
0.003
0.002
0.011
0.471
0.472
0.473
0.473
0.474
0.475
0.477
52
Fig. 1. Estimates of bA bP versus x0 . Squares are obtained with the standard, circles with the
improved derivative.
Fig. 2. Estimates of bm versus x0 . Squares are obtained with the standard, circles with the improved
derivative.
Evaluating the same estimators non-perturbatively at = 6.0, with approximately the

same choice of parameters (cf. Section 4), and with the non-perturbative values for csw
and cA [8], we obtain the results shown in Figs. 1 and 2. Somewhat surprisingly the nonperturbative results for bA bP are quite sensitive to the choice of parameters, and to the
choice of the lattice derivative. The situation may be slightly improved by correcting for
the tree-level cutoff effects, i.e., by setting
(0)
,
bA bP = RAP RAP
1
(0)
bm = Rm Rm
,
2
(3.1)
such that the estimators assume the correct values in the continuum limit. However, from
the perturbative results of Table 2 we infer that this only corrects for a fraction of the
discrepancy in the case of bA bP , while the x0 dependence of the estimator for bm
becomes somewhat more pronounced.
53
3.2. Improvement conditions at constant physics

At least the case of bA bP seems different from the determination of csw and cA in
Ref. [8], where the results were quite stable against a variation of the parameters. Already
in perturbation theory the O(a) effects in bA bP are much larger than in csw and cA . One
might argue that our quark masses are not small enough, or that the lattice size is too small.
However, it is our general experience that the spread of the estimates is considerably larger
than naively expected, also on larger lattices or if a chiral extrapolation is attempted. It
should be emphasized at this point that this does not imply a failure of the improvement
programme. Improvement is an asymptotic concept, and thus only determines the rate of
the continuum approach. It is a priori not clear how large the intrinsic O(a) ambiguities
typically are for a given improvement coefficient.
There are essentially two alternative ways of dealing with this situation. First one may
determine a typical spread of the values for RX (X 6= Z) and quote a corresponding
systematic error for the estimate of the improvement coefficient. In this paper we follow
a second approach by imposing the improvement condition at constant physics. More
precisely, we fix all renormalized quantities in units of L and keep L/r0 constant as we
approach the continuum limit. As a consequence the estimates become smooth functions of
eX may have a
a/r0 and thus also of g0 . Furthermore it is obvious that any other estimate R
e
different dependence upon g0 , but the difference RX RX is again a smooth function which
must vanish in the continuum limit with a rate proportional to a/r0 . Note that the very
same strategy has previously been applied to the determination of the finite renormalization
constants for the isospin currents [16]. However, in the case of renormalization constants
the intrinsic ambiguity is of O(a 2 ).
Our procedure highlights the importance of the continuum limit. Furthermore we
emphasize that in cases where the intrinsic O(a) ambiguity is large, the important result
is not so much a numerical value for the improvement coefficient at fixed but rather its
dependence on g0 which follows from keeping the physics fixed.
4. Technical details and results

We describe the technical aspects of the numerical simulations in detail and present our
results.
4.1. Choice of simulation parameters
The improved action and axial current have been determined for = 6/g02 > 6.0 [8]. This
sets the upper limit for the bare couplings to be considered. At = 6.0 the probability of
encountering a quark zero mode (so-called exceptional configurations) increases rapidly
if the lattice volume is too large or the quark mass too small [8]. To avoid this problem we
choose a 1283 lattice, = 0.5 and quark masses such that am11 = 0.03 and am22 = 0.05.
The parameters are thus approximately the same as in the perturbative example discussed in
the preceding section. Note that by using the current quark masses instead of the subtracted
54
Table 3
Values for , 1 and 2 for simulations with constant
physical volume and with Lm11 = 0.24 and Lm22 = 0.4
L/a
8
10
12
16
24
6.0
6.13826
6.26229
6.46895
6.756
0.133931
0.134828
0.135107
0.135126
0.134856
0.133241
0.134263
0.134654
0.134794
0.134634
bare quark masses we avoid the determination of the critical quark mass. In fact, as none
of our observables requires the knowledge of mc we will not determine this parameter at
all.
We want to keep the physics constant as we vary towards larger values. To this end
we fix all dimensionfull quantities in units of the physical scale r0 [27], which has been
determined very precisely in Ref. [28]. From the fit function
ln(a/r0 ) = 1.6805 1.7139( 6) + 0.8155( 6)2 0.6667( 6)3 ,
(4.1)
which is valid in the interval 5.7 6 6 6.57, we infer that our lattice size L/a = 8 at
= 6.0 corresponds to L/r0 = 1.49. The requirement that this ratio be constant as the
lattice size L/a is increased determines the corresponding values. Furthermore, we
choose T = 3L/2 and tune the bare quark masses m0,1 and m0,2 such as to maintain
Lm11 = 0.24,
Lm22 = 0.40
(4.2)
for all lattice sizes with the third bare quark mass then given by (2.27). The resulting
simulation parameters are summarized in Table 3. Note that we quote the values for
the hopping parameter = 1/(2am0 + 8) rather than am0 , since we use this parameter
in our programs. A complication arises at our largest lattice size, L/a = 24, as the
corresponding value lies clearly outside the range of validity of Eq. (4.1). In order to
include the largest lattice we have extrapolated the data points in [28] using a linear fit
of ln(a/r0 ) as a function of . Of course this procedure is not unique. From the spread
of results obtained with different ansatzes for the fit we estimate the error in to be at
most 0.003. However, from this procedure it is not possible to estimate the real error in
a reliable way and the results obtained at = 6.756 have to be taken with some care. In
Fig. 3 one can see how precisely the conditions (4.2) are satisfied. The relative accuracy is
better than 2 per cent. The reader may be worried that we are keeping fixed the bare current
quark mass in units of L, rather than corresponding renormalized masses. It turns out that
the difference is small in the range of values considered. To illustrate this, we have, for
L/a 6 16, also plotted LmR = LmZA /ZP for both masses. They are obtained using the
non-perturbative result for ZA [16] and ZP in the SF scheme [21,29]. The largest lattice
had to be left out, as a non-perturbative result for ZP is not available for = 6.756. As
the renormalization constant barely varies over the range of couplings considered, also the
renormalized quark masses are constant to a good precision.
55
Fig. 3. This plot illustrates how well the physics is kept constant. Full symbols refer to the bare
current quark masses, empty symbols to the renormalized quark masses (the latter are not available
at the largest value).
4.2. The numerical simulation

Our numerical simulations were performed on APE/Quadrics parallel computers with
SIMD architecture and single precision arithmetic following the IEEE standard. We have
used machines with up to 512 processors with an approximate peak performance of 50
MFlops per node. While we have distributed the larger lattices over the whole machine
the smaller lattices have been simulated with up to 32 independent replica. To generate the
gauge fields we have applied a hybrid overrelaxation algorithm with two overrelaxation
steps per heatbath sweep. Every 15th complete update step the fermionic correlation
functions have been measured for all combinations of quark masses. With these choices
the integrated autocorrelation time between successive measurements of the fermionic
correlations was found to be negligible. All in all we have accumulated between 870 and
3712 independent measurements for the various lattice sizes. From expectation values of
the fermionic correlation functions our secondary observables (2.26), (2.28) and (2.30) can
be constructed as described in Section 2. To increase statistics we have chosen to average
our secondary observables over the time slices L/(2a), . . . , (T L/2)/a. Note that the
number of time slices used for the average is scaled with the lattice size, so that also in this
respect the requirement of constant physics is satisfied. To compute the errors of bA bP ,
bm and Z we have calculated the autocorrelation functions of these observables along the
lines of Appendix A in [30].
4.3. Result for bA bP
Our results are tabulated in the second column of Table 4 and shown in Fig. 4. At small
values of the bare coupling the non-perturbative result is consistent with the one-loop
56
result (2.33). At larger couplings bA bP increases rapidly. Our numerical results are well
described by the function

1 + 23.3060 g02 27.3712 g04
,
(bA bP ) g02 = 0.00093 g02
1 0.9833 g02
(4.3)
which incorporates the perturbative result for small values of g02 . In the range 0.8881 6
g02 6 1 our data are represented with an absolute deviation smaller than 0.003.
4.4. Result for bm
The determination of the improvement coefficient bm requires a subtle cancellation which
is achieved by setting the third bare mass parameter to the average of the other two (2.27).
In terms of the hopping parameters this translates to
Table 4
Non-perturbative results for bA bP , bm and Z. We have averaged over the time slices
L/(2a), . . . , (T L/2)/a, and quote the corresponding statistical errors. In the case of bm , the
second error is an estimate of the uncertainty due to rounding errors in the determination of the
third value. Further details are given in the Subsection 4.4
g02
bA bP
bm
6.0
6.13826
6.26229
6.46895
6.756
1.0
0.9775
0.9581
0.9275
0.8881
0.1703(49)
0.0563(23)
0.0251(33)
0.0090(52)
0.0007(36)
0.7127(48)(7)
0.6915(35)(11)
0.6852(36)(30)
0.6846(44)(68)
1.0605(4)
1.0907(4)
1.0992(4)
1.1048(3)
1.1047(2)
Fig. 4. Results for bA bP as a function of g02 from numerical simulations (filled squares) and
one-loop perturbation theory (dashed line). The full line represents the fit (4.3).
57
21 2
.
(4.4)
1 + 2
As we perform simulations with single precision arithmetic following the IEEE standard
we expect relative roundoff errors of the size 6 108 . This introduces a systematic error
which however can be estimated by repeating the derivation of formula (2.28) and taking
into account a small deviation of 12 (m0,1 + m0,2 ) m0,3 from zero. This difference can be
parametrized by the corresponding hopping parameters which are the input parameters of
the simulation program. Thus we define
3 =
21 2
3 .
1 + 2
Then an additional term proportional to appears in (2.28). The result is
=
corrected
= Rm + bm ,
Rm
bm = 2
(1 + 2 )2
(1 2 )2
(4.5)
(4.6)
up to terms of O( 2 ). This effect is tabulated in Table 5. To obtain these values we have used
the single precision internal values for the hopping parameters. The correction constant
turns out to be negative for all lattice sizes except for L/a = 24. While on the smaller
lattices it is rather small it grows with the lattice size since the masses and thus 1 and 2
get closer to each other. We have decided to correct the statistically obtained values of bm
Table 5
Correction constant for bm as computed from Eq. (4.6)
L/a
bm
8
0.0013
10
0.0021
12
0.0059
16
0.0135
24
0.040
Fig. 5. Results for bm as a function of g02 from numerical simulations (filled squares) and from
one-loop perturbation theory (dashed line). The full line represents the fit (4.7).
58
by adding bm for lattice sizes up to L/a = 16. At L/a = 24 this effect is about five times
larger than the target value for the statistical error of bm so that we have chosen to omit
this lattice in the discussion of bm . As an estimate for the remaining systematic uncertainty
we quote 12 bm . Our final results for bm are given in Table 4 and shown in Fig. 5. For large
values of the coupling g0 the value for bm decreases rapidly. We find that the data are well
described by the rational fit function

1 0.6905 g02 + 0.0584 g04
,
bm g02 = 0.5 0.09623 g02
1 0.6905 g02
(4.7)
which asymptotically reproduces the perturbative result (2.32). The fit describes the data
with an absolute deviation smaller than 0.013.
4.5. Alternative improvement conditions
In order to verify the expectation that the difference between two determinations of the
improvement conditions vanishes with a rate proportional to a/r0 we now consider a few
examples. We start with bA bP , where the choice of the lattice derivative (improved vs.
standard, cf. Section 2) made a big difference (cf. Fig. 1). We thus define the difference
1(bA bP ) = RAP (impr. deriv.) RAP (std. deriv.)
(4.8)
and otherwise do not change the parameters. The result is shown in Fig. 6. The behaviour
is approximately linear in a/r0 .
The same difference for bm is rather small, cf. Fig. 2. Also alternative definitions of 1bm
such as
1bm = Rm (x0 = T /2) Rm (x0 = T /3)
yield small values for the O(a) ambiguities of bm .
Fig. 6. The difference 1(bA bP ) versus a/r0 .
(4.9)
59
4.6. Determination of Z
For the determination of the renormalization constant in the O(a) improved theory we
would like to keep the physics fixed up to errors of O(a 2 ). Fortunately this is already the
case, for the smallness of bA bP implies that the renormalized O(a) improved quark
masses are constant in units of L with good numerical precision (cf. Fig. 3). To evaluate
the estimator RZ one needs the combination of improvement coefficients bA bP bm
[cf. Eq. (2.30)]. We here simply insert the value obtained with the fit functions (4.3)
and (4.7). At the largest lattice size of our simulations g0 is outside the range of validity
of (4.7). We use a linear fit to the last three data points for bm to extrapolate our data to
this point. The resulting systematic error can be estimated by calculating Z with different
values for bm . We find that it is smaller than 104 and will neglect it in the following. Our
results for Z are summarized in the fourth column of Table 4 and shown in Fig. 7. In the
range of couplings considered we find that our data is represented by the fit function

1 0.9678 g02 + 0.04284 g04 0.04373 g06
Z g02 = 1 + 0.090514 g02
1 0.9678 g02
(4.10)
with a relative precision better than 0.04%. Again the perturbative result (2.34) has been
incorporated into the fit.
It is important to check that another determination of Z differs by O(a 2 ). In Fig. 8 we
plot the difference between RZ determined with the improved and with the standard lattice
derivatives versus a 2 /r02 and see the expected roughly linear dependence.
Fig. 7. Results for Z as a function of g02 from numerical simulations (filled squares) and 1-loop
perturbation theory (dashed line). The solid line represents the fit function (4.10).
60
Fig. 8. This plot shows the difference between the estimates of Z obtained from two alternative
renormalization conditions.
5. Summary and conclusion

We have carried out a detailed non-perturbative determination of the improvement
coefficients bm and bA bP for the range of values used in present large scale
simulations. In the case of bA bP we find that the typical O(a) ambiguity at =
6.0 is not small. Rather than quoting a corresponding systematic error we advocated
the use of improvement conditions at constant physics. This generalizes the strategy
previously applied to renormalization constants [16]. As a result, we have obtained the
improvement coefficients as smooth functions of the bare coupling [Eqs. (4.3), (4.7)], and
we checked that other choices of improvement condition lead to differences which vanish
with a rate proportional to a/r0 . As a byproduct of our approach we also obtained the
finite renormalization constant Z = Zm ZP /ZA , Eq. (4.10). The same remarks as above
apply to this case, except that the difference to other determinations vanishes with a rate
proportional to a 2 /r02 . In contrast to the improvement coefficients, our result for Z differs
from 1-loop perturbation theory in the bare coupling by no more than 3%.
Imposing physical improvement conditions and the error analysis are facilitated by the
use of the Schrdinger functional technology and the use of simple direct estimators. It
would be more difficult to ensure the constant physics condition if smearing techniques
were necessary to enhance the signal, or if the improvement coefficients were obtained
through a fitting procedure. Nevertheless, where they overlap, our new results are
compatible with those of Ref. [14] within the O(a) and O(a 2 ) ambiguities discussed in
this paper. A drawback of the present method is that in the case of bm we reached the
limit of single precision arithmetic, because the estimator of this coefficient relies on the
cancellation between bare quark masses which only happens up to rounding errors. As
explained in detail, this problem becomes more pronounced as the lattice size increases
and prevented us from using our largest lattice for an estimate of bm . We note that the
61
strategy proposed here may be applied in other cases and may certainly be combined with
the ideas of Refs. [11,12] in order to determine the coefficients bA and bP separately.
We end with some comments concerning the coefficient cA and the magnitude of
the corrections associated with bA bP and bm . Since the original non-perturbative
determination in Ref. [8] the relatively large value of cA at = 6.0 (as compared to oneloop perturbation theory) has been subject to doubts by other authors [11,12]. In these
papers, an alternative determination of cA was presented which yields a numerical value
which is roughly half as big at = 6.0. 2 One should note, however, that all the scaling tests
that have been carried out for physical quantities [32,33] show the expected O(a) improved
continuum approach, albeit with sizable O(a 2 ) artifacts in some cases. Our present work
contains additional examples of scaling. In fact, the quantities shown in Figs. 6 and 8
have the advantage that they constitute pure lattice artifacts (rather than having an a priori
unknown continuum limit). More precisely, 1bm and 1(bA bP ) have to vanish in the
limit a/r0 = 0 only when the theory is order a improved, i.e., when csw and cA have the
proper values. Similarly, 1Z = O(a 2 ) is true only in this case. The convincing agreement
with the expected behavior (cf. Figs. 6 and 8) therefore constitutes new evidence that O(a)
improvement has been correctly implemented.
We have emphasized above, that in taking the continuum limit of physical quantities
the correct dependence of the improvement coefficients on g0 is crucial. In addition,
their overall magnitude determines whether they are relevant in practical applications. As
we are considering coefficients multiplying quark masses, this depends in particular on
whether one is interested in the physics of light quarks or heavy quarks. In the range
of bare couplings considered, the bare strange quark mass in lattice units is smaller
than 0.04 [22]. Therefore, approximating the b-coefficients determined here by 1-loop
perturbation theory (as has been done in [22]) does not introduce errors beyond the percent
level for light quarks. On the other hand, for quark masses around the charm quark mass,
non-perturbative values should be used if one is interested in precisions of a few percent. In
addition, the difference 1(bA bP ) translates into an effect of about 10% for the situation
of a D-meson [34] at = 6.0 and about half as much at = 6.2. Unless one takes the
continuum limit, this is the magnitude of O(a 2 mq ) effects to be expected for D-mesons in
the improved theory and one may suspect O(a 2m2q ) terms to be even larger.
Acknowledgements
This work is part of the ALPHA Collaboration research programme. We would like
to thank G. de Divitiis and M. Kurth for collaboration in the early stages of this work.
Computer time on the Quadrics machines at DESY-Zeuthen and the University of Rome
Tor Vergata is gratefully acknowledged. S. Sint acknowledges support by the European
2 Some time ago, we had also considered alternative improvement conditions to determine c [31]. In all cases
A
when the lattice artifact had a large sensitivity to cA , the results were consistent with the original determination
of Ref. [8].
62
Commission under grant No. FMBICT971442. J. Rolf acknowledges a postdoc fellowship

by Deutsche Forschungsgemeinschaft (Graduiertenkolleg GK271).
References
[1] K. Jansen et al., Phys. Lett. B 372 (1996) 275.
[2] R. Sommer, Nucl. Phys. Proc. Suppl. 42 (1995) 186.
[3] K. Symanzik, Some topics in quantum field theory, in: R. Schrader et al. (Eds.), Mathematical
Problems in Theoretical Physics, Lecture Notes in Physics, Vol. 153, Springer, New York, 1982.
[4] K. Symanzik, Nucl. Phys. B 226 (1983) 187.
[5] M. Lscher, P. Weisz, Commun. Math. Phys. 97 (1985) 59;
M. Lscher, P. Weisz, Commun. Math. Phys. 98 (1985) 433, Erratum.
[6] B. Sheikholeslami, R. Wohlert, Nucl. Phys. B 259 (1985) 572.
[7] M. Lscher, S. Sint, R. Sommer, P. Weisz, Nucl. Phys. B 478 (1996) 365.
[8] M. Lscher, S. Sint, R. Sommer, P. Weisz, Nucl. Phys. B 491 (1997) 323.
[9] K. Jansen, R. Sommer, Nucl. Phys. B 530 (1998) 185.
[10] M. Guagnelli, R. Sommer, Nucl. Phys. B Proc. Suppl. 63 (1998) 886.
[11] T. Bhattacharya, S. Chandrasekharan, R. Gupta, W. Lee, S. Sharpe, Phys. Lett. B 461 (1999)
79.
[12] T. Bhattacharya, R. Gupta, W. Lee, S. Sharpe, Nucl. Phys. B Proc. Suppl. 83 (2000) 851.
[13] T. Bhattacharya, R. Gupta, W. Lee, S. Sharpe, Nucl. Phys. B Proc. Suppl. 83 (2000) 902.
[14] G. Divitiis, R. Petronzio, Phys. Lett. B 419 (1998) 311.
[15] R. Gupta, Talk given at Lattice 2000, Bangalore, India, to be published.
[16] M. Lscher, S. Sint, R. Sommer, H. Wittig, Nucl. Phys. B 491 (1997) 443.
[17] R. Wohlert, Improved continuum limit lattice action for quarks, DESY preprint 87-069 (1987),
unpublished.
[18] M. Lscher, P. Weisz, Nucl. Phys. B 479 (1996) 429.
[19] S. Sint, R. Sommer, Nucl. Phys. B 465 (1996) 71.
[20] S. Sint, P. Weisz, Nucl. Phys. B 502 (1997) 251;
S. Sint, P. Weisz, Nucl. Phys. B Proc. Suppl. 63 (1998) 856.
[21] S. Capitani, M. Lscher, R. Sommer, H. Witting, ALPHA Collaboration, Nucl. Phys. B 544
(1999) 669.
[22] J. Garden, J. Heitger, R. Sommer, H. Witting, ALPHA and UKQCD Collaborations, Nucl. Phys.
B 571 (2000) 237.
[23] M. Lscher, R. Narayanan, P. Weisz, U. Wolff, Nucl. Phys. B 384 (1992) 162.
[24] S. Sint, Nucl. Phys. B 421 (1994) 135.
[25] E. Gabrielli, G. Gabrielli, C. Pittori, G. Heatlie, C.T. Sachrajda, Nucl. Phys. B 362 (1991) 475.
[26] S. Sint, private notes (1996), unpublished.
[27] R. Sommer, Nucl. Phys. B 411 (1994) 839.
[28] M. Guagnelli, R. Sommer, H. Wittig, ALPHA Collaboration, Nucl. Phys. B 535 (1998) 389.
[29] S. Sint, P. Weisz, ALPHA Collaboration, Nucl. Phys. B 545 (1999) 529.
[30] R. Frezzotti, M. Hasenbusch, J. Heitger, K. Jansen, U. Wolff, hep-lat/0009027, to appear in
Comput. Phys. Commun.
[31] M. Guagnelli and R. Sommer, private notes (1998), unpublished.
[32] J. Heitger, ALPHA Collaboration, Nucl. Phys. B 557 (1999) 309.
[33] M. Guagnelli, J. Heitger, R. Sommer, H. Wittig, ALPHA Collaboration, Nucl. Phys. B 560
(1999) 465.
[34] K.C. Bowler et al., UKQCD Collaboration, hep-lat/0007020.

Discrete Wilson lines in N = 1 D = 4 type IIB

orientifolds: a systematic exploration for Z6
orientifold
Mirjam Cvetic a,b,c , Angel M. Uranga d , Jing Wang e,
a Department of Physics and Astronomy, University of Pennsylvania, Philadelphia, PA 19104-6396, USA
b Department of Physics and Astronomy, Rutgers University, Piscataway, NJ 08855-0849, USA
c SISSA-ISAS and INFN, Sezione di Trieste, Via Beirut 2-4, I-34013, Trieste, Italy
d Fermilab, Theory Division, Batavia, IL 60510, USA
e Theory Division, CERN, CH-1211 Geneva 23, Switzerland
Received 3 November 2000; accepted 8 November 2000
Abstract
We develop techniques to construct general discrete Wilson lines in four-dimensional N = 1
type IIB orientifolds, their T-dual realization corresponds to branes positioned at the orbifold fixed
points. The explicit order two and three Wilson lines along with their tadpole consistency conditions
are given for D = 4 N = 1 Z6 type IIB orientifold. The systematic search for all models with
general order three Wilson lines leads to a small class of inequivalent models. There are only
two inequivalent classes of a potentially phenomenologically interesting model that has a possible
SU(3)color SU(2)L SU(2)R U (1)B L gauge structure, arising from a set of branes located
at the Z6 orbifold fixed point. We calculate the spectrum and Yukawa couplings for this model.
On the other hand, introduction of anti-branes allows for models with three families and realistic
gauge group assignment, arising from branes located at the Z3 orbifold fixed points. 2001 Elsevier
Science B.V. All rights reserved.
1. Introduction
Four-dimensional N = 1 supersymmetric type IIB orientifolds ([19] and references
therein) provide a fertile ground to study new physics implications of perturbative openstring theories which in turn could shed light on the physics of strongly coupled heterotic
string models. In this effort one is at fairly early stages. One goal, that is far from being
achieved, is the development of techniques that would yield a larger class of solutions (see,
E-mail address: jingw@fnal.gov (J. Wang).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 6 9 - 6
64
M. Cvetic et al. / Nuclear Physics B 595 (2001) 6392
e.g., [10] and references therein) than those based on symmetric orientifold constructions.
Another direction is the exploration of possible deformations of symmetric orientifold
models, which in turn may provide large new classes of models which may eventually
lead to models with quasi-realistic features.
Such deformations fall into two classes: (i) Wilson lines, which in the T-dual picture
correspond to branes moved to different positions on the orientifold, (ii) blow-up of
orientifold singularities.
The deformations in the space of supersymmetric four-dimensional solutions have
a field-theoretic realization; one identifies specific D- and F-flat directions within the
effective theory of the original model. 1 The effective field theory at the new (deformed)
supersymmetric ground states is a power-series in the magnitude of the vacuum expectation
values of the fields responsible for the deformation. In particular, this technique was used to
study the blowing-up of the orientifold singularities 2 [13,14], where the Z3 [1] and Z2 Z2
N = 1 D = 4 orientifolds are used as prototypes. Results are different in nature from those
of perturbative heterotic orbifolds [15]. The blowing-up deformation is notoriously difficult
to describe within the full string theory context, since the metric of the blown-up space is
not explicitly known. On the other hand the explicit field-theoretic realization in terms of
(non-Abelian) flat directions allows for the determination of the surviving gauge groups
and massless spectrum.
On the other hand Wilson lines, both continuous and discrete, can in principle be
constructed within full string theory. The T-dual interpretation of continuous Wilson lines
corresponds to a set of branes located at generic points on the orientifold, while discrete
Wilson lines correspond to special cases of sets of branes located at the orbifold fixed
points. Deformation by continuous Wilson lines admits an interpretation in the effective
field theory as specific D- and F-flat directions, which describe (in the T-dual picture)
infinitesimal motion of sets of branes away from the fixed points.
Explicit examples of discrete Wilson lines have been constructed for a number of
different orientifold models (see [6,8,9,16] and references therein). Continuous Wilson
lines were first addressed in [5,6], but the explicit unitary representation was not given.
The explicit unitary representation of the continuous Wilson line, specifically constructed
for the Z3 orientifold, along with the most general set of continuous Wilson lines and their
field theory realization for Z3 orientifold was recently given in [17].
The purpose of this paper is to advance the techniques to construct models with general
discrete Wilson lines for general symmetric type IIB orientifolds. In particular we construct
the explicit form of such Wilson lines which satisfy both the algebraic consistency
conditions and the tadpole consistency conditions. We carry out our discussion in the
T-dual picture, where Wilson lines have a geometric interpretation as sets of branes located
at different fixed points. Algebraic consistency conditions amount to the consistency of the
location of these branes with the orbifold/orientifold symmetries. We also show that the
1 Such techniques have been extensively applied to the studies of heterotic string models, see, e.g., [11] and
references therein.
2 Previous work on blowing up orbifold singularities has appeared in [12].
65
T-dual tadpole consistency conditions are related to the original ones by a discrete Fourier
transform. We apply these techniques to fully explore the Z6 orientifold model with a
very general choice of discrete Wilson lines. However, we would like to emphasize the
techniques are general, and apply to other orientifolds as well.
One of the motivations to study this particular model is that it could be very interesting
from the phenomenological point of view, since it may allow for putting branes at
Z3 orbifold points (that are not fixed under orientifold projection). The relevance of
configurations of branes at Z3 orbifold points to obtain potentially realistic models has been
discussed in [18]. If six branes are located at such points such sectors may provide standard
model gauge groups with three families. However, we find the consistency constraints do
not allow for the gauge structure SU(3)color SU(2)L U (1) in such sectors. This is only
possible if one includes anti-branes in the model and breaks supersymmetry (in a hidden
sector).
Nevertheless we carry out a systematic exploration of all the possible models with
N = 1 supersymmetry and find a small class of inequivalent models. When restricting
to models containing sectors with SU(3) gauge group factors, as candidates for SU(3)color ,
we find only two inequivalent classes, with a possible gauge group assignment SU(3)color
SU(2)L SU(2)R U (1)B L that arises from branes located at the Z6 orbifold fixed point.
We provide the full massless spectrum and the Yukawa couplings, thus setting the stage for
further phenomenological explorations of this model.
The paper is organized in the following way. In Section 2 we construct both order three
(Section 2.1) and order two (Section 2.2) discrete Wilson lines for Z6 orientifold, as well as
continuous Wilson lines (Section 2.3), and provide their T-dual interpretation. In Section 3
we provide the tadpole cancellation conditions in a class of models with arbitrary number
of order three Wilson lines. For completeness we also describe the tadpole constraints in
the T-dual version, and show (in appendix) they are related to the tadpole conditions in
the original picture by a discrete Fourier transform. In Section 4 we describe in detail
the orbifold and orientifold projections, both in terms of D9- and D53 -branes, 3 and in a
T-dual picture of D3- and D73 -branes, to obtain the spectra of the models in subsequent
sections. In Section 5 we systematically explore the gauge group structure of models
with discrete Wilson lines (Section 5.1), and focus on a particular solution (Section 5.2)
with potentially phenomenologically interesting features. We also present a solution with
anti-branes (Section 5.3), which provides a realistic gauge group with three families. In
Section 6 we summarize and discuss the results and techniques developed in this paper,
and conclude with possible further applications.
2. Wilson lines in the Z6 orientifold

The techniques to construct N = 1 type IIB orientifolds based on orbifolds T 6 /ZN and
T 6 /(ZN ZM ) are by now standard and we refer the reader to, e.g., [6] for a detailed
3 Throughout this paper, we denote by D5 -branes (D7 -branes) the D5-branes (D7-branes) wrapped on
i
i
(transverse to) the ith complex plane.
66
discussion of such models as well as the notations and conventions.

We shall focus on the study of Wilson lines for Z6 orientifold, constructed [4,6] by
orientifolding type IIB string theory on T 6 /Z6 . The Z6 symmetry is generated by an
action :
: Xi e2ivi Xi ,
(1)
on the complex coordinates Xi , i = 1, 2, 3, of the three two-tori and the twist vector v
is of the form v = 16 (1, 1, 2). The orientifolding is generated by the worldsheet parity
operator . The model contains a set of D9- and D53 -branes. The action of and
on the open string states is described by ChanPaton matrices and , respectively,
which form a projective representation of the orientifold group. Hence, consistency with
the group multiplication rules implies algebraic constraints like N = 1 (N = 6 for Z6
orientifold), (k ) = k , etc. In addition, must be symmetric for D9-branes
and antisymmetric for D5-branes. In addition, RamondRamond (RR) sector tadpole
cancellation conditions must be imposed on the ChanPaton matrices to ensure the
consistency of the theory. After successful embedding of the orientifold action, the open
string states, including gauge bosons and matter fields, can be easily constructed.
We shall start with the analysis for the Z6 orbifold, and only at a later stage incorporate
the orientifold projection . Also in this section we shall focus primarily on the algebraic
constraints on the model, i.e., we discuss the building blocks for the Wilson lines, leaving
the study of tadpole cancellation conditions for the subsequent sections. 4
The action of on D9-branes, ,9 , has the general form

1
3
5
7
9
11
,9 = diag ei 6 1N1 , ei 6 1N2 , ei 6 1N3 , ei 6 1N4 , ei 6 1N5 , ei 6 1N6 .
(2)
For the time being the non-negative integers Ni are kept arbitrary, but will be eventually
constrained by the orientifold projection and tadpole cancellation conditions.
In the following we shall construct different types of discrete Wilson lines on the
D9-branes. Since the third complex plane is twisted only by order three actions, the
corresponding Wilson lines are identical to those in the Z3 orientifold [5,6,17]. Hence
we focus on Wilson lines along the first complex plane (the second plane suffers identical
twists). The (space) group law implies the following set of algebraic constraints on the
ChanPaton embedding W,9 such Wilson lines:
(,9 W,9 )6 = 1,
( 2 ,9 W,9 )3 = 1,
( 3 ,9 W,9 )2 = 1.
(3)
In the following subsections we construct several solutions to these constraint, including

order three Wilson lines, order two Wilson lines, and continuous Wilson lines.
4 This approach has an additional advantage that the results in this section apply to more general sets of branes,
e.g., D2-branes wrapped on a complex plane, which could be of interest to study the spectrum of states in such
models.
67
2.1. Order three Wilson lines

An order three Wilson line W1 ,9 is characterized by the additional condition
[ 2 ,9 , W1 ,9 ] = 0,
(4)
hence the second constraint in (3) implies W3 1 ,9 = 1. Given the relation between Wilson
line eigenvalues and brane locations in a T-dual picture, in the model obtained by
T-dualizing along the first complex plane, the configuration corresponds to locating the
D7-branes at different fixed points of the order three action 2 .
In the following we construct a family of Wilson lines satisfying these constraints. It is
convenient to reorder the blocks in ,9 , so that we have

1
7
3
9
5
11
,9 = diag ei 6 1N1 , ei 6 1N4 , ei 6 1N2 , ei 6 1N5 , ei 6 1N3 , ei 6 1N6 ,

1
1
5
5
2 ,9 = diag ei 3 1N1 , ei 3 1N4 , 1N2 , 1N5 , ei 3 1N3 , ei 3 1N6 ,
3 ,9 = diag(i1N1 , i1N4 , i1N2 , i1N5 , i1N3 , i1N6 ).
The most general form of W1 ,9 which satisfies the condition (4) is
A
W1 ,9
,
WB1 ,9
W1 ,9 =
WC1 ,9
(5)
(6)
where each piece in the matrix above spans two blocks in (5). The second constraint in
(p)
Eq. (3) becomes (W1 ,9 )3 = 1, (p) = A, B, C. One can show that the third constraint in (3)
implies the first, so we need to impose the former only.
(p)
The matrices W1 ,9 , p = A, B, C, may contain diagonal blocks of identity matrices with
various dimensionalities, which correspond to entries for which the Wilson line has a trivial
0
action. In the following discussion, we will tacitly remove those entries, and define Ni to
number the entries with non-diagonal block structures.
0
There are non-trivial solutions for the constraints above when the (redefined) Ni satisfy
0
0
0
0
0
0
N1 = N4 , N2 = N5 , N3 = N6 . For instance, let us consider
1
1
1
1
2
2
2
2
2 (A + A ) 2 (A A )
2 (B + B ) 2 (B B )
A
B
,
W1 ,9 = 1
,
W1 ,9 = 1
1
1
2
2
2
2
2 (A A ) 2 (A + A )
2 (B B ) 2 (B + B )
1
1
2
2
2 (C + C ) 2 (C C )
C
,
(7)
W1 ,9 = 1
1
2
2
2 (C C ) 2 (C + C )
where A, B and C are diagonal matrices satisfying A3 = 1, B 3 = 1, C 3 = 1. A direct
calculation, starting from constraints in Eqs. (3) and (4), confirms that the building blocks
of the the Wilson line (6), are indeed of the form given in Eq. (7), and therefore
WA,B,C
1 ,9
define a consistent order three Wilson line for the Z6 orbifold.
To clarify the structure of our solution, let us diagonalize A, B and C matrices, while
maintaining 2 ,9 diagonal, but making 3 ,9 non-diagonal. Denoting matrices in the new
basis with a tilde, we have
68

A = diag 1n1 , 1m1 , 2 1m1 ,

e = diag 1n2 , 1m2 , 2 1m2 ,
B

e = diag 1n3 , 1m3 , 2 1m3 ,
C
(8)
with = e2i/3 . Hence we have

W1 ,9 = diag 1N1 +N4 2m1 , 1m1 , 2 1m1 , 1N2 +N5 2m2 , 1m2 , 2 1m2 ,

1N3 +N6 2m3 , 1m3 , 2 1m3 ,
(9)
where Ni are as originally defined in Eq. (5), while m1 , m2 and m2 are non-negative
integers satisfying N1 + N4 2m1 > 0, N2 + N5 2m2 > 0 and N3 + N6 2m3 > 0.
On the other hand
3 ,9 = i diag(T11 , T22 , T33 ),
(10)
where the matrix T11 is defined as
1N1 m1
1N4 m1
T11 =
1m1
(11)
1m1
and T22 and T33 are defined analogously.
In this basis the structure of the Wilson line nicely reflects the configuration of D7-branes
in the T-dual picture. Each eigenspace of W1 ,9 corresponds to a set of D7-branes at a 2
fixed points. The action of 3 leaves invariant the eigenspace with W1 -eigenvalue 1, and
swaps the eigenspaces of W1 -eigenvalues , 2 . In the T-dual picture, this corresponds to
the fact that 3 action leaves D7-branes at the origin fixed, but it exchanges D7-branes at
the remaining two 2 fixed points.
We conclude this subsection by studying the introduction of a second discrete order
three Wilson line W2 ,9 in the second complex plane. This Wilson line has to satisfy all
the conditions in Eqs. (3) and (4), and in addition has to commute with the first Wilson
line action, i.e., [W2 ,9 , W1 ,9 ] = 0. In the basis in which W1 ,9 is diagonal these constraints
can be easily satisfied by the following form of W2 ,9 (for the sake of simplicity we have
omitted the notation with a tilde):
W2 ,9 = diag(Q11 , Q22 , Q33 ),
(12)
where the matrix Q11 is defined as

Q11 = diag(q11 , q12 , q13),
(13)
the matrices q1i (i = 1, 2, 3) are defined as
1N1 +N4 2m1 2x1

1
2
q11 =
2 (D + D )
1
2 (D
D2 )
1
2
2 (D D ) ;
1
2
2 (D + D )
(14)
q12 = diag(1m1 x2 x3 , 1x2 , 2 1x3 ),

q13 = diag(1m1 x2 x3 , 2 1x2 , 1x3 ),
(15)
69
where D 3 = 1 and D is a matrix of dimension x1 x1 , while x2 + x3 6 m1 . Matrices Q22

and Q33 can be defined analogously with a set of integer parameters xi (i = 1, . . . , 12).
2.2. Order two Wilson lines
We now turn to the generic structure of order two Wilson lines. An order two Wilson
line in the first complex plane acts on the D9-branes with ChanPaton matrix W 21 ,9 . This
embedding must satisfy the set of algebraic constraints in Eq. (3). In addition, it must
satisfy the commutation relation
[,9 , W 21 ,9 ] = 0.
(16)
= 1. These Wilson lines correspond in a

Thus, the third constraint in (3) becomes
3
T-dual picture to branes sitting at the fixed points.
It is convenient to reorder the ChanPaton blocks as follows

9
1
5
3
11
7

1
5
5
1
2 ,9 = diag ei 1N5 , ei 3 1N1 , ei 3 1N3 , ei 1N2 , ei 3 1N6 , ei 3 1N4 ,

3 ,9 = diag i1N5 , i1N1 , i1N3 , i1N2 , i1N6 , i1N4 .
(17)
W2 21 ,9
The general form of a Wilson line matrix, satisfying Eq. (16), is of the form
A

W 21 ,9
,
(18)
W 21 ,9 =
WB 21 ,9
where each piece in the above matrix spans three blocks in (17). The third constraint in (3)
(p)
becomes (W 21 ,9 )2 = 1, for (p) = A, B.
The constraints can be solved independently for the two building blocks WA 21 and WB 21 .
Since they are analogous, we detail only the A block. Let us denote Ak ,9 , the relevant
sub-block in the Z6 ChanPaton embeddings.
(p)
The matrices W 21 ,9 , p = A, B, may contain diagonal pieces. They would correspond to
entries for which the Wilson line has a trivial action. We again redefine the Ni to number
the entries with non-diagonal block structures.
There are non-trivial solutions for the constraints above when the (redefined) Ni s
satisfy N1 = N3 = N5 , N2 = N4 = N6 . In analogy with the order three Wilson lines, it
is convenient to go to the basis in which W 21 ,9 and 3 ,9 are simultaneously diagonalized,
while other matrices like ,9 become off-diagonal. We denote the matrices in this new
basis by a tilde. The structure of WA 21 ,9 and A3 ,9 is
A3 ,9 = diag(i1, i1, i1),
WA1 ,9 = diag(A1 , A2 , A3 ),
where A1 , A2 , A3 are diagonal and square to 1.
In this basis the (non-diagonal) matrix A2 ,9 has the structure
1
A2 ,9 =
1.
1
(19)
(20)
70
In order to impose the second constraint in (3), we obtain
A2 A3 A1

3
.
A2 ,9 WA1 ,9 =
A3 A1 A2
A1 A2 A3
(21)
Thus, we get the constraint A1 A2 A3 = 1 (since the matrices Ai are diagonal and hence
commute, one automatically obtains that A2 A3 A1 = 1 and A3 A1 A2 = 1 as well).
A can be obtained as A ( A )2 , hence the first constraint in (3) is
The matrix ,9
3 ,9 2 ,9
automatically satisfied.
In order to express these matrices in the original basis, where all the k ,9 are diagonal,
and W 21 ,9 is non-diagonal, we change the basis using the unitary transformation
1 1
1
1
(22)
P = 1 2 .
3 1 2
We get
P A2 ,9 P 1 = diag(1, 2 1, 1) ,
(23)
which is precisely the form for 2 ,9 in the initial basis. In the initial basis the Wilson line
has the following structure
2
A A
A
2
(24)
WA 21 ,9 = P WA 21 ,9 P 1 = A
A A ,
2
A
A
A
where we have defined
1
(A1 + A2 + A3 ),
3

1
A1 + A2 + 2 A3 ,
A =
3

1
2
A1 + 2 A2 + A3 .
(25)
A =
3
Naturally, this Wilson line satisfies all the algebraic constraints (3).
The structure of these Wilson lines (particularly in the rotated basis, where these Wilson
lines are diagonal) reflects the distribution of D7-branes in the T-dual picture. Since the
Wilson line commutes with the 3 twist, in the T-dual picture D7-branes are at 3 fixed
points. The order three permutation action (20) corresponds, in the T-dual picture, to the
permutation action of 2 on the three 3 fixed points away from the origin.
A =
2.3. Continuous Wilson line in a Z6 plane

In this section we compute the structure of a continuous Wilson line embedded along
the first plane, W c,9 . It is convenient to reorder the blocks in the ChanPaton matrices as

1
9
5
7
3
11

2
1
2
1
2 ,9 = diag e2i 3 1N1 , 1N5 , e2i 3 1N3 , e2i 3 1N4 , 1N2 , e2i 3 1N6 ,

3 ,9 = diag i1N1 , i1N5 , i1N3 , i1N4 , i1N2 , i1N6 .
71
(26)
The continuous Wilson line will involve an equal number of entries from each diagonal
block (i.e., a combination of D-branes with the traceless embedding). Therefore, in the
following discussion of the continuous Wilson line we take all the Ni s to be equal.
Since the structure of continuous Wilson lines, consistent with an order three orbifold
twist, is known [5,6,17], it is convenient to use this information to solve the second
constraint in (3). One then imposes the additional conditions to obtain the final form of
the Wilson line in the Z6 case.
The order three twist can be written in the following form:
2
1
2
1
(27)
2 = diag e2i 3 , 1, e2i 3 , e2i 3 , 1, e2i 3 1N .
The structure of a continuous Wilson line consistent with the order three twist is
W,9 = diag(c,1 ; c,2 ) 1N ,
(28)
where c,1 , c,2 are two independent 3 3 matrices, each of which depends on one complex
1
2
parameter. They must satisfy (c,i Z3 )3 = 1, where Z3 = diag(1, e2i 3 , e2i 3 ), and are of
the general form, parameterized by one complex parameter, as given in [17]. (The one real
parameter continuous Z3 Wilson line was first given in [5,6].) We have introduced a tilde
notation in the Wilson line above because it has such a simple form only in a rotated basis,
where the matrices , 3 become non-diagonal. Specifically, the 3 twist is embedded as

13
(29)
3 ,9 = i
1N .
13
1
. From now on we denote c,1 , c,2
Hence, the second condition in (3) requires c,2 = c,1
1
1
1
simply by , , and also define + 2 ( + ), 12 ( 1 ).
Rotating back to the original basis, we have
1
9
5
7
3
11
,9 = diag ei 6 , ei 6 , ei 6 , ei 6 , ei 6 , ei 6 ,
2
1
2
1
2 ,9 = diag e2i 3 , 1, e2i 3 , e2i 3 , 1, e2i 3 ,
3 ,9 = diag(i, i, i, i, i, i),

+
,
W,9 =
+
(30)
in which only one diagonal block of the k matrices is shown. The matrix W,9 provides a
one (complex) parameter Wilson line solving the second and third constraints. A lengthy,
but straightforward calculation shows that it also satisfies the first constraint. Hence, the
matrix above provides a continuous Wilson line consistent with all algebraic constraints.
The ansatz (28) can be extended to a more general form, depending on N complex
parameters, as
W,9 =
N
M
i=1

diag ci ; c1
,
i
(31)
72
with ci a matrix of the form determined in [17], and depending on the ith complex
parameter.
The construction above has a clear interpretation in the T-dual picture. A continuous
Wilson line corresponds to placing a dynamical D-brane at a generic point on the orbifold.
Equivalently, such a D-brane corresponds to a Z6 -invariant set of six D-branes in the
covering space. Imposing the order three constraint on the Wilson line amounts to grouping
the T-dual D-branes in two Z3 -invariant sets. The additional order two condition relates the
locations of the two trios, yielding a Z6 -invariant configuration.
At particular points in the moduli space of continuous Wilson lines, the matrix W c,9
reproduces the structures encountered in the construction of order three and order two
discrete Wilson lines. When the relation [ 2 , W,9 ] = 0 is imposed, one recovers the order
three discrete Wilson line: the matrix can be diagonalized simultaneously with 2 , hence
it reduces to the previous order three discrete Wilson line. In the case of order two discrete
Wilson lines, the relation [ 3 , W,9 ] = 0 requires = 1 . The explicit form for the one
complex parameter continuous Wilson line , as given in [17], allows one to reduce
precisely to the form of the order two discrete Wilson line solution, given in Eq. (24), up
to an irrelevant overall phase.
In the T-dual picture, these special points in moduli space correspond to configurations
where the branes are located at fixed points of 2 or 3 , as explained in the previous two
Subsections.
3. Tadpole cancellation conditions
Consistent orientifold constructions also requires the conditions of cancellation of RR

tadpoles. These have been computed for the Z6 orientifold in [4,6] for the case without
Wilson lines, and require the introduction of D9- and D53 -branes with constrained Chan
Paton embeddings. Tadpole conditions can be easily modified to include the possibility of
Wilson lines. Crosscap contributions (twisted orientifold charges) are unchanged, since the
closed string sector does not feel the Wilson lines. Disk contributions to twisted tadpoles
at a fixed point are proportional to the trace of the D-brane ChanPaton embedding felt
locally at the fixed point, which depends on the presence of the Wilson lines.
Using the results in [4,6] and the above properties of the one-loop diagrams in the
presence of Wilson lines, it is straightforward to write the tadpole cancellation conditions
for general configurations in the presence of Wilson lines. For instance, we consider
configurations containing D9-branes, with Wilson lines along all three complex planes,
and D53 -branes, with Wilson lines along the third plane, and located at all possible 2
fixed points in the first two planes (labelled by (m, n), with m, n = 0, 1 for shorthand).
The twisted tadpole conditions for the different fixed points are:
73
Fixed point Twisted tadpole condition

p
p
(0, 0, p) Tr ,9 W3 ,9 + Tr ,53 ,(0,0)W3 ,53 ,(0,0) = 0,

2p
2p
Tr 2 ,9 W3 ,9 + 3 Tr 2 ,53 ,(0,0)W3 ,53 ,(0,0) = 16,

Tr 3 ,9 + 4 Tr 3 ,53 ,(0,0) = 0,

p
p
Tr 4 ,9 W3 ,9 + 3 Tr 4 ,53 ,(0,0)W3 ,53 ,(0,0) = 16,

2p
2p
Tr 5 ,9 W3 ,9 + Tr 5 ,53 ,(0,0)W3 ,53 ,(0,0) = 0,

2p
2p
(m, n, p) Tr 2 ,9 Wm1 ,9 Wn 2 ,9 W3 ,9 + 3 Tr 2 ,53 ,(m,n) W3 ,53 ,(m,n) = 4,

p
p
(m, n) 6= (0, 0) Tr 4 ,9 W2m1 ,9 W2n2 ,9 W3 ,9 + 3 Tr 4 ,53 ,(m,n) W3 ,53 ,(m,n) = 4.
(32)
In subsequent sections we will provide a systematic search for solutions to these
conditions. In fact, it will be practical to consider the models obtained after T-dualizing
along the third complex plane, so that Wilson lines along it become D-brane positions
in the T-dual picture. The original D9-branes become D73 -branes, sitting at the three
2 fixed points in the third plane, labelled by p = 0, 1, and the D53 -branes become
D3-branes, sitting at 2 fixed points (m, n, p). The orientifold action in the T-dual version
is 3 = R3 ()FL , with R3 : z3 z3 .
In order to construct the model in the T-dual version, we need to derive the corresponding
tadpole cancellation conditions. These can be obtained from the original ones, given
in Eq. (32), by applying the Fourier transformation procedure, discussed in appendix.
Applying this procedure along the third complex plane, the new tadpole conditions read:
Fixed point Twisted tadpole condition
(0, 0, p) Tr(,73 ,p ) + Tr(,3,(0,0,p)) = 0,
Tr( 2 ,73 ,p ) + 3 Tr( 2 ,3,(0,0,p)) = 16p,0,
X

Tr( 3 ,73 ,p ) + 4 Tr( 3 ,3,(0,0,p)) = 0,
p=0,1
Tr( 4 ,73 ,p ) + 3 Tr( 4 ,3,(0,0,p)) = 16p,0,

Tr( 5 ,73 ,p ) + Tr( 5 ,3,(0,0,p)) = 0,

(m, n, p) Tr 2 ,73 ,p Wm1 ,73 ,p Wn 2 ,73 ,p + 3 Tr 2 ,3,(m,n,p) = 4p,0 ,

(m, n) 6= (0, 0) Tr 4 ,73 ,p W2m1 ,73 ,p W2n2 ,73 ,p + 3 Tr 2 ,3,(m,n,p) = 4p,0 .
(33)
These conditions nicely reflect the geometric structure of the fixed points in the T-dual
picture, which is depicted in Fig. 1. It represents the 27 2 fixed points of T 6 /Z6 , each with
its contribution to the 2 -twisted crosscap tadpole which, if non-zero, has to be canceled
by D3-branes sitting at (or D73 -branes passing through) those points. Notice that crosscap
tadpoles arise only at fixed points of 3 , which therefore must have p = 0. Recall also
that 3 reflects z1 and z2 , so only points with m = n = 0 are fixed under it. Taking all
these conditions into account, we see the following properties of the tadpole cancellation
conditions:
The point (0, 0, 0) is fixed under 2 , 3 and 3 , it is a C3 /Z6 orientifold point. The
contributions to the k crosscap tadpoles for such point can be computed to be 0, 16, 0,
16, 0 for k = 1, . . . , 5, as above.
74
Fig. 1. Structure of T 6 /Z6 modded out by 3 . At each 2 fixed point we have indicated the
2 -twisted crosscap tadpole. This has to be canceled by including D3-branes (denoted by crosses)
and D73 -branes (depicted as planes) sitting or passing through those points.
A point of the form (m, n, 0) with (m, n) 6= (0, 0) is fixed under 2 and 3 , but not
under 2 , and so is a C3 /Z3 orientifold point. The crosscap tadpoles in its two twisted
sectors are 4, 4 [20], as above.
Points of the form (0, 0, p) for non-zero p, are fixed under 2 , 3 , but not under 3 ;
they are C3 /Z6 orbifold points, and have zero crosscap tadpoles.
Points of the form (m, n, p) for non-zero p and (m, n) 6= (0, 0) are fixed under 2 but
not under 3 or 3 ; they are C3 /Z3 orbifold points, and do not receive crosscap tadpoles.
As discussed in [18], C3 /Z3 orbifold points are interesting to build three-family models
with realistic gauge groups on the D3-branes. The Z3 symmetry ensures three families
structure, while the orbifold (rather than orientifold) points ensures the existence of one
non-anomalous U(1) which could play the role of hypercharge, if the gauge groups arising
from these D3-branes contain SU(3)color SU(2)L U (1). The existence of Z3 orbifold
points is one of the motivations for studying Z6 orientifold.
4. Spectrum
Before turning to the techniques of solving the tadpole conditions and exploring their
solutions, we devote this section to deriving the spectrum in the open string sectors by
imposing orbifold and orientifold projections.
The class of models we are considering, as mentioned above, includes models with
D9-branes with arbitrary order three Wilson lines along the three complex planes, and
75
D53 -branes at the diverse 2 fixed points in the first two complex planes, and with an
arbitrary order three Wilson line on the third plane.
In the 99 sector the projections for gauge bosons and chiral multiplets are
99
1
,
gauge = ,9 ,9
1
,
ith chiral = e2ivi ,9 ,9
1
= ,9 T ,9
,
1
= ,9 T ,9
,
(34)
where i = 1, 2, 3 labels the complex planes. Also, since boundary conditions allow for
momentum excitations in all complex planes, we have to impose the projection onto states
invariant under the action of the three Wilson lines
99 = Wi ,9 W1i ,9 for all 99 states,
(35)
for i = 1, 2, 3. In the 53 53 sector, we obtain states only for open strings stretching between
the D53 -branes sitting at identical points (m, n) in the first two planes. The projections for
gauge bosons and chiral multiplets are
53 53
1
gauge = ,53 ,(m,n) ,5
,
3 ,(m,n)
1
2ivi
,53 ,(m,n) ,5
,
chiral = e
3 ,(m,n)
1
= ,53 ,(m,n) T ,5
,
3 ,(m,n)
T 1
= ,53 ,(m,n) ,53 ,(m,n) ,
(36)
with i = 1, 2, 3, and with the sign in the last equation positive for i = 1, 2, and negative
for i = 3. Since boundary conditions allow for momentum excitations in the third complex
planes, all states must satisfy
53 53
= W3 ,53 ,(m,n) W13 ,53 ,(m,n) for all 53 53 states.
(37)
Finally, we turn to the 953 sector. There is one such sector for each point (m, n) at
which D53 -branes sit. Since maps it to the 53 9 sector, we keep only the former and do
not impose any projection. In performing the orbifold projection one should realize that
at a point with coordinates (m, n) in the first two planes the action felt by the D9-branes
depends on the Wilson lines along these directions. We have the projection
1
.
(38)
953 = eiv3 ,9 Wm1 ,9 Wn 2 ,9 ,5
3 ,(m,n)
In addition since boundary conditions allow for momentum along the third plane, we have
to impose
953
= W3 ,9 W13 ,53 ,(m,n) for 953 states.
(39)
In the T-dual version, in which the orientifold action is 3 , and the model contains
D73 - and D3-branes, it is convenient to describe the projections in these terms as well.
Our class of models contains D73 -branes sitting at 2 fixed points in the third plane, and
with arbitrary order three Wilson lines along the first two, and D3-branes sitting at 2 fixed
points (m, n, p) in the internal space.
In the 73 73 sector there are massless states only when both 73 branes sit at the same
location in the third plane (this is T-dual to the W3 projection in (35)). The only D73 -branes
that are left fixed by 3 projection sit at p = 0. For these, the projections read
76
73 73
1
gauge = ,73 ,0 ,7
,
3 ,0
1
,
ith chiral = e2ivi ,73 ,0 ,7
3 ,0
= 3 ,73 ,0 T 1
,
3 ,73 ,0
= 3 ,73 ,0 T 1
.
3 ,73 ,0
(40)
For D73 -branes at a location p 6= 0, 3 maps them to D73 -branes at the location p.
Hence, we may keep only one set of them, say p = +1, and do not impose the orientifold
projection. We have
73 73
1
gauge = ,73 ,+1 ,7
,
3 ,+1
1
2ivi
,73 ,+1 ,7
.
ith chiral = e
3 ,+1
(41)
Since boundary conditions allow for momentum excitations in the first two complex
planes, we have the Wilson line projection
73 73
= Wi ,73 ,p W1i ,73 ,p
for all 73 73 states
(42)
for p = 0, 1 and i = 1, 2.
In the 33 sector, we obtain states only for D3-branes sitting at the identical points
(m, n, p). Notice that all D3-branes sit at 2 fixed points, hence all 33 states are subject to
the 2 projection. However, D3-branes with (m, n) 6= (0, 0) are not fixed under , which
maps them to D3-branes at (m, n), so we may keep only the 2 projection and do not
impose the projection. Similarly, only D3-branes with the third coordinate p = 0 are
fixed under 3 , and thus are subject to 3 projection. In the following we state the explicit
projections for D3-branes at different 2 fixed points.
For D3-branes at (0, 0, 0) point we have the projections
33
1
,
gauge = ,3,(0,0,0),3,(0,0,0)
,
= 3 ,3,(0,0,0)T 1
3 ,3,(0,0,0)
1
,
ith chiral = e2ivi ,3,(0,0,0),3,(0,0,0)
,
= 3 ,3,(0,0,0)T 1
3 ,3,(0,0,0)
(43)
with positive sign for i = 1, 2, and negative for i = 3.

For D3-branes at (m, n, 0) with (m, n) = (1, 0), (0, 1), (1, 1), (1, 1), we have the
projections
33
gauge = 2 ,3,(m,n,0) 1
2 ,3,(m,n,0) ,
1
,
= ,3,(m,n,0)T ,3,(m,n,0)
ith chiral = e2i2vi 2 ,3,(m,n,0)1

2 ,3,(m,n,0) ,
1
,
= ,3,(0,0,0)T ,3,(0,0,0)
(44)
with positive sign for i = 1, 2, and negative for i = 3. Other (m, n) fixed points are just
-images of the above.
For D3-branes at (0, 0, +1)
33
77
1
gauge = ,3,(0,0,+1),3,(0,0,+1)
,
1
1
,3,(0,0,0)
.
ith chiral = e2ivi ,3,(0,0,+1),3,(0,0,+1)
(45)
D3-branes at p = 1 are just 3 -images of the above.

Finally, for D3-branes at (m, n, +1) = (0, 1, 1), (1, 0, 1), (1, 1, 1), (1, 1, 1), we have
33
gauge = 2 ,3,(m,n,+1) 1
2 ,3,(m,n,+1) ,
ith chiral = e2i2vi 2 ,3,(m,n,+1)1
2 ,3,(m,n,+1) .
(46)
Other (m, n, +1) points are just -images of the above, and points (m, n, 1) are
3 -images of the above.
Finally, we turn to the 73 3 sector. There is one such sector for each point (m, n, p)
at which D3-branes may sit. The massless states arise from D73 - and D3-branes with
identical p. In performing the orbifold projection one should realize that at a point with
coordinates (m, n) in the first two planes the action felt by the D73 -branes depends on
the Wilson lines along these directions. Again, we have to distinguish several cases.
For (0, 0, 0), 3 maps the 73 3 sector to the 373 sector, so we keep the former and do not
impose the 3 projection. We have
73 3
1
= eiv3 ,73 ,0 ,3,(0,0,0)
.
(47)
At points (m, n, 0), 3 maps the 73 3 sector to the 373 one, so we keep the former and
do not impose the 3 projection. Also, action maps the point (m, n, 0) to (m, n, 0),
and we may restrict ourselves to (m, n) = (1, 0), (0, 1), (1, 1), (1, 1). The 2 projection
is
73 3
1
= ei2v3 2 ,73 ,0 W2m1 ,73 ,0 W2n2 ,73 ,0 ,3,(m,n,0)
.
(48)
At points (0, 0, p), 3 maps the 73 3 sector to the 373 sector at a different point
(0, 0, p), so we may keep both the 373 and 73 3 sectors at (0, 0, 1) and do not impose
the 3 projection. We have
73 3
1
= eiv3 ,73 ,+1 ,3,(0,0,+1)
,
373
1
= eiv3 ,3,(0,0,+1),7
.
3 ,0
(49)
Finally, at points (m, n, p), we may keep both the 373 and 73 3 sectors for points
with (m, n) = (1, 0), (0, 1), (1, 1), (1, 1) and p = +1, and do not impose the or 3
projections. We have
73 3
373
1
= ei2v3 2 ,73 ,+1 W2m1 ,73 ,+1 W2n2 ,73 ,+1 ,3,(m,n,+1)
,

1
= ei2v3 2 ,3,(m,n,+1) ,73 ,+1 W2m1 ,73 ,+1 W2n2 ,73 ,+1 .
(50)
78
5. Models
5.1. Systematic construction of models
In this section, we develop an algorithm which allows us to systematically construct
a large class of Z6 orientifold models that satisfy the algebraic and tadpole cancellation
constraints.
In the Z6 orientifold model constructed in [4,6] which does not have Wilson lines, all
the D53 -branes are placed at the origin. The resulting gauge structure is (U (6) U (4)
U (4))2 from both D9- and D53 -brane sector. To further break down the gauge structure to
smaller groups, Wilson lines have to be introduced.
Our models in general include non-trivial discrete Wilson lines along the third complex
plane, embedded both on D9- and D53 -branes. The configuration becomes more intuitive if
we perform a T-duality along this plane. In the T-dual picture, there are D73 -branes sitting
at three different fixed points in the third plane, p = 1, 0, 1. And there are D3-branes
that sit at fixed points of all three complex planes, (m, n, p). The tadpole cancellation
conditions in Eq. (33) together with the group consistency conditions constraint the number
of the branes at each fixed point and the gauge groups that arise from the set of branes.
Consider D73 -branes at p = 0. Since p = 0 is a C3 /Z6 orientifold point, the action of
twist takes the form of Eq. (2). In addition, we have to solve the tadpole conditions (33).
A simple possibility is to saturate the 2 tadpoles at the points (m, n, 0) with (m, n) 6= (0, 0)
purely by the D73 -brane contribution (so that no D3-branes are required there), satisfying
Tr( 2 ,73 ,0 ) = 4. We choose to put 8 D73 -branes at p = 0, with
5
7
11
(51)
,73 ,0 = diag ei 6 12 , ei 6 12 , ei 6 12 , ei 6 12 .
In analogy with the analysis in [21], there exist other choices also satisfying the tadpole
conditions, but we do not consider them here.
We now turn to tadpoles at (0, 0, 0), which are not fully canceled by the D73 -branes
above. To cancel the remaining contribution, we introduce a set of D3-branes at (0, 0, 0),
with
5
7
11
(52)
,3,(0,0,0) = diag ei 6 12 , ei 6 12 , ei 6 12 , ei 6 12 .
Out of the remaining 24 D73 -branes left, we locate half of them at p = 1 and the other half
at its orientifold image p = 1. The twist takes the general form of Eq. (2)

1
3
5
7
9
11
(53)
,73 ,1 = diag ei 6 1N1 , ei 6 1N2 , ei 6 1N3 , ei 6 1N4 , ei 6 1N5 , ei 6 1N6 ,
P6
where
i=1 Ni = 12. Their contributions to the tadpole associated with fixed point
(0, 0, 1) must be canceled by that from D3-branes sitting at the fixed point, as seen from
Eq. (33). The action on this set of D3-branes takes a similar form

1
3
5
7
9
11
,3,(0,0,1) = diag ei 6 1M1 , ei 6 1M2 , ei 6 1M3 , ei 6 1M4 , ei 6 1M5 , ei 6 1M6 , (54)
where Mi is a different set of integers and their sum, which is the total number of D3-branes
placed at (0, 0, 1), is not fixed.
79
P
The rest of the D3-branes (24 2 6i=1 Mi ) can be placed at fixed points (m, n, p),
where (m, n) 6= (0, 0). We also consider p 6= 0 as well, since tadpoles at (m, n, 0) are
already canceled. There are four types of points: (1, 0, 1) and its 3 images [i.e., the 3
image (1, 0, 1), and their 3 images, (1, 0, 1)]; (0, 1, 1) and its 3 images; (1, 1, 1)
and its 3 images; and (1, 1, 1) and its 3 images. These points are fixed under 2 only, so
we need to specify its orbifold action, which takes the form:

4
2
2 ,3,(1,0,1) = diag 1i1 , ei 3 1i2 , ei 3 1i3 ,

4
2
2 ,3,(0,1,1) = diag 1j1 , ei 3 1j2 , ei 3 1j3 ,

4
2
2 ,3,(1,1,1) = diag 1k1 , ei 3 1k2 , ei 3 1k3 ,

4
2
(55)
2 ,3,(1,1,1) = diag 1l1 , ei 3 1l2 , ei 3 1l3 ,
P
P
where 3n=1 (2in + 2jn + 2kn + 2ln ) = 12 6i=1 Mi .
In addition, we also consider the possibility of general order three discrete Wilson lines
in the first and second complex planes. The Wilson line in the first complex plane takes the
form of Eq. (9) with three parameters m1,2,3 , and the Wilson line in the second complex
plane takes the form of Eq. (12) with 12 parameters xi (i = 1, . . . , 12).
We can now calculate the traces of the -matrices and express the tadpole cancellation
conditions Eqs. (33) in terms of the set of parameters Nn , Mn , in , jn , kn , ln , mn , xn .
Since the number of equations is less than the number of parameters, we search through
the whole parameter space for allowed solutions. There is a seemingly large number of
solutions, however, many solutions are related by symmetries of the construction, and are
therefore equivalent. Our results show that the number of inequivalent solutions is limited.
Let us briefly discuss some of these equivalences. A transformation leaving the full
spectrum of the theory invariant (including massive states) is the following: multiply the
Z6 ChanPaton matrices k of all D-branes at z3 = +1 by a constant brane-independent
phase eik2n/6 , where n = 1, . . . , 5 (and by the conjugated phase in the orientifold images
at z3 = 1), leaving the Wilson lines unchanged. Models related by this transformation are
completely equivalent. A second transformation which leaves the full theory invariant is to
conjugate the orbifold and Wilson line ChanPaton matrices for all D-branes at z3 = 1.
Since matrices at z3 = +1 and their orientifold images are conjugated of each other, the
above operation is equivalent to the geometric symmetry of reflecting the models with
respect to the plane z3 = 0.
Imposing these equivalences, the number of solutions reduces drastically. In particular,
we find that among the whole set of solutions only a few have a potential to give semirealistic models, i.e. those that have a gauge structure SU(3) SU(2)i U (1)j as a
subgroup.
Interestingly enough, we found only a few inequivalent classes of semi-realistic models
containing a gauge structure of U (3) U (2)2 U (1) within a single D-brane sector (an
interesting situation to obtain family replication of the spectrum). It arises from a set
of D3-branes located at the fixed point (0, 0, 1), or its T-dual version. The ChanPaton
matrices for ,73 ,1 and ,3,(0,0,1) take the form
80
Table 1
A set of the solutions for a semi-realistic model U (3) U (2)2 U (1) arising from the D3-brane
sector
(i1 , i2 , i3 )
(j1 , j2 , j3 )
(k1 , k2 , k3 )
(l1 , l2 , l3 )
(m1 , m2 , m3 )
(x1 , x2 , . . . , x9 )
(0, 0, 0)
(0, 0, 0)
(0, 0, 0)
(1, 1, 0)
(0, 0, 0)
(0, 0, 0)
(1, 1, 0)
(0, 0, 0)
(0, 0, 0)
(1, 1, 0)
(0, 0, 0)
(0, 0, 0)
(1, 1, 0)
(0, 0, 0)
(0, 0, 0)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 1)
(0, 0, 0)
(0, 0, 0, 0, 0, 0, 0, 1, 0)
(0, 0, 0, 0, 0, 0, 0, 0, 1)
(0, 0, 0, 0, 0, 0, 0, 0, 0)
(0, 0, 0, 0, 0, 0, 1, 0, 0)
(0, 0, 0)
(0, 0, 0)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 1)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 0)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 0)
(0, 0, 1)
(0, 0, 0)
(0, 0, 1)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 0)
(0, 0, 1)
(0, 0, 0)
(0, 0, 0)
(0, 0, 1)
(0, 0, 1)
(0, 0, 1)
(0, 0, 2)
(0, 0, 2)
(0, 0, 2)
(0, 0, 0, 0, 0, 0, 1, 0, 0)
(0, 0, 0, 0, 0, 0, 1, 0, 1)
(0, 0, 0, 0, 0, 0, 1, 1, 0)
(0, 0, 0, 0, 0, 0, 0, 0, 1)
(0, 0, 0, 0, 0, 0, 0, 1, 0)
(0, 0, 0, 0, 0, 0, 0, 1, 1)
,73 ,1 = diag ei 6 12 , ei
,3,(0,0,1)
3
6
13 , e i
5
6
14 , e i
7
6
11 , e i
7
11
11
= diag ei 6 11 , ei 6 12 , ei 6 13 , ei 6 12 .
11
6

12 ,
(56)
The configuration and the ChanPaton matrices of the remaining D3-branes and the Wilson
line actions in the model are listed in Table 1. Using the transformations above we can
generate other models with seemingly different ChanPaton matrices, but with completely
equivalent spectra.
Moreover, close inspection of Table 1 reveals that some of these solutions are also related
by further symmetries of the model, associated with modular transformations in the fourtorus associated with the first two complex planes. For instance, the exchange of these
complex planes has a non-trivial action on fixed points [mapping (m, n, p) to (n, m, p)]
and on Wilson lines [exchanging W1 ,73 and W2 ,73 ], and allows one to relate, e.g., the third
and fourth model, or the sixth and eighth model in Table 1. Other modular transformations
allow for less obvious equivalences. For instance, there exists a transformation mapping
the fixed point (m, n, p) to (m + n, n, p), and acting on Wilson lines as
W1 ,73 ,1 W1 ,73 ,1 ,
W2 ,73 ,1 W2 ,73 ,1 W11 ,73 ,1 .
(57)
This allows one to relate models like the second and third, or like the fifth and sixth
in Table 1. Employing all the modular transformation equivalences, we find there are
only two distinct solutions with the above mentioned gauge structure: the first contains
two D3-branes placed at one fixed point (m, n, 1) with (m, n) 6= (0, 0), while the second
involves two such fixed points, with one D3-brane sitting at each point. They correspond
to the two equivalence classes of the models in Table 1 (which are separated by a double
line).
In the following subsection, we study in more detail the gauge structure and the
matter spectrum of the first kind of the semi-realistic models, with two D3-branes at one
81
fixed point. The second model can be analyzed analogously, and leads to very similar
phenomenology.
However, before doing so, we would like to remark that tadpole cancellation constraints
do not allow for a realistic gauge structure arising from D3-branes at the C3 /Z3 orbifold
points. Solutions with the maximal allowed number of D3-branes placed at Z3 fixed
points correspond to six D3-branes at such orbifold points. However, as a result of strong
constraints from tadpole cancellation conditions, the gauge structure arising form these
D3-branes is U (2)3 . Therefore, N = 1 supersymmetric solutions of the Z6 orientifold
model do not reproduce the local configurations with realistic gauge group structure at Z3
fixed points, such as studied in [18]. However, in Section 5.3 we show how the introduction
of anti-branes, which break supersymmetry, allows for a realistic gauge groups arising from
D3-branes at Z3 orbifold points.
5.2. A semi-realistic model
In this section we shall focus on the model with the semi-realistic gauge group structure.
This model can be obtained with the following choice of values for the integer parameters
defined in Section 5.1,
N1 = 2,
M1 = 1,
j1 = 1,
m1 = 0,
N2 = 3,
M2 = 0,
j2 = 1,
m2 = 0,
N3 = 4, N4 = 1, N5 = 0, N6 = 2,
M3 = 0, M4 = 2, M5 = 3, M6 = 2,
j3 = 0,
m3 = 1,
(58)
while in = kn = ln = xn = 0. Namely, the model has 8 D3-branes at the origin, 8

D73 -branes at p = 0, 12 D73 branes at p = 1 and 12 at its orientifold image p = 1.
In addition, there are 2 D3-branes at the point (0, 1, 1) and its three images. There is also
one order-three Wilson line acting on the first complex plane.
The gauge group on the D73 -brane sector at p = 1, before the Wilson line projection is
imposed, is [with grouping of the integer entries as (N1 , N2 , N3 , N4 , N5 , N6 )]:
G,73 ,1 = U (2) U (3) U (4) U (1) U (2).
U (1)0
(59)
U (1)00 ,
and the first U (2) to U (1)

and
The Wilson line breaks U (4) to U (3)
further breaks U (1)0 U (1)00 to the diagonal combination U (1)diag . The remaining group
is
GWilson
,73 ,1 = U (2) U (3) U (3) U (1) U (1) U (1)diag .
(60)
The 73 73 spectrum before the Wilson line projection is

1)[0,1,1,0,0]
1, 1)[1,1,0,0,0] + (1, 3, 4,
2 (2, 3,

1, 1, 2)[1,0,0,0,1]
+ (1, 1, 4, 1)[0,0,1,1,0] + (2,
1, 1)[0,1,0,1,0]
1, 4, 1)[1,0,1,0,0] + (1, 3,
+ (2,
[0,1,0,0,1],
+ (1, 1, 1, 2)[0,0,0,1,1] + (1, 3, 1, 2)
(61)
where we put a bar over the fundamentals of SU(2) which have 1 charge under the
corresponding U (1) in U (2).
82
After the Wilson line projection, the spectrum in this sector is

(7)
(7)
A1 , B1 :
(7)
(7)
A2 , B2 :
(7)
(7)
A3 , B3 :
(7)
(7)
A6 , B6 :
C2(7) :
C3(7) :
C4(7) :
(7)
C6 :
1)[1,1,0,0,0,0],
2 (2, 3,
[0,1,1,0,0,0],
2 (1, 3, 3)
2 (1, 1, 3)[0,0,1,1,0,0],
1, 1)[1,0,0,0,1,0],
2 (2,
(1, 3, 1)[0,1,0,0,1,0],
1, 3)[1,0,1,0,0,0],
(2,
1)[0,1,0,1,0,0],
(1, 3,
(1, 1, 1)[0,0,0,1,1,0],
(62)
where the representations are under SU(2) SU(3) SU(3), and the subscripts correspond
to U (1) charges. The superscripts (7) denote the states arising in a D7-brane sector.
The gauge group on the D3-sector at the point (0, 0, 1) (and its orientifold image) is of
the form:
G,3,(0,0,1) = U (1) U (2) U (3) U (2).
(63)
The spectrum of chiral multiplets in this 33 sector is

(3)
(3)
A4 , B4 :
(3)
A(3)
5 , B5 :
(3)
A(3)
6 , B6 :
C1(3) :
C6(3) :
1)[0,1,1,0],
2 (2, 3,
[0,0,1,1] ,
2 (1, 3, 2)
2 (1, 1, 2)[1,0,0,1],
1)[1,0,1,0],
(1, 3,
1, 2)[0,1,0,1].
(2,
(64)
The superscripts (3) denote the corresponding fields arise from the D3-brane sector.
In the 373 and 73 3 sectors, we obtain
373
D1(37) :
(37)
D5 :
e(37) :
D
73 3
5
(37)
D6 :
(73)
E3 :
e(73):
E
3
E4(73):
E6(73):
e(73):
E
6
1)[0,1,0,0,0,0],
(1, 1, 1)[1,0,0,0] (1, 3,
(1, 3, 1)[0,0,1,0] (1, 1, 1)[0,0,0,0,1,0],
(1, 3, 1)[0,0,1,0] (1, 1, 1)[0,0,0,0,0,1],
1, 1)[1,0,0,0,0,0],
(1, 1, 2)[0,0,0,1] (2,
1, 1)[0,1,0,0] (1, 1, 3)[0,0,1,0,0,0],
(2,
1, 1)[0,1,0,0] (1, 1, 1)[0,0,0,0,0,1],
(2,
1)[0,0,1,0] (1, 1, 1)[0,0,0,1,0,0],
(1, 3,
(1, 1, 1)[1,0,0,0] (1, 1, 1)[0,0,0,0,1,0],
(1, 1, 1)[1,0,0,0] (1, 1, 1)[0,0,0,0,0,1],
where the two parts for each state give the quantum numbers under the D3- and D73 -brane
gauge groups.
The D3-branes at the point (0, 1, 1) (and its images) produce a gauge group G,3,(0,1,1) =
U (1) U (1). In the 33 sector, we obtain the multiplets

0
83
A2(3 ) , B2(3 ) , C2(3 ) : 3 1[1,1] ,
(65)
where we use a prime to distinguish this D3-brane sector from the previous one. In the 373
and 73 3 sectors we obtain chiral multiplets
373
73 3
D1(3 7) :
0
e(3 7) :
D
1
0
G1(3 7) :
0
e(3 7) :
G
1
0
D3(3 7) :
0
E1(73 ) :
0
E3(73 ) :
0
e(73 ) :
E
3
0
E4(73 ) :
0
E6(73 ) :
0
e(73 ) :
E
6
[0,0,1,0,0,0],
1[1,0] (1, 1, 3)
1[1,0] (1, 1, 1)[0,0,0,0,0,0,1],
1[1,0] (1, 1, 1)[0,0,0,0,0,1,0],
1[1,0] (1, 1, 1)[0,0,0,0,0,0,1],
1)[0,1,0,0,0,0],
1[0,1] (1, 3,
1[1,0] (2, 1, 1)[1,0,0,0,0,0],
1[0,1] (1, 1, 3)[0,0,1,0,0,0],
1[0,1] (1, 1, 1)[0,0,0,0,0,1],
1[1,0] (1, 1, 1)[0,0,0,1,0,0],
1[0,1] (1, 1, 1)[0,0,0,0,1,0],
1[0,1] (1, 1, 1)[0,0,0,0,0,1].
(66)
To complete the model, we now turn to the D73 -branes placed at p = 0 and the
D3-branes placed at the origin. Each of them gives rise to the gauge group
G,73 ,0 = G,3,(0,0,0) = U (2) U (2).
(67)
In the 73 73 sector we obtain chiral multiplets in the representation

2)[1,1] .
2 [(1, 1)[0,2] + (1, 2)[2,0]] + (2,
(68)
In the 33 sector we obtain the same type of spectrum. The 373 and 73 3 are related by the
orientifold projection, so it suffices to compute just the former, which produces fields
1)[1,0] + (1, 2)[0,1] (1, 2)[0,1].
1)[1,0] (2,
(2,
(69)
It is easy to check that all cubic non-Abelian anomalies cancel.

The full superpotential for fields arising from branes at z3 = 1 is given by
(7)
(7)
(7)
(7)
(7)
(7)
(7)
(7)
(7)
(7)
(7)
(7)
W = A6 B1 C2 B6 A1 C2 + A1 B2 C3 B1 A2 C3
(7) (7)
(7) (7) (7)
(3) (3) (3)
(3) (3) (3)
+ A(7)
2 B3 C4 B2 A3 C4 + A5 B6 C1 B5 A6 C1
(3)
(3)
(3)
(3)
(3)
(3)
(37)
+ A4 B5 C6 B4 A5 C6 + D5
0
(73)
E6
(3)
(73)
C1 + E4
0
(37)
D5
(7)
C6
e(3 7) E
e(73 )
+ E6(73)D1(37) C2(7) + C2(3 ) D1(3 7) E3(73 ) + C2(3 ) D
1
3
(30 )
(30 7)
+ C2 G1
(730 )
E6
(3 ) e(3 7) e(73 )
+ C2 G
E6 .
1
(70)
As usual in type IIB orientifold models, mixed U (1) triangle anomalies do not vanish,
but are canceled by a generalized GreenSchwarz mechanism mediated by closed string
twisted modes [20] (see [23,24] for explicit string computations, and [22] for the sixdimensional version of this effect). The anomalous U (1)s gain a mass of the order of
84
the string scale [25], and disappear from the low-energy physics. It is therefore important
to determine the non-anomalous (and therefore light) U (1)s in the model.
The non-anomalous U (1)s can be found by directly computing the matrix of mixed
U (1)-non-Abelian anomalies. We order the gauge factors as they arise in
GWilson
,73 ,1 G,3,(0,0,1) G,3,(0,1,1),
(71)
and denote each U (1) generator by Qi , i = 1, . . . , 12. Denoting by Aij the mixed
Qi SU(Nj )2 anomaly, non-anomalous U (1)s correspond to zero eigenvalue modes in
P (k)
satisfying
this matrix. Namely, linear combinations Q(k) =
i (ci /Ni )Qi
P (k)
(c
/N
)A
=
0.
In
our
model
there
are
four
independent
non-anomalous
U (1)s,
i
ij
i i
whose 12-dimensional vector of coefficients (ci ) are given by
c(1) = (1, 0, 0, 1, 0, 0; 1, 1, 0, 0; 0, 0),
c(2) = (0, 0, 0, 0, 1, 1; 0, 0, 0, 1; 1, 1),
c(3) = (1, 1, 0, 0, 1, 0; 1, 1, 0, 0; 0, 0),
c(4) = (1, 1, 1, 0, 0, 0; 0, 1, 1, 1; 0, 0).
(72)
Clearly, any linear combination of these is also non-anomalous. For instance, there exists
one non-anomalous U (1) arising only from D73 -branes at z3 = +1, without any D3-brane
component. Its vector of components is obtained by adding the first and third vectors above,
giving
(0, 1, 0, 1, 1, 0; 0, 0, 0, 0; 0, 0),
(73)
+ Q4 + Q5 .
which corresponds to Q =
In an attempt to identify possible candidates for U (1)Y hypercharge in the model, we
consider the following scenario. Fields A4 , B4 are taken to be quark singlets, while A5 , B5
are identified as quark doublets, A6 , B6 are lepton doublets and C6 is the Higgs. Therefore
the sector of D3-branes at the point (0, 0, 1) gives rise to a left-right symmetric semirealistic sector with group SU(3)color SU(2)L SU(2)R , and two quark-lepton families.
In order to obtain correct hypercharge assignments after breaking of SU(2)R , we need a
correct (BL)-charge QB L to form the linear combination QY = QB L + 2IR . Defining
2
3 Q2
QB L = a c(1) + b c(2) + c c(3) + d c(4)
(74)
and requiring that QB L charge assignments are correct, one arrives at the following two
constraints
a = b + c,
d = 3b 2.
A simple solution is b = c = 0,
form

1
1
Q1 + Q2 +
QB L =
2
3
(75)
leading to QB L = 2 c(4) , which can be cast in the

1
1
1
1
Q3 +
Q8 + Q9 + Q10 ,
3
2
3
2
(76)
where the first bracket arises from D73 -brane gauge factors, and the second one from
D3-branes gauge factors located at (0, 0, 1). Notice that, as opposed to the realistic
85
models in [18,26], the hypercharge in this model arises from U (1) linear combinations
of different brane sectors. It would be interesting to gain a better understanding of the
origin of such non-anomalous U (1)s as (BL) and/or hypercharge candidates and their
phenomenological implications.
We refrain from entering a more detailed discussion of the phenomenological properties
of this mode, e.g., the charge assignments of fields in other sectors, or the study of
superpotential couplings, which is a subject of further studies [19]. In the next subsection
we turn to the discussion of orientifold models with broken supersymmetry.
5.3. A semi-realistic model with anti-branes
It is possible to see that the main obstruction to obtain three-family models with realistic
gauge groups in the framework we have described is the limited amount of available
branes. For instance, following the approach in [18], one may try to obtain such a realistic
sector from a set of six D3-branes at one of the C3 /Z3 orbifold points. Since such points
have images under 3 and 3 , the number of D3-branes involved is 24. Counting also
the D3-branes at (0, 0, 0) whose minimum number is 8, we saturate the total number of
available 32 D3-branes. However, all models built in this manner with the requirement
that the set of six D3-branes at one of the C3 /Z3 orbifold gives rise to realistic gauge
structure, i.e., SU(3) SU(2) U (1), contain non-zero tadpoles at some of the additional
C3 /Z3 orbifold points, arising from D73 -brane disks. Since all 32 D3-branes have been
already placed at other points, the tadpoles remain uncancelled, rendering such models
inconsistent.
The introduction of anti-branes in the construction of orientifolds [27] (see also [26,28]
for further developments) allows one to build models where, e.g., the number of D3-branes
N is larger than 32, the excess of untwisted charge being compensated by N 32 antiD3-branes (denoted D3-branes). In this subsection we would like to briefly discuss the
construction of a semi-realistic orientifold, with PatiSalam gauge group SU(3)color
SU(2)L SU(2)R U (1)B L and three families of quarks and leptons with correct gauge
quantum numbers. This sector arises from a set of D3-branes sitting at a C3 /Z3 orbifold
point, and is identical to those studied in [18].
We start by placing 20 D73 -branes at z3 = 0 with

1
3
5
7
9
11
(77)
,73 ,0 = diag ei 6 14 , ei 6 12 , ei 6 14 , ei 6 14 , ei 6 12 , ei 6 14 .
This choice differs from (51) only by a traceless piece, so the analysis is similar to that
described in Section 5.1. In particular, all crosscap tadpoles are canceled at points (m, n, 0),
except at the origin. In order to cancel the latter, we choose to introduce four D3-branes
with

3
9
= diag ei 6 12 , ei 6 12 .
(78)
,3,(0,0,0)
D3-branes carry RR charges opposite to those of D3-branes, hence their contribution to

tadpoles is opposite to that of a set of D3-branes with the same ChanPaton matrix. Using
this fact, the above choice is seen to cancel the tadpole at (0, 0, 0).
86
Up to this point we have introduced 20 D73 -branes and 4 D3-branes, so cancellation of untwisted tadpoles requires the introduction of 12 additional D73 -branes, and
36 D3-branes, split symmetrically between the points at z3 = 1 and its 3 images. The
discussion is analogous to that in Section 5.1, differing only in the total number of branes
allowed.
We locate six D73 -branes at z3 = 1 (and the remaining 6 at its 3 -image), with
1
3
5
7
9
11
(79)
,73 ,1 = diag ei 6 , ei 6 , ei 6 , ei 6 , ei 6 , ei 6 ,
that is N1 = N2 = N3 = N4 = N5 = N6 = 2 in (53). Since this matrix is traceless, we may
choose to place no D3-branes at (0, 0, 1), i.e., Mi = 0 in (54). In order to have nontrivial
sectors at the C3 /Z3 orbifold points, we introduce an order three Wilson line along the
first plane on the D73 -branes, corresponding to m1 = m3 = 0, m2 = 1 in (9), so in the basis
diagonalizing 2 ,73 ,+1 and W1 ,73 ,+1 it reads

1
2
(80)
W1 ,73 ,+1 = diag 1, e2i 3 , 1, 1, e2i 3 , 1 .
Finally, we turn to the choice of location and ChanPaton factors for D3-branes (55), with
P
the modified constraint n (2in + 2jn + 2kn + 2ln ) = 18. Fixed points of the form (0, n, 1)
do not feel the Wilson line, and their tadpoles cancel without the introduction of D3-branes
sitting at them, hence jn = 0. At the remaining points, the D3-brane ChanPaton trace
should be 1, so we may choose k1 = l1 = 1, k2 = k3 = l2 = l3 = 0, i1 = 3, i2 = i3 = 2.
The computation of the open string massless spectrum is lengthy, but straightforward.
In any event, the important aspect we would like to point out is that the local behavior near
the fixed point (1, 0, 1) (and its images) is exactly as in the models in [18,26], hence this
D3-brane sector leads automatically to a three-family SU(3)color SU(2)L SU(2)R
U (1)B L . The U (1)B L arises from the unique non-anomalous linear combination of
U (1)s, purely in the D3-brane sector, and whose charge is given by

1
1
1
(81)
QB L = 2 QU (3) + QU (2) + QU (2) .
3
2
2
Also note that, even though the full model is non-supersymmetric due to the presence of
the anti-branes, the latter sit at z3 = 0, i.e., are separated from the semi-realistic sector,
which enjoys N = 1 supersymmetry, only broken at higher orders by the hidden anti-brane
sector.
The spectrum charged under gauge factors in this sector of D3-branes is
33:
373:
73 3:
SU(3) SU(2)L SU(2)R U (1)B L

1, 1)1/3],
3 [(3, 2, 1)1/3 + (1, 2, 2)0 + (3,
3 [(3, 1, 1)2/3 + (1, 2, 1)1],
1, 1)2/3].
3 [(1, 1, 2)1 + (3,
(82)
The three copies of fields in the mixed sector actually differ in their charges under the
D73 -brane gauge group U (1)3 , not shown here. In fact, we expect these additional U (1)s
to be anomalous, and therefore broken and not present at low energies. We will not pursue
their discussion here.
87
Finally note that the model we have just constructed is in principle unstable against
moving some of the D3-branes at (1, 0, 1) and annihilating them with the D3-branes at
the origin. This instability is identical to that in the models in [26], but it can be avoided
in more involved constructions [18]. In any event, our purpose was to illustrate how the
construction of realistic models using the Z6 orientifold is possible and relatively easy
once the restriction of supersymmetry is relaxed.
6. Conclusions
In this paper we set out to develop techniques to construct consistent N = 1
supersymmetric four-dimensional solutions of open (type I) string theory compactified on
ZN and ZM ZN symmetric orientifolds, with general (continuous and discrete) Wilson
lines. In particular, our approach advances the techniques beyond the special examples
of discrete [6,8,9,16] and continuous [5,6,17] Wilson lines. We have provided explicit
solutions for the algebraic consistency conditions for discrete and continuous Wilson lines
along complex planes twisted by an order six action. We have also studied the tadpole
consistency conditions on the Z6 orientifold with general Wilson lines, and found explicit
solution to this set of constraints, leading to interesting N = 1 four-dimensional string
vacua. And we would like to emphasize that our techniques in the construction of Wilson
lines are general and applicable to other models.
In constructing models with Wilson lines we have heavily employed the geometrical
interpretation of discrete Wilson line solutions in the T-dual picture as sets of branes located
at the orbifold fixed points. In the T-dual picture the algebraic consistency conditions
become constraints for the locations of these branes that are consistent with the orbifold
and orientifold symmetries. We have also shown that the tadpole cancellation conditions
for such T-dual models are related by a discrete Fourier transform. This useful trick allows
one to obtain tadpoles in T-dual models without the need of directly computing them,
and illuminates the detailed relation between brane positions and Wilson lines in orbifold
models.
The second major motivation for advancing this program is phenomenological. Models
with discrete Wilson lines naturally provide smaller gauge group structures (associated
with the set of branes located at the orbifold points), and thus could potentially lead
to gauge sectors with the ingredients of the standard model. However, previous fourdimensional N = 1 supersymmetric type I models (with relatively simple configurations
of brane locations and Wilson lines) yield gauge groups that cannot directly provide a
SU(3)color candidate (see, e.g., [9,29] and references therein). In addition, most of the U (1)
factors were anomalous and therefore massive, leading to a generic difficulty in obtaining
U (1)Y -hypercharge candidates for the standard model [29]. The particular Z6 orientifold,
explored in this paper, could potentially provide the candidate group structure for both
SU(3)color as well as non-anomalous U (1)Y . The latter motivation was originally based on
the observation [18] that branes at orbifold points, which are not fixed under the orientifold
88
projection, may allow for appearance of non-anomalous U (1)s, that could play the role of
hypercharge.
The systematic exploration of N = 1 supersymmetric discrete Wilson line solutions
yields a surprisingly small number of non-equivalent classes of models. This result is due
to the extremely tight tadpole consistency conditions for N = 1 supersymmetric models,
as well as the large symmetry group of the underlying geometry T 6 /Z6 , which we exploit
extensively to identify different equivalence classes. In particular, N = 1 supersymmetry
constraints do not allow us to locate six (or more) branes at the Z3 orbifold points and
obtain realistic gauge structure from these D3-branes in the model, even though this is
a configuration that has the potential for yielding three-family sectors with the standard
model (or left-right symmetric) gauge group. However, as we demonstrated in Section 5.3,
such configurations are possible if one allows for the introduction of anti-branes in the
model, which lead to the breakdown of supersymmetry in the anti-brane sector.
The upshot of the exploration of N = 1 supersymmetric models, which contain sectors
with SU(3) as a SU(3)color candidate, is the existence of only two inequivalent classes of
such solutions. We provide the complete spectrum and trilinear superpotential couplings
for one class (the second equivalence class would yield an equivalent observable
sector gauge group and spectrum). The model allows for the gauge group assignment:
SU(3)color SU(2)L SU(2)R U (1)B L , with the non-Abelian part arising from
branes located at the Z6 orbifold fixed point. Interestingly, the non-anomalous Abelian
factor U (1)B L is however a combination of U (1) factors arising from different sets
of branes, namely D3- and D7-branes. Unfortunately, the above particular gauge group
assignment has a major flaw, since it leads to only two sets of quark families. Nevertheless,
other observable sector gauge group assignments are possible, and a more general
phenomenological exploration of this model is under way [19].
Acknowledgements
We would like to thank P. Langacker for many discussions, suggestions regarding the
manuscript and for collaboration on related topics. We also benefited from discussions with
G. Aldazabal, L.E. Ibez, M. Plmacher, F. Quevedo and R. Rabadn. We would like to
thank SISSA, Trieste, Italy (M.C.) CAMTP, Maribor, Slovenia (M.C.), the Department
of Physics and Astronomy, Rutgers University (M.C.), the Department of Physics and
Astronomy of the University of Pennsylvania (A.U., J.W.), and the Centro Atmico
Bariloche, Argentina (A.U.) for support and hospitality during the completion of the work.
The work was supported in part by U.S. Department of Energy Grant No. DOE-EY-76-023071 (M.C.), in part by the University of Pennsylvania Research Foundation award (M.C.)
and the NATO Linkage grant 97061 (M.C.). J.W. is supported by Department of Energy
Grant No. DE-AC02-76CH03000.
89
Appendix A. T-duality and Fourier transformation of tadpole conditions

In this appendix we show that tadpole cancellation conditions of orientifold models
related by T-duality are related by a discrete Fourier transform. The basic motivation for
the proposal is that T-duality maps twisted sectors of one model to linear combinations
of twisted sectors in the T-dual, with coefficients defining precisely a discrete Fourier
transform. Hence orientifold twisted charges in a model and its T-dual must be related
by such a discrete Fourier transform. Finally, consistent coupling of D-branes to twisted
fields in a model and its T-dual implies that D-brane twisted charges, e.g., their contribution
to twisted tadpoles, must also be related in this way.
In order to be concrete, we focus on the specific example of the T 6 /Z3 orientifold, even
though the technique is valid in general. Let us consider a T 6 /Z3 type IIB orbifold modded
out by [1], and let us introduce general order three Wilson lines along the three complex
planes and acting on the D9-branes through matrices Wi ,9 . The twisted tadpole conditions
at a -fixed point, generally denoted (m1 , m2 , m3 ), with mi = 0, 1, read
m
(m1 , m2 , m3 ): Tr ,9 Wm11,9 Wm22,9 W33,9 = 4,
2m3
1
2
W2m2 ,9
W3 ,9
= 4.
Tr 2 ,9 W2m1 ,9
(A.1)
It is convenient to make them a bit more explicit. Since all matrices commute and are
2
of order three, they can be diagonalized, with eigenvalues 1, e2i/3, e2i 3 . Let us denote
by nr,s1 ,s2 ,s3 the number of entries with eigenvalues e2ir/3 , e2isa /3 , in ,9 , Wa ,9 ,
respectively. The tadpole conditions read
X
e2ir/3e2im1 s1 /3 e2im2 s2 /3 e2im3 s3 /3 nr,s1 ,s2 ,s3 = 4,
(m1 , m2 , m3 ):
r,s1 ,s2 ,s3
e2i2r/3e2i2m1 s1 /3 e2i2m2 s2 /3 e2i 2m3 s3 /3 nr,s1 ,s2 ,s3 = 4.
r,s1 ,s2 ,s3
(A.2)
Performing a T-duality along all compact directions, we get a T 6 /Z3 type IIB orbifold
modded out by (1)FL R, where R reflects all internal dimensions (see [16] for a
detailed description of this model). This T-dual model contains D30 -branes (we use primes
to denote D-branes in the T-dual picture) which are located at the 27 -fixed points,
denoted (t1 , t2 , t3 ), ta = 0, 1. By the usual T-duality correspondence between Wilson
line eigenvalues and D-brane positions, D9-branes with Wilson line eigenvalues defined
by si map to D30 -branes sitting at (t1 , t2 , t3 ) = (s1 , s2 , s3 ), hence ,3,(t1,t2 ,t3 ) has nr,t1 ,t2 ,t3
eigenvalues e2ir/3 . This completely specifies the T-dual model in terms of the original
one.
Our purpose now is to perform the discrete Fourier transform in the tadpole cancellation
conditions (A.2), and show that they correspond to the tadpole cancellation conditions in
the T-dual description. For instance, for the -twisted tadpole equation, multiplying the first
equation in (A.2) by e2i m1 t1 /3 e2i m2 t2 /3 e2i m3 t3 /3 and summing over m1 , m2 , m3 , we
get
90
27
e2ir/3s1 ,t1 s2 ,t2 s3 ,t3 nr,s1 ,s2 ,s3 = 4 27 t1 ,0 t2 ,0 t3 ,0 .
(A.3)
r,s1 ,s2 ,s3
Summing over s1 , s2 , s3 we get

X
e2ir/3nr,t1 ,t2 ,t3 = 4(t1,t2 ,t3 ),(0,0,0).
(A.4)
Recalling the T-dual interpretation of nr,t1 ,t2 ,t3 as multiplicities in ,30 ,(t1 ,t2 ,t3 ) , we obtain
Tr ,30 ,(t1 ,t2 ,t3 ) = 4(t1,t2 ,t3 ),(0,0,0).
(A.5)
These are precisely the -twisted tadpole conditions in the T-dual model [16], i.e., the
R()FL orientifold of T 6 /Z3 . Namely the origin is fixed under the orientifold action
and receives a crosscap contribution equal to 4, while the remaining points are not fixed
under the orientifold action, and do not have such contribution. Clearly, one can repeat the
exercise for 2 , leading to the analogous result.
To show the technique is completely general, let us repeat the exercise for the Z6
orientifold and its T-dual along the first two complex planes, which is itself a Z6 orientifold
with D9- and D53 -branes mapping to D503 - and D9-branes.
We consider a quite general configuration with D9-branes with order three Wilson lines
along all three complex planes, and D53 -branes sitting at different 2 -fixed points in
the first and second plane, and with order three Wilson lines on the third. The tadpole
conditions are given in (32). Let us concentrate on those associated with 2 , which can be
condensed as

2m3
2m3
Tr 2 ,9 Wm11,9 Wm22,9 W3 ,9
+ 3 Tr 2 ,5,(m1 ,m2 ) W3 ,5
(m1 , m2 , m3 ):
3 ,(m1 ,m2 )
= 12m1 ,0 m2 ,0 + 4.
(A.6)
The order three Wilson lines along the first complex plane have the structure determined
in Section 2.1. In particular they commute with 2 ,9 and among themselves (and so does
W3 ,9 ), so we may diagonalize them simultaneously. Let us denote by nr,s1 ,s2 ,s3 the number
of eigenvalues e2ir/3 , e2isa /3 , in 2 ,9 , Wa ,9 , respectively. The matrix W3 ,55 ,(m1 ,m2 )
also commutes with 2 ,53 ,(m1 ,m2 ) , and we may diagonalize these as well. Let us denote
by mrm1 m2 s3 the number of eigenvalues e2ir/3, e2is3 /3 in 2 ,53 ,(m1 ,m2 ) , W3 ,53 ,(m1 ,m2 ) ,
respectively.
Clearly, after T-dualizing along the first two complex planes D9-branes with W1 , W2
Wilson line eigenvalues determined by s1 , s2 are mapped to D503 -branes sitting at the point
(s1 , s2 ). Similarly, D53 -branes at (m1 , m2 ) map to D90 -branes with W1 , W2 Wilson line
eigenvalues determined by m1 , m2 . Hence, in the T-dual picture nrs1 s2 s3 denotes the number
of entries with eigenvalues e2ir/3, e2is3 /3 in 2 ,50 ,(s1 ,s2 ) , W3 ,503 ,(s1 ,s2 ) , respectively,
3
and mrm1 m2 s3 denotes the number of entries with eigenvalues e2ir/3 , e2im1 /3 , e2im2 /3 ,
e2is3 /3 in 2 ,90 , Wa ,90 , respectively. This completely specifies the T-dual model. Our
purpose, in what follows, is to show that the consistency conditions in the original model,
after the discrete Fourier transform, provide the consistency conditions in the T-dual
picture.
The tadpole condition (A.6) reads
e2i 3 e2i
m1 s1
3
e2i
m2 s2
3
e2i
2m3 s3
3
nrs1 s2 s3 + 3
r,s1 ,s2 ,s3
e2i 3 e2i
91
2m3 s3
3
mrm1 m2 m3
r,s3
= 12m1 ,0 m2 ,0 + 4.
(A.7)
Multiplying by e2im1 t1 /3 e2im2 t2 /3 and summing over m1 , m2 , we get

X
2m3 s3
r
e2i 3 s1 ,t1 s2 ,t2 e2i 3 nrs1 s2 s3
9
r,s1 ,s2 ,s3
+3
e2i 3 e2i
r
m1 t 1
3
e2i
m2 t 2
3
e2i
2m3 s3
3
mrm1 m2 m3 = 12 + 36t1,0 t2 ,0 .
rm3
Summing over s1 , s2 we get

X
m1 t 1
m2 t 2
2m3 s3
r
e2i 3 e2i 3 e2i 3 e2i 3 mrm1 m2 m3
r,m1 ,m2 ,m3
+3
e2ir/3e2i2m3 s3 /3 nrt1 t2 m3 = 12t1,0 t2 ,0 + 4.
(A.8)
r,m3
Now, using the T-dual interpretation of nrt1 t2 s3 and mrm1 m2 m3 , we finally obtain

2s
2s
Tr 2 ,90 Wt11 ,90 Wt22 ,90 W33,90 + 3 Tr 2 ,50 ,(t1 ,t2 ) W 3,50 ,(t ,t ) = 12(t1,t2 ),(0,0) + 4,
3
1 2
(A.9)
which is precisely the 2 tadpole condition at the point (t1 , t2 , s3 ), which is of the form
(A.6) since the T-dual picture is again an orientifold of T 6 /Z6 .
Notice that the T-duality discussed for the Z6 orientifold in Section 3 is along the third
complex plane, therefore it is identical to that performed for the Z3 orientifold in this
appendix (and differs from that studied here for the Z6 case).
References
[1] C. Angelantonj, M. Bianchi, G. Pradisi, A. Sagnotti, Ya.S. Stanev, Phys. Lett. B 385 (1996) 96,
hep-th/9606169.
[2] M. Berkooz, R.G. Leigh, Nucl. Phys. B 483 (1997) 187, hep-th/9605049.
[3] G. Zwart, Nucl. Phys. B 526 (1998) 378, hep-th/9708040;
Z. Kakushadze, Nucl. Phys. B 512 (1998) 221, hep-th/9704059;
Z. Kakushadze, G. Shiu, Phys. Rev. D 56 (1997) 3686, hep-th/9705163;
D. ODriscoll, hep-th/9801114.
[4] Z. Kakushadze, G. Shiu, Nucl. Phys. B 520 (1998) 75, hep-th/9706051.
[5] L. Ibez, JHEP 9807 (1998) 002, hep-th/9802103.
[6] G. Aldazabal, A. Font, L.E. Ibez, G. Violero, Nucl. Phys. B 536 (1999) 29, hep-th/9804026.
[7] Z. Kakushadze, S.H.H. Tye, Phys. Rev. D 58 (1998) 126001, hep-th/9806143;
G. Shiu, S.H.H. Tye, Phys. Rev. D 58 (1998) 106007, hep-th/9805157.
[8] Z. Kakushadze, Phys. Lett. B 434 (1998) 269, hep-th/9804110;
Z. Kakushadze, Phys. Rev. D 58 (1998) 101901, hep-th/9806044;
Z. Kakushadze, Nucl. Phys. B 535 (1998) 311, hep-th/9806008.
[9] M. Cvetic, M. Plmacher, J. Wang, JHEP 0004 (2000) 004, hep-th/9911021.
92
[10] For examples of orientifolds of type IIB orientifolds non-geometric (asymmetric) orbifolds, see,
M. Bianchi, J.F. Morales, G. Pradisi, Nucl. Phys. B 573 (2000) 314, hep-th/9910228;
R. Blumenhagen, L. Grlich, B. Krs, D. Lst, Nucl. Phys. B 582 (2000) 44, hep-th/0003024.
[11] G. Cleaver, M. Cvetic, J.R. Espinosa, L. Everett, P. Langacker, Nucl. Phys. B 525 (1998) 3,
hep-ph/9711178;
G. Cleaver, M. Cvetic, J.R. Espinosa, L. Everett, P. Langacker, Nucl. Phys. B 545 (1999) 47,
hep-th/9805133.
[12] M.R. Douglas, B.R. Greene, D.R. Morrison, Nucl. Phys. B 506 (1997) 84, hep-th/9704151;
D.R. Morrison, M.R. Plesser, Adv. Theor. Math. Phys. 3 (1999) 1, hep-th/9810201;
C. Beasley, B.R. Greene, C.I. Lazaroiu, M.R. Plesser, Nucl. Phys. B 566 (2000) 599, hepth/9907186.
[13] M. Cvetic, L. Everett, P. Langacker, J. Wang, JHEP 9904 (1999) 020, hep-th/9903051.
[14] J. Park, R. Rabadn, A.M. Uranga, Nucl. Phys. B 570 (2000) 38, hep-th/9907086.
[15] M. Cvetic, L. Dixon, unpublished;
M. Cvetic, in: S.J. Gates, R. Mohapatra (Eds.), Proc. of Superstrings, Cosmology and
Composite Structures, College Park, Maryland, March 1987, World Scientific, Singapore, 1987;
M. Cvetic, Phys. Rev. Lett. 59 (1987) 1795;
M. Cvetic, Phys. Rev. Lett. 59 (1987) 2829.
[16] J. Lykken, E. Poppitz, S.P. Trivedi, Nucl. Phys. B 543 (1999) 105, hep-th/9806080.
[17] M. Cvetic, P. Langacker, Nucl. Phys. B 586 (2000) 287, hep-th/0006049.
[18] G. Aldazabal, L.E. Ibez, F. Quevedo, A.M. Uranga, hep-th/0005067.
[19] M. Cvetic, P. Langacker, A.M. Uranga, J. Wang, work in progress.
[20] L.E. Ibez, R. Rabadn, A.M. Uranga, Nucl. Phys. B 542 (1999) 112, hep-th/9808139.
[21] G. Aldazabal, D. Badagnani, L.E. Ibez, A.M. Uranga, Tadpole versus anomaly cancellation
in D = 4, D = 6 compact IIB orientifolds, JHEP 9906 (1999) 31, hep-th/9904071.
[22] A. Sagnotti, Phys. Lett. B 294 (1992) 196, hep-th/9210127.
[23] I. Antoniadis, C. Bachas, E. Dudas, Nucl. Phys. B 560 (1999) 93, hep-th/9906039.
[24] C.A. Scrucca, M. Serone, JHEP 9912 (1999) 024, hep-th/9912108.
[25] E. Poppitz, Nucl. Phys. B 542 (1999) 31, hep-th/9810010.
[26] G. Aldazabal, L.E. Ibez, F. Quevedo, JHEP 0001 (2000) 031, hep-th/9909172, hepph/0001083.
[27] I. Antoniadis, E. Dudas, A. Sagnotti, Phys. Lett. B 464 (1999) 38, hep-th/9908023;
G. Aldazabal, A.M. Uranga, JHEP 9910 (1999) 024, hep-th/9908072.
[28] C. Angelantonj, I. Antoniadis, G. DAppollonio, E. Dudas, A. Sagnotti, Nucl. Phys. B 572
(2000) 36, hep-th/9911081;
C. Angelantonj, R. Blumenhagen, M.R. Gaberdiel, hep-th/0006033;
R. Rabadn, A.M. Uranga, hep-th/0009135.
[29] P. Langacker, private communications.

Non-Abelian duality in the string effective action

A. Bossard , N. Mohammedi
Laboratoire de Mathmatiques et Physique Thorique, Universit Franois Rabelais,
Facult des Sciences et Techniques, Parc de Grandmont, F-37200 Tours, France 1
Abstract
We study the symmetry of the one-loop effective action of bosonic string theory under non-Abelian
T-duality transformations. It is shown that the original Lagrangian and its dual are proportional. This
result implies that the corresponding reduced low energy effective actions are equivalent and leads to
a functional relation between the Weyl anomaly coefficients of the original and dual two-dimensional
non-linear sigma models. Finally, we apply this formalism to some simple examples. 2001 Elsevier
1. Introduction
Nowadays, duality and its different aspects are major tools in the study of string
theory. One of these, target space duality or T-duality connects seemingly different
string background fields [1]. It relies on the presence of isometries in the metric, the
antisymmetric tensor and the dilaton field. The procedure to obtain the dual action
corresponding to a given non-linear sigma model is well known [2]. It consists in gauging
these isometries together with imposing, by means of a Lagrange multiplier, that the gauge
field strength vanishes. The elimination of the gauge fields leads to a non-linear sigma
model having the same global form as the original one but with different background fields.
This means that a string propagating in a spacetime endowed with a specific background
metric, for instance, presents the same dynamics when moving in another spacetime having
a completely different geometry. The T-duality transformations are said to be Abelian [1]
or non-Abelian [3,4] according to the nature of the Lie algebra formed by the generators of
the isometries. All of these considerations are, however, at the level of the classical theory.
E-mail addresses: bossard@celfi.phys.univ-tours.fr (A. Bossard), nouri@celfi.phys.univ-tours.fr

(N. Mohammedi).
1 CNRS UPRES-A 6083.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 9 0 - 8
94
A. Bossard, N. Mohammedi / Nuclear Physics B 595 (2001) 93118
One of the important questions, therefore, is whether the duality transformations remain
symmetries of the quantum theory. A first step towards finding an answer to this difficult
problem resides in comparing the renormalization properties of the original sigma model
and its dual. One is led to considering the beta functions of the two theories. These
should be studied regardless of whether the sigma model backgrounds provide consistent
backgrounds in which the string can propagate (that is when the beta functions vanishes).
Most of the investigations in this subject deal with Abelian T-duality. A relation between
the beta functions of the original theory and their counterparts in the dual model has
been given in [5]. This relation has been reached by requiring that the duality procedure
commutes with the renormalization flow. In other words, one demands that [T, d/d] = 0,
where T is the operator implementing the duality transformations and is the scale of the
renormalization group. At the one-loop level, the relation between the beta functions has
been shown to hold for any sigma model possessing Abelian Killing vectors [5]. At two
loops [610] and three loops [11], the same relation holds, provided that one modifies the
duality transformations (used at the one-loop level) order by order in perturbation theory.
On the other hand, the situation regarding non-Abelian duality transformations is still far
from being completely understood. It was shown in [12], using supersymmetric arguments
that, if the original non-linear sigma model (with non-Abelian isometries) is conformally
invariant at the one-loop level, then so is its non-Abelian dual. This proof relies on
the CurciPaffuti [13] equations which relate different Weyl anomaly coefficients (the
-functions).
Therefore not all of the relations between the -functions
of the two theories
(the original and its dual) have been found in [12]. Other explicit examples, where both
the original backgrounds and their corresponding non-Abelian duals are consistent string
backgrounds, have also been treated in [1416]. It is only recently that the general relation,
valid for both Abelian and non-Abelian T-duality, between the Weyl anomaly coefficients
of the original theory and those corresponding to its dual has been given [17]. This
relation is found through a path integral procedure and for any (not necessarily conformally
invariant) non-linear sigma model. The only requirement is that the adjoint representation
of the isometry Lie algebra is traceless [12,14,18,19]. This relation has been shown to hold
at the one-loop level for some particular examples which are, in general, not conformally
invariant [17,20,21].
The aim of this paper is to check the validity of the relation between the Weyl anomaly
coefficients for a general sigma model and its non-Abelian dual. Clearly, the case of the
Abelian T-duality is also included here (simply by setting the structure constants of the
isometry Lie algebra to zero). One of the nice properties of the Weyl anomaly coefficients
of a non-linear sigma model is that they can be seen as linear combinations of the equations
of motion coming from a target space action known as the string theory effective action
[22]. Our strategy is to examine the behaviour of this effective action under non-Abelian
T-duality. This allows us to find the precise relation between the -functions
of the original
theory and those of its non-Abelian dual. It turns out that this relation is precisely the
one found in [17] through the partition function of the sigma model. This result provides
another check on the intimate connection between the two-dimensional theory (where
the duality transformations are found) and the target space string effective action. It is
95
worth mentioning that the study of the string effective action under Abelian T-duality has
revealed a rich structure: the duality transformations found through the sigma model are
only a particular case of a family of symmetries that form an O(d, d, R) group [23].
The paper is organized as follows: in the next section we recall the procedure used to
obtain the dual sigma model and give the non-Abelian T-duality transformations. We show
that, by choosing a suitable reparametrization of the different backgrounds, a simplified
version of these transformations can be found. Furthermore, this reparametrization is
essential in carrying out the explicit computation of the different terms in the original
string effective action and in its dual. To get an idea of what kind of relationship one might
expect between the effective action and its dual, we start, in Section 3, by supposing that
the functional relation of [17] between the Weyl anomaly coefficients does indeed hold.
This implies that the Lagrangian of the dual string effective action must be proportional
to the Lagrangian of the original action. This proportionality is then checked by a direct
calculation of the dual Lagrangian, followed by a comparison with the initial Lagrangian.
In Section 5 we show how the formalism works for two simple examples. One of these is
based on a Bianchi V type metric [24] and is known to be inequivalent to its dual at the
quantum level (the adjoint representation of the isometry Lie algebra is not traceless).
Nevertheless, the two reduced string effective actions (the original and its dual) are
equivalent up to an overall factor. Finally, in Section 6, we present our main conclusions
and give possible developments of the present work. An appendix lists the essential
formulas of the paper, especially those used in the explicit calculations of Section 4.
2. The duality transformations

In this section our main goal is to obtain the T-duality transformations of the background
fields. Let us consider a general non-linear sigma model of the form
Z

S[x, y] = d + d + x Q (x) x + + x Qa (x)eia (y) y i
+ eia (y)+ y i Qa (x) x

+ eia (y)+ y i Qab (x)ejb (y) y j 14 R (2) (x) .
(2.1)
The scalar field (x) is the dilaton and R (2) is the two-dimensional curvature of the
worldsheet. As usual denotes differentiation with respect to . Here eia are vielbeins
defined by (g 1 g) = Ta eia y i where the Ta are the generators of a Lie algebra G and
g is an element of the corresponding Lie group. They verify
a b c
ei ej ,
i eja j eia = fbc
(2.2)
a are the structure constants of G. The inverses of these vielbeins are denoted E i
where fbc
a
c k
and satisfy Eam m Ebk Ebm m Eak = fab
Ec .
It is clear that the action (2.1) is invariant under the transformation g ug where u is
a constant element of the Lie group. As it has been done in [3,4,14], the dual model of the
96
action (2.1) is found by gauging this isometry transformation. Introducing gauge fields Aa+
and Aa and choosing the gauge g = 1, yields the first order action
Z

S1 [x, , A] = d + d + x Q x + Aa+ Qa x
+ + x Qa Aa + Aa+ Qab Ab

c a b
+ c + Ac Ac+ + fab
A+ A 14 R (2) .
(2.3)
c =
The equations of motion of the Lagrange multiplier c force the fields strength F+
c
c
c
a
b
(+ A A+ + fab A+ A ) to vanish. The solution to these constraints is Aa =
eia y i . Putting this solution into (2.3) yields the original action (2.1). On the other hand,
integrating over the gauge fields, instead, leads to the dual action
]
S[x,
Z

= d + d + x Q x + x Qa + a N ab Qb x + b

(2.4)
14 R (2) ,
where N ab is the inverse matrix of
c
.
Mab = Qab + c fab
(2.5)
Notice that one can find a kind of inverse operation which permits one to recover
S[x, ]. This can be seen by considering the following
S1 [x, , A] from the dual action e
action
Z

S2 [x, , C, ] = d + d + x Q x

+ x Qa C+a N ab Qb x + Cb

+a (Ca a ) + (C+a + a )a 14 R (2) .
(2.6)
S[x, ].
The integration over the new Lagrange multipliers a results in the dual action e
However, if one keeps a and integrates over C+a and Ca , then one arrives to the action
S1 [x, , ] where a play the role of the gauge fields Aa . It is important to point out that
this inverse operation does not rely on the existence of any isometries. This suggests that
duality transformations are not necessarily related to the presence of isometries as is the
case in PoissonLie duality [25].
In order to compare the dual action with the original one, let us make the field
redefinition a = y i ia . For convenience, we have used the same symbol y i to denote the
original field and its dual. We choose ia to be invertible and symmetric with determinant
equal to one. To obtain the duality transformations on the backgrounds, the original sigma
model is written as
Z

(2.7)
S[x, ] = d + d + zM (GMN + BMN ) zN 14 R (2) ,
97
where zN = (x , y i ). The dual sigma model is of the same form and its dual background
eMN and .
eMN , B
The duality transformations are then given by
fields are denoted G
j
j
e = G S
S ab Eai Eb (Gi Gj Bi Bj ) + A ab Eai Eb (Gi Bj Bi Gj ),
G
j
e = B A ab Eai E j (Gi Gj Bi Bj ) + S
S ab Eai Eb (Gi Bj Bi Gj ),
B
b

ei = Gk Eak A ab + Bk Eak S
S ab bi ,
G

ei = Gk Eak S
S ab + Bk Eak A ab bi ,
B
eij = ia S
S ab bj ,
G
eij = ia A ab bj ,
B
= 12 ln(det Mab ).
N ab
=S
S ab + A ab
(2.8)
where S
S ab
is symmetric and A ab
is antisymmetric.
Here we have written
Notice that the transformation of the dilaton does not come from the classical procedure
described above. In fact it is a purely quantum effect. We refer to [1,23,26] for details
regarding the origin of this term. Independently we shall see that this dilaton shift is indeed
the one needed for the equality between the reduced string effective actions of the original
and the dual backgrounds.
For later use, let us write Qab = Sab (x) + vab (x) where Sab is symmetric and vab is
antisymmetric. This leads to the decomposition Mab = Sab + Aab where
c
.
Aab (x, y) = vab (x) + y i ic fab
(2.9)
Using the decompositions of N ab and Mab together with the relation N ab Mbc = ca , we
arrive at the crucial relations
S bc + Aab A bc = ac ,
Sab S
S bc = 0.
Sab A bc + Aab S
(2.10)
These will be used extensively in the following sections.

The T-duality transformations, as given in (2.8), are quite complicated, especially for
G and B . It is therefore convenient to look for a suitable decomposition of the
backgrounds, in which the duality transformations are simpler. As in the Abelian case
[5,8], we choose a decomposition la KaluzaKlein. A reparametrization of the metric,
consistent with the original sigma model, is given by

j
g (x) + hij Vi V Vi hij
(2.11)
GMN =
Vi hij
hij
with
hij (x, y) = eia (y)Sab (x)ejb (y),
Vi (x, y) = Eai (y)Xa (x).
Similarly, the antisymmetric tensor is decomposed as

b (x) 12 Vk bk Vk bk bi
,
BMN =
bi
bij
(2.12)
(2.13)
where
bij (x, y) = eia (y)vab (x)ejb (y),
bi (x, y) = eia (y)Wa (x).
(2.14)
98
In this decomposition the dual backgrounds are also of the form

ei V
ej V
ei h ij
g + h ij V
eMN =
,
G
ei h ij
V
h ij

ek bk bi
ek bk V
b 12 V
eMN =
.
B
bi
bij
(2.15)
The transformations (2.8) become

g = g ,
b = b ,

ei = Vl ela Aab bl Ebl bi ,
V

S bc + bl Ebl A bc ci ,
bi = Vl ela Sab S
S ab bj ,
h ij = ia S
bij = ia A ab bj ,
= 12 ln(det Mab ).
(2.16)
In this manner, g and b are invariants and the duality transformations act only on Vi ,
bi , hij , bij and the dilaton . As it is well known, the KaluzaKlein parametrization
has other important advantages. Firstly, it enables one to calculate the inverse metric
straightforwardly and, consequently, the scalar curvature. In our case, the inverse of GMN
is

g
V i
,
(2.17)
GMN =
V i hij + Vi V j
where Greek indices are raised and lowered with the metric g and hij is the inverse
of hij . Secondly, the determinant of the metric GMN , is simply given by
det GMN = det g det hij .
(2.18)
These last two properties will be useful in the next sections.
3. Weyl anomaly coefficients and string effective action

We will deal in what follows with the low energy effective action of string theory at oneloop. We will examine its behaviour under non-Abelian T-duality transformations. This
effective action is given by
Z
(1) [G, B, ] = d D z G exp(2)

1
HMNP H MNP + .
(3.1)
R(G) + 4M N 12
In this expression, R is the scalar curvature of the metric GMN and HMNP , defined by
HMNP = M BNP + N BP M + P BMN , is the torsion of the antisymmetric field BMN .
We have also chosen to include a cosmological constant which should be set to zero for
99
critical strings. For this task, it is more convenient to use the KaluzaKlein decomposition
of the previous section. The coordinates are split as zM = (x , y i ) where M = 1, . . . , D,
= 1, . . . , d and i = d + 1, . . . , D.
Before getting into the details of the calculations, we will list some useful relations.
Using Eqs. (2.10) we can show, in matrix notation, that
MS
S = SN t ,
Nt
(3.2)
N ab .
stands for the transpose of the matrix

As a direct consequence we have
r
det S
.
(3.3)
det M =
det S
S
The KaluzaKlein form of the metric GMN leads to
2
(3.4)
det GMN = det eic det g det Sab .
where
eMN is given by
Similarly, the determinant of the dual metric G
eMN = det g det S
Sab
det G
(3.5)
due to the fact that we have chosen det ia = 1. These last three equations combined with
the definition of the dual dilaton result in
p
1
e exp(2)
det G
=
det G exp(2).
(3.6)
det e
Note that the two sides of this equation are both independent of the coordinate y i . This
last expression confirms the good choice for the dilaton transformation, as it implies
proportionality between the integration measures.
R
Furthermore, the effective action [G, B, ] = d D z G exp(2)L can be expressed, up to an integration by parts, as
1
HMNP H MNP 4M M + 4M M +
12
G
4 ,
= GMN MN
L[G, B, ] = R(G)
(3.7)
where the Weyl anomaly coefficients of the sigma model (2.7) are given by
1
G
= RMN + 2M N HMP Q HNP Q ,
MN
4
1 P
B
MN = HMNP + HMNP P ,
2
1
1
(3.8)
= 2 + P P HMNP H MNP .
2
24
4
Let us turn now to a crucial relationship between the Weyl anomaly coefficients
e
e
( G , B , ) of the original sigma model and the Weyl anomaly coefficients ( G , B , )
of its corresponding dual. At the one-loop level and for Abelian T-duality, these relations
have been given in [5,7]. The non-Abelian counterparts of these relations have been found
in [17]. These relations have been derived using path integral arguments with the restriction
a = 0 on the structure constants of the isometry Lie algebra [12,18]. In order to express
fab
100
these relations in a compact form, we will use the generic notation A = (GMN , BMN , )
eMN , B
eMN , ).
with 1 = GMN , . . . . Similarly the dual backgrounds are denoted A = (G

In this notation we have
A B
(3.9)
.
A =
B
These relations have been shown to hold for a few simple sigma models. However, no
proof is known for a general sigma model. The aim of this paper is to show the validity of
Eqs. (3.9) for a sigma model of the type considered in the previous section. For this, we
will use the string effective action.
As a starting point, let us suppose that Eqs. (3.9) hold and let us see what the
consequences are for the effective actions [] and e[].
With the help of (3.6) we have

e
e
G
eMN GMN A 4
eMN MN
4 = G
G
A
A
p
e exp(2)
ln det G
= 2 A
A

ln(det G) 2 ln(det e)
= A
A
MN G
(3.10)
= G MN 4 ,
where we have used e/ = 0. Thus we have
Z
[] =
d d x d n y det(e) det(g) det(S) exp(2)L[],
Z
[]
=
d d x d n y det(g) det(S) exp(2)L[],
(3.11)
where d + n = D. Therefore, the reduced effective actions (the original and its dual) would
be proportional if one were able to perform the integration over the coordinates y i . This
demands that L[] does not depend on y i . It turns out that this is indeed the case as
explained in what follows.
From the form of the metric of the previous section it can be shown, after straightforward
but tedious calculations, that
1
1
a
Xb S ab D Sab S cd D Scd
R(G) = R(g) Sab X
4
4
3 ab
cd
+ S D Sbc S D Sda S ab D D Sab
4
1 a b
1 a b cd
a b cd
fce
fdf Sab S cd S ef fcb
fda S fca
fdb S ,
4
2
where
a
a b c
Xa Xa + fbc
X X
X
(3.12)
(3.13)
and D is the gauge covariant derivative defined by

c
c
Xd Scb fdb
Xd Sca .
D Sab = Sab fda
(3.14)
101
a (x). Hence
The expression (3.12) shows that R(G) is a function of g (x), Sab (x) and X
i
it is independent of y .
Similarly, using the decomposition of GMN in (2.11), it can be shown that
H 2 = HMNP H MNP

= h h + 3 hi hi + 3 hij hij + hij k hij k ,
(3.15)
j
where Greek indices with g and Latin indices with hij (x, y) = Eai (y)S ab (x)Eb (y) with
S ab the inverse of Sab are raised. Here the components of hMNP are defined by
hij k = Hij k ,
hij = Hij Vk Hkij ,

hi = Hi Vk Hki ( ) + Vk Vl Hkli ,

h = H Vk Hk + c.p. + Vk Vl Hkl + c.p. Vk Vl Vm Hklm ,
(3.16)
where c.p. stands for cyclic permutations. Using the decomposition (2.13) of the
antisymmetric tensor BMN , one finds that

d
+ c.p. ,
hij k = eia ejb ekc vad fbc

d
d
Xc vad fbc
+ c.p. ,
hij = eia ejb vab + Wd fab

d
d
+ c.p. ,
( ) + Xb Xc vbd fca
hi = eia Wa Xb vab + Wd fab

h = b 12 Xa Wa + 12 Xa Wa Xa Wa Wa

d
d
Xa Xb Xc vad fbc
+ c.p.
(3.17)
+ Xa Xb vab + Wd fab
We see that when performing the different contractions in (3.15), the vielbeins eia (y)
simplify with their inverses Eai (y) coming from hij . Hence, the dependence on y i
disappears from H 2 .
Finally, the dilaton contribution is given by

4 M M M M

a
= 4g + 12 S ab Sab + Xb fba
.
(3.18)
This expression is explicitly independent of y i . We conclude therefore that L[] =
G
4 is independent of y i .
GMN MN
4. Invariance of the string effective action

In this section, we will prove the relation (3.9) between the Weyl anomaly coefficients
of the original sigma model and those of its dual. Our strategy consists in obtaining this
relation from the invariance of the string effective action under non-Abelian T-duality
102
transformations. We begin our study from the relationship between the Weyl anomaly
coefficients and the string effective action. As it is well known, these are related by
A = MAB []
S[]
,
B
(4.1)
where the matrix M takes the form

1
MAB [] =
G exp(2)
1
(G
G
+ GMQ GNP )
MP
NQ
2
0
1
4 GMN
0
1
(G
G
MP NQ GMQ GNP )
2
0
1
4 GP Q
0
1
16 (D
2)
(4.2)
Of course the same relations hold for the dual background and we have
S[]
.
A = MAB []
B
(4.3)
Suppose that we have

S[]
= A[]S[], where
S[] = G exp(2)L[],
S[]
=
e exp(2)L[
G
]
(4.4)
then, using a chain rule and the expressions (4.1), (4.3), we deduce that
A = MAB []
A[]
C CD
S[] + A[]MAB []
M []
D ,
B
B
(4.5)
denotes the inverse matrix of MAB [].

This last expression is comparable
where M CD []
to (3.9) if one has
A
= 0,

A[]MAB []
C CD
A
M []
=
.
B
D
(4.6)
Our aim is therefore to show that Eqs. (4.4) and (4.6) are indeed satisfied. This will be our
task in this section.
We start by proving that Eq. (4.4) is fulfilled. One cannot check this at the level
of the reduced expressions as given in the previous section. This is due to the fact
that in computing those reduced terms, we have thrown away some expressions whose
transformed counterparts are non-zero. For instance, we have, in the original effective
action [], terms such as i (x), which obviously vanish. However, the equivalent term
y), which is different from zero. This situation is
in the dual effective action []
is i (x,
to be contrasted with Abelian T-duality, where the original backgrounds and their duals are
both independent of the coordinates y i . Hence the above problem is not encountered in the
Abelian case. In order to avoid this potential source of errors, one is forced to work with
a string effective action where the dependence on the coordinates x and y i is not a priori
specified. The particular coordinate dependence of the backgrounds is made explicit only
once the duality transformations are carried out.
103
Checking that S[]

= A[]S[] is a tremendous task. Here, we will give a highlight of
the calculations and leave the details for the appendix. Moreover, we will write down only
the expressions corresponding to the original effective action []. Those corresponding
to the dual effective action []
are simply obtained by replacing each tensor by a tilded
one: its T-duality transformed tensor as given in (2.16). The KaluzaKlein decomposition
of the metric GMN yields the Ricci scalar 2
R(G) = R(g)

+ hik hj l i j hkl hij hkl i j hkl
12 hir hj l hks i hj k l hrs + 34 hil hj r hks i hj k l hrs
hij hkr hls i hj k l hrs 14 hil hj k hrs i hj k l hrs

+ hij hkl hrs i hj k l hrs
n

+ g hij hij + 34 hik hj l hij hkl 14 hij hkl hij hkl
+ 2i Vi + hik i Vj hj k + 2hj k Vi i hj k
+ hj k i hj k Vi
+ hj k i Vi hj k 32 hj l hkr Vi hlr i hj k

+ 12 hj k hlr Vi hlr i hj k
+ 2Vj i j Vj 12 i Vj j Vi i Vi j Vj 12 hik hj l i Vj k Vl
hil Vk i Vj k hj l hkl Vi i Vj j hkl hkl Vj i Vi j hkl
hkl Vi Vj i j hkl 12 hir hks Vj Vl i hj k l hrs
+ 12 hj l hks Vi Vr i hj k l hrs
+ 34 hj r hks Vi Vl i hj k l hrs 14 hj k hrs Vi Vl i hj k l hrs
j
j
i
i
F
V F
14 g g hij V
o
(4.7)
with the definitions

i
= Vi Vi
V
i
and F
= Vk k Vi Vk k Vi .
(4.8)
The terms have been assembled according to the number of factors of g and the number
of factors of Vi . This separation of terms will serve as a guide in our calculation. Since
g is T-duality invariant then R(g) is obviously invariant too.
Let us turn our attention now to the dilatonic contribution. In Abelian duality it is
convenient to reparametrize the dilaton in a T-duality invariant manner [23]. This simplifies
greatly the calculations. Unfortunately this happens to be impossible here due to the
transformation properties of the internal metric hij . The best we can do is to reparametrize
the dilaton as
(x) = (x, y) + (x, y),
2 We have used the package Ricci, developed by J.M. Lee, to perform most of the calculations here.
(4.9)
104
where we define = 14 ln det hij . Under duality transformations, we have =

S and = 14 ln det S
S. We deduce therefore the following
14 ln det S + 14 ln det S
transformation for
(x)
= (x, y) +
1
ln det e(y).
2
(4.10)
This new scalar field has an interesting property: its dual depends only on x (this can be
seen by replacing, in the last expression, by ). Using the decomposition (4.9), the
dilatonic contribution to the original effective action is
4GMN (M N M N )

= 4 G G + 2Gi i GMN MN
2Gi i 2GM M + Gij i j + GMN M N
i
P
i GMN MN
P Gij i j 2GiM i M
GMN MN

GMN M N .
(4.11)
The following expressions for the Christoffel symbols are useful

(G) = g
(g) + g 12 hij hij + i Vi + 12 Vk hij k hij ,
GMN MN
G
MN
k
MN
(G)
h h i hj l 12 hik hj l i hj l + g Vk

+ g i Vi Vk 12 Vi Vk hj l i hj l .
ij kl
(4.12)
1 k ij
2 V h hij
(4.13)
The contribution coming from the torsion term, H 2 , is determined next. The expressions
in (3.16) together with the decomposition (2.13) lead to
hij k = i bj k + c.p.,
hij =
hi =
h =
0
( bij ) +
+ j bi
+ j Vk bki (i j ) ,

0
k
0
k
bi
+ V
bki + Vk bik
( ) 12 i U F
bki ,

k 0
0
( b ) + Vk k b + 12 V
bk + bk
Vk

k 0
0
bk + Vk Vl blk
+ c.p.,
+ 12 F
Vk k bij
(4.14)
(4.15)
(4.16)
(4.17)

0
= bi Vk bki ,
bi
0
0
0
= bi
bi
,
bi
0
0
0
= i bj
j bi
,
bij
0
0
Vk bk
.
U = Vk bk
(4.18)
The introduction of these new tensors is motivated by their simplified T-duality transformation rules, as seen below. In terms of these tensors we have
105
1
HMNP H MNP
12

= + 12 hkm hil hj n k bij l bmn 14 hkl him hj n k bij l bmn
n

0
+ bij m Vk bkn + 12 bij Vk k bmn
+ g him hj n bij m bn
14 g g hij
+ 14 Vk Vl k bij l bmn Vl l bij m Vk bkn

0
Vl l bmn i bj
12 m Vl bln i Vk bkj (i j )

o
0
0
0
(i j ) 12 m bn
i bj (i j )
m Vk bkn i bj
(2) (1)
(2)
1
h(1)
i + hi hj + hj 12 g g g h h , (4.19)

0
k
h(1)
i = bi + V bki ,
k 0
1
k
h(2)
i = V bik ( ) 2 i U F bki . (4.20)
The terms of (4.19) have been also written according to the number of factors of g , Vi
and bi .
Having listed the different contributions to L[] and L[],
we are in a position to
compare them. The easiest part to start with is the dilatonic contribution involving the field
in both actions. As a consequence of (4.10), we have = . Notice that and
can only come from the dilatonic parts of the two actions. Therefore, by identifying
these terms in the two actions using (4.11), we must have
G G + 2Gi i
2Gi i 2GM M
GMN MN
e
ei i
e G
+ 2G
=G
ei
i 2G
eM
M .
eMN eMN
2G
G
(4.21)
e = g . The
The first two terms on each side of this equality are equal since G = G
third term on each side vanishes due to the particular dependence on x and y i of and .
An explicit calculation of the remaining terms leads to
1 k ij
ek .
V h k hij + k Vk = k V
2
(4.22)
ek , as given in (2.16), we find that this last equation is satisfied

Using the explicit form of V
only when
a
= 0.
Vk ekb fab
(4.23)
a
= 0, as is the case for semiThis equation holds if the isometry Lie algebra is such that fab
simple Lie algebras. This observation agrees with the conclusions reached in [12,14,18,
19] for the quantum validity of non-Abelian T-duality transformations. However, the terms
a contain always V k at the same time. Therefore, for a block-diagonal metric
containing fab
with Vk = 0 the above equation is also satisfied. This particular case will be discussed in
an example based on a Bianchi-type metric in the next section.
106
The other particular terms to consider in comparing [] and []

are the contributions
e2 .
involving three factors of g . These are found in the expressions of H 2 and H
According to (4.19), we must have
g g g h h = g g g h h .
(4.24)
Since g = g , we must have

h = h .
(4.25)
We have checked, using the list of transformations given in the appendix, that this is indeed
the case.
The comparison of the remaining terms in L[] and L[]
is organised according to
the following pattern: if we look at the transformations (2.16), we note two important
properties. First, since the reduced metric g is invariant, the terms in the two Lagrangians
ei and bi contain
with the same number of factors of g must be equal. Moreover, V
i
ei
consisting of n factors of V
one V and one bi factors. Therefore, the terms in L[],
and m factors of bi can only be compared with terms in L[] containing n0 factors of
ei and m0 factors of bi , such that n0 + m0 = n + m. Using this criterion as a guiding
V
principle, we have explicitly checked that L[]
= L[]. We have listed in an appendix the
transformations of all the terms.
Having shown that S[]
= A[]S[], with A[] = 1/ det e, we can now turn our
A[] A
attention to proving the relations in (4.6). It is clear that A[]
B = A B = 0. In order to
deal with the second equation in (4.6), let us start by showing that all the matrices involved
there are well defined. The right-hand side requires the computation of A /B . For this,
one needs to compute the variations Sab and Aab . Using the key relations (2.10), we find

ac db
S
S ab
= 12 S
S + A ac A db + (c d) ,
S S
Scd

ac db
S
S ab
S db (c d) ,
= 12 S
S A + A ac S
Acd

ac db
A ab
= 12 S
S db + (c d) ,
S A + A ac S
Scd

ac db
A ab
= 12 S
S S
S + A ac A db (c d) .
Acd
(4.26)
These expressions, together with eia /A = 0, and the duality transformations (2.8) yield
the different components of A /B . These are set forth in the appendix.
The matrix M CD [], inverse of MAB [], is computed from the variation of the action,
where S[]/C = M CD [] D and is given by
M CD [] = G exp(2)
1 MP NQ
G
+ GMQ GNP GMN GP Q
0
2GP Q
2 G

1
MP GNQ GMQ GNP
0
0 .
2 G
MN
0
8
2G
107
On the other hand, the computation of C / B requires the inversion of the duality
transformations. The original string backgrounds can be expressed in terms of the dual
ones as follows

e Sab ai bj G
ei B
ei G
ej B
ej + Aab ai bj G
ej B
ej ,
ei G
ei B
G = G

e Aab ai bj G
ei B
ei G
ej B
ej + Sab ai bj G
ej B
ej ,
ei G
ei B
B = B

ek ka Aab + B
ek ka S ab eib ,
Gi = G

ek ka Sab + B
ek ka Aab eib ,
Bi = G
Gij = eia Sab ejb ,
c a b
ei ej ,
Bij = eia Aab ejb y k kc fab

= 12 ln det S
S ab + A ab .
(4.27)
The different functional derivatives are then calculated in a similar way to those of
c e a e b ) = 0).
A /B (recall that B (y k kc fab
i j
Since the inverses of the matrices MAB [] and A / B exist, the second relation in
(4.6) can be put in the form
=
A[]MAB []
A
D
MCD []
.
C
B
(4.28)
Using the explicit form of MAB [] in (4.28) and the expressions of A /B given in the
appendix, we have checked that the above equation is indeed satisfied. Let us just give an
eij , )
component of the left-hand side equation (4.28)
example of how this works. The (G
is
A[]MG
eij , =
e exp(2)
4 det e G
eij ,
G
(4.29)
while the left-hand side is written as

eij
eij
eij
G
G
G

+
MGmn ,
MGmn ,Gpq
+
MBmn ,Bpq
,
Gmn
Gmn
Gpq
Bmn
Bpq
(4.30)
where
1
Gmn ,
MGmn , =
4 G exp(2)
1
(Gmp Gnq + Gmq Gnp ),
MGmn ,Gpq =
2 G exp(2)
1
(Gmp Gnq Gmq Gnp ).
MBmn ,Bpq =
2 G exp(2)
(4.31)
With the help of the functional derivatives of the appendix, one verifies that the two sides
are equal. This is also the case for all the other components of (4.28).
108
5. Explicit examples
In this section we study two examples regarding the relationship between the original
effective action and its dual. The first is a model based on the isometry algebra SU(2). We
consider the sigma model given by following action [17]
Z

(5.1)
S = d 2 f (x) x x + h(x) Tr g 1 g g 1 g ,
where g is an element of the Lie group SU(2) and f (x) and h(x) are arbitrary functions.
We take the elements of SU(2) to be parametrized by the Euler angles y i = (u, v, w)
g = exp(iu3 ) exp(iv1 ) exp(iw3 ),
(5.2)
where i = i /2 with i the Pauli matrices. The only non-vanishing background field is
the metric and it is given by

f (x)
0
(5.3)
GMN =
0
hij (x, y)
with
1
hij (x, y) = h(x) 0
cos(v)
The vielbeins are given by
sin(v) sin(w)
eia (y) = sin(v) cos(w)
cos(v)
0
1
0
cos(v)
0 .
1
cos(w)
sin(w)
0
0
0,
1
(5.4)
(5.5)
where the index a numbers the rows of this matrix.

a
=
The objects of the previous sections needed here are Sab (x) = h(x)ab and ia fbc
S ab and A ab . The effective action
ibc with 123 = 1. These allow the determination of S
corresponding to this sigma model is found to be given by
Z
[] =
dx d 3 y G R(G)

Z
d 2 h df dh
3
3/2 1/2
2
h
dx du dv dw | sin(v)|f
.
(5.6)
=
f 2f 2 +
2
dx
dx dx
Notice that one can perform
the integration over the internal coordinates and obtain the
R
internal volume v = du dv dw | sin(v)|. The dual background fields are computed from
the duality transformations (2.16). This yields the following metric, antisymmetric tensor
and dilaton
f
0
0
0
2
2
uv
uw
,
eMN = 1 0 h + u
G
2 + v2
vw
0
vu
h
hD
0
wu
wv
h2 + w2
109
0 0
0
0
eMN = 1 0 0 w v ,
B
0
u
D 0 w
0 v
u
0
1
1
= ln(det Mab ) = ln(hD).
2
2
(5.7)
where D = h2 + u2 + v 2 + w2 . Using these expressions one can see by direct calculations

that the T-dual effective action is given by
Z
p

e 2 ,
e exp(2)
e 1 H
e2 + 4
R
[]
=
dx d 3 y G
12

Z
d 2 h df dh
3/2 1/2
2
.
(5.8)
h
f 2f 2 +
=
dx du dv dw f
dx dx
dx
R
Similarly, the volume element of the internal space in the dual theory is v = du dv dw.
Therefore, the two reduced effective actions [] and []
are equal up to an overall
factor.
Our second example is based on a Bianchi V type metric. This example was first
analysed in [24] where the authors found that the -functions

of the original model and
its dual are not equivalent. The original model is characterized by

(5.9)
BMN = = 0,
GMN = diag f (x), a 2 (x), a 2(x)e2u , a 2 (x)e2u ,
where the coordinates are such that zM = (x, y i ) = (x, u, v, w). The vielbeins of the
Bianchi V metric are

(5.10)
eia = diag 1, eu , eu
and the non-vanishing structure constants corresponding to the isometry group are
2
2
3
3
= f21
= f13
= f31
= 1.
f12
(5.11)
a
is different from zero, while Vi is zero.
This example is particularly interesting as fab
Therefore Eq. (4.23) is satisfied and we expect the equality of the reduced effective actions.
We will see that this is the case here. However some complications arise at the level of the
equations of motion (the -function

equations). By a similar method to the one used in the
SU(2) example, the dual backgrounds are given by
f
0
0
0
4
0
0
,
eMN = 0 a /D
G
0
vw/D
0
(a 4 + w2 )/D
0
0
0
0
0
eMN = 0
B
0 a 2v/D
0 a 2 w/D
1
= ln(D),
2
vw/D
(a 4 + v 2 )/D
0
0
a 2 v/D a 2 w/D
,
0
0
0
0
(5.12)
110
where D = a 2 (x)(a 4 (x) + v 2 + w2 ). With these original and dual backgrounds, the
corresponding effective actions are
2 2

Z
d a
da df
2u 1/2
2
2f ,
a f
a
[] = 3 dx du dv dw e f
dx dx
dx 2

Z
d 2a 2
da df
1/2
2
2f .
a f
a
(5.13)
[]
= 3 dx du dv dw f
dx dx
dx 2
We have then proportionality between the reduced effective actions. However, this does
not mean that the -functions

are related according to (3.9). Notice that although L[] =
L[],
one does not, in general, have L[ + ] = L[ + ].
The difference between
a
L[ + ] and L[ + ]
always involves terms containing fab eia Vi . Clearly, these terms
a
vanish only when fab = 0. This is why the beta functions of the original and dual theories
cannot be related by (3.9) in this case. This explains the conclusions reached in [24] for the
particular case f (x) = 1 and a(x) = x.
6. Discussion
We have analysed in this paper the effects of non-Abelian T-duality transformations
on the Weyl anomaly coefficients of the two-dimensional non-linear sigma model. This
analysis is carried out at the level of the corresponding string effective action. A suitable
reparametrization of the string backgrounds, in which the duality transformations take
a simple form, is found. In this reparametrization the dual backgrounds are of the same
global form as the original ones. By an explicit computation, we show that the Lagrangian
of the original string effective action is proportional to that of the dual string effective
action. Using then the connection between the -functions

of the non-linear sigma model
and the equations of motion of the string effective action, we give a functional relation
between the Weyl anomaly coefficients of the original two-dimensional theory and their
counterparts in the dual one. This is precisely the relation found in [17] through path
integral considerations.
A natural question arises now regarding the invertibility of the non-Abelian duality
transformations. At the level of the non-linear sigma model, it is well known that these
are not invertible, as the dual model does not possess any isometries which allow one
to go back to the original theory [14]. However, when dealing with the string effective
action, one can consider the transformations (2.8) in their own right, regardless of their twodimensional origin. This is indeed what happens in the Abelian case [23]. Let us therefore
examine this important question. In order to recover the diagonal part of the metric of the
original theory, namely hij , from the dual one, that is h ij , we must impose the following
duality transformations
S
S cd ci eia Sab ejb j d ,
j
S ab Eb j d ,
Scd ci Eai S
eia ib ekb ka ,
Eai ib Ebk ka .
111
(6.1)
S ab bj h ij =
This results in the chain of duality transformations hij h ij = ia S
a
b
S
ei Sab ej . However, these transformations for Sab and Sab must preserve the relations
(2.10). This requires that Aab and A ab must transform as
A cd ci eia Aab ejb j d ,
Acd ci Eai A ab Eb j d .
j
(6.2)
Using the above duality transformation we automatically get

S ab bi Gi ,
Gi Gk Eak A ab + Bk Eak S

S ab + Bk Eak A ab bi Bi ,
Bi Gk Eak S
e G ,
G G
e B .
B B
(6.3)
So far, all this seems to work quite well but two problems arise: firstly, the only requirement
left for the duality transformation to be invertible is
bij = eia vab ejb ia A ab bj bij .
(6.4)
c ,
Combining this requirement with the above transformation of Aab = vab + y k kc fab
implies the strange transformation relation
c a b
c a b
ei ej 0 y k kc fab
ei ej .
y k kc fab
(6.5)
Secondly, using the transformations in (6.1), we deduce the following chain of transformations for the dilaton
1
S det S) + ln det e.
(6.6)
+ (det S
4
Therefore, one cannot recover the original dilaton. It is only in the Abelian case that these
a
= 0 and det e = 1) and the duality transformations are
two problems do not arise (fbc
indeed invertible.
Our results could be of interest in cosmological models based on the string effective
action. This is due to the fact that most of the relevant models in cosmology, exhibit nonAbelian rather than Abelian isometries. Thus, non-Abelian T-duality transformations could
be especially useful in the study of inflationary models derived from string theories. This
is in the same spirit as pre-big-bang inflation [27], where Abelian duality has proven to be
an essential tool.
Furthermore, our decomposition of the different string backgrounds has allowed for
an explicit computation of the reduced string effective action. It is therefore natural to
ask if this reduced action presents other symmetries like the O(d, d) transformations
of the Abelian case. This is a crucial point which deserves further study. It is worth
mentioning that a decomposition, sharing some of the features presented here, has been
used in the context of massive supergravity theories [28]. The authors of that article
show that the reduced low energy effective action of the heterotic string possesses an
112
O(d, d + 16) symmetry group. However, these transformations present two drawbacks.
First, the transformations involve the field strength of the gauge fields coming from the
KaluzaKlein decomposition of the metric. This means that these symmetries are non-local
on the basic fields. Secondly, the symmetry holds only when a transformation is associated
to the structure constants of the isometry Lie algebra.
There are obviously other subjects to be treated in this area. As our analyses are valid
only at the one-loop level, it is therefore desirable to examine what happens beyond this
leading order. The one-loop duality transformations must certainly be modified. This could
give an idea on how to correct the duality symmetry, loop by loop in perturbation theory.
Finally, one could extend the investigation to the case of PoissonLie duality. This last
point is currently under investigation.
Acknowledgements
We would like to thank Peter Forgcs and Ian Jack for useful discussions and Professor
J.M. Lee for his valuable time in explaining the package Ricci to us.
Appendix A. Useful identities

In Section 4 of this paper many quantities are redefined for the sake of their simple
duality transformations. In this appendix, we give the dual expressions corresponding to
these quantities. Before doing this, however, one needs other useful identities used in the
computation.
By applying a differential operator on both sides of the fundamental relations (2.10)
one finds

S
S ab = Scd S ac S db + Aac Adb Acd S ac Adb + Aac S db ,

(A.1)
A ab = Scd S ac Adb + Aac S db Acd S ac S db + Aac Adb .
When acts on the coordinates x then we have Acd = vcd while when acting on the
a . To identify terms involving hij and
coordinates y i we get i Scd = 0 and i Acd = ia fcd
hij in the dual effective action, we use

S cd Sdb Aac S
S cd Adb ejb = eia Sab ejb = hij ,
eia Sac S
j
j
(A.2)
Eai S
S ab A ac Scd A db Eb = Eai S ab Eb = hij .
0 E k are independent of y i . Hence, we
Furthermore, the combinations Vk eka , bk Eak and bk
a
have the following identities
j
i Vj = Vk eka i Ea ,
i bj = bk Eak i eja ,
0
0
= bk
Eak i eja .
i bj
(A.3)
113
Notice that the Jacobi identity together with the definition of Aab implies
d
d
d
d
+ Aad fbc
+ Abd fca
= vcd fab
+ c.p.
Acd fab
(A.4)
The above identities lead to the following duality transformations

0
ei = Vl ea y k kc f c bl
Ebl bi ,
V
l
ab
0
a
= Vm em
ai ,
bi
0
m a
= V
em ai ,
bi
0
= 0,
bij
k a
e = U 2F
ek a ,
U
m bi
i
k a
c
e
= V
ek Aac em
h(1)
V
m Eb ,

(1)
k a
k ab
Scb
bi ,
h (1)
i = V ek Sac S + hk Ea A
m bi
i
k
a
b
(2)
e = F ek Aab em + hm Eb ,
F

(2)
k a
k ab
Scb
bi .
h (2)
i = F ek Sac S hk Ea A
(A.5)
Appendix B. Comparing the original and dual Lagrangians

As mentioned in the main body of the paper, the terms in L[] and L[]
are organised
according to the number of factors of g and the number of factors of the gauge fields Vi ,
bi . We will gather below these terms according to this criterion. The expressions coming
from the dual Lagrangian L[]
are given on the right-hand side of each equation.
B.1. Order zero in g and zero in gauge fields
To this order one has to collect from the two Lagrangians the terms without gauge fields.
Many of the terms coming from the Ricci scalar cancel against terms from the dilatonic part
(note that this is the case for other orders as well). The dual expressions of the remaining
terms at this order are

j + 4i h ij j = 0,
4h ij i j 4h ij i
c d
c d
fbc S ab fca
fdb ,
i j h ij = S ab fad
1 km il j n
h h h (k hij l h mn k bij l bmn )
2

1
c d
c e
fbc + S ab Acg S gf Aeh S hd fad
fbf ,
= S ab fad
2
1 kl im j n
h h h (k hij l h mn + k bij l bmn )
4

1
a gh b
S fhe .
= Sab Aac S cd Adb S ef ffg
4
114
Similarly, the corresponding expressions at the same order coming from the original
Lagrangian can be easily extracted from the expressions given in the main text. The sums
of these terms in each Lagrangian are identical. This will be the case at each order as well.
B.2. Order one in g and zero in gauge fields
1
g h im h j n ( h ij h mn + bij bmn )
4
1
= g S ac S bd ( Sab Scd + vab vcd )
4
1 im j n
= g h h ( hij hmn + bij bnm ).
4
B.3. Order one in g and one in gauge fields
To this order one must demand that
k V k 2V k k = 0
(B.1)
in order to get rid of the terms involving the field . Note that this is equivalent to imposing
Eq. (4.23). The duals of the remaining terms at this order are
e h j k h ki + g h im h j n h ij m V
ek bkn
g i V

b
= g Vi eia fac
S cd Abe S ef Af d S cd Sdb ,
1
1 ek im j n
ek k bmn
V h h hij k h mn + g h im h j n h ij V
2
2
1
ei S ab S cd Aac i Abd ,
= g V
2
0
= 0.
g h im h j n h ij m bn
B.4. Order one in g and two in gauge fields
1
c d
ej j V
ei = 1 g Vk eka Vl elb fad
fbc ,
g i V
2
2

1
ej k V
el 1 g h im h j n i V
el blj m V
ek bkn (m n)
g h ik h j l i V
2
2

1
c d
fbf Scd Acg S gh Ahd S ef
= g Vk eka Vl elb fae
2
1
c d
+ g Vk eka Vl elb fae
fbf Acg S gf Adh S he ,
2
ek k h lj i V
ej g h im h j n V
el l bij m V
ek bkn
g h il V

j g
0
a g
h
= g S cd S ef bk
Eak Vl elb fce
fbf Agd + Vk eka Vl elb y i ij fag fde Ach fbf
,
1
1 ei ej mp nq
ek V
el k b ij l bmn
V h h i hmn j h pq g h im h j n V
V
4
4
(B.2)
115
1
j f
j
0
e 0
0
a g i
= g S ac S bd bi
Eei fab
bj Ef fcd g S cd S ef bk
Eak Vl elb fce
fbf y ij fgd
4
1
q g
j h
g S cd S ef Vk eka Vl elb y p pq fag fce y i ij fbh fdf
,
4
0
el l bmn i bj
= 0,
g h im h j n V

0
ek bkn i bj
(i j ) = 0,
g h im h j n m V

1
0
0
(m n) = 0.
(B.3)
g h im h j n i bj
m bn
2
B.5. Order two in g
Here we can treat at the same time order two, three and four in the gauge fields. Using
the transformations (A.5) and the relations (A.2) we can easily show that
j

i
i
e
ej + h ij h (1) + h (2) h (1) + h (2)
e
e F
F
V
h ij V
i
i
j
j
a

j
j
i
i
F
S cd Sdb Aac S
S cd Adb ejb V F
ei Sac S
= V

(2) i Sab
ac
db E j h(1) + h(2)
+ h(1)
i + hi Ea S A Scd A
j
b j
j
j
(1)
(2) (1)
(2)
i
i
F
V F + hij hi + hi hj + hj .
= hij V
B.6. Order three in g : the invariance of h
Starting from the definition of h given in (3.16) and using the decomposition (2.13)
one can show that

1 k 0
0
bk + bk
Vk
h = b Vk k b + V
2

1 k 0
k l 0
(B.4)
+ F bl + V V blk + c.p.
2
Now using the transformations (A.5) and the key relations (2.10) we find that

1 ek 0
0
k 0
0
ek + c.p., = 1 V
bk + bk
Vk + c.p.
V bk + bk
V
2
2

1 ek 0
k
l
0
k 0
0
e V
e blk + c.p. = 1 F
F bk + V
bk + Vk Vl blk
+ c.p.
2
2
Moreover, the term b is invariant and independent of y i . All this applied to the
decomposition (B.4) proves the invariance of h under non-Abelian T-duality.
Appendix C. Functional derivatives

Here, we list the non-vanishing components of A /B . These are needed to prove
Eq. (4.28). With the two definitions

S ab + Bi Eai A ab Ebn ,
Yn = Gi Eai S

(C.1)
S ab + Gi Eai A ab Ebn
Zn = Bi Eai S
116
we have
e

1
G
=
+ ( ) ,
G
2
e

G
= Yn + ( ) ,
Gn
e

G
= Zn + ( ) ,
Bn
e

G
1 m n
Y Y Zm Zn + ( ) ,
=
Gmn
2
e

G
1 m n
Z Y Ym Zn ( ) ,
=
Bmn
2
ei
B i
G
= Ean A ab bi =
,
Gn
Bn
ei
B i
G
S ab bi =
= Ean S
,
Bn
Gn
ei

G
1 m n Scd
Z Ec S di + Ym Ecn A cd di + (m n) ,
=
Gmn
2
e

Gi
1 m n Scd
Y E S di + Zm Ecn A cd di (m n) ,
=
Bmn
2 c
eij

G
1 ab m n Scd
= ia S
S Eb Ec S + A ab Ebm Ecn A cd dj + (m n) ,
Gmn
2
eij

G
1 ab m n cd
S cd dj (m n) ,
= ia S
S Eb Ec A + A ab Ebm Ecn S
Bmn
2
1

S ab Ebn ,
= Eam S
Bmn
2
e

B
1
( ) ,
=
B
2
e

B
= Zn ( ) ,
Gn
e

B
= Yn ( ) ,
Bn
e

1 m n
B
Y Y Zm Zn ( ) ,
=
Bmn
2
e

1 m n
B
Z Y Ym Zn ( ) ,
=
Gmn
2
ei

1 m n Scd
B
=
Z Ec S di + Ym Ecn A cd di (m n) ,
Bmn
2
ei

1 m n Scd
B
=
Y Ec S di + Zm Ecn A cd di + (m n) ,
Gmn
2
eij
B
Bmn
eij
B
Gmn

Bmn

117

1 Sab m n Scd
ia S Eb Ec S + A ab Ebm Ecn A cd dj (m n) ,
2

1 ab m n cd
S cd dj + (m n) ,
= ia S
S Eb Ec A + A ab Ebm Ecn S
2
1 m ab n
= Ea A Eb ,
2
=
= 1.
(C.2)
References
[1] T.H. Buscher, A symmetry of the string background field equations, Phys. Lett. B 194 (1987)
59;
T.H. Buscher, Path integral derivation of quantum duality in nonlinear sigma models, Phys.
Lett. B 201 (1988) 466.
[2] M. Rocek, E. Verlinde, Duality, quotients, and currents, Nucl. Phys. B 373 (1992) 630, hepth/9110053.
[3] X.C. de la Ossa, F. Quevedo, Duality symmetries from non-Abelian isometries in string theory,
Nucl. Phys. B 403 (1993) 377, hep-th/9210021.
[4] E. Alvarez, L. Alvarez-Gaum, Y. Lozano, On non-Abelian duality, Nucl. Phys. B 424 (1994)
155, hep-th/9403155.
[5] P.E. Haagensen, Duality transformations away from conformal points, Phys. Lett. B 382 (1996)
356, hep-th/9604136.
[6] J. Balog, P. Forgacs, Z. Horvath, L. Palla, Quantum corrections of Abelian duality transformations, Phys. Lett. B 388 (1996) 121, hep-th/9606187.
[7] P.E. Haagensen, K. Olsen, T-duality and two-loop renormalization flows, Nucl. Phys. B 504
(1997) 326, hep-th/9704157.
[8] N. Kaloper, K.A. Meissner, Duality beyond the first loop, Phys. Rev. D 56 (1997) 79407953,
hep-th/9705193.
[9] P.E. Haagensen, K. Olsen, R. Schiappa, Two-loop beta functions without Feynman diagrams,
Phys. Rev. Lett. 79 (1997) 3573, hep-th/9705105.
[10] P.E. Haagensen, Duality and the renormalization group, hep-th/9708110.
[11] I. Jack, S. Parsons, O(d, d) invariance at two and three loops, Phys. Rev. D 62 (2000) 026003,
hep-th/9911064.
[12] E. Tyurin, On conformal properties of the dualized sigma models, Phys. Lett. B 348 (1995) 386,
hep-th/9411242.
[13] G. Curci, G. Paffuti, Consistency between the string background field equation of motion and
the vanishing of the conformal anomaly, Nucl. Phys. B 286 (1987) 399.
[14] A. Giveon, M. Rocek, On non-abelian duality, Nucl. Phys. B 421 (1994) 173190, hepth/9308154.
[15] K. Sfetsos, Gauged WZW models and non-Abelian duality, Phys. Rev. D 50 (1994) 2784, hepth/9402031.
[16] S.F. Hewson, The non-abelian target space duals of TaubNUT space, Class. Quant. Grav. 13
(1996) 1739, hep-th/9510092;
S. Hewson, M. Perry, Exact non-abelian duality, Phys. Lett. B 391 (1997) 316, hep-th/9603015.
[17] J. Balog, P. Forgcs, N. Mohammedi, L. Palla, J. Schnittger, On quantum T-duality in models,
Nucl. Phys. B 535 (1998) 461482, hep-th/9806068.
118
[18] E. lvarez, L. lvarez-Gaum, Y. Lozano, On non-Abelian duality, Nucl. Phys. B 424 (1994)
155183, hep-th/9403155.
[19] N. Mohammedi, Non-Abelian duality based on non-semi-simple isometry groups, Phys.
Lett. B 414 (1997) 104, hep-th/9709071.
[20] L.K. Balazs, J. Balog, P. Forgacs, N. Mohammedi, L. Palla, J. Schnittger, Quantum equivalence
of sigma models related by non-Abelian duality transformations, Phys. Rev. D 57 (1998) 3585,
hep-th/9704137.
[21] J. Balog, P. Forgacs, Z. Horvath, L. Palla, Perturbative quantum (in)equivalence of dual sigma
models in two dimensions, Nucl. Phys. Proc. Suppl. 49 (1996) 16, hep-th/9601091.
[22] C.G. Callan, E.J. Martinec, M.J. Perry, D. Friedan, Strings in background fields, Nucl.
Phys. B 262 (1985) 593.
[23] K.A. Meissner, G. Veneziano, Manifestly O(d, d) invariant approach to spacetime dependent
string vacua, Mod. Phys. Lett. A 6 (1991) 33973404, hep-th/9110004;
J. Maharana, J.H. Schwarz, Noncompact symmetries in string theory, Nucl. Phys. B 390 (1993)
332, hep-th/9207016.
[24] M. Gasperini, R. Ricci, G. Veneziano, A problem with non-Abelian duality?, Phys. Lett. B 319
(1993) 438444, hep-th/9308112.
[25] C. Klimcik, P. Severa, Dual non-Abelian duality and the Drinfeld double, Phys. Lett. B 351
(1995) 455, hep-th/9502122;
C. Klimcik, PoissonLie T-duality, Nucl. Phys. Proc. Suppl. 46 (1996) 116, hep-th/9509095;
K. Sfetsos, Canonical equivalence of non-isometric sigma models and PoissonLie T-duality,
Nucl. Phys. B 517 (1998) 549, hep-th/9710163;
E. Tyurin, R. von Unge, PoissonLie T-duality: the path-integral derivation, Phys. Lett. B 382
(1996) 233, hep-th/9512025;
O. Alvarez, Target space duality. I: general theory, hep-th/0003177;
O. Alvarez, Target space duality. II: applications, hep-th/0003178.
[26] A.S. Schwarz, A.A. Tseytlin, Dilaton shift under duality and torsion of elliptic complex, Nucl.
Phys. B 399 (1993) 691, hep-th/9210015;
J. De Jaegher, J. Raeymaekers, A. Sevrin, W. Troost, Dilaton transformation under Abelian
and non-Abelian T-duality in the path-integral approach, Nucl. Phys. B 548 (1999) 563, hepth/9812207.
[27] M. Gasperini, G. Veneziano, Pre-big-bang in string cosmology, Astropart. Phys. 1 (1993) 317,
hep-th/9211021;
M. Gasperini, Elementary introduction to pre-big-bang cosmology and to the relic graviton
background, hep-th/9907067;
G. Veneziano, String cosmology: the pre-big-bang scenario, hep-th/0002094.
[28] N. Kaloper, R.C. Myers, The O(dd) story of massive supergravity, J. High Energy Phys. 05
(1999) 010, hep-th/9901045.

Three-dimensional SCFTs, supersymmetric domain

wall and renormalization group flow
Changhyun Ahn , Jinsub Paeng
Department of Physics, Kyungpook National University, Taegu 702-701, South Korea
Abstract
By analyzing SU(3) U (1) invariant stationary point, studied earlier by Nicolai and Warner,
of gauged N = 8 supergravity, we find that the deformation of S7 gives rise to nontrivial
renormalization group flow in a three-dimensional boundary super conformal field theory from
N = 8, SO(8) invariant UV fixed point to N = 2, SU(3)U (1) invariant IR fixed point. By explicitly
constructing 28-beins u, v fields, that are an element of fundamental 56-dimensional representation
of E7 , in terms of scalar and pseudo-scalar fields of gauged N = 8 supergravity, we get A1 , A2
tensors. Then we identify one of the eigenvalues of A1 tensor with superpotential of de Wit
Nicolai scalar potential and discuss four-dimensional supergravity description of renormalization
group flow, i.e., the BPS domain wall solutions which are equivalent to vanishing of variation of spin
1/2, 3/2 fields in the supersymmetry preserving bosonic background of gauged N = 8 supergravity.
A numerical analysis of the steepest descent equations interpolating two critical points is given.
2001 Elsevier Science B.V. All rights reserved.
1. Introduction
Few examples are known for three-dimensional interacting conformal field theories,
mainly due to strong coupling dynamics in the infrared (IR) limit. In the previous
papers [1,2], three-dimensional (super)conformal field theories were classified by utilizing
the AdS/CFT correspondence [35] and earlier, exhaustive study of the KaluzaKlein
supergravity [6].
The simplest spontaneous compactification of the eleven-dimensional supergravity [7]
is the FreundRubin [8] compactification to a product of AdS4 spacetime and an arbitrary
compact Einstein manifold X7 of positive scalar curvature. The best known example is
provided by round- and squashed-S7. The standard Einstein metric of the round-S7 yields
E-mail address: ahn@knu.ac.kr (C. Ahn).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 8 7 - 8
120
C. Ahn, J. Paeng / Nuclear Physics B 595 (2001) 119137
a vacuum with SO(8) gauge symmetry and N = 8 supersymmetry. The second, squashed
Einstein metric [9], yields a vacuum with SO(5) SO(3) gauge symmetry and N = 1
(or 0) supersymmetry, depending on the orientation of the S7 [10]. In [1], the wellknown spontaneous (super)symmetry breaking deformation from round- to squashed-S7
was mapped to a renormalization group (RG) flow from N = 0 (or 1), SO(5) SO(3)
invariant fixed point in the ultraviolet (UV) to N = 8, SO(8) invariant fixed point in
the IR. The squashing deformation corresponded to an irrelevant operator at the N = 8
superconformal fixed point and a relevant operator at the N = 1 (or 0) (super)conformal
fixed point, respectively.
In contrast to the FreundRubin compactifications, the symmetry of the vacuum of
Englert type compactification is no longer given by the isometry group of X7 but rather
by the group which leaves invariant both the metric and four-form magnetic field strength.
By generalizing compactification vacuum ansatz to the nonlinear level, solutions of the
eleven-dimensional supergravity were obtained directly from the scalar and pseudo-scalar
expectation values at various critical points of the N = 8 supergravity potential [11]. They
reproduced all known KaluzaKlein solutions of the eleven-dimensional supergravity:
round S7 [12], SO(7) -invariant, parallelized S7 [13], SO(7)+ -invariant vacuum [14],
SU(4) -invariant vacuum [15], and a new one with G2 invariance. Among them, round
S7 - and G2 -invariant vacua are stable, while SO(7) -invariant ones are known to be
unstable [16]. In [2], via AdS/CFT correspondence, deformation of S7 was interpreted
as renormalization group flow from N = 8, SO(8) invariant UV fixed point to N = 1,
G2 invariant IR fixed point by analyzing de WitNicolai potential.
In this paper, we will continue to analyze a vacuum of N = 8 supergravity with
SU(3) U (1) symmetry, studied earlier by Nicolai and Warner [17], that was considered
very briefly in [2]. In Section 2, by explicitly constructing 28-beins u, v fields, that are
an element of fundamental 56-dimensional representation of E7 , in terms of scalar and
pseudo-scalar fields of N = 8 supergravity, we get A1 , A2 tensors (7), (9). In Section 3,
we will be identifying a deformation which gives rise to a renormalization group flow
associated with the symmetry breaking SO(8) SU(3) U (1) (both of which are stable
vacua) and find that the deformation operator is relevant at the SO(8) fixed point but
becomes irrelevant at the SU(3) U (1) fixed point. In Section 4, we identify one of
the eigenvalues of A1 tensor with superpotential of de WitNicolai scalar potential and
discuss the BPS domain wall solutions. Finally in appendix, there exist some details. See
also recent papers [18] on RG flows and AdS/CFT correspondence.
2. de WitNicolai potential and AdS4 supergravity vacua

de Wit and Nicolai [19,20] constructed a four-dimensional supergravity theory by
gauging the SO(8) subgroup of E7 in the global E7 local SU(8) supergravity of
Cremmer and Julia [7]. In common with CremmerJulia theory, this theory contains selfinteraction of a single massless N = 8 supermultiplet of spins (2, 3/2, 1, 1/2, 0+, 0 ) but
with local SO(8) local SU(8) invariance. It is well known [21] that the 70 real scalars
121
of N = 8 supergravity live on the coset space E7 /SU(8) since 63 fields may be gauged
away by an SU(8) rotation and are described by an element V(x) of the fundamental
56-dimensional representation of E7 :
!
uij I J (x) vij KL (x)
,
(1)
V(x) =
v klI J (x) ukl KL (x)
where SU(8) index pairs [ij ], . . . and SO(8) index pairs [I J ], . . . are antisymmetrized and
therefore u and v fields are 28 28 matrices and x is the coordinate on 4-dimensional
spacetime. Complex conjugation can be done by raising or lowering those indices, for
example, (uij I J )? = uij I J and so on. Under local SU(8) and local SO(8), the matrix
V(x) transforms as V(x) U (x)V(x)O 1(x) where U (x) SU(8) and O(x) SO(8)
and matrices U (x) and O(x) are in the appropriate 56-dimensional representation. In the
gauged supergravity theory, the 28-vectors transform in the adjoint of SO(8) with resulting
non-abelian field strength.
Although the full gauged N = 8 Lagrangian is rather complicated [20], the scalar and
gravity part of the action is simple(we are considering a gravity coupled to scalar field
theory since matter fields do not play a role in domain wall solutions of Section 4) and
maybe written as

Z
2
1
1
(2)
d 4 x g R A ij kl V ,
2
96
where the scalar kinetic terms are completely antisymmetric and self-dual in its indices:

(3)
A ij kl = 2 2 uij I J v klI J v ij I J ukl I J
and |A ij kl |2 is a product of A ij kl and its complex conjugation as above and is
the 4-dimensional spacetime index. Let us define SU(8) so-called T-tensor which is
cubic in the 28-beins u and v, manifestly antisymmetric in the indices [ij ] and SU(8)
covariant. This comes from naturally by introducing a local gauge coupling in the theory.
Furthermore, other tensors coming from T-tensor play an important role in this paper and
scalar structure is encoded in two SU(8) tensors. That is, A1 ij tensor is symmetric in (ij )
and A2l ij k tensor is antisymmetric in [ij k]:

Tl kij = uij I J + v ij I J ulm J K ukm KI vlmJ K v kmKL ,
4
4
A2l ij k = Tl [ij k] .
(4)
A1 ij = Tm ij m ,
21
3
Then de WitNicolai effective nontrivial potential arising from SO(8) gauging can be
written as compact form:

ij 2
1 i 2
2 3

A1
A2 j kl
,
(5)
V = g
4
24
where g is a SO(8) gauge coupling constant and it is understood that the squares of absolute
values of A1 , A2 are nothing but a product of those and its complex conjugation on 28-beins
u and v. The 56-bein V(x) can be brought into the following form by the gauge freedom
of SU(8) rotation
122

V(x) = exp
0
mnpq (x)
ij kl (x)
0

,
(6)
where ij kl is a complex self-dual tensor describing the 35 scalars 35v (the real part of
ij kl ) and 35 pseudo-scalar fields 35c (the imaginary part of ij kl ) of N = 8 supergravity.
After gauge fixing, one does not distinguish between SO(8) and SU(8) indices. The
scalar potential of gauged N = 8 supergravity has four stationary points with at least G2
invariance [22]. The full supersymmetric solution where both 35v scalars and 35c pseudoscalars vanish yields SO(8) vacuum state with N = 8 supersymmetry (note that SU(8) is
not a symmetry of the vacuum).
It is known that, in N = 8 supergravity, there also exists a N = 2 supersymmetric,
SU(3) U (1) invariant vacuum [17]. To reach this critical point, one has to turn on
expectation values of both scalar (x) and pseudo-scalar 0 (x) fields as

1
hij kl (x)i = (x)Xij+kl + i0 (x)Xijkl ,
2 2
where Xij+kl and Xijkl are the unique (up to scaling), completely antisymmetric self-dual
and anti-self-dual tensors which are invariant under SU(3) U (1),

5678
1256
3478
1278
3456
,
Xij+kl = + ij1234
kl + ij kl + ij kl + ij kl + ij kl + ij kl
1357

2468
1368
2457
1458
2367
2358
.
Xij kl = ij kl ij kl + ij kl ij kl + ij kl ij kl ij1467
kl ij kl
Therefore 56-beins V(x) can be written as 56 56 matrix whose elements are some functions of scalar and pseudo-scalars by exponentiating the vacuum expectation value ij kl .
On the other hand, 28-beins u and v are an element of this V(x) according to (1). One can
construct 28-beins u and v in terms of (x) and 0 (x) fields explicitly and they are given
in the appendix (A.1). Now it is ready to get the informations on the A1 and A2 tensors in
terms of (x) and 0 (x) via (4).
It turned out that A1 I J tensor has two distinct eigenvalues, z1 , z2 with degeneracies 6, 2,
respectively, and has the following form
A1 I J = diag(z1 , z1 , z1 , z1 , z1 , z1 , z2 , z2 ),
(7)
where

1
z1 = (p + q) c(3 + m0 ) 2s ,
4
and

p cosh /2 2 ,

p0 cosh 0 /2 2 ,

m cosh 2 ,

m0 cosh 2 0 ,

c cosh / 2 ,

c0 cosh 0 / 2 ,

1
z2 = (p + q) c(3 + m0 ) 2sm0
4

q sinh /2 2 ,

q 0 sinh 0 /2 2 ,

n sinh 2 ,

n0 sinh 2 0 ,

s sinh / 2 ,

s 0 sinh 0 / 2 .
(8)
123
p
`
The eigenvalue z2 at the SU(3) U (1) critical point is equal to SU(3)U (1)/6 gpl
where SU(3)U (1) is the cosmological constant at that point, as we will see later. So
it has unbroken N = 2 supersymmetry: the number of supersymmetries
p is equal to the
number of eigenvalue of A1 tensor for which |eigenvalue of A1 | = `pl /6g 2 . On the
otherphand, at the SO(8) critical point, z1 = z2 and since these 8 eigenvalues are equal to
`pl /6g 2 , this gives N = 8 supersymmetry as we expected.
Similarly A2,L I J K tensor can be obtained from the triple product of u and v fields by
definition (4). It turns out that they are written in terms of five kinds of fields y1 , y2 , y3 , y4
and y5 and are given in the appendix:
y1 =
y2 =
y3 =
y4 =
y5 =

1
(p + q) c(1 m0 ) 2s ,
4
2 2 z2
1
0
(p + q) c(1 m ) + 2s =
,
4
3

1
(p + q) c m0 (c 2s) ,
4
1
i(p + q)cn0 ,
4
1
i z2
i(p + q)(c 2s)n0 =
.
4
2 0
(9)
Note the expression of z2 and its derivatives with respect to and 0 which are y2 and
y5 up to some constant, respectively. This observation will be crucial as we discuss about
supersymmetry variations in the context of BPS domain wall solutions in Section 4. One
of the eigenvalues of A1 I J tensor, z2 will provide a superpotential of V in Section 4.
Finally the scalar potential can be written by combining all the components of A1 , A2
tensors using the form of (5) as

2 3
2|z2 |2 + 6|z1 |2
V = g
4

2
2
2
2
2
2
36|y1| + 18|y2| + 18|y3| + 72|y4| + 24|y5|
24

= 2g 2 c02 s 3 + c3 s 02 3c
0
1 2 1 2 20
2
2
g e
1 + e 2
=
32
0
0

0
3 + e2 2 30e 2 + 3e2 2 24e 2(+ )
0
0
2e 2(2+ ) + e2 2(+ )
(10)
which is exactly the same form obtained by Warner [22] sometime ago using SU(8)
coordinate system as an alternative approach.
The AdS4 -invariant ground-states correspond to , 0 taking constant values and the
spacetime curvature maximally symmetric. The two vacua are shown in Table 1.
The scalar potential V (, 0 ) depicted in Fig. 1 exhibits the two critical points: SO(8)
point is a maximum point while SU(3) U (1) is an other extremum point. The former
124
Table 1
Summary of two critical points: symmetry group, vacuum expectation values of fields, and
cosmological constants
Gauge symmetry
SO(8)
0

2 sinh1 1 = 0.78
0

2 sinh1 1 = 0.93
6g 2
9 2 3 g 2 = 7.79g 2
SU(3) U (1)
Fig. 1. Scalar potential

V (, 0 ). The left axis corresponds to and right one does 0 . The extremum
value V = 9 3/2 = 7.79 for SU(3) U (1) occurs around = 0.78 and 0 = 0.93 while the
local maximum value V = 6 for SO(8) appears around = 0 and 0 = 0. We take g 2 as 1 for
simplicity.
is invariant under the full SO(8) group while the latter is invariant only under the
SU(3) U (1) subgroup.
3. Three-dimensional super conformal field theories

In this section, by exploiting the results of Section 2 on the KaluzaKlein spectrum under
the deformation, we will find an operator that gives rise to a renormalization group flow
associated with the symmetry breaking SO(8) SU(3) U (1) and get that the operator
is relevant at the SO(8) fixed point but becomes irrelevant at the SU(3) U (1) fixed point.
125
3.1. SO(8) invariant conformal fixed point

We will be identifying a renormalization group flow associated with symmetry breaking
SO(8) SU(3) U (1) in a three-dimensional strongly coupled field theory. We will show
that the perturbation operator is relevant at the SO(8) invariant UV fixed point corresponding to OSp(8|4) extended supersymmetry but becomes irrelevant at the SU(3) U (1)
invariant IR fixed point corresponding to OSp(2|4) extended supersymmetry. To identify conformal field theory operator corresponding to the perturbation while preserving
SU(3) U (1) symmetry, we will consider harmonic fluctuations of spacetime metric and
(x) scalar field and 0 (x) pseudo-scalar field around AdS4 S7 . From the scalar potential
Eq. (10), one finds that the cosmological constant at SO(8) fixed point is given by
SO(8) = 6g 2
3
2 `2
rUV
pl
where rUV is the radius of AdS4 and `pl is the eleven-dimensional Planck scale. Conformal
dimension of the perturbation operator representing this deformation is calculated by
fluctuation spectrum of the scalar and pseudo-scalar fields. From the scalar kinetic terms
of |A I J KL |2 /96 and the explicit forms of uI J KL and v I J KL in Eq. (A.1), the resulting
kinetic term turns out to be 12 [ 34 ( )2 + ( 0 )2 ]. After rescaling the and 0 fields as
q
= 34 , 0 = 0 , one finds that the mass spectrum of the field around SO(8) fixed point
in the unit of inverse radius of AdS4 is given by:
2

1
V
= 4g 2 `2pl = 2 2 .
(11)
M2 SO(8) =
2
=
rUV
0 =0
Similarly, the mass spectrum of the 0 field around SO(8) fixed point is given by:
2

1
V
= 4g 2 `2pl = 2 2 .
M20 0 SO(8) =
0
2
=
rUV
0 =0
(12)
Via AdS/CFT correspondence, one finds that in the corresponding N = 8 superconformal field theory, the SU(3) U (1) symmetric deformation ought to be a relevant
perturbation of conformal dimension = 1 or = 2. Recall that, on S7 , mass spectrum of the representation corresponding to SO(8) Dynkin label (n, 0, 2, 0) is given by
e 2 = ((n + 1)2 9)m2 where m2 is mass-squared parameter of a given AdS4 spacetime
M
e2 )S = 0. This follows from the known mass forand a scalar field S satisfies (AdS + M
mula [23] M 2 = ((n + 1)2 1)m2 for 0(1) and the fact that M 2 is traditionally defined
e2 = 8m2
according to (AdS 8m2 + M 2 )S = 0. For 35c corresponding to n = 0, M
35c
2
2
and this ought to equal to Eq. (12). Recalling that rUV = rS7 /4 = 1/4m2 ,
2
1
V
e2 .
= 2 2 = M
35c
0 2 =
rUV
0 =0
The conformal dimensions of the corresponding chiral operators in the SCFT side are
= (n + 4)/2. Some of these operators may be identified with a product of two fermions
times n scalars. Then 35c pseudo-scalars correspond to the conformal primaries of = 2
126
which consist of quadratic of Majorana gauginos in the irreducible representations 8c of

SO(8) of 3-dimensional N = 8 SU(Nc ) gauge theory living on the worldvolume of Nc
coincident M2 branes.
On the other hand, the mass spectrum of the representation corresponding to SO(8)
e 2 = ((n 1)2 9)m2 . This follows from the
Dynkin label (n + 2, 0, 0, 0) is given by M
2
known mass formula [23] M = ((n 1)2 1)m2 for 0+(1) . For 35v corresponding to
e2 = 8m2 and this ought to equal to Eq. (11):
n = 0, M
35v

2V
2
0 =0
=
= 2
1
2
rUV
e2 .
=M
35v
The conformal dimensions of the corresponding chiral operators in the SCFT side are
= (n + 2)/2. Some of these operators may be identified with a product of (n + 2)s
scalar fields in the vector multiplet. The 35v scalars correspond to the conformal primaries
of = 1 which consist of quadratic of real scalars in the irreducible representation 8v of
SO(8) of 3-dimensional N = 8 SU(Nc ) gauge theory.
3.2. SU(3) U (1) invariant conformal fixed point
Let us next consider the conformal fixed point corresponding to the SU(3) U (1)
symmetry. Again, from the scalar potential Eq. (10), one finds that cosmological constant
at SU(3) U (1) fixed point is given by
9 3 2
3
g 2 2 .
SU(3)U (1) =
2
rIR `pl
One calculates mass spectrum of the scalar and pseudo-scalar fields straightforwardly:
2

V
= 3 3 g 2 `2pl ,
M2 SU(3) U (1) =
2
ext , 0ext
2

V
= 6 3 g 2 `2pl ,
M2 0 SU(3) U (1) =
0
ext , 0ext
2

V
= 6 3 g 2 `2pl ,
M20 0 SU(3) U (1) =
0
2
ext , 0ext
where ext and 0ext takes the form of vacuum expectation values in Table 1.

r
1 0
2
1
1
sinh ext = .
ext = ,
sinh
3
3
2
2
Diagonalizing the mass matrix, one obtains the mass eigenvalues as follows:
3
M 2 = (3 17 ) 3 g 2 `2pl ,
2
3
(3 + 17 ) 3 g 2 `2pl .
2
One finds that the fluctuation spectrum for , 0 fields around SU(3) U (1) fixed point
takes one negative value and one positive value:
127

1
Me2e SU(3) U (1) = ( 17 3 ) 2 ,
rIR

1
Me20e0 SU(3) U (1) = (3 + 17 ) 2 ,
rIR
0 = 1 (3 2 0 ). Under SO(8) SU(3) U (1), the
where e
= 1 (2 + 3 0 ) and e
13
13
branching rule of a SO(8) Dynkin label (0, 0, 2, 0) (2, 0, 0, 0) corresponding to the
representation 35c 35v in terms of SU(3) representation is given as follows:
70 = 1(0) 1(0) 1(1) 1(0) 1(1) 8(0) 8(0)
3(1/3) 3(1/3)
6(1/3) 6(2/3) 6(1/3)
6(2/3)
3(2/3) 3(1/3) 3(1/3) 3(2/3)

3(1/3)
3(1/3)
1(0),
where the number in the brackets after SU(3) representation is the hypercharge, Y , of it.
Since the deformation preserves SU(3) U (1) group, the spectrum ought to correspond
to that of the singlet.
From the above mass spectrum, one finds that, in N = 2 superconformal field theory,
the SU(3) U (1) symmetric pdeformation ought to be an irrelevant perturbation of
conformal dimension = (3 + 21 + 4 17)/2 = 4.5616. The corresponding eigenvector

determines the direction from which the flow approaches the fixed point. The irrelevant
operator in the field theory that controls this flow has this dimension. We thus conclude
e0 field induces nontrivial renormalization
that the perturbation operator dual to the
group flow from N = 8 superconformal UV fixed point with SO(8) symmetry to N = 2
superconformal IR fixed point
p withSU(3) U (1) symmetry. Scaling dimension of other
field.
deformations is = (3 21 4 17)/2 for e
4. Supersymmetric domain wall and RG flows

In this section, we investigate domain walls arising in supergravity theories with
a nontrivial superpotential defined on a restricted 2-dimensional slice of the scalar
manifold. On the subsector, one can write the supergravity potential in the canonical form.
One of the eigenvalues of A1 I J tensor (7), z2 provides a superpotential W related to
scalar potential V by
2

W 2
0
2 16 W
2
+4
6W ,
(13)
V (, ) = g
3
0
where
W (, 0 ) =
0
2
1 1
e 2 2
16
3e
+ 6e
0
2
+ 3e2
0
2
+ 6e
2(+0 )

2(+20 )
(14)
Note that superpotential W is real rather than complex and this fact will make finding
a BPS solution easier. At the two critical points, the gradients of W with respect to , 0
128
Table 2
Summary of two critical points in the context of superpotential: symmetry group, vacuum expectation
values of fields, and superpotential. The superpotential W (, 0 ) also exhibits the two critical points:
SO(8) point is a minimum while SU(3) U (1) point is an other extremum
Gauge symmetry
SO(8)
0

1
1 = 0.78
2 sinh
0

1
1 = 0.93
2 sinh
33/4
2
SU(3) U (1)
W

vanish. That is, supersymmetry preserving extrema of the potential satisfy W
= 0 = 0.
This implies that supersymmetry preserving vacua have negative cosmological constant:the
scalar potential V at the two critical points becomes V = 6g 2 W 2 in very simple form.
The superpotential W has the following values at the two critical points yielding stable
AdS4 vacua.
To construct the superkink corresponding to the supergravity description of the
nonconformal RG flow from one scale to another connecting the above two critical points,
the form of a 3d Poincar invariant metric but breaking the full conformal group SO(3, 2)
invariance takes the form:
ds 2 = e2A(r) dx dx + dr 2 ,
= (, +, +)
(15)
characteristic of spacetime with a domain wall where r is the coordinate transverse to

the wall. By change of variable U (r) = eA(r) at the critical points, the geometry becomes
AdS4 space with a cosmological constant equal to the value of V at the critical points:
= 3(r A)2 . In the dual theory this corresponds to a superconformal fixed point of
the RG flow. We are looking for solutions that are asymptotic to AdS4 space both for
8 supersymmetric
, 0 0 for r so that the background is asymptoticto the N =
1
background
at
infinity
with
r
while
=
2
sinh
(1/
3), 0 0IR =
AdS
4
UV
IR
1
2 sinh (1/ 2) for r with rIR and so we approach a new conformal fixed point.
The second order differential equations of motion for the scalars and the metric from (2)
read

4 V
dA
2
=
,
+
3
dr
r
3
r 2
0

V
dA
2 0
=
+3
,
2
dr
r
0
r

0 2

dA 2 3 2
+ 2V = 0,
6
dr
4 r
r

0 2
dA 2 3 2
d 2A
+
+
+ 2V = 0.
(16)
4 2 +6
dr
4 r
r
dr
The last relation can be obtained by differentiating the third one and using other relations.
Only three of them are independent. By substituting the domain wall ansatz (15) into the
Lagrangian (2), the EulerLagrangian equations are the first, second and fourth equations
129
of (16) for the functional E[A, , 0 ] [24] with the integration by parts on the term of
d 2 A/dr 2 where
#
"
0 2

Z
1
dA 2 3 2
0
3A
dr e
+
+
+ 2V
6
E[A, , ] =
2
dr
4 r
r
"
2

3 8 W 2
dr e
+
2g
4 r
3
0
#
W 2
2 2g 0
+
2 2 ge3A W
r

> 2 2 g e3A W () e3A W ()
(17)
1
=
2
3A
dA
+ 2 gW
6
dr
which is so-called topological charge or domain wall number. As r goes from large positive
values (the UV) to large negative values (the IR) the change in e3A W is a measure of the
topological charge of the superkink.
Then E[A, , 0 ] is extremized by the following so-called BPS domain wall solutions: 1
W
8 W
0
dA
=
,
= 2 2 g 0 ,
= 2 gW.
2g
(18)
r
3
dr
It is evident that the left-hand sides of the first and second
relations vanish as one

= W0 = 0 thus indicating a domain
approaches the supersymmetric extrema, i.e., W
wall configuration. The asymptotic behaviors of A(r) are A(r) r/rUV + const for
r and A(r) r/rIR + const for r . Then by differentiating A(r) with respect
to r those of r A become r A 1/rUV for r and r A 1/rIR . At the two critical
points, since V = 6g 2 W 2 , one can write the inverse radii of AdS4 as cosmological
constant or superpotential W . Therefore we conclude that 1/r is equal to 2gW .

This fact is encoded in the last equation of (18). It is straightforward to verify that (18)
satisfy the gravitational and scalar equations of motion given by second order differential
equations (16). Using (18), the monotonicity [26] of dA/dr which is related to the local
potential energy of the superkink leads to

2

!

2
W 2
1 0 2
3
d 2A
2 4 W
= 4g
+
+
6 0.
(19)
=
dr 2
3
0
8 r
2 r
One can understand the above bound (17) as a consequence of supersymmetry preserving
bosonic background. In order to find supersymmetric bosonic backgrounds, the variations
of spin 1/2, 3/2 fields should vanish. From [20], the gravitational and scalar parts of these
variations are:
i = 2D i 2 gA1 ij j ,
ij k = A ij kl l 2gA2l ij k l ,
where
1 In [25], static domain wall solutions in ungauged N = 1 supergravity theories were found.
130
1
1
D i = i ab ab i + B i j j ,
2
2

2 ik
ikI J
i
IJ
vj kI J ,
u I J uj k v
B j =
3
where is a spin connection, a commutator of two gamma matrices and B is a SU(8)
gauge field for local SU(8) invariance of the theory. In order to make the AdS/CFT
correspondence completely, one should find the flow between SO(8) fixed point and the
SU(3) U (1) fixed point. One should be able to preserve N = 2 supersymmetry on the
branes all along the flow. The vanishing of ij k associates the derivatives of scalar and
pseudo-scalar 0 with respect to r with the gradients of superpotential W . The variation
of 56 Majorana spinors ij k gives rise to the first order differential equations of and 0
by exploiting the explicit forms of A ij kl and A2l ij k in the appendix. Although there is
a summation over the last index l appearing in A ij kl and A2l ij k , nonzero contribution
runs over only one index. When i = 1, j = 2, k = 7 and l = 8, the variation of 127 leads
to
1
1
4 2 W 8
127
8
8 2gy2 =
8
g
,
=
2 r
2 r
3
where we used the fact that y2 in (9) can be written as gradient of superpotential. From this,
we arrive at the first equation of BPS domain wall solutions (18). Similarly, when i = 1,
j = 6, k = 3 and l = 8, the variation of 163 leads to
i 0
i 0
W
8 2gy5 8 =
8 + 2ig 0 8 .
163 =
2 r
2 r
The vanishing of this is exactly same as the second equation of (18). One can check
also there exist similar BPS domain wall solutions for nonzero 7 . From these first order
differential equations, it is straightforward to check with the help of appendix that all other
supersymmetric parameters i where i = 1, . . . , 6 vanish. As a result, the flow preserves
N = 2 supersymmetry, generated by 7 and 8 , on the M2 brane. Moreover, the variation
of gravitinos ri with vanishing B i j will lead to
dA 8
2 gW 8 .
r8 =
dr
which will also produce the third equation of (18). Now we have shown that there exists
a supersymmetric flow if and only if the equations (18) are satisfied, that is, the flow
is determined by the steepest descent of the superpotential and the cosmology A(r) is
determined directly from this steepest descent.
0 at the critical points of superpotential W . By
e 2 for the ,
Let us consider mass, M

= 0, we get
differentiating (13) and putting W = W
0
!

U 0 U 0 0 3 + U U 0
U U 3 + U 0 U 0
2
2
2
e = 2g W

,
M
U 0 U 0 0 3 + U U 0 U 0 0 U 0 0 3 + U 0 U 0

3 3 2 2 4
g
,
=
4 4
2
where
131

2 2W
2 2W
2 2W
=
=
,
U
,
U
.
0
0 0
0
W 2
W
W 0 2
The mass scale is set
by the inverse radius, 1/r, of the AdS4 space and this can be written as
1/r = `p V /3 = 2 gW where we used V = 6g 2 W 2 . Via AdS/CFT correspondence,

U is related to the conformal dimension of the field theory operator dual to the fluctuation
of the fields , 0 . Since the matrix U is real and symmetric, it has real eigenvalues k
e 2 r 2 are given by k (k 3). Since a new radial coordinate
and the eigenvalues of M
A(r)
is the renormalization group scale on the flow, we should find the leading
U (r) = e
0 in the neighborhood of the end
contributions to the functions of the couplings ,
points of the flow. At a fixed point, the fields are constants and corresponding functions
vanishe. Since
dA d
d
d
=
U
= 2 gW U
,
dr
dr dU
dU
(18) becomes

2 W
d
=
U | + U 0 | 0 ,
U
dU
W

2 W
d 0
=
U 0 | + U 0 0 | 0 ,
U
0
dU
W
where we expanded to first order in the neighborhood of a critical point. Thus U determines
0 near the critical points. The RG flow of the coupling
the behavior of the scalar ,
constants of the field theory is encoded in the U dependence of the fields. To depart the
UV fixed point (U = +) the flow must take place in directions in which the operators
must be relevant and to approach the IR fixed point (U 0) the corresponding operators
must be irrelevant.
The contour maps of V and W on the (, 0 ) parameter space are shown in Fig. 2.
The map of V shows two extrema. At (, 0 ) = (0, 0), it is the maximally supersymmetric
and locally maximum of V while minimum of W . At (, 0 ) = (0.78, 0.93), it is N = 2
supersymmetric and other extremum of both V and W . A numerical solution of the steepest
descent equation connecting these two critical points can be obtained numerically.
By realizing the fact that the scalar potential (13) has a symmetry of W W , the BPS
domain wall solutions with W also satisfy the minimization condition of energy (17) and
satisfy equations of motion. By taking the opposite signs in the right hand sides of (18)
and differentiating W with respect to and 0 , one gets (r), 0 (r) and r A(r) which
interpolate between the two supersymmetric vacua in Fig. 3 numerically. By change of
variable, tanh r rather than r, one draws them between 1 (r = ) and 1 (r = )
in the horizontal axis. Starting IR fixed point, with initial data = 0.78, 0 = 0.93 (or
0
and finally go to the
e/(2 2) = 1.32, e /(2 2) = 1.39), they decrease monotonically
0
expectation values, = 0 = 0 (or e/(2 2) = 1 = e /(2 2) ) of UV fixed point. Similarly,
starting IR fixed point, with initial condition r A = 2 gW = 2.74 for g = 1.7, it decreases
monotonically showing the property of (19) and finally goes to the expectation values,
r A = 2.40 of UV fixed point.
In summary, we have found an operator that gives rise to RG flow related to the
symmetry breaking SO(8) SU(3) U (1) and got that the operator is relevant at
U =
132
Fig. 2. The contour map of V (on the left) and W (on the right), with 0 on the vertical axis and
on the horizontal axis. V has vanishing first derivatives in all directions orthogonal to the plane.
At (, 0 ) = (0, 0), it is the maximally supersymmetric and locally maximum of V while minimum
of W . At (, 0 ) = (0.78, 0.93), it is N = 2 supersymmetric and other extremum of both V and W .
Fig. 3. The plots of e/(2 2) (on the left), e /(2 2) (on the middle) and r A (on the right), with
tanh r on the horizontal axis. They arrive at 1, 1, 2.40, respectively, when r or tanh r|r = 1.
The value of = 0 = 0 corresponds to the expectation values of
fields of UV fixed point. The
asymptotic value of last one is consistent with the value of r A = 2 gW at UV fixed point where
W = 1. We took g = 1.7 for simplicity.
the SO(8) fixed point but irrelevant at the SU(3) U (1) fixed point. The ability of
writing de WitNicolai scalar potential in terms of superpotential allowed us to determine
BPS domain wall solutions easily. This superpotential originates from the structure of
contracted T-tensor which was a cubic in 28-beins u and v. From known supersymmetry
variation of spin 1/2, 3/2 fields in gauged N = 8 supergravity, we were able to verify
that supersymmetry preserving bosonic background in supergravity theory results in BPS
domain wall solutions. The leading contributions to the functions of the couplings of the
field theory were encoded in a quantity, second derivatives of superpotential with respect
to scalar and pseudo-scalars divided by superpotential itself.
So far, various critical points of gauged N = 8 supergravity potential are known for at
least SU(3) invariance [22]. It would be interesting to study the possibility of existence of
133
other critical points of gauged N = 8 supergravity by requiring smaller symmetry group

invariance.
Acknowledgements
This work was supported by Korea Research Foundation Grant (KRF-1999-015DI0019). CA thanks Yonsei Visiting Research Center (YVRC) where this work was
initiated. We thank S.-J. Rey for helpful discussions on relating subjects and reading an
earlier version of this manuscript. We are grateful to H. Nicolai for helpful correspondence
on his work.
Appendix A
The 28-beins u and v fields can be obtained by exponentiating the vacuum expectation
values ij kl :
uI J KL = diag(u1 , u2 , u3 , u4 , u5 , u6 , u7 ),
v I J KL = diag(v1 , v2 , v3 , v4 , v5 , v6 , v7 ),
where each submatrix is 4 4 matrix and we denote the antisymmetric index pairs [I J ]
and [KL] explicitly for convenience.
[12] [34] [56] [78]

[12] A
B
B
B
u1 = [34] B
A
B
B ,
[56] B
B
A
B
[78] B
B
B
A
[13] [24] [57] [68]

[13] C
D iE iE
u2 = [24] D
C
iE
iE ,
[57] iE iE
C
D
[68] iE iE
D
C
[14] [23] [58] [67]

[14]
C
D
iE iE
u3 = [23]
D
C
iE iE ,
[58] iE
iE
C
D
[67] iE iE D
C
[15] [26] [37] [48]

[15]
C
D iE
iE
u4 = [26] D
C
iE iE ,
[37] iE iE
C
D
[48] iE iE
D
C
134
[16]
C
D
iE
iE
[25]
D
C
iE
iE
[17]
[17]
C
= [28]
D
[35] iE
[46] iE
[18]
[18]
C
= [27] D
[36] iE
[45] iE
[12]
[12] F
= [34] G
[56] G
[78] G
[13]
[13] H
= [24] I
[57] iJ
[68] iJ
[14]
[14] H
= [23]
I
[58] iJ
[67] iJ
[15]
[15] H
= [26] I
[37] iJ
[48] iJ
[16]
[16] H
= [25]
I
[38] iJ
[47] iJ
[28]
D
C
iE
iE
[16]
u5 = [25]
[38]
[47]
u6
u7
v1
v2
v3
v4
v5
[27]
D
C
iE
iE
[34]
G
F
G
G
[24]
I
H
iJ
iJ
[23]
I
H
iJ
iJ
[26]
I
H
iJ
iJ
[25]
I
H
iJ
iJ
[38] [47]
iE iE
iE iE ,
C
D
D
C
[35] [46]
iE iE
iE iE ,
C
D
D
C
[36] [45]
iE
iE
iE iE ,
C
D
D
C
[56] [78]
G
G
G
G ,
F
G
G
F
[57] [68]
iJ
iJ
iJ iJ ,
H I
I H
[58] [67]
iJ iJ
iJ iJ ,
H
I
I
H
[37] [48]
iJ iJ
iJ
iJ ,
H I
I H
[38] [47]
iJ iJ
iJ iJ ,
H
I
I
H
[17]
v6 = [28]
[35]
[46]
[17]
H
I
iJ
iJ
[28]
I
H
iJ
iJ
[18] [27]
[18] H
I
v7 = [27]
I
H
[36] iJ iJ
[45] iJ iJ
[35] [46]
iJ iJ
iJ iJ ,
H
I
I
H
[36] [45]
iJ
iJ
iJ iJ ,
H
I
I
H
135
(A.1)
where
A p3 ,
B pq 2 ,
C pp02 ,
D pq 02 ,
F q 3,
G p2 q,
H qq 02,
I qp02 ,
E qp0 q 0
J pp0 q 0
and p, p0 , q and q 0 are given in (8). The nonzero components of A2 tensor, A2,LI J K can
be obtained from (4) and they are given by
A2,1 256 = A2,1 234 = A2,2165 = A2,2143 = A2,3456 = A2,3 412 = A2,4 365 = A2,4 321
= A2,5 634 = A2,5612 = A2,6543 = A2,6521 y1 ,
A2,7 182 = A2,7 384 = A2,7586 = A2,8127 = A2,8473 = A2,8 675 y2 ,
A2,1 728 = A2,2 817 = A2,3748 = A2,4837 = A2,5768 = A2,6 857 y3 ,
A2,1 368 = A2,1 458 = A2,1357 = A2,1647 = A2,2864 = A2,2 637 = A2,2 547 = A2,2 358
= A2,3 861 = A2,3726 = A2,3175 = A2,3285 = A2,4 682 = A2,4 185 = A2,4 725
= A2,4 716 = A2,5427 = A2,5814 = A2,5713 = A2,5 823 = A2,6 428 = A2,6 813
= A2,6 273 = A2,6174 y4 ,
A2,7 362 = A2,7 452 = A2,7531 = A2,7146 = A2,8163 = A2,8 541
= A2,8 532 = A2,8462 y5 ,
where yi s are given in (9). Notice that we did not write down other components of A2
tensor which are interchanged between 2nd and 3rd indices because it is manifest that
A2,L I J K = A2,L I KJ , by definition. Moreover there is a symmetry between the upper
indices: A2,LI J K = A2,L J KI = A2,L KI J .
The kinetic term can be summarized as following block diagonal matrices:
A I J KL = diag(A,1 , A,2 , A,3 , A,4 , A,5 , A,6 , A,7 ),
where
A,1
[12]
1
= [34]
2
[56]
[78]
[12] [34] [56] [78]

0

0
,

0

0
136
[68]
[13]
i0
[24]
i0 ,
2
[57]

0
[68]
[14] [23] [58] [67]

[14]
0
i0 i0
[23]
0
i0 i0 ,
2
[58] i0 i0
0

i0
0
[67] i0
[15] [26] [37] [48]

[15]
i0
0
i0
0
[26]
0
i i0 ,
2
0
0
[37] i
i
0

0
[48] i0 i0
[16] [25] [38] [47]

[16]
0
i0 i0
[25]
0
i0 i0 ,
2
[38] i0
i0
0

0
[47] i0 i0
[17] [28] [35] [46]

[17]
0
i0 i0
[28]
0
i0 i0 ,
2
0
0
[35] i
i
0

0
0
0
[46] i i
[18] [27] [36] [45]

[18]
i0
0
i0
0
[27]
0
i i0 .
2
[36] i0 i0
0

0
[45] i0 i0
A,2 =
A,3 =
A,4 =
A,5 =
A,6 =
A,7 =
[13]
0
i0
i0
[24] [57]
i0
0
i0
i0
0
i0
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
C. Ahn, S.-J. Rey, Nucl. Phys. B 565 (2000) 210.

C. Ahn, S.-J. Rey, Nucl. Phys. B 572 (2000) 188.
J. Maldacena, Adv. Theor. Math. Phys. 2 (1998) 231.
E. Witten, Adv. Theor. Math. Phys. 2 (1998) 253.
S.S. Gubser, I.R. Klebanov, A.M. Polyakov, Phys. Lett. B 428 (1998) 105.
M.J. Duff, B.E.W. Nilsson, C.N. Pope, Phys. Rep. 130 (1986) 1.
E. Cremmer, B. Julia, J. Scherk, Phys. Lett. B 76 (1978) 409;
E. Cremmer, B. Julia, Nucl. Phys. B 159 (1979) 141.
137
[8] P.G.O. Freund, M.A. Rubin, Phys. Lett. B 97 (1980) 233.

[9] G. Jensen, Duke Math. J. 42 (1975) 397;
J.-P. Bourguignon, H. Karcher, Ann. Sci. cole Norm. 11 (1978) 71.
[10] M.A. Awada, M.J. Duff, C.N. Pope, Phys. Rev. Lett. 50 (1983) 294;
M.J. Duff, B.E.W. Nilsson, C.N. Pope, Phys. Rev. Lett. 50 (1983) 2043;
M.J. Duff, B.E.W. Nilsson, C.N. Pope, Phys. Rev. Lett. 51 (1983) 846, Erratum.
[11] B. de Wit, H. Nicolai, N.P. Warner, Nucl. Phys. B 255 (1985) 29.
[12] M.J. Duff, C.N. Pope, KaluzaKlein supergravity and the seven sphere, in: S. Ferrara,
J.G. Taylor, P. van Nieuwenhuizen (Eds.), Supersymmetry and Supergravity 82, World
Scientific, Singapore, 1983.
[13] F. Englert, Phys. Lett. B 119 (1982) 339.
[14] B. de Wit, H. Nicolai, Phys. Lett. B 148 (1984) 60.
[15] C.N. Pope, N.P. Warner, Phys. Lett. B 150 (1985) 352.
[16] B. de Wit, H. Nicolai, Nucl. Phys. B 231 (1984) 506.
[17] H. Nicolai, N.P. Warner, Nucl. Phys. B 259 (1985) 412.
[18] L. Girardello, M. Petrini, M. Porrati, A. Zaffaroni, Nucl. Phys. B 569 (2000) 451;
I. Bakas, A. Brandhuber, K. Sfetsos, hep-th/9912132;
K. Pilch, N.P. Warner, hep-th/0002192;
V.L. Campos, G. Ferretti, H. Larsson, D. Martelli, B.E.W. Nilsson, JHEP 0006 (2000) 023;
A. Brandhuber, K. Sfetsos, hep-th/0004148;
N. Evans, M. Petrini, hep-th/0006048;
I. Bakas, A. Bilal, J.-P. Derendinger, K. Sfetsos, hep-th/0006222.
[19] B. de Wit, H. Nicolai, Phys. Lett. B 108 (1982) 285.
[20] B. de Wit, H. Nicolai, Nucl. Phys. B 208 (1982) 323.
[21] E. Cremmer, B. Julia, Phys. Lett. B 80 (1978) 48.
[22] N.P. Warner, Phys. Lett. B 128 (1983) 169;
N.P. Warner, Nucl. Phys. B 231 (1984) 250.
[23] B. Biran, A. Casher, F. Englert, M. Rooman, P. Spindel, Phys. Lett. B 134 (1984) 179.
[24] K. Skenderis, P.K. Townsend, Phys. Lett. B 468 (1999) 46.
[25] M. Cvetic, S. Griffies, S.-J. Rey, Nucl. Phys. B 381 (1992) 301;
M. Cvetic, S. Griffies, S.-J. Rey, Nucl. Phys. B 389 (1993) 3.
[26] L. Girardello, M. Petrini, M. Porrati, A. Zaffaroni, JHEP 9812 (1998) 022;
D.Z. Freedman, S.S. Gubser, K. Pilch, N.P. Warner, hep-th/9904017.

Duality between string junctions and D-branes on

del Pezzo surfaces
Kenji Mohri, Yukiko Ohtake, Sung-Kil Yang
Institute of Physics, University of Tsukuba, Ibaraki 305-8571, Japan
Abstract
We revisit local mirror symmetry associated with del Pezzo surfaces in CalabiYau threefolds in
view of five-dimensional N = 1 EN theories compactified on a circle. The mirror partner of singular
CalabiYau with a shrinking del Pezzo four-cycle is described as the affine 7-brane backgrounds
probed by a D3-brane. Evaluating the mirror map and the BPS central charge we relate junction
charges to RR charges of D-branes wrapped on del Pezzo surfaces. This enables us to determine how
the string junctions are mapped to D-branes on del Pezzo surfaces. 2001 Elsevier Science B.V. All
rights reserved.
1. Introduction
Five-dimensional (5D) N = 1 theories with global exceptional symmetries are nontrivial interacting superconformal theories [1]. They appear in the strong-coupling limit
of 5D N = 1 supersymmetric SU (2) gauge theory with Nf quark hypermultiplets. For
Nf 6 8 the microscopic global symmetry SO(2Nf ) U (1) is enhanced to ENf +1 . When
e1 symmetry. The E
e1 theory is shown to
Nf = 0 we have two theories with global E1 and E
e0 theory which has no global symmetry.
further flow down to the E
It is well-known that these 5D EN theories are obtained by compactifying M-theory on
a CalabiYau threefold with a shrinking four-cycle realized by del Pezzo surfaces [2,3].
Then the geometrical meaning of the sequence of E-type symmetries is most naturally
understood in terms of the blowing-up process of P 2 (or of P 1 P 1 ) which yields del
Pezzo surfaces. The correspondence is summarized in Table 1.
Another interesting realization of 5D E-type theories is provided by the IIB 5-brane web
construction including background 7-branes [4]. The advantageous point in this is that the
E-mail address: skyang@het.ph.tsukuba.ac.jp (S.-K. Yang).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 5 5 - 6
K. Mohri et al. / Nuclear Physics B 595 (2001) 138164
139
Table 1
E-type symmetries and del Pezzo surfaces
e0
E
E1
e1 , EN (2 6 N 6 8)
E
P2
P1 P1
P 2 with the N points blown up
affine property of EN symmetry, which has been known to occur naturally as the action of
bN in the study of the del Pezzo surfaces [5], can be
the Weyl group of the affine algebra E
captured explicitly by the 7-brane configurations, thanks to the recent advances in 7-brane
technology [6,7].
Furthermore it is shown that the Coulomb branch of 5D EN theories compactified on
a circle is described in terms of a D3-brane probing the affine 7-brane backgrounds [8].
This provides us with an intuitive physical picture behind important calculations performed
in [9,10]. Then, in the light of the analysis of [9] and the 7-brane picture, we see that the
EN theories on R 4 S 1 is considered as either the D37-brane system or the local system
realized in singular CalabiYau space with a shrinking del Pezzo four-cycle; these two
systems are mirror dual to each other. In this paper, thus, we revisit local mirror symmetry
associated with del Pezzo surfaces in CalabiYau threefolds and elucidate on the relation
between IIB string junctions in the affine 7-brane backgrounds and IIA D-branes wrapped
on del Pezzo surfaces. A map between these two objects has been worked out recently
in [11] in which an isomorphism between the junction lattices and the even homology
lattice of del Pezzo surfaces, which is identified with the RamondRamond (RR) charge
lattice of IIA D-branes, is shown by comparing the intersection forms. In our approach, on
the other hand, we evaluate explicitly the mirror map and the BPS central charge so as to
convert junction charges to the central charges of D-branes.
The paper is organized as follows: in the next section, we calculate in detail the Seiberg
Witten (SW) period integrals which describe the Coulomb branch of 5D EN theories
on R 4 S 1 . The monodromy matrices and the prepotentials are obtained. In Section 3,
the mirror map is constructed. In Section 4, we analyze D-branes localized on a surface.
Several important invariants of the BPS D-branes such as the RR charge, the central charge
and intersection pairings are given in algebro-geometrical terms. In Section 5, the results of
the preceding section are utilized to verify the map between string junctions and D-branes
on a del Pezzo four-cycle.
2. Calculation of the periods and monodromies

bN 7-brane configurations are obtained in [8,12]. These
The elliptic curves for the E
curves describe the Coulomb branch of 5D EN theories compactified on S 1 [8]. For
EN=8,7,6 theories, they are given by [810]
b8 :
E
b7 :
E
y 2 = x 3 + R 2 u2 x 2 2u5 ,
y 2 = x 3 + R 2 u2 x 2 + 2u3 x,
140
b6 :
E
y 2 = x 3 + R 2 u2 x 2 2Riu3 x u4 ,
(2.1)
b7 , E
b6 and R
b8 , E
where u is a complex moduli parameter with mass dimension 6, 4, 3 for E
1
is the radius of S . These curves have the discriminant
b8 :
E
b7 :
E
b6 :
E

= 4u10 2R 6 u 27 ,

= 4u9 R 4 u 8 ,

= iu8 4R 3 u + 27i ,
(2.2)
whose zeroes at u = 0 represent coalescing (N + 2) 7-branes of EN=8,7,6 configurations

and a single zero at u 6= 0 represents a 7-brane which is responsible for extending EN to
bN curves are defined by
the affine system. The SW differentials SW associated with the E
dSW dx
=
+ d(),
du
y
(2.3)
which are known to take the logarithmic form [9,10]. For the curves (2.1) we find

b8 : SW = log y Rux dx ,
E
2iR
y + Rux x

y Rux dx
b7 : SW =
log
,
E
2iR
y + Rux x

y Rux + iu2
dx
b
log
,
E6 : SW =
2iR
y + Rux iu2 x iu/R
(2.4)
where is a normalization constant and the factor 1/R ensures that SW has mass
b8 , E
b7 and x = iu/R
dimension unity. Notice that SW possesses the pole at x = 0 for E
b
for E6 because of the multivaluedness of the logarithm. Hence the set of period integrals
= (s, a, aD ) consists of
I
2i
,
(2.5)
SW =
s =
R
C
Zu
I
SW =
a(u) =
du0 $ (u0 ),
(2.6)
du0 $D (u0 ),
(2.7)
I
aD (u) =
Zu
SW =
bN
where the contour C surrounds the pole of SW and A, B are the homology cycles on E
torus along which the torus periods $ (u), $D (u) are defined as usual,
I
I
dx
dx
,
$D (u) =
.
(2.8)
$ (u) =
y
y
A
141
2.1. PicardFuchs equations

The period is evaluated with the use of the PicardFuchs equations. It is convenient
to introduce a dimensionless variable
1 4
4i 3
2
R u,
R u
(2.9)
z = R 6 u,
27
8
27
b7 , E
b6 , respectively, to write down the PicardFuchs equations. We obtain
b8 , E
for E
LEbN (z) = 0,
(2.10)
where

d
d2
d
,
LEb8 = 36z2 (z 1) 2 + 4z(27z 18) + (36z 5)
dz
dz
dz

d
d2
d
2
,
LEb7 = 16z (z 1) 2 + 16z(3z 2) + (16z 3)
dz
dz
dz

d
d2
d
.
LEb6 = 9z2 (z 1) 2 + z(27z 18) + (9z 2)
dz
dz
dz
(2.11)
In order to derive the solution we first solve the second-order equation for d/dz, and
then integrate over z to get (z). Substituting the form d/dz = z F (z) it is seen that
b8 , E
b7 , E
b6 , and F (z) obeys the standard hypergeometric equation
= 56 , 34 , 23 for E

d
d2
F (z) = 0,
(2.12)
z(1 z) 2 + ( + + 1)z
dz
dz
with = = + 1 and = 2( + 1), that is,
1
1
1
,
(2.13)
= ,
6
4
3
b7 , E
b6 . 1 The torus periods around the regular singular points at z = 0, 1, are
b8 , E
for E
then expressed as
!
()
()
1 (z)
$D (z)
,
(2.14)
= C
()
$ () (z)
2 (z)
where stands for 0, 1, corresponding to z = 0, 1, , C are 2 2 coefficient matrices
and the set of fundamental solutions has been taken as follows:
( (0)
1 (z) = z(1)2 F1 (, ; 2; z),
(2.15)

(0)
2 (z) = z 2 F1 1 , 1 ; 2(1 ); z ,
( (1)
1 (z) = z(1)2 F1 (, ; 1; 1 z),
(2.16)
2(1) (z) = z(1) 2 F1 (, , ; 1; 1 z) log(1 z) + 2 F1 (, ; 1; 1 z) ,
1 We shall use the notation specifically to denote these numbers throughout this paper.
142
and
() (z) =
1
1
1
z 2 F1 , 1 ; 1; z ,
() (z) = 1 F , 1 ; 1; 1 log(z) + F
2 1
2
z 2 1
z

, 1 ; 1; 1z .
(2.17)
Here 2 F1 (, ; ; z) is the hypergeometric function

2 F1 (, ; ; z) =
X
()n ()n zn
n=0
and
2 F1
(, ; ; z) =
( )n
(2.18)
n!
" n1
X
()n ()n X
n=1
( )n
k=0
1
2
1
+
+k +k +k
#
zn
,
n!
(2.19)
where ()n = ( + n)/ () with (x) being the gamma function.

The coefficient matrix C1 is determined by directly evaluating the elliptic integrals. The
result reads
!
0
1
(2.20)

C1 = cR
i ,
i
(log v i)
2
2
where c = 22 /33 , 23/2 , 25/2/32 2 and
v = 432,
64,
27
(2.21)
b7 , E
b6 . Then, performing the analytic continuation we calculate C0 and C . The
b8 , E
for E
connection matrices X, Y defined by
(1)
(0)
()
(0)
1
1
1
1
=
X
,
=
Y
(2.22)
(0)
(1)
(0)
()
2
2
2
2
are found with the aid of the Barnes integral representation of the hypergeometric function
[13, p. 286]. It turns out that

1 1 ei
1 ei
1 1 1
,
Y=
,
(2.23)
X=
2 2 2
2 2 ei(1) 2 ei(1)
where
(2)
(2 2)
,
2 = 2
,
(2.24)
1 = 2
()
(1 )

1 = 2 (1) () , 2 = 2 (1) (1 ) ,
(2.25)
and (x) =
d
dx
log (x) is the digamma function. Thus we obtain

!
1
22
21
1
R
1
, = ei( 2 ) ,
C0 = C1 X =
2(2 1)
2
1
sin
sin
!
(log v + i) sin sin
1
1
.
C = C1 X Y = R
i
0
2 sin
2 In what follows we will set c = 1 for simplicity.
(2.26)
(2.27)
143
When the periods go around each regular singular point counterclockwise they undergo
()
the monodromy. If we denote as T the monodromy matrix of 1() , the monodromy
2
()
$D
1
b
b
b
matrix M acting on $ () is given by M = C T C . For EN=8,7,6 one computes

b1 = 1 0 ,
b = 1 N 9 ,
b0 = N 8 N 9 ,
M
M
M
1
1
1 1
0
1
(2.28)
b0 M
b 6 = 1 (E
b8 ), M
b 4 = 1 (E
b7 ), M
b 3 = 1 (E
b6 ). If we follow the
b1 , M
b = M
which obey M
0
0
0
1
b yields the monodromy around the 7-brane configurations.
convention in [7], K = M
For the [p, q] 7-brane X[p,q] , the monodromy matrix reads [7]

1 + pq
p2
,
(2.29)
K[p,q] =
q2
1 pq
bN 7-branes we have
whereas for the E

1 9N
b
.
K(E N ) =
0
1
(2.30)
1 = K(E
bN ), M
b 1 = K[0,1] and M
b1 = K[3,2] K[3,1] K N .
b
In (2.28) we observe M
[1,0]
1
0
Accordingly our 7-brane configuration is identified as
bN = AN X [3,1] X[3,2] X[0,1] ,

E
(2.31)
where we have used the notation in [7] and A = X [1,0] is the D7-brane. This is shown
bN = AN1 BC 2 X[3,1] by making use of the brane
to be equivalent to the canonical one E
move [14].
2.2. SeibergWitten periods
Now our task is to calculate the SeibergWitten periods a(z), aD (z) from the torus
periods through (2.5)(2.7). The important subtlety arises in evaluating the integration
constants. First of all, since SW vanishes at u = 0, a(z) and aD (z) must vanish as well at
z = 0 [9]. In the patch |z| < 1, the SW periods are thus given by 3
(0)
aD (z)
Zz
=
dz0 $D (z0 ),
(2.32)
dz0 $ (0)(z0 ).
(2.33)
(0)
Zz
a (0)(z) =
0
We note that these are succinctly expressed in terms of the generalized hypergeometric
function
3 In the following we will ignore the irrelevant overall constants and put R = 1 for simplicity. There is no
difficulty in recovering them.
144
3 F2 (1 , 2 , 3 ; 1 , 2 ; z) =
X
(1 )n (2 )n (3 )n zn
n=0
in such a way that

(0)
aD (z)
= C0
a (0)(z)
(0)
V1 (z)
(0)
(1 )n (2 )n
n!
(2.34)
!
,
(2.35)
V2 (z)
where
1
z 3 F2 (, , ; 2, 1 + ; z),

1 1
(0)
z 3 F2 1 , 1 , 1 ; 2(1 ), 2 ; z .
V2 (z) =
1
Next the SW periods in the patch |1 z| 6 1 are
(0)
V1 (z) =
(1)
(z)
aD
Zz
=
(2.36)
(2.37)
(1)
dz0 $D(1)(z0 ) + cD
,
(2.38)
dz0 $ (1)(z0 ) + c(1) ,
(2.39)
Zz
a (1)(z) =
1
(1)
cD
and c(1) are integration constants. Notice that the analytic continuation allows
where
us to write
Zz
(1)
(2.40)
aD (z) = dz0 $D(1) (z0 )
0
(1)
(0)
which obeys aD (0) = aD (0) = 0. Therefore,

(1)
(1)
cD = aD (1)
Z1
=
=
dx x (1)2 F1 (, ; 1; 1 x)
X
n=0
()
()2n
n! ( + n + 1)
()
2 F1 (, ; 1 + ; 1).
( + 1)
Here the well-known formula

( ) ( )
,
2 F1 (, ; ; 1) =
( ) ( )
(2.41)
Re > 0, Re( ) > 0
(2.42)
helps us to find
(1)
cD = () (1 ) =
2
.
sin
(2.43)
145
(1)
(1)
(0)
Since cD
is also obtained from cD
= aD
(1), (2.43) yields the nontrivial identity for the
generalized hypergeometric function 3 F2 at z = 1 via (2.35). For = 13 , this identity was
first found numerically in [15], for which the above calculation affords analytic proof.
On the other hand, the similar integral for a (1)(1) is not helpful to determine c(1)
analytically. Hence, evaluating c(1) = a (0)(1) numerically we determine
b8 ,
0.5000 + 0.9281i, for E
2
b7 ,
0.5000 + 0.6103i, for E
(2.44)
c(1) =
sin
b
0.5000 + 0.4628i, for E6 .
These constants were first evaluated in [16,17]. 4

Let us now turn to the analysis of the SW periods around z = . In order to fix
the integration constants, we adopt the idea in [18] and employ the Barnes integral
representation of the hypergeometric function
( )
2 F1 (, ; ; z) =
() ()
Zi
i
dt (t + ) (t + ) (t)
(z)t ,
2i
(t + )
(2.45)
where |arg(z)| < . When the integration contour is closed on the right we have the
power series as presented in (2.15) which converges for |z| < 1. For our purpose, we first
check how (2.45) can be used to reproduce the SW periods in the patch |z| < 1. The naive
idea is that expressing the torus periods in the form (2.45), we first make the z-integral and
then perform the contour integral with respect to t. We are thus led to consider the integral
(2)
I (z) = 2
()
Zi
i
dt 2 (t + ) (t)
(z)t z .
2i (t + 1 )(t + )
(2.46)
Closing the contour on the right we immediately obtain

1
z 3 F2 (, , ; 2, 1 + ; z),
(2.47)
and hence (2.35) is reproduced.

If we close the contour on the left, we obtain the expression which is valid for |z| > 1.
Thus

()
I (z)left
aD (z)
= C0
.
(2.48)
I1 (z)left
a () (z)
Upon doing the contour integral on the left, one has to pick up the triple pole at t =
in addition to the standard poles in the Barnes integral. This in fact gives rise to the
integration constant. After some algebra we arrive at
!
()

()
V1 (z)
aD (z)
b1
+ C0
= C
,
(2.49)
()
()
b
2
a (z)
V2 (z)
I (z)right =
where
4 We should note that our choice of the branch is z = ei z. If the other branch z = ei z was chosen one
would have 0.5000 instead of 0.5000 in (2.44) in agreement with [16,17].
146
V1() (z) = log(z) g(z),

1
V2() (z) = log2 (z) log(z)g(z) + h(z),
2
(2.50)
(2.51)
with
X
()n (1 )n 1
,
(n!)2 n
zn
n=1
#
" n1

X
1
2
1 1
()n (1 )n X
1
+
.
h(z) =
+k 1+k 1+k
n zn
(n!)2 n
g(z) =
n=1
(2.52)
(2.53)
k=0
In (2.49) the integration constants read

1 i
2
1 i(1)
2
2
2
2 2 +
,
b2 = e
.
b1 = e 1 1 +
2
3
2
3
(2.54)
Further manipulations yield

()
aD (z) = 4 2 sin
H2 (z)
,
(2i)2
a () (z) =
2 H1 (z)
,
sin 2i
(2.55)
where
H1 (z) = log(vz) + g(z),

1
1
2
1
2
+
.
H2 (z) = log (vz) + log(vz)g(z) h(z)
2
2 sin2 3
(2.56)
(2.57)
Now that we have fixed all the integration constants, it is seen that the monodromy
matrices with integral entries are obtained by setting the constant period
2
.
(2.58)
sin
As a result, the monodromy matrices acting on the period vector t = t (s, a(z), aD (z))
bN=8,7,6 theories turn out to be
for E
1
0
0
1 0 0
1
1 ,
M0 = 0
M1 = 1 1 1 ,
s=
0 N 9
1
M = 1
9N
N 8
0
0
1
0,
N 9 1
(2.59)
b8 ), M 4 = 1 (E
b7 ) and M 3 = 1 (E
b6 ).
which obey M = M0 M1 , M06 = 1 (E
0
0
Finally the BPS central charge is expressed in terms of the period integrals
Z = pa(z) qaD (z) + ns,
(2.60)
where (p, q) Z 2 are electric and magnetic charges and n Z is global conserved
charge of the BPS states. In view of the D3-probe picture, (2.60) is the central charge
corresponding to the string junction,
147
bN 7-brane configuration.
Fig. 1. String junctions on the E
J=
N
X
i i + P p + Q q nz[0,1] ,
(2.61)
i=1
where P = p, Q = q + n and our notation is as follows; {i } is the Dynkin label

of EN weights and the i are the junctions of zero asymptotic charges representing
the fundamental weights of the Lie algebra EN , p , q are the EN singlet junctions
with asymptotic charges (1, 0), (0, 1), respectively, and z[0,1] stands for the outgoing
bN brane(0, 1)-string emanating from the 7-brane X [0,1] at z = 1. See Fig. 1(a) for the E
junction configurations probed by a single D3-brane. To justify the above correspondence,
for instance, take a junction with charges (p, q ; n) = (0, 1; 1). This is a single BPS
string stretched between the D3-brane and the 7-brane X[0,1] . Clearly its mass vanishes
when the D3-brane is located at the point z = 1. This is indeed verified from (2.60) since
Z(z) = aD (z) + s for (0, 1; 1) charges and Z(1) = aD (1) + s = 0 at z = 1 by virtue
of (2.43).
We note that there are no terms in (2.60) which reflect the presence of the EN non-singlet
junctions in (2.61) explicitly. To have such terms one has to turn on mass deformation
bN curves so that the SW differentials have poles with non-vanishing
parameters in the E
b6 ). This will produce additional terms
residues other than the one at x = 0 (x = iu/R for E
in (2.60) which may depend directly on the EN representations.
Notice that the string junction (2.61) is equivalently expressed as
J=
N
X
i i + p p + qq + n (1,0) ,
(2.62)
i=1
where (1,0) is a loop junction which represents the imaginary root of the affine
bN , the level k of representations
bN , see Fig. 1(b). In the junction realization of E
algebra E
(1,0)
) = q, while the grade n()
for a weight vector {i } is

is given by k(J ) = (J ,
equal to n in J up to a constant shift [7].
On the D3-brane probing the region |z| < 1, in the limit R 0, the theory reduces to
the 4D superconformal theory with global exceptional symmetries [19,20]. Recovering the
R-dependence we have the central charge in the form
148
n
s,
(2.63)
R
where a(u), aD (u) ' const u and the last term represents the KK modes associated with
the S 1 compactification. We thus observe that the grading of KK modes is regarded as the
bN . As will be seen in Section 5.3 these KK modes are
the grade in the affine symmetry E
identified with the D0-branes in M-theory. The decoupling of the KK modes as R 0 is
ensured since the 7-brane X[0,1] moves away to infinity on the u-plane, and hence the loop
junction (1,0) decouples, leaving the finite symmetry EN for 4D theories.
Z = pa(u) qaD (u) +
3. Mirror map
5D N = 1 supersymmetric SU (2) gauge theories with exceptional global symmetries [1] are realized by compactifying M-theory on a CalabiYau threefold with a vanishing del Pezzo four-cycle [2,3]. In [9] the local mirror geometry of the singularity associated with a shrinking del Pezzo four-cycle of the type EN=8,7,6 is modeled by the
LandauGinzburg potential
WE8 =
WE7 =
WE6 =
1
x06
1
x04
1
x03
+ x12 + x23 + x36 + x46 x0 x1 x2 x3 x4 ,

+ x12 + x24 + x34 + x44 x0 x1 x2 x3 x4 ,
+ x13 + x23 + x33 + x43 x0 x1 x2 x3 x4 .
(3.1)
The equations WEN = 0 describe non-compact CalabiYau manifolds and is a complex

moduli parameter. The point = 0 is the EN symmetric point (the LandauGinzburg
point) at which the del Pezzo four-cycle collapses. The large complex structure limit is
taken by letting = .
It turns out that the natural complex modulus is ` with ` = 6 (E8 ), 4 (E7 ) and 3 (E6 )
and, as will be seen momentarily, ` and z in the previous section is related through
4
3
6
(E8 ),
(E7 ),
(E6 ).
(3.2)
432
64
27
e of the holomorphic three-form associated with (3.1) are defined
The period integral
over a basis of three-cycles on the mirror CalabiYau. They obey the PicardFuchs
equations [9]
z=
N
e
LE
ell = 0,
(3.3)
N
with c = ` and LE
where = c c
ell are the PicardFuchs operators corresponding to
bN
the elliptic singularities of type E
E
Lell8 = 2 12c(6 + 5)(6 + 1),

2
7
LE
ell = 4c(4 + 3)(4 + 1),
E
Lell6 = 2 3c(3 + 2)(3 + 1).
(3.4)
149
Table 2
Instanton coefficients
n1
n2
n3
n4
n5
n6
n7
n8
n9
n10
b8
E
b7
E
b6
E
252
9252
848628
114265008
18958064400
3589587111852
744530011302420
165076694998001856
38512679141944848024
9353163584375938364400
28
136
1620
29216
651920
16627608
465215604
13927814272
439084931544
14417814260960
9
18
81
576
5085
51192
565362
6684480
83246697
1080036450
Making a change of variables with (3.2), one can check that (3.3) is equivalent to (2.11).
e(c) over three-cycles reduce to the
In fact, it is shown in [9] that the CalabiYau periods
SW periods after performing the integrals over appropriate two-cycles. Thus we have
e = = (s, a(z), aD (z)).
Under mirror symmetry three-cycles on the IIB side is mapped to the zero, two, fourcycles on the IIA side where the four-cycle is the del Pezzo surface. Following the standard
machinery [21] we find that the complex Khler modulus t is given by
H1 (z)
2i
and its dual td becomes
H2 (z)
F
=
.
td (z) =
t
(2i)2
Thus the SW periods and the flat coordinate system are related via
1
1 0
0
s
2
t (z) .
0 1
a(z) =
0
sin
td (z)
0 0 4 sin2
aD (z)
t (z) =
(3.5)
(3.6)
(3.7)
The central charge (2.60) is then rewritten as

2
4 sin2 qtd (z) + pt (z) + n .
(3.8)
sin
In the large radius region |z| > 1, it is shown from (2.55) that

t
1
3
t2
2it
2
+
O
e
,
(3.9)
td =
2
2 24 sin2
from which we see that td is the central charge of the D4-brane. Integrating this over t we
obtain the prepotential

1
3
1 X
t3 t2
2
t
+
const.
nk Li3 e2ikt ,
(3.10)
F=
2
3
6
4
24 sin
(2i)
Z=
k=1
150
where Li3 (x) is the trilogarithm and the instanton coefficients nk are presented in Table 2.
bN coincide with the GromovWitten
We note that the nk s multiplied by 4 sin2 for E
invariants obtained in [22].
4. D-branes on a surface
The aim of this section is to obtain several basic invariants of BPS D-branes bounded on
a surface, which are expressed as coherent sheaves on the surface, such as the RR charge,
the central charge, and some intersection pairings with the aid of some algebraic geometry
techniques. They play a crucial role in the duality map between D-branes on del Pezzo
bN symmetry, which we will discuss in the next
surfaces and the string junctions with E
section. An important note is that though we identify a BPS D-brane on a surface with a
coherent sheaf, we do not enter into the conditions, such as the stability, to be satisfied by
the sheaf to represent a true BPS brane, with few exceptions; in effect, what we really need
is not a sheaf itself but its invariants such as the Chern character in this article.
4.1. D-branes on a CalabiYau threefold
We represent a BPS D-brane on a CalabiYau threefold X by a coherent OX -module G.
The RR charge of G is given by the Mukai vector [23,24]
3
M
p
H2i (X; Q),
vX (G) = ch(G) Todd(TX ) H2 (X; Q) :=
(4.1)
i=0
P3
where ch(G) = i=0 chi (G) is the Chern character with chi (G) H62i (X; Q), which
can be computed as follows: there always exits a resolution of G by locally free sheaves
(V ), that is, sheaves of sections of holomorphic vector bundles: 0 V3 V2 V1
P
V0 G 0 (exact), thus we can set ch(G): = 3i=0 (1)i ch(Vi ), which does not depend
on the choice of the resolution, and Todd(TX ) = [X] + c2 (X)/24, the effect of which on
the RR charges has been called a geometric version of the Witten effect in [24].
The intersection form on D-branes on X, which is of great importance in investigating
topological aspects of D-branes [25,26], is given by

(4.2)
IX (G1 , G2 ) = vX (G1 ) vX (G2 ) X = ch(G1 ) ch(G2 ) Todd(TX ) X ,
where h iX evaluates the degree of H0 (X; Q)
= Q component, and v v flips the
sign of H0 (X) H4 (X) part. In particular, if G itself is locally free, then ch(G) = ch(G ),
where G = HomX (G, OX ) is the dual sheaf.
It is easy to check IX (G2 , G1 ) = IX (G1 , G2 ). On the other hand, the Hirzebruch
RiemannRoch formula [27,28] tells us
IX (G1 , G2 ) =
3
X
i=0
(1)i dim ExtiX (G1 , G2 ),
(4.3)
151
according to which the skew-symmetric property of the intersection form IX may be
attributed to the Serre duality: ExtiX (G2 , G1 )

= Ext3i
X (G1 , G2 ) [29]. Incidentally, the
H.R.R. formula (4.3) also assures that IX takes values in Z.
Let JX H4 (X; R) be a Khler form on X, which is identified with an R-extended
ample divisor here. The classical expression of the central charge of the D-brane G is then
given by [25,26]
3
X

(1)k
k
JX vX,k (G) X ,
ZJclX (G) = eJX vX (G) X =
k!
(4.4)
k=0
where vX,k is the H2k (X) component of vX H2 (X). On the other hand, the quantum
central charge ZJX (G) differs from its classical counterpart (4.4) by the terms of order
O(e2hJX iX ) where two-cycle is in the Mori cone of X, which is dual to the Khler
cone; the exact Khler moduli dependence of ZJX can be determined in principle by the
PicardFuchs equations for the periods of the mirror CalabiYau threefold X [15,30,31].
4.2. D-branes localized on a surface
Let f : S , X be an embedding of a projective surface S in a CalabiYau threefold X.
If c1 (S) H2 (S) is nef, which means that its intersection with any effective curve C on
S are non-negative: c1 (S) C > 0, there is a smooth elliptic CalabiYau threefold over S
with S its cross section, which we can take as a model of embedding [32]. Other examples
of embedding can be found in [9,24,33,34].
Now let us take the limit of infinite elliptic fiber, so that the D-branes the central charge
of which remains finite are those which are confined to the surface S, where we should
note that some D-branes on S, a D0-brane for example, can move along elliptic fibers so as
to leave S even if S itself is rigid in X. The properties of the D-branes localized on S then
depend not on the details of the global model X, but only on the intrinsic geometry of S
and its normal bundle NS = NS|X , which is isomorphic to the canonical line bundle KS .
In particular, this means that we can compute the central charges of BPS D-branes using
local mirror symmetry principle on S [32].
A D-brane sticking to S can be described by a coherent OS -module E. The Euler
P
number of it defined by (E) = 2i=0 (1)i hi (S, E), where hi (S, E) = dim H i (S, E), is
an important invariant, which can be obtained as follows: first we need the Todd class of S
1
Todd(TS ) = [S] + c1 (S) + (OS )[pt],
2

1
c2 (S) + c1 (S)2 S ,
(OS ) =
12
second, by the H.R.R. formula, we have

(E) = ch(E) Todd(TS ) S = r (OS ) + ch2 (E) + 12 c1 (S) c1 (E) S .
(4.5)
(4.6)
(4.7)
There is a canonical push-forward homomorphism f : H2(S; Q) H2 (X; Q), which

maps a cycle on S to that on X. Similarly, we can define the coherent sheaf f! E on X
152
by extending E by zero to X\S. 5 The celebrated GrothendieckRiemannRoch formula

[27,35] for embedding f : S , X relates the Chern characters of E and f! E as follows:

1
.
(4.8)
ch(f! E) = f ch(E)
Todd(NS )
Multiplying the both hand side of (4.8) by the square root of Todd(TX ), we have
s
!
p
Todd(TS )
,
ch(f! E) Todd(TX ) = f ch(E)
Todd(NS )
where we have used the projection formula [36, p. 273; 37, p. 426]:

H2 (S; Q), H2 (X; Q),
f f = f ,
(4.9)
(4.10)
and f Todd(TX ) = Todd(TS ) Todd(NS ), which follows from the short exact sequence of
bundles on S : 0 TS f TX NS 0, combined with the multiplicative property of
the Todd class. As the left-hand side of (4.9) is the D-brane charge of E regarded as a brane
on X, we arrive at the intrinsic description of the RR charge on S:
s
s
b S)
1
Todd(TS )
A(T
= ch(E)e 2 c1 (S)
H2 (S; Q),
(4.11)
vS (E) = ch(E)
b
Todd(KS )
A(KS )
which is a complex-analytic (or algebraic) derivation of the RR charge which has originally
been obtained in C () category [38,39]. The gravitational correction factor for S admits
the following expansion:
s

1
1
Todd(TS )
= [S] + c1 (S) +
c2 (S) + 3c1 (S)2 H2 (S; Q).
(4.12)
Todd(KS )
2
24
As a simple exercise let us compute the RR charge of a sheaf on S. To this end, let
: C , S be an embedding of a smooth genus g curve in S with normal bundle NC = NC|S .
Then from a line bundle LC on C, we obtain a torsion sheaf ! LC on S. ch(! LC ) can be
computed again from the G.R.R. formula:

1
ch(! LC ) = ch(LC )
Todd(NC )

1
(4.13)
= [C] + deg(LC ) deg(NC ) [pt],
2
where deg(L) := hc1 (L)iC for a line bundle L on C. The RR charge of the torsion
OS -module ! LC can then be computed as
vS (! LC ) = [C] + (LC )[pt] H2 (S) H0 (S),
(4.14)
where we have used the classical adjunction and the self-intersection formulae on S:
5 The symbol f E is originally defined to be P (1)i R if E , an element of the K group of coherent O
X
!
i
modules [27,35]; it reduces to the single direct image sheaf f E on X, because all the higher direct images
R i f E vanish for embedding f [35, p. 102].
2g(C) 2 = h[C] [C] [C] c1 (S)iS ,

deg(NC ) = h[C] [C]iS ,
153
(4.15)
(4.16)
as well as the classical RiemannRoch formula on C:

(LC ) = h0 (C, LC ) h1 (C, LC ) = deg(LC ) + 1 g.
(4.17)
Let us next turn to intersection pairings on D-branes. It seems that the most appropriate
intersection form on D-branes on S could depend on ones purpose. Below, we will
describe three candidates, each of which we think has its own reason to be chosen as an
intersection form.
The first uses the Mukai vector vS (4.11) and defines a symmetric form:

IS (E1 , E2 ) = vS (E1 ) vS (E2 ) S

1
r1 r2 (S) + r1 ch2 (E2 ) + r2 ch2 (E1 ) c1 (E1 ) c1 (E2 ) S ,
=
(4.18)
12
where ch(E) = r[S] + c1 (E) + ch2 (E), (S) = hc2 (S)iS the Euler number of S, and
v = v0 + v1 v2 [23,28], with vi being the H2i (S) component of v. It should also
be noted that IS is not Z-valued in general.
The second is the skew-symmetric form IX f! induced from the one on the ambient
CalabiYau threefold X (4.2). As shown below, however, this form has an description
intrinsic to S independent of the details of embedding:

IX (f! E1 , f! E2 ) = f vS (E1 ) f vS (E2 ) X

= r1 c1 (E2 ) c1 (S) r2 c1 (E1 ) c1 (S) S ,
(4.19)
where we have used the self-intersection formula: f f [S] = c1 (NS ) [37, p. 431], as well
as the projection formula (4.10) to show that for [S] H4 (S), [C] H2 (S; Q)

(4.20)
f [S] f [C] = f [C] f f [S] = f [C] c1 (S) .
To be explicit, consider S = P 2 . H2 (P 2 ) is isomorphic to Z, the ample generator of which
we denote by l. Then c1 (P 2 ) = 3l, and hl liP 2 = 1. Following Diaconescu and Gomis [40],
we express the Chern character of a coherent sheaf E on P 2 as
r(E) = n2 ,
c1 (E) = n1 l,
ch2 (E) = n0 [pt],
(4.21)
where n1 , n2 Z, and n0 12 n1 + Z. Our second intersection form can be written in these

variables as follows:

(4.22)
IX f! E, f! E 0 = 3(n01 n2 n1 n02 ),
which is precisely the intersection form in [40] up to sign. An interesting remark is that the
b6 torus
intersection form (4.22) introduced in [40] is based on that of one-cycles on an E
2
contained in P , while our IX f! is induced from that on a CalabiYau threefold X which
contains P 2 .
The third, which has been used in [11] to identify the RR charge lattice H2 (S) with S
a del Pezzo surface and the string junction charge lattices, generalizing the result in [4],
would be the most natural one also from the mathematical point of view [23,28]:
154
S (E1 , E2 ) =
2
X
(1)i dim ExtiS (E1 , E2 )
i=0
= ch(E1 ) ch(E2 ) Todd(TS ) S

= r1 r2 (OS ) + r1 ch2 (E2 ) + r2 ch2 (E1 ) c1 (E1 ) c1 (E2 ) S

1
+ r1 c1 (E2 ) c1 (S) r2 c1 (E1 ) c1 (S) S .

2
The skew-symmetric part of the third form S coincides with IX f! :
S (E1 , E2 ) S (E2 , E1 ) = IX (f! E1 , f! E2 ),
(4.23)
(4.24)
while the relation between the symmetric part of S and IS becomes

1
1
(4.25)
S (E1 , E2 ) + S (E2 , E1 ) = r1 r2 c1 (S)2 S + IS (E1 , E2 ).
2
12
Ext2i (E2 , E1 KS ) , the skew-symmetric
In view of the Serre duality: ExtiS (E1 , E2 ) =
S
part of S (4.24) comes from the non-triviality of the canonical line bundle KS .
According to the Bogomolov inequality, the discriminant of a sheaf E, defined by

(E) := 2rch2 (E) + c1 (E)2 S ,

must be non-negative if E is torsion-free 6 and semi-stable [28], which puts the following
constraint on the self-intersection number of a torsion-free OS -module E corresponding to
a true BPS D-brane:
S (E, E) = r 2 (OS ) (E) 6 r 2 (OS ).
(4.26)
Let JS H2 (S; R) be a Khler class on S. The classical central charge of E measured

by JS then admits an expression intrinsic to S:

(4.27)
ZJclS (E) = eJS vS (E) S .
In particular, if JS is obtained as a restriction of a Khler class JX on X, then (4.27)
coincides with ZJclX (f! E): the central charge measured on X by JX .
5. String junctions versus del Pezzo surfaces
5.1. del Pezzo surfaces
A del Pezzo surface is a surface the first Chern class of which is ample. Apart from
e1 = P 1 P 1 , they are obtained by blowing up generic N points on P 2 for 0 6 N 6 8,
B
which we call BN in this article. Our main interest is of course in the three cases
N = 8, 7, 6. The homology groups of BN are
H2 (BN ) = Z[BN ] Zl Ze1 ZeN Z[pt],
(5.1)
6 Roughly speaking, a torsion-free sheaf on surface S is a sheaf of sections of a vector bundle with at worst
point-like singularities.
155
where l represents the pull-back of a line of P 2 , and e1 , . . . , eN the exceptional divisors,

P
by which the first Chern class is written as c1 (BN ) = 3l N
i=1 ei . We also note that the
Picard group of BN is isomorphic to H2 (BN ), which means that each element of H2 (BN )
is realized as the first Chern class of a holomorphic line bundle on BN which is unique up
to isomorphism. Intersection pairings on H2 (BN ) are given by
hl liBN = 1,
hl ei iBN = 0,
hei ej iBN = i,j .
We list here some topological invariants:
c2 (BN ) B = 3 + N,
c1 (BN )2 B = 9 N,
N
(5.2)
(OBN ) = 1.
The gravitational correction factor in the Mukai vector (4.12) is given by

s
1
1
Todd(TBN )
= [BN ] + c1 (BN ) + (15 N)[pt] H2 (BN ; Q).
Todd(KBN )
2
12
(5.3)
(5.4)
The degree of [C] H2 (BN ; Q) is defined by d([C]) = h[C] c1 (BN )iBN . If we expand
P
PN
it as [C] = a0 l + N
i=1 ai ei , then we see d([C]) = 3a0 +
i=1 ai . It is also convenient to
associate the following two quantities to a coherent OBN -module E: let d(E) be the degree
of c1 (E), and k(E) = hch2 (E)iBN , in terms of which the Euler number of E (4.7) can be
expressed as
1
(5.5)
(E) = h0 (S, E) h1 (S, E) + h2 (S, E) = r(E) + d(E) + k(E).
2
It is known that the degree zero sublattice of H2 (BN ) is isomorphic to the EN root lattice,
the root system of which is composed of the self-intersection 2 elements. For 3 6 N 6 8,
the N simple roots can be chosen as
i = ei ei+1 , 1 6 i < N,
N = l e1 e2 e3 .
(5.6)
hwi
H2 (BN ; Q) is uniquely determined by

j iBN = ji ,
The fundamental weight
and d(wi ) = 0. Any [C] H2 (BN ) then admits the following orthogonal decomposition
into the degree and the EN weight:
wi
X
d([C])
c1 (BN ) +
i ([C])wi ,
9N
N
[C] =
(5.7)
i=1
where the Dynkin labels are determined by i ([C]) = h[C] i iBN ; for a coherent
sheaf E, its Dynkin labels i (E) can be defined in the same way using c1 (E) H2 (BN ),
that is,
X
d(E)
c1 (BN ) +
i (E)wi .
9N
N
c1 (E) =
(5.8)
i=1
The third intersection form N := BN (4.23) can then be expressed as

1
d1 d2
+ (r1 d2 r2 d1 ).
9N
2
For more information on del Pezzo surfaces see, for example, [24,10,11,41].
N (E1 , E2 ) = r1 r2 + r1 k2 + r2 k1 + 1 2
(5.9)
156
BN has a natural one-parameter family of complexified Khler classes JS = tc1 (BN ),

with Im(t) > 0, because c1 (BN ) is an ample divisor. The degree of a curve defined above
is nothing but the volume of it measured by the normalized Khler class JS = c1 (BN ).
Using (4.11) combined with (5.4), it is now straightforward to compute the classical
central charge of a D-brane E measured by the Khler class JS = tc1 (BN ):

Ztcl (E) = et c1 (BN ) vBN (E) B
N

2
t
1 3N
t
+
+ d(E)t (E).
= r(E)(9 N)
2
2 12 9 N
(5.10)
Recall that the exact quantum central charge Z(E) yields the classical one evaluated
above (5.10) modulo the instanton correction terms O(e2it ). In particular, for the cases
N = 8, 7, 6, the instanton expansion of the central charge (3.9) of the D4-brane obtained
in the previous section takes the form:
2

t
1 3N
t
+
(5.11)
+ O e2it ,
td =
2
2 12 9 N
bN=8,7,6 . The classical part
in writing which we have noticed that 4 sin2 = 9 N for E
of td coincides with the one in (5.10). Therefore we can make the following identification
of the quantum central charge of the D-brane E measured by the Khler form tc1 (BN ) by
Zt (E) = r(E)(9 N)td + d(E)t (E).
(5.12)
We are now in a position to compare the two central charges of the one and the same
bN theory; one obtained by the analysis of the SW periods (2.60), and the other by the
E
geometric method (5.12). They are related under mirror symmetry through (3.8) so that we
have the following dictionary between the charges, after a trivial rescaling of the former:
p = d(E),
q = r(E),
1
n = (E) = r(E) + d(E) + k(E).
2
(5.13)
In passing, we give a comment on the N = 0 case. Upon a change of variables:

t = 13 tb + 12 , where the constant shift implies the existence of the NS B-field flux on P 2
[40], (5.10) becomes
s

b 2)
A(T
cl
tb l
P
Z (E) = e ch(E)
b
2
A(N
P2) P
2

t
1
1
= r(E) b +
(5.14)
+ d(E)tb k(E),
2
8
3
where l is the ample generator of divisors. This is precisely the classical central charge on
P 2 treated as the Z 3 orbifold in [40,42,43].
157
5.2. E9 almost del Pezzo surface

An E9 almost del Pezzo surface B9 is a surface obtained by blowing up nine points
of P 2 which are the complete intersection of two cubics on P 2 . It has the structure of
elliptic fibration : B9 P 1 , which has twelve degenerate fibers leaving the total space
non-singular for a generic choice of parameters, which we assume throughout the paper.
As its name stands for, B9 shares many properties with the del Pezzo surfaces BN ; to be
explicit, among the formulae in the preceding subsection, (5.1)(5.5) remain valid for B9
if one simply sets N = 9 there, as well as the definition of the first Chern class c1 (B9 ). It
is then clear that the elements of H2 (B9 ) orthogonal to both c1 (B9 ) and e9 generate the E8
root lattice. Let [F] and [B] be the class of H2 (B9 ) defined by the fiber and a cross section
of the fibration respectively. We can then make the following identification:
[F] = c1 (B9 ) = 3l
9
X
ei ,
[B] = e9 ,
(5.15)
i=1
the intersection pairings of which we give here for convenience:

h[F] [F]iB9 = 0,
h[F] [B]iB9 = 1,
h[B] [B]iB9 = 1.
(5.16)
As opposed to the case of del Pezzo surfaces, c1 (B9 ) is no longer an ample divisor; it is
only a nef divisor with self-intersection zero, so that c1 (B9 ) alone cannot define a Khler
class on B9 . However, the structure of elliptic fibration suggests the following natural twoparameter family of the complexified Khler classes on B9 :
J = t1 [F] + t2 ([F] + [B]) = (t1 + t2 )c1 (B9 ) + t2 e9 ,
(5.17)
where the imaginary parts of t1 and t2 parametrize the volume of the curve [B] and [F]
measured by Im(J ), respectively, which span the Khler sub-cone of our model. A serious
treatment of the stability condition of coherent OB9 -modules would face with the problem
of subdivision of the Khler cone, because the stability condition depends on the choice
of Khler class Im(J ) [44], which we will not discuss further in this article. By the way,
another two-parameter family of Khler classes J treated in [34] can be written in our
notation as J = t1 [F] + t2 l.
The classical central charge of the D-brane represented by a coherent OB9 -module E can
be computed as:

Z cl (E) = et1 [F]t2 ([F]+[B]) ch(E) [B9 ] + 12 [F] + 12 [pt] B
9

2
t
t2 1
+ d(E)(t1 + t2 ) + b(E)t2 (E),
= r(E) 2 + t1 t2
(5.18)
2
2
2
where d(E) and b(E) are the two integers defined by the decomposition of c1 (E):
c1 (E) = b(E)[F] + d(E)([B] + [F]) +
8
X
i (E)wi .
(5.19)
i=1
That is, they are obtained via b(E) = h[B] c1 (E)iB9 , d(E) = h[F] c1 (E)iB9 . In terms of
these variables, the intersection form 9 := B9 can be written as
158
9 (E1 , E2 ) = r1 r2 + r1 k2 + r2 k1 d1 d2 b1 d2 b2 d1
1
+ 1 2 + (r1 d2 r2 d1 ).
(5.20)
2
A period obeys the PicardFuchs differential equations: L(1) = 0, L(2) = 0, with

(5.21)
L(1) = 1 z1 (1 2 ) 1 ,

(2)
1
5
(5.22)
L = 2 (2 1 ) z2 2 + 6 2 + 6 ,
which can be obtained from the standard procedure of the local mirror principle [32] using
a realization of B9 as a hypersurface in a toric threefold. It is easy to see that we can take
b8 torus:
the two periods of the E

$0 (z2 ) = 2 F1 16 , 56 ; 1; z2 ,
(2)
$1 (z2 ) =
1
$0 (z2 ) log
2i

z2
1 5
432 + 2 F1 6 , 6 ; 1; z2 ,
as two of the four periods of the PicardFuchs system (5.21), (5.22) with ti = $1(i) /$0
(i = 1, 2); the mirror map. As for the D4-brane period $2 , we can take it to have the
following form at the large radius limit:
2

t2
$2
t2 1
+ t1 t2
=
(5.23)
+ O e2it1 , e2it2 ,
td :=
$0
2
2
2
because this is the classical part of the only four-cycle period, modulo addition of periods
of lower dimensional cycles, that remains finite under the limit of infinite elliptic fiber of
a CalabiYau threefold which contains B9 as a section of elliptic fibration [32]. Moreover,
rewritten in the new variables U = t2 , = t1 + t2 , (5.23) coincides with the period D of
the Phase I in [9]. Thus in terms of the basis of the solutions of the PicardFuchs equations:
(1)
(2)
{$0 , $1 , $1 , $2 }, the quantum central charge of the coherent sheaf E on B9 measured
by J (5.17) can be expressed up to normalization factor as

1
(1)
(2)
(2)
r(E)$2 + d(E) $1 + $1 + b(E)$1 (E)$0 ,
Z(E) =
$0
(5.24)
= r(E)td + d(E)(t1 + t2 ) + b(E)t2 (E).
We leave further detailed investigation of this PicardFuchs system to a future work.
5.3. Duality maps
bN 7-brane configuration in the type IIB side, where we restrict ourselves to the
For the E
cases 3 6 N 6 8 for simplicity, let us recapitulate a string junction J as given in (2.62):
J=
N
X
i i + qq + p p + n (1,0) ,
(5.25)
i=1
where (i ) is the EN weight vector, (p, q) the asymptotic charge, and n the grade of the
junction. The following intersection form N on the junction lattice is adopted in [11]:
p1 p2
+ q1 q2 + p1 q2 .
(5.26)
N (J 1 , J 2 ) = 1 2 + n1 q2 + n2 q1 +
9N
159
As discussed in Sections 2 and 3, we have two realizations of BPS states in the EN

theories on R 4 S 1 : either by a coherent OBN -module E in the type IIA side or by a string
junction J in the type IIB side, which raises a natural question: what is the correspondence
bN
between coherent sheaves on a del Pezzo surface BN and string junctions in the E
7-brane background? An answer has been given by Hauer and Iqbal [11], who found that
the following map 7
ch(E) J (E) =
N
X
i (E)i + r(E)q + d(E)p (E) (1,0)
(5.27)
i=1
induces an isomorphism of the junction lattice and the homology lattice H2(BN ), which
we identify with the RR charge lattice of D-branes on BN , that is,

(5.28)
N J (E1 ), J (E2 ) = N (E1 , E2 ).
The inequality constraint (4.26) imposed on the self-intersection of a torsion-free semistable sheaf E corresponding to a BPS brane is then converted into N (J , J ) > q 2 ,
which is surely a necessary condition for a junction J (E) to represent a BPS state. This
may serve as a physical consistency check of the map proposed above (5.27).
The map (5.27) has been obtained by the inspection of the two intersection forms: N
bN junction lattice and N on the homology lattice H2 (BN ). On the other hand,
on the E
bN string junction charges with the central charges of D-branes on
we have identified the E
BN in (5.13), which leads us to define a natural map N from the string junctions (5.27) to
the D-brane central charges on the del Pezzo surface (5.12) measured by the Khler class
tc1 (BN ) by

(5.29)
N q , p , i , (1,0) = (9 N)td , t, 0, 1 ,
so that we have the correspondence:

N J (E) = Zt (E),
(5.30)
which we propose as another evidence for the map (5.27). Note that the junctions carrying
EN weights (i ) are in the kernel of N , only because our Khler class tc1 (BN ) cannot see
EN quantum numbers; it should not be so difficult to incorporate EN quantum numbers in
the central charge Z(E), see [10,45].
bN string junctions
Now that the correspondence between coherent OBN -modules and E
has been found, our next task is to explicitly construct the string junctions for various
coherent OBN -modules. We give here the images of the map (5.27) of a few basic coherent
sheaves on BN :
J (OBN ) = q (1,0) ,
J (! LC ) =
N
X
i ([C])i + d([C])p (LC ) (1,0),
i=1
(1,0)
J (Op ) =
(5.31)
(5.32)
(5.33)
7 Strictly speaking, J (E) as well as Z(E) depend only on ch(E), but the notation adopted here will cause no
confusions.
160
where (5.31) is a D4-brane wrapped on BN ; : C , BN in (5.32) is an embedding of

curve, and LC an line bundle on C, which represents a D2-brane wrapped on C bounded
with several D0-branes; finally Op in (5.33) is called the skyscraper of length one with
support at a point p BN , which clearly corresponds to a D0-brane at p.
To be more explicit in D2-branes (5.32), we want to describe two typical examples here:
For the first example, let C be an exceptional curve, that is, a rational curve with selfintersection 1, so that d([C]) = 1 by the classical adjunction formula (4.15). The totality
of the exceptional curves spans the fundamental Weyl orbit of EN : (3, 2), 10, 16, 27, 56,
bN
240, for 3 6 N 6 8. Next we take OC as a line bundle on it; then the corresponding E
string junction becomes
J (! OC ) =
N
X
i i + p (1,0),
i=1
10 N
.
9N
(5.34)
For the second example, we take an elliptic curve E with [E] = c1 (BN ) H2 (BN ), which
is known as an anti-canonical divisor in BN ; we consider also a degree zero line bundle
LE on it, which is parametrized by the Jacobian of E : Jac(E)
= E; it is easy to see that
the corresponding string junction becomes
J (! LE ) = (9 N) p .
(5.35)
b9 theory. The string junction

It is possible to extend the above considerations to the E
and intersection form in this case [11] are given by
J =
8
X
i i + p p + qq + n (1,0) + m (0,1),
(5.36)
i=1
9 (J 1 , J 2 ) = 1 2 + p1 p2 + p1 q2 + q1 q2 + m1 p2 + p1 m2 + q1 n2 + n1 q2 .
(5.37)
Hauer and Iqbal have shown that the following map from the homology lattice H2 (B9 ) in
b9 string junctions in the type IIB side:
the type IIA side to the E
ch(E) J (E) =
8
X
i (E)i + d(E)p + r(E)q + b(E) (0,1) (E) (1,0),
i=1
(5.38)
again defines the isomorphism of the lattices:

9 J (E1 ), J (E2 ) = 9 (E1 , E2 ).
(5.39)
According to our point of view, on the other hand, comparison of (5.38) with (5.24) leads
b9 string junctions to the B9 central charges by
to define a natural map 9 from the E

(5.40)
9 q , p , i , (0,1) , (1,0) = (td , t1 + t2 , 0, t2 , 1),
which again induces the correspondence

9 J (E) = Zt1 ,t2 (E).
(5.41)
161
To sum up, what we have done can be succinctly shown in the commutative diagram:
ch(E)
J (E)
N
Zt (E)
where the horizontal arrow is the isomorphisms (5.27), (5.38) proposed in [11], while the
remaining two are ours; the left being the central charge formulae (5.12), (5.24), and the
right the correspondences (5.30), (5.41).
6. Conclusions
In this article we have first derived the central charge formula for the D3-brane probe
bN=8,7,6 7-brane backgrounds. Employing local mirror symmetry we then
theory in the E
translate the central charge for the IIB string junctions into that for IIA D-branes on del
Pezzo surfaces BN=8,7,6 . To make this precise we have compared the quantum central
charge (modulo instanton corrections) with the classical central charge verified by the
geometric analysis of D-brane configurations. As a result, we have shown that the duality
maps (5.27), (5.38) between the homology lattice of the del Pezzo surface H2 (BN ) and
bN string junction lattice, originally found in [11] based on the isomorphism of the
the E
lattices N (5.28), (5.39), can be naturally recovered from the correspondence of the string
junctions and the del Pezzo central charges (5.30), (5.41) for N = 9, 8, 7, 6 and the EN
singlet part. The cases for N 6 5 are also worth being examined in detail, and will be
analyzed in our subsequent paper [46]. Since the EN64 theories on R 4 S 1 reduce to 4D
asymptotically free theories in the R 0 limit it will be interesting to compare with a
recent work [47] in which SU (2) gauge theory with fundamental matters on R 4 S 1 is
investigated by compactifying the type II theory on the local F 2 .
For further directions in future study, let us note that the duality maps (5.27), (5.38)
concern only with the RR charges on the del Pezzo side or with the junction charges on the
bN string junction have moduli
7-brane side, while an actual coherent OBN -module E or an E
parameters in general; for example, on the del Pezzo side, the structure sheaf OBN is rigid,
while a torsion sheaf ! LE with support on an anti-canonical divisor E clearly has moduli
parameters. Therefore it would be quite interesting to establish the duality map between
bN string junctions including their moduli parameters.
coherent OBN -modules and E
Another important issue is to analyze the stability of D-branes on del Pezzo surfaces.
The stability of BPS-branes is the subject of current interest [24,25,48]. Under the map
(5.25) it will be possible to study the stability of certain D-brane configuration on BN in
bN 7-brane background. Then the
terms of the corresponding junction configuration in the E
most interesting task is to determine curves of marginal stability (CMS) of BPS states and
follow their decay processes. CMS of BPS junctions may be worked out numerically. Our
preliminary computation indicates that there appear infinitely many CMS on the u-plane
162
and their patterns look quite different from the ones observed for ordinary 4D N = 2
SU (2) gauge theories. We hope to report the results elsewhere in the near future.
Acknowledgements
S.K.Y. would like to thank Y. Yamada for interesting discussions. The research of Y.O.
is supported by JSPS Research Fellowship for Young Scientists. The research of K.M. and
S.K.Y. was supported in part by Grant-in-Aid for Scientific Research on Priority Area
707 Supersymmetry and Unified Theory of Elementary Particles, Japan Ministry of
Education, Science and Culture.
References
[1] N. Seiberg, Five-dimensional SUSY field theories, non-trivial fixed points and string dynamics,
Phys. Lett. B 388 (1996) 753, hep-th/9608111.
[2] D.R. Morrison, N. Seiberg, Extremal transitions and five-dimensional supersymmetric field
theories, Nucl. Phys. B 483 (1997) 229, hep-th/9609070.
[3] M.R. Douglas, S. Katz, C. Vafa, Small instantons, del Pezzo surfaces and type I0 theory, Nucl.
Phys. B 497 (1997) 155, hep-th/9609071.
[4] O. De Wolfe, A. Hanany, A. Iqbal, E. Katz, Five-branes, seven-branes and five-dimensional En
field theories, JHEP 9903 (1999) 006, hep-th/9902179.
[5] E. Looijenga, Root systems and elliptic curves, Invent. Math. 38 (1976) 17;
H.C. Pinkham, Simple elliptic singularities, del Pezzo surfaces and Cremona transformations,
Proc. Symp. Pure Math. 30 (1977) 69.
[6] O. De Wolfe, Affine Lie algebras, string junctions and 7-branes, Nucl. Phys. B 550 (1999) 622,
hep-th/9809026.
[7] O. De Wolfe, T. Hauer, A. Iqbal, B. Zwiebach, Uncovering infinite symmetries on [p, q]
7-branes: KacMoody algebras and beyond, Adv. Theor. Math. Phys. 3 (1999), hep-th/9812209.
[8] Y. Yamada, S.-K. Yang, Affine 7-brane backgrounds and five-dimensional EN theories on S 1 ,
Nucl. Phys. B 566 (2000) 642, hep-th/9907134.
[9] W. Lerche, P. Mayr, N.P. Warner, Non-critical strings, del Pezzo singularities and Seiberg
Witten curves, Nucl. Phys. B 499 (1997) 125, hep-th/9612085.
[10] J.A. Minahan, D. Nemeschansky, N.P. Warner, Investigating the BPS spectrum of non-critical
En strings, Nucl. Phys. B 508 (1997) 64, hep-th/9705237.
[11] T. Hauer, A. Iqbal, Del Pezzo surfaces and affine 7-brane backgrounds, JHEP 0001 (2000) 043,
hep-th/9910054.
[12] A. Sen, B. Zwiebach, Stable non-BPS states in F-theory, JHEP 0003 (2000) 036, hepth/9907164.
[13] E.T. Whittaker, G.N. Watson, A Course of Modern Analysis, 4th edn., Cambridge Univ. Press,
1927.
[14] M. Fukae, Y. Yamada, S.-K. Yang, MordellWeil lattice via string junctions, Nucl. Phys. B 572
(2000) 71, hep-th/9909122.
[15] B.R. Greene, C.I. Lazaroiu, Collapsing D-branes in CalabiYau moduli space: I, hepth/0001025.
[16] J.A. Minahan, D. Nemeschansky, N.P. Warner, Partition functions for BPS states of the noncritical E8 string, Adv. Theor. Math. Phys. 1 (1998) 167, hep-th/9707149.
[17] A. Klemm, E. Zaslow, Local mirror symmetry at higher genus, hep-th/9906046.
163
[18] P.S. Aspinwall, B.R. Greene, D.R. Morrison, Measuring small distances in N = 2 sigma
models, Nucl. Phys. B 420 (1994) 184, hep-th/9311042.
[19] J.A. Minahan, D. Nemeschansky, An N = 2 superconformal fixed point with E6 global
symmetry, Nucl. Phys. B 482 (1996) 142, hep-th/9608047;
J.A. Minahan, D. Nemeschansky, Superconformal fixed points with En global symmetry, Nucl.
Phys. B 489 (1997) 24, hep-th/9610076.
[20] M. Noguchi, S. Terashima, S.-K. Yang, N = 2 superconformal field theory with ADE global
symmetry on a D3-brane probe, Nucl. Phys. B 556 (1999) 115, hep-th/9903215.
[21] P. Candelas, X.C. de la Ossa, P.S. Green, L. Parkes, A pair of CalabiYau manifolds as an
exactly soluble superconformal theory, Nucl. Phys. B 359 (1991) 21.
[22] A. Klemm, P. Mayr, C. Vafa, BPS states of exceptional non-critical strings, Nucl. Phys. B (Proc.
Suppl.) 58 (1997) 177, hep-th/9607139.
[23] S. Mukai, On the moduli space of bundles on K3 spaces, I, in: Vector Bundles on Algebraic
Varieties, Oxford Univ. Press, 1987.
[24] J.A. Harvey, G. Moore, On the algebra of BPS states, Commun. Math. Phys. 197 (1998) 489,
hep-th/9609017.
[25] I. Brunner, M.R. Douglas, A. Lawrence, C. Rmelsberger, D-branes on quintic, JHEP 0008
(2000) 015, hep-th/9906200.
[26] D.-E. Diaconescu, C. Rmelsberger, D-branes and bundles on elliptic fibrations, Nucl. Phys.
B 574 (2000) 245, hep-th/9910172;
P. Kaste, W. Lerche, C.A. Ltken, J. Walcher, D-branes on K3-fibrations, Nucl. Phys. B 582
(2000) 203, hep-th/9912147;
E. Scheidegger, D-branes on some one- and two-parameter CalabiYau hypersurfaces,
JHEP 0004 (2000) 003, hep-th/9912188.
[27] F. Hirzebruch, Topological Methods in Algebraic Geometry, 4th edn., Springer-Verlag, 1978.
[28] D. Huybrechts, M. Lehn, The Geometry of Moduli Spaces of Sheaves, Aspects Math. E 31,
Vieweg, 1997.
[29] E. Sharpe, Notes on heterotic compactifications, Phys. Lett. B 432 (1998) 326, hep-th/9710031.
[30] B.R. Greene, Y. Kanter, Small volumes in compacitified string theory, Nucl. Phys. B 497 (1997)
127, hep-th/9612181.
[31] C.I. Lazaroiu, Collapsing D-branes in one-parameter models and small/large radius duality,
hep-th/0002004.
[32] C.M. Chiang, A. Klemm, S.-T. Yau, E. Zaslow, Local mirror symmetry: calculations and
interpretations, Adv. Theor. Math. Phys. 3 (1999), hep-th/9903053.
[33] T. Kawai, String duality and enumeration of curves by Jacobi forms, in: M.-H. Saito et al.
(Eds.), Integrable Systems and Algebraic Geometry, World Scientific, 1998, hep-th/9804014;
T. Kawai, K. Yoshioka, String partition functions and infinite products, Adv. Theor. Math.
Phys. 4 (2000), hep-th/0002169.
[34] S. Hosono, M.-H. Saito, A. Takahashi, Holomorphic anomaly equation and BPS state counting
of rational elliptic surface, Adv. Theor. Math. Phys. 3 (1999) 177, hep-th/9901151.
[35] A. Borel, J.-P. Serre, Le thorme de RiemannRoch, daprs Grothendieck, Bull. Soc. Math.
France 86 (1958) 97.
[36] V.I. Danilov, Algebraic varieties and schemes, in: I.R. Shafarevich (Ed.), Algebraic Geometry
I, EMS, Vol. 23, Springer-Verlag, 1994.
[37] R. Hartshorne, Algebraic Geometry, GTM, Vol. 52, 4th edn., Springer-Verlag, 1987.
[38] M. Green, J.A. Harvey, G. Moore, I-brane inflow and anomalous couplings on D-branes, Class.
Quant. Grav. 14 (1997) 47, hep-th/9605033;
R. Minasian, G. Moore, K-theory and Ramond-Ramond charge, JHEP 9711 (1997) 002, hepth/9710230.
[39] Y.-K.E. Cheung, Z. Yin, Anomalies, branes and currents, Nucl. Phys. B 517 (1998) 69, hepth/9710206.
164
[40] D.-E. Diaconescu, J. Gomis, Fractional branes and boundary states in orbifold theories,
JHEP 0010 (2000) 001, hep-th/9906242.
[41] R. Friedman, J. Morgan, E. Witten, Vector bundles and F theory, Commun. Math. Phys. 189
(1997) 679, hep-th/9701162.
[42] M.R. Douglas, B. Fiol, C. Rmelsberger, The spectrum of BPS branes on a noncompact Calabi
Yau, hep-th/0003263.
[43] K. Mohri, Y. Onjo, S.-K. Yang, Closed sub-monodromy problem and branes on orbifolds, hepth/0009072, to appear in Rev. Math. Phys.
[44] E. Sharpe, Khler cone substructure, Adv. Theor. Math. Phys. 2 (1999) 1441, hep-th/9810064.
[45] J.A. Minahan, D. Nemeschansky, C. Vafa, N.P. Warner, E-strings and N = 4 topological Yang
Mills theories, Nucl. Phys. B 527 (1998) 581, hep-th/9802168.
[46] K. Mohri, Y. Ohtake, S.-K. Yang, in progress.
[47] T. Eguchi, H. Kanno, Five-dimensional gauge theories and local mirror symmetry, Nucl.
Phys. B 586 (2000) 331, hep-th/0005008.
[48] M.R. Douglas, Topics in D-geometry, Class. Quant. Grav. 17 (2000) 1057, hep-th/9910170;
M.R. Douglas, B. Fiol, C. Rmelsberger, Stability and BPS branes, hep-th/0002037;
F. Denef, Supergravity flows and D-brane stability, JHEP 0008 (2000) 050, hep-th/0005049;
B. Fiol, M. Mario, BPS states and algebras from quivers, JHEP 0007 (2000) 031, hepth/0006189.

D-brane gauge theories from toric singularities

and toric duality
Bo Feng, Amihay Hanany, Yang-Hui He
Center for Theoretical Physics, Massachusetts Institute of Technology,
Cambridge, MA 02139, USA
Received 10 October 2000; accepted 22 November 2000
Abstract
Via partial resolution of Abelian orbifolds we present an algorithm for extracting a consistent set
of gauge theory data for an arbitrary toric variety whose singularity a D-brane probes. As illustrative
examples, we tabulate the matter content and superpotential for a D-brane living on the toric del
Pezzo surfaces as well as the zeroth Hirzebruch surface. Moreover, we discuss the non-uniqueness
of the general problem and present examples of vastly different theories whose moduli spaces are
described by the same toric data. Our methods provide new tools for calculating gauge theories
which flow to the same universality class in the IR. We shall call it Toric Duality. 2001 Elsevier
1. Introduction
The study of D-branes as probes of geometry and topology of spacetime has by
now been of wide practice (cf., e.g., [1]). In particular, the analysis of the moduli space
of gauge theories, their matter content, superpotential and -function, as world-volume
theories of D-branes sitting at geometrical singularities is still a widely pursued topic.
Since the pioneering work in [2], where the moduli and matter content of D-branes probing
ALE spaces had been extensively investigated, much work ensued. The primary focus on
(Abelian) orbifold singularities of the type C2 /Zn was quickly generalised using McKays
Correspondence, to arbitrary (non-Abelian) orbifold singularities C2 /( SU(2)), i.e., to
arbitrary ALE spaces, in [3].
Research supported in part by the CTP and the LNS of MIT and the U.S. Department of Energy under
cooperative research agreement # DE-FC02-94ER40818. A. H. is also supported by an A. P. Sloan Foundation
Fellowship, a DOE OJI award and by the NSF under grant no. PHY94-07194.
E-mail addresses: fengb@ctp.mit.edu (B. Feng), hanany@ctp.mit.edu (A. Hanany), yhe@ctp.mit.edu
(Y.-H. He).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 9 9 - 4
166
B. Feng et al. / Nuclear Physics B 595 (2001) 165200
Several directions followed. With the realisation [5,6] that these singularities provide
various horizons, [2,3] was quickly generalised to a treatment for arbitrary finite subgroups
SU(N), i.e., to generic Gorenstein singularities, by [7]. The case of SU(3) was
then promptly studied in [810] using this technique and a generalised McKay-type
Correspondence was proposed in [8,11]. Meanwhile, via T-duality transformations, certain
orbifold singularities can be mapped to type II brane-setups in the fashion of [12]. The
relevant gauge theory data on the world volume can thereby be conveniently read from
configurations of NS-branes, D-brane stacks as well as orientifold planes. For C2 orbifolds,
the A and D series have been thus treated [12,13], whereas for C3 orbifolds, the Abelian
case of Zk Zk 0 has been solved by the brane box models [14,15]. First examples of nonAbelian C3 orbifolds have been addressed in [16] as well as recent works in [17].
Thus rests the status of orbifold theories. What we note in particular is that once we
specify the properties of the orbifold in terms of the algebraic properties of the finite group,
the gauge theory information is easily extracted. Of course, orbifolds are a small subclass
of algebro-geometric singularities. This is where we move on to toric varieties. Inspired by
the linear -model approach of [18], which provides a rich structure of the moduli space,
especially in connexion with various geometrical phases of the theory, the programme
of utilising toric methods to study the behaviour of the gauge theory on D-branes which
live on and hence resolve certain singularities was initiated in [19]. In this light, toric
methods provide a powerful tool for studying the moduli space of the gauge theory. In
treating the F-flatness and D-flatness conditions for the SUSY vacuum in conjunction,
these methods show how branches of the moduli space and hence phases of the theory may
be parametrised by the algebraic equations of the toric variety. Recent developments in
brane diamonds, as an extension of the brane box rules, have been providing great insight
to such a wider class of toric singularities, especially the generalised conifold, via blown-up
versions of the standard brane setups [20]. Indeed, with toric techniques much information
could be extracted as we can actually analytically describe patches of the moduli space.
Now Abelian orbifolds have toric descriptions and the above methodology is thus
immediately applicable thereto. While bearing in mind that though non-Abelian orbifolds
have no toric descriptions, a single physical D-brane has been placed on various general
toric singularities. Partial resolutions of C3 /(Z2 Z2 ), such as the conifold and the
suspended pinched point have been investigated in [21,22] and brane setups giving the field
theory contents are constructed by [2325]. Groundwork for the next family, coming from
the toric orbifold C3 /(Z3 Z3 ), such as the del Pezzo surfaces and the zeroth Hirzebruch,
has been laid in [26]. Essentially, given the gauge theory data on the D-brane world volume,
the procedure of transforming this information (F- and D-terms) into toric data which
parametrises the classical moduli space is by now well-established.
One task is, therefore, immediately apparent to us: how do we proceed in the reverse
direction, i.e., when we probe a toric singularity with a D-brane, how do we know the gauge
theory on its world-volume? We recall that in the case of orbifold theories, [7] devised a
general method to extract the gauge theory data (matter content, superpotential etc.) from
the geometry data (the characters of the finite group ), and vice versa given the geometry,
brane-setups for example, conveniently allow us to read out the gauge theory data. The
167
same is not true for toric singularities, and the second half of the above bi-directional
convenience, namely, a general method which allows us to treat the inverse problem of
extracting gauge theory data from toric data is yet pending, or at least not in circulation.
The reason for this shortcoming is, as we shall see later, that the problem is highly nonunique. It is thus the purpose of this writing to address this inverse problem: given the
geometry data in terms of a toric diagram, how does one read out (at least one) gauge
theory data in terms of the matter content and superpotential? We here present precisely
this algorithm which takes the matrices encoding the singularity to the matrices encoding
a good gauge theory of the D-brane which probes the said singularity.
The structure of the paper is as follows. In Section 2 we review the procedure of
proceeding from the gauge theory data to the toric data, while establishing nomenclature.
In Subsection 3.1, we demonstrate how to extract the matter content and F-terms from the
charge matrix of the toric singularity. In Subsection 3.2, we exemplify our algorithm with
the well-known suspended pinched point before presenting in detail in Subsection 3.3,
the general algorithm of how to obtain the gauge theory information from the toric data
by the method of partial resolutions. In Subsection 3.4, we show how to integrate back
to obtain the actual superpotential once the F-flatness equations are extracted from the
toric data. Section 4 is then devoted to the illustration of our algorithm by tabulating the
D-terms and F-terms of D-brane world volume theory on the toric del Pezzo surfaces and
Hirzebruch zero. We finally discuss in Section 5, the non-uniqueness of the inverse problem
and provide, through the studying of two types of ambiguities, ample examples of rather
different gauge theories flowing to the same toric data. Discussions and future prospects
are dealt with in Section 6.
2. The forward procedure: extracting toric data from gauge theories

We shall here give a brief review of the procedures involved in going from gauge
theory data on the D-brane to toric data of the singularity, using primarily the notation
and concepts from [19]. In the course thereof special attention will be paid on how toric
diagrams, SUSY fields and linear -models weave together.
A stack of n D-brane probes on algebraic singularities gives rise to SUSY gauge theories
with product gauge groups resulting from the projection of the U (n) theory on the original
stack by the geometrical structure of the singularity. For orbifolds Ck / , we can use the
structure of the finite group to fabricate product U (ni ) gauge groups [2,3,7]. For toric
singularities, since we have only (Abelian) U (1) toroidal actions, we are so far restricted to
product U (1) gauge groups. 1 In physical terms, we have a single D-brane probe. Extensive
work has been done in [19,26] to see how the geometrical structure of the variety can
be thus probed and how the gauge theory moduli may be encoded. The subclass of toric
singularities, namely, Abelian orbifolds, has been investigated to great detail [2,4,19,22,26]
and we shall make liberal usage of their properties throughout.
1 Proposals toward generalisations to D-brane stacks have been made [26].
168
Fig. 1. The toric diagram for the singularity C3 /(Z2 Z2 ) and the quiver diagram for the gauge
theory living on a D-brane probing it. We have labelled the nodes of the toric diagram by columns of
Gt and those of the quiver, with the gauge groups U (1){A,B,C,D} .
Now let us consider the world-volume theory on the D-brane probe on a toric singularity.
Such a theory, as it is a SUSY gauge theory, is characterised by its matter content and
interactions. The former is specified by quiver diagrams which in turn give rise to D-term
equations; the latter is given by a superpotential, whose partial derivatives with respect
to the various fields are the so-called F-term equations. F and D-flatness subsequently
describe the (classical) moduli space of the theory. The basic idea is that the D-term
equations together with the FI-parametres, in conjunction with the F-term equations, can
be concatenated together into a matrix which gives the vectors forming the dual cone of the
toric variety which the D-branes probe. We summarise the algorithm of obtaining the toric
data from the gauge theory in the following, and to illuminate our abstraction and notation
we will use the simple example of the Abelian orbifold C3 /(Z2 Z2 ) as given in Fig. 1.
1. Quivers and D-terms
(a) The bi-fundamental matter content of the gauge theory can be conveniently
encoded into a quiver diagram Q, which is simply the (possibly directed) graph
whose adjacency matrix aij is precisely the matrix of the bi-fundamentals. In
the case of an Abelian orbifold 2 prescribed by the group , this diagram is the
McKay Quiver (i.e., for the irreps Ri of , aij is such that R Ri = j aij Rj
for some fundamental representation R). We denote the set of nodes as Q0 := {v}
and the set of the edges, Q1 := {a}. We let the number of nodes be r; for Abelian
orbifolds, r = | | (and for generic orbifolds r is the number of conjugacy classes
of ). Also, we let the number of edges be m; this number depends on the number
of supersymmetries which we have. The adjacency matrix (bi-fundamentals) is
Q
thus r r and the gauge group is rj =1 SU(wj ). For our example of Z2 Z2 , r =
4, indexed as 4 gauge groups U (1)A U (1)B U (1)C U (1)D corresponding to
2 This is true for all orbifolds but of course only Abelian ones have known toric description.
169
the 4 nodes, while m = 4 3 = 12,corresponding

to the 12 arrows in Fig. 1. The

adjacency matrix for the quiver is
0
1
1
1
1
0
1
1
1
1
0
1
1
1
1
0
. Though for such simple examples
as Abelian orbifolds and conifolds, brane setups and [7] specify the values of
wj as well as aij completely, 3 there is yet no discussion in the literature of
obtaining the matter content and gauge group for generic toric varieties in a direct
and systematic manner and a partial purpose of this note is to present a solution
thereof.
(b) From the r r adjacency matrix, we construct a so-called r m incidence
matrix d for Q; this matrix is defined as dv,a := v,head(a) v,tail(a) for v
Q0 and a Q1 . Because each column of d must contain a 1, a 1 and the rest
0s by definition, one row of d is always redundant; this physically signifies the
elimination of an overall trivial U (1) corresponding to the COM motion of the
branes. Therefore, we delete a row of d to define the matrix of dimensions
(r 1) m; and we could always extract d from by adding a row so as to
force each column to sum to zero. This matrix thus contains almost as much
information as aij and once it is specified, the gauge group and matter content
are also, with the exception that precise adjoints (those charged under the same
gauge group factor and hence correspond to arrows that join a node to itself) are
not manifest. For our example the 4 12 matrix d is as follows and is the top
3 rows:
A
B
d =
C
XAD XBC XCB XDA XAB XBA XCD XDC XAC XBD XCA XDB
1
0
0
1
1
1
0
0
1
0
1
0
0
1
1
0
1
1
0
0
0
1
0
1
0
1
1
0
0
0
1
1
1
0
1
0
1
(c) The moment maps, arising in the sympletic-quotient language of the toric variety,
are simply := d |x(a)|2 where x(a) are the affine coordinates of the Cr for the
torus (C )r action. Physically, x(a) are of course the bi-fundamentals in chiral
multiplets (in our example they are Xij {A,B,C,D} as labelled above) and the Dterm equations for each U (1) group is [18]
X

2
2
dia |x(a)| i ,
Di = e
a
with i the FI-parametres. In matrix form we have |x(a)|2 = E and see that
D-flatness gives precisely the moment map. These -parametres will encode the
resolution of the toric singularity as we shall shortly see.
2. Monomials and F-terms
(a) From the super-potential W of the SUSY gauge theory, one can write the F-term
W = 0. The remarkable fact is that we could solve the

equation as the system X
j
3 For arbitrary orbifolds, P w n = | | where n are the dimensions of the irreps of ; for Abelian case,
i i
i
j
ni = 1.
170
said system of equations and express the m fields Xi in terms of r + 2 parametres

vj which can be summarised by a matrix K.
Y Kij
vj , i = 1, 2, . . . , m, j = 1, 2, . . . , r + 2.
(2.1)
Xi =
j
This matrix K of dimensions m (r + 2) is the analogue of in the sense that it

encodes the F-terms and superpotential as encodes the D-terms and the matter
content. In the language of toric geometry K defines a cone 4 M+ : a non-negative
linear combination of m vectors KEi in an integral lattice Zr+2 .
For our example, the superpotential is
W = XAC XCD XDA XAC XCB XBA + XCA XAB XBC XCA XAD XDC
+ XBD XDC XCB XBD XDA XAB XDB XBC XCD ,
giving us 12 F-term equations and with the manifold of solutions parametrisable
by 4 + 2 new fields, whereby giving us the 12 6 matrix (we here show the
transpose thereof, thus the horizontal direction corresponds to the original fields
Xi and the vertical, vj ):
X
X
X
X
X
X
X
X
X
X
X
X
v1 = XAC
K t = vv2 == XXBD
BA
v43 = XCD
v5 = XAD
v6 = XCB
AC
BD
CA
DB
AB
BA
CD
DC
AD
BC
CB
DA
1
0
0
0
0
0
0
1
0
0
0
0
0
1
0
0
1
1
1
0
0
0
1
1
1
1
0
1
0
0
0
0
1
0
0
0
0
0
0
1
0
0
1
1
1
0
0
0
0
0
0
0
1
0
0
0
1
1
1
0
0
0
0
0
0
1
0
0
1
1
0
1
For example, the third column reads XCA = v2 v51 v6 , i.e., XAD XCA = XBD XCB
which the the F-flatness condition XW
. The details of obtaining W and K
DC =0
from each other are discussed in [19,26] and Subsection 3.4.
(b) We let T be the space of (integral) vectors dual to K, i.e., K T > 0 for all entries;
this gives an (r + 2) c matrix for some positive integer c. Geometrically, this is
the definition of a dual cone N+ composed of vectors TEi such that KE TE > 0. The
physical meaning for doing so is that K may have negative entries which may
give rise to unwanted singularities and hence we define a new set of c fields pi
(a priori we do not know the number c and we present the standard algorithm of
finding dual cones in Appendix). Thus we reduce (2.1) further into
Y Tj
p ,
(2.2)
vj =
Q K
Q
whereby giving Xi = j vj ij = p
Z2 Z2 example, c = 9 and
Kij Tj
with
P
j
Kij Tj > 0. For our
4 We should be careful in this definition. Strictly speaking we have a lattice M = Zr+2 with its dual lattice
E
N
= Zr+2 . Now let there
P be a set of Z+ -independent vectors {ki } M and a cone is defined to be generated by
these vectors as := { i ai kEi | ai R>0 }; Our M+ should be M . In much of the literature M+ is taken
P
to be simply M0+ := { i ai kEi | ai Z>0 } in which case we must make sure that any lattice point contained in
0
M+ but not in M+ must be counted as an independent generator and be added to the set of generators {kEi }. After
including all such points we would have M0+ = M+ . Throughout our analyses, our cone defined by K as well the
dual cone T will be constituted by such a complete set of generators.
XAC
X
BD
Tj =
XBA
XCD
XAD
XCB
p1 p2 p3 p4 p5 p6 p7 p8 p9
1
0
0
0
0
0
1
1
0
0
0
0
0
1
1
1
0
0
0
0
1
0
0
0
0
0
1
1
0
0
0
0
0
1
1
1
0
0
0
0
1
1
0
0
0
0
0
1
1
1
0
0
1
0
171
(c) These new variables p are the matter fields in Wittens linear -model. How
are these fields charged? We have written r + 2 fields vj in terms of c fields p ,
and hence need c (r + 2) relations to reduce the independent variables. Such a
reduction can be done via the introduction of the new gauge group U (1)c(r+2)
acting on the pi s so as to give a new set of D-terms. The charges of these fields
can be written as Qk . The gauge invariance condition of vi under U (1)c(r+2) ,
P
by (2.2), demands that the (c r 2) c matrix Q is such that Tj Qk = 0.
This then defines for us our charge matrix Q which is the cokernel of T :
T Qt = (Tj )(Qk )t = 0,
j = 1, . . . , r + 2, = 1, . . . , c,
k = 1, . . . , (c r 2).
For our example, the charge matrix is (9 4 2) 9 and one choice is
0 0 0 1 1 1 1 0
0
Qk = 0 1 0 0 0 0 1 1 1 .
1 1 1 0 1 0 0
0
0
(d) In the linear -model language, the F-terms and D-terms can be treated in the
same footing, i.e., as the D-terms (moment map) of the new fields p ; with the
crucial difference being that the former must be set exactly to zero 5 while the
latter are to be resolved by arbitrary FI-parameters.
Therefore, in addition to finding the charge matrix Q for the new fields
p coming from the original F-terms as done above, we must also find the
corresponding charge matrix QD for the pi coming from the original D-terms.
We can find QD in two steps. Firstly, we know the charge matrix for Xi
under U (1)r1 , which is . By (2.1), we transform the charges to that of
the vj s, by introducing an (r 1) (r + 2) matrix V so that V K t =
. To see this, let the charges of vj be Vlj then by (2.1) we have li =
P
Vlj Kij = V K t . A convenient V which does so for our Z2 Z2 example
j

1 0 1 0 1 0
0 1 1 0 0 1
. Secondly, we use (2.2) to transform the
is
1
(41)(4+2)
5 Strictly speaking, we could have an F-term set to a non-zero constant. An example of this situation could be
e in the superpotential for some chargeless field and charged fields Q
e and Q.
when there is a term a + QQ
e = a and not 0. However, in our context behaves like an integration constant and
The F-term for reads QQ
for our purposes, F-terms are set exactly to zero.
172
charges from vj s to our final variables p s, which is done by introducing an

(r + 2) c matrix Uj so that U T t = Id(r+2)(r+2). In our example, one choice
for U is
1
0 0 0 0 0 0 0 0
1 1 0 0 0 0 0 0 0
0
0 0 1 0 0 0 0 0
.
Uj =
0 0 0 0 1 1 0 0
0
0 1 0 0 0 0 0 0 1
0
0 0
1 0
(4+2)9
Therefore, combining the two steps, we obtain QD = V U
1 1 0 1 0 0 0
0
(V U )l = 1 1 0 1 0 0 0 1
1 0 0 0 0 1 1 1
and in our example,
1
0.
0
3. Thus equipped with the information from the two sides: the F-terms and D-terms, and
with the two required charge matrices Q and V U obtained, finally we concatenate
them to give a (c 3) c matrix Qt . The transpose of the kernel of Qt , with (possible
repeated columns) gives rise to a matrix Gt . The columns of this resulting Gt then
define the vertices of the toric diagram describing the polynomial corresponding
to the singularity on which we initially placed our D-branes. Once again for our
example,
0 0 0 1 1 1 1 0 0 0
0 1 0 0 0 0 1 1 1 0
1 1 1 0 1 0 0 0 0 0
,
Qt =
1 1 0 1 0 0 0 0 1 1
1 1 0 1 0 0 0 1 0 2
1 0 0 0 0 1 1 1 0 3
and
0
Gt = 1
1
1 0
1 1
1 1
0
0
1
1 0 1
1 0 1
1 1 1
1 1
0 0.
1 1
The columns of Gt , up to repetition, are precisely marked in the toric diagram for
Z2 Z2 in Fig. 1.
Thus we have gone from the F-terms and the D-terms of the gauge theory to the nodes of
the toric diagram. In accordance with [27], Gt gives the algebraic variety whose equation is
given by the maximal ideal in the polynomial ring C[Y Z, XY Z, Z, X1 Y Z, XY 1 Z, XZ]
(the exponents (i, j, k) in Xi Y j Z k are exactly the columns), which is uvw = s 2 , upon
defining u = (Y Z)(XY Z)2 (Z)(XZ)2 ; v = (Y Z)2 (Z)2 (X1 Y Z)2 ; w = (Z)2 (XY 1 Z)
(XZ)2 and s = (Y Z)2 (XY Z)(Z)2 (X1 Y Z)(XY 1 Z)(XZ)2 ; this is precisely C3 /(Z2
Z2 ). In physical terms this equation parametrises the moduli space obtained from the F and
D flatness of the gauge theory.
173
We remark two issues here. In the case of there being no superpotential we could still
define K-matrix. In this case, with there being no F-terms, we simply take K to be the
identity. This gives T =Id and Q = 0. Furthermore U becomes Id and V = , whereby
making Qt = as expected because all information should now be contained in the Dterms. Moreover, we note that the very reason we can construct a K-matrix is that all of
Q b
Q a
the equations in the F-terms we deal with are in the form i Xi i = j Xj j ; this holds
in general if every field Xi appears twice and precisely twice in the superpotential. More
generic situations would so far transcend the limitations of toric techniques.
Schematically, our procedure presented above at length, what it means is as follows:
we begin with two pieces of physical data: (1) matrix d from the quiver encoding the
gauge groups and D-terms and (2) matrix K encoding the F-term equations. From these
we extract the matrix Gt containing the toric data by the flow-chart:
Quiver d
F-Terms K
V K t =
T = Dual(K)
U T t =Id

t
Q = Ker(T )
V
U
VU

Qt =
Q
VU

t
Gt = Ker(Qt )
3. The inverse procedure: extracting gauge theory information from toric data
As outlined above we see that wherever possible, the gauge theory of a D-brane probe on
certain singularities such as Abelian orbifolds, conifolds, etc., can be conveniently encoded
into the matrix Qt which essentially concatenates the information contained in the D-terms
and F-terms of the original gauge theory. The cokernel of this matrix is then a list of vectors
which prescribes the toric diagram corresponding to the singularity. It is natural to question
ourselves whether the converse could be done, i.e., whether given an arbitrary singularity
which affords a toric description, we could obtain the gauge theory living on the D-brane
which probes the said singularity. This is the inverse problem we projected to solve in the
introduction.
3.1. Quiver diagrams and F-terms from toric diagrams
Our result must be two-fold: first, we must be able to extract the D-terms, or in
other words the quiver diagram which then gives the gauge group and matter content;
second, we must extract the F-terms, which we can subsequently integrate back to give
the superpotential. These two pieces of data then suffice to specify the gauge theory.
Essentially we wish to trace the arrows in the above flow-chart from Gt back to and
K. The general methodology seems straightforward:
174
1. Read the column-vectors describing the nodes of the given toric diagram, repeat the
appropriate columns to obtain Gt and then set Qt = Coker(Gt );
2. Separate the D-term (V U ) and F-term (Qt ) portions from Qt ;
3. From the definition of Q, we obtain 6 T = ker(Q).
4. Farkas Theorem [27] guarantees that the dual of a convex polytope remains convex
whence we could invert and have K = Dual(T t ); Moreover the duality theorem gives
that Dual(Dual(K)) = K, thereby facilitating the inverse procedure.
5. Definitions U T t = Id and V K t = (V U ) (T t K t ) = .
We see therefore that once the appropriate Qt has been found, the relations

= (V U ) T t K t ,
(3.3)
K = Dual T t ,
retrieve our desired K and . The only setback of course is that the appropriate Qt is
NOT usually found. Two ambiguities are immediately apparent to us: (A) In step 1 above,
there is really no way to know a priori which of the vectors we should repeat when writing
into the Gt matrix; (B) In step 2, to separate the D-terms and the F-terms, i.e., which rows
constitute Q and which constitute V U within Qt , seems arbitrary. We shall in the last
section discuss these ambiguities in more detail and actually perceive it to be a matter
of interest. Meanwhile, in light thereof, we must find an alternative, to find a canonical
method which avoids such ambiguities and gives us a consistent gauge theory which has
such well-behaved properties as having only bi-fundamentals etc.; this is where we appeal
to partial resolutions.
Another reason for this canonical method is compelling. The astute reader may question
as to how could we guarantee, in our mathematical excursion of performing the inverse
procedure, that the gauge theory we obtain at the end of the day is one that still lives on
the world-volume of a D-brane probe? Indeed, if we navely traced back the arrows in the
flow-chart, bearing in mind the said ambiguities, we have no a fortiori guarantee that we
have a brane theory at all. However, the method via partial resolution of Abelian orbifolds
(which are themselves toric) does give us assurance. When we are careful in tuning the
FI-parametres so as to stay inside cone-partitions of the space of these parametres (and
avoid flop transitions) we do still have the resulting theory being physical [26]. Essentially
this means that with prudence we tune the FI-parametres in the allowed domains from a
parent orbifold theory, thereby giving a subsector theory which still lives on the D-brane
probe and is well-behaved. Such tuning we shall practice in the following.
The virtues of this appeal to resolutions are thus twofold: not only do we avoid
ambiguities, we are further endowed with physical theories. Let us thereby present this
canonical mathod.
3.2. A canonical method: partial resolutions of abelian orbifolds
Our programme is standard [26]: theories on the Abelian orbifold singularity of the
form Ck / for (k, n) = Zn Zn Zn (k 1 times) are well studied. The complete
6 As mentioned before we must ensure that such a T be chosen with a complete set of Z -independent
+
generators.
175
Fig. 2. The toric diagram showing the resolution of the C3 /(Z2 Z2 ) singularity to the suspended
pinch point (SPP). The numbers i at the nodes refer to the i-th column of the matrix Gt and physically
correspond to the fields pi in the linear -model.
information (and in particular the full Qt matrix) for (k, n) is well known: k = 2 is the
elliptic model, k = 3, the Brane Box, etc. In the toric context, k = 2 has been analysed in
great detail by [2], k = 3, n = 2 in, e.g., [2325], k = 3, n = 3 in [26]. Now we know that
given any toric diagram of dimension k, we can embed it into such a (k, n)-orbifold
for some sufficiently large n; and we choose the smallest such n which suffices. This
embedding is always possible because the toric diagram for the latter is the k-simplex of
length n enclosing lattice points and any toric diagram, being a collection of lattice points,
can be obtained therefrom via deletions of a subset of points. This procedure is known
torically as partial resolutions of (k, n). The crux of our algorithm is that the deletions
in the toric diagram corresponds to the turning-on of the FI-parametres, and which in turn
induces a method to determine a Qt matrix for our original singularity from that of (n, k).
We shall first turn to an illustrative example of the suspended pinched point singularity
(SPP) and then move on to discuss generalities. The SPP and conifold as resolutions of
(3, 2) = Z2 Z2 have been extensively studied in [25]. The SPP, given by xy = zw2 ,
can be obtained from the (3, 2) orbifold, xyz = w2 , by a single P1 blow-up. This is
shown torically in Fig. 2. Without further ado let us demonstrate our procedure.
1. Embedding into Z2 Z2
Given the toric diagram D of SPP, we recognise that it can be embedded minimally
into the diagram D 0 of Z2 Z2 . Now information on D 0 is readily at hand [25], as
presented in the previous section. Let us re-capitulate:
p1 p2 p3 p4 p5 p6 p7 p8 p9
0
0
0
1 1 1 1 0
0
0
1
0
0
0
0
1
1
1
0
,
1
1
1
0
1
0
0
0
0
0
Q0t :=
1 1 0 1 0
0
0
0
1 1
1 1
0
1
0
0
0 1 0 2
1 0
0
0
0
1 1 1
0 3
and
176
p1

0
G0t := coker Q0t =
1
1
p2
1
1
1
p3
0
1
1
p4
0
0
1
p5
1
1
1
p6
0
0
1
p7
1
1
1
p8
1
0
1
p9
1
,
0
1
which is drawn in Fig. 1. The fact that the last row of Gt has the same number (i.e.,
these three-vectors are all co-planar) ensures that D 0 is CalabiYau [1]. Incidentally,
it would be very helpful for one to catalogue the list of Qt matrices of (3, n) for n =
2, 3, . . . , which would suffice for all local toric singularities of CalabiYau threefolds.
In the above definition of Q0t we have included an extra column (0, 0, 0, 1, 2 , 3 )
so as to specify that the first three rows of Q0t are F-terms (and hence exactly zero)
while the last three rows are D-terms (and hence resolved by FI-parametres 1,2,3 ).
We adhere to the notation in [25] and label the columns (linear -model fields) as
p1 p9 ; this is shown in Fig. 2.
2. Determining the fields to resolve by tuning
We note that if we turn on a single FI-parametre we would arrive at the SPP;
this is the resolution of D 0 to D. The subtlety is that one may need to eliminate more than merely the 7th column as there is more than one field attributed to each node in the toric diagram and eliminating column 7 some other
columns corresponding to the adjacent nodes (namely out of 4,6,8 and 9) may
also be eliminated. We need a judicious choice of for a consistent blowup.
To do so we must solve for fields p1,...,9 and tune the -parametres such that
at least p7 acquires non-zero VEV (and whereby resolved). Recalling that the
D-term equations are actually linear equations in the modulus-squared of the
fields, we shall henceforth define xi := |pi |2 and consider linear-systems therein.
Therefore, we perform Gaussian row-reduction on Q0 and solve all fields in
terms of x7 to give: xE = {x1 , x2 , x1 + 2 + 3 , 2 x1 x2 +x2 7 1 +2 , 2 x1 x2 + 2 +
1 +2 +2 3
1 2 x2 +x7 +1 +2
, x7 , x2 +x7
,
}.
3 , 2 x1 x2 +x7 +
2
2
2
The nodes far away from p7 are clearly unaffected by the resolution, thus the fields
corresponding thereto continue to have zero VEV. This means we solve the above set
of solutions xE once again, setting x5,1,3,2 = 0, with 1,2,3 being the variables, giving
upon back substitution, xE = {0, 0, 0, x7 21 3 , 0, x7 +21 +3 , x7 , x7 21 +3 , x7 +21 3 }.
Now we have an arbitrary choice and we set 3 = 0 and x7 = 1 to make p4 and
p8 have zero VEV. This makes p6,7,9 our candidate for fields to be resolved and
seems perfectly reasonable observing Fig. 2. The constraint on our choice is that all
solutions must be > 0 (since the xi s are VEV-squared).
3. Solving for Gt
We are now clear what the resolution requires of us: in order to remove node p7 from
D 0 to give the SPP, we must also resolve 6, 7 and 9. Therefore, we immediately obtain
Gt by directly removing the said columns from G0t :
p1 p2 p3 p4 p5 p8
0
1
0
0 1 1
,
Gt := coker(Qt ) =
1
1
1
0
1
0
1
177
the columns of which give the toric diagram D of the SPP, as shown in Fig. 2.
4. Solving for Qt
Now we must perform linear combination on the rows of Q0t to obtain Qt so as to
force columns 6, 7 and 9 zero. The following constraints must be born in mind. Because Gt has 6 columns and 3 rows and is in the null space of Qt , which itself must
have 9 3 columns (having eliminated p6,7,9 ), we must have 6 3 = 3 rows for
Qt . Also, the row containing 1 must be eliminated as this is precisely our resolution
chosen above (we recall that the FI-parametres are such that 2,3 = 0 and are hence
unresolved, while 1 > 0 and must be removed from the D-terms for SPP).
P
We systematically proceed. Let there be variables {ai=1,...,6 } so that y := i ai rowi
(Q0t ) is a row of Qt . Then (a) the 6th, 7th and 9th columns of y must be set to 0
and moreover (b) with these columns removed y must be in the nullspace spanned
by the rows of Gt . We note of course that since Q0t was in the nullspace of G0t initially, that the operation of row-combinations is closed within a nullspace, and that
the columns to be set to 0 in Q0t to give Qt are precisely those removed in G0t to
give Gt , condition (a) automatically implies (b). This condition (a) translates to the
equations {a1 + a6 = 0, a1 + a2 a6 = 0, a2 + a4 = 0} which afford the solution
a1 = a6 ; a2 = a4 = 0. The fact that a4 = 0 is comforting, because it eliminates the
row containing 1 . We choose a1 = 1. Furthermore we must keep row 5 as 2 is yet
unresolved (thereby setting a5 = 1). This already gives two of the 3 anticipated rows
of Qt : row5 and row1 row6 . The remaining row must corresponds to an F-term since
we have exhausted the D-terms, this we choose to be the only remaining variable:
a3 = 1. Consequently, we arrive at the matrix
p1 p2 p3 p4 p5 p8
1 1 1
0 1 0
0
.
Qt =
1 1
0
1
0 1 2
1
5. Obtaining K and matrices

The hard work is now done. We now recognise from Qt that Q = (1, 1, 1, 0, 1, 0),
giving
0 0 00 0 1
1 00 0 00
1 0 0 0 1 0
0 0 1 0 1 0
Tj := ker(Q) = 0 0 0 1 0 0 , K t := Dual T t = 0 1 0 0 0 0 .
1 0 1 0 0 0
0 0 1 1 0 0
1 1 00 0 0
0 00 1 01
Subsequently we obtain
0 0
0 0
0 0
t
t
T K =
0 1
0 0
1 0
0
0
1
0
1
0
0
1
1
0
0
0
1
0
0
0
1
0
1
1
0
,
0
0
0
178
A:
d= B:
C:
0
aij = 1
1
1 1
0
1
1 1 1
0
0
0 1 1
1 1!
0 1
1 0
1 0 !
0 1
1
1
Fig. 3. The quiver diagram showing the matter content of a D-brane probing the SPP singularity. We
have not marked in the chargeless field (what in a non-Abelian theory would become an adjoint)
because thus far the toric techniques do not yet know how to handle such adjoints.
which we do observe indeed to have every entry positive

semi-definite. Furthermore

1 1 0 1 0 1
,
whence
we obtain at last, uswe recognise from Qt that V U = 1
0 0 1 1 1
ing (3.3),
X1 X2 X3 X4 X5 X6
U (1)A 1 1 0 1 1 0

1 1 0 1 1 0
=
d =
U (1)B 1 1 1 0 0 1
,
1 1 1 0 0 1
U (1)C 0 0 1 1 1 1
giving us the quiver diagram (included in Fig. 3 for reference), matter content and
gauge group of a D-brane probe on SPP in agreement with [25]. We shall show in the
ensuing sections that the superpotential we extract has similar accordance.
3.3. The general algorithm for the inverse problem
Having indulged ourselves in this illustrative example of the SPP, we proceed to outline
the general methodology of obtaining the gauge theory data from the toric diagram.
1. Embedding into Ck /(Zn )k1
We are given a toric diagram D describing an algebraic variety of complex dimension
k (usually we are concerned with local CalabiYau singularities of k = 2, 3 so that
branes living thereon give N = 2, 1 gauge theories). We immediately observe that
D could always be embedded into D 0 , the toric diagram of the orbifold Ck /(Zn )k1
for some sufficiently large integer n. The matrices Q0t and G0t for D 0 are standard.
Moreover we know that the matrix Gt for our original variety D must be a submatrix
of G0t . Equipped with Q0t and G0t our task is to obtain Qt ; and as an additional check
we could verify that Qt is indeed in the nullspace of Gt .
2. Determining the fields to resolve by tuning
Q0t is a k a matrix 7 (because D 0 and D are dimension k) for some a; G0t , being
its nullspace, is thus (a k) a. D is a partial resolution of D 0 . In the SPP example
above, we performed a single resolution by turning on one FI-parametre, generically
7 We henceforth understand that there is an extra column of zeroes and s.
179
however, we could turn on as many s as the embedding permits. Therefore, we let

Gt be (a k) (a b) for some b which depends on the number of resolutions.
Subsequently the Qt we need is (k b) (a b).
Now b is determined directly by examining D 0 and D; it is precisely the number of
fields p associated to those nodes in D 0 we wish to eliminate to arrive at D. Exactly
which b columns are to be eliminated is determined thus: we perform Gaussian rowreduction on Q0t so as to solve the k linear-equations in a variables xi := |pi |2 , with
F-terms set to 0 and D-terms to FI-parametres. The a variables are then expressed in
terms of the i s and the set B of xi s corresponding to the nodes which we definitely
know will disappear as we resolve D 0 D. The subtlety is that in eliminating B,
some other fields may also acquire non zero VEV and be eliminated; mathematically
this means that Order(B) < b.
Now we make a judicious choice of which fields will remain and set them to zero and
impose this further on the solution xi=1,...,a = xi (j ; B) from above until Order(B) =
b, i.e., until we have found all the fields we need to eliminate. We know this occurs
and that our choice was correct when all xi > 0 with those equaling 0 corresponding
to fields we do not wish to eliminate as can be observed from the toric diagram. If
not, we modify our initial choice and repeat until satisfaction. This procedure then
determines the b columns which we wish to eliminate from Q0t .
3. Solving for Gt and Qt
Knowing the fields to eliminate, we must thus perform linear combinations on the
k rows of Q0t to obtain the k b rows of Qt based upon the two constraints that
(1) the b columns must be all reduced to zero (and thus the nodes can be removed)
and that (2) the k b rows (with b columns removed) are in the nullspace of Gt . As
mentioned in our SPP example, condition (1) guarantees (2) automatically.
In other words, we need to solve for k variables {xi=1,...,k } such that
k
X
xi Q0t

ij
=0
for j = p1 , p2 , . . . , pb B.
(3.4)
i=1
Moreover, we immediately obtain Gt by eliminating the b columns from G0t . Indeed,

P P
as discussed earlier, (3.4) implies that ki=1 j 6=p1,...,b xi (Q0t )ij (Gt )mj = 0 for m =
1, . . . , a k and hence guarantees that the Qt we obtain is in the nullspace of Gt .
We could phrase equation (3.4) for xi in matrix notation and directly evaluate
f0 t ,
Qt = NullSpace(W )t Q
e0t
Q
Q0t
(3.5)
is
with the appropriate columns (p1...b ) removed and W is the matrix
where
constructed from the deleted columns.
4. Obtaining the K matrix (F-term)
Having obtained the (k b) (a b) matrix Qt for the original variety D,
we proceed with ease. Reading from the extraneous column of FI-parametres, we
recognise matrices Q (corresponding to the rows that have zero in the extraneous
column) and V U (corresponding to those with combinations of the unresolved s
in the last column). We let V U be c (a b) whereby making Q of dimension
180
(k b c) (a b). The number c is easily read from the embedding of D into D0

as the number of unresolved FI-parametres.
From Q, we compute the kernel T , a matrix of dimensions (a b) (k b c)
(a b) = (a k + c) (a b) as well as the matrix K t of dimensions (a k + c) d
describing the dual cone to that spanned by the columns of T . The integer d is
uniquely determined from the dimensions of T in accordance with the algorithm of
finding dual cones presented in Appendix A. From these two matrices we compute
T t K t , of dimension (a b) d.
5. Obtaining the matrix (D-term)
Finally, we use (3.3) to compute (V U ) (T t K t ), arriving at our desired matrix
of dimensions c d, the incidence matrix of our quiver diagram. The number of
gauge groups we have is, therefore, c + 1 and the number of bi-fundamentals, d.
Of course one may dispute that finding the kernel T of Q is highly non-unique as
any basis change in the null-space would give an equally valid T . This is indeed so.
However we note that it is really the combination T t K t that we need. This is a
dot-product in disguise, and by the very definition of the dual cone, this combination
remains invariant under basis changes. Therefore, this step of obtaining the quiver
from the charge matrix Qt is a unique procedure.
3.4. Obtaining the superpotential
Having noticed that the matter content can be conveniently obtained, we proceed to
address the interactions, i.e., the F-terms, which require a little more care. The matrix K
which our algorithm extracts encodes the F-term equations and must at least be such that
they could be integrated back to a single function: the superpotential.
Reading the possible F-flatness equations from K is ipso facto straight-forward. The
subtlety exists in how to find the right candidate among many different linear relations.
As mentioned earlier, K has dimensions m (r 2) with m corresponding to the fields
that will finally manifest in the superpotential, r 2, the fields that solve them according
to (2.1) and (2.2); of course, m > r 2. Therefore we have r 2 vectors in Zm , giving
generically m r + 2 linear relations among them. Say we have row1 + row3 row7 = 0,
then we simply write down X1 X3 = X7 as one of the candidate F-terms. In general, a
Q a
P
relation i ai Kij = 0 with ai Z implies an F-term i Xi i = 1 in accordance with (2.1).
Of course, to find all the linear relations, we simply find the Z-nullspace of K t of dimension
m r + 2.
Here a great ambiguity exists, as in our previous calculations of nullspaces: any linear
combinations therewithin may suffice to give a new relation as a candidate F-term. 8 Thus
educated guesses are called for in order to find the set of linear relations which may be most
conveniently integrated back into the superpotential. Ideally, we wish this back-integration
procedure to involve no extraneous fields (i.e., integration constants 9 ) other than the m
8 Indeed each linear relation gives a possible candidate and we seek the correct ones. For the sake of clarity we
shall call candidates relations and reserve the term F-term for a successful candidate.
9 By constants we really mean functions since we are dealing with systems of partial differential equations.
181
fields which appear in the K-matrix. Indeed, as we shall see, this wish may not always be
granted and sometimes we must include new fields. In this case, the whole moduli space
of the gauge theory will be larger than the one encoded by our toric data and the new fields
parametrise new branches of the moduli in the theory.
Let us return to the SPP example to enlighten ourselves before generalising. We recall
from Subsection 3.2, that
X1 X2 X3 X4 X5 X6
v1 1 0 0 0 0 0
K =
v2 0 0 1 0 1 0 ,
v3 0 1 0 0 0 0
v4 0 0 1 1 0 0
v5 0 0 0 1 0 1
from which we can read out only one relation X3 X6 X4 X5 = 0 using the rule described
in the paragraph above. Of course there can be only one relation because the nullspace of
K t is of dimension 6 5 = 1.
Next we must calculate the charge under the gauge groups which this term carries. We
must ensure that the superpotential, being a term in a Lagrangian, be a gauge invariant, i.e.,
carries no overall charge under . From
X1 X2 X3 X4 X5 X6
,
U
(1)
1
1
0
1
1
0
d =
A
U (1)B 1 1 1 0 0 1
U (1)C 0 0 1 1 1 1
we find the charge of X3 X6 to be (qA , qB , qC ) = (0 + 0, 1 + (1), (1) + 1) = (0, 0, 0); of
course by our very construction, X4 X5 has the same charge. Now we have two choices: (a)
to try to write the superpotential using only the six fields; or (b) to include some new field
which also has charge (0, 0, 0). For (a) we can try the ansatz W = X1 X2 (X3 X6 X4 X5 )
which does give our F-term upon partial derivative with respect to X1 or X2 . However, we
would also have a new F-term X1 X2 X3 = 0 by /X6 , which is inconsistent with our K
since columns 1, 2 and 3 certainly do not add to 0.
This leaves us with option (b), i.e., W = (X3 X6 X4 X5 ) say. In this case, when = 0
we not only obtain our F-term, we need not even correct the matter content . This branch
of the moduli space is that of our original theory. However, when 6= 0, we must have
X3 = X4 = X5 = X6 = 0. Now the D-terms read |X1 |2 |X2 |2 = 1 = 2 , so the moduli
space is: { C, X1 C} such that 1 + 2 = 0 for otherwise there would be no moduli
at all. We see that we obtain another branch of moduli space. As remarked before, this is
a general phenomenon when we include new fields: the whole moduli space will be larger
than the one encoded by the toric data. As a check, we see that our example is exactly that
given in [25], after the identification with their notation, Y12 X6 , X24 X3 , Z23
X1 , Z32 X2 , Y34 X4 , X13 X5 , Z41 and (X1 X2 ) . We note that if we
were studying a non-Abelian extension to the toric theory, as by brane setups (e.g., [25])
182
or by stacks of probes (in progress from [26]), the chargeless field would manifest as
an adjoint field thereby modifying our quiver diagram. Of course since the study of toric
methods in physics is so far restricted to product U (1) gauge groups, such complexities
do not arise. To avoid confusion we shall henceforth mark only the bi-fundamentals in our
quiver diagrams but will write the chargeless fields explicit in the superpotential.
Our agreement with the results of [25] is very reassuring. It gives an excellent example
demonstrating that our canonical resolution technique and the inverse algorithm do indeed,
in response to what was posited earlier, give a theory living on a D-brane probing the
SPP (T-dual to the setup in [25]). However, there is a subtle point we would like to
mention. There exists an ambiguity in writing the superpotential when the chargeless
field is involved. Our algorithm gives W = (X3 X6 X4 X6 ) while [25] gives W =
(X1 X2 )(X3 X6 X4 X6 ). Even though they have identical moduli, it is the latter which
is used for the brane setup. Indeed, the toric methods by definition (in defining from
aij ) do not handle chargeless fields and hence we have ambiguities. Fortunately our later
examples will not involve such fields.
The above example of the SPP was a nave one as we need only to accommodate a single
F-term. We move on to a more complicated example. Suppose we are now given
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
A 1 0
0 1 0
0
0
1
0
1
d =B
1 1 0
0
0 1 0
0
1
0
,
C 0
0
1
0
1
0
1 1 1 1
D 0
1 1 1 1 1 1 0
0
0
and
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
1
0
1
0
0
0
1
0
0
0
0
1
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
K =
.
1
0
1
0
1
0
1
0
0
0
0
0
0
1
0
1
0
1
0
0
0
0
0
0
0
0
1
1
0
0
1
We shall see in the next section, that these arise for the del Pezzo 1 surface. Now the
nullspace of K has dimension 10 6 = 4, we could obtain a host of relations from various
linear combinations in this space. One relation is obvious: X2 X7 X3 X6 = 0. The charge it
carries is (qA , qB , qC , qD ) = (0 + 0, 1 + 0, 0 + 1, 1 + (1)) = (0, 1, 1, 0) which cancels
that of X9 . Hence X9 (X2 X7 X3 X6 ) could be a term in W . Now /X2 thereof gives
X7 X9 and from K we see that X7 X9 X1 X5 X10 = 0, therefore, X1 X2 X5 X10 could be
another term in W . We repeat this procedure, generating new terms as we proceed and
introducing new fields where necessary. We are fortunate that in this case we can actually
reproduce all F-terms without recourse to artificial insertions of new fields:
W = X2 X7 X9 X3 X6 X9 X4 X8 X7 X1 X2 X5 X10 + X3 X4 X10 + X1 X5 X6 X8 .
Enlightened by these examples, let us return to some remarks upon generalities. Making
all the exponents of the fields positive, the F-terms can then be written as
Xiai =
Xj j ,
183
(3.6)
/ {i}, {j } then the

with ai , bj Z+ . Indeed if we were to have another field Xk such that k
Q
Q b
term Xk ( i Xiai j Xj j ), on the condition that Xk appears only this once, must be an
additive term in the superpotential W . This is because the F-flatness condition W /Xk =
0 implies (3.6) immediately. Of course judicious observations are called for to (A) find
appropriate relations (3.6) and (B) find Xk among our m fields. Indeed (B) may not even
be possible and new fields may be forced to be introduced, whereby making the moduli
space of the gauge theory larger than that encodable by the toric data.
In addition, we must ensure that each term in W be chargeless under the product gauge
Q
Q b
groups. What this means for us is that for each of the terms Xk ( i Xiai j Xj j ) we must
P
have Charges (Xk ) + i ai Charges (Xi ) = 0 for s = 1, . . . , r indexing through our r gauge
group factors (we note that by our very construction, for each gauge group, the charges
Q b
Q
for i Xiai and for j Xj j are equal). If Xk in fact cannot be found among our m fields,
it must be introduced as a new field with appropriate charge. Therefore, with each such
relation (3.6) read from K, we iteratively perform this said procedure, checking
X
ai si = 0
sk +
i
at each step, until a satisfactory superpotential is reached. The right choices throughout
demands constant vigilance and astuteness.
4. An illustrative example: the toric del Pezzo surfaces

As the C3 /(Z2 Z2 ) resolutions were studied in great detail in [25], we shall use the
data from [26] to demonstrate the algorithm of finding the gauge theory from toric diagrams
extensively presented in the previous section.
The toric diagram of the dual cone of the (parent) quotient singularity C3 /(Z3 Z3 ) as
well as those of its resolution to the three toric del Pezzo surface are presented in Fig. 4.
Del Pezzo 1. Let us commence our analysis with the first toric del Pezzo surface. 10 From
its toric diagram, we see that the minimal Zn Zn toric diagram into which it embeds is
10 Now some may identify the toric diagram of del Pezzo 1 as given by nodes (using the notation in Fig. 4)
(1, 1, 1), (2, 1, 0), (1, 1, 1), (0, 0, 1) and (1, 0, 2) instead of the one we have chosen in the convention
of [26], with nodes (0, 1, 2), (0, 0, 1), (1, 1, 1), (1, 0, 0) and (0, 1, 0). But of course these two Gt matrices describe the same algebraic variety. The former corresponds to Spec(C[XY 1 Z, X2 Y 1 , X1 Y Z, Z, X1 Z 2 ])
while the latter corresponds to Spec(C[Y 1 Z 2 , Z, X1 Y Z, X, Y ]). The observation that (X2 Y 1 ) =
(X)(X1 Y Z)1 (Z), (XY 1 Z) = (X)(Y )1 (Z) and (X1 Z 2 ) = (Y 1 Z 2 )(Y )(X1 ) for the generators of the
polynomial ring gives the equivalence. In other words, there is an SL(5, Z) transformation between the 5 nodes
of the two toric diagrams.
184
Fig. 4. The resolution of the Gorenstein singularity C3 /(Z3 Z3 ) to the three toric del Pezzo surfaces
as well as the zeroth Hirzebruch surface. We have labelled explicitly which columns (linear -model
fields) are to be associated to each node in the toric diagrams and especially which columns are to
be eliminated (fields acquiring non-zero VEV) in the various resolutions. Also, we have labelled the
nodes of the parent toric diagram with the coordinates as given in the matrix Gt for C3 /(Z3 Z3 ).
185
n = 3. As a reference, the toric diagram for C3 /(Z3 Z3 ) is given in Fig. 4 and the quiver
diagram, given later in the convenient brane-box form, in Fig. 5. Luckily, the matrices Q0t
and G0t for this Abelian quotient is given in [26]. Adding the extra column of FI-parametres
we present these matrices below: 11
p1 p2 p3 p4 p5 p6 p7 p8 p9 p10 p11 p12 p13 p14 p15 p16 p17 p18 p19 p20 p21 p22 p23 p24
0
0
0
1
0
0
0 1 1 1 1
0
0
0
0
1
0
0
0
0
0
0
1
0
Gt = 0
0
0
0 1 1 0
0
1
0 1
0
0
1
0
0
1
0
0
0
1
0
0
1
0
1
1
1
1
2
1
1
1
2
3
2
1
2
1
1
1
1
1
1
2
1
1
1
1
p25 p26 p27 p28 p29 p30 p31 p32 p33 p34 p35 p36 p37 p38 p39 p40 p41 p42
0
1 1 1 1
0
0
0
0
0
0
2
1
0
0
0
1
1
0
0
1
1
2
0
0
0
0
0
0
1
0
1
1
1
0
0
1
2
1
1
0
1
1
1
1
1
1
0
0
0
0
0
0
0
and
p1
1
00
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Q0t =
00
0
0
0
0
0
0
0
0
0
0
1
0
0
1
1
0
0
0
p2
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
2
1
0
1
1
p3 p4 p5
0 0 0
0 0 0
1 0 0
0 1 0
0 0 1
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
1 1 2
0 0 0
1 0 2
1 1 0
0 1 2
1 0 0
1 0 2
p6 p7 p8 p9 p10 p11 p12 p13

0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
1 0 0 0
0
0
0
0
0 1 0 0
0
0
0
0
0 0 1 0
0
0
0
0
0 0 0 1
0
0
0
0
0 0 0 0
1
0
0
0
0 0 0 0
0
1
0
0
0 0 0 0
0
0
1
0
0 0 0 0
0
0
0
1
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
0 0 0 0
0
0
0
0
1 0 1 0 1 0
0
0
1 0 0 0
0
0
0
0
2 0 1 0
1
0
0
0
1 0 1 0
0
0
0
0
1 0 1 0
1
0
0
0
0 0 0 0
0
0
0
0
1 0 1 0 1 0
0
0
p14 p15 p16 p17 p18 p19 p20

1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
1 0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 1 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 1 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
p21 p22 p23 p24

1
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1 0
0
0
1 0
0
0
1 0
0
0
1 0
0
0
1 0
0
0
1 0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0 1 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
2
3
4
5
6
7
8
11 In [26], a canonical ordering was used; for our purposes we need not belabour this point and use their Q0
total
as Q0t . This is perfectly legitimate as long as we label the columns carefully, which we have done.
186

p25 p26 p27 p28 p29 p30 p31 p32
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0 1
1 0
0
0
0
0
0 1
2 0
0
0
0
0
0 1
2 0
0
0
0
0
0
0
2 0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0 1
1 0
0
0
0
0
0 1
0
0
0
0
0
0
0 1
0
0
0
0
0
0
0 1
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
0 1
1
0
0
0
0
0
0 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
1 0
0
0
0
0
0
0
0
1
0
0
0
0
0 1
0
0
1
0
0
0
0 1
0
0
0
1
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
1
0 1
0
0
0
0
0
0
1 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
p33
0
1
2
1
2
2
1
1
0
1
2
1
0
1
1
0
0
0
0
0
1
1
0
1
1
0
0
1
0
0
0
0
0
0
0
0
0
0
0
p34
1
0
0
1
1
0
1
0
1
0
1
0
0
0
1
1
0
1
1
1
0
1
0
1
1
0
1
0
0
0
0
0
0
0
0
0
0
0
0
p35 p36 p37 p38 p39

1 0
0
0
1
1 0
0
0
1
1 0
0
0
2
1 0
0
0
2
2 0
0
0
3
1 0
0
0
1
1 0
0
0
1
0
0
0
0
0
1 0
0
0
1
1 0
0
0
2
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0 1
1
0
0
0 1
1
0
0
0 1
0
0
0
0
0
1
0
0
0 1
0
0
0
0
0
1 0
0
0
1
1 0
0
0
1
0
0
0
0
0
1 0
0
0
1
0
0
0
0
0
1 0
0
0
0
0
0
0
0 1
1 0
0
0
1
1 0
0
0
1
0
1
0
0
0
0
0
1
0 1
0
0
0
1 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
p40
1
1
2
1
2
1
1
1
1
1
1
1
0
1
2
1
0
1
1
1
0
0
1
1
1
1
1
1
1
1
0
0
0
0
0
0
0
0
0
p41
1
1
2
2
2
1
1
0
0
1
1
1
1
1
0
0
0
0
0
0
1
0
0
0
1
1
0
1
1
0
1
0
0
0
0
0
0
0
0
p42
1
1
2
1
2
1
1
1
1
2
2
1
1
1
1
0
0
0
0
0
0
0
1
1
0
0
0
1
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
2
3
4
5
6
7
8
According to our algorithm, we must perform Gaussian row-reduction on Q0t to solve

for 42 variables xi . When this is done we find that we can in fact express all variables
in terms of 3 xi s together with the 8 FI-parametres i . We choose these three xi s to be
x10,29,36 corresponding to the 3 outer vertices which we know must be resolved in going
from C3 /(Z3 Z3 ) to del Pezzo 1.
Next we select the fields which must be kept and set them to zero in order to determine the range for i . Bearing in mind the toric diagrams from Fig. 4, these fields we
judiciously select to be: p13,8,37,38. Setting x13,8,37,38 = 0 gives us the solution {6 =
0; x29 = 7 = 3 = 1 5 ; x10 = 4 +5 +3 ; x36 = 7 8 }, which upon back-substitution
to the solutions xi we obtained from Q0t , gives zero for x13,8,37,38 (which we have
chosen by construction) as well as x7,14,17,32; for all others we obtain positive values.
This means precisely that all the other fields are to be eliminated and these 8 columns
{13, 8, 37, 38, 7, 14, 17, 32} are to be kept while the remaining 42 8 = 34 are to be eliminated from Q0t upon row-reduction to give Qt . In other words, we have found our set B to
be {1, 2, 3, 4, 5, 6, 9, 10, 11, 12, 15, 16, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31,
33, 34, 35, 36, 39, 40, 41, 42} and thus according to (3.5) we immediately obtain
p7 p8 p13 p14 p17 p32 p37 p38

1
0
0
0
0
1
0
0
2 + 8
0
0
0
0
1
1
0
0
6
.
Qt =
1 0
0
1
0
0
0
0 1 + 3 + 5
0
0
1
1
0
1
0
1
0
1 1
1
1 1
0
1
0
0
We note of course that 5 out of the 8 FI-parametres have been eliminated automatically;
this is to be expected since in resolving C3 /(Z3 Z3 ) to del Pezzo 1, we remove precisely
187
Fig. 5. The quiver diagrams for the matter content of the brane world-volume gauge theory on
the 4 toric del Pezzo singularities as well as the zeroth Hirzebruch surface. We have specifically
labelled the U (1) gauge groups (A, B, . . . ) and the bi-fundamentals (1, 2, . . . ) in accordance with our
conventions in presenting the various matrices Qt , and K. As a reference we have also included
the quiver for the parent Z3 Z3 theory.
5 nodes. Obtaining the D-terms and F-terms is now straight-forward. Using (3.3) and reinserting the last row we obtain the D-term equations (incidence matrix) to be
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
1 0
0 1 0
0
0
1
0
1
.
d =
1
1
0
0
0
1
0
0
1
0
0
0
1
0
1
0
1 1 1 1
0
188
From this matrix we immediately observe that there are 4 gauge groups, i.e., U (1)4 with 10
matter fields Xi which we have labelled in the matrix above. In an equivalent notation we
rewrite d as the adjacency matrix of the quiver diagram (see Fig. 5) for the gauge theory:
0 0 2 0
1 0 1 0
aij =
0 0 0 3.
1 2 0 0
The K-matrix we obtain to be:
X1 X2 X3 X4
1
0
1
0
0
1
1
0
Kt =
1
0
0
1
0
1
0
1
0
0
1
0
0
0
0
0
X5
0
0
0
0
1
0
X6
0
0
0
1
0
1
X7
1
0
0
0
1
1
X8
0
1
0
0
0
0
X9
0
0
1
0
0
0
X10
0
0
,
0
0
1
which indicates that the original 10 fields Xi can be expressed in terms of 6. This was
actually addressed in the previous section and we rewrite that pleasant superpotential here:
W = X2 X7 X9 X3 X6 X9 X4 X8 X7 X1 X2 X5 X10 + X3 X4 X10 + X1 X5 X6 X8 .
Del Pezzo 2. Having obtained the gauge theory for del Pezzo 1, we now repeat the
above analysis for del Pezzo 2. Now we have the FI-parametres restricted as {p36 =
2 = 0; 3 = 4 ; x29 = 4 + 6 ; x10 = 1 + 4 }, making the set to be eliminated as B =
{1, 2, 3, 5, 6, 10, 11, 13, 16, 17, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35,
38, 39, 40, 41, 42}. Whence, we obtain
p
p
p
p p
p
p
p
p
p
p
4
Qt =
1
0
1
1
1
0
1 1
1 0
1 1
1 0
1 1
1 1
1 1
0
0
0
0
1
1
0
0
12
0
0
0
0
0
0
0
1
14
15
0
1
1
1
0
1
1
0
0
0
0
1
1
0
1
0
18
0
0
0
0
0
0
1
0
21
1
0
0
1
0
1
0
0
36
37
0
0
0
0
0
1
0
0
0
0
0
0
1
0
0
0
4 + 6 + 8
1 + 3 + 5
,
2
0
0
and observe that 4 D-terms have been resolved, as 4 nodes have been eliminated from
C3 /(Z3 Z3 ). From this we easily extract (see Fig. 5)
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13

1 0
0 1 0 1 0
1
0
0
0
1
1
0
0
1
0
1
1
0
0
0
1
0
0
0
d =
0
1
0
1
0
1 1 1
0
1
1 1
0
1 1 0
0
0
0
0
0
1
1
0
0
0
0
1
0
1
0
0 1 0
0
0
1
0
0
moreover, we integrate the F-term matrices

X X X X X X
1
t
K =
0
1
1
0
0
0
0
1
0
0
1
1
0
0
1
1
0
0
1
1
0
0
0
1
1
1
0
1
0
0
0
0
1
1
1
0
0
1
1
0
0
0
X7
0
0
0
0
0
1
0
X8
1
0
0
0
0
0
0
X9
0
0
1
0
0
0
1
X10
0
0
0
1
0
0
0
189
X11
0
1
0
0
0
1
0
X12
1
1
0
0
0
0
0
X13
0
0
,
0
0
1
to obtain the superpotential

W = X2 X9 X11 X9 X3 X10 X4 X8 X11 X1 X2 X7 X13 + X13 X3 X6
X5 X12 X6 + X1 X5 X8 X10 + X4 X7 X12 .
Del Pezzo 3. Finally, we shall proceed to treat del Pezzo 3. Here we have the range of
the FI-parametres to be {1 = 6 = 6 = 0; x29 = 3 = 5 ; x10 = 4 ; 2 = x36 ; 8 = 2
10 }, which gives the set B as {1, 2, 3, 10, 11, 13, 16, 17, 19, 20, 21, 22, 23, 24, 25, 26, 27,
28, 29, 31, 32, 33, 34, 35, 36, 39, 40, 41, 42}, and thus according to (3.5) we immediately
obtain
p4 p5 p6 p7 p8 p9 p12 p14 p15 p18 p30 p37 p38

0 0 0 1 0 0 0 0 0 0 1 0 0 + +
2
4
8
7
1 0 0 1 1 0 0 1 0 0 0 0 0
1 0 0 1 1 0 0 1 1 0 1 0 0
0 0 1 0 0 0 0 1 0 0 0 0 0
3
5
.
Qt =
0
0
1
1
0
0
0
0
0
0
0
0
0
0 1 1 0 0 0 0 0 0 0 1 0 1
1 1 1 0 0 0 0 1 1 0 0 1 0
0
1 0 0 1 1 0 0 1 1 1 0 0 0
1 0 0 1 1 0 1 0 0 0 0 0 0
0
1 1 1 1 0 1 0 1 0 0 0 0 0
0
We note indeed that 3 out of the 8 FI-parametres have been automatically resolved, as we
have removed 3 nodes from the toric diagram for C3 /(Z3 Z3 ). The matter content (see
Fig. 5) is encoded in
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14

1 0
0
0
1
0
0
1 1
0
0
1
1
0
0
0 1 1
0 1 0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
1
d =
1 1 0 1 0
,
0
0
1
0
0
0
0
1
0
1
1
0
0
0
0
0
0
0 1 1
1
0
0
1
0
1
0
1
0
1
0
0
0
0 1 0
1
0
1
0
0
0
and from the F-terms
190
X1
1
t
K = 0
0
0
X2
0
1
0
1
1
0
0
0
X3
0
0
0
0
1
1
1
0
X4
0
0
0
1
0
0
0
0
X5
0
0
0
0
0
0
1
0
X6
1
1
0
0
1
1
0
1
X7
1
0
0
0
0
1
0
1
X8
1
1
0
0
0
0
0
1
X9
0
0
1
1
1
0
1
0
X10
0
0
0
0
0
0
0
1
X11
0
0
0
0
0
1
0
0
X12
0
1
0
0
0
0
0
0
X13
0
0
1
1
0
0
0
0
X14
0
,
0
1
0
we integrate to obtain the superpotential

W = X3 X8 X13 X8 X9 X11 X5 X6 X13 X1 X3 X4 X10 X12
+ X7 X9 X12 + X1 X2 X5 X10 X11 + X4 X6 X14 X2 X7 X14 .
Note that we have a quintic term in W ; this is an interesting interaction indeed.
Del Pezzo 0. Before proceeding further, let us attempt one more example, viz., the
degenerate case of the del Pezzo 0 as shown in Fig. 4. This time we note that the
ranges for the FI-parametres are {5 = x29 + 6 A; 6 = x29 B; x29 = B + C; 8 =
x36 + B; x36 = B + C + D; x10 = A + E} for some positive A, B, C, D and E,
that B = {1, 2, 3, 4, 5, 6, 9, 10, 11, 12, 15, 16, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29,
30, 31, 32, 33, 34, 35, 36, 38, 39, 40, 41, 42} and whence the charge matrix is
p7 p8 p13 p14 p17 p37

0
0
0
1
0 2 + 6 + 8
1
.
Qt =
1 0
0
1
0
0 1 + 3 + 5
1 1
1
1 1
1
0
We extract the matter content (see Fig. 5) as
X1 X2 X3 X4 X5 X6 X7 X8 X9
1
1
1 ,
d = 1 0 1 0 1 0
0
1
0
1
0
1 1 1 1
1 1 1 1 1 1 0
0
0
and the F-terms as
X1 X2 X3 X4 X5 X6 X7 X8 X9
1
1
0
0
0
0
1
0
0
1
0
1
0
1
0
0
0
0
Kt =
,
1
0
1
0
1
0
0
0
0
0
0
1
1
0
0
0
1
0
0
0
0
0
1
1
0
0
1
and from the latter we integrate to obtain the superpotential
W = X1 X4 X9 X4 X5 X7 X2 X3 X9 X1 X6 X8 + X2 X5 X8 + X3 X6 X7 .
Of course we immediately recognise the matter content (which gives a triangular quiver
which we shall summarise below in Fig. 5) as well as the superpotential from equations
(4.7)(4.14) of [19]; it is simply the theory on the Abelian orbifold C3 /Z3 with action
( Z3 ) : (z1 , z2 , z3 ) (e2i/3 z1 , e2i/3 z2 , e2i/3 z3 ). Is our del Pezzo 0 then C3 /Z3 ?
191
We could easily check from the Gt matrix (which we recall is obtained from G0t of
C3 /(Z3 Z3 ) by eliminating the columns corresponding to the set B):
0 1 0 0 0 1
Gt = 0 1 1 0 0 0 .
1 1
2 1 1 0
These columns (up to repeat) correspond to monomials Z, X1 Y Z, Y 1 Z 2 , X in the
polynomial ring C[X, Y, Z]. Therefore we need to find the spectrum (set of maximal
ideals) of the ring C[Z, X1 Y Z, Y 1 Z 2 , X], which is given by the minimal polynomial
relation: (X1 Y Z) (Y 1 Z 2 ) X = (Z)3 . This means, upon defining p = X1 Y Z; q =
Y 1 Z 2 ; r = X and s = Z, our del Pezzo 0 is described by pqr = s 3 as an algebraic variety
in C4 (p, q, r, s), which is precisely C3 /Z3 . Therefore we have actually come through a
full circle in resolving C3 /(Z3 Z3 ) to C3 /Z3 and the validity of our algorithm survives
this consistency check beautifully. Moreover, since we know that our gauge theory is
exactly the one which lives on a D-brane probe on C3 /Z3 , this gives a good check for
physicality: that our careful tuning of FI-parametres via canonical partial resolutions does
give a physical D-brane theory at the end. We tabulate the matter content aij and the
superpotential W for the del Pezzo surfaces in Table 1, and the quiver diagrams, in Fig. 5.
Upon comparing Fig. 4 and Fig. 5, we notice that as we go from del Pezzo 0 to 3, the
number of points in the toric diagram increases from 4 to 7, and the number of gauge
groups (nodes in the quiver) increases from 3 to 6. This is consistent with the observation
for N = 1 theories that the number of gauge groups equals the number of perimetre points
(e.g., for del Pezzo 1, the four nodes 13, 8, 37 and 38) in the toric diagram. Moreover,
as discussed in [28], the rank of the global symmetry group (Ei for del Pezzo i) which
must exist for these theories equals the number of perimetre point minus 3; it would be
an intereting check indeed to see how such a symmetry manifests itself in the quivers and
superpotentials.
Hirzebruch 0. Let us indulge ourselves with one more example, namely the 0th Hirzebruch surface, or simply P1 P1 := F0 := E1 . The toric diagram is drawn in Fig. 4.
Now the FI-parametres are {4 = x29 x36 5 8 A; 5 = A B; 7 = x10 +
x29 + x36 + 8 C; 8 = x10 x29 x36 + D; D = A + B; C = A + B; A = x10
E; x10 = E + F ; x29 = B + G} for positive A, B, C, D, E, F and G. Moreover, B =
{1, 2, 3, 5, 6, 10, 11, 13, 16, 17, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34,
35, 36, 38, 39, 40, 41, 42}. We note that this can be obtained directly by partial resolution
of fields 21 and 36 from del Pezzo 2 as is consistent with Fig. 4. Therefrom we obtain the
charge matrix
p4 p7 p8 p9 p12 p14 p15 p18 p37

1 2 1 0
0
1
1
0
0 2 + 4 + 6 + 8
1 1 1
0
0
1
0
0
0
7
Qt = 0 1 0
0
0
1
0
0
0
1 + 3 + 5
,
0 1 0
1
0
0
1
0
1
0
1 1 1 0
0
1
1
1
0
0
1 1 1 0
1
0
0
0
0
0
192
Table 1
del Pezzo 1
Superpotential W
2
1
0
0
0 1
0 0
3 0
0 1
0 0
0
0
3
0
del Pezzo 0
= C3 /Z3
Superpotential W
1
0
1
0
0
0 0
0 0
0 1
1 0
2 0
0 0
1
0
1
0
X2 X9 X11 X9 X3 X10
X4 X8 X11 X1 X2 X7 X13
+X13 X3 X6 X5 X12 X6
+X1 X5 X8 X10 + X4 X7 X12
X2 X7 X9 X3 X6 X9
X4 X8 X7 X1 X2 X5 X10
+X3 X4 X10 + X1 X5 X6 X8
Matter aij
0
2
0
0
2
del Pezzo 3
0 3 0!
0 0 3
3 0 0
X1 X4 X9 X4 X5 X7
X2 X3 X9 X1 X6 X8
+X2 X5 X8 + X3 X6 X7
1
1
0
0
0
1
0
1
0
1
0
1
1
0
0
0
X3 X8 X13 X8 X9 X11
X5 X6 X13 X1 X3 X4 X10 X12
+X7 X9 X12 + X1 X2 X5 X10 X11
+X4 X6 X14 X2 X7 X14
Hirzebruch 0
= P1 P1 := F0 = E1
0 2
0 0
4 0
0 0
1
0
0
0
1
0
0
2
0
2
2
0
0
0
X1 X8 X10 X3 X7 X10
X2 X8 X9 X1 X6 X12
+X3 X6 X11 + X4 X7 X9
+X2 X5 X12 X4 X5 X11
Matter aij
0 0
1 0
0 0
1 2
del Pezzo 2
193
from which we have the matter content
X1 X2 X3 X4 X5 X6 X7 X8 X9
1 0 1 0 1 0
1
1 1
0
1
0
1
1
0
0
0
1
d =
0
1
0
1
0
1 1 1 0
1
0
1
0
0 1 0
0
0
X10
0
0
1
1
X11
1
0
1
0
the quiver for which is presented in Fig. 5. The F-terms are
X1 X2 X3 X4 X5 X6 X7 X8 X9
1
1
0
0
0
0
1
0
0
1
0
1
0
1
0
0
0
1
1
1
1
1
0
0
0
0
0
Kt =
0
1
0
1
0
1
0
0
0
0
0
1
1
0
0
0
1
0
0
0
0
0
1
1
1
1
0
X10
0
0
0
1
0
0
X11
1
0
0
0
0
0
X12
1
0
,
1
0
X12
0
0
,
0
1
0
from which we obtain

W = X1 X8 X10 X3 X7 X10 X2 X8 X9 X1 X6 X12 + X3 X6 X11
+ X4 X7 X9 + X2 X5 X12 X4 X5 X11 ,
a perfectly acceptable superpotential with only cubic interactions. We include these results
with our table above.
5. Uniqueness?
In our foregoing discussion we have constructed in detail an algorithm which calculates
the matter content encoded by and superpotential encoded in K, given the toric diagram
of the singularity which the D-branes probe. As abovementioned, though this algorithm
gives one solution for the quiver and the K-matrix once the matrix Qt is determined, the
general inverse process of going from toric data to gauge theory data, is highly non-unique
and a classification of all possible theories having the same toric description would be
interesting. 12 Indeed, by the very structure of our algorithm, in immediately appealing to
the partial resolution of gauge theories on Zn Zn orbifolds which are well-studied, we
have granted ourselves enough extraneous information to determine a unique Qt and hence
the ability to proceed with ease (this was the very reason for our devising the algorithm).
However, generically we do not have any such luxury. At the end of Subsection 3.1, we
have already mentioned two types of ambiguities in the inverse problem. Let us refresh
our minds. They were (A) the FD ambiguity which is the inability to decide, simply by
observing the toric diagram, which rows of the charge matrix Qt are D-terms and which are
F-terms and (B) the repetition ambiguity which is the inability to decide which columns
of Gt to repeat once having read the vectors from the toric diagram. Other ambiguities
12 We thank R. Plesser for pointing this issue out to us.
194
exist, such as in each time when we compute nullspaces, but we shall here discuss to
how ambiguities (A) and (B) manifest themselves and provide examples of vastly different
gauge theories having the same toric description. There is another point which we wish to
emphasise: as mentioned at the end of Subsection 3.1, the resolution method guarantees,
upon careful tuning of the FI-parametres, that the resulting gauge theory does originate
from the world-volume of a D-brane probe. Now of course, by taking liberties with
experimentation of these ambiguities we are no longer protected by physicality and in
general the theories no longer live on the D-brane. It would be a truly interesting exercise
to check which of these different theories do.
FD ambiguity. First, we demonstrate type (A) by returning to our old friend the SPP
whose charge matrix we had earlier presented. Now we write the same matrix without
specifying the FI-parametres:
1 1 1 0 1 0
0 1 .
Qt = 1 1 0 1
1 0 0 1 1
1
We could apply the last steps of our algorithm to this matrix as follows.
(a) If we treat the first row as Q (the F-terms) and the second and third as V U (the
D-terms) we obtain the gauge theory as discussed in Subsection 3.3 and in [25].
(b) If we treat the second row as Q and first with the third as V U , we obtain
1 0 1 1 1
0
d = 1 0 0
1 2 1
0
0 1
which is an exotic theory indeed with a field (p5 ) charged under three gauge groups.
Let us digress a moment to address the stringency of the requirements upon matter
contents. By the very nature of finite group representations, any orbifold theory
must give rise to only adjoints and bi-fundamentals because its matter content is
encodable by an adjacency matrix due to tensors of representations of finite groups.
The corresponding incidence matrix d, has (a) only 0 and 1 entries specifying the
particular bi-fundamentals and (b) has each column containing precisely one 1, one
1 and with the remaining entries 0. However more exotic matter contents could
arise from more generic toric singularities, such as fields charged under 3 or more
gauge group factors; these would then have d matrices with conditions (a) and (b)
relaxed. 13 Such exotic quivers (if we could even call them quivers still) would give
interesting enrichment to those well-classified families as discussed in [29].
Moreover we must check the anomaly cancellation conditions. These could be rather
involved; even though for U (1) theories they are a little simpler, we still need to
check trace anomalies and cubic anomalies. In a trace-anomaly-free theory, for
each node in the quiver, the number of incoming arrows must equal the number
of outgoing (this is true for a U (1) theory which is what toric varieties provide; for
13 Note that we still require that each column sums to 0 so as to be able to factor out an overall U (1).
195
a discussion on this see, e.g., [8]). In matrix language this means that each row of d
must sum to 0.
Now for a theory with only bi-fundamental matter with 1 charges, since (1)3 =
1, the cubic is equal to the trace anamaly; therefore, for these theories we need
only check the above row-condition for d. For more exotic matter content, which
we shall meet later, we do need to perform an independent cubic-anomaly check.
Now for the above d, the second row does not sum to zero and whence we do
unfortunately have a problematic anomalous theory. Let us push on to see whether
we have better luck in the following.
(c) Treating row 3 as the F-terms and the other two as the D-terms gives
0 1 1 1 1
0
d = 0 1
0
1 2 1 ,
0 0 1 0
1
1
which has the same anomaly problem as the one above.
(d) Now let rows 1 and 2 as the F-terms and the 3rd, as the D-terms, we obtain
X1 X2 X3 X4 X5
d = 0
1
1 1 1 ,
0 1 1 1
1
which is a perfectly reasonable matter content. Integrating
1 0 1 0 0
0 1 0 1 0
K =
1 0 0 1 0
0 0 1 0 1
gives the superpotential W = (X1 X2 X5 X3 X4 ) for some field of charge (0, 0)
(which could be an adjoint for example; note however that we can not use X1 even
though it has charge (0, 0) for otherwise the F-terms would be altered). This theory
is perfectly legitimate. We compare the quiver diagrams of theories (a) (which we
recall from Fig. 3) and this present example in Fig. 6. As a check, let us define
the gauge invariant quantities: a = X2 X4 , b = X2 X5 , c = X3 X4 , d = X3 X5 and
e = X1 . Then we have the algebraic relations ad = bc and eb = c, from which we
immediately obtain ad = eb2 , precisely the equation for the SPP.
(e) As a permutation on the above, treating rows 1 and 3 as the F-terms gives a theory
equivalent thereto.

1 1 1 1
(f) Furthermore, we could let rows 2 and 3 be Q giving us d = 00 1
1
1
1 , but
this again gives an anomalous matter content.
(g) Finally, though we cannot treat all rows as F-terms, we can however treat all of them
as D-terms in which Qt is simply as remarked at the end of Section 2 before the
flow chart. In this case we have the matter content
1 1 1
0 1 0
1 1
0
1
0 1
,
d =
1 0
0 1 1
1
1
196
Fig. 6. The vastly different matter contents of theories (a) and (d), both anomaly free and flow to the
toric diagram of the suspended pinched point in the IR.
which clearly is both trace-anomaly free (each row adds to zero) and cubic-anomalyfree (the cube-sum of the each row is also zero). The superpotential, by our very
choice, is of course zero. Thus we have a perfectly legitimate theory without
superpotential but with an exotic field (the first column) charged under 4 gauge
groups.
We see therefore, from our list of examples above, that for the simple case of the SPP
we have 3 rather different theories (a), (d), (g) with contrasting matter content and
superpotential which share the same toric description.
Repetition ambiguity. As a further illustration, let us give one example of type (B)
ambiguity. First let us eliminate all repetitive columns from the Gt of SPP, giving us:
1 0 0 1 1
Gt = 1 1 0 1 0 ,
1 1 1 1 1
which is perfectly allowed and consistent with Fig. 2. Of course many more possibilities
for repeats are allowed and we could redo the following analyses for each of them. As the
nullspace of our present choice of Gt , we find Qt , and we choose, in light of the foregoing
discussion, the first row to represent the D-term:

1 1 1 0 1
.
Qt =
1 2 0 1 0 0
Thus equipped, we immediately retrieve, using our algorithm,
1 00 0 0
X1 X2 X3 X4 X5
0 0 2 0 1
Kt =
d = 1 1 1 1 0 ,
0 1 0 0 0 ,
1 1 1 1 0
0 01 1 1
0
1
T =
0
2
0
0
0
1
0
0
1
0
0
1
0
0
1
0
.
0
0
We see that d passes our anomaly test, with the same bi-fundamental matter content as
theory (d). The superpotential can be read easily from K (since there is only one relation)
as W = (X52 X3 X4 ). As a check, let us define the gauge invariant quantities: a = X1 X2 ,
197
b = X1 X4 , c = X3 X2 , d = X3 X4 and e = X5 . These have among themselves the algebraic

relations ad = bc and e2 = d, from which we immediately obtain bc = ae2 , the equation
for the SPP. Hence we have yet another interesting anomaly free theory, which together
with our theories (a), (d) and (g) above, shares the toric description of the SPP.
Finally, let us indulge in one more demonstration. Now let us treat both rows of our Qt
as D-terms, whereby giving a theory with no superpotential and the exotic matter content
1 1 1 0
1
d = 1 2 0
1
0
0
1
1 1 1
with a field (column 2) charged under 3 gauge groups. Indeed though the rows sum to 0
and trace-anomaly is avoided, the cube-sum of the second row gives 13 + 13 + (2)3 = 6
and we do have a cubic anomaly.
In summary, we have an interesting phenomenon indeed! Taking so immediate an
advantage of the ambiguities in the above has already produced quite a few examples of
vastly different gauge theories flowing in the IR to the same universality class by having
their moduli spaces identical. The vigilant reader may raise two issues. First, as mentioned
earlier, one may take the pains to check whether these theories do indeed live on a D-brane.
Necessary conditions such as that the theories may be obtained from an N = 4 theory must
be satisfied. Second, the matching of moduli spaces may not seem so strong since they are
on a classical level. However, since we are dealing with product U (1) gauge groups (which
is what toric geometry is capable to dealing with so far), the classical moduli receive no
quantum corrections. 14 Therefore, the matching of the moduli for these various theories
do persist to the quantum regime, which hints at some kind of duality in the field theory.
We shall call such a duality toric duality. It would be interesting to investigate how, with
non-Abelian versions of the theory (either by brane setups or stacks of D-brane probes),
this toric duality may be extended.
6. Conclusions and prospects

The study of resolution of toric singularities by D-branes is by now standard. In the
concatenation of the F-terms and D-terms from the world volume gauge theory of a single
D-brane at the singularity, the moduli space could be captured by the algebraic data of the
toric variety. However, unlike the orbifold theories, the inverse problem where specifying
the structure of the singularity specifies the physical theory has not yet been addressed in
detail.
We recognise that in contrast with D-brane probing orbifolds, where knowing the group
structure and its spacetime action uniquely dictates the matter content and superpotential,
such flexibility is not shared by generic toric varieties due to the highly non-unique nature
of the inverse problem. It has been the purpose and main content of the current writing to
device an algorithm which constructs the matter content (the incidence matrix d) and the
14 We thank K. Intriligator for pointing this out.
198
interaction (the F-term matrix K) of a well-behaved gauge theory given the toric diagram
D of the singularity at hand.
By embedding D into the Abelian orbifold Ck /(Zn )k1 and performing the standard
partial resolution techniques, we have investigated how the induced action upon the charge
matrices corresponding to the toric data of the latter gives us a convenient charge matrix
for D and have constructed a programmatic methodology to extract the matter content
and superpotential of one D-brane world volume gauge theory probing D. The theory
we construct, having its origin from an orbifold, is nicely behaved in that it is anomaly
free, with bi-fundamentals only and well-defined superpotentials. As illustrations we have
tabulated the results for all the toric del Pezzo surfaces and the zeroth Hirzebruch surface.
Directions of further work are immediately clear to us. From the patterns emerging from
del Pezzo surfaces 0 to 3, we could speculate the physics of higher (non-toric) del Pezzo
cases. For example, we expect del Pezzo n to have n + 3 gauge groups. Moreover, we could
attempt to fathom how our resolution techniques translate as Higgsing in brane setups,
perhaps with recourse to diamonds, and realise the various theories on toric varieties as
brane configurations.
Indeed, as mentioned, the inverse problem is highly non-unique; we could presumably
attempt to classify all the different theories sharing the same toric singularity as their
moduli space. In light of this, we have addressed two types of ambiguity: that in having
multiple fields assigned to the same node in the toric diagram and that of distinguishing
the F-terms and D-terms in the charge matrix. In particular we have turned this ambiguity
to a matter of interest and have shown, using our algorithm, how vastly different
theories, some with quite exotic matter content, may have the same toric description.
This commonality would correspond to a duality wherein different gauge theories flow
to the same universality class in the IR. We call this phenomenon toric duality. It would
be interesting indeed how this duality may manifest itself as motions of branes in the
corresponding setups. Without further ado however, let us pause here awhile and leave
such investigations to forthcoming work.
Appendix A. Finding the dual cone

Let us be given a convex polytope C, with the edges specifying the faces of which given
by the matrix M whose columns are the vectors corresponding to these edges. Our task is
e of C, or more precisely the matrix N such that
to find the dual cone C
Nt M > 0
for all entries.
There is a standard algorithm, given in [27]. Let M be n p, i.e., there are p n-dimensional
vectors spanning C. We note of course that p > n for convexity. Out of the p vectors, we
choose n 1. This gives us an n (n 1) matrix of co-rank 1, whence we can extract
a 1-dimensional null-space (as indeed the initial p vectors are all linearly independent)
described by a single vector u.
199
Next we check the dot product of u with the remaining p (n 1) vectors. If all the dot
products are positive we keep u, and if all are negative, we keep u, otherwise we discard
it.
We then select another n 1 vectors and repeat the above until all combinations are
exhausted. The set of vectors we have kept, us or us then form the columns of N and
e
span the dual cone C.
We note that this is a very computationally intensive algorithm, the number of steps of
p
which depends on
which grows exponentially.
n1
A subtle point to remark. In light of what we discussed in a footnote in the paper on the
difference between M+ = M and M0+ , here we have computed the dual of . We must
ensure that Z+ -independent lattice points inside the cones be not missed.
Acknowledgements
We would like to extend our sincere gratitude to the CTP of MIT for her gracious
patronage as well as the Institute for Theoretical Phyics at UCSB for her warm hospitality
and for hosting the Program on Supersymmetric Gauge Dynamics and String Theory.
Furthermore, we thank K. Intriligator and J.S. Song for insightful comments. AH is
grateful to M. Aganagic, D.-E. Diaconescu, A. Karch, D. Morrison and R. Plesser for
valuable discussions. BF thanks A. Uranga and R. von Unge for helpful insights. Y.H.H.
acknowledges V. Rodoplu of Stanford University and S. Wu of the Dept of Mathematics,
UCSB for enlightening discussions and is ever indebted to M.R. Warden for inspiration
and emotional support.
References
[1] B. Greene, String theory on CalabiYau manifolds, hep-th/9702155.
[2] M. Douglas, G. Moore, D-Branes, quivers, and ALE instantons, hep-th/9603167.
[3] C.V. Johnson, R.C. Myers, Aspects of type IIB theory on ALE spaces, Phys.Rev. D 55 (1997)
63826393, hep-th/9610140.
[4] D. Berenstein, R.G. Leigh, Discrete torsion, AdS/CFT and duality, hep-th/0001055.
[5] S. Kachru, E. Silverstein, 4D conformal field theories and strings on orbifolds, hep-th/9802183.
[6] D.R. Morrison, M.R. Plesser, Non-spherical horizons I, hep-th/9810201.
[7] A. Lawrence, N. Nekrasov, C. Vafa, On conformal field theories in four dimensions, hepth/9803015.
[8] A. Hanany, Y.-H. He, Non-abelian finite gauge theories, hep-th/9811183.
[9] T. Muto, D-branes on three-dimensional nonabelian orbifolds, hep-th/9811258.
[10] B. Greene, C. Lazaroiu, M. Raugas, D-branes on nonabelian threefold quotient singularities,
hep-th/9811201.
[11] Y.-H. He, J.S. Song, Of McKay correspondence, non-linear sigma-model and conformal field
theory, hep-th/9903056.
[12] A. Hanany, E. Witten, Type IIB superstrings, BPS monopoles, and three-dimensional gauge
dynamics, hep-th/9611230.
[13] A. Kapustin, Dn quivers from branes, hep-th/9806238.
200
[14] A. Hanany, A. Zaffaroni, On the realisation of chiral four-dimensional gauge theories using
branes, hep-th/9801134.
[15] A. Hanany, A. Uranga, Brane boxes and branes on singularities, hep-th/9805139.
[16] B. Feng, A. Hanany, Y.-H. He, The Zk Dk 0 brane box model, hep-th/9906031;
B. Feng, A. Hanany, Y.-H. He, ZD brane box models and non-chiral dihedral quivers, hepth/9909125.
[17] T. Muto, Brane configurations for three-dimensional non-abelian orbifolds, hep-th/9905230;
T. Muto, Brane cube realization of three-dimensional non-abelian orbifolds, hep-th/9912273.
[18] E. Witten, Phases of N = 2 theories in two dimensions, hep-th/9301042.
[19] M.R. Douglas, B.R. Greene, D.R. Morrison, Orbifold resolution by D-branes, hep-th/9704151.
[20] M. Aganagic, A. Karch, D. Lust, A. Miemiec, Mirror symmetries for brane configurations and
branes at singularities, hep-th/9903093.
[21] B.R. Greene, D-brane topology changing transitions, hep-th/9711124.
[22] T. Muto, D-branes on orbifolds and topology change, hep-th/9711090.
[23] R. von Unge, Branes at generalized conifolds and toric geometry, hep-th/9901091.
[24] K. Oh, R. Tatar, Branes at orbifolded conifold singularities and supersymmetric gauge field
theories, hep-th/9906012.
[25] J. Park, R. Rabadan, A.M. Uranga, Orientifolding the conifold, hep-th/9907086.
[26] C. Beasley, B.R. Greene, C.I. Lazaroiu, M.R. Plesser, D3-branes on partial resolutions of
abelian quotient singularities of CalabiYau threefolds, hep-th/9907186.
[27] W. Fulton, Introduction to Toric Varieties, Princeton University Press, 1993.
[28] O. Aharony, A. Hanany, B. Kol, Webs of (p, q) 5-branes, five dimensional field theories and
grid diagrams, hep-th/9710116.
[29] Y.-H. He, Some remarks on the finitude of quiver theories, hep-th/9911114.

D-brane gauge theories from toric singularities

of the form C3/ and C4/
Tapobrata Sarkar
Department of Theoretical Physics, Tata Institute of Fundamental Research, Homi Bhabha Road,
Mumbai 400 005, India
Received 31 May 2000; accepted 17 October 2000
Abstract
We discuss examples of D-branes probing toric singularities, and the computation of their worldvolume gauge theories from the geometric data of the singularities. We consider several such
examples of D-branes on partial resolutions of the orbifolds C3 /Z2 Z2 , C3 /Z2 Z3 and C4 /Z2
Z2 Z2 . 2001 Elsevier Science B.V. All rights reserved.
1. Introduction
In the last few years, a lot of progress has been made in the study of D-branes as probes
of sub-stringy geometry. While the usual picture of spacetime is supposed to be valid
upto the string scale, it was argued in [1] that D-branes are the natural candidates to probe
the geometry of spacetime beyond the string scale. As has been widely accepted by now,
the standard concepts of spacetime appears, from the D-brane perspective, as the vacuum
moduli space of its world volume gauge theory. Indeed, it has been found that the space
time appearing in D-brane probes at ultra-short distance scales has qualitatively different
features from that probed by bulk strings [2].
Of particular interest has been the study of D-branes on CalabiYau manifolds. In [3,4],
the moduli space of CalabiYau manifolds was studied using fundamental strings. A rich
underlying geometric structure was discovered, and the moduli space was shown to contain
topologically distinct geometric (CalabiYau) phases, as well as non-geometric (Landau
Ginzburg) phases. The Khler sector of the vacuum moduli space was shown to consist of
several domains (separated by singular CalabiYau spaces), whose union is isomorphic to
the complex structure moduli space of the mirror manifold. It was also shown, that using
mirror symmetry as in [3] or the approach of gauged linear sigma models as in [4], one can
E-mail address: tapo@theory.tifr.res.in (T. Sarkar).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 2 7 - 1
202
T. Sarkar / Nuclear Physics B 595 (2001) 201224
interpolate smoothly between the topologically distinct points in the Khler moduli space.
In the fundamental string picture, the geometric and non-geometric phases of CalabiYau
manifolds appear as two distinct possibilities, with the latter being thought of as an analytic
continuation of the geometric phases in the presence of a non-zero theta angle in the
language of [4]. It was, however, shown in [5] that the presence of additional open string
sectors change this picture considerably, and that the D-brane linear sigma model probes
only a part of the full linear sigma model vacuum moduli space, namely the geometric
phase. It was explicitly demonstrated in [5] that D-branes (in the particular examples of
the orbifold C3 /Z3 and C3 /Z5 ) project out the non-geometric phase, in agreement with
the results obtained in [6]. This was found to be generally true for CalabiYau orbifolds of
the form C3 /Zn [7].
Since the pioneering work of [8], which dealt with D-branes on Abelian orbifold singularities of the form C2 /Zn that was generalised to arbitrary non-Abelian singularities of the
form C2 / ( being a subgroup of SU(2)), D-branes on Abelian and non-Abelian orbifold backgrounds have been extensively studied in [7,913]. D-branes at orbifolded conifold singularities have been considered in [14] (see also [15] for an analysis of a blowup
of the four-dimensional N = 1 Z3 orientifold). Of particular interest has been the applications of methods of toric geometry [16,17] to the study of D-brane gauge theories on such
singularities. In the approach pioneered in [5], the matter content and the interactions of
the D-brane gauge theory, which are specified by the D-terms and the F-terms of the gauge
theory respectively, are treated on the same footing, and the gauge theory information can
be encoded as algebraic equations of the toric variety. It is an interesting question to ask,
if this procedure can be reversed, i.e., given a particular toric singularity, is there a way of
consistently reading off the world volume gauge theory data for a D-brane that probes this
singularity. A step in this direction has been recently taken in [20]. The authors of [20] have
given an algorithm by which the geometrical data encoded in a toric diagram can be used
to construct the matter content and superpotential interaction of the D-brane gauge theory
that probes it, and have demonstrated this in the cases of the suspended pinch point (SPP)
singularity of the blowup of the C3 /Z2 Z2 orbifold and the various partial resolutions
of the C3 /Z3 Z3 orbifold analysed in [21]. In the present paper, we critically examine
this procedure in several other examples. We first consider this algorithm, which we call the
inverse toric procedure, for partial resolutions of the orbifold C3 /Z2 Z2 . Further, we consider several blowups of the orbifolds C3 /Z2 Z3 and C4 /Z2 Z2 Z2 and present results
on the extraction of the D-brane gauge theory data from the given toric geometric data.
The organisation of the paper is as follows. In Section 2, we first recapitulate the essential
details of the construction of the D-brane gauge theory on partial resolutions of the orbifold
C3 /Z2 Z2 [18,19] that will also set the notation and conventions to be used in the rest of
the paper and then demonstrate the inverse toric algorithm to construct the gauge theory of
a D-brane probing the Z2 and the conifold singularities obtained by partially resolving the
C3 /Z2 Z2 orbifold. Section 3 deals with the orbifold C3 /Z2 Z3 and its various partial
resolutions. In Section 4, we consider the example of the orbifold C4 /Z2 Z2 Z2 and
consider some resolutions of the same. Section 5 contains discussions and directions for
future work.
203
2. D-branes on C3 /Z2 Z2 and its blowups

We begin this section by recapitulating the essential details of the application of toric
methods to the construction of D3-branes on C3 /Z2 Z2 and some of its partial resolutions
which will also set the notations and conventions to be followed in the rest of the paper.
Recall that the world volume supersymmetric gauge theory of D-branes probing a toric
singularity are characterised by its matter content and interactions. While the former
are given by the D-term equations, the latter are specified, via the superpotential, as
the F-term equations. These two sets of equations, in conjunction, define the moduli
space of the theory. In order to define the D-brane moduli space by toric methods, the
standard procedure [5] is to re-express the F- and D-term constraints in terms of a set of
homogeneous variables p , and a concatenation of these two sets of equations give rise to
the toric data. Let us briefly review this construction for the example of D-3 branes on the
orbifold C3 /(Z2 Z2 ).
We start by considering the field theory of a set of D-3 branes at a C3 /(Z2 Z2 )
singularity. Generically, a single D-p brane of type II string theory at a point in the orbifold
C3 / is constructed by considering the theory of | | D-p branes in C3 and then projecting
to C3 / where the projection is defined by a combined action of on C3 as well as the
D-brane ChanPaton index. The unbroken supersymmetry in d = 4 would then be N = 2 in
the closed string sector while the open string sector will have N = 1 supersymmetry. In our
example, a generator g of the discrete group Z2 Z2 acts simultaneously on the coordinates
of C3 and also the D-3 brane ChanPaton factors. The surviving fields in the theory are the
ones that are left invariant by a combination of these two actions. Specifically, denoting
the action of the quotienting group on C3 by R(g) and that on the ChanPaton indices
by (g) (where denotes a regular representation of g), the surviving components of the
scalars X that live on the brane world volume are those for which X = R(g) (g)X (g)1 ,
and the components of the gauge fields A that survive the projection are those that satisfy
A = (g)A (g)1 . After imposing these projections, the N = 1 matter multiplet of the
theory consists of the twelve fields
(X13 , X31 , X24 , X42 ),
(Y12 , Y21 , Y34 , Y43 ),
(Z14 , Z41 , Z23 , Z32 ).
(1)
Where we have denoted the complex bosonic fields corresponding to the position
coordinates tangential to C3 by X1 = X, X2 = Y , X3 = Z. After projection of the gauge
field, the unbroken gauge symmetry in this case is the subgroup U (1)4 of U (4), and, apart
from an overall U (1), we have a U (1)3 theory. The total charge matrix is given by
1
0
0
1 1
1
0
0 1
0
1
0
0 1
1
0
1 1
0
0
0 1
0
1
.
d =
(2)
0
1 1
0
0
0 1
1
1
0 1
0
1
0
0 1
0
0
1 1
0
1
0 1
With the last row of d signifying the overall U (1). The D-term constraints are now given
by
X 2
d(i) X i = 0,
(3)
204
where d(i) is the charge of X under the ith U (1) and signifies the matrix indices
P
of the surviving components of X .
i i = 0 is the condition for the existence of
supersymmetric vacua.
The superpotential of the theory is given by the expression

W = Tr X1 , X2 X3 .
(4)
With the vacuum satisfying

W
= 0;
X
i.e.,

X , X = 0.
(5)
Using the expressions for the X s from Eq. (1) in Eq. (5), one can derive twelve
constraints on the twelve fields Xij , Yij , Zij , out of which six are seen to be independent,
hence the twelve initial fields can be solved in terms of six independent fields. Denoting
the twelve matter fields collectively by Xi , i = 1, . . . , 12, and the set of six independent
fields (which we take to be X13 , X24 , Y21 , Y34 , Z14 , Z32 ) by xb , (b = 1, . . . , 6), the solution,
which is of the form
Xi =
6
Y
xbKib
(6)
b=1
can be encoded in the columns of the matrix K, given by
X13
X24
K = Y21
Y34
Z14
Z32
X13
1
0
0
0
0
0
X24 X31 X42 Y12

0
0
1
1
1
1
0 1
0
0
0
0
0
0
0
1
0 1 1
0
0
1
1
0
Y21
0
0
1
0
0
0
Y34 Y43
0
1
0 1
0
1
1
0
0
0
0
0
Z14 Z23
0
0
0
0
0
1
0 1
1
1
0
0
Z32 Z41
0
0
0
0
0
1 .
0 1
0
0
1
1
(7)
The columns of the above matrix are vectors in the lattice N = Z6 , and define the edges
of a cone . In order to make the description of the toric variety explicit, we consider the
dual cone , which is defined in the dual lattice M = Hom(N, Z). The dual cone
is defined to be the set of vectors in the dual lattice M which have non-negative inner
products with the vectors of , i.e.,
= {m M : hm, ni > 0 n }.
(8)
The dual cone corresponds to defining a new set of fields p ( = 1, . . . , c), in terms of
which the variables xb are solved, in a way that is consistent with the relation (6). In this
example, c = 9 and the dual cone is generated by the columns of the matrix
X13
X24
T =
Y21
Y
34
Z
14
Z32
p1
1
0
0
0
0
0
p2
1
1
0
0
0
0
p3
0
1
1
1
0
0
p4
0
0
1
0
0
0
p5
0
0
1
1
0
0
p6
0
0
0
1
1
1
p7
0
0
0
0
1
1
p8
0
0
0
0
0
1
The relationship between p and xb are then of the form

Y
pTb .
xb =
p9
1
0
.
0
1
0
205
(9)
(10)
Thus, there are nine variables p in terms of which we parametrize the six independent
variables xb . This parametrization, however, has redundancies, and in order to eliminate
these, we introduce a new set of C actions on the p s, with the condition that
under these actions, the fields xb are left invariant. This can be equivalently described
by the introduction of a new set of U (1) gauge symmetries, such that the xb s are
gauge invariant [3]. In our example, since there are nine fields p and six independent
variables xb , we introduce a gauge group U (1)3 , such that the p s are charged with respect
to these, with charges Qn for the nth U (1). The gauge invariance condition demands that
the charge matrix Q must obey
T Qt = 0,
(11)
where Qt is the transpose of Q. From the matrix T given above, the charge matrix is given
by
p1 p2 p3 p4 p5 p6 p7 p8 p9
U (1)1 0
0
0
1 1
1 1
0
0
.
(12)
Q=
U (1)2 0
1
0
0
0
0
1 1 1
1
0 1
0
0
0
0
U (1)3 1 1
We now consider the constraints imposed on the original fields Xi via the D-flatness
conditions, and impose these conditions in terms of the new fields p . The charges of the
fields xb under the original U (1) charge assignments are given by the matrix
x1 x2 x3 x4 x5 x6
1 0 1 0 1 0
(13)
V =
0 1 1 0 0 1 .
1
1 0 1
Q T
From the relationship xb = pb , it is clear that in order for the charge assignment
p
qi for p (corresponding to the original set of (i = 3) U (1) symmetries) to reproduce
that for the xb s, we must have q p T t = V , and one possible choice for the matrix q p is
p
qi = (V U )i with the matrix U satisfying T U t = Id. The matrix U is thus the inverse of
the matrix T t . However, since T t is a rectangular matrix the usual definition of its inverse
(as in the case of a square matrix) is not applicable and there are several choices for U .
In particular, for a rectangular matrix A, using the rules of single value decomposition, we
206
can compute the MoorePenrose inverse of A which is defined in a way that the sum of the
squares of all the entries in the matrix (AA1 Id) is minimised, where Id is the identity
matrix in appropriate dimensions. For any choice of the inverse of T t , the final toric data
will of course be identical, and in this section and the next, we simply use the results of [22]
in defining the matrix U . For this case, the matrix U is
1
0 0 0 0 0
0 0 0
1
1 0 0 0 0
0 0 0

0 0 1 0 0
0 0 0
0
t 1
=
U= T
.
0
0 0 0 0 1 1 0 0
0 1 0 0 0 0
0 0 1
0
0 0 0 0 0
0 1 0
Now, multiplying by V and concatenating Q and V U we obtain the total charge matrix
0
0 0
1 1 1 1
0
0 0
0
1 0
0
0 0
1 1 1 0
0 1 0
0
0
0 0
1 1 1
Qt =
(14)
,
1 1 0 1
0 0
0
0
1 1
1
1 0
1
0 0
0 1
0 2
1
0 0
0
0 1 1
1
0 3
where the i are the FayetIlliopoulos parameters for the original U (1)s, there being
P
three independent i s because of the constraint 4i=1 i = 0. The toric data can now be
calculated from the cokernel of the transpose of Qt , which (after a few row operations)
become
0 1 0 0 1 0
1 1 1
Te = 1 1 1 0
1 0 1 0 1 .
(15)
1 1 1 1
1 1
1 1 1
Now from the dual cone T , we can, via the matrix K, find expressions for all the twelve
initial fields in terms of the fields p . These are then used to define invariant variables in
the following way
X13 X31 = x = p1 p22 p3 p8 p9 ,
Y12 Y21 = y = p1 p3 p4 p52 p6 ,
Z14 Z41 = z = p4 p6 p72 p8 p9 ,
X13 Y34 Z41 = w = p1 p2 p3 p4 p5 p6 p7 p8 p9 ,
(16)
which follow the relation xyz = w2 . The toric diagram of the orbifold C3 /Z2 Z2 is
shown in Fig. 1(a). Let us now consider some examples of the possible partial resolutions
of this space. We will discuss three possible partial blowups as in [22,24].
(a)
(b)
(c)
207
(d)
Fig. 1. Toric diagram showing (a) the C3 /Z2 Z2 orbifold, (b) a resolution to the conifold, (c)
resolution to the Z2 orbifold singularity and (d) a second resolution to the Z2 orbifold singularity.
We have also marked the fields that remain dynamical in these resolutions.
The first example corresponds to blowing up the orbifold C3 /Z2 Z2 by a P1

parametrised by w0 = w/z. This gives the suspended pinch point (SPP) singularity given by
xy = zw02 . The SPP can be further blown up by introducing a second P1 . One possibility
is to parametrise this P1 by y 0 = y/w0 (or x 0 = x/w0 ) and the remaining singularity is the
conifold x 0 y = zw0 (or xy 0 = zw0 ) of Fig. 1(b). One can also introduce a P1 parametrised
by say x 0 = x/z whence the resulting blowup is a C2 /Z2 C. Two possible toric diagrams
of the latter are shown in Fig. 1(c) and Fig. 1(d).
Let us now come to the description of the inverse toric problem. Suppose we are given
with a singularity depicted by a toric diagram of the form given in Fig. 1(b), 1(c) or 1(d). We
wish to extract the gauge theory data of a D-brane that probes such a singularity, starting
from Fig. 1(a). This issue was addressed in [20], and let us review the basic steps in their
algorithm.
Recall that the toric data for a given singularity that a D-brane probes is given by
the matrix Te which is the transpose of the kernel of the total charge matrix (obtained
by concatenating the F- and D-term constraints expressed in terms of the homogeneous
coordinates p ). Hence, the solution to the inverse problem would imply the construction
of an appropriately reduced total charge matrix Qred
t , the cokernel of the transpose of which
ered obtained by deleting the appropriate columns (corresponding to
is the reduced matrix T
e. However, although Tered is known, there is
the fields that have been resolved) from T
ered .
from a knowledge of T
no unique way of specifying the reduced charge matrix Qred
t
red
Further, there is no guarantee apriori that such a Qt , if obtained, would continue to
describe the world volume theory of a D-brane that probes the given singularity. The
algorithm of [20] gives a canonical method by which these issues can be addressed. It
consists of determining the fields to be resolved by tuning the FayetIlliopoulos parameters
appropriately (so that the resulting theory at the end is still a physical D-brane gauge
which can be separated into the F
theory) and then reading off the the matrix Qred
t
and D-terms and thus can be used to obtain the matter content and the superpotential
determining the gauge theory. Let us discuss this in some more details. The toric diagrams
for the partially resolved singularities are obtained by the deletion of of a subset of nodes
from the original one. Conversely, a given toric diagram of dimension k can be embedded
208
into a singularity of the form Ck / (k, n), where

(k, n) = Zn Zn Zn .
|
{z
}
k1 times
In our case, the singularities mentioned above can be embedded into the toric diagram for
the singularity C3 / (3, 2). For example, the SPP, and the conifold singularity can both
be embedded into the C3 /Z2 Z2 singularity, as is obvious from their toric diagrams.
We shall henceforth refer to these singularities, in which we embed the partially resolved
ones as the parent singularities. A toric diagram corresponding to a partial resolution
can of course be embedded in more than one parent singularity and according to the
algorithm of [20], one can choose the minimal embedding. We will return to this issue
in a while.
We now determine the fields to be resolved from the parent singularity in order to reach
the given toric diagram, by appropriately choosing the values of i . The difficulty that
arises here is that given the toric diagram of the singularity that we are interested in,
there is no unique way of knowing exactly which fields (in the toric data of the parent
singularity) have to be resolved in order to reach the toric singularity of interest. Given a
toric diagram for the parent singularity, a particular resolution, along with the elimination
of one or more nodes, might also require a subset of fields from some other nodes to be
resolved. Hence, we have to carefully tune the FI parameters for a consistent blowup of
the parent singularity to the one that we are interested in. We now illustrate this procedure
by the example of the blowup of the C3 /Z2 Z2 singularity to the C2 /Z2 C orbifold
illustrated in Fig. 1(c). This example is, in a sense, straightforward, because from the toric
diagram of Fig. 1(c), it is clear that this being the Z2 singularity, we can directly read
off the matter content and the interactions from the standard results for D3-branes on
the Z2 orbifold [8]. However, note that this is the simplest example where the inverse
procedure of calculating the D-brane gauge theory has to be valid. The Z2 orbifold can
be thought of as partial resolutions of the orbifolds C3 /Z2 Z2 , or C3 /Z2 Z3 , and
the inverse toric procedure must give familiar results for both in agreement with [8,22].
A lower dimensional toric orbifold can always be embedded in the toric diagram of one of
higher dimension, and the inverse toric procedure must consistently reproduce the D-brane
gauge theory on the former, starting from the latter data. As we will see, this is indeed the
case.
We proceed by embedding the Z2 singularity in C3 /Z2 Z2 . In order to determine the
fields to be resolved, we perform Gaussian row reduction on the the matrix Qt to obtain
1
0
0 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0 1
0
0
0 1
0
0
0
1
0
1
1
2
0
1
0
1
0
1
0
0
0
1
0
0 1
1 1 + 2 + 3
2
1 + 2
1
1
.
0
1 + 3
0
1 + 3
1
1 + 2
209
The above set of equations imply the constraints

x1 + x6 x7 + x9 = 1 + 2 + 3 ,
x2 x7 + 2x9 = 1 + 2 ,
x3 + x6 x7 + x9 = 1 ,
x4 + x6 = 1 + 3 ,
x5 + 2x6 x7 = 1 + 3 ,
x8 + x9 = 1 + 2 .
(17)
Where, for convenience of notation, we have labelled pi2 = xi . This set of equations is
now solved in terms of the fields that we know would definitely get resolved. From the
toric diagram, three such fields are p7 , p8 , p9 . However, from the relation between x8 and
x9 above, it suffices to solve the above set of equations in terms of x7 and x9 , say. This
gives the solution set

[x1 , . . . , x9 ] = x1 , (2x9 x7 1 2 ), (x1 + 2 + 3 ), (x1 + x7 x9 + 2 ),
(2x1 + x7 2x9 + 1 + 22 + 3 )(x1 + x7 x9 + 1 + 2 + 3 ),

(18)
x7 , (x9 1 2 ), x9 .
Now, from the toric diagram of Fig. 1(c), we choose the fields [p1 , p2 , p3 , p5 ] to have zero
vev, i.e., these fields continue to remain dynamical. Thus, in the above solution set, we
impose x1 , x2 , x3 , x5 = 0 to obtain

(19)
[x1 , . . . , x9 ] = 0, 0, 0, (x9 1 ), 0, (x7 x9 + 1 ), x7 , (x9 1 2 ), x9 .
We further set x9 = 1 in order to make x4 = 0. Hence, x6 = x7 = 1 2 . Also,
x8 = 2 . Therefore, the fields to be resolved are [p6 , p7 , p8 , p9 ], all of which have
positive vevs.
We now need to obtain the reduced charge matrix for this choice of variables to be
resolved. The method of doing this essentially consists of performing row operations on the
full charge matrix Qt in Eq. (14), such that the columns corresponding to the resolved fields
[p6 , p7 , p8 , p9 ] are set to zero. The reduced charge matrix Qred
t thus obtained must be in
the nullspace of the reduced toric matrix Tered , that can be directly evaluated from the full
toric matrix in Eq. (15) by removing the columns 6, 7, 8, 9. Let us first discuss the general
formalism for achieving this, which can then be easily applied to our present example.
Consider a general parent theory that has a total charge matrix Qt of dimensions (a b),
and suppose we wish to eliminate d fields from the parent theory in order to reach the
theory of interest. This implies that we have to perform row operations on Qt so that the
given d columns will have zero entries and thus be eliminated. The latter can be achieved
by constructing the nullspace of the transpose of a submatrix that is formed by precisely
e was initially in
the d columns that need to be eliminated. Further, since the toric data T
red
the nullspace of Qt , removal of the d columns from Qt to obtain Qt would mean that
the reduced toric data Tered with the same d columns removed would be in the nullspace of
red
Qred
t . Thus, the expression for Qt is given by [20]

t
(20)
Qred
t = NullSpace Qd Qr ,
210
where Qtd is the transpose of the matrix obtained from Q containing as its columns, the
deleted columns of Q and Qr is the remaining matrix.
In our example, we evaluate Qred directly, by writing Qtd as the transpose of the
matrix that contains columns 6, 7, 8, 9 of the charge matrix Qt , and Qr being the matrix
containing the columns 1, 2, 3, 4, 5, 6, 10 of Qt . This implies that the reduced charge
matrix is

1 1 1 0 1
0
=
.
(21)
Qred
t
2
1 0 0
1 2 + 3
From this, the reduced charge matrices corresponding to the F- and D-terms are
Qred = ( 1
1 1 0
1 ) ;
(V U )red = ( 2 1
0 0
1).
(22)
Denoting the kernel of the charge matrix by Tred , the transpose of its dual is the reduced
K t matrix,
0 1 0 1 0
1 0 0 0 0
t
=
Kred
0 1 1 0 0.
0 0 1 0 1
Now, from Eq. (6), the charge matrix for the initial fields Xi are given, via the charge
matrix for the independent fields xb by the relation
= V Kt .
(23)
t
= Id, the matter content for
Hence, in this case, making use of the identity Ured Tred
t
t
Kred
).
the D-brane gauge theory on the resolved space is obtained as red = (V U )red (Tred
From which in this case we obtain the matrix

0
1
1 1 1
,
(24)
dred =
0 1 1
1
1
where we have included an extra row corresponding to the redundant U (1). Hence, the
gauge group is seen to be U (1)2 , with four bifundamentals, in agreement with the result
of [22]. Also note that one adjoint field has appeared in our expression. This signals an
ambiguity that exists in the toric procedure with regards to handling chargeless fields.
Consider, for example, the superpotential interaction, which can be determined from the
t
matrix K that encodes the F-flatness conditions. The number of columns in the matrix Kred
is the number of fields that appear in the interactions and the terms in the superpotential
t . In this example, from the
are read off as linear relations between the columns of Kred
matrix K, we have the relation X2 X5 = X3 X4 , and from the d matrix, we can see that
each of these have charge zero. Hence, we try as an ansatz for the superpotential,
W = (X1 + )(X2 X5 X3 X4 ),
(25)
where is a field uncharged for both the U (1)s. This agrees with [22] after the
identification x13 X2 ; Y34 X5 ; X24 X3 ; X13 X4 ; Z41 X1 ; Z23 . As
is clear, however, there is an ambiguity in writing the superpotential due to the presence of
211
fields that are chargeless under both the U (1)s [20]. Let us also mention that we can carry
out the inverse procedure just outlined for the case of the alternative blowup to C3 /Z2 C
shown in Fig. 1(d). This gives exactly the same matter content and superpotential as the
case just analysed, in the region of moduli space given by 1 + 3 = 0, 2 0.
We now discuss the example of the blowup of the C3 /Z2 Z2 singularity to the conifold.
Proceeding in the same way as above, we now find that in the region of the FI parameters
determined by 2 = 0; 1,3 0, the fields to be resolved are [p3 , p5 , p6 , p7 , p9 ], when
the fields [p1 , p2 , p4 , p8 ] are chosen dynamical, i.e., continue to have zero vev. Therefore,
from Eq. (20), we obtain the reduced charge matrix to be
Qred
t = ( 1 1
1 1
2 ) .
(26)
Note that in this, case, there are no F-terms and we have Qred = 014 , moreover, the kernel
of this matrix is the 4 4 identity matrix, i.e., Tred = Id44 , which implies that (since the
dual matrix of Tred is also the 4 4 identity matrix) = Qred , with the charge matrix given
in this case (by adding the extra column corresponding to the overall U (1)) as

1
1
1 1
.
(27)
dred =
1 1 1
1
In this case, the matrix Qred being zero, there are no F-terms and the entire gauge theory
information is contained in the D-term.
3. D-branes on C3 /Z2 Z3 and its blowups

Let us now consider D3-branes on the orbifold C3 /Z2 Z3 . In this case, the bosonic
fields corresponding to the D3-brane coordinates tangential to the C3 are 6 6 matrices,
and the components that survive the projection by the quotienting group constitute the
N = 1 matter multiplet, given by the set
(X12 , X23 , X34 , X45 , X56 , X61 ),
(Y13 , Y24 , Y35 , Y46 , Y51 , Y62 ),
(Z14 , Z25 , Z36 , Z41 , Z52, Z63 ).
(28)
The F-flatness condition (5) in this case imply 18 constraints out of which 8 are seen
to be independent. Further, there are 17 homogeneous coordinates p ( = 1, . . . , 17),
corresponding to the physical fields in terms of which the dual cone may be described.
The total charge matrix of the homogeneous coordinates p is defined by introducing a
set of 9 C actions that remove the redundancy in expressing the original independent fields
in terms of the homogeneous coordinates and a further set of U (1)5 charges expressing the
D-term constraints in terms of the p . (The 6th U (1) is redundant because of the relation
P
i i = 0.) The total charge matrix can then be obtained by concatenating these two sets
of charge matrices as in our earlier example, and is given (with the inclusion of a column
specifying the 5 independent FayetIlliopoulos parameters) by [22]
212
1
0 1
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
Qt =
0
0
0
0
0
0
0 1
0
0
1 1
1
0 1
0
1
0
1
1
1
0
0
0
0
1
0
1 1
0
1
0
0
0
0
0
0
0
0
0
1
0
0
0 1
1 1
0
0
0
0
0 1
0
0
0
0
0
0
1
0
0
1
0
0
0
0
0
0
1
1
0
0
0 1
1
0
0
0
0
0
0
0
0
0
0 1
0
0
0
0
1 1
0
0
0
0
0
0
0
1
0
0
0
0
0 1
0
0
1
1
0
0
0 1
1
0
1 1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 1
0
0
0 1
0
0
1 1
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
0
0
0
1
0
0
0
1 1
0
1 1
0
1
0
0 1
0
1 1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
1
0
1
0
0
0
0
0
0
0
0
.
0
4
5
The toric data is the co-kernel of the transpose of this charge matrix (when the FI
parameters are set to zero) and is given by
Te = 0
1
0 1
0 1
1 1
0 1
0 0
1 1
0 1
1 0
1 0 1
1 0
1 0
2 0
1 1
1 1
1 1
1 1
0 0
1 1
1 0 0 .
(29)
The invariant variables are defined by

4
2
p12 p13 p15
p16 p17 ,
X12 X23 X34 X45 X56 X61 = x = p14 p2 p36 p42 p5 p63 p72 p84 p93 p10
3
2
p12 p13 p15
p16 p17 ,
Y24 Y46 Y62 = y = p1 p2 p42 p5 p72 p8 p10 p11
2
p16 p17 ,
Z14 Z41 = z = p2 p5 p6 p9 p12 p13 p14
X12 Y24 Z41 = w = p1 p2 p3 p4 p5 p6 p7 p8 p9 p10 p11 p12 p13

p14 p15 p16 p17 ,
(30)
from which it can be seen that

xy 2 z3 = w6 .
(31)
Let us now discuss some examples of blowups of this space that will illustrate
the procedure outlined in Section 2. We will use the notation xi = pi2 in what
follows.
Our first example is illustrated in Fig. 2. From the diagram, we see that the field p14
will definitely be resolved. Hence, after performing Gaussian row reduction on the charge
matrix Qt , which gives
213
Fig. 2. Toric diagram showing a resolution of the C3 /Z2 Z3 orbifold along with the choice of fields
to be resolved.
1
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
2
0
0
1
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
2
0
3
1
0
1
1
2
1
2
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0 1 22 4 25
1
1 2 3
0 1 22 4 25
0
2 5
1
2 3
1 1 2 3 5
0 1 2 4 5
.
0
2 5
1
2
0 1 2 4 5
1
4 + 5
1
4
2
3 + 4 + 5
1
3
(32)
We use this matrix to solve for all the fields in terms of x14 , the solution set being given
by

[x1 , . . . , x17 ] = x1 , x2 , (2x1 2x2 + x14 1 3 + 5 ),
(2x2 x14 + 21 + 2 + 3 + 4 ), (x2 + 1 ),
(x1 x2 + x14 1 3 ), (2x2 x14 + 1 + 2 + 3 ),
(x1 + 1 + 2 + 4 + 5 ), (x1 x2 + x14 + 5 ),
(x1 + 2 + 5 ), (x1 + 4x2 2x14 + 31 + 22 + 23 + 4 ),
(x2 + 1 + 2 + 3 + 4 + 5 ), (x2 + 1 + 2 + 3 + 4 ),
x14, (2x2 x14 + 21 + 22 + 3 + 4 + 5 ),

(x2 + 1 + 2 ), (x2 + 1 + 2 + 3 ) .
(33)
Now, we choose the fields [p1 , p3 , p4 , p11 ] as the ones that continue to have zero
vev, and in Eq. (33) set the values of these to zero. We thus obtain conditions on the
FI parameters, 1 + 2 + 4 = 0, 2 = 25 . In the new solution set obtained with these
conditions, we choose 5 = 0 which makes x8 = 0. This also implies that 2 = 0 (since
214
2 = 25 ). We also set x2 = x14 = 3 1 to obtain x7 , x9 , x15 , x17 = 0. Our choice of

2 = 5 = 0 implies that x10 = 0. This gives the solution set

[x1 , . . . , x17 ] = 0, (3 1 ), 0, 0, 3 , (1 3 ),

(34)
0, 0, 0, 0, 0, 1, 1 , (3 1 ), 0, 3 , 0 .
Thus the fields to be resolved are [p2 , p5 , p6 , p12 , p13 , p14 , p16 ]. Hence, from (20), we
obtain the reduced charge matrix,
0
0
1
0 1
0
0 1 1
0
0
0
0
0
1
0
0 1 1 1
0
0
0
1 1
0
0
0 1
1 0
0
0
=
Qred
1
1
0
0
0
0
0
1
1
0
0
.
t
1
0
1
0
0 1
1 1 0
1
2
0
0
1 1
0
0
0
0 0
0 1 + 4
1
1 1
1
0
1 1
1 0 1
5
In the usual way, we calculate the kernel of the charge matrix Tred , and the transpose of
its dual matrix is
0 1 0 0 0 0 0 0
0 0 1 1 0 1 0 0
0 0 1 1 1 0 0 0
t
.
Kred =
0 0 0 1 0 1 1 0
1 0 0 0 0 0 0 0
0
0 1
0 0
1 0
t
Tred , Kred
and (V U )red , we can read off the matter content and gauge
From the matrices
group of the D-brane gauge theory from the matrix
1 1
0
1
0
0
0 1
0
0
1 1
0
0 1
1
.
dred =
1
1
0
0 1
1
0
0
0
0 1
0
1 1
1
0
This is an U (1)4 gauge theory with 8 matter fields, in agreement with [22,23]. To calculate
the superpotential, we first note that the relations between the columns of the matrix K t ,
which can be written as X3 X7 = X5 X6 = X4 X8 . All these combinations are seen to be
chargeless, as is the combination X1 X2 . Hence, our ansatz for the superpotential in this
case is
W = X1 X2 (X3 X7 X5 X6 ) + 1 (X3 X7 X4 X8 )
+ 2 (X5 X6 X4 X8 ),
(35)
which agrees with that calculated in [22] after the identification with their notation,
Z25 X1 , Z52 X2 ; X23 X3 ; Y62 X7 ; Y51 X5 ; X45 X6 ; Y X4 ;
X61 X8 ; Z36 1 ; Z14 2 .
In terms of the original variables of (28), this blowup corresponds to giving a vev to the
fields Z63 , Z41 . The invariant variables are in this case defined by

2
x 0 = p12 p33 p4 p7 p82 p9 p10
p15 ;
215
x = x 02 z,
3 2
p15 p17 ,
y = p1 p42 p72 p8 p10 p11
z = p9 p17 ,
w0 = p1 p3 p4 p7 p8 p10 p11 p15 ;
w = w0 z.
(36)
In terms of these variables, the blown up space is given by x 0 y = zw03 .

We now consider the second example which is depicted in Fig. 3(a). In this case, we
start from the matrix (32), and in the solution set of Eq. (33), keeping in mind the toric
diagram of the blowup, we select the set of fields [x7 , x9 ] that remain dynamical, with zero
vev. This gives the solution x1 = 1 + 4 . From the resulting solution set, we now select
x17 = 0, in order to obtain x2 = x14 = 1 2 3 and after imposing this condition, we
make the choice 1 + 4 + 5 = 0 in order for p9 to have zero vev. The final solution is
given by

[x1 , . . . , x17 ] = (1 + 4 ), (1 2 3 ), (1 + 2 + 4 ), (1 + 4 ),
(2 3 ), (4 3 ), 0, (1 + 2 + 4 ), 0, 2 , 0, 1 , 4 ,

(1 2 3 ), 2 , 3 , 0 .
(37)
Hence, the fields to be resolved are [p1 , p2 , p3 , p4 , p5 , p6 , p8 , p10 , p12 , p13 , p14 , p15 , p16 ]
and the dynamical fields are [p7 , p9 , p11 , p17 ]. We can thus directly evaluate the reduced
charge matrix from (20) which is given by
Qred
t = ( 1 1
1 1
1 + 4 + 5 ) .
(38)
Defining the invariant variables from Eq. (28) in this case as

x 0 = p7 p9 ;
y 0 = p11 p17 ;
x = x 02 z,
y = y 0 w02 ,
z = p9 p17 ,
w0 = p7 p11 ;
(a)
w = w0 z,
(39)
(b)
(c)
(d)
Fig. 3. Toric diagram showing some resolutions of the C3 /Z2 Z3 orbifold that we have considered.
We have marked the various fields that are chosen to remain dynamical on resolving the parent
singularity to these cases.
216
this blownup space can be seen to be the conifold x 0 y 0 = zw0 by using the redefined
variables in (31). The gauge theory living on the D-brane is of course the same as in
Eq. (27). In terms of the original variables in Eq. (28), this blowup can be shown to
correspond to giving vevs to the fields X45 , X23 , Z63 , Z41 . Since there are no F-terms in
this case, all the information about the gauge theory is contained in the D-term constraint.
Let us now consider the toric diagram given by Fig. 3(b). From the toric diagram of
Fig. 3(b), we choose the fields p1 , p2 , p3 , p4 , p11 to have zero vev. These conditions imply
that 1 + 4 = 0 and also 2 + 5 = 0. Substituting this in the solution set (33), we obtain

[x1 , . . . , x17 ] = 0, 0, 0, 0, 1, 2 , 0, 0, (1 + 3 ), 0, 0, 3 , (2 + 3 ),

(40)
(1 + 3 5 ), 0, (1 + 2 ), (1 + 2 + 3 ) .
Now, we have a choice. We put 1 = 0 and obtain x5 = 0 which also implies that 4 = 0.
Hence, from the final solution set, we see that the fields that continue to have zero vev and
are dynamical are, in this case, given by the set [p1 , p2 , p3 , p4 , p5 , p7 , p8 , p10 , p11 , p15 ]
and the fields that pick up non-zero vev and hence are resolved are [p6 , p9 , p12 , p13 , p14 ,
p16 , p17 ]. Hence, according to (20), we obtain the reduced charge matrix as
0
0
0
1
0
0 1
0 1 1
0
0
0
0
0
0
1
0 1 1 1
0
0
0
1 1
0
0
0 1
1 0
0
Qred
1
0 1
0
0
0
0
0 1 1
0 ,
t =
2
0
1
0
0
1
0
0
0 0 2 + 5
0
1
0
1 1 1
0
0
0 0
4
0 1
0
0
1
0
0
0
0 0
1
and the dual of the kernel of the charge matrix Qred is
1 0 0 0 0 1 1 0
1 0 0 0 0 1 0 1
1 0 0 0 1 0 1 0
t
.
Kred =
0 0 0 1 0 1 1 0
0 0 1 0 0 0 0 0
0 1 0 0 0 0 0 0
t
t
Kred
, from
As before, in order to calculate the matter content, we use the matrix Tred
which the matrix , which specifies the matter content and gauge group of the D-brane
gauge theory is calculated to be
1
0
0 1
0
0
1 1
1
1 1
1 1
1
0
0
.
dred =
0 1
1
0
0
0
0
0
1 1 1
and there are 8 matter fields. Using the relations X1 X4 =

Hence, the gauge group is
X5 X6 = X7 X8 with total charge zero and the chargeless combination X2 X3 , we write the
superpotential in this case as
U (1)4
W = X2 X3 (X1 X4 X5 X6 ) + 1 (X1 X4 X7 X8 ) + 2 (X5 X6 X7 X8 ),
(41)
217
where the fields 1 , 2 are possible adjoints. The invariant variables (30) are defined by
2
p15 ,
x 0 = p12 p33 p4 p7 p82 p10
3 2
p15 ,
y 0 = p1 p42 p72 p8 p10 p11
z = p2 p5 ,
w0 = p1 p3 p4 p7 p8 p10 p11 p15 ,
(42)
with the relations x = x 02 z; y = y 0 z; w = w0 z. The remaining singularity is seen from

Eq. (31) to be the equation x 0 y 0 = w03 in C3 , which is recognised as corresponding to
blowing up the C3 /Z2 Z3 orbifold to the singularity C2 /Z3 C. Let us also mention
that in terms of the original variables in Eq. (28), this blowup corresponds to giving vevs
to the fields Y13 , Z14 , Z52 , Z63 .
We now come to the example shown in Fig. 3(c). In this case, from the Gaussian rowreduced matrix of Eq. (33), we choose the set of fields [p10 , p7 , p11 ] to have zero vev.
This implies that 1 + 2 + 4 + 5 = 0 and also that x1 = 1 + 4 . Substituting this in the
solution set implies that in addition x15 = 0, and further setting x2 = 3 + 4 + 5 , so that
x17 is zero, we obtain the full solution set in this case as

[x1 , . . . , x17 ] = (2 5 ), (3 + 4 + 5 ), (2 5 ), (2 5 ),
(2 3 ), (4 5 ), 0, (2 5 ), 2 , 0, 0, (4 + 5 ), 4 ,

(3 + 4 + 5 ), 0, 3, 0 .
(43)
Hence, the fields that are dynamical and have zero vev is given by the set [p7 , p10 , p11 ,
p15 , p17 ] and the set to be resolved is given by [p1 , p2 , p3 , p4 , p5 , p6 , p8 , p9 , p12 , p13 ,
p14 , p16 ]. Using this, the reduced charge matrix is calculated from (20) to be

1 1 1 1 0
0
red
,
Qt =
0 1 1 2 0 1 + 2 + 4 + 5
from which the F and the D-terms as
Qred = ( 1
1 1 1
The dual of the kernel of Qred
1 0 0 0
0 1 1 0
t
Kred =
0 1 0 1
0 0 1 0
0),
(V U )red = ( 0 1 1
2 0).
(44)
is given by
0
0
,
0
1
and the matter content and gauge group of the D-brane gauge theory is obtained as

0
1
1 1 1
.
dred =
0 1 1
1
1
The superpotential is written down, after noting that the field X1 is chargeless, and the
relations X2 X5 = X3 X4 from the matrix K t . It is given by
W = (X1 + )(X2 X5 X3 X4 ),
(45)
218
where is a possible adjoint. The matter content and the superpotential are exactly the
same as in (24) and (25). This is of course as expected because both describe the world
volume theory of a D3-brane on the C2 /Z2 singularity. This blowup corresponds to giving
vevs to the fields X12 , X23 , X45 . The invariant variables (30) are in this case
2
p15 ,
x 0 = p7 p10
2
p15 ,
y 0 = p7 p11
z = p17 ,
w0 = p7 p10 p11 p15 ,
(46)
where x = x 02 z; y = y 0 w0 z; w = w0 z. The blown up space is, from Eq. (31), given by

the equation x 0 y 0 = w02 in C3 , which describes the blowup to C2 /Z3 C. Let us pause
to comment here that the toric diagram of Fig. 3(c) can be embedded both into that of
C3 /Z2 Z3 and C3 /Z2 Z2 ; in fact, this diagram is identical to that in Fig. 1(d). The fact
that either embedding gives correct results for the D-brane gauge theory data shows that
the inverse toric procedure is indeed consistent.
Finally, let us discuss the toric diagram of Fig. 3(d). which is the conifold obtained
by partially resolving the C2 /Z2 Z3 singularity. Following the same procedure as
outlined in the previous examples, we start from the solution set of (33) and select the
fields [p1 , p3 , p6 ] which we set to zero. From this, we obtain the solution x2 = 5 and
x14 = (1 + 2 + 5 ). Substituting this in the solution set and further setting 5 = 0 so that
x2 = 0, we finally obtain the full solution set to be

[x1 , . . . , x17 ] = 0, 0, 0, (1 + 2 + 4 ), 1 , 0, 2 , (1 + 2 + 3 + 4 ), (1 + 3 ),
2 , (1 + 22 + 4 )(1 + 2 + 3 + 4 ), (1 + 2 + 3 + 4 ),

(1 + 3 ), (1 + 22 + 4 ), (1 + 2 ), (1 + 2 + 3 ) .
(47)
Hence, the fields that are dynamical are given by the set [p1 , p2 , p3 , p6 ] while the rest
acquire non-zero vev and hence are resolved, and in this case the reduced charge matrix is
obtained from (20) to be
Q = ( 1
1 1
1 5 ) .
(48)
This blowup corresponds to the conifold. To see this, we define the invariant
variables (30) in this case by
w
y = p1 p2 ;
z = p2 p6 ;
w0 = p3 p6 .
(49)
x 0 = p1 p3 = ;
z
In this case, from (31), we can see that the remaining singularity is given by the conifold
x 0 y = zw0 . Let us also mention that in terms of the original variables in Eq. (28), this
blowup corresponds to giving vevs to Y13 , Y24 , Z36 .
4. D-branes on C4 /Z2 Z2 Z2 and its blowups
We now consider D-branes on the orbifold C4 /Z2 Z2 Z2 and some of its
blowups [25]. We will consider a D1-brane at this singularity, and the world volume theory
219
is an N = (0, 2) SYM theory in two dimensions. The method of construction of the moduli
space of the D-1 brane is similar to the method outlined in Sections 2 and 3. The unbroken
gauge symmetry in this case is (apart from a redundant U (1)), U (1)7 . The matter multiplet,
after imposing the appropriate projections consist of 32 surviving fields,
(X18 , X27 , X36 , X45 , X54 , X63 , X72 , X81 ), (Y15 , Y26 , Y37 , Y48 , Y51 , Y62 , Y73 , Y84 ),
(Z13 , Z24 , Z31 , Z42 , Z57, Z68 , Z75 , Z86 ),
(W12 , W21 , W34 , W43 , W56 , W65 , W78 , W87 ).
(50)
The F-term constraints of Eq. (5), in this case imply that out of the 32 fields, 11
are independent, and the 32 initial fields can be solved in terms of these 11, and the
solutions can be denoted as vectors in the lattice Z11 . The dual cone in this case has
34 homogeneous coordinates (matter fields) p , and the redundancy in the definition of
the initial independent coordinates in terms of these can be eliminated by introducing
a set of 23 C actions. The charge matrix Q for the C actions is given in [25]. For
the matrix denoting the original U (1) charges expressed in terms of the homogeneous
coordinates p , we use the MoorePenrose inverse of the matrix defining the dual cone,
and concatenate these two matrices to obtain the total charge matrix given in the appendix.
The toric diagram is given by the columns of the matrix
p
1
0
p2
0
1
0
0
p3 p4
1
0
1
1
0
1
0 1
p18 p19
1
0
1
1
1
1
0 1
p20
0
0
0
1
p5
1
0
1
0
p6
2
0
0
1
p21
0
0
1
0
p22
1
1
1
0
p7
1
0
0
1
p23
1
1
1
0
p8 p9
0
0
0
0
1
2
0 1
p24
1
1
1
0
p10 p11
1
0
0
2
1
0
0 1
p25
1
1
1
0
p26
1
1
1
0
p12
1
1
0
0
p27
1
1
1
0
p13
1
0
0
1
p28
0
1
0
0
p14
1
1
1
0
p29
1
1
1
0
p15
1
1
1
0
p30
1
1
1
0
p16
1
1
1
0
p31
1
1
1
0
p17
1
1
1
0
p32
1
1
1
0
p33
1
1
1
0
p34
1
1 .
1
0
The distinct columns in the toric data are shown in Fig. 4. The labelling of the vectors and
the corresponding p are as follows:
a
b
c
d
e
f
g
h
i
j
k
[p6 ],
[p7 , p13 ],
[p5 , p10 ],
[p1 , p14 , p15 , p16 , p17 , p18 , p22 , p23 ,
p24 , p25 , p26 , p27 , p29 , p30 , p31 , p32 , p33 , p34 ],
(1 1 0 0)
[p3 , p12 ],
(0 0 0 1)
[p20 ],
(0 0 1 0)
[p8 , p21 ],
(0 0 2 1) [p9 ],
(0 1 1 1) [p4 , p19 ],
(0 2 0 1) [p11 ],
(0 1 0 0)
[p11 ].
(2 0 0 1)
(1 0 0 1)
(1 0 1 0)
(1 1 1 0)
(51)
220
The invariant variables, in this case denoted by x = (X18 X81 ); y = (Y15 Y51 ); z =
(Z13 Z31 ); w = (W12 W21 ); v = (X18 Y84 Z42 W21 ), are
2
p21 p22 p23 p24
x = p1 p2 p7 p8 p13 p14 p15 p16 p17 p18 p20
p25 p26 p27 p28 p29 p30 p31 p32 p33 p34 ,
2
p12 p14 p15 p16 p17 p18 p19 p22 p23 p24
y = p1 p2 p3 p4 p11
p25 p26 p27 p28 p29 p30 p31 p32 p33 p34 ,
z = p1 p4 p5 p8 p92 p10 p14 p15 p16 p17 p18 p19 p21 p22 p23 p24
p25 p26 p27 p29 p30 p31 p32 p33 p34 ,
w = p1 p3 p5 p62 p7 p10 p12 p13 p14 p15 p16 p17 p18 p22 p23 p24
p25 p26 p27 p29 p30 p31 p32 p33 p34 ,
2 2 2 2
p15 p16 p17
v = p12 p2 p3 p4 p5 p6 p7 p8 p9 p10 p11 p12 p13 p14
2
2 2 2 2 2 2
2 2 2 2 2 2
p18
p19 p20 p21 p22
p23 p24 p25 p26 p27 p28 p29
p30 p31 p32 p33 p34 .
(52)
In terms of these variables, the space is defined by the surface xyzw = v 2 in C5 .

Two of its resolutions (corresponding to cases Vb and VIb of [25]) are shown in Fig. 4.
This singularity has to be analysed in the lines of [21] in order to determine whether its
partial resolutions are realised in the moduli space of the D-brane world volume gauge
theory. We leave this issue for future work, and for the moment analyse the blowups
of this singularity into lower dimensional orbifold singularities, using the inverse toric
procedure.
(a)
(b)
(c)
Fig. 4. Toric data for the orbifold C4 /Z2 Z2 Z2 and two of its blowups to the Z2 Z2 singularity
and the Z2 singularity.
221
Let us consider the blowup illustrated in Fig. 4(b). Performing Gaussian row reduction
on the total charge matrix, we find that for the range of the FI parameters 1 + 2 = 0;
3 + 4 = 0; 5 + 6 = 0, an appropriate initial choice determines the fields that retain zero
vev as the set [p2 , p4 , p8 , p9 , p11 , p19 , p20 , p21 , p28 ], while all others have non-zero vev
and are hence resolved. The reduced charge matrix is
0
1
0 1 1
1 0
0
0
0
1
0
0
0
1
0 1
0 1
0
0
1 1
1
0 0
1 1
0
1
red
Qt =
.
5
5 5
0 4 1 0
1 1 5 + 6
5
5
5 4
0 1 0 1
1 3 + 4
1 5 5
4
0
1 0
1
5 1 + 2
From the kernel of the charge matrix Qred , the transpose of its dual is obtained as
1 1 0 1 0 1 0 0 0 0 0 0
1 0 1 0 0 0 1 0 1 0 0 0
1 0 0 1 0 0 0 0 1 0 1 0
t
.
K =
0 1 1 0 1 0 0 0 0 1 0 0
0 1 0 0 0 1 0 0 0 1 0 1
0 0
1 0
1 0
1 1
0 0
0 0
From these matrices, we can extract the gauge theory data which is now given by the
matrix
0 1
0 1 1
0
1
0
1
0
0
1
0
0 1
1
0
1
0
1 1 1
0
0
.
dred =
1
1
1
0
0
0
0 1
0
0 1 1
1
0
0
0
1 1 1
0
0
1
1
0
The gauge group is as expected, U (1)4 with 12 matter fields, and the superpotential is
given by
W = X1 X5 X12 X3 X4 X12 + X2 X8 X9 X2 X7 X11 + X3 X6 X11
X5 X6 X9 + X10 X4 X7 X1 X8 X10 .
(53)
From the definition of the invariant variables in Eq. (52), it can be seen that this space
is C3 /Z2 Z2 defined by the equation xyz = v 2 in C4 . In terms of the original fields, it
corresponds to giving vevs to the fields W12 and W21 .
Finally, we come to the example of Fig. 4(c). In this case, in the region of moduli space
given by 2 + 3 + 6 + 7 = 0, we find that the dynamical fields are given by the set
[p5 , p6 , p9 , p10 ], while the rest acquire non-zero vev and are resolved. The reduced charge
matrix is

1 1 1
1
0
red
.
Qt =
5 2 2 1 2 + 3 + 6 + 7
222
The matrix K t is in this case given by
1 1 0 0
Kt = 1 0 1 0 ,
0 1 0 1
it specifies the matter content as a U (1)2 gauge theory with the charge matrix given, as
expected, by

1 1
1
1
,
dred =
1
1 1 1
with a superpotential W = (X1 X4 X2 X3 ), with being a possible chargeless field.
In terms of the original fields in the theory, this resolution corresponds to giving vevs to
X18 , X81 , Y15 , Y51 , and the resulting space is the C2 /Z2 orbifold zw = v 2 that we have
discussed earlier.
5. Discussions
In this paper, we have critically examined the inverse procedure of obtaining the world
volume gauge theory data of D-branes probing certain toric singularities and their blowups
from the geometric data of the resolution. We have shown that the algorithm of [20]
gives consistent results, for a given singularity that can be reached by partial resolutions
of different parent theories. We have explicitly checked several partial resolutions of
orbifolds of the form C3 / and C4 / and found the results to be in agreement with
field theory calculations. However, as pointed out in [20], in the presence of chargeless
fields in the matter multiplet, the procedure cannot be used to specify the superpotential
interaction uniquely, because of the inherent problem in the handling of such fields by toric
methods.
We have treated the simplest examples of the resolution of the C4 /Z2 Z2 Z2
singularity in this paper. It would be interesting to investigate the various partial resolutions
of the moduli space of D-branes on this singularity the lines of [21] and determine the
gauge theory data thereof.
Finally, as noted in [20], the ambiguities that exist in the inverse algorithm seem to
imply that in some cases, different gauge theories, in the infra red limit flow to theories
with identical moduli space. We have not dealt with this aspect in the present paper, and it
would be an interesting direction for future work.
Acknowledgements
I would like to thank I. Biswas, S. Bhattacharjee, P. Chatterjee and D. Suryaramana for
helpful discussions.
Appendix A. Charge matrix for the partial resolutions of C3 /Z2 Z2 Z2

1 p2
0
0
0
0
1
1
1
0
0
0
0
1
0
1
1
0
1
1
0
1
1
1
0
0
2
2
2
2
2
3
2
3
2
0
1
1
1
1
1
0
0
0
2
1
1
1
Qt = 12
0
1
1
1
1
1
1
5
1
1
3
1
p3
0
1
0
0
1
0
1
0
0
0
1
1
1
1
1
1
0
1
0
1
0
0
0
2
2
2
2
2
2
2
p4
0
0
0
1
0
1
1
1
0
0
1
1
0
0
1
1
0
1
1
0
1
0
0
2
2
2
2
2
2
2
p5
1
0
1
1
1
0
1
0
0
0
1
0
0
0
0
1
0
1
0
1
1
1
0
2
2
2
2
2
2
2
p6
1
1
0
0
0
1
1
0
1
1
0
0
0
0
0
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
p7
0
0
0
1
0
0
0
0
1
1
0
1
1
0
0
1
1
1
1
1
0
1
1
2
2
2
2
2
2
2
p8
0
0
1
0
1
1
0
0
0
1
1
1
0
0
1
1
0
0
1
1
0
1
0
2
2
2
2
2
2
2
p9
1
0
1
0
0
0
1
1
0
1
1
0
1
0
1
0
0
0
1
1
1
0
1
0
0
0
0
0
0
0
p10
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
2
2
2
2
2
2
p11
0
1
0
0
0
0
1
1
0
0
1
0
0
1
1
0
1
0
1
1
1
1
1
0
0
0
0
0
0
0
p12
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
2
2
2
2
2
2
p13 p14 p15

0
0
0
0
0
0
1
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
0
0
0
1
0
0
1
0
0
0
0
0
1
0
0
1
0
0
1
0
0
1
0
0
1
0
0
0
0
0
1
0
0
2
1 3
2 3
1
2 3
1
2
1 3
2
5
1
2
1
5
2
1 3
p16
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
1
1
3
1
3
5
p17
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
5
3
1
3
1
1
p18
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
3
3
1
3
1
1
p19 p20 p21

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
2
2
0
2
2
0 2
2
0 2
2
0
2
2
0
2
2
0 2
p22
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
2
2
2
2
2
2
2
p23
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
3
1
1
5
1
3
3
p24 p25 p26

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
3
3 3 1
5
5 1
1
1 5
3 3 1
1
1
3
1
1
3
p27
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
2
2
2
2
2
2
1
p28
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
2
2
2
2
2
2
1
p29 p30 p31

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
0
0
1
1
3
3
5 1
3 3 1
1
1
3
3 3 1
1
1
3
1
1 5
p32
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
3
1
1
3
1
5
3
p33
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
3
3
1
5
1
1
p34 p35
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
5
1
1
2
1
3
3
4
1
5
3
6
3
7
223
224
References
[1] M.R. Douglas, D. Kabat, P. Pouliot, S. Shenker, D-branes and short distances in string theory,
Nucl. Phys. B 485 (1997) 85, hep-th/9608024.
[2] B. Greene, Y. Kanter, Small volumes in compactified string theory, Nucl. Phys. B 497 (1997)
127, hep-th/9612181.
[3] P. Aspinwall, B. Greene, D. Morrison, CalabiYau moduli space, mirror manifolds and space
time topology change in string theory, Nucl. Phys. B 416 (1994) 78, hep-th/9309097.
[4] E. Witten, Phases of N = 2 theories in two dimensions, Nucl. Phys. B 403 (1993) 159, hepth/9301042.
[5] M. Douglas, B. Greene, D. Morrison, Orbifold resolution by D-branes, Nucl. Phys. B 506
(1997) 84, hep-th/9704151.
[6] E. Witten, Phase transitions in M theory and F theory, Nucl. Phys. B 471 (1996) 195, hepth/9603150.
[7] T. Muto, D-branes on orbifolds and topology change, Nucl. Phys. B 521 (1998) 183, hepth/9711090.
[8] M. Douglas, G. Moore, D-branes, quivers, and ALE instantons, hep-th/9603167.
[9] C. Johnson, R. Myers, Aspects of type IIB theory on ALE spaces, Phys. Rev. D 55 (1997) 6382,
hep-th/9610140.
[10] M. Douglas, B. Greene, Metrics on D-brane orbifolds, Adv. Theor. Math. Phys. 1 (1998) 184,
hep-th/9707214.
[11] M. Douglas, A. Kato, H. Ooguri, Adv. Theor. Math. Phys. 1 (1998) 237, hep-th/9708012.
[12] T. Muto, Brane configurations for three-dimensional nonabelian orbifolds, hep-th/9905230.
[13] B. Feng, A. Hanany, Y. He, Z-D-brane box models and nonchiral dihedral quivers, hepth/9909125.
[14] K. Oh, R. Tatar, Branes at orbifolded conifold singularities and supersymmetric gauge field
theories, JHEP 9910i (1999) 0319, hep-th/9906012.
[15] M. Cvetic, L. Everett, P. Langacker, J. Wang, Blowing up the four-dimensional Z(3) orientifold,
JHEP 9904 (1999) 020, hep-th/9903051.
[16] W. Fulton, Introduction to Toric Varieties, Princeton University Press, 1993.
[17] D. Cox, Recent developments in toric geometry, alg-geom/9606016.
[18] B. Greene, D-brane topology changing transitions, Nucl. Phys. B 525 (1998) 284, hepth/9711124.
[19] S. Mukhopadhay, K. Ray, Conifolds from D-branes, Phys. Lett. B 423 (1998) 247, hepth/9711131.
[20] B. Feng, A. Hanany, Y. He, D-brane gauge theories from toric singularities and toric duality,
hep-th/0003085.
[21] C. Beasley, B. Greene, C. Lazaroiu, M. Plesser, D3-branes on partial resolutions of abelian
quotient singularities of CalabiYau threefolds, Nucl. Phys. B 553 (1999) 711, hep-th/9907186.
[22] J. Park, R. Rabadan, A.M. Uranga, hep-th/9907086;
J. Park, R. Rabadan, A.M. Uranga, Orientifolding the conifold, Nucl. Phys. B 570 (2000) 38,
hep-th/9907086.
[23] A. Uranga, Brane configurations for branes at conifolds, JHEP 9901 (1999) 022, hepth/9811004.
[24] D. Morrison, R. Plesser, Nonspherical horizons 1, Adv. Theor. Math. Phys. 3 (1999) 1, hepth/9810201.
[25] A. Ahn, H. Kim, Branes at C4 / singularity from toric geometry, JHEP 9904 (1999) 012,
hep-th/9903181.

Multibrane worlds and modification of gravity

at large scales
Ian I. Kogan, Stavros Mouslopoulos , Antonio Papazoglou,
Graham G. Ross
Theoretical Physics, Department of Physics, Oxford University, 1 Keble Road, Oxford OX1 3NP, UK
Received 15 June 2000; accepted 8 November 2000
Abstract
We discuss the implications of multibrane constructions involving combinations of positive and
negative tension brane and show how anomalously light KK states emerge when negative tension
branes are sandwiched between + branes. We present a detailed study of a ++ brane
assignment which interpolates between two models that have been previously proposed in which
gravity is modified at large scales due to the anomalously light states. We show that it has the peculiar
characteristic that gravity changes from four-dimensional (4D) to 5D at large distances and returns
to 4D at even larger scales. We also consider a crystalline universe which leads to a similar structure
for gravity. The problems associated with intermediate negative tension branes are discussed and a
possible resolution suggested. 2001 Elsevier Science B.V. All rights reserved.
PACS: 12.60.-i; 04.50; 11.10.Kk
1. Introduction
The conjecture that we may live on a brane in a spacetime with more than four
dimensions is quite old [1] but has been the subject of renewed interest in recent years
with the realisation that such structures are common in string theories. The models of
Antoniadis, Arkani-Hamed, Dimopoulos, Dvali (AADD) [2] and of Randall, Sundrum
(RS) [3,4] have the common characteristic that the Standard Model (SM) fields are
localized on a 3-brane and gravity propagates in all the spacetime dimensions (the
bulk). They can provide novel explanations to the Planck hierarchy problem based either
on the size of the bulk volume (AADD), or on an exponential warp factor that enters the
E-mail addresses: i.kogan@physics.ox.ac.uk (I.I. Kogan), s.mouslopoulos@physics.ox.ac.uk

(S. Mouslopoulos), a.papazoglou@physics.ox.ac.uk (A. Papazoglou), g.ross@physics.ox.ac.uk (G.G. Ross).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 6 4 - 7
226
I.I. Kogan et al. / Nuclear Physics B 595 (2001) 225249
metric (RS). The RS construction in particular is very attractive because all the parameters
of the model may be of the same magnitude while still generating a very large hierarchy.
The RS model consists of two 3-branes of opposite tension sitting at the fixed points of
an S 1 /Z2 orbifold with AdS5 bulk geometry. Gravity is localized on the brane of positive
tension (+ brane) whereas an exponential warp factor generates a scale hierarchy on
the brane of negative tension ( brane). There are two possible physical interpretations
of this model. Placing the Standard Model (SM) fields on the brane [3] provides an
explanation of the Planck hierarchy problem. Placing the SM fields on the + brane [4]
allows the brane to be put at infinity, i.e. decompactify the orbifold. In this case,
however, gravity is localised on the + brane so the world still appears four-dimensional
(see also [5]). As far as the the first possibility is concerned, there has been a lot of
discussion [6] whether we can have acceptable theory of gravity and cosmology if we live
on a brane. To avoid this problem Lykken and Randall (LR) [7] proposed a ++brane configuration in which the SM fields reside on the intermediate positive tension brane
(which has vanishingly small tension) and which still has a warp factor explanation of the
mass hierarchy.
In Ref. [8] we considered an alternative ++ configuration, again with the SM
fields on a positive tension brane and a warp factor. This model (KMPRS) has a novel
phenomenology [9] quite distinct from the RS and LR models. This is mainly due to
the intermediate brane leading to an enormously light first KaluzaKlein (KK) as
discussed below. This feature gives rise to the exotic possibility of bigravity, in which
the first KK state has a Compton wavelength of the order of 1026 cm corresponding to 1%
of the size of the observable universe, while, at the same time, all the remaining states of
the KK tower have Compton wavelengths below 1 mm. In such a scenario the gravitational
attraction as we feel it is the net effect of the exchange of the ordinary 4D graviton and
the ultralight KK state. This leads to the prediction of modifications of gravity not only
at the millimeter scale (due to the higher KK modes) but also the ultralarge scale (of
O(1026 cm)!) Indeed, gravity becomes weaker at ultralarge distances due to the Yukawa
suppression of the first KK mode.
Independently and again in the context of the RS scenario, Gregory, Rubakov and
Sibiryakov (GRS) have recently suggested [10] a construction in which gravity is
also modified at both small and at ultralarge scales. The GRS model modifies the
decompactified RS model [4] by adding a brane of half the tension of the + brane
and requiring flat space to the right of the new brane. This model does not have
a normalizable 4D graviton but generates 4D gravity at intermediate distances due to a
resonance-like behaviour of the wavefunctions of the KK states continuum. Gravity in this
picture appears to be quasilocalized and for ultralarge scales becomes five-dimensional.
In this scenario gravity is also modified at short scales (but this time much shorter than the
millimeter scale).
Although the KMPRS and GRS models look quite different, they share the key
element of freely moving branes which generate the tunneling effects responsible
for the anomalously light states. It was shown in [11] that these two models are the
limiting cases of a more general ++ multibrane model that interpolates between
227
the bigravity KMPRS model and the quasilocalized gravity GRS model. This model
can be readily derived from the KMPRS model by cutting in half the intermediate
brane and considering flat space between the two new branes. Moreover, in [11] it
was conjectured that every construction having branes between + branes is capable
of giving a multigravity scenario where gravity is generated not only by the 4D graviton
but also by a number (finite or infinite) of KK states. The crystal universe considered by
[12] (see also [13]) is an interesting example. 1 Let us mention here that recently Gorsky
and Selivanov [14] discussed models where the effect of negative tension branes can be
mimicked by a constant four-form field and the presence of the three brane junctions. It
will be interesting to see if in these models one has multigravity.
The purpose of this paper is threefold. We first we will consider the ++ LR
construction but with the intermediate brane carrying nonnegligible tension. We show
that this model does not have an enormously light KK state and hence cannot generate
a multigravity scenario. Analysis of the reason for this suggests that + branes not
separated by branes do not lead to anomalously light modes. Secondly, we examine
in detail the ++ multigravity model and show exactly how it interpolates between
the KMPRS and the GRS model. Gravity in this case has the quite peculiar characteristic
that it changes from 4D to 5D at ultralarge scales and then again to 4D at even larger
scales. We also analyse the infinite crystalline universe and show how the band structure
of the KK modes gives rise to multigravity. Finally we discuss the role of the radion and
the question whether these theories give rise to viable theories.
2. The three-brane ++ model

The ++ model (see Fig. 1) consists of three parallel 3-branes in AdS5 spacetime
with orbifold topology, two of which are located at the orbifold fixed points L0 = 0 and
L2 while the third one is moving at distance L1 in between. In order to get 4D flat space
with this configuration, it turns out that the AdS5 space must have different cosmological
constants 1 and 2 between the firstsecond and the secondthird brane, respectively,
Fig. 1. The brane locations in the three-brane ++ model. The bulk curvature between the +
branes is k1 and between the + and brane is k2 .
1 We disagree with the statements made in [12] about the absence of a zero mode band.
228
with |2 | > |1 | (see [15] for constructions of different bulk cosmological constants). The
action of the above setup (if we neglect the matter contribution on the branes in order to
find a suitable vacuum solution) is given by:
ZL2
Z
S=
d x

(y) =
dy

X
G (y) + 2M 3 R
p
b(i)
d 4 x Vi G
with
(1)
i y=yi
L2
1 , y [0, L1 ],
2 , y [L1 , L2 ],
b(i)
where G
is the induced metric on the branes, Vi are their tensions and M the 5D
fundamental scale. We consider as in [8] the vacuum metric ansatz that respects 4D
Poincar invariance:
ds 2 = e2 (y) dx dx + dy 2.
(2)
The above ansatz substituted in the Einstein equations requires that (y) satisfies the
differential equations:
(
X Vi
k12 , y [0, L1 ],
00
0 2
(3)
(y
L
)
and
(
)
=
=
i
12M 3
k22 , y [L1 , L2 ],
i
where
r
1
2
and k2 =
k1 =
24M 3
24M 3
are effectively the bulk curvatures in the two regions between the branes. The solution of
these equations for y > 0 it is given by:

y [0, L1 ],
k1 y,
(4)
(y) =
k2 (y L1 ) + k1 L1 , y [L1 , L2 ].
Einsteins equations impose the following conditions on the brane tensions:

k2 k1
, V2 = 24M 3k2 .
(5)
2
If we consider massless fluctuations of this vacuum metric and then integrate over the
5th dimension, we find the 4D Planck mass is given by:

1

1
2
(6)
= M3
1 e2k1 L1 + e2(k2 k1 )L1 e2k2 L1 e2k2 L2 .
MPl
k1
k2
V0 = 24M 3k1 ,
V1 = 24M 3
The above formula tells us that for large enough kL1 and kL2 the four mass scales MPl ,
M, k1 and k2 can be taken to be of the same order. Thus we take k1 , k2 O(M) in order
not to introduce a new hierarchy, with the additional restriction k1 < k2 < M so that the
bulk curvature is small compared to the 5D Planck scale and we can trust the solution.
Furthermore, if we put matter on the second brane all the physical masses m on it will be
related to the mass parameters m0 of the fundamental 5D theory by the conformal warp
factor
m = e (L1 ) m0 = ek1 L1 m0 .
(7)
229
This allows us to put the SM states on the intermediate + brane, solving the Planck
hierarchy problem by choosing ekL1 to be of O(1015), i.e. L1 35k 1 .
The KK spectrum can be as usual found by considering the linear massive fluctuations
of the metric. We use the following convention: 2

2
ds 2 = e2 (y) + 3/2 h (x, y) dx dx + dy 2 .
(8)
M
We expand the field h (x, y) in terms of the 4D graviton zero mode and the KK states
(n)
plane waves h (x):
h (x, y) =
(n)
h(n)
(y),
(x)
(9)
n=0
(n)
(n)
(n)
where ( m2n )h = 0 after fixing the gauge as h = h = 0. The wavefunction

(n) (y) obeys a second-order differential equation and carries all the information about the
effect of the nonfactorizable geometry on the graviton and the KK states. After a change
of coordinates and a redefinition of the wavefunction the problem reduces to the solution
of an ordinary Schrdinger equation:
(n)
m2 (n)
b (z) = n
b (z),
12 z2 + V (z)
2
where the potential V (z) for z > 0 has the form:

15 2
k1 (z) (z z1 ) + k22 (z z1 ) (z z2 )
V (z) =
2
8[g(z)]

(k2 k1 )
3
k1 (z) +
(z z1 ) k2 (z z2 ) .
2g(z)
2
The new coordinates and wavefunction in the above equations are defined by:
ky
e 1 1
,
y [0, L1 ],
k
1
z
ek1 L1 1 ek1 L1
ek2 (yL1)+k1 L1
, y [L1 , L2 ],
k2
k1
k2

b(n) (z) (n) (y)e/2,
with the symmetric z for y < 0 and the function g(z) as:

z [0, z1 ],
k z + 1,
g(z) = 1
k2 (z z1 ) + k1 z1 + 1, z [z1 , z2 ],
(10)
(11)
(12)
(13)
(14)
where z1 = z(L1 ) and z2 = z(L2 ). The change of coordinates has been chosen so that there
are no first derivative terms in the differential equation. Furthermore, in this coordinate
system it can be easily seen that the vacuum metric takes the conformally flat form:

1
dx dx + dz2 .
(15)
ds 2 =
2
g(z)
2 Here we have ignored the radion modes that could be used to stabilize the brane positions L and L . For
1
2
discussion and possible stabilization mechanisms, see [16].
230
The potential (11) always gives rise to a massless graviton zero mode which reflects the
fact that Lorentz invariance is preserved in 4D spacetime. Its wavefunction is given by:
A
b(0) =
(16)
[g(z)]3/2
with normalization factor A determined by the requirement
Zz2
(0) 2
b (z) = 1,
dz
z2
chosen so that we get the standard form of the FierzPauli Lagrangian (the same holds for
the normalization of all the other states).
For the massive KK modes the solution is given in terms of Bessel functions. For y lying
in the regions A [0, L1 ] and B [L1 , L2 ], we have:
s

g(z)
mn
mn
g(z) + AJ2
g(z)
Y2

k
k
k
A
1
1
1
(n)
b
s
.
(17)
= Nn

g(z)
mn
mn
g(z) + B2 J2
g(z)
B1 Y2
k2
k2
k2
The boundary conditions (one for the continuity of the wavefunction at z1 and three for
the discontinuity of its first derivative at 0, z1 , z2 ) result in a 4 4 homogeneous linear
system which, in order to have a nontrivial solution, should have a vanishing determinant:

Y1 km
J1 km1
0
0

1

m
m

g(z
)
J
g(z
)
0
0
Y
1 k2
2
1 k2
2

q
q

(18)
Y m g(z ) J m g(z ) k1 Y m g(z ) k1 J m g(z ) = 0.

1 k1
1
1 k1
1
1
1
1
1
k
k
k
k
2
2
2
2

q
q

Y2 m g(z1 ) J2 m g(z1 ) k1 Y2 m g(z1 ) k1 J2 m g(z1 )
k1
k1
k2
k2
k2
k2
(The subscript n on the masses mn has been suppressed.)
2.1. Masses and couplings
The above quantization condition determines the mass spectrum of the model. The
parameters we have are k1 , k2 , L1 , L2 with the restriction k1 < k2 < M and k1 k2 so
that we do not introduce a new hierarchy. It is more convenient to introduce the parameters
x = k2 (L2 L1 ), w = ek1 L1 and work instead with the set k1 , k2 , x, w. From now on
we will assume that w 1 (w O(1015 ) as is required if the model is to provide an
explanation of the hierarchy problem).
For the region x & 1 it is straightforward to show analytically that all the masses of the
KK tower scale in the same way as x is varied:
mn = n k2 wex ,
(19)
where n is the nth root of J1 (x). This should be compared with the KMPRS ++
model in which m1 kwe2x and mn+1 kwex , where x is the separation between the
231
and the second + brane. This significant difference can be explained by the fact that
in the ++ case the negative tension brane creates a potential barrier between the two
attractive potentials created by the positive tension branes. As a result the wave function in
the region of the brane is small due to the tunneling effect. The two attractive potentials
support two bound states, one the graviton and the other the first KK mode. The mass
difference between the two is determined by the wave function in the neighbourhood of
the brane and is thus very small. On the other hand the wave function between the two
+ branes in the ++ configuration is not suppressed by the need to tunnel and hence
the mass difference between the zero mode and the first KK mode is also not suppressed.
This has as result the two + branes behave approximately as one. This becomes even
more clear when x 1 where the model resembles the + RS construction. Indeed, in
this limit the mass spectrum becomes mn = n k2 ek2 L2 which is exactly that of the +
RS model with orbifold size L2 and bulk curvature k2 .
In the region x . 1 the relation of Eq. (19) breaks down. As reduce x the second
+ comes closer and closer to the brane and in the limit x 0 (i.e. L2 = L1 ) the
combined brane system behaves as a single brane, reducing to the + RS model.
In this limit the spectrum is given by:
mn = n k1 w
(20)
which is just the one of the + RS model. In the region 0 6 x . 1 the mass spectrum
interpolates between the relations (19) and (20).
The fact that there is nothing special about the first KK mode is true also for its coupling
on the second + brane. The interaction of the KK states on the second + brane is given
by:

X
g(z1 ) 3/2 (n)
b (z1 ).
an h(n)
(x)T
(x),
with
a
=
(21)
Lint =
M
n>0
In the RS limit (x = 0) all the states of the KK tower have equal coupling given by:
1
.
(22)
wMPl
As we increase x, the lower a state is in the tower, the more strongly it couples, i.e.
a1 > a2 > a3 > (with a1 < (wMPl )1 ) and tends to a constant value for high enough
levels. At some point this behaviour changes, the levels cross and for x & 1 the situation
is reversed and the lower a state is in the tower, the more weakly it couples, i.e. a1 <
a2 < a3 < . In this region it is possible to obtain a simple analytical expression for the
couplings:
3/2
k2
8n2
1 3x
e .
(23)
an =
J2 (n ) k1
wMPl
an =
Here, we also see that the first KK state scales in exactly the same way as the remaining
states in the tower with respect to x, a behaviour quite different to that in the KMPRS
model in which the coupling is x-independent. Furthermore, the coupling falls as e3x , i.e.
much faster than ex as one would naively expect. This can be explained by looking at the
232
origin of the x-dependence of the wavefunction. For increasing x the normalization volume
coming from the region between L1 and L2 dominates and the normalization constant in
(17) scales as Nn e3x . This rapid decrease is not compensated by the increase of the
value of the remaining wavefunction (which from (17) is approximately constant). Thus,
although the two + branes in the large x limit behave as one as far as the mass spectrum
is concerned, their separation actually makes the coupling of the KK modes very different.
3. The four-brane ++ model

In this section we discuss the four-brane model in order to clarify the relation between
the bigravity KMPRS model [8] with the GRS model [10]. In particular we wish to
explore and compare the modification of gravity at large scales predicted by each model.
In the case of the KMPRS ++ model, in the limit of very large x, gravity
results from the net effect of both the massless graviton and the ultralight first KK
state. The modifications of gravity at very large distances come from the fact that the
Yukawa type suppression of the gravitational potential coming from the KK state turns
on at the Compton wavelength of the state. On the other hand, the GRS model has a
continuous spectrum with no normalizable zero mode. However, the values of the KK
states wavefunctions on the + brane have a resonance-like behaviour [17] which give
rise to 4D gravity at distances smaller than the Compton wavelength of its width. Beyond
this scale gravity becomes five-dimensional.
The four-brane GRS configuration can be obtained from the KMPRS model by cutting
the brane in half, i.e. instead of having one brane, one can take two branes of
half the tension of the original one (1/2 branes), having flat spacetime between them
(see Fig. 2). Finally if the second + brane is taken to infinity together with one of the
1/2 branes we shall get precisely the GRS picture.
Fig. 2. ++ configuration with scale equivalent + branes. The distance between the + and
1/2 branes is l = L1 = L3 L2 while the distance between the 1/2 branes is l = L2 L1 .
The curvature of the bulk between the + and 1/2 branes is k.
233
Let us discuss the four-brane ++ model in more detail. It consists of 5D space

time with orbifold topology with four parallel 3-branes located at L0 = 0, L1 , L2 and L3 ,
where L0 and L3 are the orbifold fixed points (see Fig. 2). The bulk cosmological constant
is negative (i.e. AdS5 spacetime) between the branes with opposite tension and zero (i.e.
flat spacetime) between the two 1/2 branes. The model has four parameters namely
L1 , L2 and L3 and . For our present purposes we consider the symmetric configuration,
leaving 3 parameters, l, l and , where l L1 = L3 L2 and l L2 L1 . In the
absence of matter the model is described by Eq. (1) with

0, y [L1 , L2 ],
(24)
(y) =
, y [0, L1 ] [L2 , L3 ].
By considering the ansatz (2), the warp function (y) must satisfy:

X Vi
0, y [L1 , L2 ],
00
0 2
(y Li ) and ( ) = 2
=
3
, y [0, L1 ] [L2 , L3 ],
k
12M
(25)
where
k=
24M 3
is a measure of the bulk curvature and we take V0 = V3 = 2V1 = 2V2 V . The solution
for y > 0 is:
y [0, L1 ],
ky,
y [L1 , L2 ],
(26)
(y) = kL1 ,
kL1 + k(L2 y), y [L2 , L3 ].

Furthermore, 4D Poincar invariance requires the fine tuned relation:
.
(27)
k
In order to determine the mass spectrum and the couplings of the KK modes we consider
linear massive metric fluctuations as in Eq. (8). Following the same procedure we find
b(n) (z) obeys a Schrdinger-like equation with potential V (z) of the
that the function
form:
V =
V (z) =

15k 2
(z) (z z1 ) + (z z2 ) (z z3 )
2
8[g(z)]

3k
(z) 12 (z z1 ) 12 (z z2 ) + (z z3 ) .
2g(z)
The conformal coordinates now are given by:

ky
e 1
k
kl
z (y l)ekl + e 1 ,
1 e2kl+kl eky + l ekl + 2 ekl 1 ,

k
k
k
(28)
y [0, L1 ],
y [L1 , L2 ],
y [L2 , L3 ],
(29)
234
z [0, z1 ],
kz + 1,
g(z) = kz1 + 1,
z [z1 , z2 ],
k(z2 z) + kz1 + 1, z [z2 , z3 ],
(30)
where z1 = z(L1 ), z2 = z(L2 ) and z3 = z(L3 ).

The potential (28) again gives rise to a massless graviton zero mode whose wavefunction
is given by (16) with the same normalization convention. Note, however, that in the limit
l this mode becomes nonnormalizable (GRS case). The solution of the Schrdinger
equation for the massive KK modes is:
q

g(z)
mn
mn

k Y2 k g(z) + AJ2 k g(z)
A
(n)
b
B1 cos(mn z) + B2 sin(mn z)
,
(31)
B = Nn

C
g(z) C Y mn g(z) + C J mn g(z)
1 2 k
2 2 k
k
where A = [0, z1 ], B = [z1 , z2 ], and C = [z2 , z3 ]. We observe that the solution in the first
and third interval has the same form as in the ++ model. The new feature is the
second region (flat spacetime). The coefficients that appear in the solution are determined
by imposing the boundary conditions and normalizing the wavefunction.
The boundary conditions (two for the continuity of the wavefunction at z1 , z2 and
four for the discontinuity of its first derivative at 0, z1 , z2 and z3 ) result in a 6 6
homogeneous linear system which, in order to have a nontrivial solution, should have
vanishing determinant. It is readily reduced to a 4 4 set of equations leading to the
quantization condition:

m Y m m
1 k

Y g
J 2 g1
0
cos(mz1 ) sin(mz1 )

2 1k
m
k
J1 k

m Y1 m
m

Y g
k
0
sin(mz1 ) cos(mz1 )

1 1 k J m J 1 g1 k

1 k

m Y g m
m

1 3k

J 1 g2
0
sin(mz2 ) cos(mz2 ) Y1 g2

k
k
J 1 g3 m

k

m Y 1 g3 m
m

k J g

g
0
cos(mz
)
sin(mz
)
Y
+
2
2
2 2
2 2

k
k
J g m
1
=0
3k
(32)
with g1 = g(z1 ), g2 = g(z2 ) and g3 = g(z3 ). Here we have suppressed the subscript n on
the masses mn .
3.1. The mass spectrum
The above quantization condition provides the mass spectrum of the model. It is
convenient to introduce two dimensionless parameters, x = kl and x = kl (cf. Fig. 2)
and we work from now on with the set of parameters x, x and k. The mass spectrum
depends crucially on the distance x . We must recover the KMPRS spectrum in the limit
x 0, and the GRS spectrum in the limit x . From the quantization condition,
235
Eq. (32), it is easy to verify these features and show how the ++ spectrum smoothly
interpolates between the KMPRS model and the GRS one. It turns out that the structure of
the spectrum has simple x and x dependence in three separate regions of the parameter
space:
3.1.1. The three-brane ++ region
For x . 1 we find that the mass spectrum is effectively x -independent given by the
approximate form:
(33)
m1 = 2 2ke2x ,
mn+1 = n kex ,
n = 1, 2, 3, . . . ,
(34)
where 2i+1 is the (i + 1)th root of J1 (x) (i = 0, 1, 2, . . .) and 2i is the ith root of J2 (x)
(i = 1, 2, 3, . . .). As expected the mass spectrum is identical to the one of the KMPRS
model for the trivial warp factor w = 1. The first mass is manifestly singled out from the
rest of the KK tower and for large x leads to the possibility of bigravity.
3.1.2. The saturation region
For 1 x e2x we find a simple dependence on x given by the approximate analytic
form:
e2x
m1 = 2k ,
x
mn+1 = nk
(35)
ex
,
x
n = 1, 2, 3, . . . .
(36)
As x increases the first mass decreases less rapidly than the other levels.
3.1.3. The GRS region
For x e2x the first mass is no longer special and scales with respect to both x and
x in the same way as the remaining tower:
mn = nk
ex
,
x
n = 1, 2, 3, . . . .
(37)
The mass splittings 1m tend to zero as x and we obtain the GRS continuum of
states. The behaviour of the spectrum is illustrated in Fig. 3.
3.2. Multigravity
Armed with the details how the spectrum smoothly changes between the KPMRS
model (x = 0) and the GRS model (x ), we can now discuss the possibilities
for modifying gravity at large distances. The couplings of the KK states with matter on the
left + brane are readily calculated by the interaction Lagrangian (21) with:

g(0) 3/2 (n)
b (0).
(38)
an =
M
236
Fig. 3. The behaviour of the mass of the first five KK states in the three regions of simple x, x
dependence. The first dot at zero stands for the graviton.
3.2.1. Bigravity region

In the KPMRS limit, x 0, the first KK mode has constant coupling equal to that of
the 4D graviton:
1
2M 3
,
(= a0 ), where M2 =
M
k
while the couplings of the rest of the KK tower are exponentially suppressed:
a1 =
an+1 =
1
q
M J 2
1
ex
mn ex
+ J22
k
mn ex
k
n = 1, 2, 3, . . . .
(39)
(40)
The gravitational potential is computed by the tree level exchange diagrams of the 4D
graviton and KK states which in the newtonian limit is:
V (r) =
N
X
n=0
an2
emn r
,
r
(41)
where an is the coupling (38) and n = 0 accounts for the massless graviton. The summation
stops at some very high level N with mass of the order of the cutoff scale M.
In the bigravity scenario, at distances r m1
1 , the first KK state and the 4D graviton
contribute equally to the gravitational force, i.e.:

GN
1 1 em1 r
+
,
(42)
Vld (r) 2
r
r
M r
where GN 2/M2 . For distances r & m1
1 the Yukawa suppression effectively reduces
gravity to half its strength. Astronomical constraints and the requirement of the observability of this effect demand that for k MPl we should have x in the region 6570. Moreover,
at distances r . m1
2 the Yukawa interactions of the remaining KK states are significant
and will give rise to a short-distance correction. This can be evaluated by using the asymptotic expression of the Bessel functions in (40) since we are dealing with large x and
summing over a very dense spectrum, giving:
Vsd (r) =
N
GN X
k mn emn r
.
k
2ex 2k r
n=2
(43)
237
At this point we exploit the fact that the spectrum is nearly continuum above m2 and turn
the sum to an integral with the first factor in (50) being the integration measure, i.e.
Z
X
X k
=
1m dm
2ex
(this follows from Eq. (34) for the asymptotic values of the Bessel roots). Moreover, we
can extend the integration to infinity because, due to the exponential suppression of the
integrand, the integral saturates very quickly and thus the integration over the region of
very large masses is irrelevant. The resulting potential is now:
Z
GN
Vsd (r) =
k
dm
m emn r
.
2k r
(44)
m2
The integration is easily performed and gives:

Vsd (r) '
GN 1 + m2 r m2 r
e
.
2r (kr)2
(45)
We see these short-distance corrections are significant only at Planck scale lengths k 1 .
3.2.2. The GRS region
In the GRS limit, x e2x , we should reproduce the resonance-like behaviour of the
coupling in the GRS model. In the following we shall see that indeed this is the case and
we will calculate the first-order correction to the GRS potential for the case x is large but
finite.
For the rest of the section we split the wavefunction (31) in two parts, namely the
e(n) (z), i.e.
b(n) (z) = Nn
e(n) (z).
normalization Nn and the unnormalized wavefunction
The former is as usual chosen so that we get a canonically normalized PauliFierz
(n)
Lagrangian for the 4D KK modes h and is given by:
1/2
Nn2 =
Zz1
2
(n) 2
e (z) +
dz
e(n) (z)
2
e(n)
(0) '
(46)
(n) 2
e (z)
dz
z1
The value of
Zz2
on the left + brane is, for mn k:
16k 3
2 m4n
(47)
It is convenient to split the gravitational potential given by the relation (41) into two
parts:
N
V (r) =
x
N
1 X
emn r 2 2
1 X emn r 2 2
e
e(n) (0).
N
Nn
(0)
n (n)
3
3
M
r
M
r
n=1
(48)
n=Nx
As we shall see this separation is useful because the first Nx states give rise to the longdistance gravitational potential Vld while the remaining ones will only contribute to the
short-distance corrections Vsd .
238
3.2.2.1. Short-distance corrections. We first consider the second term. The normalization constant in this region is computed by considering the asymptotic expansions of the
Bessel functions with argument g(z1 )mn /k. It is easily calculated to be:

3 m5n
1
Nn2 =
.
(49)
32k 3g(z1 )x 1 + 2/x
If we combine the above normalization with unnormalized wavefunction (47), we find

N
1 X
1
k mn emn r
.
Vsd (r) ' 3
M
x ex 2k r
1 + 2/x
(50)
n=Nx
Since we are taking x e2x , the spectrum tends to continuum, i.e. Nn N(m),
e(n) (0)
e(m), and the sum turns to an integral where the first factor in (50) is the
integration measure, i.e.

Z
X
X k
=
1m
dm
x ex
(cf. Eq. (37)). Moreover, as before we can again extend the integration to infinity. Finally,
we expand the fraction involving x keeping the first term in the power series to obtain the
potential:
1
Vsd (r) ' 3
M
Z
m0

emr m
2
dm
1
,
r 2k
x
where m0 = kex . The integral is easily calculated and the potential reads:

GN 1 + m 0 r
2
1
em0 r ,
Vsd (r) '
2r (kr)2
x
(51)
(52)
where we identified GN k/M 3 for reasons to be seen later. The second part of the
above potential is the first correction coming from the fact that x is finite. Obviously
this correction vanishes when x . Note that the above potential gives corrections to
the Newtons law only at distances comparable to the Planck length scale.
3.2.2.2. Multigravity: 4D and 5D gravity. We turn now to the more interesting first
summation in Eq. (48) in order to show that the coupling indeed has the resonance-like
behaviour for 1m 0 responsible for 4D newtonian gravity at intermediate distances
and the 5D gravitational law for cosmological distances. This summation includes the KK
states from the graviton zero mode up to the Nx -th level. The normalization constant in
this region is computed by considering the series expansion of all the Bessel functions
involved. It is easily calculated to be:
"
#
2 m4n
1
2
,
(53)
Nn '
4g(z1 )4 x m2 + 2 + 8k 24
n
g(z1 ) x
239
where = 4ke3x . If we combine the above normalization with the unnormalized

wavefunction (47), we find that the long-distance gravitational potential is:
"
#
Nx
1
1 X k
4k 2 emn r
.
(54)
Vld (r) = 3
2
2
x ex g(z1 )3 r
M
m2 + + 8k 4
n
n=0
g(z1 ) x
P
Again,
since we are taking x e2x , the above sum will turn to an integral with 1m
R
dm. Moreover, we can safely extend the integration to infinity since the integral saturates
very fast for m . /4 rc1 kex . If we also expand the fraction in brackets keeping the
first term in the power series, we find the potential:
1
Vld (r) ' 3
M
Z
dm
0
1
+ 3
M
Z
dm
0
1
4k 2 emr
(z1 )3 r m2 + 2 /4
1
32k 4
emr
.
7
2
x g(z1 )
r (m + 2 /4)2
(55)
The first part is the same as in the GRS model potential, whereas the second one is the
first correction that comes from the fact that x is still finite though very large. Note that
the width of the resonance scales like e3x , something that is compatible with the scaling
law of the masses (mn = nkex /x ), since we are working at the region where x e2x ,
i.e. mn nke3x . The above integrals can be easily calculated in two interesting limits.
For k 1 r rc the potential is given approximately by:

e2x
GN
1
,
(56)
Vld (r rc ) '
r
x
where we have identified GN k/M 3 to obtain the normal 4D newtonian potential. Note
that since x e2x , the 1/x term is indeed a small correction.
In the other limit, r rc , the integrand is only significant for values of m for which
the m2 term in the denominator of the BreitWigner can be dropped and the potential
becomes:

GN rc
2e2x
1
.
(57)
Vld (r rc ) '
x
r 2
The fact that newtonian gravity has been tested close to the present horizon size requires
that for k MPl we should have x & 4550.
Finally we note that if we take the x we recover the GRS result:
lim V++ (r, x ) = VGRS (r).
(58)
3.2.2.3. Back to 4D gravity. As we have just seen, probing larger distances than rc , the
4D gravitational potential changes to a 5D one. This is the most significant characteristic
of the GRS model. In the case that x is large compared to e2x but still finite, there
is another distinct region of interest, namely r m1
1 . This follows from the fact that,
240
Fig. 4. The behaviour of the coupling, a(m), in the limit of x e2x . Three regions of interest are
indicated. The region m > m0 gives rise to short-distance corrections. The m1 m mc region
gives rise to 4D gravity at intermediate distances and 5D gravity at ultralarge distances. For distances
r m1
1 , the zero mode gives the dominant contribution and thus we return to 4D gravity.
in this limit, the spectrum is still discrete. For distances larger than of the order of the
corresponding wavelength of the first KK mode, the contribution to gravity from the KK
tower is suppressed and thus the zero mode gives the dominant contribution, leading to
the 4D newtonian potential again. In this case the strength of the gravitational interaction
is a small fraction of the strength of the intermediate 4D gravity. More precisely, the
contribution of the massless graviton is 1/x suppressed and thus vanishes when x ,
something that is expected since in this limit there is no normalizable zero mode. The
gravitational potential in this case is
V4D (r) =
1 1 2 2
GN e2x
e
N
(0)
=
M 3 r 0 (0)
r x
(59)
Obviously this 4D region disappears at the limit x since the spectrum becomes
continuum and thus the 5D gravity window extents to infinity. We should note finally
that for the values of x that we consider here this final modification of gravity occurs at
distances well above the present horizon.
4. The Crystal Universe model

The last model we consider is the crystal universe introduced in [12] (see also [13]). It
consists of an infinite array of parallel 3-branes in a 5D AdS space with cosmological
constant . For simplicity we assume that the branes are equidistant with distance, l,
between two successive branes. Needless to say, in this case all the + branes have
warp factor w = 1 with respect to a + brane sitting at the origin of the 5th dimension
coordinate. The metric ansatz that has 4D Poincar invariance is again given by Eq. (2)
where the (y) function is constrained by the the Einstein equations to have the sawtooth
form:
241
Fig. 5. The Crystal Universe made up of an infinite array of + and branes with lattice spacing l
and bulk curvature k.
(y) = k
+
X

(y 2j l) 2 (y 2j l) y (2j 1)l y (2j + 1)l . (60)
j =
The tensions of successive branes are required to be opposite and equal to /k, where
r
k=
24M 3
is a measure of the curvature of the bulk and M the 5D fundamental scale.
We consider the general fluctuations around the previous vacuum ansatz of the form (8)
and decompose as usual the perturbation tensor h (x, y) as
Z
(61)
h (x, y) = dm h (m, x) (m, y),
where (m, y) is a complex function that arises from the linear combination of the
independent graviton polarizations. This leads to the Schrdinger equation (10) for the
b(m, z) (m, y)e/2 with potential
wave function
V (z) =
+
3k X
15k 2
()j (z zi ).
8[g(z)]2 2g(z)
(62)
j =
The z coordinates have been defined as usual to be the ones that make the background
metric conformally flat. In these coordinates the branes sit at the points
zj = j
ekl 1
j zl
k
and the function g(z) is:

g(z) = 1 + k
+
X

(z z2j ) 2 (z z2j ) (z z2j 1 ) (z z2j +1 ) .
(63)
j =
The solution of the Schrdinger equation for the wavefunctions for two adjacent cells is
given [12] in terms of Hankel functions:
A
1

m
m
g(z)
C
B
b(m, z) = Nm
H2+
H2
g(z) +
g(z)
2iqzl
2iqzl
(64)
e
e
A
k
k
k
2iqzl
2iqzl
e
B
C
e
242
in the regions z [0, zl ], z [zl , 2zl ], z [2zl , 3zl ] and z [3zl , 4zl ], respectively. 3 In
the above expression Nm is an overall normalization constant, q is the Bloch wave quasimomentum and the constants A, B, C are given by:
+ +
+
+ 2iqzl +
+
h2 2h+
h+
1 h2 + h1 h2 h2 h1 h2 h1 h2 e
1 h2 h2
,
(65)
A = +

h h + h h+ h + h h+ h+ h e2iqzl h 2h h h +
1
B =
C =
+

h+
1 h2 + h1 h2 + 2h1 h2 A
+
+
h
1 h2 h1 h2
(66)
+
+
+
2h+
1 h2 + h1 h2 + h1 h2 A
,
(67)
+
h+
1 h2 h1 h2

m
m
where h
n Hn k g(zl ) and hn Hn k . The above coefficients of the Hankel
functions were determined by the boundary conditions, i.e. continuity of the wavefunction
at zl , 2zl , 3zl , discontinuity of its first derivative at zl , 3zl and the Bloch wave conditions
relating the wavefunction at the edges of each cell. The last remaining boundary condition
of the discontinuity of the first derivative of the wavefunction at 2zl gives us the band
equation connecting q and m. We disagree with the relation given in [12] and instead we
find:
(j2 y1 + j1 y2 )(2 y1 + 1 y2 ) 21 2 y1 y2 2j1 j2 y1 y2
f (m), (68)
cos(2qzl ) =
(j2 y1 j1 y2 )(2 y1 1 y2 )

where again jn Jn mk g(zl ) , yn Yn mk g(zl ) and n Jn mk , yn Yn mk . This
dispersion relation always gives a band at zero as is to be expected intuitively. Defining
the parameter x kl, we see that for x & 10 we may reliably approximate the width of the
zero mode band by:
(69)
0 = 2 2ke2x ,
while the separation of the zeroth and the first band is
11 = 1 kex
(70)
with 1 the 1st root of J1 (x). This characteristic behaviour of the above widths with respect
to x implies that we can have a viable multigravity scenario if 01 & 1026 cm and at the
same time 111 & 1 mm. This can happen for k MPl and x 68.
The band structure has the following form. The first bands have very narrow widths i
with spacing 1i between them (i.e. between the ith and the (i 1)th band), which are
approximately:
i i i2 ke3x ,
1i (i i1 )ke
(71)
x
(72)
where 2n+1 is the (n + 1)th root of J1 (x), 2n is the nth root of J2 (x), and
2n+1 =
Y1 (2n+1 )
,
4 J2 (2n+1 )
2n =
Y2 (2n )
.
4 J1 (2n )
3 We use as [12] Hankel instead of real Bessel functions in order to encode the gravitons phase rotation.
243
As we move on to higher bands their width is increasing and the spacing between them is
decreasing. In the limit m , the spacing disappears, i.e. 1i 0, while their width
tends to i 2 kex . In this limit the function f (m) in (68) tends to f (m) = cos(2zl m)
and we have no forbidden zones.
In order to find the gravitational potential we should at first find how the KK
modes couple to matter and determine their spectral density. Instead of working with
wavefunctions in an infinite extra dimension with continuous normalization, it is more
convenient effectively to compactify the system to a circle of length 2N l, by assuming that
we have a finite crystal of N cells [2j l, 2(j + 1)l]. We shall find the gravitational potential
is independent of N , so we will be able to take the limit N and decompactify the
geometry.
In this regularization scheme we can readily see that the ever-present zero mode,
corresponding to the 4D graviton, has the wavefunction
p
k/N
b
(73)
(0, z) =
[g(z)]3/2
and its coupling to matter on the central positive brane is
r
1 1
k
1
.
a(0) =
3
N M
N M
(74)
The wavefunction (73) is a smooth limit of (64) for m 0. Indeed, for large x we find
the normalization constant in (64) in the region of the zero mode band is approximately:
2 1
(75)
Nm = 2 .
zl m N
The approximation of the Hankel functions with their first term of their power series proves
our previous claim. Furthermore, we can see that the KK states in the whole zero mode
band for large x will couple to matter in the central positive brane as
1 1 i(m)
e
a(m) =
N M
(76)
with (m) an unimportant m-dependent phase that does not appear in observable
quantities.
In the limit m the Hankel functions can be approximated by their asymptotic form.
The wavefunction is then almost constant in z-space and the KK states couple to matter on
the central positive brane as:
1
1
ei(m) ,
a(m) =
N 2ex M
(77)
where again (m) is an unimportant m-dependent phase. The couplings in the low-lying
bands interpolate between the above limiting cases.
The standard procedure to calculate the spectral density is at first to find the number
of states with masses smaller than m and then differentiate with respect to m. In our
244
Fig. 6. Spectral density for the first three bands.
regularization prescription it is straightforward to count the states in the quasimomentum

space with masses lighter that m. The latter is simply:
N zl
q,
Ntot (m) =
(78)
so the spectral density is its derivative:

(m) =
N
1
df (m)
dNtot (m) N zl dq
=
= ()
,
p
dm
dm
2 1 f (m)2 dm
(79)
where the plus and minus signs will succeed each other for neighboring bands, starting with
minus for the zero mode band. For the zero band we can have a reliable approximation for
large x of the above function:
(m) = N
1
1
p
.
0 1 (m/0 )2
(80)
Thus the spectral density diverges as m 0 but the divergence is integrable and does
not cause any problem to the following calculations.
p Actually, the spectral density diverges
at the edges of every band since at these points 1 f (m)2 0 while df (m)/dm 6= 0.
The only point that this does not happen is at m = 0 where df (m)/dm 0 in such a way
that the result is finite.
In the limit m the bands disappear and the spectrum has constant spectral density
(m) = N
ex
.
k
(81)
The gravitational potential, taking into account the Yukawa suppressions of the KK
states, is simply
Z
V (r) =

2
emr
.
dm a(m) (m)
r
For distances r 111 we have the effective potential:
(82)
1 1
V (r) = 2
M r
Z0
0
(m) mr
1 1
dm
=
e
N
M2 r
Z1
0
245
e(0 r)
d p
1 2

1 1
I0 (0 r) L0 (0 r) ,
=
(83)
2M2 r
where I0 is the 0th modified Bessel function and L0 is the 0th modified Struve function.
The gravitational potential is N -independent as expected. For distances 111 r
01 the above functions tend to I0 (0 r) 1 and L0 (0 r) 0, so we recover the 4D
Newton law with GN = 12 /M2 :

GN
.
(84)
V r 01 =
r
On the other hand, for distances r 01 the asymptotic expansion of the difference of
the modified Bessel and Struve functions gives a 5D Newton law:

2GN 1
.
(85)
V r 01 =
0 r 2
In case we take the crystal to be finite, there will appear a region for r m1
1 where
gravity will turn again to 4D. However, as explained in the previous section, this region is
well above the universe horizon and thus of no phenomenological interest.
Finally, for distances r . 111 we will start to feel the short-distance Yukawa type
modifications to gravity due to the presence of the bands above the zeroth one. As in the
zero hierarchy bigravity and ++ multigravity model we expect these corrections
to be important at scales of order the Planck length.
5. Discussion and conclusions

We have shown that in models in which negative tension branes are sandwiched
between positive tension branes there are anomalously light KK states that can lead to
modifications of gravity. So far we have implicitly assumed that the gravitational force
generated by a massive graviton is identical to that generated by a massless one but this is
not, in general, the case because the massive graviton has additional degrees of freedom
which do not decouple in the massless limit. As a result the interaction generated by a
massive graviton violates the normal 4D relation between the gravitational interactions of
matter and light. This may be seen explicitly from the form of the massive and massless
graviton propagators. Up to terms involving momentum vectors which do not contribute to
T G, T due to momentum conservation, the propagator has the form [18,19]

Z
dp4 1/2 g g + g g tg g ip(xx 0)
,
0
e
(x x ) =
,
(86)
G
(2)4
p2 m2 i
where, for m 6= 0, t = 1/3 but for m = 0, t = 1/2. The difference between the two
propagators
Z
1
dp4
g g
0
eip(xx )
G, (x x 0 ) =
4
2
2
6 (2) p m i
246
is due to the additional helicity components needed for a massive graviton. There are
three additional components needed. Two, corresponding to the graviphotons, decouple at
low energies as they are derivatively coupled to the conserved energy-momentum tensor.
The third, corresponding to a scalar component, does not decouple and is responsible
for G. The contribution of G to the one-graviton exchange amplitude for any two
1 and T 2 vanishes for light for which T = T = 0 but
four-dimensional sources T
not for matter because T = T00 6= 0, hence the normal 4D gravity relation between
the interactions of matter and light is violated as was first pointed out by Dvali et
al [20]. This is inconsistent with observation, for example the bending of light by
the sun.
It has been argued that this violation does not occur in the models discussed above. Two
mechanisms have been identified. The first [21] involves a cancellation of the contribution
from G due to an additional scalar field, the radion, the moduli field associated with the
size of the new dimension. This cancellation was related to the bending of the brane due
to the matter sources following the approach suggested by Garriga and Tanaka [22]. This
field must have unusual properties because it is known that a normal scalar contributes
with the same sign as G and therefore cannot cancel it. An explicit computation of
Pilo et al. [23] of the properties of the radion in the GRS model show that it indeed has
a negative kinetic energy term leading to a contribution which cancels the troublesome
G contribution. As a result the theory indeed gives rise to 4D gravity at intermediate
distances. The presence of the ghost radion field is worrying for the consistency of the
theory for it gives rise to antigravity at extremely large scales when the theory become
five-dimensional. Moreover as the ghost energy is unbounded from below it is likely that
any theory is unstable when coupled to such a state [24]. It has been suggested that the
problems associated with the ghost apply to all theories in which there is a negative tension
brane sandwiched between positive tension branes because such theories violate the weak
energy condition [17,25]. The latter has been shown [26] to require 00 (y) > 0 and, as we
have seen, models which have intermediate negative tension branes violate this condition.
However it is not clear that theories that violate the weak energy condition are unacceptable
[28]. Indeed it has been demonstrated that any theory involving a scalar field necessarily
violates the condition [29] and the condition also does not apply to the gravitational sector
[30]. Certainly more work is needed to clarify these issues.
The second mechanism capable of cancelling the G contribution was identified in
[11] offers some hope that the problems associated with the ghost state may be avoided.
The mechanism follows from the underlying 5D structure of the theory. The graviton
propagator in five dimensions has the tensor structure [19]

GMN,P Q 1/2 g MP g NQ + g MQ g NP tg MN g P Q + O pp/p2 ,
(87)
where t = 1/3, i.e. the same as for the massive four-dimensional graviton. The full fivedimensional one-graviton exchange amplitude has the form

1
1
GMN,P Q TP2Q TMN
1/2 g MP g NQ + g MQ g NP tg MN g P Q TP2Q ,
TMN
(88)
247
where TMN is the five-dimensional stress-energy tensor. In the compactifications considered here T5 vanishes but in general T55 does not. Thus the total amplitude can be written
as

1 2
T
tT 1 T 2 + (1 t)T515 T525 t T515 T 2 + T 1 T525
T
1 2 1 1 2
T
2 T T + (1/2 t)T 1 T 2 + (1 t)T515 T525
= T

t T515 T 2 + T 1 T525 .
(89)
The first term in square brackets is the normal four-dimensional amplitude corresponding
to massless graviton exchange. The second term takes account of the G contribution as
well as the contribution from T55 . It may be written in the form
2

1
15
1
T 2T525 .
(90)
6 T 2T5
In [11] it was pointed out that this contribution necessarily vanishes for stable brane
configurations. To see this we first note that all observable amplitudes involving states
confined to the visible sector brane have zero momentum transfer
in the fifth direction. This
R
means that we have to integrate over the fifth coordinate dy G(5) (T 2T55 ). However
it was shown in [27] that this combination vanishes in any theory which stabilises the extra
dimension. As a result the contribution of the second line of Eq. (89) corresponding to
G vanishes and one is left with the usual four-dimensional gravitational interaction. Note
that this explanation does not require a field with negative kinetic energy as it arranges for
the additional (scalar) graviton component associated with a massive graviton to decouple
from matter via a cancellation of the various contributions to the stress energy tensor.
As discussed above there may still be a troublesomeRnegative
kinetic energy radion field
but now it too decouples because it also couples to dy G(5) (T 2T55 ). This may
eliminate the problems associated with a negative kinetic energy scalar. Indeed it suggests
that we should be able to introduce an additional field to cancel the ghost field without
disturbing the 4D structure of the gravitational interactions.
In summary, in this paper we discussed three models based on different brane
configurations, the three-brane ++ model, the four-brane ++ multigravity
model and the crystalline multigravity model. The ++model provides an instructive
example showing that we cannot have special light KK states (and thus multigravity)
without intermediate branes. This model, however, does provide a way of having the
visible sector on a + brane with an hierarchical warp factor. The second ++
multigravity model provides an interpolation between the KMPRS and the GRS models
and leads to a new possibility in which gravity changes from 4D to 5D and then back again
to 4D. The third model, the infinite crystalline multigravity model provides a further
example of how the multigravity scenario appears every time that we have branes
between + branes. Again gravity changes from 4D to 5D at ultralarge distances (and
back to 4D if the crystal is finite). While models with intermediate negative tension branes
have very interesting phenomenological implications there is a question whether they are
consistent as they necessarily violate the weak energy condition [25,26]. Related to this
is the fact that they may have ghost states with negative kinetic energy. We have shown
248
that if the brane configurations are stabilised these ghost states decouple, offering the
possibility that the problems associated with such states may be avoided. Moreover the
same decoupling condition ensures that the gravitational interactions associated with the
KK excitations of gravity responsible for multigravity couple in the usual 4D way to
matter and radiation.
Acknowledgements
We would like to thank N. Mavromatos for useful discussions. S.M.s work is supported
by the Hellenic State Scholarship Foundation (IKY) No. 8117781027. A.P.s work is
supported by the Hellenic State Scholarship Foundation (IKY) No. 8017711802. The work
of I.I.K. and G.G.R. is supported in part by PPARC rolling grant PPA/G/O/1998/00567, the
EC TMR grant FMRX-CT-96-0090 and by the INTAS grant RFBR-950567
References
[1] K. Akama, in: K. Kikkawa, N. Nakanishi, H. Nariai (Eds.), Gauge Theory and Gravitation,
Proceedings of the International Symposium, Nara, Japan, 1982, Springer-Verlag, 1983, p. 267,
hep-th/0001113;
V.A. Rubakov, M.E. Shaposhnikov, Phys. Lett. B 125 (1983) 136;
M. Visser, Phys. Lett. B 159 (1985) 22;
E.J. Squires, Phys. Lett. B 167 (1985) 286.
[2] N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Lett. B 429 (1998) 263;
N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Rev. D 59 (1999) 086004;
I. Antoniadis, N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Lett. B 436 (1998) 257.
[3] L. Randall, R. Sundrum, Phys. Rev. Lett. 83 (1999) 3370.
[4] L. Randall, R. Sundrum, Phys. Rev. Lett. 83 (1999) 4690.
[5] M. Gogberashvili, Mod. Phys. Lett. A 14 (1999) 2025;
M. Gogberashvili, hep-ph/9908347.
[6] N. Kaloper, A. Linde, Phys. Rev. D 59 (1999) 101303;
P. Bintruy, C. Deffayet, D. Langlois, Nucl. Phys. B 565 (2000) 269;
T. Nihei, Phys. Lett. B 465 (1999) 81;
N. Kaloper, Phys. Rev. D 60 (1999) 123506;
C. Cski, M. Graesser, C. Kolda, J. Terning, Phys. Lett. B 462 (1999) 34;
J.M. Cline, C. Grojean, G. Servant, Phys. Rev. Lett. 83 (1999) 4245;
H.B. Kim, H.D. Kim, Phys. Rev. D 61 (2000) 064003;
H.B. Kim, hep-th/0001209;
P. Kanti, I.I. Kogan, K.A. Olive, M. Pospelov, Phys. Lett. B 468 (1999) 31;
P. Kanti, I.I. Kogan, K.A. Olive, M. Pospelov, hep-ph/9912266;
P. Kanti, K.A. Olive, M. Pospelov, hep-ph/0002229.
[7] J. Lykken, L. Randall, hep-th/9908076.
[8] I.I. Kogan, S. Mouslopoulos, A. Papazoglou, G.G. Ross, J. Santiago, hep-ph/9912552.
[9] S. Mouslopoulos, A. Papazoglou, hep-ph/0003207.
[10] R. Gregory, V.A. Rubakov, S.M. Sibiryakov, hep-th/0002072.
[11] I.I. Kogan, G.G. Ross, hep-th/0003074.
[12] N. Kaloper, Phys. Lett. B 474 (2000) 269.
249
[13] S. Nam, JHEP 0003 (2000) 005;

S. Nam, hep-th/9911237.
[14] A. Gorsky, K. Selivanov, hep-th/0005066;
A. Gorsky, K. Selivanov, hep-th/0006044.
[15] H. Hatanaka, M. Sakamoto, M. Tachibana, K. Takenaga, Prog. Theor. Phys. 102 (1999) 1213.
[16] W.D. Goldberger, M.B. Wise, Phys. Rev. D 60 (1999) 107505;
W.D. Goldberger, M.B. Wise, Phys. Rev. Lett. 83 (1999) 4922;
W.D. Goldberger, M.B. Wise, hep-ph/9911457;
O. De Wolfe, D.Z. Freedman, S.S. Gubser, A. Karch, hep-th/9909134;
M.A. Luty, R. Sundrum, hep-th/9910202;
C. Cski, M. Graesser, L. Randall, J. Terning, hep-ph/9911406;
C. Charmousis, R. Gregory, V.A. Rubakov, hep-th/9912160;
T. Tanaka, X. Montes, hep-th/0001092;
S.B. Bae, P. Ko, H.S. Lee, hep-ph/0002224;
U. Mahanta, S. Rakshit, Phys. Lett. B 480 (2000) 176180, hep-ph/0002049;
U. Mahanta, A. Datta, hep-ph/0002183;
J. Garriga, O. Pujols, T. Tanaka, hep-th/0004109;
D. Choudhury, D.P. Jatkar, U. Mahanta, S. Sur, hep-ph/0004233.
[17] C. Csaki, J. Erlich, T.J. Hollowood, hep-th/0002161.
[18] H. van Dam, M. Veltman, Nucl. Phys. B 22 (1970) 397;
V.I. Zakharov, JETP Lett. 12 (1970) 312.
[19] T. Appelquist, A. Chodos, P.G.O. Freund (Eds.), Modern KaluzaKlein Theories, AddisonWesley, 1987.
[20] G. Dvali, G. Gabadadze, M. Porrati, hep-th/0002190.
[21] C. Csaki, J. Erlich, T.J. Hollowood, hep-th/0003020;
R. Gregory, V.A. Rubakov, S.M. Sibiryakov, hep-th/0003045;
G. Kang, Y.S. Myung, hep-th/0003162;
G. Kang, Y.S. Myung, hep-th/0005206.
[22] J. Garriga, T. Tanaka, hep-th/9911055.
[23] L. Pilo, R. Rattazzi, A. Zaffaroni, hep-th/0004028.
[24] G. Dvali, G. Gabadadze, M. Porrati, hep-th/0003054.
[25] E. Witten, hep-ph/0002297.
[26] D.Z. Freedman, S.S. Gubser, K. Pilch, N.P. Warner, hep-th/9904017.
[27] P. Kanti, I.I. Kogan, K.A. Olive, M. Pospelov, hep-ph/9912266.
[28] C. Barcelo, M. Visser, hep-th/0004022;
C. Barcelo, M. Visser, gr-qc/0001099.
[29] C. Barcelo, M. Visser, gr-qc/0003025.
[30] See, J. Ellis, N. Mavromatos, D. Nanopoulos, gr-qc/0005100, and references therein.

Graviscalars from higher-dimensional metrics and

curvature-Higgs mixing
Gian F. Giudice a , Riccardo Rattazzi b , James D. Wells c,d,
a CERN Theory Division, CH-1211 Geneva 23, Switzerland
b INFN and Scuola Normale Superiore, I-56100 Pisa, Italy
c Physics Department, University of California, Davis, CA 95616, USA
d Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA
Received 23 February 2000; accepted 31 July 2000
Abstract
We investigate the properties of scalar fields arising from gravity propagating in extra dimensions.
In the scenario of large extra dimensions, proposed by Arkani-Hamed, Dimopoulos and Dvali,
graviscalar KaluzaKlein excitations are less important than the spin-2 counterparts in most
processes. However, there are important exceptions. The Higgs boson can mix to these particles
by coupling to the Ricci scalar. Because of the large number of states involved, this mixing leads,
in practice, to a sizeable invisible width for the Higgs. In the RandallSundrum scenario, the only
graviscalar is the radion. It can be produced copiously at hadron colliders by virtue of its enhanced
coupling to two gluons through the trace anomaly of QCD. We study both the production and decay
of the radion, and compare it to the Standard Model Higgs boson. Furthermore, we find that radion
detectability depends crucially on the curvature-Higgs boson mixing parameter. 2001 Elsevier
1. Introduction
Recently it was recognized that the fundamental scale of quantum gravity could be
dramatically lower than the Planck scale provided the Standard Model (SM) fields (gauge
bosons and matter) propagate on a 3-dimensional brane and gravity propagates in extra
space dimensions. The smallness of Newtons constant can then be explained by the large
size of the volume of compactification, as suggested by Arkani-Hamed, Dimopoulos and
Dvali (ADD) [1,2]. Another possibility, proposed by Randall and Sundrum (RS) [3], is
to have a non-factorizable geometry where the 4-dimensional massless graviton wave
function is localized away from our brane. If, as motivated by the hierarchy problem, the
E-mail address: jwells@physics.ucdavis.edu (J.D. Wells).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 8 6 - 6
G.F. Giudice et al. / Nuclear Physics B 595 (2001) 250276
251
fundamental gravity scale were not much bigger than a TeV, these scenarios would have
distinctive signatures in collider experiments. In the ADD scenario, the production of an
essentially continuum spectrum of KaluzaKlein (KK) graviton excitations gives rise to
characteristic missing energy signals [48], while in the RS case one expects to see widely
separated and narrow J = 2 graviton modes [9]. Up to now phenomenological analyses
have mainly focused on the production of J = 2 KK modes, although some studies of the
J = 0 modes have been presented in Refs. [6,1013]. (The J = 1 graviphotons are not
coupled at leading order to SM particles.) The purpose of this paper is to discuss in detail
a few interesting aspects of the phenomenology of graviscalars.
At lowest order, the coupling to gravity waves hAB is
1
A = (, i), = 0, . . . , 3, i = 4, . . . , D 1,
(1)
L = hAB T AB ,
2
where A, B run from 0 to D 1, while our brane world volume is along A = . We expect
SM particles to correspond to brane excitations for which the brane itself does not oscillate
in the extra dimensions. This means that for processes involving SM particles, T AB has
non-zero components only along A, B = , . Therefore there is no direct coupling to
the scalar fields hij , i, j > 3. However a coupling arises indirectly since the scalar h
mixes with the hij in the gravitational kinetic terms. The final result is that h at the brane
location includes graviscalars n when expanded in KK eigenmodes
X
cn (n) + {J = 2 modes}.
(2)
h =
n
Here cn are effective coupling constants determined by the fundamental gravity scale and
by the geometry of compactification. Notice that the general covariance of the full theory
constrains these scalars to couple to the trace of the energymomentum tensor. One such
scalar mode is the volume modulus or radion (0) , representing the fluctuations of the
compactification volume. Its coupling is c0 = 1/MP , where MP is the ordinary Planck
mass in the flat geometry of ADD, while in the RS scenario it is roughly c0 = 1/(MP )
1/Mweak , where is the warp factor. On the other hand, in the models that have been
studied so far, the radion is a massless mode and must be stabilized by some mechanism.
Therefore the value of the radion mass depends on additional model-building assumptions
[1416], not just on the geometry.
In the case of 1 extra dimension (D = 5) the radion is the only scalar mode. One could
say that the massive KK excitations of the radion, along with those of the graviphoton,
are eaten by the J = 2 modes to become massive (a massive J = 2 graviton has 5 helicity
components the same as a massless set of fields J = 012). For D > 5 there is, however,
a tower of massive KK graviscalars. At each KK level n there is one and only one such
scalar H (n) coupled to T [4]. In the flat ADD case all these modes have cn 1/MP .
One reason why previous studies have neglected graviscalars is that T vanishes at tree
level for massless fermions and massless gauge bosons, which are the quanta colliding in
high-energy experiments. For these particles the coupling arises only at 1-loop via the trace
anomaly. However things are different, and more interesting, when there are also scalars
propagating on the brane. This is because already at the two-derivative level, scalars can
252
couple non-minimally to gravity. This corresponds to the fact that for a scalar one can
include in the four-dimensional effective action terms involving the Ricci scalar R(g) of
the form
L = MR(g) R(g) 2 + .
2
(3)
As is well known, even for a massless scalar, in order to have T = 0 at tree level one must
add the above terms with M = 0, = 1/6. For all other choices, a massless scalar would
couple to scalar gravitons already at tree level. In the case of the Standard Model Higgs
doublet, the gauge symmetry requires M = 0, but it is difficult to anticipate the precise
expected value for the numerical coefficient . Naive dimensional analysis suggests to
be of order unity. However, if is a Goldstone boson, transforming non-linearly under
a symmetry, then M = 0, = 0. Therefore, if the Higgs is an approximate Goldstone
boson, then we expect a small value of .
The most interesting consequence of the terms in Eq. (3) is a kinetic mixing between
the Higgs and the graviscalar. In the ADD case there is a huge number O(MP2 ) of graviton
modes, forming a near-continuum sufficiently degenerate in mass with the Higgs boson to
allow oscillations. We will show that such oscillations of the Higgs boson into these scalars
are equivalent to an invisible decay on collider time scales. This is a generic prediction of
theories with large extra dimensions: no quantum number forbids the mixing between the
Higgs boson, which lives on the brane, and graviscalars in the bulk. This invisible decay
is also quantitatively interesting since, for mh < 2mW , it competes with the small visible
Higgs decay width into bb.

This paper is organized as follows. In Section 2 we concentrate on the large extra
dimension case. We recall the properties of the KK scalar gravitons coupled to T and
discuss the implications of the operator R . We focus on Higgs-graviton mixing,
clarifying why it leads to invisible Higgs decays. We discuss how this invisible channel can
compete with the standard visible ones. In Section 3 we study the radion phenomenology
in the RS scenario, focusing on radion production and decay. In particular we point out the
role of the QCD trace anomaly in radion production via gluon fusion.
2. Graviscalars from large extra dimensions

Let us first briefly introduce our notation and recall previously known results. In this
section we are considering the case in which the full spacetime is M4 V , where V is
the large-volume compactified space with D 4 extra dimensions. The action of the
theory is given by the D-dimensional Einstein term plus a 4-dimensional brane term
Z
S 2+ Z
M
(4)
d D x g R + d 4 x gind Lsm .
S= D
2
SD is the D-dimensional reduced Planck constant and gind is the induced metric
Here M
on the brane. For the case of a flat brane we are considering we have simply (gind) =
253
g for , = 0 to 3. Upon integrating Eq. (4) over the extra-dimensions we obtain the
SP [1]
4-dimensional reduced Planck mass M
1
SP2 = M
S 2+ V = M
S 2+ (2r) ,
M
(5)
D
D
8GN
where we have assumed for simplicity that the compactified space with volume V is a
SD then we can
-torus of radius r. If we define for convenience MD = (2)/(2+)M
identify
2+
SP2 /r .
=M
MD
(6)
SP then it is possible to have MD M

SP , perhaps as low as the weak scale.
If r 1 M
By linearizing gAB = AB + hAB and expanding hAB in Fourier modes
hAB =
X
n1 =
X
h(n)
AB (x) inj yj /r
e
,
V
n =
(7)
one finds the physical KK modes [4]. In Eq. (7) y are the coordinates of the extra
dimensions, and y = 0 defines the location of our brane. Here we are only interested in
the scalar modes living in h . (The phenomenology of scalar modes corresponding to
brane deformations has been recently considered in Ref. [17].) As shown in Ref. [4], at
each KK level nE there is only one such mode H (En) which, after proper normalization, has
a Lagrangian

X 1
(En)
(E
n)
2
(E
n)
H T ,
H
+ mn H +
L =
SP
2
3M
all nE
r
nE2
3( 1)
,
m2n 2 .
(8)

+2
r
Notice that the equation above is valid only for > 1. For = 1 there are no physical
propagating KK graviscalars.
2.1. Scalar-curvature term
The SM energymomentum tensor is defined as T = Lsm + 2Lsm /g .
However, already at the two-derivative level we can add to Lsm a term coupling the Higgs
field to the Ricci scalar of the induced 4-dimensional metric
Z
(9)
S = d 4 x gind R(gind ) .
This term determines an additional effective contribution to T as can be seen by
expanding g R in the weak gravitational field g = + h

g R = h (x, y = 0)
(10)
and taking the variation of Eq. (9) with respect to h

(new)
(naive)
T
= T
+ 2 ( ).
(11)
The added term is a total derivative and is automatically conserved. The addition of this
term to the stress tensor is a standard technicality in field theory in order to improve
254
the properties of the dilatation current S = T x . In our case, however, since gravity is
coupled, the presence of this term has physical consequences. The added term represents
a spin-0 field, so on-shell the coupling of the spin-2 graviton KK modes are not affected.
The coupling to the scalar KK gravitons H (En) is crucially changed by the addition 1T =
6 ( ).
It is clarifying to write T (new) in the SM by working in the unitary gauge. Here
reduces to the physical real Higgs field h, according to = [(v + h)/ 2, 0], with v =
246 GeV. Then, after using the SM equations of motion, we have

h 2
h
=
(1
6
)
h
h
+
M
V
V
1
+
1
+
T (new)
A
ij
i
j
V
A
v
v

(12)
(v + h)4 (1 3 )m2h (v + h)2 .
2
Here VA and i are, respectively, the massive vector bosons and fermions, and we have
taken a Higgs potential V = (||4 m2h ||2 )/2. Notice that we recovered the standard
result that for conformal coupling = 1/6 the trace is proportional to the truly conformal
breaking parameter, the Higgs mass m2h = v 2 . However for 6= 1/6, the coupling to the
scalar gravitons H (En) is not suppressed by the Higgs mass. This is manifest for the kinetic
and quartic terms of h in Eq. (12). It is also true, but less evident, for the massive vector
bosons whose coupling is proportional to MV2 m2h . This is because the wave function
for a longitudinally polarized vector at high energy is proportional to the term p /MV ,
which removes the mass suppression in Eq. (12). This result is an obvious consequence
of the equivalence theorem, by which the vector boson term in Eq. (12) can be replaced
with the Goldstone boson kinetic term at zeroth order in gweak . The results of Ref. [6] for
the couplings of H (En) correspond to the choice = 0. This explains the absence of a m2h
(or MV2 ) suppression in the calculated scalar graviton width. However, there is really no
good argument to prefer = 0. For instance, quantum corrections renormalize . So it is
reasonable to expect to be of order 1. This will be our assumption in the rest of the paper.
A crucial feature of Eq. (12) is a linear term in the Higgs field 6 vm2h h, which is purely
generated by the interaction in Eq. (9). This term can be read directly from Eq. (11), by
noticing that T (naive) = 2Lsm /g is at least quadratic in h on the stationary point
of Lsm and by using the lowest order equation of motion h = m2h h. Because of the
interaction in Eq. (8), this linear term leads to an H (En) -Higgs mass mixing
Lmix = m2mix h
X
nE
H (En) ,
m2mix
2 vm2h
.
SP
M
(13)
In the presence of such mixing, to extract physical information, one would normally try
to diagonalize the mass matrix to find the eigenvalues and mixing angles. Here this task is
made difficult by the huge number O(MP2 ) of graviton levels mixing with h. (We recall that
the level density around a KK mass mG is dN = V m1

G dmG /(2) .) Moreover some of
them lie very close to m2h so that perturbation theory would not work. On the other hand,
we also do not need all the information contained in the spectrum, as we will never be
255
able to observe a single graviton mode. The information we need can be synthesized into
a single expression for the tree level Higgs propagator Gh (p2 )
X
hhhip2 Gh p2 =
a
p2
|Ua |2
,
m2a + i
(14)
where Ua , ma are the mixing angles and eigenmasses. We can implicitly write Gh by
formally inverting the mass matrix or, which is the same, by summing up the m2mix
insertions. This gives

Gh p 2 =
i
,
p2 m2h + (p2 ) + i
X

1
.
p2 m4mix
p2 |E
n/r|2 + i
(15)
(16)
nE
Now, (p2 ) is a badly-behaved function (in fact it is a distribution) with singularities

at each pole nE2 /r 2 . However, as it is intuitively expected and as we will prove in the
Section 2.2, for observables that do not resolve the single mode the above discrete sum
P
n can be turned into a d qT integral. Then the result becomes quite simple
S2 Z

M
d qT
2
4
P
p ' mmix 2+
p2 qT2 + i
MD
= 2 2 S1
v 2 m4h
2+
MD

ip2 + F , p2 .
(17)
Here S1 is the surface of a unit-radius sphere in dimensions and F (, p2 ) is a cut-off

dependent real polynomial of degree 2 and indicates the cut-off scale at which the
effective theory breaks down. F (, p2 ), the real part of (p2 ), corresponds to a set of
local counterterms renormalizing the Higgs pole mass, residue and other input parameters.
While these renormalizations have physical consequences, (for instance the wave function
4 )) they
renormalization can correct the on-shell Higgs couplings by an amount O(m4h /MD
will play no role in our discussion, as it will become clear in a moment. This is in contrast
to virtual graviton mediated processes at high-energy colliders, where the value of this
function must be hypothesized in order to calculate a rate [4,6,18].
As demonstrated above, the function (p2 ) has a calculable imaginary part. This can
be thought of as a decay of the Higgs into the scalar gravitons H (En) with partial width
G =

m1+
1
Im p2 = m2h = 2 2 v 2 h2+ S1 .
mh
MD
(18)
This result is quite intuitive, when we think in the V limit. The Higgs excites bulk
gravitons via Eq. (13), but these escape in the extra-dimension and never come back.
So even if h could not decay into any SM particle there would still be no asymptotic
Higgs state on the brane because of decay into just one graviton. This is possible because
momentum in the direction transverse to the brane is not conserved. This is analogous to
the case of the radiative decay of an excited nucleus, in the large-mass limit. In Section 2.2
256
we will show that at finite V this decay arises from the overlapping oscillations of the
Higgs into the many accessible 4-dimensional H (En) fields.
Finally, to include the effects of the usual decay modes of the SM Higgs boson we
should just add to (p2 ) the corresponding one-loop bubble diagrams with the appropriate
imaginary parts. We will discuss the phenomenological consequences in Section 2.3.
2.2. Higgs-graviton mixing: discrete versus continuum
In this section we prove that the mixing to a large number of closely spaced levels is
equivalent to a decay. The readers who are already convinced of this assertion and are
satisfied with the arguments given in Section 2.1 may prefer to skip this section.
Consider, for the sake of argument, a close relative to the SM where the Higgs boson
is the lightest particle and is stable. The signal of its production is missing energy. For
instance, the process e+ e Zh leads to a missing momentum k 2 delta function at k 2 =
m2h . In the presence of the mixing in Eq. (13), the missing momentum cross-section for the
same reaction will become
X

d
=
|Ua |2 k 2 m2a SM m2a , E .
(19)
2
dk
a
Here SM (ma , E) is the SM cross section to produce a Higgs of mass ma at center of
mass energy E, and d/dk 2 is a highly discontinuous function that we do not access
experimentally when V . What we measure experimentally is the convolution
Z

d
f k 2 dk 2 ,
(20)
2
dk
where f is any smooth test function spreading over a finite k 2 range. For instance, we can
imagine the functions f to be of the form

f k2 =
((k 2
C
,
2
k )2 + 4 )n
(21)
where characterizes the width of f around a point k 2 . Eq. (20), by using Eqs. (19) and
(14), can be conveniently written as a contour integral
I
Z

2

2
d
2
2
2
2 dk
,
(22)
f
k
=
,
E
f
k
dk
k
G
k
SM
h
2i
dk 2
C
where C consists of the two lines, one just above and the other just below the real k 2 axis,
oriented as in Fig. 1. The path C can be moved away from the real axis, without affecting
the result, as long as the poles of f at Im(k 2 ) = 2 are not crossed. In the limit V
the level separation 1mG 1/V becomes , the width of f . Now it is convenient to
evaluate Eq. (22) on a path C defined by Im k 2 = with 1m2G 2 . On C we can
still approximate (k 2 i ) ' (k 2 ) and f (k 2 + i ) ' f (k 2 ). Moreover, since 1m2G ,

the discrete sum defining Gh in Eqs. (15), (16) involves a function (k 2 m2n + i )1 which
257
Fig. 1. The contour of integration C (solid line) and C (dashed line) in the k 2 k 2 complex plane.
It is assumed that 1m2G 2 , where 1m2G is the splitting between graviton poles.
is no longer rapidly varying from mode to mode. Therefore we can safely convert the sum
to an integral

Z
1
d qT
1
1 X
,
(23)
+O
=
V n k 2 (n/r)2 + i
V
k 2 qT2 + i
where i plays now the role of the usual i. We conclude that for V /1m2G ,
(p2 ) can be replaced by the continuum limit in Eq. (17) and the integral over C reduces
to
Z
Z

2 1

mh G
d
2
f
k
'
dk 2 .
(24)
dk
SM k 2 , E f k 2
2
2
dk
(k m2h )2 + m2h G2
This is the usual BreitWigner formula for a resonance of width G , where G is given
in Eq. (18). Technically what we have shown is that the distribution in Eq. (19) when
acting on a smooth function can be replaced with a continuous BreitWigner function.
The essential ingredient in the simplification of the final expression is that it represents an
inclusive quantity over all the modes that for V become degenerate with the Higgs.
On the other hand, exclusive quantities, representing the production of individual modes,
do not have a smooth V limit.
The Higgs-graviton mixing we are considering should be contrasted to the case of
a mixing between the SM left-handed neutrinos and fermions living in the bulk [19,20].
The resulting neutrino mass is practically zero (it is indeed a 1/MP effect), so the KK
level density that it experiences is very small and only a few levels mix significantly. So
the appropriate description is in terms of usual mixing. Indeed, also in our case the mixing
looks like a decay only as long as G is much bigger than the separation of KK levels, i.e.,
2+
/(vMP ), see Eq. (18).
as long as mh MD
258
It is instructive to present another point of view on the Higgs-graviton mixing based on

time oscillations. Let us work in the non-relativistic limit to simplify notation. Because of
Eq. (14), we can write the Higgs state as a sum over the mass eigenstates
X
Ua |ai.
(25)
|hi =
a
The |hi to |hi amplitude at time t is

X
eima t |Ua |2 .
A(t) = hh(t)|h(0)i =
(26)
If we want to study the behavior of A(t) for times t 1/1mG , for which the graviton
levels cannot be resolved, then we should consider the Fourier (Laplace) transform
A()
=
ei(+i )t A(t) =
X
a
1
|Ua |2 ,
ma + i
(27)
where is taken to be much bigger than 1mG but much smaller than any laboratory energy
or inverse time. As was the case before, ( ma + i )1 is now a smooth function of ma ,
and we can safely convert the sum to an integral. Therefore, with the proper normalization,
Eq. (27) reduces to the non-relativistic limit of Eq. (15), with given by the continuum
limit Eq. (17)
A()
=
1
.
mh + iG /2
(28)
So even though at times t > 1/1mG , the amplitude A(t) may display a complicated
oscillation pattern reflecting the structure of the graviton spectrum, at times 1/1mG the
various oscillation amplitudes sum up to give an exponential decay |A| exp(tG /2).
2.3. Invisible Higgs width
The partial width G contributes to the invisible width of the Higgs since the H (En) will
not interact with the detector or decay inside. The Higgs boson also has visible decay
modes in the SM that will compete with this invisible partial width. For Higgs bosons
with mass below about 150 GeV the total width into SM states is less than 20 MeV. This
is extremely narrow, and so any new decay modes may likely dominate over SM modes.
Above the h W W threshold, the total width is unsuppressed and so new decay modes
are not likely to dominate, but can compete with SM states at best.
In Fig. 2 we plot the branching fraction of the Higgs boson to decay invisibly,
G
.
(29)
SM + G
The plot is made for MD = 2 TeV, = 1, and for various numbers of extra dimensions .
The scaling with respect to these parameters can be obtained from Eq. (18).
At LEP2, the invisible decaying Higgs boson has been searched for by all four
collaborations [21]. No evidence has been found for this state, and the lower limit on the
mass of a Higgs boson with SM production cross section and 100% invisible branching
B(h invisible) =
259
Fig. 2. Branching fraction of the Higgs boson to decay invisibly as a function of its mass, for
MD = 2 TeV and = 1. The rapid decrease at mh ' 160 GeV is due to the onset of h W W
on-shell decays.
ratio is now 98.9 GeV. Future analyses with s ' 200 GeV are expected to either find the
invisible Higgs boson or exclude its existence up to nearly 105 GeV.
At the Tevatron with 30 fb1 of integrated luminosity, an invisibly decaying Higgs boson
could be discovered at greater than 5 significance if its mass is below 110 GeV, and it
could be excluded at the 95% C.L. if its mass is less than 145 GeV [22]. At the LHC,
searches are likely to find evidence for such a Higgs boson if its mass is below about
250 GeV [23].
It is conceivable that a future muon collider working around the Higgs resonance will
be capable of measuring the Higgs total width htot to a precision better than 20% in
the mass range 110 GeV . mh . 150 GeV [24,25]. Combining high luminosity e+ e
collider data (500 GeV with 200 fb1 ) with muon collider data (on-shell scan of 0.4 fb1 ),
it is reasonable to expect better than 12% total width determination in the mass range
80 GeV < mh < 170 GeV [26]. We assume that the sensitivity to G will be close to the
ability to determine the width, 1htot . This in turn implies that the sensitivity to MD is

MD <
2 2 v 2 m+1
h S1
1htot
1
+2
(30)
In Fig. 3 we plot these sensitivity limits, using 1htot values from Ref. [26] as a function
of mh for different numbers of extra dimensions, and for = 1. One can scale the result
easily for other values of according to the above equation. We can see that the sensitivity
to MD is best for lower numbers of extra dimensions as is usually the case because the
phase space density of light KK modes is higher with fewer dimensions.
260
Fig. 3. Upper bound on the sensitivity to MD from invisible width measurements of the Higgs boson.
We have approximated the width measurement capability as the expected uncertainty in the SM
1
+
Higgs width
determination [26] at a muon collider (on-shell scan with 0.4 fb ) and e e linear
collider ( s = 500 GeV with 200 fb1 ) given = 1 and various choices of the number of extra
dimensions .
An invisibly decaying Higgs boson is not necessarily evidence for Higgs boson
oscillations into graviscalars. There are many extensions of the SM that predict the
Higgs boson decaying into undetectable states (see, e.g., Ref. [22]). For example, Higgs
decays into singlet scalars or Majorons are just two four-dimensional examples of an
invisible partial width. Furthermore, there are other intrinsically extra-dimensional decays
beyond the decays to graviscalars. If the right-handed neutrino lives in the bulk, Higgs
decays into all accessible neutrino pairs can have an O(1) branching fraction [19,
22]. Distinguishing between these possibilities is extremely difficult without additional
observables. Nevertheless, the effects do cause deviations from SM expectations, and so
it is meaningful to speak of sensititivity to MD in these theories. Although dependent
on unknown parameters such as and , the multi-TeV sensitivity to MD that we have
demonstrated in the analysis for next generation colliders, such as the LHC and a muon
collider, compares favorably with sensitivities derived from calculable external KK spin-2
graviton processes [4,5].
2.4. Direct graviscalar production at LEP2
In the previous section we discussed effects of graviscalars on the invisible width of
the Higgs boson. One can also search for graviscalars in direct production at high-energy
colliders. Earlier we suggested that spin-0 KK effects were usually not as relevant to direct
collider physics probes/constraints as the spin-2 KK effects, because they couple only
to the trace of the energymomentum tensor. At very high-energy scattering in hadron
colliders, they can be produced by gluon fusion, but their production is suppressed with
261
respect to spin-2 gravitons by a loop factor in the amplitude. Production through W fusion
is subleading. However, for colliders running at energies not much above MZ , it is possible
that external spin-0 KK production could impact collider observables.
The graviscalar coupling to heavy gauge bosons is most relevant for e+ e colliders
working at energies not much larger than MZ , as in the case of LEP2. The inclusive
differential cross section for graviscalars accompanied by a Z boson is given by
1
GF MZ4 2 S1 |1 6 |2 Mmiss
d (e+ e ZH (En) )
=
+2
dMmiss
432 2s MD

2

Mmiss MZ2
,
,
1 4 sin W + 8 sin W f
s
s
2
(31)
where
=
f (x, y) =
2
Mmiss
2
Mmiss
m2h + ih mh
q
(1 x)2 + y(y 2x + 10)
(1 x)2 + y(y 2x 2),
(1 y)2
(32)
(33)
and Mmiss represents the graviscalar mass. Because there is a near-continuous tower of KK
masses for the graviscalars, a continuous distribution in Mmiss results.
Notice that in the limit mh the cross section becomes independent. In this limit
the only scalars on the brane are the eaten Goldstones. Then the result is consistent with
the fact that no mixing to the Ricci tensor can be written for Goldstone bosons (they couple
minimally to gravity). On the other hand, for mh Mmiss the cross section is proportional
to 1 6 . This corresponds to the high energy limit of a linear Higgs model, where
the Higgs and the Goldstones behave similarly. For Mmiss ' mh the above expression is
dominated by the production of a real Higgs that decays into invisible graviscalars. This is
the process we discussed in the previous section.
In Fig. 4 we plot the total differential cross-section as a function of Mmiss for
LEP2 running at s = 200 GeV center of mass energy. For this plot we have chosen
MD = 1 TeV and = 0. For different choices of these parameters one should rescale the
curves by,

1 TeV 2+
.
(34)
Rescale factor = |1 6 |2
MD
The maximal integrated luminosity at LEP2 running above s = 200 GeV is not expected
to exceed 1 fb1 , summing over the four detectors. Obtaining even a few total events
of e+ e ZH (En) at LEP2 requires a large rescaling factor. That is, MD needs to be
substantially below 1 TeV or must be substantially above 1 in order to produce a few
events. Filling out a signal distribution in the missing mass spectrum of Z +invisible events
at LEP2 requires an even higher enhancement factor. The expected background for these
events can be found in Ref. [21]. The missing mass spectrum is peaked at MZ , and the total
selected event rate with Z q q corresponds to approximately 25 events in a 7 GeV mass
bin centered on MZ for s = 189 GeV (see the DELPHI article in Ref. [21]).
262
Fig. 4. Differential signal cross-section of e+ e ZH (En) at LEP2 with 200 GeV center of mass
energy and for the parameter choices MD = 1 TeV and = 0. Mmiss is the missing mass associated
with escaping graviscalars.
In contrast, the production rate for spin-2 KK excitations in association with photons
and Z is much higher for the same parameter values [4]. With a total of 2 fb1 , MD
can be probed above 1.3 TeV in the + missing energy signature alone for = 2. For
these reasons we conclude that KK graviscalar direct production at colliders is not likely
to be as probing as KK graviton direct production. Nevertheless, the conclusions of the
previous subsection still hold. If the Higgs boson is kinematically accessible, there can
also be a resonant missing energy contribution coming from the graviscalar-Higgs mixing,
which is described by the Higgs invisible width in Eq. (18). This effect could be the earliest
signal of extra dimensions at colliders.
3. Graviscalars from non-factorizable geometries

In this section we discuss the phenomenology of the radion in the scenario of Randall
Sundrum [3]. The extra dimensional space is now a S 1 /Z2 orbifold parametrized by
a coordinate y [, ]. The geometry is the same as a slice of AdS5
ds 2 = e2krc |y| dx dx rc2 dy 2,
(35)
where 1/k is the AdS curvature radius and rc is the volume radius. The above metric
solves Einsteins equations with a negative bulk cosmological constant and in the presence
of two branes at y = 0 and y = with, respectively, positive and negative tensions. A field
theory living on the y = brane experiences an exponential red-shift ekrc of all its mass
parameters with respect to a theory living at y = 0. If one assumes that the SM lives at
y = , then it is enough to have krc 35 to explain the hierarchy between Mweak /MP
in a natural way. This fact motivates the great interest in this scenario.
263
The above metric admits two types of massless excitations described by g (x),
the usual 4-d graviton, and by rc T (x), the radion. In terms of these two dynamical
fields, the metric can be recast in the form,
ds 2 = e2k|y|T (x)g (x) dx dx T 2 (x) dy 2.
(36)
Of course in order to avoid violations of the equivalence principle the modulus T must
acquire a mass. A mechanism that stabilizes T should also explain why its vacuum
expectation value hT (x)i = rc is somewhat larger than the AdS radius: rc 11/k. Indeed
Goldberger and Wise (GW) [16] have found a nice mechanism with these features. One
consequence of the GW mechanism is that in order to have krc 35 the radion should
be somewhat lighter than the J = 2 KK excitations. The radion is therefore likely to be the
first state experimentally accessible in this scenario.
To write down the effective (3 + 1)-dimensional theory it is more convenient to express
the radion field in terms of the field defined by
s
24M53 krc
e
,
(37)
ek(T rc ) , hi =
k
where M5 is the Planck scale of the fundamental 5-dimensional theory. Integrating over
the orbifold coordinate one then gets a canonically normalized effective action [10,11]

Z
2M53
2 2krc
1
4
1 2 e
R +
S = d x g
k
2

T .
(38)
V () + 1

Here V () is the potential which stabilizes the radion field . For phenomenological
purposes, we are interested only in T terms that are at most bilinear in the SM fields.
These are given by
T (1)
= 6 vh,
(39)
2 2
2
T (2)
= (6 1) h h + 6 hh + 2mh h + mij i j MV VA VA .
(40)
Eqs. (39) and (40) reduce to Eq. (12) after using the equations of motion for the matter
fields, up to terms containing three or more fields.
The existence of T (1) induces a kinetic mixing between and h. After shifting by
its vacuum expectation value hi = , the Lagrangian containing bilinear terms in and
h is given by

1
6 v
1
h.
(41)
L = + m2 h + m2h h
2
2
Here m is the mass parameter contained in V (). This Lagrangian can be diagonalized
by the field redefinitions
= (sin sin cos )h0 + (cos + sin sin ) 0 ,
0
h = cos cos h cos sin ,
(42)
(43)
264
tan
6 v
,
tan 2
2 sin m2
cos2 (m2 m2h )
(44)
The new fields 0 and h0 are mass eigenstates with eigenvalues

q
i

1h
1 + sin2 m2 + cos2 m2h cos4 (m2 m2h )2 + 4 sin2 m4 .
m2 0 ,h0 =
2
(45)
Since we are dealing with an effective theory that contains higher-dimensional operators
suppressed by inverse powers of , in the following we will often expand Eqs. (42)(45)
and keep only the leading terms in 1/ . Notice that, if m2 m2h is small, one should
retain higher orders in the expression of the mixing angle .
3.1. Radion interactions with matter
The interaction of the fields and h with fermions and massive gauge bosons is given
by

v
1

2
.
(46)
L = mij i j MV VA VA h +
v
From this, we can obtain the interaction terms for the mass eigenstates 0 and h0 by
substituting Eqs. (42) and (43) into Eq. (46). We find that the radion decay widths into
two fermions and two massive gauge bosons are given by
v2
( 0 ff, W W, ZZ)
= 2 (a1 a2 )2 ,
(hsm ff, W W, ZZ)
a1 = cos + sin sin ,
and a2 =
cos sin .
v
(47)
(48)
Here (hsm ff, W W, ZZ) are the usual decay widths of the SM Higgs boson with
mhsm = m 0 . Expanding at leading order in 1/ , we find

6 m2
1
+O
.
(49)
a1 a2 = 1
m2 m2h
Notice that Eq. (49) vanishes in the conformal limit mh = 0, = 1/6. The term
proportional to in Eq. (49) can also be understood in a diagrammatic fashion as a Higgsradion insertion on a Higgs-matter coupling.
The coupling of the radion to two Higgs bosons is not model-independent because it can
be affected by the stabilizing potential V () after the field redefinitions in Eqs. (42) and
(43). If we assume that the radion self-couplings in V () are small, then the decay width
of the radion into two Higgs bosons is determined by the interactions in Eq. (38),
v
2 u

3
2
2
m
u
m
0
0
h
t1 4 mh0 ,
(1
+
6
)
(50)
1
6
+
2
( 0 h0 h0 ) =
322
m2 0
m2 0
at leading order in 1/ . Again, the width vanishes in the conformal limit.
265
The production of both Higgs and radion fields at hadron colliders, in the mass range of
interest, is dominated by gluongluon fusion. The effective vertex at momentum transfer q
along the scalar line is given by

1
h
s
F1/2 (t )
G G ,
b3
+
(51)
2
v
8
where t = 4m2t /q 2 , and F1/2 is given in the appendix. We identify q 2 = m2 0 when we
calculate the on-shell decays of 0 gg.
The first term in Eq. (51), where b3 = 7 is the QCD -function coefficient in the SM,
represents the QCD trace anomaly. The second term originates from 1-loop diagrams
involving virtual top quarks. The form factor F1/2 (t ) is such that F1/2 4/3 for
, and F1/2 0 for 0. Notice that for m2t q 2 , the coupling to becomes
proportional to the -function for 5-flavors b3 + 2/3, consistent with top decoupling.
By substituting Eqs. (42) and (43) into Eq. (51) we obtain the gg coupling to the mass
eigenstates h0 , 0 . The decay width of the radion into two gluons is given by
v 2 |2a1b3 (a1 a2 )F1/2 (t )|2
( 0 gg)
= 2
,
(hsm gg)
|F1/2 (t )|2
where a1 and a2 are given in Eq. (48).
A similar expression describes the coupling to two photons

h
4
EM
F1 (W ) + F1/2 (t )
F F ,
(b2 + bY )
+
v
3
8
(52)
(53)
where F1 (W ) is a form factor from the loop with virtual W s (see appendix), while b2 =
19/6 and bY = 41/6 are the SM SU(2) U (1)Y -function coefficients. At m2t /q 2
the coupling to reduces to the QED -function with e, , and u, d, s, c, b
4
80
(54)
b2 + bY F1 () F1/2 () = = bQED,
3
9
demonstrating again the correct decoupling behavior for heavy top quark and W boson.
The decay width of the radion into two photons is
v 2 |3a1 (bY + b2 ) (a1 a2 )(4F1/2 (t ) + 3F1 (W ))|2
( 0 )
= 2
.
(hsm )
|4F1/2(t ) + 3F1 (W )|2
(55)
3.2. Radion branching fractions and production

In this section we will compute the decay branching fractions and production crosssections of the radion. An accurate computation of the radion partial widths is best
performed by rescaling well-known SM Higgs boson partial widths [27] according to the
formulae of the previous section. Since we will encounter regions of parameter space where
mixing between the radion and Higgs boson h is large, we must specify which state
we choose to call the radion mass eigenstate 0 and which state we call the Higgs mass
eigenstate h0 . Our convention is to identify the radion mass eigenstate with the lighter of
the two solutions of Eq. (45) if m < mh , and the heavier of the two solutions if m > mh .
266
(a)
(b)
Fig. 5. Branching fractions of 0 as a function of its mass given mh = 125 GeV, = 10 TeV and
= 0. (a) and (b) are the same except a different range in radion mass is covered.
In Fig. 5 we plot the branching fractions of the radion mass eigenstate as a function of its
mass for = 10 TeV, mh = 125 GeV and = 0. Fig. 5 (a) shows the branching fraction
over the light mass range of 50 GeV to 200 GeV. Here, the branching fractions vary rapidly
over small changes in scale and many final states play a role in the phenomenology of the
radion. Fig. 5 (b) plots the branching fraction over a much wider mass range up to 1 TeV.
Additional states become important at higher scales. For example at m 0 > 2mt the top
quark decay channel becomes accessible, and if m 0 > 2mh0 the 0 h0 h0 decay becomes
important.
The most important result of these two figures is the large branching fraction into gluons
for light radion mass. The branching fractions into bb and two photons the usual modes
to search for the light Higgs boson at colliders are suppressed in comparison to the SM
Higgs boson. At high m 0 we recover branching fractions that are very similar to the SM.
This is because the one-loop 0 gg partial width starts to become overwhelmed by the
W W , ZZ, and t t partial widths. Since the ratio of these latter partial widths are the same
for 0 as for hsm we recover the SM branching ratios for these massive particles at high
267
(a)
(b)
Fig. 6. Branching fractions of 0 as a function of its mass given mh = 125 GeV, = 10 TeV and
= 1/6. (a) and (b) are the same except a different range in radion mass is covered.
m 0 .
In Fig. 6 we construct the same branching fraction plots, except this time we choose
= 1/6. For very light 0 (mass less than 80 GeV) the branching fractions are not much
different than what we obtained for = 0. However, as we go higher in mass the branching
fraction of bb starts to climb and overtakes gg for a radion with mass between 110 GeV
to 140 GeV, and then it falls back down again rapidly. The reason is because the radion
mass eigenstate contains a heavy mixture of the SM Higgs boson when its mass is near
mh = 125 GeV. In the SM the bb partial width is always larger than gg and so it is not
> (gg) when the radion mixes heavily in the mass range m 0 =
surprising that (bb)
125 15 GeV. We also see from the figure that (gg) falls rapidly at m 0 ' 130 GeV.
This is because the trace anomaly contribution cancels the one-loop top quark contribution
for this highly mixed state at that mass.
When m 0 gets very large, we see in Fig. 6 (b) that the branching fraction into gg
becomes closer to 1 again, while all the others are dropping. This is because when m
mh and = 1/6 the couplings approach the conformal limit where a1 a2 in Eq. (49)
268
Fig. 7. The total width of the radion mass eigenstate given mh = 125 GeV and = 10 TeV. The
various curves plotted correspond to different values of the Higgs-curvature mixing parameter .
approaches zero. However, the radion coupling to gluons does not approach zero in this
limit because of the coupling to the trace anomaly term. The photon branching ratio is
climbing with the gg branching ratio as it should since it also couples to the trace anomaly,
and it resurfaces on the plot in the lower right corner.
The two cases = 0 and = 1/6 are somewhat special. For = 0, there is no Higgsradion mixing. For close to 1/6, tree-level couplings of the radion to fermions and weak
gauge bosons are suppressed and gg branching fraction becomes dominant even for a very
heavy radion. Therefore, for a generic not too close to 1/6, the radion branching fraction
phenomenology mostly follows what we found for = 0, except for the region of large
mixing, where our discussion of the = 1/6 case applies.
The total width of the radion as a function of its mass is given in Fig. 7 for both = 0
and = 1/6. Since we have chosen = 10 TeV the radion is a very narrow resonance
scalar. Near m 0 = 125 GeV, the width of 0 increases significantly for the = 1/6 case.
Again, this is the region where the radion is heavily mixed with the SM Higgs boson
and so the radion mass eigenstate can be thought of as half Higgs, half radion. The
large overlap of the radion mass eigenstate with the SM Higgs boson is what increases
the width significantly in this region. In Fig. 7 we also show the total width of the radion
for alternative choices of = 1/4 and = 1. As expected, the widths are above that of
= 1/6 and are rising with mass, indicating the increasingly dominant contributions of
W W , ZZ and t t to the total width. Ratios of heavy radion branching fractions in the
detectable channels of ZZ, W W , and t t follow closely SM ratios in all cases but ' 1/6.
Overall production rates will depend on also, but they are straightforwardly calculated
from the formulae given in this section.
The smallness of the radion width has its advantages and disadvantages when one
269
attempts to find evidence for this particle at a high energy collider. The disadvantage is that
the production cross-sections are closely correlated with the partial widths. For example,
( 0 ZZ)
(e+ e Z 0 )
=
,
(e+ e Zhsm )
(hsm ZZ)
( 0 W W )
(q q 0 W 0 )
=
,
(q q 0 W hsm )
(hsm W W )
( 0 gg)
(gg 0 )
=
.
(gg hsm )
(hsm gg)
(56)
(57)
(58)
Since the partial widths are reduced by overall factors of v 2 /2 with respect to the SM
Higgs boson, the production cross-sections are also lower.
On the other hand, the small widths are an advantage when searching for invariant mass
peaks. For example, gg hsm ZZ 4l would be much easier if the Higgs boson had
a narrower width. The total width of the SM Higgs boson is 70 GeV for mhsm = 500 GeV
and climbs fast at higher mass. This is well above the 4 lepton invariant mass resolution
capabilities of the LHC detector. If we estimate the invariant mass resolution to be
10%
1M4l
=
+ 0.005,
M4l
M4l (GeV)
(59)
we then get 1M4l = 5 GeV for mhsm = 500 GeV. This should be compared to (hsm ) =
70 GeV as we pointed out above.
The smaller width of the radion has the advantage of producing all four-lepton events in
a small invariant mass energy range. The background is then integrated over only this small
range and the signal to background ratio increases. In the SM, where the heavy Higgs has
a large width, all the signal events occur over a much wider invariant mass energy range,
and the background must be integrated over this much larger range as well, reducing the
signal to background ratio. The effective radion width is never smaller than the detector
resolution for 1M4l , and so the background rate will be at least as high as the integral over
m 0 ( 0 ).
As stated above, the 0 radion state has lower production cross-section and lower partial
widths than hsm . We now attempt to investigate the signal significances of gg 0
and gg 0 ZZ by comparing them with the SM Higgs boson signal significance. We
define signal significance as
signal p 1
L ,
(60)
S = Significance =
bkgd
where L1 is the integrated luminosity. Significance greater than 5 is considered a
discovery. Plots of SM significance curves in this channel can be found in numerous
places [28].
Neglecting low luminosity and therefore low statistics possibilities, this definition of
significance allows us to make a direct comparison between the SM Higgs boson and 0 ,
taking into account the total production rate and the change in total width. We therefore
define
270
(a)
(b)
Fig. 8. (a): plot of RS ( 0 ) as a function of the radion mass for mh = 125 GeV and = 10 TeV.
RS ( 0 ) is the ratio of the signal significance of the radion in the gg 0 channel compared
to that of the SM Higgs boson with the same mass. The two lines correspond to different choices of
, the curvature-Higgs mixing parameter. (b): this plot is the same (a) except the y-axis is RS4l ( 0 ),
which represents the ratio of the signal significance of the radion in the gg 0 Z () Z () 4l
channel compared to that of the SM Higgs boson with the same mass.
( 0 gg) B( 0 ZZ)
S( 0 )
=
RS4l ( 0 )
S(hsm ) (hsm gg) B(hsm ZZ)
max(tot(hsm ), 1M4l )
max(tot( 0 ), 1M4l )
(61)
as the ratio of the significance of the 0 signal in the 4l channel compared to the significance
of the hsm signal. We also construct an analogous definition of RS ( 0 ). Notice that R( 0 )

scales like only one power of 1/ , allowing a significant sensitivity to substantially
bigger than the weak scale.
In Fig. 8 we plot RS ( 0 ) and RS4l ( 0 ) as a function of the radion mass. Fig. 8 (a) covers
the low mass range where the SM significance is respectable at the CERN LHC running
at 14 TeV center of mass energy. The significance of the signal usually is between
1/10th to 1/100th of the SM Higgs boson significance. This particular set of parameters is
therefore not detectable at the LHC with less than 10 fb1 since the significance of the SM
271
signal is never above 50 for this integrated luminosity. However, there is a small region
near m 0 ' 125 GeV for = 1/6 where the significance peaks and then drops. This is
the heavily mixed region where the radion mass eigenstate is half Higgs, half radion.
Therefore, we expect the radion significance to approach about 1/2 the SM significance in
this narrow region, then drop quickly at m 0 ' 130 GeV due to the cancellation between
the trace anomaly term and the one-loop term in (gg), which sets the production crosssection.
The gg 0 ZZ 4l signal shows an interesting dependence on . First, at
125 GeV and = 1/6 we see a peak of about 1/2 for the same reason it occurred in
the case. At much higher radion mass we see that the = 1/6 curve is falling slightly
and remains near 1/100 the significance of the SM. On the other hand, the = 0 curve
shows a steady rise in significance. This is due to the branching fractions becoming more
like those of the SM and because the ratio (gg 0 )/ (gg hsm ) rises with energy.
Furthermore, the total width of hsm is becoming large at these high masses, and the
background increases dramatically in a (hsm ) bin around mhsm , whereas the radion
width is much smaller and so the background within the m 0 ( 0 ) bin is significantly
smaller. Therefore, at very high mass, the significance in detecting the radion can rise to
nearly that of the SM even for = 10 TeV. The sensitivity for a generic value of
different from 1/6 and 0 is essentially similar to the case = 0, apart from the region of
large mixing where it peaks and dips like in the = 1/6 case. One general conclusion is
that a heavy radion has good chances of being detected, except for very close to 1/6.
Finally, we estimate the reach LHC has to discover the radion. The parameters
determining the radion phenomenology are m 0 , , , and mh0 . The parameters m 0 and
are perhaps the most important, since m 0 largely determines the search strategy (2
or 4l searches), while sets the overall production rate. We therefore set = 0 and
mh = 125 GeV fixed, and analyze detection prospects as a function of radion mass and
radion coupling to T .
In Fig. 9 we plot RS ( 0 ) and RS4l ( 0 ) as a function of radion mass for various choices of
. We estimate search reach in by requiring the signal significance to be greater than
or equal to that of the SM: R( 0 ) > 1. We must be careful to identify the correct signal over
the mass region which allows discovery. For example, the SM Higgs boson can be found
in the 2 channel in the mass range mhsm . 150 GeV. Beyond 150 GeV, the two photon
signal is not a useful strategy to search for the SM Higgs boson. In Fig. 9 (a) we see that
. 2 TeV allows for greater radion signal significance than the SM in the mass range
m 0 . 150 GeV.
Likewise, the 4l signal is effective for the SM over the rest of the mass range, provided
enough luminosity is attained ( 100 fb1 ). In Fig. 9 (b) we plot the ratio of the signal
significance of the radion to that of the SM Higgs boson in the 4l channel. If we define
the mass reach as the value of for which RS4l ( 0 ) = 1, we see that it can vary
depending on m 0 . For lower values of m 0 it appears that . 2 TeV can be probed
rather effectively, whereas for higher m 0 & 500 GeV, appears to be probed at the LHC
up to 5 TeV.
272
(a)
(b)
Fig. 9. Plots of the ratio of radion signal significance to the signal significance of a SM Higgs boson
of the same mass in the and 4l channels. These plots are made for = 0 and mh0 = 125 GeV.
The different lines on the graph represent various choices of constant .
The above discussion represents a first estimate on the mass reach of at the LHC.
An obvious refinement of this analysis is to realize that the SM signal significance varies
considerably over the range of SM Higgs boson masses. For example, for Higgs mass
between 200 GeV and 400 GeV, the SM signal significance is greater than 15 with
100 fb1 at the LHC running at s = 14 TeV [28]. Therefore, in order for the radion
to have a significance greater than 5 necessary for discovery, RS4l ( 0 ) need only be greater
than 1/3. This raises the probing capability of beyond 3 TeV in this region.
We have convoluted the SM significance [28] with the radion significance calculations.
We then have estimated the search capability of the radion at the LHC with 100 fb1 of
data and find,
110 GeV < m 0 < 150 GeV H 2 TeV . . 3 TeV,
150 GeV < m 0 < 550 GeV H 3 TeV . . 7 TeV,
273
550 GeV < m 0 . 950 GeV H 7 TeV & & 4 TeV.

We do not go above 950 GeV since no reliable SM computation exists in this region to
compare to. One can of course recast the analysis into an estimate of the m 0 mass range
that could be discovered given a fixed . Either way, the results here indicate that the
LHC can effectively search for evidence of non-factorizable geometry in the multi-TeV
region an important mass range if these ideas have some relevance to the hierarchy
problem.
4. Conclusions
From a four dimensional point of view, gravity in higher-dimensional spaces implies
the existence of many new states of spin 2, 1 and 0 interacting with SM particles. The
existence of these particles can have an important impact on cosmological, astrophysical
and collider observables. For example, massive spin-2 KaluzaKlein excitations of the
graviton can lead to detectable missing energy signatures at high-energy colliders. In this
article we pointed out the importance of considering graviscalars in the phenomenological
implications of higher-dimensional metrics. By general covariance, the graviscalars that
couple to SM states must do so through the trace of the energymomentum tensor T .

Our first remark is that in the SM, as in any theory with fundamental scalar particles,
T already at the two derivative level admits the introduction of a new dimensionless
parameter . This parameter corresponds to a Lagrangian operator mixing the SM Higgs
doublet bilinear with the Ricci scalar of the induced metric. While does not affect the
coupling of J = 2 gravitons on-shell, it is crucial for discussing the phenomenology of
the spin zero gravitons. We considered two interesting scenarios with low scale quantum
gravity, the case of > 2 large and flat extra-dimensions (ADD) and the case of just one
warped new dimension (RS).
In the ADD case, the cross section for producing J = 2 KK states grows like
(E/MD )2+ with respect to SM backgrounds. Therefore the higher the center of mass
energy the better the sensitivity. However, the production of J = 0 KK is in most cases
suppressed either by the anomaly loop factor or by an additional power of m2Z /E 2 relative
to J = 2, and correspondingly leads to a lower sensitivity at high energy. This fact is
a simple consequence of the relation between T and the parameters that explicitly break
scale invariance, as shown in Eq. (12). There are however important exceptions to the
subdominance of J = 0 to J = 2. One is represented by processes involving longitudinal
massive vector bosons which, for 6= 1/6, scale in energy just like the J = 2 case. The
underlying reason for this is that, in high-energy processes, the longitudinally polarized
vector bosons are equivalent to the eaten Goldstone bosons. Another important exception
is the mixing arising for 6= 0 between the SM Higgs boson and the graviscalars, which
is not forbidden by any symmetry. Due to the huge number O(MP2 ) of closely spaced
KK level almost degenerate in mass with the Higgs, the physical consequence is a Higgs
invisible decay into states with just one graviton. For mh < 2MW the relative size of this
+2
). So
invisible width compared to the standard one into bb is roughly 8 2 v 2 mh /(2b MD
274
while this effect cannot enjoy the (E/MD )2+ growth of the J = 2 signals, it is made
more relevant by the smallness of b . We have computed this invisible decay rate and
demonstrated that it can lead to a branching fraction near 1 for reasonable parameters,
greatly impacting Higgs boson search strategies at LEP2, Tevatron and LHC.
In the RandallSundrum scenario, with one extra-dimension, the only graviscalar is the
radion . It is coupled with 1/ 1/TeV strength to the trace of the energymomentum
tensor. This is qualitatively different than the ADD case, where a dense tower of spin-0
KK states couple with 1/MP strength. If the RicciHiggs mixing is zero, then the radion
exists as an independent state from the SM Higgs boson. SM Higgs boson phenomenology
is unaffected. However, the radion can be produced at high rate in gg fusion through
the QCD trace anomaly and can be discovered through its different decay modes to SM
fermions, vector bosons, and even SM Higgs bosons if the radion mass is large enough.
On general grounds, however, we expect 6= 0 in the action, so that the radion and the SM
Higgs boson mix into two new mass eigenstates, neither one acting entirely like the SM
Higgs boson or the naive radion. Branching fractions into SM states can be quite different
depending on this coupling. For example, we demonstrated in the previous sections that
0 decays are qualitatively altered by choosing = 0 (minimally coupled) or = 1/6
(conformally coupled). Most notably, the decay branching fractions to W W and ZZ at
high masses, m 0 > 500 GeV, can be a factor of 50 different for these two choices of
given all other parameters the same. We have studied the search capability at the LHC
as a function of the radion mass and coupling. One welcome fact in hadron collisions is
that the radion coupling to two gluons does not vanish for a heavy radion. This is due to
the anomalous origin of this coupling and should be contrasted to the top-loop induced
Higgs coupling which diminishes for a heavy Higgs. We find that the LHC can probe
the fundamental scale in the multi-TeV region for practically all values of and for
m 0 < 1 TeV. We conclude that the LHC can effectively test the relevance of nonfactorizable geometries to the hierarchy problem.
Acknowledgements
R.R. and J.D.W. wish to thank the ITP Santa Barbara for its support during part of this
work (NSF Grant No. PHY94-07194). We thank the Aspen Center for Physics, where this
work was initiated. R.R. thanks Vincenzo Napolano for useful conversations. We also thank
A. Blondel, M. Kado and P. Janot for providing us with some useful information.
Appendix A
In the coupling of 0 to gg and we encountered the form factors, F1/2 (t ) and
F1 (t ), where t = 4m2t /q 2 and W = 4m2W /q 2 . We utilize the notation of Ref. [29] in
the definition of these functions:
F1/2 ( ) = 2 [1 + (1 )f ( )],
(A.1)
F1 ( ) = 2 + 3 + 3 (2 )f ( ),
275
(A.2)
where
(
2
sin1 1/ ,
f ( ) =
2

14 ln(+ / ) i ,
and
= 1
if > 1,
(A.3)
if < 1,
1 .
(A.4)
The functions have the following limits,

F1/2 ( ) =
4
3
and F1 ( ) = 7
as .
(A.5)
References
[1] N. Arkani-Hamed, S. Dimopoulos, G. Dvali, The hierarchy problem and new dimensions at
a millimeter, Phys. Lett. B 429 (1998) 263, hep-ph/9803315.
[2] For realizations of the large extra-dimension scenario within string theory, see, I. Antoniadis,
N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Lett. B 436 (1998) 257, hep-ph/9804398;
G. Shiu, S.H. Tye, Phys. Rev. D 58 (1998) 106007, hep-th/9805157;
I. Antoniadis, C. Bachas, E. Dudas, Nucl. Phys. B 560 (1999) 93, hep-th/9906039;
G. Aldazabal, L.E. Ibanez, F. Quevedo, JHEP 0001 (2000) 031, hep-th/9909172.
[3] L. Randall, R. Sundrum, A large mass hierarchy from a small extra dimension, Phys. Rev.
Lett. 83 (1999) 3370, hep-ph/9905221;
L. Randall, R. Sundrum, An alternative to compactification, Phys. Rev. Lett. 83 (1999) 4690,
hep-th/9906064.
[4] G.F. Giudice, R. Rattazzi, J.D. Wells, Quantum gravity and extra dimensions at high-energy
colliders, Nucl. Phys. B 544 (1999) 3, hep-ph/9811291.
[5] E.A. Mirabelli, M. Perelstein, M.E. Peskin, Collider signatures of new large space dimensions,
Phys. Rev. Lett. 82 (1999) 2236, hep-ph/9811337.
[6] T. Han, J.D. Lykken, R. Zhang, On KaluzaKlein states from large extra dimensions, Phys.
Rev. D 59 (1999) 105006, hep-ph/9811350.
[7] For recent discussions of string effects on scattering amplitudes, see, E. Dudas, J. Mourad,
String theory predictions for future accelerators, hep-th/9911019;
E. Accomando, I. Antoniadis, K. Benakli, Looking for TeV-scale strings and extra-dimensions,
hep-ph/9912287;
S. Cullen, M. Perelstein, M.E. Peskin, TeV strings and collider probes of large extra dimensions,
hep-ph/0001166.
[8] J.D. Lykken, Phys. Rev. D 54 (1996) 3693, hep-th/9603133;
Z. Kakushadze, S.H. Tye, Nucl. Phys. B 548 (1999) 180, hep-th/9809147;
G. Shiu, R. Shrock, S.H. Tye, Phys. Lett. B 458 (1999) 274, hep-ph/9904262.
[9] H. Davoudias, J.L. Hewett, T.G. Rizzo, Warped phenomenology, hep-ph/9909255.
[10] C. Csaki, M. Graesser, L. Randall, J. Terning, Cosmology of brane models with radion
stabilization, hep-ph/9911406.
[11] W.D. Goldberger, M.B. Wise, Phenomenology of a stabilized modulus, hep-ph/9911457.
[12] B. Grzadkowski, J.F. Gunion, KaluzaKlein excitations and electroweak symmetry breaking,
hep-ph/9910456.
276
[13] U. Mahanta, S. Rakshit, Some low energy effects of a light stabilized radion in the Randall
Sundrum model, hep-ph/0002049.
[14] R. Sundrum, Compactification for a three-brane universe, Phys. Rev. D 59 (1999) 085010, hepph/9807348.
[15] N. Arkani-Hamed, S. Dimopoulos, J. March-Russell, Stabilization of sub-millimeter dimensions: the new guise of the hierarchy problem, hep-th/9809124.
[16] W.D. Goldberger, M.B. Wise, Modulus stabilization with bulk fields, Phys. Rev. Lett. 83 (1999)
4922, hep-ph/9907447.
[17] A. De Rujula, A. Donini, M.B. Gavela, S. Rigolin, Fat brane phenomena, hep-ph/0001335.
[18] J.L. Hewett, Indirect collider signals for extra dimensions, Phys. Rev. Lett. 82 (1999) 4765,
hep-ph/9811356.
[19] N. Arkani-Hamed, S. Dimopoulos, G. Dvali, J. March-Russell, Neutrino masses from large
extra dimensions, hep-ph/9811448.
[20] K.R. Dienes, E. Dudas, T. Gherghetta, Neutrino oscillations without neutrino masses or heavy
mass scales: a higher-dimensional seesaw mechanism, Nucl. Phys. B 557 (1999) 25, hepph/9811428.
[21] P. Abreu et al., DELPHI Collaboration, A search for invisible Higgs bosons produced in e+ e
interactions at LEP2 energies, Phys. Lett. B 459 (1999) 367;
L3Collaboration, Missing mass spectra in leptonic and hadronic events from e+ e collisions
at s = 189 GeV and limits on invisible Higgs decays, Submitted to Int. Europhys. Conf. High
Energy Physics 99, Tampere, Finland, 1521 July 1999 (L3 Note 2435);
R. Barate et al., ALEPH Collaboration, at 189 GeV, Phys. Lett. B 466 (1999) 50;
OPAL Collaboration, Search for invisibly decaying Higgs bosons in Z 0 h0 production at s =

183 and 189 GeV, Submitted to Int. Europhys. Conf. High Energy Physics 99, Tampere,
Finland, 1521 July 1999 (OPAL PN399).
[22] S.P. Martin, J.D. Wells, Motivation and detectability of an invisibly-decaying Higgs boson at
the Fermilab Tevatron, Phys. Rev. D 60 (1999) 035006, hep-ph/9903259.
[23] D. Choudhury, D.P. Roy, Signatures of an invisibly decaying Higgs particle at LHC, Phys. Lett.
B 322 (1994) 368, hep-ph/9312347;
S.G. Frederiksen, N. Johnson, G. Kane, J. Reid, Detecting invisible Higgs bosons at the CERN
large hadron collider, Phys. Rev. D 50 (1994) 4244;
J.F. Gunion, Detecting an invisibly decaying Higgs boson at a hadron supercollider, Phys. Rev.
Lett. 72 (1994) 199, hep-ph/9309216.
[24] R. Casalbuoni, A. Deandrea, S. De Curtis, D. Dominici, R. Gatto, J.F. Gunion, A new technique
for determining the properties of a narrow s-channel resonance at a muon collider, Phys. Rev.
Lett. 83 (1999) 1525, hep-ph/9904253.
[25] A. Blondel, in: B. Autin, A. Blondel, J. Ellis (Eds.), Prospective study of muon storage rings at
CERN, CERN 99-02.
[26] J. Gunion, private communication;
See also, J.F. Gunion, Higgs and technicolor Goldstone bosons at a muon collider, Fourth
Int. Conf. on Physics Potential and Development of + Colliders, San Francisco, CA,
December 1997.
[27] For SM Higgs boson partial widths, we follow, A. Djouadi, J. Kalinowski, M. Spira, HDECAY:
a program for Higgs boson decays in the standard model and its supersymmetric extension,
Comput. Phys. Commun. 108 (1998) 56, hep-ph/9704448.
[28] See, for example, D. Denegri, CMS Collaboration, The CMS detector and physics at the
LHC, CERN-PPE-95-183, Invited talk at the Conf. on Elementary Particle Physics, Present
and Future, Valencia, Spain, 58 Junne, 1995.
[29] J.F. Gunion, H.E. Haber, G.L. Kane, S. Dawson, The Higgs Hunters Guide, AddisonWeseley,
Redwood, CA, 1989.

A note on the RG flow in (N = 1, D = 4)

supergravity and applications to Z3
orbifold/orientifold compactification
D.M. Ghilencea , G.G. Ross
Department of Physics, Theoretical Physics, University of Oxford, 1 Keble Road, Oxford OX1 3NP,
United Kingdom
Abstract
We apply the standard approach of RG flow for the gauge couplings in N = 1, D = 4 supergravity
to show how to match its results with the heterotic Z3 orbifold and type IIB Z3 orientifoldbased models. Using only supergravity, anomaly cancellation and the requirement of unification
we determine the part of the Khler potential of the model invariant under the symmetries of the
model. For heterotic orbifolds/type IIB orientifolds, this shows that the lowest order Khler term of
the dilaton has the structure ln(S + S) in agreement with string calculations. The structure of the
holomorphic coupling is also found from arguments of unification and anomaly cancellation under
the conjectured SL(2, Z)Ti symmetries of the models. A consequence of the latter is that in the case of
the Z3 orientifold the holomorphic coupling necessarily contains a part with coefficient proportional
to the one loop beta function, in agreement with string calculations which do not however assume this
symmetry. This gives circumstantial evidence for the existence of this symmetry at string level in Z3
orientifold. Finally, we comment on the values of the unification scale and examine the possibility of
mirage unification in which the effective unification scale may be situated far above the string scale.
1. Introduction
Considerable interest has recently been attracted by the initial investigation [1] of sigmamodel symmetries in type IIB D = 4, N = 1 orientifolds at the level of the effective
Lagrangian. The motivation for the study of such symmetries is suggested by the case
of D = 4, N = 1 heterotic orbifold models. There an SL(2, R)Ti transformation leaving
E-mail addresses: D.Ghilencea1@physics.oxford.ac.uk (D.M. Ghilencea), G.Ross1@physics.oxford.ac.uk

(G.G. Ross).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 8 - 7
278
D.M. Ghilencea, G.G. Ross / Nuclear Physics B 595 (2001) 277297
invariant the classical Lagrangian also corresponds to an exact SL(2, Z)T symmetry of the
underlying string (T duality). What do we know on the orientifold side? The proposed
strongweak duality [2] between the heterotic and type I vacua in ten dimensions
suggested the existence of links between heterotic and type I models in lower dimensions
[3]. This has lead in particular to a generalised heterotic-type IIB orientifold duality in four
dimensions in which both models are weakly coupled [3] for some regions of the moduli
space. An example of this latter duality is provided by Z3 orbifoldorientifold models [3,
4] without Wilson lines and these are the models we will consider in the following. Their
very similar spectrum strengthens the suggestion that they are indeed dual. The presence
of the sigma model symmetry and its anomaly cancellation in the Z3 heterotic case thus
suggests its existence and associated anomaly cancellation in the Z3 orientifold model
as well. Thus studying the anomaly cancellation on the orientifold side may help us find
out more about the proposed weakweak duality in four dimensions. Here we examine
the consequences of this SL(2, Z)T symmetry in the Z3 orientifold model and discuss its
implications for the RG flow of the gauge couplings, intimately connected to its anomaly
cancellation. Previous analyses and associated difficulties of SL(2, Z)T symmetry on the
orientifold side were discussed in [1,49].
In the case of the heterotic string, the models based on the Z3 orbifold have the gauge
group SU(12) SO(8) U (1)A , where U (1)A is anomalous. This anomaly, which is
universal, is cancelled by the shift of the dilaton. The FayetIliopoulos term, dilaton
dependent, is cancelled by shifts of some additional fields. These are the so-called blowing
up modes of the orbifold which are charged only under the U (1)A and compensate the
FayetIliopoulos term when they acquire some expectation value, without breaking further
the gauge group. The mass of the anomalous gauge boson becomes equal to the string scale
and decouples from the RG flow of the model.
For the case of the orientifold (we mainly refer to the Z3 orientifold, but some aspects
in the following are more general) the situation is slightly different. In this case the gauge
group is also SU(12) SO(8) U (1)A , where U (1)A is again anomalous. However, in
this case the anomalies are gauge group dependent and may be cancelled by a generalised
GreenSchwarz mechanism. This can be realised by the shifting [1,4,10] of the twisted
axions which are singlets under the gauge group. The anomalous vector superfield mixes
with these states and acquires a mass which is again of string scale order, regardless of the
particular choice of the Khler potential for the twisted moduli [4].
After determining that the two models have a similar spectrum and the same gauge
group below the string scale, it is interesting to analyse whether the weak couplingweak
coupling duality really holds beyond tree level. This was the purpose of the investigation
in [6] at the one loop level. Starting from the RG flow in the string (linear) basis and using
the linearchiral duality relation [9] it was shown [6] that the results for the low energy
couplings raise doubts about the existence of the Z3 orbifoldorientifold duality [6]. There
is, however, a difficulty in analysing the relation between the couplings of the Z3 orbifold
and Z3 orientifold models. This is due to the fact that the string scale in the latter case was
not invariant under the proposed SL(2, Z)Ti symmetry. Moreover, in the orientifold limit,
this means that the low energy physics, as it emerges from the linear basis formula (1) [9]
279
is not invariant under the symmetry. In the linear basis [9] for the ZN orientifold
ga2 () = l 1 +
(N1)/2
X
k=1
sak mk +
ba
MI
,
ln
2
8
(1)
where l is the string coupling, sak is a coefficient proportional to one loop beta function ba
and mk is the scalar component of the twisted linear multiplet describing the blowing up
modes of the associated orbifold. In the following we will drop the index k whenever we
refer to the particular case of the Z3 orientifold. The orientifold limit mk 0 together with
the dependence of the tree level string scale MI on the Ti moduli 1 leads to the conclusion
that ga ( Mz ) changes under SL(2, Z)Ti . This is obviously inconsistent with the fact that
ga ( Mz ) is a physical observable and it must remain invariant under this transformation
if it is a symmetry of the theory.
There are three possible resolutions to this problem. The first is that there may be
additional terms in Eq. (1) which render ga ( Mz ) invariant. The second possibility
is that the string scale definition to be used in (1) is changed from the tree level value
MI and its one-loop improved value is invariant under the transformation of Ti . This is
2
similar to the heterotic case where the tree level string scale MH depends on S, MH
MP2 /(S + S); the dilaton changes under SL(2, Z)Ti (for universal anomaly cancellation)
so MH is not invariant, but the one-loop improved heterotic string scale is invariant under
this symmetry, as we will discuss later. The last possibility is that the proposed symmetry
SL(2, Z)Ti is not there at all in the case of Z3 orientifold models, putting into doubt the
existence of the proposed Z3 orbifoldorientifold duality.
In this work we investigate these possibilities adopting a different perspective. We work
only in the chiral basis of N = 1, D = 4 supergravity and do not use the (questionable)
linearchiral multiplet duality relation [9]. We assume there is an effective supergravity
theory below some cut-off scale . As we will show, this approach provides relevant
information for anomaly cancellation and the unification of the gauge couplings. This is
interesting because it will give us some understanding as to whether the proposed mirage
unification scenario initially suggested by [8] can be made to work for Z3 orientifolds.
This requires a careful investigation of the RG flow for both models based on the Z3
orbifold/orientifold.
The RG flow in N = 1, D = 4 supergravity models was introduced in [11] (see also
[12,13] for applications to the heterotic case) and we will briefly review some aspects of
it in the next section, with emphasis on the importance of the various terms contributing
to the (perturbatively exact) running. A more illustrative form of the RG flow is presented
in Section 3 which makes manifest how string theories renormalise, through the Khler
terms for the moduli fields, the bare coupling and the (high) scale to which the effective
(canonical) gauge couplings run. This discussion will show that the assumption there
is gauge coupling unification in supergravity models suggests the existence of a link at
a deeper level in string theory between the structure of the Khler potential for moduli
fields (other than the dilaton) and that of the dilaton itself. In Section 3.1 we discuss the
1 At string tree level this is given by M 2 = (Re S/ Q3 Re T )1/2 M 2 /(2 Re S).
i
i=1
I
P
280
case of the Z3 orbifold. We stress the importance of the one loop improved string scale
which emerges as the natural cut-off in the RG flow of the (effective) gauge couplings and
which should be used in models which want to test the weak couplingweak coupling
duality, at one-loop level. In Section 3.2 we perform a similar analysis to investigate
the gauge couplings running in the case of Z3 orientifold model. Using only anomaly
cancellation arguments in D = 4, we recover on purely field theoretic grounds, the result
from string theory [1,9] that the coefficient of the twisted moduli entering the RG flow
is indeed proportional to the one loop beta function for the case of Z3 orientifold. The
calculation also shows that the effective unification scale could be far above the string scale
(mirage unification), perhaps close to the Planck scale. Unfortunately our analysis cannot
say more about this value since the v.e.v. of the twisted moduli is not determined by the
FayetIliopoulos mechanism. This is due to our present lack of understanding of the linearchiral duality relation, which relates the string result (1) to that of Supergravity RG flow for
ga ( Mz ), the question of invariance of the string scale under the assumed SL(2, Z)Ti
symmetry and the cancellation of anomalies in type IIB orientifolds [6]. These issues may
affect the results obtained from the FayetIliopoulos mechanism in the orientifold limit.
This mechanism has been investigated in Ref. [5] but its conclusions seem to be in conflict
with the proposed linearchiral multiplet duality relation [9] suggesting further study is
necessary.
To avoid some of these problems for the Z3 orientifold models we present the results in
terms of an unknown function G invariant under the SL(2, Z)Ti symmetry and speculate
about its effects on the value of the unification scale. Our conclusions are presented in the
last section.
2. RG flow, symmetries and the link with string theory

The standard procedure for analysing the RG flow equations in local supersymmetric
theories and their matching with string theory 2 was introduced by Kaplunovsky and Louis
in Ref. [11,12] (see also [13]). Its application to string models in general requires a knowledge of the Khler potentials of the moduli fields as well as the structure of the holomorphic
couplings.
Let us consider the link between the supergravity RG flow and string theory in our
case heterotic orbifolds and type IIB orientifolds. There are two important differences
between these cases. Firstly, the ultraviolet cut-off of the RG flow of the Wilsonian
coupling in the effective theory of supergravity may not be the same in both cases.
However, whatever its value may be, by definition [11] it must be independent of all
fields/moduli [11,12]. From the point of view of the effective supergravity theory must
be constant in Planck units, and it can therefore be set equal to the Planck scale MP . This
applies to the effective supergravity models of the heterotic strings [11,12]. It is not clear
to us whether this should also be the case for the type I string models we consider here,
2 For the heterotic case.
281
although certainly must be a moduli/field independent quantity. Secondly, for the two
classes of string models we consider, the expressions for the holomorphic function fa and
the dependence on the moduli fields of the Khler potentials may be different. Their input
from string theory in both cases realises the connection between effective supergravity and
string theory, allowing a test of string unification at (N = 1, D = 4) supergravity level.
However, throughout this paper, we will keep the string input at minimum and use only
supergravity arguments for most of the calculations. A great deal of the structure of the
Wilsonian coupling and even their relationship to the Khler moduli can be understood on
pure supergravity grounds together with gauge unification which we assume applies. This
will be detailed in the following sections.
The integral of the RG flow for the effective gauge couplings ga in rigid supersymmetry
follows from the exact beta function for ga introduced by Novikov, Shifman, Vainshtein,
Zakharov (NSVZ), [14,15]. The result after integration is
Fa = ga2 () +
X Ta
ba
T (Ga )
ln
ln ga2 () +
ln Zr (, ),
2
2
8
8
8 2
r
(r)
(2)
where condition dFa /d = 0 recovers the NSVZ beta function. Here ba = 3Ta (G) +
P (r)
r Ta . After applying this equation at two different scales, one recovers the running of
the couplings between these scales to all orders in perturbation theory. The coefficients Z
are normalised to unity at some arbitrary scale . At two loop level one can reproduce
the structure of the familiar RG flow of the Minimal Supersymmetric Standard Model
(MSSM).
For the Wilsonian couplings of the local supersymmetric theories we have the following
integral of the renormalisation group
ba
ca
ln +
K, K = 2 K,
(3)
2
8
16 2
where is the ultraviolet cut-off scale. Eq. (3) simply reflects that Wilsonian couplings
do not renormalise beyond one-loop. The last term in (3) accounts for the super-Weyl
anomaly induced by the rescaling of the metric necessary to separate gravity from quantum
field theory effects in the supergravity action [11,16]. We use the notation ca = Ta (G) +
P (r)
2
2
r Ta , and = 8/MP . K is the full Khler potential which includes a term for moduli
fields and one for the charged matter fields [11]. Its expression is given by
Fa = Re fa +
e + Kmatter
K = Kmod + Kmatter = k 2 K
(4)
where the moduli part of the Khler potential Kmod O(MP2 ) is the only relevant part
S being strongly suppressed relative to the
in (3), the charged matter term Kmatter Z QQ
S Equations (2), (3) above set the integral of the RG
moduli contribution. Therefore K K.
flow in models with local supersymmetry in the following form [1113]
ba
2
ln 2
2
16

X
1
2
(r)
+
K
+
2T
(G
)
ln
g
()
2
T
ln
Z
(,
)
.
c
a
a
r
a
a
16 2
r
ga2 () = Re fa +
(5)
282
A comment on the structure of Eq. (5) and the way it is linked to string theory is in place
here. Although this discussion is made in the context of the weakly coupled heterotic
models, it is in fact more general. Usually the link with string theory is established by
taking the Khler potential for the dilaton and other moduli as given to some order of
perturbation in string theory. Consider, for example, the Khler potential for the dilaton
K ln(S + S). Its contribution in the curly braces of (5) is usually split into two terms,
one given by ba /(16 2 ) ln(S +S) which combines with the cut-off to give the heterotic
2 2 /(S + S), while the remaining part (c b )/(16 2 ) ln(S + S)
string scale, MH
a
a
combines with ln ga2 () to give 2Ta (G) ln(S + S)1 /g 2 () in the curly braces. Further,
this last term (pure gauge) is usually ignored as being considered a higher order (two loop
and beyond) term in the effective field theory. This is not correct because it is inconsistent to
split the logarithmic dependence of the dilaton into two pieces and to retain only ba ln(S +
S) while ignoring the part proportional to 2Ta (G) ln(S + S). Since the string expansion
parameter is 1/ Re S truncating such an expansion to keep only part of ln(S + S) term
makes the whole calculation only valid in O(Re S) order, i.e., string tree level.
The presence of the terms Z (, ) is due to wavefunction renormalisation at /above
and below some cut-off 3 of the charged matter fields. Usually only their value at/above
the cut-off is retained to give contribution to the so called one-loop string threshold effects
(dependent on the T moduli). This contribution is due to the Khler terms for charged
matter fields which are not canonically normalised and comes with what can be considered
Q
3i=1 (Ti + TSi )nr , where nr
as a wavefunction coefficient of string origin, Zr (, )
are modular weights of the matter fields, is some arbitrary scale 4 and is the string
scale. The contribution (computable in field theory) to Z below the cut-off (later we will
is needed to account for matter and mixed gaugeidentify it with the string scale, )
matter contributions to the running of the (effective) couplings. At one loop order there
a (). This together with the
) ln ga ()/g
is a gauge contribution of the form ln Z(,
2
1
fact ga () (S + S) shows it is of comparable magnitude to the dilaton contribution

ln(S + S) and must be included. A more elegant motivation for including ln Z terms below
the cut-off scale is due to the fact that they originate from anomaly cancellation (from the
rescaling of chiral superfields) just as the terms ln ga2 do [15] (from the rescaling of vector
superfields), so they are on equal footing.
The effective couplings ga are physical quantities, and therefore they must be invariant
under the symmetries of the theory. In particular we require the invariance of the low energy
physics under the Khler symmetry transformations of the Khler potential K and of the
superpotential W , given by ( stands for the moduli fields and Q for the charged matter
fields) [11]

S0 K , ,
S + J (, Q) + J ,
S ,
Q, Q
Q
(6)
K 0 , 0 , Q0 , Q

(7)
W 0 , Q0 W (, Q) exp 2 J (, Q) .
3 Which turns out to be the string scale, see later.
4 The scale is not physical, it simply corresponds to a particular point in the moduli space where Z is
normalised to unity.
283
At the classical level, these transformations leave the action invariant [1113]. At the
quantum level these symmetries imply a transformation of the holomorphic coupling fa
(Khler anomaly) which is shifted by a quantity proportional to J () as follows from (5),
(6). In a similar way, a symmetry transformation of the matter fields of the form
Qr Q0r = Yrr0 ()Qr
(8)
Q0 Z 0 Q0 ,
Z0
Y 1 ZY 1 .
=
so Z
=
This
induces another anomaly with
transformation together with that of the wavefunction coefficients leaves the Khler
potential for charged matter fields invariant, but at the quantum level this rescaling
of the fields induces an anomalous term. For low-energy physics (i.e., ga ()) to stay
invariant under the combined effect of transformations (6) and (8) one finds the following
transformation for the holomorphic coupling [1113]
Q ZQ
fa () fa ( 0 ) = fa ()
X Ta(r)
ca 2
J
()
ln Y (r)().
2
8 2
4
r
(9)
This is a very important relation as it relates two values of the Wilsonian coupling fa at
different points in the moduli space [11].
3. N = 1, D = 4 supergravity and RG flow
From Eq. (2) evaluated at two different scales and 0 ( 6 0 ) one finds to all orders
in perturbation theory that the effective couplings run as follows
ga2 () = ga2 (0 ) +
+
X Ta(r)
r
8 2
3Ta (G)
0
ln
8 2
(ga2 (0 )/ga2 ())1/3
ln
0
.
Zr (0 , )
(10)
Here we have used the fact that Zr (, ) = Zr (, 0 )Zr (0 , ). In the above RG flow
the second term on the r.h.s. is the pure gauge term (exact to all orders) while the last
term is the mixed mattergauge and matter only (Yukawa) term again exact to all orders
in perturbation theory. Computing Z at one loop, Eq. (10) reproduces the structure of the
well-known two-loop running in the MSSM in the presence of Yukawa couplings [14,18].
If the gauge couplings unify at some scale (in this case 0 which also provides the
cut-off) ga (0 ) = g0 . Eq. (10) gives the RG flow in rigid supersymmetry, while we know
that the effective theory close to the string scale should actually be that of supergravity.
However, the phenomenological success of Eq. (10) in the context of the MSSM in relating
low energy values of the gauge couplings suggests any corrections to it should be small. It
would therefore be good to have a deeper understanding, at the supergravity level, of why
Eq. (10) is such a good approximation and of how the cut-off 0 and the bare coupling g0
emerge.
In string theory the ratio of the gauge couplings is predicted. The effective (N = 1,
D = 4) supergravity theory leads to a test of such string predictions using the RG flow. In
this the gauge couplings unification condition must be imposed as a boundary condition.
284
The RG flow in supergravity is similar to that in Eq. (10) as long as the spacetime is
nearly flat, but at scales of order O(0 ) gravity effects become more important. At such
scales the running of the couplings is given by (5) which we may present in a a form similar
to (10)
ga2 () = Re fa +
X Ta(r)
3Ta (G)
eK/2
eK/2
ln
+
ln
.

1/3
8 2
8 2 Zr (, )
eK /ga2 ()
r
(11)
This equation is very similar to (10) in its structure, and leads to the interpretation of the
cut-off as eK/2 , the scale present in the second and third terms in the r.h.s. of equation 5
(11). Comparing (11) and (10) we see that the second term on the r.h.s. of (11) is the (all
orders) pure gauge contribution while the last term is the matter contribution (again to all
orders in perturbation theory). The presence of the cut-off eK/2 instead of may be
interpreted as a gravitational effect corresponding to the rescaling of the metric [11]. The
only effect of such a rescaling is to change the scale up to which the effective couplings
run as compared to the holomorphic coupling running, Eq. (3); the structure of the running
is similar in both cases, Eqs. (10), (11). Moreover, evaluating (11) at two different scales
and 0 and subtracting, we recover Eq. (10) which corresponds to flat spacetime RG flow,
strengthening our assertion that only the cut-off of the running and the bare coupling (i.e.,
the boundary conditions) change when going to the effective supergravity case. Further,
since the leading contribution in K is that of moduli fields 6 which are intrinsically of
string origin, Eq. (11) makes manifest how string theory normalises the cut-off and the
bare coupling of the effective supergravity theory through the Khler potential of moduli
fields.
The unification condition for the gauge couplings is of the following form Re fa =
eK = ga2 (eK/2 ) up to scheme dependence terms. If this condition is met, then Eq. (11)
is of the same form as Eq. (10). Thus Eq. (11) together with the gauge unification
requirement provides an explanation why corrections close to the string scale preserve
the successful (rigid supersymmetry) form of Eq. (10).
The cut-off of the RG flow for the effective couplings plays an important role in our
discussion. It must correspond to a physical threshold and thus must be invariant under
the various symmetries of the theory. To clarify this we make a separation in the Khler
potential contributions
K = KS + KT ,
(12)
where KS is the T independent part while KT changes under the symmetry transformation (6). As an example, in the Z3 heterotic orbifold, KS stands for the dilaton Khler term
ln(S + S) and KT for the Khler term of the untwisted moduli T , U and their higher
5 If we considered instead ewK/2 as a cut-off and with evK in the denominator of the second term in the
r.h.s. of (11) acting as a bare coupling (w, v are arbitrary constants), the condition ba w + 2Ta (G)v = ca gives
ba (w 1) = 2Ta (G)(1 v) with (unique) gauge group independent solution w = v = 1. This motivates our
interpretation of eK/2 as a potential cut-off in Eq. (11).
6 For this see Eq. (4).
285
order (i.e., one loop and beyond in string coupling) mixing with the dilaton and other moduli. A similar structure exists for the Z3 orientifold models due to an SL(2, Z)Ti symmetry
[1]. Using this separation we may write Eq. (11) as
ga2 () = Re fa + a +
+
X Ta(r)
r
8 2
3Ta (G)
eKS /2
ln
8 2
(eKS /ga2 ())1/3
ln
eKS /2
,
)
Zr (,
(13)
where we used the notation

X
1
(r)
2T
ln
Z
(,
)
.
c
a =
a
T
r
a
16 2
r
(14)
In Eq. (13) corresponds to the scale at which string theory gives the Khler term for
Sr Qr
the charged matter fields in a non-canonically normalised form Kmatter = Zr Q
Q3
nir Q
S
S
(T
+
T
)
Q
where
the
approximation
ignores
higher
order
string
corrections.
i
r r
i=1 i
We therefore identify the scale with the string scale of the theory.
under the symmetries of the
Any variation of a induced by changes of KT or Zr (, )
string theory, must be cancelled by that of Re fa (Eq. (9)) otherwise the predictions for the
low energy physics (i.e., ga ()) would not be invariant. We conclude that the quantity Fa
defined by
Fa Re fa + a
(15)
is invariant under symmetry transformations (6), (8). Implementing such symmetries in

(13) and (14) to all orders in perturbation theory is a very difficult task. This is so because
(present in a ) are real functions of the moduli which in general have
KT and Zr (, )
contributions from all orders in perturbation theory in the (string) coupling and we only
know their first few perturbative terms. Their expressions at the string scale are
KT = KT(0) + KT(1) + =
3
X

ln Ti + TSi + KT(1) +
i=1
3
X
ln Ti + TSi

1 + O(gs2 ) + ,
(16)
i=1
where only the tree level term is explicitly given. Higher order terms usually mix the dilaton
with the rest of moduli fields. Here gs2 is the string coupling. Similarly
Zr = Zr(0)
+ Zr(1) +
3
Y
i
=
(Ti + TSi )nr + Zr(1) +
i=1
3
Y
Ti + TSi
nir

1 + O(gs2 ) + ,
(17)
i=1
where nir are the modular weights and again only the tree level term is given. Our lack
of knowledge of the higher order string corrections in the above equations is reflected in
286
the accuracy to which a and the gauge couplings are calculated and this also affects the
unification analysis to follow. Note that using only string tree level values for Z and K only
determines the gauge couplings at the string scale at one loop level.
The requirement that Fa be invariant under the symmetries of the theory strongly
constrains the form of fa and a in specific string models, with additional implications
for the unification of the couplings as we now discuss. Firstly, this requirement relates
the Khler potential for the untwisted moduli Ti (present in a ) to the real part of the
holomorphic coupling. Secondly, the condition of gauge coupling unification further relates
the latter to the Khler term for the dilaton as we explicitly show in the next two sections
for specific examples. This leads to the suggestion that there must be a deeper relationship
in string theory between the Khler term KT for untwisted moduli and that of the dilaton
KS . Invariance of Fa can also provide a consistency check for string models with the type
of symmetries outlined in the previous section. Other symmetries of the Khler potential
(for example under S 1/S) may be implemented in a similar manner.
3.1. Gauge couplings in Z3 heterotic orbifolds
The heterotic string with gauge group SO(32) compactified on the orbifold T6 /Z3 ,
has gauge group SU(12) SO(8) U (1)A , where U (1)A is anomalous. This anomaly
is universal and is cancelled by shifts of the dilaton. A dilaton dependent FayetIliopoulos
term is then generated and this is cancelled by v.e.v.s of the fields M , the blowing-up
modes of the orbifold which are present in the twisted sector and transform as (1, 1)4
under the gauge group. Additional twisted states V are present which transform as
V = (1, 8s )+2 . These fields become massive through superpotential couplings [19]. For
the untwisted string sector there are three families of states Qa = (12, 8v )1 and a =
(66, 1)+2 , the dilaton S and the Ti moduli.
In heterotic orbifolds the sigma-model symmetry 7 transformation of the Ti moduli is
given by
ai Ti ibi
, ai di bi ci = 1.
(18)
Ti
ici Ti + di
The Khler potential of charged matter fields at the string scale has the form
Kmatter = Qr Zr Qr .
(19)
Its invariance under SL(2, R)Ti determines Y () given the form of Zr , Eq. (17). At the tree
level for Z this implies
Zr =
3
Y
Ti + TSi
nir
+ ,
i=1
Yr =
3
Y
(di + ici Ti )nr .
(20)
k=1
The string theory form of the Khler term of the T moduli is given at the tree level by
KT =
3
X
i=1

ln Ti + TSi + ,
J = 2
3
X
ln(ici Ti + di ).
i=1
7 Only the discrete subgroup SL(2, Z) survives at the string level.

Ti
(21)
287
Thus we find

1 X 0i
Si ;
b
ln
T
+
T
i
a
16 2
3
a =
bai = ca +
i=1
2nir Ta(r) .
(22)
r
0
For the class of Z3 heterotic orbifolds of interest here we have [12] bai b i , i.e.,
gauge group independent 8 implying the same for a . The change of a under moduli
transformation is compensated by that of fa (Eq. (9)) which must therefore also contain
a gauge group independent part. This is indeed the case in heterotic string theory where fa
is given by the universal dilaton fa = S. Therefore,
"
#
3

1
1 X 0i
S +S
b ln Ti + TSi f0
(23)
Fa =
2
8 2
i=1
and the dilaton is shifted and Fa is SL(2, Z)Ti invariant. Eqs. (23), (13) together with the
requirement of the existence of a unified (i.e., gauge group independent) bare coupling give
exp(KS ) = Fa in agreement with the gauge group independence of Fa . This gives
( "
#)
3

1
1 X 0i
S+S
b ln Ti + TSi
.
(24)
KS = ln
2
8 2
i=1
While this result is expected in string theory under the presence of SL(2, R)Ti symmetry,
we find it interesting that we recovered it using field theory arguments (anomaly
cancellation) and the condition of unification imposed on the RG flow (13) for the gauge
couplings. The fact that string theory gives a similar (SL(2, Z)Ti invariant) expression for
the dilaton potential provides a consistency check of our approach. Moreover, the definition
of Fa (23) includes some dependence of the Khler potential for T moduli (21). From the
invariance of the former under SL(2, R)Ti symmetry together with the unification condition
relating Fa to KS we conclude that the Khler potentials for T and S are related at a deeper
level in string theory where the unification of the gauge couplings is respected.
From Eq. (13) we find the final form for the RG flow ( Mz )
X Ta(r)
3Ta (G)
/ f 0
/ f 0
.
(25)
ln
+
ln
ga2 () = f0 +
)
8 2
8 2 Zr (,
(f01 /ga2 ())1/3
r
We thus identify the unification scale U and the RG flow cut-off in (string inspired)
supergravity models as in Eq. (26) below. is taken equal to MP as the natural, moduli
independent cut-off of RG flow of the holomorphic coupling in (3) [12] so
MP
U =
1/2 ,
P3
0
2
f0
S + S 1/(8 ) i=1 b i ln(Ti + TSi )
(26)
where the approximation sign stands for additional numerical factors depending on the
regularisation scheme [20]. This value of the unification scale, the heterotic string scale, is
slightly different from that usually quoted MH = MP /(S + S)1/2 [12]. This difference is
8 We consider only KacMoody level one string theory.
288
due to the mixing at one loop level between the dilaton and T moduli which we considered,
so we see Eq. (26) is the one-loop improved heterotic string scale. The numerical effect
of the presence of the T dependence in this definition is small, since Re T = O(1) in
weakly coupled heterotic strings. Our definition of as the string scale makes the whole
=
unification picture at the string scale self-consistent since if = U , then Zr (,
2
U ) = 1 with the unified coupling ga ( = U ) = f0 and Eq. (25) is respected. Note
that both the string scale and the bare coupling are manifestly SL(2, Z)Ti invariant, as one
would expect in a theory with such a symmetry. Since Re T O(1) we can expand the
unified coupling f0
!
3
X
f0 Re S +
i Ti ,
(27)
i=1
which recovers a result of heterotic string theory for the structure of the one loop
holomorphic coupling. If we ignore the approximations made in (20) and in (21) for KT ,
Eqs. (25) and (26) are perturbatively exact. More explicitly, Eq. (25) uses an input from
string theory, the boundary value of f0 for the RG flow below the unification scale, and f0
is known to one loop order only, however below this scale Eq. (25) is perturbatively exact.
This concludes our examination of the RG flow for the Z3 heterotic orbifold model. The
method developed here applies generally to the class of heterotic string models without
a N = 2 sector.
Note that Eq. (25) justifies the use of the flat spacetime RG flow, being equivalent
to all orders in perturbation theory below the unification scale to Eq. (10). Moreover
it determines the cut-off scale and the bare coupling in terms of the fundamental string
quantities.
3.2. Gauge couplings in Z3 orientifolds
The models based on Z3 orientifolds are similar to those based on the heterotic
counterpart, the Z3 orbifold. The gauge group is again SU(12) SO(8) U (1)A with the
following structure of the spectrum. The closed string sector contains 27 twisted moduli
M corresponding to the blowing up modes of the associated orbifold and with their
linear symmetric combination labelled by M. The closed string spectrum also includes
the untwisted moduli Ti and the dilaton S. The open string sector has three families of
states Qa = (12, 8v )1 , a = (66, 1)+2 due to strings stretching between the 9-branes.
The U (1)A is again anomalous and the anomaly is this time non-universal and cancelled
by shifting the twisted pseudoscalar axions which are in the same chiral multiplets M as
the scalars corresponding to the blowing up modes of the orientifold. A combination of the
twisted states with the anomalous vector superfield forms a heavy vector multiplet, which
after decoupling at a high scale 9 leaves a SU(12) SO(8) gauge group, just as in the
Z3 orbifold model. We see that below this scale there is a match of the spectrum and of the
gauge groups of Z3 orbifold and Z3 orientifold models [4,7]. This suggests the possibility
9 This is of the order of the string scale, just as in the case of the heterotic orbifold [5].
289
that Z3 orientifold is a good candidate to be the dual model of the Z3 orbifold [3,21],
motivating the suggestion that the Z3 orientifold model has a non-anomalous SL(2, Z)Ti
symmetry, just like its heterotic dual. As we have seen the SL(2, Z)Ti anomalies are
important in determining the structure of the gauge couplings running. Here we determine
the anomaly structure in the Z3 orientifolds, although some of our results could apply to
more general cases. Since in the heterotic case such anomalies are cancelled, the proposed
orientifoldorbifold duality implies that these anomalies are also cancelled [1] for Z3
and Z7 orientifolds. The duality symmetry which prompted the study of the cancellation
of these anomalies in type IIB orientifolds was investigated beyond tree level in [6].
However, this analysis was based on the linearchiral multiplet transformation [9] which
was assumed to hold at one loop level and this was proved using only the tree-level string
scale in the linear basis for the gauge couplings Eq. (1), rather than its one-loop improved
value. This tree level definition of the string scale is not invariant under the symmetry
transformation of Ti s and from Eq. (1) this means that low energy physics is not invariant
either. In the heterotic case the string scale changes at one loop, 10 giving an invariant
form (26). We expect something similar should apply to the orientifold case as well. We
therefore conclude that the linearchiral multiplet duality relation may prove to be more
complicated than assumed and that the two models Z3 orbifold/orientifold could still be
dual to each other. We do not make explicit use of this duality, but we will later discuss
its compatibility with our results in the effective field theory approach where all states
considered are in the chiral basis. From this (string based) effective theory point of view
it is useful to investigate the phenomenological consequences for the running couplings and
discuss the unification of the gauge couplings in the presence of the SL(2, Z)Ti symmetry
transformation 11 of the Ti moduli, Eq. (18).
As in the heterotic case we take as input from the Z3 orientifold string theory the Khler
terms for the untwisted moduli T
KT = 2 2
3
X

ln Ti + TSi + ,
(28)
i=1
where 2 is the coefficient in front of the Khler potential as given after compactification
in string theory for Z3 orientifold while 2 is due to definition (3). In this class of
orientifolds we also have a Khler term for the charged matter fields of the form (19)
with (6), (8) respected. Under the combined effect of Eqs. (6), (8) we find from (14)

1 X 0i
ba ln Ti + TSi ,
2
16
3
a =
bai = 2 2 ca +
2Ta(r) nir .
(29)
i=1
Compatibility with the string calculation for bai for the Z3 orientifold [1] requires that
2 2 be equal to 1. Unlike the case of the Z3 heterotic orbifold, ba0i in the Z3 orientifold
10 For this see previous section.
11 Note that transformation (18) is not a T duality transformation in type I vacua. The latter exchanges different
type of D branes, the three Ti s and the dilaton [26]. Clearly, transformation (18) is not of this type. Further, in
the orientifold model we examine with the proposed symmetry only D9 branes are present.
290

0
is gauge group dependent due to the different spectrum content. We have bai = ba /3 where
ba is the one loop beta function of the associated gauge group SU(12) SO(8). This is
because in the Z3 orientifold there is no counterpart of the states V of the Z3 heterotic
orbifold.
The requirement that Fa , Eq. (15) be invariant requires that fa have indeed a non-zero
gauge group dependent part and, if unification exists, a gauge group independent part as
P
well. Therefore, fa = S + k sak Mk which establishes the structure of the holomorphic
coupling for this model. For the gauge group dependent part the presence in fa of the fields
Mk is required on pure field theory grounds to cancel the gauge group dependent variation
of a under SL(2, Z)Ti (anomaly cancellation). Further, we know from the string theory
that the fields Mk are indeed singlets under the gauge group of the orientifold. The gauge
independent part of fa cannot be proportional to moduli other than S like for example
Ti s because the latter would transform non-linearly under (18) and invariance of Fa (15)
would not be respected. Further, we may consider that S (identified as the dilaton S) is not
shifted under transformation 12 (18). These results are indeed in agreement with type IIB
ZN models, N = odd where the holomorphic coupling fa in the presence of 9-branes only
is given by
fa = S +
(N1)/2
X
sak Mk
(30)
k=1
with Mk twisted moduli (chiral basis). For Z3 orientifold there is only one field Mk M.
From now on, whenever possible we will consider the more general case of ZN orientifold
and in the results for the Z3 case we drop the index k. We then find from (15), (9) that the
twisted moduli transform according to
Mk Mk0 = Mk
1 X k
i ln(di + ici Ti ),
8 2
3
(31)
i=1
where coefficients sak satisfy the relationship

X
sak ik = ba0i .
(32)
The result (31) recovers the initial string-based suggestion of [1] that anomalies can be
cancelled by the transformation of the twisted moduli (31) for Z3 and Z7 orientifolds.
However, this is only true if = 1 when condition (31) is identical to that proposed
in string theory [1]. This therefore fixes the coefficient in front of the Khler term for
the moduli, Eq. (28), for the agreement of field-string theory to hold, and the situation
is then very similar to that of the heterotic string. However, Eq. (31) assumes that the
dilaton is inert under SL(2, Z)Ti symmetry and plays no role in anomaly cancellation. In
principle the dilaton could be shifted by a universal (gauge group independent) term as
well compensated by an opposite shifting of the twisted moduli part of fa , but this is not
allowed in string theory [1,6]. Finally, we note that Re Mk cannot represent a vacuum state
12 This is an input from string theory [1]. See later for discussion on this point.
291
invariant under SL(2, Z)Ti and cannot be set to zero as in such a case anomaly cancellation
and invariance of Fa (15) would not be respected, and low energy physics would not be
invariant under the transformation of Ti Eq. (18).
For the Z3 orientifold with a single field M present, Eq. (32) shows that sak sa
0
bai = ba /3 on pure anomaly cancellation grounds (also i = 6). The proportionality of
sa coefficient to the one loop beta function is again in agreement with explicit string
calculations of these coefficients [1,9]. We would like to stress that unlike the string
calculation [9], this proportionality is here a consequence of imposing the anomaly
cancellation under the conjectured SL(2, Z)Ti symmetry. This provides a check for our
approach, circumstantial evidence for the presence of this symmetry at string level and
further motivation for studying its implications.
We can now proceed to investigate the RG flow for the Z3 orientifold and the unification
of the gauge couplings. Their values at the string scale are given by (using (13), (16),
(17), (30), (32))
= Re fa +
ga2 ()
X Ta(r)
3Ta (G)
eK/2
eK/2
ln
+
ln
1/3
K /ga2 ())
r (, )
8 2
8 2 Z
(e
r
X Ta(r) eKS /2 eG
eKS /2 eG
3Ta (G)
ln
+
ln
1/3
KS /ga2 ())
string
8 2
8 2
(e
Z
r
i
h
ca
(1)
+
KT + ,
16 2
where we used the notation
(
)
3
X

1
2 2
2
S
M +M
i ln Ti + TSi ,
Zstring = 1 + O gs , G =
9
8 2
(33)
= Re S +
(34)
(35)
i=1
while the effective couplings at low energy scales ( Mz ) are given by
+ 3Ta (G) ln
ga2 () = ga2 ()
2
2
8
(ga ()/ga2 ())1/3
+
X Ta(r)
r
8 2
ln
.
)
Zr (,
(36)
The low energy physics represented by ga2 ( Mz ) is indeed invariant under SL(2, Z)Ti
transformation since G itself is invariant. This fact can be seen explicitly by adding
Eqs. (34) and (36) and ignoring the extra terms due to higher order (one-loop) string
corrections to Z and KT at/above the string scale 13 (denoted in (34) by Zstring and KT(1)
O(gs2 ), respectively). Such extra terms would affect some of the two loop corrections
(of string origin!) for the gauge couplings. Even though the string scale and, conse are not invariant under an SL(2, Z)Ti symmetry, the low energy physics
quently, ga ()
13 One-loop order (and beyond) string-induced corrections to Z and K , normalised to their tree level values,
T
induce two-loop-like (and beyond) terms in the RG flow for the effective gauge couplings, due to physics at/above
the string scale. These corrections have the structure similar to but distinct from that of field theory two loop terms.
292
(ga (), Mz ) is still invariant (in this approximation), as should be the case. To
see explicitly if this true beyond this approximation we would need an explicit string
(1)
calculation of Zstring and KT .
If the couplings unify beyond one-loop level one sees from Eq. (34) that KS =
ln(S + S). This identification recovers the structure for the Khler potential given by
a string calculation. In this case the couplings unify at the scale 0 where
0 = eKS /2 eG .
(37)
Up to the terms O(gs2 ) the unified coupling is fixed by the dilaton alone, g 2 (0 ) =
Re S rather than in combination with the twisted moduli. This is supported by the fact that
(unlike Mk ) S is not involved in anomaly cancellation and is invariant under the SL(2, Z)Ti .
3.2.1. The unification scale and the linearchiral multiplet relation
The result (37) for the unification scale certainly requires some discussion. From the
supergravity point of view it has been argued that the scale entering the definition of 0
(37), should be identified with the Planck mass, MP . In the heterotic string this leads to the
conclusion that the couplings unify at the (one-loop improved) heterotic string scale given
by Eq. (26). For the effective supergravity RG flow (33), (34) applied to the Z3 orientifold
model the important point is that does not bring any moduli dependence in definition
(37).
the structure of Eq. (34)
If the unification scale is larger than the string scale, 0 > ,
This is not RG flow
mimics the field theory running of the gauge couplings above .
in the field theory sense because the radiative corrections are of string origin (moduli
contributions) which do not have a field theory correspondence. The effect of these moduli
contributions is to renormalise the wavefunctions of the gauge sector (through the presence
of exp(KS /2) on the r.h.s. of (34)) and those of the matter sector (through the presence of
Zstring {1 + O(gs2 )} on 14 the r.h.s. of (34)). This means that there may be a stage of
mirage unification [25] at 0 induced by string effects only. It is possible however that
To distinguish between
0 = and unification actually takes place at the string scale .
these two cases of unification one needs to know the exact value of G.
The value of G can be fixed by the FayetIliopoulos mechanism 15 in the following
way. In general the D term in the Lagrangian contains in addition to the FayetIliopoulos
term, proportional to G [5], a contribution from fields charged under the anomalous U (1)A .
However at least for Z3 orientifold model we considered, fields charged under U (1)A are
also charged under the non-Abelian group. A non-vanishing v.e.v. of these fields would
therefore trigger a breaking of the non-Abelian symmetry group factors. In the following
we will discuss two possibilities corresponding to whether we insist on the presence or
absence of the full non-Abelian gauge symmetry of the model.
If we insist that the full non-Abelian symmetry be unbroken, then the D term in the
Lagrangian depends only on the contribution given by G. This leads to the conclusion that
14 The origin of these corrections is in Eq. (17).
15 For more on FayetIliopoulos mechanism in type IIB orientifolds see [4,27].
293
the vanishing of the D term contribution in the Lagrangian (to preserve supersymmetry)
implies the vanishing of G as well [5] in the orientifold limit [5]. To illustrate this case, 16
Sk ) which must be invariant under
consider the twisted moduli Khler potential K(Mk , M
the SL(2, Z)Ti symmetry and the anomalous U (1)A , conditions which lead to the following
change of its original form

Sk KM Mk + M
Sk
KM Mk , M
!
3

1 X k
S
S
i ln Ti + Ti .
(38)
KM Mk + Mk k VA
8 2
i=1
This contribution is not present in the running couplings (Eq. (33)) because it is considered
a higher order contribution in the moduli. However it does control the value of Gk (G for
Z3 ) through the FayetIliopoulos mechanism [5]. This requires, in the case of unbroken
non-Abelian symmetry of ZN orientifold
(N1)/2
X
k=1

KM
=0
Mk V =0;==0
and therefore a sufficient (and necessary for Z3 orientifold) condition is that

KM
= 0.
Mk V =0;==0
As was shown in [5] this corresponds (for nonsingular potential) to the condition
(
)
3

2 2
1 X k
S
S
Mk + Mk
i ln Ti + Ti = 0.
Gk
9
8 2
(39)
(40)
(41)
i=1
For the case of the Z3 orientifold (Gk G)) we thus find that the unification scale 0 =
eKS /2 . However, it is possible that KM has additional SL(2, Z)Ti invariant contributions
to its argument, Eq. (38), leading to non-zero value for Gk (G for Z3 ) (and which may give
a large value for 0 ). Moreover, the result of Eq. (41) for Gk (G) is questionable for two
additional reasons.
Apparently, an unification scale of value eKS /2 = MP /(S + S)1/2 would be very
encouraging from a phenomenological point of view and would preserve some similarities
with the heterotic case. In fact an explicit string calculation [9] has shown that in orientifold
models the contribution of the N = 2 sector indeed extends beyond the string scale up to
the winding mode scale, which could be close to the Planck scale. However in the present
case there does not appear to be a physical threshold associated with this, so this possibility
appears implausible.
Secondly, the vanishing of Gk is not compatible with the linearchiral multiplet duality
relation [9] which relates Eqs. (1), (33)
16 In the following we will consider the more general case of Z orientifolds, N odd. For Z orientifold one
N
3
must suppress the indices k.
294

3
X
bk
Sk 1
2mk = Mk + M
ik ln Ti + TSi + 2 ln
2
8
8
i=1
{z
}
|
"Q
3
i=1 Re Ti
Re S
#1/2
(42)
Gk
with ba = k bk sak (bk b = 18 for Z3 ). The origin of this disagreement was highlighted
in the Introduction, and is due to the Ti dependence of the tree level string scale in ZN
Q
orientifold models, MI2 = 2MP2 (S + S)1/2 3i=1 (Ti + TSi )1/2 . This extra Ti dependence
brought in solely by the string scale definition is manifest in the linearchiral multiplet
relation, the last term on the r.h.s. of (42). The Ti dependence of this term is not present
in the linear basis of the Lagrangian leading to Gk = 0 in Ref. [5] in the orientifold limit,
mk 0. One could attempt to preserve the multiplet duality Eq. (42), and for this the
Lagrangian of linear multiplets of [5] should contain an additional term [6], given by
"
#
(N1)/2
3
X
Y

1
bk L k ln L k
Ti + TSi
(43)
1L2 =
16 2
k=1
i=1
in the notation of [6] with L k standing for the linear multiplet basis. This brings in the third
term in the rhs of (42) and leads to Gk 6= 0 in the orientifold limit, mk 0. However, the
value of Gk in this limit as given by (42) is not SL(2, Z)TI invariant, contrary to what we
already established, Eq. (31). This is because the last term in (42) is not invariant and ruins
the anomaly cancellation of the model as observed in [6]. All these difficulties are caused
by the fact that the tree level definition of the string scale, MI responsible for the last term
on the r.h.s. of (42) is not SL(2, Z)Ti invariant. As we observed after Eq. (1), for the same
reason ga ( Mz ) in (1) is not invariant under SL(2, Z)Ti .
It is possible that the tree level string scale MI is made SL(2, Z)Ti invariant by one
loop corrections due to the moduli, similarly to the heterotic case, Eq. (26); this should
actually be the case since this scale is a physical one and must be invariant if the symmetry
SL(2, Z)Ti is present. In this case the invariance of ga ( Mz ) in (1) is assured, if we
where the latter is assumed invariant. As S does not play any role in
replace MI by ,
anomaly cancellation in ZN orientifold, and is therefore fixed (to all orders) this means that
the Ti dependence of the one loop improved value of the string scale must be SL(2, Z)Ti
invariant. One possibility is that this value is given by
1/2

,
(44)
= MI (T1 , T2 , T3 )
where (T1 , T2 , T3 ) is such as to keep invariant under the transformation of Ti . An
Q
example is (T1 , T2 , T3 ) = 3i=1 |(iTi )|2 . However, one needs a confirmation of this,
based on a string calculation of the radiative corrections to Eq. (1). 17 The new linear
chiral multiplet duality relating (33) to (1) (with MI replaced by to keep ga (
Mz ) SL(2, Z)Ti invariant) is in this case similar to (42) but with an additional factor
17 This may be difficult to check. Unlike the heterotic case where the sigma model symmetry has an underlying
string equivalent (T duality), it is not clear if this symmetry holds exactly in type I string [1]. The heterotic-type
I duality in 10D would suggest this symmetry does not survive in type I perturbation theory and therefore the
appearance of the term ln (iT ) in (1) would be of non-perturbative origin.
295
(T1 , T2 , T3 ) under the last log in (42). As the linearchiral relation in the orientifold limit
mk 0) essentially imposes unification at the new string scale
(Eq. (1) with MI ,
and there is no mirage unification. We conclude with
G will be such that 0 = ,
,
the remark that in the absence of additional string corrections to the tree level string scale
MI in Eq. (1), of the nature discussed above, the SL(2, Z)Ti symmetry seems implausible,
casting doubts on the Z3 orbifold/orientifold duality.
So far we have considered that the full non-Abelian gauge symmetry of the Z3
orientifold model was preserved. However it is possible that this symmetry will be broken
if matter fields charged under the U (1)A symmetry, also charged under the non-Abelian
gauge group are present and develop a v.e.v. This is indeed possible for the Z3 orientifold
model considered. In this situation the D term in the Lagrangian contains additional
contributions from the charged matter fields. The condition of preserving supersymmetry
(the vanishing of the D term) will then lead to a non-vanishing value for G different from
the case discussed above, due to the additional v.e.v. contributions. These contributions
lead to the mirage unification scenario in the sense that 0 may be situated above the
The mirage unification would not mean an effective running of the
string scale .
couplings above the string scale, but simply a change from to a possibly higher scale
due to the presence of the v.e.v. of fields charged under U (1)A and the initial non-Abelian
group.
To conclude, the most likely possibility we envisage is that, if SL(2, Z)Ti symmetry is
if the initial non-Abelian group
indeed present, the couplings unify at the string scale (),
is unbroken, but the linear-chiral multiplet relation must be changed. It is also possible that
the gauge group is broken to a non-Abelian subgroup so G receives additional corrections
due to the v.e.v. of the fields involved in the gauge symmetry breaking. In this case it is
possible that 0 be situated above the string scale due to the v.e.v. which modify the value
of G from the previous case. (Of course, an alternative possibility is that the symmetry
SL(2, Z)Ti is not present at all for the Z3 orientifold.)
4. Conclusions
In this paper we investigated the RG flow in two string inspired models based on the Z3
orbifold and orientifold, respectively. The RG flow in supergravity proves to be a strong
tool for exploring various aspects of these models. In Z3 orbifold based models we have
shown that RG flow together with the requirement of gauge coupling unification provides
information on the structure of the Khler potential for the dilaton and the values of the
unified coupling/unification scale. In the case of Z3 orientifold model we have shown that
anomaly cancellation requires the presence of additional fields M to cancel the anomalies
induced by the SL(2, Z)Ti symmetry. Moreover, their contribution to the gauge couplings
comes with a coefficient proportional to the one loop beta function, just as is found in
string calculations. Finally, the invariance of the dilaton under the proposed symmetry
and the presence of unification suggests that the dilaton can act as the bare coupling on
its own (rather than in linear combination with the twisted moduli), at a scale of order
296
/(S + S)1/2eG . The exact value of this scale depends on the value of G leading to two
possibilities. The first of these preserves unification at the string scale, but the linear
chiral multiplet duality must be changed. The second possibility may realise a mirage
unification due to v.e.v. of charged matter fields breaking the initial group to a non-Abelian
subgroup. These v.e.v.s bring additional corrections to G from the previous case, and thus
0 may be larger than .
Acknowledgements
The authors would like to thank E. Dudas, L.E. Ibez, M. Klein, Z. Lalak, S. Lavignac
and H.P. Nilles for very useful discussions. D.G. acknowledges the financial support from
the part of the University of Oxford, Leverhulme Trust research grant. This research is
supported in part by the EEC under TMR contract ERBFMRX-CT96-0090.
References
[1] L.E. Ibez, R. Rabadn, A.M. Uranga, hep-th/9905098;
C.A. Scrucca, M. Serone, hep-th/9912108;
C.A. Scrucca, M. Serone, hep-th/0006201.
[2] J. Polchinski, E. Witten, Nucl. Phys. B 460 (1996) 525.
[3] C. Angelantonj, M. Bianchi, G. Pradisi, A. Sagnotti, Y.S. Stanev, Phys. Lett. B 385 (1996) 96,
hep-th/9606169.
[4] Z. Lalak, S. Lavignac, H.P. Nilles, Nucl. Phys. B 559 (1999) 48, hep-th/9903160.
[5] M. Klein, Nucl. Phys. B 569 (2000) 362, hep-th/9910143.
[6] Z. Lalak, S. Lavignac, H.P. Nilles, hep-th/9912206.
[7] S. Lavignac, JHEP Proceedings to Trieste Meeting of the TMR Network Physics Beyond the
SM, February 1999.
[8] L.E. Ibez, C. Muoz, S. Rigolin, Nucl. Phys. B 553 (1999) 43, hep-ph/9812397;
L.E. Ibez, hep-ph/9905349.
[9] I. Antoniadis, C. Bachas, E. Dudas, Nucl. Phys. B 560 (1999) 93, hep-th/9906039.
[10] L.E. Ibez, R. Rabadn, A.M. Uranga, Nucl. Phys. B 542 (1999) 112, hep-th/9808139.
[11] V. Kaplunovsky, J. Louis, Nucl. Phys. B 422 (1994) 57.
[12] V. Kaplunovsky, J. Louis, Nucl. Phys. B 444 (1995) 191, see also next reference.
[13] J. Louis, K. Frger, Nucl. Phys. B Proc. Suppl. B 55 (1997) 33.
[14] M. Shifman, Int. J. Mod. Phys. A 11 (1996) 5761;
M.A. Shifman, A.I. Vainshtein, Nucl. Phys. B 277 (1986) 456;
V.A. Novikov et al., Phys. Lett. B 166 (1986) 329.
[15] N. Arkani-Hamed, H. Murayama, Phys. Rev. D 57 (1998) 6638;
N. Arkani-Hamed, H. Murayama, hep-th/9707133.
[16] J. Wess, J. Bagger, Supersymmetry and Supergravity, Princeton Univ. Press, 1992.
[17] J. Hisano, M. Shifman, Phys. Rev. D 56 (1997) 5475.
[18] D. Ghilencea, M. Lanzagorta, G.G. Ross, Nucl. Phys. B 511 (1998) 3;
G. Amelino-Camelia, D. Ghilencea, G.G. Ross, Nucl. Phys. B 528 (1998) 35.
[19] Z. Kakushadze, Nucl. Phys. B 512 (1998) 221.
[20] V. Kaplunovsky, Nucl. Phys. B 307 (1988) 145;
V. Kaplunovsky, Nucl. Phys. B 382 (1992) 436.
297
[21] C. Angelantonj, M. Bianchi, G. Pradisi, A. Sagnotti, Ya.S. Stanev, Phys. Lett. B 385 (1996) 96,
hep-th/9606169;
Z. Kakushadze, Nucl. Phys. B 512 (1998) 221, hep-th/9704059;
Z. Kakushadze, G. Shiu, Phys. Rev. D 56 (1997) 3686, hep-th/9705163;
Z. Kakushadze, G. Shiu, Nucl. Phys. B 520 (1998) 75, hep-th/9706051.
[22] Z. Kakushadze, G. Shiu, Phys. Rev. D 56 (1997) 3686, hep-th/9705163.
[23] G. Aldazabal, A. Font, L.E. Ibez, G. Violero, Nucl. Phys. B 536 (1998) 29.
[24] L.E. Ibez, hep-ph/9911499.
[25] L.E. Ibez, hep-ph/9905349.
[26] L.E. Ibez, C. Muoz, S. Rigolin, Nucl. Phys. B 553 (1999) 43, hep-ph/9812397.
[27] M. Cvetic, L. Everett, P. Langacker, J. Wang, JHEP 99904 (1999) 020;
M. Cvetic, L. Everett, P. Langacker, J. Wang, hep-th/9903051.

SL(2, Z) duality and 4-dimensional

noncommutative theories
J.X. Lu a , Shibaji Roy
b, ,
Harvendra Singh b
a Randall Physics Laboratory, University of Michigan, Ann Arbor, MI 48109-1120, USA

b Theory Division, Saha Institute of Nuclear Physics, 1/AF Bidhannagar, Calcutta-700 064, India
Abstract
We investigate how the four-dimensional noncommutative open string/YangMills theory behaves
under a general non-perturbative quantum SL(2, Z) symmetry transformation. We discuss this
by considering D3-branes in a constant background of axion, dilaton, and electric and magnetic
fields (including both E B and E||B cases) in the respective decoupling limit. We find that the
value of axion, whether rational or irrational, determines the nature of the resulting theory under
SL(2, Z) as well as its properties such as the coupling constant and the number of noncommutative
directions. In particular, a strongly coupled theory with an irrational value of axion can never be
physically equivalent to a weakly coupled theory while this is usually true for a theory with a
rational value of axion. A noncommutative YangMills (NCYM) (resulting from D3-branes with
pure magnetic flux) is physically equivalent to a noncommutative open string (NCOS) but if the
value of axion is irrational, we also have noncommutative spacespace directions in addition to the
usual noncommutative spacetime directions for NCOS. We also find in general that a NCOS cannot
be physically equivalent to a NCYM but to another NCOS if the value of axion is irrational. We find
another new decoupling limit for possible light-like NCYM whose SL(2, Z) duality is a light-like
ordinary YangMills if the value of the axion is rational. Various related questions are also discussed.
1. Introduction
There is a great surge of interest recently on noncommutativity along spacetime
directions in string/M-theory [118]. This noncommutativity implies a stringy uncertainty
principle which appears as a special case of a fundamental one in string/M-theory as
advocated in [19]. A field theory defined on such a noncommutative geometry cannot
E-mail addresses: jxlu@umich.edu (J.X. Lu), roy@tnp.saha.ernet.in (S. Roy), hsingh@tnp.saha.ernet.in

(H. Singh).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 1 - 4
J.X. Lu et al. / Nuclear Physics B 595 (2001) 298318
299
be unitary [1,6,20] and therefore if there exists a decoupled theory on such geometry
in string/M-theory, it cannot be a field theory. In the context of D-branes with pure
electric flux, it was shown in [2] that such a decoupled theory indeed exists and is a
noncommutative open string (NCOS) living on the brane. In obtaining such a decoupled
theory, the electric field must be close to its critical value such that it almost balances
the original string tension. We therefore end up effectively with an almost tensionless
string. Such a tiny string tension defines a new energy scale for the decoupled NCOS
as well as the scale for the noncommutativity. 1 In this decoupling limit, the closed string
coupling blows up while the coupling for the decoupled NCOS remains fixed and therefore
is small in comparison with the infinitely large closed string coupling. This also implies that
the transition of NCOS into closed strings cannot occur easily, indicating that the NCOS
decouples from the bulk closed strings.
The same conclusion for the existence of NCOS was also obtained in [3] but from
a rather different viewpoint. Consider a 4-dimensional noncommutative YangMills
(NCYM) which is the decoupled field theory of D3-branes in a purely magnetic field
background. The decoupling limit for this theory requires the closed string coupling to
scale to zero. When the gauge coupling for the NCYM is large, the natural way to deal with
this theory is to go to its S-dual description. The authors in [3] asked: What is the S-dual of
this NCYM? A worldvolume magnetic field is mapped to an electric field under S-duality. 2
Moreover, it was found that the decoupling limit in the S-dual theory exists only when the
electric field attains a critical value. Also, in this case the original vanishing closed string
coupling is transformed to its inverse in the S-dual, therefore becoming infinitely large. So,
according to what has been obtained in [2], the S-dual of NCYM is a NCOS.
The NCYM used in [3] arises as a decoupled theory of D3-branes with a pure magnetic
flux. We can have decoupled NCYM from D3-branes with both electric and magnetic fields
as discussed in [1113] and further with nonvanishing axion which will be discussed in this
paper. 3 We can also have decoupled NCOS from D3-branes in the presence of both electric
and magnetic fields as discussed in [1113,22] and further with a nonvanishing axion
1 We can scale the original tension to infinity while keeping the new effective tension fixed.
2 If one instead uses a B-field with a nonvanishing spatial component, one cannot reach the conclusion directly
from the worldvolume point of view since a spatial B-field under S-duality turns into a spatial RR 2-form field.
One often says that D3-branes (in general Dp-branes) with spatial nonvanishing B-field give rise to NCYM in
the corresponding decoupling limit. From the field theory (or open string point of view) side, this is correct since
all we need for the NCYM is the closed string metric, closed string coupling and the B-field as demonstrated
in [21]. However, from the gravity description of D3-branes with spatial nontrivial B-field, we must also have
D-strings present such that the resulting configuration is BPS. These D-strings require a nonvanishing spacetime
component of RR 2-form. Under S-duality, this nonvanishing component becomes a B-field which is needed for
the spacetime noncommutativity as demonstrated in [10,12]. So this seems to indicate that the gravity description
of NCYM contains more information than the field theory description. For example, in order to have the correct
decoupling limit for NCOS, we have to perform the non-linear S-duality on the worldvolume while on the gravity
side the S-duality is linear. This is the precise reason that we chose to work on a concrete gravity system of
((F, D1), D3) bound state for the decoupled NCOS with noncommutativity in both spacetime and spacespace
directions in [12]. But in the prsent paper, we choose to work in the hard way, i.e., from the worldvolume side.
3 While we were writing up this paper, we became aware a paper [22] in which the SL(2, Z) duality of the
gravity dual description of ((F, D1), D3) bound state, corresponding to E||B case considered here, appeared on
the net.
300
which, for the E||B case, has been discussed in [13,22]. One may wonder if the S-dual
or in general a SL(2, Z) dual of NCYM (or NCOS) always give a NCOS (or NCYM).
In [12], the present authors showed that the S-dual of NCYM does not in general give a
NCOS. In [13] for the case E||B, it was shown that a NCOS is mapped to another NCOS
under a SL(2, Z) transformation if the value of axion is irrational. Only for rational value
of axion, a NCOS is physically equivalent to a NCYM.
We here intend to give a systematic study of the SL(2, Z) dual of NCYM/NCOS which
arises from D3-branes with nonvanishing axion and in the presence of both electric and
magnetic fields in the respective decoupling limits. We will consider both of E||B and
EB cases. Our plan is as follows: in the following section, we give explicit SL(2, Z)
transformation rules for the worldvolume gauge fields and the generalized worldvolume
gauge fields in the most general background. In Section 3, we will calculate quantities
relevant for decoupling limits for NCYM/NCOS in two versions related by SL(2, Z)
duality using SeibergWitten relations [21]. We consider both EB and E||B cases. In
Section 4, we will discuss various decoupling limits for NCOS/NCYM and the SL(2, Z)
dual of NCYM/NCOS. We conclude this paper in Section 5.
2. D3-branes and nonperturbative SL(2, Z) symmetry

Type IIB string theory is conjectured to have a nonperturbative quantum SL(2, Z)
symmetry. This symmetry implies that two type IIB string theories related by an SL(2, Z)
transformation are physically equivalent. Among various dynamical objects in this theory,
D3-branes play a special role in the sense that this object, like type IIB string itself, is
invariant under the SL(2, Z). For the purpose of this paper, we need to consider only the
bosonic sector of the low energy effective action for a single D3-brane coupled to a most
general background. This is described by a BornInfeld type action [2325] in Einsteinframe as
Z
Z
q

1
1
4
E + e /2 F ) +
x
det(g
d
d 4 x C eF 4 , (1)
S4 =
3
02
3
02
(2)
(2)
where F2 = 2 0 F2 + B2 and

1
(2)
C eF 4 = C4 + C2 F + C0 F2 F2 .
2
In the above, the 2-form F2 is the worldvolume U (1) field strength, the worldvolume
metric is the pullback of spacetime metric, B2 is the pullback of spacetime NSNS 2form potential and Cn is the pullback of spacetime RR n-form potential. In the following,
we take , = 0, 1, 2, 3 as worldvolume indices and we will denote C0 = for notational
convenience.
For vanishing C2 and B2 , it was shown in [26] that the equations of motion from
the above action 4 are just special forms of a more general action which possess a
classical SL(2, R) symmetry provided the dilaton and the axion parametrize the coset
4 Relevant work concerning the SL(2, Z) properties of D3-branes has also been discussed in [2729].
301
SL(2, R)/SO(2). It was further shown in [23,24] that with the inclusion of both B2 and C2 ,
the equations of motion still have such SL(2, R) symmetry provided the metric, dilaton,
axion, B2 , C2 and C4 transform according to the rules determined from the type IIB
supergravity, i.e.,
E
E
g
,
C4 C4 ,
g

T B2
B2
1
,
C2
C2
a + b
,
c + d
(3)
where the complex scalar 5 = + ie , is a 2 2 SL(2, R) matrix defined as

a b
=
, ad bc = 1,
c d
(4)
and T denotes the transpose of the matrix.

Our goal in this section is to express the transformed F2 (or F2 ) under SL(2, R) in
terms of the original fields in a simple way. As is understood, the SL(2, R) symmetry
is manifest only on equations of motion and it rotates between equations of motion and
Bianchi identities for F2 . Let us define a quantity K as
q
S4
K
=
det g E
.
(5)
2
F
Note that
det g + e
E
/2
F = det g

1 2
1 2
2
(F ? F ) ,
1+ e F e
2
16
(6)
where ? denotes the Hodge-dual on the brane. With the above, we have
e F 14 e2 (F ? F )(?F )
+ (?C) + (?F ) .
2 0 K = q
1 2
1 + 12 e F 2 16
e
(F ? F )2
(7)
With the above expression, the equation of motion for gauge potential A (F2 = dA) is
d ? K2 = 0.
(8)
So combining with Bianchi identity dF2 = 0, we have

F2
= 0.
d
?K2
(9)
Given any solution of the above equation for F2 (K2 is given through (7)), it appears
that we could obtain another solution from this through a global GL(2, R) rotation. But,
since D3-branes appear as sources to the bulk gravity, the energymomentum tensor due
5 Alternatively, the dilaton and axion can be used to parameterize the coset SL(2, R)/SO(2) as
M=
2
+ e2

e .
Then under SL(2, R), M MT with SL(2, R) matrix defined in (4).
302
to this source must be kept invariant under this symmetry since the Einstein-frame metric
is inert to this symmetry. Further the equations of motion for various potentials in the
bulk spacetime should be transformed covariantly under this transformation when the
D3-brane source is considered. The global symmetry for the bulk gravity therefore restricts
us to have only a global classical SL(2, R) rather than GL(2, R) for the D3-brane. With the
D3-brane as source, we can deduce from equations of motion for B2 and C2 , that (F2 , ?K2 )
transform in the same way as (B2 , C2 ) under SL(2, R), i.e.,

T F2
F2
1
.
(10)
?K2
?K2
We can define a generalized 2-form K2 as
K2 = 2 0 ? K2 + C2 ,
(11)
analogous to F = 2 0 F2 + B2 . Given the transformations for (F2 , ?K2 ) and (B2 , C2 )

under SL(2, R), we have

F2
1 T F2

.
(12)
K2
K2
This is the key equation which we will use in the following section. With K2 given in (7),
(11) can be re-expressed as
e (?F )2 + 14 e2 (F ? F )F2
+ F2 .
K2 = q
1 2
1 + 12 e F 2 16
e
(F ? F )2
(13)
The above equation implies the following constraint which generalizes the one given in
[26] as

?F2
= 0,
(14)
(F2 , K2 )M
?K2
which is useful for proving the invariance of the energymomentum tensor.
In the following section, we will use the above equations (12) and (13) for calculating
the open string metric and noncommutativity parameters from the SeibergWitten relations
for both E || B and E B cases.
3. SeibergWitten setup
In this section, we calculate the effective open string metric and noncommutativity
parameters for both E B and E || B cases using SeibergWitten formulae [21]. The
effective open string metric is

(15)
G = g F g 1 F ,
and the antisymmetric noncommutativity parameter is

1
0
,
= 2
g+F A
(16)
303
where A denotes the antisymmetric part. The effective open string coupling Gs is related
to the closed string coupling gs = e through the following relation:
1/2
det G
.
(17)
Gs = gs
det(g + F )
As usual, we assume in the following that F2 is entirely given by the worldvolume field
F2 and set the NSNS B2 to zero. In other words, we trade NSNS B2 for the worldvolume
F2 through a gauge transformation. For either E B or E || B case, we calculate the
above open string quantities from the relevant closed quantities and the worldvolume F
in two versions related by SL(2, Z)-duality. From now on, we limit ourselves to the nonperturbative quantum SL(2, Z) symmetry rather than the classical SL(2, R). In other words,
we consider physically equivalent theories related by SL(2, Z). For convenience, let us
b2 and K
b2 in terms of the corresponding original fields
F
write down the transformed e , ,
and integral SL(2, Z) elements a, b, c, d which satisfy ad bc = 1 as
e = e |c + d|2 ,
b2 = dF2 cK2 ,
F
ac( 2 + e2 ) + (ad + bc) + bd

,
|c + d|2
b2 = bF2 + aK2 ,
K
=
where K2 is given by (13). The string metric is defined as
(18)
E
g = e/2 g
g = g |c + d|.
and so we have
(19)
We always denote the corresponding quantities in the SL(2, Z) dual with hat over the
letters as indicated above. Let us begin with the E B case first.
3.1. E B case
Our starting point is to choose constant F
0
E
0
0
E
0
B 0
,
F2 = 2 0
0
B
0
0
0
0
0
0
(20)
and the constant closed string metric in string-frame as g = diag(g0 , g1 , g2 , g3 ) with

g0 , g1 , g2 , g3 all positive fixed parameters.
Using (15), we have the open string metric as
e2
eB
e
g0 1 E
0
g0 g2 E
0
e2
e2 + B
0
0
0
g1 1 E
,
(21)
G =
2
g0 g2 E
eB
e
e
0
g2 1 + B
0
0
and using (16) the noncommutativity parameter as
e 0
0
0
E/E
e
e
1
0
B/B0
E/E0
=
e 0
e2 + B
e2
0
0
B/B
1E
0
0
0
g3
0
0
.
0
0
(22)
304
The open string coupling can be obtained from Eq. (17) as,

e2 1/2 ,
e2 + B
Gs = gs 1 E
(23)
e2 )1/2 . In the above, we have defined

which implies that the critical field in this case is (1 + B
e= B ,
e= E ,
B
(24)
E
E0
B0
where the parameters E0 = g0 g1 /(2 0 ) and B0 = g1 g2 /(2 0 ).

One might think that the E B case is simpler than the E || B case. On the contrary, it
is a bit more complicated in both the decoupling limits (NCYM and NCOS) which will
be studied in the following section and the SL(2, Z) dual formulation. Let us derive the
open string metric, the noncommutativity parameter and the open string coupling in the
b2 in terms of
SL(2, Z) dual. In order to calculate these quantities, we have to express F
relevant quantities in the original version. For constant F , the equation of motion is
b2 . In doing so, we first need
satisfied and so we can use the duality relation to calculate F
to calculate K2 from (13). Thus we find,
e
e s
0
g0 g1 E
0
g0 g3 B/G
g g E
e
g1 g2 B
0
0
0 1e
,
K =
e
e s
0
g2 g3 E/G
0
g1 g2 B
e s
e s
g0 g3 B/G
0
g2 g3 E/G
0
(25)
1/2
where we have used g = g s g E

and the relation between Gs and gs given in (23) as
b2 = d F2 c K2 ,
e and B
e given above. With the above and F
well as the definitions for E
we have
e
e
0
g g E(c
+ d)
0
g g c B/G
b
F
e
g0 g1 E(c
+ d)
0
e s
g0 g3 cB/G
0 1
e
g1 g2 B(c
+ d)
0
e
g1 g2 B(c
+ d)
e s
g2 g3 cE/G
0 3
e s
g2 g3 cE/G
0
.
(26)
b in (26) that we now have additional electric and

We notice from the expression of F
magnetic fields pointing along negative x 3 -direction and x 1 -direction, respectively, in the
SL(2, Z) dual even though we originally had only electric field pointing along x 1 -direction
and magnetic field pointing along x 3 -direction. This implies that we may have more
noncommutative directions in the SL(2, Z) dual. This differs from E || B case as we will
see.
Using again SeibergWitten relations and after some tedious calculations, we find the
new open string metric to have the form
2
b = |cS + d| G ,
G
|c + d|
and the noncommutativity parameters take the form,
(27)
b 01 =
(c + d) 01
,
|cS + d|2
b 12 =
(c + d) 12
,
|cS + d|2
e s
2 0 cB/G
b 03 =
,
g0 g3 |cS + d|2
e s
2 0 cE/G
b 23 =
,
g2 g3 |cS + d|2
305
(28)
where = + i/gs defined before, S = + i/GS (since E B = 0 here), and G , 01

and 12 are the original open string metric, noncommutative parameters given in (21)
and (22), respectively. The open string coupling here is related to the original open string
coupling as
bs = |cS + d|2 Gs .
G
(29)
3.2. E || B case
We now take
E
F = 2 0
0
0
E
0
0
0
0
0
,
B
0
0
0
0
B
(30)
and the string frame metric g = diag(g1 , g1 , g2 , g2 ) where g1 , g2 are positive

parameters. Using SeibergWitten relations, we have the open string metric as
e2
g1 1 E
0
0
0
e2
0
0
0
g1 1 E
,

(31)
G =
2
e
0
0
0
g2 1 + B

e2
0
0
0
g2 1 + B
the noncommutativity parameters as,
01 =
e
E
,
e2 )
Ec (1 E
23 =
e
B
,
e2 )
B0 (1 + B
and the open string coupling as

e2 1/2 1 + B
e2 1/2 .
Gs = gs 1 E
(32)
(33)
e = B/B0 with the critical field Ec =

e = E/Ec and B
In the above, we have defined E
0
0
g1 /(2 ) and B0 = g2 /(2 ).
We now calculate the relevant open string quantities in the SL(2, Z) dual. To do so, we
b2 and as before we calculate K first. Using (13), we have
need to have F

e B
e 1E
e2 Gs , K23 = g2 B
e +E
e 1+B
e2 Gs ,
(34)
K01 = g1 E
e and
where we have used the relation between Gs and gs given in (33), the definitions for E
E . With the above, we have using Eq. (18)
e given earlier and g = gs1/2 g
B

b01 = g1 E(c
e
e 1E
e2 Gs ,
F
+ d) cB

b23 = g2 B(c
e
e 1+B
e2 Gs .
F
+ d) + cE
(35)
306
Using SeibergWitten relations (15)(17), we now have the open string metric
2
b = |cS + d| G ,
G
|c + d|
(36)
the noncommutativity parameters

b01 =
(c + d) 01
|cS + d|2
e
cB
Ec Gs
b23 =
(c + d) 23
|cS + d|2
e
cE
B0 G s
(37)
and the open string coupling

bs = |cS + d|2 Gs .
G
(38)
In the above, Gs , and G are the original open string coupling, noncommutativity
eB/G
e s + i/Gs
parameters and open string metric, respectively. We have now S = + E
for which E and B contribute since E B 6= 0.
4. Decoupling limits and SL(2, Z) duality

We are now ready to discuss the decoupling limits for NCYM/NCOS and the SL(2, Z)
duality for the underlying decoupled theory. Before we discuss the noncommutative theory,
we would like to address one question: Can an ordinary theory become a noncommutative
theory through SL(2, Z) duality? Our examination gives negative answer. Let us point out
that there is a general rule regarding whether we can map a strongly coupled theory to a
weakly coupled one through a SL(2, Z) transformation or not for any theory either ordinary
or noncommutative. The rule is: for rational , we can have two physically equivalent
theories which are strong-weak dual to each other while for irrational , we do not have
this. We first discuss E B case and then E || B case.
4.1. E B case
Let us begin with the decoupling limit for NCYM. To have a NCYM, we need to
decouple not only the open string ending on the brane from the closed strings in the bulk
but also the open string massive modes from the massless ones. So we need to send 0 0.
To have a sensible quantum theory, we need to fix the open string coupling and the open
string metric in this limit. We also need to fix at least one nonvanishing spatial component
of the noncommutative matrix. With these requirements and examining (21) and (22), we
can naively have the following three limits:
(1)
2
b
,
0 0, g1 =
0
0 2
b
2
2
e
e
, gs = Gs 0
(39)
E =1+B
b
307
e fixed. For simplicity, we choose g0 B

e2 ) = 1 and
e2 = 1, g2 (1 + B
with g0 , g2 , g3 and B
g3 = 1. So we have the metric
2
2 /2 0
1 g0 ( 0 /b)
0 1 g2 ( 0 /b)
0
1
0
0
,
(40)
G =
1 g2 ( 0 /b)
2 /2 0
1
0
0
0
0
1
and the noncommutativity parameters 6
p
B|
e 1+B
e2 .
01 = 12 = 2 b|
(41)
(2)
0 0,
e = B
e=
E
1/2
b
,
0
g0 = g2 =
0
,
b
(42)
with g1 , g3 and gs fixed. We here choose g0 /g2 = 1 just for simplicity but in general we
need only g0 /g2 fixed. For simplicity, we also choose g1 = g3 = 1. Now the open string
metric is
0
1
0
1
0
0
1
0
0
,
(43)
G =
0
1
0
0
1
+
b
0
0
0
1
and the noncommutativity parameters are similar to those in (1) as
01 = 12 = 2 b.
(44)
So (1) and (2) are quite similar except for the closed string coupling gs . gs blows up in the
decoupling limit in (1) while it remains fixed in (2). This case corresponds to the light-like
NCYM discussed in [14].
(3)
0 2
0
g1 = g2 =
,
0,
b
0
e= b ,
(45)
gs = Gs ,
B
0
b
e fixed. Here we choose g1 /g2 = 1 for simplicity but in general we only
with g0 , g3 and E
e 6 1 requirement.
need this ratio to be fixed. For the present case, we do not have the E
It can be any fixed number or approaching zero. For simplicity we set g3 = 1. This same
6 We choose B
e to be negative for definiteness. For positive B,
e the discussion and the conclusion are basically
the same.
308
e 6 1 was discussed in [11]. With the above, we have the open string
decoupling limit for E
metric

e
e2
g0 1 E
0
0 g0 E
0
1
0
0
,
(46)
G =
g0 E
e
0
1
0
0
and the nonvanishing noncommutativity parameter
12 = 2 b.
(47)
We point out that there are both spacetime and spacespace noncommutativities in
(1) and (2) while there is only spacespace noncommutativity in (3). The spacetime
noncommutativity arises because the electric field approaches the critical value in both
cases. In general, one expects that the underlying decoupled theories are NCOS rather than
a NCYM. At least for (2), the unitarity discussion given in [14] seems to indicate that the
resulting theory is a light-like NCYM. Actually, (1) has the same structure as in (2). So
we expect that we might also have a light-like NCYM in the limit of (1). The arguments
given in [14] are: even though we haveboth 01 and 12 in appearance, if we choose
light-like coordinates x = (x 0 x 2 )/ 2, work in the (x + , x 1 , x , x 3 )-system and take
x + as the light-cone time, we then have only nonvanishing noncommutativity parameter
1 , a spacespace noncommutativity. In addition, the underlying theory is unitary, i.e.,
the inner product p p = p G p is never negative. Therefore, it appears that
the underlying theory is a well-defined NCYM. Let us demonstrate this for both (1) and (2).
We now express everything in the light-like coordinate (x + , x 1 , x , x 3 )-system. Let us
denote the corresponding cases as (1(lc)) and (2(lc) ), respectively.
(1(lc) ) We now have the metric
2 0
0
0
0 1
0
0
(lc)
0
2
(48)
G =
( /b)
0
0 0 2g g
0 2
0 0
0
1
and the only nonvanishing noncommutativity parameter
p
B|
e 1+B
e2 .
(lc)1 = (lc)1 = 2 2 b|
One can check that indeed p p is non-negative as p p = p
(p )2 ( 1 )2 > 0 when 0 0 is taken.
(2(lc)) We have the open string metric
0
0
0
2
b
0
1
0
0
(lc)
,
G =
0

0
0
0
b
0
0
0
1
(49)
G
(50)
and the nonvanishing noncommutativity parameter
(lc)1 = (lc)1 = 2 2 b.
309
(51)
One can check again p p = (p )2 ( (lc)1 )2 > 0.

The above discussion seems to indicate that in terms of the light-like coordinates, (1(lc) )
and (2(lc) ) cases look no different from the case (3) above. According to the criterion given
in [6,14], each of the field theories is unitary and each has a spacespace noncommutativity.
We therefore should call the decoupled field theories in (1(lc) ) and (2(lc) ) as light-like
NCYM.
Let us discuss the SL(2, Z) duality for each of the NCYM. Let us denote the
corresponding cases as (1(lc) )0 , (2(lc) )0 and (3)0 , respectively.
(1(lc))0 We need to consider irrational and rational separately. (a) If is irrational,
|c + d| = (c + d) since gs in the decoupling limit (1). |cS + d|2 = (c + d)2 +
c2 /G2s remains fixed. Using (27), (28), (29) and the decoupling limit in (1), we have
|cS + d|2 (lc)
bs = |cS + d|2 Gs ,
b(lc)
G ,
=
G
G
c + d
b(lc)1 = c + d (lc)1 ,
|cS + d|2
(52)
(lc)
where G , Gs and (lc)1 are the corresponding quantities in (1(lc) ). So this theory
looks similar to the original theory but it is always strongly coupled. The SL(2, Z) duality
here is not useful. (b) If is rational, we can choose c + d = 0. Now |c + d| = |c|/gs =
|cS + d|2 = c2 /G2s . We have now
|c| 0 /(Gs b),
b |c| (lc)
b(lc)
G ,
G
= 0
Gs
bs = c2 /Gs ,
G
(53)
and all the noncommutativity parameters vanish. If the original light-like NCYM is
strongly coupled, we end up with a physically equivalent weakly coupled theory defined
on a commutative geometry. Also we have p p = 0 since (lc) vanish. So it appears
that we end up with a light-like OYM. We will comment on this later in this subsection.
(2(lc))0 We have also two cases: (a) irrational and (b) rational .
(a) Irrational : Now |c + d| is fixed since we have fixed gs . So is |cS + d|2 . Therefore
(lc)
b(lc)
the metric G
is essentially the same as the original metric G . We also have
c + d
2 2 cb
(lc)1
(lc)3
b
b
= 2 2 b
,
=
.
(54)
|cS + d|2
Gs |cS + d|2
We again have only the spacespace noncommutativity in the light-like coordinate system
but we double the number of noncommutative pairs. This theory is also unitary since
p p > 0. We again end up with a light-like NCYM. However, this NCYM is strongly
coupled regardless of the coupling of the original theory. So the SL(2, Z) duality is not that
useful except for increasing the noncommutative directions.
(b) Rational : We can now choose c + d = 0. Since gs is fixed, we can obtain the
b(lc)1 = 0
corresponding quantities simply by setting c + d = 0 in (a). We then have
310
bs = c2 /Gs . So we end up with a weakly coupled light-like NCYM if the original

and G
light-like NCYM is strongly coupled. The number of noncommutative pairs remain the
b(lc)3 by the SL(2, Z) duality.
same but we change from (lc)1 to
0
(3) We have two cases: (a) irrational and (b) rational .
0 Gs ). |cS + d|2 remains fixed. We then have from
(a) Irrational : |c + d| = |c|b/(
(27) and (28)
0
b = Gs |cS + d|2 G ,
G
b |c|
2cb
b 03 =
,
g0 Gs |cS + d|2
eb
2cE
b 23 =
.
Gs |cS + d|2
bs = |cS + d|2 Gs ,
G
b 12 =
2 b(c
+ d)
,
|cS + d|2
(55)
e we can
Since 0 G1 is fixed, we therefore have NCOS. Depending on the value of E,
have as many as three independent noncommutativity parameters. However, this theory is
strongly coupled regardless of the original theory. So it is again not useful.
(b) Rational : For this case we can choose c + d = 0. Now |c + d| remains the same
as the above since gs 0 and |cS + d|2 = c2 /G2s still remains fixed. So we still have
b 0 G which implies that we still end up with a NCOS. But now
b 12 = 0. We
G
have
2G b
eb/c.
b 23 = 2Gs E
b 03 = s ,
(56)
c g0
We then have a weakly coupled NCOS if the original NCYM is strongly coupled. So now
the SL(2, Z) duality is useful.
So far it appears that (1(lc)) and (2(lc)) differ from (3) in that the former are light-like
NCYM while the latter is usual NCYM. Also their SL(2, Z) dualities are quite different.
The former give either light-like NCYM or OYM while the latter gives the usual NCOS.
There is also a big difference regarding the closed string coupling gs . The former have
either gs blowing up or fixed while the latter has vanishing gs . In this aspect, these lightlike NCYM are similar to the NCYM discussed in [12] whose S-duality gives an OYM
which is not well-defined because of the singular metric and infinitely large open string
coupling. We will discuss the SL(2, Z) duality of this kind of NCYM in the following
subsection. There is a difference regarding the open string coupling. The SL(2, Z) duality
of the light-like NCYM has a finite (maybe large) open string coupling while that of the
above mentioned NCYM discussed in [12] has blowing up open string coupling. The
reason for this is that we here consider E B case and E and B have no contribution
eB
e contribution to the S as indicated
to the quantity S. But for E || B case, we do have E
before which blows up in the decoupling limit for the above mentioned NCYM in [12].
Up to now we have avoided pointing out the underlying major difference between case
(lc)
(1(lc) ) and (2(lc)) and case (3). The det G 0 2 vanishes for the former two cases while
det G is finite for case (3). In other words, the light-like NCYM, if they indeed exist, for
the former two cases are defined on a zero-size spacetime, or singular spacetime, while
311
the latter is a well-defined usual NCYM. Because of this, at least we have one component
of 0 G nonvanshing (the same is true in the SL(2, Z) dual). One would say that the
underlying theory may not be a field theory. One may wonder that the unitarity condition
obtained from a one-loop analysis in [6,14] is sufficient to show the existence of such
light-like NCYM. Further study is needed.
One could have non-singular metric by rescaling the light-cone coordinate x . For
0 g0 g2 ))x , then we get the open string metric G(lc)
(1(lc) ), if we rescale x = (b/(
=
diag(1/2, 1, 2, 1), which is non-singular with respect to the coordinates (x + , x 1 , x , x 3 ).
0 )x , we have, with respect to (x + , x 1 , x , x 3 ),
For (2(lc)), if we rescale x = (b/
2
0
(lc)
G =
1
0
0
1
0
0
1
0
0
0
0
0
,
0
1
(57)
which is also non-singular. Note that the only noncommutativity parameter with respect
to (x + , x 1 , x , x 3 ) is 1 . Actually, we have the two-point function hx ( )x 1 (0)i =
(i/2) 1 ( ). The scaling x (1/ 0 )x implies hx x 1 i 0 1 ( ) 0. Since now
0 G1 0 with respect to (x + , x 1 , x , x 3 ), we therefore end up with light-like OYM 7
for both (1) and (2).
Because we end up with OYM for (1) and (2), their SL(2, Z) dualities still give OYM as
discussed at the outset of this section. We will not give the detail here.
We now move on to discuss possible NCOS limit and its SL(2, Z) duality. To have
decoupling limit for NCOS, we need to keep 0 G and at least 01 fixed when the limit
E Ec is taken with Ec the critical field limit. In general, we do not need to send 0 0
since the open string massive modes are not decoupled from its massless modes. However,
it is convenient to choose the 0 0 limit since we will study the SL(2, Z) duality of the
0 for the NCOS
resulting NCOS which might be a field theory. Now we have a fixed eff
which is determined by the noncommutative scale.
e2 . From the previous discussion
e2 1 + B
For E B, the critical electric field limit is E
e
e as 0 0, we have
for NCYM, we expect that for either fixed B or infinitely large B
similar complications here. We will discuss these cases elsewhere. We here focus on the
e 0 along with the above critical electric field limit as 0 0 for NCOS. The
limit B
relation between the effective open string coupling and the closed string coupling (23)
e2 , so we should have in general E
e2 = 1 + B
e2 ( 0 /b)
with > 0 and
e2 < 1 + B
implies E
2
0
0
e = ( /b ) with > 0 and b 0

b fixed. With the above discussion, we must also have B
fixed. For > , the effect of B simply drops out and we have purely electric field effect
which has been discussed before [2,3] and we will not repeat this case here. The only other
case which gives G 0 is = . We have two cases: (a) b > b 0 and (b) b < b 0 . Let us
discuss each in order. (a) We now have the decoupling limit
7 We are not sure whether the resulting light-like OYM is physically equivalent to the original theory defined
on a zero size 4-dimensional spacetime because the rescaling of x is singular.
312

0
0,
g2 = g3 =
0
,
b

1 0 1
0 1
b
g0 =
1
, g1 =
,
b0
b
b

0
/2
b
b
e2 = 1 +
gs = Gs 0
,
E
1
,
b 0
b
e given above. We then have

with B
1
0

0
G =
0 1/2
]
b [1 (b /b)
0
1/2
b
1
.
01 = 2 b
b 0
]1/2
[1 (b 0 /b)
0
1
0
0
1
0
0
(58)
0
0
,
0
1
(59)
We, therefore, have NCOS with nonvanishing 01 . We now consider case (b). 8 The
decoupling limit for this case remains the same except for the scaling for g0 which can
be obtained by the following replacement:

b
b
11
.
(60)
b0
b 0
Now we have
1
0
0
=
1]1/2
b [(b 0/b)
0
0
1
0
0
1]1/2
[(b 0/b)
0
1
0
0
0
,
0
(61)
and the nonvanishing noncommutativity parameter 01 which can be obtained from (59)
by the same replacement as above. We again end up with a NCOS.
We denote the SL(2, Z) duality of the above two cases as (a)0 and (b)0 .
(a)0 We need to consider: (1) irrational and (2) rational .
(1) Irrational : Now since gs , we have |c + d| = |c + d| 6= 0 and |cS + d|2
remains fixed. So we have
2
b = |cS + d| G ,
G
|c + d|
b 01 =
c + d
01 ,
|cS + d|2
bs = |cS + d|2 Gs ,
G
b 23 =
2 bc
,
Gs |cS + d|2
(62)
where G , Gs and 01 are the open string metric, noncommutativity parameter and open
b1 is fixed, so we still have NCOS. This theory is
string coupling in (a) above. Since 0 G
strongly coupled and again the SL(2, Z) duality is not useful.
(2) Rational : We can now choose c + d = 0. Then we have |c + d| = |c|/gs =
/2 and |cS + d|2 = c2 /G2s still remains fixed. We then have
(|c|/Gs )( 0 /b)
8 This case may be equivalent to the one studied in [11].

|c| 0 /2
b
G ,
G =
Gs b
s /c.
b23 = 2 bG
313
2
bs = c ,
G
Gs
(63)
b1 0 and nonvanishing noncommutativity parameter

b23 , therefore
We now have 0 G
we end up with a NCYM. This NCYM is weakly coupled if the original NCOS is strongly
coupled. Therefore the SL(2, Z) duality is useful.
(b)0 The discussion for this case is basically the same as in (a)0 above and we do not
repeat them here.
4.2. E || B case
Unlike the previous one, this case is relatively simple since the open string metric is
always diagonal and we do not have the same complications as we encountered there. Let
us begin with the decoupling limit for NCYM.
For having sensible quantum NCYM, we need to keep the open string metric, the open
string coupling and at least one spacespace noncommutativity parameter fixed as 0 0.
e2 6 1. We then
For simplicity, we choose G = = (1, 1, 1, 1). From (33), we have E
have the following decoupling limit:
2
b
b
0
e
B = 0,
g2 =
,
0,
0

Gs
0
e2 = 1,
.
(64)
gs = p
g1 1 E
e2 b
1E
The only nonvanishing noncommutativity parameter is
23 = 2 b.
(65)
e scales. It appears that the resulting NCYM

In the above, we have not specified how E
2
e
does not require this as long as E 6 1. However, the scaling behavior of this parameter
has great impact on its SL(2, Z) dual description. This dual description may have a small
coupling, therefore a good one, in the case when the open string coupling Gs is large. For
this purpose, let us consider the following three cases which correspond to those studied in
[12]:
e is fixed but it equals neither 0 nor unity. 9
(a) E
e = 1 ( 0 /b 0 ) /2 with > 0.
(b) E
e = ( 0 /b 0 ) , with > 0.
(c) E
We would like to point out that the electric field in (b) becomes critical but does not have
effect on NCYM.
Let us study each of the above in the SL(2, Z) dual description.
9E
e = 0 corresponds to zero electric field which is not our interest here. E
e = 1 gives a singular open string
metric and the NCYM is no longer (1 + 3)-dimensional which is not our interest here, either. So we exclude these
two cases here.
314
Case (a) Using the decoupling limit in (64), we have |c + d| = c/gs =

eE/G
e s = cbE/(
e 0 Gs ). Using these we have
E
e2 )1/2 /( 0 Gs ) and |cS + d| = cB
cb(1
b / 0 ,
G
b 01 0 2 ,
b 23 0 ,
bs 1/ 0 2 .
G
(66)
b 0 2 0, we still have a field theory but defined in a commutative

Since 0 G
geometry. However, this theory is bad since it has an infinitely large open string coupling
and a singular metric. Even if we rescale the coordinates to have a finite metric but we
cannot change the open string coupling. So we cannot turn this theory to a well-defined
one. We here reach the same conclusion as in [12] regardless of the fact that is rational
or not.
Case (b) This case is not much different from case (a). Even though the scaling of the
open string metric depends on whether is rational or not, it always blows up as 0 0.
So we still end up with a field theory which is not well-defined since the open string
coupling blows up in the same way as in case (a). The noncommutativity parameters scale
as
b 01 0 2+ ,
b23 0 .
(67)
Case (c) From our experience in [12] on S-duality, we expect that this is the case for
which we expect to have NCOS. We now have gs = 0 Gs /b and |c + d| = c/gs =
0 Gs ). We have three sub-cases to consider: 0 < < 1, = 1 and > 1. For
cb/(
0 < < 1, we reach the same conclusion as in cases (a) and (b) above, i.e., we end up
with a field theory which is not well-defined because of the infinitely large open string
coupling. This subcase has also been studied in [12] on S-dual rather than on SL(2, Z)
dual. The conclusion remains the same and we will skip the details. We now focus on
b 0 Gs )]2 + c2 /G2s is
= 1 and > 1 subcases. For = 1, |cS + d|2 = [(c + d) + b/(
fixed and we have
0
b = Gs |cS + d|2 ,
G
b |c|
2 b
b 01 =
,
Gs |cS + d|2
bs = Gs |cS + d|2 ,
G
b 23 =

2 b
cb
(d + c) +
.
|cS + d|2
Gs b 0
(68)
b is fixed. We therefore have NCOS rather than NCYM. In

The above implies that 0 G
other words, the SL(2, Z) dual of NCYM for = 1 gives a NCOS whether is rational
or not. This is due to gs 0. However, whether is rational or not is important in
determining the usefulness of the SL(2, Z) duality. Our primary purpose is to find a weakly
coupled theory by SL(2, Z) duality when the open string coupling for NCYM is large.
When is irrational, we map a strongly coupled theory (NCYM) to another strongly
coupled theory (NCOS) by SL(2, Z) duality which can be examined from the relation
between two open string couplings given in (68). So SL(2, Z) duality is not particularly
useful in this case. However, when is rational, we can always choose c + d = 0 through
SL(2, Z) duality. Then we can map a strongly coupled theory (NCYM) to a physically
equivalent and weakly coupled theory (NCOS). So only for rational , the S-duality is
useful.
315
0 Gs ) but now |cS + d|2 =

For > 1, we continue to have |c + d| = |c|/gs = |c|b/(
2
2
2
(c + d) + c /Gs . We then have
0
b = Gs |cS + d|2 ,
G
b |c|
2 b
b 01 =
,
Gs |cS + d|2
bs = Gs |cS + d|2 ,
G
b 23 =
2(c + d)
.
|cS + d|2
(69)
b . Only for rational , a strongly coupled NCYM

We have again NCOS since 0 G
can be mapped to a weakly coupled NCOS by SL(2, Z) duality since we can choose
b23 = 0. This case is not different from
c + d = 0. Once such a choice is made, we have
e = 0. However, when is irrational, we end up not only with a strongly
the one with E
e = 0.
b 23 even if we start with E
coupled theory but also with nonvanishing
Let us now discuss the SL(2, Z) duality of NCOS. To have NCOS, we need 0 G and
e 1 is taken. Unlike in
at least 01 to be fixed when the critical electric field limit E
the field theory limit, we do not need to take 0 0 since we do not require the open
string massive modes to decouple from its massless ones. Our purpose here is to study
the SL(2, Z) dual of NCOS which might be a NCYM. For this reason, it is convenient
to set 0 0 for NCOS such that we can easily discuss its SL(2, Z) dual which has the
0 for the NCOS is still fixed
possibility of NCYM. In doing so, the effective open string eff
and is determined by the noncommutativity parameter or scale. Since we require 0 G to
be fixed as 0 0, so we can set for simplicity
G =
0
.
b
(70)
From Eqs. (30)(33), we have the following decoupling limit:

1 0
b 0 0 1
0
e
E =1
,
g1 =
,
0,
2 b 0
b b 0
0 /2
0

b
Gs
e2 = a ,
,
gs =
g2 1 + B
e2 )1/2
0
(1 + B
b
(71)
with > 0. From the above and (32), we have
01 = 2 b,
e
23 = 2 b B.
(72)
e scales. In general we can set B

e = h( 0 /b 0 )
In the above, we have not yet specified how B
23
with h fixed and > 0. For = 0, is fixed while it vanishes for > 0. Using this
decoupling limit, we try to find the underlying theory after SL(2, Z) duality. Whether is
rational or not is crucial for the conclusion. So we discuss them separately in the following.
Irrational : In this case we have c + d 6= 0. Now |c + d| = |c + d| since gs .
For = 0, |cS + d|2 = [c( + h/Gs ) + d]2 + c2 /G2s . Whereas for > 0, |cS + d| =
(c + d)2 + c2 /G2s . So for > 0, |cS + d| is fixed. From (36), (37) and (38), we have
0
2
b = |cS + d| ,
G
b |c + d|
bs = |cS + d|Gs ,
G
316
b 01 = (c + d) 01 ,
|cS + d|2
23
e2
b 23 = (c + d) 2cb(1 + B )/Gs .
|cS + d|2
(73)
b tells that we end up actually with a NCOS rather than

The scaling of the metric G
a NCYM for irrational . This has been given first in [13]. Notice that we now have
b 23 even if we begin with 23 = 0. However, we map a strongly coupled
nonvanishing
NCOS to another strongly coupled NCOS. Therefore, for irrational , the SL(2, Z) duality
is not that useful. The interesting point in this case is that we can use it to reduce or to
increase the spacespace noncommutative directions (since we can get a vanishing 23
b23 or vice versa).
from a nonvanishing
Rational : Now we can always choose c + d = 0. Then |c + d| = c/gs =
0
e2 )1/2 /Gs . Again |cS + d|2 remains fixed. So we have
( /b 0 )/2 c(1 + B
b 01/2 ,
G
b 01 = 0,
b 23 =
+B
e2 )
2cb(1
,
Gs |cS + d|
(74)
bs = c2 /Gs for > 0.

bs = c2 (1 + h2 )/Gs for = 0 and G
and the open string coupling G
b1 0/2 0, we therefore end up with a NCYM with noncommutative
Since 0 G
spacespace directions. This has also been studied in [13]. So now a strongly coupled
NCOS is physically equivalent to a weakly coupled NCYM. In this case, the SL(2, Z) is
really useful and now a SL(2, Z) is not much different from a simple S-duality as studied
in [12]. A spacetime noncommutativity is also transformed to a spacespace one.
5. Conclusion
To conclude, we have discussed in this paper various decoupling limits for noncommutative open string/YangMills theory in four dimensions and their SL(2, Z) duality for
both E B and E || B cases. Since SL(2, Z) is a non-perturbative quantum symmetry of
type IIB string theory, we often use this symmetry to find a physically equivalent and yet
weakly coupled theory if the original theory is strongly coupled. However, our study indicates that if the RR scalar in one theory is irrational, the SL(2, Z) does not help much and
the SL(2, Z) dual is always strongly coupled. So when we say that we can use S-duality
or in general SL(2, Z) duality to transform a strongly coupled theory to a weakly coupled
one, one must understand that this can be done only for rational . Since is determined
by the underlying (most likely non-perturbative) vacuum, whether is rational or not is a
rather non-trivial question. We cannot answer this until we understand the non-perturbative
type IIB theory completely.
We also find that SL(2, Z) symmetry can be used to increase or decrease the number of
noncommutative directions but it seems that we cannot turn an OYM to a NCYM/NCOS
through this symmetry. We also find that the interplay of electric and magnetic fields
are important in controlling the number of noncommutative directions. We show that the
SL(2, Z) duality of NCYM can be an ordinary theory which is not well-defined or a NCOS
regardless of whether is rational or not. But only for rational , the NCOS can be
weakly coupled if the original NCYM is strongly coupled. Also when the original NCOS
317
is strongly coupled the SL(2, Z) duality is either another strongly coupled NCOS if is
irrational or a weakly coupled NCYM if is rational. Some of the critical electric field
limit for E B are particularly interesting. Whether we have decoupled light-like NCYM
or light-like NCOS or other kinds of OS or light-like OYM is still not clear. Further study
is needed.
Acknowledgements
We would like to thank our referee for bringing our attention to Ref. [2729]. J.X. Lu
acknowledges the support of U.S. Department of Energy.
References
[1] N. Seiberg, L. Susskind, N. Toumbas, Space/time noncommutativity and causality, hepth/0005015.
[2] N. Seiberg, L. Susskind, N. Toumbas, Strings in background electric field space/time
noncommutativity and a new noncritical string theory, hep-th/0005040.
[3] R. Gopakumar, J. Maldacena, S. Minwalla, A. Strominger, S-duality and noncommutative
gauge theory, hep-th/0005048.
[4] O.J. Ganor, G. Rajesh, S. Sethi, Duality and noncommutative gauge theory, hep-th/0005046.
[5] J. Barbon, E. Rabinovici, Stringy fuzziness as the custodian of timespace noncommutativity,
hep-th/0005073.
[6] J. Gomis, T. Mehen, Spacetime noncommutative field theories and unitarity, hep-th/0005129.
[7] R. Gopakumar, S. Minwalla, N. Seiberg, A. Strominger, (OM) theory in diverse dimensions,
hep-th/0006062.
[8] I. Klebanov, J. Maldacena, (1 + 1)-dimensional NCOS and its U (N) gauge theory dual, hepth/0006085.
[9] E. Bergshoeff, D.S. Berman, J.P. van der Schaar, P. Sundell, Critical fields on the M5-brane and
noncommutative open strings, hep-th/0006112.
[10] T. Harmark, Supergravity and spacetime noncommutative open string theory, hep-th/0006023.
[11] G.-H. Chen, Y.-S. Wu, Comments on noncommutative open string theory: V-duality and
holography, hep-th/0006013.
[12] J.X. Lu, S. Roy, H. Singh, ((F,D1), D3) bound state, S-duality and non-commutative open
string/YangMills theory, hep-th/0006193.
[13] J. Russo, M. Sheikh-Jabbari, On noncommutative open string theories, hep-th/0006202.
[14] O. Aharony, J. Gomis, T. Mehen, On theories with light-like noncommutativity, hepth/0006236.
[15] T. Kawano, S. Terashima, S-duality from OM-theory, hep-th/0006225.
[16] D.S. Berman, P. Sundell, Flowing to a noncommutative (OM) five brane via its supergravity
dual, hep-th/0007052.
[17] S.-J. Rey, R. von Unge, S-duality, noncritical open string and noncommutative gauge theory,
hep-th/0007089.
[18] T. Harmark, Open branes in spacetime noncommutative little string theory, hep-th/0007147.
[19] T. Yoneya, String theory and spacetime uncertainty principle, hep-th/0004074.
[20] T. Kuroki, S.-J. Rey, Time-delay at higher genus in high-energy open string scattering, hepth/0007055.
[21] N. Seiberg, E. Witten, String theory and noncommutative geometry, JHEP 9909 (1999) 030.
318
[22] R.-G. Cai, N. Ohta, (F1,D1, D3) bound state, its scaling limits and SL(2, Z) duality, hepth/0007106.
[23] A.A. Tseytlin, Self-duality of BornInfeld action and Dirichlet 3-brane of type IIB superstring
theory, Nucl. Phys. B 469 (1996) 51, hep-th/9602064.
[24] M. Green, M. Gutperle, Comments on three branes, Phys. Lett. B 377 (1996) 28, hepth/9602077.
[25] M. Cederwall, A. von Gussich, B.E.W. Nilsson, A. Westerberg, The Dirichlet super three-brane
in 10-dimensional type IIB supergravity, Nucl. Phys. B 490 (1997) 163, hep-th/9610148.
[26] G.W. Gibbons, D.A. Rasheed, SL(2, R) invariance of non-linear electrodynamics coupled to an
axion and a dilaton, Phys. Lett. B 365 (1996) 46, hep-th/9509141.
[27] D. Berman, SL(2, Z) duality of BornInfeld theory from non-linear self-dual electrodynamics
in 6 dimensions, Phys. Lett. B 409 (1997) 153, hep-th/9706208.
[28] A. Khoudeir, Y. Parra, On duality in the BornInfeld theory, Phys. Rev. D 58 (1998) 025010,
hep-th/9708011.
[29] M. Cederwall, A. Westerberg, Worldvolume fields, SL(2, Z) and duality: the type IIB 3-brane,
JHEP 9802 (1998) 004, hep-th/9710007.

Tachyon condensation on fuzzy sphere

and noncommutative solitons
Yasuaki Hikida, Masatoshi Nozaki, Tadashi Takayanagi
Department of Physics, Faculty of Science, University of Tokyo, Tokyo 113-0033, Japan
Abstract
We study a braneantibrane system and a non-BPS D-brane in SU(2) WZW model. We first
discuss the tachyon condensation using the vertex operator formalism and find the generation
of codimension two D-branes after the condensation. Our result is consistent with the recent
interpretation that a D2-brane is a bound state of D0-branes. Then we investigate the world-volume
effective theory on a non-BPS D-brane. It becomes a field theory on the fuzzy sphere when the
level is sent to infinity. The most interesting feature is that there exist the noncommutative tachyonic
solitons and we can identify them with D0-branes. We also discuss the braneantibrane system from
the world-volume point of view and comment on the relation to the noncommutative version of the
index theorem. 2001 Elsevier Science B.V. All rights reserved.
PACS: 11.25.-w; 11.25.Hf
Keywords: Noncommutative geometry; Tachyon condensation
1. Introduction
The study of tachyon condensation [1,2] in open string theory has been important to
know the dynamics of non-BPS states in superstring theory. Up to now active investigations
have been made in this area [3]. In particular, Sen and Witten pointed out that a tachyon
configuration on a non-supersymmetric brane system generates a lower dimensional brane
system if the configuration has a non-trivial topology or K-theory charge [46]. One way
to verify this conjecture is to use the description of the boundary conformal field theory [4,
710] and their boundary state descriptions were given in [11,12].
Non-BPS solitonic objects in superstring theory are classified into two types. One is a
braneantibrane system [1,2,4,7] and the other is a non-BPS D-brane [4,7,1315]. Both
E-mail addresses: hikida@hep-th.phys.s.u-tokyo.ac.jp (Y. Hikida), nozaki@hep-th.phys.s.u-tokyo.ac.jp
(M. Nozaki), takayana@hep-th.phys.s.u-tokyo.ac.jp (T. Takayanagi).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 9 3 - 3
320
Y. Hikida et al. / Nuclear Physics B 595 (2001) 319331
systems include open strings which have the opposite GSO-projection and the tachyonic
instability occurs in both cases.
So far most of the examples in this subject have been studied only in flat space or various
orbifolds. As a next step one would like to discuss the dynamics of non-BPS states which
consist of curved D-branes in more general backgrounds such as group manifolds. Here
we will consider D-branes in SU(2) WZW model. Such a background indeed appears in
the near horizon limit of NS5-branes [16]. A D-brane in SU(2) WZW model is described
by a boundary state which satisfies the Cardys condition [17]. It describes a D2-brane
wrapping on a conjugacy class of SU(2) [18]. Moreover, the low energy effective theory on
the brane turns out to be a noncommutative theory because of the background H -flux [19,
20]. In particular, the algebraic structure of this theory is identified with that of a fuzzy
sphere [21,22] in the infinite level limit.
The purpose of this paper is to study the tachyon condensation on a non-BPS D-brane
or a pair of braneantibrane in SU(2) WZW model from two different points of view.
The first approach is to investigate the vertex operators which correspond to various
tachyonic modes. In the discussion below we will determine what is generated after the
tachyon condensation when we apply the Sens conjecture. Interestingly the results are
consistent with the bound state interpretation argued in [23,24]. The second is to study
the low energy effective action of the tachyon field. In this approach it is crucial to take
the infinite level limit, which corresponds to the infinite B-field limit. The notable point is
that the effective action is dramatically simplified, which reflects the fact that the worldvolume of a D-brane can be regarded as a fuzzy sphere. Consequently this leads to the
interesting observation that an excitation of the tachyon field on the non-BPS D-brane is
very much like the noncommutative soliton [25]. This can be seen as a noncommutative
tachyon [2628] on the fuzzy sphere. Indeed we can see that this soliton approaches the
known noncommutative soliton in a flat space in the large world-volume limit.
The paper is organized as follows. In Section 2 first we review the boundary state
description of D-branes in SU(2) WZW model. After that we investigate the tachyon
vertex operators and discuss the generation of codimension two D-branes on the worldvolume of a pair of braneantibrane. In Section 3 we discuss excitations of the tachyon
field in the effective theory on a non-BPS D-brane and show that these can be identified
with noncommutative solitons if we take the limit of level infinity. We also consider the
braneantibrane system and mention the relation between the tachyon condensation and
the index theorem of a noncommutative algebra.
2. Open strings in SU(2) WZW model and tachyon condensation

In this section first we review the description of open strings between D-branes in SU(2)
WZW model and then discuss tachyonic modes on braneantibrane systems and on nonBPS D-branes. SU(2) WZW model with level k appears naturally in the near-horizon
geometry of N parallel NS5-branes [16] when one is interested in the critical superstring
321
theory; the relation between the level k and N is given by N = k + 2. The total geometry
is
R5,1 R S3 ,
(2.1)
where R is the radial direction.

This radial direction is described by the linear dilaton theory. The boundary condition
along this direction is Neumann or Dirichlet [29]. Under the Neumann boundary condition,
the worldsheet fermions are the same as in the flat space. Therefore, D-branes preserve
some supersymmetries. On the other hand, the Dirichlet boundary condition seems to break
supersymmetry and the explicit Dirichlet boundary state in supersymmetric theories has
not been known yet.
Throughout this paper we will omit the R5,1 R geometry and study explicitly only
the S3 geometry. We also assume that the coupling constant in the string theory is so small
that we can trust the tree level analysis.
2.1. D-branes in SU(2) WZW model
In rational conformal field theories which have the diagonal modular invariance, one can
construct the boundary states of D-branes by the Cardys prescription [17] in general. The
result is
|pi =
N1
X
a=1
Spa
|aii
S1a
(1 6 p 6 N 1),
(2.2)
where |aii is called the Ishibashi state [30] which corresponds to the highest weight state
of spin a1
2 . The modular transformation matrix is denoted by
r

pa
2
sin
.
(2.3)
Spa =
N
N
The geometrical interpretation of these D-branes was first given in [18] and further
discussed 1 in [19,20,23,24,33,34]. SU(2) WZW model can be interpreted as a sigma
model of which target space is SU(2) ' S3 with N = k + 2 units of H -flux. The
shift
3
of level by two is due to the contribution of fermionic sector and the radius of S is N 0 .
Let us define the coordinates of S3 as
(cos , sin cos sin , sin sin sin , sin cos ) R4 .
(2.4)
Then a D-brane |pi can be identified with the one wrapping on the pth conjugacy class of
SU(2), which corresponds to S2 S3 with = p/N [18]. A D-brane corresponding to
p = 1 or p = N 1 is equivalent to a pure D0-brane and the other branes can be regarded
as D2-branes. Even though these D2-branes wrap on the topologically trivial 2-cycles, they
are stabilized by the combined effect of the H -flux and the gauge flux
1 For the earlier discussions of this subject, see [31,32].
322
F =
p
sin d d
2
(2.5)
on the world-volume [23]. This shows that such a D-brane can be interpreted as a bound
state of p D0-branes [23] and it was pointed out in [20] that a stuck of D0-branes can
condense into a single D2-brane.
The open string spectrum between a pair of D-branes corresponding to |pi and |qi is
represented as the following cylinder amplitude
X j
c
npq j (q),
(2.6)
Zpq (q) = hp|q L0 24 |qi =
j (q) = Trj q
c
L0 24
2 t
and q = e2t are closed string and open string moduli of the cylinder,
where q = e
respectively. The character j (q) means the partition function of the open string which
j
belongs to spin j sector. A notable point is the appearance of the fusion coefficient npq
j
Z as discussed in [17]. In the case of SU(2) WZW model, npq is given as follows

p+q
p+q
|p q|
j
6 j 6 min
1, N 1
,
npq = 1 if
2
2
2
j
npq = 0
elsewhere.
(2.7)
Then the lightest modes or equally the zero modes of the open strings can be represented
as the following vertex operators

p+q
p+q
|p q|
6 j 6 min
1, N 1
.
(2.8)
Vj,m : j 6 m 6 j,
2
2
2
Their conformal dimensions are given by
j,m =
j (j + 1)
.
N
(2.9)
Now we turn to the ten dimensional string theory including the non-compact directions
and assume the Neumann boundary condition for R direction. Then we obtain the mass
spectrum for the above vertex operators as
1 j (j + 1) Q2
+
,
(2.10)
0 m2 = +
2
N
8
where Q = 2/N is the background charge for the linear dilaton sector. Here we used
normalizable states, of which spectrum has the lower bound Q2 /8 and its description
by using SL(2, R)/U (1) model was discussed in [34]. To see the lowest mass states, we
assumed that there is no momentum along any coordinate except S3 . From this we can
2
1
does not change the qualitative behavior of tachyon fields. In
see that the term Q8 = 4N
particular, if we take N limit, then we can neglect this. Though the explicit form
of the Dirichlet boundary state has not been known in the supersymmetric linear dilaton
theory, we assume that the similar behavior will occur.
323
2.2. Tachyon condensation in SU(2) WZW model

Let us turn to the tachyon condensation on a pair of braneantibrane or on a non-BPS
D-brane in SU(2) WZW model. As explained in the previous subsection, only D2-branes
(|2i, |3i, . . . , |N 2i) and D0-branes (|1i, |N 1i) are allowed in this model whether the
system is BPS or not. Here we assume N is finite and therefore the conformal dimensions
of the vertex operators with different spins j are not the same.
First we consider a braneantibrane system where both branes correspond to the
boundary state |pi. 2 In order to distinguish them, we denote the brane by |pi and the
antibrane by |pi.
We can assume 1 6 p 6 N/2 without loss of generality. Then the
open strings between D-brane and anti-D-brane have the opposite GSO-projection and
the tachyonic mode appears once for each vertex operator Vj,m (j = 0, 1, . . . , p 1).
If we assume p < N/2, then all of these modes are really tachyonic (m2 < 0). Even if
p > N/2, these operators do not include any oscillator excitations and can be considered
to belong to the sector of tachyon field. Then let us give an interpretation of these modes
from the viewpoint of the world-volume
theory. The world-volume of the braneantibrane
system is S2 and its radius is N 0 sin p

N . The low energy effective theory consists of
the (complex) tachyon field and the massless fields (a gauge field and a scalar field).
The crucial observation is that the tachyonic mode Vj,m in string theory corresponds to
the tachyon field on the world-volume which is proportional to the spherical harmonics
Yj,m (, ). This interpretation is very natural as implied in [20,33] and an elementary
explanation is as follows. If one restricts the SU(2) currents in the WZW model to zero
modes (, ) on the sphere and quantizes the modes, then one obtains the conventional
angular momentum operator in quantum mechanics. For example, the mode Vj,j represents
the tachyon field
T (, ) = T0 eij (sin )j ,
(2.11)
where T0 is a constant. Note that this field has two nodes T (, ) = 0 at = 0, and they
correspond to the vortex line configuration of winding number j, j , respectively.
In general, n codimension two D-branes are generated after the tachyon condensation of
winding number n vortex line [4,5,9,12]. Thus we can conclude that the condensation of a
tachyonic mode Vj,j produces j D0-branes at = 0 and j anti-D0-branes at = . This
result is consistent with the allowed values j = 0, 1, . . . , p 1, because the original (anti)
D2-brane |pi (|pi)
can be thought as a bound state of p (anti-) D0-branes as we mentioned
above. For example, the condensation of j = p 1 mode means the annihilation of only
one D0 and anti-D0-brane; the constant mode j = 0 corresponds to the annihilation of all
branes and the system will eventually go down to the vacuum. Consequently, we can say
that this gives another evidence of the bound state interpretation discussed in [20,23]. The
similar argument is applicable if m = j .
Next let us discuss the mode Vj,m (|m| 6= j ). Naively one may think that because the
corresponding tachyon field proportional to Yj,m includes one dimensional nodes Yj,m = 0,
2 Notice that an antibrane have the same bosonic part of the boundary state as a brane. However, if one take the
fermionic part into consideration, then each has a different sign of the RR-sector.
324
its condensation will produce codimension one D-branes according to the Sens conjecture.
However, it is easy to see that one cannot construct boundary states of such D-branes in
our model. We argue that the solution to this puzzle is the following. If we condense the
tachyonic mode Vj,m (or equally give the relevant perturbation in the sense of [35]), then
the OPEs of more than three insertions at the worldsheet boundary include the mode Vm,m
because of the conservation of the angular momentum. Since this mode is more relevant
than Vj,m , the condensation of Vj,m results in the previous case and the generations of
codimension one D-branes do not really occur.
Then we turn to the case where a D-brane corresponds to |pi and an anti-D6
brane to |qi
(p 6= q). Without losing generality, we can assume p > q and p+q2
2
p+q
N 1 2 . Then the open string spectrum of zero modes is given by Vj,m (j =
pq pq+2
, . . . , p+q2
). At first sight one may be in trouble with the fact that if p q is
2 ,
2
2
odd, then one will get the double valued spherical harmonics and fractional D0-branes
seem to be generated after the tachyon condensation. To resolve this one should note
the crucial point that the open string between these branes is affected by the gauge flux
F (p) , F (q) on each world-volume. In other words the tachyonic field T (, ) in this case
is not a function on S2 but a section of a line bundle which couples to the difference of the
gauge fields
A(p) A(q) =
pq
cos d.
2
(2.12)
Therefore the tachyon field is affected by the gauge holonomy as follows

T (, ) = T0 Yj,m ei
= T0 Yj,m ei
R
0
(p)
(q)
d(A A )
pq
2 cos
(2.13)
pq
where T0 is a constant again. Thus we get (m + pq
2 ) D0-branes at = 0 and (m 2 )
anti-D0-branes at = without any emergence of the fractional D0-branes. For instance,
if we consider 3 the lowest mode j = m = pq
2 , then we get (p q) D0-branes only at =
0. In the case of the highest mode j = m = p+q
2 1 the tachyon condensation generates
(p 1) D0-branes at = 0 and (q 1) anti-D0-branes at = and this corresponds to
one pair annihilation. These observations are again consistent with the interpretation that a
D2-brane of type |pi is a bound state of p D0-branes.
Finally, let us turn to the tachyon condensation on a non-BPS D2-brane in superstring or
a D2-brane in bosonic string. In these cases the tachyon field is a real scalar field and only
the linear combinations such as Vj,m + Vj,m , i(Vj,m Vj,m ) are allowed. Therefore,
we cannot gain the vortex line configurations and it is hard to tell what is generated after
the condensation. We will investigate this issue in the next section from a different point of
view.
3 Here again we have only to consider the cases m = j, j as in the previous discussion.
325
3. Tachyon condensation on fuzzy sphere and noncommutative solitons

In this section we investigate the tachyon condensation from the viewpoint of the worldvolume effective theory. Here we take the limit N 4 and in this limit the algebra of
vertex operators in SU(2) WZW model is equivalent to that of the fuzzy sphere [21,22] as
shown in [19]. A fuzzy sphere is defined by identifying the following SU(2) algebra with
its coordinates

2
ij k Xk ,
Xi , Xj = i p
p2 1
X1
2
+ X2
2
+ X3
2
= 1,
(3.1)
where Xi (i = 1, 2, 3) are p p matrices. The integer p labels the algebra of fuzzy sphere
and it can be identified with the label p of D2-brane.
In the discussion below, we will study the tachyon condensation on a non-BPS D-brane,
which generates codimension two non-BPS D-branes and then investigate the brane
antibrane systems.
The effective action which describes the gauge theory on a (BPS) D2-brane was
constructed in [20] and its interesting structure was explicitly shown. Now we would
like to consider the world-volume theory on a non-BPS D2-brane corresponding to |pi.
This includes a real tachyon field T which is described by a (quantum mechanical) p p
hermitian matrix. In the large radius limit (p ) the world-volume approaches a flat
space and the dynamics is described by a noncommutative field theory. Its action is given
by
Z

1
(3.2)
dt (dx)2 G G T T + V (T ) ,
S=
Gs
1
V (T ) = Gs TD2 0 T T + .
2
Here we used the open string metric G , the effective open string coupling Gs and the
1
ij
star-product A B(x) = e 2 i j A(x)B(x 0 )|x 0 =x as in the conventional description of the

noncommutative field theory [38]. Also we defined TDp as a Dp-brane tension.
When we take finite p (i.e., the world-volume is a fuzzy sphere) we obtain the
regularized version of the above action as follows
"
#
Z
X
i
2
i
T X , X , T + V (T ) ,
(3.3)
dt G Tr f (T )
S =
Gs
i=1,2,3
where denotes the noncommutative parameter [38] and its explicit value will be
discussed later. Here the previous star-product is replaced with the ordinary product of
matrices and the derivatives are represented as commutators. Note also that we abbreviate
the higher derivative terms because we are interested in the limit N .
4 Roughly speaking, this corresponds to the large B-field limit which is taken in [2628], where D-branes in a
flat space are considered. Quite recently, the construction of the noncommutative soliton without taking this limit
is discussed in [36,37].
326
Fig. 1. Tachyon potential on the non-BPS D-brane.
In general it is difficult to know the explicit form of f (T ). Nevertheless, we can

determine its value before the tachyon condensation in such a way that it is consistent
with the mass formula (2.10), namely,
f (T = 0) =
p2 1
.
4N 0
(3.4)
+1)
It is easy to see that in the limit N the kinetic term j (j
N 0 is negligible and only
the potential terms are relevant. Note that there is U (p) symmetry T gT g 1 , g U (p)
in this limit, which corresponds to the diffeomorphism of the fuzzy sphere. By using this
symmetry we can diagonalize the matrix T .
Further we assume the double well potential of a non-BPS D-brane and shift the value
of T as T T + t for convenience. Here we define the local maximum of the function
V (t), t R as t (see Fig. 1). This does not change the kinetic term and the potential
term behaves as V (T ) = Gs TD2 21 0 (T t )2 + . As we will see, we can describe the
tachyon condensation without knowing the detailed form of the potential.
Then we can describe the lightest excitation as T = t diag(0, . . . , 0, 1, 0, . . ., 0). Note
that this matrix is a projection in the algebra of fuzzy sphere. We claim that the excitation
is regarded as a noncommutative soliton [25] in a finite dimensional space; their
applications to the tachyon condensation have been discussed in [2628] recently. The
mass of the original D2-brane is known to be p times as heavy as that of a D0-brane in the
limit N from the analysis of the boundary state [23]. Note also that the original D2brane corresponds to T = t diag(1, 1, . . . , 1) in our model. Therefore, we can see that the
mass of the lightest excitation is the same as that of a D0-brane and identify the one with a
D0-brane. Similarly, the heavier excitations can be identified with multiple D0-branes.
Let us construct the soliton configuration on S2 in order to see more clearly that the
excitation can be interpreted as a noncommutative soliton on the fuzzy sphere. On the fuzzy
sphere the spherical harmonics Yj,m is represented as the following p p matrix [22]
p1

p
p1
j p1
m1
2
2
2
2j + 1
,
(Tj,m )m1 ,m2 = (1)
m1 m m2
(3.5)
Tr[Tj,m Tj 0 ,m0 ] = j,j 0 m+m0 ,0 (1)m ,
327
p3
p1
where we set m1 , m2 = p1
2 , 2 , . . . , 2 and (:::) denotes the 3j -symbol. Then
one can see that the matrix T = t diag(0

tachyon configuration
p1
T (a)(, ) =
(1) 2
p1
X
p1
2 a
, 1, 0
p1
(2l + 1)
l=0
p1
2 +a
l
0
) corresponds to the following
p1
2

Pl (cos ),
(3.6)
where Pl (cos ) denotes the lth Legendre polynomial.

R The overall normalization is
1
d sin d and using the explicit
determined by using that the trace corresponds to 2
value of (3.10). Note that this is independent of and axially symmetric. We can construct
the more general solution which is not symmetric by performing U (p) rotation.
If a = p1
2 , the above can be written as
T(
p1
2 )
X
1
(p 1)!
Pl (cos ).
(, ) = t
(2l + 1)
p
(p + l)!(p l 1)!
p1
(3.7)
l=0
From this expression, it is not so difficult to see that in the region p 1, 1 the
configuration approximates 5 to the known noncommutative soliton
T(
p1
2 )
p 2
( ) 2t e 2
(3.8)
in the flat space [25] (see Fig. 2). Similarly, we can show
T (
p1
2 )
( ) 2(1)p1 t e 2 () .
2
(3.9)
From this one can read off the value of the noncommutative parameter for large p as
2
.
(3.10)
p
This value is the same as that obtained in [24], where the values of gauge flux and the
B-field in the N limit were compared with the analysis given by Seiberg and
Witten [38]. In this way we have verified that the excitation in this model can be regarded
as a noncommutative soliton on the fuzzy sphere for finite and at least large p. Formally,
we can
also consider the corresponding configuration (3.6) for small p, but the fuzziness
x is comparable to the radius of the sphere and the name soliton does not seem
to be appropriate.
It is natural to believe that the other cases (a 6= p1
2 ) are also treated as noncommutative solitons because they have the same energy. In particular, in the region p 1,
6
1, p1
2 a p we argue
=
p 2
T (a)( ) 2(1)n t Ln (p 2 )e 2 ,
(3.11)
p1
2
a.
where Ln is the nth Laguerre polynomial as discussed in [25] and we defined n =
In other words, the solitons near the pole of sphere can be treated approximately as those
in the flat space.
5 We confirmed this up to the normalization by exact calculations. We checked the overall normalization in the
numerical method.
6 We checked this in the numerical method.
328
Fig. 2. A plot of Eq. (3.6). Here we set t = 1. The case (p, a) = (41, 20) and (p, a) = (41, 20)
correspond to the solitons at the pole of the sphere. The case (p, a) = (41, 0) corresponds to the one
at the equator.
On the other hand, the solitons with a 0 have a peak near the equator = /2 and is
peculiar to the soliton on the sphere (see Fig. 2). Because we cannot construct a D1-brane in
a conformal invariant way, it is natural to regard such a soliton as a quantum mechanically
extended D0-brane. As we shall see below that such an object carries more energy than the
others if N is finite. In any case the clear interpretation of such configurations in conformal
field theory is certainly desirable.
In this way we have constructed the noncommutative soliton configurations of the
tachyon field on the fuzzy sphere. Each of these has the mass of a D0-brane and obeys
the following relation
p1
2
X
T (a) (, ) = t .
(3.12)
a= p1
2
If we consider an excitation T (a1 ) + T (a2 ) + + T (ak ) and set ai 6= aj for i 6= j , then

obviously we get k D0-branes. In the case of k = p we get the original D2-brane.
We can also show that there are massless fields on the noncommutative soliton by closely
following the discussion of [26]. As we mentioned above the low energy effective action
of gauge fields on the fuzzy sphere was given by [20]. To include the coupling of tachyon
field to gauge fields we can replace the derivatives with the covariant one. In the large
p case, the action approaches the flat one but we should mention that now we deal with
the finite dimensional case. Then it can be shown by following [26] that there are two
massless scalars and (p 1) W bosons on the lightest noncommutative soliton besides
the tachyon. 7 When the soliton corresponds to k D0-branes, U (p) symmetry breaks into
U (k) U (p k) symmetry. It is interesting to investigate more detail but it is beyond the
scope of this paper.
Next we discuss the effect of the kinetic term in (3.3). Such a term is important if N is
finite and it breaks U (p) symmetry into SO(3). For T (a) we get
7 The slightly different approach has been quite recently proposed by [36] but the qualitative behavior does not
seem to be changed.
"
Tr
(a)
X , X ,T
(a)
#
=
i=1,2,3
329

(t )2
2p2 8a 2 2 .
2
p 1
(3.13)
p1
This means that the configurations of a = p1
2 and a = 2 have the lowest energy for
finite N .
All of the above discussions hold for the D-brane in bosonic string. The exception is
the existence of massless excitation observed in [2628], which is peculiar to non-BPS
D-branes. In our case this corresponds to T = diag(0, . . . , 0, 2t , 0, . . . , 0). Note that the
tachyon field on a non-BPS D-brane has a double well potential and reaches its minimum
at T = 0, 2t (see Fig. 1). Though its physical interpretation is not clear also in our case,
we can say that the interpretation proposed in [27] will not hold in our setup. In [27] the
authors argued that the tensionless soliton corresponds to a BPS D1-brane winding around
its core. However, in the SU(2) WZW model we cannot construct a D1-brane in any way. 8
As a final task let us consider D2D2 systems in the N limit. Here we denote the
(a > b), respectively. As in the
brane and the antibrane by the boundary states |ai and |bi
previous case we can retain only the double well potential term and the total energy E(T )
is given by 9
E(T ) =
X

1
Tr V (T ) = MD0
cn Tr (T T )n + (T T )n ,
Gs
(3.14)
n=0
where cn (c0 = 1) are some constants and MD0 denotes the mass of D0-brane. The tachyon
field T is complex a b matrix and T denotes its Hermitian conjugate. The overall
normalization is determined by using the fact that T = 0 represents the original brane
antibrane system, namely E(T = 0) = MD2D2 . Here MD2D2 denotes the mass of the
braneantibrane system and is given by
MD2D2 = (a + b)MD0
(3.15)
b(s) = Gs MD0 n=0 cn s n (s

in the N limit. Let us define s (> 0) such that V
R > 0) take its minimum value at s . The point s = 0 corresponds to the local maximum
b(s = 0) = Gs MD0 . Then the equation of motion is satisfied if
V
T T T = sT ,
T T T = sT .
(3.16)
The same equation is obtained in [28,40], where the noncommutative tachyon is discussed
in a flat space. Note that the tachyon field in our case is a finite dimensional matrix.
If a = b, then the tachyon condensation
can be treated as that on the non-BPS D-brane.
The maximal condensation T = s ei diag(1, . . . , 1), where is an arbitrary phase,

b(s ) = 0. Then it is easy to see that a tachyon
means the decay to
the vacuum and we get V
configuration T = s ei diag(0m , 1am ) has its energy E(T ) = 2mMD0 and generates
m D0-branes and m anti-D0-branes.
8 After we submitted the first version of this paper, there appeared an argument [39] that the massless
excitation is gauge equivalent to the vacuum.
9 Unlike the previous case we do not shift the tachyon field T and the potential have the symmetry V (T ) =
V (T ). This is only a matter of convention.
330
Let us consider the more interesting case a 6= b. A series of solutions to (3.16) are given
by
[1]l
0
(3.17)
T (l) = s 0 [0]bl (l = 0, 1, . . . , b),
0
0
where [a]m denotes the m m diagonal matrix diag(a, a, . . . , a). General solutions are
obtained by further U (a) U (b) gauge rotation. The energy of each solution is given by
E(T (l) ) = (a + b 2l)MD0 .
(3.18)
Furthermore, the conservation of the RR-charge also guarantees that the total number of
D0-branes remains (a b) in any process. Thus we get
The number of D0-branes = dim(Ker T ) = a l,

The number of anti D0-branes = dim Ker T = b l.
If we take the difference between the above equations, we obtain
Z (a)
F F (b)
,
Index(T ) = a b =
2
(3.19)
(3.20)
S2
where F (a) and F (b) denote the gauge fluxes on the world-volume of the brane and the
antibrane, respectively. Their explicit values are given by (2.5).
The relation between the noncommutative tachyon in the braneantibrane system and
K-theory of noncommutative algebras has been discussed quite recently in [28,41]. Our
result offers a special example of this, where the (finite dimensional) matrix algebra is
involved. We argue that the relation (3.20) is regarded as a generalized index theorem
of noncommutative algebras (see, for example, [42,43]). The left-hand side of (3.20) is
obtained from the vertex operator analysis and the right-hand side represents that the D2brane carries the K-theory charge of D0-brane. Therefore we can see that the requirement
that this relation is consistent with the index theorem ensures the bound state interpretation.
In order to see the relation between the Index(T ) and K-theory charge more clearly, it
would be interesting to investigate the tachyon condensation in the other rational conformal
field theories.
Acknowledgements
We are grateful to Y. Matsuo for useful comments. T.T. is supported by JSPS Research
Fellowships for Young Scientists.
References
[1] T. Banks, L. Susskind, hep-th/9511194.
[2] A. Sen, JHEP 9808 (1998) 012.
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
[32]
[33]
[34]
[35]
[36]
[37]
[38]
[39]
[40]
[41]
[42]
[43]
331
For a review, see: A. Sen, hep-th/9904207.

A. Sen, JHEP 9809 (1998) 023.
E. Witten, JHEP 9812 (1998) 019.
For a review, see: K. Olsen, R. Szabo, hep-th/9907140.
A. Sen, JHEP 9812 (1998) 021.
J. Majumder, A. Sen, JHEP 9909 (1999) 004.
J. Majumder, A. Sen, JHEP 0006 (2000) 010.
J. Majumder, A. Sen, hep-th/0007158.
M. Frau, L. Gallot, A. Lerda, P. Strigazzi, Nucl.Phys. B 564 (2000) 60.
M. Naka, T. Takayanagi, T. Uesugi, JHEP 0006 (2000) 007.
O. Bergman, M.R. Gaberdiel, Phys. Lett. B 441 (1998) 133.
A. Sen, JHEP 9910 (1999) 008.
For a review, see: M.R. Gaberdiel, hep-th/0005029.
C.G. Callan, J.A. Harvey, A. Strominger, Nucl. Phys. B 359 (1991) 611;
S.J. Rey, Phys. Rev. D 43 (1991) 526.
J.L. Cardy, Nucl. Phys. B 324 (1989) 581.
A.Y. Alekseev, V. Schomerus, Phys. Rev. D 60 (1999) 061901.
A.Y. Alekseev, A. Recknagel, V. Schomerus, JHEP 9909 (1999) 023.
A.Y. Alekseev, A. Recknagel, V. Schomerus, JHEP 0005 (2000) 010.
J. Madore, Class. Quant. Grav. 9 (1992) 69.
J. Hoppe, Int. J. Mod. Phys. A 4 (1989) 5235.
C. Bachas, M. Douglas, C. Schweigert, JHEP 0005 (2000) 048.
J. Pawelczyk, hep-th/0003057.
R. Gopakumar, S. Minwalla, A. Strominger, JHEP 0005 (2000) 020.
J.A. Harvey, P. Kraus, F. Larsen, E.J. Martinec, JHEP 0007 (2000) 042.
K. Dasgupta, S. Mukhi, G. Rajesh, JHEP 0006 (2000) 022.
E. Witten, hep-th/0006071.
M. Li, Phys. Rev. D 54 (1996) 1644;
A. Rajaraman, M. Rozali, JHEP 9912 (1999) 005.
N. Ishibashi, Mod. Phys. Lett. A 4 (1989) 251;
N. Ishibashi, T. Onogi, Mod. Phys. Lett. A 4 (1989) 161.
G. Pradisi, A. Sagnotti, Y.S. Stanev, Phys. Lett. B 354 (1995) 279;
G. Pradisi, A. Sagnotti, Y.S. Stanev, Phys. Lett. B 356 (1995) 230;
G. Pradisi, A. Sagnotti, Y.S. Stanev, Phys. Lett. B 381 (1996) 97.
M. Kato, T. Okada, Nucl. Phys. B 499 (1997) 583.
G. Felder, J. Frhlich, J. Fuchs, C. Schweigert, J. Geom. Phys. 34 (2000) 162.
S. Elitzur, A. Giveon, D. Kutasov, E. Rabinovici, G. Sarkissian, hep-th/0005052.
J.A. Harvey, D. Kutasov, E.J. Martinec, hep-th/0003101.
R. Gopakumar, S. Minwalla, A. Strominger, hep-th/0007226;
N. Seiberg, hep-th/0008013.
C. Sochichiu, hep-th/0007217;
C.G. Zhou, hep-th/0007255.
N. Seiberg, E. Witten, JHEP 9909 (1999) 032.
J.A. Harvey, P. Kraus, F. Larsen, hep-th/0008064.
D.P. Jatkar, G. Mandal, S.R. Wadia, hep-th/0007078.
G. Moore, Talk presented at String 2000 Conference, Ann Arbor, July 1015, http://feynman.
physics.lsa.umich.edu/cgi-bin/s2ktalk.cgi?moore.
J. Madore, An Introduction to Noncommutative Differential Geometry and its Physical
Applications, 2nd edn., Cambridge Univ. Press, 1999.
A. Connes, Noncommutative Geometry, Academic Press, 1994.

Extra dimensions, SN1987a, and nucleonnucleon

scattering data
Christoph Hanhart a , Daniel R. Phillips a,,1 , Sanjay Reddy b ,
Martin J. Savage a,c
a Department of Physics, University of Washington, Seattle, WA 98195-1560, USA
b Institute for Nuclear Theory, University of Washington, Seattle, WA 98195-1550, USA
c Jefferson Laboratory, 12000 Jefferson Avenue, Newport News, VA 23606, USA
Abstract
One of the strongest constraints on the existence of large, compact, gravity-only dimensions
comes from SN1987a. If the rate of energy loss into these putative extra dimensions is too high,
then the neutrino pulse from the supernova will differ from that actually seen. The dominant
mechanism for the production of KaluzaKlein gravitons and dilatons in the supernova is via
gravistrahlung and dilastrahlung from the nucleonnucleon system. In this paper we compute the
rates for these processes in a model-independent way using low-energy theorems which relate
the emissivities to the measured nucleonnucleon cross section. This is possible because for soft
gravitons and dilatons the leading contribution to the energy-loss rate is from graphs in which the
gravitational radiation is produced from external nucleon legs. Previous calculations neglected these
mechanisms. We re-evaluate the bounds on toroidally-compactified gravity-only dimensions, and
find that consistency with the observed SN1987a neutrino signal requires that if there are two such
dimensions then their radius must be less than 1 micron. 2001 Elsevier Science B.V. All rights
reserved.
1. Introduction
The conjecture that the four-dimensional universe we perceive is merely a projection of a
higher-dimensional space dates back at least to the work of Kaluza and Klein in the 1930s.
Such ideas imply that we live in a world in which there are four infinite dimensions, and
E-mail addresses: hanhart@phys.washington.edu (Ch. Hanhart),

phillips@phys.washington.edu,phillips@helios.phy.ohiou.edu (D.R. Phillips), reddy@phys.washington.edu
(S. Reddy), savage@phys.washington.edu (M.J. Savage).
1 Address after September 1: Department of Physics, Ohio University, Athens, OH 45701.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 6 7 - 2
336
Ch. Hanhart et al. / Nuclear Physics B 595 (2001) 335359
n compactified extra dimensions. If this is the case there is the possibility of observing
KaluzaKlein (KK) modes, which correspond to excitations of ordinary standard-model
particles in these extra dimensions. The absence of any such effects in collider experiments
performed to date then places stringent limits on the size of such extra dimensions, forcing
them to have inverse radii larger than 1 TeV [1]. Until ten years ago the conventional
wisdom was that the size of these extra dimensions would be set by the Planck mass, and
so would be much smaller than this.
In the last decade this conventional wisdom has been under attack from two different,
but connected, directions. Firstly, it has been suggested that string theory could lead to
compactified dimensions which have radii much larger than 1/MP [24]. Secondly, an
alternative picture of the extra dimensions has emerged, in which the standard-model
fields are confined to a four-dimensional brane, while gravity propagates in the (n +
4)-dimensional bulk. This has generated considerable excitement because it seems to
provide a natural solution to the hierarchy problem. Effectively, gravity is much weaker
than the three other forces because it is diluted via its propagation in the extra dimensions.
One simple scenario in which this occurs was suggested by Arkani-Hamed et al. [57].
Suppose that there are n compact gravity-only dimensions (GODs) whose radius R is
large compared to the scale of fundamental physics in the (n + 4)-dimensional world,
M(4+n) . For distances r R, the gravitational force will behave like [6]:
F=
1 m1 m2
1
,
n+2 4R n
r2
M(4+n)
(1)
where M(4+n) is the fundamental scale of gravity in the (n + 4)-dimensional world.

Matching to the Newtonian law of gravity, which is the effective theory for long distances
and weak fields, we see that

n
1
1
,
(2)
4GN =
2
RM(4+n)
M(4+n)
and so if R 1/M(4+n) then the effective four-dimensional Planck scale MP 1/ GN

will be much larger than the underlying (n + 4)-dimensional scale M(4+n) .
Of course, at distances r R the inverse-square law begins to break down. Choosing
M(4+n) 1 TeV implies, for a given n, a definite value of the scale R at which this
breakdown occurs. In the case n = 1 gravity would be modified on solar-system distance
scales, but for n = 2 the distance R is already smaller than 1 mm. Thus, while the case of
one GOD is ruled out experimentally, no direct measurement of gravity has, as yet, been
made that precludes the existence of more than one GOD [6]. 2
An alternative to measuring the gravitational force at distances of order one millimetre
is to perform collider physics searches at the scale M(4+n) and look for physics beyond
the standard model [911]. It is not immediately apparent that such searches will reveal
any phenomenologically-significant effects. The only modification to physics at the scale
M(4+n) is in the physics of gravity, and so the violations of the standard model appearing
2 We do not consider Randall and Sundrum GODs [8].
337
at that scale are, naively, only of gravitational strength. However, at such energies a large
number of graviton KK modes are excited, even though all standard-model fields continue
to behave as four-dimensional objects. This compensates for the weak coupling between
these KK modes and matter fields. Production of KK-gravitons, h, and KK-dilatons, , as
well as their virtual contributions lead to deviations from the predictions of the standard
model, as demonstrated in Refs. [911]. It is possible that such deviations could be detected
at future colliders [12,13].
Significant constraints have already been placed on the size of compact GODs from
precision experiments at existing colliders [14]. However, these collider bounds are not
the most stringent ones on the size of these dimensions. Arkani-Hamed et al. pointed
out that one of the strongest bounds on this physics comes from SN1987a [6]. The
argument is very similar to that used to bound the axionnucleon coupling strength [15
18]. The standard model of supernovae does an exceptionally good job of predicting
the duration and shape of the neutrino pulse from SN1987a. Any mechanism which
leads to significant energy loss from the core of the supernova immediately after
bounce will produce a very different neutrino-pulse shape, and so will destroy this
agreement as demonstrated explicitly in the axion case by Burrows, Brinkmann,
and Turner [17]. Raffelt has proposed a simple analytic criterion based on detailed
supernova simulations [18]: if any energy loss mechanism has an emissivity greater than
1019 ergs g1 s1 then it will remove sufficient energy from the explosion to invalidate the
current understanding of Type-II supernovaes neutrino signal. In the case of interest here
the bremsstrahlung processes NN NNh (KK-gravistrahlung) and NN NN (KKdilastrahlung), provide an energy loss mechanism for the supernova. Energy generated
during the collapse is radiated away into the extra-dimensional degrees of freedom, never
to return. Demanding that such reactions do not result in the loss of too much energy
from the supernova allows bounds to be placed on the size of the toroidally-compactified
GODs.
Two attempts to place such a constraint have already appeared in the literature [19,20].
Both assumed that the NN scattering amplitude was dominated by a single virtual pion
exchange an uncontrolled approximation which we refer to hereafter as the one-pionexchange approximation. Although this approximation appears reasonable, since onepion exchange is the long-distance component of the nuclear force, in fact the nuclear
physics of this problem is much more complicated. Most obviously, the very existence of
nuclei tells us that the strong nuclear force is non-perturbative. Yet, the calculations of
Refs. [19,20] are only valid if one-pion exchange can be treated in Born approximation.
Hence, the NN interactions which occur during these radiative processes should, instead,
be described by the full NN t-matrix.
One might think that such a calculation is model-dependent and complicated. However,
in the limit that the emitted radiation is soft compared to the incoming NN energy, the
calculation simplifies dramatically. In this limit there are low-energy theorems for the
emission of radiation which are analogous to those for photon bremsstrahlung [21,22].
These theorems relate the amplitude for the bremsstrahlung process to the on-shell NN
amplitude. It thus becomes possible to use NN scattering data to calculate low-energy
338
emission processes directly. Recently, three of the present authors used theorems of this
sort for axial bremsstrahlung to perform a more reliable calculation of axion and neutrino
bremsstrahlung in a nucleon gas [23]. The resultant rates are model-independent, and rely
only on two assumptions: that the radiation is soft, and that the emission rate from the
nuclear gas is dominated by two-body collisions. The use of such an approach therefore
essentially eliminates the two-body dynamics as a source of uncertainty in the problem.
In this paper we will derive model-independent low-energy theorems which relate the
amplitudes for NN NNh and NN NN to the on-shell NN scattering amplitude. It
turns out that at both leading and next-to-leading order (LO and NLO) in the soft expansion
the cross sections for these production processes can be expressed directly in terms of the
NN differential cross section. We use the NLO production cross sections to compute the
energy loss from a supernova due to KK-graviton and KK-dilaton radiation from the twonucleon system. The Raffelt criterion explained above then leads directly to a constraint
on the size of the extra dimensions.
The paper proceeds as follows. In Section 2 we derive the amplitude for the emission of
soft gravitational radiation from the NN system. We include all terms which contribute up
to the first two orders in the soft expansion. We then take the amplitude at NLO in the soft
expansion and use it to compute the energy loss due to the three processes NN NNh,
NN NN, and NN NNg, where g is the four-dimensional graviton. In Section 3
we derive formulae, meant for numerical evaluation, which yield the emissivity of a gas of
nucleons due to these production mechanisms, give our best result for the bound on the
size of the extra dimensions, 3 and discuss the validity of the soft approximation. Section 4
then examines the limiting cases of nondegenerate and degenerate neutron matter. In these
limits analytic formulae for the emissivity in terms of a single NN cross section may
be obtained. We also exhibit the analytic formulae found if one assumes that effectiverange theory describes the NN cross section, and present the radius bounds given by these
analytic calculations. Finally, Section 5 presents the results for the supernova emissivity
obtained with all of these different approaches, and compares and contrasts them with the
work of Refs. [19,20].
Many-body effects, although undoubtedly important, were not the focus of Ref. [23], and
will not be part of our discussion here. While the radiation from the two-body system can be
computed in a model-independent way, the evaluation of many-body effects is necessarily
model-dependent, since it relies on selective re-summations of classes of diagrams in the
many-body problem. One set of many-body effects which can modify the vacuum rates
for KK-graviton emission was considered in Ref. [24]. We look forward to future work on
how many-body physics affects the reactions NN NNh and NN NN, but we have
not focused on these issues here, since our goal was to provide a firm, model-independent,
foundation on which future calculations of many-body corrections to these processes can
build.
3 In general what is actually constrained is the nth root of the product R R R , where R is the radius of
n
i
1 2
the ith extra dimension.
339
2. N N N N h and N N N N
2.1. Graviton and dilaton dynamics in n + 4 dimensions
For simplicity, we let the n extra dimensions form an n-torus of radius R = L/(2) in
each direction. Consider a low-energy theory of the interactions of matter with gravity in
such a geometry. If we work in this theory at leading order in the gravitational coupling
constant, then only the massless graviton and massive KK-gravitons and KK-dilatons
couple to matter fields. The graviton and scalar field mode expansions have the form

X
2 jE yE
E
h,j (x) exp i
,
h (x, yE ) =
L
jE
ab (x, yE ) =

2 jE yE
i
,
L
jE
ab (x) exp
jE
(3)
where x are the 4-dimensional coordinates, yE are the n-dimensional coordinates, and
jE is an n-dimensional vector representing the momentum of the mode in the extra
dimensions. Although these modes are massless in the (n + 4)-dimensional world this
extra-dimensional momentum results in an effective mass on the four-dimensional brane,
mjE, with 4
m2jE =
E2
4 2 |j|
.
2
L
(4)
jE E
), where the extraWe use KK-graviton fields with polarization tensors e (k,
dimensional momentum is jE, while the graviton is propagating in the direction k in our
world, and has polarization . Then
5
X
=1
jE

jE E
jE
E ) = 1 B,
e
(k, ) e
(k,
(kE ),
2
(5)
with [9,10]
jE
B = ( + )
1
( k k + k k + k k + k k )
m2E
j

2
2
1
+ 2 k k + 2 k k .
+
3
mE
mE
(6)
The Lagrange density that describes the four-dimensional interactions between the KKgraviton and KK-dilaton, and matter fields is then [9,19]
4 Note that this predicts the existence of a massless dilaton. This is unphysical, since any mechanism that
0 . However, as long as this mass is much smaller
stabilizes the GODs at size R will provide a mass to the field ab
than the temperature of the nucleon gas in the supernova its precise value will not affect our calculation.
340
s

X ,jE
2
E
j T ,
L=
T +
h
2
3(n + 2)
(7)
jE
where T is the conserved energymomentum tensor of the matter on the 4-dimensional
brane, and the dilaton field is = aa . We have also defined = 32GN , with GN
being Newtons gravitational constant. 5
2.2. Radiation from the NN system in the soft limit
To compute gravitational radiation from the NN system we must calculate the energy
momentum tensor of free nucleons. Neglecting isospin violation in the strong interaction,
and electroweak effects
i

N
= g L
T
2
1
+ ,
(8)

4M
where the ellipses denote spin-dependent interactions that do not contribute if the
momentum of the emitted radiation is small, and terms that can be made to vanish by
the nucleon equations of motion. M is the isospin-averaged nucleon mass. This, together
with Eq. (7), defines the leading interaction between a single KK-graviton or KK-dilaton
and a nucleon.
Now we fix our attention on the case of KK-graviton emission, and examine the limit
when the emitted graviton is soft which is to say its energy, , is much less than all other
scales in the problem. This means that we certainly want p2 /M, the incoming energy
of the NN system, although other restrictions will also emerge, as we shall see below.
In what follows we shall treat M/p2 as a small, dimensionless, expansion parameter,
and compute the contribution of the first two orders in this expansion to the amplitude for
NN NNh.
In the limit M/p2 1 the amplitude for gravistrahlung is dominated by graphs (a)
(d) in Fig. 1. In Fig. 1 the incoming nucleon momenta are p1 , p2 , the outgoing nucleon
momenta are p10 , p20 , and the KK-graviton four-momentum is denoted by k. We must also
define Mandelstam variables si and sf for the NN interaction, depending on whether the
nucleons scatter before or after the graviton emission. Likewise, two different Mandelstam
ts enter, depending on whether the KK-graviton is emitted from nucleon 1 or nucleon 2.
Denoting
2
sf = p10 + p20 ,
(9)
si = (p1 + p2 )2 ,

2
2
t2 = p20 p2 .
(10)
t1 = p1 p10 ,
The amplitudes for KK-graviton emission from the four graphs (a)(d) may then be written
as:
5 Our is a factor
2 larger than that employed in Ref. [9], and our graviton polarization tensor is a factor of
2 smaller. This change does not affect the answer computed for any observable.
341
Fig. 1. The leading diagrams contributing to processes NN NNh and NN NN. Nucleons
are denoted by solid lines and the KK-modes h or are denoted by dashed lines. Solid squares
denote an insertion of the single-nucleon energymomentum tensor, while solid ovals containing A
denote an insertion of the full NN scattering amplitude. The solid oval containing denotes the
non-pole vertex required for the sum of diagrams to satisfy M = 0.

(a)
iM
(b)
iM
(c)
iM
(d)
iM
i
8M
2p10 + k

2p10 + k u pE1 0 u pE2 0

i
(i)A(si , t2 )u pE1 u pE2 ,
0
6 p1 + 6 k M

i
=
2p20 + k 2p20 + k u pE1 0 u pE2 0
8M

i
(i)A(si , t1 )u pE1 u pE2 ,
0
6 p2 + 6 k M

i
u pE1 0 u pE2 0 (i)A(sf , t2 )
=
8M

i
(2p1 k) (2p1 k) u pE1 u pE2 ,
6 p1 6 k M

i
=
u pE1 0 u pE2 0 (i)A(sf , t1 )
8M

i
(2p2 k) (2p2 k) u pE1 u pE2 .
6 p2 6 k M
(11)
(12)
(13)
(14)
This amplitude begins at O( 1 ), with the small parameter is meant as a mnemonic for
E , and m E. The us are Dirac spinors, normalized so that uu
= 1.
any of the quantities |k|,
j
Note that here the amplitude A is the on-shell NN amplitude projected onto positiveenergy NN states. One might think that is necessary to include in the expressions (11)(14)
the fact that one leg in the NN interaction is off its mass shell. However, it is clear that the
difference between using the on-shell NN amplitude and the one that is correct for the
342
kinematics of Fig. 1 is an O( 0 ) effect. The low-energy theorem of Low [21] for NN

NN , and that of Adler and Dothan [22] for axial bremsstrahlung, are both based upon the
idea that we can construct the leading-order bremsstrahlung amplitude using the on-shell
NN amplitude, and then determine the terms of O( 0 ) using current conservation. As we
shall see below, a similar low-energy theorem exists in this case, and so we need not bother
to include the off-mass-shell dependence of the NN amplitude in Eqs. (11)(14). In fact,
in general the off-shell dependence of the NN amplitude is the result of a particular choice
for the nucleon interpolating field, and so it can always be changed by field redefinitions.
S-matrix elements are unaffected by such field transformations [25].
We now simplify the above expression, by using the fact that A is projected onto
positive-energy states, and retaining only the spin-independent terms up to O( 0 ).
Although it is possible to keep track of the spin-dependent terms, we will drop them here,
since they always appear at O( 0 ), and so, after summing over nucleon spins, do not make
a contribution to the production cross section until O( 0 ). This is two powers of beyond
the leading term in the cross section. Thus, excluding these terms, the result is:

1
1
(a)
0
0
0
k p1 A(si , t2 ), (15)
1+
M = 2p1 + k 2p1 + k 0
4
2p1 k + k 2
2M 2

1
1
(b)
0
0
0
k p2 A(si , t1 ), (16)
M = 2p2 + k 2p2 + k 0
1+
4
2p2 k + k 2
2M 2

1
1
(c)
= A(sf , t2 ) 1
k
p
(2p1 k) (2p1 k) ,
(17)
M
1
2
4
2M
2p1 k k 2

1
1
(d)
= A(sf , t1 ) 1
k
p
(2p2 k) (2p2 k) ,
(18)
M
2
2
4
2M
2p2 k k 2
where we have also used the fact that the external nucleon legs are on-shell.
2.3. Conserved M
Observe that if we sum graphs (a)(d) to get M then the result is not a conserved
quantity. To remedy this, we generalize the prescription used in photon bremsstrahlung [21,
22], writing:

(19)
k M = k + O 2 ,
and then construct
(0)
= M + .
M
(20)
By the same arguments that apply in the case of the Low [21] and AdlerDothan [22]
(0)
will be the correct amplitude up to spin-dependent pieces of order 0 and
theorems, M
spin-independent pieces of O( 1 ). 6
6 Structures involving the spin-matrix
which are not constrained by current conservation can contribute
to M at order 0 . However, the effect of such terms on the observables computed here is suppressed by two
powers of compared to the leading soft result.
343
A brief calculation then reveals that the spin-independent piece of the amplitude for
NN NNh is, up to O( 0 ):

1
(0)
A(sf , t2 )
=
(2p1 k) (2p1 k)
M
4
2p1 k k 2
1
+ A(sf , t1 )
(2p2 k) (2p2 k)
2p2 k k 2

1
2p10 + k 2p10 + k 0
A(si , t2 )
2p1 k + k 2

1
A(si , t1 )
2p20 + k 2p20 + k 0
2p2 k + k 2

A(s, t )
+ 2 A(s , t ) + 4(p1 + p2 ) (p1 + p2 )
s s=s

A(s , t)

+ 4 p2 p20 p2 p20
.
(21)
t t =t
The classical amplitude for the emission of gravitational radiation from a system of
colliding particles was derived many years ago by Weinberg [26]. We may now recover
this result by retaining only the O( 1 ) parts of Eq. (21):
X
1
(1)
A(s , t ),
(22)
=
j pj pj
M
2
pj k
j
where j , the particle index, runs from 1 to 4, with j = 1, 2 for incoming nucleons and
j = 3, 4 for outgoing nucleons, and

1
if j = 1, 2,
(23)
j =
1 if j = 3, 4,
si + sf
t1 + t2
,
t =
.
(24)
s =
2
2
Weinbergs derivation of Eq. (22) is entirely classical, which is not surprising, since the
graphs that contribute to the amplitude only involve radiation from external legs, and
so they correspond to classical bremsstrahlung from the gravitational charges accelerated
during the NN collision. It is also worth pointing out that the Weinberg result is only valid
if the NN t-matrix is slowly varying over the energy region of interest. 7
Next observe that the conservation of M k M = 0 implies the following
relations:
kj
Mj i ,
ki kj
=
Mj i .
2
M0i =
(25)
M00
(26)
7 Weinbergs basic result actually omits the amplitude A. He assumes the scattering that leads to the emission
of the radiation is isotropic, and then includes anisotropy in the two-body scattering by multiplying by the twoparticle differential cross section.
344
This obviates the necessity to actually calculate these 0 components. These relations may
be formalized by defining the symbol Wij as follows:
kj
ki kj
ki
0 j + 0 0 2 .
(27)
If M is conserved then we need only calculate the spacespace components of this tensor.
Other portions can be generated via the relation:
Wij = i j i 0
M = Wij M ij .
(28)
In particular, if we work in the centre-of-mass frame, then at leading order in the nucleon
velocity the spacespace components of M have a very simple form:

pi pj pi0 pj0 .
(29)
Mij(1) = A(s , t )
M
This result differs from Eq. (21) by relativistic corrections, which are suppressed by two
powers of p/M. In addition, the next-to-leading order (NLO) amplitude (21) contains
corrections to Eq. (29) which are suppressed by /M. Since p2 /M, by assumption,
the expansion in p/M is less convergent than the one in /M.
If we continue to neglect these effects of order p2 /M 2 and /M, then we can also write
down a compact formula for the next-order correction to Mij :

A
1
(0)
0
0
(s , t)
Mij = ij A(s , t ) + pi pi pj pj
,
(30)
2
t
t =t
where, once again, we have chosen to work in the centre-of-mass frame.
Note that working only at leading order involves neglecting the pieces of the amplitude
M corresponding to variations of the NN t-matrix in the Mandelstam variables s and t.
This is clearly not a good approximation at low energies, where the NN t-matrix varies
rapidly. At higher energies the scale of variation of A can be thought of as m , the
pion mass, and so we would also like to have m . In fact, this is probably a rather
conservative estimate, since empirically the energy and angle-dependence of the NN cross
section is quite weak at these higher energies. However, a proper test of the convergence
of the soft expansion is really required.
One obvious way to perform such a test is to compute the LO result (29) and then
compare it to the result at NLO. In Subsection 2.5 we will show that in fact the NLO
correction vanishes, and so the LO amplitude (29) is more reliable than one might naively
expect.
2.4. Result for energy loss from the NN system to leading order
In this section we will compute the energy loss for a given graviton KK mode jE. In
Section 3 we sum over all modes in order to compute the total rate of energy emission
from a gas of nucleons.
The energy loss due to graviton emission into a given KK mode jE is given by:
d 3 k Xh jE E i jE E
jE
(31)
M e k, e k, M .
dh =
(2)3 2
345
(Strictly speaking this is not an energy loss, since we need to multiply by the density of
initial and final NN states, however, throughout this section we employ this somewhat lax
terminology.)
Using the symbol W , defined in Eq. (27), we may rewrite this as
dk k 2 d k 1
jE
Mij W ij B W kl Mkl ,
(32)
2
4 4 2
where B is defined by Eq. (6). Since k Wkl = 0 by construction, only the pieces of B
proportional to symbols survive. After some calculation we see that:

1
2
1
Wij B
Wkl =
ik j l + il j k ij kl
2
2
3

2
1
+ 2 ik kj kl + j k ki kl + il kj kk + j l ki kk (ki kj kl + kk kl ij )
2
3
2
(33)
+ 4 ki kj kk kl .
3
since at LO Mij
At this point we may integrate over the final-state graviton direction k,
This gives:
does not depend on k.
jE
dh =
1
2
19
1
d k
Wij B Wkl = (ik j l + il j k ) ij lk
4
90
15
m4
m2E 11
14
j
jE 2
(ik j l + il j k ) ij kl + 4
(ik j l + il j k + ij kl ). (34)
+ 2
45
45
45
Using the LO M , Eq. (29), we finally obtain the following energy loss per unit frequency
interval, for radiation into a KK mode of given mass mjE,
2
4
2

k 8GN 4p2
11 mjE 2 mjE
dh
2
2 19
=
+
sin cm |A|
+
,
d
5 M 2
18
9 2
9 4
(35)
where cm is the centre-of-mass scattering angle: cos cm = p p0 , and p2 = (p2 + p0 2 )/2.

This argument can also be pursued for 4-dimensional gravitons, provided one modifies
the polarization tensor B appropriately. The result for energy loss due to 4D-graviton
emission is:
2
dg
8GN 4p2
=
sin2 cm |A|2 ,
(36)
d
5 M 2
as derived by Weinberg [26]. Note that this is not the mjE 0 limit of Eq. (35), since the
4D-graviton has fewer degrees of freedom, due to its 4D-masslessness. Note also that here,
and in Eqs. (35) and (38), we have made the replacement
2
p4 + p0 2p2 p0 cos2 cm 2p2 sin2 cm ,

4
(37)
in order to make contact with Ref. [26] and simplify the formulae. This corresponds to
evaluating the energy of the NN system at the point s . The error introduced by this
replacement is of order M 2 2 , and so is suppressed by two powers of .
346
Meanwhile, the result for energy loss due to KK-dilaton emission is also obtained by an
analogous argument. It is:
2

m2E 2
d
k 8GN 4p2
2
j
2
2
=
sin
|A|
.
1
cm
d
5 M 2
9(n + 2)
2
(38)
2.5. Next-to-leading order calculation

These energy loss rates represent the leading-order result, which we shall denote by
O( 2 ). To calculate the correction to this energy loss rate which arises at NLO we must
contract the amplitude (29) with the correction (30). Since at least in the non-relativistic
limit the spacespace components of the NLO amplitude do not depend on the direction
of the emitted radiation, we may use the steps (31)(34) employed above to show that the
piece of dh /d which arises at O( 1 ) vanishes.
(1)
To do this we first note that the trace of M (1) over its spatial components, Mii , is
O( 0 ). Therefore, since we are trying to compute pieces of dh /d that are O( 1 ) we
can neglect terms such as Mii Mjj . It also follows that the contraction of the ij piece of
(1)
only produces pieces of the energy loss rate that are of higher order than
Mij(0) with Mkl
we are concerned with here.
A brief calculation then shows that the contraction of the piece of Mij(0) proportional
(1)
also only yields pieces of O( 0 ). Thus, it follows that the first
to A/t with Mkl
corrections to the expressions (35), (36), and (38) are suppressed by two powers of the
small parameter , which we can now identify more precisely as
M
p2
(39)
It is worthwhile stressing that the NLO correction to these results would not be zero if
we had used, say, the initial-state energy p2 /M in these formulae instead of the average
energy of the NN state: p2 /M. It must also be remembered that at O( 0 ) there exist
contributions to the energy loss rates which are not constrained by the dual requirements
of the on-shell NN data and the conservation of M .
3. Gravitational emissivity of a gas of nucleons

3.1. Non-relativistic nucleons at arbitrary degeneracy
The gravitational emissivity of a nucleon gas due to the two-body reaction a + b
a + b + X, where the labels a and b can represent either a neutron or a proton, and X
is the type of gravitational radiation (massless 4D gravitons (g) or massive KaluzaKlein
gravitons (h) or dilatons ()), is given by the general formula

Z Y 3
XZ

d pi d 3 pi0
dEX
=
d
Sfa (E1 )fb (E2 ) 1 fa E10 1 fb E20
6
dt
(2)
jE
i=1...2
(2)4 4 p1 + p2 p10 p20 k
347
dX
.
(40)
d
Here dX /d is the energy loss per unit frequency due to NN NNX computed above,
summed over initial and final spins, for the emission of KK-gravitons [see Eq. (35)],
ordinary gravitons [see Eq. (36)], or KK-dilatons [see Eq. (38)]. Again, as noted above,
Eqs. (35)(38) are not really energy loss rates, since they do not include the NN density of
states. However, when integrated as in Eq. (40) they will yield the emissivity. Meanwhile,
fa and fb are the nucleon Fermi distribution functions for the species a and b. The
symmetry factor S = [1/(1 + ab )]2 is different in the np and nn cases. The sum over
KK modes clearly does not apply to the case when X is the four-dimensional graviton.
The formula (40) applies equally well to the np and nn cases. Although we could
proceed in complete generality and consider a nucleon gas with different densities of
neutrons and protons, we will specialize our treatment at this point to the nn case, since the
formulae are more transparent there. The proton fraction is generically small in supernovae,
and so the inclusion of np scattering which is easily done using steps analogous to those
discussed below should make little difference to the radius bound we obtain.
In the soft-radiation limit we may neglect the momentum kE in the three-momentum
conserving delta-function of Eq. (40). Spherical symmetry and energymomentum
conservation can also be exploited, thereby eliminating nine of the fifteen integrals
appearing in Eq. (40). Defining total, initial relative, and final relative momenta P , p,
and p0 we move to dimensionless variables [16]
P2
p2
p0 2
,
ur =
,
u0r =
,
(41)
8MT
2MT
2MT
where T is the temperature of the neutron gas.
b0 Pb and to be the angle between pE and pE0
b, cos( 0 ) = p
Denoting cos( ) = p P
b
projected onto the P plane, we are left with a six-dimensional integral:
uP =
u jE
Z1
Z
Zr
X 215/2GN M 9/2T 13/2 Z
dEX
=
S
dur d(cos ) duP
dt
5 6
jE

1/2 1/2 01/2
ur uP ur u 2 X jE/
Z2
jE
ur u0r
2

d
sin2 cm A(cm , 2T u)
.
2
f1 f2 1 f10
du0r
1 f20
Z1
d(cos 0 )
(42)
Here fi = [exp(ui y) + 1]1 , with u1,2 = uP + ur 2 uP ur cos , and

p y = /T0 .
0
0
0
The fi s are defined similarly in the final state, with u1,2 = ur + uP 2 u0r uP cos .
We have also defined jE = mjE/(2T ) and u = (ur + u0r )/2, and written A as a
function of the centre-of-mass scattering angle and the centre-of-mass energy. An implicit
summation of |A|2 over both initial and final nucleon spins is to be understood here, and
throughout what follows. The function is different depending on the species X under
consideration:
348
g [x] = 1,

p
19 11 2 2 4
+ x + x ,
h [x] = 1 x 2
18
9
9

2
5/2
1 x2
.
[x] =
9(n + 2)
(43)
(44)
(45)
The dependence of the integrand on the angle enters solely through the centre-of-mass
scattering angle cm , which is related to , 0 and via
cos cm = cos cos 0 + sin sin 0 cos .
(46)
Now we wish to perform the sum over KK-graviton modes. If the modes are narrowly
spaced we may rewrite:
Z
X
R n n dm mn1 ,
(47)
jE
where n is the surface area of the n-dimensional sphere. The order of integration may then
be interchanged, and the integral of the function f over the graviton masses evaluated. We
may also change variables to u0r and = /T , so that ultimately we obtain:
n+1
4GN
dEX
=
(2T )13/2 (T R)n 2 M 1/2 hn
dt
3
Z
d
0
where the dimensionless kernel

K
(n)
, u0r
K (n)

du0r K (n) , u0r ,
is:

Z1
Z1
1/2 01/2 n 0 2 M 4
0
0
ur ur +
d(cos ) d(cos )
= ur +
2
4 (2)6
1
Z2
(48)

2
d 2
sin cm A cm , T 2u0r + /2
2
Z
duP

uP f1 f2 1 f10 1 f20 , (49)
and
hn =
1
3n3 + 24n2 + 55n + 42
,
(n + 2)(n + 3)(n + 5) ( n+3
2 )
(50)
if we consider the radiation of KK-gravitons and KK-dilatons. Note that the gravitons alone
give
hn =
3n2 + 18n + 19
1
,
(n + 5)(n + 3) ( n+3
2 )
(51)
which, for n = 2, differs from the full result by about 1.5%.

Note that the number of GODs, n, enters here through the power of the radiated energy
which appears in the kernel, and through the pre-factor. Different models of the extradimensional physics would change the density of states in the integral over the KKgraviton modes, and so would give a different overall pre-factor, but the structure of the
349
answer for the emissivity would be essentially the same. The crucial fact about the extra
dimensions which makes the emissivity (48) sizable during SN1987a is that for R 1 mm
the dimensionless quantity T R is of order 1011 , and so many KK modes are excited during
the NN collisions that take place in the violent supernova environment.
3.2. Numerical results and bounds on the size of extra dimensions
During the supernova, the newly-born neutron star (proto-neutron star) has a typical
temperature of 4060 MeV and a high baryon density corresponding to a neutron chemical
potential n ' 50100 MeV in its inner regions. Thus, matter has n /T 1, and so is
neither degenerate nor nondegenerate. Under such conditions numerical evaluation of the
phase-space integrals in Eq. (48) is necessary.
This is done using an NN amplitude reconstructed from the experimental NN phase
shifts [27]. Although there is data on nn scattering only at very low energies, the wealth
of experimental pp data may be used to infer T = 1 phase shifts. By isospin symmetry,
these phase shifts should be the same as those for nn scattering, up to small corrections for
charge-independence breaking. Once a partial-wave decomposition is performed on A the
integral can be performed analytically, leaving us to evaluate a five-dimensional integral
numerically. The results for the emissivity in neutron matter at nuclear matter density,
nN = n0 0.16 fm3 , in the case of two GODs of radius 1 mm are represented by the
solid line in Fig. 4.
With these numerical results in hand we use the simplistic upper bound on the power
per unit volume lost from SN1987a of Enn = 1019 ergs g1 s1 [18] to place a bound on
the radius R of the extra dimensions. The resultant bounds are shown, as a function of
temperature for the cases n = 2 and n = 3, in Fig. 2. The solid line is the result at nN =
Fig. 2. Bounds on the radius of the extra dimensions as a function of temperature for neutron matter at
nN = 0.16 fm3 (solid line) and nN = 0.48 fm3 (dot-dashed line). The left panel gives the results
for n = 2 and the right panel those for n = 3.
350
0.16 fm3 , while the dot-dashed line is the result at three times nuclear matter density.
Assuming that our analysis applies to SN1987a, and using T = 30 MeV and a
neutron number density equal to the density of nuclear matter, our best bound on the
compactification radius is:
R < 7.1 104 mm
R < 8.5 10
mm
for n = 2,
for n = 3.
(52)
These bounds are a factor of two to three weaker than those obtained by Cullen and
Perelstein, who found [19]:
R < 3 104 mm
R < 4 10
mm
for n = 2,
for n = 3.
(53)
The source of the difference between the bounds (53) and our bound (52) will be discussed
in Section 5.
It is interesting to examine the energy distribution of both the radiated particles and that
of the emitting nucleons, in order to determine if the soft-radiation approximation is valid.
To do this, note that the kernel K (n) (, u0r ), defined in Eq. (49), may be integrated over
u0r or in order to generate a distribution in the radiation-energy variable or the nucleonfinal /(2T ).) The results of this procedure
energy variable. (Recall that = /T and u0r = Ecm
at three different temperatures are displayed in Fig. 3, as a function of the energy of the
radiation and the final-state energy of the nucleons.
Fig. 3 shows that at low temperature the typical radiated energy is much less than the
typical total energy of the final-state neutrons, and so soft-radiation theorems should work
very well. This is because in the degenerate limit the nucleon energy is set by pF , while
the radiations energy is proportional to T . However, as the temperature is increased, and
final /2T ), for the

Fig. 3. Two different partial integrations of the dimensionless kernel, K (n) ( T , Ecm
case n = 2, and nuclear matter density. The solid curve corresponds to the final-state nn energy
distribution, while the dot-dashed curve corresponds to the radiated particle energy distribution.
For T = 10 MeV and T = 30 MeV the curves have been multiplied by a factor of 10 and 100,
respectively.
351
the neutrons become nondegenerate, both energies scale with T . At temperatures relevant
to SN1987a the radiation is seen to carry off energy comparable to that of the finalstate nucleons. Note that if the neutron matter were denser then the Fermi momentum
of the nucleons would be higher, and so the temperature where the peaks of the energy
distributions coincide would be somewhat larger. On the other hand, as the number of
extra dimensions rises the power of appearing in the kernel K (n) increases, and so the
radiation would tend to carry away even more of the NN states energy.
The right-most panel of Fig. 3 represents the conditions used in deriving the radius
bounds (52). We infer that roughly half of the initial energy of a typical NN pair is
radiated away to the GODs. In other words, if gravitational radiation was emitted into
extra dimensions during SN1987a it may not have been soft. The parameter , defined in
Eq. (39), which we expect will control the expansion is of order 2/3 for the conditions
of interest. This is a rather large value for our small parameter. However, the first
non-vanishing correction to the emissivity is suppressed by two powers of , which is
somewhat reassuring.
4. Limiting cases and analytic formulae

While the core region of SN1987a is neither degenerate nor nondegenerate neutron
matter [16], it is illuminating to consider dilastrahlung and gravistrahlung processes in
these extreme cases. As we shall show in this section, in both limits analytic formulae
for the emissivity in terms of one NN cross section can be obtained, provided certain
observations about the differential cross section are approximately true. Alternatively,
effective-range theory can be used to provide a form for d/d which can be integrated
analytically. In a supernova the neutron momentum distribution lies essentially mid-way
between degenerate and nondegenerate, and so these limiting cases provide bounds on the
true emissivity.
4.1. A nondegenerate neutron gas
To analyze the nondegenerate limit of neutron matter the final-state blocking factors
(1 fi0 ), are set equal to unity. In other words, all of the final-state phase space is open
to the scattered neutrons. In addition, the initial-state Fermi distributions are replaced by
MaxwellBoltzmann distributions. These simplifications allow the emissivity to be written
in terms of integrals over the initial centre-of-mass energy distribution, the energy of the
KK-dilaton or KK-graviton, and the scattering angle
s

2
n+1 (n + 1)
8GN T 7 2
n + 9n + 23
dEnn
=
nN (RT )n hn 2
dt
3
M
(n + 52 ) (2n + 7)(2n + 5)
Z
d
0
n+4
Z1
d(cos cm ) sin2 cm
d
(T , cm ).
dcm
(54)
352
initial /T is the ratio of the initial nn centre-of-mass kinetic energy to

The variable = Ecm
the temperature ( = 2ur ), and nN is the number density of neutrons. We have also used
the relationship between A and the NN differential cross section:
M 2 4 |A|2
d
=
.
d
(2)6
(55)
In order to get the form (54) we had to replace the energy at which A is evaluated,
2T u,
by 2T u, the initial-state energy. As we shall see below, this replacement makes very
little difference to the final result for Enn . In contrast, if we had employed the initial-state
NN energy p2 /M, instead of the average energy p2 /M, in the pre-factor for the energy
loss rates dX /d, then the emissivity would have been larger by roughly a factor of two.
However, as discussed in Sections 2.4 and 2.5, the choice p2 /M is the one that pushes the
error in the LO result to O( 2 ). Therefore, the formula (54) is an excellent approximation
to the NLO result for the emissivity in the nondegenerate limit.
We now consider two analytic forms for the nn scattering cross section.
4.1.1. Nondegenerate neutron gas: energy-independent d/d
The nn differential cross section is, in fact, essentially energy-independent in the
region of interest. The angular dependence is also weak, except at small angles, and
the contribution of these angular regions is suppressed by the presence of sin2 cm . The
emissivity can thus be estimated as
s
n1
16GN T 7
(n + 1) (n + 5) n2 + 9n + 23
dEnn
=
(RT )n 2 hn n2N 0nn
.
dt
9
M
(2n + 7)(2n + 5)
(n + 52 )
(56)
The nn total cross section can be extracted from pp scattering data, provided that Coulomb
effects are removed. Doing this, and evaluating 0nn at the peak of the function n+4 e ,
leads to 0nn = 25 mb, which in turn yields bounds:
R < 7.0 104 mm
R < 8.3 10
mm
for n = 2,
for n = 3,
(57)
at T = 30 MeV and nN = n0 . These limits are very close to the best bounds (52).
This indicates that, under the conditions examined here, the neutron gas is very nearly
nondegenerate, and the neutrons scatter via a cross section which is almost independent of
angle and energy. Note that even had the nn cross section not been so flat the result (57)
could still be taken as a result of naive dimensional analysis, since any typical NN cross
section will give numbers of this order of magnitude. Its success as such an estimate hinges
on the fact that Eq. (56) approximates the temperature dependence of the full result very
well (see Fig. 4).
4.1.2. Nondegenerate neutron gas: d/d from effective-range theory
Effective-range theory (ER) describes very low-energy nucleonnucleon scattering by
a unique momentum expansion about |pE | = 0 [28]. Empirically, the first two terms in the
353
Fig. 4. Emissivity of SN1987a due to the reactions NN NN and NN NNh, calculated

assuming there are two GODs of radius R = 1 mm. The solid line is the full calculation, employing
Eq. (48), while the dotted and dashed curves represent the different approximations to this discussed
in the text. The dot-dashed line is the result of Cullen and Perelstein, Ref. [19].
expansion of |pE | cot describe the S-wave cross section well, even at energies greater than
the naive breakdown scale of the expansion, which is |pE | = m /2. The nn non-relativistic
differential cross section in ER is, neglecting contributions beyond the effective range,
2

nn

dER
1
1
1

for |pE | , (58)
= 1

1
1
2
2
2
2
dcm
a0
a + 2 r0 |pE | i|pE |
|pE | (1 + 4 r0 |pE | )
0
where a0 = 18.5 0.4 fm and r0 = 2.80 0.11 fm are the scattering length and effective
range for nn scattering in the 1 S0 channel [29]. As the typical momentum involved in the
scattering events of interest is much larger than the inverse scattering length we take the
second form for the differential cross section. Inserting this in Eq. (54) leads to a simple
expression for the emissivity:
ER
1+n
1024GN
(n + 1) (n + 4)
dEnn
=
(RT )n hn 2 n2N
dt
9
M 4 r05 (n + 52 )

3
n2 + 9n + 23
x n+ 2 ex (n + 3), x ,
(2n + 7)(2n + 5)
(59)
with:
x=
4
,
MT r02
(60)
and (x, y) the incomplete gamma function, which obeys (z, 0) = (z). The bounds
obtained from the Raffelt criterion E 6 1019 ergs g1 s1 at nN = n0 and T = 30 MeV
are
354
R < 2.4 103 mm

R < 2.1 10
mm
for n = 2,
for n = 3.
(61)
These bounds are much weaker than the bounds (57) and (52). As expected, they give
an upper bound on R, since the cross section (58) includes only S-waves, and other partial
waves also contribute significantly to 0nn in the energy regime of interest.
4.2. A degenerate neutron gas
Supernovae are, of course, systems far from the degenerate limit. However, the
degenerate limit is of particular interest for neutron-star cooling, as stressed by Friman
and Maxwell [30] and Iwamoto [31] in their respective studies of and axion radiation.
In this section we employ some of the techniques used in Refs. [30,31] to derive analytic
formulae for this case, where /T 1.
Radiation from a degenerate neutron gas can only arise from scatterings involving
neutrons near the Fermi surface in both the initial and final states. In the soft-radiation
limit, the momentum of each nucleon involved in the scattering event is constrained to lie
on the Fermi surface. This approximation leaves only angular and energy integrals in the
calculation of the emissivity. The energy integrals are those that enter Fermi liquid theory,
and are well known [32]. In particular, the energy integral that occurs in the case of 2 2
scattering is
Z

dE1 dE2 dE10 dE20 f1 f2 1 f10 1 f20 E1 + E2 + E10 + E20
1 (2 + 4 2 T 2 )
.
(62)
6
e/T 1
The integral can then be done analytically, leaving two angular integrations, and a result,
for a degenerate neutron gas, of:
n15 Z

4 d
T 4 (n + 4) 2
dEnn
= GN (RT )n hn Yn
sin2 cm ,
dt d pE 1 pE 2
dt
36
dcm
(n + 2)
,
(63)
Yn = (n + 4) + 4 2
(n + 2)(n + 3)
=
where (x) is the Riemann zeta function. The kinematic variables in the centre-of-mass
frame are related to the integration variables t and , defined in the rest frame of the Fermi
gas by
2t 2
,
|pE 1 pE 2 |2

2
2

pE 1 pE 2 2 = 2p2 1 + t 1 t
cos
,
F
4pF2
4pF2
cos cm = 1
(64)
where pF is the Fermi momentum, related to the neutron number density by nN =

pF3 /(3 2 ). Note that this method of calculation is only valid to LO in the soft expansion,
since we have implicitly assumed that all nucleon momenta are on the Fermi surface.
355
Once again, we can now consider two approximate forms for the nn scattering cross
section. Firstly, evaluation of the integral appearing in Eq. (63) is straightforward if the
differential cross section is independent of energy and angle. We find that
n15
16T 4 2 (n + 4)pF5
dEnn
= GN (RT )n hn Yn 0nn
.
(65)
dt
135
On the other hand, explicit evaluation of Eq. (63) with the differential cross section of
ER, Eq. (58), yields
n13

ER
4T 4 2 (n + 4)pF3 (ER) pF r0
dEnn
n
= GN (RT ) hn Yn
D
,
dt
9
2

log x + 1 + x 2
1
.
(66)
D (ER) (x) = 2
x
x3 1 + x2
We will not use these formulae to place bounds on R from SN1987a. The nucleonic gas
of SN1987a was far from degenerate, and so such bounds are not particularly meaningful.
5. Discussion
In Fig. 4 we present numerical results for the KK-graviton emissivity of a neutron gas,
due to neutronneutron collisions in the soft-radiation limit, at nuclear matter density. The
solid curve shows numerical results obtained by using the measured, angle-dependent,
elastic neutronneutron differential cross section and the full Fermi distributions for the
initial- and final-state nucleons. This numerical result, which is exact at the two-body level,
provided the radiation is soft, is to be compared with the result given by Eq. (48) when the
final-state blocking is ignored and the initial-state FermiDirac distributions are replaced
by MaxwellBoltzmann distributions. This result, which is valid in the nondegenerate
limit, is represented by the dotted curve. The dashed line is the analytic result (56), that
is obtained by neglecting the energy and angular dependence of the nn differential cross
section. This function depends only on the measured total nn cross section. Finally, the
dot-dashed line is the result quoted by Cullen and Perelstein for n = 2 in Ref. [19]:
dEnn
5.5
2
= 3.7 1017 ergs g1 s1 14 TMeV
Rmm
,
dt
(67)
where 14 is the mass density in units of 1014 g/cm3 . Eq. (67) was derived using the onepion-exchange approximation for the matrix element and the nondegenerate limit for the
neutron gas.
Fig. 4 shows that the conditions examined here are close to the nondegenerate limit.
Calculations employing this limit produce emissivities only 15% larger than the full
calculation using Eq. (48). Furthermore, the approximation that the NN cross section is
flat in both energy and angle works exceptionally well. The effective-range theory result
which is not displayed in Fig. 4 has the wrong temperature dependence. The full
temperature dependence at least above T 10 MeV is very close to the result from
T 5.5 . The emissivity increases with
a flat cross section and the nondegenerate limit: E
356
Fig. 5. The seven graphs, which, together with their fermion interchange partners, were calculated to
obtain the KK-graviton and KK-dilaton emissivity in previous works. The solid lines are nucleons,
the dashed line is the emitted KK-graviton or KK-dilaton, and the dot-dashed line represents the
pion.
temperature more slowly than this if the effective-range theory is employed because the
cross section (58) drops with increasing nn energy.
T 5.5 is the same as that found in Refs. [19,20], although
The temperature dependence E
Fig. 4 shows that the overall size of the emissivity (67) is significantly larger. Refs. [19,
20] both calculated KK-graviton radiation from the NN system by coupling gravitons in
all possible ways to the one-pion-exchange graph. The resultant diagrams are depicted in
Fig. 5. The authors of both Refs. [19,20] had graphs (a)(d) giving zero, with graphs (e)(g)
supplying the full result. This apparently occurs because the square of the matrix element
was only calculated up to order p2 /M 2 , and graphs (a)(d) do not contribute until O(p4 ).
If diagrams (e)(g) are the full amplitude for NN NNh and NN NN then, in the
limit m2 MT the matrix element is constant with and the NN systems energy. 8
Our work here shows that in the soft regime, where p2 /M, graphs (a)(d) will
dominate over graphs (e)(g). Consequently, if Refs. [19,20] had examined a degenerate
system, where the gravitational radiation is soft, they would have missed the dominant
contribution to the emissivity, and so obtained the wrong temperature dependence. On
the other hand, in the supernova case the matter is far from being degenerate, and as
8 Replacing the full one-pion-exchange-approximation matrix element by its value in the m 0 limit can be
a poor approximation. In the case of axial radiation it enhances the emissivity by as much as a factor of two, as
discussed in Refs. [16,33].
357
the discussion below Fig. 3 shows, the radiation is not especially soft. In fact, naive
dimensional analysis shows that in the nondegenerate limit:
p4
T 0.
(68)
M 2 2
So, it should come as no surprise that our graphs, which represent radiation from external
legs, give the same temperature dependence as graphs (e)(g) of Fig. 5. Graphs (e)(g)
correspond to radiation from internal lines, and appear first at O( 0 ) in our approach, but
they will be accompanied there by many other diagrams. One group of additional graphs
at O( 0 ) will represent the gravitational radiation coupling to short-distance components
of the NN force, while another group involves the inclusion of final and initial-state
interactions for the neutrons. Both of these effects should give sizeable corrections to
graphs (e)(g), and neither was included in the calculations that led to the result (67).
Thus, we would argue that the result (67) is best viewed as naive dimensional analysis
of the emissivity Enn due to NN NNh. In this context, we note that either Eq. (56)
or the graphs (e)(g) of Fig. 5 can be used to estimate the emissivity for a nondegenerate
gas of nucleons, and the dependence they predict on the temperature, and on the size and
number of GODs, will be correct. The coefficient multiplying the overall result will differ,
but it will involve typical nuclear scales and so it is, perhaps, not surprising that the
resultant emissivities are within an order of magnitude of each other. Ultimately though,
our result for Enn is significantly smaller than that of Refs. [19,20], and our bounds on R
are correspondingly weaker.
The bounds (52) obtained in this work on the type of extra dimensions proposed in
Refs. [57] are model-independent, and are valid under the assumptions that the radiation
is soft and that two-body collisions dominate the emission. It appears that conditions in
SN1987a are such that radiation from the NN system is not soft enough to make the
calculation we have presented here completely reliable. However, the framework described
in this paper holds out the promise that corrections to our result can be systematically
computed. In this way, it represents a significant advance on previous work, where
uncontrolled approximations for the NN dynamics were employed. Some of the higherorder corrections to the NLO result which was used to set the bounds (52) can still be
expressed in terms of NN system observables, e.g., derivatives of the NN differential
cross section with respect to angle and energy. Indeed, since the NN differential cross
section is essentially constant with energy and angle in the region probed by our calculation
one might hope that the O( 0 ) contribution to E is fairly small. Even were higher-order
corrections to halve the emissivity the bound on the radius for the n = 2 case would still be
a severe R . 1 103 mm. This is two orders of magnitude beyond the bound attainable at
any existing collider [13]. The only comparably stringent bound on the radius of toroidallycompactified, large, GODs comes from the cosmological considerations discussed by Hall
and Smith in Ref. [34], who advocate R < 5.1 105 mm. However, as Hall and Smith
themselves comment, this bound is subject to their ignorance of the effect that GODs have
on cosmology.
In summary, for the case of two or three large, toroidally-compactified gravity-only
dimensions one of the best bounds on modifications in the physics of gravity comes
358
from delving into the extreme conditions present in SN1987a, and asking what effects
such changes would have there. Our detailed examination of the two-nucleon dynamics
which yields this bound implies that the radius of these extra dimensions must be below
7.1 104 mm for n = 2 and below 8.5 107 mm for n = 3.
Acknowledgements
We thank George Bertsch and Zacharia Chacko for useful conversations, and Brad
Keister for drawing our attention to Ref. [22]. This work is supported in part by the
U.S. Dept. of Energy under Grants No. DE-FG03-97ER4014 and DOE-ER-40561. C.H.
acknowledges the support of the Humboldt foundation.
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
[24]
[25]
C. Caso et al., Eur. Phys. J. C 3 (1998) 1.

I. Antoniadis, Phys. Lett. B 246 (1990) 377.
E. Witten, Nucl. Phys. B 471 (1996) 135.
J. Lykken, Phys. Rev. D 54 (1996) 3693.
N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Lett. B 429 (1998) 263.
N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Rev. D 59 (1999) 086004.
I. Antoniadis, N. Arkani-Hamed, S. Dimopoulos, G. Dvali, Phys. Lett. B 436 (1998) 257.
L. Randall, R. Sundrum, Phys. Rev. Lett. 83 (1999) 3370.
T. Han, J.D. Lykken, R.-J. Zhang, Phys. Rev. D 59 (1999) 105006.
G.F. Giudice, R. Rattazzi, J.D. Wells, Nucl. Phys. B 544 (1999) 3.
J.L. Hewett, Phys. Rev. Lett. 82 (1999) 4765.
L. Vacavant, I. Hinchliffe, hep-ex/0005033.
See, for instance, I. Antoniadis, K. Benakli, hep-ph/0004240; hep-ph/0007226.
L3 Collaboration, M. Acciarri et al., Phys. Lett. B 470 (1999) 281;
S. Mele, E. Snchez, Phys. Rev. D 61 (1999) 117901.
G. Raffelt, D. Seckel, Phys. Rev. Lett. 60 (1988) 1793;
M. Turner, Phys. Rev. Lett. 60 (1988) 1797;
H.-T. Janka, W. Keil, G. Raffelt, D. Seckel, Phys. Rev. Lett. 76 (1996) 2621;
W. Keil, H.-T. Janka, D.N. Schramm, G. Sigl, M.S. Turner, J. Ellis, Phys. Rev. D 56 (1997)
2419.
R.P. Brinkmann, M.S. Turner, Phys. Rev. D 38 (1988) 2338.
A. Burrows, R.P. Brinkmann, M.S. Turner, Phys. Rev. D 39 (1989) 1020.
G.G. Raffelt, Stars as Laboratories for Fundamental Physics, Chicago University Press, 1996.
S. Cullen, M. Perelstein, Phys. Rev. Lett. 83 (1999) 268.
V. Barger, T. Han, C. Kao, R.J. Zhang, Phys. Lett. B 461 (1999) 34.
F.E. Low, Phys. Rev. 110 (1958) 974.
S.L. Adler, Y. Dothan, Phys. Rev. 151 (1966) 1267.
C. Hanhart, D.R. Phillips, S. Reddy, astro-ph/0003445.
D.A. Dicus, W.W. Repko, V.L. Teplitz, hep-ph/0005099.
R. Haag, Phys. Rev. 112 (1958) 669;
J.S.R. Chisholm, Nucl. Phys. 26 (1961) 469;
S. Kamefuchi, L. ORaifeartaigh, A. Salam, Nucl. Phys. 28 (1961) 529;
H.D. Politzer, Nucl. Phys. B 172 (1980) 349;
C. Arzt, Phys. Lett. B 342 (1995) 189.
359
[26] S. Weinberg, Gravitation and Cosmology: Principles and Applications of the General Theory
of Relativity, Wiley, 1972.
[27] Extracted from the SAID partial-wave analysis facility http://said.phys.vt.edu/.
[28] H.A. Bethe, Phys. Rev. 76 (1949) 38;
H.A. Bethe, C. Longmire, Phys. Rev. 77 (1950) 647.
[29] G.F. de Tramond, B. Gabioud, Phys. Rev. C 36 (1987) 691.
[30] B.L. Friman, O.V. Maxwell, Ap. J. 232 (1979) 541.
[31] N. Iwamoto, Phys. Rev. Lett. 53 (1198) 1984.
[32] G. Baym, C. Pethick, Ann. Rev. Astron. Astrophys. 17 (1979) 415.
[33] G. Raffelt, D. Seckel, Phys. Rev. D 52 (1995) 1780.
[34] L.J. Hall, D. Smith, Phys. Rev. D 60 (1999) 085008.

The simplest resonant spin-flavour solution to

the solar neutrino problem
O.G. Miranda b , C. Pea-Garay a , T.I. Rashba c , V.B. Semikoz a,c ,
J.W.F. Valle a,
a Instituto de Fsica Corpuscular C.S.I.C./Universitat de Valncia, Edificio Institutos de Paterna, Apartado de
Correos 2085, 46071 Valncia, Spain 1
b Departamento de Fsica, CINVESTAV-IPN, A.P. 14-740, Mxico 07000, D.F., Mexico
c The Institute of the Terrestrial Magnetism, the Ionosphere and Radio Wave Propagation of the Russian
Academy of Science, Izmiran, Troitsk, Moscow region, 142092, Russia

Received 26 May 2000; accepted 20 August 2000
Abstract
We re-analyse the resonant spin-flavour (RSF) solutions to the solar neutrino problem in
the framework of analytic solutions to the solar magneto-hydrodynamics (MHD) equations. By
substantially eliminating the arbitrariness associated to the magnetic field profile due to both
mathematical consistency and physical requirements we propose the simplest scheme (MHD-RSF,
for short) for solar neutrino conversion using realistic static MHD solutions. Using such effective
two-parameter scheme we perform the first global fit of the recent solar neutrino data, including
event rates as well as zenith angle distributions and recoil electron spectra induced by solar neutrino
interactions in SuperKamiokande. We compare quantitatively our simplest MHD-RSF fit with
vacuum oscillation (VAC) and MSW-type (SMA, LMA and LOW) solutions to the solar neutrino
problem using a common well-calibrated theoretical calculation and fit procedure. We find our MHDRSF fit to be somewhat better than those obtained for the favored neutrino oscillation solutions,
though not in a statistically significant way with 1m2 108 eV2 and sin2 2 = 0. We briefly
discuss the prospects to disentangle our MHD-RSF scenario from oscillation-type solutions to the
solar neutrino problem at future solar neutrino experiments, giving some predictions for the SNO
experiment. 2001 Elsevier Science B.V. All rights reserved.
E-mail addresses: omr@fis.cinvestav.mx (O.G. Miranda), penya@flamenco.ific.uv.es (C. Pea-Garay),

rashba@izmiran.rssi.ru (T.I. Rashba), semikoz@flamenco.ific.uv.es (V.B. Semikoz), valle@flamenco.ific.uv.es
(J.W.F. Valle).
1 http://neutrinos.uv.es
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 5 4 6 - 0
O.G. Miranda et al. / Nuclear Physics B 595 (2001) 360380
361
1. Introduction
The persistent disagreement between solar neutrino data and theoretical expectations
has been a long-standing problem in physics. Since the very first measurements [1], the
solar neutrino problem has remained as a puzzle, re-confirmed by new data on rates by
GALLEX-SAGE [2,3] as well as most recently published 825-day data collected by the
SuperKamiokande Collaboration [4] which goes beyond the simple rate measurements to
include also rate-independent data such as the recoil electron spectra induced by solar
neutrino interactions, as well as the zenith angle distributions [5]. It has often been argued
that these data can not be accounted for by astrophysics [6]. Together with the atmospheric
neutrino data [7] these constitute the only present-day evidence in favour of physics beyond
the standard model, providing a strong hint for neutrino conversion.
The most popular solutions of the solar neutrino anomalies are based on the idea of
neutrino oscillations, either in vacuum or in the Sun due to the enhancement arising from
matter effects [8].
Although these are the simplest neutrino conversion mechanisms there is considerable
interest in alternative interpretations. For example it has long been noted [9] that Majorana
neutrinos may have non-zero transition magnetic moments which can generate spin-flavour
conversions in the presence of a magnetic field. These are especially interesting for two
reasons: (i) on general grounds [10] neutrinos are expected to be Majorana particles
and (ii) conversions induced by transition magnetic moments can be resonant in the
Sun [11]. There is also room for more exotic mechanisms such as flavour changing neutrino
interactions [12] which do not even require neutrino mass [13].
Here we will re-analyse the status of resonant spin-flavour solutions to the solar neutrino
problem in the light of the most recent global set of solar neutrino data, including event
rates as well as zenith angle distributions and recoil electron spectra induced by solar
neutrino interactions in SuperKamiokande which has attracted interest recently [1416].
In contrast to previous attempts we will adopt the general framework of self-consistent
magneto-hydrodynamic (MHD) models of the Sun [17]. A previous attempt in this
direction is given in Ref. [18]. For definiteness we will concentrate in the recent proposal of
Ref. [19] where relatively simple analytic solutions have been given. We perform global fits
of solar neutrino data for realistic solutions to the magneto-hydrodynamics equations inside
the Sun. This requires adjusting both the neutrino parameters as well as optimizing the
magnetic field profile. The arbitrariness associated to the latter is substantially reduced due
to mathematics (they must be solutions of MHD equations) as well as reasonable physical
requirements. This way and by neglecting neutrino mixing we obtain the simplest MHDRSF solution to the solar neutrino problem, characterized by two effective parameters,
1m2 and Bmax , Bmax being the maximum magnitude of the magnetic field inside the
convective region. Throughout this paper we have assumed that the neutrino transition
magnetic moment is given in units of 11 /1011 B , where B is the Bohr
magneton and we set 11 1 everywhere. Our MHD-RSF solution can be meaningfully
compared with the neutrino oscillation solutions to the solar neutrino problem. We find that
our simplest two-parameter MHD-RSF fits to the solar neutrino data are slightly better than
362
those for the oscillation solutions, but not in a statistically significant way. The required
best fit points correspond to maximum magnetic field magnitudes in the convective zone
smaller than 100 kG. We briefly discuss the prospects to distinguish our simplest MHDRSF scenario from the neutrino oscillation solutions to the solar neutrino problem at future
solar neutrino experiments, giving some predictions for the SNO experiment.
2. Static magnetic field profiles in the Sun

In solar magneto-hydrodynamics [20] (MHD, for short) one can explain the origin of
solar magnetic fields from the dynamo mechanism at the bottom of the convective zone
or, to be more specific, in the overshoot layer, where magnetic fields may be as strong as
300 kG [21]. Such a picture is quite attractive and several MHD dynamo solutions has been
known since long time ago (see for example [17]). However the corresponding magnetic
field profiles are rather complicated and difficult to extract. For this reason there have been
many attempts to mimic MHD properties through the use of ad hoc magnetic field profiles
involving, for example, twisting fields [22].
Here we will follow an alternative approach using fully self-consistent solutions to the
MHD equations inside the Sun. To achieve this we focus on the case of stationary solutions
which are known analytically in terms of relatively simple functions [19]. This way we
obtain a simple and well-motivated magnetic field profile, without the full complexity that
a dynamo model implies. In this section we will explain this model and discuss the limits
on the shape parameters describing the field profile. We will also discuss how to relate this
model with the dynamo picture of the solar interior.
2.1. Single-mode field configurations
In this subsection we will describe the model we are using for the magnetic field profile.
We consider only solutions to the equation for a static MHD plasma configuration in a
gravitational field given by the equilibrium of the pressure force, the Lorentz force and the
gravitational force
1
p jE BE + = 0,
c
(1)
where p is the pressure, j = (c/4)rot BE is the electric current, B is the static magnetic
field under consideration, is the matter density [19] and is the gravitational potential.
This static MHD equations correspond to a quiet Sun and they admit axially symmetric
solutions in the spherically symmetric gravitational field which can be simply expressed
in terms of spherical Bessel functions and were first discussed in Ref. [19]. For this model
the magnetic field will be given by a family of solutions that depends on zk , the roots of
the spherical Bessel function f5/2 = zJ5/2 (z), to ensure the boundary condition that BE
vanishes on the solar surface. Within the solar interior the magnetic field for any k will be
then given by
363

sin(zk r)
3
bk cos 1
cos(z
Brk (r, ) = 2B
r)
,
k
r 2 zk sin zk
zk r

3
sin(zk r)
bk sin 2 +
cos(z
r)
z
r
sin(z
r)
,
Bk (r, ) = B
k
k
k
r 2 zk sin zk
zk r

3
sin(zk r)
bk zk sin r
(2)
cos(zk r) ,
Bk (r, ) = B
rzk sin zk
zk r
bk (Bcore ) is given by
where the coefficient B
bk =
B
Bcore
.
2(1 zk / sin zk )
(3)
Here is the polar angle and the distance r has been normalized to R = 1. Taking into
account the inclination of the solar equator to the ecliptics, where neutrinos propagate to
the Earth, it follows that lies in the narrow range 83 97 , depending on the season. In
our calculations we have averaged over in the above range.
The modulus of the perpendicular component which is relevant to the neutrino spinflavour takes the form
q
sin
f (r),
(4)
B = B2 + B2 = Bcore
r
where f (r) is some known smooth function. Notice also that the behaviour of B at the
solar center (r = 0)
Br (0, ) = Bcore cos ,
B (0, ) = Bcore sin ,
zk r
0,
B (0, ) = Bcore sin
2 R
(5)
is completely regular, determined only by the parameter Bcore . In Fig. 1 we display the
perpendicular component of B for various k-values 1, 3 and 10, which correspond to the
roots zk = 5.7, zk = 12.3 and zk = 34.5, respectively.
2.2. Astrophysical constraints on magnetic fields
We now discuss the astrophysical restrictions on the free parameters Bcore and k
characterizing the model. We can see that the magnitude of a magnetic field at the center
of the Sun is constrained by the FermiChandrasekhar limit [23] which implies [19]
=
4
bk )2 z2 R
2 50 6 (B
2k
. 1,
2
15 0 1
GM
(6)
here 0 is polytropic index characterizing the equation of state (pressure P 0 ), M

is the solar mass and G is Newtons constant. This equation gives us an upper bound on
Bcore . 2 MGauss for k = 1. For higher values of k this constraint is even weaker.
Regarding with the values of k. These can be constrained by taking into account that in
order to justify the use of a stationary solution, it is necessary that the diffusion time due
to ohmic dissipation
364
Fig. 1. The perpendicular component of B for various k-values 1 (solid), 3 (dashed) and 10 (dotted).
tdiss (k) =
4condL2 (k)
c2
(7)
must be bigger than the age of the Sun t ' 1.4 1017 s [24]. Here L(k) denotes a
characteristic spatial scale of the magnetic field which corresponds to the typical distance
between subsequent nodes of the corresponding Bessel function. As we can see from
Fig. 1 L(k = 1) R , while L(k) ' R /k. In Eq. (7) cond = p2 /(4ep ) denotes the
conductivity of the fully ionized hydrogen plasma. After substituting the plasma frequency
r
1
ne
s
p = 5.65 104
3
[1 cm ]
and the ep collision frequency

3/2
1
ne
T
s
ep = 50
3
[1 cm ]
[1 K]
we obtain from Eq. (7) an estimate of the magnetic field dissipation time tdiss (k)
tdiss (k) =
2 [s1 ]
6.4 107 R
(T [1 K1 ])3/2
> t .
2
c
k2
(8)
Note that the dissipation time is shorter for higher k values, long-lived field configurations
being possible only if k is small. For example, the dissipation time for the third mode
is about an order magnitude less than that for the first mode. Moreover it depends on
the value of the temperature that we take. Some typical values for the temperature are
Tmin ' 2.8 105 K for the bottom of the convective zone and Tmax ' 1.6 107 K for the
solar core [25]. Thus, taking the optimistic estimate, Tmax , we obtain k < kM = 13, while,
if we consider the average value T = 4 106 K we will have k < kM = 5. In what follows
we will consider values of k 6 10.
365
2.3. Energy localization criterium

It is commonly accepted that magnetic fields measured at the surface of the Sun
are weaker than within the convective zone interior where this field is supposed to be
generated. It is known by observational data that the mean field value over the solar disk is
of the order of 1 Gauss while in the solar spots magnetic field strength reaches 1 kG.
On the other hand the general knowledge of the solar magnetic field models is that
the magnetic field increases at the overshoot layer, while being small at the solar interior,
a picture rather opposite to the one we have seen in Fig. 1.
Although there is no direct information on the magnetic field magnitudes at the
solar core, there are theoretical reasons which imply a central magnetic field less than
30 Gauss [26]; otherwise the present magnetic field in the convective zone would be too
big, leading to a visible enhancement in sunspot activity.
This conflict can be avoided by taking advantage of the linear nature of the basic
equilibrium MHD equation in Eq. (1). This implies that any linear combination of solutions
BE k (k = 1, 2, . . . , kM , for some fixed number kM )
BE = c1 BE1 + c2 BE2 + + cM BEM
(9)
is also a solution. As mentioned in Section 2.2 we will adopt kM 6 10 in order to ensure

that ohmic dissipation is acceptable and therefore justify the static approximation.
In order to ensure that the magnetic field energy is localized mainly within the convective
region we will now supplement the constraints of Section 2.2 by imposing that the magnetic
field should vanish in the center of the Sun 2
E r = 0) = 0.
B(E
(10)
The latter implies

c1 + c2 + + ckM = 0.
(11)
Therefore we will have, in principle, kM 1 free parameters.

We will require, in addition, that the magnetic field energy must be minimal in the region
below the bottom of the convective zone, characterized by a certain value of r0
Zr0
EB =
d 3r
BE 2 (r)
.
8
(12)
This implies
kX
M 1
EB
cj aij = 0,
ci
(13)
j =1
2 Note that adopting a finite but small value for |B(E

E r = 0)| . 30 Gauss does not change significantly the profile
of the total magnetic field Eq. (9) which is the relevant quantity for describing neutrino propagation.
366
where
ZrE0
aij =

d 3 r BE j BE M BE i .
(14)
Without loss of generality we can assume that one of the coefficients is non-zero, which
prevents us from having only the trivial solution ci 0. Taking ckM 1 6= 0 we will have
the linear non-homogeneous equation
M2
X
j =1
cj aij = ckM 1 aikM 1 ,
(15)
which determines all the ci coefficients in terms of, say, ckM 1 . As expected on physical
grounds, this last remaining parameter ckM 1 corresponds to the maximum magnetic field
magnitude in the convective region, i.e., Bmax is proportional to ckM 1 . In general, all the
coefficients ci will be different from zero for i < M and alternate in sign. As an example
for kM = 6 the coefficients are 0.338968, 0.261825, 1.29186, 1.77360, 1.86916,
0.786628.
The procedure sketched above provides a consistent method for combining individual
mode solutions BEk of the static MHD equation, while fixing all of the coefficients of the
linear combination, leaving as free parameters only the value of Bmax inside the convective
region and the value of kM 6 10. In Fig. 2 we show the resulting combined profiles for
kM = 5, 6, 10. The parameter r0 could also be taken as a free parameter but, on physical
grounds, it should lie in a narrow range close to overshoot layer. We show explicitly that
varying r0 has little effect on our results.
Fig. 2. Magnetic field configurations obtained by combining individual modes for different kM
values, 5, 6 and 10. Summing up to higher modes achieves better localization of the field in the
convective region (solid).
367
3. Fitting the solar neutrino data

The Majorana neutrino evolution Hamiltonian in a magnetic field is well-known to be
four-dimensional [9]. For definiteness and simplicity we will neglect neutrino mixing
in what follows and consider first the case of active-active neutrino conversions. This
will allow us to compare our 2 -analysis with the previous ones [1416]. The e `
conversions are described by the master Schrdinger evolution equation

e
Ve B+
,
(16)
i e =
B V` +
`
`
where denotes the neutrino transition magnetic moment [9] in units of 1011 B , `
denoting either or
. Here B = Bx iBy and = 1m2 /4E is the neutrino mass
parameter; Ve (t) = GF 2 ((t)/mp )(Ye Yn /2) and V` (t) = GF 2 ((t)/mp )(Yn /2)
are the neutrino vector potentials for e and ` in the Sun given by the abundances of
the electron (Ye = mp Ne (t)/(t)) and neutron (Yn = mp Nn (t)/(t)) components. In our
numerical study of solar neutrino data we adopt the standard solar model density profile of
Ref. [25].
We solve Eq. (16) numerically by finding a solution of the Cauchy problem in the form of
a set of wave functions a (t) = |a (t)|eia (t ) from which the neutrino survival probabilities
P
Paa (t) = a a are calculated. They obey the unitarity condition a Paa = 1 where the
subscript a denotes a = e for e and a = ` for ` , respectively.
As an illustration we display in Fig. 3 the electron neutrino survival probability Pee
calculated in the MHD-RSF scheme from Eq. (16) plotted versus E/1m2 . This is obtained
with the magnetic field configurations given in Fig. 2.
We will now re-analyse the status of resonant spin-flavour solutions to the solar neutrino
problem in the light of the most recent global set of solar neutrino data, including event
Fig. 3. Typical MHD-RSF neutrino survival probability Pee versus E/1m2 .
368
rates as well as zenith angle distributions and recoil electron spectra induced by solar
neutrino interactions in SuperKamiokande which has attracted interest recently [1416]. It
has been found that the quality of the fit to the solar neutrino data depends on the magnetic
field profile. The best solutions have been obtained with a magnetic field around 100 kG in
the convective zone and zero at the core (profile 3 in Ref. [14], and profile 6 of Ref. [15]) or
an almost constant magnitude of the magnetic field, but with twisting direction [16] using
the profiles given in [22].
In contrast with previous work we will consider the fits obtained when we employ selfconsistent solutions of MHD equations which obey the physical requirements we derived in
Section 2.2 using the procedure for combining magnetic field modes described in Section 3.
Our approach is global and allows us to compare quantitatively with other solutions to
the solar neutrino problem within the same well calibrated theoretical calculation and fit
procedure.
3.1. Rates
In order to determine the possible values of the parameters characterizing the MHD-RSF
solution to the solar neutrino problem, we have first used the data on the total event rates
measured at the Chlorine experiment in Homestake [1], at the two Gallium experiments
GALLEX and SAGE [2,3] and the 825-day SuperKamiokande data sample, as given in
Table 1.
In our statistical treatment of the data for the combined fit we adopt the 2 definition
given in Ref. [27],
X
exp
exp
Rith Ri ij2 Rjth Rj ,
(17)
R2 =
i,j =1,3
exp
Rith
is the theoretical prediction of the event rate in detector i and Ri is the

where
measured rate. The error matrix ij contains not only the theoretical uncertainties but also
the experimental errors, both systematic and statistical.
The general expression of the expected event rate in the presence of oscillations in
experiment i is given by Rith
Z
X

Rith =
k dE k (E ) e,i (E ) hPee (E , t)i
k=1,8

+ x,i (E ) 1 hPee (E , t)i ,
(18)
Table 1
Solar neutrino rates measured in the Chlorine, Gallium and SuperKamiokande experiments
Experiment
Rate
Ref.
Units
RiBP98
Homestake
GALLEX + SAGE
SuperKamiokande
2.56 0.23
72.3 5.6
2.45 0.08
[1]
[2,3]
[4]
SNU
SNU
106 cm2 s1
7.8 1.1
130 7
5.2 0.9
369
Fig. 4. MHD-RSF 90% CL (light) and 99% CL (dark) regions of 1m2 versus Bmax (kG) allowed
by the rates given in Table 1, for r0 = 0.6 and KM = 6.
where E is the neutrino energy, k is the total neutrino flux and k is the neutrino energy
spectrum (normalized to 1) from the solar nuclear reaction k [28] with the normalization
given in Ref. [25]. Here e,i (x,i ) is the e (x ) (with x being or s corresponding
to activeactive or activesterile MHD-RSF conversions) cross section in the standard
model [29] with the target corresponding to experiment i, and hPee (E , t)i is the timeaveraged e survival probability.
For the Chlorine and Gallium experiments we use improved cross sections i (E) from
Ref. [30]. For the SuperKamiokande experiment we calculate the expected signal with the
corrected cross section given in Appendix A.
The expected signal in the absence of oscillations, RiBP98 , can be obtained from Eq. (18)
by substituting Pee = 1. In Table 1 we also give the expected rates at the different
experiments which we obtain using the fluxes of Ref. [25].
In Fig. 4 we display the region of MHD-RSF parameters allowed by the solar neutrino
rates.
Our 2 analysis of the solar neutrino rates uses the magnetic field profiles discussed
in Section 2. As we mentioned in that section, these profiles are characterized by kM
and r0 . In Table 2 we present the best fit points for kM from 4 to 8 and for r0 ' 0.6R
and for Bmax < 300 kGauss. In the same table we also show the best fit points for
Bmax < 100 kGauss. We can see from this table that the 2 is pretty stable and does
not depend significantly on the choice of kM and r0 allowed by astrophysics. In Fig. 4
we display the region of MHD-RSF parameters allowed by the solar neutrino rates for
the case M = 6 and r0 = 0.6R . We can see that there are several allowed regions for
different values of the magnetic field. As we already mentioned, in our analysis we have
370
Table 2
Best fit points for the rates-only analysis for different r0 and kM values in activeactive MHD-RSF
oscillations
0.6R
M
Bmax
1m2
0.62R
2
min
Bmax
1m2
0.64R
2
min
Bmax
1m2
2
min
29
29
0.84108
0.84108
1.3
1.3
32
32
0.94108
0.94108
1.1
1.1
41
41
0.99108
0.99108
1.3
1.3
71
71
1.5108
1.5108
1.0
1.0
63
63
1.5108
1.5108
0.87
0.87
72
72
1.6108
1.6108
0.95
0.95
244
77
1.9108
1.1108
0.03
0.33
247
80
1.9108
1.0108
0.06
0.40
251
80
1.9108
1.0108
0.13
0.35
208
83
1.2108
0.75108
0.20
0.52
210
84
1.0108
0.71108
0.13
0.54
215
84
0.94108
0.64108
0.26
0.47
220
87
0.98108
0.64108
0.38
0.68
222
87
0.94108
0.59108
0.24
0.64
225
87
0.84108
0.55108
0.45
0.69
fixed the value of to be 1011B . Since the evolution equation depends on the product
B, for a smaller value of the neutrino magnetic moment the Bmax in Fig. 4 would
have to be correspondingly increased. In this sense, the local minima shown in Table 2 for
Bmax < 100 kGauss allows a smaller .
3.2. Zenith and spectrum fit
Apart from total event rates the water Cerenkov experiment also measures the zenith
angle distribution of solar neutrino events as well as their electron recoil energy spectrum
with their recent 825-day data sample [4].
The smallness of the 1m2 values indicated by the rates fit implies that no appreciable
daynight variation of the counting rates is expected in our MHD-RSF solution. However
the measured solar neutrino zenith angle data must be included in the analysis and we
do that. This is necessary in order to enable us a meaningful comparison with vacuum
and matter oscillations using the same statistical criteria [27,31,32], see definitions in the
2
= 5.4 for the full range of parameters in the analysis, the same
appendix. We obtain zenith
as for the no-oscillation case.
The recoil electron energy spectrum induced by solar neutrino interactions after 504 days
of operation is given for energies above 6.5 MeV using the low energy (LE) analysis in
which the recoil energy spectrum is divided into 16 bins, 15 bins of 0.5 MeV energy width
and the last bin containing all events with energy in the range 14 MeV to 20 MeV. Below
6.5 MeV the background of the LE analysis increases very fast as the energy decreases.
SuperKamiokande has designed a new super low energy (SLE) analysis in order to reject
this background more efficiently so as to be able to lower their threshold down to 5.5 MeV.
In their 825-day data [4] they have used the SLE method and they present results for
two additional bins with energies between 5.5 MeV and 6.5 MeV. In the appendix we
371
Fig. 5. MHD-RSF 99% CL regions of 1m2 versus Bmax forbidden by the recoil electron spectrum
data given in Table 7 of the appendix, for r0 = 0.6 and kM = 6.
present these data in Table 7 as well as the details of our statistical analysis. Our results
are almost independent of the choice of the parameters kM and r0 in the physical range,
thus establishing the robustness of the fit procedure. The predicted spectrum is essentially
flat except for the upper part of the 1m2 region. As an example, we show in Fig. 5 the
excluded region at 99% CL for the case kM = 6 and r0 = 0.6.
3.3. Global fit
As we have seen in the partial analysis, zenith and spectrum are essentially flat in the
region of parameters which provide a good fit for the rates-only analysis. For this reason,
the allowed regions are slightly modified by the inclusion of the zenith angular dependence
and the energy spectrum data. As the results are statistically independent of the choice of
kM and r0 in the physical range, our analysis effectively involves only two parameters.
It is therefore meaningful to compare it with the popular two-neutrino fits characterizing
vacuum or matter-enhanced oscillations. In Table 3, we show the best-fit points in the range
of our study for different kM and r0 values. Moreover, we show the local (global) minimum
for Bmax less than 100 kG, which will be important to improve sensitivity on the transition
magnetic moment of the neutrino. In Fig. 5 we show the allowed region at 90% CL and
99% CL for the case r0 = 0.6 and kM = 6. We have also investigated the effect of varying
the hep flux, obtaining for the allowed regions results similar to the no-oscillation solution
372
Fig. 6. 90% CL (light) and 99% CL (dark) allowed MHD-RSF regions in 1m2 and Bmax from the
measurements of rates combined with the zenith angle distribution and the recoil energy spectrum in
SuperKamiokande, for r0 = 0.6 and kM = 6.
Table 3
Global best fit points and local minima for Bmax < 100 kGauss for different r0 and kM values in
activeactive MHD-RSF conversion scenario
Bmax
0.6R
1m2
2
min
sp
Bmax
0.62R
2
1m2
min
sp
72
72
1.6108
1.6108
25.7
25.7
1.10
1.10
72
72
2.0108
2.0108
25.7
25.7
1.17
1.17
240
80
1.8108
1.1108
24.7
25.7
0.97
1.11
241
80
1.8108
1.1108
24.9
25.9
0.96
1.10
discussed previously in Ref. [27], independently of the 1m2 and Bmax value, with a hep
normalization factor of 13.5.
We now move to the case of activesterile MHD-RSF conversions. For this case one
must make substitute s for ` in Eq. (16) and take into account that Vs = 0. The results
given above for activeactive MHD-RSF conversions change when conversions involve
sterile neutrinos. The best fit points (and local ones) are obtained with parameters slightly
modified with respect to those obtained for the activeactive case. In the rates only fit,
2
is worse than for the activeactive case, essentially due to the neutral current
the rates
373
Table 4
Best fit points and local minima for Bmax < 100 kG for the global analysis for different r0 and kM
values in activesterile MHD-RSF conversions
Bmax
0.6R
1m2
2
min
sp
Bmax
68
68
1.4108
1.4108
34.0
34.0
1.25
1.25
68
68
247
75
1.9108
1.1108
28.7
30.5
1.20
1.13
247
75
0.62R
2
1m2
min
1.5108
35.2
1.5108
35.2
1.30
1.30
1.9108
1.0108
1.18
1.10
28.2
30.6
sp
contribution in the SuperKamiokande experiment. The zenith angle dependence and the
recoil energy spectrum remains flat as before. The global fit for different r0 and kM , is
shown in Table 4.
4. MHD-RSF versus oscillation solutions

4.1. Present
From the results of the previous section it follows that our MHD-RSF solution to the
solar neutrino problem provides a good description of the most recent solar neutrino
data, including event rates as well as zenith angle distributions and recoil electron spectra
induced by solar neutrino interactions in SuperKamiokande. We have shown that our
procedure is quite robust in the sense that the magnetic field profile has been determined
in an essentially unique way. This effectively substitutes the neutrino mixing which
characterizes the oscillation solutions by a single parameter Bmax characterizing the
maximum magnitude of the magnetic field inside the convective region. The value of kM
characterizing the maximum number of individual modes superimposed in order to obtain a
realistic profile and the parameter r0 characterizing the location of the convective region are
severely restricted. The allowed kM values are restricted by ohmic dissipation arguments
to be lower than 10 or so, while r0 is close to 0.6R . We have found that our solar neutrino
fits are pretty stable as long as kM exceeds 5 and r0 lies in the relevant narrow range (see
Tables 2 and 3). Therefore our fits are effectively two-parameter fits (1m2 and Bmax )
whose quality can be meaningfully compared with that of the fits obtained for the favored
neutrino oscillation solutions to the solar neutrino problem. In Table 5 we compare the
various solutions of the solar neutrino problem with the MHD-RSF solutions for the lower
magnetic field presented here. Clearly the MHD-RSF fits seem somewhat better (though
not in a statistically significant way) than those obtained for the MSW effect [27] as well
as just-so solutions [32]. Notice that in Table 5 we have used the same common calibrated
theoretical procedures and statistical criteria. These results are for the case where the BP98
Standard Solar Model is adopted. We have also investigated the effect of varying the hep
374
Table 5
Best fit points and the corresponding probabilities for different solutions to the solar neutrino
problem. The top row corresponds to the MHD-RSF solution presented here
Solution
MHD-RSFa
MHD-RSFs
SMAa
LMA
LOW
SMAs
VAC
no-osc
1m2
Bmax
2 (prob %)
min
1.1108
1.1108
80
75
25.7 (32)
30.5 (14)
this work
this work
1m2
sin2 (2)
2 (prob %)
min
Ref.
5.2106
2.4105
1.0107
5.2106
4.41010
4.7 103
0.78
0.93
4.7 103
0.9
29.7 (16)
27.0 (26)
32.0 (10)
32.0 (10)
34.3 (6)
[27,31]
[27,31]
[27,31]
[27,32]
[32]
87.9 (6 107 )
[27]
flux, obtaining a hep normalization factor of 13.5 to be compared with 12 for the SMA
solution, 38 for the LMA solution and 15 for the VAC solution.
4.2. Future
Having performed our global analysis of the recent solar neutrino data within the
framework of our MHD-RSF solution to the solar neutrino problem, we are in a position
to calculate also the expected values of a number of observables to be measured by future
solar neutrino experiments, such as SNO or Borexino. This task has been developed for
the case of oscillation-type solutions to the solar neutrino problem in Ref. [33]. Here we
will consider our alternative MHD-RSF solution described in Sections 2 and 3, because
of its theoretical elegance and the good quality of the global fits it provides. Again, the
results of Refs. [27,31,32] will allow us to compare quantitatively our simplest MHD-RSF
predictions with those associated with the vacuum (VAC) and MSW-type (SMA, LMA and
LOW) solutions to the solar neutrino problem using the same well-calibrated theoretical
calculation and fit procedure.
We determine the expected solar neutrino rates at SNO using the cross sections for
the CC and NC d reactions given by Ref. [34] and the preliminary SNO collaboration
estimates for the energy resolution, absolute energy scale and detection efficiencies. For
definiteness we adopt the most optimistic threshold energy of 5 MeV which should be
reached by the collaboration [35]. We perform these calculations at the best-fit points which
we have determined in the present paper, using 90 and 99% CL error bars. For definiteness
we have considered the global best fit points and local minima for Bmax < 100 kG given
in Table 3, for the case kM = 6 and r0 = 0.6 and activeactive MHD-RSF conversions.
We have calculated the neutral-to-charged-current event ratio (NC/CC for short) and
our results are presented in Fig. 7. Our predictions for the oscillation solutions agree
375
Fig. 7. Neutral-to-charged-current event ratio expected at SNO for different solutions to the solar
neutrino problem at 90% CL and 99% CL. The no-oscillation or SM case is denoted by the horizontal
line at one.
relatively well with those of [33]. The agreement is not perfect because we use the full
zenith angle dependence in the analysis of the solar neutrino data instead of simply the
daynight asymmetry employed in Ref. [33]. The size of the error bars displayed in Fig. 7
arises from the variation in the values of neutrino oscillation parameters, rather than from
statistical and theoretical uncertainties, which are negligible [33].
Clearly from Fig. 7 we see that there is a substantial overlap between our MHD-RSF
predictions and those found for each of the oscillation solutions (SMA, LMA, LOW, VAC).
The overlap is especially large between the LMA and the MHD-RSF solutions. Taking into
account the present theoretical uncertainties and a reasonable estimate of the experimental
errors attainable, it follows that an unambiguous discrimination between our MHD-RSF
solution and the neutrino oscillation-type solutions to the solar neutrino problem on the
basis of the averaged event rates seems rather difficult. The expected features of the MHDRSF recoil electron spectrum will be discussed elsewhere [36].
5. Discussion and conclusions

We have re-analysed the status of resonant spin-flavour solutions to the solar neutrino
problem in the framework of analytic solutions to the solar magneto-hydrodynamics
equations, using the most recent global set of solar neutrino data. We have shown
that our procedure is quite robust in the sense that the arbitrariness associated to the
magnetic field profile has been almost eliminated due to both mathematical consistency
and physical requirements. Effectively our analysis substitutes neutrino mixing by a single
376
parameter Bmax characterizing the maximum magnitude of the magnetic field inside the
convective region. The value of kM characterizing the maximum number of individual
modes combined in a realistic profile and the parameter r0 characterizing the location
of the convective region are severely restricted. The allowed kM values are restricted
by ohmic dissipation arguments to be lower than 10 or so, and we have found that our
solar neutrino fits are pretty stable as long as kM exceeds 5. Moreover our fits are pretty
stable within the relevant narrow range for r0 . This way we obtain effective two-parameter
global fits of solar neutrino data for static MHD solutions characterized by 1m2 and
Bmax , since the magnetic field profile is essentially unique. This enables us to compare
their quality with that of the fits obtained for the favored neutrino oscillation solutions
to the solar neutrino problem. Adopting the standard solar model we have found the
MHD-RSF fits to be slightly better than the oscillation fits, though not in a statistically
significant way. We have also analysed the prospects to distinguish our best MHD-RSF
solution from the oscillation solutions (SMA, LMA, LOW, VAC) at future solar neutrino
experiments. Both in the comparison of the present status of different solutions of the
solar neutrino problem, as well as in their future predictions at SNO we have used a
common well-calibrated theoretical procedure and statistical criteria. Taking into account
the present theoretical uncertainties and the expected experimental errors attainable, an
unambiguous discrimination between our MHD-RSF solution and the neutrino oscillationtype solutions to the solar neutrino problem at the SNO experiment seems rather difficult.
On the other hand better measurements of rate-independent solar neutrino observables such
as the daynight asymmetry and seasonality would be potentially useful, since our MHDRSF predictions differ from the expectations of the oscillation schemes. For example,
seasonality is expected to be smaller [36] in our MHD-RSF solution than in MSW [37]
or just-so oscillations [32]. On the other hand the daynight asymmetry of the MHD-RSF
solution is negligible, in contrast with the MSW solutions [36].
Note, however, that the complete MHD-RSF solution is characterized also by a non-zero
neutrino flavour mixing. This gives it the potential to be discriminated from the oscillationtype solutions [36]. The most distinctive signal expected in this case consists of solar
anti-neutrinos, which would provide a clear signal in water Cerenkov experiments [38].
Moreover, for large enough neutrino mixing one expects also a sizeable suppression of the
rates for pp neutrinos, potentially testable at the GNO experiment. Last but not least, the
possible time dependence of the charged current signal due to solar cycles still remains as
a possible tool to discriminate the MHD-model from the oscillation schemes.
Note added
As we finished our paper there appeared the paper E.K. Akhmedov and J. Pulido, hepph/0005173, which also considers predictions for SNO observables in the RSF scheme
employing the phenomenological magnetic field profiles they used previously in Ref. [15].
377
Acknowledgements
We thank Alexei Bykov, Vladimir Kutvitsky, Dmitri Sokoloff and Victor Popov for
useful discussions. This work was supported by DGICYT grant PB98-0693, by the
European Commission under Intas Project 96-0659 and TMR contract ERBFMRX-CT960090, and by an Iberdrola research excellence grant. V.B.S. and T.I.R. were partially
supported by the RFBR grant 00-02-16271, C.P.G. was supported by the Generalitat
Valenciana grant GV99-3-1-01 and O.G.M. was supported by the CONACyT-Mexico grant
J32220-E.
Appendix A. Zenith and spectrum data samples and fit procedures

Here we summarize here the data used and the fit procedures adopted in this paper.
The zenith dependence data given by the SuperKamiokande Collaboration [5] are shown
in Table 6.
The recoil electron spectrum data are given as In Table 7 i,stat is the statistical error,
i,exp is the error due to correlated experimental errors, i,cal is the error due to the
calculation of the expected spectrum, and i,uncorr is due to uncorrelated systematic errors.
In our study we use the experimental results from the SuperKamiokande Collaboration
on the recoil electron spectrum on the 18 energy bins including the results from the LE
analysis for the 16 bins above 6.5 MeV and the results from the SLE analysis for the two
low energy bins below 6.5 MeV, shown in Table 7.
Notice that in Table 7 we have symmetrized the errors to be included in our 2
analysis. We have explicitly checked that the exclusion region is very insensitive to this
symmetrization. We define 2 for the spectrum as

X
Rjth
Rith
exp
exp
Ri
sp BP98
ij2 sp BP98 Rj
,
(19)
S2 =
Ri
Rj
i,j =1,18
where

2
2
+ i,uncorr
+ i,exp j,exp + i,cal j,cal .
ij2 = ij i,stat
Table 6
SuperKamiokande Collaboration zenith angle distribution of events [5]
Datai i
Angular range
Day 0 < cos
N 1 0.2 < cos
N 2 0.4 < cos
N 3 0.6 < cos
N 4 0.8 < cos
N 5 1 < cos
<1
<0
< 0.2
< 0.4
< 0.6
< 0.8
0.463 0.0115
0.512 0.026
0.471 0.025
0.506 0.021
0.484 0.023
0.478 0.023
(20)
378
Table 7
Recoil energy spectrum of solar neutrinos from the 825-day SuperKamiokande Collaboration data
sample [5]
Energy bin (MeV)
Datai i,stat
i,exp (%)
i,cal (%)
i,uncorr (%)
5.5 < Ee < 6

6 < Ee < 6.5
6.5 < Ee < 7
7 < Ee < 7.5
7.5 < Ee < 8
8 < Ee < 8.5
8.5 < Ee < 9
9 < Ee < 9.5
9.5 < Ee < 10
10 < Ee < 10.5
10.5 < Ee < 11
11 < Ee < 11.5
11.5 < Ee < 12
12.0 < Ee < 12.5
12.5 < Ee < 13
13 < Ee < 13.5
13.5 < Ee < 14
14 < Ee < 20
0.472 0.037
0.444 0.025
0.427 0.022
0.469 0.022
0.516 0.022
0.488 0.025
0.444 0.025
0.454 0.025
0.516 0.029
0.437 0.030
0.439 0.032
0.476 0.035
0.481 0.039
0.499 0.044
0.538 0.054
0.530 0.069
0.689 0.092
0.612 0.077
1.3
1.3
1.3
1.3
1.5
1.8
2.2
2.5
2.9
3.3
3.8
4.3
4.8
5.3
6.0
6.6
7.3
9.2
0.3
0.3
0.3
0.5
0.7
0.9
1.1
1.4
1.7
2.0
2.3
2.6
3.0
3.4
3.8
4.3
4.7
5.8
4.0
2.5
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
1.7
Again, we introduce a normalization factor sp in order to avoid double-counting with the

data on the total event rate which is already included in R2 . Notice that in our definition
of S2 we introduce the correlations amongst the different systematic errors in the form of
a non-diagonal error matrix in analogy to our previous analysis of the total rates. These
correlations take into account the systematic uncertainties related to the absolute energy
scale and energy resolution.
The general expression of the expected rate in the presence of oscillations R th in a bin,
is given from Eq. (18) but integrating within the corresponding electron recoil energy bin
and taking into account that the finite energy resolution implies that the measured kinetic
energy T of the scattered electron is distributed around the true kinetic energy T 0 according
to a resolution function Res(T , T 0 ) of the form

(T T 0 )2
1
0
exp
,
(21)
Res(T , T ) =
2s 2
2s
where
p
(22)
s = s0 T 0 /[1 MeV],
and s0 = 0.47 MeV for SuperKamiokande [4,39]. On the other hand, the distribution of the
true kinetic energy T 0 for an interacting neutrino of energy E is dictated by the differential
cross section d (E , T 0 )/dT 0 , that we take from [29]. The kinematic limits are
E
.
(23)
0 6 T 0 6 TS0 (E ), TS0 (E ) =
1 + me /2E
379
For assigned values of s0 , Tmin , and Tmax , the corrected cross section (E) ( = e, x) is
given as
T
Zmax
(E ) =
0 (E )
TSZ
dT 0 Res(T , T 0 )
dT
Tmin
d (E , T 0 )
.
dT 0
(24)
References
[1] R. Davis Jr., D.S. Harmer, K.C. Hoffman, Phys. Rev. Lett. 20 (1968) 1205;
B.T. Cleveland et al., Ap. J. 496 (1998) 505.
[2] T. Kirsten, Talk at the Sixth International Workshop on Topics in Astroparticle and Underground
Physics, September, TAUP99, Paris, September 1999.
[3] SAGE Collaboration, V.N. Gavrin et al., Talk at the XVIII International Conference on Neutrino
Physics and Astrophysics, 49 June 1998, Nucl. Phys. B Proc. Suppl., in press.
[4] SuperKamiokande Collaboration, Y. Fukuda et al., Phys. Rev. Lett. 82 (1999) 1810;
The SK Collaboration, Phys. Rev. Lett. 82 (1999) 2430;
Y. Fukuda et al., hep-ex/9812011.
[5] Y. Suzuki, Talk at the XIX International Symposium on Lepton and Photon Interactions at High
Energies, Stanford University, August 914, 1999;
M. Nakahata, Talk at the 6th International Workshop on Topics in Astroparticle and
Underground Physics, TAUP99, Paris, September 1999.
[6] G. Fiorentini, B. Ricci, in: I. Antoniadis, L. Ibanez, J.W.F. Valle (Eds.), Proceedings of
International Workshop on Physics Beyond the Standard Model: From Theory to Experiment
(Valencia 97), Valencia, Spain, 1317 October 1997, World Scientific, 1998, pp. 241259.
[7] Y. Fukuda et al., SuperKamiokande Collaboration, Phys. Rev. Lett. 81 (1998) 1562, hepex/9807003;
Y. Fukuda et al., SuperKamiokande Collaboration, Phys. Lett. B 433 (1998) 9, hep-ex/9803006;
Y. Fukuda et al., SuperKamiokande Collaboration, Phys. Lett. B 436 (1998) 33, hepex/9805006;
For an updated global analysis of the atmospheric neutrino data in terms of neutrino oscillations
see N. Fornengo, M.C. Gonzalez-Garcia, J.W.F. Valle, Nucl. Phys. B 580 (2000) 58, hepph/0002147.
[8] S.P. Mikheev, A.Yu. Smirnov, Sov. J. Nucl. Phys. 42 (1985) 913;
S.P. Mikheev, A.Yu. Smirnov, Nuovo Cimento C 9 (1986) 17;
L. Wolfenstein, Phys. Rev. D 17 (1978) 2369.
[9] J. Schechter, J.W.F. Valle, Phys. Rev. D 24 (1981) 1883;
J. Schechter, J.W.F. Valle, Phys. Rev. D 25 (1982) 283, Erratum.
[10] J. Schechter, J.W.F. Valle, Phys. Rev. D 22 (1980) 2227.
[11] E.Kh. Akhmedov, Phys. Lett. B 213 (1988) 64;
C.-S. Lim, W.J. Marciano, Phys. Rev. D 37 (1988) 1368;
For a review see E.Kh. Akhmedov, The neutrino magnetic moment and time variations of
the solar neutrino flux, IC/97/49, Invited talk given at the 4th International Solar Neutrino
Conference, Heidelberg, Germany, April 811, 1997.
[12] S. Bergmann, M.M. Guzzo, P.C. de Holanda, P.I. Krastev, H. Nunokawa, hep-ph/0004049.
[13] J.W.F. Valle, Phys. Lett. B 199 (1987) 432.
[14] M.M. Guzzo, H. Nunokawa, Astropart. Phys. 11 (1999) 317.
[15] J. Pulido, E.K. Akhmedov, hep-ph/9907399.
[16] J. Derkaoui, Y. Tayalati, hep-ph/9909512.
380
[17] H. Yoshimura, Astrophys. J. 178 (1972) 863;

H. Yoshimura, Astrophys. J. Suppl. Ser. 52 (1983) 363;
M. Stix, Astron. Astrophys. 47 (1976) 243;
Ya.B. Zeldovich, A.A. Ruzmaikin, D.D. Sokoloff, Magnetic Fields in Astrophysics, Gordon &
Breach, 1983 and references therein.
[18] P.I. Krastev, A.Y. Smirnov, Z. Phys. C 49 (1991) 675.
[19] V.A. Kutvitskii, L.S. Solovev, JETP 78 (1994) 456.
[20] E.N. Parker, Cosmological Magnetic Fields, Oxford Univ. Press, Oxford, 1979;
E.N. Parker, Astrophys. J. 408 (1993) 707.
[21] F. Moreno-Insertis, Astron. Astrophys. 166 (1986) 291.
[22] C. Azneziris, J. Schechter, Phys. Rev. D 45 (1992) 1053;
C. Azneziris, J. Schechter, IJMP A 6 (1991) 2375;
E.Kh. Akhmedov, S.T. Petcov, A.Yu. Smirnov, Phys. Rev. D 48 (1993) 2167;
A.B. Balantekin, F. Loreti, Phys. Rev. D 48 (1993) 5496;
T. Kubota, T. Kurimoto, M. Osura, E. Takasugi, Phys. Lett. B 292 (1992) 195.
[23] S. Chandrasekar, E. Fermi, Astrophys. J. 118 (1953) 116.
[24] W. Dziembowski, G. Fiorentini, B. Ricci, R. Sienkiewicz, Astron. Astrophys. 343 (1999) 999;
J. Bahcall, M. Pinsonneault, Rev. Mod. Phys. 67 (1995) 781808.
[25] J.N. Bahcall, S. Basu, M. Pinsonneault, Phys. Lett. B 433 (1998) 1.
[26] N. Boruta, Astrophys. J. 458 (1996) 832.
[27] M.C. Gonzalez-Garcia, P.C. de Holanda, C. Pena-Garay, J.W.F. Valle, Nucl. Phys. B 573
(2000) 3, hep-ph/9906469.
[28] J.N. Bahcall, E. Lisi, D.E. Alburger, L. De Braeckeleer, S.J. Freedman, J. Napolitano, Phys.
Rev. C 54 (1996) 411.
[29] J.N. Bahcall, M. Kamionkowsky, A. Sirlin, Phys. Rev. D 51 (1995) 6146.
[30] Bahcalls homepage, http://www.sns.ias.edu/jnb/SNdata.
[31] M.C. Gonzalez-Garcia, C. Pena-Garay, hep-ph/0002186, Phys. Rev. D, in press.
[32] C. Giunti, M.C. Gonzalez-Garcia, C. Pena-Garay, hep-ph/0001101, Phys. Rev. D, in press.
[33] For SNO predictions in neutrino oscillation models see J.N. Bahcall, P.I. Krastev, A.Y. Smirnov,
hep-ph/0002293;
J.N. Bahcall, P.I. Krastev, A.Y. Smirnov, Phys. Lett. B 477 (2000) 401.
[34] K. Kubodera, S. Nozawa, Int. J. Mod. Phys. E 3 (1994) 101;
K. Kuboderas homepage, http://nuc003.psc.sc.edu/kubodera/.
[35] J.N. Bahcall, E. Lisi, Phys. Rev. D 54 (1996) 5417, hep-ph/9607433 and references therein.
[36] O. Miranda et al., in preparation.
[37] P.C. de Holanda, C. Pena-Garay, M.C. Gonzalez-Garcia, J.W.F. Valle, Phys. Rev. D 60 (1999)
093010, hep-ph/9903473.
[38] G. Fiorentini, M. Moretti, F.L. Villante, Prog. Part. Nucl. Phys. 40 (1998) 149.
[39] B. Fad, G.L. Fogli, E. Lisi, D. Montanino, Phys. Rev. D 55 (1997) 1353.

Quantum evolution of near-extremal

ReissnerNordstrm black holes
A. Fabbri a , D.J. Navarro b , J. Navarro-Salas b,
a Dipartimento di Fisica dellUniversit di Bologna and INFN sezione di Bologna, Via Irnerio 46,
40126 Bologna, Italy

b Departamento de Fsica Terica and IFIC, Centro Mixto Universidad de Valencia-CSIC, Facultad de Fsica,
Universidad de Valencia, Burjassot-46100, Valencia, Spain

Abstract
We study the near-horizon AdS2 S2 geometry of evaporating near-extremal ReissnerNordstrm
black holes interacting with null matter. The non-local (boundary) terms t , coming from the
effective theory corrected with the quantum PolyakovLiouville action, are treated as dynamical
variables. We describe analytically the evaporation process which turns out to be compatible with the
third law of thermodynamics, i.e., an infinite amount of time is required for the black hole to decay
to extremality. Finally we comment briefly on the implications of our results for the information loss
problem. 2001 Elsevier Science B.V. All rights reserved.
PACS: 04.70.Dy; 04.62.+v
1. Introduction
Since Hawking discovered that black holes decay by emission of thermal radiation [1],
a lot of work has been done on quantum aspects of black holes aiming to improve our
understanding of the quantization of the gravitational field. Hawkings result provided a
physical meaning to the formal analogy between the classical laws of black hole dynamics
and those of thermodynamics. But, in turn, it has been the origin of some intriguing
puzzles. Indeed, it was Hawking himself the first who pointed out that the information
can be lost as a pure quantum state collapses gravitationally into a black hole which then
evaporates into a mixed state [2]. An opposite scheme has been suggested by t Hooft
[3] to maintain quantum coherence. Since then, several alternatives have been proposed
E-mail addresses: fabbria@bo.infn.it (A. Fabbri), dnavarro@ific.uv.es (D.J. Navarro), jnavarro@ific.uv.es

(J. Navarro-Salas).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 6 1 - 1
382
A. Fabbri et al. / Nuclear Physics B 595 (2001) 381401
(see the reviews [4]) in order to avoid the information loss although the problem is still
unsolved. A final answer requires a complete and consistent theory of quantum gravity.
Despite the recent achievements of String Theory to explain the BekensteinHawking
formula for extremal and near-extremal black holes [57], this theory is still far to describe
the evaporation process of a black hole. However, restricting the situation to the scattering
of low-energy particles with zero angular momentum off extremal black holes one can get
a more tractable problem. This was the main reason to analyse dilatonic black holes [8,9].
The problem can be reduced then to study a two-dimensional effective theory which turns
out to be solvable [1016]. However, the dilatonic black holes have very special properties
which make it hard to extrapolate the physical picture of their evaporation process. Near
extremality they have a constant temperature, so the decay of near-extremal black holes
is governed by a Hawking radiation with a mass independent temperature. Although this
makes the mathematical treatment of the non-locality of the effective action easier, the
general situation is more involved. In fact, for near-extremal ReissnerNordstrm (RN)
black holes, the temperature depends on the mass and this makes elusive an exact analytical
framework. The aim of this paper is to show that one can get exact quantum results of the
dynamical evolution of near-extremal RN black holes in a region very close to the horizon.
The paper is organised as follows. In Section 2 we shall show that near-extremal RN
black holes, in the S-wave approximation and near the horizon, can be described by the
JackiwTeitelboim (JT) model [17]. In Section 3 we shall consider the formation of a nearextremal black hole by throwing a low-energy neutral particle into an extremal one and,
in Section 4, we shall describe the Hawking radiation within the near-horizon scheme. In
Section 5 we shall analyse the back reaction effects obtained when the classical equations
are modified with terms proportional to h coming from the effective LiouvillePolyakov
action. We find that a near-extremal black hole evaporates within a finite proper time
and after the end-point, the evaporating solution exactly and smoothly matches with the
extremal black hole geometry. Therefore, one could expect that extremal RN black holes
are really stable end-points of Hawking evaporation. However a further quantum correction
changes this picture and suggests that only an exact treatment of back reaction can produce
a reliable result. In Section 6 we shall provide the exact results, outlined in [18], coming
from equations admitting a series expansion in powers of h . We find that the evaporation
process requires an infinite amount of time, in agreement with previous results based on
the adiabatic approximation [19]. Finally, in Section 7, we shall state our conclusions and
comment on the implications of our results for the information loss problem.
2. ReissnerNordstrm black holes near extremality and JackiwTeitelboim theory

The RN black hole has been widely studied in literature. Recently, its interest has
increased as an example of AdS2 arising as a near-horizon geometry. In this section we
shall review some of these features and show the close connection with JackiwTeitelboim
(JT) theory. The RN metric is given by
d s2 = U (r) dt 2 +
dr 2
+ r 2 d 2,
U (r)
383
(2.1)
where
U (r) =
2l 2 m l 2 q 2
(r r+ )(r r )
+ 2 ,
=
1
r2
r
r
l 2 is Newtons constant and

q
2
r = l m l l 2 m2 q 2 ,
(2.2)
(2.3)
are the two roots of U (r). Taking into account (2.3), there are three cases to consider: for
lm < |q| there is no horizon and the singularity at r = 0 is naked. 1 For lm > |q|, r are the
respective inner (r ) and outer (r+ ) horizons and the thermodynamical variables, entropy
and temperature, associated to the outer horizon are given by
S=
2
r+
,
l2
TH =
+
,
2
(2.4)
where
+ =
r+ r
,
2
2r+
(2.5)
is the surface gravity on the outer (event) horizon. Finally, for the critical value of the mass
m = m0 = l 1 |q|, both inner and outer horizons merge to r0 = l 2 m0 = l|q|. This is the
extremal black hole with a vanishing temperature.
Now we consider small perturbations near extremality m = m0 + 1m,keeping the
charge q unchanged. The inner and outer horizons (2.3), to leading order in 1m read
p
(2.6)
r = lq l 2ql1m,
where from now on we assume q = |q|. The extremal black hole is recovered for 1m = 0.
Near extremality the entropy deviation 1S = SH S0 and temperature are given by
s
lq 3 1m
,
(2.7)
1S = 4
2
s
1 21m
.
(2.8)
TH =
2
lq 3
The RN metric (2.1) comes from the EinsteinMaxwell action
Z
q

1
4
S(4) l 2 F
S(4) 2 .
x
g (4) R
d
I=
2
16l
(2.9)
Assuming spherical symmetry, dimensional reduction leads to the following effective twodimensional theory
Z
(2.10)
I = d 2 x g R + l 2 V () .
1 This case is similar to the one m < 0 of the Schwarzschild black hole.
384
To get the above expression we have performed a conformal reparametrization of the metric
p
(2.11)
ds 2 = d s2 ,
where
=
r2
,
4l 2
(2.12)
and
V () = (4)1/2 q 2 (4)3/2.
(2.13)
The extremal configuration is recovered for the zero of the potential V (0 ) = 0. Moreover
expanding (2.10) around 0 = q 2 /4
= 0 + ,
(2.14)
m = m0 + 1m,
(2.15)
we get
I=
Z
d 2x

e()
+ O 2 ,
g R + l 2 V
e()
is given by
where V
e = V 0 (0 ) = 4 ,
V
q3
(2.16)
(2.17)
and the leading order term is just the JT theory. We can also get this result studying the
behavior of the metric (2.11) near extremality. The general solution of (2.10) is [20]

1 2
dx ,
(2.18)
ds 2 = J () lm dt 2 + J () lm
x
(2.19)
= ,
l
R
The thermodynamical variables, in terms of the two-dimend V ().
where J () =
sional effective theory, read [21]
S = 4+ ,

1 dU (r)
1 V (+ )
,
=
TH =
4 dr r+ 2 2l
where J ( ) l1m = 0 and we take into account that
p

U r() = J () lm.
Expanding (2.18), (2.19) around 0 we get 2

l1m dt 2 + J()
l1m 1 d x 2 + O 3 ,
ds 2 = J()
x
= ,
l
(2.20)
(2.21)
(2.22)
(2.23)
(2.24)
2 A slightly different near-horizon approach, in which the expansion is taken around the outer horizon r , has
+
been considered in [22,23]
385
where
= 2 2 .
J()
q3
(2.25)
The leading order terms in the above expansion are AdS2 geometries, which are the
solutions of the JT theory. Moreover, the mass deviation 1m is just the conserved
parameter of JT theory
2

(2.26)
l1m = J l 2 .
Therefore, the JT theory describes both extremal (1m = 0) and near-extremal RN black
holes.
Let us now see how the deviations from extremality of the thermodynamical variables
are given in terms of JT magnitudes. After the near-horizon approximation (2.14), (2.15),
we get
1S = 4 + ,
e()
1 V
,
TH =
2 2l
(2.27)
(2.28)
l1m = 0
where + is the positive root of J ()
r
ql1m
,
+ =
2
(2.29)
and for the above value, (2.27), (2.28) coincide with the near-extremal values (2.7),
(2.8). This is nothing but JT thermodynamics. 3 All these features can be resumed in the
following table:
Near-extremal black hole
JackiwTeitelboim theory
radius deviation r r0
mass deviation 1m
inner and outer horizons
entropy deviation 1S
TH
2l
q
JT mass m
AdS2 horizons
SJ T
TJ T
To finish this section we review some aspects of the matter-coupled theory given by the
action

Z
1
2
2
2
(2.30)
d x g R + 4 |f | ,
2
where the field f models the matter degrees of freedom. Note that the field f propagates
freely as it happens in the original 4d theory in a region very close to the horizon. In
3 A realisation of the AdS /CFT correspondence in the JT theory accounts for the deviation from extremality
2
1
of the BekensteinHawking entropy of RN black holes [24,25].
386
conformal gauge ds 2 = e2 dx + dx , the equations of motion derived from the above

action are
2+ + 2 e2 = 0,
2 = 0,
+ + 2 e
(2.31)
+ f = 0,
(2.33)
f
T
(2.34)
+ 4
(2.32)
= 0,
where T = ( f )2 is the stress tensor of matter fields. The general solution can be
written in terms of four chiral functions A (x ), a (x ) [26,27]
+ A+ A
dx + dx ,
2
(1 + 2 A+ A )2

a
2 A+ a + A a+
1 + a+
+
,
+
=
2 + A+ A
2 1 + 2 A+ A
ds 2 =
(2.35)
(2.36)
obeying the constrain equations

2A
f
2 a
= T .
A
A
A
(2.37)
In the absence of matter fields, these solutions are parametrized by a diffeomorphism

invariant quantity, related with the mass, which for this case reads (see (2.26))
2
2
(2.38)
m
= 3 2 l 2 .
lq
f
is a chiral function ( m
= 0) having the physical meaning of local
When T = 0, m
mass [28]
Z
f
+
2
)=m
0 2l
(2.39)
dx + e2 T++ ,
m(x
where m
0 is the primordial mass of the black hole in the absence of matter fields.
Finally, we would like to stress the fact that the four chiral functions A (x ), a (x )
define two free fields with a quadratic stress-tensor equals to the left-hand side of (2.37)
[26]. Moreover the transformation from the gravity variables to the free fields is a canonical
transformation which makes the underlying conformal symmetry of the theory more
transparent.
3. Making a near-extremal black hole

In this section we shall study the process which makes a black hole leave extremality due
to infalling null neutral matter. This can be done analytically by means of a Vaidya-type
metric

2l 2 m(v) l 2 q 2
2
+ 2 dv 2 + 2 dr dv + r 2 d 2,
(3.1)
d s = 1
r
r
387
generated by the following stress tensor for the infalling matter

v m(v)
(4)
=
.
TSvv
4r 2
(3.2)
It is possible to match an extremal black hole solution with a near-extremal one by means
of a shock wave along the line v = v0 . The corresponding mass function is given by
m(v) = l 1 q + 1m (v v0 ),
(3.3)
where is the step function and the stress tensor is

1m
(4)
=
(v v0 ).
TSvv
4r 2
(3.4)
In terms of the two-dimensional effective theory (2.16), where 2 = l 2 q 3 , the stress

tensor of matter fields read
f
(4)
= 4r 2 TS
,
T
(3.5)
and the shock wave turns into

f
= 1m (v v0 ).
Tvv
(3.6)
Now we go back to the metric (3.1) and make use of the near-horizon approximation
considered in previous section. After the conformal reparametrization (2.11) and performing the expansion (2.14), (2.15), the metric (3.1) becomes
2

2x
2
(3.7)
ds = 2 3 l1m (v v0 ) dv 2 + 2 d x dv,
l q
The Penrose diagram of this process is represented in Fig. 1
where x = l .
In terms of the coordinates x defined by
x + = v,
x = v +
for v < v0 , and
v =
x0+
x = lq
(3.8)
l2q 3
x
+
1
2lq 3
arctanh
1m
(3.9)
s

1m +
x x0+ ,
3
2lq
1m
(x + x0+ )(x x0+ )
2lq 3
,
x x+
(3.10)
(3.11)
for v > v0 (where x0+ = v0 ) the metric (3.7) turns out

ds 2 =
2l 2 q 3 dx + dx
,
(x x + )2
(3.12)
which corresponds to the solution (2.35) of JT theory with the following gauge fixing
388
Fig. 1. Penrose diagram corresponding to the creation of a

near-extremal RN black hole from the extremal one. Dashed lines
are the black hole horizons and the shaded strip is the near-horizon
AdS2 geometry. The arrow line represents the infalling shock wave.
The shaded region between the AdS2 boundaries is described by
Kruskal coordinates in Fig. 3.
A+ = x + ,
2
A = 2 ,
x
where 2 = l 2 q 3 . The corresponding dilaton functions are
lq 3
, v < v0 ,
x x+
+
+
1m
+
1 2lq
3 (x x0 )(x x0 )
3
, v > v0 ,
= lq
x x+
which are, respectively, recovered from (2.36) when
=
a+ = lq 3 ,
a = 0,
for v < v0 , and

1
a+ = x0+ 1m x + + + ,
2
for v > v0 , where
2
,
+ = x0+ +
l1m 2 x0+
2
= 2 + .
x0
(3.13)
(3.14)
(3.15)
(3.16)
(3.17)

1 +
2
a = x0 1m 2 + ,
2
x
(3.18)
(3.19)
(3.20)
We see explicitly how the JT theory describes both extremal and near-extremal geometries,
It is worth to remark that
being the horizon structure described by the dilatonic function .
389
the near-extremal configuration (3.16) leads to the extremal one (3.15) in the limit 1m = 0
and that both dilatonic functions match continuously along x + = x0+ . So matching the
2 + 4 along x + , we recover the shock wave (3.6).
discontinuity of 2+
+ +
0
Finally, let us consider the description of the near-extremal black hole in the near-horizon
approximation. The outer and inner horizons r are given in x coordinates by the curves
s
q 3 l1m
,
(3.21)
= =
2
which is equivalent to the standard condition + = 0 of two-dimensional dilaton gravity.
We get
x = x0+ a,
where
a=
(3.22)
s
2lq 3
.
1m
(3.23)
Moreover, we are also interested on the curve r = r0 (the old horizon of the extremal
black hole which is no longer a horizon) when the near-extremal black hole is created. In
x coordinates, this curve is given by = 0 (see (2.14))

(3.24)
x + x0+ x x0+ = a 2 .
The corresponding Kruskal diagram is given in Fig. 2. As illustrated in this figure, the
two timelike boundaries of AdS2 are representated in coordinates x by the same curve
x = x+.
4. Hawking radiation
We shall focus now on the presence of Hawkings radiation in this model. To obtain the
Hawking radiation we start writing the metric (3.1) in light-cone coordinates (v, u)
d s2 = U (r) du dv + r 2 d 2 ,
(4.1)
where U (r) is given by (2.2) and

v+u
= t,
2
vu
= r ,
2
where r is the tortoise coordinate
Z
1
dr
1
=r +
ln |r r+ |
ln |r r |.
r =
U (r)
2+
2
After the conformal reparametrization (2.11) we get

ds 2 = J () lm du dv,
(4.2)
(4.3)
(4.4)
(4.5)
390
Fig. 2. Kruskal diagram of near-extremal RN black hole. The two timelike boundaries of near-horizon
geometry AdS2 are represented by the vertical line x = x + . The infalling shock wave emerges from
one boundary (left side of x = x + line) and, crossing the outer and inner horizons, reaches the other
boundary (right side of x = x + line).
where now
d
.
(4.6)
J () lm
Performing the near-horizon approximation (2.14), (2.15), the above expression turns out
Z
d x
.
(4.7)
u=v2
22 x 2 l1m (v v0 )
The extremal black hole before the shock wave (v < v0 ) is given by
u = v 2l
ds 2 = 22 x 2 du dv,
and the near-extremal black hole created after the shock wave (v > v0 )

ds 2 = 22 x 2 l1m d u dv.
(4.8)
(4.9)
Integrating (4.7) for both cases we get the following relations for the coordinate u before
and after the shock wave
1
(4.10)
u = v+ 2 ,
x
s
r
2
22
x.
(4.11)
arctanh
u = v +
l1m 2
l1m
Imposing the continuity of solutions (4.8) and (4.9) along v = v0 (and taking also into
0 , u))
we obtain the relation between the coordinate u before and
account x(v
0 , u) = x(v
after the shock wave
u = v0 + a cotanh
u v0
.
a
391
(4.12)
From this relation we can work out immediately the outgoing energy flux measured by an
observer near the horizon in terms of the Schwarzian derivative between the coordinates u
and u
f
h
h
{u, u}
=
.
(4.13)
Tu u =
24
12a 2
We observe that this flux is constant and coincides with thermal value of Hawking flux for
near-extremal RN black holes
f 2
h 1m
,
(4.14)
Tu u = TH =
12
24lq 3
where TH is Hawkings temperature (2.8). This fact can be understood easily since the
AdS2 S2 geometries associated to (4.8) and (4.9) represent indeed the near-horizon
geometry of the RN geometries (3.1) due to the shock wave (3.6). So the constant thermal
flux for every value of u corresponds to the flux measured by an inertial observer at future
null infinity approaching the event horizon of the RN black hole.
5. Back reaction to leading order in h
In this section we shall start our analysis of the back reaction of near-extremal black
holes in the near-horizon effective theory. The starting point must be the matter-coupled
classical action (2.16) corrected with the PolyakovLiouville term [29]
!
Z
N
X
1
d 2 x g R + 42
|fi |2
Ieff =
2
i=1
Z
Z
N
h
N h
1
gR R +
(5.1)
d 2 x g2 ,
96
12
where we have considered the presence of N scalar fields fi in order to define the
semiclassical theory in the large N limit. Nevertheless we have to point out the important
fact that, for the JT theory, the exact quantum effective action is locally equivalent to the
one-loop corrected theory [30] and, therefore, we could maintain N = 1.
The PolyakovLiouville action in (5.1) has a cosmological term [29] and we shall fix
it in such a way that the extremal black hole solution remains a solution of the quantum
theory. This is, in some sense, analogous to the manner in which the local counterterm
of the RST model [10,11] is introduced. This argument implies that = 1. Therefore, the
unconstrained equations remain as the classical ones
2+ + 2 e2 = 0,
2 = 0,
+ + 2 e
(5.2)
+ fi = 0,
(5.4)
(5.3)
392
so the solutions (2.35), (2.36) are not modified. In contrast, the constrain equations (2.34)
get modified according to

N h
f
2
2
( )2
+ t ,
(5.5)
+ 4 = T
2
12
where the functions t (x ) are related with the boundary conditions of the theory and
depend on the quantum state of the system. They transform according the Schwarzian
derivative to make covariant Eq. (5.5). In terms of the four chiral functions appearing in
(2.35), (2.36), the above constraints read

2 A
N h 1
a
a
f
2
A , x t .

= T +
(5.6)
A
A
A
12 2
The crucial point to go on the analysis is to choose the adequate functions t (x ). For
the CGHS theory [1012] the correct choice is t (x ) = 4(x1)2 , where x are Kruskal
coordinates, since this corresponds to vanishing t ( ) in null Minkowskian coordinates
. In our case we should choose tv (v) = tu (u) = 0 and, according to (3.8) and (3.9), we
have 4
a 2 (x + x0+ )

t+ x + =
(a 2 (x + x0+ )2 )2
(5.7)
Moreover, the coordinate x always coincides with the null coordinate u as a consequence
of the matching condition for the metric and dilaton with the gauge fixing conditions (3.13)
and (3.14).

(5.8)
t x = 0.
With the above choice, the constraints (5.6) for the evaporating solution (x + > x0+ ) become
3
a+ =
+
a2
N h
,
12 (a 2 (x + x0+ )2 )2
2
3
a + (x )2
a = 0,
3 a + 4x
(5.9)
(5.10)
equations which can easily integrated to get the following solutions

2 N h

P x+ ,
a + = C x + + + + + x +

2
2
,
a = C 2 +
+ x
x
(5.11)
(5.12)
where C, and are integration constants and the function P (x + ) is

P (x + ) =
x + x0+
x + x0+ a 2 (x + x0+ )2
arctanh
.
48
48a
a
(5.13)
It is interesting to point out that the above function vanishes at x0+ and the quantum solution
is the classical one (3.18) plus the correction introduced through P (x + ). This is so for C =
4 This type of behaviour for the functions t was pointed out in [31].
393
12 x0+ 1m, = 0 and given by (3.19) and (3.20). The dilaton function for x + > x0+
is then
= lq
(x + x0+ )(x x0+ )

a2
x x+
N h (x x + )P 0 (x + ) + 2P (x + )
,
2
x x+
(5.14)
which matches along x + = x0+ with the extremal one, which continues being solution at
the semiclassical level
=
lq 3
.
x x+
(5.15)
A remarkable property of these solutions is that the dynamical evolution can be followed
analytically. As before, the curve = 0 represents the location of the extremal radius
x =
lq 3 +
lq 3 x0+ +
(x x0+ ) N2h x + P 0
a2
lq 3 +
(x x0+ ) N2h P 0
a2
N h
P
(5.16)
And for the apparent horizon + = 0 in the spacetime of the evaporating black hole, we
get the following equation

(x x0+ )2
lq 3 1
a2

2

N h 1
x x + P 00 + x x + P 0 + P = 0.
(5.17)
+
2 2
The main property of both above curves is that, unlike the classical case and unexpectedly,
+
given
they intersect before reaching the AdS boundary at a finite advanced time x + = xint
implicitly by the below relation obtained by substituting (5.16) in (5.17)
arctanh
+
+
xint
x0+ 48lq 3
x0+
xint
=
q
.
a
Na
+
a 2 (xint
x0+ )2
(5.18)
A graphic description of this process is represented in Fig. 3. At this point the extremal
radius curve = 0 is null and both outer and inner horizons meet. This means that we
have arrived at the end-point of the evaporation and, since we are dealing with analytic
expressions, one can check explicitly that the evaporating solution (5.14) matches smoothly
+
+
with a static solution for x + > xint
along x + = xint
)(x xint
)
(x + xint
,
+
x x
(5.19)
lq 3 +
+
(xint x0+ ) N2h P 0 (xint
)
a2
,
+
xint xint
(5.20)
= k
where
k=
which turns out to be just the extremal black hole. A conformal coordinate transformation
brings the metric and into the form (4.8) of the extremal solution
394
Fig. 3. Kruskal diagram of semiclassical evolution of RN black hole. The outer apparent horizon
shrinks until meets both inner horizon and extremal radius curve at a finite advanced time. This is
the end-point of evaporation and a static solution can be matched so that the extremal radius curve
becomes the horizon of extremal black hole remnant.
v =
u=
1
2 k(x +
xint
)
(5.21)
xint
)
(5.22)
1
2 k(x
We must note that, in contrast with the studies of dilatonic black holes [1012], the
+
and not x = xint

.
matching of the evaporating solution here is along the line x + = xint
+
+
There is a physical reason for this, the line x = xint in our effective theory represents, as
we have stressed before, points very near to the apparent horizon of the evaporating RN
f
+
in contrast with
black hole. Moreover, the matching is smooth and T++ vanishes at xint
the dilatonic black holes, for which there is an emanating thunderpop of negative energy
[10,11].
+
, it
Concerning the mass curve for the evaporating solution (5.14) in x0+ < x + < xint
corresponds to a chiral energy distribution which accounts for the neutral mass lost by the
near-extremal black hole during its evaporation. Taking into account (2.38) we get
395
Fig. 4. Dynamical evolution of the mass deviation from extremality of the evaporating near-extremal
+
black hole. We set x0+ = 0, 1m = 2, l = q = 1 and N = 48 in (5.23). It vanishes at xint
indicating
the end-point of the evaporation. Even though the evaporation could seem to continue for negative
values of the mass, the static extremal solution can be matched at this point.

x + x0+
N h
arctanh
m
x + = 1m
12a
a

+
+
(x + x0+ )2
N 2 h 2
2 x x0
arctanh
,
1152 2lq 3 a 2 (x + x0+ )2
a
(5.23)
+
as it is showed in Fig. 4.
that just vanishes at the end-point x + = xint
To end this section we would like to comment on the boundary condition (5.7). It was
derived through the Schwarzian derivative of the classical relations (3.8), (3.9). This should
be considered as a first approximation since the evaporating solution modifies the classical
relation (3.9). Plugging (5.23) and (5.14) into (3.7) we get the following relation to leading
order in h
x + x0+
v = x0+ + a arctanh
a

+
+
a 2 N h
a2
2 x x0
arctanh
.
96lq 3 a 2 (x + x0+ )2
a
(5.24)
As a consequence of this, the function t+ (x + ) get modified

tx + =
x + x0+
a2
a 4 N h
.
(a 2 (x + x0+ )2 )2 24lq 3 (a 2 (x + x0+ )2 )3
(5.25)
We should remark that this quantum correction for the function t+ (x + ) does not happen in
the CGHS model, due to the fact that the temperature is independent of the mass. In our
case the back reaction is more involved and produces this type of effect. Solving Eqs. (5.2)
(5.5) again in terms of the quantum corrected function t+ (x + ) (t (x ) remains zero) and
repeating the process described in this section we arrive to a new dynamical function
and evaporating mass m(x
+ ) describing the evaporation. But what one surprisingly finds
is an unphysical evolution with periods of antievaporation. This suggests that only an exact
treatment of the boundary functions t+ (x + ) can produce a correct result. This will be
considered in the next section.
396
6. Back reaction for dynamical t functions

We shall now modify the scheme used in the previous section to work out the
gravitational back reaction. The crucial point is to consider the functions t (x ), appearing
in Eq. (5.5), as dynamical objects to be determined at the end together with the solutions
for the dilaton and the metric. We should do it requiring the physical consistence of the
procedure. To start with, it is clear that t (x ) does not get any quantum correction since
the coordinate x remains equal to the u coordinate of the extremal solution. Therefore,
we have

(6.1)
t x = 0.
The advantage of (6.1) is that, irrespective to the form of t+ (x + ), the general solutions for
f
the metric (even in the presence of arbitrary incoming classical matter T++ ) is given by
[32]
2

2x
dv 2 + 2 d x dv,
(6.2)
ds 2 = 2 3 l m(v)
l q
where m(v)
= m m0 is the deviation of evaporating mass from extremality. This metric

can be brought into the gauge-fixed form (3.12) by means of the transformation

(6.3)
v = v x+ ,
(6.4)
x = l x ,
where
lq 3
dv
=
.
x + )2
dx + (x
(6.5)
x + )2 is a chiral function of x + and this follows from the

This requires that (x
constrain equation
2
+ 4 = 0.
2
(6.6)
Since in the advanced time coordinate v the function tv (v) vanishes, in the coordinate x +
it is
1

(6.7)
t+ x + = v, x + .
2
Now we find convenient to introduce the function F (x + ) such that
lq 3
dv
.
=
+
dx
F (x + )
In gauge (3.13), (3.14), Eqs. (5.2)(5.5) can be integrated leading to

1
F (x + )
+ F 0 x+ ,
=
+
x x
2
where the function F (x + ) satisfies the following differential equation
!
F 00 1 F 0 2
N h
000
+
.
F =
24
F
2 F
(6.8)
(6.9)
(6.10)
397
Physical considerations concerning the matching along x + = x0+ between the extremal
and the evaporating solutions provide the boundary conditions for the above differential
equation. Namely, from the continuity of the function (6.9) along x0+ we get

F 0 x0+ = 0,
(6.11)
F x0+ = lq 3 ,
whereas, from the discontinuity of the shock-wave stress tensor T++ = 1m (x + x0+ ),
we obtain

(6.12)
F 00 x0+ = 1m.
f
It is not difficult to relate the deviation of the evaporating mass m(x

+ ) with the function
+
F (x )

24 2 000
F F .
(6.13)
m
x+ = 3
lq N h
Moreover, the boundary function t+ (x + ) (6.7) can be written as
lq 3 m(x
+)
,
(6.14)
t+ x + =
2F 2
which makes clear the dynamical content of the function t+ (x + ). To compute the
evaporating mass m(x
+ ) we need to solve Eq. (6.10) but, fortunately, in terms of the
advanced time coordinate the problem is simpler. Derivating (6.13) with respect to x + ,
one can readily arrive to

+)
N h m(x
,
x+ =
+ m
3
F
24lq
(6.15)
which can be readily integrated in coordinate v

m(v)
= 1m e
N h
(vv0 )
24 lq 3
(6.16)
leading to an infinite evaporation time.

Now let us go back to the x frame. As seen in last section, the physical information
about the dynamical evolution of the near-extremal black hole is encoded in the function
(6.9). The evolution of the extremal radius is represented by the curve = 0
x = x+
2F
,
F0
(6.17)
and the curve + = 0 accounts for the inner and outer apparent horizons
F0
F 02 2F F 00
+
.
x = x 00
F
F 00
These three curves meet only when
+ 2
+ 00 +
+
2F xint
F xint = 2lq 3 m xint
= 0,
F 0 xint
+
xint
(6.18)
(6.19)
at the end of the evaporation. Since v + as

and it takes place at a finite value
+
+
+
) = 0. And from this feature it
x xint , taking into account (6.8) we also get that F (xint
+
follows immediately, see (6.17) and (6.18), that xint = xint and then the intersection point
398
Fig. 5. Kruskal diagram of semiclassical evolution of RN black hole. The outer apparent horizon
shrinks until it meets both inner horizon and extremal radius curve at the AdS boundary.
belongs to the AdS boundary so that it gives an infinite amount of proper time in accordance
+
+
) = F 0 (xint
) = 0 and since for all of these three
with (6.16). We can also show that F 000 (xint
curves (6.17), (6.18), we have
+
dx x + xint
0,
(6.20)
dx +
one can conclude that the three curves meet at the end-point becoming a null line. The
complete physical process is represented in Fig. 5.
To finish this analysis we consider the numerical solution to the differential equation
(6.10). From the numerical plot of the function F (x + ) and its derivatives (see Fig. 6(a)),
+
+
+
) = F 0 (xint
) = F 000 (xint
) = 0), it also follows
apart from the properties found before (F (xint
+
that that F 00 (xint) is nonzero while further derivatives vanish. Thus locally close to the
intersection point F (x + ) behaves as a parabola with exponentially suppressed corrections.
The numerical plot of = 0 and + = 0 coincides exactly with that of Fig. 5. The saddle
point in the outer apparent horizon curve r+ signals the transition from the strong to
the weak back-reaction regimes as discussed in [33]. At the end-point the curves = 0
and + = 0 are null and the dilaton function is well represented asymptotically by the
extremal solution
399
Fig. 6. Numerical plots for some solutions to the differential equation (6.10), x0+ = 0, 1m = 2,
l = q = 1 and N = 48. (a) Plot of the function F (x + ) (continuous line) and its second derivative
+
(dashed line). The zero of F corresponds to the value xint
while the second derivative is nonzero at
this point. (b) Plot of the dynamical evolution of the mass deviation. It approaches smoothly to zero
+
as it reaches xint
.
+
+
+
) (x + xint
)(x xint
)
F 00 (xint
+ O(e),
(6.21)
2
x x+
where O(e) are exponentially small high order terms. So the evaporating black hole
approaches asymptotically to the extremal configuration without actually coming back to
the extremal state in a finite continuous process. This result appears to be well motivated
2T4
from a thermodynamical point of view, in particular from Stefans law dm/dt 4r+
H
which predicts that a near-extremal evaporating black hole does never come back to the
extremal state [34]. This feature is closely related to Nernsts version of the third law of
thermodynamics which states that the temperature of a system cannot be reduced to zero in
a finite number of operations. Israel [35] showed that the same conclusions must be true in
the case of the RN black hole provided that the stress energy tensor of the infalling matter
satisfies the weak energy condition (WEC). It is well known that in the Hawking process
the WEC is violated close to the horizon; nevertheless our exact results do not violate the
third law. We think that this is an encouraging sign towards generalising its validity to more
general (quantum) frameworks.
7. Conclusions and final comments

In this paper we have studied an effective model which describes the physics of nearextremal RN black holes in a region very close to the horizon. We have focused our
analysis on the evaporation process produced when a low-energy shock wave excites the
extremal black hole and the non-extremal configuration decays via Hawking emission. We
have shown that a self-consistent treatment of the gravitational back reaction requires to
consider the non-local contributions t+ (x + ) of the effective action as dynamical variables.
So doing this we find a physical picture of the evaporation process compatible with the
third law of thermodynamics. An infinite amount of time is necessary for the black hole
to go back to extremality and this happens in the AdS2 boundary of the near horizon
geometry. We have to remark that we have obtained a rather accurate description near
400
the horizon. For the in-falling observer the function t+ (x + ) (6.14) is proportional to the
flux of negative energy across the horizon and, therefore, responsible of the black hole
radiation. However our scheme do not describe directly the effects of the back reaction
on the radiation measured by an asymptotic observer (not very close to the horizon). This
makes our results compatible with the principle of complementarity [3,36,37].
Finally we would like to comment on the implications of considering a continuous
f
distribution of incoming matter Tvv . Eq. (6.15) in terms of the v coordinate is then
=
v m(v)
N h
f
m(v)
+ Tvv
.
24lq 3
(7.1)
We observe that the evaporating mass m(v),
and hence the function t+ (x + ), contains

detailed information of the classical matter. In other words, the information of the stress
f
tensor Tvv is also codified in the quantum incoming flux 5
N h
t+ (x + ).
(7.2)
12
Note that this is true because all the higher-order quantum corrections to t+ (x + ) have been
taken into account, otherwise we could not get (7.1). In the approximation of Section 5
the information is lost. The functions t+ (x + ), at leading order, does not see the details of
f
Tvv . Moreover, the full solution, in contrast with the models [1012], seems to depend on
all higher-order momenta of the classical stress tensor. All this means that the information
might not be lost. However, to get definite conclusions we should be able to describe the
outgoing radiation at infinity and this is out of the reach of the near-horizon scheme of this
paper. Nevertheless, energy conservation suggests that an analogous mechanism to that
storing the information in t+ (x + ) across the horizon should radiate the information out to
infinity.
Acknowledgements
This research has been partially supported by the CICYT and DGICYT, Spain. D.J.
Navarro acknowledges the Ministerio de Educacin y Cultura for a FPI fellowship. A.F.
thanks R. Balbinot for useful discussions. D.J.N. and J.N.-S. also wish to thank J. Cruz and
P. Navarro for comments.
References
[1]
[2]
[3]
[4]
S.W. Hawking, Commun. Math. Phys. 43 (1975) 199.

S.W. Hawking, Phys. Rev. D 14 (1976) 2460.
G. t Hooft, Nucl. Phys. B 335 (1990) 138.
J. Preskill, hep-th/9209085;
D.N. Page, hep-th/9305040;
T. Banks, Nucl. Phys. B Proc. Suppl. 41 (1995) 21, hep-th/9412131.
5 This is not possible for the CGHS theory since the temperature is independent of the mass.
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
[32]
[33]
[34]
[35]
[36]
[37]
401
A. Strominger, C. Vafa, Phys. Lett. B 379 (1996) 99, hep-th/9601029.

C.G. Callan, J.M. Maldacena, Nucl. Phys. B 472 (1996) 591, hep-th/9602043.
J.M. Maldacena, A. Strominger, Phys. Rev. Lett. 77 (1996) 428, hep-th/9603195.
D. Garfinkle, G.T. Horowitz, A. Strominger, Phys. Rev. D 43 (1991) 3140.
C.G. Callan, S.B. Giddings, J.A. Harvey, A. Strominger, Phys. Rev. D 45 (1992) 1005, hepth/9111056.
J.G. Russo, L. Susskind, L. Thorlacius, Phys. Rev. D 46 (1992) 3444, hep-th/9206070.
J.G. Russo, L. Susskind, L. Thorlacius, Phys. Rev. D 47 (1993) 533, hep-th/9209012.
S. Bose, L. Parker, Y. Peleg, Phys. Rev. Lett. 76 (1996) 861, gr-qc/9508027.
A. Mikovic, Class. Quant. Grav. 13 (1996) 209, gr-qc/9508009.
A. Mikovic, V. Radovanovic, Nucl. Phys. B 481 (1996) 719, hep-th/9606098.
A. Fabbri, J.G. Russo, Phys. Rev. D 53 (1996) 6995, hep-th/9510109.
J. Cruz, J. Navarro-Salas, Phys. Lett. B 387 (1996) 51, hep-th/9607155.
R. Jackiw, in: S.M. Christensen, Quantum Theory of Gravity, Hilger, Bristol, 1984, p. 403;
C. Teitelboim, in: S.M. Christensen, Quantum Theory of Gravity, Hilger, Bristol, 1984, p. 327.
A. Fabbri, D.J. Navarro, J. Navarro-Salas, Phys. Rev. Lett. 85 (2000) 2434, hep-th/0004027.
A. Strominger, S.P. Trivedi, Phys. Rev. D 48 (1993) 5778, hep-th/9302080.
J. Gegenberg, G. Kunstatter, D. Louis-Martinez, Phys. Rev. D 51 (1995) 1781, gr-qc/9408015.
D. Louis-Martinez, G. Kunstatter, Phys. Rev. D 49 (1994) 5227.
J. Maldacena, J. Michelson, A. Strominger, JHEP 9902 (1999) 011, hep-th/9812073.
M. Spradlin, A. Strominger, JHEP 9911 (1999) 021, hep-th/9904143.
J. Navarro-Salas, P. Navarro, Nucl. Phys. B 579 (2000) 250, hep-th/9910076.
D.J. Navarro, J. Navarro-Salas, P. Navarro, Nucl. Phys. B 580 (2000) 311, hep-th/9911091.
J. Cruz, J.M. Izquierdo, D.J. Navarro, J. Navarro-Salas, Phys. Rev. D 58 (1998) 044010, hepth/9704168.
A.T. Filippov, Mod. Phys. Lett. A 11 (1996) 1691, hep-th/9605008.
J. Cruz, A. Fabbri, J. Navarro-Salas, Phys. Rev. D 60 (1999) 107506, gr-qc/9902084.
A.M. Polyakov, Phys. Lett. B 103 (1981) 207.
W. Kummer, H. Liebl, D.V. Vassilevich, Nucl. Phys. B 493 (1997) 491, gr-qc/9612012.
J. Cruz, A. Fabbri, J. Navarro-Salas, Phys. Lett. B 449 (1999) 30, hep-th/9811246.
J. Cruz, J. Navarro-Salas, M. Navarro, Phys. Rev. D 58 (1998) 087501, gr-qc/9806106.
D.A. Lowe, M. OLoughlin, Phys. Rev. D 48 (1993) 3735, hep-th/9305125.
S. Das, A. Dasgupta, P. Ramadevi, Mod. Phys. Lett. A 12 (1997) 3067, hep-th/9608162.
W. Israel, Phys. Rev. Lett. 57 (1986) 397.
L. Susskind, L. Thorlacius, J. Uglum, Phys. Rev. D 48 (1993) 3743, hep-th/9306069.
K. Schoutens, H. Verlinde, E. Verlinde, Black hole evaporation and quantum gravity, hepth/9401081.

Dynamics of cosmic necklaces

Xavier Siemens a, , Xavier Martin b , Ken D. Olum a
a Institute of Cosmology, Department of Physics and Astronomy, Tufts University, Medford, MA 02155, USA
b Dpto. de Fsica, CINVESTAV-I.P.N. A.P. 14-74, 07000 Mexico, D.F., Mexico
Received 22 May 2000; accepted 9 November 2000
Abstract
We perform numerical simulations of cosmic necklaces (systems of monopoles connected to
two strings each) and investigate the conditions under which monopoles annihilate. When the total
monopole energy is large compared to the string energy, we find that the string motion is no longer
periodic, and thus the strings will be chopped up by self intersection. When the total monopole energy
is much smaller than the string energy, the string motion is periodic, but that of the monopoles is
not, and thus the monopoles travel along the string and annihilate with each other. 2001 Elsevier
1. Introduction
Topological defects are a natural consequence of phase transitions in the early universe
[1] and are as such predicted by a number of Grand Unified Theories. They have received
much attention in the past two decades, having been considered promising candidates
for a number of interesting cosmological phenomena including gravity waves, baryon
asymmetry, density perturbations, non-gaussianity in the cosmic microwave background
and ultra-high energy cosmic rays. For a review see [2].
Topological defects can occur when some high energy particle physics symmetry group
is broken to a smaller symmetry group. They are formed by the Kibble mechanism, in
which regions of space that are uncorrelated (at a minimum, those that are outside the
causal horizon) must independently choose vacuum states. The type of defect formed
depends on the topology of the manifold of equivalent vacuum states.
Cosmic necklaces, in particular, are hybrid topological defects that can be produced in
the sequence of phase transitions [3]
m
G H U (1) H Z2 ,
E-mail address: siemens@cosmos2.phy.tufts.edu (X. Siemens).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 2 - 6
X. Siemens et al. / Nuclear Physics B 595 (2001) 402414
403
where G is a semi-simple group. In the first phase transition, at an energy m , monopoles

of mass m m /e are produced. The second transition, occurring at energy s , traps the
magnetic flux into two strings of mass per unit length s2 connecting monopoles to
anti-monopoles. The resulting system is a network of long strings and loops with the
monopoles playing the role of beads.
Previous work by Berezinsky and Vilenkin [4] was done with the idea of explaining
the origin of the highest energy cosmic rays. The rather complicated underlying dynamics
were, for good reason, largely ignored. They found that if one started with a low enough
density of monopoles, such that one could approximate the evolution of the system
using simple string evolution, and more importantly, if one could disregard the effects
of monopoleantimonopole annihilation, the density of monopoles on the string would
naturally increase to the point where the approximation of simple string evolution would
break down. The monopole density could also be increased with a sufficiently long
damping era following the formation of the network. Furthermore, they noted that a large
enough density of monopoles would make loop motion non-periodic and therefore loop
fragmentation very efficient. Thus, in their scenario, the network consists of a long
string with monopoles in the high monopole density regime. The string intercommutes
to form loops that rapidly fragment and yield cosmic rays by the annihilation of the
monopoles. The estimated cosmic ray energies and fluxes produced by this model seem
to fit current observations. They did leave, however, the detailed analysis of the evolution
of these systems to numerical simulations and, in particular, the verification that monopoleantimonopole annihilation can initially be disregarded.
In this work we make a first attempt at understanding the dynamics of necklaces by
numerically evolving single loops.
In Section 2 we review general string motion for completeness and derive useful results
used in the rest of our paper. In Section 3 we look at monopole motion on cosmic necklaces
when the energy of the monopoles is comparable to the energy in the string. In Section 4
we examine dynamics and monopole annihilations in the limit where the monopole energy
is low compared to the string energy. We summarise and conclude in Section 5.
2. Review of string motion

When the typical length scale of a cosmic string is much larger than its thickness, s
s1 , and when there are no long-range interactions between different string segments, as is
the case for gauge strings, the string can be accurately modeled by a one dimensional
object. Such an object sweeps out a two dimensional surface referred to as the string
world-sheet. This surface can be described by a function of two parameters, a timelike
parameter t, which can be identified with the time coordinate, and a spacelike parameter
x = x (t, ).
The infinitesimal line element in Minkowski spacetime with metric = diag(1, 1,
1, 1) is
404

ds 2 = dx dx = x,a
x,b d a d b ,
where a = 0, 1 labels the internal parameters, t = 0 , = 1 and x,a = x / a . One can

then write the induced metric on the world-sheet of the string as

x,b .
ab = x,a
(1)
For an infinitely thin string we can use the NambuGoto action. It is proportional to the
invariant area swept by the string
Z
Z
(2)
Ss = dA = d 2 ,
where = det(ab ) and is the mass per unit length of the string. In geometrical terms
this is the action for a (1 + 1)-dimensional spacetime with a cosmological constant . Its
variation with respect to x gives the equation
Z
Z

(3)
Ss = a ab x,b x d 2 + a ab x,b x d 2 = 0.
The first term in this equation is an integral of a total divergence that can be turned into
boundary terms at the ends of the string. For ordinary strings these terms vanish because
of the absence of boundaries. In the case of cosmic necklaces, however, monopoles live on
the boundaries of strings and so these turn out to be the most interesting terms. The second
term gives the usual equations of motion for the NambuGoto string. If we work, as usual,
in the conformal gauge
x0 (, t) x (, t) = 0,
02
x (, t) + x (, t) = 1,
2
(4)
(5)
and choose t = x 0 , the equation of motion is

x00 (, t) = x (, t).
(6)
Primes and dots denote partial derivatives with respect to and t, respectively. This
equation can be readily solved using

1
(7)
x(, t) = a( t) + b( + t) ,
2
then

1 0
a ( t) + b0 ( + t) ,
(8)
x0 (, t) =
2

1 0
a ( t) + b0 ( + t)
(9)
x (, t) =
2
and the constraints coming from (4), (5) become
a0 2 ( t) = b0 2 ( + t) = 1.
(10)
The functions a( t) and b( + t), often referred to as right- and left-movers or halves
of the string, are constant along the lines = t and = t, respectively, on the string
world-sheet.
405
3. Monopole motion: the massive case

3.1. Equations of motion
Assuming we can treat the monopoles as point particles living on the string and there are
no unconfined magnetic charges, the motion for a monopole attached to two strings can be
described by the action
Z
S = m
Z
i+ (t )
2
X
dAi .
ds
i=1 (t )
i
The first term is the standard action for a relativistic particle of mass m, the monopole,
is the mass per unit length of the string and Ai are the areas swept by each of the
strings attached to the monopole. The integral over the string world-sheet is bounded by the
parameters i (t) and i+ (t), the monopole parametric positions on the ith string. In our
convention the string sources are at anti-monopoles and the ends at monopoles (see Fig. 1).
Here the number of strings attached is just two but our action can clearly be generalized to
any number of strings by adding new string terms in the sum over i. From (3) one can see
the variation of the string part of the action yields the usual NambuGoto term and a total
divergence. This divergence can be turned into two integrals along the world-lines of the
monopoles bounding the string by the (1 + 1)-dimensional analog of Gauss theorem [5,6]
Z
Z
Z
2
ab
ab
ab
+
+
a x,b x d = a x,b x ds +
a x,b x ds ,
where the superscripts + and refer to monopoles and anti-monopoles respectively. The
unit vector a is orthogonal to the world-line of the monopole and points into the string
world-sheet. In external coordinates it can be written

(t) = a ab x,b = m (t) (t)x t, (t) + x 0 t, (t) ,
Fig. 1. An anti-monopole attached to two monopoles. The string sources (i ) are at the
anti-monopoles and the ends (i+ ) at monopoles.
406
where m (t) = (1 x 2m (t))1/2 is the Lorentz factor of the monopoles, and the upper sign
is for anti-monopoles and the lower for monopoles. These boundary terms can be absorbed
into the monopole action to give the equations of motion for the monopoles [5,6]
X
d 2x
=
i ,
ds 2
2
(11)
i=1
where the i = 1, 2 labels the strings to which the monopole is attached. The 0-component
of this equation
mm (t) =
2
X
i (t),
(12)
i=1
where i (t) is the rate of change of the position of the monopole on the ith string, is the
equation for energy conservation. The monopoles can create string and lose kinetic energy
in the process or annihilate string and gain kinetic energy. The spatial part in turn can be
put in the form
x m (t) =
X
3 X x0i (i (t), t)
m (t)
= m3 (t)
i (t)n,
0
2
m
m
|xi (i (t), t)|
2
i=1
i=1
(13)
where i (t) is the gamma factor of the string at the position of the monopole, x0i (i (t), t) is
the tangent vector of the string at the monopole, and n is a unit vector tangent to the string
pointing inwards. A similar result was obtained in [5] for the case of strings bounded by
monopoles.
The rate of change of monopole position along the string is related to the energy balance
of the system. A more useful expression than (12) can be obtained taking the time derivative
of the constraint that the monopole must lie on the string, xm (t) = xi ( (t), t),

dxi (i (t), t)
= i (t)x0i i (t), t + x i (t), t .
dt
Using the constraints (4) and (5), (14) can be re-written as
x m (t) =
i (t) =
x m (t) x0i (i (t), t)

,
|x0i (i (t), t)|2
(14)
(15)
which expresses the rate of change of the monopole parametric position along each of the
two strings individually.
The equations of motion for the monopoles, (13) and (15), and for the string, (4), (5)
and (6), could be solved to give the motion of our system. Except for very special initial
conditions, however, the task of finding analytic solutions to this system of equations is
hopeless, so we resort to numerical simulation.
3.2. The numerical algorithm
Although we cannot solve the entire system analytically, we do have an explicit solution
for the interior of the string, (7). We can use this solution to give the string motion, taking
407
Fig. 2. The excitations on the string travel from monopole to anti-monopole and vice-versa, getting
transformed with each bounce.
as input the motion of the monopoles at the ends of the string, which we will simulate. The
effect of the string will be to take excitations from the monopole (or anti-monopole) at one
end and transport them to affect the anti-monopole (or monopole) at the other. We proceed
as follows.
We consider, for simplicity, only a monopole attached to an anti-monopole by a string,
and ignore the effects of the strings attached on the other side of either defect. Since the
monopole is constrained to live on the boundary i (t) of the string, its position in terms of
the right- and left-movers can be written
1

(16)
xm (t) = xi i (t), t = ai i (t) t + bi i (t) + t .
2
Its velocity is then given by

dxi (i (t), t)
= i (t)x0i i (t), t + x i i (t), t ,
(17)
x m (t) =
dt
which can be expressed in terms of the right- and left-movers,

1
(18)
i (t) 1 a0i i (t) t + i (t) + 1 b0i i (t) + t .
x m (t) =
2
For the anti-monopole, we can interpret this expression as giving the value of a0i , the
excitations that travel away from the defect, in terms of x m , the monopole velocity, and
b0i , the excitations traveling toward the defect. Similarly for the monopole, (18) gives b0i in
terms of x m and a0i . The outgoing excitations a0i (i (t) t) and b0i (i (t) + t) then propagate
along the string segment into the future, and eventually reach the other end (see Fig. 2).
The equations for the system, after some algebra, can be cast in the form
i (t) =
x 2m (t) + x m (t) a0i (i (t) t)

,
x m (t) a0i (i (t) t) + 1
2xm [ i (t) 1]a0i (i (t) t)

i (t) + 1
for the monopole, and
b0i =
(19)
(20)
408
i (t) =
a0i =
x 2m (t) x m (t) b0i (i (t) + t)

,
x m (t) b0i (i (t) + t) 1
2xm [ i (t) + 1]b0i (i (t) + t)

i (t) 1
(21)
(22)
for the anti-monopole. These equations, along with (13) and

1

x0i i (t), t = a0i i (t) t + b0i i (t) + t
2
can be used to solve for the motion of any system of this type.
In a typical time-step of our code at, say, an anti-monopole, we have its velocity, x m (t),
and the values of 1 (t) and 2 (t), its parametric positions on the strings. We also have
a sequence of values of b0i emitted at past times from the other end of the string (see Fig. 2).
By interpolation, we can find b0i (i (t) + t) and use it to compute i (t) and a0i using (21)
and (22). If we do this for both strings we can compute the acceleration according to (13).
We can then use the acceleration and the i (t) we just calculated to compute the velocity
and the i at the next time-step (with an appropriate finite differencing scheme). This is
what we started with and therefore all we need to continue onto the next timestep. It is, of
course, necessary to store enough of the a0i and b0i to ensure we can perform the appropriate
interpolations at every time-step. We use energy conservation, (12), as an independent
check on the accuracy of our code (for example, see Fig. 5).
The reward for our efforts is that in a numerical computation we can ignore the presence
of the strings entirely and simply store the outward going string excitations in the past of
the monopole and anti-monopole world-lines to be used when needed.
If one is interested in the string, however, its position or velocity can be readily reconstructed: Starting at one end of the string, one can find the values of s t and s + t
that correspond to a certain point s on the string, look up a0 and b0 , and integrate to get a
and b, and thus the string position (see Fig. 3).
Fig. 3. The position of the string can be readily reconstructed at any time t0 by starting one end of
the string, finding a value s on the string, interpolating for the values of a0 and b0 using s t0 and
s + t0 , respectively, and then integrating to find a and b.
409
3.3. Results
A fundamental feature of these systems, first pointed out by Berezinsky and Vilenkin
[4], is the existence of the dimensionless parameter L/Nm, the ratio of the total string
energy to the total monopole energy. Here, is the mass per unit length of the string, L
the invariant length, N the number of monopoles and m the monopole rest mass. This
parameter defines an equivalence class of loops in the sense that loops with the same
geometrical form (shape) and the same value of that parameter will evolve in an analogous
way. One can easily see this equivalence by looking at the equations of motion for the
monopole (11). This is, in fact, a straightforward generalization to our case of the usual
conformal invariance of cosmic strings. For example, if one changes the lengths of string
on a loop, L L, and the monopole masses, m m, the value of L/Nm remains
constant and the evolution will be the same in the sense that after a time t the larger loop
will look the same as the smaller one at time t, remaining, of course, times bigger.
We have evolved a considerable number of different loop configurations with values of
the dimensionless parameter L/Nm 1. As was anticipated, one of the most important
effects is the non-periodicity of the solutions which has rather notable consequences,
making the evolution of these systems very different from that of ordinary cosmic strings.
In particular, the non-periodic nature of the solutions allows the system to explore the phase
space. Since there are many more ways in which the string can be wiggly than straight it
ends up being mostly wiggly; this is a vastly different situation from that of regular cosmic
strings where the loops can get trapped in smooth low entropy configurations and never
explore the phase space because of the periodicity of their motion.
Here we only show the results for one of the loop configurations we have evolved.
However, the result is typical of all our other simulations and the difference between the
usual cosmic string evolution and cosmic necklace evolution is very well illustrated.
Figs. 4, 5 and 6 show the evolution of a necklace using as initial conditions a Kibble
Turok loop [7] with values for the loop parameters of = 0.7 and = /7, twelve
monopoles and a value for the dimensionless parameter L/Nm = 5. One can see from
Fig. 5 that the monopole and string energies go through a series of maxima and minima.
Bearing in mind that the motion is not truly periodic we shall nevertheless abuse the
language and refer to these as oscillations.
In the early stages of evolution, when the strings are still quite straight, the monopoles
can easily gain kinetic energy from the strings. However, after a few oscillations, thirty or
so, the strings become so wiggly that the monopoles can no longer gain significant amounts
of kinetic energy from them. While the details of the mechanism for wiggle formation
on the string elude us it is clear that they arise from the non-linear back-reaction of the
monopoles on the string 20, 22. After the wiggles are formed the energy of the monopoles
is mostly just their rest mass. We have observed the behaviour described here in all loops
in our simulations with values of the dimensionless parameter L/Nm 1.
Although we have not included self-intersections in our code, it seems clear that had we
included them the loop would have fragmented well before reaching the wiggly state shown
in Fig. 6. While the exact timescale is not obvious the general evolution is unambiguous.
410
Fig. 4. Plot of initial loop with 12 monopoles. It is a KibbleTurok loop [7] with parameter values of
= 0.7 and = /7. The value for the dimensionless parameter is L/Nm = 5 and the resolution
used is t = 103 .
Fig. 5. The energy in units of the monopole mass for the necklace loop shown in Fig. 4, as a function
of time. The bottom line is the monopole energy, the second line is the string energy and the top line
is the total energy. The system has been evolved for a time t = 10 000 = P , where P is the number
of timesteps in the code. During this time it executes approximately 300 oscillations where what
we mean by oscillations is number of local maxima of the monopole (or string) energy. The energy
is very well conserved: at the end of our simulation 1E/E 104 .
411
Fig. 6. Plot of the same loop as in Fig. 4 at t = 10 000, after 300 oscillations. Notice the size of the
loop is considerably smaller: a substantial amount of the original string length has formed wiggles.
Because of the non-periodicity of necklace motion, necklace loops fragment into smaller
daughter loops; some containing monopoles and others not. The ones not containing
monopoles evolve like ordinary NambuGoto string loops: they self-intersect until they
find themselves in stable trajectories and then decay by gravitational radiation. The ones
that do contain monopoles self-intersect again until only monopoleantimonopole pairs are
left on each of the loops. These pairs then radiate small loops and gravitational radiation
until they decay and the monopole and anti-monopole annihilate, along the lines discussed
in [5,8].
4. Monopole motion: the massless limit

The starting regime for the necklace network proposed by Berezinsky and Vilenkin [4]
is the limit where the string energy is much larger than the monopole energy. Unless there
is a sufficiently long damping era following network formation we expect the dynamics to
be quite different from what we have described in the previous section.
Because of the equivalence of loops with equal values of the dimensionless parameter
L/Nm the large string energy limit can be thought of as the limit where the monopole
mass m is negligible compared with the mass per unit length of the string . Unfortunately,
we can no longer use the equations derived in the previous section because they do not have
a well defined m 0 limit.
It turns out to be convenient to think of the monopoles as test particles constrained to
live on a (1 + 1)-dimensional dynamical spacetime, the string. In this case the monopoles
do not back-react on the string and therefore also do not produce small-scale structure so
we expect them to get accelerated by the curvature of the string and eventually collide and
annihilate.
The motion of the string, being unaffected by the presence of the test particles, is given
by some solution of the NambuGoto equations of motion. The monopole motion can in
turn be derived by minimising the 1 + 1 action
Z
Z q
ab d a d b ,
Sm = m ds = m
412
which is the world-line of the monopole on the string world-sheet. One can re-write this
action by explicitly evaluating ab in the conformal gauge, yielding
Z q
Z
q
2
2
0
2
(1 x s ) dt xs d = m dt 1 x 2m ,
Sm = m
where
dxs ( (t), t)
= (t)x0s + x s
dt
is the monopole velocity. It should be noted that this action could have also been derived
using the constraint xm (t) = xs ( (t), t) and taking the action to be the world-line of the
monopole in 3 + 1 Minkowski space instead of the 1 + 1 world-sheet of the string. We feel,
however, that the derivation outlined above makes the degrees of freedom of the monopole
motion more manifest. The only degrees of freedom of the monopole are its parametric
position (t) and velocity (t) along the string.
This action yields the equation for the motion of the monopole along the string which,
after some algebra, can be put in the form
x m (t) =
(t) = (t) 1
2 x0s (, t) {xs (, t) + (t)x0s (, t)}

.
|x0s (, t)|2
(23)
This equation can be readily solved by numerically integrating the velocity (t) and
position (t) along the string of monopoles and anti-monopoles for a number of different
loop trajectories.
We have again used a wide variety of initial conditions and found that, as we expected,
in all cases the monopoles annihilate with the anti-monopoles within a few oscillation
periods. The typical behaviour is well illustrated in Fig. 7 which shows the evolution of
Fig. 7. Plot of the parametric position (t) for twelve monopoles on a KibbleTurok [7] loop with a
length L = 60 and values for the parameters the same as in Fig. 4. The monopoles initial parametric
position is not quite the same as in the previous figure because we want to avoid degeneracies arising
from the symmetry of loop motion. The string is periodic in its length and the monopoles that cross
the bottom boundary end up at the top. As can be seen from the figure the monopoles move on the
string fairly randomly and all of them annihilate rather quickly, with the last pair annihilating right
before the end of the second oscillation period of the loop.
413
the parametric position of twelve monopoles on a loop identical to the one in Fig. 4. All
twelve monopoles annihilate before the end the second oscillation period. Although the
exact timescale does depend on the particular shape of the loop, in no case have we found it
to be longer than a few oscillation periods of the loop. The reason for this is that the motion
of the string is unaffected by the presence of the monopoles and is therefore periodic, while
the motion of the monopoles given by (23), is not in general periodic. Being constrained to
live on a string, it is inevitable that monopoles eventually collide and annihilate.
5. Concluding remarks
We have examined the dynamics of cosmic string loops with monopoles in two limits,
when the energy in the string is comparable to the monopole energy and when the string
energy is much larger than the monopole energy.
The behaviour in both cases seems to point to the annihilation of the monopoles in
the system. When the monopole energy is very small compared with the string energy,
the monopoles on the string collide and annihilate in a few oscillation periods. When
the monopole energy is large, self intersections chop the string into small loops which
subsequently decay by gravitational radiation. If the monopole and string scales are not
too different, this process inevitably leads to rapid monopole annihilation. On the other
hand if the monopoles are very heavy and the strings very light, loops with one monopole
and one anti-monopole may be long-lived, as in [8]. Except for this last possibility, though,
it would appear that necklace loops are rather short lived.
However, one could envision an intermediate regime in which the back reaction of the
monopoles on the string is not large enough to produce such a rapid process of decay by
self intersections but not so small as to decay directly by annihilations. Such a regime could
significantly increase the life-time of loops. Unfortunately, at present, we are not able to
faithfully simulate such a regime.
Furthermore, in the case when the monopole energy is small compared to the string
energy, the possibility exists that monopoles may miss each other upon colliding and avoid
annihilation. The likelihood of this would depend on the cross section for monopole
antimonopole annihilation and the thickness of the string. If the probability of crossing
is large then having crossed each other they would feel a force towards each other (twice
the tension on the string) and undergo a bouncing process. Such a process could in principle
extend the lifetime of the monopoles on the string until the strings have radiated enough
energy to gravitational waves that the monopole energy becomes comparable to the string
energy. At this point the system would decay by self-intersections, which could in principle
be happening now. Our results therefore indicate that if the string energy is dominant
when the system is formed and there is not sufficient damping to overturn this regime,
the scenario for cosmic ray production proposed in [4] is viable only if the cross section
for monopoleantimonopole annihilation is sufficiently small.
The purpose of this work was to study the dynamics of cosmic necklaces to use this
knowledge in the construction of cosmologically interesting models. We have found that
414
we can understand the behaviour of these systems in two different regimes. A more
definite statement regarding the viability of these systems as a source of ultra-high energy
cosmic rays and other cosmological consequences of interest depends crucially on the
cosmological evolution of the dimensionless parameter L/Nm. Work in this direction is
in progress.
Acknowledgements
We would like to thank Jose Blanco-Pillado, Christopher Borgers, Carlos Serna,
Alexander Vilenkin and Serge Winitzki for useful discussions. The work of K.D.O. was
supported in part by the National Science Foundation.
References
[1] T.W.B. Kibble, J. Phys. A 9 (1976) 1387;
T.W.B. Kibble, Phys. Rep. 67 (1980) 183.
[2] A. Vilenkin, E.P.S Shellard, Cosmic Strings and Other Topological Defects, Cambridge University Press, Cambridge, 1994.
[3] M. Hindmarsh, T.W.B. Kibble, Phys. Rev. Lett. 55 (1985) 2398.
[4] V. Berezinsky, A. Vilenkin, Phys. Rev. Lett. 79 (1997) 5202.
[5] X. Martin, A. Vilenkin, Phys. Rev. D 55 (1997) 6054.
[6] B. Carter, in: G.W. Gibbons, S.W. Hawking, T. Vachaspati (Eds.), The Formation and Evolution
of Cosmic Strings, Cambridge Univ. Press, Cambridge, 1990, p. 143.
[7] T.W.B. Kibble, N. Turok, Phys. Lett. B 116 (1982) 141.
[8] J.J. Blanco-Pillado, K.D. Olum, Phys. Rev. D 60 (1999) 083001.

Singular phases of SeibergWitten integrable

systems: weak and strong coupling
H.W. Braden a, , A. Marshakov b
a Department of Mathematics and Statistics, University of Edinburgh, Edinburgh EH9 3JZ, Scotland, UK
b Theory Department, Lebedev Physics Institute, Moscow 117924, Russia and ITEP, Moscow 117259, Russia
Abstract
We consider the singular phases of the smooth finite-gap integrable systems arising in the context
of SeibergWitten theory. These degenerate limits correspond to the weak and strong coupling
regimes of SUSY gauge theories. The spectral curves in such limits acquire simpler forms: in
most cases they become rational, and the corresponding expressions for coupling constants and
superpotentials can be computed explicitly. We verify that in accordance with the computations from
quantum field theory, the weak-coupling limit gives rise to precisely the trigonometric family of
CalogeroMoser and open Toda models, while the strong-coupling limit corresponds to the solitonic
degenerations of the finite-gap solutions. The formulae arising provide some new insights into
the corresponding phenomena in SUSY gauge theories. Some open conjectures have been proven.
1. Introduction
Recent progress in understanding non-perturbative structures in supersymmetric (SUSY)
gauge theories [1,2] has also shed new insight upon the role of integrable structures in modern theoretical physics. Surprisingly, several integrable systems that were introduced and
studied over the years as simplified models for quantum-mechanical and low-dimensional
field theoretical problems have now reappeared as an important tool for understanding
physically interesting effects in almost realistic, effective gauge theories. Part of the reason
for this (familiar from supergravity investigations) is that the scalars of say a D = 4 N = 2
SUSY vector supermultiplet are constrained to lie on a special Khler manifold. With appropriate integrality constraints the cotangent bundle of such a manifold appears as the
phase space of an algebraically completely integrable system (see, for example [3]). Yet
E-mail addresses: hwb@ed.ac.uk (H.W. Braden), mars@lpi.ru; andrei@heron.itep.ru (A. Marshakov).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 8 3 - 0
418
H.W. Braden, A. Marshakov / Nuclear Physics B 595 (2001) 417466
an a priori argument for which integrable systems should arise, and what lies at the heart
of this relationship between SeibergWitten (SW) theories [1,2] and integrable systems [4]
(see also [5,6] and the books [7,8] and references therein) still remains unanswered, and
presents more questions than answers. Nonetheless this correspondence is accepted as providing a strong technical tool for the classification and computation of instanton effects in
N = 2 SUSY gauge theories [9,10], with integrable systems yielding insights not yet understood in conventional gauge theoretic terms. Indeed one can straightforwardly present
a dictionary for the correspondence between integrable systems and SW theories, but a
majority of the arrows of the correspondence require further comment, not all of which
is satisfactory.
In what follows we shall study various singular limits of this correspondence. This
will yield both a better physical insight and simpler expressions for the corresponding
phenomena in the quantum gauge theories. The integrable systems arising in the context
of SW theory are the well-known finite-gap solutions (see, for example [11]) associated
to complex curves or Riemann surfaces of finite genus. Though comparatively simple
complex manifolds, explicit formulae and constructions for these integrable systems and
their solutions are often lacking. However, in certain singular limits, their structure
simplifies drastically: this happens when one comes to the boundaries of the moduli
space of their complex structures, or, in different terms, to the boundary values of
vacua parameters of the gauge theory. These are the limits we shall study in this paper.
The simplifications arising at these limits will enable us to derive explicit formulae and
constructions, as well as provide certain insight into the corresponding phenomena in the
quantum gauge theory.
The boundaries of the moduli spaces of SW curves are characterised by either the
vanishing or divergence of their period matrices Tij , which play the role of couplings in the
effective gauge theories. The limits Tij and Tij 0 correspond to weak and strong
coupling phases of the gauge theory, and they are related by the modular transformation
T T 1 playing the role of S-duality [1]. Below we shall study the corresponding limits.
Both limits appear rather naturally from the perspective of the integrable models. The
weak-coupling limit of the gauge theory, when instanton contributions are exponentially
suppressed and can be neglected, is almost trivial from the field theory perspective. The
corresponding limit on the integrable systems side is a simplification of the interparticle
potential: the non-periodic (or open) Toda chain is a limit of the periodic Toda molecule;
the trigonometric CalogeroMoserSutherland model is a degeneration of the elliptic
CalogeroMoser model, and so on. In these cases (and now in fact only in these cases)
can the SW integral formulae be practically derived from perturbative computations in the
N = 2 gauge theories.
The strong-coupling limit of SW theories corresponds to another limit of the integrable
models, that of smooth finite-gap solutions degenerating into solitons [12]. Physically this
is the weakly-coupled limit of a dual theory in which one expects monopole condensation,
breaking symmetry down to N = 1, and confinement [1]. As we shall see this is in precise
correspondence with the properties of the solitonic solutions of the SW integrable systems,
which correspond to particular values of the integrals of motions. The corresponding
419
vacuum expectation values (VEVs) are restricted to certain points in the moduli space,
which can be treated as extrema of an N = 1 superpotential.
The paper is organised as follows. In Section 2 we begin with a discussion of the weakcoupling regime in N = 2 SUSY gauge theories, presenting some intuitive motivation for
why this can be directly related to the integrable systems of the Toda or CalogeroMoser
families. Here we also review general properties of the corresponding finite-gap solutions.
In Section 3 we discuss in detail the perturbative limit, giving rise to the open Toda chain
family. We present explicit formulas for the generating functions for the open Toda chain
(Toda molecule) obtained along these line and discuss their relations with matrix models
and duality in integrable systems. We discuss in a similar way the perturbative limit of
elliptic CalogeroMoser models. In Section 4 we turn to the solitonic or strong-coupling
limit of the finite-gap integrable systems and derive the explicit form of solution in terms
of the BakerAkhiezer functions. This is the most physically attractive phase of the SW
theories, corresponding to the confinement in N = 1 gauge theories, and we show that the
phase of the solitons is related to the string tensions in the confining phase. We also prove
(in Appendix B) a conjecture of Edelstein and Mas related to this strong coupling regime.
We conclude with a discussion.
2. N = 2 SUSY gauge theories and integrable systems

We begin in this section by reviewing various aspects of the correspondence between
N = 2 SUSY gauge theories and integrable systems that we shall need in our later
discussion. Throughout we will limit our attention to those models arising in the context
of either D = 4 pure N = 2 SU(N) gauge theories, or those with adjoint matter. These
are listed in Fig. 1. Extensions to other gauge groups and matter multiplets are possible,
though will not be our focus here. Indeed, for concreteness we will describe the N = 2
cases of these models in some detail.
We will begin the section with some intuitive motivation as to why the weak-coupling
regime in N = 2 SUSY gauge theories can be directly related to the integrable systems
of the Toda or CalogeroMoser families. Then we review general properties of the
d =5
RuijsenaarsSchneider
d =4
Relativistic Toda
Elliptic CalogeroMoser
N = 2 SYM with adjoint matter
Periodic Toda
Pure N = 2 SYM
Perturbative Limits
CalogeroMoserSutherland
Fig. 1.
Open Toda
420
corresponding finite-gap solutions and discuss in detail their perturbative limit, giving rise
to the open Toda chain family.
Although much of what we say in this section is by way of review we will also present
several new technical details concerning the relation between the CalogeroMoser and
RuijsenaarsSchneider spectral curves. The books [7,8] contain both recent reviews and
general references for aspects of this correspondence not touched upon here.
2.1. Motivations: perturbative calculations and N = 2 examples
The connections between SW theories and integrable systems can be discussed even at
the perturbative level, where N = 2 SUSY effective actions are completely determined by
the 1-loop contributions. In the most well-known example, that of pure N = 2 gauge theory
with SU(N) gauge group, the scalar field = kij k of the N = 2 vector supermultiplet
may acquire nonzero VEVs = diag(a1 , . . . , aN ) in extremising the potential Tr[, ]2 .
This (generically) breaks the SU(N) gauge group down to the maximal compact U (1)N1 .
The masses of W -bosons and their superpartners are (classically) given by mW
ij = aij
ij
ai aj because of the interaction term ([A , ]ij )2 = (A (ai aj ))2 . By a simple

technical trick these masses can be uniformly expressed in terms of the generating
polynomial
w = PN () = det ( ) =
NN
N
Y
( ai ),
i=1
via the contour integral

I
I
I
W
pert
mij = dS = d log w = d log PN ().
Cij
(1)
Cij
(2)
Cij
For a particular figure-of-eight like contour Cij around the roots = ai and = aj
this may be computed via the residue formula. This means that the contour integrals
in the complex -plane (2) for such contours around these singular points (the roots of
the polynomial (1)) give one set of the BPS masses in the SW theory. Another set of
masses (monopoles) may be associated to dual contours starting and ending at the points
ai where dS pert has singularities. Although such integrals are divergent, the result of such
an integration says that the monopole masses are proportional to the masses mW
ij , multiplied
by the inverse square of the coupling. The divergences are absorbed by a renormalisation
of the coupling. The integrals over the contours on the marked plane we are dealing with
here are, as we shall later see, to be viewed in terms of contour integrals on a degenerate
Riemann surface.
Now in N = 2 perturbation theory the effective action (or prepotential) F and the set
2F
, are determined by the 1-loop
of effective couplings Tj k , related by iTj k = aj a
k
diagrams. This results in the logarithmic term
pert
Tj k =
1
2i
X
(masses M)jk
log
aj2k
(mass)2
1
log
=
,
2
2i
2
(3)
421
where the scale parameter QCD so introduced may be related to the bare coupling .
In the perturbative weak-coupling limit of the SW construction this is all one has. Instanton
contributions to the prepotential which are proportional to powers of 2N are suppressed,
and one keeps only the terms proportional to log or the bare coupling .
It remains to connect this discussion with integrable systems. The connection comes by
interpreting the differential dS pert with the generating differential of a Hamiltonian system.
Remarkably, this interpretation extends beyond the perturbative regime! Lets consider the
simplest SW theory [1], the SU(2) pure gauge theory, where Eq. (1) turns into
w = 2 h.
(4)
Here h = 12 Tr 2 = 12 a 2 and the masses (2) are now defined by the contour integrals of
dS = d log w =
d
d
+
.
h + h
(5)
Now, Eqs. (4) and (5) can be interpreted as an integration of a simple dynamical system,
the SL(2) open Toda chain (or Liouville model) with Hamiltonian
H=

1 2
p + e2q .
2
(6)
This has solution eq = a/ cosh(a[t t0 ]), where a =
2H . One verifies that
ap da
p2 dp
= p dq + 2
,
p2 a 2
p a2
(7)
and so upon integrating over a trajectory
p 2 dp
p 2 a 2
p dq = 2ia. But with the co-
momentum p = and Hamiltonian (energy) H = h this is essenordinate w =

tially (5). That is, integration of the canonical differential dS = 2p dq over the trajectories
of the Toda chain solutions gives rise, for various (complexified) trajectories, to the BPS
masses in the SW theory.
This is actually a general rule. The perturbative mass spectrum and effective couplings
of the N = 2 theories of the SW family appear as actions when integrating the canonical
differential of open or trigonometric families of integrable systems, the open Toda chain,
the trigonometric CalogeroMoser and the trigonometric RuijsenaarsSchneider systems.
For pure gauge theories we have the N -particle (open) Toda chain with (rational) curves
given by Eq. (1) and generating differential given by (2). The inclusion of adjoint matter is
associated to the trigonometric CalogeroMoserSutherland model where
e2q ,
w=
PN(CM) ()
(CM)
PN ( m)
dS =
dw
.
w
(8)
Five dimensional gauge theories whose D = 4 reductions have adjoint matter correspond
to the trigonometric RuijsenaarsSchneider system, where now
w=
PN(RS) ()
(RS)
PN (e2i )
dS = log
dw
.
w
(9)
422
In each of these cases PN(CM) and PN(RS) are appropriate polynomials that we shall further
describe in due course. It is easy to see that (the perturbative) spectra are given by the
general formula [13]
n + n
, n Z.
(10)
M = aij
R
R
In addition to the Higgs part aij this contains the KaluzaKlein (KK) modes n
R and the
KK modes for fields with -shifted boundary conditions. The effective couplings are
defined by almost the same formula as (3)
X
1
M2
pert
log 2 ,
(11)
Tij =
2i
(masses M)ij
i.e., by the sum of all the logarithms of spectrum (10) giving contribution for a particular
1-loop diagram for Tij .
A priori nothing so simple can be said about the spectrum and structure of the theory at
strong couplings. However the structure of the strongly-coupled phase is, as we will see
below using the correspondence with integrable systems, similar in many respects to the
weak-coupling regime, and may be described by explicitly computable expressions.
2.2. Generalities: finite-gap or Hitchin systems
Let us now consider the general setting. Our analysis so far has been built upon a
(polynomial or rational) relation R(, w) = 0, a differential dS and BPS data given by
integrating dS over various contours. We will now consider R(, w) = 0 as the equation
describing the spectral curve of an integrable system. The differential, contours and
symplectic form may be canonically described in terms of this integrable system. At heart
will be the choice of integrable system. For the SW theories under discussion these are
given by finite gap integrable systems of particles of a particular kind, the so-called Hitchin
systems [14,15]. We shall now describe some of these general features and give explicit
descriptions of the Hitchin systems of relevance to us. The remarkable feature of the SW
integrable systems correspondence is that non-perturbative aspects of the field theory are
incorporated into this construction [5,6].
Replacing the relation R(, w) = 0 of (1), (8) and (9) one now has the Lax equation of
a spectral curve,

det L(z) = 0.
(12)
Here the Lax operator L(z) is a matrix, defined on some base curve 0 on which the
spectral parameter z lies. For us this base curve is usually a torus (for elliptic models) or a
sphere with punctures (for rational or trigonometric 1 models). The two further ingredients
were the generating differential dS and the contours Cij . The generating differential can
now be defined by
dS = dz,
moduli dS = holomorphic differential.
1 In perturbative examples it is parameterized by w = ez .
(13)
423
The action variables are given by the SeibergWitten contour integrals over half of the
independent contours
I
(14)
a = dS,
A
or
I
a =
D
dS,
(15)
where A = {A1 , . . . , Ag } and B = {B1 , . . . , Bg } is a standard homology basis of H 1 ().

The holomorphic variation in (13) is crucial to the definition of the symplectic form
= dS| = da dz( ) = dp dq.
(16)
The variation here is to be computed at the divisor = {1 , . . . , g } of the poles of the

g
BakerAkhiezer function (which is determined by L(z)) which are co-ordinates
H on .
Let {di } be the the set of canonically normalised holomorphic differentials Ai dj =
ij . The variation of dS is understood as a total external derivative on Modulig n g ,
dS = ( dz) = moduli dz + d dz.
(17)
For this one must choose a connection on the bundle over moduli space [16] such that
moduliz = 0, i.e., the parameter on the base curve z is covariantly constant. In practice this
means that in the equation on two variables and z which defines the spectral curve , we
consider z as an independent variable, with the variable depending on moduli through
Eq. (12). Since on a one-dimensional curve for any differentials one has d dz = 0,
from (17) we finally get
dS
dz = ai
= ai di .
ai
ai
Finally we introduce co-ordinates z on the Jacobian by
dS = moduli dz = ai
Z
zi =
g Z
X
(18)
(0)
di + zi
(0)
di + zi ,
(19)
j =1 0
with zi(0) = zi(0) (0 ). Then

=
g
X
dS(k ) = ai
k=1
g
X
(19)
di (k ) = ai zi .
(20)
k=1
Our discussion thus far is general, predicated only upon a Lax operator and its attendant
BakerAkhiezer function. We must now describe the Lax operators for the class of models
under consideration. These will be particular examples of Hitchin systems. For these the
Lax operator in (12) L(z) is considered as a meromorphic matrix-valued function (or
better, a 1-differential) on the base curve 0 [11,14,15] satisfying
X
+ [A,
] =
J () (2) (P P ).
(21)
424
The right hand side serve as sources, and J () are matrices whose structure (given shortly
for a single puncture) is particularly simple for the su(n) theories. Thus is holomorphic
in the complex structure determined by A on the punctured curve 0 /{P }. The invariants
of A can be thought of as co-ordinates (one commuting set of variables) while the invariants
of as hamiltonians (another commuting set of variables) of an integrable system. The
most general features of these holomorphic finite-gap [11] or Hitchin [14,15] systems
are:
The spectral curve g covers some base curve 0 (typically of genus g0 = 0, 1) and
the g moduli of the cover are viewed as distinguished with the moduli of the base
curve viewed as fixed or external parameters. This set of distinguished moduli
are to be the constants of motion of our integrable system.
In the general context of finite-gap integrable systems one may view this set-up in a
different way. A generic complex curve depends on 3g 3 parameters describing the
complex structure. The integrable system is described [11,16] by two meromorphic
differentials d and dz on the curve. By adding holomorphic differentials these may
be taken as having vanishing A periods. Fixing the B periods specifies the integrable
system. Loosely, d and dz are only defined up to multiples, and fixing the B periods
of d gives g 1 constraints (taking account of the scaling freedom), while the B
periods of dz give a further g 2 constraints (now allowing dz dz + d).
Altogether we come to a system with (3g 3) (g 1) (g 2) = g parameters,
the genus of .
This construction (when g0 = 0, 1) implies certain linear relations on the period
matrix Tij :
X
Tij = = fixed.
(22)
j
This comes from the possibility to choose the homology basis of such that the A
and B cycles project to the A and B cycles on the base torus 0 . (A rational base
curve can be thought of as degenerated torus.) Then
I X
I
I
XI
X
X
ai =
dz =
i dz =
Lii dz = h1 dz = h1 , (23)
i
and
X
i
i A
i
aiD =
XI
i B
i
dz =
I X
B
I
I

X
Lii dz = h1 dz = h1 . (24)
i dz =
B
Thus, for any j ,

X a D
X
X D (24) h1 (23)
i
Tij =
=
ai =
= ,
aj
aj
aj
i
(25)
giving (22).
These properties we will be crucial in our discussion of the tau-functions (basically the
Riemann theta-functions on the corresponding spectral curves ) for these finite-gap
integrable systems.
425
Let us now give three particular examples of the Hitchin integrable models arising
in the context of SW theory: the Toda chain, the elliptic CalogeroMoser model and
the RuijsennarsSchneider model. These are integrable systems we encountered in the
perturbative discussion earlier.
2.2.1. Toda chain
The Toda chain system [17] is a system of N particles with nearest neighbour
exponential interactions:
pi
qi
= pi ,
= eqi+1 qi eqi qi1 .
(26)
t
t
P
It is an integrable system, with N Poisson-commuting Hamiltonians, h1 = pi = P, h2 =
P 1 2
( 2 pi + eqi qi1 ) = E, etc. We may have either an open chain (q0 = , qN+1 = )
or a periodic system (of period N : qi+N = qi and pi+N = pi ). The periodic problem can
be derived by reduction of the infinite-dimensional system of particles on the line by aid of
two commuting operators: the Lax operator L (for the auxiliary linear problem for (26))
X
1
1
Lnk k = e 2 (qn+1 qn ) n+1 + pn n + e 2 (qn qn1 ) n1 ,
(27)
n =
k
and a second operator, the monodromy or shift operator in the discrete variable (the particle
number)
T qn = qn+N ,
Tpn = pn+N ,
T n = n+N .
(28)
The existence of a common spectrum for these two operators

L = ,
T = w,
[L, T ] = 0,
(29)
means that there is a relation between them P(L, T ) = 0. This in fact is the equation of the
spectral curve : P(, w) = 0.
One way to get explicit form of the spectral curve equation is to rewrite the Lax
operator (27) in the basis of the T -operator eigenfunctions. 2 This then becomes a N N
matrix,
X
eq (E + E ) + w1 e0 q E0 + we 0 q E0
L = LTC (w) = p H +
simple
p1
e 2 (q2 q1 )
1
. . . we 2 (q1 qN )
1
1 (q2 q1 )
1
e2
p2
e 2 (q3 q2 ) . . .
0
(q
q
)
3
2
2
p
.
.
.
0
0
e
.
3
(30)
=
..
..
..
.
.
.
1 1
(q
q
)
e2 1 N
0
0
...
pN
w
P
Here the sum is over the simple roots, and 0 = simple is minus the highest
root. The construction depends explicitly on the eigenvalue w of the shift operator (28).
2 If we had chosen to work instead with L, which is a second-order difference operator, we would come to the
FaddeevTakhtajan 2 2 formalism of Toda chains.
426
This is the spectral parameter which is defined on the cylinder 0 = CP1 \ {0, }. The
eigenvalues of the Lax operator (30) are defined from the spectral equation

(31)
P(, w) = det LTC (w) = 0.
NN
Substituting the explicit expression (30) into (31), one obtains

1
P(, w) = PN () w = 0,
w
N
X
PN () = +
(1)k hk Nk ,
N
(32)
k=1
which for N = 2 is

1
w + = 2 (p1 + p2 ) + p1 p2 eq2 q1 + eq1 q2 .
w
(33)
The generating 1-form dS = dw

w indeed satisfies (13)
dw
moduli dS moduli dS|w=const = (moduli)
w
P k
k
X
d
hk dw
=
hk = holomorphic,
=
PN0 () w
y
where

1 2
= PN2 () 4,
y2 = w
w
PN0 ()

PN
.
hk =const
(34)
(35)
By the gauge transformation Uij = v i ij with w v N the Lax operator (30) can be brought
to another familiar form
eTC (v) = U 1 LTC (w)U
LTC (w) L

X
eq E
= p H + v 1 e0 q E0 +
simple

+v e
0 q
E0 +
simple
p1
ve 12 (q2 q1 )
=
0
..
1 1
e 2 (q1 qN )
v
1
1 1 (q2 q1 )
e2
0
. . . ve 2 (q1 qN )
v
1 1 (q3 q2 )
e2
p2
...
0
1
.
(q3 q2 )
2
p3
...
0
ve
.
..
.
.
.
0
0
...
pN
(36)
In this form [18] it clearly satisfies the -equation

(21) on a cylinder with trivial gauge
connection

X
q
eTC (v) = e 0 q E +
eTC (v) = L
e
E
v L
(P0 )
0
v
simple

X
e0 q E0 +
eq E (P ).
427
(37)
simple
The Toda chain coupling (equal to the mass scale QCD in the SW theory) can be
restored by rescaling /, w w/N and the hamiltonians hk hk /k . Then
equation (32) acquires the form of
X
2N
= PN () = N +
(1)k hk Nk ,
w
N
w+
(38)
k=1
proposed in the context of SW theory [2].

2.2.2. Elliptic CalogeroMoser model
The N N matrix Lax operator (36) (and, therefore, (30)) can be thought of as a
degenerate case of the Lax operator for the N -particle CalogeroMoser system [19]
X
F (q |z)E
LCM (z) = p H +
. . . F (q1 qN |z)
. . . F (q2 qN |z)
=
.
..
.
.
.
.
pN
F (qN q1 |z) F (qN q2 |z) . . .
F (q1 q2 |z)
p1
p2
F (q2 q1 |z)
..
.
(39)
The sum here is now over all of the roots and the base curve 0 is a torus instead of a
cylinder. The matrix elements
(q + z)
,
(40)
F (q|z) = im
(q) (z)
are defined in terms of the Weierstrass sigma-functions (z). Equivalently, (z) =
z2
(z)
, where (z) [ 11 ](z) 1 (z) is the (only) odd Jacobi theta-function. The
2e 2 0 (0)
modulus of the elliptic curve 0 is and we have the marked point z = 0 at which
x = (z) = , y = 12 0 (z) = . The canonical holomorphic 1-differential on 0 is
dz = dx/2y. The Lax operator (39) corresponds to a completely integrable system with
Hamiltonians
X
X
X

pi ,
h2 =
h3 =
(pi pj pk + ),
pi pj m2 (qi qj ) ,
h1 =
i
i<j
i<j <k
etc.
From (12), (39) it follows that the spectral curve CM for the N -particle Calogero
Moser system

(41)
det LCM (z) = 0,
NN
covers N times the base elliptic curve. These spectral curves are very special: in general
the genus of a curve defined by an N N matrix grows as N 2 while the curve (41) has
genus g = N . For N = 2 we have

(42)
0 = 2 (p1 + p2 ) + p1 p2 m2 (q2 q1 ) (z) .
428
The BPS masses a and aD are now related to the periods of generating 1-differential
dx
(43)
dS CM = 2 dz =
y
along the non-contractible contours on CM .
In order to recover the Toda-chain system, one has to take the double-scaling limit [20],
when m and i both go to infinity and
1
(44)
qi qj (i j ) log m + (qi qj ),
2
so that the dimensionless coupling gets substituted by a dimensionful parameter N
mN ei . The idea is to separate the pairwise interacting particles far away from each other
and to adjust the coupling constant simultaneously in such a way, that only the interaction
of nearest particles survives (and turns in an exponential). This limit is described in more
detail in Appendix A. In this limit, the elliptic curve degenerates into a cylinder with
coordinate w = ez ei so that dz dw/w and
dw
.
(45)
dS CM dS TC =
w
The Lax operator of the Calogero system turns into that of the N -periodic Toda chain (30):
dw
(46)
LCM (z) dz LTC (w)
w
and the spectral curve acquires the form (31).
One further remark is in order concerning the dependence of the elliptic CalogeroMoser
model on the coupling constant, or equivalently the mass of the adjoint hypermultiplet m.
The exact equivalence between the CalogeroMoser and KP theories is usually considered
only when m2 = 2 (or at least m2 = n(n + 1) for integer n). This restriction is however
only essential when we consider the Lax equation for the first KP time, the x-variable,

X
2
(47)
(x qi ) = E.
2 + m2
x
P ci
2
This has solution with simple poles
xqi + only when m = 2 (the condition of
cancellation of the highest pole). However, for the CalogeroMoser equations themselves
2
P
( ddtq2i = m2 i<j 0 (qij ) and the higher hamiltonian equations) there is no such
restriction on the coupling constant. One can always set m2 = 2 by a simple rescaling
of the time-variables t mt. The point is that in achieving the canonical forms of the KP
and K dV equations all of the possible scalings have already been employed: consequently
the coupling constant is restricted.
2.2.3. CalogeroMoser spectral curve from the elliptic Ruijsenaars
The easiest and most general way to look at SeibergWitten theories with adjoint matter
is to consider the elliptic RuijsenaarsSchneider model [13]. The Lax operator of the
elliptic Ruijsenaars model has the form [21]
Y
p
Pi (qij + z + ) ()
, e P i = e pi
() () (qik ).
(48)
LR
ij = e
(qij + ) (z + )
k6=i
In the trigonometric limit this turns into

LTR
ij
sinh(qij + z + ) sinh()
,
=e
sinh(qij + ) sinh(z + )
Pi
Pi
=e
pi
Y
k6=i
s
1
sinh2
sinh2 (qik )
429
(49)
Introducing i = e2qi , = e2z and q = e2 one finds that

q i j q 1
ePi i
1
= (q 1)
,
+O
qi j q 1
qi j
Y qi j i qj
pi
=e
.
i j
Pi
LTR
ij = e
e Pi
(50)
k6=i
Often only the leading term in (50) is taken as an expression for the Lax operator of the
trigonometric Ruijsenaars system.
Using (48) the spectral curve equation for the elliptic Ruijsenaars can be written as 3

N
XY
X
(qij + z + ) ()
det LR (z) =
Nk ()k
ePi det
, (51)
NN
kk (qij + ) (z + ) i,j I
|I |=k iI
k=0
where, using Wicks theorem for the correlation functions of free fermions [13,21,22], for
the determinants one gets
(qij + z + ) ()
kk (qij + ) (z + )
(qij + z + ) ()
(qi qj + z) (z) ()
=
det
= det
kk (qij + ) (z + ) q j =qj kk (qi q j ) (z) (z + )

Y

(z) () k Y
(z) () k
det (qi )(qj ) z =

(qi )
(qj )
=
kk
(z + )
(z + )
z
iI
j I
Q
P
P

k Q
(z) ()
qi qi + z)
i<j (qi qj ) i<j (q i qj ) (
Q
=
(z + )
(z)
i,j (qi q j )
k Q

2
(z + k)
(z)
i<j (qij )
Q
.
(52)
=
(z + )
(z)
i6=j (qij + )
det
, one finally gets for (51)

Using (52) and introducing (z+)
(z)
#

N " X
N
(z)
(z
+
k)
= 0,
Nk hk
det LR (z) =
NN
(z + )
(z)
k=0
where the hamiltonians hk are

() hk
k
XY
|I |=k iI
Pi
i<j I (qij )
i6=j I (qij
+ )
3 This is a particular case of generic determinant formulas (147), considered in more detail below.
(53)
430
XY
e Pi
|I |=k iI
XY
Y
i<j I
e Pi
|I |=k iI
i<j I
(qij )2
(qij + ) (qij + )
1
1
,
()2 () (qij )
(54)
where we used
(q + ) (q ) (q + ) (q )
=
= () (q).
(q)2 ()2
(q)2 ()2
For N = 2 we obtain

() (z + )
det LR (z) = 2 eP1 + eP2 + eP1 +P2
22
() (q12)
p
2
p1
p2
() (q12 )
= () e + e

p1 +p2 2
() () (z + ) .
+e
(55)
The spectral curve of the elliptic CalogeroMoser model (39) arises in the 0 limit
of (53). Indeed, in the limit = mR, pi Rpi and R 0, one recovers from (48)
Y
p

Pi
Rpi
(mR) (mR) (qik ) = 1 + Rpi + O R 2 ,
LR
ii = e = e
Rpi
LR
ij = e
Y
k6=i
= Rm
Thus
LR
ij
k6=i
p
(qij + z + mR) (mR)
(mR) (mR) (qik )
(qij + mR) (z + mR)

(qij + z)
+ O R2 ,
(qij ) (z)
i 6= j.

(qij + z)
= ij + R pi ij + m(1 ij )
+ O R2
(qij ) (z)

2
= ij + RLCM
ij + O R ,
(56)
(57)
and one obtains

det LR (z) = det 1 RLCM (z) + O R 2
NN
NN

1
N
CM
L (z) + O R N+1 .
= R det
NN
R
(58)
CM then in the limit R 0 we

Provided the Ruijsenaars parameter scales as 1
R
obtain exactly the spectral equation (41).
Lets consider these for the N = 2 example. In this case one has from (55)

det LR (z) = ( 1)2 mR( 1)(p1 + p2 )
22

1
1
+ (mR)2 (q12 ) p12 + p22 + (p1 + p2 )2 (z)
2
2

3
(59)
+O R .
431
After the substitutions 1 R0 , one finally gets from (59)

det R0 + 1 LR (z) = R 2 02 0 (p1 + p2 ) + p1 p2 + m2 (q12) m2 (z)
R0
22

+ O R3 ,
(60)
which is the N = 2 elliptic CalogeroMoser curve up to R N+1 = R 3 terms. On the other
hand the N = 2 spectral curve (59) can be rewritten in the form (53)
2

(z)
(z + ) R (z + 2) p1 +p2
R
2
h1 +
e
, (61)

det L (z) =
22
(z + )
(z)
(z)
where
p

(z + )
p1
p2
,
hR
(62)
() () (q12).
=
1 = e +e
(z)
With pi pi then in the limit = mR 0 this may be expressed as
(z + ) R (z + 2) p1 +p2
h1 +
e
2
(z)
(z)

0 (z)
2
CM
= ( 1) ( 1) h1 + 2
(z)
00

0 (z) CM
(z)
1
CM 2
CM
h
(
1)
h
+
(2
)
+
+ 2 h
2
1
(z)
(z) 1
2

+ O 3 .
(63)
CM
CM
2 1 CM 2
Here we have used that hR
1 = 2 +h1 + ( 2 (h1 ) h2 ). Finally after the substitution
0
1 , one arrives at
(z + ) R (z + 2) p1 +p2
h +
e
(z) 1
(z)

0

00 (z)
2
02
0 CM
CM
CM
0 (z)
+
= h1 + h2 + h1 2
+ O 3
(z)
(z)

2 z 0
CM
02 0 hCM
+ O 3 .
=
1 + h2
(z)
One can also rewrite (64) as
2
CM
CM
0
02 0 hCM
1 + h2 + h1 2
0 (z)
(64)
00 (z)
(z)
(z)
2

0
0
(z)
(z) CM 0 (z)2 00 (z)
h
hCM
0
+
= 0
2
(z)
(z) 1
(z)
(z)2
CM
= 2 hCM
1 + h2 (z),
(65)
which is a common representation for the N = 2 Calogero curve (see, for example
0 (z)
, x = (z) and hCM
formula (108) below, with = 0 (z)
2 = h).
Returning to the general setting, instead of (64) one gets
N
N
X
X Nk

(z + k)
N z 0
N+1
Nk hk

0
hCM
,
(66)
k +O
(z)
(z)
k=0
k=0
432
which is the DHokerPhong form of the Calogero curve [24] (see also [25]) 4
N
X Nk
z
z
0
0
0
CM
PN (0 ) = 0.
hk =
(z)
(z)
(68)
k=0
The CalogeroMoserKP quasimomentum (that is the meromorphic differential with

single first order pole and vanishing A periods) is

0 (z)
0
,
(69)
dp = d = d
(z)
and the SeibergWitten periods are
I
I
D
ai = log dz,
ai = log dz,
Ai
(70)
Bi
in the Ruijsenaars model. The period matrix is, as always

Tij =
aiD
,
aj
i, j = 1, . . . , N.
(71)
2.3. Theta functions for the CalogeroMoser family

We will next consider several simplifications that arise when the spectral curve (12)
covers a 1-dimensional complex torus, or its degenerations, a cylinder or sphere with two
punctures. This setting contains the elliptic CalogeroMoser and RuijsenaarsSchneider
models, corresponding to SW theories with adjoint matter, with the degenerations
including the periodic Toda chain corresponding to pure gluodynamics. In the case of a
curve covering a torus the theta functions defined on the Jacobian of the curve simplify,
and these are the expressions we shall need.
The basic Riemann theta-function function with characteristics is defined by

X 2i PN (n + i )(z + i0 )+i PN (n + i )T (n + j )

i
ij j
i=1 i
i,j=1 i
2
2
2
2 ,
e
(72)
0 (z | T ) =

N
nZ
0
and we set 0 (z | T ) = (z | T ). By taking T to be the period matrix of a curve of genus

g = N we associate a theta function to the Jacobian of the curve. The period matrices of
our models satisfy the constraint (22)
N
X
Tij = =
N
X
Tij ,
(73)
j =1
i=1
4 In (64) we have chosen -functions for convenience instead of -functions, this differs slightly from the
general formula (68). However, one may easily check that this difference is inessential and the result is still
2
z
0
(z)
CM
3
2 2
CM
CM
3
02 0 hCM
1 + h2 + 2 + O = h1 + h2 (z) + O . (67)
433
and this allows simplifications. We will show that

(z | T ) =
N1
X

b ,
k/N (z | N )k z | T
(74)
k=0
2k
where k/N (z | N ) N0 (z | N ) is a genus g = 1 or Jacobi theta-function with
b will be defined shortly.
characteristic, k is a genus N 1 theta function and z, z and T
Let eN = (1, . . . , 1) be the N vector with all 1s, and from this construct the projection
matrix P = N1 eTN eN . Because of (73) one may write
T = P + Te,
Thus Tij =
z=
e = (1 P )T (1 P ).
T
eij and
+T
z
eN + z ,
N
PN
i
e j
=0=
i=1 Tij
PN
(75)
e We may similarly decompose z,
j =1 Tij .
z = (1 P )z.
(76)
P
PN
Thus zi = Nz + z i and N
i=1 zi = z or
i=1 z i = 0. In order to express (z | T ) in the
form (74) introduce the matrices
N 1 1 . . . 1 1
1 0 . . . 0 1
1 N 1 . . . 1 1
0 1 . . . 0 1
1
..
.. . .
.. ,
.
1
..
.
(77)
=
M = .
,
M
.
.
.
.
N .
0 0
1
1 . . . N 1 1
1 1
1
1 . . . 1 1
1 1 ... 1 1
and the change of basis

z = Mz,
z
(78)
where z is now an N 1 vector. Then

N1
X
k
k
zk
zk
T
1
= n eN1 .z + ,
z j +
nj
n.z = n M Mz =
N
N
N
N
(79)
j =1
with k =
PN
j =1 nj .
Also
eM T M T 1 n. (80)
nT T n = nT M 1 M P + Te M T M T 1 n = k 2 + nT M 1 M T
N
Now
eM T = M(1 P )T (1 P )M T =
MT
Tb
0
0
.. ,
.
0 0 ... 0
where (for i, j 6 N 1)
434
Tbij = Tij TiN TNj + TNN = Teij TeiN TeNj + TeNN

= Teij +
N1
X
X
N1
ekl .
T
Teik + Tekj +
k=1
Thus
k,l=1

T

k
k
2
b
n T n = k + n eN1 T n eN1 .
N
N
N
T
In terms of these quantities we see

X
T
e2in.z+in T n
(z | T ) =
nZN
zk
e2i N +i N k
nZN ;
PN
i=1 ni =k
k2
2 +2i
e2i N z+i N
PN1
j=1
(nj Nk )zj +i
PN1
k
l,m=1 (nl N
N eN1 )z+i(n
N eN1 )
e2i(n
k
nZ
N1
kZ
)Tblm (nm Nk )
TT
b(n
Nk eN1 )
.
(81)
By writing k = Nm + l with m Z and l ZN = Z modN (i.e., i = 0, 1, . . . , N 1), one

has
X X
l
l 2
e2i(m+ N )z+iN (m+ N )
(z | T ) =
lZN mZ
N eN1 )z+i(n
N eN1 )
e2i(n
l
TT
b(n
Nl eN1 )
nZ
N1
That is
(z | T ) =
X
lZN

l (z | N )l z | Tb ,
(82)
where l is the genus g = 1 theta-function introduced earlier while

N

l z | Tb =
N eN1 )z+i(n
N eN1 )
e2i(n
TT
b(n
Nl eN1 )
nZ
N1
2l

e
N N1 z | Tb ,
0
(83)
is defined on a (N 1)-dimensional complex torus. (For N 1 > 4 this torus corresponding

to Tb, is not necessarily a Jacobian.) Our expression (74) is equivalent to that obtained
in [23,26] upon observing
P
PN
X

2i N
n Te n
j=1 nj z j +i
j,j 0 =1 j jj 0 j 0
e
k z | Te =
nZN ;
PN
j=1 nj =k
2i
PN1
j=1
mj z j +i
PN1
j,j 0 =1
mj Tbjj 0 mj 0

b .
k z | T
435
(84)
m(Z Nk )N1
We have therefore established (74) for those models with period matrices satisfying (22).
The coefficients k will appear in our later discussions.
B
Sp(2g, R),
For future reference we note that under the transformation = CA D
t
t
t
t
t
t
where A D C B = 1g , A C = C A and B D = D B, we have the arguments of the
theta function transforming as
T T = (AT + B)(CT + D)1 ,

t
z z = (CT + D)1 z.
(85)
Further, the characteristics transform as

1
diag CD t ,
2

1
0
0
0
= B + A + diag AB t .
2
M 0
For = 0 M 1 T we see
0

T
b
0
z ,
,
z
=
T = MT M T =
..
z
.
= D C 0 +
(86)
0 0 . . . N
and our previous discussion has simply used this transformation to put the theta function
into a canonical form. Further the particular case

T 1
(87)
(z | T ) = (det T )1/2 eiz T z T 1 z| T 1 ,
(for some 8 = 1) leads to

k
k
N1
X

e
N (z|N ) N N1 z | Tb
(z | T ) =
0
0
k=0
1/2
z2
b1
(N )1/2 ei z T z i N
= det Tb

N1
X z

k 1
b1 z k eN1 Tb1 .
+
T

N
N N
N
(88)
k=0
2.4. Elliptic solutions

We conclude this section by examining some explicit solutions to the integrable systems
described earlier. The simplest non degenerate periodic solutions arise in integrable
systems with only two interacting particles. Because the center of mass decouples in
the CalogeroMoser families we have been considering there is effectively one degree
436
of freedom in this case. We will consider the periodic (sine-Gordon) Toda chain and
CalogeroMoser models.
For the example of the periodic Toda chain with two particles an explicit solution is a
simple consequence of the addition formula for the (Weierstrass) elliptic functions
( + ) + ( ) 2 () =

2
log () ( ) .
2
(89)
Indeed, consider
eq = A
( + )
e
,
() ()
(90)
where = U t, is any of the (half-) periods ( ( + 2) = () and = ()) and the

constants A and U have yet to be determined. Then

2 ( + ) 2
( + ) ( )
e
= A2 () () ,
= A2
2
2
2
2
() ()
() ()

1
1
= 2 2 ( + ) () .
= A2
(91)
() () A H
e2q = A2
e2q
Here H 2 = (e e+ )(e e ), with e = () and e = ( ), where are the remaining

half-periods: + + + = 0 modulo the lattice. If one puts A4 H 2 = 1 then

1
1
( + ) () =
( + ) + ( ) 2 ()
H
2H

1 2
1 2
( + ) ( )
=
log () () =
log
2
2H
2H 2
2 () 2 ()
1 2q
1 d 2q
1 2
2q
log
e
=
.
(92)
=
2H 2
H 2
H U 2 dt 2
e2q e2q =
After introducing via
U= ,
i H
(93)
formula (92) acquires the canonical form

d 2q
= 2 e2q e2q ,
dt 2
(94)
with 2 playing the role of a coupling constant. We may rescale 1, in which case
these are the equations of motion for
h = p2 + e2q + e2q p2 + 2 cosh 2q,
(95)
which is the periodic Toda Hamiltonian (33) in the centre of mass frame. (Here q = q1 =
q2 .) The Lax operator for this example is
1 q
q
p
e + e
,
(96)
L(w) =
w
q
q
e + we
p
437
and the corresponding spectral curve in this case

1
(97)
w + = 2 h.
w
The scale parameter may be restored in the above by setting p p/, / and
w w/2 . Finally the perturbative limit leading to (6) is obtained by setting p p/,
/, w w/2 and also q q log and taking the 0 limit. Another
convenient representation for the spectral curve (97) is the elliptic parameterization
w3 + hw2 + w = 2 w2 ,
(98)
where
(z + ) (z )
2 (z) 2 ()

(z ) ()z 2
(z + ) ()z 2
e
e
=
,
=
(z) ()
(z) ()
w = x e = (z) e = (z) () =
(99)
and
=
1 0 (z)
.
2 (z) e
(100)
In this form h = e, e+ e = 1 and g2 = 4(h2 1), g3 = 4h. Also dz = 2 dw

w . Observe that
as w 0, (equivalently z , 0 or x e, ). Let us denote P+ to be the
point , w and P to be the point , w 0. Further let P (1) be the
point = p, w = e2q and P (0) the point = p, w = e2q .
The solution we have just obtained may be derived from the BakerAkhiezer function
for this problem. The auxiliary linear problem L = has solution

1
0
(101)
= weq + eq ,
=
1
+p
bL =
b has solution
while the conjugate equation

q
q

we + e
b = 0 , 1 =
,1 .
(102)
p
Consider the expression
1 weq + eq
.
=
0
+p
From our earlier remarks this vanishes at P and because w 2 as it has a pole
at P+ . Also there is a further zero at P (1) and a pole at P (0), and so we have the divisor
of k
(k ) = P (k) P (0) kP+ + kP .
(103)
Now a generic BakerAkhiezer function should have the same number of poles and zeros.
Introducing
k = wk/2 k ,
(104)
438
gives
1
1
= w1/2 ,
0
0
(105)

i = P (i) P (0).
(106)
and
In particular we may express the the BakerAkhiezer function in terms of the elliptic
parameterisation (99) as
(z z(P (i)))
.
i = const
(z z(P (0)))
(107)
We conclude this section with the simplest example of the elliptic CalogeroMoser
model, that corresponding to two particles. In the centre of mass frame hCM
1 = p1 + p2 = 0
Eq. (42) turns into
2 + h x = 0,
(108)
2
where h = hCM
2 = p1 p2 + (q12 ), x = (z) and we have removed the m dependence
in (42) using the scaling properties (see Appendix A) of the function. This equation says
that to any value of x one associates two points of CM
= h x,
(109)
i.e., it describes CM as a double covering of an elliptic curve ramified at the points x = h

and x = . In fact, x = h corresponds to a pair of points distinguished by the sign of y,
but x = is one of the branch points, and so the two cuts between x = h and x = on
each sheet become effectively a single cut between (h, +) and (h, ). The spectral curve
CM
has genus
CM may, therefore, be considered as two tori glued along one cut, and so N=2
2. This is a hyperelliptic curve (for N = 2 only!). The two holomorphic 1-differentials on
CM (g = N = 2) can be chosen to be
dv+ = dz =
dx d
=
,
2y
y
dv =
dx
d
dz
=
=
,
2y
y
(110)
so that
dS = 2 dz =
dx dx
=
h x,
y
y
(111)
and
dS dx
= dv .
=
h
2y
(112)
The fact that only one of the two holomorphic 1-differentials (110) appears on the right
hand side of (112) is related to their different parities with respect to the Z2 Z2 symmetry
of CM : y y, and dv dv . Since dS has a positive parity, its
integrals along two of the four elementary non-contractable cycles on CM automatically
vanish, leaving only two non-vanishing quantities a and a D , as necessary for the SW
439
interpretation. Moreover, the two remaining nonzero periods can be defined in terms of
a reduced curve of genus g = 1
Y 2 = (y)2 = 4 (h x)
3
Y
(x ea ),
(113)
a=1
(h x) dx
Y .
This curve arises when directly integrating the equations

equipped with dS =
of motion since after decoupling the free motion of the center of mass we again have
a dynamical system with only one degree of freedom. From the conserved energy h =
p2 + (q) we obtain
Z
Z
dx
dq
,
(114)
=
t= p
4(x e1 )(x e2 )(x e3 )(h x)
h (q)
which is exactly the Abel map of the reduced curve (113).
3. The weak coupling limit

In this section we are going to study the weak coupling limit in some detail. First we
consider the 0 limit of the periodic Toda chain, demonstrating that this leads exactly
to the open Toda chain or Toda molecule. Here we explicitly derive formulae for the thetafunctions (tau-functions) in this limit and show that they appear to be a finite-dimensional
analogue of those appearing in matrix models. We discuss their relation with duality in
integrable systems and the commutativity of theta-functions [26]. We then turn briefly to
the corresponding properties of the weak coupling limit of CalogeroMoser models.
3.1. From the periodic Toda chain to the Toda molecule
The perturbative limit corresponds to +i and 0. The effect of this will be
to simplify the theta function solutions describing the general finite gap situation.
First, in the limit +i, the Jacobi theta-functions in (74) turn into exponentials
and one finds that
X
k
e2i N z k .
(115)
(z | T ) =
kZN
We may already deduce an interesting consequence: the ratios of the coefficients k

k (z | Tb ) k (z | Te) Poisson commute,

i i 0
,
(116)
= 0, i, j, i 0 , j 0 .
j j 0
The Poisson bracket here is that corresponding to the symplectic form
Toda =
N1
X
i=1
d z i dai =
N1
X
i=1
d qi d p i ,
(117)
440
where qi and pi are co-ordinates and momenta of the Toda chain and we are working in
the centre of mass frame qi = qi qCM . The Poisson commutativity of the ratios (116)
follows from the solution of the periodic Toda chain [27,28]
eqi =
i
Y
i
=
eqk .
j
i
,
i1
(118)
k=j +1
(Here 0 = N and the k can be thought of as the Toda chain tau-functions depending on
P
the discrete time k, the number of the particle. Observe i qi = 0 here.) Now because the
coordinates qi obviously Poisson commute, {qi , qj } = 0, we deduce (116). This expression
gives a precise formulation of the old expectation that the Toda chain tau-functions Poisson
commute with each other. We will return to this point shortly when we discuss duality.
Henceforth we shall drop the tilde from the coordinates and momenta for simplicity.
The second set of simplifications arise because the spectral curve (38) degenerates into
a rational curve (1)
w = PN () =
N
Y
( ai ),
(119)
i=1
P
( ai = 0) in the perturbative limit 0. Then upon making the natural choice (for the
cylinder) z = log w
I
dw
,
(120)
ai =
w
Ai
and we have the basis of (normalised) holomorphic differentials

2i di =
d
.
ai
(121)
eij =
The perturbative period matrix T
pert
i Teij i Teij = ij
X
l6=i
aiD
aj
log
(where aiD =
H
Bi
dw
w ) is given by
|aij |
|ail |
(1 ij ) log
.
(122)
We shall substitute this into (115) and take the 0 limit, but first we should be
more careful with the various appearances of . We have already mentioned the scalings
hk hk /k , w w/N along with /. Comparison of (115) and the relation
between w ez+i and z shows the first two of these scalings to be achieved by 2iz
2iz N log . Now the double scaling limit (where = m ei/N ) is achieved by
shifting 2iz 2iz N 2 log . (We shall justify this a little later.) Upon noting the
2
dependence of the genus one theta function we see k k k and overall we must
construct
Sk lim k 2 Nk k
"
=
P
exp 2i
PN
N
X
i=1 ni =k;
2 =k(Nk)
+ i
=
PN
nj z j
j =1
i<j (ni nj )
"
441
exp 2i
i=1 ni =k;
P
2
i<j (ni nj ) =k(Nk)
N
X
ni nj

X
log |ail |
(1 ij ) log |aij | ij
i,j =1
N
X
j =1
nj z j i
l6=i
N
X
(ni nj )2 log |aij | .
(123)
i<j =1
The quadratic constraint here appears when the dependence of Teij is taken into account.
P
P
Now the conditions ni = k and i<j (ni nj )2 = k(N k) can only be satisfied for
Sk as
each ni {0, 1}, with k of these nonzero. Thus we may write
XY
Y 1
Sk =
,
(124)
e2i z i
|aij |
|I |=k iI
j I
for some set of indices I = {i1 , . . . , ik }, and I is the set of indices complementary to I
(ni = 1 if i I and ni = 0 otherwise). These are expressions for the tau-functions of the
open Toda chain or the Toda molecule.
Let us consider the N = 2 version of these formulae. For this case of one degree of
freedom we have the hamiltonian (6) H = p2 + e2q . Taking for this example the period
matrix
a
|a1 a2 |
|a1 a2 |
a
log
log
log
log

i e
Tij =
a , (125)
a
|a1 a2 |
|a1 a2 |
log
log
log
log
S0 = 1 and
formula (123) gives in this case
X
2
S1 =
e(ij )zi(ij ) log a ,
(126)
i+j =1;
(ij )2 =1
where we have substituted 2i z 1 z, 2i z 2 z. Thus

X

1 z
2
S1 =
e + ez .
e(ij ) log a+(ij )z =
(127)
i+j =1;
(ij )2 =1
S2 /
S1 )2 = 1/
S2 and so we again arrive at the explicit solution to
Now e2q = eq2 q1 = (
1
the equation of motion 5 for the hamiltonian h = p2 + e2q
h
q
.
(128)
e =
cosh z
5 It is interesting to point out that the equation of motion for the co-ordinate Q = a = h in the dual system
P
3
H = cosh
Q coincides with the equation of motion for the rational Calogero model, Q = 1/Q . Similar dualities
are known for the Calogero models and their relativistic counterparts.
442
In the N = 3 case Eq. (124) gives

1
1
1
+ e2i z 2
+ e2i z 3
,
|a12 a13 |
|a12 a23 |
|a13 a23|
S function
and one further nontrivial
S1 = e2i z 1
(129)
1
1
1
+ e2i(z1 +z3 )
+ e2i(z2 +z3 )
|a13a23 |
|a12 a23|
|a12a13 |
1
1
1
+ e2i z 2
+ e2i z 3
.
(130)
= e2i z 1
|a12 a13 |
|a12a23 |
|a13a23 |
There is a convenient determinantal form for formula (124). In general one has that

Sk = det Kn+m
,
(131)
n,m=1,...,k
S2 = e2i(z1 +z2 )
kk
S1 , i.e.,
where the moment matrix Knm = Kn+m is defined as an average with respect to
Kn = ha n i1 =
N
X
eZi e2i z i
eZi ain2 ,
Y 1
,
|aij |
S1 =
j 6=i
i=1
N
X
e Zi .
(132)
i=1
The proof is similar to that in matrix models [29]. Indeed,

XY
Y 1
Sk =
e2i z i
|aij |
|I |=k iI
j I
XY
2i z i
|I |=k iI
XY
e Zi
|I |=k iI
XY
Y 1 Y 1 Y
|aij |
|aij |
|aij |
j
I
\{i}
j
I
\{i}
j I
!
Y
|aij |
j I \{i}
Zi
|I |=k iI
XY
|aij | =
i6=j I
e Zi
|I |=k iI
aij2 ,
(133)
i<j ; i,j I
looks like a discrete analogue of the tau-function of the forced Toda chain hierarchy
which plays a central role in matrix models [29]. Now 6 for any coefficients Ci
XY
Y
Ci
aij2
|I |=k iI
i<j ; i,j I
Ci1 Cik
I : i1 <<ik
ain aim
2
in <im

Ci1 Cik det ain1 iI ; n=1,...,k det aim1 iI ; m=1,...,k
i1 <<ik
kk
kk
6 This is a particular case of the CauchyBinet formula for the k N (k 6 N ) rectangular matrices A and
ni
Bim (i = 1, . . . , N , n, m = 1, . . . , k)
det
kk
N
X
i=1
!

Ani Bim

=
n,m=1,...,k
X
i1 <<ik
det Ani iI ; n=1,...,k det Bim iI ; n=1,...,k .
kk
kk
(134)
= det
N
X
kk
Ci ain+m2
i=1
443
(135)
n,m=1,...,k
Substituting Ci = eZi , one arrives at Eqs. (131), (132)

X
Y
2
Sk =
eZi1 +Zik
ain aim
I : i1 <<ik
= det
N
X
kk
i=1
in <im
!

Zi n+m2
e ai

= det Kn+m .
n,m=1,...,k
(136)
kk
These formulae in fact coincide with the solution of the N -particle open Toda chain
problem in terms of the action-angle variables discussed in [17].
Let us relate these formulae to the BakerAkhiezer function. First, we have defined the
angle variables as co-ordinates of the Jacobian of genus g = N curve N by (19). For the
holomorphic differentials (121) we have
N Z
X
Pk
2izi =
k=1P
d
ai
N Z
X
Pk
ain
n=0
k=1P
d
n+1
k (P0 )=
N log +
ain Tn .
(137)
n=1
Here k (Pk ) and

1 X n
k ,
n
N
Tn =
(138)
k=1
is the so called Miwa parameterization of the canonical Toda times. The logarithmically
N
log .
divergent first term here is absorbed into the renormalisation zi zi 2i
2
N
log and the double scaling limit we have already
Summing over i yields z z 2i
mentioned. The remaining finite part of the right hand side here describes the Toda chain
dynamics with respect to the various higher times tn , n > 1
X
ain tn + zi(0) .
(139)
2izi = ai t +
n>1
The ordinary time t1 = t here corresponds to the evolution with respect to the Hamiltonian
quadratic in the momenta (or quadratic in canonical action variables)
2izi = ai t + zi(0).
(140)
The BakerAkhiezer functions on the degenerate spectral curve (119) may now be defined
by the following analytic requirements: It is the set of functions k = k (), k = 0, . . . ,
N 1, which have exactly k zeroes on the rational curve (119) and a single pole of order
k at = . For k > N they can be defined by k+N = wk . This means each k (),
k = 0, . . . , N 1, may be represented by a polynomial with k (finite) zeroes. Thus k can
444
Q
Q
be constructed as a linear combination of i1 <<ik ( ail ) = j I ( aj ). In fact one
has
P
Q
Q
P
ain
1
2izi ( a )
S z 1
i
|I |=k
iI e
j I |aij |
n>1 nn
2i
k k i
=
. (141)
k () =
P
Q
Q
1
Sk (zi )
e2izi
|I |=k
iI
j I |aij |
Thus, for example

1 () =
S1 zi
1
2i
ain
n>1 nn
S1 (zi )
PN
i=1 ai e
= PN
i=1 e
PN
2izi
2izi
Q
1
2izi
j 6=i |aij |
i=1 ( ai )e
PN 2iz Q
1
i
j 6=i |aij |
i=1 e
1
j 6=i |aij |
1
j 6=i |aij |
hai,
(142)
with hai ha 3 i1 /ha 2 i1 . We note that these BakerAkhiezer functions satisfy

N
X
eZi k (ai ) = 0,
i=1
which is a consequence of the identity

N Y
X
i=1 j 6=i
1
= 0.
ai aj
P Q
xaj
(This may be established using Lagrange interpolation: 1 = N
i=1 j 6=i ai aj .) One may
also easily write the equations of motion for the zeroes of the BakerAkhiezer functions
k (i ) = 0: 7
QN
Q
in1 N
i
i
j =1 (i aj )
j =1 (i aj )
=Q
,
.
(144)
= Q
t
tn
j 6=i (i j )
j 6=i (i j )
Finally let us note that the conserved Hamiltonians are straightforwardly given in terms of
the minors of the Lax matrix. The Lax representation gives
det( L) =
N
N
Y
X
( ai ) =
Nk (1)k hk ,
i=1
with h0 1, and
X
ai1 aik ,
hk =
(145)
k=0
k = 1, . . . , N.
(146)
i1 <<ik
On the other hand, since (for any matrix L)

7 They can be considered, for example, as a degeneration of corresponding equations for the zeroes of the
BakerAkhiezer function of periodic Toda chain
q
q
in1 PN2 (i ) 42N
PN2 (i ) 42N
i
i
Q
=
= Q
,
.
(143)
t
tn
j 6=i (i j )
j 6=i (i j )
det( L)
= N N1
N3

Lii Lij
det
Lj i Ljj
i<j
Lij Lik
Ljj Lj k +
Lkj Lkk
Lii + N2
Lii
det Lj i
i<j <k
Lki
X
= N N1 Tr L
Li1 i1 Li1 i2 . . . Li1 ik

N
X
X
Li2 i1 Li2 i2 . . . Li2 ik
(1)k Nk
det .
+
.
..
..
. ..
i1 <<ik
k=2
Lik i1 Lik i2 . . . Lik ik
we have that
Li1 i1 Li1 i2
Li2 i1 Li2 i2
X
X
ai1 aik =
det .
hk =
..
i1 <<ik
445
i1 <<ik
Lik i1 Lik i2
. . . Li1 ik
. . . Li2 ik
.
..
. ..
. . . Lik ik
(147)
(148)
3.2. Theta-functions for the CalogeroMoser models and their Poisson commutativity
In the preceding discussion of the Toda chain we saw that the ratios 8 of the theta
functions k Poisson commuted by appealing to the explicit form of the equations of
motion. In fact a more general result holds for the CalogeroMoser family that we shall
now describe. We have seen that the theta functions for the CalogeroMoser family
satisfy (74). We wish to show that for appropriate solutions (and for all k, l, m, n)

k m
,
(149)
l Skmn = k Slmn ,
0=
l n
where
Slmn l {m , n } + m {n , l } + n {l , m } = Smnl = Slnm .
Indeed (upon setting l = n here and using the antisymmetry of S) we see that (for all
k, m, n) Skmn = 0 or

k m n

N
X k m n
qa qa qa .
0 = Skmn =

a=1 k m n
a
a
a
p
Such addition formulae are very restrictive [30] and closely connected with integrable
systems.
8 It is perhaps helpful to recall at this point that theta-functions are used to embed a curve into some projective
space giving the inhomogeneous co-ordinates of the embedding. Their ratios may be considered as normal or
homogeneous co-ordinates.
446
We establish for the CalogeroMoser system the commutativity (149) in the following
way [26]. According to [19] the equation
X
i/N (z | N )i ,
(150)
0 = (z | T ) =
iZN
(as an equation on the z-torus) has exactly N zeroes z/N = q1 , . . . , qk . As a consequence

one gets a system of linear equations
N
X
i/N (Nqj | N )i = 0,
j = 1, . . . , N.
(151)
i=1
The system should have nontrivial solutions, i.e., detij i/N (Nqj | N ) = 0, which effectively reduces the number of degrees of freedom from N to N 1. Then (151) can
be rewritten as
N1
X
i/N (Nqj | N )
i=1
i6=i0
i
= i0 /N (Nqj | N ),
i0
i0 ;
j = 1, . . . , N 1, (152)
and so using Cramers rule

detk6=i0 ,ii0 ;j =1,...,N1 k/N (Nqj |N )
i
.
=
i0
detk6=i0 ;j =1,...,N1 k/N (Nqj |N )
(153)
Therefore, the ratios i /j depend only on the co-ordinate qk , k = 1, . . . , N , of

the CalogeroMoser particles and so obviously Poisson commute with respect to the
CalogeroMoser symplectic structure
CM =
N
X
dqi dpi =
i=1
restricted to
determinant
PN
j =1 qj
N
X
dzi dai ,
(154)
i=1
= const. The latter condition comes from the of vanishing the
det i/N (Nqj | N ) = 0.

ij
Indeed, using the -function identities described earlier coming from Wicks theorem [21,
22]
Y
X
P
qk | N
(Nqi Nqj | N ),
(155)
det i/N (Nqj | N ) i/N N
ij
i<j
and we can can compute (153) explicitly; the vanishing of the determinant corresponds to
PN
P
j =1 qj being a zero of the theta function i/N (with characteristic being the sum of the
P
characteristics i/N ). This centre of mass constraint is also equivalent to (23), N
j =1 aj =
const. A consequence of the the ratios i /j depending only on the co-ordinates of the
integrable system is that they may be used to construct a set of independent hamiltonians
for a dual system [23,26].
447
3.3. The perturbative limit of the CalogeroMoser models

The elliptic CalogeroMoser model degenerates in the perturbative limit of the
SW theory +i giving rise to the well-known trigonometric CalogeroMoser
Sutherland model. The solution in terms of the action-angle variables is a direct
generalisation of the open Toda chain case and may be presented in terms of the dual
rational RuijsenaarsSchneider model. The salient features are as follows.
The Lax operator
Lij = pi ij + m(1 ij )
1
,
sinh qij
(156)
may be considered as a limiting case of the Lax operator of the trigonometric Ruijsenaars
Schneider model (50) in the same way as we derived the Lax operator for the elliptic
CalogeroMoser model from its RuijsenaarsSchneider counterpart. The spectral curve
for the model is a minor modification of (119). Indeed, from (68), in the limit one
gets (for appropriate imaginary period)
sinh 12 z m
0
PN (0 ) = 0.
(157)

sinh 12 z
Upon introducing w = ez , one may express this as (8)
Y ai
PN ()
=
.
(158)
PN ( m)
ai m
i=1
P
Again for su(N) we have
ai = 0. The spectral curve is equipped with a generating
.
differential dS = dw
w
The period matrix in this case is given by [24]
N
w=
2
X
arj
1
=
i
+
log
iTjPert
jk
jk
k
2
(arj + m)(arj m)
r6=j
aj2k
1
,
(1 j k ) log
2
(aj k + m)(aj k m)
(159)
where the first term corresponds to the bare coupling of the elliptic CalogeroMoser model,
the modulus of the base torus = + 2i . In the perturbative limit +i (159) this
gY M
is renormalised and remains finite. In this limit one gets from (82)
(z | T ) =
N
X
2 ikz
N
i k 2
N
Sk ,
(160)
k=0
so that, finally, the tau-functions of the trigonometric Calogero models may be

introduced as
s
XY
Y
m2
Sk =
e2izi f (aij ),
f (a) = 1 2 .
(161)
a
|I |=k iI
j I
448
4. The strong coupling limit

4.1. Solitonic solutions of the periodic Toda chain
The quantum moduli space of the 4D pure su(N) N = 2 SYM has N maximally
singular points at which N 1 monopoles become simultaneously massless. These are
the confining vacua of an N = 1 theory [1,31,32]. At these points the dual variables aiD
are the appropriate variables to describe the prepotential. The N = 2 spectral curve (32)
Chebyshev
() defined by
at these points is described in terms of a Chebyshev polynomial PN
Chebyshev
(2 cos v) = 2 cos(Nv). With w = ez and this choice of polynomial we see (32)
PN
turns into
Chebyshev
PN
() = 2 cosh z.
(162)
From the definition of the Chebyshev polynomial

it is clear = 2 cosh( Nz ) is a solution

z
2k
of (162) as indeed is = 2 cosh N + i N (k = 0, . . . , N 1). These are the N = 1
points of the theory, related by a ZN symmetry, and we will focus on the first of these in
performing our analysis.
The hyperelliptic form (35) of the spectral curve (recall y = w 1/w) is now

(163)
y 2 = PN ()2 4 = 2 4 Q()2 ,
where the roots of polynomial Q() are given by

N1
Y
j
.
2 cos
Q() =
N
(164)
j =1
This is a solitonic curve in the periodic Toda chain: if we express the curve as y 2 =
Q2N+2
j =1 ( ek ) we see that e2k = e2k+1 = cos k/N (k = 1, . . . , N 1) and the corresponding B periods have collapsed; e1 = 2 = e2N+2 are single branch points.
Let us now introduce a new variable by
z
(165)
= 2 cosh + 1 .
N
Now (165) maps the 2-sheeted cover of the -plane y = 2 4 to a cylinder with coordinate . Thus Eqs. (162), (163) describe analytically a cylinder with N 1 distinguished
pairs of points. With these coordinates our differentials on the curve now take the form
k1 d
k1 d
=
Q
j
y
2 4 N1
j =1 2 cos N
d N2 ( + 1/ )k1
= Q
,
ij
N1
ij
N
N
e
j =1
k = 1, . . . , N 1.
(166)
For a non-degenerate curve these were holomorphic but now they acquire simple poles at
the points j+ = eij/N and j = eij/N (and have singularities at the infinities of the
cylinder (165) = 0, ). The canonical basis in the space of differentials (166) can be
chosen as (j = 1, . . . , N 1)
sin j
sin j
d
d
N
N

ij
ij
+
( j )( j )
e N e N

j+
d
d
1
1
d log
.
=
=
2i j+ j
2i
j
449
djD =
(167)
These differentials are normalised to the B-cycles, here the cycles around the marked points
j ,
I
I
I
djD = djD = djD = ij ,
(168)
i+
Bi
while certain of the A-periods (

given by
I
=
TjDk
dkD =
Aj
H
Aj
sin2
1
log 2
2i
sin
djD =
2N (j
2N (j
R j+
j
k)
+ k)
djD ) diverge, the others (j 6= k) being
sin 2N
(j k)
1
log
.
i
sin 2N
(j + k)
(169)
Using this expression one may show that T D (169) satisfies the EdelsteinMas [10] identity
N1
X
sin
k=1
kj 0
ki 0
sin
N
N
N
X
i,j =1

e pert al 2 cos (l 1/2) cos k(i 1/2) cos k(j 1/2)
T
ij
N
N
N
N2 D
T 0 0.
(170)
4 ij
This conjecture of Edelstein and Mas is proven in Appendix B. We note that an equivalent
expression to (169) was also established in [33] where an interesting investigation of the
N = 1 degenerations of the multisoliton solutions is presented.
The Abel map in the present setting is
=
zjD
k
N1
XZ
djD =
k=1
N1
k j+
1 X
1X
j n
,
log
tn sin
2i
N
k j
k=1
n=1
(171)
where = {k }, k = 1, . . . , N 1, is the set of N 1 points which define the Abel map. 9

The asymptotics at infinity are given by
Z
j+
1 X
d log
2i
j
k
k
zjD
9 The Abel map here depends on the genus N 1 of the smooth curve (32) that arises from the double scaling
limit of the genus N elliptic CalogeroMoser curve. It is interesting to point out that in the perturbative limit the
basis of differentials (121) of the perturbative curve remembers even more that the original curve came from
the elliptic CalogeroMoser model and had genus N .
450

1 X
log 1 j+ /k log 1 j /k
2i
k
X 1
1X
j n X 1
1 X + n
n
=
sin
,
j j
=
n
2i
nk
N
nkn
n=1
n=1
(172)
and
zjD
Zk
Zk
j+
1 /j+
1 X
1 X
=
=
d log
d log
0 2i
j 2i k
1 /j
k

1 X
=
log 1 k /j+ log 1 k /j
2i
k
n X kn
1X
j n X kn
1 X + n
=
,
sin
j j
=
2i
n
N
n
n=1
n=1
(173)
provided
tn =

X 1
,
nkn
X n
tn =
(174)
We observe that the relation (171) with tn>2 = 0,

j
,
(175)
N
coincides with the vacuum value of the string tension, or monopole condensate, proportional to the SUSY breaking parameter t1 .
Naively, in the strong coupling limit Teij 0 (and T D ) the -functions (83) turn
zjD = t1 sin
ii
into
k =
Teij 0 PN
e2i
nj z j
(176)
j=1 nj =k
which is not a well-defined object. The resolution to this may be seen by considering the
N = 2 case. Here one appears to have
X
e2i(n1 z1 +n2 z2 )
0 =
n1 +n2 =0
e2in(z1 z2 )
1 =
z 1 =z2 Z2
e2inZ = 3 Z | Tb 0
e2i(n1 z1 +n2 z2 )
n1 +n2 =1
n1 +n2 =1
ei(n1 n2 )Z
n1 n2 =n odd
einZ = 2 Z | Tb 0
(177)
n odd
and, naively
eq =
1 2 (Z | Tb 0)
= 2 cos Z.
=
0 3 (Z | Tb 0)
(178)
451
This appears to have nothing in common with the desired solitonic solution given by
integrating the equations of motion
Z
Z
Z
dq
dq
= i
,
(179)
dt =
q e q
2q
2q
h=2
e
he e
in the solitonic limit h 2, which gives rise to
eq = i tan(t t0 ),
(180)
(for an appropriate constant of integration t0 ). However the correct answer does appear
S 1 and a modular transform Tb 1/Tb T D . Then one has
after both a shift Z = Z
2
eq =
S | Tb 0)
SD | T D )
1 (Z
1 1 (Z
=i
=
S | Tb 0)
SD | T D )
0 4 (Z
2 (Z
T D
SD + O e2iT
i tan Z

, (181)
S= Z + 1 .
S Tb = T D Z
SD = Z/
where Z
Tb
2Tb
The combination of both a shift and a modular transformation appears to work in
general. Using the modular properties of theta-functions we have
X
k
k
k
b
e2i(m N e)z+i(m N e)T (m N e)
k (z|Tb ) =
mZN1
= e
2i Nk ez+i
k2 b
eT e
N2
e2im(z N T e)+imT m
k
mZN1
= e
= e
2
2i Nk ez+i k 2 eTbe
N
2i Nk ez+i

k
b
z TbeT
N
k2 b
1
eT ei(z Nk Tbe) Tb
(z Nk Tbe)
N2

k b1
1/2
1
b
b
(det T )
T z e T
.
N
Thus
(182)

e 1

b1
b (z + 1 e) k e T
Tb1 z Nk e Tb1
i
k
2
N
0 T
N

=

=e

b1
1
k1
Tb1 z k1
0e Tb1 (z + 12 e) k1
N e T
N e T
e D k

b1
N e T
i
0 z
N

(183)
e

,
e z D k1 e Tb1
0
where now

b1 z + 1 e ,
z D = T
2
and e (1, . . . , 1). The effect of the shift is to keep only the leading terms in the quadratic
(m + 12 e)Tb1 (m + 12 e) in the limit Tb 0 yielding
i k (
zD )
k
,
= eN
k1 Tb0
k1 (zD )
(184)
452
where
X is(zD k e) i P 0 sj Tb1 s 0

j6=j
N
4
jj 0 j ,
e
k z D =
(185)
sZN1
2
and Z2 {+1, 1}.

b1 with T D one can
Using (173), (184) and identifying the off diagonal parts of T
propose formulae for the BakerAkhiezer functions
k (, t) k e
n tn (
n n )
k (zD (tn ; ))
,
k (zD (tn ))
(186)
where
k z (tn ) =
D
i Nk
mj +i
jn 1
j,n mj tn sin N + 4
j6=j 0
mj mj 0 log
sin (j+j 0 )
2N
sin |jj 0 |
2N
, (187)
mj =
and
k z (tn ; ) =
D
i Nk
mj =
mj +i
jn P
j,n mj tn sin N + j6=j 0
ei
j+
k
N
P
j
mj +i
j,n mj tn sin
jn
N
Y e
mj =
mj mj 0 log
(j+j 0 )
sin 2N
sin |jj 0 |
2N
Y j mj /2
j
Y
j 6=j 0
(j + j 0 )
sin 2N
sin 2N |j j 0 |
ij
N
!mj /2
ij
N
! mj mj 0
4
(188)
Low order cases of this are

SL(2). N = 2, N 1 = 1, mj = m1 = m = . Then
m/2

X i km

D
2 +imt + i
e
k z (tn ; ) =
i
m=
= p
1
2
+1
ei(t
k
2 )
( + i) + ei(t
k
2 )

( i) .
(189)
SL(3). N = 3, N 1 = 2, j = 1, 2, (m1 , m2 ) = {(++), (+), (+), ()}.

X

i k
e 3 (m1 +m2 )+i(m1 z1 +m2 z2 )
k z D (tn ; ) =
m1 ,m2 =
!m1 /2
!m2 /2
i
2 i
m1 m2
e 3
e 3
2 2 ,
i
2 i
e 3
e 3
z1 =
tn sin
n
,
3
z2 =
tn sin
2n
.
3
(190)
453
These formulae give rise to the general form for the solitonic BakerAkhiezer function of
the periodic Toda chain
k (, t) = k e
j tj (
j j )
Rk (, t)
.
R( )
(191)
Here R( ) is a normalisation factor, independent of times, and chosen to be a polynomial

of of degree N 1 in order for (191) to have desired analytic properties, while
Rk (, t) = k (t)
N1
Y
X
N1
rl (k, t) l .
s (k, t) =
s=1
(192)
l=0
These BakerAkhiezer functions are defined for k = 0, . . . , N 1, and extended to all k

by
k+N = wk ,
w = N,
(193)
(equivalently Rk+N = Rk ). Now the Toda chain Lax equation

n = Cn+1 n+1 + pn n + Cn n1 ,
Cn e 2 (qn qn1 ) ,
1
1
= + ,
(194)
implies that
r0 (n) Cn r0 (n 1) = 0,
r1 (n) Cn r1 (n 1) pn r0 (n) = 0,
(195)
and so
1
r0 (n) = Cn r0 (n 1) = = e 2 (qn q0 ) r0 (0) e 2 qn .
(196)
For the solitons coming from degeneration of N -periodic Toda chain one should also
impose the gluing conditions

1
, j = 1, . . . , N 1.
(197)
n (j ) = n
j
This means that the BakerAkhiezer function remembers that it originally came from a
genus N 1 Riemann surface, and each pair of points j , 1/j corresponds to a degenerate
handle. Now the conditions (197) together with (193) entail
j2N = 1.
(198)
Thus we may take

j = e
ij
N
(199)
where the label j can be restricted to j = 1, . . . , N 1 since

j = j +
1
j
= 2Nj .
= 2 cos
j
N
Eq. (197) explicitly reads
(200)
454

N1
Y j1 k (n, t)
Rn (1/j )
=
Rn (j )
j k (n, t)
k=1
2 inj
N
+4i
jl
l tl sin N +Zj (R)
j = 1, . . . , N 1.
(201)
Q
R(1/ )
Here Zj (R) = log R(j )j , thus if on has chosen R( ) = N1
s=1 ( s ) in (191) then
PN1
1/j s
Zj (R) = s=1 log j s . Now (201) is a system of linear equations for the coefficients
rk (n, t) of the polynomial Rn (, t):

N1
X
X j k j n
i
j l
+
+2
Zj (R) rk (n, t) = 0.
sin
tl sin
(202)
N
N
N
2
= e
k=0
Such can be readily solved. Conditions (200) can be interpreted as values of the scalar
fields at the critical points of the superpotential, while the soliton trajectories connect the
critical points.
4.2. On the solitonic limit of the elliptic CalogeroMoser system
The solitonic limit of the elliptic CalogeroMoser system involves many open question,
though it seems that we can proceed in an analogous manner to the Toda chain case. We will
discuss here only some explicit computations for low N and will postpone the computation
of the soliton phases or string tensions.
For the N = 2 case the solitonic limit corresponds to h = e = () ( may be any (!)
half-period) so that (65) turns into

(203)
2 x + h = 2 (z) + () = (z, ) + (z, ) = 0.
Thus
(z + ) ()z
(z ) ()z
e
e
=
,
(204)
(z) ()
(z) ()
and these functions are related to the entries of the CalogeroMoser Lax operator (40) at
half-periods via
= (z, ) =
(z + )
= (z, )e()z ,
(z) ()
(z + ) 2()z
(z )
=
e
= (z, )e()z .
F ( | z) =
(z) () (z) ()
In this limit one also has

y 2 = (x e)(x e+ )(x e ) = 2 2 e+ 2 e , e = e e.
F ( | z) =
The SeibergWitten differential and periods are

I
dx
dx
,
=p
dS = 0,
dS =
y
(x e+ )(x e )
B
(205)
(206)
I
dS = 2i.
(207)
CM
(113) one may introduce the rational reduced curve
Thus instead of reduced
Y 2 = (x e+ )(x e ).
(208)
Indeed, a direct integration of the equation of motion (114) gives now

Z
dx
p
,
2it =
(x e) (x e+ )(x e )
455
(209)
a contour integral on the rational curve (208).

Let us note that formula (203) can be obtained by considering the extrema of the
CalogeroMoser hamiltonian (the superpotential in the SW approach). Then
dh =
h
h
dp +
dq = 0,
p
q
(210)
yields
p = 0,
0 (q) = 0.
(211)
The latter is satisfied by any half-period q = , so that

h|dh=0 = () = e.
(212)
A similar argument holds for the general N -particle case. Now the Lax operator (39)
computed at the stationary points yields p1 = = pN = 0 and the locus equation
(
)
X
0 (qij ) = 0, i = 1, . . . , N .
(213)
LN = qj | qj 6= qi ,
j 6=i
The (closure of) this locus has a rich geometry and many questions regarding it are still
unanswered. The early work of [34] is still one of the most detailed investigations (see
also [25]). The (closure of) the locus has in general several disconnected pieces some of
which are trivial copies of the torus. The latter are easily understood: any odd, periodic
function (with period L) satisfies the identity

2L
3L
N 2
N 1
L
+f
+f
+ + f
L +f
L = 0, (214)
f
N
N
N
N
N
for any odd N and for N even provided f (L/2) = 0. Choosing 0 (x) as the function f (x)
with L = 2 (and 0 () = 0) one gets a solution to (213) with
2
2
k,
qj k =
(j k).
(215)
N
N
The locii here are simple copies of the torus; by varying the periods in this construction
one gets further simple solutions. There are however other solutions less well understood.
Lets consider the N = 3 case. For N = 3 Eq. (213) is equivalent to
qk = q0 +
0 (q12 ) = 0 (q23) = 0 (q13 ).
(216)
This has solutions (together with q12 + q23 = q13 )

q12 = ,
q23 = 0 ,
q13 = + 0 ,
(217)
and
q12 =
2
,
3
q23 =
2
,
3
q13 =
2
4
= ,
3
3
(218)
456
for any half-period = (, 0 , + 0 ). 10 Upon substituting (218) and pi = 0 into the Lax
equation (39) one gets
3 + 3F+ F F+3 + F3 = 0,
(220)
with the three solutions

= e
0 = F+ F ,
Here
F =
z
(z)
2 i
3
F+ + e 3 F .
i
(221)
2
2
3
e 3 ()z .
2
3
(222)
5. Discussion
In this paper we have considered the singular limits of various SW integrable systems
that are relevant for the weak and strong coupling limits of the corresponding field
theories. We conclude by making several comments about the relation of these relatively
straightforward calculations in integrable models with corresponding properties of the
SUSY gauge theories.
Let us begin with the outstanding problem of why there is a correspondence at all
between integrable systems and SW theory. Part of the problem is that, from a purely fourdimensional perspective, SeibergWitten theory only sees the commuting Hamiltonians of
a mechanical system. Only these quantities appear as coefficients of the SeibergWitten
curve. Half of phase space is not apparent at all and the choice of mechanical system
appears arbitrary. We believe viewing these systems from a three dimensional perspective
sheds light on the matter. In fact one should also pay attention to the four dimensional N =
2 gauge theories compactified on R3 S 1 [35]. Recall that the phase spaces of integrable
systems play the role of moduli spaces, or spaces of vacua parameters, of (compactified)
SUSY gauge theories in the following way. The minima of the scalar potential in the gauge
theories with extended supersymmetry
X
2
(223)
I , J ,
V () = Tr
I <J
correspond to simultaneously diagonalisable matrices [ I , J ] = 0 whose eigenvalues

{kI } can be thought of as the (complexified) momenta of some particles. Now for
theories with a compact dimension one should also add co-ordinates {qkR } corresponding
H
to the eigenvalues of the Wilson loops A dx . For N = 2 vector multiplets in four
10 One also has the relation between -functions = () in the half-periods
( + 0 ) = () + (0 ).
(219)
457
dimensions 11 one has a single complex scalar and compactification of one spacetime
dimension gives rise to an extra Hcomplex scalar q = q R + i , where q R comes the set of
eigenvalues of the Wilson loop A3 and corresponds to the (set of) 3D dual photons
A = , , = 0, . . . , 2. Thus by viewing the theory on R3 S 1 one may
naturally include coordinates. The moduli space of vacua for the theories on R3 S 1
is a hyper-Kahler
manifold, and, we recall, such are the phase spaces of algebraically
completely integrable systems. Further, it was argued [35] that there is a distinguished
complex structure on this moduli space independent of the radius of the compact S 1 . This
yields the complex structure of the mechanical system. In general we expect the symplectic
structure to arise from a careful treatment of the central charges of SUSY algebra:
Z
Z
X

BPS
e
Tr Fj k + i Fj k Tr A
(224)
qi pi .
Z
djk
For a N = 4 theory, we have three different choices for the symplectic structure (224),
corresponding to the three different scalar fields in the N = 4 theory, and these are related
by a hyper-Khler rotation.
Now consider the decompactification of the 3D gauge theory on R3 S 1 with
symplectic form (224) in the limit of the S 1 radius R . The dimension of the moduli
space of the R3 S 1 theory is twice that of the limiting 4D theory: the coordinates are no
longer present. The resulting 4D gauge theory is associated to an integrable system: the 4D
moduli are, from the 3D point of view, the Poisson-commuting hamiltonians constructed
from the 3D momenta and co-ordinates, with respect to symplectic structure (224). From
this perspective, quantum effects in the compactified N = 2 gauge theory turn the bare
symplectic form (224) into
X
X
zi ai ,
(225)
qi pi 7
where the SW integrals [1]
I
ai = dS,
(226)
Ai
are the correct quantum variables. One may consider ai = ai (, ) as a transformation

from the bare quantities {i } to their exact quantum values {ai } playing the role of the
quantum BPS masses of the effective theory. In the same way one should consider the
transformation qi zi as transformation from bare values of the monodromy to the exact
quantum values of the effective theory.
For theories with four-dimensional N = 4 SUSY the effective couplings and BPS
masses (i.e., the eigenvalues of the scalar fields {i } and Wilson loops) are not
renormalised, since the symmetries of the theory include the conformal group and so there
11 An N = 2 4D vector supermultiplet in the adjoint representation consists of an N = 1 4D vector multiplet
(A , ) together with an N = 1 4D scalar multiplet (, ). Here and are two complex Weyl spinors. If
say acquires a nontrivial phase (231) under a shift along the loop in the compact direction, it becomes massive
with the mass /R. The 4D N = 1 vector multiplet remains massless, and can be represented by a 3D N = 2
supermultiplet (A , , q/R), where = 0, 1, 2, q = RA3 and is 3D complex spinor.
458
are no dimensionful scale or mass parameters. The corresponding integrable model is a

P
system of free particles: the Hamiltonians are uk = 1k Tr k = 1k i pik , where {pi } play
the role of momenta and the co-ordinates coming from the compact moduli depend
linearly on the angles. Breaking four dimensional supersymmetry down to N = 2 (for
example, by adding extra mass terms m2i Tr i2 for two of the three scalar fields) reduces the
dimension of the scalar moduli space down to 2N , that of one complex diagonal matrix
field. Moreover, in contrast to the N = 4 theory, the matrices of the scalar fields and
the monodromies become dependent upon each other, or satisfy a nontrivial commutation
relation (coming from the vanishing of D-terms)
[A, ] mJ,
(227)
in the general case (of nontrivial boundary conditions). Here J is some matrix of gaugecovariant form and the right hand side here is linear in the parameter of the massive
deformation [5,6], (for m 0 one comes back to N = 4 theory).
Let us consider the compactification of an N = 2 SUSY YangMills theory with just a
vector supermultiplet to R3 S 1 (with S 1 having radius R) in more detail. 12 If one takes
all the fields to have periodic boundary conditions in the compact direction this would yield
an N = 4 (in the the three-dimensional sense) SUSY theory. If, however, one puts [13,36]
(x + R) = ei (x),
(231)
on half of the fields, the resulting theory would have only N = 2 three-dimensional SUSY
(N = 1 in the four-dimensional sense), i.e., the supersymmetry will be (partially) broken
by the non-periodic boundary conditions. Now in contrast to N = 4 SUSY in 3D, an N =
2 supersymmetric theory can generate a superpotential [37]. In terms of the complexified
variables q = q R + i , the superpotential acquires the form [35,38]
12 In practice this means for the theory at mass scale =
QCD that 1/R corresponds to a 4D theory
while 1/R to a 3D theory. For the couplings one has 1/g32 = R/g42 , i.e., the 3D theory with fixed coupling
g3 corresponds to R 0, or g4 0 and so to the weak coupling limit of the 4D theory. In this limit the 4D
instantons decouple since the 4D coupling g4 is small (for R 0 and g3 = fixed) and so that the exponential
1/g42
terms, powers of e
k k k
, may be neglected. In the 3D theory the integral for the polarization operator

2 1
+ ,
m
(228)
yields a convergent integral by dimensional arguments. In the intermediate case of a compactified (3+1)dimensional theory on R3 S 1 with finite S 1 radius R one can present this result in terms of a 3D theory
together with a sum of KaluzaKlein contributions
X 1
1

=
(229)
m + n .
2
g
R
n
3
For R 0 only the term with n = 0 survives in the sum (229) leading back to the 3D expression. For the opposite
limit R one can define the dimensionless 4D coupling and replace the (divergent) sum by an integral

X 1
1

=
=
m+ n
2
2
R
g4
Rg3
R
|n|6|nmax |
1
nmax
RZ
= log .
(230)

W Tr + 2
R
2
N1
X
459
!
e
qi+1 qi
+e
q1 qN
(232)
i=1
Here the first term is the 4D contribution while the second term (the first term in the
brackets) has a 3D origin; the final term is induced by 3+1D instanton contributions. The
simple roots of the second term are the usual 3D instantons (4D BPS monopoles) and
give the potential of the open Toda chain: 2 USU(N)

= ZN1 . The final term (minus the
(1)N1
highest root) appears only in 3 + 1 dimensions and can be treated as a 4D instanton (or
caloron) contribution. In the perturbative limit, considered in detail in this paper, one may
directly see the nonrenormalisability of the superpotential, which means, in particular, that
W 4D = h = a 2 = p2 + e2q = W 3D .
(233)
Now let us discuss how the formulas obtained in this paper may be be reinterpreted
from this three-dimensional perspective. First, we have discussed the singular limits of
the SW integrable systems, when the spectral curves degenerate and become rational
with marked points (i.e., their smooth genus is zero Eqs. (1), (4), (8), (9), (158),
(163) and (208)). Degeneration means that the discriminant of the corresponding smooth
curve vanishes as one approaches particular (boundary) points of the moduli space. In the
paper above we have divided these singular limits into two groups: weak-coupling from
the point of view of the SUSY gauge theory which yields open (or trigonometric)
integrable systems; and strong coupling yielding solitonic behaviour. If one deals with
the gauge theory with extended supersymmetry each of these degenerate curves as well
as the smooth ones play equivalent roles as physical vacua. By breaking the extended
supersymmetry down to N = 1 (in the four-dimensional sense) however, one generates
integrable dynamics distinguishing the second, solitonic, group of degenerate curves
from those of the perturbative ones, so that only the solitonic points play the role of
vacua in N = 1 theories. It is clear from the explicit form of solitonic solutions obtained
here that the angles, corresponding to Wilson loops, are proportional to the parameters of
the partial SUSY violation (cf. Eqs. (171) and (190) with Refs. [31,32]). For both kinds of
singular limits we have shown how explicit solutions may be straightforwardly calculated.
The co-ordinates and momenta of the integrable systems of particles (the classical 3D
moduli) are expressed through the theta-functions of the SW curves. In the singular limits
these theta-functions degenerate into the finite sums see Eqs. (123), (124), (133), (136),
(161), (187) suggestive of a kind of partition function for a discretized matrix models.
The dual point of view is to consider the theta-functions k as generating functions
for Hamiltonians of a dual integrable systems with co-ordinates ai and momenta zi .
The Poisson commutativity of their ratios, implicitly proven in [26], can be checked
by straightforward calculation in the degenerate limits. The fact that degenerate thetafunctions appear in the form of discretized matrix models (133), where instead of an
integral over the real line one has a (multiple) discrete sum over the spectrum of the
Toda molecule, may be considered as a possible (though very speculative) sign of a dual
description of SW theory in the language of quantum gravity, possibly in a holographic
sense.
460
Acknowledgements
We are indebted to V. Fock, A.D. Gilbert, S. Kharchev, I. Krichever, A. Vainshtein,
A. Yung and A. Zabrodin for illuminating discussions and helpful remarks. A.M. is
also grateful to T. Tomaras and other members of the Theoretical Physics group at the
University of Crete where the essential part of this work has been done. The work of
A.M. was partially supported by RFBR grant No. 00-02-16477, INTAS grant No. 9901782 and CRDF grant No. RF-2102 (6531) and grant for the support of scientific schools
No. 00-15-96566. H.W.B. acknowledges a travel grant from the LMS which helped this
collaborations.
Appendix A. Elliptic functions and the Inozemtsev limit

In this appendix we shall review some basic definitions and properties of elliptic
functions and then consider the Inozemtsev limit.
The Weierstrass elliptic function (z|, 0 ) is the doubly periodic function with periods
2, 20 given by

X0
1
1
1
0
.
(A.1)
(z|, ) = 2 +
z
(z + 2n + 20 m)2 (2n + 20 m)2
n,mZ
It satisfies the differential equation

(z)02 = 4 (z) e1 (z) e2 (z) e3 ,
(A.2)
and scaling relation

(tz|t, t0 ) = t 2 (z|, 0 ).
(A.3)
Using
sin x = x

Y
x2
1 2 ,
n
n=1
2
1
= 2
2
(x + n)
sin x
nZ
we may write
X

1
2 X0 2
2

,
=
z ,
2 2
3
sin2 (z + m )
sin2 m
mZ
mZ
(A.4)
where z = z/2. A slight rewriting of this utilising the scaling formula yields
(v|i, i) =
1X
1 X
1
1
1
. (A.5)
+
2
12 2
2
cosh(v + 2ik ) 1
sinh
(im
)
k=
m>0
This is uniformly convergent for Im( ) > 0.
461
The roots of ei of Eq. (A.2) may be expressed in terms of theta functions by

2
3 (0)4 + 4 (0)4 ,
2
12
!
Y
Y

2 Y
2n 4
2n1 8
2n1 8
+
,
1q
1+q
1q
=
122
e1 =
n=1
e2 =
n=1
n=1

2 (0)4 4 (0)4 ,
122
!
Y
Y

2 Y
4
8
8
1 q 2n
1 + q 2n
1 q 2n1
16q
,
=
122
n=1
n=1
n=1

2
2 (0)4 + 3 (0)4
e3 =
2
12
!
Y
Y

2 Y
2n 4
2n 8
2n1 8
+
1q
1+q
1+q
16q
,
=
122
n=1
n=1
(A.6)
n=1
where q = ei and = 0 /. As q 0 we have

2
2
2
2
+
O
q
=
+
16q + O q 2 ,
,
e
2
2
2
2
6
12
12

2
2
16q + O q 2 .
e3 =
122 122
e1 =
Thus in this limit

2
,
122

2
2
1
1
2
,
+
x
x = (z) =
3
122 42 sin2 z 42
3
3 cos z
1
y,
y 2 = x 2 (x 1).
y = 0 (z) =
2
83 sin3 z 83
e1 e =
2
,
62
e2 = e3 = e =
(A.7)
Consider now m2 ( (v) (z)). The Inozemtsev limit is a double scaling limit in that
the coupling constant m here is scaled as well as the period of the function. Let
m = Mei/2 ,
v = i,
w = ez+i ,
(A.8)
then

m2 (v) (z)

ei
ei
M2 X
=
2
cosh( + i(2k 1) ) 1 cosh(z + 2ik ) 1
k=

1
2
2
.
2M cosh M w +
Im( )
w
(A.9)
462
Appendix B. Proof of the EdelsteinMas conjecture

We have
2i Teij
pert
= ij
log(ai al )2 (1 ij ) log(ai aj )2 .
(B.1)
l6=i
Let us denote by

N
l 12
kj 0 X e pert
ki 0
sin
sin
al 2 cos
Tij
S =
N
N
N
k=0
i,j =1

1
k j 12
k i 2
cos
.
cos
N
N
N1
X
(B.2)
The EdelsteinMas conjecture is (for i 0 6= j 0 )

N2 D
T 0 0,
(B.3)
4 ij
and we shall now establish this. We have shown that a direct calculation yields (for j 6= k)
I
sin2 (j k)
sin 2N
(j k)
1
1
log 2 2N
log
.
(B.4)
=
TjDk = dkD =
2i
sin 2N (j + k)
sin 2N (j + k) i
???
S=
Aj
To proceed we first perform the sum over k,

N1
X
sin
k=0
kj 0
k(i 1/2)
k(j 1/2)
ki 0
sin
cos
cos
N
N
N
N

N1
N1
k
k
1 X X
1 X X
cos
cos
,
=
8
N
8
N
+ k=0
k=0
where

+ = i 0 j 0 (i j ), i 0 j 0 (i + j 1) ,

= i 0 + j 0 (i j ), i 0 j 0 (i + j 1) .
Now
(1

k
[1 cos ], 6= 0, 2N,
= 2
cos
N
k=0
N,
= 0, 2N.
If every is distinct from 0 or 2N , there is cancelling between the terms in the sums.
We find (taking account of parity) that
N1
X
N1
X
kj 0
k(i 1/2)
k(j 1/2)
ki 0
sin
cos
cos
N
N
N
N
k=0
!
X
X
N
,0 + ,2N
,0 + ,2N .
=
8
sin
463
Without loss of generality we may assume i 0 > j 0 . Then

N
X
X
(,0 + ,2N )Teij
pert
i,j =1 +
0
0
N(i
Xj )
pert
Tei i+(i 0 j 0 ) +
i=1
N
X
i=N(i 0 j 0 )+1
N
X
pert
Tei i(i 0 j 0 )
i=i 0 j 0 +1
pert
Tei 2Ni(i 0 j 0 )+1 +
0 j 0
iX
pert
Tei i 0 j 0 +1i .
(B.5)
i=1
we note that
In the limit al 2 cos (l1/2)
N
pert
pert
pert
ei2N+1j ,
Teij = Teij +2N = Tei1j = T
(B.6)
and for i 6= j

(i 1/2)
(j 1/2) 2
1
log 4 cos
cos
2i
N
N

1
(i j ) 2 (i + j 1)
log 16 sin2
sin
.
=
2i
2N
2N
pert
Teij =
(B.7)
To proceed we now distinguish two cases depending upon whether i 0 j 0 is even or odd.
Let us take the even case first. Using (B.6) we may combine the first and third terms of the
right hand side, of (B.5) and the second and last terms to give
N
X
X
pert
(,0 + ,2N )Teij =
i,j =1 +
N
X
epert 0 0 +
T
i i+(i j )
N
X
i=1
pert
Tei i(i 0 j 0 ) .
(B.8)
i=1
The sum over similarly simplifies, though we note that here there are now distinct
cases to be considered (depending on whether i 0 + j 0 < N or not). We obtain
N
X
X
(,0 + ,2N )Teij
pert
i,j =1
N
X
e pert 0 0 +
T
i i+(i +j )
N
X
i=1
pert
Tei i(i 0 +j 0 ) .
(B.9)
i=1
Combining our results shows (for i 0 6= j 0 )

S =
N

N X e pert
pert
pert
e pert 0 0
Ti i+(i 0 j 0 ) + Tei i(i 0 j 0 ) Tei i+(i 0 +j 0 ) T
+j
)
i
i(i
8
i=1
N
Y
sin4
N
log
=
4
16i
i=1 sin
(i 0 j 0 )
2N
(i 0 +j 0 )
2N
(2i+i 0 j 0 1)
2N
0
0
sin2 (2i+i2N+j 1)
sin2
(2ii 0 +j 0 1)
2N
0
0
sin2 (2ii2Nj 1)
sin2
N2 D
T 0 0,
(B.10)
4 ij
thus proving the conjecture for this case. Observe that no terms in this product vanish with
our assumption of i 0 j 0 being even.
=
464
The remaining case follows in an analogous fashion, the difference now being that Tii
terms can appear when i 0 j 0 is odd. Set = i 0 j 0 and = i 0 + j 0 . Let < N (a similar
argument holding for > N ). With odd (B.8) takes the form
N
X
X
(,0 + ,2N )Teij
pert
i,j =1 +
N0
X
pert
Tei i+ +
i=1
N0
X
e pert
T
i i
i=1
pert
e+1
e pert1
+T
+1 + T
2
,N 1
2
(B.11)
(B.12)
while (B.9) becomes

N
X
X
pert
(,0 + ,2N )Teij =
i,j =1
N
X
pert
Tei i+ +
i=1
N
X
e pert
T
i i
i=1
epert + T
e pert
+T
+1 +1
1
2
,N 1
2
Combining these two expressions yields

S =
N(N 1) D
Ti 0 j 0
4

N e pert
e pert1
epert T
e pert
T +1 +1 + T
+
.
1 T +1
+1
1
1
N 2 ,N 2
N 2 ,N 2
8
2 , 2
2 , 2
Finally, the last four terms in brackets may be simplified (with most terms cancelling)
leaving 2TiD
0 j 0 . Again we arrive at
N2 D
T 0 0,
4 ij
proving the conjecture.
S=
References
[1] N. Seiberg, E. Witten, Nucl. Phys. B 426 (1994) 19, hep-th/9407087;
N. Seiberg, E. Witten, Nucl. Phys. B 431 (1994) 484, hep-th/9408099.
[2] A. Klemm, W. Lerche, S. Theisen, S. Yankielowicz, Phys. Lett. B 344 (1995) 169;
A. Klemm, W. Lerche, S. Theisen, S. Yankielowicz, hep-th/9411048;
A. Klemm, W. Lerche, S. Theisen, S. Yankielowicz, hep-th/9412158;
P. Argyres, A. Faraggi, Phys. Rev. Lett. 73 (1995) 3931, hep-th/9411057;
A. Hanany, Y. Oz, Nucl. Phys. B 452 (1995) 283, hep-th/9505075.
[3] D. Freed, Commun. Math. Phys. 203 (1999) 3152, hep-th/9712042.
[4] A. Gorsky, I. Krichever, A. Marshakov, A. Mironov, A. Morozov, Phys. Lett. B 355 (1995)
466474, hep-th/9505035.
[5] R. Donagi, E. Witten, Nucl. Phys. B 460 (1996) 299334, hep-th/9510101;
R. Donagi, E. Markman, in: Springer Lecture Notes in Mathematics, Vol. 1620, 1996, pp. 1
119, alg-geom/9507017.
[6] E. Martinec, Phys. Lett. B 367 (1996) 91, hep-th/9510204;
A. Gorsky, A. Marshakov, Phys. Lett. B 375 (1996) 127, hep-th/9510224;
H. Itoyama, A. Morozov, Nucl. Phys. B 477 (1996) 855, hep-th/9511125;
E. DHoker, D. Phong, Nucl. Phys. B 530 (1998) 537610, hep-th/9804126.
465
[7] A. Marshakov, SeibergWitten Theory and Integrable Systems, World Scientific, Singapore,
1999.
[8] H.W. Braden, I.M. Krichever (Eds.), Integrability: The SeibergWitten and Whitham Equations,
Gordon and Breach, 2000.
[9] See, for example:
E. DHoker, I.M. Krichever, D.H. Phong, Nucl. Phys. B 489 (1997) 179210, hep-th/9609041;
E. DHoker, D.H. Phong, Phys. Lett. B 397 (1997) 94103, hep-th/9701055;
J. Edelstein, M. Marino, J. Mas, Nucl. Phys. B 541 (1999) 671697, hep-th/9805172.
[10] J. Edelstein, J. Mas, Phys. Lett. B 452 (1999) 6975, hep-th/9901006.
[11] B. Dubrovin, I.M. Krichever, S. Novikov, Integrable systems I, Sovremennye Problemy
Matematiki (VINITI), Dynamical systems 4 (1985) 179.
[12] A. Marshakov, in: Continuum Advances in QCD 1998, World Scientific, 1998.
[13] H.W. Braden, A. Marshakov, A. Mironov, A. Morozov, Nucl. Phys. B 558 (1999) 371390,
hep-th/9902205.
[14] N. Hitchin, Duke Math. J. 54 (1987) 91.
[15] A. Gorsky, N. Nekrasov, hep-th/9401021.
[16] I.M. Krichever, D.H. Phong, J. Diff. Geom. 45 (1997) 349, hep-th/9604199;
I.M. Krichever, D.H. Phong, hep-th/9708170.
[17] M. Toda, Theory of Nonlinear Lattices, Springer, 1981.
[18] A. Marshakov, in: P.H. Damgaard, J. Jurkiewicz (Eds.), New Developments in Quantum Field
Theory, NATO ASI Series B: Physics, Vol. 366, Plenum, 1999, pp. 279286, hepth/9709001.
[19] I.M. Krichever, Functional Anal. Appl. 14 (1980) 282.
[20] V. Inozemtsev, Commun. Math. Phys. 121 (1989) 629.
[21] S. Ruijsenaars, Commun. Math. Phys. 110 (1987) 191213.
[22] J. Fay, Theta Functions on Riemann Surfaces, LNM #352, 1973;
D. Mumford, in: Tata Lectures on Theta, Progress in Mathematics, Vol. 28, Birkhuser, 1984,
p. 43;
V. Knizhnik, Sov. Phys. Surveys 32 (3) (1989) 945, Russian Edition: Vol. 159, p. 451;
V. Knizhnik, Phys. Lett. B 180 (1986) 247;
V. Knizhnik, Commun. Math. Phys. 112 (1987) 567;
A. Morozov, Nucl. Phys. B 303 (1988) 342;
A. Gerasimov, A. Marshakov, A. Morozov, M. Olshanetsky, S. Shatashvili, Int. J. Mod. Phys.
A 5 (1990) 2495.
[23] H.W. Braden, A. Marshakov, A. Mironov, A. Morozov, Nucl. Phys. B 573 (2000) 553572,
hep-th/9906240.
[24] E. DHoker, D.H. Phong, CalogeroMoser systems in SU(N) SeibergWitten theory, Nucl.
Phys. B 513 (1998) 405444, hep-th/9709053.
[25] K.L. Vaninsky, Int. Math. Res. Notices (1999) 509552, solv-int/9808018.
[26] A. Marshakov, Phys. Lett. B 476 (2000) 420426, hep-th/9912124.
[27] E. Date, S. Tanaka, Prog. Theor. Phys. 55 (1976) 457465;
E. Date, S. Tanaka, Prog. Theor. Phys. Suppl. 59 (1976) 107125; see also [17].
[28] I.M. Krichever, Sov. Math. Surveys. 33 (1976) 215216;
See also appendix by I.M. Krichever to B. Dubrovin, Sov. Math. Surveys 36 (2) (1981) 12.
[29] S. Kharchev, A. Marshakov, A. Mironov, A. Orlov, A. Zabrodin, Nucl. Phys. B 366 (1991)
569601.
[30] H.W. Braden, J.G.B. Byatt-Smith, Bull. Lond. Math. Soc. 31 (1999) 463470;
H.W. Braden, V.M. Buchstaber, Rev. Math. Math. Phys. 10 (1997) 121166;
H.W. Braden, V.M. Buchstaber, SIAM J. Math. Anal. 28 (1997) 903923;
V.M. Buchstaber, I.M. Krichever, Teor. Mat. Fiz. 94 (1993) 200212.
[31] M. Douglas, S. Shenker, Nucl. Phys. B 447 (1995) 271296, hep-th/9503163.
[32] A. Hanany, M. Strassler, A. Zafaroni, Nucl. Phys. B 513 (1988) 87118, hep-th/9707244.
466
[33] J.D. Edelstein, M. Gomez-Reino, M. Marino, hep-th/0006113, Adv. Theor. Math. Phys. 4, to
appear.
[34] H. Airault, H.P. McKean, J. Moser, Commun. Pure Appl. Math. 30 (1977) 95148.
[35] N. Seiberg, E. Witten, in: The Mathematical Beauty of Physics, Saclay, 1996, pp. 333366,
hepth/9607163.
[36] H.W. Braden, A. Marshakov, A. Mironov, A. Morozov, Phys. Lett. B 448 (1999) 195202,
hep-th/9812078.
[37] I. Affleck, J. Harvey, E. Witten, Nucl. Phys. B 206 (1982) 413.
[38] S. Katz, C. Vafa, Nucl. Phys. B 497 (1997) 196204, hep-th/9611090;
O. Aharony, A. Hanany, K. Intriligator, N. Seiberg, M. Strassler, Nucl. Phys. B 499 (1997)
6799, hep-th/9703110;
C. Vafa, Adv. Theor. Math. Phys. 2 (1998) 497503, hep-th/9801139.

Quantum mechanical symmetries and topological

invariants
K. Aghababaei Samani a , A. Mostafazadeh b,
a Institute for Advanced Studies in Basic Sciences, 45195-159 Gava Zang, Zanjan, Iran
b Department of Mathematics, Ko University, Rumelifeneri Yolu, 80910 Sariyer, Istanbul, Turkey
Received 3 July 2000; accepted 22 November 2000
Abstract
We give the definition and explore the algebraic structure of a class of quantum symmetries,
called topological symmetries, which are generalizations of supersymmetry in the sense that they
involve topological invariants similar to the Witten index. A topological symmetry (TS) is specified
by an integer n > 1, which determines its grading properties, and an n-tuple of positive integers
(m1 , m2 , . . . , mn ). We identify the algebras of supersymmetry, p = 2 parasupersymmetry, and
fractional supersymmetry of order n with those of the Z2 -graded TS of type (1, 1), Z2 -graded
TS of type (2, 1), and Zn -graded TS of type (1, 1, . . . , 1), respectively. We also comment on the
mathematical interpretation of the topological invariants associated with the Zn -graded TS of type
(1, 1, . . . , 1). For n = 2, the invariant is the Witten index which can be identified with the analytic
index of a Fredholm operator. For n > 2, there are n independent integer-valued invariants. These can
be related to differences of the dimension of the kernels of various products of n operators satisfying
certain conditions. 2001 Elsevier Science B.V. All rights reserved.
1. Introduction
Supersymmetric quantum mechanics was originally introduced as a toy model used to
study some of the features of supersymmetric field theories [1]. This simple toy model
has, however, proven to be a very useful tool in dealing with a variety of problems in
quantum and statistical mechanics [24]. Supersymmetric quantum mechanics has also
been used to derive some of the very basic results of differential topology. Among these
are the supersymmetric derivation of the Morse inequalities [5] and supersymmetric proofs
of the AtiyahSinger index theorem [6].
E-mail addresses: samani@iasbs.ac.ir (K. Aghababaei Samani), amostafazadeh@ku.edu.tr

(A. Mostafazadeh).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 9 2 - 1
468
K. Aghababaei Samani, A. Mostafazadeh / Nuclear Physics B 595 (2001) 467492
The relationship between supersymmetry and topological invariants such as the indices
of the elliptic operators is our main motivation for seeking general quantum mechanical
symmetries with topological properties similar to those of supersymmetry.
Various generalizations of supersymmetry have been considered in the literature [7
12]. Among these only extended and generalized supersymmetries [12] and a certain class
of p = 2 parasupersymmetries [13] are known to share the topological characteristics of
supersymmetry.
The strategy pursued in this article is as follows. First, we introduce the notion of
a topological symmetry (TS) by formulating a set of basic principles that ensure the
desired topological properties. Then, we investigate the underlying algebraic structure
of these symmetries. This is necessary for seeking a mathematical interpretation of the
corresponding topological invariants.
We have recently reported our preliminary results on Z2 -graded TSs of type (1, 1) and
(2, 1) in [14]. The purpose of the present article is to generalize the results of [14] to
arbitrary Zn -graded TSs.
The organization of the article is as follows. In Section 2, we give the definition of a
general Zn -graded TS and introduce the associated topological invariants. In Section 3,
we consider the case of n = 2 and derive the algebra of a Z2 -graded TS of arbitrary
type (m+ , m ). In particular, we show that for m = 1, the algebra can be reduced to
the algebra of supersymmetry or p = 2 parasupersymmetry. In Section 4, we consider
the Zn -graded TSs. Here we discuss the properties of the grading operator and derive the
algebra of Zn -graded TSs of arbitrary type (m1 , m2 , . . . , mn ). In Section 5, we comment
on the mathematical interpretation of the topological invariants associated with TSs. In
Section 6, we study some concrete examples of quantum systems possessing TSs. In
Section 7, we summarize our results and present our concluding remarks. The appendix
includes the proof of some of the mathematical results that we use in our analysis.
2. Zn -graded TSs
In order to describe the concept of a topological symmetry, we first give some basic
definitions. In the following we shall only consider the quantum systems with a self-adjoint
Hamiltonian H . We shall further assume that all the energy levels are at most finitely
degenerate.
Definition 1. Let n be an integer greater than 1, H denote the Hilbert space of a quantum
system, and H1 , H2 , . . . , Hn be (nontrivial) subspaces of H. Then a state vector is said to
have definite color c` iff it belongs to H` .
Definition 2. A quantum system is said to be Zn -graded iff its Hilbert space is the direct
sum of n of its (nontrivial) subspaces H` , and its Hamiltonian has a complete set of
eigenvectors with definite color.
469
P
Definition 3. Let m` be positive integers for all ` {1, 2, . . . , n}, and m := n`=1 m` .
Then a quantum system is said to possess a Zn -graded topological symmetry of type
(m1 , m2 , . . . , mn ) iff the following conditions are satisfied.
(a) The quantum system is Zn -graded;
(b) The energy spectrum is nonnegative;
(c) For every positive energy eigenvalue E, there is a positive integer E such that E
is E m-fold degenerate, and the corresponding eigenspaces are spanned by E m1
vectors of color c1 , E m2 vectors of color c2 , . . . , and E mn vectors of color cn .
Definition 4. A topological symmetry is said to be uniform iff for all positive energy
eigenvalues E, E = 1.
Theorem 1. Consider a quantum system possessing a Zn -graded topological symmetry of
(0)
type (m1 , m2 , . . . , mn ), and let n` denote the number of zero-energy states of color c` .
Then for all i, j {1, 2, . . . , n}, the integers
(0)
ij := mi n(0)
j mj ni
(1)
remain invariant under continuous symmetry-preserving changes of the quantum system. 1

Proof. The proof of this theorem is essentially the same as the proof of the topological
invariance of the Witten index of supersymmetry. A symmetry-preserving continuous
change of the quantum system will preserve the particular degeneracy and grading
structures of positive energy levels. Because under such a change an initial zero energy
eigenstate can only become a positive energy eigenstate and vice versa, the only possible
(0)
change in the number of zero energy eigenstates are the ones involving the changes of ni
of the form
(0)
(0)
n(0)
i n
i := ni + kmi ,
(2)
where k is an integer greater than or equal to n(0)

i /mi . Moreover, such a change
(0)
must occur simultaneously for all ni s, i.e., the transformation (2) is valid for all i
{1, 2, . . . , n}. Therefore, under such a symmetry-preserving change of the system,

(0)
(0)
(0)
(0)
ij ij := mi n j mj n i = mi nj + kmj mj ni + kmi
(0)
= mi n(0)
j mj ni = ij ,
i.e., ij s remain invariant. 2

A direct consequence of Theorem 1 is that (the value of) any function of ij s is a
topological invariant of the system. In particular, ij s are the basic topological invariants.
A typical example of a derived invariant is
1 Here we consider quantum systems whose energy spectrum depends on a set of continuous parameters.
These parameters may be identified with coupling constants or geometric quantities entering the definition of the
Hamiltonian and/or the Hilbert space. A continuous change of the system corresponds to a continuous change of
these parameters.
470
:=
n
1 X
(ij )2 .
2
(3)
i,j =1
Note that is a measure of the existence of the zero-energy states.

Let us next observe that the topological symmetries are simple generalizations of
supersymmetry. First we recall that the Hilbert space of a supersymmetric system is
Z2 -graded. We can relate the Z2 -grading of the Hilbert space H to the existence of a
parity or grading operator : H H satisfying
2 = 1,
(4)
= ,
(5)
[H, ] = 0.
(6)
Here we use a to denote the adjoint of the corresponding operator. We can identify the
subspaces H1 and H2 with the eigenspaces of ,
H1 = H+ ,
H2 = H ,
H := { H | = }.
(7)
Now, consider the superalgebra

[H, Q] = 0,

1
Q, Q = H,
2
Q2 = 0,
(8)
(9)
(10)
of supersymmetric quantum mechanics with one nonself-adjoint symmetry generator Q

satisfying
{Q, } = 0.
(11)
It is well-known that using the superalgebra (8)(10) together with the properties of
the grading operator (4)(6) and the symmetry generator (11), one can show that the
conditions (a)(c) of Definition 3, with n = 2 and m1 = m2 = 1, are satisfied. Therefore,
supersymmetry is a Z2 -graded TS of type (1, 1). For a Z2 -graded TS of type (1, 1), there
is a single basic topological invariant, namely, 11 . This is precisely the Witten index.
3. Algebraic structure of Z2 -graded TSs
In this section we shall explore the algebraic structure of the Z2 -graded TSs that fulfil
the following conditions.
The Z2 -grading is achieved by a grading operator satisfying (4)(6);
There is a single nonself-adjoint symmetry generator Q;
Q is an odd operator, i.e., it satisfies Eq. (11).
We shall only treat the case of the uniform TSs. The algebraic structure of nonuniform
TSs is easily obtained from that of the uniform topological symmetries (UTSs). In fact, the
algebraic relations defining uniform and nonuniform TSs of the same type are identical.
471
In order to obtain the algebraic structures that support TSs, we shall use the information
on the degeneracy structure of the corresponding systems and the properties of the grading
operator and the symmetry generator to construct matrix representations of the relevant
operators in the energy eigenspaces HE with positive eigenvalue E. We shall use the
notation O E for the restriction of an operator O onto the eigenspace HE . Throughout
this article E stands for a positive energy eigenvalue. The zero-energy eigenspace (kernel
of H ) is denoted by H0 .
In view of Eqs. (6) and (8), E and QE are m m matrices acting in HE . We also have
the trivial identity: H E = EIm , where Im denotes the m m unit matrix.
Next, we introduce the self-adjoint symmetry generators

1
i
Q1 := Q + Q and Q2 := Q Q ,
2
2
where i := 1. Note that because is self-adjoint, we have

{Qj , } = 0
for j {1, 2}.
(12)
(13)
Now in view of Eq. (6), we can choose a basis in HE in which is diagonal. Then
using Eqs. (4), (12), (13), and the self-adjointness of Qj , we obtain the following matrix
E
representations for E , QE
j , and Q .
E = diag( 1, 1, . . . , 1, 1, 1, . . ., 1 ),
| {z } |
{z
}

QE
j =
QE
m+ times
Aj
,
Aj 0

0
1
=
2 A1 + iA2
(14)
m times
(15)
A1 + iA2
0

,
(16)
where diag( ) stands for a diagonal matrix with diagonal entries , 0s denote
appropriate zero matrices, and Aj are m+ m complex matrices.
E
The next step is to find general identities satisfied by QE
j and Q for all E > 0. In order
to derive the simplest such identities we appeal to the CayleyHamilton theorem of linear
algebra. This theorem states that an m m matrix Q satisfies its characteristic equations,
PQ (Q) = 0, where PQ (x) := det(xIm Q) is the characteristic polynomial for Q. Using
this theorem we can prove the following lemma. The proof is given in the appendix.
Lemma 1. Let m be positive integers, m := m+ + m , and Q be an m m matrix of the
form:

0 X
Q=
,
(17)
Y 0
where X and Y are m+ m and m m+ complex matrices. Let PXY (x) and PY X (x)
denote the characteristic polynomials for XY and Y X, respectively. Then PY X (Q2 )Q =
PXY (Q2 )Q = 0. Furthermore, if m+ = m , then PY X (Q2 ) = PXY (Q2 ) = 0.
472
E
Applying this lemma to QE
j and Q , we find for m+ = m

2
Pj QE
= 0,
j
E 2
= 0,
P Q
and for m+ > m

2 E
Pj QE
Qj = 0,
j
E 2 E
Q = 0,
P Q
(18)
(19)
(20)
(21)
where Pj (x) and P(x) denote the characteristic polynomials of Aj Aj and (A1 +
iA2 )(A1 + iA2 )/2, respectively.
For m > m+ , the roles of Aj and Aj are interchanged. We shall, therefore, restrict our
attention to the case where m+ > m .
We can write Eqs. (18)(21) in terms of the roots of the characteristic polynomials Pj (x)
and P(x). This yields
E 2
E 2
E 1(m+ ,m )
E 2
E
= 0, (22)
Qj E
Qj E
j 1 Im
j 2 Im Qj
j m Im Qj

E 2
2
2
1(m
,m
)
+
E
1E Im QE 2E Im QE m
I QE
= 0,
(23)
Q
m
E
2
where E
j ` and ` are the roots of Pj (x) and P(x), respectively, and

1 for m+ = m ,
(m+ , m ) = m+ ,m :=
0 for m+ 6= m .
In order to promote Eqs. (22) and (23) to operator relations, we introduce the operators
Mj ` and K` (for each j {1, 2} and ` {1, 2, . . . , m }) which commute with H and have
the representations:
MjE` = E
j ` Im
and KÈ = È Im ,
(24)
in HE . We then deduce from Eqs. (22), (23) and (24) that Mj ` and K` must commute with
and Qj . Furthermore, they should satisfy the algebra

1(m+ ,m )
= 0,
(25)
Q2j Mj 1 Q2j Mj 2 Q2j Mj m Qj
2

1(m ,m )
2
2
+
= 0.
(26)
Q K1 Q K2 Q Km Q
Note that the roots È and E
j ` are defined using the matrices Aj . This suggests that
the operators Mj ` and K` are not generally independent. Furthermore, because Aj Aj are
Hermitian matrices, the roots E

j ` , which are in fact the eigenvalues of Aj Aj , are real. This
in turn suggests that the operators Mj ` are self-adjoint.
In summary, the algebra of general Z2 -graded topological symmetry of type (m+ , m )
which is generated by one odd nonself-adjoint generator Q is given by Eqs. (25) and (26)
where m+ is assumed (without loss of generality) not to be smaller than m , the operators
2 Note that the roots are not necessarily distinct.
473
Mj ` and K` commute with H , and Q, and Mj ` are self-adjoint. Moreover, Mj ` and

K` have similar degeneracy structure as the Hamiltonian 3 (at least for positive energy
eigenvalues). In particular, it might be possible to express H as a function of Mj ` and K` .
In order to elucidate the role of the operators Mj ` and K` and their relation to the
Hamiltonian, we shall next consider the Z2 -graded UTSs of type (m+ , 1).
If m = 1, then Aj Aj and (A1 + iA2 )(A1 + iA2 )/2 are, respectively, real and complex
E
scalars. In this case, Pj (x) = x E
j and P(x) = x , where
E
j = Aj Aj ,

i
1
1h
A1 + iA2 (A1 + iA2 ) =
A1 A1 A2 A2 + i A1 A2 + A2 A1 , (27)
2
2
and the algebra (25) and (26) takes the form
1(m+ ,1)
= 0,
(28)
Q2j Mj Qj

(29)
Q2 K Q1(m+ ,1) = 0.
E =
Here we have used the abbreviated notation: Mj = Mj 1 and K = K1 .

Next, we define the self-adjoint operators

K1 = K + K and K2 = i K K .
(30)
In view of Eqs. (24) and (27) we have

M2 = M1 K1 .
(31)
In the following we shall consider the cases m+ = 1 and m+ > 1 separately.

3.1. Z2 -graded UTS of type (1, 1)
Setting m+ = 1 in Eqs. (28) and (29), we find
Q2j = Mj ,
(32)
Q = K.
(33)
If we express Q in terms of Qj and use Eqs. (30) and (31), we can write Eqs. (32) and (33)
in the form
Q21 = M1 ,
(34)
= M1 K1 ,
(35)
{Q1 , Q2 } = K2 .
(36)
Q22
Now, we observe that Eqs. (34)(36) remain form-invariant under the linear transformations of the form
3 The degeneracy structure of these operators will be the same as that of the Hamiltonian, if their eigenvalues
E
E
j ` and ` are distinct for different E.
474
e1 = aQ1 + bQ2 ,
Q1 Q
e2 = cQ1 + dQ2 ,
Q2 Q
(37)
where a, b, c and d are self-adjoint operators commuting with all other operators. More
ej satisfy Eqs. (34)(36) provided that M1 and Kj are transformed according
specifically, Q
to

e1 := a 2 + b2 M1 b2 K1 + abK2,
(38)
M1 M

2
2
2
2
2
2
e1 := a + b c d M1 + d b K1 + (ab cd)K2 ,
(39)
K1 K
e2 := 2(ac + bd)M1 2bdK1 + (ad + bc)K2 .
K2 K
(40)
ej = 0. These
In particular, there are transformations of the form (38) for which K
correspond to the choices for a, b, c and d that satisfy (either of)
s
K2
K2
K1
a + ic
=
i 1
22 .
(41)
b + id
2M1
M1 4M1
One can use the representations of Kj and M1 in the eigenspaces HE to show that the
terms in the square root in (41) yield a positive self-adjoint operator, provided that the
kernel of M1 is a subspace of the zero-energy eigenspace H0 .
The above analysis shows that we can reduce the general algebra (34)(36) to the special
case where Kj = 0. Writing this algebra in terms of Q, we obtain the superalgebra (8)
(10) with M1 replacing H . In other words, if we identify the Hamiltonian with M1 , which
we can always do, the algebra of Z2 -graded topological symmetry of type (1, 1) reduces
to that of supersymmetry.
3.2. Z2 -graded UTSs of type (m+ , 1) with m+ > 1
If M+ > 1, then Eqs. (28) and (29) take the form
Q3j = Mj Qj ,
(42)
Q = KQ.
(43)
Again we express Q in terms of Qj and use Eqs. (30) and (31) to write (42) and (43) in
the form
Q31 = M1 Q1 ,
(44)
= (M1 K1 )Q2 ,

Q2 Q1 Q2 + Q1 , Q22 = (M1 K1 )Q1 + K2 Q2 ,

Q1 Q2 Q1 + Q2 , Q21 = M1 Q2 + K2 Q1 .
(45)
Q32
(46)
(47)
It is remarkable that these relations are also invariant under the transformations (37) and
(38)(40). Therefore, again we can reduce our analysis to the special case where Kj = 0.
Substituting zero for Kj in Eqs. (44)(47), and writing them in terms of Q, we obtain
475
[M1 , Q] = 0,
2
Q Q + QQ Q = 2M1 Q,
(49)
Q = 0.
(50)
(48)
This is precisely the algebra of p = 2 parasupersymmetry of Rubakov and Spiridonov [7]

with H replaced by M1 /2. Hence, if we identify H with M1 /2, which we can always do,
the algebra of Z2 -graded topological symmetry of type (m+ , 1) with m+ > 1 reduces to
that of the p = 2 parasupersymmetry.
As shown in Ref. [15], one can use the algebra (48)(50) of p = 2 parasupersymmetry
and properties of the grading operator (4)(6) and (13) to obtain the general degeneracy
structure of a p = 2 parasupersymmetric system. In general the algebra of p = 2
parasupersymmetry does not imply the particular degeneracy structure of the Z2 -graded
UTS of type (m+ , 1), even for m+ = 2. Therefore, the Z2 -graded UTS of type (2, 1) is a
subclass of the general p = 2 parasupersymmetries. As argued in Refs. [15] and [13], these
are parasupersymmetries for which an analog of the Witten index can be defined.
In Ref. [15] it is also shown that the positive energy eigenvalues of a p = 2
parasupersymmetric system can at most be triply degenerate, provided that the eigenvalues
of QE
1 for all E > 0 are nondegenerate. This means that the Z2 -graded TSs of type (m+ , 1)
with m+ > 2 occur only if QE
1 have degenerate eigenvalues for all E > 0. This suggests
the presence of further (even) symmetry generators La which would commute with Q1
and label the basis eigenvectors within the degeneracy subspaces of Q1 . The existence of
these generators is an indication that the Z2 -graded TSs of type (m+ , 1) with m+ > 2 are
not uniform.
3.3. Special Z2 -graded TSs
The analysis of the Z2 -graded TSs of type (m+ , 1) shows that the corresponding algebras
can be reduced to a simplified special case by a redefinition of the symmetry generators Qj .
This raises the question whether this is also possible for the general Z2 -graded TSs of type
(m+ , m ). The reduction made in the case of Z2 -graded TSs of type (m+ , 1) has its roots
in the form of the matrix representation of the corresponding symmetry generators in HE .
For a Z2 -graded UTS of arbitrary type (m+ , m ), a similar reduction, which eliminates
ej which
the operators K` in Eq. (26), is possible, if we can find a transformation Qj Q
satisfies the following conditions.
ej have the representation
(1) The transformed generators Q

0 A j
eE
,
Q
j =
A j 0
in HE .
eE
(2) For all energy eigenvalues E > 0, the corresponding matrices A j which define Q
j
satisfy A 2 = U A 1 , where U is an m+ m+ unitary and anti-Hermitian matrix.
The first condition is necessary for the invariance of the algebra (25)(26). It is satisfied
E
eE
by the linear transformations: QE
j Qj = Tj Qj Tj where Tj are m m matrices of the
form
476

Tj =
Tj +
Tj

,
and Tj are m m matrices. Under such a transformation Aj transform according to

Aj A j := Tj + Aj Tj .
The second condition implies that the transformed matrices A j satisfy

A 1 + i A 2 A 1 + i A 2 = A1 Im+ + iU (Im+ + iU )A1

= A1 Im+ U U + i U + U A1 = 0,
(51)
where we have used the unitarity and anti-Hermiticity of U . The latter relation indicates
E
that for the transformed system È = 0 and E
2` = 1` , for all E and `. Hence K` can
be identified with the zero operator and M2` = M1` =: M` . Furthermore, one can check
eE )3(m+ ,m ) = 0. Therefore, the transformed generators satisfy
that (51) implies (Q
2

1(m+ ,m )
ej M2 Q
e2j Mm Q
e
e2j M1 Q
= 0,
(52)
Q
j
e3(m+ ,m ) = 0.
Q
(53)
We shall term such Z2 -graded TSs, the special Z2 -graded TSs.

3.4. Z2 -graded TSs with one self-adjoint generator
The above analysis of Z2 -graded TSs can be easily applied to the case where there is a
single self-adjoint generator Q. In fact, one can read off the corresponding algebra from
Eqs. (25) and (26). The result is

(54)
Q2 M1 Q2 M2 Q2 Mm Q1(m+ ,m ) = 0,
where M` are self-adjoint operators commuting with H, Q and . For m = 1, this
equation reduces to that of the N = 1/2 supersymmetry, provided that we identify M1
with the Hamiltonian H .
4. Algebraic structure of Zn -graded TSs

In the preceding section, we have used Definition 3 and the properties (4)(6) and (11)
of the Z2 -grading operator to obtain the algebra of the Z2 -graded TSs with one generator.
The main guideline for postulating these properties were Definition 2 and the known
grading structure of supersymmetric systems.
Similarly, in order to obtain the algebraic structure of the Zn -graded TSs, with n > 2,
we must first postulate the existence of an appropriate Zn -grading operator. In view of
Definitions 1, 2 and 3, such a grading operator must commute with the Hamiltonian
Eq. (6) holds and have n-distinct eigenvalues c` with eigenspaces H` satisfying H =
H1 H2 Hn . The simplest choice for c` are the nth roots of unity, e.g., c` = q `
where q = e2i/n . This choice suggests the following generalization of Eqs. (4) and (5).
n = 1,
=
477
(55)
(56)
Note that for n = 2, according to Eq. (4), 1 = and Eq. (56) coincides with (5).
In the following we shall only consider Zn -graded TSs with one symmetry generator Q.
In order to proceed along the same lines as in the case of n = 2, we need to impose
a grading condition on Q similar to (11). We first consider the simplest case, namely,
Zn -graded UTS of type (1, 1, . . . , 1).
4.1. Zn -graded UTS of type (1, 1, . . . , 1)
For n = 2, condition (11) implies that the action of Q on a definite color (parity) state
vector changes its color (parity) a bosonic state changes to a fermionic state and vice
versa. The simplest generalization of this statement to the case n > 2 is that the action of
Q must change the color of a definite color state by one unit, i.e.,
= c`
implies (Q) = c`+1 Q.
(57)
This condition is consistent with Eq. (55). If we impose this condition on the representations QE and E in HE , then in a basis in which E is diagonal we have

(58)
E = diag q, q 2, . . . , q n1 , q n = 1 ,
and
0
a1
E
Q = .
..
0
0
a2
..
.
0
..
.
0
..
.
..
an2
0
an1
an
0
,
..
.
(59)
where a` are complex numbers depending on E.

A simple calculation shows that E and QE q-commute, i.e., [ E , QE ]q = 0, where the
q-commutator is defined by [O1 , O2 ]q := O1 O2 qO2O1 . Generalizing this property of
E and QE to and Q, we find
[, Q]q = 0.
(60)
This relation is the algebraic expression of the condition (57). It reduces to Eq. (11) for
n = 2.
Another consequence of Eq. (59) is that a symmetry generator of a Zn -graded UTS of
type (1, 1, . . . , 1) with n > 2 which satisfies (57) cannot be self-adjoint. Furthermore, one
can easily check that
n
(61)
QE = a1 a2 an Inn .
478
We can generalize this equation to the whole Hilbert space and write it in the operator
form:
Qn = K.
(62)
Here K is an operator that commutes with all other operators in the algebra.
Next, we seek for the algebraic relations satisfied by the self-adjoint generators:

1
i
(63)
Q1 := Q + Q and Q2 := Q Q .
2
2
Using the results reported in Appendix A, namely, Eq. (A.18), one can show that in an
energy eigenspace HE , with E > 0, Q1 and Q2 satisfy

1 n
E n
E n2
+ =
R1 ,
(64)
Q1 + n2 Q1
2

n

1 n
E n2
+
R2 ,
(65)
Q
QE
n2
2
2
2
where ` s are functions of |ai |2 and R1 and R2 are defined by
R1 :=
n
Y
ak +
k=1
n
Y
ak ,
R2 :=
k=1
n
Y
(iak ) +
k=1
n
Y

iak .
k=1
Eqs. (64) and (65) can be written in the operator form according to

1 n
+
=
K + K ,
Qn1 + Mn2 Qn2
1
2

1 n n
+
i K + (i)n K ,
Qn2 + Mn2 Qn2
2
2
where Mi s are self-adjoint operators commuting with all other operators.
We can rewrite Eqs. (66) and (67) in the following more symmetric way.
For n = 2p,
p
2

1
2
2
K + K ,
Q1 M1 Q1 M2 Q1 Mp =
2

2

1 p
2
2
K + K .
Q2 M1 Q2 M2 Q2 Mp =
2
For n = 2p + 1,
(66)
(67)
(68)

1 2p+1
M1
M2
K + K ,
2
(69)

2

i 2p+1
2
2
K K .
Q2 M1 Q2 M2 Q2 Mp Q2 =
2
Here Mi are also operators that commute with all other operators. Note also that for
even ps, the algebraic relations for Q1 and Q2 coincide.
Eqs. (62), (69), and (70) are the defining equations of the algebra of Zn -graded TS
of type (1, 1, . . . , 1). For n = 2, they reduce to the familiar algebra of Z2 -graded TS
Q21
Q21
Q21

Mp Q1 =
479
of type (1, 1). In this case, as we discussed in Subsection 3.1, we can perform a linear
transformation on the self-adjoint generators that eliminates the operator K.
Next, consider the case where for all E > 0, KE 6= 0 and introduce the transformed
e by
generator Q

E 1/n i E /n E
E
e
e
Q ,
(70)
Q =
| E |
where
E
.
| E |
In view of Eqs. (61) and (70), it is not difficult to see that

eE n = EIn ,
Q
E := a1 a2 an
and ei :=
(71)
(72)
Writing this equation in the operator form, we are led to

en .
H =Q
(73)
This is precisely the algebra of fractional supersymmetry of order n [10,11].

Next, we examine whether Eq. (62) guarantees the desired degeneracy structure of the
Zn -graded TS of type (1, 1, . . . , 1). In order to address this question, we suppose that the
kernel of K is a subset of H0 . Then for all E > 0, E 6= 0.
In view of Eq. (62), the eigenvalues of QE are of the form q ` ( E )1/n , with `
{1, 2, . . . , n}. Now, let |q ` , ` i denote the corresponding eigenvectors, where ` s are
degeneracy labels. We can easily show using Eq. (60) that for all positive integers s,
s |q ` , ` i are eigenvectors of QE with eigenvalue q `s ( E )1/n . This is sufficient to
conclude that all the eigenvalues of QE are either nondegenerate or have the same
multiplicity NE . If for all E > 0, NE = 1, then we will have the desired degeneracy
structure of the Zn -graded UTS of type (1, 1, . . . , 1). If there are E > 0 for which NE > 1,
then we have a nonuniform Zn -graded TS of type (1, 1, . . . , 1).
We conclude this section by noting that if we put K = 0 in the algebraic relations for
Zn -graded UTS of type (1, 1, . . . , 1), we will obtain the algebraic relations for Z2 -graded
TS. This is not so strange, because putting K = 0 means that one of the ai s (say an ) in
QE is zero. In this case, as we explain in Appendix A, there is a unitary transformation
E
that transforms QE
1 and Q2 to off block diagonal matrices. In view of the analysis of
Section 3, this implies that the generators of this kind of Zn -graded UTSs satisfy the
algebra of Z2 -graded UT.
4.2. Zn -graded TS of arbitrary type (m1 , m2 , . . . , mn )
In order to obtain the algebraic structure of the Zn -graded TS of arbitrary type
(m1 , m2 , . . . , mn ), we need an appropriate grading operator. We shall adopt Eqs. (6), (55),
(56) and (60) as the defining conditions for our Zn -grading operator. We shall further
assume that m1 6 m2 6 6 mn . This ordering can always be achieved by a reassignment
of the colors. Again we shall confine our attention to the uniform Zn -graded TS. The
algebras of uniform and nonuniform TS of the same type are identical.
480
Working in an eigenbasis in which E is diagonal and using Eq. (60), we have

E = diag( q, q, . . ., q , q 2 , q 2 , . . . , q 2 , . . . , q n , q n , . . . , q n ).
| {z } |
{z
}
|
{z
}
m1 times
m2 times
mn times
In view of this equation and Eq. (60), we

for QE .
0
0
0
0
A1 0
0
0
0 A2 0
0
QE = .
.
..
.
..
..
..
.
0
0
0 An2
0
(74)
obtain the following matrix representation

0
0
0
..
.
0
An1
An
0
,
..
.
(75)
where A` (with ` {1, 2, . . . , n 1}) are complex m`+1 m` matrices, An is a complex

m1 mn matrix, and 0s are appropriate zero matrices.
Next, we compute the nth power of Q. The result is
An An1 A2 A1
0
0
0
0
0
A1 An An1 A2 0
n
.
QE =
..
..
..
..
..
. .
.
.
.
0
An1 An2 A1 An
(76)
In order to find the most general algebraic identity satisfied by Q we appeal to the
following generalization of Lemma 1. The proof is given in Appendix A.
Lemma 2. Let (m1 , m2 , . . . , mn ) be an n-tuple of positive integers satisfying m1 6 m2 6
P
6 mn , m := n`=1 m` , is the number of times m1 appears in (m1 , m2 , . . . , mn ), Q is
an m m matrix of the form (75), and P(x) is the characteristic polynomial of the m1 m1
matrix An An1 A2 A1 . Then Q satisfies

(77)
P Qn Qn = 0.
Substituting QE for Q in Eq. (77) and writing P(x) in terms of its roots kE , we find

n

n
E n
E n
E
1E QE 2E QE m
= 0.
(78)
Q
Q
1
Next, we introduce the operators Kk for k {1, 2, . . ., m1 } which commute with the
Hamiltonian and have the representation:
KkE = kE Im
in HE . In view of Eqs. (78) and (79), we obtain

Qn K1 Qn K2 Qn Km1 Qn = 0.
(79)
(80)
481
The operators Kk have a similar degeneracy structure as the Hamiltonian (at least for the
positive energy eigenvalues). Therefore, the Hamiltonian might be expressed as a function
of Kk .
For a Zn -graded UTS of type (1, 1, . . . , 1), = n and Eq. (80) reduces to (62). However,
one can show that in general Eq. (80) does not ensure the desired degeneracy structure
of the general Zn -graded TSs. This is true even for the case n = 2, m+ = 2, m = 1
considered in Section 3. In general, the Zn -graded TSs correspond to a special class of
symmetries satisfying (80).
Finally, we wish to note that for a general Zn -graded TS the algebraic relations satisfied
by the self-adjoint generators are extremely complicated. We have not been able to express
them in a closed form.
5. Mathematical interpretation of i,j

In order to obtain the mathematical interpretation of the invariants i,j of TSs, one must
express the Hamiltonian in terms of the symmetry generators. This can be easily done
using the defining algebra for the Zn -graded TSs of type (1, 1, . . . , 1). In the following,
we discuss the mathematical meaning of the topological invariants associated with these
symmetries.
We know that for a Zn -graded TS of type (1, 1, . . . , 1) the operator K has a similar
degeneracy structure as the Hamiltonian. Therefore, we may set H = f (K) where f is
a function mapping the eigenvalues E to E. Next, suppose that the kernels of K and H
also coincide. Then as far as the general properties of the symmetry is concerned, we can
confine our attention to the special case where K = H , i.e., the fractional supersymmetry.
Note that in this case, Qn is necessarily self-adjoint. Alternatively, we can use the rescaled
e that does satisfy Q
en = H .
symmetry generator Q
In order to obtain the mathematical interpretation of the topological invariants i,j ,
we use an n-component representation of the Hilbert space in which a state vector
is represented by a column of n colored vectors ` H` . In this representation the
grading operator is diagonal and the generator of the symmetry and the Hamiltonian are,
respectively, expressed by n n matrices of operators according to
0
D1
Q= .
..
0
0
D2
0
..
.
0
..
.
0
..
.
Dn2
0
Dn1
Dn
0
,
..
.
0
0
(81)
482
H = Q =
H1
0
..
.
H2
..
.
0
..
0
.
..
0
..
.
Hn
(82)
Here Dn : Hn H1 and D` : H` H`+1 , with ` {1, 2, . . . , n 1}, are operators and

H1 := Dn Dn1 D2 D1 ,
H2 := D1 Dn Dn1 D2 ,
Hn := Dn1 Dn2 D1 Dn .
The condition that H is self-adjoint takes the form H` = H` , or alternatively
D (n) D (n1) D (2) D (1) = D (1) D (2) D (n1) D (n) ,
(83)
for all cyclic permutations of (n, n 1, n 2, . . . , 1). In addition, the assumption

that H has a nonnegative spectrum further restricts D` . Note also that the algebraic
relations satisfied by the self-adjoint generators also put restrictions on the choice of the
operators D` . This is because the operators Mi appearing in Eqs. (66) and (67) involve D` .
The condition that Mi commute with Q leads to a set of compatibility relations among D` .
In view of Eq. (82) and the fact that n(0)
` is the dimension of the kernel of H` , we can
easily express the invariant ij in the form:
i,j = dim(ker Hj ) dim(ker Hi ).
(84)
Suppose that the subspaces H` are all identified with a fixed Hilbert Space. Consider the
special case where
D3 = D4 = = Dn = 1,
D2 = D1 ,
(85)
and D1 is a Fredholm operator, then H1 = D1 D1 , H2 = D1 D1 , and there is one

independent invariant, namely

1,2 = dim ker D1 D1 dim ker D1 D1 = dim(ker D1 ) dim ker D1 .
This is just the analytic index of D1 . This example shows that the above construction has
nontrivial solutions.
In general, the operator D` need not satisfy (85). They are however subject to the abovementioned compatibility relations. In order to demonstrate the nature of these relations, we
consider Z3 -graded UTS of type (1, 1, 1) with the symmetry generator
0
0 D3
(86)
Q = D1 0
0 .
0
D2
In this case, the algebraic relations (66) and (67) satisfied by the self-adjoint generators
involve a single commuting operator which we denote by M. Assuming that this operator
has the form
M=
M1
1
0
2
0
M2
0
483
0 ,
(87)
M3
and enforcing
[Q, M] = 0,
1
Q31 + MQ1 = H,
2
(88)
we find
M1 D3 = D3 M3 ,
(89)
M2 D1 = D1 M1 ,
(90)
M3 D2 = D2 M2 .
(91)
One can manipulate these relations to obtain the following compatibility relations for D` .
D2 D2 D1 D3 = D1 D3 D2 D2 ,
(92)
D3 D3 D2 D1 = D2 D1 D3 D3 ,
(93)
D1 D1 D3 D2
(94)
D3 D2 D1 D1 .
Furthermore, under these conditions on M` and D` , one can check that the relation for Q2 ,
i.e., Q32 + MQ2 = 0, is identically satisfied.
Next, consider the case where one of the Di s, say D3 , is 1. Then we can use Eqs. (89)
(91) to express Mi in terms of D1 and D2 . This yields

M2 = D2 D2 + D1 D1 + 1 .
(95)
M1 = M3 = D1 D1 + D2 D2 + 1 ,
Note that we can easily satisfy Eqs. (92)(94), if D2 = D1 , i.e., when (85) is satisfied. In
this case,

M1 = M2 = 2D1 D1 + 1 = (2H1 + 1),
(96)

M3 = 2D1 D1 + 1 = (2H2 + 1),
and

1
,
M = H +
2
where we have used Eqs. (82) and (87).
6. Examples
In this section, we examine some examples of quantum systems possessing UTSs.
(97)
484
6.1. A system with UTS of type (2, 1)

Consider the Hamiltonian
H=
1 0
1
1 2
p + x2 + 0 1
2
2
0 0
0 ,
(98)
where x and p are, respectively, the position and momentum operators. This Hamiltonian
was originally considered in [8]. It is not difficult to show that it commutes with
1 (p ix)
0
0
2
0
0
(99)
Q = 0
.
1 (p + ix)
2
Furthermore, Q, H , and the the self-adjoint generators Qj satisfy the algebra of the UTS
of type (2, 1), i.e.,
Q31 = H Q1 ,
Q32 = H Q2 ,
Q3 = 0.
For this system the grading operator is given by = diag(1, 1, 1); there is a
nondegenerate zero-energy ground state; and the positive energy eigenvalues are triply
degenerate. Therefore, this system has a UTS of type (2, 1).
If we denote by |ni the normalized energy eigenvectors of the harmonic oscillator with
unit mass and frequency, then a set of eigenvectors of the Hamiltonian (98) are given by

0

(100)
|0 i = 0 ,
|0i
for E = 0, and
|n , 1i =
|n 1i
0
|n , 2i = |n 1i ,

|n , 3i = 0 ,
(101)
|ni
for E = n > 0.
Next, we check the action of the symmetry generator and the grading operator on |0 i
and |n , ai. This yields
Q|0 i = 0,
|0 i = |0 i,
Q|n , 1i = 0,
|n , 1i = |n , 1i,
Q|n , 2i |n , 3i,
|n , 2i = |n , 2i,
(102)
Q|n , 3i |n , 1i,
|n , 3i = |n , 3i.
(103)
(104)
Here we have used to denote equality up to a nonzero multiplicative constant.

As one can see from Eqs. (102) and (104), the ground state has negative parity and the
positive energy levels consist of two positive and one negative parity states. The topological
invariants for this system are 2,1 = 1,2 = 2.
485
6.2. A system with UTS of type (1, 1, 1)

H = Q3 =
1
1 2
p + x2 + 0
2
2
0
1 0 ,
0
(105)
which is precisely the Hamiltonian (98) written in another basis. 4 It possesses a symmetry
generated by
0
0
1
1
Q = 2 (p + ix)
0
.
0
1 (p ix)
2
(106)
In fact, it is not difficult to show that

Q3 = H.
(107)
Furthermore, one can check that the self-adjoint generators Qj satisfy

1
Q31 + MQ1 = H,
2
Q32 + MQ2 = 0,
where the operator M is given by
1

1 2
2
M = p +x + 0
2
0
(108)

1
.
0 0 = H +
2
0 1
0
(109)
This is in agreement with the more general treatment of Section 5. In particular, Eq. (109)
is a special case of Eq. (97).
Obviously, M commutes with H and Q. In view of this observation and Eqs. (107),
(108), (62), (66), and (67) we can conclude that this system has a Z3 -graded UTS of
type (1, 1, 1).
A complete set of eigenvectors of the Hamiltonian (98) are given by

0

(110)
|0 i = |0i ,
0
for E = 0, and
|n , 1i =
|n 1i
0
0

|n , 2i = |ni ,
0
for E = n > 0.
4 We have used some of the results of [11] to obtain this Hamiltonian.
|n , 3i =
0
0
|n 1i
(111)
486
The grading operator is = diag(q, q 2, 1), where q := e2i/3 . The symmetry generator
Q and the grading operator transform the energy eigenvectors according to
Q|0 i = 0,
|0 i = q 2 |0 i,
(112)
Q|n , 1i |n , 2i,
Q|n , 2i |n , 3i,
Q|n , 3i |n , 1i,
(113)
|n , 1i = q|n , 1i,
|n , 2i = q |n , 2i,
|n , 3i = |n , 3i.
(114)
In particular, |0 i and |n , ai have colors q 2 and q a , respectively, and the topological

invariants of the system are given by
1,2 = 2,1 = 1,
2,3 = 3,2 = 1,
1,3 = 3,1 = 0.
(115)
6.3. A system with UTS of type(1, 1, . . ., 1)

H=
1
1 2
p + x 2 + diag( 1, 1, . . ., 1, 1).
| {z }
2
2
(n1)-times
(116)
This Hamiltonian has a symmetry generated by

0
1
0
Q=
..
.
0
1 (p ix)
2
1
..
.
..
.
0
..
.
0
..
.
1 (p + ix)
2
(117)
because Qn = H .
One can also check that the self-adjoint generators Qj satisfy

1 n
(2H ),
2

i n
+
1 + (1)n H,
Qn2 + Mn2 Qn2
2
2

+ =
Qn1 + Mn2 Qn2
1
(118)
(119)
where Mn2k are given by

1 nk1
k 1 nk1
Mn2k = (1)
+ k1
H ,
(120)
2k
2
k
k1

a!
.
and ab := b!(ab)!
It is not difficult to see that this system has a zero-energy ground state and that the
positive energy levels are n-fold degenerate. A complete set of energy eigenvectors are
given by
0
0
.
.
|0i =
.
487
(121)
|0i
for E = 0, and
|m 1i
|m, 1i =
0
..
.
0
..
,
|m, n 1i =
.
|m 1i
,...,
0
0
.
.
|m, ni =
.
(122)
|mi
for E = m > 0:
These observations indicate that the quantum system defined by the Hamiltonian (116)
has a Zn -graded UTS of type (1, 1, . . . , 1). Clearly, the grading operator is =
diag(q, q 2, . . . , q n1 , q n = 1), the ground state has color cn = q n = 1, and the nonvanishing topological invariants are `,n = n,` = 1, where ` {1, 2, . . ., n 1}.
Next, we wish to comment that if we change the sign of the term involving the matrix
diag( 1, 1, . . ., 1, 1) in the Hamiltonian (116), then we obtain another quantum system
| {z }
(n1)-times
with a Zn -graded UTS of type (1, 1, . . . , 1) that is generated by
0 0
1 (p + ix)
0
1
0
Q=
..
.
0
1
..
.
..
.
0
..
.
0
..
.
1 (p ix)
2
(123)
This system has an (n 1)-fold degenerate zero-energy ground state.
7. Conclusions
We have introduced a generalization of supersymmetry that shares its topological
properties. We gave a complete description of the underlying algebraic structure and
commented on the meaning of the corresponding topological invariants.
We showed that the algebras of the Z2 -graded TSs of type (m+ , 1) coincide with the
algebras of supersymmetry or parasupersymmetry of order p = 2. The algebraic relations
obtained for the Z2 -graded TSs of type (m+ , m ) with m > 1 include as special cases the
algebras of higher order parasupersymmetry advocated by Durand and Vinet [16]. We also
pointed out that the algebra of Zn -graded TS of type (1, 1, . . . , 1) is related to the algebra
of fractional supersymmetry of order n.
488
Our approach in developing the concept of a TS differs from those of the other
generalizations of supersymmetry in the sense that we introduce TSs in terms of certain
requirements on the spectral degeneracy properties of the corresponding quantum systems,
whereas in the other generalizations of supersymmetry such as parasupersymmetry and
fractional supersymmetry one starts with certain defining algebraic relations. These
relations are usually obtained by generalizing the relations satisfied by the generators of
symmetries that relate degrees of freedom with different statistical properties in certain
simple models. For example the RubakovSpiridonov algebra of parasupersymmetry
of order p = 2 was originally obtained by generalizing the algebra of symmetry
generators of an oscillator involving a bosonic and a (p = 2) parafermionic degree
of freedom [7]. In order to investigate the topological content of these (statistical)
generalizations of supersymmetry, one is forced to study the spectral degeneracy structure
of the corresponding systems. The derivation of the degeneracy structure using the defining
algebraic relations is usually a difficult task. In fact, for parasupersymmetries of order
p > 2 this problem has not yet been solved. Even for the parasupersymmetries of order
p = 2 the solution requires a quite lengthy analysis [15], and the defining algebra does
not guarantee the existence of any topological invariants. This in turn raises the question
of the classification of the p = 2 parasupersymmetries that do have topological properties
similar to supersymmetry [13]. The analysis of the topological aspects of supersymmetry
and p = 2 parasupersymmetry shows that the information about the topological properties
is contained in the spectral degeneracy structure of the corresponding systems. This is the
main justification for our definition of a TS.
Like any other quantum mechanical symmetry, a TS also possesses an underlying
operator algebra. This algebra contains more practical information about the systems
possessing the symmetry. As we showed in the preceding sections, the operator algebras
associated with TSs can be obtained using the defining conditions on the spectral
degeneracy structure of these systems. This observation may be viewed as another
indication that, as far as the topological aspects are concerned, the spectral degeneracy
structure is more basic than the algebraic structure.
Acknowledgements
A.M. wishes to thank Bryce DeWitt for introducing him to supersymmetric quantum
mechanics and encouraging him to work on the topological aspects of supersymmetry more
than ten years ago. We would also like to thank M. Khorrami and F. Loran for interesting
discussions and fruitful comments.
Appendix A
In this appendix we give the proofs of some of the mathematical results we use in
Sections 3 and 4. In the following we shall denote the characteristic polynomial of a matrix
M by PM (x), i.e., PM (x) = det(xI M).
489
Lemma 0. Let X and Y be m n and n m matrices respectively. Then

PY X () = nm PXY ().
Proof. Let
M :=
Im
(A.1)
.
Y In
Then using the well-known properties of the determinant, we have

Im
X
Im X
= det
det(M) = det
Y In
0 In Y X
= det(In Y X) = PY X ().
Similarly, we can show that

Im X
Im X
= n det 1
det(M) = det
In
Y In
Y

I
Im XY
X
m
= nm det
= nm det 1
1
In
Y
Y
= nm det(Im XY ) = nm PXY ().
(A.2)
(A.3)
In
(A.4)
Eqs. (A.3) and (A.4) yield the identity (A.1). 2

Lemma 1. Let m be positive integers, m = m+ + m , and Q be an m m matrix of the
form

0 X
Q=
,
(A.5)
Y 0
where X and Y are m+ m and m m+ complex matrices. Then PXY (Q2 )Q =
PY X (Q2 )Q = 0. Furthermore, if m+ = m , then PXY (Q2 ) = PY X (Q2 ) = 0.
Proof. Let ak denote the coefficients of PY X (x), i.e., PY X (x) =
the CayleyHamilton theorem,
PY X (Y X) =
n
X
Pn
k=0 ak x
k . According to
ak (Y X)k = 0.
(A.6)
k=0
In view of this identity, we can easily show that for any positive integer k,

(XY )k
0
2k
,
Q =
0
(Y X)k
Pn

n
k
X
0
k=0 ak (XY )
2
2k
ak Q =
PY X Q =
Pn
k
0
k=0 ak (Y X)
k=0
P
n
k 0
k=0 ak (XY )
,
=
0
0
P
Pn

k

0 X nk=0 ak (Y X)k
0
k=0 ak (XY ) X
2
= 0.
=
PY X Q Q =
0
0
0
0
(A.7)
(A.8)
(A.9)
490
A similar calculation yields PXY (Q2 )Q = 0. Furthermore, using Lemma 0 one can see
that if m+ = m , then PXY (x) = PY X (x). In view of this identity and Eq. (A.8), we have
(for the case m+ = m ) PXY (Q2 ) = PY X (Q2 ) = 0. 2
Corollary 1. Consider the n n matrix M whose elements are given by
Mij := aj i,j +1 + ai i+1,j ,
i, j {1, 2, . . . , n}
(A.10)
i.e.,
0
a1
M := .
..
a1
a2
a2
..
.
0
..
.
..
.
0
..
.
an1
0
0
.
..
.

an1
(A.11)
Then the characteristic polynomial of M is given by

(
for n = 2p,
PAA (x 2 )
PM (x) =
2
PAA (x )x for n = 2p + 1,
(A.12)
where A is the matrix with entries
i+1,j .
Aij = a2i1 ij + a2i
(A.13)
It is a p p matrix for n = 2p and a p (p + 1) matrix for n = 2p + 1.

Proof. Consider the following unitary transformation
e = U MU,
M M
where U is defined by

i,2j
Uij =
i,2j 2p1
(A.14)
for j 6 p,
for j > p.
Substituting this equation in (A.14), we find

0 A
e=
.
M
A 0
(A.15)
(A.16)
Now applying Lemma 1, we obtain Eq. (A.12). Furthermore, the coefficients of the
characteristic polynomial of M are functions of |ai |2 s only. 2
Corollary 2. Consider the n n complex matrix
0
a1
Q := .
..
a1
a2
a2
..
.
0
..
.
..
.
0
..
.
an
an1
an
0
.
..
.

an1
491
(A.17)
Then the characteristic polynomial of Q is given by

!
n
n
Y
Y
PQ (x) =
ak +
ak + x n + n2 x n2 + + n2k x n2k + , (A.18)
k=1
k=1
where n2k s are functions of |ai |2 s.

Proof. Using a straightforward application of the properties of the determinant, one can
show that
!
n
n
Y
Y
ak +
ak + PM (x) |an |2 PM 0 (x),
(A.19)
PQ (x) =
k=1
k=1
where M 0
is obtained from M by removing the first and last rows and columns. Now, since
PM (x) is an odd (even) polynomial for odd (even) n, PQ (x) will have the form given by
Eq. (A.18). 2
Lemma 2. Let (m1 , m2 , . . . , mn ) be an n-tuple of positive integers satisfying m1 6 m2 6

P
6 mn , m := n`=1 m` , is the number of times m1 appears in (m1 , m2 , . . . , mn ), Q is
an m m matrix of the form (75), and P(x) is the characteristic polynomial of the m1 m1
matrix An An1 A2 A1 . Then Q satisfies
P(Qn )Qn = 0.
(A.20)
Sketch of Proof. The proof of this lemma is very similar to the proof of Lemma 1. The
idea is to multiply the block diagonal matrix P(Qn ) with a power of Q so that one obtains a
matrix whose entries have a factor P(An An1 A1 ). Then one uses the CayleyHamilton
theorem to conclude that the resulting matrix must vanish. One can show by inspection that
the smallest nonnegative integer r for which a factor of P(An An1 A1 ) occurs in all the
entries of P(Qn )Qr is n .
References
[1]
[2]
[3]
[4]
E. Witten, Nucl. Phys. B 202 (1982) 253.

L.E. Gendenshtein, I.V. Krive, Sov. Phys. Usp. 28 (1985) 645666.
F. Cooper, A. Khare, U. Sukhatme, Phys. Rep. 251 (1995) 267385.
G. Junker, Supersymmetric Methods in Quantum and Statistical Physics, Springer-Verlag,
Berlin, 1996.
492
[5] E. Witten, J. Diff. Geom. 17 (1982) 661.

[6] L. Alvarez-Gaum, Commun. Math. Phys. 90 (1983) 161;
L. Alvarez-Gaum, J. Phys. A: Math. Gen. 16 (1983) 4177;
P. Windey, Acta. Phys. Pol. B 15 (1984) 453;
A. Mostafazadeh, J. Math. Phys. 35 (1994) 1095.
[7] V.A. Rubakov, V.P. Spiridonov, Mod. Phys. Lett. A 3 (1988) 1337.
[8] J. Beckers, N. Debergh, Nucl. Phys. B 340 (1990) 767.
[9] D. Bonatsos, C. Daskaloyannis, Phys. Lett. B 307 (1993) 100;
N. Debergh, J. Phys. A: Math. Gen. 26 (1993) 7219;
K.N. Ilinski, V.M. Uzdin, Mod. Phys. Lett. A 8 (1993) 2657.
[10] C. Ahn, D. Bernard, A. Leclair, Nucl. Phys. B 346 (1990) 409;
L. Baulieu, E.G. Floratos, Phys. Lett. B 258 (1991) 171;
R. Kerner, J. Math. Phys. 33 (1992) 403;
S. Durand, Mod. Phys. Lett. A 8 (1993) 1795;
S. Durand, Mod. Phys. Lett. A 8 (1993) 2323;
A.T. Filippov, A.P. Isaev, R.D. Kurdikov, Mod. Phys. Lett. A 7 (1993) 2129;
N. Mohammedi, Mod. Phys. Lett. A 10 (1995) 1287;
N. Fleury, M. Rausch de Traubenberg, Mod. Phys. Lett. A 11 (1996) 2899;
J.A. de Azcrraga, A.J. Macfarlane, J. Math. Phys. 37 (1996) 1115;
R.S. Dunne, A.J. Macfarlane, J.A. de Azcrraga, J.C. Prez Bueno, Int. J. Mod. Phys. A 12
(1997) 3275.
[11] S. Durand, Phys. Lett. B 312 (1993) 115.
[12] N.V. Borisov, K.N. Ilinski, V.M. Uzdin, Phys. Lett. A 169 (1992) 422;
A.D. Dolgallo, K.N. Ilinski, Ann. Phys. 236 (1994) 219.
[13] A. Mostafazadeh, Int. J. Mod. Phys. A 12 (1997) 2725.
[14] A. Mostafazadeh, K. Aghababaei Samani, Mod. Phys. Lett. A 15 (2000) 175.
[15] A. Mostafazadeh, Int. J. Mod. Phys. A 11 (1996) 1057.
[16] S. Durand, L. Vinet, Mod. Phys. Lett. A 6 (1991) 3165.

Two-loop -function from the exact

renormalization group
Peter Kopietz
Institut fr Theoretische Physik, Universitt Gttingen, Bunsenstrasse 9, 37073 Gttingen, Germany 1
Abstract
We calculate the two-loop renormalization group (RG) -function of a massless scalar field theory
from the irreducible version of Polchinskis exact RG flow equation. To obtain the correct two-loop
result within this method, it is necessary to take the full momentum-dependence of the irreducible
four-point vertex and the six-point vertex into account. Although the same calculation within the
orthodox field theory method is less tedious, the flow equation method makes no assumptions about
the renormalizability of the theory, and promises to be useful for performing two-loop calculations
for non-renormalizable condensed-matter systems. We pay particular attention to the problem of the
field rescaling and the effect of the associated exponent on the RG flow. 2001 Elsevier Science
B.V. All rights reserved.
PACS: 05.10.Cc; 11.10.Gh; 11.10.Hi
1. Introduction
There are two different ways of formulating renormalization group (RG) transformations: the first formulation [1], which we shall call the field theory method, relies on the
fact that in a renormalizable field theory all physical quantities can be expressed in terms
of a finite number of renormalized couplings which can be defined at an arbitrary scale .
Because the bare theory is defined without reference to , any change in the renormalized
correlation functions in response to a variation of must be compensated by a corresponding change in the renormalized couplings, such that the bare correlation functions
remain independent of . This relation is usually expressed in terms of a partial differential equation for the renormalized correlation functions, the CallanSymanzik equation.
E-mail address: kopietz@th.physik.uni-frankfurt.de (P. Kopietz).
1 Address after September 2000: Institut fr Theoretische Physik, Johann Wolfgang Goethe-Universitt
Frankfurt, Robert-Mayer-Strasse 10, 60054 Frankfurt am Main.

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 8 0 - 5
494
P. Kopietz / Nuclear Physics B 595 (2001) 493518
The Gell-MannLow -functions describe how the renormalized couplings must depend
on to guarantee that for fixed bare couplings the bare theory is independent of .
The other, more modern formulation of the RG was pioneered by Wilson [2]. In this
approach, which has been very fruitful in statistical physics and in condensed matter theory
[3], one starts from a local bare action S{} with some ultraviolet cutoff 0 , and integrates
out the degrees of freedom for momenta down to some smaller cutoff < 0 . After this
elimination of the degrees of freedom, the momenta and in general also the fields have
to be properly rescaled in order to obtain a fixed point of the RG [4]. In this way one
obtains an effective action with a new ultraviolet cutoff . In general, the new action is
a very complicated non-local functional of the new fields. The Wilsonian flow equations
describe how the various couplings of the effective action change as the scale is reduced.
An important advantage of the Wilsonian RG over the field theory method is that the
Wilsonian method can also applied to non-renormalizable field theories. In fact, condensed
matter systems are usually characterized by a finite lattice spacing, which plays the role of
a physical ultraviolet cutoff. Hence, there is no need to perform the continuum limit in
condensed matter theory.
In the important work [5] Wegner and Houghton showed that the change of the effective
action due to an infinitesimal change in can be described in terms of a formally
exact functional differential equation. However, for practical calculations the Wegner
Houghton equation has some unpleasant features, so that it has not been widely used
to solve problems of physical interest. Recently, there has been a renewed interest in
exact formulations of the Wilsonian RG. Polchinski [6] noticed that a particular form of
the exact Wilsonian RG equation (which is now called the Polchinski equation) offers a
straightforward approach to proof the renormalizability of quantum field theories.
Due to its intuitive physical interpretation and its greater generality, the Wilsonian RG is
the method of choice in condensed matter theory and statistical physics [3] as long as a oneloop calculation is sufficient. In some problems, however, the correct behavior of physical
observables requires the knowledge of the two-loop RG -function. An example is the
asymptotic low-temperature behavior of the susceptibility of classical [7] and quantum
[8] Heisenberg magnets in two dimensions. However, till now even condensed matter
physicists resort to the less intuitive field theory method for two-loop calculations [9].
In fact, the opinion seems to prevail that two-loop calculations within the exact Wilsonian
RG are more difficult than within the field theory method. In this work we shall show that
this is not necessarily the case if one uses the irreducible version of the exact RG [10,11]
in the form derived by Wetterich [12] and, independently, by Morris [13].
We consider a simple scalar field theory with a bare action
S{} = S0 {} + Sint {},
where the free part is
Z
1
S0 {} =
2
|k|<0
dk
k G1
0 (k)k .
(2)D
(1.1)
(1.2)
495
R
Here k = dr eikr (r) are the Fourier components of a real scalar field (r) in D
dimensions, and
2
2
G1
0 (k) = k + m0 .
(1.3)
The interaction part Sint {} may also contain counter terms that are quadratic in the fields.
Later we shall assume that it is a local function of the fields that is invariant under
. The one-loop RG -function for this theory has been derived some time ago from the
Polchinski equation [6] by Hughes and Liu [14].
Several strategies for calculating the RG -function at the two-loop order have been
proposed. A derivation of the two-loop -function entirely within the framework of the
exact RG was given by Papenbrock and Wetterich [15], who used the exact evolution
equation for the effective average potential and worked with a smooth cutoff in momentum
space. Because sharp cutoffs in momentum space generate long-range interactions in real
space, Wilson and Kogut [2] recommended to use a smooth cutoff for calculations beyond
one loop. On the other hand, the one-loop -function is most conveniently performed with
the Wilsonian RG using a sharp cutoff, so that it would be useful to have a formulation
of the Wilsonian RG where the same cutoff procedure can also be employed for higher
order calculations. The precise relation between the orthodox field theory approach and
the exact Wilsonian RG was established by Bonini et al. [16], who used this relation to
obtain the -function at the two-loop order. Note that these authors related the -function
for the renormalized coupling (the field theory -function) to the vertices of the Wilsonian
effective action. In contrast, here we shall directly calculate the -function for the
Wilsonian flowing coupling, which is in general a different function than the field theory
-function [17]. Another strategy for calculating the two-loop -function of 4 -theory
was adopted by Pernici and Raciti [18], who derived the Gell-MannLow equation from
the exact RG, and then used this equation to express the -function in terms of Wilsonian
Green functions. Finally, let us mention the works by Morris [13,19], and by Morris and
Tighe [20]. In Ref. [13] an attempt has been made to calculate certain contributions to the
two-loop coefficient of the -function by truncating the functional differential equations
of the exact RG within a momentum scale expansion; unfortunately, this truncation is
uncontrolled (see also Ref. [19]) and the result is not a good approximation to the known
two-loop result obtained within the field theory method [1]. Very recently Morris and Tighe
[20] succeeded in calculating the two-loop -function from the exact RG by resumming
the momentum scale expansion for sharp cutoff and the derivative expansion for smooth
cutoff to infinite orders.
In this work we shall show how the two-loop -function can be obtained directly within
the framework of the exact Wilsonian RG using a sharp cutoff in momentum space, without
resumming the momentum scale expansion, and without any reference to the Callan
Symanzik equation. Our motivation is to demonstrate that a two-loop calculation within
the exact RG is conceptually quite simple and involves only straightforward albeit tedious
algebra. Our aim is to convince the reader that the exact RG is the most convenient
method for performing two-loop RG calculations in condensed matter theory and statistical
physics.
496
The rest of this paper is organized as follows: in Section 2 we set up some useful notation
and briefly recall the exact flow equation for the irreducible vertices, which is the starting
point of our two-loop calculation. In Section 3 we discuss the proper rescaling of momenta
and fields in the exact RG. In Section 4 we explicitly write down the exact flow equations
for the free energy, the irreducible two-point vertex, the irreducible four-point vertex, and
the irreducible six-point vertex. We also elaborate on the relation between the anomalous
dimension of the field and the irreducible two-point vertex. In Section 5 we make some
general remarks concerning the structure of the RG flow. In Section 6 we briefly re-derive
the one-loop -function. The two-loop calculation is then presented in Section 7. Finally,
in Section 8 we present our conclusions and point out possible applications of the exact
RG in condensed matter theory.
2. Exact flow equations

To integrate out degrees of freedom with momenta in the shell 6 |k| < 0 , we
,
introduce the cutoff-dependent free propagator G0 0 , with matrix elements in momentum
space given by
,0
,
= (2)D (k k0 )G0 0 (k),
(2.1)
G0
k,k0
where
0
(k) =
G,
0
(|k|, ) (|k|, 0 )
.
k2 + m20
(2.2)
Here (k, ) 1 for k , and (k, ) 0 for k , such that (k, ) drops
from unity to zero mainly in the interval |k | 6 2. We are using here the same notation
as Morris [13]. For explicit calculations, we shall later on focus on the sharp cutoff case,
lim0 (k, ) = (k ), but at this point, we shall keep finite. There are several
types of exact flow equations, corresponding to different types of generating functionals
[2123]. For our purpose, the flow equation for the generating functional of the one-particle
irreducible vertices turns out to be the most convenient starting point. The irreducible
,
vertices with internal propagators given by G0 0 can be obtained by differentiating the
following functional,

1
,
, 1
Gc,0 J {} ,
(2.3)
Gir 0 {} = (, J ) , G0 0
2
,
where Gc 0 {J } is the generating functional of the connected correlation functions, and

the source field J is defined as a functional of via
,
Gc 0 {J }
.
J (r)
In Eq. (2.3) we use the notation
Z
Z
(, J ) = dr (r)J (r) =
(r) =
,0
The flow equation for Gir
(2.4)
dk
k Jk .
(2)D
{} is [12,13]
(2.5)

,0
Gir
497
o
1
1 n
, 1
, 1
, 1
+ V ,0
ln G0 0
,
G0 0
Tr G0 0
2
(2.6)
,0
where the functional V ,0 {} is the second functional derivative of Gir

,
Vk,k0 0 {} =
{},
,
2 Gir 0 {}
.
(2.7)
k k0
Unlike the authors of Refs. [12,13], we have kept track of the field-independent
contributions to the right-hand side of Eq. (2.6), which determines the flow of the free
energy [5]. Note that in the non-interacting limit, i.e., for V ,0 = 0, the right-hand side
of Eq. (2.6) vanishes. The initial condition at = 0 is simply
,0
Gir 0
{} = Sint {}.
(2.8)
It is convenient to separate at this point from Eq. (2.7) the field-independent part, which
can be identified with the irreducible self-energy,
V ,0 {} = ,0 + U ,0 {},
(2.9)
where by definition U ,0 { = 0} = 0. Then Eq. (2.6) can also be written as

, 2 ,

1 n
0 1
0 1 + G,0 U ,0 1
G 0 U
Gir,0 = Tr G,
0
2
1 o
, 2
,
+ G0 0 ,0 1 + G0 0 ,0
,
(2.10)
where
G,0 =
,0 1
G0
+ ,0
1
(2.11)
is the exact two-point function. Note that in momentum space

Vk,k0 0 {} = (2)D (k + k0 ) ,0 (k) + Uk,k0 0 {},
,
Gk,k0 0 = (2)D (k + k0 )
,
(|k|, ) (|k|, 0 )
.
k2 + m20 + ,0 (k)
(2.12)
(2.13)
For our two-loop calculation, it will be useful to take the sharp cutoff limit of Eq. (2.10).
In this limit (k, ) (k ). Performing the trace in momentum space, Eq. (2.10)
reduces to [13]
Z
,

1
dk
(|k| )
,0
0 1 + G,0 U ,0 1
U
=
Gir
k,k
2 (2)D 2 + m20 + ,0 (k)
2

Z
+ m20 + ,0 (k)
V
dk
(|k|
)
ln
,
(2.14)
2
(2)D
2 + m20
where V is the volume of the system. In deriving Eq. (2.14) we have ignored possible
ambiguities that might arise from functions (0) contained in the term U ,0 (1 +
G,0 U ,0 )1 . See Ref. [13] and the remark in Section 4.3 for a further discussion of
this point.
498
3. Rescaling momenta and fields

As it stands, Eq. (2.14) describes the change in the generating functional of the
irreducible vertices due to the elimination of degrees of freedom with momenta in the
interval [, 0 ]. A complete Wilsonian RG transformation includes also a rescaling of
momenta and fields. A convenient way of including these rescaling transformations into the
above flow equations is to rewrite them in terms of dimensionless variables by multiplying
all quantities by appropriate powers of . By taking the -derivative while keeping the
dimensionless variables constant, the rescalings are implicitly carried out [21]. In our case,
it is useful to introduce dimensionless variables as follows,
p
k = D D Zt q .
(3.1)
k = q,
= 0 et ,
Here D = 12 (D 2) is the scaling dimension of the field (r) in real space (so that
D D is the scaling dimension of its Fourier transform k ). The scale-dependent
dimensionless factor Zt is the wave-function renormalization, which is related to the
anomalous dimension t of the field via
t = t ln Zt .
(3.2)
Note that in general it is necessary to rescale the fields properly so that the RG
transformation can reach a fixed point [4,5,21]. Given Eq. (3.1), it is (almost) natural to
define
,0
Gir
Nt
ln Zt = Gt { q },
2
U ,0 {k } = 2D Zt1 Ut { q },
{k }
G
2
+ m20
,0
,0
2D
Z t Gt ,
(k) = Zt rt (|q|),
2
(3.3)
(3.4)
(3.5)
(3.6)
where have used the fact that ,0 (k) depends only on |k|. Here Nt is the number of
Fourier components in a system with ultraviolet cutoff = 0 et ,
Z
KD
dk
Dt
V D
0 et |k| =
N0 eDt ,
(3.7)
Nt = V
0 e
D
(2)
D
where KD is the volume of the unit sphere in D dimensions divided by (2)D ,
KD =
1
2D1 D/2 (D/2)
(3.8)
The constant N2t ln Zt in Eq. (3.4) modifies the scaling of the free energy. This term is
due to the fact that the field rescaling leads also to a change in the integration measure,
as explained in detail by Wegner and Houghton [5]. In our case, field rescaling k
D D Zt k modifies the generating functional of the cutoff connected Green functions

as
,0
e Gc
Nt
,0
Z t 2 e Gc
(3.9)
499
so that
Gc,0 Gc,0 +
Nt
ln Zt ,
2
(3.10)
and hence, from Eq. (2.3)

Nt
ln Zt .
(3.11)
2
Substituting the above rescaled variables into Eq. (2.14) the left-hand side becomes (after
multiplication with a factor of )
,0
Gir
,0
Gir
,0
Gir
bs Gt { q } + Nt [t + D ln Zt ],
{k } = t Gt { q } + R
2
(3.12)
bs is the functional differential operator describing the rescaling of fields and

where R
momenta [5,21]
Z
Z
dq
dq
bs =
D
q
R
q
q
t
D
D
(2)
q
(2)
q
Z

dq
=
.
(3.13)
(q q q ) + D Dt q
(2)D
q
Here
1
t
= (D 2 + t )
(3.14)
2
2
is the full dimension of the renormalized field (in real space). Performing the angular
integration in Eq. (2.14) in terms of D-dimensional spherical coordinates, we finally obtain
the exact flow equation

Nt
rt (1)
bs Gt + KD Ut (1 + Gt Ut )1
+
+
D
ln
.
t Gt = R
t
q,
q q
2rt (1)
2
r0 (1)
(3.15)
Dt = D +
Note
Here h. . .iq means averaging over all directions of the D-dimensional unit vector q.
that Gt is a diagonal matrix in momentum space with matrix elements
[Gt ]q,q0 = (2)D (q + q0 )Gt (q),
Gt (q) =
(|q| 1) (|q| et )
rt (|q|)
(3.16)
,
where rt (q) is defined in Eq. (3.6). The initial values at t = 0 are by construction
2
m0
2
Zt =0 = 1,
rt =0 (q) = q +
.
Gt =0 (q) = 0,
0
(3.17)
(3.18)
Eq. (3.15) is the central result of this section. At a fixed point of the RG Gt becomes
stationary,
t Gt {q } = 0.
(3.19)
Of course, usually it is impossible to solve Eq. (3.15) exactly, so that we have to resort to
approximations.
500
4. Exact flow equations for the irreducible vertices

To generate an expansion in the number of loops, let us we expand the functional Gt {q }
in powers of Fourier components q of the field,
Z
Z
X
dq1
dqn
1
(0)
(2)D (q1 + + qn )
Gt { q } = t +
D
n!
(2)
(2)D
n=1
(n)
t (q1 , . . . , qn ) q1
qn .
(4.1)
The functional Ut on the right-hand side of Eq. (3.15) can be written as

Z
Z
X

dqn
dq1
1
(2)D (q1 + + qn )
Ut { q } q,q0 =
n!
(2)D
(2)D
n=3
t(n) (q1 , . . . , qn )

2
q1 qn .
q q0
(4.2)
We now substitute Eqs. (4.1) and (4.2) into Eq. (3.15) and expand
Ut (1 + Gt Ut )1 = Ut Ut Gt Ut + Ut Gt Ut Gt Ut .
(4.3)
Collecting all terms with the same powers of the fields on both sides of Eq. (3.15),
we obtain an infinite hierarchy of flow equations for the irreducible n-point vertices
t(n) (q1 , . . . , qn ). If the bare action is invariant under , only the vertices with
even n are finite. It turns out that for the two-loop calculation of the RG -function it
is sufficient to truncate the hierarchy by setting t(n) (q1 , . . . , qn ) = 0 for n > 8. We now
explicitly give the exact flow equations for the irreducible vertices that are required for the
two-loop calculation.
4.1. Free energy
(0)
The flow equation for t describes the flow of the interaction correction to the free
energy. From the field-independent part of our exact flow equation (3.15) we find

Nt
rt (1)
t + D ln
.
(4.4)
t t(0) =
2
r0 (1)
The initial condition is
t(0)
=0 = 0.
(4.5)
Setting t = Nt ft and using Nt = N0 eDt (see Eq. (3.7)), we obtain the flow equation
for the interaction correction to the free energy per Fourier component,

D
rt (1)
t
.
(4.6)
t ft = Dft + + ln
2
2
r0 (1)
(0)
Note that in the corresponding flow equation for the potential v0 given by Wegner and
Houghton (see Eq. (3.9) of Ref. [5]) the term t is replaced by 2, where is assumed
to be independent of t. The extra 2 is due to the fact that the potential v0 introduced
501
in Ref. [5] represents the total free energy, while our t(0) contains only the interaction
correction to the free energy. Hence for a non-interacting system our t(0) does not flow
and remains identically zero. The solution of Eq. (4.6) with the correct initial condition is
1
ft =
2
Zt
0 D(t t 0)
dt e

rt 0 (1)
.
t 0 + D ln
r0 (1)
(4.7)
4.2. Irreducible two-point vertex and self-energy

From Eq. (3.15) we obtain the following exact flow equation for the dimensionless
irreducible two-point vertex,
(2)
(2)
t t (q, q) = (2 t q q )t (q, q) +

KD
(4)
t (q, q, q 0 , q 0 ) q 0 .
2rt (1)
(4.8)
The initial condition at t = 0 is determined by the interaction part of the bare action Sint {},
see Eq. (2.8). If Sint {} does not have any term quadratic in the fields, then the initial
(2)
condition is t =0 (q, q) = 0. However, to reach the Gaussian fixed point in D > 4 it is
necessary to fine tune the bare action such that the system flows along the critical surface.
(2)
As explained in detail in Section 5, in this case the initial value t =0 (0, 0) becomes a
function of the bare four-point vertex (see Fig. 1 and Eq. (5.5)). Of course, such a quadratic
term in the fields can also be absorbed into a redefinition of the Gaussian part of the action,
but we find it more convenient to include all interaction-dependent terms in Sint {}.
By definition, our dimensionless parameter rt (q) is related to the irreducible two-point
vertex t(2)(q, q) via
rt (q) = Zt r0 (q) + t(2) (q, q),
(4.9)
implying
(2)

m2
[t 2 + t + q q ] t (q, q) rt (q) = 2Zt 02 .
0
(4.10)
Hence, up to a re-definition of the four-point vertex by a momentum-independent constant

(2)
proportional to m20 /20 , the flow equations for rt (q) and t (q, q) are identical. Note
that the authors of Ref. [11] prefer to work with rt (q) (their flow equation for rt (q) is thus
equivalent to our Eq. (4.8), except that these authors replace t by its fixed point value). In
this work we find it more convenient to parameterize the two-point function in terms of its
(2)
irreducible part t (q, q).
Physically it is clear that the irreducible two-point function should uniquely determine
the anomalous dimension t = t ln Zt of the field. Hence, t on the right-hand side
of Eq. (4.8) implicitly depends on t(2)(q, q). The precise relation becomes more
transparent when we rewrite Eq. (4.8) in terms of the dimensionless irreducible self-energy
t (q) defined by
t (q) 2 ,0 (q) = Zt1 t(2) (q, q),
(4.11)
502
Fig. 1. One-loop RG-flow for D = 4 in the g-plane. Defining g t = KD gt , the one-loop flow is
determined by t t = 2t + 12 gt /(1 + t ) and t g t = (4 D)g t 32 g t2 /(1 + t )2 . The thick black
line is the linear approximation for the critical trajectory (t = 14 g t , see Eq. (5.4)), which flows
towards the Gaussian fixed point (black dot). To reach this fixed point, the initial values gt =0 and
t =0 must be fine tuned to lie on the critical trajectory.
where = 0 et . Using t Zt = Zt t , it is easy to show that Eq. (4.8) is equivalent with

t t (q) = (2 q q )t (q) +
(4)

KD
t (q, q, q 0 , q 0 ) q 0 .
2
2Zt [r0 (1) + t (1)]
(4.12)
The wave-function renormalization Zt on the right-hand side is now fixed by demanding

that [24]

(4.13)
q 2 + t (q) t (0) = Zt1 q 2 + O q 3 ,
which implies
Zt1

t (q)
=1+
.
(q 2 ) q 2 =0
(4.14)
From the definition Eq. (4.11) it is then easy to show that Zt is related to the irreducible
two-point vertex via

(2)
(q, q)
(4.15)
Zt = 1 t
2 .
(q 2 )
q =0
Using Eq. (4.14) to eliminate Zt from Eq. (4.12), we obtain the following non-linear partial
differential equation for t (q),
503
t t (q) = (2 q q )t (q)
+

2

(4)
t (q)
KD
t (q, q, q 0 , q 0 ) q 0 . (4.16)
1+

2
2[r0 (1) + t (1)]
(q ) q 2 =0
Given a solution of Eq. (4.16) with appropriate initial condition, the anomalous dimension
of the field can be obtained from Eq. (4.14). Note, however, that the condition (3.19) that
the RG has a fixed point requires
t t(2) (q, q) = 0,
(4.17)
which according to Eq. (4.11) means that

t t (q) = t (q),
(4.18)
where is the value of t at the RG fixed point. Thus, for a system with a finite anomalous
dimension the irreducible self-energy is not stationary at a fixed point of the RG. This is
the reason why Eq. (4.8) is more useful than Eq. (4.12) if we are interested in possible fixed
points of the RG. Keeping in mind that t t (q) on the left-hand side of Eq. (4.18) can be
replaced by the right-hand side of Eq. (4.16), we see that Eq. (4.18) can also be viewed as
a non-linear eigenvalue equation [21,25]. From this point of view it is not surprising that a
RG fixed point can only be reached for certain discrete values of [4].
4.3. Irreducible four-point vertex
The irreducible four-point vertex satisfies the following flow equation,
t t(4) (q1 , q2 , q3 , q4 )
"
= 4 D 2t
4
X
#
qi qi t(4) (q1 , q2 , q3 , q4 )
i=1

KD
(6)
q,
q1 , q2 , q3 , q4 ) q
t (q,
+
2rt (1)
KD
(4)
q q1 q2 , q1 , q2 )Gt (q + q1 + q2 )
(q,
rt (1) t

q3 , q4 ) + (q2 q3 ) + (q2 q4 ) q .
t(4) (q + q1 + q2 , q,
(4.19)
As pointed out by Morris [13], this equation is only valid if none of the combinations of
external momenta q1 + q2 , q1 + q3 , and q1 + q4 that enter the propagators Gt (q + q1 + qi )
vanishes. Otherwise these expressions contain the function (0), which is ambiguous.
However, in physical problems where nothing drastic happens at vanishing momenta these
special points in momentum space should not matter in the calculation of any observable.
In this case we may simply ignore this problem, which we shall do from now on. On
the other hand, if the field acquires a vacuum expectation value so that its q = 0 Fourier
component is finite, the sharp cutoff limit has to be taken more carefully, or the vacuum
expectation value has to be treated separately [13].
504
4.4. Irreducible six-point vertex

Eq. (3.15) implies the following flow equation for the irreducible six-point vertex,
(6)
t t (q1 , . . . , q6 )
"
= 6 2D 3t
6
X
#
qi qi t(6) (q1 , . . . , q6 )
i=1

KD
(8)
q,
q1 , . . . , q6 ) q
t (q,
+
2rt (1)
15 terms

KD X
(4)
q Q1 , I1 )Gt (q + Q1 )t(6) (q + Q1 , q,
I2 ) q
t (q,
rt (1)
{I1 ,I2 }
KD
rt (1)
45X
terms
(4)
(4)
q Q1 , I1 )Gt (q + Q1 )t (q + Q1 , q + Q2 , I3 )
t (q,
{I1 ,I2 },I3

(4)
I2 ) q .
(4.20)
Gt (q Q2 )t (q Q2 , q,
P
P
We are using here the same notation as Morris [13]: Qi = qk Ii qk , and {I1 ,I2 },I3 ,...,Im
S
means a sum over all disjoint subsets, Ii Ij = such that m
i=1 Ii = {q1 , . . . , qn }.
The symbol {I1 , I2 } means that this pair is counted only once.The 15 terms of the sum
involving the combination (4) (6) correspond to the 15 = 64 possibilities of choosing
distinct subsets of four momenta out of the six available momenta.
The 45 terms in the
6 4
last sum of Eq. (4.20) correspond to one half of the 90 = 4 2 possibilities of picking
subsets of four momenta out of a set of six momenta, and then picking again subsets of
two out of these four momenta.
5. Relevant and irrelevant couplings

Before embarking on the two-loop calculation of the RG -function, we should identify
the relevant and irrelevant couplings.
5.1. Relevant couplings
In D > 4 the only fixed point of the RG flow is the Gaussian fixed point, where all
irreducible n-point vertices with n > 2 vanish. Following the usual jargon, we call all
couplings with a positive or vanishing scaling dimension relevant couplings. For D > 4
there are only two relevant couplings. The first is the momentum-independent part of the
irreducible two-point vertex,
t t(2) (0, 0) = Zt t (0).
(5.1)
This coupling is strongly relevant and has scaling dimension +2. The second relevant
coupling is the coefficient of the term of order q 2 in the expansion of t(2) (q, q) for
small dimensionless wave-vectors q,

t(2)(q, q)
ct
2 = 1 Zt ,
(q 2)
q =0
505
(5.2)
see Eq. (4.15). The scaling dimension of ct vanishes. Let us emphasize that in general ct
does not vanish at the Gaussian fixed point, but approaches a finite value which depends
on the bare interaction, see Fig. 2. Instead of t and ct , we could also parameterize the two
relevant couplings in terms of t (0) and Zt , but we prefer to work with t and ct , because
these quantities are directly related to the derivatives of our dimensionless two-point vertex
t(2) (q, q). In D 6 4 the momentum-independent part of the four-point vertex
(4)
gt t (0, 0, 0, 0)
(5.3)
is also relevant. The scaling dimension of gt is positive in D < 4 and vanishes in D = 4. All
other couplings are irrelevant in D > 4, so that the RG trajectory in the infinite-dimensional
parameter space of all couplings rapidly flows approaches the three-dimensional subspace
spanned by the relevant couplings {t , ct , gt }. As explained in detail by Polchinski [6], for
sufficiently large t the irrelevant couplings can then be expanded in powers of the relevant
couplings.
Fig. 2. Two-loop RG-flow of the massless theory for D = 4 in the gc-plane. The flow is determined
1 g 2 and g = 3 g 2 + 17 g 3 , where g = K g . The thick line represents the Gaussian
by t ct = 24
t t
t
4 t
t
2 t
12 t
fixed point manifold, which can be parameterized by the value of the wave-function renormalization
Zt = = 1 ct = , or alternatively, the initial interaction gt =0 . Note that in D = 4 the two-loop
-function (7.40) vanishes at K4 g = 18
17 1.058823 . . . . However, this is not a fixed point of the
RG, because for gt > g the second relevant coupling ct flows to strong coupling. Because this graph
is based on an expansion of the RG flow equations in powers of gt and ct , only the weak coupling
regime K4 gt 1 and ct 1 can be trusted.
506
From now on we shall consider the flow on the critical surface in D > 4, which is
the infinite-dimensional manifold in coupling space which flows into the Gaussian fixed
point under the RG transformation. Recall that in D < 4 the Gaussian fixed point becomes
unstable, and a non-trivial fixed point emerges, the WilsonFisher fixed point [2,3]. For
simplicity, we shall assume a vanishing bare mass (m0 = 0), so that r0 (q) = q 2 . The
projection of the RG flow onto the plane spanned by gt and t is shown in Fig. 1.
Obviously, at the Gaussian fixed point the mass renormalization t vanishes, so that this
fixed point represents a system at criticality. For sufficiently small gt the critical trajectory
can be approximated by a straight line through the origin in the g-plane,

(5.4)
t = (1) gt + O gt2 .
Note that Eq. (5.4) implies that, in order to reach the Gaussian fixed point, the initial value
of the two-point vertex should be adjusted such that
(2)
(4)
t =0 t =0(0, 0) = (1)t =0 (0, 0, 0, 0).
(5.5)
To determine the numerical constant (1) , we use the fact that according to Eq. (4.8)

KD
gt + O gt2 ,
(5.6)
t t = 2t +
2r0 (1)
while Eq. (4.19) implies to leading order

(5.7)
t gt = (4 D)gt + O gt2 .
Here we have anticipated that the lowest corrections to t and ct = 1 Zt involve at least
two powers of gt . Keeping in mind that r0 (1) = 1, substituting Eq. (5.4) into Eq. (5.6) and
using Eq. (5.7), we find
KD
.
(5.8)
(1) =
2(D 2)
For the two-loop calculation of the -function presented below the linear accuracy given
in Eq. (5.4) turns out to be sufficient.
Having adjusted the strongly relevant coupling t such that we reach the Gaussian fixed
point, we are left with two relevant couplings, gt and ct . Of course, in addition we have
infinitely many irrelevant couplings, which are given by the higher order momentumdependence of the two-point and four-point vertices, and the higher irreducible vertices.
However, the irrelevant couplings can be expanded in powers of the relevant couplings,
which is the key to perform a two-loop calculation within the flow equation formalism.
Hence, in general we expect that the projection of the exact RG flow onto the subspace
spanned by couplings gt and ct can be described by equations of the form
t ct = A(gt , ct ),
t gt = B(gt , ct ),
(5.9)
with some dimensionless functions A(g, c) and B(g, c).

5.2. Irrelevant couplings
Because the RG trajectory rapidly approaches the manifold spanned by the relevant
couplings, all couplings with negative scaling dimension (the irrelevant couplings) become
507
local functions of the relevant couplings, which are independent of the initial conditions at
t = 0. This is explained in detail in the seminal paper by Polchinski [6]. From the exact
flow equation (3.15) for the irreducible vertices it is easy to see that for small gt and large
t the leading behavior of the irrelevant coupling functions is

(2)
(5.10)
t (q, q) t ct q 2 gt2 (2) (q) + O gt3 .

(4)
2 (4)
3
(5.11)
t (q1 , q2 , q3 , q4 ) gt gt (q1 , q2 , q3 , q4 ) + O gt .
n/2 (n)
(n+2)/2
(n)
.
(5.12)
t (q1 , . . . , qn ) gt (q1 , . . . , qn ) + O gt
Here the (n) (q1 , . . . , qn ) are t-independent functions. Note that the leading corrections are
independent of ct . This is due to the fact that the leading term on the right-hand side of the
flow equation (5.9) for ct turns out to be proportional to gt2 , see Eq. (7.25) below. For a twoloop calculation within the exact RG we need to know the functions (4)(q1 , q2 , q3 , q4 )
and (6) (q1 , . . . , q6 ).
6. One-loop -function
The one-loop -function has been calculated from Polchinskis flow equation by Hughes
and Liu [14]. To this order, we may truncate the system of exact flow equation by setting
t(n) = 0 for n > 6. Furthermore, for a one-loop calculation the momentum-dependence
of all couplings can be ignored. In particular, the wave-function renormalization can be
neglected at one-loop order, so that Zt = 1 and hence ct = t = 0. Obviously, the function
A(gt , ct ) in Eq. (5.9) vanishes to this order. From the exact flow equation (4.19) we obtain
for the momentum-independent part of the four-point vertex,

q gt2 + O gt3 , ct gt2 ,
(6.1)
t gt = (4 D)gt 3KD Gt (q)
where Gt (q) is defined in Eq. (3.17). Note that by definition Gt =0 (q) = 0, but for t > 0 and
|q| 6 1 the ultraviolet cutoff (|q| et ) in Eq. (3.17) can be neglected, so that to leading
order we may approximate
Gt (q)
(|q| 1)
C(q),
r0 (|q|)
t > 0, |q| 6 1.
(6.2)
Using

1
q = ,
(6.3)
C(q)
2
we finally obtain for the right-hand sides A(gt , ct ) and B(gt , ct ) of the flow equations (5.9)
for the relevant couplings

(6.4)
A(gt , ct ) = O gt2 ,

3
(6.5)
B(gt , ct ) = (4 D)gt KD gt2 + O gt3 .
2
Eq. (6.5) is the known one-loop -function of massless 4 -theory [1]. Recall that in four
dimensions K4 = 2/(4)2 .
508
7. Two-loop -function
To obtain the flow equation for gt at the two-loop order, we substitute Eqs. (5.11) and
(5.12) into the exact flow equation (4.19) for the irreducible four-point vertex and collect
all terms up to order gt3 . After a straightforward calculation we obtain for the generalized
-function defined in Eq. (5.9),
3
B(gt , ct ) = (4 D 2t )gt KD gt2
2
h
q,
0, 0) q + 16 (6) (q,
q,
0, 0, 0, 0) q
+ 3KD gt3 (1) (4)(q,

(7.1)
+O gt4 .
Recall that by definition
t = t ln(1 ct ) =
t ct
,
1 ct
(7.2)
so that to this order the function B(gt , ct ) depends also on the second relevant coupling
ct . The term (1) in the square braces of Eq. (7.1) is due to the interaction-dependence of
the mass renormalization t on the critical trajectory, see the thick solid arrow in Fig. 1
and Eq. (5.4). The numerical value of (1) is given in Eq. (5.8). The second term in the
square brace of Eq. (7.1) is due to the momentum-dependent part of the four-point vertex,
while the last term is due to the six-point vertex. Hence, to calculate the RG flow at the
two-loop order, we have to calculate the anomalous dimension to order gt2 , the momentumdependent part of the four-point vertex to order gt2 , and the six-point vertex to order gt3 .
Note that it would be incorrect to ignore the momentum-dependence of the six-point vertex,
(6)
because in Eq. (7.1) we need t (q, q, 0, 0, 0, 0) for |q| = 1.
7.1. Momentum-dependent part of four-point vertex
Let us begin with the calculation of the momentum-dependent part of the four-point
vertex,
et(4) (q1 , q2 , q3 , q4 ) t(4) (q1 , q2 , q3 , q4 ) gt .
(7.3)
Assuming that the bare four-point vertex is momentum-independent, et4 (q1 , q2 , q3 , q4 )

satisfies the initial condition at t = 0,
(4)
et =0 (q1 , q2 , q3 , q4 ) = 0.
(7.4)
Subtracting from the exact flow equation (4.19) for the full four-point vertex the
corresponding equation with all external momenta set equal to zero, it is easy to show
(4)
that to order gt2 the function et (q1 , q2 , q3 , q4 ) satisfies
#
"
4
X
qi qi et(4) (q1 , q2 , q3 , q4 ) = gt2 I (4) (q1 , q2 , q3 , q4 ),
(7.5)
t + D 4 +
i=1
where
509
I (4) (q1 , q2 , q3 , q4 )

= KD C(q 0 + q1 + q2 ) + C(q 0 + q1 + q3 ) + C(q 0 + q1 + q4 ) 3C(q 0 ) q 0 .

(7.6)
On the right-hand side of Eq. (7.6) we have replaced the exact propagators Gt (q) by
the non-interacting propagators without ultraviolet cutoff C(q), see Eq. (6.2). Such a
replacement is only justified for t & 1, so that strictly speaking the approximation (7.6)
cannot be used to study the flow of Eq. (7.5) in the interval 0 6 t . 1. However,
as discussed by Polchinski [6], the flow of irrelevant couplings for large t becomes
independent of the precise initial conditions (see below), so that for our purpose of
investigating the infrared properties of the system we may ignore this subtlety.
To solve Eq. (7.5) with initial condition (7.4), it is convenient to introduce the auxiliary
functions

(4)
(4)
(7.7)
et,s (q1 , q2 , q3 , q4 ) = t es q1 , es q2 , es q3 , es q4 ,

(4)
(4) s
s
s
s
e q1 , e q2 , e q3 , e q4 .
(7.8)
Is (q1 , q2 , q3 , q4 ) = I
Then the solution of Eq. (7.5) is given by
(4)
(4)
et (q1 , q2 , q3 , q4 ) = et,s=0(q1 , q2 , q3 , q4 ),
(7.9)
where
(4)
(q1 , q2 , q3 , q4 ) = gt2 Is(4) (q1 , q2 , q3 , q4 ).
[t s + D 4]et,s
(7.10)
The initial condition (7.4) implies

et(4)
=0,s (q1 , q2 , q3 , q4 ) = 0.
(7.11)
Because in Eq. (7.10) the external momenta qi appear simply as parameters, this equation
can be considered as a first order partial differential equation with two variables, t and s.
The solution of Eq. (7.10) with the initial condition (7.11) is easily obtained,
(4)
et,s (q1 , q2 , q3 , q4 ) =
Zt
d g2 e(D4)(t )Is+t (q1 , q2 , q3 , q4 ).

(4)
(7.12)
Setting s = 0 in Eq. (7.12), we find after a shift of the integration variable

et(4) (q1 , q2 , q3 , q4 ) =
Zt
d gt2 e(D4) I(4) (q1 , q2 , q3 , q4 ).
(7.13)
At the first sight it seems that et (q1 , q2 , q3 , q4 ) is a non-local function of gt . However,

by construction the term e(D4) I(4) (q1 , q2 , q3 , q4 ) in the integrand vanishes for large
at least as fast as e(D3) , so that the - integration is effectively cut off at . 1/(D 3).
For t & 1/(D 3) we may then approximate gt gt in the integrand of Eq. (7.13), so
that we finally arrive at the behavior anticipated in Eq. (5.11),
(4)
et(4) (q1 , q2 , q3 , q4 ) gt2 (4) (q1 , q2 , q3 , q4 ),
t & 1/(D 3),
(7.14)
510
with
Z
(4)
(q1 , q2 , q3 , q4 ) =
d e(D4) I(4) (q1 , q2 , q3 , q4 ).
(7.15)
According to Eq. (7.1), for the two-loop flow equation for gt we need
(4)
(4)
Z1
q,
0, 0) q =
(q,
q,
0, 0) q ,
d 3D I (4) (q,
(7.16)
where we have substituted = e . Note that the value of (4) is determined by all
momentum scales up to the infrared cutoff . The momentum scale expansion discussed
by Morris [13,19] amounts to an expansion of the integrand in Eq. (7.16) in powers of .
Because the upper limit for the -integration is = 1, this expansion is not controlled by a
small parameter [13,19]. Obviously, the correct numerical value of the two-loop coefficient
of the -function can only be obtained if all terms in the momentum scale expansion
are resummed [20]. Using the expression for I (4) (q1 , q2 , q3 , q4 ) given in Eq. (7.6) and
introducing D-dimensional spherical coordinates with cos = q q 0 , we find
(4)
D1
= 2KD
D
Z1
d (sin )
D2
3D
d
0

( + 2 cos )
(cos ) ,
1 + 2 cos + 2
(7.17)
is the volume of the unit sphere in D dimensions. Rearranging

where D =
(4)
terms, can also be written as
" Z/2
Z1
4D (2 cos + )
D1
(4)
D2
= 2KD
d (sin )
d
D
1 + 2 cos + 2
(2)D KD
Z/6
d (cos )
0
Z1
D2
2 sin
#
3D
d
,
1 2 sin + 2
(7.18)
where in the second integral we have shifted /2. In Section 7.5 we shall
explicitly evaluate this integral for D = 4.
7.2. Anomalous dimension
Having determined the momentum-dependent part of the four-point vertex to order gt2 ,
we can calculate the momentum-dependent part of the two-point vertex to the same order.
In analogy with Eq. (7.3), let us define
(2)
(2)
et (q) t (q, q) t .
Note that according to Eq. (5.10) we expect for large t,

et(2) (q) ct q 2 + gt2 (2) (q) + O gt3 .
(7.19)
(7.20)
511
Hence, the flow of our second relevant coupling ct (which according to Eq. (7.2)
determines the anomalous dimension t ) can be obtained from the quadratic term in the
(2)
expansion of et (q) for small q. The function (2) (q), which by construction vanishes
faster than q 2 for small q, is not needed for a two-loop calculation.
Subtracting from the exact flow equation (4.8) for the irreducible two-point vertex the
same equation with q set equal to zero, we obtain to leading order in gt

[t 2 + q q ]et(2)(q) = gt2 I (2) (q) + O gt3 ,
(7.21)
where

KD
(4)
(q, q, q 0 , q 0 ) (4) (0, 0, q 0 , q 0 ) q 0 .
2
Expanding both sides of Eq. (7.21) in powers of q, we obtain to leading order

t ct = 2 gt2 + O gt3 ,
I (2) (q) =
(7.22)
(7.23)
where

I (2)(q)
.
2 =
(q 2 ) q 2 =0
(7.24)
From Eq. (7.23) we conclude that the weak coupling expansion of the function A(gt , ct )
defined in Eq. (5.9) is

(7.25)
A(gt , ct ) = 2 gt2 + O gt3 , gt ct .
Eq. (7.23) is easily integrated,
Zt
ct = 2
dt 0 gt20 .
(7.26)
Hence, the relation between ct and gt is non-local, so that in general also the anomalous
dimension t given in Eq. (7.2) is a non-local function of gt . This is due to the fact that ct
is not irrelevant. However, to leading order the term in the denominator of Eq. (7.2) can be
neglected, so that

(7.27)
t = t ct + O gt4 = 2 gt2 + O gt3 ,
i.e., to this order t is a local function of gt .
For an explicit calculation of the number 2 , we need to calculate the leading
q-dependence of the function I (2) (q). Using Eqs. (7.22), (7.15) and (7.6), we find
Z1
I
(2)
2
(q) = KD
d 3D f |q 0 + q| f () q 0 ,
(7.28)

D3
Z1
D1
(1 x 2 ) 2
(|q 00 + e|) 1
=
dx
.
f () =
(q 00 + e)2
D
1 + 2x + 2
q 00
/2
(7.29)
512
Here e is an arbitrary constant unit vector. Apart from a different normalization, our
function f () agrees with the corresponding function introduced in Appendix D of
Ref. [11], were the anomalous dimension at the WilsonFisher fixed point has been
calculated to order (4 D)2 . Expanding I (2) (q) = 2 q 2 + O(q 3 ) we find from Eq. (7.28)
#
"
Z1
Z1
2
KD
4D 0
5D 00
f () + d
f () .
(7.30)
(D 1) d
2 =
2D
0
In Section 7.5 we shall explicitly evaluate Eq. (7.30) in four dimensions.

7.3. Six-point vertex
To complete the two-loop calculation of the function B(gt , ct ) given in Eq. (7.1), we
need to know the number

q,
0, 0, 0, 0) q .
(7.31)
(6) = (6) (q,
Recall that according to Eq. (5.12) the dimensionless function (6)(q1 , . . . , q6 ) is defined
in terms of the large t-behavior of the irreducible six-point vertex,

(6)
(7.32)
t (q1 , . . . , qn ) gt3 (6) (q1 , . . . , qn ) + O gt4 .
From the exact flow equation (4.20) we find that to order gt3 the irreducible six-point vertex
satisfies
#
"
6
X
(6)
qi qi t (q1 , . . . , q6 ) = gt3 I (6) (q1 , . . . , q6 ),
(7.33)
t + 2D 6 +
i=1
where
I (6) (q1 , . . . , q6 ) = KD
45X
terms
{I1 ,I2 },I3

C(q 0 + Q1 )C(q 0 Q2 ) q 0 .
(7.34)
Eq. (7.33) can be solved with the same method as Eq. (7.5). The solution with initial
(6)
condition t =0 (q1 , . . . , q6 ) = 0 is
t(6) (q1 , . . . , q6 ) =
Zt

d gt3 e(2D6) I (6) e q1 , . . . , e q6 ,
(7.35)
which is the analog of Eq. (7.13). For t & 1/(2D 6) we may approximate gt gt
under the integral, so that Eq. (7.35) indeed reduces to Eq. (5.12), with
Z1
(6)
(q1 , . . . , q6 ) =
d 2D7 I (6) (q1 , . . . , q6 ),
(7.36)
where we have substituted = e . For our two-loop calculation we only need

q,
0, 0, 0, 0). Using Eq. (7.34) this can be written as
(6) (q,
513
q,
0, 0, 0, 0)
(6) (q,
Z1
h
q 0 )
= KD d 2D7 9 C 2 (q 0 ) q 0 + 12 C(q 0 q)C(
0
q 0 .
q 0 ) + C 2 (q 0 + q)
+ C(q 0 + q)C(
(7.37)
For the evaluation of hC 2 (q 0 )iq 0 one should be careful to properly define the value of the
step function (x) at x = 0. Following the procedure discussed by Morris [13], we find
2 0
1
(7.38)
C (q ) q 0 = .
3
To obtain the number (6) defined in Eq. (7.31), we should average Eq. (7.37) over all
Using D-dimensional spherical coordinates we obtain
directions of the unit vector q.
(6)
Z
Z1
3KD
D1
D2
+ 12KD
=
d (sin )
d 2D7
2(D 3)
D
0
0

1
1
( + 2 cos )
+
.
1 + 2 cos + 2 (1 + 2 cos + 2 )2
(7.39)
For an explicit evaluation of Eq. (7.39) in D = 4 see Section 7.5.

7.4. -function
Collecting all contributions to the function B(gt , ct ) given in Eq. (7.1) and using the fact
that the dependence on ct enters only via the anomalous dimension t = 2 gt2 + O(gt3 ),
we see that at the two-loop order the flow equation (5.9) for gt can be written as

(7.40)
t gt = B(gt , ct ) = 0 gt + 1 gt2 + 2 gt3 + O gt4 ,
with
0 = 4 D,
1 =
3KD
,
2
2 = 2 + 2 + 2(4) + 2(6) ,
(7.41)
where
2 = 3KD (1) =
2 = 22 ,
(4)
2
(6)
= 3KD (4) ,
KD (6)
.
=
2
2
3KD
,
2(D 2)
(7.42)
(7.43)
(7.44)
(7.45)
The term 2 arises from flow of the momentum-independent part of the two-point vertex
along the critical surface, see Eq. (5.8). The second term, 2 , is due to the flow of the
(4)
anomalous dimension, 2 is due to the momentum-dependent part of the four-point
vertex, and 2(6) is due to the six-point vertex. Note that the numerical values of 2(4)
514
and 2(6) are determined by the behavior of the four-point and six-point vertices at finite
momenta, and thus contain the effect of an infinite number of irrelevant couplings.
7.5. Four dimensions
We shall now explicitly evaluate the two-loop coefficient 2 in D = 4, and show that it
agrees with the result obtained within the field theory approach [1].
According to Eq. (7.42), the term 2 is in D = 4 given by

3K42
,
4
2 =
K4 =
2
.
(4)2
(7.46)
Next, consider the contribution 2 due to the anomalous dimension. After an integration
by parts we obtain from Eq. (7.30) in D = 4,

K42
2f (1) 2f (0) + f 0 (1) .
8
The required numbers are (see also Appendix D of Ref. [11])
2
2
3
3
1
0
f (1) =
,
f (1) = +
,
f (0) = ,
2
3 2
3
so that
2 =
K42
.
24
Thus, the flowing anomalous dimension in D = 4 is
2 =
(7.47)
(7.48)
(7.49)

K42 2
gt + O gt3 ,
(7.50)
24
in agreement with the corresponding result of the field theory method [1]. From Eq. (7.43)
we conclude that the contribution to the anomalous dimension of the field to the two-loop
coefficient of the -function is
t =
2 =
K42
.
12
(7.51)
(4)
The calculation of 2 = 3KD (4) is quite tedious. We first perform the -integrations
in the expression for (4) given in Eq. (7.18). In D = 4 the integrals can be evaluated
analytically,
Z1
d
0

1
2 cos +
= cot + ln 2(1 + cos ) ,

2
1 + 2 cos +
2
2
(7.52)
Z1
1
(1 2 sin + 2 )
2 sin

3
1
tan ln 8(1 sin ) ln sin .

=
4
2
2
d
(7.53)
515
Substituting Eqs. (7.52) and (7.53) into Eq. (7.18), most of the -integrations can also be
(4)
performed analytically. After several integrations by parts the final result for 2 can be
cast into the following form

6
1 3 3
(4)
2 ln 2 + L
,
(7.54)
2 = K42 +
2
2
3
where
Zx
(7.55)
L(x) = d ln cos
0
is known as Lobachevskiys function [26]. With L( 3 ) = 0.218391 . . . the numerical value

of 2(4) turns out to be
(4)
2 K42 0.642204 . . . .
(7.56)
(6)
Finally, let us evaluate the contribution 2 = K2D (6) from the six-point vertex to the
two-loop coefficient of the -function in D = 4. To calculate the integral (6) in Eq. (7.39),
it is convenient to first integrate by parts. Writing
1
1
1
=
,
(7.57)
2
2
(1 + 2 cos + )
2 sin 1 + 2 cos + 2
we obtain after some rearrangements
(
Z/2 Z1
3 3
6
2 sin2 cos
(6)
2 7
+
+
d d
2 = K4
4
2
1 + 2 cos + 2
0
)
Z/6
Z1
6
2 cos2 + sin
+
d
d
.
1 2 sin + 2
0
(7.58)
2 sin
The -integrations can now be performed analytically,

Z1
d
0

2 sin2 cos

= cot + sin(2) + sin2 ln 2(1 + cos ) ,
2
1 + 2 cos +
2
(7.59)
Z1
2 cos2 + sin
1 2 sin + 2
2 sin

3
tan + sin(2) + cos2 ln 2(1 sin ) .

=
(7.60)
4
2
Substituting Eqs. (7.59) and (7.60) into Eq. (7.58) and performing the -integrations we
obtain after some tedious re-shufflings

3 3
6
(6)
2 11
+ 2 ln 2 L
.
(7.61)
2 = K4
4
2
3
d
516
In deriving this expression, we have used the fact that for 0 6 x <
function satisfies the functional relationship [26]

x = x
ln 2 L
2x ,
L(x) L
2
4
2
2
Lobachevskiys
which implies in particular

6
9
1
ln 2 L
+ L
= 0.
2
(7.62)
(7.63)
We conclude that the contribution of the six-point vertex to the two-loop coefficient of the
-function has the numerical value
(6)
2 = K42 2.892204 . . . .
(4)
(7.64)
(6)
Neither 2 /K42 nor 2 /K42 is a rational number, but their sum is: adding Eqs. (7.54) and
(7.61), we find
9
(4)
(6)
2 + 2 = K42 .
4
Collecting all terms, we obtain for the two-loop coefficient of the RG -function

1
9
3
17
(4)
(6)
+ K42 = K42 ,
2 = 2 + 2 + 2 + 2 =
4 12 4
12
(7.65)
(7.66)
which agrees with the result obtained by means of the field theory approach [1]. The twoloop RG-flow in the plane of the two relevant couplings gt and ct in D = 4 is shown in
Fig. 2.
8. Conclusions
In this work we have shown how the known two-loop results for the RG -function
of a simple massless scalar field theory can be obtained from the exact Wilsonian RG.
Although from a technical point of view the two-loop calculation within the exact RG
is more tedious than the same calculation within the orthodox field theory method [1],
the Wilsonian RG is conceptually simpler, because there is no need to invoke rather
abstract concepts such as dimensional regularization or minimal subtraction. Moreover,
the exact RG has the advantage that it can be used even if the problem of interest
cannot be mapped onto a renormalizable field theory. This is of particular importance in
condensed matter systems, where an underlying lattice spacing always furnishes a physical
ultraviolet cutoff, and there is no need for taking the continuum limit. An interesting
system where the orthodox field theory approach fails is a two-dimensional electronic
system with a Fermi surface that contains saddle points [27]. These give rise to van Hove
singularities in the electronic density of states, which in turn generate non-renormalizable
ln2 -singularities in perturbation theory. As a consequence, this problem cannot be mapped
onto a renormalizable field theory. As shown in Ref. [28], the ln2 -singularities can be
formally removed via a renormalization of the chemical potential, which is a relevant
517
coupling. Note that relevant couplings in non-renormalizable field theories in general do

not loose their dependence on the ultraviolet cutoff 0 for large 0 . However, as discussed
above, in field theoretic descriptions of condensed matter systems this does not give rise
to unphysical ultraviolet divergencies, because there is a physical upper limit for 0 , the
inverse lattice spacing.
Due to its generality and conceptual simplicity, the exact Wilsonian RG is very popular
in condensed matter theory and statistical physics. However, even condensed matter
theorists use the field theory method for performing two-loop RG calculations [9]. In the
last few years the exact RG has been used to study the fermionic many-body problem
[29]. To the best of our knowledge, two-loop RG calculations have not been performed
for fermionic systems in D > 1. But also for one-dimensional fermionic systems, where
the conventional field theory version of the RG method has been applied for many years
[30], an ambiguity inherent in the conventional way of performing two-loop calculations
has recently been pointed out [31]. It seems to us that the exact Wilsonian RG, in its
irreducible form used in this work, is the most promising method for performing two-loop
calculations for fermionic condensed matter systems. This formulation of the exact RG
can be used even if the continuum limit does not exist, and has the potential of clarifying
ambiguities of the type discussed in Ref. [31].
Acknowledgements
I am grateful to Boris Kastening, Tim Morris and Mario Raciti for pointing out
some relevant references. I also thank Kurt Schnhammer for his comments on the
manuscript, and Tom Busche for discussions. This work was supported by the Deutsche
Forschungsgemeinschaft via a Heisenberg fellowship.
References
[1] J. Zinn-Justin, Quantum Field Theory and Critical Phenomena, Clarendon Press, Oxford, 1989;
M. Le Ballac, Quantum and Statistical Field Theory, Clarendon Press, Oxford, 1991.
[2] K.G. Wilson, Phys. Rev. Lett. 26 (548) 1972;
K.G. Wilson, J.G. Kogut, Phys. Rep. 12C (1974) 75.
[3] For a recent review, see M.E. Fisher, Rev. Mod. Phys. 70 (1998) 653.
[4] T.L. Bell, K.G. Wilson, Phys. Rev. B 74 (3935) 1974.
[5] F.J. Wegner, A. Houghton, Phys. Rev. A 8 (1973) 401.
[6] J. Polchinski, Nucl. Phys. B 231 (1984) 269.
[7] E. Brzin, J. Zinn-Justin, Phys. Rev. B 14 (1976) 3110.
[8] S. Chakravarty, B.I. Halperin, D.R. Nelson, Phys. Rev. B 39 (1989) 2344;
P. Kopietz, S. Chakravarty, Phys. Rev. B 40 (1989) 4858.
[9] S. Sachdev, C. Buragohain, M. Vojta, Science 286 (1999);
M. Vojta, C. Buragohain, S. Sachdev, cond-mat/9912020.
[10] J.F. Nicoll, T.S. Chang, H.E. Stanley, Phys. Lett. A 57 (1976) 7;
J.F. Nicoll, T.S. Chang, Phys. Lett. A 62 (1977) 287.
[11] T.S. Chang, D.D. Vvedensky, J.F. Nicoll, Phys. Rep. 217 (1992) 279.
518
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
C. Wetterich, Phys. Lett. B 301 (1993) 90.

T.R. Morris, Int. J. Mod. Phys. A 9 (1994) 2411.
J. Hughes, J. Liu, Nucl. Phys. B 307 (1988) 183.
T. Papenbrock, C. Wetterich, Z. Phys. C 65 (1995) 519.
M. Bonini, G. Marchesini, M. Simionato, Nucl. Phys. B 483 (1997) 475.
The -function for a marginal coupling is universal at the two-loop order. Hence, to this order
the field theory -function and the -function for the Wilsonian flowing coupling agree. Beyond
two loops, the coefficients in the weak coupling expansion of the -function depend on the
regularization scheme. See, for example, M. Creutz, Quarks, Gluons and Lattices, Cambridge
Univ. Press, Cambridge, 1983, Chapter 13.
M. Pernici, M. Raciti, Nucl. Phys. B 531 (1998).
T.R. Morris, Nucl. Phys. B 458 (1996) 477.
T.R. Morris, J.F. Tighe, JHEP 08 (1999) 007.
C. Bagnuls, C. Bervillier, hep-th/0002034.
U. Ellwanger, Z. Phys. C 62 (1994) 503;
See also G.R. Golner, hep-th/9801124.
M. Salmhofer, Renormalization, Springer, Berlin, 1998.
D.-U. Jungnickel, C. Wetterich, Phys. Rev. D 53 (5142) 1996.
J. Comellas, Nucl. Phys. B 509 (1998) 662.
I.S. Gradshteyn, I.M. Ryzhik, Tables of Integrals, Series and Products, Academic Press, New
York, 1980, p. 933.
N. Furukawa, T.M. Rice, J. Phys. Condens. Matter 10 (1998) L381;
N. Furukawa, T.M. Rice, M. Salmhofer, Phys. Rev. Lett. 81 (1998) 3195.
J. Gonzlez, F. Guinea, M.A.H. Vozmediano, Phys. Rev. Lett. 84 (4930) 2000.
R. Shankar, Rev. Mod. Phys. 66 (1994) 129;
D. Zanchi, H.J. Schulz, Phys. Rev. B 54 (1996) 9509;
D. Zanchi, H.J. Schulz, Z. Phys. B 103 (1997) 339;
D. Zanchi, H.J. Schulz, Phys. Rev. B 61 (2000) 13609;
F. Vistulo de Abreu, B. Douot, Europhys. Lett. 38 (1997) 533;
J.I. Kishine, K. Yonemitsu, Phys. Rev. B 59 (1999) 14823;
C. Honerkamp, M. Salmhofer, N. Furukawa, T.M. Rice, cond-mat/9912358;
C.J. Halboth, W. Metzner, Phys. Rev. B 61 (2000) 4364, cond-mat/0003349.
J. Slyom, Adv. Phys. 28 (1979) 201.
P. Carta, cond-mat/0005277.

Super-CalogeroMoserSutherland systems
and free super-oscillators: a mapping
Pijush K. Ghosh
Department of Physics, Ochanomizu University, 2-1-1 Ohtsuka, Bunkyo-ku, Tokyo 112-8610, Japan
Abstract
We show that the supersymmetric rational CalogeroMoserSutherland (CMS) model of AN+1 type is equivalent to a set of free super-oscillators, through a similarity transformation. We prescribe
methods to construct the complete eigenspectrum and the associated eigenfunctions, both in
supersymmetry-preserving as well as supersymmetry-breaking phases, from the free super-oscillator
basis. Further we show that a wide class of super-Hamiltonians realizing dynamical OSp(2|2)
supersymmetry, which also includes all types of rational super-CMS as a small subset, are equivalent
to free super-oscillators. We study BCN+1 -type super-CMS model in some detail to understand the
subtleties involved in this method. 2001 Elsevier Science B.V. All rights reserved.
PACS: 03.65.Fd; 11.30.Pb; 05.30.Pr; 71.10.Pm
1. Introduction
The rational CMS Hamiltonian is described by N particles interacting with each
other through an inverse square interaction and all particles are subjected to a common
confining harmonic force. This model is exactly solvable and the eigenvalues, including
the degeneracy at each level, are exactly identical to the spectrum of N free oscillators,
except for a constant shift in the ground state energy [15]. There were enough indications
in the literature in different context that a very close connection between the CMS and
the free oscillators model might exists. In fact, it has been shown recently that the
rational CMS Hamiltonian is equivalent to that of free oscillators through a similarity
transformation [6,7], confirming all previous speculations. This equivalence has enriched
our understanding of the model and also became a very useful tool for studying different
aspects of CMS, like eigenfunctions, integrability, and symmetry algebra, in a new way.
E-mail address: pijush@degway.phys.ocha.ac.jp (P.K. Ghosh).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 9 1 - X
520
P.K. Ghosh / Nuclear Physics B 595 (2001) 519535
The supersymmetric version of the rational CMS system has also been studied in the
literature in different context [814]. The zero fermion sector of the supersymmetric CMS
describes the usual CMS model, while the N fermion sector describes the CMS model at
a shifted value of the coupling constant [10]. Such a relation between the zero and the N
fermion sector of the model is due to shape invariance of the Hamiltonian, which is a very
popular and useful concept in studying quantum mechanics with one degree of freedom
[15]. For other sectors with fermion numbers ranging from one to N 1, however, no such
trivial identifications with the usual CMS can be made. Hamiltonian in these sectors are in
fact related to CMS with internal degrees of freedom [4,12].
The supersymmetric rational CMS model (SRCMSM) of AN+1 -type is exactly solvable
in both supersymmetry-preserving and supersymmetry-breaking phases [4,8,9]. The
spectrum in the supersymmetry-preserving phase is again identical to that of the free
super-oscillators [8]. It might be recalled at this point that the supersymmetry is always
preserved in the super-oscillator model, once the convention for choosing the ground state
in either zero or N fermion sector has been made. Thus, the spectrum of SRCMSM
in the supersymmetry-breaking phase, has no counter-part in the super-oscillator model.
However, it has some similarity with the spectrum of the super-oscillator model modulo a
constant shift in the ground state energy [8]. It is intriguing at this point to ask, whether
or not the SRCMSM, at least in the supersymmetry-preserving phase, can be shown to be
equivalent to free super-oscillators through a similarity transformation, much akin to its
non-supersymmetric version.
The purpose of this paper is to show that the SRCMSM of AN+1 -type is indeed
equivalent to free super-oscillators through a similarity transformation. This equivalence
is valid only in supersymmetry-preserving phase. This explains the identicalness of the
spectrum of SRCMSM and free super-oscillators. The eigenfunctions of these two models
are of course different from each other and we outline a method to construct eigenfunctions
of the SRCMSM from permutationally invariant super-oscillator basis functions. In case,
one chooses a basis function which is not symmetric under the combined exchange of
bosonic and fermionic coordinates, the corresponding eigenfunction of the SRCMSM is
not normalizable. This is due to highly correlated nature of the many-body inverse-square
interaction and this has also been observed in the usual CMS model [6].
We also prescribe on constructing eigenspectrum of the SRCMSM in the supersymmetry-breaking phase, from the known super-oscillator basis by making use of a duality
property of the model [8]. In particular, we construct a new super-Hamiltonian, which
differs from the SRCMSM by the fermionic number operator and a constant. This implies
that any eigenfunction of this dual model is also a valid eigenfunction of the SRCMSM.
Of course, the corresponding energy eigenvalues are different from each other. We show
through a similarity transformation that this dual Hamiltonian is again equivalent to a free
super-oscillator Hamiltonian. It turns out that the eigenspectrum of the SRCMSM obtained
from this super-oscillator model via the dual Hamiltonian indeed correctly describes the
supersymmetry-breaking phase of the model.
The symmetry algebra of the super-oscillator model is well understood in terms of a set
of bosonic and fermionic operators. We define a set of such operators for the SRCMSM,
521
which are obtained from the corresponding operators in the super-oscillator model through
the inverse similarity transformation. This enables us to study the symmetry algebra of
SRCMSM in a simple way, leading to the construction of the complete eigenspectrum
algebraically.
As a generalization of these results, we show that a wide class of models whose bosonic
many-body potential is a homogeneous function of degree 2 and all the particles are
restricted to move on a line by a common confining harmonic force, are equivalent
to the super-oscillator model through a similarity transformation. These Hamiltonians
are characterized by a dynamical OSp(2|2) supersymmetry. The SRCMSM associated
with different root-structures of the Lie algebra appear as a special small subset of this
class. Though the equivalence is valid at the operator level for the general inverse-square
potential, one must show that the complete set of eigenfunctions as well as eigenvalues of
such models are indeed obtained from the super-oscillator model. The equivalence relation
at the operator level acts as a necessary condition, while the construction of the complete
eigenspectrum and associated wave-functions from the super-oscillator basis is sufficient
to claim such relation between these two models. We show that both the necessary and the
sufficient conditions are certainly satisfied by the SRCMSM of AN+1 - and BCN+1 -types.
However, it appears that all other cases have to be treated individually.
We organize the paper in the following way. We first give an overview of the
supersymmetric quantum mechanics with many degrees of freedom in the next section.
We mostly review the known results in a way which will become useful for our subsequent
discussions. In Section 3 we consider the AN+1 -type SRCMSM and show its equivalence
to free super-oscillator model. We first show the equivalence for the supersymmetrypreserving phase in Section 3.1 and outline a method to construct the eigenspectrum from
the known super-oscillator basis. Similar study for the supersymmetry-breaking phase has
been discussed in Section 3.2, using a duality property of the model. We generalize these
results to SRCMSM associated with other root-structures of the Lie algebra in Section 4.
Finally, in Section 5, we summarize and discuss the implications of these results. We show
how the dynamical OSp(2|2) supersymmetry is realized by these systems in Appendix A.
2. Supersymmetric quantum mechanics with many degrees of freedom:

brief review
The supercharge Q and its conjugate Q are defined as,
Q=
N
X
i ai ,
i=1
Q =
N
X
i ai ,
(1)
i=1
where the fermionic variables i s satisfy the Clifford algebra,

i , j = ij , i, j = 1, 2, . . . , N.
{i , j } = 0 = i , j ,
ai (ai )s
(2)
are analogous to bosonic annihilation (creation) operators. They

The operators
are defined in terms of the momentum operators pi = i x i and the superpotential
W (x1 , x2 , . . . , xN ) as,
522
W
,
xi
and satisfy the following commutation relations among themselves,
ai = pi iWi ,
ai = pi + iWi ,

[ai , aj ] = 0 = ai , aj ,
Wi =

ai , aj = aj , ai = 2Wij ,
(3)
Wij =
2W
.
xi xj
(4)
Note that, by construction, Wi s satisfy the so-called zero-curvature condition i Wj =

j Wi . Also, for translationally invariant superpotential, these Wi s satisfy the sum to zero
P
condition, i Wi = 0. These two properties are useful ingredients in studying the usual
CMS model.
The supersymmetric Hamiltonian is defined in terms of the supercharges as,
1 X
1 X

1
ai , ai +
ai , aj i , j .
(5)
H = Q, Q =
2
4
4
i
i,j
The Hamiltonian commutes with both Q and Q . The ground state of H is annihilated by
both Q and Q . Thus, the ground states are given by,
0 = eW |0i,
N = eW |0i,
in the
where the fermionic vacuum |0i and its conjugate |0i
Fock space are defined as,
(6)
2N -dimensional
fermionic
= 0.
i |0i
i |0i = 0,
(7)
The first equation of (7) defines the zero-fermion sector, while the second one defines the
N fermion sector. In case, either 0 or N is normalizable, the supersymmetry is preserved
with zero ground state energy. On the other hand, the supersymmetry is broken if neither
0 nor N is normalizable. The ground state energy in this case is positive-definite.
3. Equivalence: rational CMS of AN+1 -type and free oscillators
The superpotential for the AN+1 -type SRCMSM is given by,
Y
1X 2
xij +
xi , xij = xi xj .
W = ln
2
i<j
(8)
The first term produces the many-body inverse square interaction, while the second term
generates the term responsible for harmonic confinement. The Hamiltonian (5), with the
above choice of W , has the following form,
X

1
1X 2 1
1 X 2
+ ( 1)
xij2 +
xi N 1 + (N 1)
2
2
2
2
2
xi
i
i6=j
i
X
X

+
i i +
xij2 i i i j .
H =
(9)
i6=j
The Hamiltonian H is permutationally invariant under the combined exchange of bosonic

and fermionic coordinates. Observe that the zero-fermion sector of (9) describes the usual
523
CMS, apart from a constant equal to its ground state energy. The ground state of SRCMSM
has the well-known form,
Y
1P 2
xij e 2 i xi |0i.
(10)
= eW |0i =
i<j
Note that is normalizable for > 1/2. However, a stronger criteria that each
momentum operator pi is self-adjoint for the wave-functions of the form requires > 0.
The supersymmetry is preserved for > 0, while it is broken for < 0 [8].
3.1. Supersymmetry-preserving phase
Now we would like to show that the Hamiltonian (9) is equivalent to the free superoscillators model through a similarity transformation. In order to do so, let us first consider
the following transformation,

X
+ i i S,
xi
(11)
H1 = eW H eW =
xi
i
X
X

1 X 2
1
+
xij2 i i i j .
S=
ij
2
2
xi
xi
i6=j
(12)
i6=j
P
The total fermion number operator Nf = i i i commutes with the Hamiltonian H .
The fermionic part of H1 is identical to that of H . Thus, Nf commutes with H1 and hence,
also with S. Making use of the following identities,
#
"
"
#
X
X
xi
, S = 2S,
+ i i , S = 2S,
xi
(13)
xi
xi
i
we find,

H1 , eS/2 = SeS/2 ,

X
+ i i .
H2 = eS/2H1 eS/2 =
xi
xi
(14)
(15)
The transformed Hamiltonian H2 is nothing but the supersymmetric generalization of

the Euler operator. The connection of H with the free super-oscillators is apparent from
the expression of H2 . In particular, we get the familiar supersymmetric N particle free
oscillators model in the following way,
P
41
2
2
1
4
2
2
xi
xi
H2 e
e 2 i xi
Hsho = e 2 i xi e

X
1X
N
2
=
i i .
2 + xi2 +
2
2
xi
1
This shows the equivalence between SRCMSM and the free super-oscillators.
(16)
524
3.1.1. Construction of eigenfunctions

The eigenspectrum of (9) can be constructed either from (15) or (16). We prefer to work
with Eq. (15). If Pn,k is an eigenfunction of (15) with the eigenvalue En,k , then, H has the
same eigenvalue En,k with the eigenfunction given by,
= eW eS/2Pn,k |0i.
(17)
We have to choose Pn,k to be a permutationally symmetric polynomial of xi and i , under

the combined exchange of the bosonic and fermionic coordinates. Otherwise, the action
of S on Pn,k produces nonvanishing singular terms, thereby, making nonnormalizable.
It is worth recalling at this point that similar constraint on Pn,k has been noticed also for
the usual CMS case, reflecting the highly correlated nature of these systems. The highly
correlated nature of this model is also present in the supersymmetric version.
There are many choices for the polynomial Pn,k . Let us choose the following form of
Pn,k ,
Pn,k = r 2n
xik1 i ,
r2 =
xi2 ,
(18)
as the Nf = 1 solution of H2 with En,k = 2n + k. The quantum numbers n and k 1

are nonnegative integers. It can be checked easily that the action of S m on Pn,k does not
produce any singularity for positive m. Let us first consider the action of S on Pn,k ,
SPn,k = b1 r 2(n1)
xik1 i + b2 r 2n
+ r 2n
xik3 i
i
k3
X
(k l 2)xikl3xjl i ,
i6=j l=0

b1 = n N + 2N(N 1) + 2(n + k 2) ,
1
b2 = (k 1)(k 2).
2
(19)
The first two terms on the right-hand side of the first equation in (19) has the same form
as that of Pn,k , except for powers of r and xi . Thus, the contribution of these two terms
to S 2 Pn,k cannot contain a singular term. The third term has a different form than Pn,k .
A term like this, which has a general form,
X
i1 6=i2 =
6 6=iN
xik11 xik22 xikNN i1 ,
(20)
keeps on appearing on each successive operation of S on the left-hand side of the first
equation of (19). The integers ki s are determined in terms of k. However, we keep them as
arbitrary nonnegative integers in (20). The first term of S, a generalized Laplacian operator
P 2
= i 2 , acting on cannot produce any singularity. Further, we have the following
xi
525
identity,
!
1 X 2
S
2
xi2
S0 =
p 2
N kX
X X
i1 6=i2 =
6 6=iN j (6=ip ) p=1 l=0
k1 ,l = k1 l 1,
k l2 l
xj
kp ,l xik11 xik22 xipp
kp ,l =
kp
2
xikNN i1 ,
for p > 2.
(21)
Note that S 0 has the same form as that of , once the summation over the indices j, p
and l has been performed. This proves that S m Pn,k cannot contain a singular term, instead
terminates as a finite degree polynomial. Thus, the well-behaved eigenfunctions of H
can be constructed from the super-oscillator basis Pn,k . It may be worth mentioning here
that the exact solution for Nf = 1 and certain small values of k, obtained in [8], can be
reproduced in a systematic way from Eqs. (17) and (18).
Similar results for other values of Nf can also be obtained. For example, one may choose
Pn,k for an arbitrary Nf as,
Pn,k =
1 2n
r
Nf !
fi1 i2 ...iNf (x1 , x2 , . . . , xN )i1 i2 iN ,

f
i1 ,i2 ,...,iNf
(22)
where fi1 i2 ...iNf is anti-symmetric under the exchange of any two indices and is a
homogeneous function of degree k Nf . The anti-symmetric nature of f ensures
that Pn,k is permutationally invariant under the combined exchange of bosonic and
fermionic coordinates. Though we do not present here results concerning normalizability
of eigenfunctions constructed from (22) for arbitrary Nf , it is expected that the certain
specific choices of f would indeed produce well-behaved and physically accepted .
This is because of the result [9] that the eigenvalue equation of H1 has permutationally
symmetric polynomials in xi and i as the solution. This implies that the solution for the
eigenequation of S are also permutationally symmetric polynomials. Thus, the action of
S m on these permutationally symmetric polynomials for any positive m are not expected to
produce singular terms. We outline a method in the next section to construct the eigenstates
in an algebraic way.
3.1.2. Algebraic structure
The algebraic structure of the super-oscillators can be exploited to construct the
eigenstates of H in an algebraic way. Consider the following set of operators,
bi = ipi =
Bn =
N
X
i=1
,
xi
bi+ = 2xi ,
T 1 bi T ,
n
Bn+ =
N
X
i=1
T 1 bi+ T ,
n
T = eS/2 eW ,
526
Fn
=T
!
n1
i bi
qn = T 1
Fn+
T,
=T
!
n1
i bi+
!
n
i bi
qn+ = T 1
T,
n
i bi+
T,
!
T.
(23)
Note that we are using a particular form of bi and bi+ , such that [bi , bj+ ] = 2ij . This
choice has been made to make one to one correspondence between the usual annihilation
(creation) operator of the harmonic oscillator and the bi (bi+ ). In particular, it can be
checked easily,
ibi = t 1 ah t,
t =e
12
2
i xi
14
ibi+ = t 1 ah+ t,
2
i x 2
i
ah = pi ixi ,
(24)
The operators in (23) satisfy the following algebra among themselves.

+ +
+ +
+ +
Bm , Fn = 0,
Bm , Bn = 0,
Fm , Fn = 0,

+ +

+
+
H, Fn+ = nFn+ ,
q1 , Fn = Bn ,
q1 , Fn = 0,
+ +

+
q1 , Bn = 0,
H, Bn+ = nBn+ .
q1 , Bn = 2nFn+ ,
(25)
This is also the algebra of the corresponding operators of super-oscillators. Thus, the
eigenfunctions can be created in a similar way by acting different powers of Bn+ and Fn+
on the ground state. In particular [8],
n1 ,...,nN 1 ,...,N =
N
Y
Bk+ Fk+ ,
nk
(26)
k=1
P
is the eigenfunction with the eigenvalue E = N
k=1 k(nk + k ). The bosonic quantum
numbers nk s are nonnegative integers, while the fermionic quantum numbers k s are
either 0 or 1. Note that a set of N independent super-oscillators with the frequencies
1, 2, . . . , N have the same energy E. Thus, the spectrum of SRCMSM is identical to that
of N independent super-oscillators with the frequencies 1, 2, . . . , N .
A particular realization of the operators B2+ , B3+ , F2+ and F3+ was obtained in [8]. One
can easily check that the explicit forms of these operators found in [8], are indeed identical
to those obtained from (23). This equivalence is valid modulo an overall normalization
factor. Thus, we have given a systematic way to determine Bn+ and Fn+ for arbitrary n. It
might be noted here that the particular basis we choose for the definitions of these operators
is over-complete. However, one may always choose a basis similar to one given in [9] to
avoid the over-completeness.
3.2. Supersymmetry-breaking phase
Consider the following supercharges,
X
X

ei ,
ei ,
e =
e=
i pi i W
i pi + i W
Q
Q
i
e = ln
W
xij +
i<j
1X 2
xi .
2
527
(27)
These supercharges can be obtained from Eqs. (1) and (8) by making and
e Q
e } differs from H by the fermionic number
i i . The dual Hamiltonian Hd = 12 {Q,
operator Nf and a constant. In particular,
X

1 X 2
1
1X 2 1
2
(
1)
+
x
+
xi + N 1 + (N 1)
ij
2
2
2
2
2
xi
i
i6=j
i
X
X

i i +
xij2 i i i j ,
Hd =
i6=j

H = Hd + 2Nf N 1 + (N 1) .
(28)
The ground state of Hd is in the N fermion sector,

Y
1P 2
e
e = eW
|0i =
x e 2 i xi |0i,
(29)
ij
i<j
which is normalizable for < 1/2. A stronger criteria that each momentum operator pi
e determines < 0. The supersymmetric
is self-adjoint for wave-functions of the form
e is also an eigenstate of H with
phase of Hd is described by < 0. The wave-function
positive energy. This is, in fact, the ground state of H in the supersymmetry-breaking phase
[8]. The complete spectrum of H in this phase can be obtained from Hd by making use of
the second equation of (28).
We get the super-oscillator Hamiltonian under the following transformations,

X
e
e S/2
S/2 W
W
e
=
i i + N,
xi
H2 = e e Hd e e
xi
i
1P
14
2
i x 2
i
e2 e 4 i xi2 e 2 i xi2
esho = e 2 i xi2 e
H
H

X
1X
N
2
2
=
i i + .
2 + xi
2
2
xi
i
i
1
(30)
esho . The ground state is in the Nf = 0 sector for

Note the difference between Hsho and H
the former case, while it is in the Nf = N sector for the latter one. This is expected also,
since the original many-body Hamiltonians H and Hd have ground states in the Nf = 0
and Nf = N , respectively.
We use the first equation of (30) to construct eigenspectrum of H . The eigenfunction is
given by,
e S/2 e
b = eW
e
Pn,k |0i,
(31)
where Pen,k is a permutationally invariant polynomial under the combined exchange

of xi and i . We may choose Pen,k to have the same form as Pn,k , except for the
replacement i i . Following the discussions on the supersymmetry-preserving phase
in Section 3.1.1, it can be checked easily that this choice of Pen,k results in well-behaved,
normalizable eigenfunction for H .
528
The complete eigenstates can also be constructed with the help of bosonic creation
bn+ . We define,
bn+ and the fermionic creation operator F
operator B
!
X
X
n
n1
+
+
+
1
+
1
b,
bn = Tb
b,
bn =
i b
Tb b T
F
T
B
i
qn+
= Tb1
!
n
i bi+
b,
T
(32)
i
e
with Tb = eS/2 eW . The eigenstates are,
bn1 ,...,nN ,1 ,...,nN =
N
Y
b+nk F
b+k ,
e
B
k
k
(33)
k=1
P
with the eigenvalues, E = N(1 (N 1)) + N
k=1 (knk + (k 2)nk ). The bosonic
quantum numbers nk s are nonnegative integers, while the fermionic quantum numbers
k s are either 0 or 1.
4. Generalization
We have constructed a similarity transformation which shows the equivalence between
the SRCMSM and free super-oscillators. The particular SRCMSM we considered is
associated with the AN+1 -type root-structure of the Lie algebra. SRCMSM associated with
other root structures also can be shown to be equivalent to free super-oscillators. Instead of
considering each model separately, we prove below a general result, which is applicable to
all types of SRCMSM and also to a new class of rational models considered in [16] having
nearest-neighbor and next-nearest-neighbor interactions. In particular, we consider a superHamiltonian H whose bosonic many-body potential is a homogeneous function of degree
2 and all the particles are confined on the line by a common harmonic oscillator potential.
It is worth recalling at this point that all types of SRCMSM and models considered in
[16], indeed satisfy this criteria. We construct a similarity transformation which shows the
equivalence between H and free super-oscillators Hsho .
Let us decompose the superpotential W in terms of superpotentials for the many-body
interaction and the harmonic term as,
1X 2
xi , w = ln G(x1 , x2 , . . . , xN ),
(34)
W = w +
2
i
where G is a homogeneous function of any arbitrary positive degree d,

X G
xi
= dG.
xi
(35)
This property of G ensures that each wi is a homogeneous function of degree 1 and

hence, the bosonic potential is always homogeneous function of degree 2, apart from the
harmonic term. The Hamiltonian is given by,
H =

1X
2
N
2 + wi2 + wii + xi2 d +
2
2
xi
i
X
X
i i
wij i j .
+
i
529
(36)
i,j
This Hamiltonian has a dynamical OSp(2|2) supersymmetry. The full OSp(2|2) algebra
and the operators realizing this algebra are given in Appendix A.
The bosonic subalgebra O(2, 1) U (1) of OSp(2|2) is present for a wide class
of Hamiltonians H, due to the constraint (35) on the superpotential. This class of
Hamiltonians having O(2, 1) U (1) symmetry can even be made larger by adding a term
T having the following properties,
"
#
X
xi
, T = 2T ,
(37)
[Nf , T ] = 0,
xi
i
to the Hamiltonian H. However, the new Hamiltonian H0 = H + T will not be

supersymmetric anymore in terms of the supercharges Q and Q for general T . It is
worth mentioning at this point that the presence of the symmetry algebra O(2, 1) U (1) is
enough to show the equivalence between H0 and free super-oscillators. The supersymmetry
of the Hamiltonian does not play any role. In other words, our results are valid even if the
OSp(2|2) symmetry of H0 is lost, but, has only O(2, 1) U (1) symmetry. However, we
restrict our discussions in this paper to OSp(2|2) supersymmetric Hamiltonian H only.
Observe that H can be transformed to a new Hamiltonian H1 under the following
similarity transformation,

X
+ i i b
xi
S,
(38)
H1 = eW HeW =
xi
i
X
X
X 1 2
b
+
w
w
+
wij i j .
(39)
+
S=
i
ii
i
i
2 xi2
xi
i
i
i6=j
P
S, [Nf , b
S ] = 0. The commutaThe total fermion number Nf = i i i commutes with b
P
S is given by,
tion relation between the Euler operator E = i xi xi and b

S = E + Nf , b
S = 2b
S.
(40)
E, b
S = 2b
S,
H2 , b
The homogeneity property (35) of G has been used in deriving the above equations. Now
it is easy to show that H1 is transformed to H2 under the following transformation,
1b
1b
H2 = e 2 S H1 e 2 S .
(41)
The super-oscillator Hamiltonian can be obtained from (41) by using the same transformation as used in Eq. (16).
One might wonder at this point that any super-Hamiltonian with the superpotential
W described by (34) and (35) is exactly solvable, due to its equivalence to free superoscillators through similarity transformations. We would like to point out that this may
not be true always, because, merely showing the equivalence of different models is not
530
sufficient for such conclusions. We have to make sure that the similarity transformation,
which is responsible for such equivalence, keeps the original Hamiltonian in its own
Hilbert space. Thus, as a check, one should show that the complete spectrum and the
corresponding well-behaved, normalizable eigenfunctions of H can be constructed from
Hsho or H2 through inverse similarity transformation. The Eq. (41) act as a necessary
condition, while the construction of the complete spectrum and associated well-behaved
eigenfunctions of the original Hamiltonian from the super-oscillator model is sufficient to
claim the equivalence between these two Hamiltonians. We discuss these points below with
the example of BCN+1 -type SRCMSM.
4.1. BCN+1 -type SRCMSM and super-half-oscillator
The superpotential for the BCN+1 -type SRCMSM is described by,
Y
Y 1 Y
xk
(2xl )2 ,
G(, 1 , 2 ) =
xi2 xj2
i<j
(42)
where , 1 and 2 are arbitrary parameters. The DN+1 -type model is described by
1 = 2 = 0, while 1 = 0 (2 = 0) describes CN+1 (BN+1 )-type Hamiltonian. Without
loss of any generality, we restrict our discussions to the BN+1 -type Hamiltonian only. The
Hamiltonian is given by,
HBN+1 =
X

1 X 2
1
+ ( 1)
xij2 + (xi + xj )2
2
2
2
xi
i6=j
X
1X 2
1
xi2 +
xi
+ 1 (1 1)
2
2
i
i
X
X
1
N 1 + 2(N 1) + 1 +
i i + 1
i i xi2
2
i
i
X

2
2
+
xij i i i j + (xi + xj ) i i + i j .
(43)
i6=j
The many-body potential is not translationally invariant like AN+1 -type SRCMSM. Each
particle interacts with the images of all other particles and also with itself. This kind of
Hamiltonians are suitable for describing systems with boundaries. We choose to work
in the 0 < x1 < x2 < < xN sector of the phase space. Solutions in other sectors can
be obtained by using the fact that the Hamiltonian is permutationally invariant under the
combined exchange of xi and i . The Hamiltonian also has a very interesting discrete
symmetry. It is invariant under any pair (xi , i ) (xi , i ). This reflection symmetry
has a consequence on the spectrum.
The ground-state of (43) in the supersymmetric phase is given by,
Y
Y 1 1 P x 2
xk e 2 i i ,
(44)
xi2 xj2
=
i<j
with , 1 > 0. We would like to emphasize here that is normalizable for , 1 > 1/2.
However, a stronger criteria that each momentum operator pi is self-adjoint for the wave-
531
function of the form has been imposed. This requires and 1 to be positive definite.
The supersymmetry-breaking phase of the BCN+1 -type model has a richer structure than
the AN+1 -type model. In the parameter space of and 1 , there are three regions for which
the supersymmetry is broken:
(i) < 0, 1 < 0,
(ii) < 0, 1 > 0,
(iii) > 0, 1 < 0.
We first discuss the spectrum in the supersymmetric phase in the next section. The spectrum
in the supersymmetry-breaking phase will be discussed subsequently.
4.1.1. Supersymmetric phase
The complete spectrum of HBN+1 is described by a subset of the spectrum of superoscillators,
EBN+1 = 2(n + k + Nf ),
Esho = 2n + k + Nf .
(45)
At a first thought, this observation might lead to a wrong conclusion regarding the validity
of the similarity transformation for BN+1 -type SRCMSM. This apparent contradiction
is removed once the discrete reflection symmetry of the HBN+1 is imposed on the
eigenfunctions of H2 . In particular, we have to choose,
Pbn,k =
1 2n
r
Nf !
X

fi1 i2 ,...,iNf (x1 , x2 , . . . , xN ) xi1 i1 xi2 i2 xiNf iN , (46)
f
i1 ,i2 ,...,iNf
where f is anti-symmetric under the exchange of any two indices and a homogeneous
function of degree 2k. Note that Pbn,k is invariant under, (a) (xi , i ) (xj , j ) and
0 of H is identical
(b) (xi , i ) (xi , i ). With this choice of Pbn,k , the eigenvalue Esho
2
bn,k does not
S m on P
with EBN+1 , EBN+1 = E 0 = 2(n + k + Nf ). Also, the action of b
sho
produce any singularity for positive m. Thus, HBN+1 is equivalent to a set of free superhalf-oscillators. An explanation on the use of the term super-half-oscillator is in order.
0 are always even for any integer n, k and N . On the other
Note that both EBN+1 and Esho
f
0 or E
hand, there is no such restriction on Esho . It can be both even and odd. Thus, Esho
BN+1
describes only half of the spectrum described by Esho . This is because the eigenvalue Esho
is for N super-oscillators defined on the full-line. On the contrary, the super-Hamiltonian
0 corresponds
HBN+1 is defined only on the positive half-line and, hence, the EBN+1 or Esho
to the eigenvalue of a set of free super-oscillators on the half-line. Thus, in analogy with
the similar problem for a single particle oscillator Hamiltonian, we use the term superhalf-oscillator.
The eigenspectrum also can be constructed in an algebraic way. We define the creation
and annihilation operators as,
X 2n
X 2n1
b
bi+ T ,
Fn+ = T 1
i bi+ T ,
T = eS/2 eW .
(47)
Bn+ = T 1
i
532
Note that these operators are invariant under (a) and (b). Thus, the eigenfunctions obtained
by operating these operators on the ground-state also are invariant under (a) and (b). The
eigenstates are obtained as,
n1 ,...,nN 1 ,...,N =
N
Y
Bk+ Fk+ ,
nk
(48)
k=1
P
with the energy E = N
k=1 2k(nk + k ). The bosonic quantum numbers are nonnegative
integers, while the fermionic quantum numbers are 0 or 1. Note that the energy E
can be interpreted as that of N independent super-half-oscillators with the frequencies
1, 2, . . . , N .
4.1.2. Supersymmetry-breaking phase
The eigenspectrum of the Hamiltonian in the region (i) can be obtained in a similar way
as described in Section 3.2. In particular, we construct a dual Hamiltonian HBdN+1 from
HBN+1 by the transformations, i i , and 1 1 . The relation between
these two Hamiltonians is given by,

(49)
HBN+1 = HBdN+1 + 2Nf N 1 + 2(N 1) + 1 .
Using this relation, the complete eigenspectrum of HBN+1 in the supersymmetry-breaking
phase can be obtained. In particular, the bosonic and fermionic creation operators can
be obtained from (47) by replacing , 1 1 and i i . These operators
acting on the ground state of HBdN+1 produces the eigenstates of HBN+1 with the eigenvalue,
P
E = N(1 2(N 1) 1 ) + N
k=1 2(knk + (k 1)k ). This method does not work for
the regions (ii) and (iii) in a straightforward way.
The method for constructing eigenspectrum in the regions described by (ii) and (iii) are
similar. We first study the Hamiltonian in the region (ii). The ground state wave-function
in this region is given by,
Y
Y 1+1 1 P x 2
=
xk e 2 i i |0i,
(50)
xi2 xj2
(, 1 ) = e |0i
i<j
with the ground-state energy E = 3N/2 2N(N 1). It may be noted here that
(1 , 1 1) is also an exact eigenstate in the Nf = 0 sector. However, the associated
energy eigenvalue is greater than E for N > 3. We would also like to point out here that
the particular form of is due to the shape invariance of the model, relating Nf = 0 sector
to Nf = N sector [10,15]. Now we introduce a new Hamiltonian H3 , which is related to
HBN+1 by the following relation,
N
2N(N 1).
(51)
2
The above relation is similar to (49). However, unlike HBdN+1 or Hd for the AN+1 -type
model, H3 is not supersymmetric. Thus, we can not use the methods of supersymmetric
theory to determine the ground-state energy of H3 . Instead, we find by inspection that
(, 1 ) is the zero-energy eigenstate of H3 . Now one can check easily,
b
S/2
e2 = eb
e H3 e eS/2 ,
(52)
H
HBN+1 = H3 + 2Nf
533
where b
S can be calculated from (39) for the choice of w as w = ln G(, 1 , 2 = 0).
The bosonic and fermionic creation operators can be obtained from (47) by replacing
, 1 1 and i i . These operators acting on (, 1 ) produces the
eigenstates of HBN+1 in region (ii) with the eigenvalue, E = N( 32 2(N 1)) +
PN
k=1 2(knk + (k 1)k ). Finally, we mention that the ground-state wave-function in the
region (iii) is ((1 + ), (1 1 )) with the ground-state energy E = 3N
2 21 N(N 1).
Rest of the analysis in this region can be done in a straightforward way.
5. Summary and discussions

We have constructed a similarity transformation which maps the SRCMSM Hamiltonian
of AN+1 -type to that of a supersymmetric free harmonic oscillators. This equivalence is
valid only in the supersymmetry-preserving phase of SRCMSM. We have outlined methods
for the construction of eigenfunctions of SRCMSM from the eigenfunctions of superoscillators. Even though there is no equivalence between SRCMSM in supersymmetrybreaking phase and super-oscillators, we are able to construct eigenspectrum in this phase
by using a duality property of the model. We observed that only those eigenfunctions of the
free super-oscillators, which are symmetric under the combined exchange of both bosonic
and fermionic coordinates, produce normalizable wave-function for the SRCMSM. This
has also been observed in the pure bosonic case. Thus, this brings out the highly correlated
nature of these systems.
We have generalized these results to a wide class of super-Hamiltonians whose bosonic
many-body interaction is a homogeneous function of degree 2 and all the particles are
subjected to a common harmonic confinement. These Hamiltonians are characterized by
a dynamical OSp(2|2) supersymmetry. Though this equivalence is certainly valid at the
operator level, it turns out that the individual super-Hamiltonians should be analyzed
carefully to see if the similarity transformation is keeping the Hamiltonian in its original
Hilbert space or not. As a check to ascertain this, one should be able to construct the
complete set of eigenvalues and associated eigenfunctions of the original Hamiltonian from
the super-oscillator model. We discussed the BCN+1 -type SRCMSM as an example and
showed its equivalence to half of the spectrum of super-oscillators. To the best of our
knowledge, this is the first instance in the literature where the complete spectrum and the
eigenstates of the BCN+1 -type SRCMSM has been obtained.
The SRCMSM associated with the root structures other than AN+1 - and BCN+1 -type
have not been touched upon in this paper. We believe that permutationally symmetric superoscillator basis with additional symmetry requirements coming from the specific nature
of the root structure, as in the case of BCN+1 -type model, would produce the complete
spectrum and associated well-behaved eigenfunctions of these models. An universal
formulation of the method described here, valid for SRCMSM associated with all the root
structures along the line of investigations carried out in [11,17], is desirable.
The equivalence relation (41) is valid for a wide class of super-models realizing
OSp(2|2) supersymmetry. The CMS systems form only a small subset. We have seen that
534
Eq. (41) act as a necessary condition for the equivalence between the original Hamiltonian
and super-oscillators. The sufficient condition for the equivalence is to construct the
complete spectrum and associated wave-functions of the original Hamiltonian from the
super-oscillator basis. Thus, it would be interesting to construct new exactly solvable supermodels using the method described here.
Acknowledgements
I would like to thank Tetsuo Deguchi for a careful reading of the manuscript and
comments. This work is supported by a fellowship (P99231) of the Japan Society for the
Promotion of Science.
Appendix A. OSp(2|2) super-algebra

We show in this appendix that the Hamiltonian H in (36) has dynamical OSp(2|2)
supersymmetry. We first define the following four supercharges,
1X
i (pi + iwi ixi ),
2
N
q=
i=1
q =
1
2
N
X
1X
i (pi iwi + ixi ),
2
N
q =
i=1
1X
i (pi + iwi + ixi ) .
2
N
i (pi iwi ixi ),
q =
i=1
(A1)
i=1
The Hamiltonian H is given in terms of q and q as, H = 2{q, q }. The dual Hamiltonian
q }. We define the following
Hd can be constructed in terms of q and q , Hd = 2{q,
operators,

1
1
H + Hd ,
U = H Hd ,
2
2
1X 2 1
1X 2 1
B2+ = B0
xi (N + 2E),
xi + (N + 2E),
B2 = B0
4
4
4
4
i
i

X
X
1
wij i j .
pi2 + wi2 + wii 2
(A2)
B0 =
4
h=
The
bosonic operators B2

h, B2 = 2B2,
and h satisfies the following relations,

+
B2 , B2 = h.
(A3)
The commutator relation [E, B0 ] = 2B0 has been used in deriving the above equations.
The U (1) generator U commutes with B2 and h.
The nonvanishing anticommutators among q, q , q and q are,

1
1
q,
q = (h U ),
q, q = (h + U ),
2
2

q , q = B2+ ,
q, q = B2 .
(A4)
535
Observe that the relation,

H = Hd + 2U,
(A5)
which is useful in determining the spectrum in the supersymmetry-breaking phase, follows

easily from the first two equations of (A4).
The other nonvanishing commutators are,
+

+
B2 , q = q ,
B2 , q = q,
B2 , q = q,
B2 , q = q ,

[h, q] = q,
h, q = q,
h, q = q ,
h, q = q ,

U, q = q , [U, q] = q.
(A6)
U, q = q,
U, q = q ,
References
[1] F. Calogero, J. Math. Phys. (N.Y.) 10 (1969) 2191;
F. Calogero, J. Math. Phys. (N.Y.) 10 (1969) 2197.
[2] B. Sutherland, J. Math. Phys. (N.Y.) 12 (1971) 246;
B. Sutherland, J. Math. Phys. (N.Y.) 12 (1971) 251;
B. Sutherland, Phys. Rev. A 4 (1971) 2019.
[3] M.A. Olshanetsky, A.M. Perelomov, Phys. Rep. 71 (1981) 314;
M.A. Olshanetsky, A.M. Perelomov, Phys. Rep. 94 (1983) 6.
[4] L. Brink, T.H. Hansson, S. Konstein, M.A. Vasiliev, Nucl. Phys. B 401 (1993) 591.
[5] A. Polychronakos, Les Houches Lectures 1998, hep-th/9902157;
A. Polychronakos, Phys. Rev. Lett. 69 (1992) 703.
[6] N. Gurappa, P.K. Panigrahi, Phys. Rev. B 59 (1999) R2490, cond-mat/9710035;
N. Gurappa, P.K. Panigrahi, quant-ph/9710019;
N. Gurappa, A. Khare, P.K. Panigrahi, Phys. Lett. A 224 (1998) 467, cond-mat/9804207.
[7] K. Sogo, J. Phys. Soc. Japan 65 (1996) 3097;
H. Ujino, A. Nishino, M. Wadati, J. Phys. Soc. Japan 67 (1998) 2658;
T.H. Baker, P.J. Forrester, Nucl. Phys. B 492 (1997) 682;
T. Brzezinski, C. Gonera, P. Maslanka, Phys. Lett. A 254 (1999) 185.
[8] D.Z. Freedman, P.F. Mende, Nucl. Phys. B 344 (1990) 317.
[9] L. Brink, A. Turbiner, N. Wyllard, J. Math. Phys. 39 (1998) 1285.
[10] P.K. Ghosh, A. Khare, M. Sivakumar, Phys. Rev. A 58 (1998) 821;
C. Efthimiou, D. Spector, Phys. Rev. A 56 (1997) 208.
[11] A.J. Bordner, N.S. Manton, R. Sasaki, Prog. Theor. Phys. 103 (2000) 463, hep-th/9910033.
[12] M.V. Ioffe, A.I. Neelov, quant-ph/0001063.
[13] N. Wyllard, J. Math. Phys. 41 (2000) 2826, hep-th/9910160.
[14] A. Dabholkar, Nucl. Phys. B 368 (1992) 293;
J.P. Rodrigues, A.J. van Tonder, Int. J. Mod. Phys. A 8 (1993) 2517;
B.S. Shastry, B. Sutherland, Phys. Rev. Lett. 70 (1993) 4029.
[15] F. Cooper, A. Khare, U. Sukhatme, Phys. Rep. 251 (1995) 267.
[16] S.R. Jain, A. Khare, Phys. Lett. A 262 (1999) 35;
G. Auberson, S.R. Jain, A. Khare, cond-mat/0004012;
M. Ezung, N. Gurappa, A. Khare, P.K. Panigrahi, cond-mat/0007005.
[17] A.J. Bordner, E. Corrigan, R. Sasaki, Prog. Theor. Phys. 102 (1999) 499, hep-th/9905011;
S.P. Khastgir, A.J. Pocklington, R. Sasaki, hep-th/0005277;
E. DHoker, D.H. Fong, Nucl. Phys. B 530 (1998) 537.

Fractional and integer charges from Levinsons

theorem
E. Farhi a , N. Graham a,b , R.L. Jaffe a , H. Weigel a,
a Center for Theoretical Physics, Laboratory for Nuclear Science and Department of Physics,
Massachusetts Institute of Technology, Cambridge, MA 02139, USA

b Dragon Systems, Inc., Newton, MA 02460, USA
Abstract
We compute fractional and integer fermion quantum numbers of static background field
configurations using phase shifts and Levinsons theorem. By extending fermionic scattering theory
to arbitrary dimensions, we implement dimensional regularization in a (1 + 1)-dimensional gauge
theory. We demonstrate that this regularization procedure automatically eliminates the anomaly in
the vector current that a naive regulator would produce. We also apply these techniques to bag models
in one and three dimensions. 2001 Elsevier Science B.V. All rights reserved.
1. Introduction
Many field theory solitons have especially interesting properties when they are coupled
to fermions, because they act as strong background fields that can drastically alter the Dirac
spectrum. Solitons that break C and CP invariance can introduce asymmetries in the Dirac
spectrum, causing the soliton to carry fermion number. By adiabatically turning on the
soliton from a trivial background, one can observe this fermion number as a level crossing
in the Dirac spectrum. In addition, solitons with nontrivial topological boundary conditions
can carry fractional fermion number [13].
Blankenbecler and Boyanovsky [4] showed how to use a phase-shift representation
of the density of states to calculate these fermion quantum numbers. There is no need
to consider any interpolation of the background field. Together with the bound states,
the behavior of the phase shift at threshold gives the integer charge. Fractional charges
naturally appear in the behavior of the phase shift at large k.
* Heisenberg Fellow. Corresponding author.
E-mail addresses: farhi@mit.edu (E. Farhi), graham@pierre.mit.edu (N. Graham), jaffe@mit.edu

(R.L. Jaffe), weigel@ctp.mit.edu (H. Weigel).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 6 5 - 9
E. Farhi et al. / Nuclear Physics B 595 (2001) 536550
537
In recent work on variational computations of soliton energies [5,6], it has been essential
to know these fermion numbers, since one wants to compare configurations with the
same fermion charge. This work has led us to extend the method of Blankenbecler
and Boyanovsky in two directions. First, we have shown how to extend dimensional
regularization to a phase shift formalism. We are then able to reconsider the anomaly
calculation of Ref. [4] starting with an explicitly gauge-invariant regulator, rather than
enforcing gauge invariance by hand on the result. We can thus explicitly see the difference
between the naive regulator and the gauge-invariant regulator. Second, we demonstrate an
extension of this work to chiral bag models in three spatial dimensions, giving a practical
example of a fractional fermion number.
Section 2 describes the Greens function formalism that relates the phase shifts to the
Fock-space expansion for the charge. This result can then be strengthened by the use of
Levinsons theorem. In Section 3 we demonstrate the effects of the choice of regulator in
a one-dimensional gauge theory. We show that by choosing a gauge-invariant regulator
we automatically ensure that there are no anomalies in the vector current. In Section 4
we perform explicit calculations in chiral bag models. In Appendix A, we develop the
formalism for computing fermion phase shifts in arbitrary dimensions, and demonstrate
that it leads to results that agree with the standard result from Feynman perturbation theory
for the contribution of the tadpole graph to the effective energy. In Appendix B, we derive
results used in Section 4 for the three-dimensional bag.
2. Spectral analysis in soliton backgrounds

2.1. Density of states
Our primary tool will be the scattering phase shifts. The phase shifts are useful
because they unambiguously and quantitatively track the changes of the spectrum of small
oscillations around the background fields, even though that spectrum is continuous and
infinite, and integrals over it of physical quantities may be divergent.
To derive our results, we consider a single Dirac fermion in n space dimensions. We
will assume that the soliton background has spherical symmetry, so that the spectrum
decomposes into a sum over eigenchannels . In one dimension there are just two channels,
for even and odd parity, while in three dimensions the sum will run over parity and over
either total spin or grand spin, also including the degeneracy within each channel. We begin
by writing the fermion charge density as

(1)
j 0 (x) = 12 h| (x), (x) |i,
where x is an n-dimensional vector. We have been careful to order the anticommuting
S, ] is even under C and
fermion fields to maintain charge conjugation invariance: [
S, ] are odd under C.
S , 5 ] and [
[
We make the usual Fock decomposition in terms of the eigenstates of the singleparticle Dirac equation:
538
(x, t = 0) =
X Z
Z0
b (x) d +
d (x) d
(2)
where the integral over includes both continuum and bound states. We have normalized
the wavefunctions by
Z
0
(3)
(x) 0 (x) dx = ( 0 )( 0 ),
where the delta function of on the right-hand side is interpreted as a Dirac delta function
for continuum states and a Kronecker delta for bound states. The creation and annihilation
operators satisfy
0 0
(4)
b , b 0 = d , d 0 = ( 0 )( 0 )
with all other anticommutators vanishing. Thus the charge density becomes
1X
j (x) =
2

2
sgn() (x) d.
(5)
We next consider the Greens function for the fermion field

G(x, y, t) = ih|T (x, t) (y, 0) |i
= i
Z0
d eit (x) (y) (t)
d e
it
(x) (y) (t)
(6)
and its Fourier transform
X Z d (x) (y)
,
G(x, y, E) =
2
E
+
i
sgn()
(7)
whose trace gives the density of states according to

Z
1
dN()
= Im Tr
G(x, x, ) dnx,
() =
d
giving as a result
Z

2
1X
dn x (x)
() =

(8)
(9)
for || > m. (For || < m, the density of states consists of a sum of delta functions for
each bound state.) A more useful form of this equation is obtained by subtracting the free
density of states 0 (), giving
Z

2

1X
(10)
() 0 () =
dn x (x) 1 .

539
We can also express the density of states in each channel in terms of the S-matrix:
d
d ()
1
1
sgn()
log S () = sgn()
.
2i
d
d
The total density of states is then
X
().
() =
() 0 () =
(11)
(12)
Putting these results into Eq. (5) we thus obtain an integral over the continuum and a
sum over bound states
!
m
X 1 Z d d ()
X 1
X Z d d ()
+
Q =
2 d
2
2 d
2
j
j
>0
<0

1 X
<
(m) () n>
=
+ n (m) + () ,
2
(13)
<
where n>
and n give the number of bound states with positive and negative energy,
respectively, in each channel. This is our main result. We will see that it generalizes
unchanged to cases with fractional charges, which appear in the phase shift at = .
2.2. Levinsons theorem

We have seen that the phase shifts keep track of the rearrangement of the fermion
spectrum in a quantitative way, by telling us the density of states. Levinsons theorem
shows that the phase shifts also track how many states have left the continuum at each
threshold. This property will give us a physical motivation for Eq. (13), and will also enable
us to simplify it.
Levinsons theorem in three dimensions and in the negative-parity channel in one
dimension gives the number of states N that have left the continuum by passing through
the threshold at m as
(m) () = N.
(14)
These states typically appear as bound states (which give delta functions in the density of
states), though it is possible that in cases where the spectrum is not charge conjugation
invariant, they can reenter the continuum of states with opposite energy. In the positiveparity channel in one dimension, Levinsons theorem is modified to

(15)
(m) () = N 12 .
In one dimension and in the ` = 0 channel in three dimensions, there is the possibility of a
state whose wavefunction goes to a constant at r = , rather than decaying exponentially
like a bound state or oscillating like a continuum state. Such half-bound states are on
the verge of becoming bound and count as 12 in Levinsons theorem. In the free case, for
example, () = 0 for all , but Eq. (15) still holds because there is a half-bound state
with = constant. For fuller discussion of these results, see Ref. [7].
540
Computing the fermion number of a field configuration now becomes a matter of

simple counting. We consider each channel separately. If a bound state leaves the positive
continuum but appears as a positive-energy bound state, it has not changed the fermion
number of the configuration. However, if it crosses = 0 and becomes a negative-energy
bound state, it is now filled in the vacuum and gives a fermion number of one. Thus the
fermion number of a field configuration is given by

1 X
<
(16)
(m) () n>
Q=
+ n (m) + () ,
2
which is exactly (13).
This interpretation suggests a further simplification: since Levinsons theorem tracks all
states that enter and leave the two continua, even in the presence of CP-violation, we have
the restriction that
>
(m) () + (m) () n<
n = 0,
(17)
so that
Q =
X1

X1
(m) () n>
n<
=
(m) + () .
(18)
In the positive-parity channel in one space dimension, we must subtract 1 from the
left-hand side of Eq. (17) and 12 from the subsequent expressions for Q because of the
modification to Levinsons theorem in Eq. (15).
3. Electrostatics and the need for regularization

The conserved charges we consider are not renormalized. That is, they do not receive
any contributions from the counterterms of the theory. Nonetheless, it is essential to include
the effects of the regularization procedure used to define the theory. The example of QED
in (1 + 1)-dimensions provides a clear illustration of this subtlety. Although the theory is
finite, the regularization process is nontrivial.
The Lagrangian is

1S
1
F
F
+
(i
A
)
m
,
(19)
4e2
2
where we again have used the commutator to ensure that the free theory is C and CP
invariant. In ordinary perturbation theory, the vacuum polarization diagram computed in d
spacetime dimensions is
L=
Z1
i (p) = 2e2Nd
dd k
(2)d
2(1 )(g p2 p p ) + g m2 p2 (1 ) + k 2
2
k 2 + p2 (1 ) m2
d
2

, (20)
541
where 2Nd is the dimension of the Dirac algebra. If we had not regulated the theory
by analytically continuing the spacetime dimension, we would not have found the last
term, which vanishes if we set d = 2 from the outset. Keeping d 6= 2 shows that this
term exactly cancels the two terms that precede it, leaving the transverse form of the
vacuum polarization that is required by gauge invariance. Thus we must include in our
definition of the field theory the additional information that the theory is regulated in order
to preserve gauge invariance at the quantum level, and dimensional regularization provides
a convenient way to implement this requirement.
The vacuum polarization diagram reflects the effect of the anomaly. The anomaly
is obtained from the leading correction to the vector current, which is related to the
polarization tensor by
Z
(21)
j (x) = dd y (x y)A (y),
where (x) denotes the Fourier transform of Eq. (20). Thus a completely transverse
polarization tensor corresponds to a conserved vector current. Setting d = 2 from the outset
gives an anomalous vector current
S = eNd A ,
j =
Including the contribution proportional to

axial current
S 5 = 0.
j5 =
d
2
(22)
1 in Eq. (20) transfers this anomaly to the
eNd
F .
(23)
2
If we choose a configuration with A1 = 0 and adiabatically turn on a configuration A0 (x)
between t = and t = 0, then integrating Eq. (22) we obtain
Z
Z
eNd
(24)
A0 (x) dx
Q = j 0 (x) dx =
2
S = 0,
j =
S 5 =
j5 =
for the naive regulator while Q = 0 in dimensional regularization.

The phase-shift approach shows exactly the same behavior. We consider the example of
an electrostatic square well potential with depth and width 2L. First we ignore subtleties
of regularization and compute directly in d = 2. The phase shift in the negative-parity
channel () is determined by
m + + e
m+
tan kL + () =
tan qL
(25)
k
q
p
with k = 2 m2 and q = ( + e)2 m2 . Similarly, the phase shift in the positiveparity channel + () is determined by

q
k
tan kL + + () =
tan qL.
m+
m + + e
(26)
As , the total phase shift approaches 2eL, giving a fractional contribution

to the total fermion charge in agreement with Eq. (24). Although such fractional charges
542
are possible (and we will see examples of them in the next section), in this case the result
indicates that the method of calculation has not preserved gauge invariance.
To preserve gauge invariance, we regularize the computation by computing the phase
shifts as analytic functions of the space dimension n. Since we are only concerned with
the contribution from , we can consider just the leading Born approximation. In
Appendix A we have extended the method of dimensional regularization of the phase shifts
in Ref. [5] to fermions. In arbitrary dimensions, the total phase shift is a sum over channels
labeled by total spin j = 12 , 32 , . . . and by parity. Summing over parity, the leading Born
approximation to total phase shift in each j channel is given by
(1)
n,j
Z
= e

A0 (r) J n +j 3 (kr)2 + J n +j 1 (kr)2 r dr,
2
(27)
which has degeneracy d(j ) given by Eq. (A.19). Summing over j using Eqs. (A.16) and
(A.23) yields the leading Born approximation to the total phase shift in n space dimensions:
n(1) ()
= eNd
`=0
= k
n2
= k n2
A0 (r)J n2 +`1 (kr)2 r dr
D(`)
0
Nd e
2n2 0

n 2
2
0
A0 (r)r n1 dr
Nd Ln e
2 ,
2n2 n0 n2
(28)
which reduces to Nd eL if we send n 1 and take the limit as . But the order
of these limits is essential: if we first regulate the theory by holding the dimension fixed
at n < 1, we then see that the contribution as vanishes. Only after we have
taken the limits do we send n 1. This procedure, dictated by dimensional
regularization, preserves gauge invariance and gives no fractional charge.
We note that other regularization methods commonly used in phase-shift calculations,
such as zeta-function regularization, would not preserve gauge invariance and would thus
lead to the same spurious fractional result.
4. Fractional charges
4.1. Chiral bag model in one dimension
Chiral bag models provide simple illustrations of fractional fermion numbers. We begin
with a Dirac fermion in one dimension on the half-line x > 0, subject to the boundary
condition
iei5 = 1
(29)
at x = 0, with 2 6 6 2 . We consider the Dirac Hamiltonian

0 i 1 x + m =
543
(30)
in the basis 0 = 3 and 1 = i2 . The free solutions are

k
eikx ,
(31)
(x) =
m
where k = 2 m2 . The full solutions are then given in terms of the phase shifts by
(x) = (x) + e2i
()
+ (x).
(32)
We can then solve for the phase shifts using the boundary condition, Eq. (29). We obtain
cot + () =
k
tan ,
m
tan () =
k
tan ,
m
2 . To find the bound states, we look for solutions of the form

i
(x) =
ex
m
with = m2 2 . Imposing the boundary condition gives

where =
(33)
= (m + ) tan ,
so there is always exactly one bound states for 2 6 6
Eq. (13), we find that the fermion number is .
(34)
(35)
2.
Plugging these results into
4.2. Chiral bag model in 3 dimension

This simple model generalizes naturally to 3 dimensions. We consider an isodoublet of
Dirac fermions subject to the boundary condition
5
= E n
iei En
(36)
imposed on a sphere of radius R, where E are the isospin Pauli matrices. This condition
is not invariant under space and isospin rotations individually, but it is invariant under
combined space and isospin rotations, and under parity. Thus we can decompose the
scattering problem into eigenchannels labelled by grand spin G = 0, 1, 2, . . . and parity.
This calculation is outlined in Appendix B.
In the G = 0 channel, the phase shifts in the two parity channels are

k
cos + ih0 (kR)(1 sin ) ,
(37)
0 () = Arg ih1 (kR)
m
where hn (x) are spherical Hankel functions of the first kind and k = 2 m2 . Extracting
the contribution from the G = 0 channel is straightforward. Using Eq. (13), we find
a contribution of to the fermion number.
For G > 0 there are two states for each choice of G and parity. The total phase shift in
each channel is given by
544

k
hG (kR)2
+
hG (kR) hG+1 (kR) hG1 (kR)
G
() = Arg sin
( m)R m

2

k
hG (kR)2 . (38)
cos2 hG+1 (kR)hG1 (kR)
m
The contribution from G > 0 needs to be treated with care. For large k, the dominant
contribution comes from G + 12 kR. We must follow a consistent regularization
procedure in order to obtain the correct order of limits. In this model a simple cutoff
suffices. We first compute the total phase shift at k = , summed over all partial waves.
This sum then has a smooth limit as . If we had taken the limit in the other order
by considering the k limit in each partial wave separately, we would incorrectly
conclude that the contribution from G > 0 was identically zero.
For numerical computations, it is convenient to first consider dQ/d and then integrate
to obtain Q as a function of . Fig. 1 shows the dQ/d computation for one value of .
Fixing a large value of the cutoff , we then sum over both parities from G = 0 up to
Gmax R, so that the contribution from the higher values of G is negligible. We then
compute the dQ/d for each from Eq. (13) using k = in place of k = .
Carrying out this computation numerically for each , we find agreement with the
established result [3]
1
dQ
= (1 cos 2 ),
(39)
d
so that
1
(40)
Q = ( sin cos ).
d PGmax (2G + 1)( + () + () + () ()),

Fig. 1. Numerical computation of d
G
G
G
G
G=0
evaluated at = 3
8 and m = 0, summed up to Gmax = 32, and plotted a function of z = R for
> 0. The larger values of G that we have omitted are negligible for z Gmax . For z Gmax /2
we see good agreement with the result of Ref. [3], which is shown by a horizontal line. For z Gmax
we see only the contribution from G = 0, which would lead to an incorrect result for the charge.
545
5. Conclusions
By explicitly introducing appropriate regulators, we have been able to unambiguously
compute fermion quantum numbers in a variety of models. We have seen that by
introducing the regulator as part of the definition of the theory, we have no need (and
no freedom) to adjust the results of our computations after the fact. This determinism leads
to a computation that is both theoretically elegant and computationally practical.
Acknowledgements
We would like to thank S. Forte, J. Goldstone, and V.P. Nair for helpful conversations,
suggestions, and references. This work is supported in part by funds provided by
the US Department of Energy (DOE) under cooperative research agreement #DFFC02-94ER40818 and the Deutsche Forschungsgemeinschaft (DFG) under contract We
1254/3-1.
Appendix A. Dirac equation in arbitrary dimensions

In this appendix we discuss the Dirac equation for a radially symmetric potential V =
V (r) for an arbitrary number of spatial dimensions n. We calculate the leading Born
approximation to the phase shift in n dimensions and find its contribution to the Casimir
energy. We verify that this result agrees with what we obtain from the tadpole graph in
standard Feynman perturbation theory using dimensional regularization.
Our starting point is the free Dirac equation in n spatial dimensions,

iE
E + m = H = .
(A.1)
The spinor has 2Nd components and accordingly the Dirac matrices j , j = 1, . . . , n,
and have 2Nd 2Nd elements, where Nd = 2(n1)/2 for n odd and Nd = 2n/2 for n even.
We will generalize the case of n odd, though our results will not depend on this choice. We
choose the basis

0 j
1 0
, j = 1, . . . , n.
(A.2)
=
and j =
j
0
0 1
The Clifford algebra is obtained by demanding the anticommutator {i , j } = 2ij . In
analogy to the spin generators in n = 3, we define the commutator
[i , j ] = 2iij
(A.3)
which obeys the SO(n) commutation relation

[ij , kl ] = i(ik j l + j l ik il j k j k il ).
(A.4)
We define the orbital angular momentum operator

Lij = i(xi j xj i )
(A.5)
546
which also satisfies the SO(n) algebra

[Lij , Lkl ] = i(ik Lj l + j l Lik il Lj k j k Lil ).
(A.6)
We can then put these together to form the total spin operator
Jij = Lij + 12 ij
(A.7)
which commutes with the Hamiltonian: [H, Jij ] = 0. Having obtained the algebra, we next
need to find the Casimir eigenvalues of
1X 2
1X 2
1X 2
Lij ,
2 =
ij and J 2 =
Jij .
(A.8)
L2 =
2
2
2
i,j
i,j
i,j
The eigenvalues of L2 are those of SO(n), `(` + n 2). To find 2 , we consider its
trace, which is just the number of independent matrices ij , 12 n(n 1). Then to obtain
P
the Casimir eigenvalue of J 2 , all we need to find is hL i = h 12 i,j Lij ij i. We use the
second-order equations obtained from Eq. (A.1), which are generalized Bessel equations.
E Jij ] = 0) and eigenvalue ` = 1 with
We first remark that r E has zero total spin ([r ,
2
respect to L . Therefore the appropriate spinor with definite parity can be parameterized
as

if (r)Yl,s,j
(A.9)
=
E l,s,j ,
g(r)(r )Y
where Yl,s,j denote generalized spinor spherical harmonics. The radial functions obey the
coupled first-order equations

n1+R
g(r) = (m )f (r),
r +
2r

n1R
f (r) = (m + )g(r)
(A.10)
r +
2r
where R = hL i + n 1 contains the desired eigenvalue. We can decouple these
equations to obtain second-order equations for f (r) and g(r). By demanding that f (r)
and g(r) obey generalized Bessel equations with orbital angular momentum ` and `0
respectively, we find
R = 1 (n 2 2`)
and R = 1 (n 2 + 2`0 ).
(A.11)
In view of the above mentioned properties of r E we have `0 = ` 1. Hence the two

relations in Eq. (A.11) are consistent if
R = n + 2` 1 for `0 = ` + 1 and
R = 3 n 2` for `0 = ` 1.
Putting these results together we find the Casimir eigenvalue

n(n 1)
`,
`0 = ` + 1,
2
+
J = `(` + n 2) +
8
2 n `, `0 = ` 1.
(A.12)
(A.13)
547
Defining j = 12 (` + `0 ) yields
n(n 1)
(A.14)
8
for both cases. The above definition of j also ensures that (as for n = 3) there are two
independent solutions for a given j : (i) ` = j + 12 , `0 = j 12 and (ii) ` = j 12 , `0 =
j + 12 . These solutions have opposite parity.
Finally, we have to find the degeneracy factor, d(j ). We use two trace relations that are
simple in the basis appropriate for ij and Lij . Written in the basis for Jij they connect
different representations and provide information about the degeneracy factors. We have
J2 = j
j =`+ 12
1
2
j +n
3
2

d(j ) R(j ) n + 1 = 0
and
(A.15)
j =` 12
j =`+ 12
d(j ) = Nd D(`),
(A.16)
j =` 12

where we have defined d 12 = 0 independent of n. The first condition is nothing but the
tracelessness of hL i while the second gives the number of states for a given orbital
angular momentum `,
0(n + ` 2)
(n + 2` 2).
(A.17)
D(`) =
0(n 1)0(` + 1)
Eq. (A.15) can be reexpressed as
n+`2

d ` 12 ,
(A.18)
d ` + 12 =
`
which after substitution into Eq. (A.16) yields the final result

0 n + j 32
1
(A.19)
d(j ) = Nd j + 2
.
0(n 1)0 j + 32
Eq. (A.18) represents a recursion relation between d(j ) and d(j + 1) that can straightforwardly be shown to be satisfied by the degeneracy factor of Eq. (A.19). We note that
as n 1, Eq. (A.19) gives zero in all channels except j = 12 , where it is one. As in the
bosonic case, this limit gives the reduction to the positive and negative parity channels in
one dimension.
To show how the dimensional regularization of the phase shifts corresponds to ordinary
dimensional regularization of Feynman perturbation theory, we compute the contribution
to the Casimir energy from the leading Born approximation to the phase shifts using the
method of [5], and compare it to the energy of the tadpole graph, with both quantities
evaluated in n dimensions.
The leading Born approximation to the phase shift is, summing over parity channels,
Z
(1)
dr V (r)r J n +j 3 (kr)2 + J n +j 1 (kr)2
(A.20)
n,j (k) =
2
2
2
2
2
0
548
for k =
by
2 m2 . The leading Born approximation to the Casimir energy is then given
1En(1) [E ] =
Z
dk
k 2 + m2 m
X
d(j )
(1)
dn,j
dk
(A.21)
Summing over all channels we find the total phase shift:

X
(1)
d(j )n,j
(k)
n(1) (k) =
j = 12 , 32 ,...
Z
dr V (r)r
d(j ) J n +j 3 (kr)2 + J n +j 1 (kr)2

2
j = 12 , 32 ,...
0
Z
dr V (r)r
d `+
1
2

J n2 +`1 (kr)2
`=0,1,2,...
+d `
=
2
dr V (r)r
1
2

J n2 +`1 (kr)2
Nd D(`)J n2 +`1 (kr)2 .
(A.22)
0(2q + 1) z 2q
0(q + 1)2 2
(A.23)
`=0,1,2,...
Using the Bessel function identity
X
(2q + 2`)0(2q + `)
0(` + 1)
`=0
and setting q =
1E
(1)
n
2
1, we sum over ` and obtain for the Casimir energy:
[E ] = 2Nd
Z
(n 2) ( m)k n3 dk,
n
hV i
n
(4) 2 0
Z
hV i =
Jq+` (z)2 =
V (x) dn x =
2
n
2
2

0 n2
where
(A.24)
Z
V (r)r n1 dr.
(A.25)
The k integral can be calculated in the vicinity of n =

yielding
1
2
and then analytically continued,

Z
n2
1n
mn1
0
.
( m)k n3 dk = 0
2
2
4
(A.26)
Hence we find
1E (1) [E ] = 2Nd
hV i
(4)
0
n+1
2

1n
mn1 ,
2
(A.27)
549
which is exactly what we obtain using standard dimensional regularization for the tadpole
diagram in n + 1 spacetime dimensions.
Appendix B. Chiral bag model S-matrix
In this appendix we outline the derivation of Eqs. (37) and (38). We begin with spinors
E is the sum of
that are eigenstates of parity and total grand spin [8], where grand spin G
total spin jE = lE + 12 E and isospin 12 E . For a given grand spin G with z-component M, we
will find the scattering wavefunctions in terms of the spherical harmonic functions Yj,`
with j = G 12 and ` = j 12 . These are two-component spinors in both spin and isospin
space. While grand spin is conserved, the boundary condition in Eq. (36) mixes states with
different ordinary spin j . For the channels with parity ()G we have two spinors that solve
the Dirac equation away from the boundary:

ig2 (r)YG 1 ,G
ig1 (r)YG+ 1 ,G
2
2
and
.
(B.1)
f1 (r)YG+ 1 ,G+1
f2 (r)YG 1 ,G1
2
For zero grand spin the second spinor is absent. We now introduce linear combinations that
define the S-matrix:

iw+ hG (kr)YG+ 1 ,G
iw+ hG (kr)YG+ 1 ,G
+,G
2
2
+ S11
1 =
w hG+1 (kr)YG+ 1 ,G+1
w hG+1 (kr)YG+ 1 ,G+1
2
2

+ h (kr)Y
iw
1
G
+,G
G 2 ,G
,
(B.2)
+ S21
w hG1 (kr)YG 1 ,G1
2

iw+ hG (kr)YG 1 ,G
iw+ hG (kr)YG 1 ,G
+,G
2
2
+ S22
2 =
w hG1 (kr)YG 1 ,G1
w hG1 (kr)YG 1 ,G1
2
2

+ h (kr)Y
iw
1
G
+,G
G+ 2 ,G
,
(B.3)
+ S12
w hG+1 (kr)YG+ 1 ,G+1
2
where h` (kr) refers to the spherical Hankel functions suitable to parameterize an incoming
spherical wave. We have introduced the kinematic factors
r
r
m
m
and w = sgn() 1 ,
w+ = 1 +
where = k 2 + m2 and m are the energy and mass of the Dirac particle respectively.
In the case G = 0, the components with j = G 12 are absent and the S-matrix has only
+,0
= exp(2i0+ ).
a single component S11
Imposing the boundary condition, Eq. (36), on these wavefunctions gives

cos
ir E sin ir E
= 0 for n = 1, 2.
(B.4)
j
ir E sin + ir E
cos
r=R
For each n = 1, 2 the projection onto grand-spin spherical harmonics yields two equations,
which allows us to extract all four components of the S-matrix. It is convenient to express
the result in the form of a matrix equation:
550
+,G

+,G
S12
S11
X Y
X Y
(B.5)
=
+,G
+,G
S Y
S M ,
S Y
S
X
X
S21
S22
where the star denotes complex conjugation. The components of the matrix M are given
by

k
1
sin hG+1 (kR),
1+
X = hG (kR) cos +
+m
2G + 1

1
S = hG (kR) cos + k
1+
sin hG1 (kR),
X
+m
2G 1
2 G(G + 1) k
h (kR) sin ,
Y =
2G + 1 + m G1
S = 2 G(G + 1) k h (kR) sin .

(B.6)
Y
2G + 1 + m G+1
The total phase shift in this channel is then given by

det M
+
+,G
,
(B.7)
= Arg
G = Arg det S
det M
leading to Eq. (38). For the channels with parity ()G+1 the computation proceeds
analogously from the definition of the corresponding S-matrix:
+

+

iw hG+1 (kr)YG+ 1 ,G+1
,G iw hG+1 (kr)YG+ 12 ,G+1
2
+ S11
1 =
w hG (kr)YG+ 1 ,G
w hG (kr)YG+ 1 ,G
2
2
+

h
(kr)Y
iw
1
,G
G1
G 2 ,G1
,
(B.8)
+ S21
w hG (kr)YG 1 ,G
2
+

+

iw hG1 (kr)YG 1 ,G1
,G iw hG1 (kr)YG 12 ,G1
2
+ S22
2 =
w hG YG 1 ,G
w hG YG 1 ,G
2
2
+

h
(kr)Y
iw
1
,G
G+1
G+ 2 ,G+1
.
(B.9)
+ S12
w hG (kr)YG+ 1 ,G
2
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
R. Jackiw, C. Rebbi, Phys. Rev. D 13 (1976) 3398.

J. Goldstone, F. Wilczek, Phys. Rev. Lett. 47 (1981) 986.
J. Goldstone, R.L. Jaffe, Phys. Rev. Lett. 51 (1983) 1518.
R. Blankenbecler, D. Boyanovsky, Phys. Rev. D 31 (1985) 2089;
R. Blankenbecler, D. Boyanovsky, Phys. Rev. D 31 (1985) 3234.
E. Farhi, N. Graham, R.L. Jaffe, H. Weigel, hep-th/0003144, to appear in Nucl. Phys. B;
E. Farhi, N. Graham, R.L. Jaffe, H. Weigel, Phys. Lett. B 475 (2000) 335.
K. Kiers, M.H. Tytgat, Phys. Rev. D 57 (1998) 5970.
G. Barton, J. Phys. A 18 (1985) 479;
N. Graham, R.L. Jaffe, Nucl. Phys. B 544 (1999) 432;
N. Graham, R.L. Jaffe, Nucl. Phys. B 549 (1999) 516.
R. Alkofer, H. Reinhardt, H. Weigel, Phys. Rep. 265 (1996) 139.

Lagrangian gauge structure functions for systems

with first-class constraints
Domingo J. Louis-Martinez
Science One Program and Department of Physics and Astronomy, University of British Columbia,
Vancouver, Canada
Abstract
The structure functions of the Lagrangian gauge algebra are given explicitly in terms of the
hamiltonian constraints and the first-order hamiltonian structure functions and their derivatives.
The importance of gauge symmetries in all modern relativistic theories of the

fundamental interactions is well understood at present. Electromagnetic and YangMills
theories are examples of systems with natural bases of gauge generators that form closed
Lagrangian gauge algebras. The Hamiltonian first-class constraints in these theories are
linear in the canonical momenta. Their first-order Hamiltonian gauge structure functions
are constants and therefore the first-class constraints form Lie groups. In Einsteins theory
of gravity one of the Hamiltonian constraints is quadratic in the momenta [1] and the firstorder Hamiltonian gauge structure functions do not depend on the canonical momenta but
do depend on the metric [2]. The Hamiltonian constraints in Einsteins theory do not form
a Lie group [2], but the natural basis of Lagrangian gauge generators does form a closed
gauge algebra.
The study of open Lagrangian gauge algebras started with the discovery of supergravity
[35]. In theories with open Lagrangian gauge algebras we have to deal with Lagrangian
structure functions of higher orders. The existence of these structure functions has been
established using an axiomatic approach in [6]. In the quantum theory, in order to construct
the Feynman diagrams one needs first to determine all the gauge structure functions.
Although these functions have been found explicitly in particular cases [4], their general
form for the generic case of a Hamiltonian system with first-class constraints is not
known. The purpose of this paper is to solve this problem. We will present explicit
E-mail address: martinez@physics.ubc.ca (D.J. Louis-Martinez).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 7 - 5
552
D.J. Louis-Martinez / Nuclear Physics B 595 (2001) 551563
expressions for the Lagrangian gauge structure functions up to fourth order. We will
show how these structure tensors are determined by the Hamiltonian constraints and the
Hamiltonian first-order structure functions. It is remarkable that to determine the higher
order Lagrangian gauge structure tensors no knowledge of the higher-order Hamiltonian
structure functions is required. They depend only on the zeroth- and first-order Hamiltonian
structure functions. The method presented here can be used to find the structure functions
of even higher levels.
Let us consider a physical system described by the action:
Z
S = dt L.
(1)
L is the Lagrangian of the system, which is a function defined in the velocity phase space
T Q (T Q is the tangent bundle of the n-dimensional configuration space Q). The variables
q i (i = 1, 2, . . . , n) are the generalized coordinates and q i the generalized velocities.
The EulerLagrange equations of motion may be written in the following form:
Li Wij q j i = 0,
(2)
where
Wij
i
2L
,
q i q j
2
L
l L
.
q i
q l q i
(3)
(4)
We assume that the dimension of the kernel of the Hessian matrix W is constant (the
same in all points of T Q) and equal to m:
rank kW k = n m.
(5)
( = 1, 2, . . . , m) a set of linearly independent null

Let us denote as R (q, q)
eigenvectors of the Hessian matrix:
Ri Wij 0,
(6)
rank kRi k = m.
(7)
Using the EulerLagrange equations (2) and the identities (6) we obtain the Lagrangian
constraints of the first-level [7]:
(1) Ri i = 0.
(8)
Let us assume that (8) do not bring about any restrictions in the velocity phase space
T Q (we assume that (8) are identities in T Q):
Ri i 0.
(9)
In this case, the left-hand-sides Li of the EulerLagrange equations (2) satisfy the
Noether identities [7]:
i (q, q,
q)
0.
Ri (q, q)L
(10)
553
The Noether identities are satisfied by any trajectory q(t) in the configuration space Q.
According to the second Noether theorem [8], the action (1) is invariant under the
infinitesimal gauge transformations:
.
(11)
q i (t) = (t)Ri q(t), q(t)
Ri are the generators of the gauge transformations (11).
It is not difficult to prove that under infinitesimal gauge transformations of the form (11)
the left-hand-sides of the EulerLagrange equations (2) transform as follows:
j

j
j
d R
R
R
L
Lj .
(12)
+

Li = i Lj +
j
q
dt q i
q i
From (7) it follows that we are dealing with an irreducible gauge theory [5,9]. The most
general regular solution of the equation
i Li 0,
(13)
can be written as [6]

i = Ri + T ij Lj ,
(14)
where
T ij = T j i .
(15)
T ij Lj
have no physical significance. However, in

The trivial gauge transformations
relativistic field theories trivial gauge transformations may appear as a result of requiring
manifest covariance and preservation of locality.
Let us consider the commutator of two infinitesimal gauge transformations:
1 2 q i 2 1 q i [1 , 2 ]q i .
(16)
In general, the commutator of two infinitesimal gauge transformations of the form (11)
is a gauge transformation of the form (14) [5,6,9]:
[1 , 2 ]q i Ri + E ij Lj ,
(17)
where
1 2 ,
= T (q, q)
(18)
(19)
= T ,
ij
(20)
ij
(21)
1 2 ,
E ij = E (q, q)
ij
ji
E = E = E .
ij
The Lagrangian gauge generators Ri form an open gauge algebra if E 6= 0 [5,6,810].

ij
If E = 0, the gauge algebra is said to be closed. 1

1 Notice that by adding trivial gauge transformations to the non-trivial gauge transformations (11) a closed
gauge algebra can easily be converted into an open gauge algebra. However, in this case the algebra is not
really open but hidden closed. I would like to thank the referee for pointing this out.
554
ij
The tensors T and E are the so-called second-order gauge structure functions of the
gauge algebra in the Lagrangian formalism. The gauge generators Ri are the first-order
structure functions of the Lagrangian gauge algebra. The zeroth-order structure function is
the action S itself [6].
Since 1 and 2 are arbitrary functions of time, then from (17) we obtain the following
identities in the velocity phase space T Q:
!
j
Ri Rj
Ri j Ri j
Ri R
i
ij
R
R +
j
R E
j ,
(22)
q k T
q j q j
q j q k
q q k
Ri Rj
q j q k
Ri j
R 0.
q j
Ri R
ij
E
Wj k ,
q j q k
(23)
(24)
It is not difficult to prove that the identities (22)(24) are equivalent to the so-called
second-order relations of the Lagrangian gauge algebra given in [6,10].
ij
such that
From (5), (6) and (24) it follows [11] that there exist some functions b (q, q)
Ri
q j
bik Wkj .
(25)
Substituting (25) into (23) we find the following identities:

ij
bim Wmn bnj + bim Wmn bnj Wj k 0.
E
(26)
ij
From (6), (9), (22) and (23) one can see that the structure functions E are not uniquely
determined. In general, one can write:

j
ij
= bim Wmn bnj bim Wmn bnj + e

Ri R Ri Rj ,
(27)
E
are arbitrary functions on T Q that are antisymmetric in the lower indexes:

where e (q, q)
= e
.
e
(28)
From (25) and (27) it immediately follows that

j
j
j
Ri kj
R ki
Ri kj
R ki
R ki
Ri kj
E
+
E
+
E
+
E
+
E
+
E 0.
q k
q k
q k
q k
q k
q k
(29)
The third-order relations of the Lagrangian gauge algebra can be derived from the Jacobi
identities [5,6,9,10]:
[1 , [2 , 3 ]] + [2 , [3 , 1 ]] + [3 , [1 , 2 ]] 0.
(30)
From (30), using (11), (12), (17)(24) and (29), we obtain the following identities:
ij
Ri A + B Lj 0,
T
i k
R R
q k
Ri
q k
(31)
Rk T

+
where
Ri
Ri
q k
E kj +
k
kj
E +
555
ij
j
E
R ki
k
E
R
Lj 0,
q k
q k
(32)
T
T
1
j T
R
T T + T T + T T Rj
3
q j
q j
q j

T
T
j T
R j
R
R j
,
j
j
q
q
q j

1 ij
ij
E T + E T + Eij T
ij
ij
Rk
Rk
q k
ij
ij
ij
ij
(33)
ij
E
E
E
E
E
Rk
R k
R k
R k
k
k
k
k
q
q
q
q
q k
j
j
j
Ri kj
R ki
Ri kj
R ki
Ri kj
R ki
+
E
+
E
+
E
E
q k
q k q k q k
q k q k
j
j
j
Ri kj
R ki
Ri kj
R ki
Ri kj
ki
+
R E

E
E
E
E
E
+
+
q k
q k
q k q k
q k
q k
j
j
j
R ki
R ki
1 d R ki
+
E
+
E
+
E
2 dt q k
q k q k

Ri kj
Ri kj
Ri kj
E
E
E
.
(34)
q k
q k q k
Since, by assumption, the gauge generators Ri are irreducible, then from (31) it follows
i
that there must exist some functions D such that [6,10]
A D Li .
(35)
The identities (35) are the so-called third-order relations of the Lagrangian gauge algebra
i
[6]. D are the third-order gauge structure functions in the Lagrangian formalism.
From (35) we see that the third-order structure functions are not uniquely determined.
i
satisfy (35), then using (33) and (2) we can rewrite (35) as identities
Indeed, if D (q, q)
in T Q:

T
T
1
j T
R
T T + T T + T T Rj
3
q j
q j
q j
j
j

R T Rj T l
R T
i
+
+
(36)
q D i ,
q l q j
q l q j
q l q j
j
j

R T Rj T
1 R T
i
+
+
(37)
D Wik .
3 q k q j
q k q j
q k q j
i
From (36), (37) and (6), (9) we conclude that any function D :
i
i
D = D + d Ri
(38)
556
must also be a solution of (36), (37). The quantities d are arbitrary functions.
Finally, from (31) and (35), using the properties of irreducibility (7) and completeness
(13), (14), one can obtain the fourth-order relations of the Lagrangian gauge algebra in the
form [10]:
j
ij
ij k
Ri D Rj D + B M Lk .
(39)
ij k
The tensors M are the fourth-order gauge structure functions in the Lagrangian
formalism.
Higher order gauge structure relations can be obtained by commuting a higher number
of infinitesimal gauge transformations. All the Lagrangian gauge structure relations are
encoded in the so-called classical master equation obeyed by the fieldantifield action
functional [6,10]. The Lagrangian gauge algebra is characterized by the whole set of gauge
structure functions.
ij k
i
The existence of the Lagrangian gauge structure functions D and M has been
proven using an axiomatic approach [6,10]. In this paper we aim to construct these
functions explicitly.
With this purpose in mind, let us develop the Hamiltonian formulation for the action
functional (1). From (5) it follows that our system has m independent primary constraints
G ( = 1, 2, . . . , m). Following Diracs method [12], these primary constraints are
obtained from the relations that define the canonical momenta:
L
(40)
pi = i (q, q).
q
From (40) and (5) we see that

G
= m.

rank
p
(41)
The set of Hamiltonian constraints

G (q, p) = 0
(42)
T Q
which is denoted by M.
defines a submanifold of the momentum phase space
The canonical Hamiltonian Hc (q, p) is any function in the momentum phase space T Q
satisfying the following relation

L
L
(q, q)
= q i i L.
(43)
FL Hc Hc q,
q
q
Following [13] FL is the application fiber derivative of the Lagrangian of the tangent
bundle T Q on the cotangent bundle T Q,
FL : T Q T Q
given by FL(q, q)
= (q, p) as defined by (40). FL is the pullback application.
For the primary Hamiltonian constraints G we have

L
(q, q)
0.
FL G = G q,
q
(44)
557
Differentiating (44) with respect to q j we obtain:

FL
G
Wij 0.
pi
(45)
Equations (45), (41), (6) and (7) allow us to identify FL

generators Ri :
= FL
Ri (q, q)
G
pi
with the irreducible gauge
G
.
pi
(46)
In other words, one can always choose the constraints G in such a way that the relations
(46) are true.
From (46) and (44) it also follows that
Rj
2L
G
= FL
.
q i q j
q i
(47)
From the definition of the canonical Hamiltonian (43) we can also derive the following
relations [11]:
FL
Hc
= q i (q, q)R
i (q, q),
pi
(48)
FL
L
2L
Hc
j
=
(q,
q)R
(q,
q)
q i
q i
q j q i
(49)
Let us consider the Poisson brackets among the primary Hamiltonian constraints. From
(46) and (47) we obtain:
FL {G , G } Ri Bij Rj ,
(50)
where,
Bij =
2L
2L
.
q i q j
q j q i
(51)
For the Poisson brackets between the constraints and the canonical Hamiltonian we have
FL {Hc , G } Ri i Ri Bij Rj .
(52)
Differentiating (9) with respect to q j and using the identities (6) we obtain the following
identities in T Q:
R i
Ri
i Ri Bij + q l l Wij 0.
j
q
q
(53)
Multiplying (53) by R and using (24) and (6) we obtain the identities
j
Ri Bij R 0.
(54)
Therefore, from (50), (52), (9) and (54) we obtain the following identities in the velocity
phase space T Q:
FL {G , G } 0,
(55)
558
FL {Hc , G } 0
or equivalently, in the cotangent manifold
(56)
T Q:
G ,
{G , G } C
(57)
{Hc , G } V G ,
(58)
(q, p) and V (q, p) are functions in T Q.

where C
From the identities (57) we conclude that all the Hamiltonian constraints G ( =
1, 2, . . . , m) are first-class constraints [12]. From (58) we conclude that our system has
no secondary constraints [12].
The identities (57) are the first-order relations of the gauge algebra in the Hamiltonian
formalism [2,14]. The constraints G are also called the zeroth-order Hamiltonian
structure functions [2,14]. The first-order Hamiltonian structure functions are the functions
in (57) [2,14].
C
The second-order relations of the Hamiltonian gauge algebra follow from the Jacobi
identities:
{{G , G }, G } + {{G , G }, G } + {{G , G }, G } 0.
(59)
Indeed, from (59) and (57) it follows that:

C C
C C C G 0.
C , G + C , G + C , G C
(60)
From the irreducibility of the constraints (41) it follows [2] that there must exist some
functions J in the momentum phase space T Q such that

C C
C C C J G ,
C , G + C , G + C , G C
(61)
or, equivalently,

C C
C C C 0.
FL C , G + C , G + C , G C
(62)
The identities (61) are the so-called second-order relations of the gauge algebra in
the Hamiltonian formalism [2,14]. The functions J are the second-order Hamiltonian
structure functions.
Our purpose in this paper is to write the Lagrangian gauge structure functions (Ri , T ,
ij
ij k
E , D and M ) explicitly in terms of the Hamiltonian structure functions G , C
and their derivatives. As we shall see, knowledge of the functional dependence of J or

other higher order Hamiltonian structure functions is not required for this.
Equations (46) give us the Lagrangian gauge generators Ri .
From (46), (40) and (3) it immediately follows that
Ri
q k
Wkl FL
2 G
,
pl pi
(63)
Ri
q k
FL
2
2L
2 G
G
+
FL
.
q k pi
q k q l
pl pi
Substituting (63), (64) into (22)(24) we find:

2

G G
2 G G
FL
pi q j pj
pi q j pj
2
2
G G
2 G G
L
+ FL
pi pl pj
pi pl pj q l q j
2

2
2 G 2 G
2L
G G
+ FL
Wlm j k q k
pi pl pm pj
pi pl pm pj
q q
2

2
2
2
G G
G G
ij
+ FL
Ri E
j ,
q k Wlm T
pi pl pm q k pi pl pm q k

2 G
2 G
2 G
2 G
ij
Wlm FL
FL
Wlm FL
Wj k ,
Wj k E
FL
pi pl
pm pj
pi pl
pm pj
FL
2 G
Wkj Rj 0.
pi pk
559
(64)
(65)
(66)
(67)
Substituting (51) and (46, 47) into (65) and using (4) we see that the identities (65) can
be rewritten as
{G , G }
pi

2 G
2 G
2 G
2 G
Wlm FL
FL
Wlm FL
j
FL
pi pl
pm pj
pi pl
pm pj

2
2
2
G
G
G L
G
k
+ FL
+ Wlm FL
+ Wlm FL
q
Blj FL
pi l
pj
pm pj q j
pm q k

2
2 G
G
2 G L
G
k
+ Wlm FL
+
W
FL
q
Blj FL
FL
lm
pi l
pj
pm pj q j
pm q k
FL
i
ij
R E
j .
T
(68)
Notice that:

G
C
G
{G , G } FL
G + C
FL
.
FL C
FL
pi
pi
pi
pi
(69)
On the other hand, from (53), (63) and (64) it follows that
Blj FL
2
G
2 G L
G
+ Wlm FL
+
W
FL
q k 0.
lm
pj
pm pj q j
pm q k
(70)
Finally, substituting (69) and (70) into (68) we obtain the identities

2 G
2 G
2 G
2 G
Ri FL
Wlm FL
FL
Wlm FL
j
FL C
pi pl
pm pj
pi pl
pm pj
i
ij
T
R E
j .
(71)
560
From the identities (71) and (66) it follows that we can make the following identification:
= FL C
,
T
ij
= FL
E
(72)
2 G
2 G
2 G
2 G
Wlm FL
FL
Wlm FL
.
pi pl
pm pj
pi pl
pm pj
(73)
Eqs. (72) and (73) give us the Lagrangian second-order gauge structure functions in
terms of the Hamiltonian first-order structure functions and the second derivatives of the
Hamiltonian constraints with respect to the canonical momenta.
Our task now is to find an expression for the third-order Lagrangian gauge structure
i
functions D . From (72) it follows that
T
q j
= FL
C
q j
T
q j
C
2L
FL
,
j
k
q q
pk
(74)
= Wj k FL
C
pk
(75)
Notice also that using (63), (64) and (2), (4) we can write
2
2
2 G l
G L
G
q
+
FL
+
FL
Lk .
R j = FL
pj q l
pj pl q l
pj pk
(76)
Substituting (72), (74), (75) and (76) into (33) we obtain:

1
FL C
C + C C + C C
A =
3

C
G C G C
G
+
+
FL
pj q j
pj q j
pj q j

C
G C G C
2L
G
+
+
j k FL
q q
pj pk
pj pk
pj pk

C
2 G
Wj k FL
q l FL l
q pj
pk
+ FL
C
C
2 G
2 G
Wj k FL
+ FL l
Wj k FL
l
q pj
pk
q pj
pk
2
C
L
G
W
FL
FL
j
k
q l
pl pj
pk
C
C
2 G
2 G
+ FL
Wj k FL
+ FL
Wj k FL
pl pj
pk
pl pj
pk
2
C
G
Wlk FL
Lj FL
pj pl
pk
C
2 G
C
2 G
+ FL
Wlk FL
+ FL
Wlk FL
pj pl
pk
pj pl
pk
Using (51) and (46), (47) we can rewrite (77) as follows

. (77)
A =
561

1
FL C , G C , G C , G
3
C + C C + C C
+ C

2
2
C
G
G L
G
l
+ Wj k FL
+ Wj k FL
q
Bkj FL
FL
pk
pj
pl pj q l
pj q l

2
C
G
2 G L
G l
+ Wj k FL
+
W
FL
q
Bkj FL
FL
jk
pk
pj
pl pj q l
pj q l

2
C
G
2 G L
G l
+ Wj k FL
+
W
FL
q
Bkj FL
FL
jk
pk
pj
pl pj q l
pj q l

C
2 G
C
2 G
Wlk FL
+ FL
Wlk FL
Lj FL
pj pl
pk
pj pl
pk

2
C
G
+ FL
Wlk FL
.
(78)
pj pl
pk
Finally, using (62) and (70) we obtain:

C
C
1
2 G
2 G
Wlk FL
+ FL
Wlk FL
A = Lj FL
3
pj pl
pk
pj pl
pk

2
C
G
+ FL
Wlk FL
.
pj pl
pk
(79)
From (35) and (79) we see that the third-order Lagrangian gauge structure functions
i
D can be written as

C
C
2 G
1
2 G
i
Wj k FL
+ FL
Wj k FL
D = FL
3
pi pj
pk
pi pj
pk

2
C
G
+ FL
Wj k FL
.
(80)
pi pj
pk
The derivation presented above can also be viewed as a proof by construction of the
i
existence of the gauge structure functions D .
Using (6), (63), (73) and (75) one can easily prove the identities (32).
ij k
Let us now find the fourth-order Lagrangian gauge structure functions M . For that,
we need to write the left-hand-side of (39) in terms of Hamiltonian quantities. After some
lengthy calculations we find:
j
Ri D Rj D

1 ij
ij
E T + E T + Eij T
3

2 G
2 G
2
2
+ FL
{G , G }
{G , G }
Wkl
pi pk
pl pj
pj pk
pl pi

2 G
2
2 G
2
+ FL
{G , G }
{G , G }
Wkl
pi pk
pl pj
pj pk
pl pi
562
+ FL
ij
B

2 G
2 G
2
2
{G , G }
{G , G }
Wkl ,(81)
pi pk
pl pj
pj pk
pl pj

1 ij
ij
E T + E T + Eij T
3

2 G
2 G
2
2
+ FL
{G , G }
{G , G }
Wkl
pi pk
pl pj
pj pk
pl pi

2 G
2
2 G
2
+ FL
{G , G }
{G , G }
Wkl
pi pk
pl pj
pj pk
pl pi

2 G
2 G
2
2
+ FL
{G , G }
{G , G }
Wkl
pi pk
pl pj
pj pk
pl pj

ij
ij
ij
2
2
2
E
E
1
G
G E
G
+ FL
+ FL
Lk FL
3
pk pl q l
pk pl q l
pk pl q l
i
j
R Rj
Ri R
3 G
+ FL
pk pm pn q m q n
q m q n

j
Ri Rj
3 G
Ri R
m
+ FL
pk pm pn q m q n
q q n

j

Ri Rj
3 G
Ri R
m
.
(82)
+ FL
pk pm pn q m q n
q q n
From (39) and (81), (82) we see that it is possible to make the following identification:

ij
ij
ij
2
2
E
1
2 G E
ij k
G E
G
+
FL
+
FL
M FL
3
pk pl q l
pk pl q l
pk pl q l
i
j
R Rj
Ri R
3 G
+ FL
pk pm pn q m q n
q m q n

j
Ri Rj
3 G
Ri R
m
+ FL
pk pm pn q m q n
q q n

j

Ri Rj
3 G
Ri R
.
(83)
+ FL
pk pm pn q m q n
q m q n
Using (63) and (73) we can rewrite (83) in terms of the Hamiltonian constraints as
follows:

2 G ij
2 G ij
1
2 G ij
ij k
Pl + FL
Pl + FL
P
M FL
3
pk pl
pk pl
pk pl l
3 G
j
j
i
i
+ FL
Pn Pm
Pn
Pm
pk pm pn
3 G
j
j
i
i
Pn Pm
Pn
Pm
+ FL
pk pm pn

3 G
j
j
i
i
P P Pm Pn ,
(84)
+ FL
pk pm pn m n
563
where
Pji = Wj k FL
ij
Pk =
2 G
,
pk pi

Wlm 2 G 2 G
2 G 2 G
FL
q k
pi pl pm pj
pi pl pm pj
2

2 G 2 G
G 2 G

.
+ Wlm Wkn FL
pn pi pl pm pj
pi pl pm pj
(85)
(86)
The main results presented in this paper are the explicit expressions for the Lagrangian
ij
ij k
i
gauge structure functions E , D and M given by the Eqs. (73), (80) and (84). These
equations show how the higher-order Lagrangian structure tensors are determined by the
Hamiltonian constraints and the Hamiltonian first-order structure functions. To determine
these Lagrangian structure tensors no knowledge of the higher-order Hamiltonian structure
ij
functions is required. Notice that for the Lagrangian gauge algebra to be open (E 6= 0)
it is necessary to have at least two constraints that depend nonlinearly on the momenta. In
i
order to have nonvanishing third-order structure functions D , the first-order structure
functions C must depend on the canonical momenta pi . The third derivatives of the
constraints with respect to the canonical momenta determine the fourth-order structure
ij k
tensors M . The method presented here can be used to obtain tensors of even higher
orders.
Acknowledgement
I would like to thank Gordon Semenoff for helpful discussions and comments.
References
[1] P.A.M. Dirac, Proc. R. Soc. London A 246 (1958) 333.
[2] E.S. Fradkin, G.A. Vilkovisky, Phys. Lett. B 55 (1975) 224;
E.S. Fradkin, G.A. Vilkovisky, CERN Report Th-2332 (1977).
[3] D.Z. Freedman, P. van Nieuwenhuizen, Phys. Rev. D 14 (1976) 912.
[4] R.E. Kallosh, Nucl. Phys. B 141 (1978) 141.
[5] B. de Wit, J.W. van Holten, Phys. Lett. B 79 (1978) 389.
[6] I.A. Batalin, G.A. Vilkovisky, J. Math. Phys. 26 (1985) 172.
[7] E.C.G. Sudarshan, N. Mukunda, Classical Dynamics: A Modern Perspective, Wiley, New York,
1974.
[8] D.M. Gitman, V.I. Tyutin, Quantization of Fields with Constraints, Springer, Berlin, 1990.
[9] I.A. Batalin, G.A. Vilkovisky, Phys. Lett. B 102 (1981) 27.
[10] J. Gomis, J. Paris, S. Samuel, Phys. Rep. 259 (1995) 1.
[11] M. Chaichian, D. Louis-Martinez, Phys. Rev. D 46 (1992) 1799.
[12] P.A.M. Dirac, Lectures in Quantum Mechanics, Yeshiva University, New York, 1964.
[13] C. Battle, J. Gomis, J.M. Pons, N. Roman-Roy, J. Math. Phys. 27 (1986) 2953.
[14] M. Henneaux, Phys. Rep. 126 (1985) 1.
Nuclear Physics B 595 [PM] (2001) 567586

On the relationship between large order graphs and

instantons for the double well oscillator
A.H. Mueller , D.N. Triantafyllopoulos
Department of Physics, Columbia University, New York, NY 10027, USA
Received 25 August 2000; accepted 29 September 2000
Abstract
The double well oscillator is used as a QCD-like model for studying the relationship between large
order graphs and the instantonanti-instanton solution. We derive an equation for the perturbative
coefficients of the ground state energy when the number of 3 and/or 4-vertices is fixed and large.
These coefficients are determined in terms of an exact bounce solution. When the number of
4-vertices is analytically continued to be near the negative of half the number of 3-vertices the bounce
solution approaches the instantonanti-instanton solution and determines leading Borel singularity.
1. Introduction
The QCD perturbation series diverges in a factorial manner [1]. If A is the amplitude
for an infrared safe process and if An n is the nth order term in its perturbative expansion
one expects terms of the form An cn!R n n at large orders. While depends on the
amplitude in question, R is independent of A. The only known sources for such factorial
terms are infrared renormalons, ultraviolet renormalons and instantons [1,2]. At large
orders the logarithmic dependence of the running coupling gives n! terms. When these
terms come from low momentum regions they give singularities (infrared renormalons) in
the right-half plane of the Borel function corresponding to A. Such singularities signal a
breakdown of the perturbative expansion and correspond to higher twist terms, requiring
nonperturbative information, when that expansion is done for a hard process. Running
coupling effects in the ultraviolet regime lead to singularities in the left-half Borel plane
This work is supported in part by the U.S. Department of Energy.
E-mail addresses: arb@cuphyf.phys.columbia.edu (A.H. Mueller), dionysis@phys.columbia.edu

(D.N. Triantafyllopoulos).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 0 5 - 2
568
A.H. Mueller, D.N. Triantafyllopoulos / Nuclear Physics B 595 [PM] (2001) 567586
which are harmless and do not obstruct the Borel resummation of the series. The third type
of singularities, nonsummable singularities in the right-half Borel plane, can be viewed
in two seemingly different ways. On the one hand, the leading singularity of this variety
is believed to correspond to a well separated instantonanti-instanton pair having action
4/ and leading to a singularity at b = 4 in the Borel plane. On the other hand,
this singularity is believed to be due to graph counting and as such should be visible in
large order perturbative calculations. The precise relationship between the Feynman graph
picture and the instanton picture has never been given and it is this task which motivates
the present work.
In order to gain an understanding of what the relationship between large order graphs
and instantons might be, we study here the analogous question for the quantum mechanical
double well oscillator. Indeed, it is well known that there is a simple relationship between
the instantons in the double well oscillator and the QCD instantons. Since graph counting
only depends on the types of vertices in the theory, but not on whether a field theory or
a quantum mechanical problem is being considered, one can expect this aspect of the
problem also to be similar for the double well oscillator and for QCD.
The relationship between classical
R solutions and graphs is understood for the anharmonic oscillator [3,4,6,7], S = dt [ 12 2 (t) + 12 2 (t) + 12 4 (t)] in Euclidean time.
For large n the evaluation of the nth order coefficient, An , in a perturbative series in
is determined by the classical solution to the Lagrangian after making the replacement
2/3n. One may view An as being given by the number of graphs at order n times
the value of a typical graph [4], which value is determined by a classical (bounce) solution.
We follow the same procedure in the double well oscillator whose (Euclidean)
Lagrangian is given in (1). Since we are interested in evaluating large order graphs we
find it useful to write the perturbative expansion in terms of the number of 3-vertices,
2n3 , and the number of 4-vertices, n4 , as indicated in (26). Following the Lipatov [3,7]
procedure we are able in Section 2 to evaluate E(n3 , n4 ), the sum of all graphs having 2n3
3-vertices and n4 4-vertices, in terms of a classical solution to (12) and (16). However, this
classical solution seems to be unrelated to the instanton solution of the original double well
potential. This classical solution (20) and (21) and the evaluation of the small oscillations
about it are given in Section 3. The evaluation of the coefficient of n , n = n3 + n4 ,
P
P
involves the sum nn4 =0 E(n n4 , n4 ) = nn4 =0 (1)n4 |E(n n4 , n4 )|, an alternating
sign series with delicate cancellations. Nevertheless, the classical solution can be used to
compute E(n3 , n4 ) with sufficient accuracy to do the sum and generate the perturbation
series in n . This is done in Section 4, where all the E(n3 , n4 ) are given (numerically) for
n3 + n4 = 10.
However, we still have not made a connection between graphs and the instantonantiinstanton solution of the double well potential. To do this we go to the Borel plane and
look at the singularity at b = 1/3 which is known to be related to the instantonantiinstanton solution [5,6,810], and which we are going to evaluate in terms of graphs.
The integrand of the Borel representation is given in Section 5. In Sections 6 and 7 we
evaluate the Borel integrand and find the singularity at b = 1/3. In this evaluation we face
the same alternating sign series involving E(n3 , n4 ) = |E(n3 , n4 )|(1)n4 . To avoid this
569
alternating sign we write the n4 sum as a SommerfeldWatson integral first in n4 and

later in r = n4 /n3 . For b near 1/3 the pole part of the Borel integrand is determined by
values of r and n3 given by n3 [ 13 b]1| log(1/3 b)| and 1 r | log(1/3 b)|1 .
Thus the instantonanti-instanton solution corresponds to a graph with a large number,
2n3 , of 3-vertices and a large negative number, rn3 , of 4-vertices with the instanton
anti-instanton separation given by T = 23 (1 r)1 . We have no simple interpretation of
why the instantonanti-instanton pair corresponds to an (analytically continued) negative
number of 4-vertices.
In Section 8, we discuss the instantonanti-instanton solution as the analytic continuation of the bounce solution we found in Section 3 and comment on the zero mode. We
emphasize, however, that (55) is an exact solution to (12) and closely resembles the usual
I I pair when is small. We note that we have no quasi-zero mode [11] in our formalism
because the instantonanti-instanton separation is fixed in terms of the value of 1/3 b in
the Borel integrand.
In Appendix A we evaluate integrals which appear while in Appendix B we evaluate
the determinant of the small fluctuations about the classical solution describing large order
graphs.
2. Saddle point of the effective action and large orders of the perturbation series
We start from the Euclidean time Lagrangian for a double well anharmonic oscillator
with degenerate vacua at = 0 and = 1/ . The potential is shown in Fig. 1 and the
Lagrangian is given by
1
1
1
(1)
L = 2 + 2 3 + 4 .
2
2
2
We want to calculate the large order in behavior of the ground state energy E() which
is given by the path integral

1
(2)
E() E(0) = lim log Z() ,
Fig. 1. The potential in Euclidean time.
570
where
Z
1
D eS[] ,
Z() =
Z(0)
Z
Z(0) =
D eS0 [] ,
with
S[] =
1
2

dt 2 (t) + 2 (t)
(3)
(4)
Z
1
dt 3 (t) +
2
Z
dt 4 (t).
(5)
S0 [] is the action of the free theory defined by

1
1
(6)
L0 = 2 + 2 .
2
2
In the path integral in (3) the configurations (t) satisfy the periodic boundary condition
() = ().
(7)
To construct the perturbation series one expands the exponentials of the interaction terms
of S in (3) to obtain
Z
1 X n3 +n4 (1)n4
(8)
D eSeff [] ,
Z() =
Z(0) n ,n (2n3 )!n4 !2n4
3
where the effective action is

Z
Z
Z
1 2 1 2
+ 2n3 log dt 3 n4 log dt 4 .
Seff = dt
2
2
(9)
Next, in order to evaluate the terms in the sum in (8) when n3 and/or n4 are large we look
for a saddle point c (t), a classical solution, which minimizes the effective action. Then
we use the steepest descent method to evaluate the path integral in (8) in terms of paths
near the classical solution. Thus we can write
X n3 +n4 2(1)n4 N eSeff[c ]
.
(10)
Z() =
(2n3 )!n4 !2n4
n ,n
3
N is the prefactor coming from the integration around c divided by the normalization
factor Z(0). This small fluctuation integration is Gaussian after the zero mode is isolated.
The zero mode is a consequence of the translational invariance of the problem. If c (t) is a
solution, then c (t ) is also a solution for any . The factor of 2 in (10) appears because
there is a discrete symmetry. If c is a solution, then c is also one. Now the solution is
found from

Seff
= 0,
(11)
(t)
c
which leads to
K0 c = R
6n3 2
4n4
+R
3,
dt c3 c
dt c4 c
(12)
571
where
d2
+ 1.
dt 2
In order to simplify the differential equation rescale the positive c according to
s
2n3
c ,
c =
J3
K0 =
and define the integrals

Z
J2 = dt c2 ,
Z
J3 = dt c3 ,
J2 =
Z
Z
J4 =
(13)
(14)
2
dt c
dt c4 .
(15)
Then Eq. (12) becomes

K0 c = 3 c2 + 2( 2 1) c3 ,
(16)
where, for convenience, we have defined the parameter

n4 J3
.
2 = 1 +
n3 J4
(17)
Notice that 2 is the only parameter appearing in Eq. (16). The solution c and therefore the
integrals J3 , J4 depend only on this single parameter. Thus, given the ratio n4 /n3 , 2 can be
found from (17). In other words, every quantity which is a function of 2 can be considered
a function of n4 /n3 . For fixed 2 , one can give an effective potential leading to (16). This
potential is stable at infinity since 2 > 1 as can be seen from the defining equation (17).
The effective potential is shown in Fig. 2 where the dotted line shows the classical path c
which is positive. Before moving on to find c , lets calculate Seff [c ] in terms of 2 , n3 , n4 .
Multiplying (16) by c and integrating one obtains

2n4
(18)
J3 ,
J2 + J2 = 3 +
n3
where we have used (17). Substitution of (14) and (18) into (9) gives
Seff [c ] = 3n3 + 2n4 n3 log
8n33
4n2 J4
n4 log 32 .
J3
J3
(19)
Fig. 2. The effective potential for fixed 2 > 1. The dotted line represents the bounce solution c .
572
Fig. 3. The bounce solution to Eq. (16) for fixed 2 > 1.
3. The classical solution

Given the ratio n4 /n3 the solution of Eq. (16) is unique when one imposes the boundary
condition, but there is a freedom to make time translations. Integrating twice, the positive
solution that satisfies (16) is
c =
1
,
1 + ch(t )
(20)
for any , demonstrating the translational symmetry of the system. The nonscaled solution
is
s
2n3
1
.
(21)
c =
J3 1 + ch(t )
c is shown in Fig. 3 as a function of time. As one can see clearly in both Figs. 2 and 3,
c starts from 0 in the remote past. It remains almost zero for t 1 because of the
exponential behavior of (20). It increases significantly from zero in region of t near . At
t = c reaches its maximum value (1 + )1 . This is also evident in Fig. 2, since this
value is also the point where the effective potential vanishes.
The calculation of the integrals appearing in (15), as functions of 2 , is given in
Appendix A. One obtains
p
3
2 + 2
+ 2
tan1 2 1,
2
5/2
1)
( 1)
2
p
4 + 11
3 2 + 2
1
tan
2 1,
(22)
J4 =
3( 2 1)3 ( 2 1)7/2

1
J3 + 2 1 J4 .
J2 =
2
The calculation of the prefactor N is given in Appendix B. After isolating the zero mode,
it involves the calculation of the determinant of a nontrivial nonlocal operator. We find
e
N = n3 N
,
s
8J4
e =
,
(23)
N
[6J2 (J3 J4 ) 2 2 J3 J4 ]
J3 =
( 2
573
where , coming from the zero mode, is the volume of the 1-dimensional Euclidean
time, and the n3 factor in (23) comes from an identical factor appearing in the relation
e is a function only of 2 . One can show that it is an increasing
(14) between c and c . N
2
function for > 1. The limit
e2 15/
N
(24)
2 1
shows that our solution is stable, that is it minimizes the effective action.
4. Asymptotic results for the large n3 , n4 perturbative coefficients and a numerical

application
Because of the factorial growth of the perturbative coefficients in (10), which originates
from the factor exp(Seff [c ]), one can write the leading asymptotic series for Eq. (2)
as

Z()
.
(25)
E() E(0) = lim
The error from this approximation appears only in the non-leading terms of the series [7].
Using Eqs. (10) and (23) one sees that the volume drops out and the ground state
energy is
1 X n3 +n4
E(n3 , n4 ),
(26)
E() = +
2 n ,n
3
the coefficients being

E(n3 , n4 ) =
e Seff [c ]
(1)n4 +1 2 n3 N
e
.
(2n3 )!n4 !2n4
(27)
Formulas (17), (19), (22), (23), (27) give complete results for the perturbative coefficients
when n3 and/or n4 are large.
It is not difficult to find E(n3 , n4 ) numerically. For given n3 and n4 we first solve
Eqs. (17) and (22) numerically to determine 2 . Then we get J3 , J4 , J2 from (22), Seff [c ]
e from (23) and, finally, E(n3 , n4 ) from (27). As an application we fix the
from (19), N
order to be n = n3 + n4 = 10. We find the values E(n3 , n4 ) presented in Table 1. Because
of the alternating sign of the series, delicate cancellations occur when we sum the terms
and the result is
10
X
E(n3 , 10 n3 ) = 2.019 1011
(28)
n3 =0
which is 4 orders of magnitude smaller than the largest term. It is a well-known result [5],
which we also derive using a different approach later in this paper, that
E() =
X
n
En n =
X 3n+1 n!
n
(29)
574
Table 1
E(n3 , n4 ) for n3 + n4 = n = 10
E(10, 0)= 3.1387314191014
E(9, 1) = 1.256312451211015
E(8, 2) = 2.109499466951015
E(7, 3) = 1.9330137996691015
E(6, 4) = 1.053408928611015
E(5, 5) = 3.48996070501014
E(4, 6) = 6.8987257551013
E(3, 7) = 7.656306551012
E(2, 8) = 4.20429461011
E(1, 9) = 8.69095109
E(0, 10)= 2.863107
neglecting preasymptotics corrections which behave like 1/n compared to En [5,10]. From
(29) we obtain
E10 = 2.046 1011.
(30)
Comparing (28) and (30) we see that the error is 1.31%. As n becomes larger, the error
becomes smaller, and also both (27) and (29) are getting closer to the exact value. Recall
that our approach is to use the steepest descent method around the saddle point c . We
calculate only the Gaussian fluctuations. This will lead to Eq. (29) as we show in the
following sections.
5. Borel transformation of the series

Neglecting the, unimportant for our purposes, zeroth order term E(0) = 1/2 we can
write (26) as
Z
X E(n3 , n4 )bn3 +n4
1
,
(31)
db eb/
E() =
(n3 + n4 )!
n ,n
3
or
1
E() =
e
db eb/ E(b),
e of the ground state energy is given by the series

where the Borel transform E(b)
X bn3 +n4 (1)n4 +1 2n3 N
e eSeff[c ]
e
.
E(b) =
(2n3 )!n4 !(n3 + n4 )!2n4
n ,n
3
(32)
(33)
e
In order to show that (27) is in exact agreement with (29) we shall show that E(b),
as given
by (33), leads to a simple pole in the Borel plane with the residue demanded by (29). This
requires transforming the n4 -sum in (33) into an integral and summing over n3 , tasks to
which we now turn.
575
6. Analytical continuation in the complex n4 plane and summation over

the 3-vertices
The summand in (33) has a very complicated dependence on 2 and the terms are of
alternating sign in n4 . The summation over n4 cannot be done directly. We replace this
summation by an integration over a contour in the complex n4 plane in the following way.
In general, let
=
(1)n4 +1 f (n4 );
(34)
n4 =0
then
i
=
2
dn4 f (n4 )
,
sin n4
c0
(35)
where the contour c0 includes all non-negative integers and is shown in Fig. 4. Now let
n4 = n 4 , then
Z
d n 4 f (n 4 )
i
,
(36)
=
2
sin n 4
c
where c is also shown in Fig. 4. Using

n 4
,
n 4 !(n 4 )! =
sin n 4
we finally get
Z
d n 4
i
f (n 4 )n 4 !(n 4 )!
=
2
n 4
(37)
(38)
e as
Therefore one can write E(b)
e Seff[c ]
Z
X
bn3 n 4 2n 4 n 4 ! n3 N
e
e = i
.
d n 4
E(b)
n
n 4 (2n3 )!(n3 n 4 )!
3
(39)
Notice, as is shown in Fig. 4, that one can extend the contour c in (39) to include positive
integers too, so long as n 4 < n3 . This will be important since, as we shall see, the dominant
contribution will come from large and positive n 4 close to n3 .
Fig. 4. Contours of integration in the complex plane.
576
In Eq. (39) one has to let n4 n 4 in Seff [c ] and analytically continue the integrals
J3 , J4 , J2 for complex 2 as given in Appendix A. The variable 2 clearly becomes
2 = 1
n 4 J3
.
n3 J4
(40)
Using Stirlings approximation for the factorials, (39) becomes

Z
e en3 A
N
i X
e
,
d n 4 p
E(b) =
n 4 (n3 n 4 )
4 3 n3
(41)
where A is a function of 2 and b and is given by

A=

(1 2 )J4
J2
2J2
log
log 1 2 .
J3
b
J3
(42)
Since A depends on n3 , n 4 only through their ratio, we change variables from n3 and n 4 to
n3 and r, where
n 4 = n3 r
(43)
and hence
d n 4 = n3 dr.
Then Eq. (41) becomes
Z
e X
dr N
e = i
en3 A .
E(b)
3
r(1
r)
4
n3 =0
The summation over the 3-vertices is now trivial leading to
Z
e
dr N
e = i
.
E(b)
r(1 r)(1 eA )
4 3
(44)
(45)
(46)
7. The singularity in the Borel plane

e will come at a value of b where A vanishes.
As is clear from (46) the singularity of E(b)
It is not too difficult to see that the important region of integration in Eq. (46) is for small 2 .
Defining
2
4
and using the expansions of Appendix A we have
r
e = 6T ,
N
2
,
r =1
3T
2
dT
dr =
3T 2
T = log
(47)
(48)
(49)
(50)
577
Fig. 5. The contour in the z plane near the pole.
and

2
b 2eT ,
T
where b = 1/3 b is small. Substitution of the above in (46) gives
Z
dT
e = i
.
E(b)
2
b 2eT
2
A=
Defining z = 2eT and using dz = z dT we get

Z
dz
e = i
,
E(b)
2
z(z b)
2
(51)
(52)
(53)
where the integration contour in (53) is shown in Fig. 5, in the region where a pinch
occurs. The integrand has a first-order pole at b and the residue is 1/b. Thus we finally
find
1
e =1
(54)
E(b)
1/3 b
which is the well-known result [5,6,8]. The Borel transform of the ground state energy
has a 1st order pole at b = 1/3 with residue 1/. Using (54), Eq. (32) gives the leading
asymptotic series in Eq. (29).
Finally, we note that as 1/3 b becomes small the pinch in the z-integration in (53) at
z = 0 (or at T = ) corresponds to a pinch of the r-integration contour in (46) at r = 1 as
e
is evident from (49). This means that one can view the pole in E(b)
at b = 1/3 as being
determined by a particular graph having n3 n4 = n 4 large, that is a large but negative
number of 4-vertices.
8. The I I pair and comments
The classical solution (21) can also be expressed as
r
n
1
c =
1
+

ch(t
)
J2
(55)
578
where n = n3 + n4 = n3 n 4 . Therefore c grows with the square root of the order in the
perturbation series [7]. When 2 is small, J2 is close to 1/3 leading to
1
.
(56)
c 3n
1 + ch(t )
Now consider a standard approximate solution [5,6,8] to the equation of motion
+ = 3 2 2 3
corresponding to the Lagrangian given by (1)

1
1
1
+
1
.
=
e(t +Te/2) + 1 et Te/2 + 1
(57)
(58)
The instanton has its center at Te/2 and the anti-instanton at + Te/2, their separation
e. When T
e is large, (58) is an approximate solution to (57). It may be written in the
being T
form
th(Te/2)
1
,
(59)
=
1 + (ch(Te/2))1 ch(t )
e
and as Te , or 2 = 4eT 0, one finds
1
1
.
1 + ch(t )
(60)
Comparing (56), (60) we see that our exact solution of Seff represents an I I pair centered
at t = and the separation is T = log( 2 /4). This is shown in Fig. 6. The small 2 term
in (16) is the difference between Eqs. (16) and (57), but this is what allows us to have an
exact I I solution. Fig. 7 shows the effective potential for fixed small 2 . The conclusion
is that the solution of the differential equation (16) which describes large order graphs is an
I I pair. This pair is a large fluctuation of the vacuum, but it has zero topological charge,
and it emerges in a perturbative approach.
It is also instructive to compare the coefficients 3n and 1/ in (56), (60). These

coefficients become equal when
3n = 1.
(61)
Fig. 6. The I I pair.
579
Fig. 7. The effective potential for small 2 . The dotted line represents the classical path.
To interpret this we differentiate En of Eq. (29) to see when the asymptotic series starts to
diverge. One finds that dEn /dn = 0 exactly when (61) is satisfied so that the solution (56),
determining the large orders of the perturbation theory, agrees with the I I approximate
solution of the original Lagrangian just when the perturbation series starts to diverge.
Finally, we make a couple of comments. As mentioned earlier the value of the effective
action does not depend on the position of the center of the I I pair. As can be seen from
Appendix B, the existence of this collective coordinate results in a factor
s
2n3 J2
= n.
(62)
1=
J3
This is equivalent to the statement that in a general interacting theory with coupling ,
each collective coordinate, which comes from a symmetry, results in a factor 1/ .

One should also comment on the quasizero mode [11] which normally appears as a
fluctuation of the I I separation. In Appendix B we calculate the determinantal ratio
det0 (K + U )/ det K0 which is (18T 2 )1 for large T . It looks as if there exists a small
eigenvalue with eigenfunction, say, 1 . However, the fluctuation of the action along 1 is
large. From the scaling relation (14) one has
r
r
n3
n3
.
(63)
1
J3
T
Therefore, there is an additional overall factor of n3 /T coming into the effective action
(see B.2 and B.3) leading to
1Seff 1 12 n3 /T 3
(64)
from the eigenmode corresponding to 1 . From (45), (46), and (51) we see that the
important region of n3 is
T
1
2.
A
Thus (64) becomes
n3
1Seff
1
.
2 T 2 2 0
(65)
(66)
580
Appendix A
Here we calculate the integrals J3 , J4 and J2 as functions of 2 , first for 2 > 1. We start
from the integral
s
Z
2
dt
2
=
tan1
1
(A.1)
J (a) =
a + cht
a2
2 a2
for a < . Differentiating with respect to a and setting a = 1 we get J3 , J4 from

Z
Jn+1 =

(1)n d n J (a)
dt
=
.
(a + cht)n+1
n!
da n a=1
(A.2)
p
3
2 + 2
+ 2
tan1 2 1
2
5/2
1)
( 1)
(A.3)
Thus,
J3 =
( 2
and
J4 =
p
4 2 + 11
3 2 + 2
1
tan
2 1.
3( 2 1)3
( 2 1)7/2
(A.4)
One can obtain J2 by using the differential equation (16):

c + c = 3 c2 + 2 2 1 c3 .
(A.5)
Multiplying (A.5) by c and integrating one obtains

J2 J2 = 2J3 2 1 J4 .
(A.6)
Multiplying (A.5) by c and integrating gives

J2 + J2 = 3J3 + 2 2 1 J4 .
(A.7)
Eqs. (A.6) and (A.7) give

1
J2 = J3 + 2 1 J4 .
2
(A.8)
One may use the above equations for complex 2 . Since we need the integrals for small
and complex 2 we write them in the more convenient form
J3 =
p
3
2 + 2
1
+
th
1 2,
(1 2 )2 (1 2 )5/2
(A.9)
J4 =
p
11 + 4 2
2 + 3 2
+
th1 1 2 ,
2
3
2
7/2
3(1 )
(1 )
(A.10)
581
where J2 is still given by (A.8). The expansions to order 2 , for small 2 or, equivalently,
large T = log( 2 /4), are:
2
,
4

154 2
11
+ 20T
,
J4 = T
3
3
4

16 2
1
,
J2 = 2T
3
3
4
(A.12)
4[T (3T 11) + 11] 2

2
n 4
+
,
= 1
n3
3(T 3)
4
3(T 3)2
(A.14)
J3 = T 3 + (12T 26)
(A.11)
(A.13)
where we have used (40) to derive (A.14).
Appendix B
Here we calculate the prefactor N . The effective action is given by (9). Its second
derivative evaluated at the saddle point c is given by

2

d2
2 Seff
2
= 2 + 1 6 c (t ) 6 1 c (t ) t t 0

0
(t )(t) c
dt
+
8( 2 1) 3

9 2
c t c2 t 0 +
c (t )c3 t 0 .
J3
J4
(B.1)
Let (t) be the small fluctuation around c (t ). Then the small fluctuation action is

Z

1
2 Seff
0
(t) t 0 .
(B.2)
dt dt
1Seff =

0
2
(t )(t) c
Substituting (B.1) into (B.2) we can write 1Seff in a convenient bracket notation [7] as
1
1Seff = h|(K + U ) |i
2
(B.3)
K = K0 6 c 6( 2 1) c2,
(B.4)
with
U =
9 2
2 8( 2 1) 3
3
+
c c .
J3 c c
J4
The index means that the argument of c is t .

Thus the prefactor is
R
D exp{ 12 h|(K + U ) |i}
.
N =
R
D exp{ 12 h|K0 |i}
(B.5)
(B.6)
582
The nonlocal operator (K + U ) has a zero mode given by c (t ). First, notice that

(B.7)
U c = 0
since hc2 | c i = hc3 | c i = 0 because c is even while c is odd. Also

K c = K0 c 6 c c 6 2 1 c2 c
=

d
3 c2 + 2 2 1 c3 6 c c 6 2 1 c2 c
dt
implies
K c = 0.
(B.8)
Therefore,

(K + U ) c (t ) = 0.
(B.9)
Since h c |c i = J2 we define the zero frequency normalized eigenfunction by

0 (t ) =
c (t )
p
.
J2
(B.10)
Now use the FadeevPopov trick to change the zero eigenvalue into a collective
coordinate integration
Z

(B.11)
1 = d h(t)|0 (t )i 1,
where
d
h(t)|0 (t )i.
d
Eq. (B.12) leads to
1=
(B.12)
1 = h(t)|
0 (t )i.
(B.13)
In the sense of the steepest descent method (t)

may be approximated by c (t ) so that
1 = hc (t )|0 (t )i
giving finally
s
1=
2n3 J2
.
J3
(B.14)
(B.15)
The identity (B.11) is inserted in the functional integral expression (B.6) for N giving
R
R
1 d D (h|0 (t )i) exp{ 12 h|(K + U ) |i}
.
(B.16)
N =
R
D exp{ 12 h| K0 |i}
In the numerator of (B.16) the functional integral is independent of , so we can choose,
say, = 0. The integration over is trivial and gives the one-dimensional volume of
time . Thus
583
1
N =
2
det K0
,
det (K + U )
(B.17)
where the prime means that the zero eigenvalue is omitted because of the -function in
(B.16).
Now we turn to the nonlocal part U . In general,
!
!
N
N
X
X
1
|ih| = det K det 1 +
K |ih| ,
(B.18)
det K +
=1
=1
where K 1 is well-defined and is linear. The second determinant can be shown to obey
!
N
X

1
b1 ,
K |ih| = det 1 + K
(B.19)
det 1 +
=1
b1 is an N N matrix with elements

where on the right-hand side of (B.19) K

b10 = K 1 0 .
K
(B.20)
In our case K 1 is well-defined because we consider the primed determinant. The

operation of K 1 on | c2 i, |c3 i is also defined because these states are orthogonal to the
zero mode. Thus

b1 ,
(B.21)
det0 (K + U ) = det0 K det 1 + K

9 b1
8( 2 1) b1
K33
1 + K22
1+
J3
J4
72( 2 1) b1 2
(B.22)
K23 .
J3 J4
It is not difficult to find the three matrix elements. Start from the operation of K on c :

K c = 3 c2 4 2 1 c3 ,

(B.23)
c = 3K 1 c2 4 2 1 K 1 c3 .

b1 =
det 1 + K
Multiplying (B.23) by c2 and c3 in turn and integrating gives

1
b1 4 2 1 K
b
J3 = 3K
22
and
(B.24)
23
1
b1 4 2 1 K
b .
J4 = 3K
23
33
A third equation may be obtained from the operation of K on
(B.25)
c2
in a similar way:
K c2 = 3 c2 + 4 c3 ,
c = 3K 1 c2 + 4K 1 c3 ,
b1 + 4K
b1 .
J4 = 3K
22
23
(B.26)
584
Solving (B.24)(B.26) we find the matrix elements and (B.22) gives

b1 = 2 6J2 (J3 J4 ) .
det 1 + K
2 J3 J4
(B.27)
Finally, we need to calculate the ratio of determinants det0 K/ det K0 . We consider a

finite sized volume . Then K has no zero eigenvalue, since translation symmetry is lost,
but there is a small eigenvalue 0 which goes to zero as . The determinantal ratio
can be obtained just from the knowledge of the classical solution. Following references
[12,13] one writes
(/2)
det0 K
,
= lim
0 (0) (/2)
det K0
(B.28)
where (t), (0) (t) are zero eigenvalue solutions of K, K0 , respectively, which do not
vanish at t = /2, but satisfy the boundary conditions
(/2)
= 1,
(/2) = 0,
(B.29)
with analogous boundary conditions for (0) . It is trivial to find (0) (/2) for the free
theory:
(0) (t) = sh(t + /2),
(0) (/2) = sh,
(0) (/2) e /2.
(B.30)
Now we need to find (t). We already know one solution c satisfying K c = 0. For
convenience we normalize it to be (/2) c and call it 1 . We need only the asymptotic
behavior
1
' e|t | .
(B.31)
A second independent solution is

Zt
2 1 (t)
dt 0
,
12 (t 0 )
(B.32)
which leads to
2
' e|t | .
(B.33)
As expected 2 has the opposite exponential behavior from 1 , and 2 is even while 1
is odd. One can write the linear combination of 1 , 2 which satisfies (B.29) as
(t) =

1
1 (/2)2 (t) 2 (/2)1 (t)
2
(B.34)
585
and its value at t = /2 as is

(/2) 1.
(B.35)
It remains to get the small eigenvalues 0 . To first order in perturbation theory the solution
(t) that vanishes at t = /2 is
Zt

dt 0 (t 0 ) 1 (t)2 t 0 2 (t)1 t 0 .
(B.36)
It is obvious that (/2) = 0. Requiring (/2) = 0 gives 0 as

1
0 = 2 1 (/2)h|2 i 2 (/2)h|1 i .
(B.37)
Substituting from (B.34) in (B.37) and using h1 |2 i = 0 gives

1
0 = 4 e h2 |2 i + e h1 |1 i .
(B.38)
0
(t) = (t) +
2
/2
The dominant term in (B.38) is the second one which diverges while the first one remains
finite for . We finally obtain
0 =
16e
2 J2
(B.39)
which vanishes when as claimed. Hence the determinantal ratio from (B.28),
(B.30), (B.35), (B.39) is
2 J2
det0 K
.
=
det K0
8
(B.40)
The minus sign is not surprising since K has a negative eigenvalue. Recall that the zero
mode is odd with one node, therefore there should be an even mode with no nodes and a
smaller, thus negative, eigenvalue. This minus sign causes no problem in the stability of
b1 ) is negative too leaving the saddle point c a minimum for
the solution since det(1 + K
the action [7]. Putting everything together from equations (B.15), (B.17), (B.21), (B.27)
and (B.40) the prefactor as a function of n3 and 2 is
e
N = n3 N
,
s
8J4
e =
.
(B.41)
N
[6J2 (J3 J4 ) 2 2 J3 J4 ]
References
[1]
[2]
[3]
[4]
G. t Hooft, in: A. Zichichi (Ed.), The Whys of Subnuclear Physics, Erice, 1977.
For a review of renormalons, see M. Beneke, Phys. Rep. 317 (1999) 1.
L.N. Lipatov, Zh. Eksp. Teor. Fiz. 72 (1977) 411.
G. Parisi, Phys. Lett. B 68 (1977) 361.
586
[5] E. Brezin, G. Parisi, J. Zinn-Justin, Phys. Rev. D 16 (1977) 408.

[6] J. Zinn-Justin, in: J.-B. Zuber, R. Stora (Eds.), Recent Advances in Field Theory and Statistical
Mechanics, Elsevier, 1984.
[7] C. Itzykson, J.-B. Zuber, Quantum Field Theory, 1980.
[8] E.B. Bogomolny, Phys. Lett. B 91 (1980) 431.
[9] I.I. Balitsky, Phys. Lett. B 273 (1991) 282.
[10] S.V. Faleev, P.G. Silvestrov, Phys. Lett. A 197 (1995) 372.
[11] I.I. Balitsky, A.V. Yung, Phys. Lett. B 168 (1986) 113.
[12] S. Coleman, Aspects of Symmetry, 1985.
[13] H. Kleinert, Path Integrals in Quantum Mechanics, Statistics and Polymer Physics, 1995.

Fusion in coset CFT from admissible

singular-vector decoupling
P. Mathieu a,1 , J. Rasmussen b,2 , M.A. Walton b,3,
a Dpartement de Physique, Universit Laval, Qubec (Qubec), G1K 7P4, Canada
b Physics Department, University of Lethbridge, Lethbridge, Alberta, T1K 3M4, Canada
Abstract
Fusion rules for WessZuminoWitten (WZW) models at fractional level can be defined in two
ways, with distinct results. The Verlinde formula yields fusion coefficients that can be negative. These
signs cancel in coset fusion rules, however. On the other hand, the fusion coefficients calculated from
decoupling of singular vectors are non-negative. They produce incorrect coset fusion rules, however,
when factorisation is assumed. Here we give two prescriptions that yield the correct coset fusion
rules from those found for the WZW models by the decoupling method. We restrict to the Virasoro
minimal models for simplicity, and because decoupling results are only complete in the sbu(2) case.
PACS: 11.25.Hf
Keywords: Conformal field theory; Nonunitary cosets; Fusion; Singular vectors
1. Introduction
The formulation of WZW models in terms of an action is problematic at fractional
admissible level. But their algebraic treatment seems to lead to well-defined conformal
field theories (CFTs). One vexing point, however, is that the fusion rules do not seem
to be uniquely defined. More precisely, there are two distinct ways by which they can
be calculated. The Verlinde formula [1] and the decoupling of singular vectors [2] yield
different results.
E-mail addresses: pmathieu@phy.ulaval.ca (P. Mathieu), rasmussj@cs.uleth.ca (J. Rasmussen),

walton@uleth.ca (M.A. Walton).
1 Work supported by NSERC (Canada) and FCAR (Qubec).
2 Work supported by a postdoctoral fellowship from PIMS (the Pacific Institute for the Mathematical Sciences)
and by NSERC (Canada).
3 Work supported by NSERC (Canada).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 7 4 - X
588
P. Mathieu et al. / Nuclear Physics B 595 [PM] (2001) 587604
Although WZW models at fractional level may turn out to be pathological, certain
coset CFTs built from them are consistent non-unitary models. For example, the minimal
Virasoro models may be described by the diagonal cosets
sbu(2)k sbu(2)1
.
sbu(2)k+1
(1.1)
Here sbu(2)k indicates the non-twisted sbu(2) KacMoody algebra that is the central
extension of the simple Lie algebra su(2), at fixed level k. Now, the fusion rules for the
minimal models and similar coset theories are unambiguous. But while the WZW Verlinde
fusions have already been shown to be compatible with them, the decoupling fusions
have not. Here we attempt to fill this gap. We restrict consideration to the coset (1.1) for
simplicity, and because complete results for decoupling fusion are only known in the sbu(2)
case.
The fusion rules for the minimal models M(p, p0 ) take a simple factorised form [3,4]:
[p,p 0 ]
N(r;s )(r;s )
(r;s)
[p 0 ] r
= Nr r
[p] s
Ns s ,
(1.2)
[p 0 ] r
where Nr r stands for an sbu(2) fusion coefficient at level p0 2. The three labels r , r
and r are the finite Dynkin labels of three integrable affine weights, plus one. Unitary
models are described by the coset (1.1) with p = p0 + 1 and p0 = k + 2. In the non-unitary
case, the same coset construction holds, but the level must be fractional [1,5]: k = t/u.
Here u is a positive integer, while the integer t is relatively prime to u and bounded by
t > 2 2u. These conditions define an admissible level. For the general minimal models,
unitary and non-unitary both, we have
p p0 = u,
up0 = k + 2.
(1.3)
The unitary case is recovered when u = 1.

The factorisation (1.2) will be our starting point. We stress that it does not rely on special
properties of the minimal models other than the existence of a diagonal coset realisation for
which one WZW component is at level 1, i.e., (1.1). In that case, the integrable weight at
the level 1 can be dropped from the triplet of weights that together label a coset field. That
is because the branching rules for the embedding sbu(2)k sbu(2)1 sbu(2)k+1 selecting
these triplets are very simple. Once the two weights of sbu(2)k and sbu(2)k+1 are fixed, the
branching conditions just determine the unique level-one weight required as the third label.
In the non-unitary case, the fractional part of the branching condition leads to a simple
constraint: the finite (horizontal) parts of the fractional parts of the two non-integrable
weights must be equal. If this is satisfied, the original (though slightly modified) branching
condition plays the same role as in the unitary cosets. It simply determines the level-one
weight required in the triplet of weights labelling the coset field.
In non-unitary coset models, there are a large number of field identifications. These
include types not present in their unitary analogues. It has been proved in [6,7] that
we can always choose a coset-field representative whose three weights have vanishing
finite fractional parts. For fusions involving such weights, the two methods yield identical
results. However, the coset fusion rules should be computable with any choice of coset
589
representatives, and the result must be independent of this choice. It is natural then, to
test the two methods of calculating admissible fusions by using coset representatives with
non-vanishing finite fractional parts.
The Verlinde formula generates negative WZW fusion coefficients for WZW models at
fractional admissible levels [1,8], perhaps indicating an ill-defined theory. In coset models,
however, the Verlinde method always leads to positive fusion coefficients as all the negative
signs cancel. Moreover, for the coset (1.1) it reproduces (1.2).
On the other hand, singular-vector decoupling leads to non-negative fusion coefficients.
From that point of view then, the non-unitary WZW models look well-defined. The naive
application of these fusion coefficients to the computation of coset fusion rules seems to
fail, however: assuming factorisation, even the multiplicities are not correct.
But the relation between the WZW fusions and the coset ones may need to be modified
in the fractional case. Here we search for that modification, and find a new product of
component fields that yields results compatible with the Verlinde method. It is evocative
(in being formulated as a sort of supertrace) of the osp(1|2)
c
Lie superalgebra pattern of the
sbu(2) singular-vector decoupling fusions, that has already been described in [9].
Alternatively, the coset fusion rules may be obtained by using certain truncations of the
singular-vector decoupling fusion. Several possibilities exist. We discuss some of them,
and we provide a natural motivation for a particular truncation, while relating it to Verlinde
fusion.
2. Admissible representations of su(2)
b k
The set of admissible representations contains the set of integrable representations.
At fixed level, the characters of admissible representations form a finite-dimensional
representation of the modular group [10]. The admissible sbu(2)k representations are the
building blocks in the algebraic formulation of the WZW models at admissible level k, and
are in one-to-one correspondence with the WZW primary fields.
Admissible representations of sbu(2)k at fractional admissible level k = t/u can be
described rather simply. The highest weight of such a representation can be written as
= I (k + 2)F ,
(2.1)
in terms of two integrable weights I and F at respective levels

k I = u(k + 2) 2 > 0,
k F = u 1 > 0.
(2.2)
The superscripts I and F refer to integer and fractional. Notice that although F is
responsible for the fractional part of , it is itself an integrable weight. We will use the
Dynkin label description
= 0 0 + 1 1 ,
where the i are the affine fundamental weights. 4 An affine weight at level k has
4 Since in the present work only affine weights are used, the usual hats are omitted for simplicity.
(2.3)
590
0 + 1 = k,
(2.4)
so that if k is fixed, 1 specifies the weight uniquely. Consequently, (I1 , F1 ) specifies an

admissible sbu(2)k weight, and this shorthand notation will prove useful in the following.
3. WZW fusion rules from the Verlinde formula

The Verlinde formula leads to the following expression for the sbu(2)k fusion rules at
fractional level k [1]:
X
[(F +F )/u]
1
1
.
(3.1)
a I
=
1I kI
F
F
1 1 +F1 (mod
u)
Here the set k I is defined as

k I = 1I I1 + I1 + 1I 0 (mod 2); I1 I1 6 1I 6 k I k I I1 I1 ,
(3.2)
and the square brackets denote the integer part:

F
0 if F1 + F1 < u,
F
1 + 1 /u =
1 if F1 + F1 > u.
(3.3)
a I is the outer automorphism with its action restricted to the integer part of :
a I = a I (k + 2) F .
(3.4)
a itself simply interchanges the two Dynkin labels of an affine weight:

a = a(0 0 + 1 1 ) = 1 0 + 0 1 = k(0 + 1 ) ,
(3.5)
where (2.4) was used in the last equality. Of course,

a = a I (k + 2)F = aI (k + 2)aF .
(3.6)
In convenient notation,

a I1 , F1 = k I I1 , k F F1 .
(3.7)
( )
The result (3.1) is proved along the following lines. We first relate the ratio =
S, /S0, to the finite character evaluated at = 2i( + )/(k + 2). The line of
( )
the argument is then standard: the s satisfy the fusion rules, while the product of
( )s is decomposed using the tensor-product coefficients. The fusion coefficients at
level k are thus related to tensor-product coefficients and then to fusion coefficients at
level k I . 5 When F1 + F1 < u, the above result is immediate. In that case the fusion
coefficients are non-negative, and reduce to the sbu(2)k I fusion coefficients with a u(1)
5 That it is k and not k I that appears in the sine factor of the S matrix prevents a more direct relation between
I
N (k) and N (k ) .
591
factor arising from the fractional parts (the u(1)
interpretation means that the fractional

parts simply add (mod u)). When F1 + F1 > u, we can write
F + F = F + u.
(3.8)
Clearly, can always be written in the form 1 a0 . This piece is responsible for an
extra phase factor. Up to a sign, this phase factor can be absorbed in the transformation
I a I . The resulting minus sign is the one that makes fusion coefficients negative
I
when F1 + F1 > u. The fusion coefficients are now expressed in terms of NI I a .
Ignoring outer automorphisms and minus signs, the pattern of fusion rules as computed
with the Verlinde formula is

kF .
(3.9)
N sbu(2)k N sbu(2)k I N u(1)
In the last factor we have indicated that the u(1)
may be interpreted to have level k F =

u 1.
We should stress that the computations of fusion rules via BRST cohomology [11] or
vertex-operator methods [12] agree with those just written when F1 + F1 < u.
4. Coset fusion rules from the Verlinde formula
Now let and stand for the admissible weights at levels k and k + 1, respectively, that
label a coset field {, }. Let two other coset fields be labeled { , }, { , } in a similar
way. The coset fusion rules take the form
{,}
(k) (k+1)
.
N{,
}{,
} = N N
Using (3.1), this becomes
I
I
I
I
N (kI )I N (kI +u)
{,}
I

N{,
}{,
} = (k I ) aI
(k I +u) a I
N I , I N I , I
(4.1)
if F1 + F1 < u,
if F1 + F1 > u.
(4.2)
Notice that if F1 + F1 < u, it also follows that 1F + 1F < u since and are part of
the same coset field, and hence have the same fractional part. However, the coset field
identification
{, } = {a, a}
(4.3)
holds in the non-unitary case as well as in the unitary one. Therefore, the two expressions
in (4.2) are equivalent. The result is equivalent to (1.2); the latter is expressed in terms
of -shifted weights. This result is manifestly independent of the choice of the coset-field
representative since here we have made no choice of the value of the fractional part.
5. WZW fusion rules from singular-vector decoupling

Fusion rules can be calculated by enforcing the decoupling of singular vectors. In the
integrable WZW case [13], this method leads to results that agree with those obtained
592
by the Verlinde formula. Fractional levels present the novelty of two types of solutions,
called A and B below. The admissible representations that appear in the product
are [2]: 6

Case A: I1 I1 6 1I 6 k I k I I1 I1 ,

F
F 6 F 6 k F k F F F ,
1
1
1
1
1

Case B: I1 I1 6 k I 1I 6 k I k I I1 I1 ,

F
F + 1 6 k F F 6 k F 1 k F F F .
(5.1)
1
In all 4 lines just written, the bounded quantities take all values from their lower bounds to
their upper bounds, increasing in steps of 2.
For later use, we separate the fusion coefficients determined by (5.1) into A and B parts:
= A + B
.
N
(5.2)
= 0 when u = 1.
Notice that a B-type solution is intrinsically fractional, that is, B
More precisely, the B-set of solutions can be non-empty only if the following bounds are
satisfied:
1 6 F1 , F1 , 1F 6 u 2.
(5.3)
Hence, not only do the fractional parts need to be non-zero, but u must be greater than 2.
Case A describes an sbu(2)k I sbu(2)k F fusion rule, i.e., a separate sbu(2) fusion for each
of the integer and the fractional parts:
I
A = N(kI )I N(kF )F .
(5.4)
Similarly, case B may be factorised into two sbu(2) fusions, though with shifted weights
and level in the fractional sector:
(k I ) a I
= NI I
B
(k F 2) a( F 0 1 )
.
F
0 1 0 1
NF
(5.5)
A further observation is that the combined set of A and B fusions (5.1) displays an
c
osp(1|2)
c
k fusion pattern. We recall that osp(1|2)
k fusion rules are equivalent to those for
sbu(2)k , except that the constraint 1 +1 1 0 (mod 2) is weakened to 1 +1 1 0
(mod 1) [14]. That is, all integer intermediate values of the Dynkin label 1 are allowed.
The fusion rules obtained by the singular-vector decoupling method are seen to allow sets
of weights isomorphic to those allowed by osp(1|2)
c
fusion rules. It is the shifts in the lower
and upper bounds in case B of (5.1) that allow this simple interpretation. Thus the case-B
solutions correspond to fermionic contributions in this analogy.
Let us inspect further the set of weights appearing in the fusion rule encoded in (5.1). For
a fixed non-vanishing fusion , there is always one more fractional A-type solution F
than fractional B-type solution. Furthermore, as already indicated in (5.4) and (5.5), each
of the four lines in (5.1) corresponds to an sbu(2) fusion. Finally, in order to emphasise the
similarity between the two types, one is written in terms of while the other is written in
6 The parameters in [2] are related to ours as follows: r
I
F
AY = 1 + 1 and sAY = 1 , tAY = k + 2, pAY = t + 2u
and qAY = u.
593
terms of a. We also note that acting with ac on a weight with non-vanishing fractional
part has the effect of reducing the fractional part (of the first Dynkin label) by one while
leaving the integer part unchanged. Here c represents the action of charge conjugation as
defined by the square of the modular matrix S: (S 2 ), = c, . Explicitly, we have

(5.6)
c I1 , F1 = F ,0 I1 , F1 + 1 F ,0 k I I1 , u F1 .
1
In conclusion, for fixed I ,
the fractional parts paired with it form the pattern illustrated by
the following diagram:

( I ,k F |k F F1 F1 |)
A1
c&
a( I ,k F |k F F1 F1 |1)
B 1
.c
( I ,k F |k F F1 F1 |2)
A1
c&
..
.
c&
a( I ,|F1 F1 |+1)
B 1
.c
( I ,|F F |)
A1 1 1 .
(5.7)
All arrows indicate an action of the charge conjugation c on the upper weight. All fusion
coefficients A and B depicted here have identical value, i.e., 0 or 1.
Thus, up to the action of the outer automorphism group, we have the following schematic
structure

c
(5.8)
N sbu(2)k N sbu(2)k I N osp(1|2)
kF .
This is very different from the pattern that follows from the Verlinde formula (3.9). The
occurrence of the osp(1|2)
c
pattern makes contact with the results obtained in [9].
We would like to stress that the result (5.1) obtained in [2] is supported by calculations
of four-point functions using a free-field realisation [15] (see also [16] for similar results
from a somewhat different approach). These correlation functions satisfy the Knizhnik
Zamolodchikov equations and are invariant under projective and duality transformations,
testifying for their soundness. Generalisations are reported in [17].
6. WZW fusion rules: comparing the two methods

To compare the results of the two methods at the WZW level, consider the special case
k = 4/3 (k I = 0 and k F = 2). There are (k I + 1)(k F + 1) = 3 admissible representations.
594
In the notation (I1 , F1 ), these are (0, 0), (0, 1) and (0, 2). The Verlinde formula produces
the fusion rules
(0, 1) (0, 1) =
(0, 2),
(0, 1) (0, 2) = (0, 0),
(6.1)
(0, 2) (0, 2) = (0, 1).

We see the minus signs arising in the cases where F1 + F1 > u = 3. On the other hand,
the results of [2] give (combining solutions from cases A and B, cf. (5.1)):
(0, 1) (0, 1) = (0, 0) + (0, 1) + (0, 2),
(0, 1) (0, 2) = (0, 1),
(6.2)
(0, 2) (0, 2) = (0, 0).

Case B leads to a non-zero contribution only for the first fusion: this is the (0, 1)
representation. We see the osp(1|2)-like
c
structure showing up in the fractional sector: in the
first example, there appears an intermediate weight between those predicted by the sbu(2)2
fusion rule. Let us emphasise that since k I = 0 and k F = 2, a(0, 1) = (k I 0, k F 1) =
(0, 1).
One can easily verify that the fusion matrices defined by (6.3) are not diagonalisable
by any symmetric matrix. On the other hand, the Verlinde formula guarantees that the
symmetric modular-S matrix diagonalises the fusion matrices encoded in (6.2).
This simple example illustrates important differences between the two methods of
computing the WZW fusion rules. Due to the lack of a physical realisation of WZW models
at fractional level, it seems difficult to favour one method over the other. However, given
that the number of weights appearing in the fusion is quite different in the two cases, one
might expect notable differences in the coset models.
7. Coset fusion rules from WZW singular-vector decoupling

Let us consider the simplest non-unitary minimal model, the YangLee singularity. It has
(p, p0 ) = (5, 2), and hence k = 4/3 in the diagonal coset description. There are 12 coset
fields that can be grouped into two sets among which all 6 fields are identified. That is,
there are two equivalence classes of coset labels under field identification, corresponding
to the two YangLee primary fields (see [6], reviewed in Section 18.7.2 of [18], for
details about the field identifications, and [7] for an improved approach). In the notation
{(I1 , F1 ), 1 ; (1I , 1F )}, where the three weights are at levels k = 4/3, 1 and k + 1 =
1/3, respectively, they are:
h = 0:
1
h= :
5
{(0, 0), 0; (0, 0)},
{(0, 2), 1; (3, 2)},
{(0, 1), 1; (0, 1)},
{(0, 1), 0; (3, 1)},
{(0, 2), 0; (0, 2)},
{(0, 0), 1; (3, 0)},
{(0, 0), 1; (1, 0)},
{(0, 2), 0; (2, 2)},
{(0, 1), 0; (1, 1)},
{(0, 1), 1; (2, 1)},
{(0, 2), 1; (1, 2)},
{(0, 0), 0; (2, 0)}.
(7.1)
595
For our example, we will focus on the h = 0 identity field.

Let us pick {(0, 1), 1; (0, 1)} and {(0, 1), 0; (3, 1)} as representatives of the identity
field, and omit the level-one weights, relabelling our choices as {(0, 1); (0, 1)} and
{(0, 1); (3, 1)}. We calculate the fusion rule of the identity field (I I = I ) using these
representatives, computing the level k and the level k + 1 fusions independently:
{(0, 1); (0, 1)} {(0, 1); (3, 1)}

= (0, 1) (0, 1); (0, 1) (3, 1)

= (0, 0)A + (0, 1)B + (0, 2)A; (3, 0)A + (0, 1)B + (3, 2)A .
(7.2)
The subscripts indicate case A and B results. Next we combine the separate WZW fields
into coset fields. A simple product of the different fields leads to 9 possibilities. Not all
resulting combinations respect the coset branching rules, however. If we restrict ourselves
to the ones that do, we get only three candidates:

(7.3)
(0, 0)A; (3, 0)A + (0, 1)B ; (0, 1)B + (0, 2)A ; (3, 2)A .
All of these three fields are representatives of the identity, as they should be (cf. the
list (7.1)). However, the fusion coefficient of the identity with itself is then 3 rather than 1.
A facetious cure for that discrepancy is to introduce a minus sign in front of the second
coset field, transforming 1 + 1 + 1 into 1 1 + 1. But this illustrates our general proposal.
We show that (i) only fusions that are of type A, or type B, in both labels should contribute,
and suggest that (ii) the type B contributions should be negative. Because of property (i),
the proposal is of a trace form. As already mentioned, case B is analogous to fermionic
contributions in osp(1|2)
c
fusion. The minus sign of property (ii) thus gives our proposal
a structure similar to a supertrace.
8. A coset supertrace
In this section, we will describe our general proposal explicitly, and prove it computes
the correct minimal model fusion rules.
Consider the fusion of the two coset fields:
I F I F
1 , 1 ; 1 , 1 , F1 = 1F ,
I F I F
(8.1)
1 , 1 ; 1 , 1 , F1 = 1F .
Our main result is the following proposal:
I F I F I F I F
1 , 1 ; 1 , 1 1 , 1 ; 1 , 1

= str I1 , F1 I1 , F1 ; 1I , 1F 1I , 1F

X X

A A B B F , F I1 , F1 ; 1I , 1F .
=
(8.2)
The delta function is due to the branching conditions. It is the only condition to impose
here as we do not specify the weight . The latter is given by the remaining branching
condition
596
1 1I I1 F1 (mod 2).
(8.3)
Similar branching conditions apply to the coset fields (8.1). The finite double-summation
in (8.2) may be written

X X (I ,F ) ( I ,F )

I ,F ) ( I ,F )
A
B(
B
(8.4)
A
I1 , F1 ; 1I , F1 .

F I , I
Our proof that this reduces to (1.2) relies on the structure of field identifications [6,7].
Those that are important here can be written in terms of the outer (diagram) automorphism a, and the operation c, related to charge conjugation, as defined by S 2 . Their actions
on (first Dynkin labels of) coset weights are

a I1 , F1 ; 1I , F1 = k I I1 , k F F1 ; k I + u 1I , k F F1 ,

c I1 , F1 ; 1I , F1

= F ,0 I1 , F1 ; 1I , F1
1

(8.5)
+ 1 F ,0 k I I1 , u F1 ; k I + u 1I , u F1 .
1
The idea behind the proof is the following. First, we notice that for the product
(I ,F ) ( I ,F )
A
to be non-vanishing, F needs to be allowed by the A-type fusion of
A
with as well as by the A-type fusion of with .
However, due to the branching
conditions (8.1), these prerequisites are equivalent, and we conclude
I
, ) ( , )
A
6= 0 requires
A(

F1 = F1 F1 , F1 F1 + 2, . . . , k F k F F1 F1 .
(8.6)
Similarly, for the B-type contributions we find

I
I ,F )
F1
, ) (
B
B(

6= 0 requires

F

= 1 F1 + 1, F1 F1 + 3, . . . , k F k F F1 F1 1. (8.7)
Second, from (5.7) we read off the action of the combination ac and its powers as

(ac)m I1 , F1 ; 1I , F1 = I1 , F1 m ; 1I , F1 m , m 6 F1 6= 0. (8.8)
Using these results, we can mimic the pattern of (5.7) in the fusion (8.4), establishing
that for any allowed F the summation over integer parts (I and I ) gives the same result
as for any other allowed F :
X (I ,k F |k F F F |) ( I ,k F |k F F F |)
1
1
1
1
A 1
A 1
I , I

I1 , k F k F F1 F1 ; 1I , k F k F F1 F1
X (I ,k F |k F F F |1) ( I ,k F |k F F F |1)
1
1
1
1
B 1
B 1
=
I , I

I1 , k F k F F1 F1 1 ; 1I , k F k F F1 F1 1
..
.
(I ,| F1 F1 |+1) (1I ,| F1 F1 |+1)

B
B 1
I , I
(I ,| F1 F1 |)
A 1
( I ,| F1 F1 |)
A 1
597

I1 , F1 F1 + 1 ; 1I , F1 F1 + 1

I1 , F1 F1 ; 1I , F1 F1 .
(8.9)
I , I
From these identities it follows immediately that (8.4) reduces to

X (I ,F ) ( I ,F )

A 1 1 A 1 1 I1 , F1 ; 1I , F1 ,
I , I

for any of F1 = F1 F1 , F1 F1 + 2, . . . , k F k F F1 F1 .
(8.10)
Note that the fractional branching conditions in (8.1) still apply to the expressions (8.9)
and (8.10). Of course, according to (8.9) we might as well have chosen to represent the
final double-summation (8.10) in terms of B-fusion coefficients, with F subject to (8.7).
Though, this would only be possible provided | F1 F1 | + 2 6 k F |k F F1 F1 |, while
(8.10) only requires | F1 F1 | 6 k F |k F F1 F1 |.
Now, substituting (5.4), the double summation (8.10) becomes
X (k I ) I (k F ) F (k I +u) I (k F ) F

N I I N F F N I I
N F F
I1 , F1 ; 1I , F1
(8.11)
I , I
with F subject to (8.6), in which case the two fusion coefficients at level k F are simply 1
and we reproduce the product form (1.2). This concludes the proof that the supertrace
reproduces the minimal models fusion rules.
The trace part of the proposal (8.2) can actually be proved rather simply: the branching
conditions on coset fields rule out the mixed combinations AAB and BAA. Here we have
included the A-label for the level-one integrable weights. Consider for instance the AAB
situation. The fusion rules imply the parity conditions
I
(1)1 +1 +1 = (1) 1 + 1 +1 = (1) 1 +1 +1 +k

(1)
F1 + F1 +F1
= (1)
1F +1F +1F +u
I +u
= 1,
= 1,
(8.12)
while the branching conditions require

I
(1)1 + 1 +1 +1 = (1)1 + 1 +1 +1 = (1)1 +1 +1 +1 = 1,

I
(1)1 +1 = (1)1 +1 = (1)1 +1 = 1.

F
I1 + I1
(8.13)
I1
= (1) the integer branching

Firstly, substitute in the fusion condition (1)
conditions and compare the two sides using the fusion conditions. From this we obtain
I
(1)k +u = 1. Secondly, a comparison of the fractional fusion and branching conditions
yields (1)u = 1. It follows that both k I and u must be even (and it is recalled that u =
k F + 1). However, that contradicts
k F odd H k I odd,
(8.14)
598
which is a consequence of (2.2) and the fact that t and u are relatively prime. The analysis
of the case BAA is similar.
Therefore, the proposal boils down to the introduction of minus signs in front of the
BB-type contributions, cf. (8.2).
We should also stress that neglecting the intermediate weights at level 1 is not an
assumption as they can be reinserted everywhere using the branching rule (8.3) and its
dotted versions.
Our proposal can also be stated by specifying what must replace the naive factorisation
in order to recover the correct coset fusions. From (8.2), we find
(1)
(1)
(1)
(k+1)
N N(k+1)
A(k)
N A(k+1)
B(k)
.
N(k)

N B
(8.15)
In the osp(1|2)
c
analogy, this can be termed a super-factorisation.
9. A coset truncation
As an offshot of the supertrace analysis, we identify another way of recovering the coset
fusion rules from the singular-vector decoupling method, namely via a truncation.
In (8.10), the fractional part can be chosen among any of the listed, possible values. Take
for instance the upper limit. Then, field identifications allow us to write (8.10) as
X (I ,F ) ( I ,F )

A 1 1 A 1 1 I1 , F1 ; 1I , F1
I , I
(I1 ,k F |k F F1 F1 |)
( I1 , F1 ),( I1 , F1 )
I , I
(1I ,k F |k F F1 F1 |)
( 1I , F1 ),( 1I , F1 )
(aca)[(1 +1 )/u]

I1 , k F k F F1 F1 ; 1I , k F k F F1 F1 .
(9.1)
This clearly resembles the result (4.2) obtained from the Verlinde formula. 7 This is an
example of a truncation of the singular-vector decoupling fusions that is sufficient to
reproduce the correct coset fusions (see also Section 10).
It should be stressed, however, that truncating a set of fusion rules known to satisfy
fundamental, albeit delicate, compatibility requirements such as associativity, is bound
7 The precise form of the formula depends upon the specific choice made for F . For instance, with
1
F
F
F F
F
1 = k |k 1 1 | 2n
F
F F
with 2n = 0, 2, . . . , k F |k F F
1 1 | |1 1 |,
F
(9.2)
the part (aca)[(1 +1 )/u] { } would be replaced by
I F
F
F
F F
(aca)[(1 +1 )/u] (ca)2n {(I1 , k F |k F F
1 1 | 2n); (1 , k |k 1 1 | 2n)}.
F
(9.3)
The upper limit (n = 0) is singled out as the more natural choice when comparing with the Verlinde formula as it
F
is the only case where there are no required field identifications when F
1 + 1 < u. The conclusion concerning
associativity is general in that it holds for all values of n.
599
to put these properties in peril. Indeed, the truncated fusions presented above are not
associative. Technically, this is a reflection of the non-identity
F ,k F |F |k F F F k 6= F ,k F |F |k F F F k .
1
(9.4)
This indicates the restricted usefulness of such a truncation.

Nevertheless, this simple analysis provides a second prescription for recovering the coset
fusions: they may be expressed in terms of a (non-associative) truncation of the singularvector decoupling fusions. The truncation amounts to considering only type A fusions
and moreover, only with a fixed value of the fractional part of the evaluated weights. The
truncation can in most cases also be expressed in terms of type B fusions (cf. discussion
following (8.10)).
10. WZW fusion rules: relating the two methods

In this section we discuss a correspondence between other truncated versions of the
fusion obtained by singular-vector decoupling, and the fusion computed using the Verlinde
formula. This correspondence relies on the notion of highest-weight vs. lowest-weight
condition as applied to a triple product, and is motivated by the note added to [2].
The decoupling method is based on a study of three-point chiral blocks of the form
h| |i. In that context, it makes sense to discuss the possible representations carried by
the middle field and use those to characterise the associated fusions. Thus, we have the
following highest-weight and lowest-weight conditions (see [2] and [15])
1
(1 + 1 1 ) Z> ,
2
(10.1)
1
(1 + 1 + 1 ) Z> .
lwc:
2
A fusion satisfying neither of these two possibilities belongs to the so-called continuous
series. Note that the resulting fusion rules (5.1) are symmetric despite the asymmetric
starting point h| |i and its associated assignments (10.1).
We shall demonstrate that B-fusions belong to the continuous series. First we rule out
the possibility that a B-fusion can satisfy the highest-weight condition. In terms of integer
and fractional parts, this condition reads
hwc:
1

1 I
+ I1 1I (k + 2) F1 + F1 1F Z> .
2 1
2
It follows immediately that
F1 + F1 1F = 0 or u.
(10.2)
(10.3)
A comparison with the fractional B-fusion yields that k F is odd in the first case (F1 +
F1 1F = 0) while a contradiction is obtained in the second (F1 + F1 1F = u). To
rule out the first case, we consider the integer part from which it follows that k I is even, in
contradiction with (8.14).
600
Second, the lowest-weight condition reads

1

1
I1 + I1 + 1I (k + 2) F1 + F1 + 1F Z> ,
2
2
and as before, there are two possibilities for the fractional part
F1 + F1 + 1F = 0 or u.
(10.4)
(10.5)
Again, the first case is ruled out by (8.14), while the second case contradicts the fractional
fusion rule itself.
A highest- or lowest-weight fusion can thus only be of type A. But not all type-A
fusions respect the highest-weight or lowest-weight conditions. Again, the highest-weight
condition (10.3) is compatible with the A-type fusion rules only if 1F = F1 + F1 (in which
case F1 + F1 < u), while the lowest-weight condition (10.5) is compatible with the A-type
fusion rules only if 1F = F1 F1 (in which case F1 6 F1 ). It is seen that the highestweight and lowest-weight fusions correspond to the upper and lower bounds, respectively,
of the fractional part of the type-A fusion. The integer parts are not constrained further than
by the A-fusion rule.
We note that a fusion can satisfy both the highest- and the lowest-weight conditions. That
happens precisely when F1 = 0 (and F1 = 1F ), in which case the integer part of the type-A
fusion ensures that both the conditions in (10.1) are satisfied. We may therefore group the
highest-weight and lowest-weight fusions into two disjoint sets: the highest-weight fusions
and the purely lowest-weight fusions, respectively. The latter are thus characterised by
F1 = F1 1F > 0.
It is natural to symmetrise the notion of lowest-weight fusion:
1
1
(1 + 1 + 1 ) Z> or
(1 1 + 1 ) Z> ,
(10.6)
2
2
and denote the two cases lowest-weight fusions with respect to or , respectively.
The latter case corresponds to studying the three-point chiral block h| |i. It follows
immediately that purely -lowest-weight fusions are of type A and characterised by 1F =
F1 + F1 (in which case F1 6 F1 ). A symmetrised lowest-weight fusion (10.6) is then
characterised by 1F = |F1 F1 |, while an associated purely lowest-weight fusion respects
in addition F1 , F1 > 1. Hence, the symmetrised lowest-weight condition corresponds
precisely to the lower bound of the fractional part of the type-A fusion.
We now construct a precise correspondence between the set of highest- or lowestweight fusions from singular-vector decouplings (fusions known to be of type A) and the
Verlinde formula. Highest-weight fusions correspond to positive Verlinde fusions, whereas
purely lowest-weight fusions correspond to negative Verlinde fusions. In the first case, the
correspondence is obvious as it is precisely the condition F1 + F1 < u that ensures the
positivity in the Verlinde formula. The integer parts also match.
The correspondence between lowest-weight fusions and negative Verlinde coefficients is
less direct. It is established through simple manipulations of the Verlinde fusion rules. The
negative part of the Verlinde fusion rule (3.1) can be written as (with the understanding
that F1 + F1 u > 0)
slwc:
601
X

I1 , F1 I1 , F1
k I 1I , F1 + F1 u ,
(10.7)
1I kI
where the tildes have been introduced to avoid confusion later. The set k I is defined as
and .
in (3.2), in terms of ,
Replacing 1I by k I 1I modifies the range k I to

k0 I = 1I I1 + I1 1I + k I 2Z> ; k I I1 I1 6 1I 6 k I I I1 .
(10.8)
6 F1 .
On the other hand, recall that a purely -lowest-weight fusion respects 1 6
This means that the sum of the fractional parts of and c is F1 + (u F1 ) > u. This
corresponds to the condition for a negative Verlinde fusion. This suggests that instead
of (10.9), we should consider
X

1I , F1 F1 ,
(10.9)
I1 , F1 c I1 , F1
F1
(c)
kI
1I
where
I
I

I I
I
I
I
I
I
I
I
I

k(c)
I = 1 1 1 1 + 2k 2Z> ; 1 1 6 1 6 k k 1 .
(10.10)
k(c)
I
imply that I1 + I1 + 1I 2Z> ; since 1F = F1 F1 , we have

The conditions in
all the characteristics of a purely -lowest-weight fusion (see (10.1)). The analogous
correspondence between -lowest-weight fusions and the negative Verlinde fusions is
based on c instead of c.
The correspondence between highest-weight fusions and the positive Verlinde fusions
is obviously one-to-one. This is not the case for the correspondence between one of the
two types of purely lowest-weight fusions and the negative Verlinde fusions. A natural
way of defining a one-to-one map between the negative Verlinde fusions and the purely
lowest-weight fusions is to group the latter in equivalence classes:
[, ] [c, c].
(10.11)
Note that c always maps a pure and symmetrised lowest-weight onto a pure and
symmetrised lowest-weight (while that is not a property of a). We also observe that when
6= , (10.11) relates a -lowest-weight fusion to a -lowest-weight fusion. When = ,
both fusions are lowest-weight fusions with respect to both and . The sought one-to-one
map is between these equivalence classes of symmetrised, purely lowest-weight fusions
and negative Verlinde fusions. 8
We have thus established a one-to-one correspondence between different truncations
of the A-type decoupling fusions and the full set of Verlinde fusions. This clarifies and
corrects the corresponding statements made in a note added to [2].
8 Alternatively, one may work with the -lowest-weight fusions alone, for example. In that case, one must
choose a set of representatives for the equivalence classes. When 6= , the choice is unique, while for =
F
F
F
there are several. Natural choices are either F
1 + 1 6 u or 1 + 1 > u. Having made such a choice, the
correspondence is one-to-one between the accordingly reduced (or truncated) purely -lowest-weight fusions
and the negative Verlinde fusions.
602
Finally, we want to comment on yet another truncation of the WZW fusions that
reproduces the coset fusions. It combines the notion of highest- and lowest-weight fusions
with the result of the previous section.
First we observe that for each possible value of the sum F1 + F1 , we may choose a representative of (8.10) see (9.1) and the subsequent footnote. A particular set of choices
is reflected in the expression

1 F1 + F1 /u
X (I , F + F )

( I , F + F )
A( 1I , 1F ),(1I , F ) A( 1I , 1F ),(1I , F ) I1 , F1 + F1 ; 1I , F1 + F1
I , I
X (I1 ,| F1 F1 |)

( I ,| F F |)
A I F I F A 1I F1 1I F
+ F1 + F1 /u
I , I
(1 ,1 ),(1 ,1 )

I1 , F1 F1 ; 1I , F1 F1 .
( 1 ,1 ),( 1 ,1 )
(10.12)
Note that due to the prefactor of the first term, F1 = k F |k F F1 F1 | is reduced to

F1 + F1 .
Let H and L stand for highest-weight fusions and purely lowest-weight fusions,
respectively, while L> represents an L subject to F1 + F1 > u. It is emphasised that
L> simply corresponds to choosing a particular equivalence class representative. From
(10.12) we thus see, that one need only truncate the full set of triple-field products obtained
from the separate WZW fusions to those of type HHH or L> HL> , where the three
labels refer to the representations at respective levels k, 1 and k + 1 (the middle field
is associated to a highest-weight fusion H, as L> denote a purely lowest-weight fusion,
or more precisely, an equivalence class representative). It is also natural to end up with
a requirement specifying that in coset fields, highest (respectively, lowest) weight fusions
are to be combined with highest (respectively, lowest) weight fusions. Note, however, that
only a subset of the lowest-weight fusions are used.
Incidentally, restricting to the set of symmetrised (but not necessarily purely) lowestweight fusions, likewise reproduces the coset fusions. This situation occurs when choosing
F1 = | F1 F1 | in (8.10).
11. Conclusion
Our results aim to fill an obvious gap in the coset description of non-unitary rational
CFTs. Such coset CFTs involve WZW models at fractional, admissible levels. Their fusion
rules are ambiguous: Verlinde fusion differs from (singular-vector) decoupling fusion.
Only the Verlinde fusion rules were known to be consistent with the unambiguous coset
fusion, in the simplest case of diagonal cosets involving one integer level. Here we have
shown how the decoupling fusion can yield the correct fusion in the Virasoro minimal
603
models, described by the diagonal coset (1.1). We restricted to this coset for simplicity,
and because decoupling fusion has only been worked out completely in the sbu(2) case. 9
We should emphasise again that WZW models at fractional levels may not be consistent,
except in coset theories. After all, the Verlinde fusion coefficients are sometimes negative
integers. These negative signs do cancel in the diagonal coset CFTs, however. The key
input is the factorisation (4.1), a consequence of the factorisation of the corresponding
coset modular S matrix.
We find here that although the decoupling fusion coefficients are non-negative, they are
too big for the cosets. That is, they lead to coset fusion coefficients that are too large,
when factorisation is assumed. By introducing minus signs at the coset level, we found
a prescription that led to the correct coset fusions.
These minus signs cause cancellations, and so are equivalent to a truncation. We also
found direct descriptions for such truncations. Particular attention was paid to a truncation
motivated by the notion of highest and lowest weights in the derivation of the singularvector decoupling fusions.
The first prescription is partly motivated by its interpretation as a super-trace or superfactorisation, in the osp(1|2)
c
analogy found previously. The second is natural in the coset
description, since it pairs highest weights with highest weights, and lowest weights with
lowest weights.
Of course, a deeper motivation should be found for our recipes. Perhaps the relation
between the singular vectors of algebra and subalgebra can provide it. We leave that to
future work.
Acknowledgements
Part of this work was done during the workshop Quantum integrability at the CRM,
Universit de Montral. We thank the CRM for its generous hospitality.
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
P. Mathieu, M.A. Walton, Prog. Theor. Phys. Suppl. 102 (1990) 229.
H. Awata, Y. Yamada, Mod. Phys. Lett. A 7 (1992) 1185.
A.A. Belavin, A.M. Polyakov, A.B. Zamolodchikov, Nucl. Phys. B 241 (1984) 333.
D. Gepner, Nucl. Phys. B 287 (1987) 111.
A. Kent, Ph.D. Thesis, Cambridge University, 1986.
P. Mathieu, D. Snchal, M.A. Walton, Int. J. Mod. Phys. A 7 (1992) 731.
P. Mathieu, M.A. Walton, Nucl. Phys. B 553 (1999) 533.
I.G. Koh, P. Sorba, Phys. Lett. B 215 (1988) 723.
B. Feigen, F. Malikov, Modular functor and representation theory of b
sl2 at fractional level,
q-alg/9511011.
[10] V. Kac, M. Wakimoto, Proc. Nat. Acad. Sci. USA 85 (1988) 4956;
V. Kac, M. Wakimoto, Adv. Ser. Math. Phys., Vol. 7, World Scientific, 1988, p. 138.
9 Complete results for certain levels are now known for sb
u(3) [19].
604
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
D. Bernard, G. Felder, Commun. Math. Phys. 127 (1990) 145.

C. Dong, H. Li, G. Mason, Commun. Math. Phys. 184 (1997) 65.
A.B. Zamolodchikov, V.A. Fateev, Sov. J. Nucl. Phys. 43 (1986) 657.
J.-B. Fan, M. Yu, Modules over affine Lie superalgebras, hep-th/9304122;
I.P. Ennes, A.V. Ramallo, J.M. Sanchez de Santos, Nucl. Phys. B 491 (1997) 574.
J.L. Petersen, J. Rasmussen, M. Yu, Nucl. Phys. B 457 (1995) 309;
J. Rasmussen, Ph.D. Thesis, Niels Bohr Institute, 1996, hep-th/9610167.
P. Furlan, A.Ch. Ganchev, V.B. Petkova, Nucl. Phys. B 491 (1997) 635.
J. Rasmussen, Mod. Phys. Lett. A 13 (1998) 1281;
J. Rasmussen, Int. J. Mod. Phys. A 14 (1999) 1225.
P. Di Francesco, P. Mathieu, D. Snchal, Conformal Field Theory, Springer, 1997.
P. Furlan, A.Ch. Ganchev, V.B. Petkova, Nucl. Phys. B 518 (1998) 645;
P. Furlan, A.Ch. Ganchev, V.B. Petkova, Commun. Math. Phys. 202 (1999) 701;
A.Ch. Ganchev, V.B. Petkova, G. Watts, Nucl. Phys. B 571 (2000) 457.

Highest weight representations of the N = 1

Ramond algebra
Matthias Drrzapf
Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Wilberforce Road,
Cambridge, CB3 0WA, UK
Received 3 May 2000; accepted 13 October 2000
Abstract
We analyze the highest weight representations of the N = 1 Ramond algebra using ordering
properties of the algebra. In particular we obtain ordering kernel expressions for all (primitive)
N = 1 Ramond singular vectors. After choosing a suitable ordering for the N = 1 Ramond algebra
generators we compute the ordering kernel, which turns out to be two-dimensional for complete
Verma modules and one-dimensional for G-closed Verma modules. These two-dimensional ordering
kernels allow us to derive multiplication rules for singular vector operators and lead to expressions for
degenerate singular vectors. Using these multiplication rules we study descendant singular vectors
and derive the Ramond embedding diagrams for the rational models. We explain their differences
to embedding diagrams previously suggested in the literature. Our method also confirms the recent
findings by Iohara and Koga that certain Verma modules over the N = 1 Ramond algebra contain
degenerate (2-dimensional) singular vector spaces and that for Verma modules with conformal
weight 1 = c/24 (Verma modules with Ramond ground states) the modules can even contain
subsingular vectors. We give all explicit examples for singular vectors, degenerate singular vectors,
and subsingular vectors until level 3. 2001 Elsevier Science B.V. All rights reserved.
1. Introduction
The extension of string theory to supersymmetric string theories identified the N = 1
Ramond algebra and the N = 1 NeveuSchwarz algebra as the world-sheet symmetry
algebras of closed superstrings as first introduced by Ademollo et al. [1]. Depending on
the boundary conditions, the world-sheet of a superstring has Ramond 1 or NeveuSchwarz
symmetry. Therefore, the Ramond algebra and the NeveuSchwarz algebra are among the
most important symmetry algebras for superstring theory since the space of physical states
E-mail address: m.doerrzapf@damtp.cam.ac.uk (M. Drrzapf).
1 For simplicity we shall call the N = 1 Ramond algebra simply the Ramond algebra and similarly for the
N = 1 NeveuSchwarz algebra.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 1 4 - 3
606
M. Drrzapf / Nuclear Physics B 595 [PM] (2001) 605653
has to decompose in a direct sum of their highest weight representations. Physicists and
mathematicians studies the representation theory of the Ramond algebra for more than one
decade making very slow progress since it is full of difficulties and pitfalls. Just recently
Iohara and Koga [16] made substantial progress in analyzing Ramond representations
which clearly showed that the representations of the Ramond algebra were so far very
poorly understood.
Due to the conformal invariance on the string world-sheet only superconformal
extensions of the Virasoro algebra are suitable world-sheet symmetry algebras of
superstrings. In the case of one fermionic current one obtains only two possible super
extensions of the Virasoro algebra [19]: the N = 1 Ramond algebra and the N = 1
NeveuSchwarz algebra. Whilst the latter corresponds to antiperiodic boundary conditions
of the fields living on the world-sheet of the closed superstrings, the Ramond algebra
corresponds to periodic boundary conditions. The space of states of a superstring
theory will therefore decompose in irreducible highest weight representations of the
Ramond algebra and NeveuSchwarz algebra. Certain aspects of the highest weight
representations of both algebras have been studied by many authors in the past. Whilst
the standard methods of analyzing the representations of the Virasoro algebra [12] also
work for the NeveuSchwarz case, surprisingly for the Ramond case different methods are
needed. Therefore, one can achieve very easily all desirable results about the structure
of its representations [2]. The reasons for these differences between the two N = 1
superconformal sectors will become clear in the method presented in this paper. The Kacdeterminant formulae play a crucial rle for the analysis of these representations. In the
Ramond case it has first been conjectured by Friedan et al. [13] whilst in the Neveu
Schwarz case the formula has first been given by Kac [20]. Both formulae have been proven
by Meurman and Rocha-Caridi [25].
One can construct all irreducible representations from Verma modules by considering
quotients of the Verma modules divided by their largest proper submodules. Submodules
of Verma modules are spanned by null-vectors which themselves are generated by singular
and subsingular vectors. In this context, singular vectors are the vectors with lowest
conformal weight of such submodules. Once the Kac-determinant formulae are known, one
can obtain information on null-vectors and singular vectors by analyzing the determinants
roots. The largest proper submodule and thus all null-vectors are given by the kernel of
the inner product matrix. Hence, null-vectors are orthogonal on the whole space of states
and therefore decouple from the string theory. In this sense they lead us to differential
equations for the n-point functions and therefore describe the dynamics of the string
theory. In the Virasoro case [12] and in the NeveuSchwarz case [2] subsingular vectors do
not exist and therefore their highest weight representations can solely be analyzed using
singular vectors. Subsingular vectors appeared the first time in physics in the study of
finite W algebras [27] and later also for infinite W algebras [11]. It has been shown
by Mathieu and Watts that singular vectors and subsingular vectors provide a way of
recovering all integrable perturbations of conformal theories with W symmetry in Ref. [23]
or with N = 1 superconformal symmetry in Ref. [24]. The singular vectors and subsingular
vectors hence give explicit expressions for the conserved charges. Therefore, not only
607
singular vectors but also subsingular vectors and their multiplicities are important for
studying these systems. Due to the fact that subsingular vectors are much harder to find
than singular vectors and also their appearance comes often as a surprise, they play a
particularly interesting rle. Subsingular vectors have also been discovered for the N = 2
superconformal algebras by Gato-Rivera and Rosado [9,14,15].
The relative structure of submodules embedded in Verma modules is summarized in
embedding diagrams of singular vectors and subsingular vectors. Embedding diagrams of
singular vectors have been conjectured for the Ramond algebra only for the unitary cases
by assuming the non-existence of subsingular vectors [22]. Furthermore, it was assumed
that singular vectors with the same weight would always be linearly dependent, a fact that
is true for the Virasoro case and has been proven to be true for the NeveuSchwarz case [2].
However, Iohara and Koga [16] recently showed that both assumptions fail for the Ramond
algebra. The N = 1 Ramond algebra contains both degenerate singular vectors (linearly independent singular vectors with the same weights) as well as subsingular vectors. The latter
occur only when singular vectors built on Ramond ground states 2 exist the supersymmetric case whilst the former appear even for some of the minimal models, however
not for the unitary cases. We therefore show that the general Ramond embedding diagrams
do not follow the simple rules as for the Virasoro case and consequently the connection
between the Verma modules and the irreducible characters contains more complications.
Motivated by similar findings for the N = 2 superconformal algebras in Ref. [8] a
method has been developed to derive upper limits for the degree of degeneracy of singular
vectors. Using this method one easily finds for the case of the Virasoro algebra and also
for the N = 1 NeveuSchwarz algebra that both algebras do not allow any degeneracy at
all [8,21]. However, for the N = 2 algebras degenerate singular vector spaces have been
found for all 4 types of N = 2 superconformal algebras [8,9]. The main result of this
so-called adapted ordering procedure is the ordering kernel. The number of elements of
the ordering kernel sets an upper limit on the linearly independent singular vectors with
the same weight. Consistent with Iohara and Kogas [16] results we will find that the
N = 1 Ramond algebra also has an ordering kernel of size 2 and therefore also allows
degenerate levels for which we will give explicit examples. Degenerate levels complicate
very much the analysis of the embedding structure of submodules so-called embedding
diagrams since the simple comparison of levels is not enough to decide whether or
not two singular vectors are proportional. This information, however, is crucial for the
corresponding character formulae. The ordering kernel helps even in this matter as has
been shown in Ref. [8] that the elements of the ordering kernel are sufficient to uniquely
identify a singular vector. By comparing their coefficients with respect to the ordering
kernel it is hence easy to identify linearly independent singular vectors. Furthermore, we
can obtain product expressions for singular vector operators that easily reveal the vanishing
of a descendant singular vector. In Ref. [10] it will be shown that the vanishing product of
two singular vector operators may lead to subsingular vectors which therefore can also be
2 The Verma modules with Ramond ground states all have conformal weight 1 = c/24. In the following we
call these modules supersymmetric since the global supersymmetry is unbroken [13].
608
found using the ordering kernel. This again will turn out to be consistent with Iohara and
Kogas [16] findings. We should note that our method can independently derive the findings
of Iohara and Koga [16]. Their analysis uses resolutions of the type BernsteinGelfand
Gelfand. The method developed in this paper is very different and is based on explicit
construction of the relevant information contained in singular vectors and subsingular
vectors. Therefore our method has several advantages for explicit constructions side as
we shall discuss later.
The N = 1 Ramond algebra is a subalgebra of the N = 2 twisted superconformal
algebra. Its highest weight representations inherit features that are very similar to those
of the latter one. However, whilst the N = 1 Ramond algebra is very important for string
theory, the N = 2 twisted superconformal algebra has so far obtained very little attention
in physics. The N = 2 twisted superconformal highest weight representations have been
studied in Ref. [9]. Despite their similarities, the representation theories also have a few
important differences which will become clear in Section 5.
The multiplication rules derived in the present paper give the necessary basis for the
analysis of descendant singular vectors and consequently the derivation of the Ramond
embedding diagrams. We discuss the most interesting embedding diagrams including the
minimal models and indicate the limitations of the embedding diagrams of the unitary
cases derived in Ref. [22]. We point out the main differences of Ramond embeddings to
Virasoro embeddings.
Some necessary introductory remarks about the Ramond algebra will be given in
Section 2. In Section 3, we first review the main ideas and implications of the adapted
ordering method introduced in Ref. [8]. We then define an adapted ordering for the
Ramond algebra and compute its ordering kernel. In Section 4, we thus deduce the
singular dimensions and derive multiplication rules for vectors identified by their ordering
kernel coefficients. In Section 5, we compute necessary conditions on the ordering kernel
coefficients of (primitive) singular vectors, which allows us to conjecture these coefficients
for all (primitive) singular vectors. We hence compute all cases of degenerate singular
vectors. Using the multiplication rules of Section 4 we give in Section 6 an analysis of
the most interesting embedding diagrams, the rational models. The embedding diagrams
of the cases not discussed in this paper are very simple and are left to the interested reader.
G-closed Verma modules and G-closed singular vectors are considered in Sections 7 and 8,
respectively. G-closed Verma modules also lead to the simplest type of subsingular vectors.
In Section 7 we will also show that there are no further subsingular vectors that are related
to the vanishing of singular vector operator products. Examples of all singular vectors,
degenerate singular vector spaces, and subsingular vectors for levels 6 3 will be given in
the appendix. We conclude the paper with some final remarks in Section 9.
2. The N = 1 Ramond algebra
Periodic boundary conditions for the fields on the world-sheet of a closed string require
the fermionic current to have modes with integer scaling dimensions. Therefore, the
609
symmetry algebra is the super-extension of the Virasoro algebra by integer moded odd
generators Gm .
Definition 2.1. The N = 1 Ramond algebra consists of the Virasoro algebra generators 3
Lm , m Z, and the fermionic current generators Gn , n Z, with the commutation
relations 4

C 3
m m m+n,0 ,
[Lm , Ln ] = (m n)Lm+n +
12

m
n Gm+n ,
[Lm , Gn ] =
2

C
1
2
m
m+n,0 ,
{Gm , Gn } = 2Lm+n +
3
4
(1)
[Lm , C] = [Gn , C] = 0,
for m, n Z.
Let us note that the Ramond algebra is a subalgebra of the twisted N = 2 superconformal
algebra. Comparing with the results obtained in Ref. [9] we shall see that this fact leads
to strong similarities between the Ramond highest weight representations and the highest
weight representations of the twisted N = 2 superconformal algebra. The squares of the
fermionic operators can be expressed in terms of Virasoro operators, as one can easily
obtain from the commutation relations (1):
C
(2)
G2m = L2m m,0 , m Z.
24
For applications in physics one usually extends the Ramond algebra by the (fermion)
parity operator 5 (1)F . It commutes with the operators Lm and C but anticommutes
with Gn :

(1)F , Lm = (1)F , C = 0, m Z,

(1)F , Gn = 0,
n Z.
(3)
The operator (1)F , therefore, distinguishes fermionic states from bosonic states in the
space of states and is present in most applications in physics. We will, therefore, in the
following always consider the extended Ramond algebra. Later in this section we will
show that this does not at all restrict our results to the extended algebra but they can easily
be transferred to the unextended algebra. We, hence, give the following definition.
Definition 2.2. The Ramond algebra (1) extended by the fermion parity operator (1)F
of Eq. (3) shall simply be called the Ramond algebra R1 . We will explicitly say the
unextended Ramond algebra, denoted by R
1 whenever we want to refer to the algebra
of Eqs. (1) only.
3 We use the notation N = {1, 2, 3, . . .}, N = {0, 1, 2, . . .}, and Z = {. . . , 1, 0, 1, 2, . . .}.
0
4 The N = 1 Ramond algebra satisfies the same commutation relations as the N = 1 NeveuSchwarz. The only
difference is that for the latter algebra the fermionic current has modes with half-integer indices.
5 Note that due to Eq. (2) the fermion number F is not well-defined, however, the parity (1)F is.
610
The central term C commutes with all other operators and can therefore be fixed as
c C. HR1 = span{L0 , (1)F , C} defines a Cartan subalgebra of R1 which elements can
hence be diagonalized simultaneously. Generators with positive index span the set of
positive operators R+
1 of R1 and likewise generators with negative index span the set of
negative operators R
1 of R1 :
R+
1 = span{Lm , Gm : m N},
R
1
= span{Lm , Gm : m N}.
(4)
(5)
The zero modes are spanned by R01 = span{L0 , G0 , (1)F , C} which contain besides HR1
also the operator G0 .
For eigenvectors of HR1 we denote the L0 -eigenvalue by 1 (the conformal weight),
the C-eigenvalue by c, and the (1)F eigenvalue simply by (the parity) for 1. The
C-eigenvalue c (the conformal anomaly) shall for simplicity be suppressed in the notation.
Highest weight vectors, Verma modules and singular vectors are defined in the usual way. 6
Definition 2.3. An eigenvector |1i of HR1 with vanishing R+
1 action is called a highest
weight vector. By convention we define a highest weight vector |1i to have positive parity.
Additional zero-mode vanishing conditions 7 are possible with respect to the operator G0 .
We write |1iG if G0 |1iG = 0 and call it a G-closed highest weight vector. For |1iG we
necessarily have 1 = c/24.
Definition 2.4. For a given highest weight vector |1i the Verma module V1 is the leftmodule
V1 = U (R1 ) HR
R+
1
|1i,
(6)
where U (R1 ) denotes the universal enveloping algebra of R1 . For G-closed highest weight
vectors |c/24iG we define G-closed Verma modules as
G
c
G
.
(7)
Vc/24 = U (R1 ) HR R+ span{G0 }
1
1
24
p
For an eigenvector l of HR1 in V1 the conformal weight is 1 + l and the parity

p
p
is p with l N0 and p {} which we denote as level |l |L = l and parity |l |F = p.
We can hence define the notion of singular vectors which as we shall explain later
correspond to vectors of lowest conformal weight in a given subrepresentation of a Verma
module and conversely every proper subrepresentation of a Verma module needs to contain
at least one singular vector.
Definition 2.5. An eigenvector l of HR1 in the Verma module V1 is called singular
vector if it is not proportional to |1i but is still annihilated by R+
1 . G-closed singular
6 There is the usual historical confusion: what physicists call highest weight vector is in fact a vector of lowest
weight in the Verma module.
7 Cf. Ref. [8], Definition 3.1.
611
vectors are denoted as lG and satisfy necessarily 1 + l = c/24. For l singular in V1
there exists a unique operator l U (R

1 {G0 }) such that l = l |1i called the
G
G
singular vector operator. Similarly for l where l U (R1 ). If l |1i can be written
as 1 2 |1i with two singular vector operators 1 and 2 , 1 not proportional to G0 , then l
is called a secondary singular vector or a descendant singular vector of 2 |1i. Otherwise
it is called a primitive singular vector.
In the definition of secondary singular vectors we had to exclude operators 1 that are
multiples of G0 simply because, for most singular vectors, G0 interpolates between two
singular vectors at the same level but of different parity. The only exceptions appear for
levels l with 1 + l = c/24 for which the action of G20 vanishes and therefore G0 cannot
interpolate between two states. Surely, if G0 interpolates between a pair of singular vectors
then both vectors are either secondary or primitive.
Before we continue, we shall now compare Verma modules over the (extended) Ramond
algebra R1 with Verma modules over the unextended Ramond algebra. For the unextended
together
algebra R
1 one chooses the fermionic generator G0 in the Cartan subalgebra HR
1
with L0 and C. We hence define highest weight vectors of the unextended algebra with
respect to their G0 eigenvalue.
Definition 2.6. An (unextended) highest weight vector |i of the unextended algebra R
1
is an eigenvector of G0 that satisfies
G0 |i = |i ,

c
2
|i ,
L0 |i = +
24
R+
1 |i = 0.
(8)
(9)
(10)
An (unextended) Verma module V is defined by

V = U (R1 ) H
R+
1
|i .
(11)
Except for the supersymmetric case [3] 1 = c/24, a Verma module V1 is always
of the unextended Ramond algebra [3,29], with

reducible to two Verma modules V
= 1 c/24. We should note that for Lie superalgebras Schurs lemma does not
hold any more in the sense that the Cartan subalgebra can always be diagonalized on
irreducible representations [19]. Instead we can obtain grade spaces for which only the
square of the negative parity operator G0 is diagonal but not necessarily G0 itself. But
except for the supersymmetric case 1 = c/24 we can always build an R1 Verma module on
an eigenvector |i of G0 . Suppose that |i was not an eigenvector of G0 but of L0 with
eigenvalue 1 = 2 + c/24, then the combinations G0 |i |i are two eigenvectors
of G0 with eigenvalues that generate together the module built on |i and form
themselves two R
1 Verma modules built on highest weight vectors |i as we shall
see. Therefore, the above Definition 2.6 of (unextended) highest weight vectors is justified.
The fact that odd generators of the Cartan subalgebra may not be diagonal in an irreducible
612
representation is another reason why for applications in physics we may want to choose
a Lie algebra as Cartan subalgebra rather than a Lie superalgebra. Therefore the extended
algebra R1 is a more natural choice. Nevertheless, let us show here that we can easily
relate extended and unextended Verma modules and in most cases the unextended Verma
modules embedded in an extended Verma module diagonalize G0 .
If 1 6= c/24 it is easy to see that the two vectors |i = G0 |1i 1 c/24|1i are
eigenvectors of G0 with eigenvalues = 1 c/24. These are the highest weight
embedded in V1 . The sum of V+

vectors of the two unextended Verma modules V
and V
is direct as we shall show in the following theorem. This is essentially because
the operator (1)F which is not contained in the unextended algebra interpolates
between the two vectors.
Theorem 2.7. The Verma module V1 contains for 1 6= c/24 the two (unextended) highest
weight vectors |i with 1 = 2 + c/24 (i.e., 6= 0). The sum
V1 = V V
(12)
is direct and we have (1)F interpolating between the two highest weight vectors:
(1)F |i = |i .
Proof. The vectors |i are given by G0 |1i 1 c/24|1i as previously discussed.
, we hence find operators + , , + , U (R

Assume V and V
1 ) such
that

(13)
= + + + G0 |i = + G0 |i .
We can write this in the standard basis for V1 and easily obtain ( + + + +
)G0 |1i + ( + + + + )|1i = 0. Taking into account that in the nonsupersymmetric case |1i and G0 |1i do not satisfy any vanishing conditions in V1 we
therefore find that the operators acting on these two basis vectors must vanish identically.
However, this results in + + = 0 and hence = ( + + )|i = 0. Therefore, the sum
is direct. Furthermore, the highest weight vector |1i = (|i |i)/(2) is contained in
and therefore V1 V V
. By construction the vectors |i are
the sum V V
contained in V1 and thus also V V V1 . Finally, one easily checks that (1)F |i
has G0 eigenvalue . 2
Let us now try to diagonalize G0 on the L0 -grade spaces of V . We define
r
c
l = 1 + l .
24
(14)
We assume that l 6= 0 and take any operator l U (R

1 {G0 }). It is easy to see that the
vectors
l
= (G0 l l l )|i,
l ,
(15)
are if non-trivial eigenvectors of G0 with eigenvalues l . Again, we have (1)F

l
l
interpolating between the vectors +
and
for 6= 0.
l ,
l ,
613
An L0 -grade space in V with l such that l 6= 0 has therefore also a diagonal G0 action.
With respect to the Verma module V1 this change of basis involves the 4 vectors l |1i,
l
.
G0 l |1i, l G0 |1i, and G0 l G0 |1i transforming them into the 4 G0 -eigenvectors l ,
Surely, in the cases 1 = c/24 or 1 + l = c/24 two of these vectors would obviously be
trivial and the basis transformation breaks down. The case where some of these 4 vectors
are proportional plays a very important rle for our later considerations. If we assume that
l G0 |1i = G0 l |1i then we easily obtain G0 l G0 |1i = 2l l |1i. If the first relation is
true on |1i, then it is also true on G0 |1i and thus 2 l |1i = G0 l G0 |1i. Comparing the
two last conditions finally results in 2l 2 = 2 . Hence, only two proportionality factors are
allowed by grouping the vectors in two proportional pairs. In this case, however, the set of
4 vectors l |1i, G0 l |1i, l G0 |1i, and G0 l G0 |1i defines only a 2-dimensional vector
space whose basis transforms to
l
= (l )(G0 l l l )|1i,
l ,
l
= (l )(G0 l l l )|1i.
l ,
(16)
(17)
Hence, in either case of the two possible proportionality factors one of the vectors
l
would vanish. Therefore,
l ,l would be trivial and also one of the vectors l ,
the two-dimensional space defined by l |1i, G0 l |1i, l G0 |1i, and G0 l G0 |1i would
be transformed in a one-dimensional G0 -eigenspace in V and a one-dimensional
, one of them having G0 -eigenvalue l and l for the other one.

G0 -eigenspace in V
In the case that l = 0 we find that half of the operators l cannot be diagonalized with
respect to G0 . The corresponding vectors G0 l |i are hence eigenvectors of G0 with
eigenvalue 0. The vectors generated by the other half of operators cannot be transformed
into a basis of G0 -eigenvectors and only the square of G0 is diagonal on them.
Theorem 2.8. The operator G0 can be diagonalized on the L0 -grade spaces of V if
l 6= 0. The eigenvalues are l which both appear except for the case of proportionality
among pairs of the vectors G0 l |1i and l G0 |1i for some l U (R
1 {G0 }). In this
case the eigenvalues l will be shared among the Verma modules V . If l = 0 then G0
cannot be diagonalized on the corresponding L0 -grade space of V

.
The fact that G0 cannot be diagonalized appears in the supersymmetric case already at
level 0. For 1 = c/24 the Verma module Vc/24 contains one unextended Verma module
generated by |0i = G0 |c/24i. G0 can easily be diagonalized on the whole Verma module
V0 as explained above as l 6= 0, l > 0. However, Vc/24 consists of vectors outside V0 ,
|c/24i being one example.
Theorem 2.9. The Verma module Vc/24 contains an (unextended) Verma module V0 . The
vectors in Vc/24 which lie outside V0 do not belong to any (unextended) Verma module
built on an (unextended) highest weight vector (i.e., G0 -eigenvector).
Conversely, if we are now given a Verma module of the unextended Ramond algebra
with (only one) highest weight vector |i with G0 eigenvalue 6= 0 and hence
614
L0 -eigenvalue 1 = 2 + c/24 we can easily obtain V1 by considering |i together

with its partner |i = (1)F |i with G0 -eigenvalue and imposing |1i = (|i
|i )/(2). This automatically implies G0 |1i = (|i + |i )/2. In the case of = 0
we simply have to add with G0 = |0i in order to obtain 8 Vc/24 from V0 . The
notion of singular vectors is the same in extended and unextended Verma modules and
furthermore G0 applied to a singular vector produces another singular vector if non-trivial.
Therefore, if a highest weight representation of the extended R1 algebra is irreducible
(i.e., it has no singular vectors), then the two subrepresentations of the unextended algebra
are obviously also both irreducible. Conversely, if we have an irreducible representation
of the unextended algebra built on |i , 6= 0, then the Verma module of R1 built
on |1i constructed from |i and |i is also irreducible. Since it is rather simple
to transform highest weight representations of the extended Ramond algebra to highest
weight representations of the unextended algebra and conversely, it is justified to restrict
ourselves to the extended Ramond algebra R1 which turns out to be more suitable for our
considerations as the Cartan subalgebra is just a Lie algebra. Furthermore, applications
in physics usually require to distinguish bosonic from fermionic states and therefore the
extended algebra is more important for physics.
In the Verma module one usually defines an inner product by defining
L+
m = Lm ,
G+
m = Gm ,
m Z,
(18)
and obvious linear Hermitian extensions to the universal enveloping algebra. One sets
h1|L0 = 1h1| and h1|R
1 0. This consequently defines an inner product of the vectors
X|1i and Y |1i, X, Y U (R1 ) via
h1|X+ Y |1i,
(19)
where we define h1|G0 |1i = 0 since (1)F is diagonal on the two states. We obtain a
(pseudo-)norm of the vector X|1i, X U (R1 ) as h1|X+ X|1i. A singular vector and
the whole embedded Verma module built on it have obviously vanishing (pseudo-)norms.
Furthermore, every vector contained in the largest proper submodule of V1 has vanishing
(pseudo-)norm [10]. These vectors form the kernel of the inner product matrix formed via
Eq. (19) as explained in Ref. [10], compare also Ref. [26]. They therefore decouple from
the field theory. They are usually called null-vectors. 9 The quotient module where all nullvectors are set to 0 is, hence, an irreducible highest weight representation. Conversely, all
irreducible highest weight representations can be constructed in this way. Singular vectors
and their descendants do not necessarily span the whole submodule of null-vectors. The
quotient module of the Verma module divided by the submodule spanned by all singular
vectors may again contain new singular vectors, called subsingular vectors.
8 Note that V is also a R module, which is not the case for V with 1 6= c/24.
1
1
c/24
9 If the pseudo-norm is positive semi-definite, then all vectors with vanishing norm are null-vectors. However,
if the pseudo-norm is not positive semi-definite there are vectors with vanishing pseudo-norm that are not nullvectors [10] and therefore do not decouple from the field theory.
615
Definition 2.10. Let H1 be the submodule generated by all singular vectors of a Verma
module V1 . The quotient module
Q1 =
V1
H1
(20)
may or may not be irreducible. In the case that Q1 is reducible it contains new singular
vectors that were not singular in V1 . is called subsingular vector in V1 . Continuing
with this process one may find subsingular vectors in Q1 and further quotient modules
until one obtains an irreducible representation.
For the Virasoro algebra and for the N = 1 NeveuSchwarz algebra there are no
subsingular vectors [2,12], however, they have been discovered already for the N = 2
superconformal algebras by Gato-Rivera et al. in Refs. [9,14,15]. At first, it seems
that N = 1 superconformal symmetry is not large enough to allow subsingular vectors.
However, as we know from the recent findings of Iohara and Kogas [16], this assumption
does not hold for one particular case of the extended Ramond algebra. We will explain
the reasons for this in Section 7. The fact that the largest proper submodule is equivalent
to the kernel of the inner product matrix assigns an important rle to the determinant
of the inner product matrix, usually called the Kac-determinant. If we choose an HR1
graded basis, then the inner product matrix is block diagonal and the Kac-determinant
factorizes in determinants of these blocks. The lowest grade for which the determinant
vanishes indicates the existence of a singular vector. For the N = 1 Ramond algebra the
determinant formula has been first conjectured by Friedan et al. [13] and has later been
proven by Meurman and Rocha-Caridi [25]. For level zero the determinant formulae are
det M0+ = 1 and det M0 = 1 c/24. For the central term c at level l N and parity we
use the parameterization [13,29] in t C, t 6= 0,
15 3
3t.
2
t
We can then give the determinant formulae as

Y
c(t) PR (l)/2
det Ml (1, t) = 1
24
16pq62l
c(t) =
(21)
1 1p,q (t)
PR (lpq/2)
(22)
p, qN,pq odd
The functions 1p,q can hence be written as

1
(q tp)2
c
(q tp)2 (t 1)2
+
=
+ ,
(23)
8t
16
8t
24
where p and q are positive integers and p q is odd. Finally, the partition function PR (l)
is given by
1p,q =
X
i=0
x i PR (i) =
Y 1 + xk
k=1
1 xk
(24)
and satisfies PR (0) = 1. Let us note that PR (l) is always even [3] for l > 1. For most c
the parameterization Eq. (21) has two solutions t 1 and t 2 . In which case we obtain t 1 =
616
1/t 2 . We note that 1p,q (t) = 1q,p (1/t) and c(t) = c(1/t) and therefore the set of curves
1p,q (t) is invariant under the choice of solution t 1 and t 2 . Hence, the parameterization is
well-defined. In fact, the Verma modules V1p,q (t) and V1q,p (1/t) are identical. From the
determinant we know that following the curves 1p,q (t) we obtain singular vectors which
turn out to be generically primitive.
(t)
Theorem 2.11. Along the curve 1p,q (t) we find (at least) two singular vectors p,q
both at level pq/2 and with parity , where p, q N and p q is odd. Both vectors are
generically primitive.
Proof. For a given 1p,q (t) which does not intersect with any other curve 1p0 ,q 0 (t) where
p0 q 0 /2 6 pq/2 the claim is trivial. Intersections of such curves are only given by discrete
exists also for
points t = (q q 0 )/(p p0 ). Continuity arguments easily show that p,q
these discrete points (if it happens to vanish identically, then at least one derivative would
could be secondary. Hence,
be singular) and these are the only points for which p,q
p,q
is generically primitive. 2
G0 interpolates between the two parity sectors, provided G0 does not act on any
G-closed vector. Therefore, the two sectors have exactly the same determinant expressions.
Starting with a given singular vector l+ = l+ |1i V1 with singular operator l+ we can
construct two negative parity singular vectors:
= l+ G0 |1i,
G,l
G l
(25)
= G0 l+ |1i.
(26)
Likewise, G0 constructs two positive parity singular vectors from the singular vector l =
l |1i V1 :
+
= l G0 |1i,
G,l
+
G l
(27)
G0 l |1i.
(28)
p,q
always come at least in pairs of 4 unless

This seems as if the (primitive) vectors
the corresponding vectors of Eqs. (25)(28) are proportional. It is the Ramond partition
function that requires the latter.
the vectors +
Theorem 2.12. For the singular vectors p,q
G,p,q and
10
proportional as well as G,p,q and G p,q .
+
G p,q
are
Proof. The entries of the inner product matrix are polynomials in 1 and c. It is easy
to show [10] that if a determinant with polynomial entries vanishes for 1 = 1(t), then
the multiplicity of the factor (1 1(t)) in the determinant sets an upper limit for the
dimension of the kernel of the inner product matrix. Generically, the multiplicity of 1p,q (t)
has to be in the kernel, there
at level pq/2 is PR (0) = 1 for each parity sectors. As p,q
10 In the case of G-closed Verma modules or G-closed singular vectors some of these vectors may be trivial.
617
will generically be exactly one singular vector for each parity at level pq/2 along the
curve 1p,q (t) and hence the claimed proportionalities have to be true generically. Due to
continuity this extends all along the curves 1p,q (t). Note that the fact that there is just one
singular vector along 1p,q (t) at level pq/2 for each parity must be true generically but
may not be true for the discrete intersection points of the curves 1p,q (t). 2
We conclude this section by introducing convenient notation that will be used in the
following section.
Definition 2.13. For Y U (R
1 ) of the form
r
1
G02 ,
Y = LmL . . . Lm1 GnG . . . Gn1 Ln1 G1
PL
(29)
where r1 , r2 {0, 1} and for all its reorderings we define the level |Y |L = j =1 mj +
PG
G+r1 +r2 , and their length kY k = L + G. For the
j =1 nj + n + r1 , the parity |Y |F = (1)
trivial case we put |1|L = k1k = 0 and |1|F = +1. Further, we set (l N, k N0 )

Ll = Y = LmL . . . Lm1 : mL > > m1 > 2, |Y |L = l ,
(30)

Gl = Y = GnG . . . Gn1 : nG > > n1 > 2, |Y |L = l ,
(31)
L0 = T0 = G0 = {1},
Sk
Ck
(32)
= Y = LG: L Lm , G Gn ,
=

|Y |L = k = m + n, |Y |F = 1 = |G|F , m, N0 , n N0 ,
1
1
Sm,p Lkmr
Gr1
Gr02 :
1
k m r1 > 0, p(1)
p
Sm,p Sm , m N0 ,

r1 +r2
(33)
r1 , r2 {0, 1},
= 1 .
(34)
Elements of Ck are therefore of the form of Eq. (29) with r1 , r2 {0, 1}, |Y |L = k, and
|Y |F = 1. |Y |L and |Y |F describe the eigenvalue of L0 and (1)F , respectively, with
respect to the adjoint representation. For elements Y not of the form of Eq. (29) which are
still eigenvectors of L0 and (1)F with respect to the adjoint representation we therefore
extend our definition appropriately

(1)F , Y = |Y |F Y.
(35)
[L0 , Y ] = |Y |L Y,
We will always use Ck in order to define the basis of a Verma module V1 :
Definition 2.14. The standard basis for V1 is

B1 = X|1i: X Ck , k N0 ,
(36)
eigenvalues
which is naturally N0 {1} graded with respect to their L0 and
relative to the highest weight vector. This grading is inherited from the grading on U (R1 ).
p
The decomposition of l V1 with respect to the standard basis
X
p
cX X|1i,
(37)
l =
(1)F
XCl
is called the normal form of l . X Cl are the terms of l and the coefficients cX its
p
coefficients. Terms X with non-trivial coefficients cX are called non-trivial terms of l .
618
In the case of G-closed Verma modules the basis is obviously smaller and will be defined
similarly through

c
G
: X CkG , k N0 ,
= X
(38)
Bc/24
24
with

p
1
1
Gr1
: Sm,p Sm , m N0 , r1 {0, 1},
CkG = Sm,p Lkmr
1

k m r1 > 0, p(1)r1 = 1 , k N0 .
(39)
Whilst Verma modules V1 may contain both, singular vectors and G-closed singular
G
can only contain singular vectors but not G-closed
vectors, G-closed Verma modules Vc/24
singular vectors. Similar phenomena are true for the N = 2 algebras as shown in
Refs. [9,15]. To be precise, for the topological and NeveuSchwarz N = 2 algebras there
are no chiral singular vectors in chiral Verma modules whereas for the twisted N = 2
algebra there are no G-closed singular vectors in G-closed Verma modules.
3. Ordering kernels for Ramond Verma modules

Verma modules of the Virasoro algebra contain at most one singular vector at a given
level. This is a consequence of the embedding diagrams proven by Feigin and Fuchs [12].
On the other hand, if one knows in advance that there can be at most one singular vector
for a given level, then the analysis of descendant singular vectors comes down to a detailed
analysis of the roots of the determinant formula. Whenever one finds that the level of
two secondary singular vectors agree then these singular vectors need to be the same and
the generated submodules would be identical. This also allows us to derive the character
formulae of the irreducible highest weight representations. However, for Verma modules
where such a uniqueness of singular vectors at a given level is not true the procedure of
deriving the embedding patterns is much more complicated. Consequently the derivation
of the characters via embedding diagrams also needs more information in this case. This
has been demonstrated in Ref. [6] for the minimal models of the N = 2 NeveuSchwarz
algebra. To solve such problems there are hence two questions of major interest. First,
which are the maximal dimensions a space of singular vectors can have for a given weight
the so-called singular dimensions and secondly, if the singular dimension is greater
than 1, how can we decide if two singular vectors at the same weight are proportional?
From Iohara and Kogas [16] we know already that the singular dimension of the Ramond
algebra is 2. The second question can be answered using a rather simple but powerful
method, the adapted ordering method, introduced in Ref. [8]. In addition, this will also
confirm Iohara and Kogas [16] results. The adapted ordering method generalizes ideas
developed by Kent for the analytic continuation of Virasoro singular vectors [21]. It has
first been used for the 3 isomorphic N = 2 superconformal algebras (the topological
N = 2 algebra, the N = 2 NeveuSchwarz algebra, and the N = 2 Ramond algebra)
and just recently also for the twisted N = 2 algebra in Ref. [9]. In the latter case the
619
adapted ordering method shows strong similarities to what we will find for R1 . A priori
the connection between the following definition and the answers to the questions above
does not seem very obvious. The power of this method, however, lies in two theorems
which were proven in Ref. [8] and which we will review after introducing the notion of
adapted orderings in the case of the Ramond algebra. For convenience, let us first define
the following notation.
p
Definition 3.1. For X Cl and R1 we set

X (1) = non-trivial terms of X|1i .
(40)
As the set of all non-trivial terms of X|1i in its normal form, X (1) is if non-trivial
p| |
a subset of Cl+| F|L with | |L and | |F defined as in Eq. (35).
In this notation we can give the definition of an adapted ordering in a particularly suitable
form:
Definition 3.2. Let O be a total ordering on Cl . K = R+
1 is the set of annihilation
pA
p
operators. O is said to be adapted to the subset Cl Cl , in V1 with K = R+
1 , if for
pA
any X Cl at least one K exists for which
[
Y (1).
(41)
X (1) 6
p
p
Y Cl
X<O Y, Y 6=X
pA
pK
pA
The complement of Cl , Cl = Cl \ Cl
ordering O in the Verma module V1 .
is the (ordering) kernel with respect to the
pA
In other words, for each X Cl there exists an annihilation operator such that
X|1i contains at least one non-trivial term that is not contained in Y |1i for all Y
that are strictly O-larger than X. The significance of this definition lies in the fact that if
p
p
we know that l 0 for l V1 and we assume that X is the O-smallest non-trivial
p
p
term in l , then there will be at least one non-trivial term in l which contradicts
p
pK
l 0. Hence only elements of the ordering kernel Cl can be O-smallest non-trivial
p
terms of a singular vector l . These rather simple thoughts result in the following two
theorems that were proven in a more general setting in Ref. [8].
pK
Theorem 3.3. If the ordering kernel Cl of an adapted ordering at level l, parity p, in V1

and with annihilation operators K = R+
1 has n elements, then there are at most n linearly
p
independent singular vectors l in V1 at level l with parity p.
Theorem 3.4. Let O denote an adapted ordering at level l, parity p, with ordering kernel
pK
Cl for a given Verma module V1 and annihilation operators K = R+
1 . If the normal form
p,1
p,2
of two vectors l and l in V1 at the same level l and parity p, both satisfying the
620

pK
1 = c 2 for all terms X C

highest weight conditions, have cX
X
l
p,1
p,2
, then
(42)
p
Surely, every total ordering on Cl would be adapted at least to the empty set Cl .
p
This, however, is not at all useful as the adapted kernel would be the whole set Cl . The
aim is to find orderings that lead to very small ordering kernels. Coming back to the two
questions set in the introduction of this section, Theorem 3.3 answers the first one: the size
of the adapted kernel sets an upper limit for the dimension of a space of singular vectors
for a given weight. Theorem 3.4 answers the second question: in order to decide if two
singular vectors with the same weight are proportional we do not need to compare all their
coefficients, in fact we do not even need to know all their coefficients, it is already enough
to compare the few coefficients with respect to the ordering kernel. These coefficients
completely identify a singular vector. This fact has been used for the N = 2 algebra in
Refs. [8,9] and in a simpler version already in Ref. [5] for the N = 2 NeveuSchwarz case.
As the trivial vector has vanishing coefficients for all terms it follows that a singular vector
needs to have at least one non-trivial term of the ordering kernel. In the following we will
compute ordering kernels for the Ramond algebra R1 which will prove to be the smallest
possible by explicit examples given in the appendix.
We obtain the corresponding definition of adapted orderings for G-closed Verma
p
pG
pA
pGA
G , and B
, V1 by Vc/24
modules by replacing in Definition 3.2 Cl by Cl , Cl by Cl
c/24
G
by Bc/24
. Theorem 3.3 and theorem 3.4 hold accordingly. The same is true for G-closed
singular vectors for which we simply have to extend the set of annihilation operators to
K = R+
1 {G0 }.
The adapted ordering we are now going to introduce coincides formally with the adapted
ordering given in Ref. [8] for the topological N = 2 superconformal algebra, restricted to
the fewer fermionic and bosonic generators in the N = 1 Ramond case. With respect to
the twisted N = 2 case our results will be similar, nevertheless the ordering for the twisted
N = 2 case [9] is very different in the sense that the special rle of the translation operator
L1 has been taken over by another N = 2 bosonic operator. We first introduce an ordering
on the sets 11 Ln and Gn .
Definition 3.5. We take Yi Lni for i = 1, 2 which we call case = L or Yi Gni for
i = 1, 2 which we denote by case = G. Hence Yi is of the form
i
Yi = Zm
i
kYi k
i
. . . Zm
i,
(43)
with |Yi |L = ni (ni N0 ), or Yi = 1, i = 1, 2, with Z i

Gi i
mj
in case G. We compute the
index 12
mij
being either Li

j0 = min j : m1j m2j 6= 0, j = 1, . . . , min kY1 k, kY2 k .
11 Examples of Definition 3.5 can be found in Refs. [8,9].

12 For subsets of N we define min = 0.
mij
in case L or
621
If non-trivial, j0 is the index for which the levels of the generators in Y1 and Y2 first disagree
when read from the right to the left. For j0 > 0 we then define
Y1 < Y2
if m1j0 < m2j0 .
(44)
If, however, j0 = 0, we set

Y1 < Y2
if kY1 k > kY2 k.
(45)
Throughout this definition, either stands for L or for G.

With the help of Definition 3.5 we now introduce a suitable adapted ordering for Ramond
Verma modules. It is easy to see that the following definition really defines a total ordering
p
l1
on Cl with global minimum Ll1 for Cl+ and Ll1 G0 for Cl . Ll1
1 G1 G0 and L1 G1
are the smallest elements after the minimum elements, respectively.
p
Definition 3.6. On the set Cl , l N, p {} we introduce the total ordering O. For two
i
ri
ri
1
G02 , Li Lmi , Gi Gki for
elements X1 , X2 Cl , X1 6= X2 with Xi = Li Gi Ln1 G1
i
i
some mi , ni , k i N0 , r1 , r2 {0, 1}, i = 1, 2, we define
X1 <O X2
if n1 > n2 .
(46)
For n1 = n2 we set
X1 <O X2
if r11 > r12 .
(47)
If r11 = r12 then we set

X1 <O X2
if G1 <G G2 .
(48)
In the case that G1 = G2 we then define

X1 <O X2
if L1 <L L2 .
(49)
For X1 = X2 we define X1 <O X2 and X2 <O X1 .

As explained before, the main result we intend to extract from an adapted ordering is
the ordering kernel as the number of elements of the ordering kernel defines an upper limit
for the singular dimensions. Secondly, the terms in the ordering kernel identify singular
vectors uniquely according to Theorems 3.3 and 3.4. We find the following result.
p
Theorem 3.7. The ordering kernels of O on Cl for the Verma module V1 are given for
l N, p {} and for all central terms c C in Tables 1 and 2.
Table 1
Ordering kernels for O, annihilation operators R+
1
(1)F
Ordering kernel
{Ll1 , Ll1
1 G1 G0 }
{Ll1 G0 , Ll1
1 G1 }
622
Table 2
Ordering kernels for O, annihilation operators R+
1 and G0
(1)F
Ordering kernel
{Ll1 }
{Ll1 G0 }
For the proof of Theorem 3.7 we follow the lines of the proof for the topological N = 2
algebra given in Ref. [8].
p
Proof. The most general term X0 at level l, parity p, in Cl , l N, p {} is

r
1
G02 Cl ,
X0 = L0 G0 Ln1 G1
(50)
with
L0 = LmkL0 k . . . Lm1 Lm
G0 = GkkG0 k . . . Gk1 Gk ,
(51)
m, n, k N0 , r1 , r2 {0, 1}, such that l = m + n + k + r1 and p = (1)kG k+r1 +r2 . We

then construct the vector 0 = X0 |1i.
In the case G0 6= 1 we look at Gk1 which necessarily has k1 > 1 and consider the
positive operator Gk1 1 . The commutation relations of Gk1 and Gk1 1 create a generator
0
Gk
L1 . Therefore, X0 1
contains the term
e0 Ln+1 Gr1 Gr2 ,

XG = L0 G
1 0
1
e0 = Gk 0 . . . Gk2 ,
G
kG k
(52)
e0 = 1 in the case kG0 k = 1. For any other term Y C p which also contains XG in
or G
l
Gk
Y 1 the action of Gk1 1 also creates at least one generator L1 in order to obtain XG or
Y has more generators L1 than X0 . In the latter case Y <O X0 . In the first case, however,
the action of one positive operator can according to the commutation relations create at
most one new generator. We can therefore restrict ourselves to terms Y of the form
rY
rY
1
G02 Cl ,
Y = LY GY Ln1 G1
(53)
with the same number n of generators L1 than X0 . Gk1 1 commuting through operators
of LY can only create operators of the form Gk with k 6 k1 . Hence, this additional
operator L1 can only be created by commutation of Gk with operators in GY or with
1
. In the first case the operator with smallest (absolute) index in GY must have an
Gr1
index k1Y 6 k and consequently Y <O X0 (note that in this case riY = ri ). In the latter case,
however, we necessarily obtain r1Y = 1 > r1 and again Y <O X0 . Hence, we have shown
Gk1 1
that XG Y
implies Y <O X0 and therefore
XG
/
Gk1 1
623
(54)
p
Y Cl
X0 <O Y, Y 6=X0
but
Gk
X G X0 1 .
(55)
Let us now continue with terms X0 of the form

p
1
Gr02 Cl .
X0 = L0 Ln1 Gr1
(56)
Lm 1
If L0 6= 1 we consider the positive operator Lm1 1 . X0 1
contains
r1
r2
XL = L 0 Ln+1
1 G1 G0 ,
L 0 = LmkL0 k . . . Lm2 ,
(57)
p
or L = 1 in the case kL0 k = 1. For any other term Y Cl which also contains XL in
Lm
Y 1 we again find that the action of Lm1 1 creates exactly one additional L1 in
order to obtain XL or we have automatically Y <O X0 . If the additional L1 is created
rY
1
we would as before find Y <O X0 . We can hence concentrate on
by commutation with G1
terms Y of the form
1
Gr02 Cl ,
Y = LY Ln1 Gr1
(58)
where also r2Y = r2 due to parity equality with X0 . The only way of creating L1 from Y
under the action of Lm1 1 is via commutation with generators in LY . Therefore LY needs
to contain an operator Lm with m 6 m1 and therefore again Y <O X0 . Thus
[
Lm 1
Lm 1
Y 1 ,
(59)
X0 1 6
p
Y C
l
X0 <O Y, Y 6=X0
This completes the proof of the ordering kernels of Table 1.

Finally, if we also have G0 as annihilation operator, we can then act with G0 on terms
X0 of the form
p
X0 = Ln1 G1 Gr02 Cl ,
(60)
which creates a non-trivial term

p
r2
X0 = Ln+1
1 G0 Cl .
(61)
Obviously, the only way of creating L1 by commuting G0 with products of generators

p
in Cl is by commuting G0 directly with G1 . Therefore any other term Y that creates
0
X under the action of G0 and is not O-smaller than X0 would also need to create one
L1 and thus also have r1Y = r1 = 1, besides nY = n. Trivially, we find in this case that
Y = X0 . This proves the ordering kernel of Table 2 which finally completes our proof of
Theorem 3.7. 2
624
Table 3
pG
Ordering kernels for O on Cl , annihilation operators R+
1
(1)F
Ordering kernel
{Ll1 }
l1
{L1 G1 }
pG
Obviously O also defines a total ordering on Cl . We can set r2 0 everywhere in the

G . Hence,
above proof and obtain the same reasoning for the G-closed Verma modules Vc/24
we can already give the ordering kernels for G-closed Verma modules in the following
theorem.
pG
G
are given
Theorem 3.8. The ordering kernels of O on Cl for the Verma module Vc/24
for l N, p {} and for all central terms c C in Table 3.
As mentioned earlier, G-closed Verma modules do not contain any G-closed singular
pG
vectors. Therefore, Theorem 3.8 does not consider orderings on Cl with annihilation
+
operators R1 and G0 . Knowing the ordering kernels, we can now use our powerful
Theorems 3.3 and 3.4 to find upper limits for singular dimensions and to identify singular
vectors. Both will be demonstrated in the following section.
4. Singular dimensions and singular vectors in Verma modules over the N = 1
Ramond algebra
Theorem 3.3 tells us that the dimension of spaces of singular vectors for a given level l
and parity p is bounded by the number of elements of the corresponding ordering kernel
found in the previous section. In Appendix A we give all the singular vectors until level 3.
In particular, at level 3 we give explicit examples of two-dimensional singular vector spaces
in (complete) Verma modules. The upper limits for the singular dimensions given by the
ordering kernels turn out to be maxima. We can therefore state that the ordering we have
chosen is the best possible since the results we have found cannot be improved by choosing
any other ordering. We easily deduce the following theorem from 3.7 and 3.8 which is
surprisingly similar to the corresponding results for the twisted N = 2 superconformal
algebra [9].
p
pG
Theorem 4.1. For singular vectors l and G-closed singular vectors l in the Verma
p
G
, one finds the
module V1 , or singular vectors l in the G-closed Verma module Vc/24
maximal singular dimensions for singular vectors at the same level l N0 and with the
same parity p {} given in Table 4.
Using Theorem 3.4 every singular vector in its normal form can be uniquely identified
by its components with respect to elements in the ordering kernel. All the other coefficients
625
Table 4
Maximal dimensions for singular spaces of the N = 1 Ramond algebra
p=+
p=
l V1
G
l Vc/24
pG
c/241 V1
p
p
pG
G
0 Vc/24
of a singular vector with respect to the standard basis are hence fixed once the coefficients
on the ordering kernel are known. However, it may be extremely hard to actually compute
them especially at very high levels. For the Ramond algebra the so-called fusion method
has been used by Watts [29] to compute certain classes of Ramond singular vectors
explicitly.
Definition 4.2. If l = l |1i is a singular vector 13 in V1 at level l N0 with parity
{} then the normal form of l+ is completely determined by the coefficients of Ll1 and
Ll1
1 G1 G0 . Alternatively the normal form of l is determined by the coefficients of
l1
Ll1 G0 and L1 G1 . We therefore introduce the following notation:
+
l1
l
(a, b)+
l = l = aL1 + bL1 G1 G0 + ,
(a, b)
l
+ bLl1
1 G1
= aLl1 G0
+ ,
(62)
(63)
for the singular vector operators l given in their normal form, where a, b C.
Similarly, G-closed singular vectors lG = lG |c/24 li are identified by their Ll1
or Ll1 G0 component for parity + or , respectively. We use the notation
= l+G = aLl1 + ,
(a)+G
l
(a)G
l
lG
= aLl1 G0
+ .
(64)
(65)
G
can be
Finally, singular vectors l = l |c/24iG in G-closed Verma modules Vc/24
identified in the following way:
+
l
(a)+
l = l = aL1 + ,
(a)
l
= aLl1
1 G1
+ .
(66)
(67)
In Section 1 we mentioned that in the Virasoro case it was sufficient to compare the level
of two singular vectors in the same Verma module in order to deduce whether they are
proportional. This important feature simplified the derivation of the embedding structure
of submodules [12] and finally the connection to the Virasoro irreducible characters. Our
13 Note that this definition only makes sense if is a singular vector. Certainly for most pairs a, b C singular
l
vectors do not exist.
626
examples in the appendix show that in the Ramond case the simple comparison of weights
is not sufficient in order to decide if singular vectors are proportional and therefore the
derivation of the embedding structure and character formulae seems almost unmanageable
if we do not know the singular vectors explicitly. However, Theorem 3.4 reduces this
problem to the knowledge of the coefficients with respect to the ordering kernel only.
In the case of G-closed singular vectors or singular vectors in G-closed Verma modules
this single coefficient can always be normalized to 1 if the vector is non-trivial
and therefore for these cases we can almost proceed as in the Virsoro case. For singular
vectors that are not G-closed in complete Verma modules we need to find the two leading
coefficients. This will be done in the following section. However, in order to analyze
secondary singular vectors we need to find product formulae for singular vector operators.
This can easily be achieved by taking into account all possible contributions to leading
terms. For example,

l1 1
l2 1
1
2
+ b1 L1
G1 G0 + a2 Ll1
+ b2 L1
G1 G0 +
a1 Ll1
l1 +l2 1
1 +l2
+ (a1 b2 + a2 b1 + 2b1 b2 )L1
G1 G0 +
= a1 a2 Ll1
(68)
+
leads to the multiplication rule for (a1 , b1 )+
l1 (a2 , b2 )l2 provided the conformal weights
satisfy 12 + l2 = 11 . In the same way we can easily find similar rules for other types
of singular vector operators.
p
Theorem 4.3. l1 1 and l2 2 denote two singular vector operators for the Verma modules
p p
V11 and V12 with 12 +l2 = 11 then l1 1 l2 2 |12 i is either trivial or singular in V12 at level
l1 + l2 with parity p1 p2 . Depending on the parities the resulting singular vector operator
is:
+
+
(69)
(a1 , b1 )+
l1 (a2 , b2 )l2 |12 i = (a1 a2 , a1 b2 + a2 b1 + 2b1 b2 )l1 +l2 |12 i,

c
|12 i, (70)
+ 2b1 b2
(a1 , b1 )+
l1 (a2 , b2 )l2 |12 i = a1 a2 , a1 b2 + a2 b1 12
24
l1 +l2
+
(a1 , b1 )
l1 (a2 , b2 )l2 |12 i

1
c
|12 i,
= a1 a2 + 2a1b2 , l2 a1 a2 + a2 b1 a1 b2 12
2
24 l1 +l2
(a1 , b1 )
l1 (a2 , b2 )l2 |12 i

+

c
1
+ 2a1b2 , a2 b1 + l2 a1 a2 a1 b2
|12 i.
= a 1 a 2 12
24
2
l1 +l2
(71)
(72)
G and 1 =
If, however, l2 2 denotes a singular vector in the G-closed Verma module Vc/24
1
p p
G
at level l1 + l2 with
c/24 + l2 then l1 1 l2 2 |c/24iG is either trivial or singular in Vc/24
parity p1 p2 . The multiplication rules for these cases are:
+
+
G
G
(a1 , b1 )+
l1 (a2 )l2 |12 i = (a1 a2 )l1 +l2 |12 i ,
(73)
G
(a1 , b1 )+
l1 (b2 )l2 |12 i
(74)
G
(a1 b2 + 2b1b2 )
l1 +l2 |12 i ,

+
G
(a1 , b1 )
l1 (a2 )l2 |12 i =
1
l2 a1 a2 + a2 b1
2

l1 +l2
627
|12 iG ,
(75)
+
G
G
(a1 , b1 )
l1 (b2 )l2 |12 i = (2a1 b2 )l1 +l2 |12 i .
p G
Finally, if l1 1
(76)
p
denotes a G-closed singular vector operator of |c/24 l1 i and l2 2 a
p G p
singular vector operator of |12 i with 12 + l1 + l2 = c/24 then l1 1 l2 2 |12 i
trivial or a G-closed singular in Vc/24l1 l2 at level l1 + l2 with parity p1 p2 .
is either
+
+
(a1 )+
l1 (a2 , b2 )l2 |12 i = (a1 a2 )l1 +l2 |12 i,
(a1 )+
l1 (a2 , b2 )l2 |12 i
+
(a1 )
l1 (a2 , b2 )l2 |12 i
(a1 )
l1 (a2 , b2 )l2 |12 i
= a1 a2 (l1 + l2 ) + 2a1 b2
(77)
(a1 a2 )
l1 +l2 |12 i,
(a1 a2 + 2a1b2 )
l1 +l2 |12 i,
(78)
+
l1 +l2
(79)
|12 i.
(80)
=
In exactly the same way, we can also find the leading coefficients of the vectors G,l
(a, b)G,l |1i and G l = G (a, b)l |1i, introduced in Eqs. (25)(28). For example, the
product

c
l1
l
+ , (81)
G
G
+
G
=
aL
G
+
bL
G
L
aLl1 + bLl1
0
0
1 0
1 1 0
1 1
24
leads to (a, b)
G,l . Using similar products one easily obtains the following theorem.
14 =
Theorem 4.4. If the vector l is given by (a, b)
l , then the vectors
G,l
(a, b)G,l |1i = (a, b)l G0 |1i and G l = G (a, b)l |1i = G0 (a, b)l |1i are:

c
1
(82)
+ la |1i,
G (a, b)l |1i = a + 2b, b 1
24
2
l

c
|1i,
(83)
(a, b)
G,l |1i = a, b 1
24 l
+

c
1
+
la
b
(a,
b)
|1i
=
a
1
|1i,
(84)
+
2b,
G
l
24
2
l

+
c
+
(85)
, b |1i.
(a, b)G,l |1i = a 1
24
l
For (a, b)
l being G-closed we require G (a, b)l 0, which is necessary and sufficient.
From the above multiplication formulae we easily compute that in both cases non-trivial
solutions exist only for the known condition 1 + l = c/24. For these solutions we obtain
(a, b)
l is G-closed as given in the following theorem.
+G
G
and ((2/ l)a, a)
(l 6= 0) are the only
Theorem 4.5. (a, a/2)+
l = (a)l
l = (a)l
possibilities for G-closed singular vectors in V1 with 1 = c/24 l.
14 Note that (a, b) and (a, b) include G for their fermion parity.
G
0
G,l
l
628
5. All Ramond singular vectors

In the previous section, we were able to derive the ordering kernel coefficients for the
and G l provided the ones of l were known. In Theorem 2.12, we showed

vectors G,l
the corresponding singular vectors
that in the case of the primitive singular vectors p,q
G,l and G l are proportional. This proportionality requirement restricts the coefficients
.
of p,q
+ in V at level pq/2 are either given by
Theorem 5.1. The singular vectors p,q
1
(q tp, q)+
l
or (q tp, tp)+
l .
(86)
p,q
in V1 at level pq/2 are either

Similarly, the singular vectors

8
8t
, q tp .
or
, q tp
q
p
l
l
(87)
Proof. Requiring (a, b)

G,l G (a, b)l has for 1 6= c/24 exactly two solutions as one can
easily see: a/b = (q tp)/q or a/b = (q tp)/(tp). The cases for which 1 = c/24
intersects with 1 = 1p,q are only the discrete points at t = q/p. Continuity arguments for
the coefficients of polynomial type of the singular vectors lead to the claim for parity +.
One easily verifies the parity case in the same way. 2
We note that the pairs of possible solutions given in Theorem 5.1 are symmetric under
the operation p q, t 1/t. Since the Verma modules V1p,q (t ) and V1q,p (1/t ) are
identical 15 we find the following identity of singular vectors using the normalization of
Eqs. (86)(87):

1 1
.
(88)
p,q (t) = q,p
t
t
Due to this identity, all (primitive) singular vectors have been found once the vectors
(t) for p, q N, q even and p odd have been given.
p,q
The examples in the appendix and computer exploration [28] until level 6 show which
(t) depending
of the two possibilities can be assigned to the primitive singular vectors p,q
on p or q being even or odd. We can, therefore, give the following conjecture.
(t) at level pq/2 are given by
Conjecture 5.2. The singular vectors p,q
+
(t) = (q tp, q)+
p,q
pq/2 |1p,q (t)i,
+
(t)
p,q
tp, tp)+
pq/2 |1p,q (t)i,

= (q

8t
(t) = , q tp
|1p,q (t)i,
p,q
q
pq/2

8
, q tp
|1p,q (t)i,
p,q (t) =
p
pq/2
15 Note that c(t) = c(1/t).
q even,
(89)
p even,
(90)
q even,
(91)
p even,
(92)
629
for p, q N, p q odd.
only have two possible choices
According to Theorem 5.1 the singular vectors p,q
for their coefficients, therefore explicit computer calculations are a sufficiently convincing
indication for Conjecture 5.2. A final proof could follow in the line of Watts [29], using the
fusion of conformal fields in order to derive expressions for singular vectors. But for our
purpose only two coefficients are needed and therefore the construction of Watts should
be applicable in a simplified form and may only be needed for a particular limit of the
parameter t.
The expressions of Conjecture 5.2 reveal once more striking similarities to the twisted
N = 2 superconformal algebra. For the twisted N = 2 algebra the singular vectors also
follow a choice of two possible ordering kernel coefficients [9]. They are also labeled by
two integers r, s where r plays the rle of p and s the one of q, however, s has to be
odd. In the twisted N = 2 case, the observed expressions for singular vectors always take
an expression similar to Eq. (90) whilst the second possibility similar to Eq. (89) never
appears. Considering the fact that s has to be odd for the twisted N = 2 case and taking
into account that q is odd for Eq. (90), we observe a rather close connection between the
N = 1 Ramond case and the twisted N = 2 case.
Let us note that the singular vectors of Conjecture 5.2 never vanish identically. This
reveals a significant difference with respect to the singular vectors of the three isomorphic
N = 2 algebras, where discrete vanishings of the primitive singular vector expressions lead
to the fact that the two-dimensional tangent space is spanned by two secondary 16 linearly
independent singular vectors [5]. In contrast, the primitive singular vector expressions for
the twisted N = 2 algebra never vanish [9], like for the N = 1 Ramond algebra.
Based on Conjecture 5.2 it is easy to compute the Verma modules with degenerate
singular vectors, i.e., with singular spaces of dimension 2. For a given level l N there are
normally multiple solutions to the number theoretical problem pq = 2l, p, q N, p q
odd. Solutions with p even are said to be of type = + whilst for q even we assign type
= . In the general case one factorizes the integer 2l in its prime factors
2l = 2
P
Y
ini ,
(93)
i=1
with i > 2 distinct primes and n N, ni N0 . The type = (q even) solutions to

pq = 2l are then given by
p =
P
Y
i i ,
i=1
q = 2n
P
Y
ni ki
(94)
i=1
16 For example, in the case of the N = 2 NeveuSchwarz algebra the spaces of linearly independent singular
vectors are always uncharged and are secondary singular vectors of charged singular vectors at lower levels.
630
whilst for = + (p even) we have

p + = 2n
P
Y
iki ,
i=1
q + =
P
Y
ni ki
(95)
i=1
for each P -tuple = (k1 , k2 , . . . , kP ) NP0 , with ki 6 ni , i = 1, . . . , P , where the type

of the solution is indicated with a superscript . Note that for each level l N there exist at
least two solutions: p = 2l, q = 1 and p = 1, q = 2l. The number of solutions to pq = 2l,
p, q N, p q odd is thus determined by the number of P -tuples = (k1 , . . . , kP )
with NP0 and 6 (n1 , . . . , nP ) for the prime factorization of 2l. Hence, there are 17
Q
5l = 2 Pi=1 (ni + 1) solutions to pq = 2l, p, q N, p q odd.
The proof of Theorem 2.12 sheds light on the fact that there are generically only
+ (or ) at level
one-dimensional singular spaces defined by the singular vectors p,q
p,q
l = pq/2 for all 5l solutions p and q. The most interesting Verma modules are those,
where some of these 5l solutions intersect and may hence lead to two-dimensional
singular spaces provided the corresponding singular vectors are not proportional. Using
Conjecture 5.2 we shall now investigate such cases of degeneration. Let us remark again
that the singular dimension cannot be bigger than 2 (the size of the ordering kernel) even
though a priori we would expect that even more than 2 solutions i could intersect.
Let us analyze the intersections of the conformal weights 1p,q (t) of the 5l solutions
corresponding to pq = 2l, p, q N, p q odd. For fixed l N we find the prime
factorization as given above. Let us now take two P -tuples 11 and 22 of assigned types
1 and 2 . We write pi for p i and qi for q i which satisfy p1 q1 = p2 q2 = 2l. Let us
i
i
further assume that the corresponding conformal weights intersect: 1p1 ,q1 = 1p2 ,q2 . This
easily implies (q1 p1 t)2 = (q2 p2 t)2 for the intersection points which results in
q1
q2
(96)
t = = .
p1
p2
Using the prime factorization the intersection values of the central parameter t can be given
as
t = n1 ,2
P
Y
ni ki1 ki2
(97)
i=1
with
n
2
for (1 , 2 ) = (, ),
1
for
(1 , 2 ) = (, +), (+, ),
1 ,2
(98)
=
n
1
for
(
,

)
=
(+,
+).
1 2
2n
Therefore, the conformal weights 1p1 ,q1 and 1p2 ,q2 have exactly 2 intersection points
where the two singular vectors p+1 ,q1 and p+2 ,q2 both exist as well as p1 ,q1 and p2 ,q2 .
17 We define the empty product as Q0 = 1.
i=1
631
The key question is whether these singular vectors are different and hence define twodimensional singular spaces, or if they are proportional and thus lead to one-dimensional
singular spaces instead.

For this purpose, let us take again two P -tuples 1 1 and 2 2 . The corresponding conforQ
ni ki1 ki2
= q1 /p2 = q2 /p1 . From 5.2 we
mal weights intersect for t = n1 ,2 Pi=1 i
obtain the corresponding singular vectors pj ,qj , j = 1, 2 as:

q1
j = (qj even),
(99)
= (qj qj , qj )+
p+j ,qj t =
l |1pj ,qj i,
p2

q1
j = +(pj even),
(100)
= (qj qj , qj )+
p+j ,qj t =
l |1pj ,qj i,
p2

+
q1
8
(101)
= , qj qj |1pj ,qj i, j = (qj even),
pj ,qj t =
p2
pj
l

+
q1
8
, qj qj |1pj ,qj i,
j = +(pj even),
(102)
pj ,qj t =
=
p2
pj
l
with 1 = 2 and 2 = 1. By considering the determinant of these coefficients we easily obtain
the following result.
with l = pq/2 define
Theorem 5.2. For a given level l N the singular vectors p,q
generically one-dimensional singular spaces. There are two intersection points of 1p1 ,q1 =
1p2 ,q2 for p1 q1 = p2 q2 = 2l which are
1
= n1 ,2 n
2
P
Y
ni ki1 ki2
i=1
q 1
q 2
= .
p 2
p 1
At these points degenerate singular spaces of dimension 2 occur as given in Table 5. The
values for t at the intersection points are real and rational. However, at most 2 of these
conformal weight curves can intersect in any common values of t.
Proof. The determinant of the ordering kernel coefficients of Eqs. (99)(102) in the
different cases are (q22 q12 ) for (1 , 2 ) = (, ) and (q12 q22 ) for (1 , 2 ) =
(+, +) by considering only the positive parity case. In the case of (1 , 2 ) = (+, ) and
Table 5
Degenerate N = 1 Ramond cases
1
2
p1
p2
odd
odd
odd
even
even
odd
even
even
t
Q
ni ki1 ki2
2n P
i=1 i
Q
ni ki1 ki2
P
i=1 i
Q
ni ki1 ki2
P
i=1 i
Q
ni ki1 ki2
21n P
i=1 i
Dimension
2
1
1
2
632
(1 , 2 ) = (, +) the determinant always vanishes. Similar relations can easily be found
for the negative parity cases. Hence for 1 2 = + (equal type singular vectors) we obtain
2-dimensional spaces, whilst for 1 2 = (different type singular vectors) we have just
1-dimensional singular spaces defined by the two singular vectors. Let us assume now that
Q
ni ki1 ki2
=
the conformal weights of 11 and 22 intersect at t = n1 ,2 (1/2n ) Pi=1 i

q1 /p2 . In the same way the conformal weights of 22 and 3 3 intersect at t =
Q
ni ki2 ki3
,
= q3 /p2 . Assuming t = t obviously leads to q1 = q3 and
n2 3 (1/2n ) Pi=1 i
hence also p1 = p3 . Therefore, there are no values of t for which more than two conformal
weights 1p,q intersect at the same level pq = 2l. 2
Intersections of equal type singular vectors occur for the first time at level 3 when
11,6 intersects 13,2 and for 16,1 intersecting with 12,3 and therefore lead to degenerate
primitive singular vectors. All other intersections at level 3 and below are intersections of
different type of singular vectors and therefore do not lead to any degenerate levels. In
Appendix A we give all primitive singular vectors until level 3 and indicate explicitly the
degenerate singular vectors. Let us note that for the N = 2 isomorphic algebras (Neveu
Schwarz, topological and Ramond) the degenerate singular vectors found so far [5,15] are
always secondary whereas for the N = 2 twisted algebra [9] and for the N = 1 Ramond
algebra the degenerate singular vectors are generically primitive. 18
The multiplication rules of Theorem 4.3 together with the identification of the singular
vectors with their ordering kernel coefficients supply fundamental tools to investigate the
structure of embedded singular vectors and descendant singular vectors and hence the
embedding diagrams. In the following section, we show that Theorem 4.3 allows us to
follow the lines of Feigin and Fuchs [12], who discussed the Virasoro case, to extend their
approach to the Ramond algebra using the results of this section. In the following section
we will comment on the similarities for the rational models (t Q) of the Ramond case
and of the Virasoro case but we will also point out their main differences.
6. Descendant singular vectors

In the previous sections we have discussed that a singular vector l1 |11 i of the Verma
module V11 generates a submodule homomorphic to V11 +l1 . On the other hand, V11 +l1
may again contain a singular vector l2 |11 + l1 i. In this section we want to focus on
the resulting vector l2 l1 |11 i, which if non-trivial is again a singular vector,
called a descendant or secondary singular vector, as was explained before. Descendant
singular vectors that are proportional are considered to be equal. The relative structure
of the singular vectors and their descending patterns are usually given in so-called
embedding diagrams. Embedding diagrams are important to find out the dimension of
the null submodule of a Verma module and are hence crucial for the character formulae
of the irreducible highest weight representations. Embedding diagrams include all singular
18 We are very grateful to B. Gato-Rivera for pointing this out to us.
633
vectors and usually if applicable also subsingular vectors. The diagrams indicate
which singular vectors appear as descendant singular vectors of others and proportional
singular vectors are indicated as one singular vector only.
For the Virasoro algebra the derivation of the embedding diagrams [12] is merely a
matter of solving the number theoretical problem for which levels the roots of the Kacdeterminant formula predict a singular vector and of comparing the relative levels of these
singular vectors to reveal the embedding pattern. This procedure is rather simple due to the
properties of the Virasoro algebra that does not allow two or more Virasoro singular vectors
at the same level in the same Verma module. Hence Virasoro singular vectors at the same
level in the same Verma module are always proportional. As a remark, let us add that also
for the Virasoro case for a given level l N0 we have different one-parameter families of
singular vectors p,q (t) that intersect for certain values of t, pairs (p1 , q1 ), and (p2 , q2 )
at the same level p1 q1 = p2 q2 . However, for Virasoro Verma modules these singular
vectors at such intersection points are always linearly dependent [8,12,21]. Furthermore,
for the Virasoro algebra the products of singular vector operators never vanish and also
Virasoro Verma modules do not contain any subsingular vectors. These properties make
the derivation of Virasoro embedding diagrams straightforward.
For superconformal algebras most of these remarkable properties of the Virasoro algebra
may not hold. Products of singular vector operators may vanish identically, a very common
consequence of Lie superalgebras, and as we have seen singular spaces may be bigger
than just one-dimensional and also subsingular vectors may arise. In this section, the
multiplication rules of Theorem 4.3 and the expressions of 5.2 will prove to be the main
tools to overcome these difficulties for the analysis of the Ramond embedding diagrams.
In particular, it will be possible to find out which descendant singular vectors are identical
and which are trivial. We will discuss the derivation of the most interesting embedding
diagrams, the rational models.
Like in the Virasoro case [12], the N = 1 NeveuSchwarz case [2] and also the N = 2
NeveuSchwarz case [4] we first compute for a given Verma module V1 and a central
parameter t the intercept a as
5t
+ 1 + t 2.
(103)
2
The sign of a is not relevant but for real a we choose a positive. In the case that 1 =
1p,q for p, q N, p q odd, we obviously find (q pt)2 = a 2 . A vanishing a-value
corresponds to the supersymmetric case 1 = c/24 which will be analyzed in much detail
in the following section. Therefore, a = 0 shall be excluded for the rest of this section.
Conversely, if for given values of t and a we are looking for the integers p, q that solve
q with
1 = 1p,q , then we find as solutions all p,
a 2 = 8t1
q = pt
a,
p,
q Z, p q odd, p q > 0.
(104)
q = |q|
and
For these values of (p,
q)
we have the required 1|p|,|
q|
= 1 with p = |p|,
hence p q odd. Note that we distinguish p, q from p,
q as the latter are also allowed
to be negative as long as their product stays positive. Just like in the Virasoro case [12]
the problem reduces to finding the integer pair solutions (p,
q)
on the straight line L:
634
q = pt
a with positive product p q.
In contrast to the Virasoro case we require here the
difference p q to be odd. The cases of irrational t are very simple and are left to the
interested reader. We shall now focus at the very interesting cases of rational t, the socalled rational models. We therefore assume t Q and find the unique pair of integers
(u, v) with u, v coprime and v positive such that t = u/v.
If L has no integer pair solutions at all or only integer pair solutions with p q even,
then the Verma module V1(a,t ) is obviously irreducible as the determinant formula is nontrivial for all levels. In the case that L has at least one integer pair solution with p q
odd, then it obviously has infinitely many. In the notation of Feigin and Fuchs [12] these
cases are denoted by III for positive t and III+ for negative 19 values of t. Our task is now
to describe among these infinitely many solutions those solutions (p,
q)
with p q > 0 and
p q odd. For this purpose it is essential to distinguish two different cases for which we
shall add the label e for even or o for odd to III . Thus IIIe denotes the case where one
of u or v is even (but obviously not both) whilst IIIo stands for the cases with both u and
v odd.
Let us first concentrate on t positive. The integer pair solution of L with p q odd,
both p and q positive, and the smallest for p is denoted by (p0 , q0 ). Likewise, the integer
pair solution of L with p q odd, both p and q negative, and the smallest value of |p|
is
denoted by (p 0 , q0 ). We can now easily give all other allowed solutions:
pn = p0 + nv,
qn = q0 + nu,
(105)
p n = p 0 nv,
qn = q0 nu,
(106)
with n N0 for the case of IIIo . However, for IIIe we only find every other point as
a solution and hence n 2N0 . Therefore, we can already state that the Verma module
Vp0 ,q0 contains singular vectors at the levels pn qn /2 and pn qn /2 for all n N0 in the
case IIIo but only for n 2N0 for IIIe . For all the solutions of type (pn , qn ) we have
q tp = a whilst for (pn , qn ) we obtain q tp = a which fixes already one of the
coefficients of 5.2 for each case. We shall now investigate descendant singular vectors of
these primitive singular vectors and shall use the multiplication rules of Theorem 4.3 to
compare their ordering kernel coefficients.
Along this line, we first look at the singular vector p+0 ,q0 . Its highest weight 1p0 ,q0 +
p0 q0 /2 leads to a parameter a 0 , which is related to the original a for 1p0 ,q0 through:
a 0 = a + 2q0 . For the descendant singular vectors we hence have to solve exactly the
same number theoretical problem, namely finding integer solutions on the straight line
q = pt
a 0 . This again resembles the Virasoro case [12], however, a main difference in
our case is that we have to take into account the implications of the two subcases IIIe and
IIIo .
Fig. 1 shows that in the case of IIIo the two lowest level solutions of this shifted straight
line are (p0 + v, q0 + u) (if q0 6= u) and (p 0 , q0 2q0 ) which again both satisfy that
the difference of the p-value and the q-value is odd. In the case that q0 = u the former
solution changes to (p0 + 2v, u). This case shall be denoted by III0(u)
o . In the same way we
19 Note the opposite definition of the index of III and the sign of t for historical reasons.
635
Fig. 1. IIIo solutions of q = pt

a at low levels.
can analyze the shifted straight line for the singular vector p+
0 ,q 0 which results in the two
lowest level solutions 20 (p0 + 2p 0 , q0 ) and (p0 v, q0 u) (for p0 6= v). In the case of
p 0 = v the latter changes to (v, q0 2u) which shall be denoted by III0(v)
o .
Therefore, we find for the case IIIo the descendant singular vectors
a+ = p+0 +v,uq0 p+0 ,q0 |1p0 ,q0 i,
(107)
b+
c+
d+
(108)
=
=
=
+
p+
0 ,q 0 +2q0 p0 ,q0 |1p0 ,q0 i,
p+ +2p ,q p+
|1p0 ,q0 i,
0
0 0 0 ,q 0
+
+
v
p 0 ,q 0 +u p 0 ,q 0 |1p0 ,q0 i.
(109)
(110)
The vectors given are for the positive parity sector which can easily be transformed into the
negative parity sector. We observe that the vectors a+ and d+ are at the same level and
the same is true for the pair b+ and c+ . Using the multiplication rules of Theorem 4.3
and taking into account the different possible types for the singular vector operators 21 we
easily find by explicit calculations that the singular vectors a+ and d+ are proportional
as well as b+ and c+ . Performing the same procedure on the singular vectors a+ and
a appropriately,
b+ using exactly the same method of shifting the straight line p = qt
we consequently obtain a second list of descendant singular vectors of p0 ,q0 (descendant
in second order) for the case IIIo .
e+ = p+0 +2v,q0 p+0 +v,uq0 p+0 ,q0 |1p0 ,q0 i,
(111)
f+
g+
(112)
=
=
+
+
p+
0 ,q 0 +2u p0 +v,uq0 p0 ,q0 |1p0 ,q0 i,
p+ +2p +v,uq p+
+ |1p0 ,q0 i,
0
0
0 0 ,q 0 +2q0 p0 ,q0
(113)
20 For convenience we invert the line in the origin.

+
21 Note that not all combinations of types are possible. If, for example, +
p0 ,q0 is of type = +, then p0 +v,uq0
has to be of type = . Indeed, wrong type combinations do not lead to proportional singular vectors in some of
the following cases.
636

+
h+ = v
p
0 ,q 0 +2q0 +u
p+
,q
0
0 +2q0
p+0 ,q0 |1p0 ,q0 i.
(114)
Again, the multiplication rules 4.3 easily prove that e+ and h+ are proportional and
also the pair f+ and g+ . Furthermore, the results of the multiplication show that the
latter pair of singular vectors is proportional to p+
1 ,q 1 whilst the former is proportional
+
to p1 ,q1 . Therefore, after having reached singular vectors of the original straight line L
(p+1 ,q1 and p+
1 ,q 1 ) the whole procedure starts again and ultimately exhausts all (infinitely
many) singular vectors 22 . So far, this reminds us very much of the Virasoro case [12]
but we should keep in mind that differently to the Virasoro case the multiplication rules
of Theorem 4.3 were crucial to prove this embedding structure. We will summarize this
structure in the embedding diagrams given below in Theorem 6.1. Before continuing to the
0(u)
0(v)
case IIIe we shall discuss what happens in the special cases IIIo and IIIo . According
0(u)
to the solutions on the shifted straight lines given above for the case IIIo we find that the
singular vector a+ has to be replaced by
a+0 = p+0 +2v,u p+0 ,q0 |1p0 ,q0 i.
(115)
+
Taking into account that p0 is even for III0(u)
o (q0 = u) we hence find that d becomes
+
+
+
proportional to p0 ,q0 whilst a 0 is already proportional to p1 ,q1 , again by using our
multiplication rules. Therefore the above embedding pattern collapses in the way indicated
0(v)
in Theorem 6.1. Similarly, for the cases IIIo the vectors a+ and p+
0 ,q 0 become
resulting
in
almost
the same
proportional whilst d+ is already proportional to p+
1 ,q 1
0(u)
embedding patterns as for IIIo . Finally, if both conditions hold, q0 = u and p 0 = v,

we obtain the proportionalities of both cases. This case shall be denoted by III00
o following
the notation of Feigin and Fuchs [12]. Let us, finally, mention that for the cases IIIo+ with
negative, rational t we find exactly the same patterns except that the embedding patterns
come to an end just like in the Virasoro case. In Fig. 1 this corresponds to solutions in
the regions with p q < 0 and therefore the number of solutions has to be finite. We have
hence proven that the descendant singular vectors of the primitive singular vectors have the
following embedding patterns.
0(v)
00
Theorem 6.1. For the subsets IIIo , III0(u)
o , IIIo , and IIIo of rational models (1 6=
+ in
c/24) we find the embedding patterns for descendant singular vectors of the type p,q
the positive parity sector shown in Fig. 2. The negative parity sector leads to exactly the
same diagrams. The zero mode G0 interpolates between the embedding diagrams of the
positive parity sector and the negative parity sector.
In the following we analyze in the same way the cases IIIe which means that either u or
v (but not both) is odd. In this case not every integral point pair on the straight line L leads
22 The fact that these are all singular vectors can be proven by carefully analyzing the multiplicities of the roots
of the Kac-determinant using a Jantzen filtration and taking possible vanishing product into account according to
our multiplication rules 4.3. For the N = 1 superconformal algebras the Jantzen filtration has been explained by
Iohara and Koga [17,18].
637
Fig. 2. N = 1 Ramond embedding diagrams IIIo , positive parity sector.
Fig. 3. IIIe solutions of q = pt

a at low levels.
to a singular vector because the addition of u and v to q0 and p0 , respectively, changes

p q from odd to even. Hence, only every other integral point pair on the straight line L
satisfies the condition p q odd. At first, this seems to complicate our analysis. However,
it turns out that the only difference is that v and u need to be replaced by 2v and 2u,
respectively. Analyzing descending solutions of p0 ,q0 and p 0 ,q0 we obtain Fig. 3.
It is worth noting that in the cases IIIe the singular vectors of one embedding diagram
are always of the same type whilst for IIIo they can be of different type. As before, we
can easily define the descendant singular vectors of first and second order analogous to the
Eqs. (107)(114) simply by replacing v and u by 2v and 2u, respectively, everywhere in
the index of the vectors. In this way we obtain, for example, the singular vectors
a+ = p+0 +2v,2uq0 p+0 ,q0 |1p0 ,q0 i,
(116)
638
+ = p+
,q
b
0 +2q0
p+0 ,q0 |1p0 ,q0 i.
(117)
We can again use the multiplication rules of Theorem 4.3 to obtain exactly the same
proportionalities as above. The main difference, however, is that the embedding pattern
does not collapse for q0 = u and neither for p 0 = v as it does for IIIo and also for the
Virasoro case. Nevertheless, the embedding pattern does simplify to the single line pattern
for q0 = 2u and for p 0 = 2v. For example, in the former case the vector
a+0 = p+0 +4v,2u p+0 ,q0 |1p0 ,q0 i
(118)
becomes proportional to p+2 ,q2 and + is proportional to p+0 ,q0 . We shall denote these
d
and III0(2v)
special cases by III0(2u)
e
e , respectively. Let us note that q0 = 2u and p 0 = 2v
results in (2u q0 )/(2v p0 ) = u/v and therefore either q0 or p0 must be even. This is
related to the fact that the singular vector solutions for IIIe are always of the same type.
But since q0 and p 0 are both even this leads to a contradiction. Therefore, cases of the type
00(2u)(2v)
do not exist. We have therefore proven the results contained in the following
IIIe
theorem.
0(2v)
of rational models (1 6= c/24)
Theorem 6.2. For the subsets IIIe , III0(2u)
e , and IIIe
+ in the
we find the embedding patterns for descendant singular vectors of the type p,q
positive parity sector shown in Fig. 4. The negative parity sector leads to exactly the same
diagrams. The zero mode G0 interpolates between the embedding diagrams of the positive
parity sector and the negative parity sector.
As explained, the main difference to the embedding patterns of the Virasoro case is
that the cases IIIe do not simplify 23 to the single line embedding patterns for q0 = u
or p0 = v. By grouping these cases together with the types IIIe , we have defined our
notation III0e in such a way that the resulting embedding patterns seem similar to the
Virasoro case. Let us now analyze some of these special cases further. q0 = u and p 0 = v
easily implies (av/u + v, u) and (v, a u) as the two lowest level solutions. The
corresponding singular vectors are hence both at the level av + uv. Conversely, p0 q0 =
p 0 q0 implies that the two intercepts a and a/t are both integers. Therefore, we have only
two possibilities for each of the points (p0 , q0 ) and (p 0 , q0 ) which for the former are for
example (av/u + v, u) or (av/u + 2v, 2u). However, equality of the levels is only possible
for q0 = u and p0 = v. Therefore the subset of these special cases which satisfy both q0 = u
and p0 = v correspond exactly to the cases where two curves of primitive singular vectors
intersect at the same level. The values of t for these cases were given in Eq. (96) as t =
q1 /p2 = q2 /p1 . If the two intersecting primitive singular vectors are of different type
, then u and v would obviously be both odd and therefore the embedding diagram would
go over to the straight line embedding pattern in accordance with our earlier result that
intersections of singular vectors of different type do not lead to degenerate singular states.
However, if the two intersecting singular vectors are of the same type then consequently
23 Note that a significant difference between Figs. 4 and 2 is that the descendant singular vectors shown at the
lower end of the figures are p+2 ,q2 rather than p+1 ,q1 etc.
639
Fig. 4. N = 1 Ramond embedding diagrams IIIe , positive parity sector.
t = q1 /p2 = q2 /p1 implies that u and v cannot both be odd and therefore we obtain
case IIIe . The corresponding embedding diagram does not simplify to the straight line
pattern as in the Virasoro case, which clearly shows the degenerate singular vectors.
Theorem 6.3. The Verma modules with degenerate singular vectors given by the
intersection of 2 curves of primitive singular vectors of the same type at the same level are
exactly the cases IIIe with q0 = u and p0 = v. The corresponding embedding diagrams
do not simplify to a straight line pattern but stay as the crossed embedding pattern given
in Fig. 4.
The embedding diagrams given above are equally valid for the positive parity sector
and the negative parity sector with the only exception of the special case 1 = c/24. As
we will see in the following section, for 1 = c/24 the singular vector operators of the
always annihilate G |c/24i. Therefore, these modules do
primitive singular vectors p,q
0
not contain two parallel embedding structures of singular vectors of the crossed type,
but only one. However, as we shall also show in the following section, we then obtain
subsingular vectors in Vc/24 . Therefore one part of the parallel embedding structure is not
given by singular vectors but by subsingular vectors. Let us also mention that the operator
G0 always interpolates between the two corresponding vectors of the parallel embedding
structures except for the cases when some of the singular vectors become G-closed. The
conditions for G-closed singular vectors will be analyzed in Section 8.
Let us finally identify the unitary minimal models among the cases of our analysis.
The conditions for the Ramond unitary minimal models were first given by Friedan et
al. [13]. They correspond to the central parameter t = (m + 2)/m with m N but m 6= 1
and 1 = 1p,q with the integer pair (p, q), 0 < p 6 m 1, 0 < q 6 m + 1, p q odd.
Obviously, the highest common factor of m and m + 2 is 2 for m even and 1 for m odd.
640
For m even we therefore have u = m/2 + 1 and v = m/2 whilst for m odd we obtain
u = m + 2 and v = m. Consequently, we find for m even that the solutions (p0 , q0 ) and
(p 0 , q0 ) satisfy the conditions 0 < p0 , p0 6 m 1 < 2v, 0 < q0 , q0 6 m + 1 < 2u and for
m odd 0 < p0 , p 0 6 m 1 < v, 0 < q0 , q0 6 m + 1 < u. Therefore, the unitary minimal
models for 1 6= c/24 (a 6= 0) are of type IIIe for m even and of type IIIo for m odd.
The corresponding embedding diagrams are always of the crossed type. For 1 6= c/24
this confirms the embedding diagrams of the unitary minimal models conjectured earlier
by Kiritsis [22]. Note that none of these cases has degenerate singular levels since t =
q0 /p0 = q0 /p 0 = q0 /p0 implies p0 = p0 and q0 = q0 and thus a = 0. Therefore, we
should stress that the conditions of the critical cases of IIIe of Theorem 6.3 lead for
the unitary minimal models to the excluded case a = 0. Hence, embedding diagrams of
the unitary minimal supersymmetric cases, i.e., with 1 = c/24 do not have the embedding
diagrams of singular vectors given in Ref. [22]. Their embedding patterns change and in
addition we need to incorporate subsingular vectors as described in the following section.
We summarize these results in the following theorem.
Theorem 6.4. The unitary minimal models with 1 6= c/24 (a 6= 0) are of type IIIo for m
odd and of type IIIe for m even.
7. The supersymmetric case and subsingular vectors

The supersymmetric case 1 = c/24 corresponds to a = 0 which we had to exclude
in our analysis in the previous section. In Theorem 2.9 we have explained that for the
supersymmetric case 1 = c/24 the structure of the Verma module V1 changes compared to
other values of 1. In this case V 24c contains just one (unextended) submodule V0 , which in
G =
the language of the extended algebra can be written as the G-closed Verma module Vc/24
G
G
,
V0 . Note that G0 can be diagonalized on the whole G-closed module Vc/24 . Besides Vc/24
G
the module Vc/24 contains vectors outside Vc/24 that are not contained in any (unextended)
G is generated by the singular
Verma module built on a G0 -eigenvector. The submodule Vc/24
vector 0 = G0 |c/24i at level 0 with parity . The singular vector 0 is called a Ramond
ground state since G0 0 = 0. The quotient module
G
=
Vc/24
Vc/24
U (R1 )0
(119)
G
. This process of constructing the quotient
is again the G-closed Verma module Vc/24
module shall be considered in more detail in this section. At first, it seems that this
quotient module is only one of many quotient modules one may want to consider. We
could also consider quotients with respect to modules generated by singular vectors p,q
at levels pq/2. However, the supersymmetric quotient module is special as we shall explain
at the end of this section.
In a forthcoming publication [10] it will be shown that the existence of singular vector
operators with vanishing product leads to the appearance of subsingular vectors. In the
641
supersymmetric case we have G20 |c/24i 0 and therefore we expect the possibility of
having subsingular vectors in Vc/24 . Via the canonical map defined for quotient spaces,
G
or they lie in the kernel of
singular vectors from Vc/24 are either also singular in Vc/24
the quotient and hence vanish in the quotient space. The latter happens if and only if the
singular vector in question is a descendant vector of the singular vector 0 in Vc/24 . Thus,
G can either be inherited from V
singular vectors of Vc/24
c/24 via the canonical quotient map
G
or they appear for the first time in the quotient Vc/24 as vectors that were not singular
G
are called subsingular vectors in
in Vc/24 . In the latter case these singular vectors of Vc/24
Vc/24 . Whilst for the Virasoro algebra [12] and for the N = 1 NeveuSchwarz algebra [2]
there are no subsingular vectors, they have been found for all N = 2 superconformal
algebras by Gato-Rivera et al. [9,14,15]. The fact that the N = 1 Ramond algebra also
contains subsingular vectors at least for Verma modules built on Ramond ground states
had been overlooked for a long time. Only recently Iohara and Koga [16] discovered
subsingular vectors for these modules. In this section we construct these subsingular
vectors and we argue that subsingular vectors are likely to be restricted to the (extended)
Ramond ground state case.
Singular dimensions for G-closed Verma modules are less than or equal to 1 as shown
in Section 4. Hence, there cannot be any degenerate singular vectors in G-closed Verma
modules and furthermore, two singular vectors in a G-closed Verma module at the same
level and with the same parity must be proportional. A singular vector of a G-closed Verma
module at level l can therefore be identified by one coefficient only, which is the coefficient
with respect to Ll1 or Ll1
1 G1 depending on the parity.
G
at the same level
Theorem 7.1. Two singular vectors in the G-closed Verma module Vc/24
and with the same parity are always proportional. If a vector satisfies the highest weight
conditions at level l, with parity + or parity , and its coefficient for the term Ll1 or
Ll1
1 G1 vanishes, respectively, when written in the normal form, then this vector is trivial.
Besides the singular vector 0 = G0 |c/24i the Verma module Vc/24 contains also the
at level pq/2 whenever 1
singular vectors p,q
p,q (t) = c(t)/24. The latter equation has
the solutions
q
(120)
tp,q = , p, q N, p q odd.
p
+ (t
For these values of t the corresponding singular vectors are given by p,q
p,q ) =
+
(0, 1)pq/2 and by p,q (tp,q ) = (1, 0)pq/2 . In the quotient module Vc/24 = Vc/24 /
G
these singular vectors
(U (R1 )0 ) which is isomorphic to the G-closed module Vc/24
+ (t
hence vanish due to Theorem 7.1. Therefore, the singular vectors p,q
p,q ) and p,q (tp,q )
are both descendants of the Ramond ground state 0 . Hence, these vectors can be
+ (t
+
written as p,q
p,q ) = p,q G0 |c/24i and p,q (tp,q ) = p,q G0 |c/24i with singular vector
operators p,q G0 where p,q does not contain any operators G0 . We can now construct
= |c/24i. Clearly, the vectors (q/p) are singular in the quotient
the vectors p,q
p,q
p,q
(q/p) could also be singular in V
module Vc/24 /(U (R1 )G0 |c/24i). In principle p,q
c/24 ,
642
a simple consideration, however, shows that this is not the case. Theorem 7.1 shows that
(q/p) contains the non-trivial term Lpq/2 |c/24i or Lpq/21 G |c/24i depending
p,q
1
1
1
pq/22
pq/23
G2 G0 |c/24i and L1
G2 G1 G0 |c/24i are not
pq/2
|c/24i
contained in p,q (q/p) by definition of p,q . Therefore, the action of G1 on L
on its parity. Terms like L1
pq/21
G0 |c/24i which obviously cannot be created by any

creates a non-trivial term L1
+ (q/p). Hence, G + (q/p) is non-trivial in V
other non-trivial term of p,q
1 p,q
c/24 . Similar
(q/p). Therefore, the vectors (t
considerations are valid for G1 p,q
p,q p,q ) are both
subsingular vectors in Vc/24 for tp,q = q/p. We summarize our results in the following
theorem. 24
(t) are contained in V
Theorem 7.2. For tp,q = q/p the singular vectors p,q
c/24 and
are descendants of the singular vector 0 = G0 |c/24i. They can therefore be written as
(t
p,q
p,q ) = p,q G0 |c/24i with p,q U (R1 ). The vectors

(121)
p,q = p,q
24
are then subsingular vectors in Vc/24 for tp,q at level pq/2 becoming singular in the
G
= Vc/24 /(U (R1 )0 ).
quotient module Vc/24
Theorem 7.2 does not come as a surprise considering the fact that U (R1 )0 and
G =V
Vc/24
c/24 /(U (R1 )0 ) are in fact both isomorphic to the G-closed Verma module
G
and therefore show the same structure. Singular vectors appear in the quotient
Vc/24
therefore at exactly the grades where singular vectors disappear in the kernel of the
are given in Appendix B. The
quotient. Explicit examples of the subsingular vectors p,q
(q/p)
symmetry of p,q (t) and q,p (1/t) leads to the proportionality of the operators p,q
(p/q). Taking into account that c(t) = c(1/t) consequently leads to and
and q,p
p,q
q,p
being proportional.
disappear in the kernel of the quotient
We have shown that the singular vectors p,q
module for the G-closed case. However, based on their singular vector operators we can
construct subsingular vectors in Vc/24 and thus the singular vectors in the G-closed Verma
G . For the case that leads to a two-dimensional singular space one would
module Vc/24
p,q
most likely obtain a two-dimensional singular space in the corresponding G-closed Verma
module which would contradict Theorem 7.1. Therefore, 2-dimensional singular spaces
are not allowed for t = t
defined by the intersection of vectors p,q
p,q . This can easily be
seen by requiring t = q1 /p1 and t = q1 /p2 = q2 /p1 . The first condition takes care of the
G-closed case and the second condition arises from the intersection of two such vectors.
This leads to (p1 , q1 ) = (p2 , q2 ) and therefore excludes the existence of degenerate cases
for the G-closed Verma modules. Even more interestingly due to p q odd exactly one
of the coprime factors (u, v) of t = u/v has to be even. Furthermore, since a = 0 the
24 Note that our definition of the central extension c compared to Iohara and Kogas definition of the central
extension z is z = 2c/3. Therefore, the values for the central extensions of the Verma modules with subsingular
vectors given in Proposition 2.3 of Ref. [16] match exactly our results.
643
straight line L is point symmetric in the origin and the negative solutions (pn , qn ) are
exactly the same as the positive solutions (pn , qn ). They are simply given by (pn , qn ) =
(v + nv, u + nu) with n 2N0 . Since (0, 0) is on the straight line L these are the only
possible reducible Verma modules having a = 0. Thus, reducible G-closed Verma modules
always belong to type IIIe . However, their structure is quite different from the structure of
c/24
the Verma modules of type IIIe with a 6= 0. Therefore, we shall use the notation IIIe .
The reason why their structure is different to IIIe is mainly due to the fact that the positive
and negative solutions are not only at the same level but they are the same and therefore
do not lead to degenerate singular vectors as we would expect it from the cases IIIe .
c/24
The degeneracy of null-vectors is for IIIe obtained through the subsingular vectors of
Theorem 7.2.
In Ref. [10], it will be shown that for superconformal algebras the existence of
subsingular vectors is often a consequence of additional discrete vanishing conditions
on an embedded singular vector. To understand this, let us assume that we have given a
singular vector l (t) at level l along the curve 1 = 1(t). This singular vector generates an
embedded Verma module built on l . If for a discrete point t0 the singular vector satisfies
an additional vanishing condition l0 l 0 at level l0 , then the embedded Verma module
has to be smaller at this level compared to the generic cases along 1 = 1(t). Since nullvectors correspond to the kernel of the inner product matrix and the dimension of this
kernel is upper semi-continuous, there must exist for this discrete case an additional nullvector at level l + l0 outside the embedded module built on l in order to compensate
for this embedded module shrinking at level l + l0 . This additional null-vector is usually
a subsingular vector. As shown for the N = 2 superconformal algebras 25 in some cases
they may, however, also be ordinary singular vectors [7,10]. This argument is explained in
more detail in Ref. [10], where it is also shown that only singular vector operators need
to be considered in order to find possible vanishing conditions on singular vectors. We
therefore conclude this section by analyzing the products of singular vector operators and
the modules and grades for which the product of two singular vector operators may vanish
in the Ramond case.
We consider products of the form
p2 q2
= 1p1 ,q1 .
(p1 q1 +p2 q2 )/2 = p1 ,q1 p2 ,q2 |1p2 ,q2 i for 1p2 ,q2 +
2
There are four cases to be considered depending on the parities of the two singular vector
operators indicated by as ++, +, +, or for the parities of p1 ,q1 and p2 ,q2 . We
write pi ,qi = (ai , bi )
pi qi /2 in the notation of Definition 4.2 and use the product expressions
of Theorem 4.3. Requiring that one of these product expressions vanishes identically,
which means that both coefficients with respect to the ordering kernel vanish for the
product, leads to the conditions a1 = 0 and a2 + 2b2 = 0 or a2 = 0 and a1 + 2b1 = 0 for
the case of = ++. One easily obtains similar relations for the other cases of . Using
the actual coefficients for the singular vector operators given in Conjecture 5.2 we again
encounter four subcases for each value of depending on the type i of the singular vector
25 See Appendix B of Ref. [7].
644
operators. The resulting equations need to be solved for t. In the case of = ++ we easily
find that the first condition given above (a1 = 0) leads to t = q1 /p1 > 0, whilst the second
(a2 + 2b2 = 0) results in t = q2 /p2 < 0 independent of the types i . The second set of
conditions for = ++ leads to a similar contradiction on t. Hence, there are no vanishing
products of singular vector operators in the case = ++. We determine the solutions to
all other cases of in exactly the same way. We easily obtain the following result.
Theorem 7.3. The vector
(p1 q1 +p2 q2 )/2 = p1 ,q1 p2 ,q2 |1p2 ,q2 i
p2 q2
= 1p1 ,q1 , {++, +, +, }
for 1p2 ,q2 +
2
is always non-trivial.
Finally, we can also allow one of the singular vector operators i to be the operator G0
which is a singular vector operator for 1i = c/24. Inserting i = (1, 0)
0 in the conditions
above leads to the following cases for vanishing products.
Theorem 7.4. The vector
l1 +l2 = 1 2 |12 i for 12 + l2 = 11 , {++, +, +, },
and the other one equals G , is trivial if and only if

one of i being of the form p,q
0
,
1 = p,q
2 = G0 ,
12 =
c
24
1 = G0 ,
2 = p,q
,
12 +
c
pq
=
2
24
and t =
q
,
p
(122)
or
q
and t = .
p
(123)
Obviously the cases of Eq. (122) correspond exactly to the supersymmetric cases 12 =
vanishes on . As expected, these are exactly
c/24. Hence, in this case the operator p,q
0
the cases for which we have found the subsingular vectors given above in this section. Our
earlier explanation that an additional vanishing condition on 0 is responsible for these
is
subsingular vectors does, however, not apply in this case since the vanishing of p,q
0
not an additional vanishing condition on 0 but arises simply from G0 0 0 and the
can be written as G as shown earlier. Nevertheless, exactly these cases
fact that p,q
p,q 0
contain subsingular vectors. The other cases in Theorem 7.4 are cases when vectors p,q
become G-closed and as we shall show in the following section that these are all such
cases. In this context, one automatically raises the question whether there are subsingular
becomes G-closed. This interesting question will
vectors appearing for the case that p,q
be analyzed in the following section. Finally, let us remark that Theorem 7.3 states that
besides the G-closed cases and the supersymmetric cases there are no trivial products
of singular vector operators given by Conjecture 5.2. However, if these singular vector
operators form a 2-dimensional space it could well be that a linear combination of two
645
such operators may lead to a trivial product by acting on another singular vector. By noting
that the operators (a, b)+
l are elements of a (larger) algebra with operations of Theorem 4.3
in which all operators are invertible except for the G-closed and supersymmetric cases, we
find that such vanishing products are only possible for these cases. We therefore do not
have any further subsingular vectors arising in the way described above. Using the Jantzen
filtration of Iohara and Koga [17,18] together with the results of Theorems 7.3 and 7.4
should then show that there are no subsingular vectors in Verma modules V1 other than
the ones found in Vc/24 .
c/24
For the embedding structure of IIIe we find the singular vectors corresponding to
(pn , qn ), n N0 in a single line diagram as descendants of 0 . At first, it seems as if
the descendant singular vectors of p+0 ,q0 would form a two-dimensional singular space as
the shifted line L has the intercept a 0 6= 0 and is of type IIIe with negative and positive
solutions being at the same levels. However, as explained above, one dimension of this
2-dimensional space is being projected out in the product on p+0 ,q0 and the resulting
singular vector equals p+2 ,q2 . This single line embedding pattern for the singular vectors
is, however, complemented by the subsingular vectors and their descendants. Again, G0
interpolates between identical embedding patterns for the different parity sectors.
To conclude this subsection we note that if we had started off with (unextended) Verma
modules V , then we would have not found these subsingular vectors of the complete
Verma module in the supersymmetric case = 0 as V0 is simply the above quotient
module. On the other hand, in our search for irreducible representations we might as
well start off using this quotient module rather than the full (extended) Verma module
for = 0. Hence we have shown that for the irreducible highest weight representations
also in the supersymmetric case 1 = c/24 the highest weight vector can be chosen to
be an eigenvector of G0 . We can therefore state that for all irreducible highest weight
representations of the Ramond algebra R1 we may choose highest weight vectors that are
eigenvectors of G0 in both the extended and the unextended case. In the former case we
find the condition (1)F |i = |i. However, G0 may not be completely diagonalizable
on the highest weight module for c/24 N.
8. G-closed singular vectors

G-closed singular vectors lG in V1 can only appear at levels l that satisfy 1 + l =
G
. This
c/24. The embedded Verma module generated by lG is homomorphic to Vc/24
homomorphism is an isomorphism if there are no additional vanishing conditions on lG

except for G0 lG 0 and surely for all descendants of G0 . In Theorem 7.4 we have
. We have
analyzed vanishing conditions coming from the singular vector operators p,q
G
found p,q G0 |c/24i 0 for t = q/p. In these cases however p,q can be written as p,q
0
as shown in the previous section. Therefore, these vanishing conditions simply arise from
the vanishing condition for the operator G0 . The fact that we only need to look at singular
vector operators and their descendants whilst dealing with additional vanishing conditions
646
is proven in Ref. [10]. Hence, the embedded modules generated by lG are isomorphic
to Vc/24 .
We shall now analyze for which cases singular vectors become G-closed. Starting with
(t) we find that they can only become G-closed for 1
the singular vectors p,q
p,q +
pq/2 = c/24 which leads to:
q
(124)
tp,q = .
p
(t) we obtain + (t ) = (2q, q)+
Inserting tp,q into the expressions of 5.2 for p,q
p,q p,q
pq/2
and p,q (tp,q ) = ( p , 2q)pq/2 . We use equations 4.4 to act with G0 on the vectors
(t ), which leads for both parities to the zero vector (0, 0) . Hence for all
p,q
p,q
pq/2
(t) may be G-closed it turns out that it really is.
possible cases t = tp,q for which p,q
Furthermore, the ordering kernels for G-closed singular vectors, given in Table 2, are just
one-dimensional and therefore G-closed singular vectors are defined by one coefficient
only.
(t) always become G-closed for t = t
Theorem 8.1. The singular vectors p,q
p,q = q/p
and these are the only cases such that 1p,q + pq/2 = c/24. G-closed singular vectors l
are uniquely defined by fixing the coefficient of Ll1 or Ll1 G0 depending on the parity.
Because t < 0 and t = q/p these cases belong to the type IIIe+ . One easily finds that
the straight line L has only one relevant solution (p, q). The shifted line for descendant
solutions goes through the origin and has t < 0 and therefore does not have any descendant
solutions at all. Hence, the embedding diagram contains only the singular vectors p,q
unconnected as they are both G-closed.
The amazing finding is that whenever an embedded singular vector l in V1 happens
to have the conformal weight 1 + l = c/24 then it becomes G-closed. Hence the module
generated by this singular vector is not isomorphic to the full Verma module Vc/24 but only
G .
to the smaller G-closed module Vc/24
As in the previous section it is evident that among the cases of p1 ,q1 that become
G-closed there are none of the degenerate cases. For the latter we require t = q1 /p2 =
q2 /p1 , whilst the former need t = q1 /p1 and ultimately (p1 , q1 ) = (p2 , q2 ). Hence,
the degenerate cases do not correspond to G-closed singular vectors, i.e., two-dimensional
singular spaces are never G-closed, not even partly.
9. Conclusions and prospects

By introducing an adapted ordering on the weight spaces of Ramond Verma modules
we derived the ordering kernels of the N = 1 Ramond algebra. These ordering kernels
contain in the most general cases two elements and consequently Ramond singular
vectors are uniquely defined by just two particular coefficients. In addition, Ramond
singular vector spaces can be degenerate (2-dimensional). We derived expressions for these
two coefficients for all primitive Ramond singular vectors. It turned out that these two
647
coefficients are closed under multiplication. The corresponding multiplication formulae

therefore yield the whole Ramond embedding diagrams.
We argued that the structure of the highest weight representations of the (extended)
Ramond algebra can easily be transformed into the corresponding representations of the
unextended Ramond algebra. The only case where this transformation breaks down is the
supersymmetric case 1 = c/24 for which the unextended module is already the quotient
module of the extended module divided by its level 0 singular vector. In some of these cases
we find that the (extended) Verma module has subsingular vectors but not the unextended
Verma module. We argued further that one should not expect any other subsingular vectors.
This was related to the fact that the product of singular vector operators has proven to be
always non-trivial with the only exception of the supersymmetric case 1 = c/24. A proof
of this claim can be constructed through a detailed analysis of the multiplicities of the roots
of the determinant and their intersections following Iohara and Koga [17,18].
The embedding diagram patterns shown in this paper reveal that the derivation of
Ramond embedding diagrams is significantly more complicated than in the Virasoro case
and the conjectures given in the literature [22] for the Ramond unitary models can only
be proven by using the multiplication rules for singular vector operators derived via
the ordering kernel coefficients. We showed that degenerate singular vector spaces do
appear for the Ramond algebra which arise from ordering kernels with two elements. The
structure of the embedding diagrams is very similar to the Virasoro embedding diagrams,
nevertheless the rules for embedding patterns to collapse to simpler patterns are very
different than in the Virasoro case. As a consequence, we have embedding diagrams where
the two lowest level singular vectors are at the same level but the embedding diagram still
does not simplify to the straight line embedding diagram as it would do in the Virsoro
case but simply stays as the typical crossed embedding pattern of conformal rational
models.
We have once more demonstrated that the adapted ordering method is a very simple
mechanism that uniquely defines all singular vectors and reveals much information about
the embedding structure of the Verma modules. One easily manages even complications
through subsingular vectors and degenerate singular vectors and finally obtains the whole
structure of the embedding patterns. In principle, it should easily generalize to any other
kind of Lie (super)-algebra.
Acknowledgements
I am extremely grateful to Beatriz Gato-Rivera for a very fruitful collaboration and for
many discussions and comments on the entire work. I am also very grateful to Adrian
Kent for many discussions on the ordering method and to Victor Kac for his insightful
explanations on superconformal algebras. Furthermore, I would like to thank Sean Hartnoll
for many discussions on Ramond embedding diagrams. I am grateful to the referee of
Nucl. Phys. B for pointing out the very important reference Ref. [16] by Iohara and Koga.
648
I am indebted to the Deutsche Forschungsgemeinschaft (DFG) for financial support and to

DAMTP for its kind hospitality. This work was also supported by PPARC.
Appendix A. Level 1, level 2, and level 3 singular vectors
, which are the analogues of 1,q

,
Explicit expressions for the singular vectors 1,q
2
in V for = 11,q c/24, were given by Watts [29] using the concept of fusion in
conformal field theory. These vectors can easily be transformed to the basis used in this
paper via the basis transformation discussed earlier. In this section of the appendix we
(t), these
shall give all singular vectors in V1p,q until level 3. With the exception of 3,2
vectors are of the type 1,q (and its symmetric partners) given by Watts in the unextended
basis. As mentioned earlier, at level 3 we observe for the first time degenerate singular
and 2,3
and also from the intersection of
vectors arising from the intersection of 6,1
1,6 and 3,2 . Let us note again that intersections of singular vectors of different type
and 1,2
only lead to one-dimensional singular spaces. By
(see Theorem 5.2), such as 2,1
explicit calculations [28] one finds the following singular vectors for parity +.
Level 1:

3
2
+
(t) = (2 t)L1 2G1 G0
1
,
(A.1)
1,2
16
t

3
+
(A.2)
(t) = (1 2t)L1 + 2tG1 G0 (1 2t) .
2,1
16
+ (t) = (1/t) + (1/t)) in our normalization, which we
We recall the symmetry p,q
q,p
can observe in Eqs. (A.1) and (A.2). In the following we shall therefore give only the
results for q even.
Level 2:

3 6
+
2
L2
1,4 (t) = (4 t)L1 4L1 G1 G0 +
2 t

11 15
6
+ 1+
G2 G0 +
.
(A.3)
t
16 8t
Level 3:

24
3
2
G2 L1 G0
= (6 t)L1 6L1 G1 G0 + 3 +
t

13 39
28 60
L2 L1 + 3
+ 2 L3
+
2
t
t
t

3
18 60
1
2 G3 G0 +
+ 3+
G2 G1
t
t
4 2t

1 70
15
19 ,
+ L2 G1 G0
t
16 t

+
(t) = (2 3t)L31 2L21 G1 G0 + (1 + 8t)G2 L1 G0
3,2
+
(t)
1,6
(A.4)
649

3 1
+ 6t 2 4t +
L2 L1 + 3t 3 + 11t 2 9t + 2 L3
2 t

1
L2 G1 G0
+ 2t 2 + 6t 1 G3 G0 + 4t +
t

19
3
1
3
+ 6t 2 + 4t +
G2 G1 t
+
.
(A.5)
4 2t
16 8t
One easily verifies that these examples can be written using the notation introduced in
Definition 4.2, where we only need to consider the coefficients with respect to the ordering
kernel

3
2
+

1
,
(A.6)
(t) = (2 t, 2)+
1,2
1 16
t

11 15
+
+
(t) = (4 t, 4)+
,
(A.7)
1,4
2
16 8t

1 70
+

19
,
(A.8)
(t) = (6 t, 6)+
1,6
3 16
t

+
t 19 + 3 .
(t) = (2 3t, 2)+
(A.9)
3,2
3
16 8t
+
+
(2) and 3,2
(2) obviously define a
At the intersection point t = 2 the vectors 1,6
two-dimensional singular space in V1 or V27/8 for t = 2 or t = 2, respectively. The
+
+
+
(1/2) and 2,3
(1/2) for t = 1/2. However, 1,6
(1)
same is, of course, true for 6,1
+
+
+
and 6,1 (1) are proportional as well as 1,6 (3) and 2,3 (3) and other combinations
of this type.
Besides the vectors p,q we should of course have at least also found the
descendant singular vectors p1 ,q1 p2 ,q2 for 1p1 ,q1 = 1p2 ,q2 + p2 q2 /2 and descendants
thereof. The latter equation simplifies to t = (q1 q2 )/(p2 p1 ). If the two vectors
are of different type, then obviously the values for t in question have t = u/v with u and
0(u)
v both odd. Furthermore, at level 1, 2, and 3 all possible cases simplify to either IIIo
0(v)
or IIIo and hence the corresponding embedding patterns contain descendant singular
vectors already among the pattern for the (generically) primitive singular vectors. In the
case that the two singular vectors are of the same type, we obtain both numerator and
denominator of t even and hence one of u or v may or may not be even. For the levels 1,
2, 3 these cases are (p1 , q1 ) = (1, 4), (p2 , q2 ) = (1, 2) with the corresponding values for
t = 1 or (p1 , q1 ) = (1, 2), (p2 , q2 ) = (1, 4) with t = 1. Hence, both cases again contain
no additional descendant singular vectors at level 3. Therefore there are no additional
descendant singular vectors until level 3. The first examples of descendant singular vectors
not contained in the pattern of (generically) primitive singular vectors appear at level 4, for
example, for (p1 , q1 ) = (1, 6), (p2 , q2 ) = (1, 2) with t = 2 which is of type IIIe and does
not simplify to the straight line embedding pattern.
We conclude this section of the appendix with all singular vectors of negative parity at
level 1, 2, and 3. The above remarks about degenerate singular vectors and descendant
singular vectors are equally valid for these cases. Also for the negative parity vectors the
650
(t) = (1/t) (1/t) holds and we hence give the singular vectors only
condition p,q
q,p
for q even.
Level 1:

3
2
(t) = 4tL1 G0 + (2 t)G1

1
.
(A.10)
1,2
16
t
Level 2:
(t) =
1,4

2tL21 G0 + (4 t)L1 G1 + 3L2 G0

11 15
1 6
t

+
+
G2 +
.
4 2 t
16 8t
(A.11)
Level 3:

24
4 3
t
2
= tL1 G0 + (6 t)L1 G1 + 1 +
G2 L1
3
2
t

60
26
40
28 t
L3 G0 + + + 2 G3
+ L2 L1 G0 + 4
3
3t
t
2 t

1 70
1
5 15

19 , (A.12)
+ G2 G1 G0 +
L2 G1
3
2
t
16 t

13
3
2
2
3,2 (t) = 4tL1 G0 + (2 3t)L1 G1 + 12t t 1 G2 L1
2

2
2
3
+ 2 + 8t L2 L1 G0 + 12t 4t 4t L3 G0

15
2
3
+ 1 t + 11t 3t G3 + 1 8t 2 G2 G1 G0
2

19
3
3
1
2

L2 G1 t
+
.
(A.13)
+ 4t + 6t
2
t
16 8t
(t)
1,6
Once again, we can use the notation of Definition 4.2 to write these singular vectors with
ordering kernel coefficients only

3
2
,
(A.14)
(t) = (4t, 2 t)
1,2
1 16
t

11 15
+
(t) = (2t, 4 t)
,
(A.15)
1,4
2
16 8t

1 70
4t

19 ,
(A.16)
1,6 (t) = , 6 t
3
t
3 16

3
19

(A.17)
(t) = (4t, 2 3t)
3,2
3 t 16 + 8t .
For t = 2 and t = 1/2 we find two-dimensional singular spaces with highest weight
vectors |1i or |27/8i for +2 (and 1/2) or 2 (and 1/2), respectively.
651
Appendix B. Examples of subsingular vectors in the supersymmetric case

We have shown in Section 7 that for the supersymmetric case 1 = c/24 the singular
for 1 = 1
vectors p,q
p,q always lie in the embedded submodule built on G0 |c/24i,
which is isomorphic to V0 . They therefore vanish in the G-closed quotient module
Vc/24 /(U (R1 )G0 |c/24i). The singular vectors, which we find in the quotient module are
hence subsingular vectors in Vc/24 . Since the quotient module Vc/24 /(U (R1 )G0 |c/24i) is
also isomorphic to V0 it has singular vectors at the same levels as the embedded module
built on G0 |c/24i. We shall give here all examples at levels 1, 2, and 3. Let us recall again
that c(t) = c(1/t) and therefore the t 1/t symmetric solutions of 1p,q (t) = c/24 lead
to the same value of 1 and hence to the same vector.
Level 1 has subsingular vectors for t = 2:
+
(2) = L1 |0i,
1,2
(B.1)
(2)
1,2
(B.2)
= G1 |0i.
Level 2 has subsingular vectors for t = 4:

7
+
,
(4) = 8L21 3L2
1,4
32

7
(4) = {8L1 G1 5G2 }

.
1,4
32
(B.3)
(B.4)
Level 3 has subsingular vectors for t = 6 and for t = 23 :

11
16
,
24L31 + 26L2 L1 + L3 + G2 G1
3
24

11
26
(6) = 12L21 G1 + 5L2 G1 + G3 + 14G2L1

,
1,6
3
24

1
69
+ 2
= 36L31 + 75L2 L1 + 20L3 G2 G1
,
3,2
3
2
24

1
38
2
= 12L21 G1 7L2 G1 + G3 + 38G2L1
.
3,2
3
3
24
+
(6) =
1,6
(B.5)
(B.6)
(B.7)
(B.8)
These vectors are easily obtained from their singular vector counterpart of Vp,q . Evaluating
+
of Eq. (A.3) for t = 4 leads to
for example the singular vector 1,4
+
(4) =
1,4

7
5

4L1 G1 G0 + G2 G0
,
2
32
(B.9)
+
(4) = (1/2){8L1G1 5G2 }G0 |7/32i and therefore
which can be rewritten as 1,4
1,4 = {8L1 G1 5G2 }|7/32i.
652
References
[1] M. Ademollo, L. Brink, A. dAdda, R. dAuria, E. Napolitano, S. Sciuto, E. del Giudice,
P. di Vecchia, S. Ferrara, F. Gliozzi, R. Musto, R. Pettorino, Supersymmetric strings and colour
confinement, Phys. Lett. B 62 (1976) 105.
[2] A.B. Astashkevich, On the structure of Verma modules over Virasoro and NeveuSchwarz
algebras, Commun. Math. Phys. 186 (1997) 531.
[3] J.D. Cohn, D. Friedan, Super characters and chiral asymmetry in superconformal field theory,
Nucl. Phys. B 296 (1988) 779.
[4] M. Drrzapf, Superconformal field theories and their representations, Ph.D. Thesis, University
of Cambridge, September 1995, http://www.damtp.cam.ac.uk/user/md131/research/thesis.html,
205 pages.
[5] M. Drrzapf, Analytic expressions for singular vectors of the N = 2 superconformal algebra,
Commun. Math. Phys. 180 (1996) 195.
[6] M. Drrzapf, The embedding structure of unitary N = 2 minimal models, Nucl. Phys. B 529
(1998) 639.
[7] M. Drrzapf, B. Gato-Rivera, Determinant formula for the topological N = 2 superconformal
algebra, Nucl. Phys. B 558 (1999) 503.
[8] M. Drrzapf, B. Gato-Rivera, Singular dimensions of the N = 2 superconformal algebras. I,
Commun. Math. Phys. 206 (1999) 493.
[9] M. Drrzapf, B. Gato-Rivera, Singular dimensions of the N = 2 superconformal algebras. II,
DAMTP-99-19, IMAFF-FM-99/08, NIKHEF-99-06 preprint, 1999.
[10] M. Drrzapf, B. Gato-Rivera, Vanishing operator products and superconformal subsingular
vectors, Work in progress, 2000.
[11] P. van Driel, K. de Vos, The KazhdanLusztig conjecture for W-algebras, J. Math. Phys. 37 (7)
(1996) 3587.
[12] B.L. Feigin, D.B. Fuchs, in: A.M. Vershik, A.D. Zhelobenko (Eds.), Representations of Lie
Groups and Related Topics, Gordon, Breach, 1990.
[13] D. Friedan, Z. Qiu, S. Shenker, Superconformal invariance in two dimensions and the tricritical
Ising model, Phys. Lett. B 151 (1985) 37.
[14] B. Gato-Rivera, J.I. Rosado, Chiral determinant formula and subsingular vectors for the N = 2
superconformal algebras, Nucl. Phys. B 503 (1997) 447.
[15] B. Gato-Rivera, J.I. Rosado, Families of singular and subsingular vectors of the topological
N = 2 superconformal algebra, Nucl. Phys. B 514 (1998) 477.
[16] K. Iohara, Y. Koga, Rsolutions de type Bernstein-Gelfand-Gelfand pour les super-algbres
de Virasoro N = 1, C.R. Acad. Sci. Paris Sr. I Math. 328 (5) (1999) 381.
[17] K. Iohara, Y. Koga, Fusion algebras for N = 1 superconformal field theories through
coinvariants I: osp(1|2)-symmetry,
Preprint, 1999.
[18] K. Iohara, Y. Koga, Fusion algebras for N = 1 superconformal field theories through
coinvariants II: N = 1 super Virasoro symmetry, Preprint, 1999.
[19] V.G. Kac, Lie superalgebras, Adv. Math. 26 (1977) 8.
[20] V.G. Kac, Group Theoretical Methods in Physic, Lecture Notes in Physics, Vol. 94, Springer,
Berlin, 1979.
[21] A. Kent, Singular vectors of the Virasoro algebra, Phys. Lett. B 273 (1991) 56.
[22] E.B. Kiritsis, Character formulae and the structure of the representations of the N = 1, N = 2
superconformal algebras, Int. J. Mod. Phys. A 3 (1988) 1871.
[23] P. Mathieu, G.M.T. Watts, Probing integrable perturbations of conformal theories using singular
vectors, Nucl. Phys. B 475 (1996) 361.
[24] P. Mathieu, G.M.T. Watts, Probing integrable perturbations of conformal theories using singular
vectors II: N = 1 superconformal theories, Nucl. Phys. B 510 (1998) 577.
653
[25] A. Meurman, A. Rocha-Caridi, Highest weight representations of the NeveuSchwarz and

Ramond algebras, Commun. Math. Phys. 107 (1986) 263.
[26] M. Schottenloher, A Mathematical Introduction to Conformal Field Theory, Lecture Notes in
Physics, Springer, Berlin, 1997.
[27] K. de Vos, P. van Driel, The KazhdanLusztig conjecture for finite W-algebras, Lett. Math.
Phys. 35 (1995) 333.
[28] Waterloo Maple Software, Programmed with Maple V, release 3.
[29] G.M.T. Watts, Null vectors of the superconformal algebra: The Ramond sector, Nucl. Phys.
B 407 (1993) 213.

Hierarchies of invariant spin models

Gaspare Carbone a , Mauro Carfora b,c , Annalisa Marzuoli b,c
a SISSAISAS, Via Beirut 2-4, 34013 Trieste, Italy
b Dipartimento di Fisica Nucleare e Teorica, Universit degli Studi di Pavia, via A. Bassi 6, I-27100 Pavia, Italy
c Istituto Nazionale di Fisica Nucleare, Sezione di Pavia, via A. Bassi 6, I-27100 Pavia, Italy
Abstract
In this paper we present classes of state sum models based on the recoupling theory of angular
momenta of SU(2) (and of its q-counterpart Uq (sl(2)), q a root of unity). Such classes are arranged
in hierarchies depending on the dimension d, and include all known closed models, i.e., the Ponzano
Regge state sum and the TuraevViro invariant in dimension d = 3, the CraneYetter invariant
in d = 4. In general, the recoupling coefficient associated with a d-simplex turns out to be a
{3(d 2)(d + 1)/2}j symbol, or its q-analog.
Each of the state sums can be further extended to compact triangulations (T d , T d ) of a PL-pair
(M d , M d ), where the triangulation of the boundary manifold is not kept fixed. In both cases we find
out the algebraic identities which translate complete sets of topological moves, thus showing that all
state sums are actually independent of the particular triangulation chosen. Then, owing to Pachners
theorems, it turns out that classes of PL-invariant models can be defined in any dimension d. 2001
Elsevier Science B.V. All rights reserved.
PACS: 04.60.Nc; 11.10.Kk
Keywords: Topological lattice field theories; Spin network models in quantum gravity
1. Introduction
In what follows we shall always consider either closed d-dimensional simplicial
PL-manifolds or compact d-dimensional simplicial PL-pairs (M d , M d ), where the
triangulation on the boundary (d 1)-manifold is not kept fixed.
Recall that a closed PL-manifold of dimension d is a polyhedron M d
= |T d |,
d
each point of which has a neighborhood, in M , PL-homeomorphic to an open set
in Rd . The symbol
= denotes homeomorphism, T d is the underlying (finite) simplicial
d
complex and |T | denotes the associated topological space. PL-manifolds are realized by
E-mail addresses: carbone@sissa.it (G. Carbone), mauro.carfora@pv.infn.it (M. Carfora),
annalisa.marzuoli@pv.infn.it (A. Marzuoli).
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 7 2 9 - X
G. Carbone et al. / Nuclear Physics B 595 [PM] (2001) 654688
655
simplicial manifolds under the equivalence relation generated by PL-homeomorphisms.

In particular, two d-dimensional closed PL-manifolds M1d
= |T1d | and M2d
= |T2d | are
d
d
d
d
PL-homeomorphic, or M1
=PL M2 , if there exists a map g : M1 M2 which is both
a homeomorphism and a simplicial isomorphism. We shall use the notation
T d M d
= |T d |
(1)
to denote a particular triangulation of the closed d-dimensional PL-manifold M d .

A PL-invariant Z[M d ] is a quantity which is independent of the particular triangulation
chosen in (1). The value of such an invariant depends just on the PL-class of the closed
manifold , namely it is the same for PL-homeomorphic manifolds. The previous definitions
can be naturally extended to the case of a PL-pair (M d , M d ) of dimension d according
to:

(2)
T d , T d M d , M d
= T d , T d ,
where T d is the unique triangulation induced on the (d 1)-dimensional boundary
PL-manifold M d by the chosen triangulation T d in M d . A PL-invariant Z[(M d , M d )]
is a quantity which is independent of the particular triangulation chosen in (2). The
value of such an invariant depends upon the PL-class of the pair, namely it is the same
for PL-homeomorphic pairs (the reader may refer, e.g., to [16] for more details on
PL-topology).
The general setting of the content of this paper can be summarized as follows:
Step 1. Given a (suitable defined) PL-invariant state sum Z[M d1 ] for a closed
(d 1)-dimensional PL-manifold M d1 , we extend it to a state sum for a pair
(T d , T d T d1 ). This is achieved by assembling in a suitable way the squared roots
of the symbols associated with the fundamental blocks in Z[M d1 ] in order to pick up the
recoupling symbol to be associated with the d-dimensional simplex; the dimension of the
SU(2)-labelled (or the q-colored) (d 2)-simplices is kept fixed when passing from T d1
to T d T d1 .
Step 2. The state sum for (T d , T d ) gives rise to a PL-invariant Z[(M d , M d )] owing
to the fact that we can exploit a set of topological moves, the elementary shellings of
Pachner [10] (the algebraic identities associated with such moves in d = 3 were established
in [2] and [3]).
Step 3. From the expression of Z[(M d , M d )] we can now extract a state sum for
a closed triangulation T d . The proof of its PL-invariance relies now on the algebrization
in any dimension d of the bistellar moves introduced in [9]. The procedure turns out to be
consistent with known results in dimension 3 (see [12], [18] and [4]) and in dimension 4
(see [8] and [5]), and provides us with a PL-invariant Z[M d ] where each d-simplex in
T d is represented by a {3(d 2)(d + 1)/2}j recoupling coefficient of SU(2) (or by the
corresponding q-analog).
The scheme we have outlined above gives us an algorithmic procedure for generating
(different kinds of) invariants for closed manifolds in contiguous dimensions, namely
Z[M d1] Z[M d ]. Furthermore, the (multi)-hierarchic structure underlying these
classes of invariants is sketched below as an array:
656
dimension:
Z2
3
ZPR
Z3
...
d +1
4
ZCY
Z4
..
..
..
Zd
Z d+1
Zd+1
The quantities Zd Z [M d ] on the first diagonal of the array, which we referred

to in Step 1, are invariants depending upon the Euler characteristic of the closed
manifold M d ; they can be defined both in the classical case of SU(2) and in the case
q 6= 1, (in this last case the notation Zd (q) should be more suitable). They are obtained
in any dimension d by labelling the (d 1)-simplices of the triangulations with the ranks
of SU(2) representations, j = 0, 1/2, 1, 3/2, . . . (see Section 4 for the general definition in
the q-case). Notice that these invariants are in fact trivial in dimension d = 2n + 1 since
here we are dealing exclusively with manifolds.
The hierarchy on the second diagonal of the array includes classical PL-invariants
Z d Z[M d ] involving products of {3(d 2)(d + 1)/2}j symbols of SU(2) as we said
in Step 3. In this case the labelling j have to be assigned to the (d 2)-simplices of each
triangulation (namely edges in d = 3, triangles in d = 4, and so on). Thus we recover the
3
4 (q = 1); the other
and the OoguriCraneYetter invariant ZCY
PonzanoRegge model ZPR
invariants are new. A similar remark holds true also in the q-deformed context, where
the hierarchy would be rewritten in terms of the counterparts Z d (q) Z[M d ](q) (and in
particular we find the TuraevViro invariant in d = 4, see [18]).
Coming back to the relations between invariants lying in the same row of the array,
they can be further analyzed in view of the extension of each Z[M d ] to Z[(M d , M d )].
Thus the first row can be read as a PR-model with Z2 on its boundary, the second row
as a CY-model with Z3 on its boundary, while the other rows display new invariants for
PL-pairs in each dimension.
As a consequence of the above remarks, the whole table (together with a similar q-table)
can be reconstructed row by row just from the explicit form of the invariant Zd . Then, in
4 , having on its boundary Z 3 = const
a sense, it is not surprising that the invariant ZCY
4
for any choice of M , turns out to be simply the discretized version of a combination of
signature and Euler characteristic of M 4 (see [15]). On the other hand, the invariants Z 2n+1
generated by non-trivial Z2n are expected to be related to suitable types of torsions, as
happens in the 3-dimensional case (see, e.g., [17]). However, the proper way to investigate
the nature of the invariants in d = 2n > 4 and d = 2n + 1 > 3 is by no doubts the search for
explicit correspondences with some T QF T s. It turns out that the continuous counterparts
of the classical Z d are indeed BF theories, although in the even case the identification of
657
the resulting invariant(s) does not seem so straightforward. Similar considerations apply to
the Z d (q), which should be discretized versions of BF theories with suitable cosmological
terms. These last issues will be discussed elsewhere.
For the sake of clarity in the exposition, the presentation does not follow exactly the
schedule given in Steps 13 at the beginning, mainly owing to the fact that calculations
in dimension d > 4 can be performed only by diagrammatical methods. Thus, as an
illustration of the analytical approach, we present in Section 2 a short review of [2] and [3],
while in Section 3 we provide the extension of the CY-invariant (q = 1) to the case of
a pair (M 4 , M 4 ) and the expression of the induced Z3 on the boundary. In the following
Section 4 we give the explicit form of Zd for any closed M d . In Section 5 we generate
Z[(M d , M d )] from Zd1 and we show its PL-invariance. Section 6 contains the proof
that the state sum induced by Z[(M d , M d )] when M d = is a well defined PL-invariant.
Finally, in Appendix B we collect the basic notations in view of the extension to the Z d (q)
hierarchy.
2. PonzanoRegge model for (M 3 , M 3) and induced 2-dimensional invariant
Following [2] and [3], the connection between a recoupling scheme of SU(2) angular
momenta and the combinatorial structure of a compact, 3-dimensional simplicial pair
(M 3 , M 3 ) can be established by considering colored triangulations which allow us to
specialize the map (2) according to

(3)
T 3 (j ), T 3 (j 0 , m) M 3 , M 3 .
This map represents a triangulation associated with an admissible assignment of both
spin variables to the collection of the edges ((d 2)-simplices) in (T 3 , T 3 ) and of
momentum projections to the subset of edges lying in T 3 . The collective variable
j {jA }, A = 1, 2, . . . , N1 , denotes all the spin variables, n01 of which are associated with
the edges in the boundary (for each A: jA = 0, 1/2, 1, 3/2, . . ., in h units). Notice that the
last subset is labelled both by j 0 {jC0 }, C = 1, 2, . . . , n01 , and by m {mC }, where mC is
the projection of jC0 along the fixed reference axis (of course, for each m, j 6 m 6 j in
integer steps). The consistency in the assignment of the j , j 0 , m variables is ensured if we
require that
each 3-simplex B3 , (B = 1, 2, . . . , N3 ), in (T 3 , T 3 ) must be associated, apart from
a phase factor, with a 6j symbol of SU(2), namely

P6
j1 j2 j3
,
(4)
B3 (1) p=1 jp
j4 j5 j6 B
each 2-simplex D2 , D = 1, 2, . . . , n02 in T 3 must be associated with a Wigner 3j m
symbol of SU(2) according to

0
P3
j30
j1 j20
ms /2
2
s=1
.
(5)
D (1)
m1 m2 m3 D
Then the following state sum can be defined
658

3
ZPR
ZPR M 3 , M 3
X

Z T 3 (j ), T 3 (j 0 , m) M 3 , M 3 ; L ,
= lim
L
(T 3 ,T 3 )
j,j 0 ,m6L
(6)
where

Z T 3 (j ), T 3 (j 0 , m) M 3 , M 3 ; L
= (L)N0
N1
Y
(1)2jA (2jA + 1)
A=1
n02
(1)
N3
Y
(1)
P6
p=1 jp
B=1
P3
s=1 ms

/2
D=1
j10
m1
j20
m2
j30
m3
j1
j4
j2
j5
j3
j6

B

.
(7)
N0 , N1 , N3 denote, respectively, the total number of vertices, edges and tetrahedra in

(T 3 (j ), T 3 (j 0 , m)), while n02 is the number of 2-simplices lying in T 3 (j 0 , m). Notice
that there appears a factor (L)1 for each vertex in T 3 (j 0 , m), with (L) 4L3 /3C,
C an arbitrary constant.
The state sum given in (6) and (7) when M 3 = reduces to the usual PonzanoRegge
partition function for a closed manifold M 3 ; in such a case, it can be rewritten simply as
X

Z T 3 (j ) M 3 ; L ,
(8)
ZPR M 3 = lim
L
{T 3 (j ),j 6L}
where the sum is extended to all assignments of spin variables such that each of them is
not greater than the cut-off L, and each term under the sum is given by

Z T 3 (j ) M 3 ; L

N3
N1
P6
Y
Y
j1 j2 j3
(1)2jA (2jA + 1)
(1) p=1 jp
.
(9)
= (L)N0
j4 j5 j6 B
A=1
B=1
As is well known, the above state sum gives the semiclassical partition function of
Euclidean 3-gravity with an action discretized according to Regges prescription [14].
Moreover, it is formally invariant under any finite set of topological transformations
performed on 3-simplices in T 3 (j ): following Pachner [9], they are commonly known
as bistellar moves. It is a classical result (see, e.g., [12] and [4]) that such moves can
be expressed algebraically in terms of the BiedenharnElliott identity (representing the
moves (2 tetrahedra) (3 tetrahedra)) and of both the BE identity and the orthogonality
conditions for 6j symbols, which represent the barycentic move together with its inverse,
namely (1 tetrahedron) (4 tetrahedra) (see [19] for the explicit expressions of these
identities as well as for notations concerning other (re)coupling coefficients).
In general, if we denote by nd the number of d-simplices T d involved in a given
bistellar operation, then such a move can be represented with the notation
d

(10)
nd (d + 1) (nd 1) bst
and the entire set of allowed moves in dimension d is found for nd = 1, 2, . . . , d + 1 (as an
example, the barycentric subdivision corresponds to the case nd = 1).
659
The invariance under bistellar moves is related to the PL-equivalence class of the
manifolds involved. Indeed, Pachner proved in [9] that two closed d-dimensional
PL-manifolds are PL-homeomorphic if, and only if, their underlying triangulations are
related to each other by a finite sequence of bistellar moves. Thus in particular the state
sum (8) is formally an invariant of the PL-structure of M 3 (the regularized counterpart
being the TuraevViro invariant found in [18]).
Turning now to the non trivial case of (6) with M 3 6= , new types of topological
transformations have to be taken into account. Indeed Pachner introduced moves which are
suitable in the case of compact d-dimensional PL-manifolds with a non-empty boundary,
the elementary shellings (see [10]). This kind of operation involves the cancellation of
one d-simplex at a time in a given triangulation (T d , T d ) (M d , M d ) of a compact
PL-pair of dimension d. In order to be deleted, the d-simplex must have some of its
(d 1)-dimensional faces lying in the boundary T d . Moreover, for each elementary
shelling there exists an inverse move which corresponds to the attachment of a new
d-simplex to a suitable component in T d . It is possible to classify the two sets of moves
by setting
[nd1 d (nd1 1)]dsh ,
[nd1 d (nd1 1)]dish,
(11)
where nd1 represents the number of (d 1)-simplices (belonging to a single d-simplex)

involved in an elementary shelling and in an inverse shelling, respectively. Then the full
set of operations is found when nd1 runs over (1, 2, . . . , d) in both cases.
In [2] identities representing the three types of elementary shellings (and their inverse
moves) for the 3-dimensional triangulation given in (3) were established.
The first identity represents, according to (11), the move [2 2]3sh . The topological
content of this identity is drawn on the top of Fig. 1, while its formal expression
reads

X
a b c
c
r p
a b c
(2c + 1)(1)2c
(1)

r p q
0
c

X
p a q
q b
r
(1)
,
(12)
= (1)2

0
where Latin letters a, b, c, r, p, q, . . ., denote angular momentum variables, Greek letters

, , , , , , . . . , are the corresponding momentum projections and a + b + c +
r + p + q.
Notice that in this section we agree that all j variables appearing in 3j m symbols are
associated with edges lying in T 3 in a given configuration, while j arguments of the 6j
may belong either to T 3 (if they have a counterpart in the nearby 3j m) or to int(T 3 ).
The other identities can be actually derived (up to suitable regularization factors)
from (12) and from both the orthogonality conditions for the 6j symbols and the
completeness conditions for the 3j m symbols (see [19]). In particular, the shelling
[1 3]3sh is sketched on the top of Fig. 2 and the corresponding identity is given by
660
Fig. 1. The shelling [2 2]3sh and the corresponding bistellar [2 2]2bst .

b c
a b c
(1)

r p q

X
p a q
q
(1)
=

.
(13)
Finally, the shelling [3 1]3sh is depicted on the top of Fig. 3 and the associated identity
reads
X
0
0
0
(1) (1)2(p+q+r)(2p + 1)(2r + 1)(2q + 1)
(L)1
q 0 ,p 0 ,r 0

b
a
p
q
0 0

b a c
=
,

q
0
r
0

r
0
p
0

(1)
a
r
b
p
c
q
(14)
where (L) is defined as in (7).

Notice that in each of the above identities we can read also the corresponding inverse
shelling, namely the operation consisting in the attachment of a 3-simplex to the suitable
component(s) in T 3 , simply by exchanging the role of internal and external labellings.
661
662
Comparing the above identities representing the elementary shellings and their inverse
moves with the expression given in (7), we see that the state sum ZPR [(M 3 , M 3 )] in (6)
is formally invariant both under (a finite number of) bistellar moves in the interior of M 3 ,
and under (a finite number of) elementary boundary operations. Following now [10] we are
able to conclude that (6) is indeed an invariant of the PL-structure (as well as a topological
invariant, since we are dealing with 3-dimensional PL-manifolds).
Since the structure of a local arrangement of 2-simplices in the state sum (6) is naturally
encoded in (12), (13) and (14), it turns out that a state sum for a 2-dimensional triangulation
of a closed PL-manifold M 2
T 2 (j ; m, m0 ) M 2
(15)
can be consistently defined if we require that

each 2-simplex 2 T 2 is associated with the following product of two Wigner
symbols (a double 3j m symbol for short)

P3
0
j1 j2
j1 j2
j3
j3
,
(16)
2 (1) s=1 (ms +ms )/2
m1 m2 m3
m01 m02 m03
where {ms } and {m0s } are two different sets of momentum projections associated with the
same angular momentum variables {js }, j 6 ms , m0s 6 j , s = 1, 2, 3. The expression of
the state sum proposed in [3] reads

Z T 2 (j ; m, m0 ) M 2 ; L
N1
Y
= (L)N0
N2
Y
B=1
(2jA + 1)(1)2jA (1)mA mA
A=1
j1
m1
j2
m2
j3
m3

B
j1
m01
j2
m02
j3
m03

,
(17)
where N0 , N1 , N2 are the numbers of vertices, edges and triangles in T 2 , respectively.

Summing over all of the admissible assignments of {j ; m, m0} we get
X

Z T 2 (j ; m.m0 ) M 2 ; L ,
(18)
Z M 2 = lim
L
{T 2 (j ;m,m0 ),j 6L}
where the regularization is carried out according to the usual prescription.

The invariance of (18) is ensured as fas as the bistellar moves in d = 2 can be
implemented. One of these move is expressed according to

XX
p a q
q b r
2q
0
(2q + 1)(1) (1)

q , 0

q b r
p a
q
0 0 0
0 0 0
XX
0
(2c + 1)(1)2c (1)
=
c , 0

a
0
b
0
c
0

r
0
p
0
663
c
0

(19)
and represents the so called flip, namely the bistellar move [2 2]2bst, having taken into
account the notation introduced in (10) (refer to the bottom of Fig. 1 for the corresponding
picture).
The identity corresponding to the remaining moves, namely [1 3]2bst , reads
XX X
X
0
0
(2q + 1)(2r + 1)(2p + 1)(1)2q+2r+2p
(1) (1)
q,r,p

, 0 , 0 , 0

a q
q b
r
r c
p
(1)

q b
r
r
c
p
p a
q
0 0 0
0 0 0
0 0 0

c
a b c
1 a b
= (L)

0 0 0
0
(20)
and these moves are depicted on the bottoms of Fig. 2 and Fig. 3.
As a matter of fact, the state sum given in (17) and (18) is formally invariant under
(a finite number of) topological operations represented by (19) and (20). Thus, from
Pachners theorem proved in [9], we conclude that it is a (PL) topological invariant. Its
expression can be easily evaluated also in the q-case, providing us with a finite quantum
invariant given by

2
(21)
Z2 (q) Z M 2 (q) = wq2 wq2(M ) ,
where (M 2 ) is the Euler characteristic of the manifold M 2 and wq2 = 2k/(q q 1 )2
(see Appendix B).
In conclusion, the 2-dimensional closed model generated by the 3-dimensional model
with a non empty boundary is not trivial, being the only topological invariant which is
significant for a closed surface in the present context.
3. Extension of the CraneYetter model to (M 4 , M 4) and induced 3-dimensional
invariant
In this section we revise first the results found in [5] (see also [8] and [20]) concerning
the q-invariant ZCY [M 4 ](q) for a closed PL-manifold M 4 . However, for the sake of
simplicity, we limit ourselves to a detailed analysis of the (q = 1) case, and moreover
.
we write down the expression of the resulting ZCY [M 4 ] = ZCY [M 4 ](q)|q=1 in terms of
the 3j m symbols appearing in the definition of the SU(2) 15j symbol of the second type
(rather than using its expression in terms of 6j coefficients). This last step turns out to be
crucial in order to define the new invariant ZCY [(M 4 , M 4 )] for a PL-pair (M 4 , M 4 ) and
also in order to show that the state sum induced on M 4 M 3 is indeed the topological
invariant Z [M 3 ] (which is trivial in the present case since M 3 is a closed manifold).
664
Thus, consider a multi-colored triangulation of a given closed PL-manifold M 4 denoting

it by the map
T 4 (j 2 , J 3 ) M 4 ,
(22)
where j 2 is an SU(2)-coloring on the 2-dimensional simplices 2 in T 4 and J 3 is an

SU(2)-coloring on tetrahedra 3 4 T 4 (recall that an ordering on the vertices of each
4-simplex 4 has to be chosen; however, the final expression of the state sum turns out
to be independent of this choice). The consistency in the assignment of the {j, J } spin
variables is ensured for a fixed ordering if we require that
each 3-simplex 3 a 4 (a = 1, 2, . . . , N3 , N3 being the number of 3-simplices
in T 4 ) must be associated, apart from a phase factor, with a product of two 3j m symbols,
namely

j1 j2 Ja
j3 j4
Ja
3
,
(23)
a
m1 m2 ma
m3 m4 ma
each 4-simplex 4 T 4 must be associated, apart from a phase factor, with
a summation of the product of ten suitable 3j m symbols (see below for its explicit
expression), giving rise to a 15j symbol of the second type which we represent for short as
4 [Ja , Jb , Jc , Jd , Je ] 4 ,
(24)
4.
where Ja , . . . , Je are labellings assigned to the five tetrahedra a , . . . , e

Then we can define the following state sum

Z T 4 (j 2 , J 3 ) M 4 ; L
Y
Y
(1)2j 2 (2j 2 + 1)
(1)2J 3 (2J 3 + 1)
= (L)N0 N1
2 T 4
[Ja , Jb , Jc , Jd , Je ] 4 ,
3 T 4
(25)
4 T 4
where N0 , N1 are the number of vertices and edges in T 4 , respectively. The 15j symbol
associated with each 4-simplex is given explicitly by
[Ja , Jb , Jc , Jd , Je ] 4

P
X
j1 j2 Ja
j3 j4
Ja
.
m
(1)
= {15j } 4 (J ) =
m1 m2 ma
m3 m4 ma
m

j7
Jb
j8 Jc
j3
j5
j5 j6 Jb
m5 m6 mb
m3 m7 mb
m5 m8 mc

j6
j2
j9
Jc
j10
Jd
j8
Jd
j1
m1 m9 mc
m6 m10 md
m2 m8 md

j4
j10
Je
j9
Je
j7
,
(26)
m7 m10 me
m4 m9 me
where the summation is extended to all admissible values of the m variables, and the planar
diagram corresponding to the symbol is sketched in Fig. 4. It can be shown (see [5], [15])
that the expression
665
Fig. 4. Diagrammatic representation of the 15j symbol of the second type.

ZCY M 4 = lim

Z T 4 (j 2 , J 3 ) M 4 ; L
(27)
T 4 (j,J )
j,J 6L
}
4
is formally a PL-invariant, and that its value is given by (L)(M )/2 K (M ) , where
(M 4 ), (M 4 ) are the Euler characteristic and the signature of M 4 , respectively, and K is
a constant.
The former state sum can be generalized to the case of a compact 4-dimensional PL-pair
by considering the map

(28)
T 4 (j 2 , J 3 ), T 4 (j0 2 , J0 3 ; m 2 , m 3 ) M 4 , M 4 ,
where {j 2 , J 3 } denotes the entire set of spin variables, ranging from 1 to N2 and from
1 to N3 , respectively. The subset {j0 2 , J0 3 } {j 2 , J 3 } contains the colorings of the
subsimplices in T 4 , the corresponding magnetic numbers of which can be collectively
denoted by m {m 2 , m 3 } as far as no confusion arises. The assignment of the above
variables turns out to be consistent if we agree with the statements in (24) (for all
4 (T 4 , T 4 ), taking into account the fact that some of the J labels may become J 0
for those 4-simplices which have component(s) in T 4 ) and with (23) (for 3-simplices in
the interior of the triangulation). Moreover, we require that
each 3-simplex 3 a 4 lying in the boundary T 4 must be associated, apart from a
phase factor, with the following product of 3j m symbols
0
0

j1 j20 Ja0
j3 j40
Ja0
.
(29)
3 a
m1 m2 ma
m3 m4 ma
With these premises, we consider now the following expression

Z M 4 , M 4
X

Z T 4 (j, J ), T 4 (j 0 , J 0 ; m) M 4 , M 4 ; L ,
= lim
L
(T 4 ,T 4 )
j,J,j 0 ,J 0 ;
m6L
where we have used a shorthand notation instead of (28), and where

Z T 4 (j, J ), T 4 (j 0 , J 0 ; m) M 4 , M 4 ; L
(30)
666
= (L)N0 N1
(1)2j 2 (2j 2 + 1)
all 2
all 4
0
j3
(1)
P
mj 0 /2+ mJ 0
3 T 4
j40
m4
(1)2J 3 (2J 3 + 1)
all 3
{15j } 4 (J, J )
m3
Ja0
ma
j10
m1
j20
m2
Ja0
ma
(31)
Here we introduced explicitly in the phase factors mj 0 and mJ 0 to denote magnetic numbers
corresponding to different kinds of spin variables on the boundary.
As discussed in Section 2, for a PL-pair in dimension d there exist d different types of
elementary shellings (and d inverse shellings), parametrized by the number nd1 of faces in
a boundary d-simplex according to (11). Thus in the present case we are dealing with four
different shellings, n3 = 1, 2, 3, 4 being the number of tetrahedra in T 4 which are going
to disappear (together with the underlying 4-simplex), respectively. The diagrammatic
representations of the moves [1 4]4sh , [2 3]4sh , [3 2]4sh , [4 1]4sh are displayed
in Figs. 58, respectively, where we have made use of diagrammatical relations to handle
products of 3j m symbols (see Figs. 9 and 10).
The explicit expressions of the algebraic identities associated with elementary shellings
are collected in Appendix A.
According to these remarks, Z[(M 4 , M 4 )] in (30) turns out to be formally equivalent
under the action of a finite set of the above operations and their inverse moves and
thus, owing to the theorem proved in [10], it defines an invariant of the PL-structure.
Its q-deformed counterpart, Z[(M 4 , M 4 )](q), can be worked out according to the
prescription given in Appendix B and represents a well-defined quantum invariant.
We may notice also that, since (30) reduces to (27) when M 4 = , Z[(M 4 , M 4 )]
is invariant under bistellar moves performed in int(T 4 ) too. However, we will show in
Section 6 that the equivalence of our d-dimensional Z[(M d , M d )] under elementary
shellings implies (in a non trivial way) the invariance under bistellar moves of the state
sum induced by setting M d = .
Looking now at the local arrangement of 3-simplices in the state sum (31), it turns out
that an induced 3-dimensional state sum for a colored closed triangulation
T 3 (j 2 , J 3 ; m 2 , 2 ; m 3 , 3 ) M 3
(32)
can be defined by associating with each 3-simplex the following sum of products of Wigner
symbols

X
j1 j2 Ja
j3 j4
Ja
3
ma +a
(1)
a
m1 m2 ma
m3 m4 ma
ma ,a

Ja
j3 j4
j1 j2 Ja
1 2 a
3 4 a
j1 j2 Ja j3 j4
.
(33)
= m1 m2
m3 m4 .
1 2
3 4 3
a
Fig. 5. Diagrammatical representation of the move [1 4]4sh .
667
668
Fig. 9. Relation involving the product of two couple of 3j m symbols.
Fig. 10. Diagrammatical representation of the general relation involving the product of two quantities
containing many 3j m symbols; M and M 0 represent the portions of the diagram leaved unchanged
by the relation.
Here all magnetic numbers {m, } have their natural ranges of variation with respect
to the corresponding {j, J } and a shorthand notation for the product of symbols has been
introduced. According to (33), we can define the following state sum

Z T 3 (j, J ; m, ) M 3 ; L
P
Y
Y
(2j 2 + 1)
(2Ja3 + 1)(1) (J +j )
= (L)N0 N1
all 2
all a3
j1 j2 Ja j3 j4
m1 m2
m3 m4 ,
1 2
3 4 3
(34)
which gives rise to the expression

X

Z T 3 (j, J ; m, ) M 3 ; L .
Z M 3 = lim
L
T 3 (j,J,m,)
j,J,m,6L
(35)
At this point we should implement those topological operations which are suitable in the
present context, namely the bistellar moves [n3 5 n3 ]3bst , n3 = 1, 2, 3, 4. However, we
may provide a straightforward proof that Z[M 3 ] in (35) is related to the Euler characteristic
of M 3 . The combination of symbols in each a3 (cf. (33)) can be interpreted (putting
the spin variables on the same foot) as a contribution of two triangles joined along Ja
in a triangulation S 2 of a 2-dimensional surface uniquely associated with the given T 3
669
in (34). Then, by comparing such a structure with (16) and with Z2 in (18), we see that
the contribution for a finite L of the sums over all 1-simplices (from 1 to N1 ) and over all
2 w 2(N1 N2 ) , where we set (L)1 w 2 .
2-simplices (from 1 to N2 ) in S 2 amounts to wL
L
L
By considering again (33) and the fact that we are dealing with manifolds, it turns out that
the number of 1-simplices in S 2 is related to N2 and N3 in T 3 by N1 (S 2 ) = (N2 + N3 )(T 3 ),
and also that N2 (S 2 ) = 2N3 (T 3 ). Thus, for each finite value of L, we would obtain
2+2(M 3 )
. The regularized version of this results reads
Z[M 3 ; L]= wL
3
3
(36)
Z M (q) = wq2[1+(M )] wq2 ,
where we have taken into account the fact that the Euler characteristic vanishes for any
3-dimensional closed manifold.
4. Invariants of closed M d from colorings of (d 1)-simplices
An alternative way of defining the state sums which give rise to Z2 and Z3 comes out
when we consider the relationships between integrals of products of Wigner D-functions
and suitable products of 3j m symbols (see, e.g., [19]). Picking up the 1-skeleton of the
dual complex of a given triangulation (either T 2 or T 3 ) we can assign in a consistent way
j
a Dm (R), R SU(2), to each edge incident on the vertices of such graphs (obviously
the vertices are 3-valent in d = 2 and 4-valent in d = 3). In this framework the role of the
magnetic quantum numbers m, is made manifest by introducing the fat graph associated
with each one of the former graphs: thus any edge acquires two sets of SU(2)-colorings,
namely {j, m} and {j, }. The next step consists in performing an integral over the
R-variables of the product of the D-functions associated with the legs of the graph incident
on each vertex. By collecting the terms generated by all vertices, we would get exactly
the products of double 3j m symbols (with the correct phase factors) which appear in the
expressions of both Z2 and Z3 . The formal calculation can be easily translated in the
diagrammatic language as shown in Fig. 11.
The above procedure can be generalized to any dimension d. In particular, given
any triangulation T d of a closed PL-manifold M d , we focus our attention on its dual
1-skeleton, which is a (d + 1)-valent graph . As before, we are going to associate
a D-function with each fat edge incident on each vertex. This amounts to require that
consistent SU(2)-colorings on generated by the fat graph are achieved if we consider
the assignment
ed ,
({j }; m, ) T
(37)
where Ted is the dual complex associated with T d . The pair of magnetic numbers for
each j variable refers to what we said before, namely we will have a double symbol,
each component of which displays the same {j } but different m, , for each elementary
configuration of the dual graph.
Moreover, it should be clear that the assignments in (37) can be thought of as a coloring
on the (d 1)-skeleton of the original triangulation. According to this prescription, we can
670
Fig. 11. The graph representing the 1-skeleton of the dual lattice of each 2 and 3-dimensional simplex,
with a D function associated with each edge, and the derived elementary diagrams occurring in Z2
and Z3 in terms of 3j m symbols.
now define the following limit of admissible sums of configurations written in terms of {j }
variables
X

(1)(d1)
wL
Z M d = lim
L
Y
all
d1
(1)
({j};m,)
}
{T{j},m,6L
2j d1
(2j d1 + 1)
Y
d1 d
!
j d1
Dm
(R) dR
(38)
= (L) and = 2(N0 N1 + + (1)d2 Nd2 ), (N0 , N1 , N2 , . . .) are the

where
numbers of (0, 1, 2, . . .)-simplices in T d . The range of variation of each m, with respect
to the corresponding j is the usual one, and the summations over the magnetic numbers
act as glueing operations among labelled d-simplices.
Now we can exploit the relationships between integrals of products of D-functions and
suitable combinations of Wigner symbols: this amounts to recognize that the integration
in (38) can be recast as
X

Z d ({j }, {J }; m, ; M, ) M d ; L
2
wL
{J }

P
P
X
Y
X d3
J1
j1 j2
2Jk
M+
(1) (2Jk + 1)
(1)
m1 m2 M 1
{J } k=1
M,

j1 j2 J1
J1
j3
J2
j3 J2
J1
M1 m3 M2
1 2 1
1 3 2
Jd4
Md4
jd2
d2
Jd4
d4

Jd3
jd1
Jd3
Md3
Md3 md1

Jd3
jd1 jd
Jd3
.
d3
d3 d1 d
jd2
md2
671
jd
md
(39)
Here we put in evidence, besides the {j } colorings, also the set {J }, the role of which
is similar to what we found, e.g., in (33), namely J variables come out to be associated
with an internal glueing between the two sub-symbols of a double symbol. Moreover, we
denoted by M, the two sets of magnetic numbers associated with each J and by m,
those associated with each j , respectively. The diagrammatic counterpart of the procedure
described above is shown in Fig. 12, where for simplicity just one of the possible coupling
schemes is considered (the other ones giving equivalent analytical expressions).
Thus the limit in (38) can be rewritten as
X

(1)(d1)
wL
Z M d = lim
L
Y
all d1
d
{T
d ({j},{J };m,)
j,m6L
(1)2j d1 (2j d1 + 1)
d3
Y
k=1
M,
(1)2Jk (2Jk + 1)

Z ({j }, {J }; m, ; M, ) M ; L ,
d
(1)
P
M+
(40)
where we used the shorthand notation defined in (39).
Fig. 12. The graph representing the 1-skeleton of the dual lattice of each d-dimensional simplex,
with a D function associated with each edge, and the derived elementary diagrams occurring in Zd
in terms of 3j m symbols.
672
An explicit calculation which involves the auxiliary surface S 2 (cf. the discussion at
the end of Section 3), where now we get (d 2) triangles associated with each d in the
original triangulation T d , yields the regularized result

(d1) (M d )]
,
(41)
Z M d (q) = wq2[1+(1)
where (M d ) is the Euler characteristic of M d .
On passing, we may note that the counterpart of (41) in the continuum approach would
be the d-dimensional topological field theory with a supersymmetric action given, e.g.,
in [1].
5. Invariants of (M d , M d ) induced by Zd1

According to the program outlined in Steps 1, 2 of the introduction, we build up in
the following a state sum for a pair (T d , T d ) induced by examining the expression of
Z [M d M d1 ], with Z [M d1 ] given by (39) of Section 4. The second part of the
present section will be devoted to the proof that such state sums are actually independent
of the triangulation chosen, and thus the invariant Z[(M d , M d )] is well defined in any
dimension d.
We learnt from the procedure followed both in Section 2 and in Section 3 that once
we give the double symbol associated with the (d 1)-simplex in a given closed T d1 ,
we can recover the contribution from a single d-simplex in (T d , T d T d1 ) by taking
first the squared root of the symbol itself. Then the recoupling symbol to be associated
with the d-dimensional fundamental block is obtained by summing over the free m
entries the product of (d + 1)-contributions from its faces, with suitable j labels. Thus
in d = 2 we used the symbol given in (16) as a fundamental block in the state sum
Z[T 2 (j ; m, m0) M 2 ; L] (see (17)), while in d = 3 the symbol given in (33) was
associated with each 3-simplex of T 3 (j, J ; m, ) M 3 (see (34)): in both cases the
double symbol looks like a square of some sub-symbol. Taking the squared root means that
we pick up just one of the sub-symbols (e.g. either the Wigner symbol with m entries in (16)
or the product of two Wigner symbols with m entries in (33)). By summing over all m
entries the product of four sub-symbols with suitable j labellings and phase factors in d = 3
we get the expression of the 6j symbol which enters ZPR [M 3 ]. In turn, a summation over
m variables of the product of five sub-symbols with suitable j labellings and phase factors
in d = 4 reproduces the 15j symbol which represents the fundamental block in ZCY [M 4 ]
(see (26)). Notice also that the procedure works with PL-pairs as well: we simply associate
one of the former sub-symbol (with an m0 coloring, say) with each (d 1)-simplex in T d .
The above remarks suggest how an algorithmic procedure for generating Z[(M d , M d )]
from Z [M d1 ] could be actually established. To this end, we consider first the structure
of the double symbol associated with the fundamental block in (39), written for a closed
triangulation T d1 . The corresponding planar graph is shown in Fig. 13 (compare also
Fig. 12): the diagram includes d external legs, representing the faces of the (d 1)-simplex,
and (d 3) internal edges, the colorings of which are associated with the (d 1)-simplex
673
Fig. 13. Diagram corresponding to the fundamental block occurring in the recoupling symbol
associated with the d-dimensional simplex.
itself, as explained below. The fundamental d-dimensional block which will enter the
state sum is obtained by assembling (d + 1) simplices of dimension (d 1) along their
(d 2)-dimensional faces. Such a procedure can be described in some detail as follows.
We first assign an overall ordering to the set of (d 1)-simplices of d , namely we
introduce a = 1, 2, . . . , d + 1. Then we denote by j1a , j2a , . . . , jda the j labels of the external
legs of the graph associated with the ath (d 1)-simplex ad1 (the dimensionality of such
colored faces is (d 2)). From a topological point of view, we are going to join a suitable
number of other colored (d 1)-simplices along the faces of the chosen ad1 according
d1
d1
d1
a
to the rule: a+1
ad1 = jda , a1
ad1 = j1a , . . . , ai
ad1 = jd(i1)
, where
i = 1, 2, . . . , d 3. Thus the above prescription implies the identifications jda = jda+1 ,
a
= jia+i among j variables, while the glueing has to be accomplished
j1a = jda1 , jd(i1)
by summing over all free m entries. The cyclic property of the joining implies that the
procedure is actually independent of the label a chosen at the beginning. Moreover, by
requiring that the unique d , which shares ad1 with d , has indeed the same graph
associated with its own ad1 , but different magnetic numbers with respect to the other
one, we obtain the diagram shown in Fig. 14 (which, by the above remarks, turns out to
be generic). A closer inspection of its combinatorial structure shows that we get in fact a
{3(d 2)(d + 1)/2}j symbol written in terms of (sums of) 3j m symbols (see, e.g., [21]).
Collecting all the previous remarks we are now able to build up a state sum for (T d , T d )
on the basis of the requirements listed below.
For each d (T d , T d1 ) we introduce:
(i) an admissible set of colorings on each of its (d 2)-faces, namely j1 , j2 , . . . , jF ,
where the value of the binomial coefficient

d +1
F
(42)
2
gives the number of (d 2) subsimplices of a d-simplex;
(ii) other sets of SU(2)-colorings associated with each of its (d 1)-faces and denoted
collectively by {Ji1 }, {Ji2 }, . . . , {Jid+1 } (these sets are the counterparts of the five labels
Ja , . . . , Je used in (24)). Then we set

3
.
d
(d 2)(d + 1)j
(43)
= {Ji1 }, {Ji2 }, . . . , {Jid+1 } d .

2
d
674
Fig. 14. Diagram representing the 3nj symbols with its internal structure.
For each d1 T d , denoting as usual by {j 0 , J 0 } {j, J } the subsets of

spin variables belonging to boundary components, and labelling as J10 , J20 , . . . , JC0
(C = d 3) the variables associated with the internal legs of Fig. 13, we have the explicit
correspondence
0

Pd3
X
j1 j20
J10
(1) C=1 MC
d1
m1 m2 M 1
M

0
0
0
Jd4
j30
J20
jd2
Jd3
J10
M1 m3 M2
Md3 md2 Md3

0
0
0
jd1 jd
Jd3
.
(44)
Md3 md1 md
Here we agree that each m variable is associated with the corresponding j 0 on the upper
row, while an M entry is the magnetic number of the upper J 0 , with the usual ranges of
variations in both cases.
Then we can define the following state sum

Z T d (j d2 , J d1 ), T d (j0 d2 , J0 d1 ; m, M) M d , M d ; L
!
Y d3
Y
Y
(1)d
(1)2j d2 (2j d2 + 1)
(1)2JC (2JC + 1)
= wL
all d2
all d1 C=1

P
P
Y 3
Y X
(d 2)(d + 1)j
(J, J 0 )
(1) m/2+ M
2
d
all d
d1 T d M
0

0
0
0
0
j1 j2
Jd3
J1
jd1
jd0
,
m1 m2 M 1
Md3 md1 md
d1
(45)
675
where = 2(N0 N1 + + (1)d3 Nd3 ), (N0 , N1 , N2 , . . .) being the total number

of (0, 1, 2, . . .)-dimensional simplices. Notice also that some of the recoupling coefficients
associated with d-simplices may depend also on J 0 variables, if they have components
in T d .
The limiting procedure for handling all state sums (45) for the given (M d , M d ) can be
defined as

Z M d , M d
X

Z T d (j, J ), T d (j 0 , J 0 ; m, M) M d , M d ; L ,
(46)
= lim
L
{Tj,J,T
6L }
where the ranges of the magnetic quantum numbers are |m| 6 j 0 , |M| 6 J 0 in integer steps,
and where suitable shorthand notations have been employed.
As anticipated before, we turn now to the basic question of the equivalence of
Z[(M d , M d )] in (46) under a suitable class of topological operations. In the present case
we are going to implement the set of elementary inverse shellings [nd1 d (nd1 )]dish
in (11), involving the attachment of one d-simplex to T d along nd1 = 1, 2, . . . , d simplices of dimension (d 1) glued together in suitable configurations. The complementary set of the elementary shellings could be singled out simply by exchanging internal
and external labellings in a consistent way. It should be clear from similar discussions on
equivalence in Sections 3, 4 and Appendix A that the explicit expressions of the identities associated with the moves become more and more complicated as dimension grows.
Thus, we limit ourselves to the implementation of the moves through the diagrammatical method, which has been already used in Section 4. As a further remark, we note that
glueing operations performed on triangulations underlying PL-pairs of manifolds (as happens in our context) involve joining of couples of p-dimensional simplices (p = d, d 1)
along their unique common (p 1)-dimensional face. More precisely, also the joining of
two (d 1)-dimensional simplices in T d has to fulfill this rule, since T d is a manifold
(indeed, this would be true for pseudomanifols as well).
Before dealing with the full d-dimensional case, let us illustrate the case of elementary
inverse shellings in d = 5. Recall that a 5-simplex has six 4-dimensional simplices in its
boundary and that in the present case nd1 in (11) may run over 1, 2, 3, 4, 5. Consider
first the inverse shelling [5 1]5ish, the action of which is displayed in the diagram of
Fig. 15 (where we have made use of the diagrams shown in Fig. 10 of Section 3). This
operation amounts to glue a 5-simplex to T 5 along five 4-simplices (joined among them
along 3-dimensional faces). The resulting configuration in the modified T 05 gives rise to
an unique new (open) 4-simplex, so that no new (5 r)-simplices (r > 3) appear. Thus
2
factor and is manifestly invariant under such
the state sum (45) does not acquire any wL
a move.
The inverse shelling [4 2]5ish consists in the attachment of a 5-simplex along four
4-simplices in T 5 . In the new T 05 there appear two 4-simplices joined along a common
3-simplex (for what we said before), and thus also in this case we do not introduce new
2
factor
(5 r)-dimensional subsimplices (r > 3) in the state sum and no additional wL
676
Fig. 15. Shelling of [5 1]5ish type.
677
arises. The diagrammatic proof is given in Fig. 16, where we have taken into account
Fig. 10 again.
The [3 3]5ish move amounts to the glueing of a 5-simplex along three 4-simplices
lying in T 5 . Owing to the general remark that in a p-simplex d , exactly three
(p 2)-dimensional subsimplices inside over a (d 3)-dimensional subsimplice, we see
that such an inverse shelling generates just one new triangle in T 05 (and no additional
2
factor in the state sum. The action of
(5 r)-simplices with r > 4), associated with a wL
2 factor which
this move is reproduced in Fig. 17, where we can see the loop bringing a wL
cancels the contribution coming from the new triangle.
The move [2 4]5ish represents the attachment of a 5-simplex to T 5 along four
4-dimensional simplices. Recalling the expressions giving the number of subsimplices of
a p-simplex (see below), we may see that the configuration of two 4-simplices, glued along
their common 3-dimensional face, identifies six vertices, fourteen edges, sixteen triangles
and nine tetrahedra; thus this type of inverse shelling generates in T 05 one new edge
6
factor in the
((d 4)-simplex) and four triangles ((d 3)-simplices), giving rise to wL
state sum. The above action in depicted in the diagram of Fig. 18, where we see three loops,
the contributions of which cancel the above extra factor.
The last type of inverse shelling that we deal with is [1 5]5ish , representing the glueing
of a 5-simplex along one 4-simplex. By counting in an appropriate way the subsimplices
of the new configuration in T 05 , we see that there appear ten triangles ((d 3)-simplices),
five edges ((d 4)-simplices) and one vertex ((d 5)-simplex), which generate an overall
12
factor. Looking now at Fig. 19, such extra factor turns out to be exactly cancelled by
wL
the contributions arising from the loops. This completes the proof of the invariance of (46)
under elementary boundary operations in the 5-dimensional case.
Coming to the general d-dimensional case, we slightly change our previous notation,
namely [nd1 d (nd1 )]dish (nd1 = 1, 2, . . . , d), by parametrizing the moves in terms
of d according to
[(d k) (k + 1)]dish,
k = 0, 1, 2, . . . , (d 1),
(47)
678
Fig. 20. Shelling of [d 1]dish type.
which of course turns out to be consistent with the previous one. Notice also that in what
follows we shall make use of the diagrammatic relations shown in Fig. 9 and Fig. 10
whenever it is necessary.
Consider first [d 1]dish , representing the glueing of a d-simplex to T d along d
(d 1)-dimensional simplices (the corresponding diagram is given in Fig. 20). Since we
do not generate any (d r)-simplex (r > 3) in the new configuration T 0d , no additional
2
factors enter the state sum (45) .
wL
The [(d 1) 2]dish move consists in the attachment of a d-simplex to T d along
(d 1) simplices of dimension (d 1). Also the action of this inverse shellings does not
give any (d r)-simplex (r > 3) in the new T 0d , and its graphical counterpart is shown
in Fig. 21.
Coming to [(d 2) 3]dish , we see that it represents the glueing of a d-simplex along
(d 2) simplices of dimension (d 1) lying in T d and its diagram is given in Fig. 22.
In the new boundary triangulation one (d 3)-simplex (and no other simplices) appears.
2
factor which comes out is exactly cancelled by the contribution of the loop.
Thus the wL
An algorithmic setting can now be easily established. For, the kth inverse shelling,
namely [(d k) (k + 1)]dish, represents the attachment of a new d-simplex along (d k)
simplices of dimension (d 1) in T d which generates in T 0d several kinds of new
boundary components. The number of such new components is evaluated by using suitable
binomial coefficients, according to the list given below

k+1
k+1
k+1
d3
d4
,
,...,
d(k+1),
(48)
4
k+1
3
2
factors are generated
while for each k the following number of additional wL
2
Pk+1
wL
i=3
i+1
(k+1
i )(1)
2 k1
2 k
= wL
(49)
The action of the kth inverse shelling is depicted in the diagram of Fig. 23, where the
loops which cancel the weights given in (49) appear. More precisely, when we glue
together (k + 1) (d 1)-simplices in the more symmetric way, we have to perform
P
( kl=1 l) identifications among their faces (and that is exactly the number of summations
Fig. 21. Shelling of [d 1 2]dish type.
Fig. 22. Shelling of [d 2 3]dish type.
Fig. 23. Shelling of [d k k + 1]dish type.
679
680
over j variables in the state sum). However, k of the above identifications do not bring
loops (as can be inferred from the structure of the {3(d 2)(d + 1)/2}j symbol) and
P
thus the remaining ( k1
l=1 l) glueing operations induce exactly the factors given in (49).
This remark completes the proof of the equivalence of (45) under the entire set of
boundary elementary operations. Thus, by Pachners result found in [10], the expression
given in (46) is formally an invariant of the PL-structure of (M d , M d ). Its regularized
counterpart, Z[(M d , M d )](q) can be written explicitly according to the prescription given
in Appendix B.
6. Invariants of closed M d from colorings of (d 2)-simplices
In order to complete the program outlined in the introduction, in the present section
we show how it it possible to generate from the extended invariant defined in Section 5
a state sum model for a closed PL-manifold M d . Obviously the form of the new state
sum will be inferred from the extended one (given in (45)) simply by ignoring the
contributions from boundary (cf. the 3- and 4-dimensional cases). Thus the main point
.
of the present section will consist in giving the proof that (46), and consequently Z[M d ] =
Z[(M d , M d )]|M d = , are invariant under d-dimensional bistellar moves performed either
in the interior (bulk) of a triangulation (T d , T d ) or in a closed T d , respectively.
The expression of the state sum for a triangulation T d , colored according to the
prescription of the previous section and with the same notations, reads

Z T d (j d2 , J d1 ) M d ; L
!
Y d3
Y
Y
(1)d
2j d2
2JC
(1)
(2j d2 + 1)
(1) (2JC + 1)
= wL
all d2

Y 3
(d 2)(d + 1)j
(J ),
2
d
d
all d1 C=1
d1
(50)
all
while the limit taken on all admissible colored triangulations of a given PL-manifold M d
is formally written as follows
X

Z T d (j, J ) M d ; L .
(51)
Z M d = lim
L
{j,JT 6L}
The issue of the equivalence of (51) under the suitable set of topological operations can be
addressed by exploiting some results from PL-topology (recall also the definitions given
at the beginning of the introduction) and on applying them to the extended state sum
Z d [(T d , T d ) ] given in (45).
Let us start by considering the simplicial complex made up by one d-simplex d
together with all its subsimplices. From the topological point of view we get in fact
what is called a (standard) simplicial PL-ball, and we denote it by B d ( ) (we omit the
dimensionality of simplices whenever it is clear from the context). The boundary of such
681
a ball, B d ( ), is obviously homeomorphic to the (d 1)-dimensional sphere and in

particular it is a simplicial PL-sphere containing the (d + 1) faces of dimension (d 1)
of the original B d ( ). Notice however that a simplicial (d 1)-sphere can be defined
by its own by joining in a suitable way some (d 1)-dimensional simplices Rd . The
minimum number of (d 1)-simplices necessary to get a PL-sphere is just (d + 1): the
resulting simplicial sphere will be denoted by S d1 (1 2 d+1 ). If we consider
again the PL-ball B d ( ), we would get B d ( )
=PL S d1 (1 2 d+1 ), where
=PL stands for a PL-homeomorphism.

Turning now to the structure of the extended state sum for a (T d , T d ), we can reconsider its topological content as follows. Indeed, we see that the contribution of the configuration S d1 (1 2 d+1 ) to Z d amounts exactly to one {3(d 2)(d + 1)/2}j symbol, namely it is the same that we would obtain by glueing a B d ( ) to
S d1 (1 2 d+1 ) along B d ( ) with a PL-homeomorphism. The reason why
we stress this point relies on the fact that on this basis we are able to set up the following
step-by-step procedure: (i) we extract first some B d ( ) from the bulk of (T d , T d ), leaving
an internal hole bounded by the PL-sphere S d1 (1 2 d+1 ); (ii) then we carry
out elementary boundary operations on the PL-pair (B d ( ) , B d ( )) bringing B d ( )
into S d1 (1 2 d+1 ) (notice that in doing that we do not alter the extended state
sum, owing to its invariance under elementary shellings); (iii) finally, we glue the ball back
into the original triangulation through a PL-homeomorphism S d1 (1 2 d+1 )
=PL S d1 (1 2 d+1 ).
Such kinds of cut and paste represent nothing that the implementation of the set of
d-dimensional bistellar moves in the bulk of each triangulation of (M d , M d ) (and in the
whole closed M d ). To be precise, the entire set of moves will be obtained by cutting away
not just a standard PL-ball as before, but rather simplicial balls made up of a suitable
collection of more than one d-simplex.
As an explicit example of how the above procedure works, consider the 3-dimensional
case with the corresponding extended state sum given in (7). Recall from (10) that in
this case we are dealing with four bistellar moves, [1 4]3bst and [2 3]3bst , where the
arguments refer to the number of 3-simplices involved in the corresponding transformation.
The explicit implementation of some of these moves is given below.
[1 4]3bst. Since the initial configuration contains just one 3-simplex, we are just in
the situation described above. Then we extract the ball B 3( 3 ) (the boundary of which
is S 2 (12 22 32 42 )) and perform on it the inverse shelling [1 3]3ish , where
the first triangle is chosen in an arbitrary way. Thus we get a configuration with two
3-simplices, namely the original 3 and a new 13 , glued along the original triangle.
The second operation is an inverse shelling [2 2]3ish , where the two initial contiguous
triangles belong to 3 and to 13 , respectively. This move generates a third tetrahedron, 23 ,
joined to the previous ones through a 2-dimensional face. On this configuration we act now
with [3 1]3ish, where two of the three triangles of the initial arrangement were generated
in the two previous steps, respectively, while the third one belongs to the original 3 .
Thus we get a fourth tetrahedron 33 which, together with the other ones, gives rise to the
2 2 2 ),
simplicial ball B 3 ( 3 13 23 33 ), the boundary of which is S 2 ( 2 (1)
(2)
(3)
682
where the first entry is the initial triangle chosen in 3 , and the other entries are the new
2 3 , . . .). Now we glue back the modified
faces generated in the three previous steps ((1)
1
simplicial ball into the triangulation through a PL-homeomorphism between the original
2 2 2 ). The pictorial representation of the
S 2 (12 22 32 42 ) and S 2 ( 2 (1)
(2)
(3)
reconstruction of this particular move is shown in Fig. 24.
[2 3]3bst . The configuration we start with is a ball B 3 (13 23 ) having S 2 (12
2
2 32 42 52 62 ) as its boundary. After the extraction, we perform first the inverse
shelling [2 2]3ish, where the two initial triangles are contiguous and belong to 13 and
to 23 , respectively. Finally, we apply [3 1]3ish, where the three initial triangles belong
to 13 , 23 and to the component generated by the previous step, respectively. It is not
difficult to realize that the resulting PL-ball has again six faces in its boundary PL-sphere,
and thus we glue it back along the boundary of the original hole by means of a suitable
PL-homeomorphism. The sequence of operations we have performed is drawn in Fig. 25.
The remaining 3-dimensional bistellar moves can be explicitly worked out following a
similar procedure and by employing a definite sequence of inverse operations.
Also for what concerns the 4-dimensional case we could describe step-by-step the
implementation of all transformation. However, since in that case a pictorial counterpart
is not so easy displayed, we turn to the general rule in dimension d. On the basis of the
characterization of d-dimensional inverse shellings given in (47) we can reparametrize also
the set of all d-bistellar moves according to
[k (d k + 1)]dbst,
k = 1, 2, . . . , (d 1),
(52)
paying attention to the fact that here k enumerates d-simplices, while in (47) it was referred
to (d 1)-simplices in a given d . With this reformulation, we see that the generic move
[k (d k + 1)]dbst can be obtained with the cut and paste procedure following the steps:
remove from the bulk of (T d , T d ) a PL-ball B d (1 2 k ), where
k = 1, 2, . . . , (d 1);
implement on the ball the sequence of inverse shellings [k d k + 1]dish,
[k + 1 d k]dish, . . . , [d + 1 1]dish , by choosing in the initial configuration one
(d 1)-simplex in each of the components of the original ball and by involving in the
subsequent moves one (d 1)-simplex for each of the components generated before
(including also the initial one);
glue back the resulting modified simplicial ball along the hole left in (T d , T d ) by
using a PL-homeomorphism.
Having shown that the extended state sum is equivalent under (a finite set of) bistellar
moves performed in the bulk for any dimension d, we can conclude that the expression
of Z[M d ] in (51) shares the same property. Thus, owing to [9], it is also an invariant of
the PL-structure. For what concern the q-deformed Z[M d ](q), we refer as usual to the
notations and definitions collected in Appendix B.
683
Fig. 24. The move [1 4]3bst in terms of inverse shellings performed on the removed PL-ball.
Fig. 25. The move [2 3]3bst in terms of inverse shellings performed on the removed PL-ball.
7. Conclusions
Coming back to the array of PL-invariants displayed in the introduction, we would
hopefully complete it with a third hierarchy, namely
684
dimension:
Z2
3
ZPR
W4
Z3
4
ZCY
...
...
...
As we learnt from the results found in the previous sections, the key tool to build up
3
in terms of
the first entry of the new hierarchy, namely W 4 , consists in rewriting ZPR
double symbols (to be associated with each tetrahedron). We are currently investigating
such a possibility, which could become concrete by exploiting the Regge symmetries of
the 6j symbol (see [13]). The next step will consist in picking up one of the sub-symbols
of the double symbol, collecting five of them in a suitable way, and associating the resulting
expression with the fundamental 4-dimensional block. Finally, the issue of the equivalence
of the resulting state sum under moves should be improved, together with the identification
of the continuous counterpart of the new PL-invariant. Indeed, such a W 4 could be non3
trivial since it would be easily extended to an invariant for a pair (M 4 , M 4 ) having ZPR
on its boundary manifold.
As a last remark, we would like to spend some words on the procedure described in
Section 6, where we established that the equivalence of the closed state sum under bistellar moves follows from the equivalence of the extended state sum under shellings. It is
worthwhile to notice that the possibility of carrying out topological operations on removed
PL-balls relies on a theorem given in [11] which states that every d-dimensional PL-ball is
shellable. On the other hand, it is clear that the glueings of the modified balls into the bulk
of the original triangulation are achieved through PL-homeomorphisms which are consistent with respect to SU(2)-labellings but, generally speaking, are not at all isometric mappings (the natural metric being an Euclidean PL-metric induced on the underlying polyhedron). Thus, if we were interested in finding a state sum for a pair (M d , M d ) in which the
edge lengths of the simplices in the bulk are dynamical variables (whereas for instance we
would keep on requiring invariance on the boundary manifold) then we should accordingly
modify the whole approach. We are currently addressing such issues in connection with
the search for discretized models of Euclidean quantum gravity in dimension four.
Acknowledgements
This work has been supported in part by PRIN grant 9901457493 (Geometry of
Integrable Systems).
Appendix A
We give here explicitly the identities corresponding to the four types of elementary
shellings in d = 4 which are employed to show the invariance of Z[(M 4 , M 4 )] in
Section 3. Recall from (29) and (31) that there we made use of primed spin variables
{j 0 , J 0 } in order to label those components which lie in T 4 in some configuration, while
plain {j, J } denoted components in int(T 4 ). Since here almost all variables are indeed
685
in T 4 , we agree to change our previous notation according to

0
j1 , j2 , . . . , j10 ,
j10 , j20 , . . . , j10

0
4
Ja T Ja ,

Ja int T 4 Ja .
For the corresponding m variables we keep on denoting them by plain m1 , m2 , . . . , m10 ;

ma , . . . , me , since no ambiguity can arise. We set also wj2 (2j + 1), and the summation
labels and arguments are shortened as far as possible.
[1 4]4sh (see Fig. 5)

X
j1 j2 Ja
j3 j4
Ja
2
ma
wJa (1)
[Ja , Jb , Jc , Jd , Je ]
m1 m2 ma
m3 m4 ma
Ja ,ma

P
P
X
X
j5 j6 Jb
j3
j7
Jb
(1) i mi
(1) A mA
=
m5 m6 mb
m3 m7 mb
mi
mA

j8 Jc
j9
Jc
j10 Jd
j1
j6
j5
m5 m8 mc
m1 m9 mc
m6 m10 md

j8
Jd
j10
Je
j9
Je
j7
j4
j2
,
m2 m8 md
m7 m10 me
m4 m9 me
{mi } = (m5 , m6 , m7 , m8 , m9 , m10 ),
{mA } = (mb , mc , md , me ).
[2 3]4sh (see Fig. 6)
X
j3 ,m3
wj23 (1)m3
JA ,mA
!
wJ2A
(1)
A mA
j1
m1
j2
m2
Ja
ma

j3
m3
j4
m4
Ja
ma

j3
j7
Jb
j5 j6 Jb
m5 m6 mb
m3 m7 mb

P
P
X
X
j8 Jc
j9
Jc
j5
j1
mi
mA
i
A
(1)
(1)
=
m5 m8 mc
m1 m9 mc
mi
mA

j2
j7
j10 Jd
j8
Jd
j10
Je
j6
m6 m10 md
m2 m8 md
m7 m10 me

j9
Je
j4
,
m4 m9 me
{JA } = (Ja , Jb ),
{mA } = (ma , mb ),
{mi } = (m8 , m9 , m10 ),
{mB } = (mc , md , me ).
686
[3 2]4sh (see Fig. 7)

!
P
X
X Y
2
wji (1) i mi
ji ,mi
j3
m3
JA ,mA
j4
m4

Ja
ma
j5
m5
!
wJ2A
A mA
(1)
j6
m6
j1
m1
j2
m2

Jb
mb
j7
Jb
j3
m3 m7 mb

Ja
ma

j8 Jc
j9
Jc
j1
j5
m5 m8 mc
m1 m9 mc

P
X
X
j10 Jd
j6
j2
2
(1)m10
(1) B mB
= wL
m
m
m
m
6
10
d
2
m10
mB

j4
j10
Je
j9
Je
j7
,
m7 m10 me
m4 m9 me

j8
m8
{ji } = (j1 , j3 , j5 ),
{mi } = (m1 , m2 , m5 ),
{JA } = (Ja , Jb , Jc ),
{mA } = (ma , mb , mc ),
{mB } = (md , me ),
2
= (L).
wL
[4 1]4sh (see Fig. 8)

!
P
X
X Y
2
wji (1) i mi
ji ,mi
j3
m3
JA ,mA
j4
m4
j8
m8
j5
m5
Ja
ma
Jc
mc

j5
m5
(1)
j6
m6
Jb
mb
A mA

j3
m3

j10
m10
{ji } = (j1 , j2 , j3 , j5 , j6 , j8 ),
{mi } = (m1 , m2 , m3 , m5 , m6 , m8 ),
{JA } = (Ja , Jb , Jc , Jd ),
{mA } = (ma , mb , mc , md ),
Je
me

j4
m4
j1
m1
j7
m7
j1
j6
j9
Jc
m1 m9 mc
m6

j8
Jd
j2
m2 m8 md

X
j7
6
me
(1)
= wL
m7
m
6
= (L)3 .
wL
!
wJ2A
j2
m2
Jb
mb
j10
m10
j9
m9
Ja
ma
Jd
md
Je
me

,
Jd
md
687
The full set of identities can be obtained, up to regularization, from anyone of

them, on applying orthogonality/completeness conditions for 3j m symbols as well as
orthogonality conditions for the 15j symbol (see [21]). Moreover, the set of inverse moves
(corresponding to the attachment of a 4-simplex) can be read in the same set of identities
up to exchanging the role of J and J.
Appendix B
All state sums and associated classical invariants defined in terms of (re)coupling
coefficients of SU(2) can be extended to the case of the quantum enveloping algebra
Uq (sl(2, bC)), q a root of unity. Following the standard notation, the spin variables
{j } take their values in a finite set I = (0, 1/2, 1, . . ., k) where exp(i/k) = q. For
.
2
= (1)2xj [2xj + 1]q K is defined, where K K \ {0}
each j I a function w(q)j
(K a commutative ring with unity). Recall that the notation [.]q stands for a q-integer,
namely [n]q = (q n q n )/(q q 1 ) and that, for each admissible triple (j, k, l), we have:
2 P
2
2
2
2
1 2
w(q)j
k,l w(q)k w(q)l = wq , with wq = 2k/(q q ) .
We do not give the explicit expression of the quantum invariants Z[(M d , M d )](q) and
Z[M d ](q) which would replace the classical counterparts found in Sections 5 and 6. We
just notice that the basic receipt to transform the classical state sums into the quantum ones
can be summarized as follows
2 , while each of the factors
the classical weights (1)2j (2j + 1) are replaced by w(q)j
(L)1 becomes wq2 ;
each Wigner symbol of SU(2) is replaced by its q-analog q 3j m, normalized as
explained below;
each classical recoupling coefficient (or 3nj symbol) of a given type has its
q-deformed counterpart, obtained by summing over magnetic numbers products of
q 3j m symbols, apart from suitable phase factors.
Recall from [6] and [7] that the relation between the quantum ClebshGordan coefficient
(j1 m1 j2 m2 |j3 m3 )q and the q 3j m symbol is given by

j1 j2
j3
,
(B.1)
(j1 m1 j2 m2 |j3 m3 )q = (1)j1 j2 +m3 ([2j3 + 1]q )1/2
m1 m2 m3 q
where, as usual, an m variable runs in integer steps between j and +j , and the classical
expression is recovered when q = 1. The symmetry properties of the q 3j m symbol read

j3
j3
j2 j1
j 1 j2
= (1)j1 +j2 +j3
,
m1 m2 m3 q
m2 m1 m3 1/q

j3
j2
j1 j3
j1 j2
= (1)j1 +j2 +j3 q m1 /2
,
m1 m2 m3 q
m1 m3 m2 1/q

j3
j2
j3
j1
j1 j2
= (1)j1 +j2 +j3
.
(B.2)
m1 m2 m3 q
m1 m2 m3 q
688
Thus we define the normalized q 3j m symbols, for deformation parameters q and 1/q,
respectively, according to

j3
j3
j1 j2
. (m1 m2 )/6 j1 j2
,
= q
m1 m2 m3 q
m1 m2 m3 q

j3
j3
j1 j2
. (m2 m1 )/6 j1 j2
.
(B.3)
= q
m1 m2 m3 1/q
m1 m2 m3 1/q
The orthogonality relation involving the normalized symbols (which are used for instance
in order to handle identities representing elementary shellings and inverse shellings) reads

X
j2
j
j1
j
j2
2
(m2 m1 )/3 j1
w(q)j (1) q
m1 m2 m q m02 m01 m q
jm
= m1 m0 m2 m0 ,
1
(B.4)
where = m1 + m2 + m3 .
References
[1] D. Birmingham, M. Blau, M. Rakowski, G. Thomson, Phys. Rep. 209 (1991) 129.
[2] G. Carbone, M. Carfora, A. Marzuoli, Comm. Math. Phys. 212 (2000) 571.
[3] G. Carbone, M. Carfora, A. Marzuoli, in: B. Casciaro et al. (Eds.), Recent Developments in
General Relativity, Springer, Milan, 2000, p. 419.
[4] J.S. Carter, D.E. Flath, M. Saito, The Classical and Quantum 6j -symbols, Math. Notes, Vol. 43,
Princeton Univ. Press, Princeton, NJ, 1995.
[5] L. Crane, L.H. Kauffman, D.N. Yetter, State sum invariants of four manifolds, hep-th/9409167.
[6] A.N. Kirillov, N.Y. Reshetikhin, in: V.G. Kac (Ed.), Infinite-dimensional Lie algebras and
groups, Adv. Ser. Math. Phys., Vol. 7, World Scientific, Singapore, 1988, p. 285.
[7] M. Nomura, J. Math. Phys. 30 (1989) 2397.
[8] H. Ooguri, Mod. Phys. Lett. A 7 (1992) 2799.
[9] U. Pachner, Results Math. 12 (1987) 386.
[10] U. Pachner, Eur. J. Combin. 12 (1991) 129.
[11] U. Pachner, Discrete Math. 81 (1990) 37.
[12] G. Ponzano, T. Regge, in: F. Bloch et al. (Eds.), Spectroscopic and Group Theoretical Methods
in Physics, North-Holland, Amsterdam, 1968, p. 1.
[13] T. Regge, Nuovo Cimento 11 (1959) 116.
[14] T. Regge, Nuovo Cimento 19 (1961) 558.
[15] J. Roberts, Topology 34 (1995) 771.
[16] C. Rourke, B. Sanderson, Introduction to Piecewise Linear Topology, Springer-Verlag, New
York, 1982.
[17] V.G. Turaev, Quantum Invariants of Knots and 3-manifolds, de Gruyter, Berlin, 1994.
[18] V. Turaev, O.Ya. Viro, Topology 31 (1992) 865.
[19] D.A. Varshalovich, A.N. Moskalev, V.K. Khersonskii, Quantum Theory of Angular Momentum, World Scientific, Singapore, 1988.
[20] R.M. Williams, J. Math. Phys. 36 (1995) 6276.
[21] A.P. Yutsis, I.B. Levinson, V.V. Vanagas, The Mathematical Apparatus of the Theory of Angular
Momentum, Israel Program for Sci. Transl., Jerusalem, 1962.

Deformed fields and Moyal construction of

deformed super Virasoro algebra
Ryuji Kemmoku a , Haru-Tada Sato b,
a Nonlinear Physics Laboratory, Department of Physics,
School of Science, Kitasato University, Sagamihara 228-8555, Japan
b Department of Physics, Sungkyunkwan University, Suwon 440-746, South Korea
Received 18 July 2000; accepted 12 September 2000
Abstract
Studied is the deformation of super Virasoro algebra proposed by Belov and Chaltikian. Starting
from abstract realizations in terms of the FFZ type generators, various connections of them to other
realizations are shown, especially to deformed field representations, whose bosonic part generator
is recently reported as a deformed string theory on a noncommutative world-sheet. The deformed
Virasoro generators can also be expressed in terms of ordinary free fields in a highly nontrivial way.
PACS: 02.10.Jf; 03.65.Fd; 03.70.+k
Keywords: Virasoro algebra; Magnetic field; Supersymmetry; Noncommutative geometry; Moyal deformation
1. Introduction
The deformed Virasoro algebras proposed in an early stage [15] have recently become
more suitable to be examined in physical connections. These algebras were studied
originally from the purely mathematical motivation to seek a q-analogue of the Virasoro
algebra in the context of quantum groups. However, as far as these algebras are concerned,
it has become more appropriate to discuss in some physical connections than in the
quantum group context; for example, in string theory [6], a solvable lattice model [7],
the lowest Landau levels [8,9], and soliton systems [10].
Among them a bosonic string on a noncommutative geometry has recently been
constructed [6], and its string action possesses the deformed Virasoro algebra as a
E-mail addresses: kemmoku@sci.kitasato-u.ac.jp (R. Kemmoku), haru@taegeug.skku.ac.kr (H.-T. Sato).

PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 6 1 0 - 6
690
R. Kemmoku, H.-T. Sato / Nuclear Physics B 595 [PM] (2001) 689709
symmetry, like the Virasoro algebra for the ordinary bosonic string (on commutative worldsheets). The field equation obeys a discrete time evolution, and the oscillators satisfy the
usual q-deformed Heisenberg algebra,
[an , am ] =
q n q n
n+m,0 .
q q 1
(1.1)
Noncommutative geometry is suggested to appear in a particular lowest energy limit of

string theory in a constant background B-field configuration [11,12]. This situation is similar to the appearance of noncommutative discrete translations (magnetic translations [13])
for electron systems confined on a two-dimensional surface in a constant magnetic field.
In these lowest Landau level systems, the same deformed Virasoro algebra is realized [8]
as a particular combination of the FairlieFletcherZachos (FFZ) algebra [14] (or algebra
of magnetic translations). The discrete nature of a magnetic lattice is also a resemblance to
the discrete time prescription of the above noncommutative string theory. In fact, the FFZ
type realization implies an intimate relation to the Moyal type deformation [15], which
has recently been paid much attention in the context of noncommutative string/field theories [16].
In order to find the corresponding deformed symmetry of a superstring on a noncommutative geometry in view of the above connection, it is worth to first realize a supersymmetric
extension of the deformed Virasoro algebra in terms of the FFZ generators. In this paper,
we focus our attention on the superalgebra proposed by Belov and Chaltikian (BC) [4].
This superalgebra is in fact a supersymmetric extension of the symmetry in the deformed
bosonic string [6]. We shall follow the same methods as developed in a different type of
deformed super Virasoro algebra [8,17,18], where bosonic and fermionic parts participate
in an asymmetric way. In the present case, they are symmetric, and this is certainly an
advantageous point. However, magnetic translations are nothing but differential operators
(q-difference operators), and the deformed super Virasoro algebra obtained in this way becomes a centerless algebra. From the viewpoint of applications to field theories, we hence
have to make a connection from the centerless realizations to a field realization. Hence,
starting from the most general formulae, we shall derive various realizations and their related formulae extensively in terms of differential operators, matrices, ordinary/deformed
fields (boson, fermion, and ghosts).
One of nontrivial issues of the paper is the relation between ordinary and deformed
fields. In this paper we introduce the deformed boson field which is comprised of the
q-boson oscillators satisfying the relation (1.1). (We also introduce a similar deformed
fermion.) Taking account of normalization changes in (1.1), the (q-boson) oscillators look
equivalent to the usual boson oscillators. However, as suggested in [6], the parameter
q possesses the clear meaning of a time discretization on a world-sheet, emerged from
a noncommutative geometry. We shall also support the nontriviality of the relation (1.1)
from a different viewpoint. Although the commutation relation itself may be trivial in
the sense of normalization, it is no longer true at the level of a field object. We suggest
the ordinary field realizations which cannot be connected to the deformed fields by the
normalization changes. Even if connected to the deformed fields in such a way, the
691
deformed fields become nonlocal objects which require fractional differential calculus.
Although the present formulation is not directly related to noncommutative geometry, the
symmetry generator form is exactly the same as in the deformed bosonic string [6] (see
also [7,18,19]). There should be clear connections among them, and hence it is very useful
to study the corresponding superalgebra.
The deformed Virasoro algebra may also play an important role in integrable systems.
To reveal the nature of integrability, it is of course necessary to understand what
type of deformation maintains the integrability in each system. Otherwise pathological
deformation tends to destroy integrability leading to a chaotic behavior. From this view
point, magnetic translations are suitable mathematical means of describing an integrable
discretization, since it is a well-behaving difference operator on a lattice. In fact, the
deformed Virasoro algebra (noncommutative magnetic translation) on a magnetic lattice
becomes the Virasoro algebra (commutative continuous translation) as a magnetic field
vanishes. (This is exactly the q 1 limit [20] in the terminology of quantum groups.) We
hence expect that a system possessing the deformed Virasoro symmetry will be related to
its integrability in somehow algebraic way. Similarly, the investigation on this symmetry
might provide novel suggestion in various related areas as well as in string theory.
This paper is organized as follows. In Section 2, we put necessary formulae and brief
comments on the BC superalgebra. Section 3 is an entirely new part, where we discuss
the deformed field realizations of the BC superalgebra. We present bilinear integral forms,
adjoint commutator representations and their matrix forms. In Section 4, we show two FFZ
realizations of the (centerless) BC superalgebra. When describing them by differential
operators and the Pauli matrices, both realizations are organized into the similar (but
slightly different) matrix forms presented in Section 3. In Section 5, we improve this
different matrix structure by introducing another set of the FFZ generators as well as a
particular noncommutative generalization of the Pauli matrices. We show four classes of
the realizations of this type. Each class is an infinite set represented by one parameter .
Among them we only discuss two specific cases, which exactly reduce to the same matrix
forms as presented in Section 3. These are discussed case by case. It is also shown that
the familiar differential realizations in superspace are obtained in the limit of q 1.
In Section 6, we discuss the realizations by ordinary free fields. Their relations to the
deformed field realizations are highly nontrivial. Section 7 concerns (super) ghost field
realizations. We obtain the same copies of the BC algebra with new central extensions.
Section 8 contains conclusions and discussions.
2. The BelovChaltikian (BC) superalgebra

The superalgebra proposed by Belov and Chaltikian [4] is an algebra with two sets of
indices, 1 and organized in the following way (see [18] for more details):
1 Their supercurrent generators are related to our G(k) by the relation F k, = 1 (G(k) G(k) ).
r
r
r
r
2
692

1 X n(l + 1) m(k + 1)
(k+l+)
(l)
,
L
Ln+m
+ Cn+m,0 ,
L(k)
=
n
m
2
2
(2.1)
,=1
(l)
L(k)
n , Gm

1
2
2
1 X
n(l + ) m(k + )
(l+k+)
Gn+m
,
=
2
2
q q 1
,=1
(2.2)
1
X q q 1 2 r(l ) + s(k + )
(k) (l)
(kl+)
Lr+s
G r , Gs =
2
2
,=1
+ CG r+s,0,
where we define
q x + q x
,
[x]+ =
2
[x] =
(2.3)
q x q x
,
q q 1
or in a symbolic way

1 x
2 q + q x
2
[x] =
q q 1
2
(2.4)
( = 1).
(k)
(2.5)
(k)
The indices (n and k) on Ln run over all integers. The lower index on Gr runs halfintegers for the NeveuSchwarz type algebra, and integers for the Ramond type. The upper
index on G(k)
r is an integer.
The central extensions C and CG are given as follows [18]:
C = CB + CH ,
(2.6)
with CB for a scalar field,

n
1X
n
n
j
j
[n j ] [j ] ,
CB =
k
l
2
2
2
+
+
(2.7)
j =1
and CH for a NeveuSchwarz (NS) fermion,

n
1X
n+1
n+1
1
1
j
j
.
k
l
nj +
j
CH =
2
2
2
2 +
2 +
(2.8)
j =1
The CH for a Ramond fermion is given by interchanging [x]+ and [x] in the expression
CB . The other one CG is
X
q (s/2+rj )l+(r/2j )k[j r] [j ]+ ,
(2.9)
CG =
r6j <r+s
where j Z + 1/2 for the NS case, and j Z for the R case.

In the following, we consider the scalar and fermion parts separately, i.e., splitting
(k)
(k)
L(k)
n = Hn + Bn ,
with

(l)
= 0.
Hn(k), Bm
(2.10)
(2.11)
693
These two parts, Hn(k) and Bn(k) , satisfy the algebra (2.1) with the central extensions CB and
CH , respectively, and the following set of decomposed relations is consistent with (2.2)
and (2.3):
X
(k) (l)
n(l+)r(k+)
1
(k+l+)
2
q
Gn+r
,
(2.12)
H n , Gr =
2(q q 1 )
,=1
X
n(l+)+r(k+)
1
(k+l+)
2
q
Gn+r
,
Bn(k) , Gr =
2(q q 1 )
,=1

(k) (l) X r(l)+s(k+) (kl+)
r(l)s(k+)
(kl+)
2
2
Br+s
+q
Hr+s
q
G r , Gs =

(l)
(2.13)
=1
+ CG r+s,0.
(2.14)
This is the explicit set of the BC superalgebra that we discuss in this paper. There are a few
remarks:
(i) For the consistency between Eqs. (2.12)(2.14) and Eqs. (2.2) and (2.3), we need
the properties
Bn(k) = Bn(k) ,
Hn(k) = Hn(k).
(2.15)
(ii) The possible q 1 limits of (2.1) are the following two ways: L(k)
n Ln and
L(k)
n kLn . Assuming the q 1 limits to be
Bn(k) LB
n,
Hn(k) kLFn ,
(2.16)
F
where LB
n and Ln are the usual Virasoro generators with c = 1 and c = 1/2, the
superalgebra (2.1) with Eqs. (2.12)(2.14) reproduces the correct super Virasoro
algebra. Thus, it is very natural to have two different FFZ realizations of the
algebra (2.1), which satisfies the above limit property, as found in [8].
(k)
(iii) When realizing Hn in terms of fermionic field and related differential operators,
(k)
the k = 0 modes should be treated as in the limit of Hn /[k] . This seems to be
(k)
natural from the above limit behavior of Hn . In contrast, as will be seen later, our
FFZ realizations do not need this special treatment for the k = 0 modes.
3. The free field realizations

In this section, using the field realizations, we derive various formulae for the BC
superalgebra. Let us introduce the following deformed free fields (r Z + 1/2 for NS
and r Z for R): the fermionic field
X
1
br zr 2 ,
{br , bs } = [r]+ r+s,0 ,
(3.1)
(z) =
r
and the bosonic field

X
an zn1 ,
(z) =
nZ
[an , am ] = [n] n+m,0 .
(3.2)
694
One can also express the bosonic field as

1
(z) = [zz ] (z),
z
if one introduces the analogue of a nondeformed massless scalar field,
(z) = i0 + a0
X an
q q 1
ln z
zn ,
2 ln q
[n]
[0 , an ] = in,0 .
(3.3)
(3.4)
n6=0
The generators satisfying all the relations presented in Section 2 are given by

I
1X
dz n+1 (k)
n
(k)
z H (z) =
r
: br bnr :,
k
Hn =
2i
2 r
2
0

I
1X
dz n+1 (k)
n
(k)
z B (z) =
j
: aj anj :,
k
Bn =
2i
2
2
+
j Z
0
I
X
1
r
dz
zr+ 2 G(k) (z) =
q k( 2 j ) aj brj ,
G(k)
r =
2i
0
(3.5)
(3.6)
(3.7)
j Z
where the current fields are defined as

k
k
1
: q 2 z q 2 z :,
H (k)(z) =
1
z(q q )
k
k
1
B (k) (z) = : q 2 z q 2 z :,
2
k
k
k
G(k)(z) = q 4 q 2 z) q 2 z .
We calculate the commutation relations between the generators and the fields:

(k)
n 1
1
(z),
zz + n +
Hn , (z) = zn k zz + +
2 2
2 +

(k)
n
n
[zz + n + 1] (z),
Bn , (z) = z k zz + + 1
2
+

(k)
1
r
Gr , (z) = zr+ 2 q k(zz + 2 +1) [zz + r + 1]+ (z),

(k)
1
r 1
1
(z).
Gr , (z) = zr 2 q k(zz + 2 + 2 ) zz + r +
2
(3.8)
(3.9)
(3.10)
(3.11)
(3.12)
(3.13)
(3.14)
We also find another set of commutator representations for an arbitrary parameter ;

1
n
1
(k)
n
[zz + n + ]+ 1/2 (z),
Hn , 1/2 (z) = z k zz + +
2
z
z
(3.15)

1
n
1
[zz + n + ] 1 (z), (3.16)
Bn(k) , 1 (z) = zn k zz + +
z
2
z
+

1
1
r k(zz + 2r +)
[zz + r + ]+ 1 (z),
(3.17)
G(k)
r , 1/2 (z) = z q
z
z

G(k)
r ,
1
z1

r
(z) = zr q k(zz + 2 +) [zz + r + ]
1
z1/2
(z),
695
(3.18)
where we notice that the differential operators acting on z 2 and z1 on the

r.h.s. coincide with matrix elements of a magnetic translation operator realization of the
centerless BC superalgebra. (This will be shown in Section 4.)
The following bilinear forms come from Eqs. (3.5)(3.7):

I
1
n 1
dz
(k)
n
: (z) z k zz + +
(z) :,
(3.19)
Hn =
2 2i
2 2
0

I
1
n
dz
(z) :,
(3.20)
: (z) zn+1 k zz + + 1
Bn(k) =
2 2i
2
+
0
I
G(k)
r =
0
I
=

1
r
dz
(z) zr+ 2 q k(zz + 2 +1) (z)
2i

1
r 1
dz
(z) zr+ 2 q k(zz + 2 + 2 ) (z) .
2i
(3.21)
It is convenient to introduce a matrix form for these integral representations. If we define

the matrix M as
I
dz
1
Q(z),
(3.22)
M=
2
2i
0
with

(z)
0
(z) =
,
0
(z)

n+1
k zz + n2 + 1 +
z
Q(z) =
1
r
zr+ 2 q k(zz + 2 +1)
zr+ 2 q k(zz + 2 )

zn k zz + n+1
2
r+1

,
(3.23)
Eqs. (3.19)(3.21) are simply described as

1 (k)
G = M12 = M21 .
(3.24)
2 r
By using and Q, the commutator representations (3.11)(3.14) can be written in some
useful integral forms. To show this, we notice that it is obvious from Eqs. (3.5)(3.7) to
have the following matrix relation
(k)
(k)
!T
Bn , (w)
Gr , (w)
B (w) (k)
(k)

Hn , (w)
Gr , (w)

I
1
dz zn+1 B (k) (z) zr+ 2 G(k) (z)
1
=
(w),
(3.25)
2i zr+ 2 G(k) (z) zn+1 H (k)(z)
Hn(k) = M22 ,
Bn(k) = M11 ,
and the r.h.s. is evaluated as the OPE between Q(z) and (w). The OPE singular parts
of the free fields are described as [18]
696
1
1
1
= [ww ]
,
1
(z qw)(z q w) w
zw

1
1
q2
q 2
1
1
1
+
,
= ww +
(z) (w)
2 z qw z q 1 w
2 + zw
(z)(w)
or equivalently
1
,
(z)(w) P (z)
zw

P (z) =
1z [zz ]
0
0

zz + 12 +
(3.26)
(3.27)

.
(3.28)
It is also convenient to use the following formulae (the analogues of partial integrations)
for an analytic function f (z),
I
I

dz
dz n
z k(zz + a) f (z) =
f (z) k(zz a + 1) zn ,
(3.29)
2i
2i
I
I
dz
dz n k(zz +a)
z q
f (z) q k(zza+1) zn .
f (z) =
(3.30)
2i
2i
Then we obtain (3.25) in the following matrix form:
I
1
dz
(QP )(z)
.
B (w) =
2i
zw
(3.31)
wq 1
Further applying (3.29) and (3.30) to each matrix element of (3.31), we also organize it
into another different matrix form:
(k)

(k)
!
Bn , (w)
Gr , (w)
A (w)
(k)

(k)
Hn , (w)
Gr , (w)
I
1
dz
(P Q)(z)
=
2i z w
w
= P Q(w).
(3.32)
As shall be shown in Section 5, the differential operators QP and P Q appearing in

the representations (3.31) and (3.32) are given by the elements of matrix realizations of
the centerless BC superalgebra in terms of a generalized magnetic translation algebra. It
is interesting to note that the matrix elements of P disappear in the bilinear forms (3.19)
(3.21), while in (3.31) and (3.32), the matrix P appears as the effect of field contractions.
4. The FFZ realizations

Magnetic translations satisfy the relation (with a suitable normalization)
1
lnmk
T(k+l,n+m) ,
T(k,n) T(l,m) = q 2 q q 1
and this relation realizes the FFZ algebra [14]

ln mk
T(k+l,n+m) .
[T(k,n) , T(l,m) ] =
2
(4.1)
(4.2)
697
For the moment, we do not specify the forms (realizations) of T(k,n) . In order to realize a
superalgebra we also need the Grassmann operators:

2

, = 1,
(4.3)
2 = = 0,
which we regard as the quantities commuting with T(k,n) ,

[T(k,n) , ] = T(k,n) , = 0.
(4.4)
(In Section 5 we discuss the noncommuting case. Cf. Eq. (5.4).) Using the set of algebras
(4.1)(4.4), we find the following two realizations of the centerless BC superalgebra in
accordance with signs (we refer to them as R ):
X
n
bn(k) = 1
q 2 T(k+,n) ,
H
2
(4.5)
,=1
X
n
bn(k) = 1
q 2 T(k+,n) ,
B
2
,=1
s

11
q q 1 X n 11
b(k)
q 2 2 T(k+,n) + 2 T(k+,n) .
G
n =
2
(4.6)
(4.7)
=1
Now, we specify the T(k,n) operators in terms of the differential operators, which possess
an additional real parameter ; it is done by the correspondence

n
(4.8)
T(k,n) zn q k(zz + 2 +) / q q 1 .
This is not literally the original magnetic translation operator on a two-dimensional surface,
but actually the dimensionally reduced one [9]. It is convenient to rescale the Grassmann
operators like
s
s
!1
!1
2
q q 1
1 ,
=
2 , for R ,
(4.9)
=
2
q q 1
where 1 and 2 are still general Grassmann operators satisfying Eqs. (4.3) and (4.4). Later
we will identify i with Pauli matrices or superspace operators as more concrete choices.
We then have for the realization R+ ,

bn(k) = zn k zz + n +
[zz + ]+ 1 2 ,
(4.10)
H
2

[zz + ] 2 1 ,
(4.11)
B
2
+
n k(zz + 2 +)
b(k)
[zz + ] 1
G
n = z q
n
+ zn q k(zz + 2 +) [zz + ]+ 2 ,
and for the realization R ,
(4.12)
698

H
[zz + n + ]+ 1 2 ,
2

[zz + n + ] 2 1 ,
B
2
+
(4.13)
(4.14)
n k(zz+ 2 +)
b(k)
[zz + n + ]+ 1
G
n =z q
n
zn q k(zz + 2 +) [zz + n + ] 2 .
n
(4.15)
Choosing i as the usual Pauli matrices i , i = 1, 2,

0 0
0
,
2 = x iy =
1 = x + iy =
1 0
0

1
,
0
(4.16)
and defining the differential operator matrix in each realization by

bn(k) + B
bn(k) + G
b(k)
L = H
r ,
for R ,
(4.17)
we can reexpress them as

L+ = QP,
L = PQ,
(4.18)
with the matrices similar to Q and P (cf. Eqs. (3.23) and (3.28))

0
[zz + ]
,
P(z) =
0
[zz + ]+
!

r
zr q k(zz + 2 +)
zn k zz + n2 + +
.
Q(z) =

r
zr q k(zz + 2 +)
zn k zz + n2 +
Introducing the following notations

0
(z)
0
, 0 (z) = z1 (z),
0 (z) =
0
0 (z)
(4.19)
(4.20)
0 (z) = z 2 (z),
we obtain the integral representations similar to (3.31) and (3.32):

I
dz 0 +
1
1
0
L (z)
only for =
,
B (w) =
2i
zw
2
I
1
dz
(L 0 )(z) = (L 0 )(w).
A 0 (w) =
2i z w
(4.21)
(4.22)
(4.23)
Apparently, all the matrix elements of (4.23) represent the commutation relations (3.15)
(3.18).
We here put a remark on these two different realizations, which are understood as
different orderings of P and Q in the matrix representations. The (differential operator)
realization R+ is regarded as a supersymmetric extension of the general differential
operator expressions presented in [3]. However, the realization R is not contained in the
literature, and has a clear meaning as the adjoint representation (4.23). Note also that (4.22)
holds only for = 1/2, while (4.23) holds for arbitrary .
699
5. The generalized FFZ realizations

In order to obtain the differential operator realization corresponding to (3.32), which
contains (3.11)(3.14), it may rather be convenient to consider a different magnetic
translation algebra. For this purpose, let us introduce an additional label on T(k,n)
correspondingly to the parameter as introduced in (4.8). We then consider the following
generalized relations for the new sets of magnetic translations
0
T(l,m)
T(k,n)
lnmk
0
2 +l( )
q q 1
T(k+l,n+m)
,
(5.1)
and this realizes the generalized FFZ algebra

q
0
, T(l,m)
=
T(k,n)
lnmk
0
2 +l( )
q 1
T(k+l,n+m)
lnmk
0
2 +k( )
q 1
T(k+l,n+m)
.
(5.2)
When = 0 , these reduce to the previous relations (4.1) and (4.2). We also need the
Grassmann operators

2

, = 1,
(5.3)
2 = = 0,
:
which however do not commute with T(k,n)
k
= q 2 T(k,n)
,
T(k,n)
T(k,n)
= q 2 T(k,n)
.
(5.4)
In this case, the above algebras enable us to have different realizations from R ,
provided by a certain constraint on and 0 ; hence denoting them as R
(,0 ) . We find
with
imposing
0 =
the following realizations: First, we have the realization R
(,+1/2)
+ 1/2,
X
n
en(k) = 1
q 2 T(k+,n)
,
(5.5)
H
2
,=1
X
n
0
en(k) = 1
q 2 T(k+,n)
,
B
2
,=1
s

11
q q 1 X n 11
0
e(k)
q 2 2 T(k+,n) + 2 T(k+,n)
,
G
n =
2
(5.6)
(5.7)
=1
and secondly we have
R
(,1/2)
with imposing 0 = 12 :
X
n
en(k) = 1
q 2 T(k+,n)
,
H
2
(5.8)
,=1
X
n
0
en(k) = 1
q 2 T(k+,n)
,
B
2
,=1
s

11
q q 1 X n 11
0
e(k)
q 2 2 T(k+,n) + 2 T(k+,n)
.
G
n =
2
=1
(5.9)
(5.10)
700
The differential operator realizations corresponding to these are obtained via the
replacement

n
zn q k(zz + 2 +) / q q 1 for any ,

(5.11)
T(k,n)
if we have the realizations of and , which satisfy (5.3) and (5.4) respectively. Note
that there are infinitely many realizations due to . We hence have to choose suitable
realizations case by case, in order to make clear connections with other previously given
realizations and with the q 1 limits of known forms. In view of this, we only discuss the
most interesting two cases, which are clearly related to the matrices P Q and QP presented
in Section 2.
5.1. The R
(,+1/2) case
In this case (0 = + 1/2), we choose the operators satisfying (5.3) and (5.4) as
s
s
1
1
q q 1
2
1 ,
= z 2
2 ,
(5.12)
= z 2
2
q q 1
where i are the general operators, which satisfy the usual relations (4.3) and (4.4). Then
the realizations (5.5)(5.7) are reduced to

n
(k)
n
e
[zz + n + ]+ 1 2 ,
(5.13)
Hn = z k zz + +
2

1
en(k) = zn k zz + n + + 1
2 1 ,
(5.14)
zz + n + +
B
2
2 +
2
h
1i
n+ 12 k(zz + n2 ++ 12 )
e(k)
=
z
q
+
n
+
+
1
z
G
z
n
2 +
zn 2 q k(zz + 2 +) [zz + n + ] 2 .
1
(5.15)
If we employ (4.16) as a realization of i , i = 1, 2, with choosing = 1/2 (and thus

0 = 1), we find
en(k) + B
en(k) + G
e(k)
L (z) = H
r = P Q(z),
for R1
( 2 ,1)
(5.16)
As announced below Eq. (3.32), each matrix element of L provides the adjoint
representation in (3.32), i.e.,
A (w) = L (w).
(5.17)
We obtain the superspace realization of R

(,+1/2) ,
Grassmann coordinate and its derivative as i :
1 = ,
if we choose the ordinary
2 = .
(5.18)
The q 1 limit should be taken in the combinations (q.v. Eq. (2.16)),

Hn(k)/[k] + Bn(k) Ln ,
G(k)
n Gn ,
(5.19)
where each limit has a differential realization of the (centerless) super-Virasoro algebra:

n+1
n
+ + ,
Ln = zn zz +
2
2
1
Gn = zn+ 2 ( z ) zn 2 (n + ).
701
(5.20)
(5.21)
5.2. The R+
(,1/2) case
In this case (0 = 1/2) we choose
s
s
1
1
q q 1
2
= z 2
1 ,
2 ,
= z 2
2
q q 1
and

en(k) = zn k zz + n +
[zz + ]+ 1 2 ,
H
2

1
n
1
(k)
n
e
2 1 ,
zz +
Bn = z k zz + +
2
2 +
2

1
n 12 k(zz + n2 + 12 )
e(k)
q
1
zz +
G
n = z
2
1
+ zn+ 2 q k(zz + 2 +) [zz + ]+ 2 .
(5.22)
(5.23)
(5.24)
(5.25)
If we employ (4.16) as i , with = 1/2 (and thus 0 = 0), we find for R+

(1/2,0)
en(k) + B
en(k) + G
e(k)
L+ (z) = H
r = QP (z).
(5.26)
As mentioned in the final paragraph of Section 3, each matrix element of L+ provides the
adjoint representation in (3.31), i.e.,
Z
dz
1
(L+ )(z)
.
(5.27)
B (w) =
2i
zw
The superspace realization of R+
(,1/2) can be obtained by identifying
1 = ,
2 = ,
and the q 1 limits in (5.5)(5.7) with (5.19) are given by

n+1
1
+
,
Ln = zn zz +
2
2

1
1
1
.
Gn = zn+ 2 ( z ) zn 2
2
In particular, setting = 1/2 (and 0 = 0), we obtain the well-known form

n+1
,
Ln = zn zz +
2
1
Gn = zn+ 2 ( z ).
(5.28)
(5.29)
(5.30)
(5.31)
(5.32)
702
6. The ordinary field realizations

(k)
(k)
In this section we discuss two sets of the realizations of Hn and Bn in terms of

0 (k)
ordinary free fields. In the first subsection, we present the set (referring to H 0 (k)
n and B n )
which cannot be related to the deformed field realization by changing the normalizations of
field oscillators. In this sense, this realization may sound to be nontrivial. The coefficients
in the Sugawara forms only contain rational forms of [x] , and we hence call this type the
rational realization in this paper. This type takes place in complex (charged) free fields.
On the other hand, the other set (presented in the second subsection) is related to the
deformed fields by certain normalization changes if we examine neutral fields. This type
may hence be trivial, however these rescalings of field oscillators give rise to fractional
differential operations on the ordinary free fields. Also, the coefficients in the Sugawara
forms are irrational forms of [x] . We call this type the irrational realization.
6.1. The rational realizations
As can be seen in (5.17) and (5.27), the differential operators (L )ij , i = 1, 2, are the
adjoint representations in the bases of the deformed fields (3.1) and (3.2). However, as seen
in (3.22), (L )ij themselves are not exactly the differential operators entered in the bilinear
realizations (3.19)(3.21) (note that the matrix P drops out there). Contrastingly, we show
that the P matrix part revives in the following particular free field bilinear realizations.
It is well known that by using the ordinary (complex) free fields,
X
X
1
1
dr zr 2 , (z) =
dr zr 2 , {dr , ds } = r+s,0,
(6.1)
(z) =
r
z (z) =
X
n
an zn1 ,
z (z) =
an zn1 ,
[an , am
] = n n+m,0 ,
(6.2)
the Virasoro generators are given in the forms

Z

F
Ln = dz (z) zn+1 z (z),
Z

=
dz z (z) zn+1 z (z).
LB
n
(6.3)
(6.4)
We shall use the abbreviation = z as long as it is clear. We find that the similar forms
Z
0 (k)
(6.5)
H n = dz (z)(L+ )22 (z),
Z
(k)
(6.6)
B 0 n = dz (z)(L+ )11 (z),
satisfy the same algebra as (2.1) with having a factor of 2 in the central extensions given in
the cases of Hn(k) and Bn(k) (see (2.7) and (2.8)). Obviously in these realizations the matrix
elements of P participate in

I
dz
1
1
0 (k)
n
(z)z z +
(z)
(6.7)
k z + (n + 1)
Hn =
2i
2 +
2

X n
r
[r]+ : dnr
dr :
k
2
703
(6.8)
rZ+1/2
and
(k)
B0n

dz
n
n
(z)z k z +
=
[z] (z)
2i
2 +

X [l] n
k
l
: anl
al : .
=
l
2
+
I
(6.9)
(6.10)
lZ
Applying the formula (3.29) to (6.7) and (6.9), we also derive another forms associated to
(L )ii :
I
dz
0 (k)
L (z)(z),
(6.11)
H n =
2i 22
I
dz
(k)
L (z)(z).
(6.12)
B0n =
2i 11
Here, the L can thus be understood as a partially integrated version of L+ . As we can
0 (k)
see in (6.8) and (6.10), H 0 (k)
n and B n are not related to (3.5) and (3.6) by changing any
normalizations of the oscillators. (Although we are using complex fields here, it is clear
that the argument is straightforward.) Therefore, in this case, the deformed fields (3.1) and
(3.2) cannot be interpreted in terms of a normalization change from the ordinary fields
(6.1) and (6.2).
As a connection to the next section (irrational realizations), let us consider a fractional
power decomposition of a q-derivative. For an analytic function f (x), defining
def.
f (z)zn = f (n)zn ,
we observe
s
s

1
1
(z)(w)
zz +
ww +
2 +
2 +

1

1

(z)(w) = ww +
(z)(w) ,
= zz +
2 +
2 +
and
(6.14)
[zz + 1]

[ww + 1]

(z)(w) =
(z) (w)
ww + 1
zz + 1

1
[ww + 1]
(z)(w) = [ww ] (z)(w) .
=
ww + 1
w
[zz + 1]
zz + 1
(6.13)
(6.15)
Thus, roughly speaking, the pair of (z) and [z + 12 ]+ (z) in (6.7), and the pair of
(z) and z1 [z] (z) in (6.9) may be replaced by bilinear forms of the following new
fields:
s
s

1
e = [zz + 1] (z),
e(z) =
(6.16)
(z),
(z)
zz +
2 +
zz + 1
e (z) and
e (z).
and similarly for
704
As shall be seen in the next subsection, this construction serves different realizations,
however satisfying the same algebra (without changing the central extensions). These
fractional nonlocal operations (6.16) lead to simple normalization changes in the Fourier
mode oscillators dr and an .
6.2. The irrational realizations
In this section we consider normalized forms inferred from the previous section,
particularly through the argument from Eq. (6.14) to Eq. (6.16). It is convenient to return
to neutral field cases in respect to comparison with Section 3. It is very natural to expect
that the relations (6.16) would also apply to the neutral fields, and we start from

I
1
dz
1
(k)
n
e
e(z),
(z) z k z + (n + 1)
(6.17)
Hn =
2 2i
2

I
1
dz e
n
e
(z) zn+1 k z + + 1
(z).
(6.18)
Bn(k) =
2 2i
2
+
Easily understood from definitions (6.13) and (6.16), the Sugawara forms of these contain
the irrational (root) forms of [x] , i.e.,

p
1X
n
r
[r]+ [n r]+ : dr dnr : ,
(6.19)
k
Hn(k) =
2 r
2
s

1X
[j ] [n j ]
n
(k)
j
: aj anj : .
(6.20)
k
Bn =
2
2
j (n j )
+
j
Obviously, these cannot be transformed into the rational realizations (6.8) and (6.10) by
performing dr f (n, r)dr , etc., with any function f .
It is worth noticing that the bilinear field forms for these realizations are certainly the
same as the deformed ones (3.8) and (3.9):
X
k
k
1
e q2z
e q 2 z ,
Hn(k)zn2 =
(6.21)
H (k)(z) =
1
z(q q )
n
B (k) (z) =
X
n
k
k
1
e q2z
e q 2 z .
Bn(k) zn2 =
2
(6.22)
In fact, Eqs. (6.19) and (6.20) coincide with the rescaled objects obtained from (3.5) and
(3.6), if identified by the relations
r
p
[n]
an = an ,
[r]+ dr = br ,
(6.23)
n
where br and an are the deformed oscillators defined in (3.1) and (3.2). This identification
also matches with the supercurrent generators G(k) (z), which are given by
X
k
k
k
r 32
e q2z
e q 2 z =
G(k)
,
(6.24)
G(k) (z) = q 4
r z
r
where
G(k)
r
s
q
k( 2r j )
[j ] [r j ]+
aj drj .
j
705
(6.25)
Hn(k) ,
Bn(k) and G(k)

given in this realization of course satisfies the same
The set of
r
superalgebra as given in Section 2. This is the reason why we have used the same notation
as used in Section 3.
7. The bc field representation

In this section, to find some more realizations for the algebra (2.1), we assume the
general commutation relation (including the previous cases of deformed/undeformed
bosons and fermions):
cn bm + bm cn = Dn n+m,0 ,
(7.1)
where bn and cn are interpreted as the usual bc ghosts (h = 2) for = 1, and as the
superghosts (h = 3/2) for = 1. The previous bosons (h = 0) and fermions (h = 1/2)
are identified to the cases that cn = dn , an and bn = dn , an . The h stands for the conformal
dimension of the field corresponding to bn (at q = 1) in each case, and the normalization
Dn should be given case by case.
Let us consider the following bilinear form with the coefficients snl (k) yet to be
determined from the consistency of (2.1):
X
snl (k) : bnl cl : (l Z h).
(7.2)
En(k) =
l
We calculate the commutation relation for En(k)

X
(i) (j )

l
ln
(j )snlm (i)Dlm sm
(j )snl (i)Dln : bn+ml cl :
En , Em =
sm
l
+ n+m,0
l
sn
(j )snnl (i)Dnl Dl .
(7.3)
0<l6n
Examining this formula for the deformed bc and cases with Dn = [n]+ , we find that
the following form

X n
l
: bnl cl :
(7.4)
k
En(k) =
2
lZh
satisfies the algebra (2.1) with the central extensions given by

X n
n
l
l
[l n]+ [l]+ .
j
i
CE =
2
2
(7.5)
0<l6n
On the analogy of (3.2), instead of (7.4), it is also obvious to have different realizations
with choosing Dn = [n] :
706
E0n =
(k)

X n
l
: bnl cl : ,
k
2
+
(7.6)
lZh
however the values of central extensions differ from the above case

X n
n
l
l
[l n] [l] .
j
i
CE 0 =
2
2
+
+
(7.7)
0<l6n
One may further obtain some ordinary field realizations (without making any changes
in the central extensions up to the factor of 2), examining the formula (7.3) with setting
Dn = 1. For example, we find a third boson realization for Bn(k) ,

X n
00 (k)
l
[l] : nl
l :
(7.8)
k
B n =
2
+
lZ
with
] = n+m,0 ,
[n , m
which is related to Eq. (6.2) by the normalization relation

p
p
an = |n| n .
an = |n| n ,
One can see that this realization,

X n
[l]
00 (k)
l
al : ,
: anl
k
B n =
2
|l(n
l)|
+
lZ
differs from the previous realizations (6.10) and (6.20).
In the similar way to (7.8), we find the realizations

X n
(k)
l
[l]+ : bnl cl : with Dn = 1
k
En =
2
lZh

X n
(k)
l
[l] : bnl cl : with Dn = 1.
k
E0n =
2
+
(7.9)
(7.10)
(7.11)
(7.12)
(7.13)
lZh
However, these are equivalent to (7.4) and (7.6) after rescaling not bn but cn [n] cn ,
respectively. This is a different feature from the boson and fermion cases.
8. Conclusions and discussions

We have studied various realizations for the superalgebra proposed by Belov and
Chaltikian [4] as a deformation of the Virasoro algebra in terms of: Moyal-like operators,
differential operators, the adjoint commutators and their matrix representations, the bilinear
integral forms of deformed/nondeformed fields. In Sections 4 and 5, we first have
constructed the deformed (centerless) Virasoro operators at the abstract level based on
the noncommuting Moyal type operators, and then have transformed them into differential
operators realizations (in other words, q-differences or reduced magnetic translations). The
superspace realizations are straightforward. All these are an infinite number of realizations
707
in accordance with a parameter . At these differential operator levels, we do not have to

specify the value of .
While considering a connection of them to realizations in field theory, it has been
necessary to specify (Sections 5 and 6). The adjoint matrix forms derived in Section 3
and the differential operator forms L in Section 5 have played a key role to find this
connection, where the same P Q matrix combinations appear. In this way, all the formulae
presented in Section 3 are reproduced for special values of . The similar statement holds
for the results of Section 4, however, it is interesting to note that (4.23) holds without
specifying the value.
Let us compare in details the results between Sections 4 and 5. In Section 4, we treated
the Grassmann variables as quantities commuting with the FFZ parts, while in Section 5
we treated them as those noncommuting with the FFZ parts. This noncommutativity is
realized by the Pauli matrices multiplied by z1/2 in the differential realizations (see
(5.12)), while these multipliers are absorbed in the field definitions (4.21) in the former
case. This is the reason why we encounter the unusual versions of adjoint commutator
representations (3.15)(3.18) (cf. Eqs. (3.11)(3.14)). Due to this fact, the P Q and PQ
matrix formulations become slightly different from each other (qv. (3.31), (3.32), (4.22)
and (4.23)). These two sets of realizations are very similar at this stage, however it is
contrast that their original abstract constructions are very different. As mentioned above,
the arbitrariness of in (4.23) is a big difference as well.
Although we did not mention explicitly that the bilinear form (3.22) can be reproduced
from our differential operators, it is also possible to do. Once we read the matrix
Q(z) from L (z) by removing P (z), we have only to sandwich Q by a couple of
deformed/undeformed fields. This structure can be observed from (6.17) and (6.18) in the
case of undeformed field case. The deformed field case is straightforward. The similar
statement holds for the results of Section 4 with taking account of the z multiplications
into the 0 fields. After all, the matrix factor P plays a role of deforming propagators
between two fields.
In Section 6, we have found the realizations, making use of the usual (nondeformed)
free fields. The relations of the irrational realizations to the deformed field realizations are
simply normalizations at the level of oscillators, however they are nontrivial at the level
of fields. This fact suggests that a noncommutative string could be described in terms of
either simple deformed fields, or highly nontrivial operations on ordinary fields. Judging
from these observations, the relations among the deformed field and their corresponding
FFZ and differential realizations are the most significant of all the results we found in
this paper. There then comes a question whether a physical system satisfying the relations
(5.1)(5.4) exists or not.
Concerning Section 7, we obtained the same copies of the BC superalgebra in terms of
(deformed/nondeformed) ghost oscillators with new central extensions. In a n-dimensional
system like a string theory, the cancellation of the central extensions n(CB +CH )+CE = 0
is possible for a certain value of q. In the language of string theory, n means the critical
dimensions, where anomalies vanish. Unfortunately the present algebra have a problem to
apply this argument, i.e., q 1 limit is different from the usual Virasoro operators for the
708
ghost parts. However, the idea of vanishing anomaly at a special value of q has become
more promising as a model of deformed (noncommutative) superstring than ever. Similar
applications of the central charges would be possible in any other models possessing the
Virasoro algebra.
It is clear that our deformation is related to the Moyal quantization since we started from
the FFZ realizations. In this sense also, the present deformed super Virasoro algebra should
thus be understood as a noncommutative deformation of the original Virasoro algebra. We
believe that it is important to further pursue the relations between our results and recent
developing noncommutative physics and field theories. The representation theory should
also be studied along the similar line.
Acknowledgements
The authors would like to thank the members of Theory Group, KEK Tanashi for their
kind hospitality. H.T.S. has been supported by the Brain Pool Program (KOSEF) and by
the BK 21 project.
References
[1] S. Saito, Integrability of strings, in: P. Garbaczewski, Z. Popowicz (Eds.), Nonlinear Fields:
Classical, Random, Semiclassical, World Scientific, 1991, p. 286;
S. Saito, q-Virasoro and q-strings, in: M. Kaku, A. Jevicki, K. Kikkawa (Eds.), Quarks,
Symmetries and Strings, World Scientific, 1991, p. 231;
H. Hiro-oka, O. Matsui, T. Naito, S. Saito, Preprint TMUP-HEL 9004 (1990), unpublished.
[2] M. Chaichian, P.P. Prenajder, Phys. Lett. B 277 (1992) 109.
[3] R. Kemmoku, S. Saito, Phys. Lett. B 319 (1993) 471.
[4] A.A. Belov, K.D. Chaltikian, Mod. Phys. Lett. A 8 (1993) 1233.
[5] E. Batista, J.F. Gomes, I.J. Lautenschleguer, J. Phys. A: Math. Gen. 29 (1996) 6281.
[6] M. Chaichian, A. Demichev, P. Prenajder, Preprint HIP-2000-08/TH, hep-th/0003270.
[7] S. Lukianov, Y. Pugai, J. Exp. Theor. Phys. 82 (1996) 1021;
S. Lukianov, Phys. Lett. B 367 (1996) 121.
[8] A. Jellal, H.-T. Sato, Phys. Lett. B 483 (2000) 451.
[9] H.-T. Sato, Z. Phys. C 70 (1996) 349;
H.-T. Sato, Prog. Theor. Phys. 93 (1995) 195, hep-th/9312174.
[10] R. Kemmoku, S. Saito, J. Phys. A: Math. Gen. 29 (1996) 4141;
See also: R. Kemmoku, S. Saito, hep-th/9411027.
[11] C.S. Chu, P.M. Ho, Nucl. Phys. B 550 (1999) 151.
[12] N. Seiberg, E. Witten, JHEP 9909 (1999) 32.
[13] S.M. Girvin, A.H. MacDonald, P.M. Platzman, Phys. Rev. B 33 (1986) 2481.
[14] D.B. Fairlie, P. Fletcher, C.K. Zachos, Phys. Lett. B 218 (1989) 203;
D.B. Fairlie, P. Fletcher, C.K. Zachos, J. Math. Phys. 31 (1990) 1088;
D.B. Fairlie, C.K. Zachos, Phys. Lett. B 224 (1989) 101.
[15] F. Bayen, M. Flato, C. Fronsdal, A. Lichnerowicz, D. Sternheimer, Ann. Phys. (N.Y.) 111
(1978) 61;
F. Bayen, M. Flato, C. Fronsdal, A. Lichnerowicz, D. Sternheimer, Ann. Phys. (N.Y.) 111
(1978) 111.
[16] D.B. Fairlie, Mod. Phys. Lett. A 13 (1998) 263;

E.G. Floratos, G.K. Leontaris, Phys. Lett. B 464 (1999) 30;
I. Bars, D. Minic, Preprint USC-99/HEP-B5, hep-th/9910091;
J. Madore, S. Schraml, P. Schupp, J. Wess, LMU-TPW-2000-05, hep-th/0001203.
[17] H. Sato, Nucl. Phys. B 393 (1993) 442.
[18] H.-T. Sato, Nucl. Phys. B 471 (1996) 553.
[19] M. Chaichian, P. Prenajder, Nucl. Phys. B 482 (1996) 466;
See also: M. Chaichian, P. Prenajder, hep-th/9603064.
[20] I.I. Kogan, Int. J. Mod. Phys. A 9 (1994) 3887;
H.-T. Sato, Mod. Phys. Lett. A 9 (1994) 451;
H.-T. Sato, Mod. Phys. Lett. A 9 (1994) 1819.
709

CUMULATIVE AUTHOR INDEX B591B595
Affleck, I.
Aghababaei Samani, K.
Ahn, C.
Ahn, C.
Akhmedov, E.T.
Armoni, A.
Arnowitt, R.
Asakawa, T.
B594 (2001) 535

B595 (2001) 467
B594 (2001) 660
B595 (2001) 119
B592 (2000) 234
B593 (2001) 229
B592 (2000) 143
B591 (2000) 611
Bagger, J.A.
Bakas, I.
Bandelloni, G.
Baseilhac, P.
Belitsky, A.V.
Beneke, M.
Beneke, M.
Berezhiani, Z.
Bialas, A.
Bialas, P.
Bigi, I.I.
Bilal, A.
Bill, M.
Bonneau, G.
Boos, H.E.
Borlaf, J.
Bossard, A.
Braden, H.W.
Broadhurst, D.J.
Brodsky, S.J.
Bruckmann, F.
Buchalla, G.
Bunder, J.E.
Buras, A.J.
Burda, Z.
B594 (2001) 354

B593 (2001) 31
B594 (2001) 477
B594 (2001) 607
B593 (2001) 289
B591 (2000) 313
B592 (2000) 3
B594 (2001) 113
B593 (2001) 438
B592 (2000) 391
B592 (2000) 92
B593 (2001) 31
B591 (2000) 139
B593 (2001) 398
B592 (2001) 597
B593 (2001) 243
B595 (2001) 93
B595 (2001) 417
B592 (2000) 247
B593 (2001) 311
B593 (2001) 545
B591 (2000) 313
B592 (2001) 445
B592 (2000) 55
B592 (2000) 391
Capella, A.
Capitani, S.
Capitani, S.
Caprara, S.
Carbone, G.
Carena, M.
Carfora, M.
B593 (2001) 336

B592 (2000) 183
B593 (2001) 183
B594 (2001) 747
B595 (2001) 654
B592 (2000) 164
B595 (2001) 654
Casteill, P.-Y.
Castellani, C.
Catani, S.
Cervera, A.
Chalmers, G.
Chaudhuri, S.
Chen, B.
Chen, G.-H.
Chernodub, M.N.
Chizhov, M.V.
Chkareuli, J.L.
Choudhury, D.
Cleaver, G.B.
Costa, M.S.
Cvetic, M.
B591 (2000) 491

B594 (2001) 747
B591 (2000) 435
B593 (2001) 731
B591 (2000) 39
B591 (2000) 243
B593 (2001) 505
B593 (2001) 562
B592 (2000) 107
B591 (2000) 457
B594 (2001) 23
B592 (2000) 35
B593 (2001) 471
B591 (2000) 469
B595 (2001) 63
Dalmazi, D.
Datta, A.
Del Debbio, L.
Derendinger, J.-P.
Di Castro, C.
Di Giacomo, A.
Dobado, A.
Dokshitzer, Yu.L.
Dolan, F.A.
Dolcini, F.
Donini, A.
Dorey, P.E.
Drrzapf, M.
Dotti, G.
Duan, Z.
Drr, S.
Dutta, B.
B592 (2001) 419

B592 (2000) 35
B594 (2001) 287
B593 (2001) 31
B594 (2001) 747
B594 (2001) 287
B592 (2000) 203
B593 (2001) 729
B593 (2001) 599
B592 (2001) 563
B593 (2001) 731
B594 (2001) 625
B595 (2001) 605
B591 (2000) 636
B592 (2000) 371
B594 (2001) 420
B592 (2000) 143
Ecker, G.
Ennes, I.P.
Ermolaev, B.I.
Evans, N.
B591 (2000) 419

B591 (2000) 195
B594 (2001) 71
B592 (2000) 129
Fabbri, A.
Fabbri, D.
Faraggi, A.E.
Farhi, E.
B595 (2001) 381

B591 (2000) 139
B593 (2001) 471
B595 (2001) 536
712
Feldmann, Th.
Feng, B.
Ferreiro, E.G.
Fioravanti, D.
Frste, S.
Forte, S.
Fr, P.
Frsard, R.
Froggatt, C.D.
B592 (2000) 3
B595 (2001) 165
B593 (2001) 336
B591 (2000) 685
B593 (2001) 127
B594 (2001) 46
B591 (2000) 139
B594 (2001) 769
B594 (2001) 23
Gabrielli, E.
Gambino, P.
Ganor, O.J.
Gavela, M.B.
Ghezelbash, A.M.
Ghilencea, D.M.
Ghosh, P.K.
Giedt, J.
Giudice, G.F.
Gckeler, M.
Gogoladze, I.G.
Gomez Cdenas, J.J.
Gomis, J.
Gorbahn, M.
Govindarajan, S.
Graham, N.
Grazzini, M.
Greco, M.
Groot Nibbelink, S.
Guagnelli, M.
Gubarev, F.V.
Guhr, T.
Gunion, J.F.
Gutierrez, T.D.
Gyulassy, M.
B594 (2001) 3
B592 (2000) 55
B591 (2000) 547
B593 (2001) 731
B592 (2000) 408
B595 (2001) 277
B595 (2001) 519
B595 (2001) 3
B595 (2001) 250
B593 (2001) 183
B594 (2001) 23
B593 (2001) 731
B591 (2000) 265
B592 (2000) 55
B593 (2001) 155
B595 (2001) 536
B591 (2000) 435
B594 (2001) 71
B594 (2001) 441
B595 (2001) 44
B592 (2000) 107
B593 (2001) 361
B591 (2000) 277
B591 (2000) 277
B594 (2001) 371
Han, T.
Hanany, A.
Hanhart, Ch.
Hannah, T.
Harmark, T.
He, Y.-H.
Heinzl, T.
Hernndez, P.
Hikida, Y.
Honecker, G.
Horsley, R.
Huitu, K.
Hwang, D.S.
B593 (2001) 415

B595 (2001) 165
B595 (2001) 335
B593 (2001) 577
B593 (2001) 76
B595 (2001) 165
B593 (2001) 545
B593 (2001) 731
B595 (2001) 319
B593 (2001) 127
B593 (2001) 183
B592 (2000) 164
B593 (2001) 311
Isidori, G.
Itoyama, H.
B591 (2000) 419

B593 (2001) 505
Jaffe, R.L.
Jger, S.
Jayaraman, T.
B595 (2001) 536

B592 (2000) 55
B593 (2001) 155
Jeng, M.
Jones, H.F.
B594 (2001) 685

B594 (2001) 518
Kaidalov, A.B.
Kataev, A.L.
Kehrein, S.
Kemmoku, R.
Khalil, S.
Kharraziha, H.
Kiem, Y.
Kim, J.E.
Kim, Y.J.
King, S.F.
Kirilova, D.P.
Kishimoto, I.
Klebanov, I.R.
Kniehl, B.A.
Kobakhidze, A.B.
Kobayashi, T.
Kogan, I.I.
Konechny, A.
Kopietz, P.
Kopp, T.
Kugo, T.
Kyae, B.
B593 (2001) 336

B592 (2000) 247
B592 (2001) 512
B595 (2001) 689
B594 (2001) 3
B592 (2000) 321
B594 (2001) 169
B591 (2000) 587
B593 (2001) 415
B591 (2000) 3
B591 (2000) 457
B591 (2000) 611
B591 (2000) 26
B591 (2000) 296
B594 (2001) 23
B592 (2000) 164
B595 (2001) 225
B591 (2000) 667
B595 (2001) 493
B594 (2001) 769
B594 (2001) 301
B591 (2000) 587
Lazzarini, S.
Lechtenfeld, O.
Lee, H.M.
Lee, S.
Levai, P.
Linart, S.
Likhoded, A.
Louis-Martinez, D.J.
Lozano, C.
Lu, J.X.
Lucenti, A.
Lucini, B.
Ludwig, A.W.W.
B594 (2001) 477

B591 (2000) 39
B591 (2000) 587
B594 (2001) 169
B594 (2001) 371
B592 (2001) 479
B593 (2001) 415
B595 (2001) 551
B591 (2000) 195
B595 (2001) 298
B593 (2001) 729
B594 (2001) 287
B594 (2001) 685
Ma, B.-Q.
Maccarone, A.
Magnea, L.
Magnea, L.
Mangazeev, V.V.
Marchesini, G.
Maroto, A.L.
Marshakov, A.
Martin, X.
Marzuoli, A.
Mathieu, P.
Matsuo, T.
Maul, M.
Maxwell, C.J.
Mayr, P.
McKenzie, R.H.
B593 (2001) 311

B594 (2001) 747
B593 (2001) 269
B594 (2001) 46
B592 (2001) 597
B593 (2001) 729
B592 (2000) 203
B595 (2001) 417
B595 (2001) 402
B595 (2001) 654
B595 (2001) 587
B593 (2001) 505
B594 (2001) 89
B592 (2000) 247
B593 (2001) 99
B592 (2001) 445

McKeon, D.G.C.
Mehen, T.
Melnikov, K.
Mena, O.
Merlatti, P.
Mikhailov, A.Yu.
Mintchev, M.
Miranda, O.G.
Mohammedi, N.
Mohapatra, R.N.
Mohri, K.
Montorsi, A.
Mora, P.
Moroi, T.
Mostafazadeh, A.
Mouslopoulos, S.
Mueller, A.H.
Mller, D.
Mller, G.
Mller-Kirsten, H.J.W.
Murakami, K.
B591 (2000) 591

B591 (2000) 265
B591 (2000) 515
B593 (2001) 731
B591 (2000) 139
B591 (2000) 547
B592 (2000) 219
B595 (2001) 360
B595 (2001) 93
B593 (2001) 451
B595 (2001) 138
B592 (2001) 563
B594 (2001) 229
B594 (2001) 354
B595 (2001) 467
B595 (2001) 225
B595 (2001) 567
B593 (2001) 289
B591 (2000) 419
B594 (2001) 243
B593 (2001) 505
Naculich, S.G.
Nanopoulos, D.V.
Narison, S.
Naud, J.D.
Navarro, D.J.
Navarro-Salas, J.
Navelet, H.
Nekrasov, N.A.
Nepomechie, R.I.
Neubert, M.
Neufeld, H.
Niedermeier, L.
Niemeyer, B.
Nimai Singh, N.
Nozaki, M.
Nyawelo, T.S.
B591 (2000) 195

B593 (2001) 471
B593 (2001) 3
B594 (2001) 713
B595 (2001) 381
B595 (2001) 381
B593 (2001) 438
B591 (2000) 26
B594 (2001) 660
B591 (2000) 313
B591 (2000) 419
B593 (2001) 289
B591 (2000) 39
B591 (2000) 3
B595 (2001) 319
B594 (2001) 441
Ohtake, Y.
Olum, K. D.
Osborn, H.
Oshikawa, M.
B595 (2001) 138

B595 (2001) 402
B593 (2001) 599
B594 (2001) 535
Paeng, J.
Palisoc, C.P.
Pallante, E.
Paniak, L.D.
Papazoglou, A.
Park, D.K.
Park, J.
Parkin, P.
Parvizi, S.
Pasti, P.
Pea-Garay, C.
Penati, S.
B595 (2001) 119

B591 (2000) 296
B592 (2000) 294
B593 (2001) 671
B595 (2001) 225
B594 (2001) 243
B594 (2001) 169
B594 (2001) 518
B592 (2000) 408
B591 (2000) 109
B595 (2001) 360
B593 (2001) 651
713
Prez-Lorenzana, A.
Perlt, H.
Perry, M.J.
Peschanski, R.
Petersson, B.
Petrini, M.
Petronzio, R.
Phillips, D.R.
Piccione, A.
Pich, A.
Pich, A.
Pilch, K.
Pillin, M.
Pilo, L.
Polikarpov, M.I.
Polyakov, A.M.
Poppitz, E.
Pryadko, L.P.
B593 (2001) 451

B593 (2001) 183
B591 (2000) 469
B593 (2001) 438
B592 (2000) 391
B592 (2000) 129
B595 (2001) 44
B595 (2001) 335
B594 (2001) 46
B591 (2000) 419
B592 (2000) 294
B594 (2001) 209
B594 (2001) 625
B592 (2000) 219
B592 (2000) 107
B594 (2001) 272
B594 (2001) 354
B594 (2001) 713
Rakow, P.E.L.
Rashba, T.I.
Rasmussen, J.
Rasmussen, J.
Rattazzi, R.
Reddy, S.
Ridolfi, G.
Rigolin, S.
Rodrigues da Silva, P.S.
Rolf, J.
Rooman, M.
Ross, G.G.
Ross, G.G.
Rossi, A.
Roy, S.
Ruelle, P.
Rychkov, V.S.
B593 (2001) 183

B595 (2001) 360
B593 (2001) 634
B595 (2001) 587
B595 (2001) 250
B595 (2001) 335
B594 (2001) 46
B593 (2001) 731
B592 (2000) 371
B595 (2001) 44
B594 (2001) 329
B595 (2001) 225
B595 (2001) 277
B594 (2001) 113
B595 (2001) 298
B592 (2001) 479
B594 (2001) 272
Sachrajda, C.T.
Salam, G.P.
Saleur, H.
Salgado, C.A.
Sannino, F.
Santambrogio, A.
Sarkar, T.
Sarkar, T.
Sato, H.-T.
Saulina, N.
Savage, M.J.
Schfer, A.
Schierholz, G.
Schiller, A.
Schmidt, I.
Schnitzer, H.J.
Schreyer, R.
Schwarz, A.
Semikoz, V.B.
B591 (2000) 313

B593 (2001) 729
B594 (2001) 535
B593 (2001) 336
B592 (2000) 371
B593 (2001) 651
B593 (2001) 155
B595 (2001) 201
B595 (2001) 689
B591 (2000) 547
B595 (2001) 335
B593 (2001) 289
B593 (2001) 183
B593 (2001) 183
B593 (2001) 311
B591 (2000) 195
B593 (2001) 127
B591 (2000) 667
B595 (2001) 360
714
Sfetsos, K.
Shatashvili, S.L.
Siemens, X.
Silvestrini, L.
Simonov, Yu.A.
Singh, H.
Sint, S.
Sirlin, A.
Slavich, P.
Smolin, L.
Sommer, R.
Sondhi, S.L.
Sorokin, D.
Spindel, Ph.
Stanishkov, M.
Sugiyama, K.
Szabo, R.J.
B593 (2001) 31
B591 (2000) 26
B595 (2001) 402
B592 (2000) 55
B592 (2000) 350
B595 (2001) 298
B595 (2001) 44
B591 (2000) 296
B595 (2001) 33
B591 (2000) 227
B595 (2001) 44
B594 (2001) 713
B591 (2000) 109
B594 (2001) 329
B591 (2000) 685
B591 (2000) 701
B593 (2001) 671
Tabaczek, J.
Takayanagi, T.
Tamaryan, S.N.
Tateo, R.
Tonin, M.
Torrente-Lujan, E.
Triantafyllopoulos, D.N.
Troyan, S.I.
B592 (2000) 391

B595 (2001) 319
B594 (2001) 243
B594 (2001) 625
B591 (2000) 109
B594 (2001) 3
B595 (2001) 567
B594 (2001) 71
Uehara, S.
Uraltsev, N.G.
Uranga, A.M.
B591 (2000) 77
B592 (2000) 92
B595 (2001) 63
Valencia, G.
Valent, G.
B593 (2001) 415

B591 (2000) 491
Valle, J.W.F.
van Holten, J.W.
van Ritbergen, T.
Vassilevich, D.V.
Vekua, T.
Verbaarschot, J.J.M.
Verhoeven, O.
Vitev, I.
Vogt, R.
B595 (2001) 360

B594 (2001) 441
B591 (2000) 515
B594 (2001) 501
B593 (2001) 545
B592 (2001) 419
B592 (2001) 479
B594 (2001) 371
B591 (2000) 277
Walker, J.W.
Walton, M.A.
Wang, J.
Warner, N.P.
Watts, G.M.T.
Weigel, H.
Wells, J.D.
Wilke, T.
Wipf, A.
Wolff, U.
Wu, Y.-S.
B593 (2001) 471

B595 (2001) 587
B595 (2001) 63
B594 (2001) 209
B594 (2001) 625
B595 (2001) 536
B595 (2001) 250
B593 (2001) 361
B593 (2001) 545
B595 (2001) 44
B593 (2001) 562
Yamada, S.
Yamaguchi, S.
Yang, S.-K.
Yoshioka, K.
B591 (2000) 77
B594 (2001) 190
B595 (2001) 138
B594 (2001) 301
Zaffaroni, A.
Zakharov, V.I.
Zanon, D.
Zelnikov, A.
Zhang, J.-Z.
B591 (2000) 139

B592 (2000) 107
B593 (2001) 651
B594 (2001) 501
B594 (2001) 243

Nucl - Phys.B v.595

Transféré par

Informations du document

Titre original

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

Nucl - Phys.B v.595

Transféré par

Droits d'auteur :

Formats disponibles

Nuclear Physics B 595 (2001) 332

The KM phase in semi-realistic heterotic orbifold

J. Giedt / Nuclear Physics B 595 (2001) 332

and suppose Yukawa matrices of the form

dij = |dij |ei(i +j ) .

ucj L eij ucj L ,

djcL eij djcL .

J. Giedt / Nuclear Physics B 595 (2001) 332

J. Giedt / Nuclear Physics B 595 (2001) 332

be imperfect once higher-order corrections are included.

J. Giedt / Nuclear Physics B 595 (2001) 332

of modular invariance leads to relationships between coupling coefficients which were

J. Giedt / Nuclear Physics B 595 (2001) 332

J. Giedt / Nuclear Physics B 595 (2001) 332

J. Giedt / Nuclear Physics B 595 (2001) 332

uij = |uij |eii ,

dij = |dij |eii ,

where iu = (mu1 , p1i ) and id = (md1 , p1i ).

0 are mass eigenstates. Then

VCKM = VuT Vd = RuT Z Rd .

J. Giedt / Nuclear Physics B 595 (2001) 332

couplings give significant corrections to the trilinear (, , 2 ) coupling discussed

and the level-one SU(3) characters [23]

[(T )]2 fiT1 i2 i3 1i1 2i2 33 ,

J. Giedt / Nuclear Physics B 595 (2001) 332

where fiT1 i2 i3 is given by:

J. Giedt / Nuclear Physics B 595 (2001) 332

We define a polynomial p which encodes the superpotential couplings (3.4), up to a power

Using the transformation properties enumerated above, it can be shown that

Thus, the functional 2 p transforms with modular weight 1 up to a moduli independent

J. Giedt / Nuclear Physics B 595 (2001) 332

Then it can be checked that 2 p 2 p, which transforms as it should (e.g., c = 0, d = 1

J. Giedt / Nuclear Physics B 595 (2001) 332

exp[Scl (z4 , z5 , z6 ; z 4 , z 5 , z 6 )].

J. Giedt / Nuclear Physics B 595 (2001) 332

symmetries. This construction treats the different species of fields 1 , . . . , 3m in a

p T I ; I (z1 , z 1 ) I (z2 , z 2 ) I (z3 , z 3 )

J. Giedt / Nuclear Physics B 595 (2001) 332

 123 123 123

J. Giedt / Nuclear Physics B 595 (2001) 332

ui2 = Xij2 ucj L + heavy.

The trilinear untwisted coupling is proportional to |ij k | according to the conservation

J. Giedt / Nuclear Physics B 595 (2001) 332

neutral. We assume that off-diagonal T -moduli T I J , I 6= J, have vanishing vevs, as in

We make redefinitions Qi hT i + T i Qi and similarly for ui1 . Similar arguments hold

J. Giedt / Nuclear Physics B 595 (2001) 332

(`1 , `2 , `3 , `4 ) = (1, 2, 3, j),

J. Giedt / Nuclear Physics B 595 (2001) 332

J. Giedt / Nuclear Physics B 595 (2001) 332

The quantities Bd , B d , Dd in (4.11) can be varied independently by adjusting the ratios

J. Giedt / Nuclear Physics B 595 (2001) 332

to which the Wolfenstein parameterization [39,40] is an approximation. As is well known,

J. Giedt / Nuclear Physics B 595 (2001) 332

0.9752(8) 0.220(4) 0.0027(12)

J. Giedt / Nuclear Physics B 595 (2001) 332

`i i. The T -moduli are

Case 2: complex Xiggs vevs

J. Giedt / Nuclear Physics B 595 (2001) 332

`i i. The T -moduli are

1 arg hu = arg Au = arg Cu ,

J. Giedt / Nuclear Physics B 595 (2001) 332

J. Giedt / Nuclear Physics B 595 (2001) 332

Appendix A. Charge normalization

123 123 123

The trilinear untwisted coupling is proportional to |ij k | according to the conservation